Extending price momentum tests to the longest available histories of global financial assets, including country equities, government bonds, currencies, commodities, sectors and U.S. stocks, we create a 215-year history of cross-sectional multi-asset momentum, and confirm the significance of the...

In December 2021, international commodity prices increased sharply, the US Consumer Price Index (CPI) increased by 7% year-on-year while the CPI of euro area increased by 5% year-on-year. In China, the CPI increased by 2.3% year-on-year, the Producer Price Index (PPI) increased by 10.3%...