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。

Using transactions data for A-share stocks in Shenzhen stock market, this paper studies market depths change after increased limit order book disclosure.

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研究指令驱动市场连续竞价阶段的限价指令簿特征是金融市场微观结构理论的一个重要组成部分。

Research on the features of limit order books under continuous double auction mechanism in the order-driven market is an important field of financial market microstructure theory.

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