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通过实证研究,本文认为相对于限价委托,市价委托方式更为常用。市场行情越不稳定,交投越活跃,投资者越倾向于采用市价委托。市价委托的主要风险在于可能引起产生股价大幅变动,本文通过价格波动与成交效率两个角度进行比较,认为“最优五档成交转限价”和“最优五档成交并撤销”方案应是在市场现有基础上推出市价委托的首选方案。
Through empirical research, this article believes that compared with the limit commission, the market commission method is more commonly used. The more volatile market conditions, the more active trading, investors are more inclined to use the market commissioned. The main risk entrusted by the market is that it may cause substantial price changes. This article compares the price fluctuation with the transaction efficiency, and concludes that “the best five tranches to the limit price” and the “best five tranches and withdraws ”The plan should be the preferred plan for launching the market commission based on the existing market.