Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China
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DOI: 10.1016/j.finmar.2021.100656
Abstract: Abstract Prior to May 22, 2017, price information displayed on stock exchanges on certain days and on days prior to market-closed holidays required investors in exchange-traded repos to infer repos' actual maturities to place orders… read more here.
Keywords: market; processing heuristics; ease processing; exchange traded ... See more keywords