Mikhail Samonov

Forefront Analytics

100 Front St

West Conshohocken, PA 19428

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Two Centuries of Price Return Momentum

Financial Analysts Journal, Vol. 72, No. 5 (September/October 2016)
Number of pages: 58 Posted: 12 Jul 2013 Last Revised: 04 Sep 2016
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Forefront Analytics
Downloads 3,725 (1,216)

Abstract:

Price Momentum, Early Security Prices, Market States, Price Reversal, Hedging

2.

Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)

Number of pages: 77 Posted: 20 May 2015 Last Revised: 11 May 2017
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Forefront Analytics
Downloads 1,690 (2,037)

Abstract:

Price Momentum, Early Security Prices, Market States, Price Reversal, Currency, Commodity, Bonds