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。
Based on the rational expectation framework and from the perspective of market microstructure, the paper analyzes the effect of price limit on trading mechanism of stock market.
本文从市场微观结构的角度，采用理性预期分析框架、探讨价格限制对股票交易的作用。
Based on the rational expectation framework and from the perspective of market microstructure, the paper analyzes the effect of price limit on trading mechanism of stock market.
本文从市场微观结构的角度，采用理性预期分析框架、探讨价格限制对股票交易的作用。
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