Study on the Duration of Market Microstructure Theory

Wei Wenjuan

International Journal of Business and Management, 2017, vol. 12, issue 10, 252

Abstract: This paper starts from the theory of market microstructure, by researching in the development of market microstructure and the theoretical framework, it is found that the proposed duration model is of great significance to market participants. Therefore, based on the theory of market microstructure, this paper summarizes and analyzes the related theories and applications of ACD model.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:ibn:ijbmjn:v:12:y:2017:i:10:p:252

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