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金融市场微观结构理论评述

Review on the market microstructure theory
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摘要 首先简述了金融市场微观结构理论的主要内容,然后力图在一定广度上探讨金融市场微观结构理论的最新进展,同时介绍了国内学者在这一领域的研究情况,最后结合我国金融市场的现状,指出我国金融市场发展的客观现实,要求学术界深入研究金融市场微观结构理论,更好地发挥证券市场对我国国民经济重要的资源配置职能。 The paper describes the important content of the financial market microstructure theory.Then, It provides an overview of the recent development in the financial market microstructure theory,and the present researches situation in China in this field.Finally,The paper points out that researchers ought to do a in market microstructure field to exert the function of securities market in China after investigating our securities markets performance.
出处 《沈阳大学学报》 CAS 2003年第3期6-11,共6页
基金 国家自然科学基金资助项目(70173031)
关键词 金融市场微观结构 交易机制 市场质量 市场流动性 市场透明度 financial market microstructure trading mechanisms market quality market liquidity market transparency
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