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