@article{siqueira_correia_amaral_2023,  title={Analysis of the Tick Rule and Bulk Volume Classification algorithms in the Brazilian stock market},  volume={20},  ISSN={1808-2386},  url={https://doi.org/10.15728/bbr.2023.20.1.6.en},  DOI={10.15728/bbr.2023.20.1.6.en},  number={1},  journal={BBR. Brazilian Business Review},  publisher={Fucape Business School},  author={Siqueira, Leonardo Souza and Correia, Laíse Ferraz and Amaral, Hudson Fernandes},  year={2023},  month={Jan},  pages={99–116} }