With converging to the competitive equilibrium in continuous double auction, 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。
Research on the features of limit order books under continuous double auction mechanism in the order-driven market is an important field of financial market microstructure theory.
研究指令驱动市场连续竞价阶段的限价指令簿特征是金融市场微观结构理论的一个重要组成部分。
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