VPIN as Measure of Liquidity, Volatility and Information in Stock-Exchange Price Behavior Maksim Chupriyanov VPIN as Measure of Liquidity, Volatility and Information in Stock-Exchange Price Behavior // Global Markets and Financial Engineering (Russian version). — 2016. — Vol. 3. — № 2. — p. 125-152. — doi: 10.18334/grfi.3.2.36541 Read more ›
