# Trend - transaction costs
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## 2007 [LIQUIDITY AND RISK MANAGEMENT](https://www.nber.org/system/files/working_papers/w12887/w12887.pdf) Nicolae B. Garleanu, Lasse H. Pedersen
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## https://www.investmentpod.com/assets/uploads/whitepapers/AQR-A-Century-of-Trend-Following-Investing.pdf
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appendix B
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# Parents
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* TSeries Momentum - technical papers⏎