With converging to the competitive equilibrium in continuous doubleauction, it shows paradox results with efficient market hypothesis.
通过对连续双向拍卖交易收敛到竞争均衡过程的分析,发现了与有效市场假设相悖的结果。
2
Research on the features of limit order books under continuous doubleauction mechanism in the order-driven market is an important field of financial market microstructure theory.