Central Limit Order Book 中央限价订单本 ; 中央限价委托记录
centralized limit order book 集中限价指令记录簿
limit-order book 限价委托单簿
composite limit order book 综合限制指示书
Using transactions data for A-share stocks in Shenzhen stock market, this paper studies market depths change after increased limit order book disclosure.
运用深圳证券交易所A股股票的交易数据,实证分析了指令簿透明度增加后市场深度的变化。
The dissertation is organized in three parts as follows, with the limit-order book and order flow as core elements.
全文的研究围绕中国股票市场中的限价委托单簿和委托单流行为展开,主要讨论了三个方面的内容。
应用推荐