限价指令簿

limit order───限价定单

limit orders───限价定单

order book───定货簿

visitors' book───访客手册

history book───史书

in order to───为了

limit freedom───限制自由

Using transactions data for A-share stocks in Shenzhen stock market, this paper studies market depths change after increased limit order book disclosure.───运用深圳证券交易所A股股票的交易数据，实证分析了指令簿透明度增加后市场深度的变化。

The dissertation is organized in three parts as follows, with the limit-order book and order flow as core elements.───全文的研究围绕中国股票市场中的限价委托单簿和委托单流行为展开，主要讨论了三个方面的内容。