Did the ETF enhance arbitrage between cash and futures of the Nikkei225?
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KeywordsETF(Exchange-Traded Funds); Arbitrage Relationship; Arbitrage Activity;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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