id	sid	eid	entity	type
arjefm-59	1	1	american research journal of economics	ORG
arjefm-59	1	2	10	CARDINAL
arjefm-59	1	3	1	CARDINAL
arjefm-59	1	4	january-march 2022	DATE
arjefm-59	1	5	2836-9416	CARDINAL
arjefm-59	1	6	4.85	CARDINAL
arjefm-59	1	7	america	GPE
arjefm-59	1	8	american research journal of economics	ORG
arjefm-59	2	1	1 |	CARDINAL
arjefm-59	2	2	lankan	NORP
arjefm-59	2	3	kasun s. perera	PERSON
arjefm-59	2	4	dr.	PERSON
arjefm-59	2	5	anusha r. silva	PERSON
arjefm-59	2	6	university of colombo	ORG
arjefm-59	2	7	sri lanka	GPE
arjefm-59	4	1	1987	DATE
arjefm-59	5	1	kumar	PERSON
arjefm-59	5	2	2008	DATE
arjefm-59	5	3	the united states	GPE
arjefm-59	10	1	1	CARDINAL
arjefm-59	10	2	one	CARDINAL
arjefm-59	10	3	fu	NORP
arjefm-59	10	4	2009	DATE
arjefm-59	11	1	pukthuanthongle &visaltanachoti	ORG
arjefm-59	11	2	2009	DATE
arjefm-59	14	1	1987	DATE
arjefm-59	15	1	kumar	PERSON
arjefm-59	15	2	2008	DATE
arjefm-59	15	3	more than 62,000	CARDINAL
arjefm-59	15	4	the united states	GPE
arjefm-59	15	5	1991-1996	DATE
arjefm-59	15	6	over 25 percent	PERCENT
arjefm-59	15	7	only one	CARDINAL
arjefm-59	15	8	more than 50 percent	PERCENT
arjefm-59	15	9	more than three	CARDINAL
arjefm-59	16	1	five percent to	PERCENT
arjefm-59	16	2	ten percent	PERCENT
arjefm-59	16	3	more than ten	CARDINAL
arjefm-59	18	1	mailto:contact@americaserial.com mailto:contact@americaserial.com	ORG
arjefm-59	19	1	american research journal of economics	ORG
arjefm-59	19	2	10	CARDINAL
arjefm-59	19	3	1	CARDINAL
arjefm-59	19	4	january-march 2022	DATE
arjefm-59	19	5	2836-9416	CARDINAL
arjefm-59	19	6	4.85	CARDINAL
arjefm-59	20	1	america	GPE
arjefm-59	20	2	american research journal of economics	ORG
arjefm-59	21	1	1987	DATE
arjefm-59	25	1	bali	GPE
arjefm-59	25	2	cakici	GPE
arjefm-59	25	3	2008	DATE
arjefm-59	26	1	1998	DATE
arjefm-59	27	1	the united states	GPE
arjefm-59	27	2	2009	DATE
arjefm-59	29	1	kumari	PERSON
arjefm-59	29	2	mahakudandhiremath(2017	DATE
arjefm-59	29	3	pukthuanthong-le &visaltanachoti	ORG
arjefm-59	29	4	2009	DATE
arjefm-59	30	1	the united states	GPE
arjefm-59	31	1	sri lankan	NORP
arjefm-59	31	2	sri lanka	GPE
arjefm-59	32	1	visaltanachoti	ORG
arjefm-59	32	2	2009	DATE
arjefm-59	32	3	sri lankan	NORP
arjefm-59	34	1	french	LANGUAGE
arjefm-59	34	2	2015	CARDINAL
arjefm-59	36	1	two-fold	CARDINAL
arjefm-59	37	1	firstly	ORDINAL
arjefm-59	38	1	secondly	ORDINAL
arjefm-59	38	2	five	CARDINAL
arjefm-59	38	3	french	NORP
arjefm-59	38	4	2015	CARDINAL
arjefm-59	39	1	section 2	LAW
arjefm-59	39	2	section 3	LAW
arjefm-59	39	3	mailto:contact@americaserial.com mailto:contact@americaserial.com	ORG
arjefm-59	39	4	american research journal of economics	ORG
arjefm-59	39	5	10	CARDINAL
arjefm-59	39	6	1	CARDINAL
arjefm-59	39	7	january-march 2022	DATE
arjefm-59	39	8	2836-9416	CARDINAL
arjefm-59	39	9	4.85	CARDINAL
arjefm-59	39	10	america	GPE
arjefm-59	39	11	american research journal of economics	ORG
arjefm-59	42	1	section 4	LAW
arjefm-59	42	2	section 5	LAW
arjefm-59	43	1	2	CARDINAL
arjefm-59	43	2	markowitz (1952)	ORG
arjefm-59	44	1	gupta&markowitz	ORG
arjefm-59	44	2	2002	DATE
arjefm-59	46	1	1964	DATE
arjefm-59	46	2	french	LANGUAGE
arjefm-59	46	3	2004	DATE
arjefm-59	47	1	1976	DATE
arjefm-59	47	2	three	CARDINAL
arjefm-59	47	3	fama& french	ORG
arjefm-59	47	4	1993	DATE
arjefm-59	47	5	four	CARDINAL
arjefm-59	47	6	1997	DATE
arjefm-59	47	7	five	CARDINAL
arjefm-59	47	8	fama& french	ORG
arjefm-59	47	9	2015	DATE
arjefm-59	48	1	1987	DATE
arjefm-59	49	1	2005	DATE
arjefm-59	49	2	miller & scholes	ORG
arjefm-59	49	3	1986	DATE
arjefm-59	49	4	amihud, 2002	DATE
arjefm-59	49	5	pastor &stambaugh	ORG
arjefm-59	49	6	2003	DATE
arjefm-59	51	1	kumar	PERSON
arjefm-59	51	2	2009	DATE
arjefm-59	52	1	kumar	PERSON
arjefm-59	52	2	2009	DATE
arjefm-59	52	3	bali	GPE
arjefm-59	52	4	cakiciand whitelaw	PERSON
arjefm-59	52	5	2011	DATE
arjefm-59	54	1	1987	DATE
arjefm-59	55	1	2009	DATE
arjefm-59	58	1	2006	DATE
arjefm-59	58	2	one month	DATE
arjefm-59	58	3	bali andcakici	GPE
arjefm-59	58	4	2008	DATE
arjefm-59	59	1	2009	DATE
arjefm-59	59	2	nelson	PERSON
arjefm-59	59	3	1991	DATE
arjefm-59	60	1	kumariet al.(2017	GPE
arjefm-59	60	2	fu	ORG
arjefm-59	61	1	mailto:contact@americaserial.com	ORG
arjefm-59	62	1	american research journal of economics	ORG
arjefm-59	62	2	10	CARDINAL
arjefm-59	62	3	1	CARDINAL
arjefm-59	62	4	january-march 2022	DATE
arjefm-59	62	5	2836-9416	CARDINAL
arjefm-59	62	6	4.85	CARDINAL
arjefm-59	63	1	america	GPE
arjefm-59	63	2	american research journal of economics	ORG
arjefm-59	64	1	4 |	CARDINAL
arjefm-59	65	1	2006	DATE
arjefm-59	65	2	fu	PERSON
arjefm-59	65	3	2009	DATE
arjefm-59	66	1	fu	ORG
arjefm-59	66	2	36	CARDINAL
arjefm-59	66	3	visaltanachoti	ORG
arjefm-59	66	4	2009	DATE
arjefm-59	66	5	one month	DATE
arjefm-59	67	1	fu	PERSON
arjefm-59	67	2	2009	DATE
arjefm-59	67	3	visaltanachoti	ORG
arjefm-59	67	4	2009	DATE
arjefm-59	69	1	bali	GPE
arjefm-59	69	2	cakici	GPE
arjefm-59	69	3	2008	DATE
arjefm-59	70	1	fu	PERSON
arjefm-59	70	2	2009	DATE
arjefm-59	71	1	3	CARDINAL
arjefm-59	71	2	3.1	CARDINAL
arjefm-59	71	3	monthly	DATE
arjefm-59	71	4	214	CARDINAL
arjefm-59	71	5	the colombo stock exchange	ORG
arjefm-59	71	6	cse	ORG
arjefm-59	71	7	163 months	DATE
arjefm-59	71	8	september 2004 to march 2018	DATE
arjefm-59	72	1	cse data library	ORG
arjefm-59	72	2	annual	DATE
arjefm-59	72	3	annual	DATE
arjefm-59	72	4	sri lanka	GPE
arjefm-59	73	1	2008	DATE
arjefm-59	73	2	monthly	DATE
arjefm-59	74	1	french	NORP
arjefm-59	74	2	1992	DATE
arjefm-59	74	3	1997	DATE
arjefm-59	74	4	nimal	PERSON
arjefm-59	74	5	2016	DATE
arjefm-59	74	6	fama& french	ORG
arjefm-59	74	7	1992	DATE
arjefm-59	75	1	three-month	DATE
arjefm-59	78	1	the end of september each year	DATE
arjefm-59	78	2	the end of september year	DATE
arjefm-59	78	3	2017	DATE
arjefm-59	79	1	2016	DATE
arjefm-59	80	1	2	CARDINAL
arjefm-59	80	2	3	CARDINAL
arjefm-59	81	1	50 percent	PERCENT
arjefm-59	81	2	bottom 50 percent	PERCENT
arjefm-59	81	3	fama& french	ORG
arjefm-59	81	4	1993	DATE
arjefm-59	84	1	american research journal of economics	ORG
arjefm-59	84	2	10	CARDINAL
arjefm-59	84	3	1	CARDINAL
arjefm-59	84	4	january-march 2022	DATE
arjefm-59	84	5	2836-9416	CARDINAL
arjefm-59	84	6	4.85	CARDINAL
arjefm-59	85	1	america	GPE
arjefm-59	85	2	american research journal of economics	ORG
arjefm-59	87	1	bottom 30 percent	PERCENT
arjefm-59	87	2	middle 40 percent	PERCENT
arjefm-59	87	3	30 percent	PERCENT
arjefm-59	87	4	2	CARDINAL
arjefm-59	87	5	3	CARDINAL
arjefm-59	87	6	six	CARDINAL
arjefm-59	87	7	sn	ORG
arjefm-59	87	8	sv	ORG
arjefm-59	87	9	1993	DATE
arjefm-59	88	1	2	CARDINAL
arjefm-59	88	2	3	CARDINAL
arjefm-59	88	3	sw	ORG
arjefm-59	88	4	sn	ORG
arjefm-59	88	5	sr	ORG
arjefm-59	88	6	sn	ORG
arjefm-59	89	1	sc	GPE
arjefm-59	89	2	bc	ORG
arjefm-59	89	3	fama& french 2015	ORG
arjefm-59	90	1	2	CARDINAL
arjefm-59	90	2	3	CARDINAL
arjefm-59	90	3	2x3	CARDINAL
arjefm-59	90	4	two	CARDINAL
arjefm-59	91	1	three 2x3	CARDINAL
arjefm-59	91	2	1	CARDINAL
arjefm-59	92	1	1	CARDINAL
arjefm-59	92	2	2x3	CARDINAL
arjefm-59	92	3	cse	ORG
arjefm-59	93	1	sr + sn + sw)/3	ORG
arjefm-59	95	1	30th	ORDINAL
arjefm-59	95	2	70th	ORDINAL
arjefm-59	95	3	30th	ORDINAL
arjefm-59	95	4	70th	ORDINAL
arjefm-59	95	5	30th	ORDINAL
arjefm-59	95	6	70th	ORDINAL
arjefm-59	95	7	french	NORP
arjefm-59	95	8	2015	CARDINAL
arjefm-59	97	1	2x3	CARDINAL
arjefm-59	97	2	profgroup	ORG
arjefm-59	98	1	hml	ORG
arjefm-59	98	2	rmw	ORG
arjefm-59	99	1	3.3	CARDINAL
arjefm-59	99	2	fu	GPE
arjefm-59	99	3	2009	DATE
arjefm-59	99	4	nelson	PERSON
arjefm-59	99	5	1991	DATE
arjefm-59	99	6	nine	CARDINAL
arjefm-59	99	7	3	CARDINAL
arjefm-59	99	8	1	CARDINAL
arjefm-59	99	9	3	CARDINAL
arjefm-59	100	1	aic	ORG
arjefm-59	100	2	1	CARDINAL
arjefm-59	100	3	2	CARDINAL
arjefm-59	102	1	cmat	ORG
arjefm-59	102	2	σit2	WORK_OF_ART
arjefm-59	102	3	1	CARDINAL
arjefm-59	103	1	american research journal of economics	ORG
arjefm-59	103	2	10	CARDINAL
arjefm-59	103	3	1	CARDINAL
arjefm-59	103	4	january-march 2022	DATE
arjefm-59	103	5	2836-9416	CARDINAL
arjefm-59	103	6	4.85	CARDINAL
arjefm-59	104	1	america	GPE
arjefm-59	104	2	american research journal of economics	ORG
arjefm-59	105	1	6 |	CARDINAL
arjefm-59	105	2	month	DATE
arjefm-59	105	3	monthly	DATE
arjefm-59	105	4	monthly	DATE
arjefm-59	105	5	monthly	DATE
arjefm-59	106	1	σit2is	CARDINAL
arjefm-59	106	2	ci	PERSON
arjefm-59	107	1	t-1	ORG
arjefm-59	107	2	zero	CARDINAL
arjefm-59	107	3	σit2	PRODUCT
arjefm-59	107	4	σit2	WORK_OF_ART
arjefm-59	107	5	ci 1	PERSON
arjefm-59	109	1	five	CARDINAL
arjefm-59	110	1	at least 30	CARDINAL
arjefm-59	110	2	monthly	DATE
arjefm-59	110	3	fu	NORP
arjefm-59	110	4	2009	DATE
arjefm-59	110	5	pukthuanthong-le & visaltanachoti	ORG
arjefm-59	110	6	2009	DATE
arjefm-59	111	1	3.4	CARDINAL
arjefm-59	112	1	five	CARDINAL
arjefm-59	113	1	3.5	CARDINAL
arjefm-59	113	2	ross	PERSON
arjefm-59	113	3	1989	DATE
arjefm-59	113	4	ross	PERSON
arjefm-59	113	5	1989	DATE
arjefm-59	113	6	zero	CARDINAL
arjefm-59	115	1	4	CARDINAL
arjefm-59	115	2	4.1	CARDINAL
arjefm-59	115	3	2	CARDINAL
arjefm-59	116	1	0.93 percent	PERCENT
arjefm-59	116	2	sri lanka	GPE
arjefm-59	116	3	fu	GPE
arjefm-59	116	4	2009	DATE
arjefm-59	116	5	1.18 percent	PERCENT
arjefm-59	116	6	the united states	GPE
arjefm-59	117	1	2017	CARDINAL
arjefm-59	117	2	cse	GPE
arjefm-59	118	1	2009	DATE
arjefm-59	118	2	asian	NORP
arjefm-59	119	1	0.37 percent	PERCENT
arjefm-59	119	2	zero	CARDINAL
arjefm-59	119	3	french	LANGUAGE
arjefm-59	119	4	2012	DATE
arjefm-59	119	5	2017	CARDINAL
arjefm-59	120	1	0.6 percent	PERCENT
arjefm-59	120	2	2	CARDINAL
arjefm-59	121	1	abeysekera	PERSON
arjefm-59	121	2	nimal	PERSON
arjefm-59	121	3	2016	DATE
arjefm-59	121	4	0.54 percent	PERCENT
arjefm-59	121	5	sri lankan	NORP
arjefm-59	121	6	french	NORP
arjefm-59	121	7	2012	DATE
arjefm-59	122	1	2009	DATE
arjefm-59	122	2	0.62 percent	PERCENT
arjefm-59	122	3	0.72 percent	PERCENT
arjefm-59	122	4	forasia pacific	ORG
arjefm-59	122	5	asia	LOC
arjefm-59	123	1	2	CARDINAL
arjefm-59	123	2	f smb hml rmw cma ivol mailto:contact@americaserial.com mailto:contact@americaserial.com	ORG
arjefm-59	124	1	american research journal of economics	ORG
arjefm-59	124	2	10	CARDINAL
arjefm-59	124	3	1	CARDINAL
arjefm-59	124	4	january-march 2022	DATE
arjefm-59	124	5	2836-9416	CARDINAL
arjefm-59	124	6	4.85	CARDINAL
arjefm-59	125	1	america	GPE
arjefm-59	125	2	american research journal of economics	ORG
arjefm-59	126	1	0.93%	PERCENT
arjefm-59	126	2	-8.89%	PERCENT
arjefm-59	126	3	0.37%	PERCENT
arjefm-59	126	4	0.60%	PERCENT
arjefm-59	126	5	0.45%	PERCENT
arjefm-59	126	6	0.06%	PERCENT
arjefm-59	126	7	10.61%	PERCENT
arjefm-59	128	1	7.15%	PERCENT
arjefm-59	128	2	7.42%	PERCENT
arjefm-59	128	3	3.04%	PERCENT
arjefm-59	128	4	4.22%	PERCENT
arjefm-59	128	5	3.82%	PERCENT
arjefm-59	128	6	3.27%	PERCENT
arjefm-59	128	7	1.81%	PERCENT
arjefm-59	128	8	1.655	CARDINAL
arjefm-59	129	1	three-month	DATE
arjefm-59	129	2	bill rate	PERSON
arjefm-59	130	1	monthly	DATE
arjefm-59	130	2	hml	ORG
arjefm-59	130	3	monthly	DATE
arjefm-59	131	1	rmw	ORG
arjefm-59	131	2	cma	ORG
arjefm-59	131	3	monthly	DATE
arjefm-59	132	1	monthly	DATE
arjefm-59	132	2	french	NORP
arjefm-59	132	3	2015	CARDINAL
arjefm-59	132	4	five	CARDINAL
arjefm-59	133	1	0.45 percent	PERCENT
arjefm-59	133	2	0.06 percent	PERCENT
arjefm-59	134	1	the united states	GPE
arjefm-59	134	2	0.25 percent	PERCENT
arjefm-59	134	3	0.33 percent	PERCENT
arjefm-59	134	4	fama& french	ORG
arjefm-59	134	5	2015	DATE
arjefm-59	134	6	asian	NORP
arjefm-59	134	7	0.21 percent	PERCENT
arjefm-59	134	8	0.39 percent	PERCENT
arjefm-59	134	9	fama& french	ORG
arjefm-59	134	10	2017	DATE
arjefm-59	135	1	10.61 percent	PERCENT
arjefm-59	135	2	12.67 percent	PERCENT
arjefm-59	135	3	the united states	GPE
arjefm-59	135	4	fu	NORP
arjefm-59	135	5	2009	DATE
arjefm-59	136	1	visaltanachoti	ORG
arjefm-59	136	2	2009	DATE
arjefm-59	136	3	15.98 percent	PERCENT
arjefm-59	136	4	sri lanka	GPE
arjefm-59	137	1	4.2	CARDINAL
arjefm-59	137	2	3	CARDINAL
arjefm-59	138	1	5	CARDINAL
arjefm-59	138	2	1.90 percent	PERCENT
arjefm-59	138	3	1	CARDINAL
arjefm-59	138	4	volatility)(0.14 percent	PERCENT
arjefm-59	139	1	1.76 percent	PERCENT
arjefm-59	139	2	5	CARDINAL
arjefm-59	139	3	1	CARDINAL
arjefm-59	140	1	sri lankan	NORP
arjefm-59	141	1	29.04%	PERCENT
arjefm-59	141	2	20.90%	PERCENT
arjefm-59	141	3	17.29%	PERCENT
arjefm-59	141	4	16.82%	PERCENT
arjefm-59	141	5	15.94%	PERCENT
arjefm-59	141	6	11.32%	PERCENT
arjefm-59	141	7	9.30%	PERCENT
arjefm-59	141	8	7.24%	PERCENT
arjefm-59	141	9	3.05%	PERCENT
arjefm-59	141	10	133.71%	PERCENT
arjefm-59	141	11	46.73%	PERCENT
arjefm-59	141	12	61.34%	PERCENT
arjefm-59	141	13	86.79%	PERCENT
arjefm-59	141	14	31.56%	PERCENT
arjefm-59	141	15	1.542	CARDINAL
arjefm-59	141	16	3	CARDINAL
arjefm-59	141	17	5 1	DATE
arjefm-59	141	18	0.14 %	PERCENT
arjefm-59	141	19	0.16 0.42 %	PERCENT
arjefm-59	141	20	0.94 %	PERCENT
arjefm-59	141	21	1.90 %	PERCENT
arjefm-59	142	1	1.76 %	PERCENT
arjefm-59	142	2	0.0014	CARDINAL
arjefm-59	142	3	0.0016	CARDINAL
arjefm-59	142	4	0.0042	CARDINAL
arjefm-59	142	5	1.3530	CARDINAL
arjefm-59	142	6	2.0308	MONEY
arjefm-59	142	7	2.9720	CARDINAL
arjefm-59	143	1	american research journal of economics	ORG
arjefm-59	143	2	10	CARDINAL
arjefm-59	143	3	1	CARDINAL
arjefm-59	143	4	january-march 2022	DATE
arjefm-59	143	5	2836-9416	CARDINAL
arjefm-59	143	6	4.85	CARDINAL
arjefm-59	144	1	america	GPE
arjefm-59	144	2	american research journal of economics	ORG
arjefm-59	145	1	11.32%	PERCENT
arjefm-59	145	2	9.30%	PERCENT
arjefm-59	145	3	7.24%	PERCENT
arjefm-59	145	4	3.05%	PERCENT
arjefm-59	145	5	133.71%	PERCENT
arjefm-59	145	6	46.73%	PERCENT
arjefm-59	145	7	61.34%	PERCENT
arjefm-59	145	8	86.79%	PERCENT
arjefm-59	145	9	31.56%	PERCENT
arjefm-59	149	1	newey-west	ORG
arjefm-59	149	2	1987	DATE
arjefm-59	151	1	1 percent	PERCENT
arjefm-59	151	2	5 percent	PERCENT
arjefm-59	152	1	3	CARDINAL
arjefm-59	153	1	5	CARDINAL
arjefm-59	153	2	1	CARDINAL
arjefm-59	153	3	0.07 percent	PERCENT
arjefm-59	154	1	5	CARDINAL
arjefm-59	154	2	1	CARDINAL
arjefm-59	154	3	0.30 percent	PERCENT
arjefm-59	156	1	3	CARDINAL
arjefm-59	157	1	15.94 percent	PERCENT
arjefm-59	157	2	29.04 percent	PERCENT
arjefm-59	158	1	cse	GPE
arjefm-59	159	1	hou	PERSON
arjefm-59	159	2	moskowitz	PERSON
arjefm-59	159	3	2005	DATE
arjefm-59	160	1	2006	DATE
arjefm-59	160	2	bali	GPE
arjefm-59	160	3	cakici	GPE
arjefm-59	160	4	2008	DATE
arjefm-59	160	5	2009	DATE
arjefm-59	162	1	3	CARDINAL
arjefm-59	163	1	1	CARDINAL
arjefm-59	163	2	11.32 percent	PERCENT
arjefm-59	163	3	portfolio5	PERSON
arjefm-59	165	1	fu	GPE
arjefm-59	165	2	2009	DATE
arjefm-59	167	1	one	CARDINAL
arjefm-59	168	1	5 1	DATE
arjefm-59	168	2	0.07 %	PERCENT
arjefm-59	168	3	0.05 %	PERCENT
arjefm-59	168	4	0.15 %	PERCENT
arjefm-59	168	5	0.25 %	PERCENT
arjefm-59	168	6	0.24 0.30 %	PERCENT
arjefm-59	168	7	0.4790	CARDINAL
arjefm-59	168	8	0.0005	CARDINAL
arjefm-59	168	9	0.0015	CARDINAL
arjefm-59	168	10	0.0025	CARDINAL
arjefm-59	168	11	0.0024	CARDINAL
arjefm-59	168	12	1.2576	CARDINAL
arjefm-59	168	13	29.04 %	PERCENT
arjefm-59	168	14	20.90 %	PERCENT
arjefm-59	168	15	17.29 %	PERCENT
arjefm-59	168	16	16.82 %	PERCENT
arjefm-59	168	17	15.94 %	PERCENT
arjefm-59	169	1	american research journal of economics	ORG
arjefm-59	169	2	10	CARDINAL
arjefm-59	169	3	1	CARDINAL
arjefm-59	169	4	january-march 2022	DATE
arjefm-59	169	5	2836-9416	CARDINAL
arjefm-59	169	6	4.85	CARDINAL
arjefm-59	169	7	america	GPE
arjefm-59	169	8	american research journal of economics	ORG
arjefm-59	171	1	french	NORP
arjefm-59	171	2	2015	CARDINAL
arjefm-59	172	1	3	CARDINAL
arjefm-59	174	1	french	NORP
arjefm-59	174	2	2015	CARDINAL
arjefm-59	175	1	3	CARDINAL
arjefm-59	178	1	french	NORP
arjefm-59	178	2	2015	CARDINAL
arjefm-59	180	1	fama& french	ORG
arjefm-59	180	2	2015	DATE
arjefm-59	181	1	french	NORP
arjefm-59	181	2	2015	CARDINAL
arjefm-59	182	1	3	CARDINAL
arjefm-59	183	1	4.3	CARDINAL
arjefm-59	186	1	3	CARDINAL
arjefm-59	187	1	4,fama	CARDINAL
arjefm-59	187	2	french	NORP
arjefm-59	187	3	five	CARDINAL
arjefm-59	187	4	5	CARDINAL
arjefm-59	187	5	1.03 percent	PERCENT
arjefm-59	188	1	fu	ORG
arjefm-59	188	2	2009	DATE
arjefm-59	188	3	monthly	DATE
arjefm-59	188	4	5.47 percent	PERCENT
arjefm-59	189	1	26.28	CARDINAL
arjefm-59	189	2	zero	CARDINAL
arjefm-59	190	1	cse	GPE
arjefm-59	191	1	4	CARDINAL
arjefm-59	191	2	french	NORP
arjefm-59	191	3	five	CARDINAL
arjefm-59	191	4	5	CARDINAL
arjefm-59	191	5	1	CARDINAL
arjefm-59	191	6	2 3 4 5	DATE
arjefm-59	191	7	5	CARDINAL
arjefm-59	193	1	1.03%	PERCENT
arjefm-59	193	2	0.7089	CARDINAL
arjefm-59	193	3	newey-west	ORG
arjefm-59	193	4	1986	DATE
arjefm-59	194	1	1 percent	PERCENT
arjefm-59	196	1	american research journal of economics	ORG
arjefm-59	196	2	10	CARDINAL
arjefm-59	196	3	1	CARDINAL
arjefm-59	196	4	january-march 2022	DATE
arjefm-59	196	5	2836-9416	CARDINAL
arjefm-59	196	6	4.85	CARDINAL
arjefm-59	197	1	america	GPE
arjefm-59	197	2	american research journal of economics	ORG
arjefm-59	198	1	10	CARDINAL
arjefm-59	199	1	bali	GPE
arjefm-59	199	2	engle& murray	ORG
arjefm-59	199	3	2016	DATE
arjefm-59	200	1	1987	DATE
arjefm-59	200	2	zero	CARDINAL
arjefm-59	201	1	2006	DATE
arjefm-59	201	2	bali & cakici	ORG
arjefm-59	201	3	2008	DATE
arjefm-59	201	4	2009	DATE
arjefm-59	201	5	fu	GPE
arjefm-59	201	6	2009	DATE
arjefm-59	202	1	south asian	NORP
arjefm-59	202	2	sri lankan	NORP
arjefm-59	210	1	french	NORP
arjefm-59	210	2	2015	CARDINAL
arjefm-59	211	1	one	CARDINAL
arjefm-59	212	1	abeysekera	PERSON
arjefm-59	212	2	a. p.	PERSON
arjefm-59	212	3	& nimal	ORG
arjefm-59	212	4	2016	DATE
arjefm-59	213	1	the colombo stock exchange	ORG
arjefm-59	214	1	asian journal of finance & accounting	ORG
arjefm-59	214	2	8(2	CARDINAL
arjefm-59	214	3	113	CARDINAL
arjefm-59	214	4	124	CARDINAL
arjefm-59	214	5	abeysekera	PERSON
arjefm-59	214	6	a. p.	PERSON
arjefm-59	214	7	& nimal	ORG
arjefm-59	214	8	2017	CARDINAL
arjefm-59	215	1	four	CARDINAL
arjefm-59	215	2	sri lanka	GPE
arjefm-59	216	1	afroasian	PERSON
arjefm-59	216	2	7(1	CARDINAL
arjefm-59	216	3	1–15	CARDINAL
arjefm-59	217	1	amihud	PERSON
arjefm-59	217	2	2002	DATE
arjefm-59	219	1	5(1	CARDINAL
arjefm-59	219	2	31–56	CARDINAL
arjefm-59	220	1	amihud	PERSON
arjefm-59	220	2	1986	DATE
arjefm-59	222	1	journal of financial economics	ORG
arjefm-59	222	2	223	CARDINAL
arjefm-59	222	3	249	CARDINAL
arjefm-59	223	1	hodrick	PERSON
arjefm-59	223	2	r. j.	PERSON
arjefm-59	223	3	xing	PERSON
arjefm-59	223	4	x.	GPE
arjefm-59	223	5	61(1	CARDINAL
arjefm-59	223	6	259–299	CARDINAL
arjefm-59	225	1	american research journal of economics	ORG
arjefm-59	225	2	10	CARDINAL
arjefm-59	225	3	1	CARDINAL
arjefm-59	225	4	january-march 2022	DATE
arjefm-59	225	5	2836-9416	CARDINAL
arjefm-59	225	6	4.85	CARDINAL
arjefm-59	226	1	america	GPE
arjefm-59	226	2	american research journal of economics	ORG
arjefm-59	227	1	11	CARDINAL
arjefm-59	228	1	hodrick	PERSON
arjefm-59	228	2	r. j.	PERSON
arjefm-59	228	3	xing	PERSON
arjefm-59	228	4	x.	GPE
arjefm-59	228	5	2009	DATE
arjefm-59	229	1	journal of financial economics	ORG
arjefm-59	229	2	91(1	CARDINAL
arjefm-59	229	3	1–23	CARDINAL
arjefm-59	229	4	bali	GPE
arjefm-59	229	5	t. g.	GPE
arjefm-59	229	6	2008	DATE
arjefm-59	230	1	29–58	CARDINAL
arjefm-59	231	1	bali	GPE
arjefm-59	231	2	t. g.	PERSON
arjefm-59	231	3	cakici	PERSON
arjefm-59	231	4	n., & whitelaw	ORG
arjefm-59	231	5	r. f. (	PERSON
arjefm-59	231	6	2011	DATE
arjefm-59	233	1	journal of financial economics	ORG
arjefm-59	233	2	99(2	CARDINAL
arjefm-59	233	3	427–446	CARDINAL
arjefm-59	233	4	bali	GPE
arjefm-59	233	5	t. g.	GPE
arjefm-59	233	6	r. f., & murray	PERSON
arjefm-59	233	7	s.	PERSON
arjefm-59	233	8	2016	DATE
arjefm-59	235	1	hoboken	GPE
arjefm-59	235	2	nj	ORG
arjefm-59	235	3	john wiley & sons, inc.	ORG
arjefm-59	235	4	carhart	ORG
arjefm-59	235	5	m. m. (	PERSON
arjefm-59	235	6	1997	DATE
arjefm-59	236	1	57	CARDINAL
arjefm-59	236	2	82	CARDINAL
arjefm-59	236	3	f. j., gupta	PERSON
arjefm-59	236	4	f., & markowitz	ORG
arjefm-59	236	5	h. m.	PERSON
arjefm-59	236	6	2002	DATE
arjefm-59	238	1	11(3	CARDINAL
arjefm-59	239	1	fama	ORG
arjefm-59	239	2	e. f.	PERSON
arjefm-59	239	3	1998	DATE
arjefm-59	240	1	49(3	CARDINAL
arjefm-59	240	2	283–306	CARDINAL
arjefm-59	241	1	fama	ORG
arjefm-59	241	2	e. f., & french	PERSON
arjefm-59	241	3	k. r.	PERSON
arjefm-59	241	4	1992	DATE
arjefm-59	243	1	47(2	CARDINAL
arjefm-59	243	2	427–65	DATE
arjefm-59	244	1	fama	ORG
arjefm-59	244	2	e. f., & french	PERSON
arjefm-59	244	3	k. r.	PERSON
arjefm-59	244	4	1993).common	CARDINAL
arjefm-59	244	5	bonds.journal of financial economics	ORG
arjefm-59	244	6	33(1	CARDINAL
arjefm-59	244	7	3–56	DATE
arjefm-59	245	1	fama	ORG
arjefm-59	245	2	e. f., & french	PERSON
arjefm-59	245	3	k. r.	PERSON
arjefm-59	245	4	2004	DATE
arjefm-59	248	1	fama	ORG
arjefm-59	248	2	e. f., & french	PERSON
arjefm-59	248	3	k. r.	PERSON
arjefm-59	248	4	2012	DATE
arjefm-59	250	1	journal of financial economics	ORG
arjefm-59	250	2	105	CARDINAL
arjefm-59	250	3	457–472	CARDINAL
arjefm-59	251	1	fama	ORG
arjefm-59	251	2	e. f., & french	PERSON
arjefm-59	251	3	k. r.	PERSON
arjefm-59	251	4	2015).a	CARDINAL
arjefm-59	251	5	five	CARDINAL
arjefm-59	251	6	model.journal of financial economics	ORG
arjefm-59	251	7	116	CARDINAL
arjefm-59	251	8	1–22	CARDINAL
arjefm-59	252	1	fu, f. (	PERSON
arjefm-59	252	2	2009	DATE
arjefm-59	254	1	journal of financial economics	ORG
arjefm-59	254	2	91	DATE
arjefm-59	254	3	24	CARDINAL
arjefm-59	254	4	37	DATE
arjefm-59	255	1	w. n., & kumar	PERSON
arjefm-59	255	2	433	CARDINAL
arjefm-59	255	3	463	CARDINAL
arjefm-59	256	1	mailto:contact@americaserial.com mailto:contact@americaserial.com	ORG
arjefm-59	257	1	american research journal of economics	ORG
arjefm-59	257	2	10	CARDINAL
arjefm-59	257	3	1	CARDINAL
arjefm-59	257	4	january-march 2022	DATE
arjefm-59	257	5	2836-9416	CARDINAL
arjefm-59	257	6	4.85	CARDINAL
arjefm-59	258	1	america	GPE
arjefm-59	258	2	american research journal of economics	ORG
arjefm-59	259	1	12	CARDINAL
arjefm-59	260	1	k., & moskowitz	ORG
arjefm-59	260	2	t. j. (	PERSON
arjefm-59	260	3	2005	DATE
arjefm-59	262	1	18(3	DATE
arjefm-59	262	2	981–1020	CARDINAL
arjefm-59	263	1	kumar	PERSON
arjefm-59	263	2	a.	PERSON
arjefm-59	263	3	2009	DATE
arjefm-59	265	1	64(4	CARDINAL
arjefm-59	265	2	1889–1933	DATE
arjefm-59	266	1	kumari	PERSON
arjefm-59	266	2	j.	PERSON
arjefm-59	266	3	j., &hiremath	ORG
arjefm-59	266	4	g. s.	PERSON
arjefm-59	266	5	2017	CARDINAL
arjefm-59	267	1	indian	NORP
arjefm-59	268	1	41	CARDINAL
arjefm-59	268	2	172–184	CARDINAL
arjefm-59	269	1	markowitz, h. (1952	ORG
arjefm-59	271	1	7(1	DATE
arjefm-59	272	1	r. c.	PERSON
arjefm-59	272	2	1987	DATE
arjefm-59	273	1	42(3	CARDINAL
arjefm-59	273	2	483–510	CARDINAL
arjefm-59	274	1	miller	ORG
arjefm-59	274	2	m. h., & scholes	PERSON
arjefm-59	274	3	m. s.	PERSON
arjefm-59	274	4	1982	DATE
arjefm-59	276	1	90(6	CARDINAL
arjefm-59	276	2	1118–1141	DATE
arjefm-59	277	1	nelson	PERSON
arjefm-59	277	2	d. b.	PERSON
arjefm-59	277	3	1991	DATE
arjefm-59	279	1	econometrica	PERSON
arjefm-59	279	2	347–370	CARDINAL
arjefm-59	280	1	newey	ORG
arjefm-59	280	2	w. k. & west	ORG
arjefm-59	280	3	k. d.	PERSON
arjefm-59	280	4	1987).a	CARDINAL
arjefm-59	280	5	matrix.econometrica 55	DATE
arjefm-59	280	6	703	CARDINAL
arjefm-59	281	1	l., & stambaugh	ORG
arjefm-59	281	2	r. f.	PERSON
arjefm-59	281	3	2003	DATE
arjefm-59	283	1	111(3	CARDINAL
arjefm-59	283	2	642–685	CARDINAL
arjefm-59	284	1	pukthuanthong-le	PERSON
arjefm-59	284	2	k., &visaltanachoti	ORG
arjefm-59	284	3	2009	DATE
arjefm-59	286	1	19(16	DATE
arjefm-59	286	2	1269–1281	DATE
arjefm-59	286	3	ross	PERSON
arjefm-59	286	4	s. a.	PERSON
arjefm-59	286	5	1976	DATE
arjefm-59	288	1	13(3	CARDINAL
arjefm-59	288	2	341–360	CARDINAL
arjefm-59	289	1	l. p. (	PERSON
arjefm-59	289	2	1997	DATE
arjefm-59	291	1	sri lankan journal of management	ORG
arjefm-59	291	2	1(3	CARDINAL
arjefm-59	291	3	207–224	CARDINAL
arjefm-59	291	4	w. f. (	PERSON
arjefm-59	291	5	1964	DATE
arjefm-59	293	1	finance,19(3	GPE
arjefm-59	293	2	425–442	CARDINAL
arjefm-59	293	3	m. a. k. (	PERSON
arjefm-59	293	4	2008	DATE
arjefm-59	294	1	9(3	DATE
arjefm-59	295	1	mailto:contact@americaserial.com	ORG