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Exchange Traded Fund, Financial Market Index, Market Volatility, Trading Volume
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Exchange Traded Fund, Financial Market Index, Price Efficiency, Information Share, Price Discovery
Authorized Participant, Exchange-Traded Fund (ETF), Information Asymmetry, Macro News
File name: ACFI.pdf
Exchange‐traded fund, Fund flows, Trading volume, Stock market volatility, Efficient price
Exchange traded fund, Index return volatility, Efficient price, Private information, Investor disagreement, Information‐based trading
Exchange Traded Fund, Index Return Volatility, Efficient Price, Private Information, Investor Disagreement, Information-based Trading.
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