1. Are trading invariants really invariant? Trading costs matter. Issue 7 (2nd July 2020) Authors: Bucci, Frédéric; Lillo, Fabrizio; Bouchaud, Jean-Philippe; Benzaquen, Michael Journal: Quantitative finance Issue: Volume 20:Issue 7(2020) Page Start: 1059 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗