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Analysis of the Tick Rule and Bulk Volume Classification algorithms in the Brazilian stock market

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Bibliographic Details
Main Author:	Leonardo Souza Siqueira
Format:	Artículo científico
Language:	en
Published:	FUCAPE Business School 2023
Subjects:	Administración y Contabilidad VPIN Tick Rule Market microstructure Bulk Volume Classification
Online Access:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5 Acceder al recurso 6
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