指令驱动市场中委托指令的收益风险分析被引量：1

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摘要一、引言在指令驱动市场中,不存在做市商这样的中介机构来为市场提供流动性.流动性是由限价订单提供的,因为限价订单形成了一个随时准备进行交易的买卖承诺"库",市价订单可与之进行匹配成交.

作者冷劲松王晓明林成栋

机构地区西安交通大学中国政法大学上海交通大学

出处《经济理论与经济管理》 CSSCI 北大核心 2003年第11期34-36,共3页 Economic Theory and Business Management

关键词指令驱动市场委托指令收益风险分析委托价格市价指令限价指令限价订单投资决策

参考文献4

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经济理论与经济管理

2003年第11期

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