id	sid	tid	token	lemma	pos
abrj-119	1	1	14	14	NUM
abrj-119	1	2	©	©	PROPN
abrj-119	1	3	2022	2022	NUM
abrj-119	1	4	by	by	ADP
abrj-119	1	5	the	the	DET
abrj-119	1	6	authors	author	NOUN
abrj-119	1	7	;	;	PUNCT
abrj-119	1	8	licensee	licensee	NOUN
abrj-119	1	9	eastern	eastern	ADJ
abrj-119	1	10	centre	centre	NOUN
abrj-119	1	11	of	of	ADP
abrj-119	1	12	science	science	NOUN
abrj-119	1	13	and	and	CCONJ
abrj-119	1	14	education	education	NOUN
abrj-119	1	15	,	,	PUNCT
abrj-119	1	16	usa	usa	PROPN
abrj-119	1	17	asian	asian	PROPN
abrj-119	1	18	business	business	PROPN
abrj-119	1	19	research	research	PROPN
abrj-119	1	20	journal	journal	PROPN
abrj-119	1	21	vol	vol	NOUN
abrj-119	1	22	.	.	PROPN
abrj-119	1	23	7	7	NUM
abrj-119	1	24	,	,	PUNCT
abrj-119	1	25	14	14	NUM
abrj-119	1	26	-	-	SYM
abrj-119	1	27	20	20	NUM
abrj-119	1	28	,	,	PUNCT
abrj-119	1	29	2022	2022	NUM
abrj-119	1	30	issn	issn	NOUN
abrj-119	1	31	:	:	PUNCT
abrj-119	1	32	2576	2576	NUM
abrj-119	1	33	-	-	SYM
abrj-119	1	34	6759	6759	NUM
abrj-119	1	35	doi	doi	NOUN
abrj-119	1	36	:	:	PUNCT
abrj-119	1	37	10.55220/25766759.v7i1.119	10.55220/25766759.v7i1.119	PROPN
abrj-119	1	38	©	©	PROPN
abrj-119	1	39	2022	2022	NUM
abrj-119	1	40	by	by	ADP
abrj-119	1	41	the	the	DET
abrj-119	1	42	authors	author	NOUN
abrj-119	1	43	;	;	PUNCT
abrj-119	1	44	licensee	licensee	NOUN
abrj-119	1	45	eastern	eastern	ADJ
abrj-119	1	46	centre	centre	NOUN
abrj-119	1	47	of	of	ADP
abrj-119	1	48	science	science	NOUN
abrj-119	1	49	and	and	CCONJ
abrj-119	1	50	education	education	NOUN
abrj-119	1	51	,	,	PUNCT
abrj-119	1	52	usa	usa	PROPN
abrj-119	1	53	are	be	AUX
abrj-119	1	54	stock	stock	NOUN
abrj-119	1	55	prices	price	NOUN
abrj-119	1	56	aligned	align	VERB
abrj-119	1	57	with	with	ADP
abrj-119	1	58	investors	investor	NOUN
abrj-119	1	59	’	’	PART
abrj-119	1	60	expectations	expectation	NOUN
abrj-119	1	61	?	?	PUNCT
abrj-119	2	1	evidence	evidence	NOUN
abrj-119	2	2	from	from	ADP
abrj-119	2	3	financial	financial	ADJ
abrj-119	2	4	sector	sector	NOUN
abrj-119	2	5	victor	victor	NOUN
abrj-119	2	6	bahhouth1	bahhouth1	PROPN
abrj-119	2	7	rebecca	rebecca	NOUN
abrj-119	2	8	gonzalez2	gonzalez2	PROPN
abrj-119	2	9	william	william	PROPN
abrj-119	2	10	stewart	stewart	PROPN
abrj-119	2	11	thomas3	thomas3	PROPN
abrj-119	2	12	(	(	PUNCT
abrj-119	2	13			PROPN
abrj-119	2	14	corresponding	correspond	VERB
abrj-119	2	15	author	author	NOUN
abrj-119	2	16	)	)	PUNCT
abrj-119	2	17	1,2,3university	1,2,3university	NUM
abrj-119	2	18	of	of	ADP
abrj-119	2	19	north	north	PROPN
abrj-119	2	20	carolina	carolina	PROPN
abrj-119	2	21	,	,	PUNCT
abrj-119	2	22	pembroke	pembroke	PROPN
abrj-119	2	23	,	,	PUNCT
abrj-119	2	24	usa	usa	PROPN
abrj-119	2	25	.	.	PROPN
abrj-119	3	1	1email	1email	NUM
abrj-119	3	2	:	:	PUNCT
abrj-119	3	3	victor.bahhouth@uncp.edu	victor.bahhouth@uncp.edu	PROPN
abrj-119	3	4	tel	tel	ADP
abrj-119	3	5	:	:	PUNCT
abrj-119	3	6	9105216172	9105216172	NUM
abrj-119	4	1	2email	2email	NUM
abrj-119	4	2	:	:	PUNCT
abrj-119	4	3	rebecca.gonzalez@uncp.edu	rebecca.gonzalez@uncp.edu	NOUN
abrj-119	4	4	tel	tel	ADP
abrj-119	4	5	:	:	PUNCT
abrj-119	4	6	9105216853	9105216853	NUM
abrj-119	4	7	3email	3email	NUM
abrj-119	4	8	:	:	PUNCT
abrj-119	4	9	stewart.thomas@uncp.edu	stewart.thomas@uncp.edu	PROPN
abrj-119	4	10	tel	tel	ADP
abrj-119	4	11	:	:	PUNCT
abrj-119	4	12	9105216859	9105216859	NUM
abrj-119	4	13	abstract	abstract	ADJ
abrj-119	4	14	stock	stock	NOUN
abrj-119	4	15	prices	price	NOUN
abrj-119	4	16	change	change	VERB
abrj-119	4	17	as	as	SCONJ
abrj-119	4	18	news	news	NOUN
abrj-119	4	19	become	become	VERB
abrj-119	4	20	available	available	ADJ
abrj-119	4	21	about	about	ADP
abrj-119	4	22	businesses	business	NOUN
abrj-119	4	23	;	;	PUNCT
abrj-119	4	24	the	the	DET
abrj-119	4	25	change	change	NOUN
abrj-119	4	26	in	in	ADP
abrj-119	4	27	price	price	NOUN
abrj-119	4	28	process	process	NOUN
abrj-119	4	29	is	be	AUX
abrj-119	4	30	a	a	DET
abrj-119	4	31	reflection	reflection	NOUN
abrj-119	4	32	of	of	ADP
abrj-119	4	33	financial	financial	ADJ
abrj-119	4	34	markets	market	NOUN
abrj-119	4	35	’	'	PUNCT
abrj-119	4	36	expectations	expectation	NOUN
abrj-119	4	37	about	about	ADP
abrj-119	4	38	firms	firm	NOUN
abrj-119	4	39	’	'	PUNCT
abrj-119	4	40	performance	performance	NOUN
abrj-119	4	41	.	.	PUNCT
abrj-119	5	1	consequently	consequently	ADV
abrj-119	5	2	both	both	ADV
abrj-119	5	3	,	,	PUNCT
abrj-119	5	4	financial	financial	ADJ
abrj-119	5	5	measures	measure	NOUN
abrj-119	5	6	&	&	CCONJ
abrj-119	5	7	fundamental	fundamental	ADJ
abrj-119	5	8	measures	measure	NOUN
abrj-119	5	9	change	change	VERB
abrj-119	5	10	as	as	ADP
abrj-119	5	11	a	a	DET
abrj-119	5	12	result	result	NOUN
abrj-119	5	13	.	.	PUNCT
abrj-119	6	1	researchers	researcher	NOUN
abrj-119	6	2	explored	explore	VERB
abrj-119	6	3	how	how	SCONJ
abrj-119	6	4	well	well	ADV
abrj-119	6	5	the	the	DET
abrj-119	6	6	financial	financial	ADJ
abrj-119	6	7	measures	measure	NOUN
abrj-119	6	8	explain	explain	VERB
abrj-119	6	9	firms	firm	NOUN
abrj-119	6	10	’	’	PART
abrj-119	6	11	performance	performance	NOUN
abrj-119	6	12	and	and	CCONJ
abrj-119	6	13	future	future	ADJ
abrj-119	6	14	stock	stock	NOUN
abrj-119	6	15	price	price	NOUN
abrj-119	6	16	movements	movement	NOUN
abrj-119	6	17	.	.	PUNCT
abrj-119	7	1	the	the	DET
abrj-119	7	2	purpose	purpose	NOUN
abrj-119	7	3	of	of	ADP
abrj-119	7	4	this	this	DET
abrj-119	7	5	study	study	NOUN
abrj-119	7	6	is	be	AUX
abrj-119	7	7	to	to	PART
abrj-119	7	8	explore	explore	VERB
abrj-119	7	9	if	if	SCONJ
abrj-119	7	10	the	the	DET
abrj-119	7	11	volatility	volatility	NOUN
abrj-119	7	12	of	of	ADP
abrj-119	7	13	financial	financial	ADJ
abrj-119	7	14	measures	measure	NOUN
abrj-119	7	15	are	be	AUX
abrj-119	7	16	better	well	ADJ
abrj-119	7	17	predictors	predictor	NOUN
abrj-119	7	18	of	of	ADP
abrj-119	7	19	stock	stock	NOUN
abrj-119	7	20	price	price	NOUN
abrj-119	7	21	movements	movement	NOUN
abrj-119	7	22	–	–	PUNCT
abrj-119	7	23	an	an	DET
abrj-119	7	24	empirical	empirical	ADJ
abrj-119	7	25	evidence	evidence	NOUN
abrj-119	7	26	from	from	ADP
abrj-119	7	27	the	the	DET
abrj-119	7	28	financial	financial	ADJ
abrj-119	7	29	sector	sector	NOUN
abrj-119	7	30	during	during	ADP
abrj-119	7	31	2008	2008	NUM
abrj-119	7	32	market	market	NOUN
abrj-119	7	33	correction	correction	NOUN
abrj-119	7	34	.	.	PUNCT
abrj-119	8	1	study	study	NOUN
abrj-119	8	2	develops	develop	VERB
abrj-119	8	3	a	a	DET
abrj-119	8	4	two	two	NUM
abrj-119	8	5	-	-	PUNCT
abrj-119	8	6	step	step	NOUN
abrj-119	8	7	scenario	scenario	NOUN
abrj-119	8	8	is	be	AUX
abrj-119	8	9	developed	develop	VERB
abrj-119	8	10	;	;	PUNCT
abrj-119	8	11	1the	1the	PRON
abrj-119	8	12	first	first	ADJ
abrj-119	8	13	step	step	NOUN
abrj-119	8	14	examines	examine	VERB
abrj-119	8	15	the	the	DET
abrj-119	8	16	use	use	NOUN
abrj-119	8	17	of	of	ADP
abrj-119	8	18	the	the	DET
abrj-119	8	19	financial	financial	ADJ
abrj-119	8	20	measures	measure	NOUN
abrj-119	8	21	as	as	ADP
abrj-119	8	22	leading	lead	VERB
abrj-119	8	23	measures	measure	NOUN
abrj-119	8	24	to	to	PART
abrj-119	8	25	project	project	VERB
abrj-119	8	26	stock	stock	NOUN
abrj-119	8	27	price	price	NOUN
abrj-119	8	28	movement	movement	NOUN
abrj-119	8	29	during	during	ADP
abrj-119	8	30	1998	1998	NUM
abrj-119	8	31	and	and	CCONJ
abrj-119	8	32	2007	2007	NUM
abrj-119	8	33	period	period	NOUN
abrj-119	8	34	.	.	PUNCT
abrj-119	9	1	2	2	NUM
abrj-119	9	2	the	the	DET
abrj-119	9	3	second	second	ADJ
abrj-119	9	4	step	step	NOUN
abrj-119	9	5	examines	examine	VERB
abrj-119	9	6	the	the	DET
abrj-119	9	7	co	co	NOUN
abrj-119	9	8	-	-	NOUN
abrj-119	9	9	movement	movement	NOUN
abrj-119	9	10	of	of	ADP
abrj-119	9	11	financial	financial	ADJ
abrj-119	9	12	measures	measure	NOUN
abrj-119	9	13	volatility	volatility	NOUN
abrj-119	9	14	with	with	ADP
abrj-119	9	15	stock	stock	NOUN
abrj-119	9	16	prices	price	NOUN
abrj-119	9	17	during	during	ADP
abrj-119	9	18	the	the	DET
abrj-119	9	19	same	same	ADJ
abrj-119	9	20	period	period	NOUN
abrj-119	9	21	.	.	PUNCT
abrj-119	10	1	study	study	NOUN
abrj-119	10	2	shows	show	VERB
abrj-119	10	3	evidence	evidence	NOUN
abrj-119	10	4	that	that	SCONJ
abrj-119	10	5	the	the	DET
abrj-119	10	6	co	co	NOUN
abrj-119	10	7	-	-	NOUN
abrj-119	10	8	movement	movement	NOUN
abrj-119	10	9	between	between	ADP
abrj-119	10	10	price/	price/	NUM
abrj-119	10	11	book	book	NOUN
abrj-119	10	12	volatility	volatility	NOUN
abrj-119	10	13	and	and	CCONJ
abrj-119	10	14	that	that	PRON
abrj-119	10	15	of	of	ADP
abrj-119	10	16	stock	stock	NOUN
abrj-119	10	17	price	price	NOUN
abrj-119	10	18	during	during	ADP
abrj-119	10	19	2008	2008	NUM
abrj-119	10	20	market	market	NOUN
abrj-119	10	21	correction	correction	NOUN
abrj-119	10	22	is	be	AUX
abrj-119	10	23	significant	significant	ADJ
abrj-119	10	24	and	and	CCONJ
abrj-119	10	25	consistent	consistent	ADJ
abrj-119	10	26	across	across	ADP
abrj-119	10	27	the	the	DET
abrj-119	10	28	six	six	NUM
abrj-119	10	29	main	main	ADJ
abrj-119	10	30	financial	financial	ADJ
abrj-119	10	31	industries	industry	NOUN
abrj-119	10	32	.	.	PUNCT
abrj-119	11	1	keywords	keyword	NOUN
abrj-119	11	2	:	:	PUNCT
abrj-119	11	3	volatility	volatility	NOUN
abrj-119	11	4	,	,	PUNCT
abrj-119	11	5	risk	risk	NOUN
abrj-119	11	6	,	,	PUNCT
abrj-119	11	7	financial	financial	ADJ
abrj-119	11	8	measures	measure	NOUN
abrj-119	11	9	,	,	PUNCT
abrj-119	11	10	correlation	correlation	NOUN
abrj-119	11	11	,	,	PUNCT
abrj-119	11	12	market	market	NOUN
abrj-119	11	13	corrections	correction	NOUN
abrj-119	11	14	,	,	PUNCT
abrj-119	11	15	stock	stock	NOUN
abrj-119	11	16	price	price	NOUN
abrj-119	11	17	,	,	PUNCT
abrj-119	11	18	expectations	expectation	NOUN
abrj-119	11	19	.	.	PUNCT
abrj-119	12	1	jel	jel	PROPN
abrj-119	12	2	classification	classification	PROPN
abrj-119	12	3	:	:	PUNCT
abrj-119	12	4	c12	c12	PROPN
abrj-119	12	5	;	;	PUNCT
abrj-119	12	6	c21	c21	NOUN
abrj-119	12	7	;	;	PUNCT
abrj-119	12	8	g01	g01	NOUN
abrj-119	12	9	;	;	PUNCT
abrj-119	12	10	g12	g12	PROPN
abrj-119	12	11	.	.	PROPN
abrj-119	13	1	1	1	NUM
abrj-119	13	2	.	.	X
abrj-119	13	3	introduction	introduction	NOUN
abrj-119	13	4	the	the	DET
abrj-119	13	5	purpose	purpose	NOUN
abrj-119	13	6	of	of	ADP
abrj-119	13	7	the	the	DET
abrj-119	13	8	study	study	NOUN
abrj-119	13	9	is	be	AUX
abrj-119	13	10	to	to	PART
abrj-119	13	11	explore	explore	VERB
abrj-119	13	12	if	if	SCONJ
abrj-119	13	13	financial	financial	ADJ
abrj-119	13	14	measures	measure	NOUN
abrj-119	13	15	co	co	NOUN
abrj-119	13	16	-	-	NOUN
abrj-119	13	17	movement	movement	NOUN
abrj-119	13	18	are	be	AUX
abrj-119	13	19	good	good	ADJ
abrj-119	13	20	indicators	indicator	NOUN
abrj-119	13	21	in	in	ADP
abrj-119	13	22	predicting	predict	VERB
abrj-119	13	23	stock	stock	NOUN
abrj-119	13	24	price	price	NOUN
abrj-119	13	25	movement	movement	NOUN
abrj-119	13	26	during	during	ADP
abrj-119	13	27	financial	financial	ADJ
abrj-119	13	28	market	market	NOUN
abrj-119	13	29	crash	crash	NOUN
abrj-119	13	30	periods	period	NOUN
abrj-119	13	31	.	.	PUNCT
abrj-119	14	1	market	market	NOUN
abrj-119	14	2	crash	crash	NOUN
abrj-119	14	3	,	,	PUNCT
abrj-119	14	4	flash	flash	NOUN
abrj-119	14	5	crash	crash	NOUN
abrj-119	14	6	,	,	PUNCT
abrj-119	14	7	or	or	CCONJ
abrj-119	14	8	market	market	NOUN
abrj-119	14	9	correction	correction	NOUN
abrj-119	14	10	are	be	AUX
abrj-119	14	11	all	all	DET
abrj-119	14	12	a	a	DET
abrj-119	14	13	product	product	NOUN
abrj-119	14	14	of	of	ADP
abrj-119	14	15	systematic	systematic	ADJ
abrj-119	14	16	risk	risk	NOUN
abrj-119	14	17	as	as	SCONJ
abrj-119	14	18	they	they	PRON
abrj-119	14	19	result	result	VERB
abrj-119	14	20	in	in	ADP
abrj-119	14	21	a	a	DET
abrj-119	14	22	significant	significant	ADJ
abrj-119	14	23	drop	drop	NOUN
abrj-119	14	24	in	in	ADP
abrj-119	14	25	value	value	NOUN
abrj-119	14	26	of	of	ADP
abrj-119	14	27	the	the	DET
abrj-119	14	28	stock	stock	NOUN
abrj-119	14	29	market	market	NOUN
abrj-119	14	30	.	.	PUNCT
abrj-119	15	1	many	many	ADJ
abrj-119	15	2	studies	study	NOUN
abrj-119	15	3	challenged	challenge	VERB
abrj-119	15	4	the	the	DET
abrj-119	15	5	argument	argument	NOUN
abrj-119	15	6	that	that	SCONJ
abrj-119	15	7	financial	financial	ADJ
abrj-119	15	8	system	system	NOUN
abrj-119	15	9	key	key	ADJ
abrj-119	15	10	driver	driver	NOUN
abrj-119	15	11	is	be	AUX
abrj-119	15	12	the	the	DET
abrj-119	15	13	systemic	systemic	ADJ
abrj-119	15	14	risk	risk	NOUN
abrj-119	15	15	.	.	PUNCT
abrj-119	16	1	de	de	ADP
abrj-119	16	2	bandt	bandt	NOUN
abrj-119	16	3	and	and	CCONJ
abrj-119	16	4	hartmann	hartmann	PROPN
abrj-119	16	5	(	(	PUNCT
abrj-119	16	6	2000	2000	NUM
abrj-119	16	7	)	)	PUNCT
abrj-119	16	8	argued	argue	VERB
abrj-119	16	9	that	that	SCONJ
abrj-119	16	10	the	the	DET
abrj-119	16	11	functioning	functioning	NOUN
abrj-119	16	12	of	of	ADP
abrj-119	16	13	financial	financial	ADJ
abrj-119	16	14	system	system	NOUN
abrj-119	16	15	is	be	AUX
abrj-119	16	16	adversely	adversely	ADV
abrj-119	16	17	affected	affect	VERB
abrj-119	16	18	as	as	ADP
abrj-119	16	19	a	a	DET
abrj-119	16	20	result	result	NOUN
abrj-119	16	21	financial	financial	ADJ
abrj-119	16	22	crisis	crisis	NOUN
abrj-119	16	23	.	.	PUNCT
abrj-119	17	1	schwarcz	schwarcz	NOUN
abrj-119	17	2	(	(	PUNCT
abrj-119	17	3	2009	2009	NUM
abrj-119	17	4	)	)	PUNCT
abrj-119	17	5	explained	explain	VERB
abrj-119	17	6	a	a	DET
abrj-119	17	7	financial	financial	ADJ
abrj-119	17	8	market	market	NOUN
abrj-119	17	9	crash	crash	NOUN
abrj-119	17	10	event	event	NOUN
abrj-119	17	11	as	as	ADP
abrj-119	17	12	a	a	DET
abrj-119	17	13	leading	leading	ADJ
abrj-119	17	14	event	event	NOUN
abrj-119	17	15	that	that	PRON
abrj-119	17	16	severely	severely	ADV
abrj-119	17	17	shock	shock	VERB
abrj-119	17	18	an	an	DET
abrj-119	17	19	economic	economic	ADJ
abrj-119	17	20	sector	sector	NOUN
abrj-119	17	21	and	and	CCONJ
abrj-119	17	22	create	create	VERB
abrj-119	17	23	simultaneous	simultaneous	ADJ
abrj-119	17	24	reactions	reaction	NOUN
abrj-119	17	25	with	with	ADP
abrj-119	17	26	severe	severe	ADJ
abrj-119	17	27	consequences	consequence	NOUN
abrj-119	17	28	on	on	ADP
abrj-119	17	29	financial	financial	ADJ
abrj-119	17	30	markets	market	NOUN
abrj-119	17	31	and	and	CCONJ
abrj-119	17	32	institutions	institution	NOUN
abrj-119	17	33	.	.	PUNCT
abrj-119	18	1	internet	internet	NOUN
abrj-119	18	2	is	be	AUX
abrj-119	18	3	playing	play	VERB
abrj-119	18	4	a	a	DET
abrj-119	18	5	key	key	ADJ
abrj-119	18	6	role	role	NOUN
abrj-119	18	7	in	in	ADP
abrj-119	18	8	shaping	shape	VERB
abrj-119	18	9	the	the	DET
abrj-119	18	10	stock	stock	NOUN
abrj-119	18	11	market	market	NOUN
abrj-119	18	12	.	.	PUNCT
abrj-119	19	1	it	it	PRON
abrj-119	19	2	allows	allow	VERB
abrj-119	19	3	investors	investor	NOUN
abrj-119	19	4	to	to	PART
abrj-119	19	5	access	access	VERB
abrj-119	19	6	information	information	NOUN
abrj-119	19	7	about	about	ADP
abrj-119	19	8	firms	firm	NOUN
abrj-119	19	9	and	and	CCONJ
abrj-119	19	10	stock	stock	NOUN
abrj-119	19	11	market	market	NOUN
abrj-119	19	12	for	for	ADP
abrj-119	19	13	free	free	ADJ
abrj-119	19	14	or	or	CCONJ
abrj-119	19	15	at	at	ADP
abrj-119	19	16	a	a	DET
abrj-119	19	17	very	very	ADV
abrj-119	19	18	low	low	ADJ
abrj-119	19	19	cost	cost	NOUN
abrj-119	19	20	.	.	PUNCT
abrj-119	20	1	information	information	NOUN
abrj-119	20	2	is	be	AUX
abrj-119	20	3	wide	wide	ADJ
abrj-119	20	4	in	in	ADP
abrj-119	20	5	scope	scope	NOUN
abrj-119	20	6	;	;	PUNCT
abrj-119	20	7	it	it	PRON
abrj-119	20	8	ranges	range	VERB
abrj-119	20	9	from	from	ADP
abrj-119	20	10	trading	trading	NOUN
abrj-119	20	11	activities	activity	NOUN
abrj-119	20	12	to	to	ADP
abrj-119	20	13	key	key	ADJ
abrj-119	20	14	highlights	highlight	NOUN
abrj-119	20	15	about	about	ADP
abrj-119	20	16	firms	firm	NOUN
abrj-119	20	17	’	’	PART
abrj-119	20	18	overall	overall	ADJ
abrj-119	20	19	performance	performance	NOUN
abrj-119	20	20	.	.	PUNCT
abrj-119	21	1	they	they	PRON
abrj-119	21	2	are	be	AUX
abrj-119	21	3	expressed	express	VERB
abrj-119	21	4	in	in	ADP
abrj-119	21	5	terms	term	NOUN
abrj-119	21	6	of	of	ADP
abrj-119	21	7	financial	financial	ADJ
abrj-119	21	8	measures	measure	NOUN
abrj-119	21	9	,	,	PUNCT
abrj-119	21	10	which	which	PRON
abrj-119	21	11	are	be	AUX
abrj-119	21	12	firms	firm	NOUN
abrj-119	21	13	’	'	PUNCT
abrj-119	21	14	unique	unique	ADJ
abrj-119	21	15	characteristics	characteristic	NOUN
abrj-119	21	16	.	.	PUNCT
abrj-119	22	1	the	the	DET
abrj-119	22	2	purpose	purpose	NOUN
abrj-119	22	3	of	of	ADP
abrj-119	22	4	this	this	DET
abrj-119	22	5	paper	paper	NOUN
abrj-119	22	6	is	be	AUX
abrj-119	22	7	to	to	PART
abrj-119	22	8	examine	examine	VERB
abrj-119	22	9	if	if	SCONJ
abrj-119	22	10	financial	financial	ADJ
abrj-119	22	11	measures	measure	NOUN
abrj-119	22	12	volatility	volatility	NOUN
abrj-119	22	13	better	well	ADV
abrj-119	22	14	explains	explain	VERB
abrj-119	22	15	stock	stock	NOUN
abrj-119	22	16	prices	price	NOUN
abrj-119	22	17	volatility	volatility	NOUN
abrj-119	22	18	during	during	ADP
abrj-119	22	19	financial	financial	ADJ
abrj-119	22	20	market	market	NOUN
abrj-119	22	21	crash	crash	NOUN
abrj-119	22	22	period	period	NOUN
abrj-119	22	23	.	.	PUNCT
abrj-119	23	1	the	the	DET
abrj-119	23	2	study	study	NOUN
abrj-119	23	3	is	be	AUX
abrj-119	23	4	made	make	VERB
abrj-119	23	5	of	of	ADP
abrj-119	23	6	five	five	NUM
abrj-119	23	7	parts	part	NOUN
abrj-119	23	8	,	,	PUNCT
abrj-119	23	9	which	which	PRON
abrj-119	23	10	are	be	AUX
abrj-119	23	11	:	:	PUNCT
abrj-119	23	12	1	1	X
abrj-119	23	13	)	)	PUNCT
abrj-119	23	14	a	a	DET
abrj-119	23	15	literature	literature	NOUN
abrj-119	23	16	review	review	NOUN
abrj-119	23	17	;	;	PUNCT
abrj-119	23	18	2	2	X
abrj-119	23	19	)	)	PUNCT
abrj-119	23	20	research	research	NOUN
abrj-119	23	21	methodology	methodology	NOUN
abrj-119	23	22	;	;	PUNCT
abrj-119	23	23	3	3	X
abrj-119	23	24	)	)	PUNCT
abrj-119	23	25	data	datum	NOUN
abrj-119	23	26	analysis	analysis	NOUN
abrj-119	23	27	;	;	PUNCT
abrj-119	23	28	4	4	X
abrj-119	23	29	)	)	PUNCT
abrj-119	23	30	limitations	limitation	NOUN
abrj-119	23	31	;	;	PUNCT
abrj-119	23	32	&	&	CCONJ
abrj-119	23	33	5	5	NUM
abrj-119	23	34	)	)	PUNCT
abrj-119	23	35	conclusions	conclusion	NOUN
abrj-119	23	36	and	and	CCONJ
abrj-119	23	37	recommendations	recommendation	NOUN
abrj-119	23	38	.	.	PUNCT
abrj-119	24	1	2	2	X
abrj-119	24	2	.	.	X
abrj-119	24	3	literature	literature	NOUN
abrj-119	24	4	review	review	NOUN
abrj-119	24	5	indicators	indicator	NOUN
abrj-119	24	6	are	be	AUX
abrj-119	24	7	frequently	frequently	ADV
abrj-119	24	8	used	use	VERB
abrj-119	24	9	to	to	PART
abrj-119	24	10	help	help	VERB
abrj-119	24	11	understand	understand	VERB
abrj-119	24	12	changes	change	NOUN
abrj-119	24	13	in	in	ADP
abrj-119	24	14	financial	financial	ADJ
abrj-119	24	15	markets	market	NOUN
abrj-119	24	16	as	as	ADV
abrj-119	24	17	well	well	ADV
abrj-119	24	18	as	as	ADP
abrj-119	24	19	patterns	pattern	NOUN
abrj-119	24	20	in	in	ADP
abrj-119	24	21	economic	economic	ADJ
abrj-119	24	22	phenomena	phenomenon	NOUN
abrj-119	24	23	.	.	PUNCT
abrj-119	25	1	private	private	ADJ
abrj-119	25	2	and	and	CCONJ
abrj-119	25	3	public	public	ADJ
abrj-119	25	4	entities	entity	NOUN
abrj-119	25	5	often	often	ADV
abrj-119	25	6	gather	gather	VERB
abrj-119	25	7	and	and	CCONJ
abrj-119	25	8	publish	publish	VERB
abrj-119	25	9	socio	socio	NOUN
abrj-119	25	10	and	and	CCONJ
abrj-119	25	11	economic	economic	ADJ
abrj-119	25	12	indicators	indicator	NOUN
abrj-119	25	13	that	that	PRON
abrj-119	25	14	help	help	VERB
abrj-119	25	15	us	we	PRON
abrj-119	25	16	understand	understand	VERB
abrj-119	25	17	labor	labor	NOUN
abrj-119	25	18	markets	market	NOUN
abrj-119	25	19	,	,	PUNCT
abrj-119	25	20	productivity	productivity	NOUN
abrj-119	25	21	levels	level	NOUN
abrj-119	25	22	,	,	PUNCT
abrj-119	25	23	price	price	NOUN
abrj-119	25	24	fluctuations	fluctuation	NOUN
abrj-119	25	25	,	,	PUNCT
abrj-119	25	26	and	and	CCONJ
abrj-119	25	27	buyer	buyer	NOUN
abrj-119	25	28	behavior	behavior	NOUN
abrj-119	25	29	.	.	PUNCT
abrj-119	26	1	while	while	SCONJ
abrj-119	26	2	indicators	indicator	NOUN
abrj-119	26	3	can	can	AUX
abrj-119	26	4	help	help	VERB
abrj-119	26	5	predict	predict	VERB
abrj-119	26	6	future	future	ADJ
abrj-119	26	7	market	market	NOUN
abrj-119	26	8	movements	movement	NOUN
abrj-119	26	9	and	and	CCONJ
abrj-119	26	10	behaviors	behavior	NOUN
abrj-119	26	11	,	,	PUNCT
abrj-119	26	12	their	their	PRON
abrj-119	26	13	accuracy	accuracy	NOUN
abrj-119	26	14	may	may	AUX
abrj-119	26	15	not	not	PART
abrj-119	26	16	always	always	ADV
abrj-119	26	17	be	be	AUX
abrj-119	26	18	exact	exact	ADJ
abrj-119	26	19	.	.	PUNCT
abrj-119	27	1	when	when	SCONJ
abrj-119	27	2	applied	apply	VERB
abrj-119	27	3	to	to	ADP
abrj-119	27	4	the	the	DET
abrj-119	27	5	world	world	NOUN
abrj-119	27	6	of	of	ADP
abrj-119	27	7	financial	financial	ADJ
abrj-119	27	8	instruments	instrument	NOUN
abrj-119	27	9	,	,	PUNCT
abrj-119	27	10	debt	debt	NOUN
abrj-119	27	11	and	and	CCONJ
abrj-119	27	12	equity	equity	NOUN
abrj-119	27	13	market	market	NOUN
abrj-119	27	14	indicators	indicator	NOUN
abrj-119	27	15	can	can	AUX
abrj-119	27	16	provide	provide	VERB
abrj-119	27	17	valuable	valuable	ADJ
abrj-119	27	18	information	information	NOUN
abrj-119	27	19	about	about	ADP
abrj-119	27	20	how	how	SCONJ
abrj-119	27	21	markets	market	NOUN
abrj-119	27	22	will	will	AUX
abrj-119	27	23	behave	behave	VERB
abrj-119	27	24	.	.	PUNCT
abrj-119	28	1	on	on	ADP
abrj-119	28	2	the	the	DET
abrj-119	28	3	other	other	ADJ
abrj-119	28	4	hand	hand	NOUN
abrj-119	28	5	,	,	PUNCT
abrj-119	28	6	researchers	researcher	NOUN
abrj-119	28	7	argue	argue	VERB
abrj-119	28	8	that	that	SCONJ
abrj-119	28	9	stock	stock	NOUN
abrj-119	28	10	prices	price	NOUN
abrj-119	28	11	are	be	AUX
abrj-119	28	12	driven	drive	VERB
abrj-119	28	13	by	by	ADP
abrj-119	28	14	market	market	NOUN
abrj-119	28	15	reaction	reaction	NOUN
abrj-119	28	16	to	to	ADP
abrj-119	28	17	news	news	NOUN
abrj-119	28	18	as	as	ADP
abrj-119	28	19	a	a	DET
abrj-119	28	20	result	result	NOUN
abrj-119	28	21	stock	stock	NOUN
abrj-119	28	22	prices	price	NOUN
abrj-119	28	23	move	move	VERB
abrj-119	28	24	up	up	ADP
abrj-119	28	25	with	with	ADP
abrj-119	28	26	good	good	ADJ
abrj-119	28	27	news	news	NOUN
abrj-119	28	28	and	and	CCONJ
abrj-119	28	29	move	move	VERB
abrj-119	28	30	down	down	ADP
abrj-119	28	31	with	with	ADP
abrj-119	28	32	bad	bad	ADJ
abrj-119	28	33	news	news	NOUN
abrj-119	28	34	nettles	nettle	NOUN
abrj-119	28	35	(	(	PUNCT
abrj-119	28	36	2003	2003	NUM
abrj-119	28	37	)	)	PUNCT
abrj-119	28	38	.	.	PUNCT
abrj-119	29	1	nettles	nettle	NOUN
abrj-119	29	2	(	(	PUNCT
abrj-119	29	3	2003	2003	NUM
abrj-119	29	4	)	)	PUNCT
abrj-119	29	5	debated	debate	VERB
abrj-119	29	6	that	that	SCONJ
abrj-119	29	7	investors	investor	NOUN
abrj-119	29	8	tend	tend	VERB
abrj-119	29	9	to	to	PART
abrj-119	29	10	invest	invest	VERB
abrj-119	29	11	stocks	stock	NOUN
abrj-119	29	12	with	with	ADP
abrj-119	29	13	projected	project	VERB
abrj-119	29	14	high	high	ADJ
abrj-119	29	15	returns	return	NOUN
abrj-119	29	16	,	,	PUNCT
abrj-119	29	17	which	which	PRON
abrj-119	29	18	are	be	AUX
abrj-119	29	19	not	not	PART
abrj-119	29	20	reflected	reflect	VERB
abrj-119	29	21	when	when	SCONJ
abrj-119	29	22	analyzing	analyze	VERB
abrj-119	29	23	their	their	PRON
abrj-119	29	24	firms	firm	NOUN
abrj-119	29	25	’	’	PART
abrj-119	29	26	financials	financial	NOUN
abrj-119	29	27	.	.	PUNCT
abrj-119	30	1	lei	lei	PROPN
abrj-119	30	2	,	,	PUNCT
abrj-119	30	3	noussair	noussair	NOUN
abrj-119	30	4	,	,	PUNCT
abrj-119	30	5	and	and	CCONJ
abrj-119	30	6	plott	plott	PROPN
abrj-119	30	7	(	(	PUNCT
abrj-119	30	8	2001	2001	NUM
abrj-119	30	9	)	)	PUNCT
abrj-119	30	10	argued	argue	VERB
abrj-119	30	11	that	that	SCONJ
abrj-119	30	12	daily	daily	ADJ
abrj-119	30	13	trader	trader	NOUN
abrj-119	30	14	play	play	VERB
abrj-119	30	15	a	a	DET
abrj-119	30	16	key	key	ADJ
abrj-119	30	17	role	role	NOUN
abrj-119	30	18	in	in	ADP
abrj-119	30	19	setting	set	VERB
abrj-119	30	20	the	the	DET
abrj-119	30	21	direction	direction	NOUN
abrj-119	30	22	of	of	ADP
abrj-119	30	23	stock	stock	NOUN
abrj-119	30	24	price	price	NOUN
abrj-119	30	25	movement	movement	NOUN
abrj-119	30	26	;	;	PUNCT
abrj-119	30	27	they	they	PRON
abrj-119	30	28	added	add	VERB
abrj-119	30	29	,	,	PUNCT
abrj-119	30	30	rational	rational	ADJ
abrj-119	30	31	arbitragers	arbitrager	NOUN
abrj-119	30	32	offset	offset	VERB
abrj-119	30	33	daily	daily	ADJ
abrj-119	30	34	trader	trader	NOUN
abrj-119	30	35	role	role	NOUN
abrj-119	30	36	by	by	ADP
abrj-119	30	37	trading	trade	VERB
abrj-119	30	38	against	against	ADP
abrj-119	30	39	them	they	PRON
abrj-119	30	40	.	.	PUNCT
abrj-119	31	1	in	in	ADP
abrj-119	31	2	a	a	DET
abrj-119	31	3	study	study	NOUN
abrj-119	31	4	(	(	PUNCT
abrj-119	31	5	wenchen	wenchen	PROPN
abrj-119	31	6	&	&	CCONJ
abrj-119	31	7	ku	ku	PROPN
abrj-119	31	8	-	-	PUNCT
abrj-119	31	9	jun	jun	PROPN
abrj-119	31	10	,	,	PUNCT
abrj-119	31	11	2005	2005	NUM
abrj-119	31	12	)	)	PUNCT
abrj-119	31	13	,	,	PUNCT
abrj-119	31	14	showed	show	VERB
abrj-119	31	15	evidence	evidence	NOUN
abrj-119	31	16	that	that	SCONJ
abrj-119	31	17	daily	daily	ADJ
abrj-119	31	18	traders	trader	NOUN
abrj-119	31	19	have	have	AUX
abrj-119	31	20	significant	significant	ADJ
abrj-119	31	21	effect	effect	NOUN
abrj-119	31	22	on	on	ADP
abrj-119	31	23	stock	stock	NOUN
abrj-119	31	24	market	market	NOUN
abrj-119	31	25	.	.	PUNCT
abrj-119	32	1	they	they	PRON
abrj-119	32	2	concluded	conclude	VERB
abrj-119	32	3	that	that	SCONJ
abrj-119	32	4	daily	daily	ADJ
abrj-119	32	5	traders	trader	NOUN
abrj-119	32	6	drive	drive	VERB
abrj-119	32	7	stock	stock	NOUN
abrj-119	32	8	prices	price	NOUN
abrj-119	32	9	to	to	PART
abrj-119	32	10	move	move	VERB
abrj-119	32	11	away	away	ADV
abrj-119	32	12	from	from	ADP
abrj-119	32	13	the	the	DET
abrj-119	32	14	projected	project	VERB
abrj-119	32	15	ones	one	NOUN
abrj-119	32	16	,	,	PUNCT
abrj-119	32	17	which	which	PRON
abrj-119	32	18	cause	cause	VERB
abrj-119	32	19	extreme	extreme	ADJ
abrj-119	32	20	deviations	deviation	NOUN
abrj-119	32	21	between	between	ADP
abrj-119	32	22	the	the	DET
abrj-119	32	23	price	price	NOUN
abrj-119	32	24	and	and	CCONJ
abrj-119	32	25	assets	asset	NOUN
abrj-119	32	26	value	value	NOUN
abrj-119	32	27	.	.	PUNCT
abrj-119	33	1	mailto:victor.bahhouth@uncp.edu	mailto:victor.bahhouth@uncp.edu	PROPN
abrj-119	33	2	mailto:rebecca.gonzalez@uncp.edu	mailto:rebecca.gonzalez@uncp.edu	PROPN
abrj-119	33	3	mailto:stewart.thomas@uncp.edu	mailto:stewart.thomas@uncp.edu	VERB
abrj-119	33	4	https://www.doi.org/10.55220/25766759.v7i1.119	https://www.doi.org/10.55220/25766759.v7i1.119	X
abrj-119	33	5	https://orcid.org/0000-0002-9377-0893	https://orcid.org/0000-0002-9377-0893	ADV
abrj-119	33	6	https://orcid.org/0000-0003-2668-524x	https://orcid.org/0000-0003-2668-524x	PROPN
abrj-119	33	7	https://orcid.org/0000-0001-9716-3559	https://orcid.org/0000-0001-9716-3559	PROPN
abrj-119	33	8	asian	asian	PROPN
abrj-119	33	9	business	business	PROPN
abrj-119	33	10	research	research	NOUN
abrj-119	33	11	journal	journal	NOUN
abrj-119	33	12	,	,	PUNCT
abrj-119	33	13	2022	2022	NUM
abrj-119	33	14	,	,	PUNCT
abrj-119	33	15	7	7	NUM
abrj-119	33	16	:	:	SYM
abrj-119	33	17	14	14	NUM
abrj-119	33	18	-	-	SYM
abrj-119	33	19	20	20	NUM
abrj-119	33	20	15	15	NUM
abrj-119	33	21	©	©	PROPN
abrj-119	33	22	2022	2022	NUM
abrj-119	33	23	by	by	ADP
abrj-119	33	24	the	the	DET
abrj-119	33	25	authors	author	NOUN
abrj-119	33	26	;	;	PUNCT
abrj-119	33	27	licensee	licensee	NOUN
abrj-119	33	28	eastern	eastern	ADJ
abrj-119	33	29	centre	centre	NOUN
abrj-119	33	30	of	of	ADP
abrj-119	33	31	science	science	NOUN
abrj-119	33	32	and	and	CCONJ
abrj-119	33	33	education	education	NOUN
abrj-119	33	34	,	,	PUNCT
abrj-119	33	35	usa	usa	PROPN
abrj-119	33	36	in	in	ADP
abrj-119	33	37	a	a	DET
abrj-119	33	38	study	study	NOUN
abrj-119	33	39	,	,	PUNCT
abrj-119	33	40	woida	woida	X
abrj-119	33	41	(	(	PUNCT
abrj-119	33	42	2016	2016	NUM
abrj-119	33	43	)	)	PUNCT
abrj-119	33	44	showed	show	VERB
abrj-119	33	45	evidence	evidence	NOUN
abrj-119	33	46	that	that	SCONJ
abrj-119	33	47	stock	stock	NOUN
abrj-119	33	48	price	price	NOUN
abrj-119	33	49	swings	swing	NOUN
abrj-119	33	50	are	be	AUX
abrj-119	33	51	severely	severely	ADV
abrj-119	33	52	affect	affect	VERB
abrj-119	33	53	financial	financial	ADJ
abrj-119	33	54	markets	market	NOUN
abrj-119	33	55	and	and	CCONJ
abrj-119	33	56	occurring	occur	VERB
abrj-119	33	57	at	at	ADP
abrj-119	33	58	a	a	DET
abrj-119	33	59	faster	fast	ADJ
abrj-119	33	60	pace	pace	NOUN
abrj-119	33	61	figure	figure	NOUN
abrj-119	33	62	1	1	NUM
abrj-119	33	63	.	.	PUNCT
abrj-119	34	1	as	as	ADP
abrj-119	34	2	a	a	DET
abrj-119	34	3	result	result	NOUN
abrj-119	34	4	,	,	PUNCT
abrj-119	34	5	investors	investor	NOUN
abrj-119	34	6	’	'	PUNCT
abrj-119	34	7	wealth	wealth	NOUN
abrj-119	34	8	is	be	AUX
abrj-119	34	9	adversely	adversely	ADV
abrj-119	34	10	affected	affect	VERB
abrj-119	34	11	with	with	ADP
abrj-119	34	12	the	the	DET
abrj-119	34	13	decline	decline	NOUN
abrj-119	34	14	in	in	ADP
abrj-119	34	15	their	their	PRON
abrj-119	34	16	investment	investment	NOUN
abrj-119	34	17	values	value	NOUN
abrj-119	34	18	.	.	PUNCT
abrj-119	35	1	for	for	ADP
abrj-119	35	2	example	example	NOUN
abrj-119	35	3	,	,	PUNCT
abrj-119	35	4	the	the	DET
abrj-119	35	5	market	market	NOUN
abrj-119	35	6	crash	crash	NOUN
abrj-119	35	7	of	of	ADP
abrj-119	35	8	1987	1987	NUM
abrj-119	35	9	created	create	VERB
abrj-119	35	10	losses	loss	NOUN
abrj-119	35	11	that	that	PRON
abrj-119	35	12	exceeded	exceed	VERB
abrj-119	35	13	20	20	NUM
abrj-119	35	14	%	%	NOUN
abrj-119	35	15	for	for	ADP
abrj-119	35	16	most	most	ADJ
abrj-119	35	17	investors	investor	NOUN
abrj-119	35	18	.	.	PUNCT
abrj-119	36	1	however	however	ADV
abrj-119	36	2	,	,	PUNCT
abrj-119	36	3	this	this	DET
abrj-119	36	4	crash	crash	NOUN
abrj-119	36	5	did	do	AUX
abrj-119	36	6	not	not	PART
abrj-119	36	7	result	result	VERB
abrj-119	36	8	in	in	ADP
abrj-119	36	9	a	a	DET
abrj-119	36	10	recession	recession	NOUN
abrj-119	36	11	(	(	PUNCT
abrj-119	36	12	baigent	baigent	PROPN
abrj-119	36	13	&	&	CCONJ
abrj-119	36	14	massaro	massaro	PROPN
abrj-119	36	15	,	,	PUNCT
abrj-119	36	16	2005	2005	NUM
abrj-119	36	17	)	)	PUNCT
abrj-119	36	18	.	.	PUNCT
abrj-119	37	1	the	the	DET
abrj-119	37	2	market	market	NOUN
abrj-119	37	3	downturn	downturn	NOUN
abrj-119	37	4	that	that	PRON
abrj-119	37	5	occurred	occur	VERB
abrj-119	37	6	in	in	ADP
abrj-119	37	7	2000	2000	NUM
abrj-119	37	8	caused	cause	VERB
abrj-119	37	9	the	the	DET
abrj-119	37	10	destruction	destruction	NOUN
abrj-119	37	11	of	of	ADP
abrj-119	37	12	approximately	approximately	ADV
abrj-119	37	13	$	$	SYM
abrj-119	37	14	8	8	NUM
abrj-119	37	15	trillion	trillion	NUM
abrj-119	37	16	worth	worth	NOUN
abrj-119	37	17	of	of	ADP
abrj-119	37	18	investor	investor	NOUN
abrj-119	37	19	assets	asset	NOUN
abrj-119	37	20	(	(	PUNCT
abrj-119	37	21	degrace	degrace	NOUN
abrj-119	37	22	,	,	PUNCT
abrj-119	37	23	2011	2011	NUM
abrj-119	37	24	)	)	PUNCT
abrj-119	37	25	.	.	PUNCT
abrj-119	38	1	the	the	DET
abrj-119	38	2	2000	2000	NUM
abrj-119	38	3	crash	crash	NOUN
abrj-119	38	4	impacted	impact	VERB
abrj-119	38	5	the	the	DET
abrj-119	38	6	entire	entire	ADJ
abrj-119	38	7	economy	economy	NOUN
abrj-119	38	8	and	and	CCONJ
abrj-119	38	9	did	do	AUX
abrj-119	38	10	not	not	PART
abrj-119	38	11	discriminate	discriminate	VERB
abrj-119	38	12	amongst	amongst	ADP
abrj-119	38	13	industries	industry	NOUN
abrj-119	38	14	.	.	PUNCT
abrj-119	39	1	the	the	DET
abrj-119	39	2	most	most	ADV
abrj-119	39	3	impactful	impactful	ADJ
abrj-119	39	4	crash	crash	NOUN
abrj-119	39	5	in	in	ADP
abrj-119	39	6	recent	recent	ADJ
abrj-119	39	7	history	history	NOUN
abrj-119	39	8	occurred	occur	VERB
abrj-119	39	9	in	in	ADP
abrj-119	39	10	2008	2008	NUM
abrj-119	39	11	.	.	PUNCT
abrj-119	40	1	the	the	DET
abrj-119	40	2	impact	impact	NOUN
abrj-119	40	3	of	of	ADP
abrj-119	40	4	the	the	DET
abrj-119	40	5	financial	financial	ADJ
abrj-119	40	6	crisis	crisis	NOUN
abrj-119	40	7	resulted	result	VERB
abrj-119	40	8	in	in	ADP
abrj-119	40	9	a	a	DET
abrj-119	40	10	loss	loss	NOUN
abrj-119	40	11	of	of	ADP
abrj-119	40	12	more	more	ADJ
abrj-119	40	13	than	than	ADP
abrj-119	40	14	half	half	NOUN
abrj-119	40	15	of	of	ADP
abrj-119	40	16	equity	equity	NOUN
abrj-119	40	17	market	market	NOUN
abrj-119	40	18	values	value	NOUN
abrj-119	40	19	and	and	CCONJ
abrj-119	40	20	had	have	VERB
abrj-119	40	21	significant	significant	ADJ
abrj-119	40	22	economic	economic	ADJ
abrj-119	40	23	repercussions	repercussion	NOUN
abrj-119	40	24	in	in	ADP
abrj-119	40	25	global	global	ADJ
abrj-119	40	26	economies	economy	NOUN
abrj-119	40	27	.	.	PUNCT
abrj-119	41	1	market	market	NOUN
abrj-119	41	2	crashes	crash	NOUN
abrj-119	41	3	,	,	PUNCT
abrj-119	41	4	their	their	PRON
abrj-119	41	5	causes	cause	NOUN
abrj-119	41	6	and	and	CCONJ
abrj-119	41	7	repercussions	repercussion	NOUN
abrj-119	41	8	have	have	AUX
abrj-119	41	9	captured	capture	VERB
abrj-119	41	10	the	the	DET
abrj-119	41	11	attention	attention	NOUN
abrj-119	41	12	of	of	ADP
abrj-119	41	13	practitioners	practitioner	NOUN
abrj-119	41	14	and	and	CCONJ
abrj-119	41	15	researchers	researcher	NOUN
abrj-119	41	16	for	for	ADP
abrj-119	41	17	decades	decade	NOUN
abrj-119	41	18	.	.	PUNCT
abrj-119	42	1	studies	study	NOUN
abrj-119	42	2	have	have	AUX
abrj-119	42	3	provided	provide	VERB
abrj-119	42	4	differing	differ	VERB
abrj-119	42	5	explanations	explanation	NOUN
abrj-119	42	6	for	for	ADP
abrj-119	42	7	how	how	SCONJ
abrj-119	42	8	these	these	DET
abrj-119	42	9	events	event	NOUN
abrj-119	42	10	start	start	VERB
abrj-119	42	11	.	.	PUNCT
abrj-119	43	1	sornette	sornette	NOUN
abrj-119	43	2	(	(	PUNCT
abrj-119	43	3	2004	2004	NUM
abrj-119	43	4	)	)	PUNCT
abrj-119	43	5	found	find	VERB
abrj-119	43	6	that	that	SCONJ
abrj-119	43	7	irrational	irrational	ADJ
abrj-119	43	8	and	and	CCONJ
abrj-119	43	9	overly	overly	ADV
abrj-119	43	10	optimistic	optimistic	ADJ
abrj-119	43	11	investor	investor	NOUN
abrj-119	43	12	expectations	expectation	NOUN
abrj-119	43	13	were	be	AUX
abrj-119	43	14	the	the	DET
abrj-119	43	15	primary	primary	ADJ
abrj-119	43	16	causes	cause	NOUN
abrj-119	43	17	of	of	ADP
abrj-119	43	18	market	market	NOUN
abrj-119	43	19	crashes	crash	NOUN
abrj-119	43	20	.	.	PUNCT
abrj-119	44	1	investors	investor	NOUN
abrj-119	44	2	relied	rely	VERB
abrj-119	44	3	on	on	ADP
abrj-119	44	4	perception	perception	NOUN
abrj-119	44	5	more	more	ADJ
abrj-119	44	6	than	than	ADP
abrj-119	44	7	on	on	ADP
abrj-119	44	8	fundamentals	fundamental	NOUN
abrj-119	44	9	,	,	PUNCT
abrj-119	44	10	and	and	CCONJ
abrj-119	44	11	their	their	PRON
abrj-119	44	12	buying	buying	NOUN
abrj-119	44	13	and	and	CCONJ
abrj-119	44	14	investment	investment	NOUN
abrj-119	44	15	decisions	decision	NOUN
abrj-119	44	16	reflected	reflect	VERB
abrj-119	44	17	the	the	DET
abrj-119	44	18	disconnect	disconnect	NOUN
abrj-119	44	19	.	.	PUNCT
abrj-119	45	1	investors	investor	NOUN
abrj-119	45	2	favored	favor	VERB
abrj-119	45	3	firms	firm	NOUN
abrj-119	45	4	that	that	PRON
abrj-119	45	5	assured	assure	VERB
abrj-119	45	6	exceptional	exceptional	ADJ
abrj-119	45	7	returns	return	NOUN
abrj-119	45	8	without	without	ADP
abrj-119	45	9	necessarily	necessarily	ADV
abrj-119	45	10	having	have	VERB
abrj-119	45	11	the	the	DET
abrj-119	45	12	financial	financial	ADJ
abrj-119	45	13	fundamentals	fundamental	NOUN
abrj-119	45	14	to	to	PART
abrj-119	45	15	honor	honor	VERB
abrj-119	45	16	their	their	PRON
abrj-119	45	17	guarantee	guarantee	NOUN
abrj-119	45	18	.	.	PUNCT
abrj-119	46	1	figure	figure	NOUN
abrj-119	46	2	1	1	NUM
abrj-119	46	3	.	.	PUNCT
abrj-119	47	1	duration	duration	NOUN
abrj-119	47	2	of	of	ADP
abrj-119	47	3	complete	complete	ADJ
abrj-119	47	4	bull	bull	NOUN
abrj-119	47	5	-	-	PUNCT
abrj-119	47	6	bear	bear	NOUN
abrj-119	47	7	cycles	cycle	NOUN
abrj-119	47	8	from	from	ADP
abrj-119	47	9	1871	1871	NUM
abrj-119	47	10	through	through	ADP
abrj-119	47	11	2015	2015	NUM
abrj-119	47	12	vs	vs	ADP
abrj-119	47	13	no	no	NOUN
abrj-119	47	14	.	.	NOUN
abrj-119	47	15	of	of	ADP
abrj-119	47	16	occurrences	occurrence	NOUN
abrj-119	47	17	.	.	PUNCT
abrj-119	48	1	note	note	NOUN
abrj-119	48	2	:	:	PUNCT
abrj-119	48	3	woida	woida	PROPN
abrj-119	48	4	(	(	PUNCT
abrj-119	48	5	2016	2016	NUM
abrj-119	48	6	)	)	PUNCT
abrj-119	48	7	.	.	PUNCT
abrj-119	49	1	baigent	baigent	PROPN
abrj-119	49	2	and	and	CCONJ
abrj-119	49	3	massaro	massaro	PROPN
abrj-119	49	4	(	(	PUNCT
abrj-119	49	5	2005	2005	NUM
abrj-119	49	6	)	)	PUNCT
abrj-119	49	7	studied	study	VERB
abrj-119	49	8	the	the	DET
abrj-119	49	9	1987	1987	NUM
abrj-119	49	10	crash	crash	NOUN
abrj-119	49	11	and	and	CCONJ
abrj-119	49	12	concluded	conclude	VERB
abrj-119	49	13	that	that	SCONJ
abrj-119	49	14	the	the	DET
abrj-119	49	15	use	use	NOUN
abrj-119	49	16	of	of	ADP
abrj-119	49	17	“	"	PUNCT
abrj-119	49	18	portfolio	portfolio	NOUN
abrj-119	49	19	insurance	insurance	NOUN
abrj-119	49	20	”	"	PUNCT
abrj-119	49	21	as	as	ADP
abrj-119	49	22	a	a	DET
abrj-119	49	23	hedging	hedging	NOUN
abrj-119	49	24	instrument	instrument	NOUN
abrj-119	49	25	by	by	ADP
abrj-119	49	26	large	large	ADJ
abrj-119	49	27	institutional	institutional	ADJ
abrj-119	49	28	investors	investor	NOUN
abrj-119	49	29	was	be	AUX
abrj-119	49	30	a	a	DET
abrj-119	49	31	likely	likely	ADJ
abrj-119	49	32	culprit	culprit	NOUN
abrj-119	49	33	.	.	PUNCT
abrj-119	50	1	they	they	PRON
abrj-119	50	2	also	also	ADV
abrj-119	50	3	found	find	VERB
abrj-119	50	4	an	an	DET
abrj-119	50	5	increased	increase	VERB
abrj-119	50	6	use	use	NOUN
abrj-119	50	7	of	of	ADP
abrj-119	50	8	derivative	derivative	ADJ
abrj-119	50	9	securities	security	NOUN
abrj-119	50	10	in	in	ADP
abrj-119	50	11	the	the	DET
abrj-119	50	12	first	first	ADJ
abrj-119	50	13	three	three	NUM
abrj-119	50	14	-	-	PUNCT
abrj-119	50	15	quarters	quarter	NOUN
abrj-119	50	16	of	of	ADP
abrj-119	50	17	1987	1987	NUM
abrj-119	50	18	led	lead	VERB
abrj-119	50	19	to	to	ADP
abrj-119	50	20	market	market	NOUN
abrj-119	50	21	cap	cap	NOUN
abrj-119	50	22	inflations	inflation	NOUN
abrj-119	50	23	.	.	PUNCT
abrj-119	51	1	ofek	ofek	NOUN
abrj-119	51	2	and	and	CCONJ
abrj-119	51	3	richardson	richardson	PROPN
abrj-119	51	4	(	(	PUNCT
abrj-119	51	5	2003	2003	NUM
abrj-119	51	6	)	)	PUNCT
abrj-119	51	7	studied	study	VERB
abrj-119	51	8	the	the	DET
abrj-119	51	9	market	market	NOUN
abrj-119	51	10	crash	crash	NOUN
abrj-119	51	11	in	in	ADP
abrj-119	51	12	2000	2000	NUM
abrj-119	51	13	and	and	CCONJ
abrj-119	51	14	found	find	VERB
abrj-119	51	15	that	that	SCONJ
abrj-119	51	16	a	a	DET
abrj-119	51	17	large	large	ADJ
abrj-119	51	18	differential	differential	NOUN
abrj-119	51	19	existed	exist	VERB
abrj-119	51	20	between	between	ADP
abrj-119	51	21	market	market	NOUN
abrj-119	51	22	prices	price	NOUN
abrj-119	51	23	and	and	CCONJ
abrj-119	51	24	their	their	PRON
abrj-119	51	25	fundamental	fundamental	ADJ
abrj-119	51	26	intrinsic	intrinsic	ADJ
abrj-119	51	27	values	value	NOUN
abrj-119	51	28	prior	prior	ADV
abrj-119	51	29	to	to	ADP
abrj-119	51	30	the	the	DET
abrj-119	51	31	2000	2000	NUM
abrj-119	51	32	market	market	NOUN
abrj-119	51	33	crash	crash	NOUN
abrj-119	51	34	.	.	PUNCT
abrj-119	52	1	similarly	similarly	ADV
abrj-119	52	2	,	,	PUNCT
abrj-119	52	3	zuckerman	zuckerman	NOUN
abrj-119	52	4	and	and	CCONJ
abrj-119	52	5	rao	rao	PROPN
abrj-119	52	6	(	(	PUNCT
abrj-119	52	7	2004	2004	NUM
abrj-119	52	8	)	)	PUNCT
abrj-119	52	9	also	also	ADV
abrj-119	52	10	studied	study	VERB
abrj-119	52	11	the	the	DET
abrj-119	52	12	2000	2000	NUM
abrj-119	52	13	crash	crash	NOUN
abrj-119	52	14	and	and	CCONJ
abrj-119	52	15	found	find	VERB
abrj-119	52	16	that	that	SCONJ
abrj-119	52	17	investments	investment	NOUN
abrj-119	52	18	in	in	ADP
abrj-119	52	19	technology	technology	NOUN
abrj-119	52	20	stocks	stock	NOUN
abrj-119	52	21	during	during	ADP
abrj-119	52	22	the	the	DET
abrj-119	52	23	previous	previous	ADJ
abrj-119	52	24	decade	decade	NOUN
abrj-119	52	25	were	be	AUX
abrj-119	52	26	likely	likely	ADJ
abrj-119	52	27	a	a	DET
abrj-119	52	28	contributing	contribute	VERB
abrj-119	52	29	factor	factor	NOUN
abrj-119	52	30	given	give	VERB
abrj-119	52	31	that	that	SCONJ
abrj-119	52	32	brokers	broker	NOUN
abrj-119	52	33	and	and	CCONJ
abrj-119	52	34	dealers	dealer	NOUN
abrj-119	52	35	were	be	AUX
abrj-119	52	36	unable	unable	ADJ
abrj-119	52	37	to	to	PART
abrj-119	52	38	understand	understand	VERB
abrj-119	52	39	the	the	DET
abrj-119	52	40	consequences	consequence	NOUN
abrj-119	52	41	associated	associate	VERB
abrj-119	52	42	with	with	ADP
abrj-119	52	43	the	the	DET
abrj-119	52	44	volatility	volatility	NOUN
abrj-119	52	45	seen	see	VERB
abrj-119	52	46	in	in	ADP
abrj-119	52	47	internet	internet	NOUN
abrj-119	52	48	stocks	stock	NOUN
abrj-119	52	49	.	.	PUNCT
abrj-119	53	1	one	one	PRON
abrj-119	53	2	can	can	AUX
abrj-119	53	3	not	not	PART
abrj-119	53	4	study	study	VERB
abrj-119	53	5	market	market	NOUN
abrj-119	53	6	corrections	correction	NOUN
abrj-119	53	7	without	without	ADP
abrj-119	53	8	considering	consider	VERB
abrj-119	53	9	volatility	volatility	NOUN
abrj-119	53	10	and	and	CCONJ
abrj-119	53	11	its	its	PRON
abrj-119	53	12	impact	impact	NOUN
abrj-119	53	13	on	on	ADP
abrj-119	53	14	subsequent	subsequent	ADJ
abrj-119	53	15	market	market	NOUN
abrj-119	53	16	behaviors	behavior	NOUN
abrj-119	53	17	.	.	PUNCT
abrj-119	54	1	fridson	fridson	NOUN
abrj-119	54	2	(	(	PUNCT
abrj-119	54	3	2011	2011	NUM
abrj-119	54	4	)	)	PUNCT
abrj-119	54	5	determines	determine	VERB
abrj-119	54	6	that	that	SCONJ
abrj-119	54	7	cultural	cultural	ADJ
abrj-119	54	8	differences	difference	NOUN
abrj-119	54	9	impact	impact	VERB
abrj-119	54	10	the	the	DET
abrj-119	54	11	volatility	volatility	NOUN
abrj-119	54	12	evidenced	evidence	VERB
abrj-119	54	13	in	in	ADP
abrj-119	54	14	financial	financial	ADJ
abrj-119	54	15	securities	security	NOUN
abrj-119	54	16	.	.	PUNCT
abrj-119	55	1	his	his	PRON
abrj-119	55	2	study	study	NOUN
abrj-119	55	3	looks	look	VERB
abrj-119	55	4	at	at	ADP
abrj-119	55	5	volatility	volatility	NOUN
abrj-119	55	6	differences	difference	NOUN
abrj-119	55	7	in	in	ADP
abrj-119	55	8	debt	debt	NOUN
abrj-119	55	9	and	and	CCONJ
abrj-119	55	10	equity	equity	NOUN
abrj-119	55	11	securities	security	NOUN
abrj-119	55	12	.	.	PUNCT
abrj-119	56	1	the	the	DET
abrj-119	56	2	author	author	NOUN
abrj-119	56	3	concludes	conclude	VERB
abrj-119	56	4	that	that	SCONJ
abrj-119	56	5	volatility	volatility	NOUN
abrj-119	56	6	is	be	AUX
abrj-119	56	7	to	to	PART
abrj-119	56	8	be	be	AUX
abrj-119	56	9	expected	expect	VERB
abrj-119	56	10	even	even	ADV
abrj-119	56	11	without	without	ADP
abrj-119	56	12	the	the	DET
abrj-119	56	13	abnormal	abnormal	ADJ
abrj-119	56	14	economic	economic	ADJ
abrj-119	56	15	conditions	condition	NOUN
abrj-119	56	16	witnessed	witness	VERB
abrj-119	56	17	in	in	ADP
abrj-119	56	18	2008	2008	NUM
abrj-119	56	19	.	.	PUNCT
abrj-119	57	1	while	while	SCONJ
abrj-119	57	2	typical	typical	ADJ
abrj-119	57	3	explanations	explanation	NOUN
abrj-119	57	4	such	such	ADJ
abrj-119	57	5	as	as	ADP
abrj-119	57	6	exposure	exposure	NOUN
abrj-119	57	7	to	to	ADP
abrj-119	57	8	new	new	ADJ
abrj-119	57	9	information	information	NOUN
abrj-119	57	10	and	and	CCONJ
abrj-119	57	11	overreactions	overreaction	NOUN
abrj-119	57	12	to	to	ADP
abrj-119	57	13	new	new	ADJ
abrj-119	57	14	information	information	NOUN
abrj-119	57	15	may	may	AUX
abrj-119	57	16	continue	continue	VERB
abrj-119	57	17	to	to	PART
abrj-119	57	18	impact	impact	VERB
abrj-119	57	19	asset	asset	NOUN
abrj-119	57	20	volatility	volatility	NOUN
abrj-119	57	21	,	,	PUNCT
abrj-119	57	22	the	the	DET
abrj-119	57	23	author	author	NOUN
abrj-119	57	24	posits	posit	VERB
abrj-119	57	25	that	that	SCONJ
abrj-119	57	26	variations	variation	NOUN
abrj-119	57	27	in	in	ADP
abrj-119	57	28	volatility	volatility	NOUN
abrj-119	57	29	across	across	ADP
abrj-119	57	30	geographic	geographic	ADJ
abrj-119	57	31	regions	region	NOUN
abrj-119	57	32	can	can	AUX
abrj-119	57	33	be	be	AUX
abrj-119	57	34	attributed	attribute	VERB
abrj-119	57	35	to	to	ADP
abrj-119	57	36	cultural	cultural	ADJ
abrj-119	57	37	differences	difference	NOUN
abrj-119	57	38	between	between	ADP
abrj-119	57	39	market	market	NOUN
abrj-119	57	40	participants	participant	NOUN
abrj-119	57	41	.	.	PUNCT
abrj-119	58	1	in	in	ADP
abrj-119	58	2	fact	fact	NOUN
abrj-119	58	3	,	,	PUNCT
abrj-119	58	4	fridson	fridson	NOUN
abrj-119	58	5	recommends	recommend	VERB
abrj-119	58	6	incorporating	incorporate	VERB
abrj-119	58	7	anthropological	anthropological	ADJ
abrj-119	58	8	studies	study	NOUN
abrj-119	58	9	and	and	CCONJ
abrj-119	58	10	assessments	assessment	NOUN
abrj-119	58	11	to	to	PART
abrj-119	58	12	better	well	ADV
abrj-119	58	13	understand	understand	VERB
abrj-119	58	14	investor	investor	NOUN
abrj-119	58	15	behavior	behavior	NOUN
abrj-119	58	16	.	.	PUNCT
abrj-119	59	1	campbell	campbell	PROPN
abrj-119	59	2	,	,	PUNCT
abrj-119	59	3	koedijk	koedijk	PROPN
abrj-119	59	4	,	,	PUNCT
abrj-119	59	5	and	and	CCONJ
abrj-119	59	6	kofman	kofman	PROPN
abrj-119	59	7	(	(	PUNCT
abrj-119	59	8	2002	2002	NUM
abrj-119	59	9	)	)	PUNCT
abrj-119	59	10	note	note	VERB
abrj-119	59	11	that	that	SCONJ
abrj-119	59	12	while	while	SCONJ
abrj-119	59	13	correlations	correlation	NOUN
abrj-119	59	14	exist	exist	VERB
abrj-119	59	15	across	across	ADP
abrj-119	59	16	international	international	ADJ
abrj-119	59	17	returns	return	NOUN
abrj-119	59	18	during	during	ADP
abrj-119	59	19	bear	bear	NOUN
abrj-119	59	20	markets	market	NOUN
abrj-119	59	21	,	,	PUNCT
abrj-119	59	22	studies	study	NOUN
abrj-119	59	23	that	that	PRON
abrj-119	59	24	demonstrate	demonstrate	VERB
abrj-119	59	25	this	this	PRON
abrj-119	59	26	may	may	AUX
abrj-119	59	27	be	be	AUX
abrj-119	59	28	exposed	expose	VERB
abrj-119	59	29	to	to	ADP
abrj-119	59	30	estimation	estimation	NOUN
abrj-119	59	31	bias	bias	NOUN
abrj-119	59	32	.	.	PUNCT
abrj-119	60	1	to	to	PART
abrj-119	60	2	eliminate	eliminate	VERB
abrj-119	60	3	concerns	concern	NOUN
abrj-119	60	4	associated	associate	VERB
abrj-119	60	5	with	with	ADP
abrj-119	60	6	such	such	DET
abrj-119	60	7	a	a	DET
abrj-119	60	8	bias	bias	NOUN
abrj-119	60	9	,	,	PUNCT
abrj-119	60	10	the	the	DET
abrj-119	60	11	authors	author	NOUN
abrj-119	60	12	model	model	VERB
abrj-119	60	13	correlation	correlation	NOUN
abrj-119	60	14	as	as	ADP
abrj-119	60	15	a	a	DET
abrj-119	60	16	time	time	NOUN
abrj-119	60	17	dependent	dependent	ADJ
abrj-119	60	18	variable	variable	NOUN
abrj-119	60	19	since	since	SCONJ
abrj-119	60	20	volatility	volatility	NOUN
abrj-119	60	21	varies	vary	VERB
abrj-119	60	22	across	across	ADP
abrj-119	60	23	time	time	NOUN
abrj-119	60	24	.	.	PUNCT
abrj-119	61	1	their	their	PRON
abrj-119	61	2	findings	finding	NOUN
abrj-119	61	3	demonstrate	demonstrate	VERB
abrj-119	61	4	a	a	DET
abrj-119	61	5	significant	significant	ADJ
abrj-119	61	6	correlation	correlation	NOUN
abrj-119	61	7	in	in	ADP
abrj-119	61	8	global	global	ADJ
abrj-119	61	9	returns	return	NOUN
abrj-119	61	10	during	during	ADP
abrj-119	61	11	bear	bear	NOUN
abrj-119	61	12	markets	market	NOUN
abrj-119	61	13	,	,	PUNCT
abrj-119	61	14	even	even	ADV
abrj-119	61	15	after	after	ADP
abrj-119	61	16	controlling	control	VERB
abrj-119	61	17	for	for	ADP
abrj-119	61	18	the	the	DET
abrj-119	61	19	bias	bias	NOUN
abrj-119	61	20	present	present	ADJ
abrj-119	61	21	in	in	ADP
abrj-119	61	22	some	some	DET
abrj-119	61	23	previous	previous	ADJ
abrj-119	61	24	studies	study	NOUN
abrj-119	61	25	.	.	PUNCT
abrj-119	62	1	chue	chue	PROPN
abrj-119	62	2	,	,	PUNCT
abrj-119	62	3	wang	wang	PROPN
abrj-119	62	4	,	,	PUNCT
abrj-119	62	5	and	and	CCONJ
abrj-119	62	6	xu	xu	INTJ
abrj-119	62	7	(	(	PUNCT
abrj-119	62	8	2015	2015	NUM
abrj-119	62	9	)	)	PUNCT
abrj-119	62	10	focus	focus	VERB
abrj-119	62	11	on	on	ADP
abrj-119	62	12	style	style	NOUN
abrj-119	62	13	investing	invest	VERB
abrj-119	62	14	when	when	SCONJ
abrj-119	62	15	analyzing	analyze	VERB
abrj-119	62	16	return	return	NOUN
abrj-119	62	17	correlations	correlation	NOUN
abrj-119	62	18	.	.	PUNCT
abrj-119	63	1	style	style	NOUN
abrj-119	63	2	investing	investing	NOUN
abrj-119	63	3	is	be	AUX
abrj-119	63	4	a	a	DET
abrj-119	63	5	process	process	NOUN
abrj-119	63	6	whereby	whereby	SCONJ
abrj-119	63	7	investments	investment	NOUN
abrj-119	63	8	are	be	AUX
abrj-119	63	9	made	make	VERB
abrj-119	63	10	based	base	VERB
abrj-119	63	11	on	on	ADP
abrj-119	63	12	a	a	DET
abrj-119	63	13	style	style	NOUN
abrj-119	63	14	or	or	CCONJ
abrj-119	63	15	asset	asset	NOUN
abrj-119	63	16	category	category	NOUN
abrj-119	63	17	as	as	SCONJ
abrj-119	63	18	opposed	oppose	VERB
abrj-119	63	19	to	to	ADP
abrj-119	63	20	investment	investment	NOUN
abrj-119	63	21	selection	selection	NOUN
abrj-119	63	22	on	on	ADP
abrj-119	63	23	an	an	DET
abrj-119	63	24	individual	individual	ADJ
abrj-119	63	25	asset	asset	NOUN
abrj-119	63	26	basis	basis	NOUN
abrj-119	63	27	.	.	PUNCT
abrj-119	64	1	funds	fund	NOUN
abrj-119	64	2	are	be	AUX
abrj-119	64	3	rotated	rotate	VERB
abrj-119	64	4	amongst	amongst	ADP
abrj-119	64	5	the	the	DET
abrj-119	64	6	different	different	ADJ
abrj-119	64	7	styles	style	NOUN
abrj-119	64	8	or	or	CCONJ
abrj-119	64	9	categories	category	NOUN
abrj-119	64	10	(	(	PUNCT
abrj-119	64	11	i.e.	i.e.	X
abrj-119	64	12	,	,	PUNCT
abrj-119	64	13	large	large	ADJ
abrj-119	64	14	cap	cap	NOUN
abrj-119	64	15	,	,	PUNCT
abrj-119	64	16	small	small	ADJ
abrj-119	64	17	cap	cap	NOUN
abrj-119	64	18	,	,	PUNCT
abrj-119	64	19	emerging	emerge	VERB
abrj-119	64	20	market	market	NOUN
abrj-119	64	21	,	,	PUNCT
abrj-119	64	22	etc	etc	X
abrj-119	64	23	.	.	X
abrj-119	64	24	)	)	PUNCT
abrj-119	65	1	based	base	VERB
abrj-119	65	2	on	on	ADP
abrj-119	65	3	the	the	DET
abrj-119	65	4	style	style	NOUN
abrj-119	65	5	’s	’s	PART
abrj-119	65	6	market	market	NOUN
abrj-119	65	7	performance	performance	NOUN
abrj-119	65	8	.	.	PUNCT
abrj-119	66	1	the	the	DET
abrj-119	66	2	authors	author	NOUN
abrj-119	66	3	constructed	construct	VERB
abrj-119	66	4	market	market	NOUN
abrj-119	66	5	portfolios	portfolio	NOUN
abrj-119	66	6	,	,	PUNCT
abrj-119	66	7	factoring	factor	VERB
abrj-119	66	8	in	in	ADP
abrj-119	66	9	size	size	NOUN
abrj-119	66	10	,	,	PUNCT
abrj-119	66	11	value	value	NOUN
abrj-119	66	12	,	,	PUNCT
abrj-119	66	13	and	and	CCONJ
abrj-119	66	14	momentum	momentum	NOUN
abrj-119	66	15	(	(	PUNCT
abrj-119	66	16	as	as	SCONJ
abrj-119	66	17	determined	determine	VERB
abrj-119	66	18	by	by	ADP
abrj-119	66	19	cumulative	cumulative	ADJ
abrj-119	66	20	six	six	NUM
abrj-119	66	21	-	-	PUNCT
abrj-119	66	22	month	month	NOUN
abrj-119	66	23	returns	return	NOUN
abrj-119	66	24	)	)	PUNCT
abrj-119	66	25	.	.	PUNCT
abrj-119	67	1	they	they	PRON
abrj-119	67	2	found	find	VERB
abrj-119	67	3	that	that	SCONJ
abrj-119	67	4	investment	investment	NOUN
abrj-119	67	5	momentum	momentum	NOUN
abrj-119	67	6	is	be	AUX
abrj-119	67	7	more	more	ADV
abrj-119	67	8	adversely	adversely	ADV
abrj-119	67	9	affected	affect	VERB
abrj-119	67	10	by	by	ADP
abrj-119	67	11	severe	severe	ADJ
abrj-119	67	12	market	market	NOUN
abrj-119	67	13	crashes	crash	NOUN
abrj-119	67	14	than	than	ADP
abrj-119	67	15	portfolio	portfolio	NOUN
abrj-119	67	16	size	size	NOUN
abrj-119	67	17	and	and	CCONJ
abrj-119	67	18	value	value	NOUN
abrj-119	67	19	.	.	PUNCT
abrj-119	68	1	jacquier	jacquier	NOUN
abrj-119	68	2	and	and	CCONJ
abrj-119	68	3	marcus	marcus	PROPN
abrj-119	68	4	(	(	PUNCT
abrj-119	68	5	2001	2001	NUM
abrj-119	68	6	)	)	PUNCT
abrj-119	68	7	note	note	VERB
abrj-119	68	8	that	that	SCONJ
abrj-119	68	9	correlation	correlation	NOUN
abrj-119	68	10	relationships	relationship	NOUN
abrj-119	68	11	change	change	VERB
abrj-119	68	12	often	often	ADV
abrj-119	68	13	,	,	PUNCT
abrj-119	68	14	and	and	CCONJ
abrj-119	68	15	this	this	DET
abrj-119	68	16	change	change	NOUN
abrj-119	68	17	is	be	AUX
abrj-119	68	18	further	far	ADV
abrj-119	68	19	augmented	augment	VERB
abrj-119	68	20	during	during	ADP
abrj-119	68	21	periods	period	NOUN
abrj-119	68	22	of	of	ADP
abrj-119	68	23	high	high	ADJ
abrj-119	68	24	volatility	volatility	NOUN
abrj-119	68	25	.	.	PUNCT
abrj-119	69	1	in	in	ADP
abrj-119	69	2	fact	fact	NOUN
abrj-119	69	3	,	,	PUNCT
abrj-119	69	4	they	they	PRON
abrj-119	69	5	find	find	VERB
abrj-119	69	6	that	that	SCONJ
abrj-119	69	7	much	much	ADJ
abrj-119	69	8	of	of	ADP
abrj-119	69	9	the	the	DET
abrj-119	69	10	variation	variation	NOUN
abrj-119	69	11	in	in	ADP
abrj-119	69	12	correlation	correlation	NOUN
abrj-119	69	13	structures	structure	NOUN
abrj-119	69	14	is	be	AUX
abrj-119	69	15	a	a	DET
abrj-119	69	16	direct	direct	ADJ
abrj-119	69	17	result	result	NOUN
abrj-119	69	18	of	of	ADP
abrj-119	69	19	changes	change	NOUN
abrj-119	69	20	in	in	ADP
abrj-119	69	21	market	market	NOUN
abrj-119	69	22	volatility	volatility	NOUN
abrj-119	69	23	.	.	PUNCT
abrj-119	70	1	certainly	certainly	ADV
abrj-119	70	2	,	,	PUNCT
abrj-119	70	3	business	business	NOUN
abrj-119	70	4	cycles	cycle	NOUN
abrj-119	70	5	also	also	ADV
abrj-119	70	6	play	play	VERB
abrj-119	70	7	a	a	DET
abrj-119	70	8	role	role	NOUN
abrj-119	70	9	in	in	ADP
abrj-119	70	10	influencing	influence	VERB
abrj-119	70	11	volatility	volatility	NOUN
abrj-119	70	12	.	.	PUNCT
abrj-119	71	1	erb	erb	PROPN
abrj-119	71	2	,	,	PUNCT
abrj-119	71	3	harvey	harvey	NOUN
abrj-119	71	4	,	,	PUNCT
abrj-119	71	5	and	and	CCONJ
abrj-119	71	6	viskanta	viskanta	PROPN
abrj-119	71	7	(	(	PUNCT
abrj-119	71	8	1994	1994	NUM
abrj-119	71	9	)	)	PUNCT
abrj-119	71	10	declare	declare	VERB
abrj-119	71	11	that	that	SCONJ
abrj-119	71	12	asset	asset	NOUN
abrj-119	71	13	allocation	allocation	NOUN
abrj-119	71	14	decisions	decision	NOUN
abrj-119	71	15	are	be	AUX
abrj-119	71	16	largely	largely	ADV
abrj-119	71	17	influenced	influence	VERB
abrj-119	71	18	by	by	ADP
abrj-119	71	19	correlations	correlation	NOUN
abrj-119	71	20	of	of	ADP
abrj-119	71	21	equity	equity	NOUN
abrj-119	71	22	returns	return	NOUN
abrj-119	71	23	.	.	PUNCT
abrj-119	72	1	when	when	SCONJ
abrj-119	72	2	studying	study	VERB
abrj-119	72	3	correlations	correlation	NOUN
abrj-119	72	4	,	,	PUNCT
abrj-119	72	5	researchers	researcher	NOUN
abrj-119	72	6	should	should	AUX
abrj-119	72	7	keep	keep	VERB
abrj-119	72	8	in	in	ADP
abrj-119	72	9	mind	mind	NOUN
abrj-119	72	10	that	that	SCONJ
abrj-119	72	11	these	these	PRON
abrj-119	72	12	are	be	AUX
abrj-119	72	13	non	non	ADJ
abrj-119	72	14	-	-	ADJ
abrj-119	72	15	static	static	ADJ
abrj-119	72	16	and	and	CCONJ
abrj-119	72	17	studying	study	VERB
abrj-119	72	18	how	how	SCONJ
abrj-119	72	19	cross	cross	ADJ
abrj-119	72	20	-	-	ADJ
abrj-119	72	21	country	country	ADJ
abrj-119	72	22	correlations	correlation	NOUN
abrj-119	72	23	evolve	evolve	VERB
abrj-119	72	24	provides	provide	VERB
abrj-119	72	25	better	well	ADJ
abrj-119	72	26	insight	insight	NOUN
abrj-119	72	27	into	into	ADP
abrj-119	72	28	why	why	SCONJ
abrj-119	72	29	we	we	PRON
abrj-119	72	30	see	see	VERB
abrj-119	72	31	these	these	DET
abrj-119	72	32	changes	change	NOUN
abrj-119	72	33	in	in	ADP
abrj-119	72	34	the	the	DET
abrj-119	72	35	first	first	ADJ
abrj-119	72	36	place	place	NOUN
abrj-119	72	37	.	.	PUNCT
abrj-119	73	1	the	the	DET
abrj-119	73	2	authors	author	NOUN
abrj-119	73	3	find	find	VERB
abrj-119	73	4	that	that	SCONJ
abrj-119	73	5	correlations	correlation	NOUN
abrj-119	73	6	between	between	ADP
abrj-119	73	7	countries	country	NOUN
abrj-119	73	8	are	be	AUX
abrj-119	73	9	impacted	impact	VERB
abrj-119	73	10	by	by	ADP
abrj-119	73	11	the	the	DET
abrj-119	73	12	business	business	NOUN
abrj-119	73	13	cycles	cycle	VERB
abrj-119	73	14	the	the	DET
abrj-119	73	15	respective	respective	ADJ
abrj-119	73	16	countries	country	NOUN
abrj-119	73	17	are	be	AUX
abrj-119	73	18	asian	asian	ADJ
abrj-119	73	19	business	business	NOUN
abrj-119	73	20	research	research	NOUN
abrj-119	73	21	journal	journal	NOUN
abrj-119	73	22	,	,	PUNCT
abrj-119	73	23	2022	2022	NUM
abrj-119	73	24	,	,	PUNCT
abrj-119	73	25	7	7	NUM
abrj-119	73	26	:	:	SYM
abrj-119	73	27	14	14	NUM
abrj-119	73	28	-	-	SYM
abrj-119	73	29	20	20	NUM
abrj-119	73	30	16	16	NUM
abrj-119	73	31	©	©	PROPN
abrj-119	73	32	2022	2022	NUM
abrj-119	73	33	by	by	ADP
abrj-119	73	34	the	the	DET
abrj-119	73	35	authors	author	NOUN
abrj-119	73	36	;	;	PUNCT
abrj-119	73	37	licensee	licensee	NOUN
abrj-119	73	38	eastern	eastern	ADJ
abrj-119	73	39	centre	centre	NOUN
abrj-119	73	40	of	of	ADP
abrj-119	73	41	science	science	NOUN
abrj-119	73	42	and	and	CCONJ
abrj-119	73	43	education	education	NOUN
abrj-119	73	44	,	,	PUNCT
abrj-119	73	45	usa	usa	PROPN
abrj-119	73	46	experiencing	experiencing	NOUN
abrj-119	73	47	.	.	PUNCT
abrj-119	74	1	there	there	PRON
abrj-119	74	2	appear	appear	VERB
abrj-119	74	3	to	to	PART
abrj-119	74	4	be	be	AUX
abrj-119	74	5	higher	high	ADJ
abrj-119	74	6	degrees	degree	NOUN
abrj-119	74	7	of	of	ADP
abrj-119	74	8	correlation	correlation	NOUN
abrj-119	74	9	during	during	ADP
abrj-119	74	10	declining	decline	VERB
abrj-119	74	11	economic	economic	ADJ
abrj-119	74	12	periods	period	NOUN
abrj-119	74	13	than	than	ADP
abrj-119	74	14	during	during	ADP
abrj-119	74	15	expansions	expansion	NOUN
abrj-119	74	16	.	.	PUNCT
abrj-119	75	1	page	page	NOUN
abrj-119	75	2	and	and	CCONJ
abrj-119	75	3	panariello	panariello	NOUN
abrj-119	75	4	(	(	PUNCT
abrj-119	75	5	2018	2018	NUM
abrj-119	75	6	)	)	PUNCT
abrj-119	75	7	draw	draw	VERB
abrj-119	75	8	similar	similar	ADJ
abrj-119	75	9	conclusions	conclusion	NOUN
abrj-119	75	10	.	.	PUNCT
abrj-119	76	1	they	they	PRON
abrj-119	76	2	find	find	VERB
abrj-119	76	3	that	that	SCONJ
abrj-119	76	4	higher	high	ADJ
abrj-119	76	5	degrees	degree	NOUN
abrj-119	76	6	of	of	ADP
abrj-119	76	7	correlation	correlation	NOUN
abrj-119	76	8	during	during	ADP
abrj-119	76	9	recessionary	recessionary	ADJ
abrj-119	76	10	periods	period	NOUN
abrj-119	76	11	and	and	CCONJ
abrj-119	76	12	crashes	crash	NOUN
abrj-119	76	13	is	be	AUX
abrj-119	76	14	evident	evident	ADJ
abrj-119	76	15	in	in	ADP
abrj-119	76	16	equity	equity	NOUN
abrj-119	76	17	securities	security	NOUN
abrj-119	76	18	,	,	PUNCT
abrj-119	76	19	equity	equity	NOUN
abrj-119	76	20	markets	market	NOUN
abrj-119	76	21	,	,	PUNCT
abrj-119	76	22	equity	equity	NOUN
abrj-119	76	23	industries	industry	NOUN
abrj-119	76	24	,	,	PUNCT
abrj-119	76	25	debt	debt	NOUN
abrj-119	76	26	markets	market	NOUN
abrj-119	76	27	and	and	CCONJ
abrj-119	76	28	currencies	currency	NOUN
abrj-119	76	29	.	.	PUNCT
abrj-119	77	1	while	while	SCONJ
abrj-119	77	2	researchers	researcher	NOUN
abrj-119	77	3	have	have	AUX
abrj-119	77	4	reached	reach	VERB
abrj-119	77	5	differing	differ	VERB
abrj-119	77	6	conclusions	conclusion	NOUN
abrj-119	77	7	as	as	ADP
abrj-119	77	8	to	to	ADP
abrj-119	77	9	why	why	SCONJ
abrj-119	77	10	market	market	NOUN
abrj-119	77	11	crashes	crash	NOUN
abrj-119	77	12	occur	occur	VERB
abrj-119	77	13	,	,	PUNCT
abrj-119	77	14	they	they	PRON
abrj-119	77	15	have	have	AUX
abrj-119	77	16	largely	largely	ADV
abrj-119	77	17	agreed	agree	VERB
abrj-119	77	18	on	on	ADP
abrj-119	77	19	the	the	DET
abrj-119	77	20	use	use	NOUN
abrj-119	77	21	of	of	ADP
abrj-119	77	22	financial	financial	ADJ
abrj-119	77	23	measures	measure	NOUN
abrj-119	77	24	as	as	ADP
abrj-119	77	25	tools	tool	NOUN
abrj-119	77	26	for	for	ADP
abrj-119	77	27	explaining	explain	VERB
abrj-119	77	28	stock	stock	NOUN
abrj-119	77	29	market	market	NOUN
abrj-119	77	30	phenomena	phenomenon	NOUN
abrj-119	77	31	.	.	PUNCT
abrj-119	78	1	fama	fama	PROPN
abrj-119	78	2	and	and	CCONJ
abrj-119	78	3	french	french	ADJ
abrj-119	78	4	(	(	PUNCT
abrj-119	78	5	1992	1992	NUM
abrj-119	78	6	)	)	PUNCT
abrj-119	78	7	found	find	VERB
abrj-119	78	8	that	that	SCONJ
abrj-119	78	9	the	the	DET
abrj-119	78	10	relationship	relationship	NOUN
abrj-119	78	11	between	between	ADP
abrj-119	78	12	asset	asset	NOUN
abrj-119	78	13	returns	return	NOUN
abrj-119	78	14	and	and	CCONJ
abrj-119	78	15	size	size	NOUN
abrj-119	78	16	helped	help	VERB
abrj-119	78	17	explain	explain	VERB
abrj-119	78	18	increasing	increase	VERB
abrj-119	78	19	risk	risk	NOUN
abrj-119	78	20	-	-	PUNCT
abrj-119	78	21	associated	associate	VERB
abrj-119	78	22	returns	return	NOUN
abrj-119	78	23	not	not	PART
abrj-119	78	24	otherwise	otherwise	ADV
abrj-119	78	25	explained	explain	VERB
abrj-119	78	26	in	in	ADP
abrj-119	78	27	the	the	DET
abrj-119	78	28	asset	asset	NOUN
abrj-119	78	29	-	-	PUNCT
abrj-119	78	30	pricing	pricing	NOUN
abrj-119	78	31	model	model	NOUN
abrj-119	78	32	.	.	PUNCT
abrj-119	79	1	the	the	DET
abrj-119	79	2	same	same	ADJ
abrj-119	79	3	could	could	AUX
abrj-119	79	4	be	be	AUX
abrj-119	79	5	said	say	VERB
abrj-119	79	6	for	for	ADP
abrj-119	79	7	price	price	NOUN
abrj-119	79	8	-	-	PUNCT
abrj-119	79	9	to	to	ADP
abrj-119	79	10	-	-	PUNCT
abrj-119	79	11	book	book	NOUN
abrj-119	79	12	ratio	ratio	NOUN
abrj-119	79	13	and	and	CCONJ
abrj-119	79	14	prior	prior	ADJ
abrj-119	79	15	return	return	NOUN
abrj-119	79	16	measures	measure	NOUN
abrj-119	79	17	.	.	PUNCT
abrj-119	80	1	aras	aras	PROPN
abrj-119	80	2	and	and	CCONJ
abrj-119	80	3	yilmaz	yilmaz	PROPN
abrj-119	80	4	(	(	PUNCT
abrj-119	80	5	2008	2008	NUM
abrj-119	80	6	)	)	PUNCT
abrj-119	80	7	focused	focus	VERB
abrj-119	80	8	on	on	ADP
abrj-119	80	9	the	the	DET
abrj-119	80	10	use	use	NOUN
abrj-119	80	11	of	of	ADP
abrj-119	80	12	price	price	NOUN
abrj-119	80	13	-	-	PUNCT
abrj-119	80	14	earnings	earning	NOUN
abrj-119	80	15	ratios	ratio	NOUN
abrj-119	80	16	,	,	PUNCT
abrj-119	80	17	market	market	NOUN
abrj-119	80	18	-	-	PUNCT
abrj-119	80	19	to	to	ADP
abrj-119	80	20	-	-	PUNCT
abrj-119	80	21	book	book	NOUN
abrj-119	80	22	ratios	ratio	NOUN
abrj-119	80	23	,	,	PUNCT
abrj-119	80	24	and	and	CCONJ
abrj-119	80	25	dividend	dividend	NOUN
abrj-119	80	26	yields	yield	NOUN
abrj-119	80	27	to	to	PART
abrj-119	80	28	help	help	VERB
abrj-119	80	29	explain	explain	VERB
abrj-119	80	30	emerging	emerge	VERB
abrj-119	80	31	market	market	NOUN
abrj-119	80	32	returns	return	NOUN
abrj-119	80	33	.	.	PUNCT
abrj-119	81	1	ang	ang	NOUN
abrj-119	81	2	and	and	CCONJ
abrj-119	81	3	bekaert	bekaert	PROPN
abrj-119	81	4	(	(	PUNCT
abrj-119	81	5	2007	2007	NUM
abrj-119	81	6	)	)	PUNCT
abrj-119	81	7	used	use	VERB
abrj-119	81	8	price	price	NOUN
abrj-119	81	9	-	-	PUNCT
abrj-119	81	10	earnings	earning	NOUN
abrj-119	81	11	ratios	ratio	NOUN
abrj-119	81	12	to	to	PART
abrj-119	81	13	help	help	VERB
abrj-119	81	14	understand	understand	VERB
abrj-119	81	15	dividend	dividend	NOUN
abrj-119	81	16	growth	growth	NOUN
abrj-119	81	17	rates	rate	NOUN
abrj-119	81	18	,	,	PUNCT
abrj-119	81	19	and	and	CCONJ
abrj-119	81	20	lamont	lamont	PROPN
abrj-119	81	21	(	(	PUNCT
abrj-119	81	22	1998	1998	NUM
abrj-119	81	23	)	)	PUNCT
abrj-119	81	24	found	find	VERB
abrj-119	81	25	the	the	DET
abrj-119	81	26	same	same	ADJ
abrj-119	81	27	measure	measure	NOUN
abrj-119	81	28	was	be	AUX
abrj-119	81	29	helpful	helpful	ADJ
abrj-119	81	30	in	in	ADP
abrj-119	81	31	predicting	predict	VERB
abrj-119	81	32	excess	excess	ADJ
abrj-119	81	33	returns	return	NOUN
abrj-119	81	34	.	.	PUNCT
abrj-119	82	1	lewellen	lewellen	NOUN
abrj-119	82	2	(	(	PUNCT
abrj-119	82	3	2004	2004	NUM
abrj-119	82	4	)	)	PUNCT
abrj-119	82	5	reached	reach	VERB
abrj-119	82	6	similar	similar	ADJ
abrj-119	82	7	conclusions	conclusion	NOUN
abrj-119	82	8	regarding	regard	VERB
abrj-119	82	9	financial	financial	ADJ
abrj-119	82	10	ratios	ratio	NOUN
abrj-119	82	11	in	in	ADP
abrj-119	82	12	general	general	ADJ
abrj-119	82	13	.	.	PUNCT
abrj-119	83	1	although	although	SCONJ
abrj-119	83	2	the	the	DET
abrj-119	83	3	reasons	reason	NOUN
abrj-119	83	4	behind	behind	ADP
abrj-119	83	5	why	why	SCONJ
abrj-119	83	6	market	market	NOUN
abrj-119	83	7	crashes	crash	NOUN
abrj-119	83	8	occur	occur	VERB
abrj-119	83	9	vary	vary	ADJ
abrj-119	83	10	,	,	PUNCT
abrj-119	83	11	their	their	PRON
abrj-119	83	12	increasing	increase	VERB
abrj-119	83	13	frequency	frequency	NOUN
abrj-119	83	14	and	and	CCONJ
abrj-119	83	15	dire	dire	ADJ
abrj-119	83	16	consequences	consequence	NOUN
abrj-119	83	17	require	require	VERB
abrj-119	83	18	researchers	researcher	NOUN
abrj-119	83	19	learn	learn	VERB
abrj-119	83	20	more	more	ADJ
abrj-119	83	21	about	about	ADP
abrj-119	83	22	how	how	SCONJ
abrj-119	83	23	equity	equity	NOUN
abrj-119	83	24	volatility	volatility	NOUN
abrj-119	83	25	and	and	CCONJ
abrj-119	83	26	price	price	NOUN
abrj-119	83	27	movements	movement	NOUN
abrj-119	83	28	work	work	VERB
abrj-119	83	29	during	during	ADP
abrj-119	83	30	these	these	DET
abrj-119	83	31	periods	period	NOUN
abrj-119	83	32	.	.	PUNCT
abrj-119	84	1	study	study	NOUN
abrj-119	84	2	sheds	shed	VERB
abrj-119	84	3	a	a	DET
abrj-119	84	4	light	light	NOUN
abrj-119	84	5	on	on	ADP
abrj-119	84	6	the	the	DET
abrj-119	84	7	volatility	volatility	NOUN
abrj-119	84	8	of	of	ADP
abrj-119	84	9	financial	financial	ADJ
abrj-119	84	10	measures	measure	NOUN
abrj-119	84	11	and	and	CCONJ
abrj-119	84	12	their	their	PRON
abrj-119	84	13	potential	potential	ADJ
abrj-119	84	14	use	use	NOUN
abrj-119	84	15	as	as	ADP
abrj-119	84	16	predictor	predictor	NOUN
abrj-119	84	17	of	of	ADP
abrj-119	84	18	equity	equity	NOUN
abrj-119	84	19	risk	risk	NOUN
abrj-119	84	20	during	during	ADP
abrj-119	84	21	market	market	NOUN
abrj-119	84	22	corrections	correction	NOUN
abrj-119	84	23	;	;	PUNCT
abrj-119	84	24	it	it	PRON
abrj-119	84	25	eliminates	eliminate	VERB
abrj-119	84	26	industry	industry	NOUN
abrj-119	84	27	risk	risk	NOUN
abrj-119	84	28	by	by	ADP
abrj-119	84	29	exploring	explore	VERB
abrj-119	84	30	an	an	DET
abrj-119	84	31	evidence	evidence	NOUN
abrj-119	84	32	from	from	ADP
abrj-119	84	33	financial	financial	ADJ
abrj-119	84	34	sector	sector	NOUN
abrj-119	84	35	.	.	PUNCT
abrj-119	85	1	an	an	DET
abrj-119	85	2	improved	improved	ADJ
abrj-119	85	3	understanding	understanding	NOUN
abrj-119	85	4	of	of	ADP
abrj-119	85	5	this	this	DET
abrj-119	85	6	relationship	relationship	NOUN
abrj-119	85	7	will	will	AUX
abrj-119	85	8	help	help	VERB
abrj-119	85	9	investors	investor	NOUN
abrj-119	85	10	make	make	VERB
abrj-119	85	11	better	well	ADJ
abrj-119	85	12	transaction	transaction	NOUN
abrj-119	85	13	decisions	decision	NOUN
abrj-119	85	14	.	.	PUNCT
abrj-119	86	1	the	the	DET
abrj-119	86	2	following	follow	VERB
abrj-119	86	3	research	research	NOUN
abrj-119	86	4	problems	problem	NOUN
abrj-119	86	5	are	be	AUX
abrj-119	86	6	addressed	address	VERB
abrj-119	86	7	:	:	PUNCT
abrj-119	86	8	1	1	X
abrj-119	86	9	)	)	PUNCT
abrj-119	86	10	are	be	AUX
abrj-119	86	11	market	market	NOUN
abrj-119	86	12	measures	measure	NOUN
abrj-119	86	13	key	key	ADJ
abrj-119	86	14	indicators	indicator	NOUN
abrj-119	86	15	of	of	ADP
abrj-119	86	16	stock	stock	NOUN
abrj-119	86	17	price	price	NOUN
abrj-119	86	18	movement	movement	NOUN
abrj-119	86	19	during	during	ADP
abrj-119	86	20	market	market	NOUN
abrj-119	86	21	corrections	correction	NOUN
abrj-119	86	22	?	?	PUNCT
abrj-119	87	1	2	2	X
abrj-119	87	2	)	)	PUNCT
abrj-119	87	3	does	do	AUX
abrj-119	87	4	the	the	DET
abrj-119	87	5	volatility	volatility	NOUN
abrj-119	87	6	of	of	ADP
abrj-119	87	7	market	market	NOUN
abrj-119	87	8	measures	measure	NOUN
abrj-119	87	9	capture	capture	VERB
abrj-119	87	10	the	the	DET
abrj-119	87	11	price	price	NOUN
abrj-119	87	12	movement	movement	NOUN
abrj-119	87	13	during	during	ADP
abrj-119	87	14	market	market	NOUN
abrj-119	87	15	corrections	correction	NOUN
abrj-119	87	16	?	?	PUNCT
abrj-119	88	1	3	3	X
abrj-119	88	2	.	.	X
abrj-119	88	3	research	research	NOUN
abrj-119	88	4	methodology	methodology	NOUN
abrj-119	88	5	the	the	DET
abrj-119	88	6	research	research	NOUN
abrj-119	88	7	methodology	methodology	NOUN
abrj-119	88	8	of	of	ADP
abrj-119	88	9	the	the	DET
abrj-119	88	10	study	study	NOUN
abrj-119	88	11	includes	include	VERB
abrj-119	88	12	five	five	NUM
abrj-119	88	13	sections	section	NOUN
abrj-119	88	14	,	,	PUNCT
abrj-119	88	15	which	which	PRON
abrj-119	88	16	are	be	AUX
abrj-119	88	17	1variables	1variables	NUM
abrj-119	88	18	and	and	CCONJ
abrj-119	88	19	measurements	measurement	NOUN
abrj-119	88	20	,	,	PUNCT
abrj-119	88	21	2	2	NUM
abrj-119	88	22	sample	sample	NOUN
abrj-119	88	23	and	and	CCONJ
abrj-119	88	24	data	datum	NOUN
abrj-119	88	25	collection	collection	NOUN
abrj-119	88	26	,	,	PUNCT
abrj-119	88	27	3research	3research	NUM
abrj-119	88	28	instruments	instrument	NOUN
abrj-119	88	29	,	,	PUNCT
abrj-119	88	30	4data	4data	NUM
abrj-119	88	31	analysis	analysis	NOUN
abrj-119	88	32	,	,	PUNCT
abrj-119	88	33	and	and	CCONJ
abrj-119	88	34	5conclusions	5conclusion	NOUN
abrj-119	88	35	.	.	NOUN
abrj-119	88	36	3.1	3.1	NUM
abrj-119	88	37	.	.	PUNCT
abrj-119	89	1	variables	variable	NOUN
abrj-119	89	2	and	and	CCONJ
abrj-119	89	3	measurements	measurement	NOUN
abrj-119	89	4	study	study	NOUN
abrj-119	89	5	employs	employ	VERB
abrj-119	89	6	eighteen	eighteen	NUM
abrj-119	89	7	financial	financial	ADJ
abrj-119	89	8	measures	measure	NOUN
abrj-119	89	9	,	,	PUNCT
abrj-119	89	10	which	which	PRON
abrj-119	89	11	are	be	AUX
abrj-119	89	12	divided	divide	VERB
abrj-119	89	13	into	into	ADP
abrj-119	89	14	two	two	NUM
abrj-119	89	15	groups	group	NOUN
abrj-119	89	16	;	;	PUNCT
abrj-119	89	17	1fundamental	1fundamental	NUM
abrj-119	89	18	measures	measure	NOUN
abrj-119	89	19	;	;	PUNCT
abrj-119	89	20	and	and	CCONJ
abrj-119	89	21	2market	2market	NUM
abrj-119	89	22	measures	measure	NOUN
abrj-119	89	23	.	.	PUNCT
abrj-119	90	1	in	in	ADP
abrj-119	90	2	addition	addition	NOUN
abrj-119	90	3	,	,	PUNCT
abrj-119	90	4	it	it	PRON
abrj-119	90	5	sub	sub	ADJ
abrj-119	90	6	-	-	NOUN
abrj-119	90	7	divide	divide	VERB
abrj-119	90	8	the	the	DET
abrj-119	90	9	financial	financial	ADJ
abrj-119	90	10	sectors	sector	NOUN
abrj-119	90	11	into	into	ADP
abrj-119	90	12	six	six	NUM
abrj-119	90	13	major	major	ADJ
abrj-119	90	14	industries	industry	NOUN
abrj-119	90	15	.	.	PUNCT
abrj-119	91	1	the	the	DET
abrj-119	91	2	following	follow	VERB
abrj-119	91	3	is	be	AUX
abrj-119	91	4	a	a	DET
abrj-119	91	5	list	list	NOUN
abrj-119	91	6	of	of	ADP
abrj-119	91	7	measures	measure	NOUN
abrj-119	91	8	that	that	PRON
abrj-119	91	9	are	be	AUX
abrj-119	91	10	included	include	VERB
abrj-119	91	11	in	in	ADP
abrj-119	91	12	each	each	DET
abrj-119	91	13	group	group	NOUN
abrj-119	91	14	:	:	PUNCT
abrj-119	92	1	3.1.1	3.1.1	X
abrj-119	92	2	.	.	PUNCT
abrj-119	93	1	fundamental	fundamental	ADJ
abrj-119	93	2	measures	measure	NOUN
abrj-119	93	3	profit	profit	NOUN
abrj-119	93	4	margin	margin	NOUN
abrj-119	93	5	;	;	PUNCT
abrj-119	93	6	return	return	NOUN
abrj-119	93	7	on	on	ADP
abrj-119	93	8	equity	equity	NOUN
abrj-119	93	9	;	;	PUNCT
abrj-119	93	10	earnings	earning	NOUN
abrj-119	93	11	before	before	ADP
abrj-119	93	12	interest	interest	NOUN
abrj-119	93	13	,	,	PUNCT
abrj-119	93	14	taxes	taxis	NOUN
abrj-119	93	15	,	,	PUNCT
abrj-119	93	16	depreciation	depreciation	NOUN
abrj-119	93	17	and	and	CCONJ
abrj-119	93	18	amortization	amortization	NOUN
abrj-119	93	19	;	;	PUNCT
abrj-119	93	20	earnings	earning	NOUN
abrj-119	93	21	/	/	SYM
abrj-119	93	22	retention	retention	NOUN
abrj-119	93	23	;	;	PUNCT
abrj-119	93	24	return	return	VERB
abrj-119	93	25	on	on	ADP
abrj-119	93	26	assets	asset	NOUN
abrj-119	93	27	;	;	PUNCT
abrj-119	93	28	debt	debt	NOUN
abrj-119	93	29	to	to	ADP
abrj-119	93	30	earnings	earning	NOUN
abrj-119	93	31	before	before	ADP
abrj-119	93	32	interest	interest	NOUN
abrj-119	93	33	and	and	CCONJ
abrj-119	93	34	taxes	taxis	NOUN
abrj-119	93	35	;	;	PUNCT
abrj-119	93	36	free	free	ADJ
abrj-119	93	37	cash	cash	NOUN
abrj-119	93	38	flows+	flows+	NOUN
abrj-119	93	39	dividends	dividend	NOUN
abrj-119	93	40	/	/	SYM
abrj-119	93	41	debt	debt	NOUN
abrj-119	93	42	;	;	PUNCT
abrj-119	93	43	total	total	ADJ
abrj-119	93	44	assets	asset	NOUN
abrj-119	93	45	turnover	turnover	NOUN
abrj-119	93	46	;	;	PUNCT
abrj-119	93	47	financial	financial	ADJ
abrj-119	93	48	leverage	leverage	NOUN
abrj-119	93	49	;	;	PUNCT
abrj-119	93	50	free	free	ADJ
abrj-119	93	51	cash	cash	NOUN
abrj-119	93	52	flow	flow	NOUN
abrj-119	93	53	+	+	CCONJ
abrj-119	93	54	interest	interest	NOUN
abrj-119	93	55	/	/	SYM
abrj-119	93	56	debt	debt	NOUN
abrj-119	93	57	;	;	PUNCT
abrj-119	93	58	debt	debt	NOUN
abrj-119	93	59	service	service	NOUN
abrj-119	93	60	coverage	coverage	NOUN
abrj-119	93	61	;	;	PUNCT
abrj-119	93	62	and	and	CCONJ
abrj-119	93	63	z	z	NOUN
abrj-119	93	64	score	score	NOUN
abrj-119	93	65	.	.	PUNCT
abrj-119	94	1	3.1.2	3.1.2	X
abrj-119	94	2	.	.	PUNCT
abrj-119	94	3	market	market	NOUN
abrj-119	94	4	measures	measure	NOUN
abrj-119	94	5	beta	beta	NOUN
abrj-119	94	6	;	;	PUNCT
abrj-119	94	7	cumulative	cumulative	ADJ
abrj-119	94	8	change	change	NOUN
abrj-119	94	9	in	in	ADP
abrj-119	94	10	price	price	NOUN
abrj-119	94	11	;	;	PUNCT
abrj-119	94	12	return	return	VERB
abrj-119	94	13	on	on	ADP
abrj-119	94	14	investment	investment	NOUN
abrj-119	94	15	;	;	PUNCT
abrj-119	94	16	common	common	ADJ
abrj-119	94	17	stock	stock	NOUN
abrj-119	94	18	ranking	ranking	NOUN
abrj-119	94	19	;	;	PUNCT
abrj-119	94	20	price	price	NOUN
abrj-119	94	21	earnings	earning	NOUN
abrj-119	94	22	;	;	PUNCT
abrj-119	94	23	and	and	CCONJ
abrj-119	94	24	price	price	NOUN
abrj-119	94	25	book	book	NOUN
abrj-119	94	26	value	value	NOUN
abrj-119	94	27	.	.	PUNCT
abrj-119	95	1	3.1.3	3.1.3	NUM
abrj-119	95	2	.	.	PUNCT
abrj-119	95	3	financial	financial	ADJ
abrj-119	95	4	sector	sector	NOUN
abrj-119	95	5	:	:	PUNCT
abrj-119	95	6	the	the	DET
abrj-119	95	7	finance	finance	NOUN
abrj-119	95	8	sector	sector	NOUN
abrj-119	95	9	is	be	AUX
abrj-119	95	10	made	make	VERB
abrj-119	95	11	of	of	ADP
abrj-119	95	12	the	the	DET
abrj-119	95	13	following	follow	VERB
abrj-119	95	14	industries	industry	NOUN
abrj-119	95	15	:	:	PUNCT
abrj-119	95	16	finance	finance	NOUN
abrj-119	95	17	companies	company	NOUN
abrj-119	95	18	;	;	PUNCT
abrj-119	95	19	banks	bank	NOUN
abrj-119	95	20	;	;	PUNCT
abrj-119	95	21	thrift	thrift	NOUN
abrj-119	95	22	companies	company	NOUN
abrj-119	95	23	;	;	PUNCT
abrj-119	95	24	insurance	insurance	NOUN
abrj-119	95	25	;	;	PUNCT
abrj-119	95	26	real	real	ADJ
abrj-119	95	27	estate	estate	NOUN
abrj-119	95	28	investment	investment	NOUN
abrj-119	95	29	trusts	trust	NOUN
abrj-119	95	30	;	;	PUNCT
abrj-119	95	31	and	and	CCONJ
abrj-119	95	32	dealers	dealer	NOUN
abrj-119	95	33	,	,	PUNCT
abrj-119	95	34	brokers	broker	NOUN
abrj-119	95	35	and	and	CCONJ
abrj-119	95	36	investment	investment	NOUN
abrj-119	95	37	banks	bank	NOUN
abrj-119	95	38	.	.	PUNCT
abrj-119	96	1	3.2	3.2	NUM
abrj-119	96	2	.	.	PUNCT
abrj-119	97	1	sample	sample	NOUN
abrj-119	97	2	and	and	CCONJ
abrj-119	97	3	data	datum	NOUN
abrj-119	97	4	collection	collection	NOUN
abrj-119	97	5	data	datum	NOUN
abrj-119	97	6	is	be	AUX
abrj-119	97	7	made	make	VERB
abrj-119	97	8	of	of	ADP
abrj-119	97	9	financial	financial	ADJ
abrj-119	97	10	measures	measure	NOUN
abrj-119	97	11	of	of	ADP
abrj-119	97	12	all	all	DET
abrj-119	97	13	public	public	ADJ
abrj-119	97	14	firms	firm	NOUN
abrj-119	97	15	for	for	ADP
abrj-119	97	16	the	the	DET
abrj-119	97	17	10	10	NUM
abrj-119	97	18	-	-	PUNCT
abrj-119	97	19	year	year	NOUN
abrj-119	97	20	period	period	NOUN
abrj-119	97	21	ended	end	VERB
abrj-119	97	22	by	by	ADP
abrj-119	97	23	12/31/2008	12/31/2008	NUM
abrj-119	97	24	taken	take	VERB
abrj-119	97	25	from	from	ADP
abrj-119	97	26	market	market	NOUN
abrj-119	97	27	place	place	NOUN
abrj-119	97	28	–	–	PUNCT
abrj-119	97	29	s&p	s&p	PROPN
abrj-119	97	30	global	global	NOUN
abrj-119	97	31	.	.	PUNCT
abrj-119	98	1	sample	sample	NOUN
abrj-119	98	2	is	be	AUX
abrj-119	98	3	made	make	VERB
abrj-119	98	4	of	of	ADP
abrj-119	98	5	9,503	9,503	NUM
abrj-119	98	6	firms	firm	NOUN
abrj-119	98	7	but	but	CCONJ
abrj-119	98	8	few	few	ADJ
abrj-119	98	9	firms	firm	NOUN
abrj-119	98	10	remained	remain	VERB
abrj-119	98	11	in	in	ADP
abrj-119	98	12	the	the	DET
abrj-119	98	13	study	study	NOUN
abrj-119	98	14	due	due	ADP
abrj-119	98	15	to	to	ADP
abrj-119	98	16	missing	miss	VERB
abrj-119	98	17	information	information	NOUN
abrj-119	98	18	.	.	PUNCT
abrj-119	99	1	3.3	3.3	NUM
abrj-119	99	2	.	.	PUNCT
abrj-119	100	1	research	research	NOUN
abrj-119	100	2	instrument	instrument	NOUN
abrj-119	100	3	study	study	NOUN
abrj-119	100	4	employs	employ	VERB
abrj-119	100	5	two	two	NUM
abrj-119	100	6	-	-	PUNCT
abrj-119	100	7	stage	stage	NOUN
abrj-119	100	8	research	research	NOUN
abrj-119	100	9	model	model	NOUN
abrj-119	100	10	process	process	NOUN
abrj-119	100	11	:	:	PUNCT
abrj-119	100	12	1st	1st	ADJ
abrj-119	100	13	stage	stage	NOUN
abrj-119	100	14	:	:	PUNCT
abrj-119	100	15	aco	aco	PROPN
abrj-119	100	16	-	-	PUNCT
abrj-119	100	17	movement	movement	NOUN
abrj-119	100	18	of	of	ADP
abrj-119	100	19	the	the	DET
abrj-119	100	20	financial	financial	ADJ
abrj-119	100	21	variables	variable	NOUN
abrj-119	100	22	and	and	CCONJ
abrj-119	100	23	2008	2008	NUM
abrj-119	100	24	stock	stock	NOUN
abrj-119	100	25	price	price	NOUN
abrj-119	100	26	volatility	volatility	NOUN
abrj-119	100	27	is	be	AUX
abrj-119	100	28	measured	measure	VERB
abrj-119	100	29	equation	equation	NOUN
abrj-119	100	30	1	1	NUM
abrj-119	100	31	;	;	PUNCT
abrj-119	100	32	b	b	X
abrj-119	100	33	5	5	NUM
abrj-119	100	34	%	%	NOUN
abrj-119	100	35	level	level	NOUN
abrj-119	100	36	of	of	ADP
abrj-119	100	37	significance	significance	NOUN
abrj-119	100	38	is	be	AUX
abrj-119	100	39	used	use	VERB
abrj-119	100	40	to	to	PART
abrj-119	100	41	test	test	VERB
abrj-119	100	42	validity	validity	NOUN
abrj-119	100	43	;	;	PUNCT
abrj-119	100	44	cthen	cthen	PROPN
abrj-119	100	45	,	,	PUNCT
abrj-119	100	46	a	a	DET
abrj-119	100	47	t	t	NOUN
abrj-119	100	48	test	test	NOUN
abrj-119	100	49	is	be	AUX
abrj-119	100	50	used	use	VERB
abrj-119	100	51	to	to	PART
abrj-119	100	52	examine	examine	VERB
abrj-119	100	53	if	if	SCONJ
abrj-119	100	54	correlation	correlation	NOUN
abrj-119	100	55	coefficient	coefficient	NOUN
abrj-119	100	56	is	be	AUX
abrj-119	100	57	significantly	significantly	ADV
abrj-119	100	58	different	different	ADJ
abrj-119	100	59	from	from	ADP
abrj-119	100	60	zero	zero	NUM
abrj-119	100	61	equation	equation	NOUN
abrj-119	100	62	2	2	NUM
abrj-119	100	63	.	.	PUNCT
abrj-119	100	64	2nd	2nd	ADJ
abrj-119	100	65	stage	stage	NOUN
abrj-119	100	66	:	:	PUNCT
abrj-119	100	67	acompute	acompute	VERB
abrj-119	100	68	annual	annual	ADJ
abrj-119	100	69	financial	financial	ADJ
abrj-119	100	70	measures	measure	NOUN
abrj-119	100	71	volatility	volatility	NOUN
abrj-119	100	72	;	;	PUNCT
abrj-119	100	73	bmeasure	bmeasure	VERB
abrj-119	100	74	financial	financial	ADJ
abrj-119	100	75	measures	measure	NOUN
abrj-119	100	76	’	'	PUNCT
abrj-119	100	77	volatility	volatility	NOUN
abrj-119	100	78	co	co	NOUN
abrj-119	100	79	-	-	NOUN
abrj-119	100	80	movement	movement	NOUN
abrj-119	100	81	with	with	ADP
abrj-119	100	82	2008	2008	NUM
abrj-119	100	83	stock	stock	NOUN
abrj-119	100	84	price	price	NOUN
abrj-119	100	85	volatility	volatility	NOUN
abrj-119	100	86	equation	equation	NOUN
abrj-119	100	87	1	1	NUM
abrj-119	100	88	;	;	PUNCT
abrj-119	100	89	and	and	CCONJ
abrj-119	100	90	ctest	ctest	ADJ
abrj-119	100	91	validity	validity	NOUN
abrj-119	100	92	of	of	ADP
abrj-119	100	93	co	co	NOUN
abrj-119	100	94	-	-	NOUN
abrj-119	100	95	movement	movement	NOUN
abrj-119	100	96	of	of	ADP
abrj-119	100	97	stock	stock	NOUN
abrj-119	100	98	price	price	NOUN
abrj-119	100	99	volatility	volatility	NOUN
abrj-119	100	100	and	and	CCONJ
abrj-119	100	101	financial	financial	ADJ
abrj-119	100	102	measures	measure	NOUN
abrj-119	100	103	volatility	volatility	NOUN
abrj-119	100	104	equation	equation	NOUN
abrj-119	100	105	2	2	NUM
abrj-119	100	106	.	.	PUNCT
abrj-119	101	1	𝑟	𝑟	NOUN
abrj-119	101	2	=	=	SYM
abrj-119	101	3	𝑛(∑𝑥𝑦)−(∑𝑥)(∑𝑦	𝑛(∑𝑥𝑦)−(∑𝑥)(∑𝑦	PROPN
abrj-119	101	4	)	)	PUNCT
abrj-119	101	5	√[𝑛∑𝑥2−(∑𝑥)2][𝑛∑𝑦2−(∑𝑦)2	√[𝑛∑𝑥2−(∑𝑥)2][𝑛∑𝑦2−(∑𝑦)2	NOUN
abrj-119	101	6	]	]	X
abrj-119	101	7	(	(	PUNCT
abrj-119	101	8	1	1	X
abrj-119	101	9	)	)	PUNCT
abrj-119	101	10	t	t	NOUN
abrj-119	101	11	stat	stat	NOUN
abrj-119	101	12	=	=	SYM
abrj-119	101	13	(	(	PUNCT
abrj-119	101	14	r	r	PROPN
abrj-119	101	15	–	–	PUNCT
abrj-119	101	16	ƿ	ƿ	X
abrj-119	101	17	)	)	PUNCT
abrj-119	101	18	/	/	PUNCT
abrj-119	102	1	[	[	X
abrj-119	102	2	(	(	PUNCT
abrj-119	102	3	1	1	NUM
abrj-119	102	4	-	-	PUNCT
abrj-119	102	5	r2	r2	NOUN
abrj-119	102	6	)	)	PUNCT
abrj-119	102	7	/	/	SYM
abrj-119	102	8	(	(	PUNCT
abrj-119	102	9	n	n	X
abrj-119	102	10	–	–	PUNCT
abrj-119	102	11	2)]0.5	2)]0.5	NUM
abrj-119	102	12	(	(	PUNCT
abrj-119	102	13	2	2	NUM
abrj-119	102	14	)	)	PUNCT
abrj-119	102	15	4	4	NUM
abrj-119	102	16	.	.	PUNCT
abrj-119	102	17	data	datum	NOUN
abrj-119	102	18	analysis	analysis	NOUN
abrj-119	102	19	the	the	DET
abrj-119	102	20	process	process	NOUN
abrj-119	102	21	of	of	ADP
abrj-119	102	22	analyzing	analyze	VERB
abrj-119	102	23	data	datum	NOUN
abrj-119	102	24	of	of	ADP
abrj-119	102	25	financial	financial	ADJ
abrj-119	102	26	-	-	PUNCT
abrj-119	102	27	sector	sector	NOUN
abrj-119	102	28	six	six	NUM
abrj-119	102	29	industries	industry	NOUN
abrj-119	102	30	is	be	AUX
abrj-119	102	31	applied	apply	VERB
abrj-119	102	32	in	in	ADP
abrj-119	102	33	two	two	NUM
abrj-119	102	34	stages	stage	NOUN
abrj-119	102	35	.	.	PUNCT
abrj-119	103	1	data	datum	NOUN
abrj-119	103	2	output	output	NOUN
abrj-119	103	3	of	of	ADP
abrj-119	103	4	banks	bank	NOUN
abrj-119	103	5	industry	industry	NOUN
abrj-119	103	6	(	(	PUNCT
abrj-119	103	7	significant	significant	ADJ
abrj-119	103	8	results	result	NOUN
abrj-119	103	9	)	)	PUNCT
abrj-119	103	10	is	be	AUX
abrj-119	103	11	reflected	reflect	VERB
abrj-119	103	12	in	in	ADP
abrj-119	103	13	table	table	NOUN
abrj-119	103	14	1	1	NUM
abrj-119	103	15	.	.	PUNCT
abrj-119	104	1	at	at	ADP
abrj-119	104	2	a	a	DET
abrj-119	104	3	5	5	NUM
abrj-119	104	4	%	%	NOUN
abrj-119	104	5	level	level	NOUN
abrj-119	104	6	of	of	ADP
abrj-119	104	7	significance	significance	NOUN
abrj-119	104	8	,	,	PUNCT
abrj-119	104	9	the	the	DET
abrj-119	104	10	coefficient	coefficient	NOUN
abrj-119	104	11	of	of	ADP
abrj-119	104	12	correlation	correlation	NOUN
abrj-119	104	13	of	of	ADP
abrj-119	104	14	one	one	NUM
abrj-119	104	15	financial	financial	ADJ
abrj-119	104	16	measure	measure	NOUN
abrj-119	104	17	volatility	volatility	NOUN
abrj-119	104	18	with	with	ADP
abrj-119	104	19	that	that	PRON
abrj-119	104	20	of	of	ADP
abrj-119	104	21	the	the	DET
abrj-119	104	22	stock	stock	NOUN
abrj-119	104	23	price	price	NOUN
abrj-119	104	24	showed	show	VERB
abrj-119	104	25	a	a	DET
abrj-119	104	26	significant	significant	ADJ
abrj-119	104	27	result	result	NOUN
abrj-119	104	28	;	;	PUNCT
abrj-119	104	29	it	it	PRON
abrj-119	104	30	is	be	AUX
abrj-119	104	31	price	price	NOUN
abrj-119	104	32	/	/	SYM
abrj-119	104	33	book	book	NOUN
abrj-119	104	34	value	value	NOUN
abrj-119	104	35	(	(	PUNCT
abrj-119	104	36	r	r	NOUN
abrj-119	104	37	=	=	SYM
abrj-119	104	38	27	27	NUM
abrj-119	104	39	%	%	NOUN
abrj-119	104	40	,	,	PUNCT
abrj-119	104	41	p	p	NOUN
abrj-119	104	42	-	-	PUNCT
abrj-119	104	43	value	value	NOUN
abrj-119	104	44	0	0	NUM
abrj-119	104	45	%	%	NOUN
abrj-119	104	46	)	)	PUNCT
abrj-119	104	47	.	.	PUNCT
abrj-119	105	1	stage	stage	NOUN
abrj-119	105	2	2	2	NUM
abrj-119	105	3	:	:	PUNCT
abrj-119	105	4	measures	measure	VERB
abrj-119	105	5	the	the	DET
abrj-119	105	6	significance	significance	NOUN
abrj-119	105	7	of	of	ADP
abrj-119	105	8	the	the	DET
abrj-119	105	9	coefficient	coefficient	NOUN
abrj-119	105	10	of	of	ADP
abrj-119	105	11	correlation	correlation	NOUN
abrj-119	105	12	of	of	ADP
abrj-119	105	13	market	market	NOUN
abrj-119	105	14	measures	measure	NOUN
abrj-119	105	15	with	with	ADP
abrj-119	105	16	stock	stock	NOUN
abrj-119	105	17	price	price	NOUN
abrj-119	105	18	volatility	volatility	NOUN
abrj-119	105	19	using	use	VERB
abrj-119	105	20	alpha	alpha	NOUN
abrj-119	105	21	of	of	ADP
abrj-119	105	22	5	5	NUM
abrj-119	105	23	%	%	NOUN
abrj-119	105	24	;	;	PUNCT
abrj-119	105	25	four	four	NUM
abrj-119	105	26	measures	measure	NOUN
abrj-119	105	27	showed	show	VERB
abrj-119	105	28	significant	significant	ADJ
abrj-119	105	29	results	result	NOUN
abrj-119	105	30	.	.	PUNCT
abrj-119	106	1	these	these	PRON
abrj-119	106	2	are	be	AUX
abrj-119	106	3	afundamental	afundamental	ADJ
abrj-119	106	4	measures	measure	NOUN
abrj-119	106	5	:	:	PUNCT
abrj-119	106	6	1	1	NUM
abrj-119	106	7	debt	debt	NOUN
abrj-119	106	8	/	/	SYM
abrj-119	106	9	earnings	earning	NOUN
abrj-119	106	10	before	before	ADP
abrj-119	106	11	interest	interest	NOUN
abrj-119	106	12	taxes	taxis	NOUN
abrj-119	106	13	depreciation	depreciation	NOUN
abrj-119	106	14	&	&	CCONJ
abrj-119	106	15	amortization	amortization	PROPN
abrj-119	106	16	(	(	PUNCT
abrj-119	106	17	r	r	NOUN
abrj-119	106	18	=	=	SYM
abrj-119	106	19	-11	-11	NUM
abrj-119	106	20	%	%	NOUN
abrj-119	106	21	,	,	PUNCT
abrj-119	106	22	p	p	NOUN
abrj-119	106	23	-	-	PUNCT
abrj-119	106	24	value	value	NOUN
abrj-119	106	25	1	1	NUM
abrj-119	106	26	%	%	NOUN
abrj-119	106	27	)	)	PUNCT
abrj-119	106	28	,	,	PUNCT
abrj-119	106	29	2earnings	2earnings	NUM
abrj-119	106	30	before	before	ADP
abrj-119	106	31	asian	asian	ADJ
abrj-119	106	32	business	business	PROPN
abrj-119	106	33	research	research	NOUN
abrj-119	106	34	journal	journal	NOUN
abrj-119	106	35	,	,	PUNCT
abrj-119	106	36	2022	2022	NUM
abrj-119	106	37	,	,	PUNCT
abrj-119	106	38	7	7	NUM
abrj-119	106	39	:	:	SYM
abrj-119	106	40	14	14	NUM
abrj-119	106	41	-	-	SYM
abrj-119	106	42	20	20	NUM
abrj-119	106	43	17	17	NUM
abrj-119	106	44	©	©	PROPN
abrj-119	106	45	2022	2022	NUM
abrj-119	106	46	by	by	ADP
abrj-119	106	47	the	the	DET
abrj-119	106	48	authors	author	NOUN
abrj-119	106	49	;	;	PUNCT
abrj-119	106	50	licensee	licensee	NOUN
abrj-119	106	51	eastern	eastern	ADJ
abrj-119	106	52	centre	centre	NOUN
abrj-119	106	53	of	of	ADP
abrj-119	106	54	science	science	NOUN
abrj-119	106	55	and	and	CCONJ
abrj-119	106	56	education	education	NOUN
abrj-119	106	57	,	,	PUNCT
abrj-119	106	58	usa	usa	PROPN
abrj-119	106	59	interest	interest	NOUN
abrj-119	106	60	taxes	taxis	NOUN
abrj-119	106	61	depreciation	depreciation	NOUN
abrj-119	106	62	&	&	CCONJ
abrj-119	106	63	amortization	amortization	NOUN
abrj-119	106	64	/	/	SYM
abrj-119	107	1	assets	asset	NOUN
abrj-119	107	2	(	(	PUNCT
abrj-119	107	3	r	r	NOUN
abrj-119	107	4	=	=	SYM
abrj-119	107	5	-23	-23	NUM
abrj-119	107	6	%	%	NOUN
abrj-119	107	7	,	,	PUNCT
abrj-119	107	8	p	p	NOUN
abrj-119	107	9	-	-	PUNCT
abrj-119	107	10	value	value	NOUN
abrj-119	107	11	0	0	NUM
abrj-119	107	12	%	%	NOUN
abrj-119	107	13	)	)	PUNCT
abrj-119	107	14	,	,	PUNCT
abrj-119	107	15	and	and	CCONJ
abrj-119	107	16	3total	3total	NUM
abrj-119	107	17	assets	asset	NOUN
abrj-119	107	18	turn	turn	VERB
abrj-119	107	19	over	over	ADP
abrj-119	107	20	(	(	PUNCT
abrj-119	107	21	r	r	NOUN
abrj-119	107	22	=	=	SYM
abrj-119	107	23	23	23	NUM
abrj-119	107	24	%	%	NOUN
abrj-119	107	25	,	,	PUNCT
abrj-119	107	26	p	p	NOUN
abrj-119	107	27	-	-	PUNCT
abrj-119	107	28	value	value	NOUN
abrj-119	107	29	5	5	NUM
abrj-119	107	30	%	%	NOUN
abrj-119	107	31	)	)	PUNCT
abrj-119	107	32	.	.	PUNCT
abrj-119	108	1	bmarket	bmarket	NOUN
abrj-119	108	2	measures	measure	NOUN
abrj-119	108	3	:	:	PUNCT
abrj-119	108	4	1price	1price	NUM
abrj-119	108	5	/	/	SYM
abrj-119	108	6	book	book	NOUN
abrj-119	108	7	value	value	NOUN
abrj-119	108	8	(	(	PUNCT
abrj-119	108	9	r	r	NOUN
abrj-119	108	10	=	=	SYM
abrj-119	108	11	33	33	NUM
abrj-119	108	12	%	%	NOUN
abrj-119	108	13	,	,	PUNCT
abrj-119	108	14	p	p	NOUN
abrj-119	108	15	-	-	PUNCT
abrj-119	108	16	value	value	NOUN
abrj-119	108	17	=	=	SYM
abrj-119	108	18	0	0	NUM
abrj-119	108	19	%	%	NOUN
abrj-119	108	20	)	)	PUNCT
abrj-119	108	21	.	.	PUNCT
abrj-119	109	1	table	table	NOUN
abrj-119	110	1	1	1	NUM
abrj-119	110	2	.	.	PUNCT
abrj-119	110	3	banks	bank	NOUN
abrj-119	110	4	industry	industry	NOUN
abrj-119	110	5	.	.	PUNCT
abrj-119	111	1	financial	financial	ADJ
abrj-119	111	2	measure	measure	NOUN
abrj-119	111	3	financial	financial	ADJ
abrj-119	111	4	measure	measure	NOUN
abrj-119	111	5	volatility	volatility	NOUN
abrj-119	111	6	financial	financial	ADJ
abrj-119	111	7	measure	measure	NOUN
abrj-119	111	8	n	n	DET
abrj-119	111	9	correlation	correlation	NOUN
abrj-119	111	10	significance	significance	NOUN
abrj-119	111	11	n	n	ADP
abrj-119	111	12	correlation	correlation	NOUN
abrj-119	111	13	significance	significance	NOUN
abrj-119	111	14	price	price	NOUN
abrj-119	111	15	/book	/book	NOUN
abrj-119	111	16	value	value	NOUN
abrj-119	111	17	231	231	NUM
abrj-119	111	18	27	27	NUM
abrj-119	111	19	%	%	NOUN
abrj-119	111	20	0	0	NUM
abrj-119	111	21	%	%	NOUN
abrj-119	111	22	573	573	NUM
abrj-119	111	23	33	33	NUM
abrj-119	111	24	%	%	NOUN
abrj-119	111	25	0	0	NUM
abrj-119	111	26	%	%	NOUN
abrj-119	111	27	debt	debt	NOUN
abrj-119	111	28	/	/	SYM
abrj-119	111	29	ebitda	ebitda	NOUN
abrj-119	111	30	547	547	NUM
abrj-119	111	31	-11	-11	SYM
abrj-119	111	32	%	%	NOUN
abrj-119	111	33	1	1	NUM
abrj-119	111	34	%	%	NOUN
abrj-119	111	35	ebitda	ebitda	NOUN
abrj-119	111	36	/	/	SYM
abrj-119	111	37	assets	asset	NOUN
abrj-119	111	38	548	548	NUM
abrj-119	111	39	-23	-23	NUM
abrj-119	111	40	%	%	NOUN
abrj-119	111	41	0	0	NUM
abrj-119	111	42	%	%	NOUN
abrj-119	111	43	total	total	ADJ
abrj-119	111	44	asset	asset	NOUN
abrj-119	111	45	turn	turn	VERB
abrj-119	111	46	over	over	ADP
abrj-119	111	47	578	578	NUM
abrj-119	111	48	-8	-8	NUM
abrj-119	111	49	%	%	NOUN
abrj-119	111	50	5	5	NUM
abrj-119	111	51	%	%	NOUN
abrj-119	111	52	data	datum	NOUN
abrj-119	111	53	output	output	NOUN
abrj-119	111	54	of	of	ADP
abrj-119	111	55	finance	finance	NOUN
abrj-119	111	56	companies	company	NOUN
abrj-119	111	57	’	'	PUNCT
abrj-119	111	58	industry	industry	NOUN
abrj-119	111	59	(	(	PUNCT
abrj-119	111	60	significant	significant	ADJ
abrj-119	111	61	results	result	NOUN
abrj-119	111	62	)	)	PUNCT
abrj-119	111	63	is	be	AUX
abrj-119	111	64	reflected	reflect	VERB
abrj-119	111	65	in	in	ADP
abrj-119	111	66	table	table	NOUN
abrj-119	111	67	2	2	NUM
abrj-119	111	68	.	.	PUNCT
abrj-119	112	1	at	at	ADP
abrj-119	112	2	a	a	DET
abrj-119	112	3	5	5	NUM
abrj-119	112	4	%	%	NOUN
abrj-119	112	5	level	level	NOUN
abrj-119	112	6	of	of	ADP
abrj-119	112	7	significance	significance	NOUN
abrj-119	112	8	,	,	PUNCT
abrj-119	112	9	the	the	DET
abrj-119	112	10	coefficient	coefficient	NOUN
abrj-119	112	11	of	of	ADP
abrj-119	112	12	correlation	correlation	NOUN
abrj-119	112	13	of	of	ADP
abrj-119	112	14	five	five	NUM
abrj-119	112	15	financial	financial	ADJ
abrj-119	112	16	measures	measure	NOUN
abrj-119	112	17	volatility	volatility	NOUN
abrj-119	112	18	with	with	ADP
abrj-119	112	19	that	that	PRON
abrj-119	112	20	of	of	ADP
abrj-119	112	21	the	the	DET
abrj-119	112	22	stock	stock	NOUN
abrj-119	112	23	price	price	NOUN
abrj-119	112	24	showed	show	VERB
abrj-119	112	25	a	a	DET
abrj-119	112	26	significant	significant	ADJ
abrj-119	112	27	result	result	NOUN
abrj-119	112	28	:	:	PUNCT
abrj-119	112	29	these	these	PRON
abrj-119	112	30	are	be	AUX
abrj-119	112	31	afundamental	afundamental	ADJ
abrj-119	112	32	measures	measure	NOUN
abrj-119	112	33	:	:	PUNCT
abrj-119	112	34	1return	1return	NUM
abrj-119	112	35	on	on	ADP
abrj-119	112	36	assets	asset	NOUN
abrj-119	112	37	(	(	PUNCT
abrj-119	112	38	r	r	NOUN
abrj-119	112	39	=	=	SYM
abrj-119	112	40	62	62	NUM
abrj-119	112	41	%	%	NOUN
abrj-119	112	42	,	,	PUNCT
abrj-119	112	43	p	p	NOUN
abrj-119	112	44	-	-	PUNCT
abrj-119	112	45	value	value	NOUN
abrj-119	112	46	0	0	NUM
abrj-119	112	47	%	%	NOUN
abrj-119	112	48	)	)	PUNCT
abrj-119	112	49	;	;	PUNCT
abrj-119	113	1	2earnings	2earnings	NUM
abrj-119	113	2	before	before	ADP
abrj-119	113	3	interest	interest	NOUN
abrj-119	113	4	,	,	PUNCT
abrj-119	113	5	taxes	taxis	NOUN
abrj-119	113	6	&	&	CCONJ
abrj-119	113	7	amortization	amortization	NOUN
abrj-119	113	8	/	/	SYM
abrj-119	113	9	assets	asset	NOUN
abrj-119	113	10	(	(	PUNCT
abrj-119	113	11	r	r	NOUN
abrj-119	113	12	=	=	SYM
abrj-119	113	13	-32	-32	NUM
abrj-119	113	14	%	%	NOUN
abrj-119	113	15	,	,	PUNCT
abrj-119	113	16	p	p	NOUN
abrj-119	113	17	-	-	PUNCT
abrj-119	113	18	value	value	NOUN
abrj-119	113	19	3	3	NUM
abrj-119	113	20	%	%	NOUN
abrj-119	113	21	)	)	PUNCT
abrj-119	113	22	;	;	PUNCT
abrj-119	113	23	3free	3free	NUM
abrj-119	113	24	cfl+	cfl+	PROPN
abrj-119	113	25	dividends	dividend	NOUN
abrj-119	113	26	/	/	SYM
abrj-119	113	27	debt	debt	NOUN
abrj-119	113	28	(	(	PUNCT
abrj-119	113	29	r	r	NOUN
abrj-119	113	30	=	=	SYM
abrj-119	113	31	46	46	NUM
abrj-119	113	32	%	%	NOUN
abrj-119	113	33	,	,	PUNCT
abrj-119	113	34	p	p	NOUN
abrj-119	113	35	-	-	PUNCT
abrj-119	113	36	value	value	NOUN
abrj-119	113	37	1	1	NUM
abrj-119	113	38	%	%	NOUN
abrj-119	113	39	)	)	PUNCT
abrj-119	113	40	,	,	PUNCT
abrj-119	113	41	and	and	CCONJ
abrj-119	113	42	4free	4free	NUM
abrj-119	113	43	cfl	cfl	NOUN
abrj-119	113	44	+	+	CCONJ
abrj-119	113	45	interest	interest	NOUN
abrj-119	113	46	expense	expense	NOUN
abrj-119	113	47	/	/	SYM
abrj-119	113	48	debt	debt	NOUN
abrj-119	113	49	(	(	PUNCT
abrj-119	113	50	r	r	NOUN
abrj-119	113	51	=	=	SYM
abrj-119	113	52	-59	-59	NUM
abrj-119	113	53	%	%	NOUN
abrj-119	113	54	,	,	PUNCT
abrj-119	113	55	p	p	NOUN
abrj-119	113	56	-	-	PUNCT
abrj-119	113	57	value	value	NOUN
abrj-119	113	58	=	=	SYM
abrj-119	113	59	0	0	NUM
abrj-119	113	60	%	%	NOUN
abrj-119	113	61	)	)	PUNCT
abrj-119	113	62	.	.	PUNCT
abrj-119	114	1	bmarket	bmarket	NOUN
abrj-119	114	2	measures	measure	NOUN
abrj-119	114	3	:	:	PUNCT
abrj-119	114	4	price	price	NOUN
abrj-119	114	5	/book	/book	NOUN
abrj-119	114	6	value	value	NOUN
abrj-119	114	7	(	(	PUNCT
abrj-119	114	8	r	r	NOUN
abrj-119	114	9	=	=	SYM
abrj-119	114	10	62.54	62.54	NUM
abrj-119	114	11	%	%	NOUN
abrj-119	114	12	,	,	PUNCT
abrj-119	114	13	p	p	NOUN
abrj-119	114	14	-	-	PUNCT
abrj-119	114	15	value	value	NOUN
abrj-119	114	16	=	=	NOUN
abrj-119	114	17	0.0	0.0	NUM
abrj-119	114	18	%	%	NOUN
abrj-119	114	19	)	)	PUNCT
abrj-119	114	20	.	.	PUNCT
abrj-119	115	1	stage	stage	NOUN
abrj-119	115	2	2	2	NUM
abrj-119	115	3	:	:	PUNCT
abrj-119	115	4	measuring	measure	VERB
abrj-119	115	5	the	the	DET
abrj-119	115	6	coefficient	coefficient	NOUN
abrj-119	115	7	of	of	ADP
abrj-119	115	8	correlation	correlation	NOUN
abrj-119	115	9	of	of	ADP
abrj-119	115	10	financial	financial	ADJ
abrj-119	115	11	measures	measure	NOUN
abrj-119	115	12	with	with	ADP
abrj-119	115	13	stock	stock	NOUN
abrj-119	115	14	price	price	NOUN
abrj-119	115	15	volatility	volatility	NOUN
abrj-119	115	16	(	(	PUNCT
abrj-119	115	17	alpha	alpha	NOUN
abrj-119	115	18	5	5	NUM
abrj-119	115	19	%	%	NOUN
abrj-119	115	20	)	)	PUNCT
abrj-119	116	1	,	,	PUNCT
abrj-119	116	2	six	six	NUM
abrj-119	116	3	financial	financial	ADJ
abrj-119	116	4	measures	measure	NOUN
abrj-119	116	5	showed	show	VERB
abrj-119	116	6	significant	significant	ADJ
abrj-119	116	7	results	result	NOUN
abrj-119	116	8	;	;	PUNCT
abrj-119	116	9	these	these	PRON
abrj-119	116	10	are	be	AUX
abrj-119	116	11	afundamental	afundamental	ADJ
abrj-119	116	12	measures	measure	NOUN
abrj-119	116	13	:	:	PUNCT
abrj-119	116	14	1	1	NUM
abrj-119	116	15	return	return	NOUN
abrj-119	116	16	on	on	ADP
abrj-119	116	17	assets	asset	NOUN
abrj-119	116	18	(	(	PUNCT
abrj-119	116	19	r	r	NOUN
abrj-119	116	20	=	=	SYM
abrj-119	116	21	36	36	NUM
abrj-119	116	22	%	%	NOUN
abrj-119	116	23	,	,	PUNCT
abrj-119	116	24	p	p	NOUN
abrj-119	116	25	-	-	PUNCT
abrj-119	116	26	value	value	NOUN
abrj-119	116	27	0	0	NUM
abrj-119	116	28	%	%	NOUN
abrj-119	116	29	)	)	PUNCT
abrj-119	116	30	,	,	PUNCT
abrj-119	116	31	2	2	NUM
abrj-119	116	32	return	return	NOUN
abrj-119	116	33	on	on	ADP
abrj-119	116	34	equity	equity	NOUN
abrj-119	116	35	(	(	PUNCT
abrj-119	116	36	r	r	NOUN
abrj-119	116	37	=	=	SYM
abrj-119	116	38	32	32	NUM
abrj-119	116	39	%	%	NOUN
abrj-119	116	40	,	,	PUNCT
abrj-119	116	41	p	p	NOUN
abrj-119	116	42	-	-	PUNCT
abrj-119	116	43	value	value	NOUN
abrj-119	116	44	1	1	NUM
abrj-119	116	45	%	%	NOUN
abrj-119	116	46	)	)	PUNCT
abrj-119	116	47	,	,	PUNCT
abrj-119	116	48	3	3	NUM
abrj-119	116	49	total	total	ADJ
abrj-119	116	50	assets	asset	NOUN
abrj-119	116	51	turn	turn	VERB
abrj-119	116	52	over	over	ADP
abrj-119	116	53	(	(	PUNCT
abrj-119	116	54	r	r	NOUN
abrj-119	116	55	=	=	SYM
abrj-119	116	56	27	27	NUM
abrj-119	116	57	%	%	NOUN
abrj-119	116	58	,	,	PUNCT
abrj-119	116	59	p	p	NOUN
abrj-119	116	60	-	-	PUNCT
abrj-119	116	61	value	value	NOUN
abrj-119	116	62	2	2	NUM
abrj-119	116	63	%	%	NOUN
abrj-119	116	64	)	)	PUNCT
abrj-119	116	65	,	,	PUNCT
abrj-119	116	66	market	market	NOUN
abrj-119	116	67	measures	measure	NOUN
abrj-119	116	68	:	:	PUNCT
abrj-119	116	69	1price	1price	NUM
abrj-119	116	70	/book	/book	NOUN
abrj-119	116	71	value	value	NOUN
abrj-119	116	72	(	(	PUNCT
abrj-119	116	73	r	r	NOUN
abrj-119	116	74	=	=	SYM
abrj-119	116	75	31	31	NUM
abrj-119	116	76	%	%	NOUN
abrj-119	116	77	,	,	PUNCT
abrj-119	116	78	p	p	NOUN
abrj-119	116	79	-	-	PUNCT
abrj-119	116	80	value	value	NOUN
abrj-119	116	81	=	=	SYM
abrj-119	116	82	1	1	NUM
abrj-119	116	83	%	%	NOUN
abrj-119	116	84	)	)	PUNCT
abrj-119	116	85	,	,	PUNCT
abrj-119	116	86	2beta	2beta	NUM
abrj-119	116	87	(	(	PUNCT
abrj-119	116	88	r=	r=	ADJ
abrj-119	116	89	-11	-11	NUM
abrj-119	116	90	%	%	NOUN
abrj-119	116	91	,	,	PUNCT
abrj-119	116	92	p	p	NOUN
abrj-119	116	93	-	-	PUNCT
abrj-119	116	94	value	value	NOUN
abrj-119	116	95	=	=	SYM
abrj-119	116	96	0	0	NUM
abrj-119	116	97	%	%	NOUN
abrj-119	116	98	)	)	PUNCT
abrj-119	116	99	,	,	PUNCT
abrj-119	116	100	3return	3return	NUM
abrj-119	116	101	on	on	ADP
abrj-119	116	102	investment	investment	NOUN
abrj-119	116	103	(	(	PUNCT
abrj-119	116	104	r	r	NOUN
abrj-119	116	105	=	=	SYM
abrj-119	116	106	34	34	NUM
abrj-119	116	107	%	%	NOUN
abrj-119	116	108	,	,	PUNCT
abrj-119	116	109	p	p	NOUN
abrj-119	116	110	-	-	PUNCT
abrj-119	116	111	value	value	NOUN
abrj-119	116	112	2	2	NUM
abrj-119	116	113	%	%	NOUN
abrj-119	116	114	)	)	PUNCT
abrj-119	116	115	.	.	PUNCT
abrj-119	117	1	table	table	NOUN
abrj-119	117	2	2	2	NUM
abrj-119	117	3	.	.	PUNCT
abrj-119	117	4	finance	finance	NOUN
abrj-119	117	5	companies	company	NOUN
abrj-119	117	6	industry	industry	NOUN
abrj-119	117	7	.	.	PUNCT
abrj-119	118	1	financial	financial	ADJ
abrj-119	118	2	measure	measure	NOUN
abrj-119	118	3	financial	financial	ADJ
abrj-119	118	4	measure	measure	NOUN
abrj-119	118	5	volatility	volatility	NOUN
abrj-119	118	6	financial	financial	ADJ
abrj-119	118	7	measure	measure	NOUN
abrj-119	118	8	n	n	DET
abrj-119	118	9	correlation	correlation	NOUN
abrj-119	118	10	significance	significance	NOUN
abrj-119	118	11	n	n	ADP
abrj-119	118	12	correlation	correlation	NOUN
abrj-119	118	13	significance	significance	NOUN
abrj-119	118	14	price	price	NOUN
abrj-119	118	15	/book	/book	NOUN
abrj-119	118	16	value	value	NOUN
abrj-119	118	17	38	38	NUM
abrj-119	118	18	79	79	NUM
abrj-119	118	19	%	%	NOUN
abrj-119	118	20	0	0	NUM
abrj-119	118	21	%	%	NOUN
abrj-119	118	22	83	83	NUM
abrj-119	118	23	31	31	NUM
abrj-119	118	24	%	%	NOUN
abrj-119	118	25	1	1	NUM
abrj-119	118	26	%	%	NOUN
abrj-119	118	27	beta	beta	NOUN
abrj-119	118	28	886	886	NUM
abrj-119	118	29	-11	-11	NUM
abrj-119	118	30	%	%	NOUN
abrj-119	118	31	0	0	NUM
abrj-119	118	32	%	%	NOUN
abrj-119	118	33	return	return	NOUN
abrj-119	118	34	on	on	ADP
abrj-119	118	35	assets	asset	NOUN
abrj-119	118	36	48	48	NUM
abrj-119	118	37	62	62	NUM
abrj-119	118	38	%	%	NOUN
abrj-119	118	39	0	0	NUM
abrj-119	118	40	%	%	NOUN
abrj-119	118	41	82	82	NUM
abrj-119	118	42	36	36	NUM
abrj-119	118	43	%	%	NOUN
abrj-119	118	44	0	0	NUM
abrj-119	118	45	%	%	NOUN
abrj-119	118	46	return	return	NOUN
abrj-119	118	47	on	on	ADP
abrj-119	118	48	equity	equity	NOUN
abrj-119	118	49	79	79	NUM
abrj-119	118	50	32	32	NUM
abrj-119	118	51	%	%	NOUN
abrj-119	118	52	1	1	NUM
abrj-119	118	53	%	%	NOUN
abrj-119	118	54	return	return	NOUN
abrj-119	118	55	on	on	ADP
abrj-119	118	56	investment	investment	NOUN
abrj-119	118	57	80	80	NUM
abrj-119	118	58	34	34	NUM
abrj-119	118	59	%	%	NOUN
abrj-119	118	60	2	2	NUM
abrj-119	118	61	%	%	NOUN
abrj-119	118	62	ebitda	ebitda	NOUN
abrj-119	118	63	/	/	SYM
abrj-119	118	64	assets	asset	NOUN
abrj-119	118	65	44	44	NUM
abrj-119	118	66	-32	-32	SYM
abrj-119	118	67	%	%	NOUN
abrj-119	118	68	3	3	NUM
abrj-119	118	69	%	%	NOUN
abrj-119	118	70	total	total	ADJ
abrj-119	118	71	asset	asset	NOUN
abrj-119	118	72	turn	turn	VERB
abrj-119	118	73	over	over	ADP
abrj-119	118	74	82	82	NUM
abrj-119	118	75	27	27	NUM
abrj-119	118	76	%	%	NOUN
abrj-119	118	77	2	2	NUM
abrj-119	118	78	%	%	NOUN
abrj-119	118	79	free	free	ADJ
abrj-119	118	80	cfl	cfl	NOUN
abrj-119	118	81	+	+	NOUN
abrj-119	118	82	dividends	dividend	NOUN
abrj-119	118	83	/	/	SYM
abrj-119	118	84	debt	debt	NOUN
abrj-119	118	85	28	28	NUM
abrj-119	118	86	46	46	NUM
abrj-119	118	87	%	%	NOUN
abrj-119	118	88	1	1	NUM
abrj-119	118	89	%	%	NOUN
abrj-119	118	90	free	free	ADJ
abrj-119	118	91	cfl	cfl	NOUN
abrj-119	118	92	+	+	CCONJ
abrj-119	118	93	interest	interest	NOUN
abrj-119	118	94	exp	exp	NOUN
abrj-119	118	95	/	/	SYM
abrj-119	118	96	debt	debt	NOUN
abrj-119	118	97	28	28	NUM
abrj-119	118	98	-59	-59	NUM
abrj-119	118	99	%	%	NOUN
abrj-119	118	100	0	0	NUM
abrj-119	118	101	%	%	NOUN
abrj-119	118	102	data	datum	NOUN
abrj-119	118	103	output	output	NOUN
abrj-119	118	104	of	of	ADP
abrj-119	118	105	finance	finance	NOUN
abrj-119	118	106	insurance	insurance	NOUN
abrj-119	118	107	industry	industry	NOUN
abrj-119	118	108	(	(	PUNCT
abrj-119	118	109	significant	significant	ADJ
abrj-119	118	110	results	result	NOUN
abrj-119	118	111	)	)	PUNCT
abrj-119	118	112	is	be	AUX
abrj-119	118	113	reflected	reflect	VERB
abrj-119	118	114	in	in	ADP
abrj-119	118	115	table	table	NOUN
abrj-119	119	1	3	3	NUM
abrj-119	119	2	.	.	PUNCT
abrj-119	120	1	at	at	ADP
abrj-119	120	2	a	a	DET
abrj-119	120	3	5	5	NUM
abrj-119	120	4	%	%	NOUN
abrj-119	120	5	level	level	NOUN
abrj-119	120	6	of	of	ADP
abrj-119	120	7	significance	significance	NOUN
abrj-119	120	8	,	,	PUNCT
abrj-119	120	9	the	the	DET
abrj-119	120	10	coefficient	coefficient	NOUN
abrj-119	120	11	of	of	ADP
abrj-119	120	12	correlation	correlation	NOUN
abrj-119	120	13	of	of	ADP
abrj-119	120	14	six	six	NUM
abrj-119	120	15	financial	financial	ADJ
abrj-119	120	16	measures	measure	NOUN
abrj-119	120	17	volatility	volatility	NOUN
abrj-119	120	18	with	with	ADP
abrj-119	120	19	that	that	PRON
abrj-119	120	20	of	of	ADP
abrj-119	120	21	the	the	DET
abrj-119	120	22	stock	stock	NOUN
abrj-119	120	23	price	price	NOUN
abrj-119	120	24	showed	show	VERB
abrj-119	120	25	a	a	DET
abrj-119	120	26	significant	significant	ADJ
abrj-119	120	27	result	result	NOUN
abrj-119	120	28	:	:	PUNCT
abrj-119	120	29	these	these	PRON
abrj-119	120	30	are	be	AUX
abrj-119	120	31	afundamental	afundamental	ADJ
abrj-119	120	32	measures	measure	NOUN
abrj-119	120	33	:	:	PUNCT
abrj-119	120	34	return	return	VERB
abrj-119	120	35	on	on	ADP
abrj-119	120	36	equity	equity	NOUN
abrj-119	120	37	(	(	PUNCT
abrj-119	120	38	r	r	NOUN
abrj-119	120	39	=	=	SYM
abrj-119	120	40	22.65	22.65	NUM
abrj-119	120	41	%	%	NOUN
abrj-119	120	42	,	,	PUNCT
abrj-119	120	43	p	p	NOUN
abrj-119	120	44	-	-	PUNCT
abrj-119	120	45	value	value	NOUN
abrj-119	120	46	1.58	1.58	NUM
abrj-119	120	47	%	%	NOUN
abrj-119	120	48	)	)	PUNCT
abrj-119	120	49	,	,	PUNCT
abrj-119	120	50	2earnings	2earnings	NUM
abrj-119	120	51	before	before	ADP
abrj-119	120	52	interest	interest	NOUN
abrj-119	120	53	taxes	taxis	NOUN
abrj-119	120	54	depreciation	depreciation	NOUN
abrj-119	120	55	&	&	CCONJ
abrj-119	120	56	amortization	amortization	NOUN
abrj-119	120	57	/	/	SYM
abrj-119	120	58	assets	asset	NOUN
abrj-119	120	59	(	(	PUNCT
abrj-119	120	60	r	r	NOUN
abrj-119	120	61	=	=	SYM
abrj-119	120	62	28.04	28.04	NUM
abrj-119	120	63	%	%	NOUN
abrj-119	120	64	,	,	PUNCT
abrj-119	120	65	p	p	NOUN
abrj-119	120	66	-	-	PUNCT
abrj-119	120	67	value	value	NOUN
abrj-119	120	68	0.52	0.52	NUM
abrj-119	120	69	%	%	NOUN
abrj-119	120	70	)	)	PUNCT
abrj-119	120	71	.	.	PUNCT
abrj-119	121	1	bmarket	bmarket	NOUN
abrj-119	121	2	measures	measure	NOUN
abrj-119	121	3	:	:	PUNCT
abrj-119	121	4	price	price	NOUN
abrj-119	121	5	/earnings	/earning	NOUN
abrj-119	121	6	(	(	PUNCT
abrj-119	121	7	r	r	NOUN
abrj-119	121	8	=	=	SYM
abrj-119	121	9	-26.02	-26.02	PROPN
abrj-119	121	10	,	,	PUNCT
abrj-119	121	11	p	p	NOUN
abrj-119	121	12	-	-	PUNCT
abrj-119	121	13	value	value	NOUN
abrj-119	121	14	=	=	NOUN
abrj-119	121	15	1.22	1.22	NUM
abrj-119	121	16	%	%	NOUN
abrj-119	121	17	)	)	PUNCT
abrj-119	121	18	,	,	PUNCT
abrj-119	121	19	2price	2price	NUM
abrj-119	121	20	/book	/book	NOUN
abrj-119	121	21	value	value	NOUN
abrj-119	121	22	(	(	PUNCT
abrj-119	121	23	r	r	NOUN
abrj-119	121	24	=	=	SYM
abrj-119	121	25	62.54	62.54	NUM
abrj-119	121	26	%	%	NOUN
abrj-119	121	27	,	,	PUNCT
abrj-119	121	28	p	p	NOUN
abrj-119	121	29	-	-	PUNCT
abrj-119	121	30	value	value	NOUN
abrj-119	121	31	=	=	NOUN
abrj-119	121	32	0.0	0.0	NUM
abrj-119	121	33	%	%	NOUN
abrj-119	121	34	)	)	PUNCT
abrj-119	121	35	,	,	PUNCT
abrj-119	121	36	3return	3return	NUM
abrj-119	121	37	on	on	ADP
abrj-119	121	38	investment	investment	NOUN
abrj-119	121	39	(	(	PUNCT
abrj-119	121	40	r	r	NOUN
abrj-119	121	41	=	=	SYM
abrj-119	121	42	25.15	25.15	NUM
abrj-119	121	43	%	%	NOUN
abrj-119	121	44	,	,	PUNCT
abrj-119	121	45	p	p	NOUN
abrj-119	121	46	-	-	PUNCT
abrj-119	121	47	value	value	NOUN
abrj-119	121	48	0.67	0.67	NUM
abrj-119	121	49	%	%	NOUN
abrj-119	121	50	)	)	PUNCT
abrj-119	121	51	,	,	PUNCT
abrj-119	121	52	4common	4common	NUM
abrj-119	121	53	stock	stock	NOUN
abrj-119	121	54	ranking	ranking	NOUN
abrj-119	121	55	(	(	PUNCT
abrj-119	121	56	r	r	NOUN
abrj-119	121	57	=	=	SYM
abrj-119	121	58	29.74	29.74	NUM
abrj-119	121	59	%	%	NOUN
abrj-119	121	60	,	,	PUNCT
abrj-119	121	61	p	p	NOUN
abrj-119	121	62	-	-	PUNCT
abrj-119	121	63	value	value	NOUN
abrj-119	121	64	=	=	NOUN
abrj-119	121	65	1.31	1.31	NUM
abrj-119	121	66	%	%	NOUN
abrj-119	121	67	)	)	PUNCT
abrj-119	121	68	.	.	PUNCT
abrj-119	122	1	stage	stage	NOUN
abrj-119	122	2	2	2	NUM
abrj-119	122	3	:	:	PUNCT
abrj-119	122	4	measuring	measure	VERB
abrj-119	122	5	the	the	DET
abrj-119	122	6	coefficient	coefficient	NOUN
abrj-119	122	7	of	of	ADP
abrj-119	122	8	correlation	correlation	NOUN
abrj-119	122	9	of	of	ADP
abrj-119	122	10	financial	financial	ADJ
abrj-119	122	11	measures	measure	NOUN
abrj-119	122	12	and	and	CCONJ
abrj-119	122	13	stock	stock	NOUN
abrj-119	122	14	price	price	NOUN
abrj-119	122	15	volatility	volatility	NOUN
abrj-119	122	16	(	(	PUNCT
abrj-119	122	17	alpha	alpha	NOUN
abrj-119	122	18	5	5	NUM
abrj-119	122	19	%	%	NOUN
abrj-119	122	20	)	)	PUNCT
abrj-119	123	1	;	;	PUNCT
abrj-119	123	2	five	five	NUM
abrj-119	123	3	financial	financial	ADJ
abrj-119	123	4	measures	measure	NOUN
abrj-119	123	5	showed	show	VERB
abrj-119	123	6	significant	significant	ADJ
abrj-119	123	7	results	result	NOUN
abrj-119	123	8	,	,	PUNCT
abrj-119	123	9	and	and	CCONJ
abrj-119	123	10	these	these	PRON
abrj-119	123	11	are	be	AUX
abrj-119	123	12	afundamental	afundamental	ADJ
abrj-119	123	13	measures	measure	NOUN
abrj-119	123	14	:	:	PUNCT
abrj-119	123	15	1return	1return	NUM
abrj-119	123	16	on	on	ADP
abrj-119	123	17	assets	asset	NOUN
abrj-119	123	18	(	(	PUNCT
abrj-119	123	19	r	r	NOUN
abrj-119	123	20	=	=	SYM
abrj-119	123	21	22	22	NUM
abrj-119	123	22	%	%	NOUN
abrj-119	123	23	,	,	PUNCT
abrj-119	123	24	pvalue	pvalue	NOUN
abrj-119	123	25	1	1	NUM
abrj-119	123	26	%	%	NOUN
abrj-119	123	27	)	)	PUNCT
abrj-119	123	28	,	,	PUNCT
abrj-119	123	29	2return	2return	NUM
abrj-119	123	30	on	on	ADP
abrj-119	123	31	equity	equity	NOUN
abrj-119	123	32	(	(	PUNCT
abrj-119	124	1	r	r	NOUN
abrj-119	124	2	=	=	SYM
abrj-119	124	3	22	22	NUM
abrj-119	124	4	%	%	NOUN
abrj-119	124	5	,	,	PUNCT
abrj-119	124	6	p	p	NOUN
abrj-119	124	7	-	-	PUNCT
abrj-119	124	8	value	value	NOUN
abrj-119	124	9	0	0	NUM
abrj-119	124	10	%	%	NOUN
abrj-119	124	11	)	)	PUNCT
abrj-119	124	12	.	.	PUNCT
abrj-119	125	1	bmarket	bmarket	NOUN
abrj-119	125	2	measures	measure	NOUN
abrj-119	125	3	:	:	PUNCT
abrj-119	125	4	price	price	NOUN
abrj-119	125	5	/earnings	/earning	NOUN
abrj-119	125	6	(	(	PUNCT
abrj-119	125	7	r	r	NOUN
abrj-119	125	8	=	=	SYM
abrj-119	125	9	-17	-17	NOUN
abrj-119	125	10	%	%	NOUN
abrj-119	125	11	,	,	PUNCT
abrj-119	125	12	p	p	NOUN
abrj-119	125	13	-	-	PUNCT
abrj-119	125	14	value	value	NOUN
abrj-119	125	15	=	=	SYM
abrj-119	125	16	4	4	NUM
abrj-119	125	17	%	%	NOUN
abrj-119	125	18	)	)	PUNCT
abrj-119	125	19	,	,	PUNCT
abrj-119	125	20	2price	2price	NUM
abrj-119	125	21	/	/	SYM
abrj-119	125	22	book	book	NOUN
abrj-119	125	23	value	value	NOUN
abrj-119	125	24	(	(	PUNCT
abrj-119	125	25	r	r	NOUN
abrj-119	125	26	=	=	SYM
abrj-119	125	27	64	64	NUM
abrj-119	125	28	%	%	NOUN
abrj-119	125	29	,	,	PUNCT
abrj-119	125	30	p	p	NOUN
abrj-119	125	31	-	-	PUNCT
abrj-119	125	32	value	value	NOUN
abrj-119	125	33	=	=	SYM
abrj-119	125	34	0	0	NUM
abrj-119	125	35	%	%	NOUN
abrj-119	125	36	)	)	PUNCT
abrj-119	125	37	,	,	PUNCT
abrj-119	126	1	3roi	3roi	NUM
abrj-119	126	2	(	(	PUNCT
abrj-119	126	3	r	r	NOUN
abrj-119	126	4	=	=	SYM
abrj-119	126	5	19	19	NUM
abrj-119	126	6	%	%	NOUN
abrj-119	126	7	,	,	PUNCT
abrj-119	126	8	p	p	NOUN
abrj-119	126	9	-	-	PUNCT
abrj-119	126	10	value	value	NOUN
abrj-119	126	11	2	2	NUM
abrj-119	126	12	%	%	NOUN
abrj-119	126	13	)	)	PUNCT
abrj-119	126	14	.	.	PUNCT
abrj-119	127	1	table	table	NOUN
abrj-119	127	2	3	3	NUM
abrj-119	127	3	.	.	PUNCT
abrj-119	127	4	insurance	insurance	NOUN
abrj-119	127	5	industry	industry	NOUN
abrj-119	127	6	.	.	PUNCT
abrj-119	128	1	financial	financial	ADJ
abrj-119	128	2	measure	measure	NOUN
abrj-119	128	3	financial	financial	ADJ
abrj-119	128	4	measure	measure	NOUN
abrj-119	128	5	volatility	volatility	NOUN
abrj-119	128	6	financial	financial	ADJ
abrj-119	128	7	measure	measure	NOUN
abrj-119	128	8	n	n	DET
abrj-119	128	9	correlation	correlation	NOUN
abrj-119	128	10	significance	significance	NOUN
abrj-119	128	11	n	n	ADP
abrj-119	128	12	correlation	correlation	NOUN
abrj-119	128	13	significance	significance	NOUN
abrj-119	128	14	price	price	NOUN
abrj-119	128	15	/earnings	/earning	NOUN
abrj-119	128	16	92	92	NUM
abrj-119	128	17	-26.02	-26.02	NUM
abrj-119	128	18	%	%	NOUN
abrj-119	128	19	1.22	1.22	NUM
abrj-119	128	20	%	%	NOUN
abrj-119	128	21	144	144	NUM
abrj-119	128	22	-17	-17	NOUN
abrj-119	128	23	%	%	NOUN
abrj-119	128	24	4	4	NUM
abrj-119	128	25	%	%	NOUN
abrj-119	128	26	price	price	NOUN
abrj-119	128	27	/book	/book	NOUN
abrj-119	128	28	value	value	NOUN
abrj-119	128	29	94	94	NUM
abrj-119	128	30	62.54	62.54	NUM
abrj-119	128	31	%	%	NOUN
abrj-119	128	32	0.00	0.00	NUM
abrj-119	128	33	%	%	NOUN
abrj-119	128	34	155	155	NUM
abrj-119	128	35	64	64	NUM
abrj-119	128	36	%	%	NOUN
abrj-119	128	37	0	0	NUM
abrj-119	128	38	%	%	NOUN
abrj-119	128	39	return	return	NOUN
abrj-119	128	40	on	on	ADP
abrj-119	128	41	assets	asset	NOUN
abrj-119	128	42	160	160	NUM
abrj-119	128	43	22	22	NUM
abrj-119	128	44	%	%	NOUN
abrj-119	128	45	1	1	NUM
abrj-119	128	46	%	%	NOUN
abrj-119	128	47	return	return	NOUN
abrj-119	128	48	on	on	ADP
abrj-119	128	49	equity	equity	NOUN
abrj-119	128	50	113	113	NUM
abrj-119	128	51	22.65	22.65	NUM
abrj-119	128	52	%	%	NOUN
abrj-119	128	53	1.58	1.58	NUM
abrj-119	128	54	%	%	NOUN
abrj-119	128	55	160	160	NUM
abrj-119	128	56	22	22	NUM
abrj-119	128	57	%	%	NOUN
abrj-119	128	58	0	0	NUM
abrj-119	128	59	%	%	NOUN
abrj-119	128	60	return	return	NOUN
abrj-119	128	61	on	on	ADP
abrj-119	128	62	investment	investment	NOUN
abrj-119	128	63	115	115	NUM
abrj-119	128	64	25.15	25.15	NUM
abrj-119	128	65	%	%	NOUN
abrj-119	128	66	0.67	0.67	NUM
abrj-119	128	67	%	%	NOUN
abrj-119	128	68	160	160	NUM
abrj-119	128	69	19	19	NUM
abrj-119	128	70	%	%	NOUN
abrj-119	128	71	2	2	NUM
abrj-119	128	72	%	%	NOUN
abrj-119	128	73	ebitda	ebitda	NOUN
abrj-119	128	74	/	/	SYM
abrj-119	128	75	assets	asset	NOUN
abrj-119	128	76	98	98	NUM
abrj-119	128	77	28.04	28.04	NUM
abrj-119	128	78	%	%	NOUN
abrj-119	128	79	0.52	0.52	NUM
abrj-119	128	80	%	%	NOUN
abrj-119	128	81	common	common	ADJ
abrj-119	128	82	stk	stk	PROPN
abrj-119	128	83	.	.	PUNCT
abrj-119	129	1	ranking	rank	VERB
abrj-119	129	2	69	69	NUM
abrj-119	129	3	29.74	29.74	NUM
abrj-119	129	4	%	%	NOUN
abrj-119	129	5	1.31	1.31	NUM
abrj-119	129	6	%	%	NOUN
abrj-119	129	7	data	datum	NOUN
abrj-119	129	8	output	output	NOUN
abrj-119	129	9	of	of	ADP
abrj-119	129	10	real	real	ADJ
abrj-119	129	11	estate	estate	NOUN
abrj-119	129	12	investment	investment	NOUN
abrj-119	129	13	trusts	trust	VERB
abrj-119	129	14	industry	industry	NOUN
abrj-119	129	15	(	(	PUNCT
abrj-119	129	16	significant	significant	ADJ
abrj-119	129	17	results	result	NOUN
abrj-119	129	18	)	)	PUNCT
abrj-119	129	19	is	be	AUX
abrj-119	129	20	reflected	reflect	VERB
abrj-119	129	21	in	in	ADP
abrj-119	129	22	table	table	NOUN
abrj-119	129	23	4	4	NUM
abrj-119	129	24	.	.	PUNCT
abrj-119	130	1	at	at	ADP
abrj-119	130	2	a	a	DET
abrj-119	130	3	5	5	NUM
abrj-119	130	4	%	%	NOUN
abrj-119	130	5	level	level	NOUN
abrj-119	130	6	of	of	ADP
abrj-119	130	7	significance	significance	NOUN
abrj-119	130	8	,	,	PUNCT
abrj-119	130	9	the	the	DET
abrj-119	130	10	coefficient	coefficient	NOUN
abrj-119	130	11	of	of	ADP
abrj-119	130	12	correlation	correlation	NOUN
abrj-119	130	13	of	of	ADP
abrj-119	130	14	six	six	NUM
abrj-119	130	15	financial	financial	ADJ
abrj-119	130	16	measures	measure	NOUN
abrj-119	130	17	volatility	volatility	NOUN
abrj-119	130	18	with	with	ADP
abrj-119	130	19	that	that	PRON
abrj-119	130	20	of	of	ADP
abrj-119	130	21	the	the	DET
abrj-119	130	22	stock	stock	NOUN
abrj-119	130	23	price	price	NOUN
abrj-119	130	24	showed	show	VERB
abrj-119	130	25	a	a	DET
abrj-119	130	26	significant	significant	ADJ
abrj-119	130	27	result	result	NOUN
abrj-119	130	28	:	:	PUNCT
abrj-119	130	29	these	these	PRON
abrj-119	130	30	are	be	AUX
abrj-119	130	31	afundamental	afundamental	ADJ
abrj-119	130	32	measures	measure	NOUN
abrj-119	130	33	:	:	PUNCT
abrj-119	130	34	1return	1return	NUM
abrj-119	130	35	on	on	ADP
abrj-119	130	36	assets	asset	NOUN
abrj-119	130	37	(	(	PUNCT
abrj-119	130	38	r	r	NOUN
abrj-119	130	39	=	=	SYM
abrj-119	130	40	32.13	32.13	NUM
abrj-119	130	41	%	%	NOUN
abrj-119	130	42	,	,	PUNCT
abrj-119	130	43	p	p	NOUN
abrj-119	130	44	-	-	PUNCT
abrj-119	130	45	value	value	NOUN
abrj-119	130	46	0.03	0.03	NUM
abrj-119	130	47	%	%	NOUN
abrj-119	130	48	)	)	PUNCT
abrj-119	130	49	;	;	PUNCT
abrj-119	130	50	2return	2return	NUM
abrj-119	130	51	on	on	ADP
abrj-119	130	52	equity	equity	NOUN
abrj-119	130	53	(	(	PUNCT
abrj-119	130	54	r	r	NOUN
abrj-119	130	55	=	=	SYM
abrj-119	130	56	19.64	19.64	NUM
abrj-119	130	57	%	%	NOUN
abrj-119	130	58	,	,	PUNCT
abrj-119	130	59	p	p	NOUN
abrj-119	130	60	-	-	PUNCT
abrj-119	130	61	value	value	NOUN
abrj-119	130	62	3.46	3.46	NUM
abrj-119	130	63	%	%	NOUN
abrj-119	130	64	)	)	PUNCT
abrj-119	130	65	;	;	PUNCT
abrj-119	130	66	3tangible	3tangible	NUM
abrj-119	130	67	financial	financial	ADJ
abrj-119	130	68	leverage	leverage	NOUN
abrj-119	130	69	(	(	PUNCT
abrj-119	130	70	r	r	NOUN
abrj-119	130	71	=	=	SYM
abrj-119	130	72	21.86	21.86	NUM
abrj-119	130	73	%	%	NOUN
abrj-119	130	74	,	,	PUNCT
abrj-119	130	75	p	p	NOUN
abrj-119	130	76	-	-	PUNCT
abrj-119	130	77	value	value	NOUN
abrj-119	130	78	0.45	0.45	NUM
abrj-119	130	79	%	%	NOUN
abrj-119	130	80	)	)	PUNCT
abrj-119	130	81	.	.	PUNCT
abrj-119	131	1	bmarket	bmarket	NOUN
abrj-119	131	2	measures	measure	NOUN
abrj-119	131	3	:	:	PUNCT
abrj-119	131	4	1price	1price	NUM
abrj-119	131	5	/	/	SYM
abrj-119	131	6	book	book	NOUN
abrj-119	131	7	value	value	NOUN
abrj-119	131	8	(	(	PUNCT
abrj-119	131	9	r	r	NOUN
abrj-119	131	10	=	=	SYM
abrj-119	131	11	26.30	26.30	NUM
abrj-119	131	12	%	%	NOUN
abrj-119	131	13	,	,	PUNCT
abrj-119	131	14	p	p	NOUN
abrj-119	131	15	-	-	PUNCT
abrj-119	131	16	value	value	NOUN
abrj-119	131	17	=	=	NOUN
abrj-119	131	18	0.40	0.40	NUM
abrj-119	131	19	%	%	NOUN
abrj-119	131	20	)	)	PUNCT
abrj-119	131	21	;	;	PUNCT
abrj-119	131	22	2return	2return	NUM
abrj-119	131	23	on	on	ADP
abrj-119	131	24	investment	investment	NOUN
abrj-119	131	25	(	(	PUNCT
abrj-119	131	26	r	r	NOUN
abrj-119	131	27	=	=	SYM
abrj-119	131	28	-19.58	-19.58	PROPN
abrj-119	131	29	%	%	NOUN
abrj-119	131	30	,	,	PUNCT
abrj-119	131	31	p	p	NOUN
abrj-119	131	32	-	-	PUNCT
abrj-119	131	33	value	value	NOUN
abrj-119	131	34	2.93	2.93	NUM
abrj-119	131	35	%	%	NOUN
abrj-119	131	36	)	)	PUNCT
abrj-119	131	37	;	;	PUNCT
abrj-119	131	38	3z	3z	NUM
abrj-119	131	39	score	score	NOUN
abrj-119	131	40	(	(	PUNCT
abrj-119	131	41	r	r	NOUN
abrj-119	131	42	=	=	SYM
abrj-119	131	43	100	100	NUM
abrj-119	131	44	%	%	NOUN
abrj-119	131	45	,	,	PUNCT
abrj-119	131	46	p	p	NOUN
abrj-119	131	47	-	-	PUNCT
abrj-119	131	48	value	value	NOUN
abrj-119	131	49	0	0	NUM
abrj-119	131	50	%	%	NOUN
abrj-119	131	51	)	)	PUNCT
abrj-119	131	52	.	.	PUNCT
abrj-119	132	1	stage	stage	NOUN
abrj-119	132	2	2	2	NUM
abrj-119	132	3	:	:	PUNCT
abrj-119	132	4	measuring	measure	VERB
abrj-119	132	5	the	the	DET
abrj-119	132	6	coefficient	coefficient	NOUN
abrj-119	132	7	of	of	ADP
abrj-119	132	8	correlation	correlation	NOUN
abrj-119	132	9	of	of	ADP
abrj-119	132	10	financial	financial	ADJ
abrj-119	132	11	measures	measure	NOUN
abrj-119	132	12	and	and	CCONJ
abrj-119	132	13	stock	stock	NOUN
abrj-119	132	14	price	price	NOUN
abrj-119	132	15	volatility	volatility	NOUN
abrj-119	132	16	(	(	PUNCT
abrj-119	132	17	alpha	alpha	NOUN
abrj-119	132	18	5	5	NUM
abrj-119	132	19	%	%	NOUN
abrj-119	132	20	)	)	PUNCT
abrj-119	133	1	,	,	PUNCT
abrj-119	133	2	nine	nine	NUM
abrj-119	133	3	financial	financial	ADJ
abrj-119	133	4	measures	measure	NOUN
abrj-119	133	5	showed	show	VERB
abrj-119	133	6	significant	significant	ADJ
abrj-119	133	7	results	result	NOUN
abrj-119	133	8	,	,	PUNCT
abrj-119	133	9	these	these	PRON
abrj-119	133	10	are	be	AUX
abrj-119	133	11	afundamental	afundamental	ADJ
abrj-119	133	12	measures	measure	NOUN
abrj-119	133	13	:	:	PUNCT
abrj-119	133	14	1return	1return	NUM
abrj-119	133	15	on	on	ADP
abrj-119	133	16	assets	asset	NOUN
abrj-119	133	17	(	(	PUNCT
abrj-119	133	18	r	r	NOUN
abrj-119	133	19	=	=	SYM
abrj-119	133	20	31.20	31.20	NUM
abrj-119	133	21	%	%	NOUN
abrj-119	133	22	,	,	PUNCT
abrj-119	133	23	p	p	NOUN
abrj-119	133	24	-	-	PUNCT
abrj-119	133	25	value	value	NOUN
abrj-119	133	26	0	0	NUM
abrj-119	133	27	%	%	NOUN
abrj-119	133	28	)	)	PUNCT
abrj-119	133	29	,	,	PUNCT
abrj-119	133	30	2roe	2roe	NUM
abrj-119	133	31	(	(	PUNCT
abrj-119	133	32	r	r	NOUN
abrj-119	133	33	=	=	SYM
abrj-119	133	34	23.40	23.40	NUM
abrj-119	133	35	%	%	NOUN
abrj-119	133	36	,	,	PUNCT
abrj-119	133	37	p	p	NOUN
abrj-119	133	38	-	-	PUNCT
abrj-119	133	39	value	value	NOUN
abrj-119	133	40	0.30	0.30	NUM
abrj-119	133	41	%	%	NOUN
abrj-119	133	42	)	)	PUNCT
abrj-119	133	43	;	;	PUNCT
abrj-119	133	44	3earnings	3earnings	NUM
abrj-119	133	45	before	before	ADP
abrj-119	133	46	interest	interest	NOUN
abrj-119	133	47	taxes	taxis	NOUN
abrj-119	133	48	depreciation	depreciation	NOUN
abrj-119	133	49	&	&	CCONJ
abrj-119	133	50	amortization	amortization	NOUN
abrj-119	133	51	/	/	SYM
abrj-119	133	52	assets	asset	NOUN
abrj-119	133	53	(	(	PUNCT
abrj-119	133	54	r	r	NOUN
abrj-119	133	55	=	=	SYM
abrj-119	133	56	35.40	35.40	NUM
abrj-119	133	57	%	%	NOUN
abrj-119	133	58	,	,	PUNCT
abrj-119	133	59	p	p	NOUN
abrj-119	133	60	-	-	PUNCT
abrj-119	133	61	value	value	NOUN
abrj-119	133	62	2.50	2.50	NUM
abrj-119	133	63	%	%	NOUN
abrj-119	133	64	)	)	PUNCT
abrj-119	133	65	;	;	PUNCT
abrj-119	133	66	4total	4total	NUM
abrj-119	133	67	asset	asset	NOUN
abrj-119	133	68	turn	turn	VERB
abrj-119	133	69	over	over	ADP
abrj-119	133	70	(	(	PUNCT
abrj-119	133	71	r	r	NOUN
abrj-119	133	72	=	=	SYM
abrj-119	133	73	14.70	14.70	NUM
abrj-119	133	74	%	%	NOUN
abrj-119	133	75	,	,	PUNCT
abrj-119	133	76	p	p	NOUN
abrj-119	133	77	-	-	PUNCT
abrj-119	133	78	value	value	NOUN
abrj-119	133	79	5.0	5.0	NUM
abrj-119	133	80	%	%	NOUN
abrj-119	133	81	)	)	PUNCT
abrj-119	133	82	;	;	PUNCT
abrj-119	133	83	5tangible	5tangible	NUM
abrj-119	133	84	financial	financial	ADJ
abrj-119	133	85	leverage	leverage	NOUN
abrj-119	133	86	(	(	PUNCT
abrj-119	133	87	r	r	NOUN
abrj-119	133	88	=	=	SYM
abrj-119	133	89	25.10	25.10	NUM
abrj-119	133	90	,	,	PUNCT
abrj-119	133	91	p	p	NOUN
abrj-119	133	92	-	-	PUNCT
abrj-119	133	93	value	value	NOUN
abrj-119	133	94	0.10	0.10	NUM
abrj-119	133	95	%	%	NOUN
abrj-119	133	96	)	)	PUNCT
abrj-119	133	97	;	;	PUNCT
abrj-119	133	98	6free	6free	NUM
abrj-119	133	99	cfl	cfl	NOUN
abrj-119	133	100	+	+	NOUN
abrj-119	133	101	dividend	dividend	NOUN
abrj-119	133	102	/	/	SYM
abrj-119	133	103	debt	debt	NOUN
abrj-119	133	104	(	(	PUNCT
abrj-119	133	105	r	r	NOUN
abrj-119	133	106	=	=	SYM
abrj-119	133	107	20.40	20.40	NUM
abrj-119	133	108	%	%	NOUN
abrj-119	133	109	,	,	PUNCT
abrj-119	133	110	p	p	NOUN
abrj-119	133	111	-	-	PUNCT
abrj-119	133	112	value	value	NOUN
abrj-119	133	113	1.0	1.0	NUM
abrj-119	133	114	%	%	NOUN
abrj-119	133	115	)	)	PUNCT
abrj-119	133	116	;	;	PUNCT
abrj-119	133	117	7z	7z	NUM
abrj-119	133	118	score	score	NOUN
abrj-119	133	119	(	(	PUNCT
abrj-119	133	120	r	r	NOUN
abrj-119	133	121	=	=	SYM
abrj-119	133	122	81.70	81.70	NUM
abrj-119	133	123	,	,	PUNCT
abrj-119	133	124	p	p	NOUN
abrj-119	133	125	-	-	PUNCT
abrj-119	133	126	value	value	NOUN
abrj-119	133	127	4.70	4.70	NUM
abrj-119	133	128	%	%	NOUN
abrj-119	133	129	)	)	PUNCT
abrj-119	133	130	.	.	PUNCT
abrj-119	134	1	bmarket	bmarket	NOUN
abrj-119	134	2	measures	measure	NOUN
abrj-119	134	3	:	:	PUNCT
abrj-119	134	4	1price	1price	NUM
abrj-119	134	5	/	/	SYM
abrj-119	134	6	book	book	NOUN
abrj-119	134	7	value	value	NOUN
abrj-119	134	8	(	(	PUNCT
abrj-119	134	9	r	r	NOUN
abrj-119	134	10	=	=	SYM
abrj-119	134	11	17.30	17.30	NUM
abrj-119	134	12	%	%	NOUN
abrj-119	134	13	,	,	PUNCT
abrj-119	134	14	p	p	NOUN
abrj-119	134	15	-	-	PUNCT
abrj-119	134	16	value	value	NOUN
abrj-119	134	17	=	=	NUM
abrj-119	134	18	2.30	2.30	NUM
abrj-119	134	19	%	%	NOUN
abrj-119	134	20	)	)	PUNCT
abrj-119	134	21	;	;	PUNCT
abrj-119	134	22	and	and	CCONJ
abrj-119	134	23	2return	2return	NUM
abrj-119	134	24	on	on	ADP
abrj-119	134	25	investment	investment	NOUN
abrj-119	134	26	(	(	PUNCT
abrj-119	134	27	r	r	NOUN
abrj-119	134	28	=	=	SYM
abrj-119	134	29	20.10	20.10	NUM
abrj-119	134	30	%	%	NOUN
abrj-119	134	31	,	,	PUNCT
abrj-119	134	32	p	p	NOUN
abrj-119	134	33	-	-	PUNCT
abrj-119	134	34	value	value	NOUN
abrj-119	134	35	0.80	0.80	NUM
abrj-119	134	36	%	%	NOUN
abrj-119	134	37	)	)	PUNCT
abrj-119	134	38	.	.	PUNCT
abrj-119	135	1	asian	asian	ADJ
abrj-119	135	2	business	business	PROPN
abrj-119	135	3	research	research	NOUN
abrj-119	135	4	journal	journal	NOUN
abrj-119	135	5	,	,	PUNCT
abrj-119	135	6	2022	2022	NUM
abrj-119	135	7	,	,	PUNCT
abrj-119	135	8	7	7	NUM
abrj-119	135	9	:	:	SYM
abrj-119	135	10	14	14	NUM
abrj-119	135	11	-	-	SYM
abrj-119	135	12	20	20	NUM
abrj-119	135	13	18	18	NUM
abrj-119	135	14	©	©	PROPN
abrj-119	135	15	2022	2022	NUM
abrj-119	135	16	by	by	ADP
abrj-119	135	17	the	the	DET
abrj-119	135	18	authors	author	NOUN
abrj-119	135	19	;	;	PUNCT
abrj-119	135	20	licensee	licensee	NOUN
abrj-119	135	21	eastern	eastern	ADJ
abrj-119	135	22	centre	centre	NOUN
abrj-119	135	23	of	of	ADP
abrj-119	135	24	science	science	NOUN
abrj-119	135	25	and	and	CCONJ
abrj-119	135	26	education	education	NOUN
abrj-119	135	27	,	,	PUNCT
abrj-119	135	28	usa	usa	PROPN
abrj-119	135	29	table	table	NOUN
abrj-119	135	30	4	4	NUM
abrj-119	135	31	.	.	PUNCT
abrj-119	135	32	real	real	ADJ
abrj-119	135	33	estate	estate	NOUN
abrj-119	135	34	investment	investment	NOUN
abrj-119	135	35	trusts	trust	VERB
abrj-119	135	36	industry	industry	NOUN
abrj-119	135	37	.	.	PUNCT
abrj-119	136	1	financial	financial	ADJ
abrj-119	136	2	measure	measure	NOUN
abrj-119	136	3	financial	financial	ADJ
abrj-119	136	4	measure	measure	NOUN
abrj-119	136	5	volatility	volatility	NOUN
abrj-119	136	6	financial	financial	ADJ
abrj-119	136	7	measure	measure	NOUN
abrj-119	136	8	n	n	DET
abrj-119	136	9	correlation	correlation	NOUN
abrj-119	136	10	significance	significance	NOUN
abrj-119	136	11	n	n	ADP
abrj-119	136	12	correlation	correlation	NOUN
abrj-119	136	13	significance	significance	NOUN
abrj-119	136	14	price	price	NOUN
abrj-119	136	15	/	/	SYM
abrj-119	136	16	book	book	NOUN
abrj-119	136	17	value	value	NOUN
abrj-119	136	18	118	118	NUM
abrj-119	136	19	26.30	26.30	NUM
abrj-119	136	20	%	%	NOUN
abrj-119	136	21	0.40	0.40	NUM
abrj-119	136	22	%	%	NOUN
abrj-119	136	23	172	172	NUM
abrj-119	136	24	17.30	17.30	NUM
abrj-119	136	25	%	%	NOUN
abrj-119	136	26	2.30	2.30	NUM
abrj-119	136	27	%	%	NOUN
abrj-119	136	28	return	return	NOUN
abrj-119	136	29	on	on	ADP
abrj-119	136	30	assets	asset	NOUN
abrj-119	136	31	124	124	NUM
abrj-119	136	32	32.13	32.13	NUM
abrj-119	136	33	%	%	NOUN
abrj-119	136	34	0.03	0.03	NUM
abrj-119	136	35	%	%	NOUN
abrj-119	136	36	173	173	NUM
abrj-119	136	37	31.20	31.20	NUM
abrj-119	136	38	%	%	NOUN
abrj-119	136	39	0.00	0.00	NUM
abrj-119	136	40	%	%	NOUN
abrj-119	136	41	return	return	NOUN
abrj-119	136	42	on	on	ADP
abrj-119	136	43	equity	equity	NOUN
abrj-119	136	44	116	116	NUM
abrj-119	136	45	19.64	19.64	NUM
abrj-119	136	46	%	%	NOUN
abrj-119	136	47	3.46	3.46	NUM
abrj-119	136	48	%	%	NOUN
abrj-119	136	49	163	163	NUM
abrj-119	136	50	23.40	23.40	NUM
abrj-119	136	51	%	%	NOUN
abrj-119	136	52	0.30	0.30	NUM
abrj-119	136	53	%	%	NOUN
abrj-119	136	54	return	return	NOUN
abrj-119	136	55	on	on	ADP
abrj-119	136	56	investment	investment	NOUN
abrj-119	136	57	124	124	NUM
abrj-119	136	58	-19.58	-19.58	PROPN
abrj-119	136	59	%	%	NOUN
abrj-119	136	60	2.93	2.93	NUM
abrj-119	136	61	%	%	NOUN
abrj-119	136	62	173	173	NUM
abrj-119	136	63	20.10	20.10	NUM
abrj-119	136	64	%	%	NOUN
abrj-119	136	65	0.80	0.80	NUM
abrj-119	136	66	%	%	NOUN
abrj-119	136	67	ebitda	ebitda	NOUN
abrj-119	136	68	/	/	SYM
abrj-119	136	69	assets	asset	NOUN
abrj-119	136	70	40	40	NUM
abrj-119	136	71	35.40	35.40	NUM
abrj-119	136	72	%	%	NOUN
abrj-119	136	73	2.50	2.50	NUM
abrj-119	136	74	%	%	NOUN
abrj-119	136	75	total	total	ADJ
abrj-119	136	76	asset	asset	NOUN
abrj-119	136	77	turn	turn	VERB
abrj-119	136	78	over	over	ADP
abrj-119	136	79	173	173	NUM
abrj-119	136	80	14.70	14.70	NUM
abrj-119	136	81	%	%	NOUN
abrj-119	136	82	5	5	NUM
abrj-119	136	83	%	%	NOUN
abrj-119	136	84	tang	tang	NOUN
abrj-119	136	85	financial	financial	ADJ
abrj-119	136	86	leverage	leverage	NOUN
abrj-119	136	87	167	167	NUM
abrj-119	136	88	21.86	21.86	NUM
abrj-119	136	89	%	%	NOUN
abrj-119	136	90	0.45	0.45	NUM
abrj-119	136	91	%	%	NOUN
abrj-119	136	92	167	167	NUM
abrj-119	136	93	25.10	25.10	NUM
abrj-119	136	94	%	%	NOUN
abrj-119	136	95	0.10	0.10	NUM
abrj-119	136	96	%	%	NOUN
abrj-119	136	97	free	free	ADJ
abrj-119	136	98	cfl	cfl	NOUN
abrj-119	136	99	+	+	NOUN
abrj-119	136	100	dividend	dividend	NOUN
abrj-119	136	101	/	/	SYM
abrj-119	136	102	debt	debt	NOUN
abrj-119	136	103	160	160	NUM
abrj-119	136	104	20.40	20.40	NUM
abrj-119	136	105	%	%	NOUN
abrj-119	136	106	1.00	1.00	NUM
abrj-119	136	107	%	%	NOUN
abrj-119	136	108	z	z	NOUN
abrj-119	136	109	score	score	NOUN
abrj-119	136	110	2	2	NUM
abrj-119	136	111	100.00	100.00	NUM
abrj-119	136	112	%	%	NOUN
abrj-119	136	113	0.00	0.00	NUM
abrj-119	136	114	%	%	NOUN
abrj-119	136	115	6	6	NUM
abrj-119	136	116	81.70	81.70	NUM
abrj-119	136	117	%	%	NOUN
abrj-119	136	118	4.70	4.70	NUM
abrj-119	136	119	%	%	NOUN
abrj-119	136	120	data	datum	NOUN
abrj-119	136	121	output	output	NOUN
abrj-119	136	122	of	of	ADP
abrj-119	136	123	dealers	dealer	NOUN
abrj-119	136	124	,	,	PUNCT
abrj-119	136	125	brokers	broker	NOUN
abrj-119	136	126	,	,	PUNCT
abrj-119	136	127	&	&	CCONJ
abrj-119	136	128	investment	investment	NOUN
abrj-119	136	129	banks	bank	NOUN
abrj-119	136	130	industry	industry	NOUN
abrj-119	136	131	(	(	PUNCT
abrj-119	136	132	significant	significant	ADJ
abrj-119	136	133	results	result	NOUN
abrj-119	136	134	)	)	PUNCT
abrj-119	136	135	is	be	AUX
abrj-119	136	136	reflected	reflect	VERB
abrj-119	136	137	in	in	ADP
abrj-119	136	138	table	table	NOUN
abrj-119	136	139	5	5	NUM
abrj-119	136	140	.	.	PUNCT
abrj-119	137	1	at	at	ADP
abrj-119	137	2	a	a	DET
abrj-119	137	3	5	5	NUM
abrj-119	137	4	%	%	NOUN
abrj-119	137	5	level	level	NOUN
abrj-119	137	6	of	of	ADP
abrj-119	137	7	significance	significance	NOUN
abrj-119	137	8	,	,	PUNCT
abrj-119	137	9	the	the	DET
abrj-119	137	10	coefficient	coefficient	NOUN
abrj-119	137	11	of	of	ADP
abrj-119	137	12	correlation	correlation	NOUN
abrj-119	137	13	of	of	ADP
abrj-119	137	14	one	one	NUM
abrj-119	137	15	financial	financial	ADJ
abrj-119	137	16	measure	measure	NOUN
abrj-119	137	17	volatility	volatility	NOUN
abrj-119	137	18	with	with	ADP
abrj-119	137	19	that	that	PRON
abrj-119	137	20	of	of	ADP
abrj-119	137	21	the	the	DET
abrj-119	137	22	stock	stock	NOUN
abrj-119	137	23	price	price	NOUN
abrj-119	137	24	showed	show	VERB
abrj-119	137	25	a	a	DET
abrj-119	137	26	significant	significant	ADJ
abrj-119	137	27	result	result	NOUN
abrj-119	137	28	:	:	PUNCT
abrj-119	137	29	it	it	PRON
abrj-119	137	30	is	be	AUX
abrj-119	137	31	a	a	DET
abrj-119	137	32	market	market	NOUN
abrj-119	137	33	measure	measure	NOUN
abrj-119	137	34	:	:	PUNCT
abrj-119	137	35	common	common	ADJ
abrj-119	137	36	stock	stock	NOUN
abrj-119	137	37	ranking	ranking	NOUN
abrj-119	137	38	(	(	PUNCT
abrj-119	137	39	r	r	NOUN
abrj-119	137	40	=	=	SYM
abrj-119	137	41	70.34	70.34	NUM
abrj-119	137	42	%	%	NOUN
abrj-119	137	43	,	,	PUNCT
abrj-119	137	44	p	p	NOUN
abrj-119	137	45	-	-	PUNCT
abrj-119	137	46	value	value	NOUN
abrj-119	137	47	0.16	0.16	NUM
abrj-119	137	48	%	%	NOUN
abrj-119	137	49	)	)	PUNCT
abrj-119	137	50	.	.	PUNCT
abrj-119	138	1	stage	stage	NOUN
abrj-119	138	2	2	2	NUM
abrj-119	138	3	:	:	PUNCT
abrj-119	138	4	measuring	measure	VERB
abrj-119	138	5	the	the	DET
abrj-119	138	6	coefficient	coefficient	NOUN
abrj-119	138	7	of	of	ADP
abrj-119	138	8	correlation	correlation	NOUN
abrj-119	138	9	of	of	ADP
abrj-119	138	10	financial	financial	ADJ
abrj-119	138	11	measures	measure	NOUN
abrj-119	138	12	and	and	CCONJ
abrj-119	138	13	2008	2008	NUM
abrj-119	138	14	stock	stock	NOUN
abrj-119	138	15	price	price	NOUN
abrj-119	138	16	volatility	volatility	NOUN
abrj-119	138	17	(	(	PUNCT
abrj-119	138	18	alpha	alpha	NOUN
abrj-119	138	19	5	5	NUM
abrj-119	138	20	%	%	NOUN
abrj-119	138	21	):	):	PUNCT
abrj-119	138	22	none	none	NOUN
abrj-119	138	23	of	of	ADP
abrj-119	138	24	the	the	DET
abrj-119	138	25	financial	financial	ADJ
abrj-119	138	26	measures	measure	NOUN
abrj-119	138	27	showed	show	VERB
abrj-119	138	28	significant	significant	ADJ
abrj-119	138	29	results	result	NOUN
abrj-119	138	30	.	.	PUNCT
abrj-119	139	1	table	table	NOUN
abrj-119	139	2	5	5	NUM
abrj-119	139	3	.	.	PUNCT
abrj-119	140	1	dealers	dealer	NOUN
abrj-119	140	2	,	,	PUNCT
abrj-119	140	3	brokers	broker	NOUN
abrj-119	140	4	,	,	PUNCT
abrj-119	140	5	and	and	CCONJ
abrj-119	140	6	investment	investment	NOUN
abrj-119	140	7	banks	bank	NOUN
abrj-119	140	8	industry	industry	NOUN
abrj-119	140	9	.	.	PUNCT
abrj-119	141	1	financial	financial	ADJ
abrj-119	141	2	measure	measure	NOUN
abrj-119	141	3	financial	financial	ADJ
abrj-119	141	4	measure	measure	NOUN
abrj-119	141	5	volatility	volatility	NOUN
abrj-119	141	6	financial	financial	ADJ
abrj-119	141	7	measure	measure	NOUN
abrj-119	141	8	n	n	DET
abrj-119	141	9	correlation	correlation	NOUN
abrj-119	141	10	significance	significance	NOUN
abrj-119	141	11	n	n	ADP
abrj-119	141	12	correlation	correlation	NOUN
abrj-119	141	13	significance	significance	NOUN
abrj-119	141	14	common	common	ADJ
abrj-119	141	15	stock	stock	NOUN
abrj-119	141	16	ranking	rank	VERB
abrj-119	141	17	17	17	NUM
abrj-119	141	18	70.34	70.34	NUM
abrj-119	141	19	%	%	NOUN
abrj-119	141	20	0.16	0.16	NUM
abrj-119	141	21	%	%	NOUN
abrj-119	141	22	data	datum	NOUN
abrj-119	141	23	output	output	NOUN
abrj-119	141	24	of	of	ADP
abrj-119	141	25	thrift	thrift	NOUN
abrj-119	141	26	industry	industry	NOUN
abrj-119	141	27	(	(	PUNCT
abrj-119	141	28	significant	significant	ADJ
abrj-119	141	29	results	result	NOUN
abrj-119	141	30	)	)	PUNCT
abrj-119	141	31	is	be	AUX
abrj-119	141	32	reflected	reflect	VERB
abrj-119	141	33	in	in	ADP
abrj-119	141	34	table	table	NOUN
abrj-119	141	35	6	6	NUM
abrj-119	141	36	.	.	PUNCT
abrj-119	142	1	at	at	ADP
abrj-119	142	2	a	a	DET
abrj-119	142	3	5	5	NUM
abrj-119	142	4	%	%	NOUN
abrj-119	142	5	level	level	NOUN
abrj-119	142	6	of	of	ADP
abrj-119	142	7	significance	significance	NOUN
abrj-119	142	8	,	,	PUNCT
abrj-119	142	9	the	the	DET
abrj-119	142	10	coefficient	coefficient	NOUN
abrj-119	142	11	of	of	ADP
abrj-119	142	12	correlation	correlation	NOUN
abrj-119	142	13	of	of	ADP
abrj-119	142	14	six	six	NUM
abrj-119	142	15	financial	financial	ADJ
abrj-119	142	16	measure	measure	NOUN
abrj-119	142	17	volatility	volatility	NOUN
abrj-119	142	18	with	with	ADP
abrj-119	142	19	that	that	PRON
abrj-119	142	20	of	of	ADP
abrj-119	142	21	the	the	DET
abrj-119	142	22	stock	stock	NOUN
abrj-119	142	23	price	price	NOUN
abrj-119	142	24	showed	show	VERB
abrj-119	142	25	significant	significant	ADJ
abrj-119	142	26	result	result	NOUN
abrj-119	142	27	;	;	PUNCT
abrj-119	142	28	these	these	PRON
abrj-119	142	29	are	be	AUX
abrj-119	142	30	afundamental	afundamental	ADJ
abrj-119	142	31	measures	measure	NOUN
abrj-119	142	32	:	:	PUNCT
abrj-119	142	33	1return	1return	NUM
abrj-119	142	34	on	on	ADP
abrj-119	142	35	assets	asset	NOUN
abrj-119	142	36	(	(	PUNCT
abrj-119	142	37	r	r	NOUN
abrj-119	142	38	=	=	SYM
abrj-119	142	39	27.67	27.67	NUM
abrj-119	142	40	%	%	NOUN
abrj-119	142	41	,	,	PUNCT
abrj-119	142	42	p	p	NOUN
abrj-119	142	43	-	-	PUNCT
abrj-119	142	44	value	value	NOUN
abrj-119	142	45	0.29	0.29	NUM
abrj-119	142	46	%	%	NOUN
abrj-119	142	47	)	)	PUNCT
abrj-119	142	48	;	;	PUNCT
abrj-119	143	1	2earnings	2earnings	NUM
abrj-119	143	2	before	before	ADP
abrj-119	143	3	interest	interest	NOUN
abrj-119	143	4	taxes	taxis	NOUN
abrj-119	143	5	interest	interest	NOUN
abrj-119	143	6	depreciation	depreciation	NOUN
abrj-119	143	7	&	&	CCONJ
abrj-119	143	8	amortization	amortization	NOUN
abrj-119	143	9	/	/	SYM
abrj-119	143	10	assets	asset	NOUN
abrj-119	143	11	(	(	PUNCT
abrj-119	143	12	r	r	NOUN
abrj-119	143	13	=	=	SYM
abrj-119	143	14	32.87	32.87	NUM
abrj-119	143	15	%	%	NOUN
abrj-119	143	16	,	,	PUNCT
abrj-119	143	17	p	p	NOUN
abrj-119	143	18	-	-	PUNCT
abrj-119	143	19	value	value	NOUN
abrj-119	143	20	0.05	0.05	NUM
abrj-119	143	21	%	%	NOUN
abrj-119	143	22	)	)	PUNCT
abrj-119	143	23	;	;	PUNCT
abrj-119	143	24	3free	3free	NUM
abrj-119	143	25	cfl	cfl	NOUN
abrj-119	143	26	+	+	NOUN
abrj-119	143	27	dividend	dividend	NOUN
abrj-119	143	28	/	/	SYM
abrj-119	143	29	debt	debt	NOUN
abrj-119	143	30	(	(	PUNCT
abrj-119	143	31	r	r	NOUN
abrj-119	143	32	=	=	SYM
abrj-119	143	33	-58.48	-58.48	PROPN
abrj-119	143	34	%	%	NOUN
abrj-119	143	35	,	,	PUNCT
abrj-119	143	36	p	p	NOUN
abrj-119	143	37	-	-	PUNCT
abrj-119	143	38	value	value	NOUN
abrj-119	143	39	3.58	3.58	NUM
abrj-119	143	40	%	%	NOUN
abrj-119	143	41	)	)	PUNCT
abrj-119	143	42	.	.	PUNCT
abrj-119	144	1	bmarket	bmarket	NOUN
abrj-119	144	2	measures	measure	NOUN
abrj-119	144	3	:	:	PUNCT
abrj-119	144	4	1price	1price	NUM
abrj-119	144	5	/	/	SYM
abrj-119	144	6	book	book	NOUN
abrj-119	144	7	value	value	NOUN
abrj-119	144	8	(	(	PUNCT
abrj-119	144	9	r	r	NOUN
abrj-119	144	10	=	=	SYM
abrj-119	144	11	78.46	78.46	NUM
abrj-119	144	12	%	%	NOUN
abrj-119	144	13	,	,	PUNCT
abrj-119	144	14	p	p	NOUN
abrj-119	144	15	-	-	PUNCT
abrj-119	144	16	value	value	NOUN
abrj-119	144	17	=	=	NUM
abrj-119	144	18	0.00	0.00	NUM
abrj-119	144	19	%	%	NOUN
abrj-119	144	20	)	)	PUNCT
abrj-119	144	21	;	;	PUNCT
abrj-119	145	1	2beta	2beta	NUM
abrj-119	145	2	(	(	PUNCT
abrj-119	145	3	r	r	NOUN
abrj-119	145	4	=	=	SYM
abrj-119	145	5	-16.61	-16.61	NOUN
abrj-119	145	6	%	%	NOUN
abrj-119	145	7	,	,	PUNCT
abrj-119	145	8	p	p	NOUN
abrj-119	145	9	-	-	PUNCT
abrj-119	145	10	value	value	NOUN
abrj-119	145	11	3.29	3.29	NUM
abrj-119	145	12	%	%	NOUN
abrj-119	145	13	)	)	PUNCT
abrj-119	145	14	;	;	PUNCT
abrj-119	145	15	3cumulative	3cumulative	NUM
abrj-119	145	16	price	price	NOUN
abrj-119	145	17	change	change	NOUN
abrj-119	145	18	(	(	PUNCT
abrj-119	145	19	r	r	NOUN
abrj-119	145	20	=	=	SYM
abrj-119	145	21	32.57	32.57	NUM
abrj-119	145	22	%	%	NOUN
abrj-119	145	23	,	,	PUNCT
abrj-119	145	24	p	p	NOUN
abrj-119	145	25	-	-	PUNCT
abrj-119	145	26	value	value	NOUN
abrj-119	145	27	0.01	0.01	NUM
abrj-119	145	28	%	%	NOUN
abrj-119	145	29	)	)	PUNCT
abrj-119	145	30	.	.	PUNCT
abrj-119	146	1	stage	stage	NOUN
abrj-119	146	2	2	2	NUM
abrj-119	146	3	:	:	PUNCT
abrj-119	146	4	measuring	measure	VERB
abrj-119	146	5	the	the	DET
abrj-119	146	6	coefficient	coefficient	NOUN
abrj-119	146	7	of	of	ADP
abrj-119	146	8	correlation	correlation	NOUN
abrj-119	146	9	of	of	ADP
abrj-119	146	10	financial	financial	ADJ
abrj-119	146	11	measures	measure	NOUN
abrj-119	146	12	and	and	CCONJ
abrj-119	146	13	2008	2008	NUM
abrj-119	146	14	stock	stock	NOUN
abrj-119	146	15	price	price	NOUN
abrj-119	146	16	volatility	volatility	NOUN
abrj-119	146	17	(	(	PUNCT
abrj-119	146	18	alpha	alpha	NOUN
abrj-119	146	19	5	5	NUM
abrj-119	146	20	%	%	NOUN
abrj-119	146	21	):	):	PUNCT
abrj-119	146	22	nine	nine	NUM
abrj-119	146	23	financial	financial	ADJ
abrj-119	146	24	measures	measure	NOUN
abrj-119	146	25	showed	show	VERB
abrj-119	146	26	significant	significant	ADJ
abrj-119	146	27	results	result	NOUN
abrj-119	146	28	.	.	PUNCT
abrj-119	147	1	these	these	PRON
abrj-119	147	2	are	be	AUX
abrj-119	147	3	:	:	PUNCT
abrj-119	147	4	fundamental	fundamental	ADJ
abrj-119	147	5	measures	measure	NOUN
abrj-119	147	6	:	:	PUNCT
abrj-119	147	7	1earning	1earning	NUM
abrj-119	147	8	/	/	SYM
abrj-119	147	9	retention	retention	NOUN
abrj-119	147	10	(	(	PUNCT
abrj-119	147	11	r	r	NOUN
abrj-119	147	12	=	=	SYM
abrj-119	147	13	48.40	48.40	NUM
abrj-119	147	14	%	%	NOUN
abrj-119	147	15	,	,	PUNCT
abrj-119	147	16	p	p	NOUN
abrj-119	147	17	-	-	PUNCT
abrj-119	147	18	value	value	NOUN
abrj-119	147	19	4.90	4.90	NUM
abrj-119	147	20	%	%	NOUN
abrj-119	147	21	)	)	PUNCT
abrj-119	147	22	;	;	PUNCT
abrj-119	147	23	2return	2return	NUM
abrj-119	147	24	on	on	ADP
abrj-119	147	25	assets	asset	NOUN
abrj-119	147	26	(	(	PUNCT
abrj-119	147	27	r	r	NOUN
abrj-119	147	28	=	=	SYM
abrj-119	147	29	25.40	25.40	NUM
abrj-119	147	30	%	%	NOUN
abrj-119	147	31	,	,	PUNCT
abrj-119	147	32	p	p	NOUN
abrj-119	147	33	-	-	PUNCT
abrj-119	147	34	value	value	NOUN
abrj-119	147	35	0	0	NUM
abrj-119	147	36	%	%	NOUN
abrj-119	147	37	)	)	PUNCT
abrj-119	147	38	;	;	PUNCT
abrj-119	147	39	3return	3return	NUM
abrj-119	147	40	on	on	ADP
abrj-119	147	41	equity	equity	NOUN
abrj-119	147	42	(	(	PUNCT
abrj-119	147	43	r	r	NOUN
abrj-119	147	44	=	=	SYM
abrj-119	147	45	30.50	30.50	NUM
abrj-119	147	46	%	%	NOUN
abrj-119	147	47	,	,	PUNCT
abrj-119	147	48	p	p	NOUN
abrj-119	147	49	-	-	PUNCT
abrj-119	147	50	value	value	NOUN
abrj-119	147	51	0.0	0.0	NUM
abrj-119	147	52	%	%	NOUN
abrj-119	147	53	)	)	PUNCT
abrj-119	147	54	;	;	PUNCT
abrj-119	148	1	4debt	4debt	NUM
abrj-119	148	2	/	/	SYM
abrj-119	148	3	earnings	earning	NOUN
abrj-119	148	4	before	before	ADP
abrj-119	148	5	interest	interest	NOUN
abrj-119	148	6	taxes	taxis	NOUN
abrj-119	148	7	depreciation	depreciation	NOUN
abrj-119	148	8	&	&	CCONJ
abrj-119	148	9	amortization	amortization	PROPN
abrj-119	148	10	(	(	PUNCT
abrj-119	148	11	r	r	NOUN
abrj-119	148	12	=	=	SYM
abrj-119	148	13	20.60	20.60	NUM
abrj-119	148	14	%	%	NOUN
abrj-119	148	15	,	,	PUNCT
abrj-119	148	16	p	p	NOUN
abrj-119	148	17	-	-	PUNCT
abrj-119	148	18	value	value	NOUN
abrj-119	148	19	0.60	0.60	NUM
abrj-119	148	20	%	%	NOUN
abrj-119	148	21	)	)	PUNCT
abrj-119	148	22	;	;	PUNCT
abrj-119	148	23	5earnings	5earnings	NUM
abrj-119	148	24	before	before	ADP
abrj-119	148	25	interest	interest	NOUN
abrj-119	148	26	taxes	taxis	NOUN
abrj-119	148	27	depreciation	depreciation	NOUN
abrj-119	148	28	&	&	CCONJ
abrj-119	148	29	amortization	amortization	NOUN
abrj-119	148	30	/	/	SYM
abrj-119	148	31	assets	asset	NOUN
abrj-119	148	32	(	(	PUNCT
abrj-119	148	33	r	r	NOUN
abrj-119	148	34	=	=	SYM
abrj-119	148	35	32.20	32.20	NUM
abrj-119	148	36	%	%	NOUN
abrj-119	148	37	,	,	PUNCT
abrj-119	148	38	p	p	NOUN
abrj-119	148	39	-	-	PUNCT
abrj-119	148	40	value	value	NOUN
abrj-119	148	41	0.00	0.00	NUM
abrj-119	148	42	)	)	PUNCT
abrj-119	148	43	.	.	PUNCT
abrj-119	149	1	bmarket	bmarket	NOUN
abrj-119	149	2	measures	measure	NOUN
abrj-119	149	3	:	:	PUNCT
abrj-119	149	4	1price	1price	NUM
abrj-119	149	5	/	/	SYM
abrj-119	149	6	book	book	NOUN
abrj-119	149	7	value	value	NOUN
abrj-119	149	8	(	(	PUNCT
abrj-119	149	9	r	r	NOUN
abrj-119	149	10	=	=	SYM
abrj-119	149	11	59.10	59.10	NUM
abrj-119	149	12	%	%	NOUN
abrj-119	149	13	,	,	PUNCT
abrj-119	149	14	p	p	NOUN
abrj-119	149	15	-	-	PUNCT
abrj-119	149	16	value	value	NOUN
abrj-119	149	17	=	=	NUM
abrj-119	149	18	0.00	0.00	NUM
abrj-119	149	19	%	%	NOUN
abrj-119	149	20	)	)	PUNCT
abrj-119	149	21	;	;	PUNCT
abrj-119	150	1	2beta	2beta	NUM
abrj-119	150	2	(	(	PUNCT
abrj-119	150	3	r	r	NOUN
abrj-119	150	4	=	=	SYM
abrj-119	150	5	-28.10	-28.10	PROPN
abrj-119	150	6	%	%	NOUN
abrj-119	150	7	,	,	PUNCT
abrj-119	150	8	p	p	NOUN
abrj-119	150	9	-	-	PUNCT
abrj-119	150	10	value	value	NOUN
abrj-119	150	11	0.00	0.00	NUM
abrj-119	150	12	%	%	NOUN
abrj-119	150	13	)	)	PUNCT
abrj-119	150	14	;	;	PUNCT
abrj-119	150	15	3return	3return	NUM
abrj-119	150	16	on	on	ADP
abrj-119	150	17	investment	investment	NOUN
abrj-119	150	18	(	(	PUNCT
abrj-119	150	19	r	r	NOUN
abrj-119	150	20	=	=	SYM
abrj-119	150	21	27.50	27.50	NUM
abrj-119	150	22	%	%	NOUN
abrj-119	150	23	,	,	PUNCT
abrj-119	150	24	p	p	NOUN
abrj-119	150	25	-	-	PUNCT
abrj-119	150	26	value	value	NOUN
abrj-119	150	27	0.00	0.00	NUM
abrj-119	150	28	%	%	NOUN
abrj-119	150	29	)	)	PUNCT
abrj-119	150	30	;	;	PUNCT
abrj-119	150	31	4cumulative	4cumulative	NUM
abrj-119	150	32	price	price	NOUN
abrj-119	150	33	change	change	NOUN
abrj-119	150	34	(	(	PUNCT
abrj-119	150	35	r	r	NOUN
abrj-119	150	36	=	=	SYM
abrj-119	150	37	32.60	32.60	NUM
abrj-119	150	38	%	%	NOUN
abrj-119	150	39	,	,	PUNCT
abrj-119	150	40	p	p	NOUN
abrj-119	150	41	-	-	PUNCT
abrj-119	150	42	value	value	NOUN
abrj-119	150	43	0.00	0.00	NUM
abrj-119	150	44	%	%	NOUN
abrj-119	150	45	)	)	PUNCT
abrj-119	150	46	.	.	PUNCT
abrj-119	151	1	table	table	NOUN
abrj-119	151	2	6	6	NUM
abrj-119	151	3	.	.	PUNCT
abrj-119	151	4	thrift	thrift	NOUN
abrj-119	151	5	industry	industry	NOUN
abrj-119	151	6	.	.	PUNCT
abrj-119	152	1	financial	financial	ADJ
abrj-119	152	2	measure	measure	NOUN
abrj-119	152	3	financial	financial	ADJ
abrj-119	152	4	measure	measure	NOUN
abrj-119	152	5	volatility	volatility	NOUN
abrj-119	152	6	financial	financial	ADJ
abrj-119	152	7	measure	measure	NOUN
abrj-119	152	8	n	n	DET
abrj-119	152	9	correlation	correlation	NOUN
abrj-119	152	10	significance	significance	NOUN
abrj-119	152	11	n	n	ADP
abrj-119	152	12	correlation	correlation	NOUN
abrj-119	152	13	significance	significance	NOUN
abrj-119	152	14	price	price	NOUN
abrj-119	152	15	/	/	SYM
abrj-119	152	16	book	book	NOUN
abrj-119	152	17	value	value	NOUN
abrj-119	152	18	95	95	NUM
abrj-119	152	19	78.46	78.46	NUM
abrj-119	152	20	%	%	NOUN
abrj-119	152	21	0.00	0.00	NUM
abrj-119	152	22	%	%	NOUN
abrj-119	152	23	199	199	NUM
abrj-119	152	24	59.10	59.10	NUM
abrj-119	152	25	%	%	NOUN
abrj-119	152	26	0.00	0.00	NUM
abrj-119	152	27	%	%	NOUN
abrj-119	152	28	beta	beta	NOUN
abrj-119	152	29	165	165	NUM
abrj-119	152	30	-16.61	-16.61	NOUN
abrj-119	152	31	%	%	NOUN
abrj-119	152	32	3.29	3.29	NUM
abrj-119	152	33	%	%	NOUN
abrj-119	152	34	202	202	NUM
abrj-119	152	35	-28.10	-28.10	ADJ
abrj-119	152	36	%	%	NOUN
abrj-119	152	37	0.00	0.00	NUM
abrj-119	152	38	%	%	NOUN
abrj-119	152	39	17	17	NUM
abrj-119	152	40	48.40	48.40	NUM
abrj-119	152	41	%	%	NOUN
abrj-119	152	42	4.90	4.90	NUM
abrj-119	152	43	%	%	NOUN
abrj-119	152	44	return	return	NOUN
abrj-119	152	45	on	on	ADP
abrj-119	152	46	assets	asset	NOUN
abrj-119	152	47	114	114	NUM
abrj-119	152	48	27.67	27.67	NUM
abrj-119	152	49	%	%	NOUN
abrj-119	152	50	0.29	0.29	NUM
abrj-119	152	51	%	%	NOUN
abrj-119	152	52	203	203	NUM
abrj-119	152	53	25.40	25.40	NUM
abrj-119	152	54	%	%	NOUN
abrj-119	152	55	0.00	0.00	NUM
abrj-119	152	56	%	%	NOUN
abrj-119	152	57	202	202	NUM
abrj-119	152	58	30.50	30.50	NUM
abrj-119	152	59	%	%	NOUN
abrj-119	152	60	0.00	0.00	NUM
abrj-119	152	61	%	%	NOUN
abrj-119	152	62	162	162	NUM
abrj-119	152	63	27.50	27.50	NUM
abrj-119	152	64	%	%	NOUN
abrj-119	152	65	0.00	0.00	NUM
abrj-119	152	66	%	%	NOUN
abrj-119	152	67	cumulative	cumulative	ADJ
abrj-119	152	68	price	price	NOUN
abrj-119	152	69	change	change	NOUN
abrj-119	152	70	138	138	NUM
abrj-119	152	71	32.57	32.57	NUM
abrj-119	152	72	%	%	NOUN
abrj-119	152	73	0.01	0.01	NUM
abrj-119	152	74	%	%	NOUN
abrj-119	152	75	138	138	NUM
abrj-119	152	76	32.60	32.60	NUM
abrj-119	152	77	%	%	NOUN
abrj-119	152	78	0.00	0.00	NUM
abrj-119	152	79	%	%	NOUN
abrj-119	152	80	debt	debt	NOUN
abrj-119	152	81	/	/	SYM
abrj-119	152	82	ebitda	ebitda	NOUN
abrj-119	152	83	175	175	NUM
abrj-119	152	84	20.60	20.60	NUM
abrj-119	152	85	%	%	NOUN
abrj-119	152	86	0.60	0.60	NUM
abrj-119	152	87	%	%	NOUN
abrj-119	152	88	ebitda	ebitda	NOUN
abrj-119	152	89	/	/	SYM
abrj-119	152	90	assets	asset	NOUN
abrj-119	152	91	108	108	NUM
abrj-119	152	92	32.87	32.87	NUM
abrj-119	152	93	%	%	NOUN
abrj-119	152	94	0.05	0.05	NUM
abrj-119	152	95	%	%	NOUN
abrj-119	152	96	178	178	NUM
abrj-119	152	97	32.20	32.20	NUM
abrj-119	152	98	%	%	NOUN
abrj-119	152	99	0.00	0.00	NUM
abrj-119	152	100	%	%	NOUN
abrj-119	152	101	free	free	ADJ
abrj-119	152	102	cfl+dividends	cfl+dividend	NOUN
abrj-119	152	103	/debt	/debt	PUNCT
abrj-119	152	104	13	13	NUM
abrj-119	152	105	-58.48	-58.48	NUM
abrj-119	152	106	%	%	NOUN
abrj-119	152	107	3.58	3.58	NUM
abrj-119	152	108	%	%	NOUN
abrj-119	152	109	5	5	NUM
abrj-119	152	110	.	.	PUNCT
abrj-119	152	111	limitations	limitation	NOUN
abrj-119	152	112	of	of	ADP
abrj-119	152	113	the	the	DET
abrj-119	152	114	study	study	NOUN
abrj-119	152	115	limitations	limitation	NOUN
abrj-119	152	116	of	of	ADP
abrj-119	152	117	the	the	DET
abrj-119	152	118	study	study	NOUN
abrj-119	152	119	are	be	AUX
abrj-119	152	120	made	make	VERB
abrj-119	152	121	of	of	ADP
abrj-119	152	122	the	the	DET
abrj-119	152	123	following	following	NOUN
abrj-119	152	124	:	:	PUNCT
abrj-119	152	125	1study	1study	NUM
abrj-119	152	126	is	be	AUX
abrj-119	152	127	based	base	VERB
abrj-119	152	128	on	on	ADP
abrj-119	152	129	a	a	DET
abrj-119	152	130	small	small	ADJ
abrj-119	152	131	sample	sample	NOUN
abrj-119	152	132	because	because	SCONJ
abrj-119	152	133	of	of	ADP
abrj-119	152	134	missing	miss	VERB
abrj-119	152	135	data	datum	NOUN
abrj-119	152	136	.	.	PUNCT
abrj-119	153	1	2the	2the	DET
abrj-119	153	2	study	study	NOUN
abrj-119	153	3	is	be	AUX
abrj-119	153	4	based	base	VERB
abrj-119	153	5	on	on	ADP
abrj-119	153	6	one	one	NUM
abrj-119	153	7	market	market	NOUN
abrj-119	153	8	incident	incident	NOUN
abrj-119	153	9	(	(	PUNCT
abrj-119	153	10	adjustment	adjustment	NOUN
abrj-119	153	11	)	)	PUNCT
abrj-119	153	12	.	.	PUNCT
abrj-119	154	1	3the	3the	DET
abrj-119	154	2	study	study	NOUN
abrj-119	154	3	is	be	AUX
abrj-119	154	4	based	base	VERB
abrj-119	154	5	on	on	ADP
abrj-119	154	6	one	one	NUM
abrj-119	154	7	economic	economic	ADJ
abrj-119	154	8	sector	sector	NOUN
abrj-119	154	9	.	.	PUNCT
abrj-119	155	1	6	6	X
abrj-119	155	2	.	.	X
abrj-119	155	3	conclusions	conclusion	NOUN
abrj-119	155	4	and	and	CCONJ
abrj-119	155	5	recommendations	recommendation	NOUN
abrj-119	155	6	study	study	NOUN
abrj-119	155	7	showed	show	VERB
abrj-119	155	8	that	that	SCONJ
abrj-119	155	9	the	the	DET
abrj-119	155	10	correlation	correlation	NOUN
abrj-119	155	11	coefficient	coefficient	NOUN
abrj-119	155	12	of	of	ADP
abrj-119	155	13	financial	financial	ADJ
abrj-119	155	14	measures	measure	NOUN
abrj-119	155	15	’	'	PUNCT
abrj-119	155	16	volatilities	volatility	NOUN
abrj-119	155	17	with	with	ADP
abrj-119	155	18	that	that	PRON
abrj-119	155	19	of	of	ADP
abrj-119	155	20	stock	stock	NOUN
abrj-119	155	21	price	price	NOUN
abrj-119	155	22	volatility	volatility	NOUN
abrj-119	155	23	is	be	AUX
abrj-119	155	24	significant	significant	ADJ
abrj-119	155	25	.	.	PUNCT
abrj-119	156	1	the	the	DET
abrj-119	156	2	following	follow	VERB
abrj-119	156	3	is	be	AUX
abrj-119	156	4	a	a	DET
abrj-119	156	5	summary	summary	NOUN
abrj-119	156	6	of	of	ADP
abrj-119	156	7	observations	observation	NOUN
abrj-119	156	8	:	:	PUNCT
abrj-119	156	9	in	in	ADP
abrj-119	156	10	banking	banking	NOUN
abrj-119	156	11	sector	sector	NOUN
abrj-119	156	12	table	table	NOUN
abrj-119	156	13	7	7	NUM
abrj-119	156	14	,	,	PUNCT
abrj-119	156	15	correlation	correlation	NOUN
abrj-119	156	16	coefficient	coefficient	NOUN
abrj-119	156	17	of	of	ADP
abrj-119	156	18	price	price	NOUN
abrj-119	156	19	/	/	SYM
abrj-119	156	20	book	book	NOUN
abrj-119	156	21	value	value	NOUN
abrj-119	156	22	volatility	volatility	NOUN
abrj-119	156	23	with	with	ADP
abrj-119	156	24	that	that	PRON
abrj-119	156	25	of	of	ADP
abrj-119	156	26	stock	stock	NOUN
abrj-119	156	27	price	price	NOUN
abrj-119	156	28	volatility	volatility	NOUN
abrj-119	156	29	is	be	AUX
abrj-119	156	30	significantly	significantly	ADV
abrj-119	156	31	.	.	PUNCT
abrj-119	157	1	table	table	NOUN
abrj-119	157	2	7	7	NUM
abrj-119	157	3	.	.	PUNCT
abrj-119	157	4	banking	banking	NOUN
abrj-119	157	5	sector	sector	NOUN
abrj-119	157	6	industry	industry	NOUN
abrj-119	157	7	.	.	PUNCT
abrj-119	158	1	financial	financial	ADJ
abrj-119	158	2	measure	measure	NOUN
abrj-119	158	3	financial	financial	ADJ
abrj-119	158	4	measure	measure	NOUN
abrj-119	158	5	’s	’s	PART
abrj-119	158	6	volatility	volatility	NOUN
abrj-119	158	7	n	n	NOUN
abrj-119	158	8	correlation	correlation	NOUN
abrj-119	158	9	significance	significance	NOUN
abrj-119	158	10	price	price	NOUN
abrj-119	158	11	/book	/book	NOUN
abrj-119	158	12	value	value	NOUN
abrj-119	158	13	23	23	NUM
abrj-119	158	14	27	27	NUM
abrj-119	158	15	%	%	NOUN
abrj-119	158	16	0	0	NUM
abrj-119	158	17	%	%	NOUN
abrj-119	158	18	asian	asian	PROPN
abrj-119	158	19	business	business	PROPN
abrj-119	158	20	research	research	NOUN
abrj-119	158	21	journal	journal	NOUN
abrj-119	158	22	,	,	PUNCT
abrj-119	158	23	2022	2022	NUM
abrj-119	158	24	,	,	PUNCT
abrj-119	158	25	7	7	NUM
abrj-119	158	26	:	:	SYM
abrj-119	158	27	14	14	NUM
abrj-119	158	28	-	-	SYM
abrj-119	158	29	20	20	NUM
abrj-119	158	30	19	19	NUM
abrj-119	158	31	©	©	PROPN
abrj-119	158	32	2022	2022	NUM
abrj-119	158	33	by	by	ADP
abrj-119	158	34	the	the	DET
abrj-119	158	35	authors	author	NOUN
abrj-119	158	36	;	;	PUNCT
abrj-119	158	37	licensee	licensee	NOUN
abrj-119	158	38	eastern	eastern	ADJ
abrj-119	158	39	centre	centre	NOUN
abrj-119	158	40	of	of	ADP
abrj-119	158	41	science	science	NOUN
abrj-119	158	42	and	and	CCONJ
abrj-119	158	43	education	education	NOUN
abrj-119	158	44	,	,	PUNCT
abrj-119	158	45	usa	usa	PROPN
abrj-119	158	46	in	in	ADP
abrj-119	158	47	finance	finance	NOUN
abrj-119	158	48	companies	company	NOUN
abrj-119	158	49	’	’	PART
abrj-119	158	50	industry	industry	NOUN
abrj-119	158	51	table	table	NOUN
abrj-119	158	52	8	8	NUM
abrj-119	158	53	,	,	PUNCT
abrj-119	158	54	the	the	DET
abrj-119	158	55	correlation	correlation	NOUN
abrj-119	158	56	coefficient	coefficient	NOUN
abrj-119	158	57	of	of	ADP
abrj-119	158	58	price	price	NOUN
abrj-119	158	59	/book	/book	NOUN
abrj-119	158	60	value	value	NOUN
abrj-119	158	61	;	;	PUNCT
abrj-119	158	62	return	return	VERB
abrj-119	158	63	on	on	ADP
abrj-119	158	64	assets	asset	NOUN
abrj-119	158	65	;	;	PUNCT
abrj-119	158	66	and	and	CCONJ
abrj-119	158	67	earnings	earning	NOUN
abrj-119	158	68	before	before	ADP
abrj-119	158	69	interest	interest	NOUN
abrj-119	158	70	taxes	taxis	NOUN
abrj-119	158	71	depreciation	depreciation	NOUN
abrj-119	158	72	&	&	CCONJ
abrj-119	158	73	amortization	amortization	PROPN
abrj-119	158	74	/	/	SYM
abrj-119	158	75	assets	asset	NOUN
abrj-119	158	76	volatilities	volatility	NOUN
abrj-119	158	77	are	be	AUX
abrj-119	158	78	significantly	significantly	ADV
abrj-119	158	79	correlated	correlate	VERB
abrj-119	158	80	with	with	ADP
abrj-119	158	81	the	the	DET
abrj-119	158	82	stock	stock	NOUN
abrj-119	158	83	price	price	NOUN
abrj-119	158	84	’s	’s	PART
abrj-119	158	85	volatility	volatility	NOUN
abrj-119	158	86	.	.	PUNCT
abrj-119	159	1	table	table	NOUN
abrj-119	159	2	8	8	NUM
abrj-119	159	3	.	.	PUNCT
abrj-119	160	1	finance	finance	NOUN
abrj-119	160	2	companies	company	NOUN
abrj-119	160	3	industry	industry	NOUN
abrj-119	160	4	.	.	PUNCT
abrj-119	161	1	financial	financial	ADJ
abrj-119	161	2	measure	measure	NOUN
abrj-119	161	3	financial	financial	ADJ
abrj-119	161	4	measure	measure	NOUN
abrj-119	161	5	’s	’s	PART
abrj-119	161	6	volatility	volatility	NOUN
abrj-119	161	7	n	n	NOUN
abrj-119	161	8	correlation	correlation	NOUN
abrj-119	161	9	significance	significance	NOUN
abrj-119	161	10	price	price	NOUN
abrj-119	161	11	/book	/book	NOUN
abrj-119	161	12	value	value	NOUN
abrj-119	161	13	38	38	NUM
abrj-119	161	14	79	79	NUM
abrj-119	161	15	%	%	NOUN
abrj-119	161	16	0	0	NUM
abrj-119	161	17	%	%	NOUN
abrj-119	161	18	return	return	NOUN
abrj-119	161	19	on	on	ADP
abrj-119	161	20	assets	asset	NOUN
abrj-119	161	21	48	48	NUM
abrj-119	161	22	62	62	NUM
abrj-119	161	23	%	%	NOUN
abrj-119	161	24	0	0	NUM
abrj-119	161	25	%	%	NOUN
abrj-119	161	26	ebitda	ebitda	NOUN
abrj-119	161	27	/	/	SYM
abrj-119	161	28	assets	asset	NOUN
abrj-119	161	29	44	44	NUM
abrj-119	161	30	-32	-32	SYM
abrj-119	161	31	%	%	NOUN
abrj-119	161	32	3	3	NUM
abrj-119	161	33	%	%	NOUN
abrj-119	161	34	in	in	ADP
abrj-119	161	35	the	the	DET
abrj-119	161	36	insurance	insurance	NOUN
abrj-119	161	37	industry	industry	NOUN
abrj-119	161	38	table	table	NOUN
abrj-119	161	39	9	9	NUM
abrj-119	161	40	,	,	PUNCT
abrj-119	161	41	correlation	correlation	NOUN
abrj-119	161	42	coefficient	coefficient	NOUN
abrj-119	161	43	of	of	ADP
abrj-119	161	44	price	price	NOUN
abrj-119	161	45	/	/	SYM
abrj-119	161	46	earnings	earning	NOUN
abrj-119	161	47	,	,	PUNCT
abrj-119	161	48	price	price	NOUN
abrj-119	161	49	/book	/book	NOUN
abrj-119	161	50	value	value	NOUN
abrj-119	161	51	,	,	PUNCT
abrj-119	161	52	return	return	VERB
abrj-119	161	53	on	on	ADP
abrj-119	161	54	equity	equity	NOUN
abrj-119	161	55	,	,	PUNCT
abrj-119	161	56	and	and	CCONJ
abrj-119	161	57	return	return	VERB
abrj-119	161	58	on	on	ADP
abrj-119	161	59	investment	investment	NOUN
abrj-119	161	60	volatilities	volatility	NOUN
abrj-119	161	61	are	be	AUX
abrj-119	161	62	significantly	significantly	ADV
abrj-119	161	63	correlated	correlate	VERB
abrj-119	161	64	with	with	ADP
abrj-119	161	65	the	the	DET
abrj-119	161	66	stock	stock	NOUN
abrj-119	161	67	price	price	NOUN
abrj-119	161	68	volatility	volatility	NOUN
abrj-119	161	69	.	.	PUNCT
abrj-119	162	1	table	table	NOUN
abrj-119	162	2	9	9	NUM
abrj-119	162	3	.	.	PUNCT
abrj-119	162	4	insurance	insurance	NOUN
abrj-119	162	5	industry	industry	NOUN
abrj-119	162	6	.	.	PUNCT
abrj-119	163	1	financial	financial	ADJ
abrj-119	163	2	measure	measure	NOUN
abrj-119	163	3	financial	financial	ADJ
abrj-119	163	4	measure	measure	NOUN
abrj-119	163	5	’s	’s	PART
abrj-119	163	6	volatility	volatility	NOUN
abrj-119	163	7	n	n	NOUN
abrj-119	163	8	correlation	correlation	NOUN
abrj-119	163	9	significance	significance	NOUN
abrj-119	163	10	price	price	NOUN
abrj-119	163	11	/	/	SYM
abrj-119	163	12	earnings	earning	NOUN
abrj-119	163	13	92	92	NUM
abrj-119	163	14	-26.02	-26.02	NUM
abrj-119	163	15	%	%	NOUN
abrj-119	163	16	1.22	1.22	NUM
abrj-119	163	17	%	%	NOUN
abrj-119	163	18	price	price	NOUN
abrj-119	163	19	/	/	SYM
abrj-119	163	20	book	book	NOUN
abrj-119	163	21	value	value	NOUN
abrj-119	163	22	94	94	NUM
abrj-119	163	23	62.54	62.54	NUM
abrj-119	163	24	%	%	NOUN
abrj-119	163	25	0.00	0.00	NUM
abrj-119	163	26	%	%	NOUN
abrj-119	163	27	return	return	NOUN
abrj-119	163	28	on	on	ADP
abrj-119	163	29	equity	equity	NOUN
abrj-119	163	30	113	113	NUM
abrj-119	163	31	22.65	22.65	NUM
abrj-119	163	32	%	%	NOUN
abrj-119	163	33	1.58	1.58	NUM
abrj-119	163	34	%	%	NOUN
abrj-119	163	35	return	return	NOUN
abrj-119	163	36	on	on	ADP
abrj-119	163	37	investment	investment	NOUN
abrj-119	163	38	115	115	NUM
abrj-119	163	39	25.15	25.15	NUM
abrj-119	163	40	%	%	NOUN
abrj-119	163	41	0.67	0.67	NUM
abrj-119	163	42	%	%	NOUN
abrj-119	163	43	in	in	ADP
abrj-119	163	44	the	the	DET
abrj-119	163	45	real	real	ADJ
abrj-119	163	46	estate	estate	NOUN
abrj-119	163	47	investment	investment	NOUN
abrj-119	163	48	trust	trust	NOUN
abrj-119	163	49	industry	industry	NOUN
abrj-119	163	50	table	table	NOUN
abrj-119	163	51	10	10	NUM
abrj-119	163	52	the	the	DET
abrj-119	163	53	correlation	correlation	NOUN
abrj-119	163	54	coefficient	coefficient	NOUN
abrj-119	163	55	of	of	ADP
abrj-119	163	56	price	price	NOUN
abrj-119	163	57	/	/	SYM
abrj-119	163	58	book	book	NOUN
abrj-119	163	59	value	value	NOUN
abrj-119	163	60	,	,	PUNCT
abrj-119	163	61	return	return	VERB
abrj-119	163	62	on	on	ADP
abrj-119	163	63	assets	asset	NOUN
abrj-119	163	64	,	,	PUNCT
abrj-119	163	65	return	return	VERB
abrj-119	163	66	on	on	ADP
abrj-119	163	67	equity	equity	NOUN
abrj-119	163	68	,	,	PUNCT
abrj-119	163	69	return	return	VERB
abrj-119	163	70	on	on	ADP
abrj-119	163	71	investment	investment	NOUN
abrj-119	163	72	,	,	PUNCT
abrj-119	163	73	tangible	tangible	ADJ
abrj-119	163	74	financial	financial	ADJ
abrj-119	163	75	leverage	leverage	NOUN
abrj-119	163	76	,	,	PUNCT
abrj-119	163	77	and	and	CCONJ
abrj-119	163	78	z	z	NOUN
abrj-119	163	79	score	score	NOUN
abrj-119	163	80	volatilities	volatility	NOUN
abrj-119	163	81	are	be	AUX
abrj-119	163	82	significantly	significantly	ADV
abrj-119	163	83	correlated	correlate	VERB
abrj-119	163	84	with	with	ADP
abrj-119	163	85	stock	stock	NOUN
abrj-119	163	86	price	price	NOUN
abrj-119	163	87	volatility	volatility	NOUN
abrj-119	163	88	.	.	PUNCT
abrj-119	164	1	table	table	NOUN
abrj-119	164	2	10	10	NUM
abrj-119	164	3	.	.	PUNCT
abrj-119	165	1	real	real	ADJ
abrj-119	165	2	estate	estate	NOUN
abrj-119	165	3	investment	investment	NOUN
abrj-119	165	4	trust	trust	NOUN
abrj-119	165	5	industry	industry	NOUN
abrj-119	165	6	.	.	PUNCT
abrj-119	166	1	financial	financial	ADJ
abrj-119	166	2	measure	measure	NOUN
abrj-119	166	3	financial	financial	ADJ
abrj-119	166	4	measure	measure	NOUN
abrj-119	166	5	’s	’s	PART
abrj-119	166	6	volatility	volatility	NOUN
abrj-119	166	7	n	n	NOUN
abrj-119	166	8	correlation	correlation	NOUN
abrj-119	166	9	significance	significance	NOUN
abrj-119	166	10	p	p	X
abrj-119	166	11	/	/	SYM
abrj-119	166	12	bv	bv	PROPN
abrj-119	166	13	118	118	NUM
abrj-119	166	14	26.30	26.30	NUM
abrj-119	166	15	%	%	NOUN
abrj-119	166	16	0.40	0.40	NUM
abrj-119	166	17	%	%	NOUN
abrj-119	166	18	roa	roa	NOUN
abrj-119	166	19	124	124	NUM
abrj-119	166	20	32.13	32.13	NUM
abrj-119	166	21	%	%	NOUN
abrj-119	166	22	0.03	0.03	NUM
abrj-119	166	23	%	%	NOUN
abrj-119	166	24	roe	roe	NOUN
abrj-119	166	25	116	116	NUM
abrj-119	166	26	19.64	19.64	NUM
abrj-119	166	27	%	%	NOUN
abrj-119	166	28	3.46	3.46	NUM
abrj-119	166	29	%	%	NOUN
abrj-119	166	30	return	return	NOUN
abrj-119	166	31	on	on	ADP
abrj-119	166	32	investment	investment	NOUN
abrj-119	166	33	124	124	NUM
abrj-119	166	34	-19.58	-19.58	PROPN
abrj-119	166	35	%	%	NOUN
abrj-119	166	36	2.93	2.93	NUM
abrj-119	166	37	%	%	NOUN
abrj-119	166	38	tang	tang	NOUN
abrj-119	166	39	financial	financial	ADJ
abrj-119	166	40	leverage	leverage	NOUN
abrj-119	166	41	167	167	NUM
abrj-119	166	42	21.86	21.86	NUM
abrj-119	166	43	%	%	NOUN
abrj-119	166	44	0.45	0.45	NUM
abrj-119	166	45	%	%	NOUN
abrj-119	166	46	z	z	NOUN
abrj-119	166	47	score	score	NOUN
abrj-119	166	48	2	2	NUM
abrj-119	166	49	100.00	100.00	NUM
abrj-119	166	50	%	%	NOUN
abrj-119	166	51	0.00	0.00	NUM
abrj-119	166	52	%	%	NOUN
abrj-119	166	53	in	in	ADP
abrj-119	166	54	thrift	thrift	NOUN
abrj-119	166	55	industry	industry	NOUN
abrj-119	166	56	table	table	NOUN
abrj-119	166	57	11	11	NUM
abrj-119	166	58	,	,	PUNCT
abrj-119	166	59	the	the	DET
abrj-119	166	60	correlation	correlation	NOUN
abrj-119	166	61	coefficient	coefficient	NOUN
abrj-119	166	62	of	of	ADP
abrj-119	166	63	price	price	NOUN
abrj-119	166	64	/	/	SYM
abrj-119	166	65	book	book	NOUN
abrj-119	166	66	value	value	NOUN
abrj-119	166	67	,	,	PUNCT
abrj-119	166	68	beta	beta	NOUN
abrj-119	166	69	,	,	PUNCT
abrj-119	166	70	return	return	VERB
abrj-119	166	71	on	on	ADP
abrj-119	166	72	assets	asset	NOUN
abrj-119	166	73	,	,	PUNCT
abrj-119	166	74	cumulative	cumulative	ADJ
abrj-119	166	75	price	price	NOUN
abrj-119	166	76	change	change	NOUN
abrj-119	166	77	,	,	PUNCT
abrj-119	166	78	earnings	earning	NOUN
abrj-119	166	79	before	before	ADP
abrj-119	166	80	interest	interest	NOUN
abrj-119	166	81	taxes	taxis	NOUN
abrj-119	166	82	depreciation	depreciation	NOUN
abrj-119	166	83	&	&	CCONJ
abrj-119	166	84	amortization	amortization	NOUN
abrj-119	166	85	/	/	SYM
abrj-119	166	86	assets	asset	NOUN
abrj-119	166	87	,	,	PUNCT
abrj-119	166	88	and	and	CCONJ
abrj-119	166	89	free	free	ADJ
abrj-119	166	90	cfl	cfl	NOUN
abrj-119	166	91	+	+	NOUN
abrj-119	166	92	dividends	dividend	NOUN
abrj-119	166	93	/	/	SYM
abrj-119	166	94	debt	debt	NOUN
abrj-119	166	95	volatilities	volatility	NOUN
abrj-119	166	96	are	be	AUX
abrj-119	166	97	significantly	significantly	ADV
abrj-119	166	98	correlated	correlate	VERB
abrj-119	166	99	with	with	ADP
abrj-119	166	100	the	the	DET
abrj-119	166	101	stock	stock	NOUN
abrj-119	166	102	price	price	NOUN
abrj-119	166	103	volatility	volatility	NOUN
abrj-119	166	104	.	.	PUNCT
abrj-119	167	1	table	table	NOUN
abrj-119	167	2	11	11	NUM
abrj-119	167	3	.	.	PUNCT
abrj-119	168	1	thrift	thrift	NOUN
abrj-119	168	2	industry	industry	NOUN
abrj-119	168	3	.	.	PUNCT
abrj-119	169	1	financial	financial	ADJ
abrj-119	169	2	measure	measure	NOUN
abrj-119	169	3	financial	financial	ADJ
abrj-119	169	4	measure	measure	NOUN
abrj-119	169	5	’s	’s	PART
abrj-119	169	6	volatility	volatility	NOUN
abrj-119	169	7	n	n	NOUN
abrj-119	169	8	correlation	correlation	NOUN
abrj-119	169	9	significance	significance	NOUN
abrj-119	169	10	price	price	NOUN
abrj-119	169	11	/	/	SYM
abrj-119	169	12	book	book	NOUN
abrj-119	169	13	value	value	NOUN
abrj-119	169	14	95	95	NUM
abrj-119	169	15	78.46	78.46	NUM
abrj-119	169	16	%	%	NOUN
abrj-119	169	17	0.00	0.00	NUM
abrj-119	169	18	%	%	NOUN
abrj-119	169	19	beta	beta	NOUN
abrj-119	169	20	165	165	NUM
abrj-119	169	21	-16.61	-16.61	NOUN
abrj-119	169	22	%	%	NOUN
abrj-119	169	23	3.29	3.29	NUM
abrj-119	169	24	%	%	NOUN
abrj-119	169	25	return	return	NOUN
abrj-119	169	26	on	on	ADP
abrj-119	169	27	assets	asset	NOUN
abrj-119	169	28	114	114	NUM
abrj-119	169	29	27.67	27.67	NUM
abrj-119	169	30	%	%	NOUN
abrj-119	169	31	0.29	0.29	NUM
abrj-119	169	32	%	%	NOUN
abrj-119	169	33	cumulative	cumulative	ADJ
abrj-119	169	34	price	price	NOUN
abrj-119	169	35	change	change	NOUN
abrj-119	169	36	138	138	NUM
abrj-119	169	37	32.57	32.57	NUM
abrj-119	169	38	%	%	NOUN
abrj-119	169	39	0.01	0.01	NUM
abrj-119	169	40	%	%	NOUN
abrj-119	169	41	ebitda	ebitda	NOUN
abrj-119	169	42	/	/	SYM
abrj-119	169	43	assets	asset	NOUN
abrj-119	169	44	108	108	NUM
abrj-119	169	45	32.87	32.87	NUM
abrj-119	169	46	%	%	NOUN
abrj-119	169	47	0.05	0.05	NUM
abrj-119	169	48	%	%	NOUN
abrj-119	169	49	free	free	ADJ
abrj-119	169	50	cfl	cfl	NOUN
abrj-119	169	51	+	+	NOUN
abrj-119	169	52	dividends	dividend	NOUN
abrj-119	169	53	/	/	SYM
abrj-119	169	54	debt	debt	NOUN
abrj-119	169	55	13	13	NUM
abrj-119	169	56	-58.48	-58.48	SYM
abrj-119	169	57	%	%	NOUN
abrj-119	169	58	3.58	3.58	NUM
abrj-119	169	59	%	%	NOUN
abrj-119	169	60	the	the	DET
abrj-119	169	61	measure	measure	NOUN
abrj-119	169	62	with	with	ADP
abrj-119	169	63	the	the	DET
abrj-119	169	64	highest	high	ADJ
abrj-119	169	65	consistency	consistency	NOUN
abrj-119	169	66	across	across	ADP
abrj-119	169	67	the	the	DET
abrj-119	169	68	financial	financial	ADJ
abrj-119	169	69	sector	sector	NOUN
abrj-119	169	70	is	be	AUX
abrj-119	169	71	the	the	DET
abrj-119	169	72	volatility	volatility	NOUN
abrj-119	169	73	of	of	ADP
abrj-119	169	74	price	price	NOUN
abrj-119	169	75	/	/	SYM
abrj-119	169	76	book	book	NOUN
abrj-119	169	77	ratio	ratio	NOUN
abrj-119	169	78	;	;	PUNCT
abrj-119	169	79	it	it	PRON
abrj-119	169	80	exhibited	exhibit	VERB
abrj-119	169	81	significant	significant	ADJ
abrj-119	169	82	effect	effect	NOUN
abrj-119	169	83	across	across	ADP
abrj-119	169	84	five	five	NUM
abrj-119	169	85	industries	industry	NOUN
abrj-119	169	86	.	.	PUNCT
abrj-119	170	1	it	it	PRON
abrj-119	170	2	is	be	AUX
abrj-119	170	3	worthy	worthy	ADJ
abrj-119	170	4	to	to	PART
abrj-119	170	5	note	note	VERB
abrj-119	170	6	that	that	SCONJ
abrj-119	170	7	beta	beta	NOUN
abrj-119	170	8	,	,	PUNCT
abrj-119	170	9	a	a	DET
abrj-119	170	10	measure	measure	NOUN
abrj-119	170	11	of	of	ADP
abrj-119	170	12	systematic	systematic	ADJ
abrj-119	170	13	risk	risk	NOUN
abrj-119	170	14	,	,	PUNCT
abrj-119	170	15	showed	show	VERB
abrj-119	170	16	significant	significant	ADJ
abrj-119	170	17	effect	effect	NOUN
abrj-119	170	18	(	(	PUNCT
abrj-119	170	19	strong	strong	ADJ
abrj-119	170	20	negative	negative	ADJ
abrj-119	170	21	)	)	PUNCT
abrj-119	170	22	only	only	ADV
abrj-119	170	23	in	in	ADP
abrj-119	170	24	one	one	NUM
abrj-119	170	25	sector	sector	NOUN
abrj-119	170	26	,	,	PUNCT
abrj-119	170	27	which	which	PRON
abrj-119	170	28	is	be	AUX
abrj-119	170	29	thrift	thrift	NOUN
abrj-119	170	30	industry	industry	NOUN
abrj-119	170	31	.	.	PUNCT
abrj-119	171	1	in	in	ADP
abrj-119	171	2	addition	addition	NOUN
abrj-119	171	3	,	,	PUNCT
abrj-119	171	4	none	none	NOUN
abrj-119	171	5	of	of	ADP
abrj-119	171	6	the	the	DET
abrj-119	171	7	financial	financial	ADJ
abrj-119	171	8	measures	measure	NOUN
abrj-119	171	9	showed	show	VERB
abrj-119	171	10	any	any	DET
abrj-119	171	11	effect	effect	NOUN
abrj-119	171	12	in	in	ADP
abrj-119	171	13	brokers	broker	NOUN
abrj-119	171	14	,	,	PUNCT
abrj-119	171	15	dealers	dealer	NOUN
abrj-119	171	16	,	,	PUNCT
abrj-119	171	17	and	and	CCONJ
abrj-119	171	18	investment	investment	NOUN
abrj-119	171	19	bank	bank	NOUN
abrj-119	171	20	sectors	sector	NOUN
abrj-119	171	21	.	.	PUNCT
abrj-119	172	1	it	it	PRON
abrj-119	172	2	is	be	AUX
abrj-119	172	3	recommended	recommend	VERB
abrj-119	172	4	to	to	PART
abrj-119	172	5	build	build	VERB
abrj-119	172	6	on	on	ADP
abrj-119	172	7	this	this	DET
abrj-119	172	8	study	study	NOUN
abrj-119	172	9	by	by	ADP
abrj-119	172	10	exploring	explore	VERB
abrj-119	172	11	the	the	DET
abrj-119	172	12	effect	effect	NOUN
abrj-119	172	13	of	of	ADP
abrj-119	172	14	financial	financial	ADJ
abrj-119	172	15	measures	measure	NOUN
abrj-119	172	16	volatility	volatility	NOUN
abrj-119	172	17	on	on	ADP
abrj-119	172	18	other	other	ADJ
abrj-119	172	19	economic	economic	ADJ
abrj-119	172	20	sectors	sector	NOUN
abrj-119	172	21	,	,	PUNCT
abrj-119	172	22	using	use	VERB
abrj-119	172	23	different	different	ADJ
abrj-119	172	24	time	time	NOUN
abrj-119	172	25	frames	frame	NOUN
abrj-119	172	26	,	,	PUNCT
abrj-119	172	27	and	and	CCONJ
abrj-119	172	28	accounting	account	VERB
abrj-119	172	29	for	for	ADP
abrj-119	172	30	other	other	ADJ
abrj-119	172	31	variables	variable	NOUN
abrj-119	172	32	such	such	ADJ
abrj-119	172	33	as	as	ADP
abrj-119	172	34	firm	firm	ADJ
abrj-119	172	35	size	size	NOUN
abrj-119	172	36	to	to	PART
abrj-119	172	37	address	address	VERB
abrj-119	172	38	the	the	DET
abrj-119	172	39	reliability	reliability	NOUN
abrj-119	172	40	of	of	ADP
abrj-119	172	41	the	the	DET
abrj-119	172	42	results	result	NOUN
abrj-119	172	43	.	.	PUNCT
abrj-119	173	1	in	in	ADP
abrj-119	173	2	addition	addition	NOUN
abrj-119	173	3	,	,	PUNCT
abrj-119	173	4	it	it	PRON
abrj-119	173	5	is	be	AUX
abrj-119	173	6	important	important	ADJ
abrj-119	173	7	to	to	PART
abrj-119	173	8	address	address	VERB
abrj-119	173	9	the	the	DET
abrj-119	173	10	failure	failure	NOUN
abrj-119	173	11	of	of	ADP
abrj-119	173	12	beta	beta	NOUN
abrj-119	173	13	to	to	PART
abrj-119	173	14	explain	explain	VERB
abrj-119	173	15	stock	stock	NOUN
abrj-119	173	16	price	price	NOUN
abrj-119	173	17	movements	movement	NOUN
abrj-119	173	18	during	during	ADP
abrj-119	173	19	market	market	NOUN
abrj-119	173	20	crash	crash	NOUN
abrj-119	173	21	period	period	NOUN
abrj-119	173	22	.	.	PUNCT
abrj-119	174	1	finally	finally	ADV
abrj-119	174	2	,	,	PUNCT
abrj-119	174	3	it	it	PRON
abrj-119	174	4	is	be	AUX
abrj-119	174	5	vital	vital	ADJ
abrj-119	174	6	to	to	PART
abrj-119	174	7	address	address	VERB
abrj-119	174	8	a	a	DET
abrj-119	174	9	key	key	ADJ
abrj-119	174	10	question	question	NOUN
abrj-119	174	11	;	;	PUNCT
abrj-119	174	12	what	what	PRON
abrj-119	174	13	are	be	AUX
abrj-119	174	14	the	the	DET
abrj-119	174	15	real	real	ADJ
abrj-119	174	16	forces	force	NOUN
abrj-119	174	17	that	that	PRON
abrj-119	174	18	are	be	AUX
abrj-119	174	19	driving	drive	VERB
abrj-119	174	20	financial	financial	ADJ
abrj-119	174	21	markets	market	NOUN
abrj-119	174	22	?	?	PUNCT
abrj-119	175	1	references	reference	NOUN
abrj-119	175	2	ang	ang	PROPN
abrj-119	175	3	,	,	PUNCT
abrj-119	175	4	a.	a.	PROPN
abrj-119	175	5	,	,	PUNCT
abrj-119	175	6	&	&	CCONJ
abrj-119	175	7	bekaert	bekaert	PROPN
abrj-119	175	8	,	,	PUNCT
abrj-119	175	9	g.	g.	PROPN
abrj-119	175	10	(	(	PUNCT
abrj-119	175	11	2007	2007	NUM
abrj-119	175	12	)	)	PUNCT
abrj-119	175	13	.	.	PUNCT
abrj-119	176	1	stock	stock	NOUN
abrj-119	176	2	return	return	NOUN
abrj-119	176	3	predictability	predictability	NOUN
abrj-119	176	4	:	:	PUNCT
abrj-119	176	5	is	be	AUX
abrj-119	176	6	it	it	PRON
abrj-119	176	7	there	there	ADV
abrj-119	176	8	?	?	PUNCT
abrj-119	177	1	the	the	DET
abrj-119	177	2	review	review	NOUN
abrj-119	177	3	of	of	ADP
abrj-119	177	4	financial	financial	ADJ
abrj-119	177	5	studies	study	NOUN
abrj-119	177	6	,	,	PUNCT
abrj-119	177	7	20(3	20(3	NOUN
abrj-119	177	8	)	)	PUNCT
abrj-119	177	9	,	,	PUNCT
abrj-119	177	10	651	651	NUM
abrj-119	177	11	-	-	SYM
abrj-119	177	12	707	707	NUM
abrj-119	177	13	.	.	PUNCT
abrj-119	177	14	aras	aras	PROPN
abrj-119	177	15	,	,	PUNCT
abrj-119	177	16	g.	g.	PROPN
abrj-119	177	17	,	,	PUNCT
abrj-119	177	18	&	&	CCONJ
abrj-119	177	19	yilmaz	yilmaz	PROPN
abrj-119	177	20	,	,	PUNCT
abrj-119	177	21	m.	m.	PROPN
abrj-119	177	22	k.	k.	PROPN
abrj-119	177	23	(	(	PUNCT
abrj-119	177	24	2008	2008	NUM
abrj-119	177	25	)	)	PUNCT
abrj-119	177	26	.	.	PUNCT
abrj-119	178	1	price	price	NOUN
abrj-119	178	2	-	-	PUNCT
abrj-119	178	3	earnings	earning	NOUN
abrj-119	178	4	ratio	ratio	NOUN
abrj-119	178	5	,	,	PUNCT
abrj-119	178	6	dividend	dividend	NOUN
abrj-119	178	7	yield	yield	NOUN
abrj-119	178	8	,	,	PUNCT
abrj-119	178	9	and	and	CCONJ
abrj-119	178	10	market	market	NOUN
abrj-119	178	11	-	-	PUNCT
abrj-119	178	12	to	to	ADP
abrj-119	178	13	-	-	PUNCT
abrj-119	178	14	book	book	NOUN
abrj-119	178	15	ratio	ratio	NOUN
abrj-119	178	16	to	to	PART
abrj-119	178	17	predict	predict	VERB
abrj-119	178	18	return	return	NOUN
abrj-119	178	19	on	on	ADP
abrj-119	178	20	stock	stock	NOUN
abrj-119	178	21	market	market	NOUN
abrj-119	178	22	:	:	PUNCT
abrj-119	178	23	evidence	evidence	NOUN
abrj-119	178	24	from	from	ADP
abrj-119	178	25	the	the	DET
abrj-119	178	26	emerging	emerge	VERB
abrj-119	178	27	markets	market	NOUN
abrj-119	178	28	.	.	PUNCT
abrj-119	179	1	journal	journal	NOUN
abrj-119	179	2	of	of	ADP
abrj-119	179	3	global	global	ADJ
abrj-119	179	4	business	business	NOUN
abrj-119	179	5	and	and	CCONJ
abrj-119	179	6	technology	technology	NOUN
abrj-119	179	7	,	,	PUNCT
abrj-119	179	8	4(1	4(1	NOUN
abrj-119	179	9	)	)	PUNCT
abrj-119	179	10	,	,	PUNCT
abrj-119	179	11	18	18	NUM
abrj-119	179	12	-	-	SYM
abrj-119	179	13	30	30	NUM
abrj-119	179	14	.	.	PUNCT
abrj-119	180	1	baigent	baigent	ADJ
abrj-119	180	2	,	,	PUNCT
abrj-119	180	3	g.	g.	PROPN
abrj-119	180	4	,	,	PUNCT
abrj-119	180	5	&	&	CCONJ
abrj-119	180	6	massaro	massaro	PROPN
abrj-119	180	7	,	,	PUNCT
abrj-119	180	8	g.	g.	PROPN
abrj-119	180	9	v.	v.	PROPN
abrj-119	180	10	(	(	PUNCT
abrj-119	180	11	2005	2005	NUM
abrj-119	180	12	)	)	PUNCT
abrj-119	180	13	.	.	PUNCT
abrj-119	181	1	derivatives	derivative	NOUN
abrj-119	181	2	and	and	CCONJ
abrj-119	181	3	the	the	DET
abrj-119	181	4	1987	1987	NUM
abrj-119	181	5	market	market	NOUN
abrj-119	181	6	crash	crash	NOUN
abrj-119	181	7	.	.	PUNCT
abrj-119	182	1	management	management	NOUN
abrj-119	182	2	research	research	PROPN
abrj-119	182	3	news	news	PROPN
abrj-119	182	4	patrington	patrington	PROPN
abrj-119	182	5	,	,	PUNCT
abrj-119	182	6	28(1	28(1	NOUN
abrj-119	182	7	)	)	PUNCT
abrj-119	182	8	,	,	PUNCT
abrj-119	182	9	94-105.available	94-105.available	NOUN
abrj-119	182	10	at	at	ADP
abrj-119	182	11	:	:	PUNCT
abrj-119	182	12	https://doi.org/10.1108/01409170510784742	https://doi.org/10.1108/01409170510784742	PROPN
abrj-119	182	13	.	.	PUNCT
abrj-119	183	1	campbell	campbell	PROPN
abrj-119	183	2	,	,	PUNCT
abrj-119	183	3	r.	r.	PROPN
abrj-119	183	4	,	,	PUNCT
abrj-119	183	5	koedijk	koedijk	PROPN
abrj-119	183	6	,	,	PUNCT
abrj-119	183	7	k.	k.	PROPN
abrj-119	183	8	,	,	PUNCT
abrj-119	183	9	&	&	CCONJ
abrj-119	183	10	kofman	kofman	PROPN
abrj-119	183	11	,	,	PUNCT
abrj-119	183	12	p.	p.	NOUN
abrj-119	183	13	(	(	PUNCT
abrj-119	183	14	2002	2002	NUM
abrj-119	183	15	)	)	PUNCT
abrj-119	183	16	.	.	PUNCT
abrj-119	184	1	increased	increase	VERB
abrj-119	184	2	correlation	correlation	NOUN
abrj-119	184	3	in	in	ADP
abrj-119	184	4	bear	bear	NOUN
abrj-119	184	5	markets	market	NOUN
abrj-119	184	6	.	.	PUNCT
abrj-119	185	1	financial	financial	ADJ
abrj-119	185	2	analysts	analyst	NOUN
abrj-119	185	3	journal	journal	NOUN
abrj-119	185	4	,	,	PUNCT
abrj-119	185	5	58(1	58(1	NUM
abrj-119	185	6	)	)	PUNCT
abrj-119	185	7	,	,	PUNCT
abrj-119	185	8	87-94.available	87-94.available	NUM
abrj-119	185	9	at	at	ADP
abrj-119	185	10	:	:	PUNCT
abrj-119	185	11	https://doi.org/10.2469/faj.v58.n1.2512	https://doi.org/10.2469/faj.v58.n1.2512	PROPN
abrj-119	185	12	.	.	PUNCT
abrj-119	185	13	chue	chue	PROPN
abrj-119	185	14	,	,	PUNCT
abrj-119	185	15	t.	t.	PROPN
abrj-119	185	16	k.	k.	PROPN
abrj-119	185	17	,	,	PUNCT
abrj-119	185	18	wang	wang	PROPN
abrj-119	185	19	,	,	PUNCT
abrj-119	185	20	y.	y.	PROPN
abrj-119	185	21	,	,	PUNCT
abrj-119	185	22	&	&	CCONJ
abrj-119	185	23	xu	xu	PROPN
abrj-119	185	24	,	,	PUNCT
abrj-119	185	25	j.	j.	PROPN
abrj-119	185	26	(	(	PUNCT
abrj-119	185	27	2015	2015	NUM
abrj-119	185	28	)	)	PUNCT
abrj-119	185	29	.	.	PUNCT
abrj-119	186	1	the	the	DET
abrj-119	186	2	crash	crash	NOUN
abrj-119	186	3	risks	risk	NOUN
abrj-119	186	4	of	of	ADP
abrj-119	186	5	style	style	NOUN
abrj-119	186	6	investing	investing	NOUN
abrj-119	186	7	:	:	PUNCT
abrj-119	186	8	can	can	AUX
abrj-119	186	9	they	they	PRON
abrj-119	186	10	be	be	AUX
abrj-119	186	11	internationally	internationally	ADV
abrj-119	186	12	diversified	diversified	ADJ
abrj-119	186	13	?	?	PUNCT
abrj-119	187	1	financial	financial	ADJ
abrj-119	187	2	analysts	analyst	NOUN
abrj-119	187	3	journal	journal	NOUN
abrj-119	187	4	,	,	PUNCT
abrj-119	187	5	71(3	71(3	NUM
abrj-119	187	6	)	)	PUNCT
abrj-119	187	7	,	,	PUNCT
abrj-119	187	8	34-46.available	34-46.available	ADJ
abrj-119	187	9	at	at	ADP
abrj-119	187	10	:	:	PUNCT
abrj-119	187	11	https://doi.org/10.2469/faj.v71.n3.7	https://doi.org/10.2469/faj.v71.n3.7	NOUN
abrj-119	187	12	.	.	PUNCT
abrj-119	188	1	asian	asian	ADJ
abrj-119	188	2	business	business	PROPN
abrj-119	188	3	research	research	NOUN
abrj-119	188	4	journal	journal	NOUN
abrj-119	188	5	,	,	PUNCT
abrj-119	188	6	2022	2022	NUM
abrj-119	188	7	,	,	PUNCT
abrj-119	188	8	7	7	NUM
abrj-119	188	9	:	:	SYM
abrj-119	188	10	14	14	NUM
abrj-119	188	11	-	-	SYM
abrj-119	188	12	20	20	NUM
abrj-119	188	13	20	20	NUM
abrj-119	188	14	©	©	PROPN
abrj-119	188	15	2022	2022	NUM
abrj-119	188	16	by	by	ADP
abrj-119	188	17	the	the	DET
abrj-119	188	18	authors	author	NOUN
abrj-119	188	19	;	;	PUNCT
abrj-119	188	20	licensee	licensee	NOUN
abrj-119	188	21	eastern	eastern	ADJ
abrj-119	188	22	centre	centre	NOUN
abrj-119	188	23	of	of	ADP
abrj-119	188	24	science	science	NOUN
abrj-119	188	25	and	and	CCONJ
abrj-119	188	26	education	education	NOUN
abrj-119	188	27	,	,	PUNCT
abrj-119	188	28	usa	usa	PROPN
abrj-119	188	29	de	de	PROPN
abrj-119	188	30	bandt	bandt	PROPN
abrj-119	188	31	,	,	PUNCT
abrj-119	188	32	o.	o.	PROPN
abrj-119	188	33	,	,	PUNCT
abrj-119	188	34	&	&	CCONJ
abrj-119	188	35	hartmann	hartmann	PROPN
abrj-119	188	36	,	,	PUNCT
abrj-119	188	37	p.	p.	PROPN
abrj-119	188	38	(	(	PUNCT
abrj-119	188	39	2000	2000	NUM
abrj-119	188	40	)	)	PUNCT
abrj-119	188	41	.	.	PUNCT
abrj-119	189	1	systemic	systemic	ADJ
abrj-119	189	2	risk	risk	NOUN
abrj-119	189	3	:	:	PUNCT
abrj-119	189	4	a	a	DET
abrj-119	189	5	survey	survey	NOUN
abrj-119	189	6	:	:	PUNCT
abrj-119	189	7	cepr	cepr	VERB
abrj-119	189	8	discussion	discussion	NOUN
abrj-119	189	9	paper	paper	NOUN
abrj-119	189	10	no	no	NOUN
abrj-119	189	11	.	.	PROPN
abrj-119	189	12	2634	2634	NUM
abrj-119	189	13	.	.	PUNCT
abrj-119	190	1	retrieved	retrieve	VERB
abrj-119	190	2	from	from	ADP
abrj-119	190	3	:	:	PUNCT
abrj-119	190	4	https://ssrn.com/abstract=258066	https://ssrn.com/abstract=258066	PROPN
abrj-119	190	5	.	.	PUNCT
abrj-119	190	6	degrace	degrace	PROPN
abrj-119	190	7	,	,	PUNCT
abrj-119	190	8	t.	t.	PROPN
abrj-119	190	9	(	(	PUNCT
abrj-119	190	10	2011	2011	NUM
abrj-119	190	11	)	)	PUNCT
abrj-119	190	12	.	.	PUNCT
abrj-119	191	1	the	the	DET
abrj-119	191	2	dotcom	dotcom	PROPN
abrj-119	191	3	bubble	bubble	NOUN
abrj-119	191	4	burst	burst	NOUN
abrj-119	191	5	that	that	PRON
abrj-119	191	6	caused	cause	VERB
abrj-119	191	7	the	the	DET
abrj-119	191	8	2000	2000	NUM
abrj-119	191	9	stock	stock	NOUN
abrj-119	191	10	market	market	NOUN
abrj-119	191	11	crash	crash	NOUN
abrj-119	191	12	.	.	PUNCT
abrj-119	192	1	retrieved	retrieve	VERB
abrj-119	192	2	from	from	ADP
abrj-119	192	3	:	:	PUNCT
abrj-119	192	4	http://www.stockpickssystem.com/2000-stock-market-crash/.	http://www.stockpickssystem.com/2000-stock-market-crash/.	ADJ
abrj-119	192	5	erb	erb	NOUN
abrj-119	192	6	,	,	PUNCT
abrj-119	192	7	c.	c.	PROPN
abrj-119	192	8	b.	b.	PROPN
abrj-119	192	9	,	,	PUNCT
abrj-119	192	10	harvey	harvey	PROPN
abrj-119	192	11	,	,	PUNCT
abrj-119	192	12	c.	c.	PROPN
abrj-119	192	13	r.	r.	PROPN
abrj-119	192	14	,	,	PUNCT
abrj-119	192	15	&	&	CCONJ
abrj-119	192	16	viskanta	viskanta	PROPN
abrj-119	192	17	,	,	PUNCT
abrj-119	192	18	t.	t.	PROPN
abrj-119	192	19	e.	e.	PROPN
abrj-119	192	20	(	(	PUNCT
abrj-119	192	21	1994	1994	NUM
abrj-119	192	22	)	)	PUNCT
abrj-119	192	23	.	.	PUNCT
abrj-119	193	1	forecasting	forecast	VERB
abrj-119	193	2	international	international	ADJ
abrj-119	193	3	equity	equity	NOUN
abrj-119	193	4	correlations	correlation	NOUN
abrj-119	193	5	.	.	PUNCT
abrj-119	194	1	financial	financial	ADJ
abrj-119	194	2	analysts	analyst	NOUN
abrj-119	194	3	journal	journal	PROPN
abrj-119	194	4	,	,	PUNCT
abrj-119	194	5	50(6	50(6	NUM
abrj-119	194	6	)	)	PUNCT
abrj-119	194	7	,	,	PUNCT
abrj-119	194	8	3245.available	3245.available	NUM
abrj-119	194	9	at	at	ADP
abrj-119	194	10	:	:	PUNCT
abrj-119	194	11	https://doi.org/10.2469/faj.v50.n6.32	https://doi.org/10.2469/faj.v50.n6.32	ADJ
abrj-119	194	12	.	.	PUNCT
abrj-119	195	1	fama	fama	PROPN
abrj-119	195	2	,	,	PUNCT
abrj-119	195	3	e.	e.	PROPN
abrj-119	195	4	f.	f.	PROPN
abrj-119	195	5	,	,	PUNCT
abrj-119	195	6	&	&	CCONJ
abrj-119	195	7	french	french	PROPN
abrj-119	195	8	,	,	PUNCT
abrj-119	195	9	k.	k.	PROPN
abrj-119	195	10	r.	r.	PROPN
abrj-119	195	11	(	(	PUNCT
abrj-119	195	12	1992	1992	NUM
abrj-119	195	13	)	)	PUNCT
abrj-119	195	14	.	.	PUNCT
abrj-119	196	1	the	the	DET
abrj-119	196	2	cross	cross	NOUN
abrj-119	196	3	-	-	NOUN
abrj-119	196	4	section	section	NOUN
abrj-119	196	5	of	of	ADP
abrj-119	196	6	expected	expect	VERB
abrj-119	196	7	stock	stock	NOUN
abrj-119	196	8	returns	return	NOUN
abrj-119	196	9	.	.	PUNCT
abrj-119	197	1	the	the	DET
abrj-119	197	2	journal	journal	PROPN
abrj-119	197	3	of	of	ADP
abrj-119	197	4	finance	finance	PROPN
abrj-119	197	5	,	,	PUNCT
abrj-119	197	6	47(2	47(2	PROPN
abrj-119	197	7	)	)	PUNCT
abrj-119	197	8	,	,	PUNCT
abrj-119	197	9	427	427	NUM
abrj-119	197	10	-	-	SYM
abrj-119	197	11	465	465	NUM
abrj-119	197	12	.	.	PUNCT
abrj-119	198	1	fridson	fridson	NOUN
abrj-119	198	2	,	,	PUNCT
abrj-119	198	3	m.	m.	NOUN
abrj-119	198	4	s.	s.	PROPN
abrj-119	198	5	(	(	PUNCT
abrj-119	198	6	2011	2011	NUM
abrj-119	198	7	)	)	PUNCT
abrj-119	198	8	.	.	PUNCT
abrj-119	199	1	another	another	DET
abrj-119	199	2	clue	clue	NOUN
abrj-119	199	3	to	to	ADP
abrj-119	199	4	volatility	volatility	NOUN
abrj-119	199	5	.	.	PUNCT
abrj-119	200	1	financial	financial	ADJ
abrj-119	200	2	analysts	analyst	NOUN
abrj-119	200	3	journal	journal	NOUN
abrj-119	200	4	,	,	PUNCT
abrj-119	200	5	67(3	67(3	NUM
abrj-119	200	6	)	)	PUNCT
abrj-119	200	7	,	,	PUNCT
abrj-119	200	8	16-22.available	16-22.available	NUM
abrj-119	200	9	at	at	ADP
abrj-119	200	10	:	:	PUNCT
abrj-119	200	11	https://doi.org/10.2469/faj.v67.n3.3	https://doi.org/10.2469/faj.v67.n3.3	NOUN
abrj-119	200	12	.	.	PUNCT
abrj-119	201	1	jacquier	jacquier	NOUN
abrj-119	201	2	,	,	PUNCT
abrj-119	201	3	e.	e.	PROPN
abrj-119	201	4	,	,	PUNCT
abrj-119	201	5	&	&	CCONJ
abrj-119	201	6	marcus	marcus	PROPN
abrj-119	201	7	,	,	PUNCT
abrj-119	201	8	a.	a.	PROPN
abrj-119	201	9	j.	j.	PROPN
abrj-119	201	10	(	(	PUNCT
abrj-119	201	11	2001	2001	NUM
abrj-119	201	12	)	)	PUNCT
abrj-119	201	13	.	.	PUNCT
abrj-119	202	1	asset	asset	NOUN
abrj-119	202	2	allocation	allocation	NOUN
abrj-119	202	3	models	model	NOUN
abrj-119	202	4	and	and	CCONJ
abrj-119	202	5	market	market	NOUN
abrj-119	202	6	volatility	volatility	NOUN
abrj-119	202	7	.	.	PUNCT
abrj-119	203	1	financial	financial	ADJ
abrj-119	203	2	analysts	analyst	NOUN
abrj-119	203	3	journal	journal	PROPN
abrj-119	203	4	,	,	PUNCT
abrj-119	203	5	57(2	57(2	NUM
abrj-119	203	6	)	)	PUNCT
abrj-119	203	7	,	,	PUNCT
abrj-119	203	8	16-30.available	16-30.available	ADJ
abrj-119	203	9	at	at	ADP
abrj-119	203	10	:	:	PUNCT
abrj-119	203	11	https://doi.org/10.2469/faj.v57.n2.2430	https://doi.org/10.2469/faj.v57.n2.2430	PROPN
abrj-119	203	12	.	.	PUNCT
abrj-119	203	13	lamont	lamont	PROPN
abrj-119	203	14	,	,	PUNCT
abrj-119	203	15	o.	o.	PROPN
abrj-119	203	16	(	(	PUNCT
abrj-119	203	17	1998	1998	NUM
abrj-119	203	18	)	)	PUNCT
abrj-119	203	19	.	.	PUNCT
abrj-119	204	1	earnings	earning	NOUN
abrj-119	204	2	and	and	CCONJ
abrj-119	204	3	expected	expect	VERB
abrj-119	204	4	returns	return	NOUN
abrj-119	204	5	.	.	PUNCT
abrj-119	205	1	the	the	DET
abrj-119	205	2	journal	journal	NOUN
abrj-119	205	3	of	of	ADP
abrj-119	205	4	finance	finance	NOUN
abrj-119	205	5	,	,	PUNCT
abrj-119	205	6	53(5	53(5	NUM
abrj-119	205	7	)	)	PUNCT
abrj-119	205	8	,	,	PUNCT
abrj-119	205	9	1563-1587.available	1563-1587.available	ADJ
abrj-119	205	10	at	at	ADP
abrj-119	205	11	:	:	PUNCT
abrj-119	205	12	https://doi.org/10.1111/00221082.00065	https://doi.org/10.1111/00221082.00065	NOUN
abrj-119	205	13	.	.	PUNCT
abrj-119	206	1	lei	lei	PROPN
abrj-119	206	2	,	,	PUNCT
abrj-119	206	3	v.	v.	NOUN
abrj-119	206	4	,	,	PUNCT
abrj-119	206	5	noussair	noussair	PROPN
abrj-119	206	6	,	,	PUNCT
abrj-119	206	7	c.	c.	PROPN
abrj-119	206	8	n.	n.	PROPN
abrj-119	206	9	,	,	PUNCT
abrj-119	206	10	&	&	CCONJ
abrj-119	206	11	plott	plott	PROPN
abrj-119	206	12	,	,	PUNCT
abrj-119	206	13	c.	c.	PROPN
abrj-119	206	14	r.	r.	PROPN
abrj-119	206	15	(	(	PUNCT
abrj-119	206	16	2001	2001	NUM
abrj-119	206	17	)	)	PUNCT
abrj-119	206	18	.	.	PUNCT
abrj-119	207	1	nonspeculative	nonspeculative	ADJ
abrj-119	207	2	bubbles	bubble	NOUN
abrj-119	207	3	in	in	ADP
abrj-119	207	4	experimental	experimental	ADJ
abrj-119	207	5	asset	asset	NOUN
abrj-119	207	6	markets	market	NOUN
abrj-119	207	7	:	:	PUNCT
abrj-119	207	8	lack	lack	NOUN
abrj-119	207	9	of	of	ADP
abrj-119	207	10	common	common	ADJ
abrj-119	207	11	knowledge	knowledge	NOUN
abrj-119	207	12	of	of	ADP
abrj-119	207	13	rationality	rationality	NOUN
abrj-119	207	14	vs.	vs.	ADP
abrj-119	207	15	actual	actual	ADJ
abrj-119	207	16	irrationality	irrationality	NOUN
abrj-119	207	17	.	.	PUNCT
abrj-119	208	1	econometrica	econometrica	PROPN
abrj-119	208	2	,	,	PUNCT
abrj-119	208	3	69(4	69(4	NOUN
abrj-119	208	4	)	)	PUNCT
abrj-119	208	5	,	,	PUNCT
abrj-119	208	6	831-859.available	831-859.available	NUM
abrj-119	208	7	at	at	ADP
abrj-119	208	8	:	:	PUNCT
abrj-119	208	9	https://doi.org/10.1111/1468-0262.00222	https://doi.org/10.1111/1468-0262.00222	PROPN
abrj-119	208	10	.	.	PUNCT
abrj-119	209	1	lewellen	lewellen	PROPN
abrj-119	209	2	,	,	PUNCT
abrj-119	209	3	j.	j.	PROPN
abrj-119	209	4	(	(	PUNCT
abrj-119	209	5	2004	2004	NUM
abrj-119	209	6	)	)	PUNCT
abrj-119	209	7	.	.	PUNCT
abrj-119	210	1	predicting	predict	VERB
abrj-119	210	2	returns	return	NOUN
abrj-119	210	3	with	with	ADP
abrj-119	210	4	financial	financial	ADJ
abrj-119	210	5	ratios	ratio	NOUN
abrj-119	210	6	.	.	PUNCT
abrj-119	211	1	journal	journal	NOUN
abrj-119	211	2	of	of	ADP
abrj-119	211	3	financial	financial	ADJ
abrj-119	211	4	economics	economic	NOUN
abrj-119	211	5	,	,	PUNCT
abrj-119	211	6	74(2	74(2	NUM
abrj-119	211	7	)	)	PUNCT
abrj-119	211	8	,	,	PUNCT
abrj-119	211	9	209-235.available	209-235.available	NUM
abrj-119	211	10	at	at	ADP
abrj-119	211	11	:	:	PUNCT
abrj-119	211	12	https://doi.org/10.1016/j.jfineco.2002.11.002	https://doi.org/10.1016/j.jfineco.2002.11.002	NOUN
abrj-119	211	13	.	.	PUNCT
abrj-119	211	14	nettles	nettle	NOUN
abrj-119	211	15	,	,	PUNCT
abrj-119	211	16	m.	m.	NOUN
abrj-119	211	17	(	(	PUNCT
abrj-119	211	18	2003	2003	NUM
abrj-119	211	19	)	)	PUNCT
abrj-119	211	20	.	.	PUNCT
abrj-119	212	1	investing	invest	VERB
abrj-119	212	2	during	during	ADP
abrj-119	212	3	turbulent	turbulent	ADJ
abrj-119	212	4	times	time	NOUN
abrj-119	212	5	.	.	PUNCT
abrj-119	213	1	black	black	ADJ
abrj-119	213	2	enterprise	enterprise	NOUN
abrj-119	213	3	.	.	PUNCT
abrj-119	214	1	retrieved	retrieve	VERB
abrj-119	214	2	fom	fom	NOUN
abrj-119	214	3	:	:	PUNCT
abrj-119	214	4	https://www.blackenterprise.com/investing-duringturbulent-times/.	https://www.blackenterprise.com/investing-duringturbulent-times/.	NOUN
abrj-119	214	5	ofek	ofek	PROPN
abrj-119	214	6	,	,	PUNCT
abrj-119	214	7	e.	e.	PROPN
abrj-119	214	8	,	,	PUNCT
abrj-119	214	9	&	&	CCONJ
abrj-119	214	10	richardson	richardson	PROPN
abrj-119	214	11	,	,	PUNCT
abrj-119	214	12	m.	m.	NOUN
abrj-119	214	13	(	(	PUNCT
abrj-119	214	14	2003	2003	NUM
abrj-119	214	15	)	)	PUNCT
abrj-119	214	16	.	.	PUNCT
abrj-119	215	1	dotcom	dotcom	NOUN
abrj-119	215	2	mania	mania	PROPN
abrj-119	215	3	:	:	PUNCT
abrj-119	215	4	the	the	DET
abrj-119	215	5	rise	rise	NOUN
abrj-119	215	6	and	and	CCONJ
abrj-119	215	7	fall	fall	NOUN
abrj-119	215	8	of	of	ADP
abrj-119	215	9	internet	internet	NOUN
abrj-119	215	10	stock	stock	NOUN
abrj-119	215	11	prices	price	NOUN
abrj-119	215	12	.	.	PUNCT
abrj-119	216	1	the	the	DET
abrj-119	216	2	journal	journal	NOUN
abrj-119	216	3	of	of	ADP
abrj-119	216	4	finance	finance	NOUN
abrj-119	216	5	,	,	PUNCT
abrj-119	216	6	58(3	58(3	NUM
abrj-119	216	7	)	)	PUNCT
abrj-119	216	8	,	,	PUNCT
abrj-119	216	9	1113	1113	NUM
abrj-119	216	10	-	-	SYM
abrj-119	216	11	1137	1137	NUM
abrj-119	216	12	.	.	PUNCT
abrj-119	217	1	page	page	NOUN
abrj-119	217	2	,	,	PUNCT
abrj-119	217	3	s.	s.	PROPN
abrj-119	217	4	,	,	PUNCT
abrj-119	217	5	&	&	CCONJ
abrj-119	217	6	panariello	panariello	PROPN
abrj-119	217	7	,	,	PUNCT
abrj-119	217	8	r.	r.	PROPN
abrj-119	217	9	a.	a.	PROPN
abrj-119	217	10	(	(	PUNCT
abrj-119	217	11	2018	2018	NUM
abrj-119	217	12	)	)	PUNCT
abrj-119	217	13	.	.	PUNCT
abrj-119	218	1	when	when	SCONJ
abrj-119	218	2	diversification	diversification	NOUN
abrj-119	218	3	fails	fail	VERB
abrj-119	218	4	.	.	PUNCT
abrj-119	219	1	financial	financial	ADJ
abrj-119	219	2	analysts	analyst	NOUN
abrj-119	219	3	journal	journal	NOUN
abrj-119	219	4	,	,	PUNCT
abrj-119	219	5	74(3	74(3	NUM
abrj-119	219	6	)	)	PUNCT
abrj-119	219	7	,	,	PUNCT
abrj-119	219	8	19-32.available	19-32.available	NUM
abrj-119	219	9	at	at	ADP
abrj-119	219	10	:	:	PUNCT
abrj-119	219	11	https://doi.org/10.2469/faj.v74.n3.3	https://doi.org/10.2469/faj.v74.n3.3	NOUN
abrj-119	219	12	.	.	X
abrj-119	219	13	schwarcz	schwarcz	PROPN
abrj-119	219	14	,	,	PUNCT
abrj-119	219	15	s.	s.	PROPN
abrj-119	219	16	l.	l.	PROPN
abrj-119	219	17	(	(	PUNCT
abrj-119	219	18	2009	2009	NUM
abrj-119	219	19	)	)	PUNCT
abrj-119	219	20	.	.	PUNCT
abrj-119	220	1	keynote	keynote	PROPN
abrj-119	220	2	address	address	NOUN
abrj-119	220	3	:	:	PUNCT
abrj-119	220	4	understanding	understand	VERB
abrj-119	220	5	the	the	DET
abrj-119	220	6	subprime	subprime	ADJ
abrj-119	220	7	financial	financial	ADJ
abrj-119	220	8	crisis	crisis	NOUN
abrj-119	220	9	.	.	PUNCT
abrj-119	221	1	south	south	PROPN
abrj-119	221	2	carolina	carolina	PROPN
abrj-119	221	3	law	law	PROPN
abrj-119	221	4	review	review	PROPN
abrj-119	221	5	,	,	PUNCT
abrj-119	221	6	60(3	60(3	NOUN
abrj-119	221	7	)	)	PUNCT
abrj-119	221	8	,	,	PUNCT
abrj-119	221	9	549	549	NUM
abrj-119	221	10	-	-	SYM
abrj-119	221	11	572	572	NUM
abrj-119	221	12	.	.	PUNCT
abrj-119	222	1	sornette	sornette	NOUN
abrj-119	222	2	,	,	PUNCT
abrj-119	222	3	d.	d.	PROPN
abrj-119	222	4	(	(	PUNCT
abrj-119	222	5	2004	2004	NUM
abrj-119	222	6	)	)	PUNCT
abrj-119	222	7	.	.	PUNCT
abrj-119	223	1	a	a	DET
abrj-119	223	2	complex	complex	ADJ
abrj-119	223	3	system	system	NOUN
abrj-119	223	4	view	view	NOUN
abrj-119	223	5	of	of	ADP
abrj-119	223	6	why	why	SCONJ
abrj-119	223	7	stock	stock	NOUN
abrj-119	223	8	markets	market	NOUN
abrj-119	223	9	crash	crash	NOUN
abrj-119	223	10	.	.	PUNCT
abrj-119	224	1	new	new	ADJ
abrj-119	224	2	thesis	thesis	NOUN
abrj-119	224	3	,	,	PUNCT
abrj-119	224	4	1(1	1(1	NUM
abrj-119	224	5	)	)	PUNCT
abrj-119	224	6	,	,	PUNCT
abrj-119	224	7	5	5	NUM
abrj-119	224	8	-	-	SYM
abrj-119	224	9	18	18	NUM
abrj-119	224	10	.	.	PUNCT
abrj-119	225	1	wen	wen	PROPN
abrj-119	225	2	-	-	PUNCT
abrj-119	225	3	chen	chen	PROPN
abrj-119	225	4	,	,	PUNCT
abrj-119	225	5	l.	l.	PROPN
abrj-119	225	6	,	,	PUNCT
abrj-119	225	7	&	&	CCONJ
abrj-119	225	8	ku	ku	PROPN
abrj-119	225	9	-	-	PUNCT
abrj-119	225	10	jun	jun	PROPN
abrj-119	225	11	,	,	PUNCT
abrj-119	225	12	l.	l.	PROPN
abrj-119	225	13	(	(	PUNCT
abrj-119	225	14	2005	2005	NUM
abrj-119	225	15	)	)	PUNCT
abrj-119	225	16	.	.	PUNCT
abrj-119	226	1	a	a	DET
abrj-119	226	2	review	review	NOUN
abrj-119	226	3	of	of	ADP
abrj-119	226	4	the	the	DET
abrj-119	226	5	effects	effect	NOUN
abrj-119	226	6	of	of	ADP
abrj-119	226	7	investor	investor	NOUN
abrj-119	226	8	sentiment	sentiment	NOUN
abrj-119	226	9	on	on	ADP
abrj-119	226	10	financial	financial	ADJ
abrj-119	226	11	markets	market	NOUN
abrj-119	226	12	:	:	PUNCT
abrj-119	226	13	implications	implication	NOUN
abrj-119	226	14	for	for	ADP
abrj-119	226	15	investors	investor	NOUN
abrj-119	226	16	.	.	PUNCT
abrj-119	227	1	international	international	ADJ
abrj-119	227	2	journal	journal	PROPN
abrj-119	227	3	of	of	ADP
abrj-119	227	4	management	management	NOUN
abrj-119	227	5	,	,	PUNCT
abrj-119	227	6	22(4	22(4	NUM
abrj-119	227	7	)	)	PUNCT
abrj-119	227	8	,	,	PUNCT
abrj-119	227	9	708	708	NUM
abrj-119	227	10	-	-	SYM
abrj-119	227	11	715	715	NUM
abrj-119	227	12	.	.	PUNCT
abrj-119	227	13	woida	woida	PROPN
abrj-119	227	14	,	,	PUNCT
abrj-119	227	15	j.	j.	PROPN
abrj-119	227	16	(	(	PUNCT
abrj-119	227	17	2016	2016	NUM
abrj-119	227	18	)	)	PUNCT
abrj-119	227	19	.	.	PUNCT
abrj-119	228	1	about	about	ADV
abrj-119	228	2	every	every	DET
abrj-119	228	3	how	how	SCONJ
abrj-119	228	4	many	many	ADJ
abrj-119	228	5	years	year	NOUN
abrj-119	228	6	will	will	AUX
abrj-119	228	7	there	there	PRON
abrj-119	228	8	be	be	AUX
abrj-119	228	9	a	a	DET
abrj-119	228	10	stock	stock	NOUN
abrj-119	228	11	market	market	NOUN
abrj-119	228	12	crash	crash	NOUN
abrj-119	228	13	?	?	PUNCT
abrj-119	229	1	retrieved	retrieve	VERB
abrj-119	229	2	from	from	ADP
abrj-119	229	3	:	:	PUNCT
abrj-119	229	4	https://www.quora.com/about-everyhow-many-years-will-there-be-a-stock-market-crash	https://www.quora.com/about-everyhow-many-years-will-there-be-a-stock-market-crash	NOUN
abrj-119	229	5	.	.	PUNCT
abrj-119	230	1	zuckerman	zuckerman	PROPN
abrj-119	230	2	,	,	PUNCT
abrj-119	230	3	e.	e.	PROPN
abrj-119	230	4	w.	w.	PROPN
abrj-119	230	5	,	,	PUNCT
abrj-119	230	6	&	&	CCONJ
abrj-119	230	7	rao	rao	PROPN
abrj-119	230	8	,	,	PUNCT
abrj-119	230	9	h.	h.	PROPN
abrj-119	230	10	(	(	PUNCT
abrj-119	230	11	2004	2004	NUM
abrj-119	230	12	)	)	PUNCT
abrj-119	230	13	.	.	PUNCT
abrj-119	231	1	shrewd	shrewd	ADJ
abrj-119	231	2	,	,	PUNCT
abrj-119	231	3	crude	crude	ADJ
abrj-119	231	4	or	or	CCONJ
abrj-119	231	5	simply	simply	ADV
abrj-119	231	6	deluded	deluded	ADJ
abrj-119	231	7	?	?	PUNCT
abrj-119	231	8	comovement	comovement	NOUN
abrj-119	231	9	and	and	CCONJ
abrj-119	231	10	the	the	DET
abrj-119	231	11	internet	internet	NOUN
abrj-119	231	12	stock	stock	NOUN
abrj-119	231	13	phenomenon	phenomenon	NOUN
abrj-119	231	14	.	.	PUNCT
abrj-119	232	1	industrial	industrial	ADJ
abrj-119	232	2	and	and	CCONJ
abrj-119	232	3	corporate	corporate	ADJ
abrj-119	232	4	change	change	NOUN
abrj-119	232	5	,	,	PUNCT
abrj-119	232	6	13(1	13(1	NUM
abrj-119	232	7	)	)	PUNCT
abrj-119	232	8	,	,	PUNCT
abrj-119	232	9	171-212.available	171-212.available	NUM
abrj-119	232	10	at	at	ADP
abrj-119	232	11	:	:	PUNCT
abrj-119	232	12	https://doi.org/10.1093/icc/13.1.171	https://doi.org/10.1093/icc/13.1.171	PROPN
abrj-119	232	13	.	.	PUNCT
abrj-119	233	1	citation	citation	NOUN
abrj-119	233	2	:	:	PUNCT
abrj-119	233	3	victor	victor	PROPN
abrj-119	233	4	bahhouth	bahhouth	PROPN
abrj-119	233	5	--rebecca	--rebecca	PUNCT
abrj-119	234	1	gonzalez	gonzalez	PROPN
abrj-119	234	2	--william	--william	PROPN
abrj-119	234	3	stewart	stewart	PROPN
abrj-119	234	4	thomas	thomas	PROPN
abrj-119	234	5	(	(	PUNCT
abrj-119	234	6	2022	2022	NUM
abrj-119	234	7	)	)	PUNCT
abrj-119	234	8	.	.	PUNCT
abrj-119	235	1	are	be	AUX
abrj-119	235	2	stock	stock	NOUN
abrj-119	235	3	prices	price	NOUN
abrj-119	235	4	aligned	align	VERB
abrj-119	235	5	with	with	ADP
abrj-119	235	6	investors	investor	NOUN
abrj-119	235	7	’	’	PART
abrj-119	235	8	expectations	expectation	NOUN
abrj-119	235	9	?	?	PUNCT
abrj-119	236	1	evidence	evidence	NOUN
abrj-119	236	2	from	from	ADP
abrj-119	236	3	financial	financial	ADJ
abrj-119	236	4	sector	sector	NOUN
abrj-119	236	5	.	.	PUNCT
abrj-119	237	1	asian	asian	ADJ
abrj-119	237	2	business	business	PROPN
abrj-119	237	3	research	research	NOUN
abrj-119	237	4	journal	journal	NOUN
abrj-119	237	5	,	,	PUNCT
abrj-119	237	6	7	7	NUM
abrj-119	237	7	:	:	SYM
abrj-119	237	8	14	14	NUM
abrj-119	237	9	-	-	SYM
abrj-119	237	10	20	20	NUM
abrj-119	237	11	.	.	PUNCT
abrj-119	238	1	history	history	NOUN
abrj-119	238	2	:	:	PUNCT
abrj-119	238	3	received	receive	VERB
abrj-119	238	4	:	:	PUNCT
abrj-119	238	5	25	25	NUM
abrj-119	238	6	january	january	PROPN
abrj-119	238	7	2022	2022	NUM
abrj-119	238	8	revised	revise	VERB
abrj-119	238	9	:	:	PUNCT
abrj-119	238	10	4	4	NUM
abrj-119	238	11	march	march	NOUN
abrj-119	238	12	2022	2022	NUM
abrj-119	238	13	accepted	accept	VERB
abrj-119	238	14	:	:	PUNCT
abrj-119	238	15	18	18	NUM
abrj-119	238	16	march	march	NOUN
abrj-119	238	17	2022	2022	NUM
abrj-119	238	18	published	publish	VERB
abrj-119	238	19	:	:	PUNCT
abrj-119	238	20	6	6	NUM
abrj-119	238	21	april	april	PROPN
abrj-119	238	22	2022	2022	NUM
abrj-119	238	23	licensed	license	VERB
abrj-119	238	24	:	:	PUNCT
abrj-119	238	25	this	this	DET
abrj-119	238	26	work	work	NOUN
abrj-119	238	27	is	be	AUX
abrj-119	238	28	licensed	license	VERB
abrj-119	238	29	under	under	ADP
abrj-119	238	30	a	a	DET
abrj-119	238	31	creative	creative	ADJ
abrj-119	238	32	commons	common	NOUN
abrj-119	238	33	attribution	attribution	NOUN
abrj-119	238	34	4.0	4.0	NUM
abrj-119	238	35	license	license	NOUN
abrj-119	238	36	publisher	publisher	NOUN
abrj-119	238	37	:	:	PUNCT
abrj-119	238	38	eastern	eastern	ADJ
abrj-119	238	39	centre	centre	NOUN
abrj-119	238	40	of	of	ADP
abrj-119	238	41	science	science	NOUN
abrj-119	238	42	and	and	CCONJ
abrj-119	238	43	education	education	NOUN
abrj-119	238	44	funding	funding	NOUN
abrj-119	238	45	:	:	PUNCT
abrj-119	238	46	this	this	DET
abrj-119	238	47	study	study	NOUN
abrj-119	238	48	received	receive	VERB
abrj-119	238	49	no	no	DET
abrj-119	238	50	specific	specific	ADJ
abrj-119	238	51	financial	financial	ADJ
abrj-119	238	52	support	support	NOUN
abrj-119	238	53	.	.	PUNCT
abrj-119	239	1	competing	compete	VERB
abrj-119	239	2	interests	interest	NOUN
abrj-119	239	3	:	:	PUNCT
abrj-119	239	4	the	the	DET
abrj-119	239	5	authors	author	NOUN
abrj-119	239	6	declare	declare	VERB
abrj-119	239	7	that	that	SCONJ
abrj-119	239	8	they	they	PRON
abrj-119	239	9	have	have	VERB
abrj-119	239	10	no	no	DET
abrj-119	239	11	competing	compete	VERB
abrj-119	239	12	interests	interest	NOUN
abrj-119	239	13	.	.	PUNCT
abrj-119	240	1	transparency	transparency	NOUN
abrj-119	240	2	:	:	PUNCT
abrj-119	240	3	the	the	DET
abrj-119	240	4	authors	author	NOUN
abrj-119	240	5	confirm	confirm	VERB
abrj-119	240	6	that	that	SCONJ
abrj-119	240	7	the	the	DET
abrj-119	240	8	manuscript	manuscript	NOUN
abrj-119	240	9	is	be	AUX
abrj-119	240	10	an	an	DET
abrj-119	240	11	honest	honest	ADJ
abrj-119	240	12	,	,	PUNCT
abrj-119	240	13	accurate	accurate	ADJ
abrj-119	240	14	,	,	PUNCT
abrj-119	240	15	and	and	CCONJ
abrj-119	240	16	transparent	transparent	ADJ
abrj-119	240	17	account	account	NOUN
abrj-119	240	18	of	of	ADP
abrj-119	240	19	the	the	DET
abrj-119	240	20	study	study	NOUN
abrj-119	240	21	;	;	PUNCT
abrj-119	240	22	that	that	SCONJ
abrj-119	240	23	no	no	DET
abrj-119	240	24	vital	vital	ADJ
abrj-119	240	25	features	feature	NOUN
abrj-119	240	26	of	of	ADP
abrj-119	240	27	the	the	DET
abrj-119	240	28	study	study	NOUN
abrj-119	240	29	have	have	AUX
abrj-119	240	30	been	be	AUX
abrj-119	240	31	omitted	omit	VERB
abrj-119	240	32	;	;	PUNCT
abrj-119	240	33	and	and	CCONJ
abrj-119	240	34	that	that	SCONJ
abrj-119	240	35	any	any	DET
abrj-119	240	36	discrepancies	discrepancy	NOUN
abrj-119	240	37	from	from	ADP
abrj-119	240	38	the	the	DET
abrj-119	240	39	study	study	NOUN
abrj-119	240	40	as	as	SCONJ
abrj-119	240	41	planned	plan	VERB
abrj-119	240	42	have	have	AUX
abrj-119	240	43	been	be	AUX
abrj-119	240	44	explained	explain	VERB
abrj-119	240	45	.	.	PUNCT
abrj-119	241	1	ethical	ethical	ADJ
abrj-119	241	2	:	:	PUNCT
abrj-119	241	3	this	this	DET
abrj-119	241	4	study	study	NOUN
abrj-119	241	5	followed	follow	VERB
abrj-119	241	6	all	all	DET
abrj-119	241	7	ethical	ethical	ADJ
abrj-119	241	8	practices	practice	NOUN
abrj-119	241	9	during	during	ADP
abrj-119	241	10	writing	writing	NOUN
abrj-119	241	11	.	.	PUNCT
abrj-119	242	1	eastern	eastern	ADJ
abrj-119	242	2	centre	centre	PROPN
abrj-119	242	3	of	of	ADP
abrj-119	242	4	science	science	NOUN
abrj-119	242	5	and	and	CCONJ
abrj-119	242	6	education	education	NOUN
abrj-119	242	7	is	be	AUX
abrj-119	242	8	not	not	PART
abrj-119	242	9	responsible	responsible	ADJ
abrj-119	242	10	or	or	CCONJ
abrj-119	242	11	answerable	answerable	ADJ
abrj-119	242	12	for	for	ADP
abrj-119	242	13	any	any	DET
abrj-119	242	14	loss	loss	NOUN
abrj-119	242	15	,	,	PUNCT
abrj-119	242	16	damage	damage	NOUN
abrj-119	242	17	or	or	CCONJ
abrj-119	242	18	liability	liability	NOUN
abrj-119	242	19	,	,	PUNCT
abrj-119	242	20	etc	etc	X
abrj-119	242	21	.	.	X
abrj-119	242	22	caused	cause	VERB
abrj-119	242	23	in	in	ADP
abrj-119	242	24	relation	relation	NOUN
abrj-119	242	25	to	to	PART
abrj-119	242	26	/	/	PUNCT
abrj-119	242	27	arising	arise	VERB
abrj-119	242	28	out	out	ADP
abrj-119	242	29	of	of	ADP
abrj-119	242	30	the	the	DET
abrj-119	242	31	use	use	NOUN
abrj-119	242	32	of	of	ADP
abrj-119	242	33	the	the	DET
abrj-119	242	34	content	content	NOUN
abrj-119	242	35	.	.	PUNCT
abrj-119	243	1	any	any	DET
abrj-119	243	2	queries	query	NOUN
abrj-119	243	3	should	should	AUX
abrj-119	243	4	be	be	AUX
abrj-119	243	5	directed	direct	VERB
abrj-119	243	6	to	to	ADP
abrj-119	243	7	the	the	DET
abrj-119	243	8	corresponding	corresponding	ADJ
abrj-119	243	9	author	author	NOUN
abrj-119	243	10	of	of	ADP
abrj-119	243	11	the	the	DET
abrj-119	243	12	article	article	NOUN
abrj-119	243	13	.	.	PUNCT
abrj-119	244	1	http://www.stockpickssystem.com/2000-stock-market-crash/	http://www.stockpickssystem.com/2000-stock-market-crash/	PROPN
abrj-119	244	2	http://www.blackenterprise.com/investing-during-turbulent-times/	http://www.blackenterprise.com/investing-during-turbulent-times/	PROPN
abrj-119	245	1	http://www.blackenterprise.com/investing-during-turbulent-times/	http://www.blackenterprise.com/investing-during-turbulent-times/	ADP
abrj-119	245	2	http://www.quora.com/about-every-how-many-years-will-there-be-a-stock-market-crash	http://www.quora.com/about-every-how-many-years-will-there-be-a-stock-market-crash	PROPN
abrj-119	245	3	http://www.quora.com/about-every-how-many-years-will-there-be-a-stock-market-crash	http://www.quora.com/about-every-how-many-years-will-there-be-a-stock-market-crash	PROPN
abrj-119	245	4	https://creativecommons.org/licenses/by/4.0/	https://creativecommons.org/licenses/by/4.0/	PROPN
abrj-119	245	5	https://creativecommons.org/licenses/by/4.0/	https://creativecommons.org/licenses/by/4.0/	PROPN