二， 市场微结构交易系统(Market microstructure trading)，是基于交易成本、持仓量、成交量、价格、交易指令等市场微结构，一般持仓小于10分钟；
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Market Microstructure and Trading 市场微观结构和交易
Financial Market Microstructure and Trading 金融市场微观结构和交易
Market t Microstructure and Trading 市场微观结构和交易
Some of the foreign literatures start to study it based on financial market microstructure characterized by market maker trading system.
近年来，国外文献开始基于做市商交易制度的市场微观环境对相关问题进行研究。
Researches in the market microstructure focus on the processes of discovering the trading prices and the operating mechanisms of the trading prices.
市场微观结构理论的研究主要集中于证券交易价格形成与发现的过程与运作机制。
Based on the market microstructure theory, this paper studies on the character of trading volume return and return volatility in China stock market through narrowing the time window.
本文以金融市场微观结构理论为基础，通过将时间窗口缩小来研究中国股市的交易量、收益率和收益率波动的变化特征。
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