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- Based on the structural friction, the market microstructure theory investigates how the trading mechanism imposes to it. 市场微观结构理论基于结构性摩擦研究了交易制度对该过程的作用机理;
- With high frequency data and the market liquidity depth indicator VNET, the dynamic features and the determinative factors of market liquidity are studied, and the market microstructure theories are verified. 摘要使用超高频数据,并利用流动性深度指标,研究流动性的动态特征、影响因素以及检验市场微观结构理论,结果支持基于信息不对称下的市场微观结构理论。
- market microstructure theory 市场微观结构理论
- Spulber, D.F. (1999), Market Microstructure: Intermediaries and the Theory of the Firm, Cambridge University Press, Cambridge. 徐振宇.;跨国零售集团的市场势力:扩展与制衡
- Allen.Franklin, and Gary Gorton.Stock Price Manipulation, Market Microstructure and Asymmetric Information [J].European Economic Review,1992(36). 曹红辉.;股票市场价格信息信号引导资金配置的效率分析[J]
- The paper studies the modeling of ultra-high-frequency time series, then through constructing the ACD model and UHF-GARCH model of index and single stock data in Shanghai Stock Market, the chapter researches its market microstructure. 主要研究了超高频时间序列的建模问题,通过对上海股市的指数和个股的超高频时间序列建立 ACD 模型和 UHF-GARCH 模型,研究了上海股市的微观结构;
- In this paper,we used the sequential trade framework of financial market microstructure model to study the herding mechanism in security markets. 用金融市场微观结构模型的序贯交易框架分析了证券市场上羊群效应的发生机制。
- The company hopes to boost its market share. 该公司希望增加其市场份额。
- Market dull and slacken no business report. 市场萧条胩衰退,没有有关交易的报道。
- The pigs fetched a good price at the market. 那些猪在市场上卖了好价钱。
- Oil stocks bottomed out in the market. 石油的股票行市停泻回升。
- The stock market trod water these days. 股市这几天停滞不前。
- Can you explore the market possibility for us? 您能为我们考察一下市场前景吗?
- The market offer optimum condition for sale. 市场为销售提供了最佳条件。
- She loved the life, noise, and color of the market. 她爱市场上的生趣、喧哗与多姿多彩。
- My daughter went with me to the market. 我女儿和我一起去了市场。
- The market situation is not known to us. 我们还不了解市场情况。
- The market values are in a nose dive. 市价暴跌。
- The steel market will continue to be active. 钢材市场将会继续保持活跃。
- Prices fell on the stock market. 股市行情下跌。