@article{optimalturnoverliquidityand,
  title = {Optimal Turnover, Liquidity, and Autocorrelation},
  author = {Bastien Baldacci and Jerome Benveniste and Gordon Ritter},
  year = {2021},
  eprint = {2110.03810},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2110.03810v2},
}