Editor’s Introduction to the Special Issue on Market Microstructure
本文是市场微观结构特刊的编辑引言，介绍市场结构规则如何影响订单处理、交易和价格确定，对金融经济学研究者有参考价值。
1. Frank J. Fabozzi 2. Robert A. Schwartz Market structure is the set of rules that govern order handling, trading, and price determination. Market microstructure, a relatively new field in financial economics, addresses issues regarding how orders are integrated together and turned into trades