Figure 1: Artist’s impression of a large moon.
When a foreground star hosting a planet crosses the line-of-sight to a distant background star, the gravitational field of the foreground star and its planet can act as a "lens", magnifying light from the background star. The observed change in brightness of the background star is in the form of an asymmetric gravitational microlensing light curve. The asymmetric shape of the light curve is due to the presence of the planet. If the planet happens to be far enough from its host star and also happens to have a moon in orbit around it, the moon can induce a very short-duration perturbation on the smooth asymmetric gravitational microlensing light curve.
Furthermore, if the projected star-planet separation is large enough, the planet can generate a gravitational microlensing light curve without any noticeable contribution from its host star, and if the planet has a moon around it, the moon will induce a very short-duration perturbation on the light curve. The shape of the light curve from the planet-moon system will be somewhat similar in shape to a light curve generated by a star-planet system. The main difference is that the gravitational microlensing event caused by the planet-moon system will occur over a much shorter timescale.
Figure 2: Synthetic gravitational microlensing light curves involving a triple lens system (i.e. star-planet-moon system) whereby the moon has the same mass as Mars and the planet has the same mass as Jupiter. The short-duration perturbation on each light curve is due to the presence of the moon. Chung & Ryu (2016)
Reference:
Chung & Ryu (2016), "Properties of microlensing events by wide separation planets with a moon", arXiv:1606.00565 [astro-ph.EP]