id	sid	tid	token	lemma	pos
ajeer-231	1	1	asian	asian	PROPN
ajeer-231	1	2	journal	journal	PROPN
ajeer-231	1	3	of	of	ADP
ajeer-231	1	4	economics	economic	NOUN
ajeer-231	1	5	and	and	CCONJ
ajeer-231	1	6	empirical	empirical	ADJ
ajeer-231	1	7	research	research	NOUN
ajeer-231	1	8	vol	vol	NOUN
ajeer-231	1	9	.	.	PROPN
ajeer-231	2	1	4	4	NUM
ajeer-231	2	2	,	,	PUNCT
ajeer-231	2	3	no	no	INTJ
ajeer-231	2	4	.	.	NOUN
ajeer-231	2	5	2	2	NUM
ajeer-231	2	6	,	,	PUNCT
ajeer-231	2	7	61	61	NUM
ajeer-231	2	8	-	-	SYM
ajeer-231	2	9	67	67	NUM
ajeer-231	2	10	,	,	PUNCT
ajeer-231	2	11	2017	2017	NUM
ajeer-231	2	12	issn(e	issn(e	NOUN
ajeer-231	2	13	)	)	PUNCT
ajeer-231	2	14	2409	2409	NUM
ajeer-231	2	15	-	-	SYM
ajeer-231	2	16	2622	2622	NUM
ajeer-231	2	17	/	/	SYM
ajeer-231	2	18	issn(p	issn(p	PROPN
ajeer-231	2	19	)	)	PUNCT
ajeer-231	2	20	2518	2518	NUM
ajeer-231	2	21	-	-	PUNCT
ajeer-231	2	22	010x	010x	ADJ
ajeer-231	2	23	doi	doi	NOUN
ajeer-231	2	24	:	:	PUNCT
ajeer-231	2	25	10.20448	10.20448	NUM
ajeer-231	2	26	/	/	SYM
ajeer-231	2	27	journal.501.2017.42.61.67	journal.501.2017.42.61.67	PROPN
ajeer-231	2	28	61	61	NUM
ajeer-231	2	29	yield	yield	NOUN
ajeer-231	2	30	curve	curve	NOUN
ajeer-231	2	31	and	and	CCONJ
ajeer-231	2	32	momentum	momentum	NOUN
ajeer-231	2	33	effects	effect	NOUN
ajeer-231	2	34	in	in	ADP
ajeer-231	2	35	monthly	monthly	ADJ
ajeer-231	2	36	u.s	u.s	PROPN
ajeer-231	2	37	.	.	PROPN
ajeer-231	2	38	equity	equity	NOUN
ajeer-231	2	39	returns	return	NOUN
ajeer-231	2	40	:	:	PUNCT
ajeer-231	2	41	some	some	DET
ajeer-231	2	42	nonparametric	nonparametric	ADJ
ajeer-231	2	43	evidence	evidence	NOUN
ajeer-231	2	44	somya	somya	ADV
ajeer-231	2	45	tyagi1	tyagi1	PROPN
ajeer-231	2	46	sikandar	sikandar	PROPN
ajeer-231	2	47	siddiqui2	siddiqui2	PROPN
ajeer-231	3	1			PROPN
ajeer-231	3	2	(	(	PUNCT
ajeer-231	3	3			PROPN
ajeer-231	3	4	corresponding	correspond	VERB
ajeer-231	3	5	author	author	NOUN
ajeer-231	3	6	)	)	PUNCT
ajeer-231	3	7	1frankfurt	1frankfurt	NUM
ajeer-231	3	8	school	school	NOUN
ajeer-231	3	9	financial	financial	ADJ
ajeer-231	3	10	services	service	NOUN
ajeer-231	3	11	gmbh	gmbh	PROPN
ajeer-231	3	12	,	,	PUNCT
ajeer-231	3	13	frankfurt	frankfurt	PROPN
ajeer-231	3	14	,	,	PUNCT
ajeer-231	3	15	germany	germany	PROPN
ajeer-231	3	16	2scdm	2scdm	PROPN
ajeer-231	3	17	germany	germany	PROPN
ajeer-231	3	18	gmbh	gmbh	PROPN
ajeer-231	3	19	,	,	PUNCT
ajeer-231	3	20	frankfurt	frankfurt	PROPN
ajeer-231	3	21	,	,	PUNCT
ajeer-231	3	22	germany	germany	PROPN
ajeer-231	3	23	abstract	abstract	NOUN
ajeer-231	3	24	in	in	ADP
ajeer-231	3	25	this	this	DET
ajeer-231	3	26	paper	paper	NOUN
ajeer-231	3	27	,	,	PUNCT
ajeer-231	3	28	two	two	NUM
ajeer-231	3	29	largely	largely	ADV
ajeer-231	3	30	familiar	familiar	ADJ
ajeer-231	3	31	stock	stock	NOUN
ajeer-231	3	32	market	market	NOUN
ajeer-231	3	33	anomalies	anomaly	NOUN
ajeer-231	3	34	–	–	PUNCT
ajeer-231	3	35	the	the	DET
ajeer-231	3	36	yield	yield	NOUN
ajeer-231	3	37	curve	curve	NOUN
ajeer-231	3	38	and	and	CCONJ
ajeer-231	3	39	the	the	DET
ajeer-231	3	40	momentum	momentum	NOUN
ajeer-231	3	41	effects	effect	NOUN
ajeer-231	3	42	are	be	AUX
ajeer-231	3	43	re	re	VERB
ajeer-231	3	44	-	-	VERB
ajeer-231	3	45	examined	examine	VERB
ajeer-231	3	46	for	for	ADP
ajeer-231	3	47	the	the	DET
ajeer-231	3	48	s&p	s&p	PROPN
ajeer-231	3	49	500	500	NUM
ajeer-231	3	50	index	index	NOUN
ajeer-231	3	51	by	by	ADP
ajeer-231	3	52	using	use	VERB
ajeer-231	3	53	nonparametric	nonparametric	ADJ
ajeer-231	3	54	regression	regression	NOUN
ajeer-231	3	55	.	.	PUNCT
ajeer-231	4	1	the	the	DET
ajeer-231	4	2	results	result	NOUN
ajeer-231	4	3	essentially	essentially	ADV
ajeer-231	4	4	confirm	confirm	VERB
ajeer-231	4	5	the	the	DET
ajeer-231	4	6	existence	existence	NOUN
ajeer-231	4	7	of	of	ADP
ajeer-231	4	8	both	both	PRON
ajeer-231	4	9	of	of	ADP
ajeer-231	4	10	these	these	DET
ajeer-231	4	11	phenomena	phenomenon	NOUN
ajeer-231	4	12	,	,	PUNCT
ajeer-231	4	13	but	but	CCONJ
ajeer-231	4	14	also	also	ADV
ajeer-231	4	15	indicate	indicate	VERB
ajeer-231	4	16	that	that	SCONJ
ajeer-231	4	17	the	the	DET
ajeer-231	4	18	stochastic	stochastic	ADJ
ajeer-231	4	19	linkages	linkage	NOUN
ajeer-231	4	20	between	between	ADP
ajeer-231	4	21	the	the	DET
ajeer-231	4	22	explanatory	explanatory	ADJ
ajeer-231	4	23	variables	variable	NOUN
ajeer-231	4	24	and	and	CCONJ
ajeer-231	4	25	future	future	ADJ
ajeer-231	4	26	index	index	NOUN
ajeer-231	4	27	returns	return	NOUN
ajeer-231	4	28	are	be	AUX
ajeer-231	4	29	nonlinear	nonlinear	ADJ
ajeer-231	4	30	and	and	CCONJ
ajeer-231	4	31	mutually	mutually	ADV
ajeer-231	4	32	dependent	dependent	ADJ
ajeer-231	4	33	.	.	PUNCT
ajeer-231	5	1	it	it	PRON
ajeer-231	5	2	hence	hence	ADV
ajeer-231	5	3	turns	turn	VERB
ajeer-231	5	4	out	out	ADP
ajeer-231	5	5	that	that	SCONJ
ajeer-231	5	6	the	the	DET
ajeer-231	5	7	greater	great	ADJ
ajeer-231	5	8	flexibility	flexibility	NOUN
ajeer-231	5	9	offered	offer	VERB
ajeer-231	5	10	by	by	ADP
ajeer-231	5	11	nonparametric	nonparametric	NOUN
ajeer-231	5	12	regression	regression	NOUN
ajeer-231	5	13	enables	enable	VERB
ajeer-231	5	14	the	the	DET
ajeer-231	5	15	detection	detection	NOUN
ajeer-231	5	16	and	and	CCONJ
ajeer-231	5	17	characterisation	characterisation	NOUN
ajeer-231	5	18	of	of	ADP
ajeer-231	5	19	some	some	DET
ajeer-231	5	20	features	feature	NOUN
ajeer-231	5	21	of	of	ADP
ajeer-231	5	22	the	the	DET
ajeer-231	5	23	underlying	underlie	VERB
ajeer-231	5	24	relationship	relationship	NOUN
ajeer-231	5	25	that	that	PRON
ajeer-231	5	26	would	would	AUX
ajeer-231	5	27	have	have	AUX
ajeer-231	5	28	been	be	AUX
ajeer-231	5	29	gone	go	VERB
ajeer-231	5	30	unnoticed	unnoticed	ADJ
ajeer-231	5	31	under	under	ADP
ajeer-231	5	32	the	the	DET
ajeer-231	5	33	linearity	linearity	NOUN
ajeer-231	5	34	and	and	CCONJ
ajeer-231	5	35	additivity	additivity	NOUN
ajeer-231	5	36	assumptions	assumption	NOUN
ajeer-231	5	37	underlying	underlie	VERB
ajeer-231	5	38	simpler	simple	ADJ
ajeer-231	5	39	regression	regression	NOUN
ajeer-231	5	40	approaches	approach	NOUN
ajeer-231	5	41	.	.	PUNCT
ajeer-231	6	1	keywords	keyword	NOUN
ajeer-231	6	2	:	:	PUNCT
ajeer-231	6	3	stock	stock	NOUN
ajeer-231	6	4	market	market	NOUN
ajeer-231	6	5	,	,	PUNCT
ajeer-231	6	6	yield	yield	VERB
ajeer-231	6	7	curve	curve	NOUN
ajeer-231	6	8	effect	effect	NOUN
ajeer-231	6	9	,	,	PUNCT
ajeer-231	6	10	momentum	momentum	NOUN
ajeer-231	6	11	,	,	PUNCT
ajeer-231	6	12	nonparametric	nonparametric	NOUN
ajeer-231	6	13	regression	regression	NOUN
ajeer-231	6	14	.	.	PUNCT
ajeer-231	7	1	jel	jel	PROPN
ajeer-231	7	2	classifications	classifications	PROPN
ajeer-231	7	3	:	:	PUNCT
ajeer-231	7	4	g10	g10	PROPN
ajeer-231	7	5	,	,	PUNCT
ajeer-231	7	6	c58	c58	PROPN
ajeer-231	7	7	.	.	PUNCT
ajeer-231	8	1	citation	citation	NOUN
ajeer-231	8	2	|	|	ADV
ajeer-231	8	3	somya	somya	PROPN
ajeer-231	8	4	tyagi	tyagi	PROPN
ajeer-231	8	5	;	;	PUNCT
ajeer-231	8	6	sikandar	sikandar	PROPN
ajeer-231	8	7	siddiqui	siddiqui	PROPN
ajeer-231	8	8	(	(	PUNCT
ajeer-231	8	9	2017	2017	NUM
ajeer-231	8	10	)	)	PUNCT
ajeer-231	8	11	.	.	PUNCT
ajeer-231	9	1	yield	yield	NOUN
ajeer-231	9	2	curve	curve	NOUN
ajeer-231	9	3	and	and	CCONJ
ajeer-231	9	4	momentum	momentum	NOUN
ajeer-231	9	5	effects	effect	NOUN
ajeer-231	9	6	in	in	ADP
ajeer-231	9	7	monthly	monthly	ADJ
ajeer-231	9	8	u.s	u.s	PROPN
ajeer-231	9	9	.	.	PROPN
ajeer-231	9	10	equity	equity	NOUN
ajeer-231	9	11	returns	return	NOUN
ajeer-231	9	12	:	:	PUNCT
ajeer-231	9	13	some	some	DET
ajeer-231	9	14	nonparametric	nonparametric	ADJ
ajeer-231	9	15	evidence	evidence	NOUN
ajeer-231	9	16	.	.	PUNCT
ajeer-231	10	1	asian	asian	ADJ
ajeer-231	10	2	journal	journal	PROPN
ajeer-231	10	3	of	of	ADP
ajeer-231	10	4	economics	economic	NOUN
ajeer-231	10	5	and	and	CCONJ
ajeer-231	10	6	empirical	empirical	ADJ
ajeer-231	10	7	research	research	NOUN
ajeer-231	10	8	,	,	PUNCT
ajeer-231	10	9	4(2	4(2	NUM
ajeer-231	10	10	):	):	PUNCT
ajeer-231	10	11	61	61	NUM
ajeer-231	10	12	-	-	SYM
ajeer-231	10	13	67	67	NUM
ajeer-231	10	14	.	.	PUNCT
ajeer-231	11	1	history	history	NOUN
ajeer-231	11	2	:	:	PUNCT
ajeer-231	11	3	received	receive	VERB
ajeer-231	11	4	:	:	PUNCT
ajeer-231	11	5	20	20	NUM
ajeer-231	11	6	september	september	PROPN
ajeer-231	11	7	2017	2017	NUM
ajeer-231	11	8	revised	revise	VERB
ajeer-231	11	9	:	:	PUNCT
ajeer-231	11	10	5	5	NUM
ajeer-231	11	11	october	october	NOUN
ajeer-231	11	12	2017	2017	NUM
ajeer-231	11	13	accepted	accept	VERB
ajeer-231	11	14	:	:	PUNCT
ajeer-231	11	15	14	14	NUM
ajeer-231	11	16	october	october	NOUN
ajeer-231	11	17	2017	2017	NUM
ajeer-231	11	18	published	publish	VERB
ajeer-231	11	19	:	:	PUNCT
ajeer-231	11	20	18	18	NUM
ajeer-231	11	21	october	october	PROPN
ajeer-231	11	22	2017	2017	NUM
ajeer-231	11	23	licensed	license	VERB
ajeer-231	11	24	:	:	PUNCT
ajeer-231	11	25	this	this	DET
ajeer-231	11	26	work	work	NOUN
ajeer-231	11	27	is	be	AUX
ajeer-231	11	28	licensed	license	VERB
ajeer-231	11	29	under	under	ADP
ajeer-231	11	30	a	a	DET
ajeer-231	11	31	creative	creative	ADJ
ajeer-231	11	32	commons	common	NOUN
ajeer-231	11	33	attribution	attribution	NOUN
ajeer-231	11	34	3.0	3.0	NUM
ajeer-231	11	35	license	license	NOUN
ajeer-231	11	36	publisher	publisher	NOUN
ajeer-231	11	37	:	:	PUNCT
ajeer-231	11	38	asian	asian	ADJ
ajeer-231	11	39	online	online	PROPN
ajeer-231	11	40	journal	journal	PROPN
ajeer-231	11	41	publishing	publishing	NOUN
ajeer-231	11	42	group	group	NOUN
ajeer-231	11	43	contribution	contribution	NOUN
ajeer-231	11	44	/	/	SYM
ajeer-231	11	45	acknowledgement	acknowledgement	NOUN
ajeer-231	11	46	:	:	PUNCT
ajeer-231	11	47	both	both	DET
ajeer-231	11	48	authors	author	NOUN
ajeer-231	11	49	contributed	contribute	VERB
ajeer-231	11	50	to	to	ADP
ajeer-231	11	51	the	the	DET
ajeer-231	11	52	conception	conception	NOUN
ajeer-231	11	53	and	and	CCONJ
ajeer-231	11	54	design	design	NOUN
ajeer-231	11	55	of	of	ADP
ajeer-231	11	56	the	the	DET
ajeer-231	11	57	study	study	NOUN
ajeer-231	11	58	.	.	PUNCT
ajeer-231	12	1	funding	funding	NOUN
ajeer-231	12	2	:	:	PUNCT
ajeer-231	12	3	this	this	DET
ajeer-231	12	4	study	study	NOUN
ajeer-231	12	5	received	receive	VERB
ajeer-231	12	6	no	no	DET
ajeer-231	12	7	specific	specific	ADJ
ajeer-231	12	8	financial	financial	ADJ
ajeer-231	12	9	support	support	NOUN
ajeer-231	12	10	.	.	PUNCT
ajeer-231	13	1	competing	compete	VERB
ajeer-231	13	2	interests	interest	NOUN
ajeer-231	13	3	:	:	PUNCT
ajeer-231	13	4	the	the	DET
ajeer-231	13	5	authors	author	NOUN
ajeer-231	13	6	declare	declare	VERB
ajeer-231	13	7	that	that	SCONJ
ajeer-231	13	8	they	they	PRON
ajeer-231	13	9	have	have	VERB
ajeer-231	13	10	no	no	DET
ajeer-231	13	11	conflict	conflict	NOUN
ajeer-231	13	12	of	of	ADP
ajeer-231	13	13	interests	interest	NOUN
ajeer-231	13	14	.	.	PUNCT
ajeer-231	14	1	transparency	transparency	NOUN
ajeer-231	14	2	:	:	PUNCT
ajeer-231	14	3	the	the	DET
ajeer-231	14	4	authors	author	NOUN
ajeer-231	14	5	confirm	confirm	VERB
ajeer-231	14	6	that	that	SCONJ
ajeer-231	14	7	the	the	DET
ajeer-231	14	8	manuscript	manuscript	NOUN
ajeer-231	14	9	is	be	AUX
ajeer-231	14	10	an	an	DET
ajeer-231	14	11	honest	honest	ADJ
ajeer-231	14	12	,	,	PUNCT
ajeer-231	14	13	accurate	accurate	ADJ
ajeer-231	14	14	,	,	PUNCT
ajeer-231	14	15	and	and	CCONJ
ajeer-231	14	16	transparent	transparent	ADJ
ajeer-231	14	17	account	account	NOUN
ajeer-231	14	18	of	of	ADP
ajeer-231	14	19	the	the	DET
ajeer-231	14	20	study	study	NOUN
ajeer-231	14	21	was	be	AUX
ajeer-231	14	22	reported	report	VERB
ajeer-231	14	23	;	;	PUNCT
ajeer-231	14	24	that	that	SCONJ
ajeer-231	14	25	no	no	DET
ajeer-231	14	26	vital	vital	ADJ
ajeer-231	14	27	features	feature	NOUN
ajeer-231	14	28	of	of	ADP
ajeer-231	14	29	the	the	DET
ajeer-231	14	30	study	study	NOUN
ajeer-231	14	31	have	have	AUX
ajeer-231	14	32	been	be	AUX
ajeer-231	14	33	omitted	omit	VERB
ajeer-231	14	34	;	;	PUNCT
ajeer-231	14	35	and	and	CCONJ
ajeer-231	14	36	that	that	SCONJ
ajeer-231	14	37	any	any	DET
ajeer-231	14	38	discrepancies	discrepancy	NOUN
ajeer-231	14	39	from	from	ADP
ajeer-231	14	40	the	the	DET
ajeer-231	14	41	study	study	NOUN
ajeer-231	14	42	as	as	SCONJ
ajeer-231	14	43	planned	plan	VERB
ajeer-231	14	44	have	have	AUX
ajeer-231	14	45	been	be	AUX
ajeer-231	14	46	explained	explain	VERB
ajeer-231	14	47	.	.	PUNCT
ajeer-231	15	1	ethical	ethical	ADJ
ajeer-231	15	2	:	:	PUNCT
ajeer-231	15	3	this	this	DET
ajeer-231	15	4	study	study	NOUN
ajeer-231	15	5	follows	follow	VERB
ajeer-231	15	6	all	all	DET
ajeer-231	15	7	ethical	ethical	ADJ
ajeer-231	15	8	practices	practice	NOUN
ajeer-231	15	9	during	during	ADP
ajeer-231	15	10	writing	writing	NOUN
ajeer-231	15	11	.	.	PUNCT
ajeer-231	16	1	contents	content	NOUN
ajeer-231	16	2	1	1	NUM
ajeer-231	16	3	.	.	PUNCT
ajeer-231	17	1	introduction	introduction	NOUN
ajeer-231	17	2	......................................................................................................................................................................................	......................................................................................................................................................................................	PUNCT
ajeer-231	18	1	62	62	NUM
ajeer-231	18	2	2	2	NUM
ajeer-231	18	3	.	.	PUNCT
ajeer-231	18	4	background	background	NOUN
ajeer-231	18	5	and	and	CCONJ
ajeer-231	18	6	literature	literature	PROPN
ajeer-231	18	7	review	review	PROPN
ajeer-231	18	8	..............................................................................................................................................	..............................................................................................................................................	PROPN
ajeer-231	19	1	62	62	NUM
ajeer-231	19	2	3	3	NUM
ajeer-231	19	3	.	.	PUNCT
ajeer-231	19	4	data	datum	NOUN
ajeer-231	19	5	....................................................................................................................................................................................................	....................................................................................................................................................................................................	PUNCT
ajeer-231	20	1	63	63	NUM
ajeer-231	20	2	4	4	NUM
ajeer-231	20	3	.	.	PUNCT
ajeer-231	20	4	empirical	empirical	ADJ
ajeer-231	20	5	methodology	methodology	NOUN
ajeer-231	20	6	..................................................................................................................................................................	..................................................................................................................................................................	PROPN
ajeer-231	20	7	63	63	NUM
ajeer-231	20	8	5	5	NUM
ajeer-231	20	9	.	.	PUNCT
ajeer-231	20	10	results	result	NOUN
ajeer-231	20	11	................................................................................................................................................................................................	................................................................................................................................................................................................	PUNCT
ajeer-231	20	12	65	65	NUM
ajeer-231	20	13	6	6	NUM
ajeer-231	20	14	.	.	PUNCT
ajeer-231	21	1	conclusions	conclusion	NOUN
ajeer-231	21	2	.......................................................................................................................................................................................	.......................................................................................................................................................................................	PUNCT
ajeer-231	22	1	66	66	NUM
ajeer-231	22	2	references	reference	NOUN
ajeer-231	22	3	..............................................................................................................................................................................................	..............................................................................................................................................................................................	PROPN
ajeer-231	22	4	66	66	NUM
ajeer-231	22	5	http://creativecommons.org/licenses/by/3.0/	http://creativecommons.org/licenses/by/3.0/	PROPN
ajeer-231	22	6	http://creativecommons.org/licenses/by/3.0/	http://creativecommons.org/licenses/by/3.0/	PROPN
ajeer-231	22	7	https://orcid.org/orcid-search/quick-search?searchquery=somya	https://orcid.org/orcid-search/quick-search?searchquery=somya	PROPN
ajeer-231	22	8	tyagi	tyagi	PROPN
ajeer-231	22	9	https://orcid.org/orcid-search/quick-search?searchquery=sikandar	https://orcid.org/orcid-search/quick-search?searchquery=sikandar	PROPN
ajeer-231	22	10	siddiqui	siddiqui	PROPN
ajeer-231	22	11	https://orcid.org/orcid-search/quick-search?searchquery=somya	https://orcid.org/orcid-search/quick-search?searchquery=somya	PROPN
ajeer-231	22	12	tyagi	tyagi	PROPN
ajeer-231	22	13	https://orcid.org/orcid-search/quick-search?searchquery=sikandar	https://orcid.org/orcid-search/quick-search?searchquery=sikandar	PROPN
ajeer-231	22	14	siddiqui	siddiqui	PROPN
ajeer-231	22	15	https://orcid.org/orcid-search/quick-search?searchquery=somya	https://orcid.org/orcid-search/quick-search?searchquery=somya	PROPN
ajeer-231	22	16	tyagi	tyagi	PROPN
ajeer-231	22	17	https://orcid.org/orcid-search/quick-search?searchquery=sikandar	https://orcid.org/orcid-search/quick-search?searchquery=sikandar	PROPN
ajeer-231	22	18	siddiqui	siddiqui	PROPN
ajeer-231	22	19	asian	asian	PROPN
ajeer-231	22	20	journal	journal	PROPN
ajeer-231	22	21	of	of	ADP
ajeer-231	22	22	economics	economic	NOUN
ajeer-231	22	23	and	and	CCONJ
ajeer-231	22	24	empirical	empirical	ADJ
ajeer-231	22	25	research	research	NOUN
ajeer-231	22	26	,	,	PUNCT
ajeer-231	22	27	2017	2017	NUM
ajeer-231	22	28	,	,	PUNCT
ajeer-231	22	29	4(2	4(2	NUM
ajeer-231	22	30	):	):	PUNCT
ajeer-231	22	31	61	61	NUM
ajeer-231	22	32	-	-	SYM
ajeer-231	22	33	67	67	NUM
ajeer-231	22	34	62	62	NUM
ajeer-231	22	35	1	1	NUM
ajeer-231	22	36	.	.	PUNCT
ajeer-231	22	37	introduction	introduction	NOUN
ajeer-231	22	38	in	in	ADP
ajeer-231	22	39	its	its	PRON
ajeer-231	22	40	“	"	PUNCT
ajeer-231	22	41	weak	weak	ADJ
ajeer-231	22	42	”	"	PUNCT
ajeer-231	22	43	,	,	PUNCT
ajeer-231	22	44	i.e.	i.e.	X
ajeer-231	22	45	least	least	ADV
ajeer-231	22	46	restrictive	restrictive	ADJ
ajeer-231	22	47	form	form	NOUN
ajeer-231	22	48	,	,	PUNCT
ajeer-231	22	49	the	the	DET
ajeer-231	22	50	capital	capital	NOUN
ajeer-231	22	51	market	market	NOUN
ajeer-231	22	52	efficiency	efficiency	NOUN
ajeer-231	22	53	hypothesis	hypothesis	NOUN
ajeer-231	22	54	states	state	VERB
ajeer-231	22	55	that	that	SCONJ
ajeer-231	22	56	at	at	ADP
ajeer-231	22	57	any	any	DET
ajeer-231	22	58	given	give	VERB
ajeer-231	22	59	time	time	NOUN
ajeer-231	22	60	the	the	DET
ajeer-231	22	61	market	market	NOUN
ajeer-231	22	62	price	price	NOUN
ajeer-231	22	63	of	of	ADP
ajeer-231	22	64	an	an	DET
ajeer-231	22	65	asset	asset	NOUN
ajeer-231	22	66	reflects	reflect	VERB
ajeer-231	22	67	all	all	DET
ajeer-231	22	68	the	the	DET
ajeer-231	22	69	relevant	relevant	ADJ
ajeer-231	22	70	information	information	NOUN
ajeer-231	22	71	contained	contain	VERB
ajeer-231	22	72	in	in	ADP
ajeer-231	22	73	historical	historical	ADJ
ajeer-231	22	74	data	datum	NOUN
ajeer-231	22	75	(	(	PUNCT
ajeer-231	22	76	see	see	VERB
ajeer-231	22	77	e.g.	e.g.	ADV
ajeer-231	22	78	,	,	PUNCT
ajeer-231	22	79	fama	fama	PROPN
ajeer-231	22	80	(	(	PUNCT
ajeer-231	22	81	1970	1970	NUM
ajeer-231	22	82	)	)	PUNCT
ajeer-231	22	83	)	)	PUNCT
ajeer-231	22	84	.	.	PUNCT
ajeer-231	23	1	this	this	PRON
ajeer-231	23	2	once	once	ADV
ajeer-231	23	3	popular	popular	ADJ
ajeer-231	23	4	assertion	assertion	NOUN
ajeer-231	23	5	has	have	AUX
ajeer-231	23	6	,	,	PUNCT
ajeer-231	23	7	in	in	ADP
ajeer-231	23	8	recent	recent	ADJ
ajeer-231	23	9	years	year	NOUN
ajeer-231	23	10	,	,	PUNCT
ajeer-231	23	11	repeatedly	repeatedly	ADV
ajeer-231	23	12	been	be	AUX
ajeer-231	23	13	challenged	challenge	VERB
ajeer-231	23	14	by	by	ADP
ajeer-231	23	15	a	a	DET
ajeer-231	23	16	variety	variety	NOUN
ajeer-231	23	17	of	of	ADP
ajeer-231	23	18	research	research	NOUN
ajeer-231	23	19	outcomes	outcome	NOUN
ajeer-231	23	20	.	.	PUNCT
ajeer-231	24	1	from	from	ADP
ajeer-231	24	2	the	the	DET
ajeer-231	24	3	application	application	NOUN
ajeer-231	24	4	of	of	ADP
ajeer-231	24	5	statistical	statistical	ADJ
ajeer-231	24	6	forecasting	forecasting	NOUN
ajeer-231	24	7	models	model	NOUN
ajeer-231	24	8	to	to	ADP
ajeer-231	24	9	historical	historical	ADJ
ajeer-231	24	10	time	time	NOUN
ajeer-231	24	11	series	series	NOUN
ajeer-231	24	12	of	of	ADP
ajeer-231	24	13	asset	asset	NOUN
ajeer-231	24	14	prices	price	NOUN
ajeer-231	24	15	,	,	PUNCT
ajeer-231	24	16	mostly	mostly	ADV
ajeer-231	24	17	from	from	ADP
ajeer-231	24	18	the	the	DET
ajeer-231	24	19	equity	equity	NOUN
ajeer-231	24	20	markets	market	NOUN
ajeer-231	24	21	,	,	PUNCT
ajeer-231	24	22	a	a	DET
ajeer-231	24	23	considerable	considerable	ADJ
ajeer-231	24	24	number	number	NOUN
ajeer-231	24	25	of	of	ADP
ajeer-231	24	26	potential	potential	ADJ
ajeer-231	24	27	leading	lead	VERB
ajeer-231	24	28	indicators	indicator	NOUN
ajeer-231	24	29	have	have	AUX
ajeer-231	24	30	emerged	emerge	VERB
ajeer-231	24	31	to	to	ADP
ajeer-231	24	32	which	which	PRON
ajeer-231	24	33	some	some	DET
ajeer-231	24	34	prognostic	prognostic	ADJ
ajeer-231	24	35	potential	potential	NOUN
ajeer-231	24	36	for	for	ADP
ajeer-231	24	37	price	price	NOUN
ajeer-231	24	38	movements	movement	NOUN
ajeer-231	24	39	has	have	AUX
ajeer-231	24	40	been	be	AUX
ajeer-231	24	41	ascribed	ascribe	VERB
ajeer-231	24	42	.	.	PUNCT
ajeer-231	25	1	examples	example	NOUN
ajeer-231	25	2	include	include	VERB
ajeer-231	25	3	momentum	momentum	NOUN
ajeer-231	25	4	,	,	PUNCT
ajeer-231	25	5	i.e.	i.e.	X
ajeer-231	25	6	the	the	DET
ajeer-231	25	7	relative	relative	ADJ
ajeer-231	25	8	change	change	NOUN
ajeer-231	25	9	in	in	ADP
ajeer-231	25	10	the	the	DET
ajeer-231	25	11	observed	observe	VERB
ajeer-231	25	12	asset	asset	NOUN
ajeer-231	25	13	price	price	NOUN
ajeer-231	25	14	over	over	ADP
ajeer-231	25	15	one	one	NUM
ajeer-231	25	16	or	or	CCONJ
ajeer-231	25	17	more	more	ADJ
ajeer-231	25	18	a	a	DET
ajeer-231	25	19	pre	pre	ADJ
ajeer-231	25	20	-	-	VERB
ajeer-231	25	21	defined	define	VERB
ajeer-231	25	22	past	past	ADP
ajeer-231	25	23	time	time	NOUN
ajeer-231	25	24	windows	window	NOUN
ajeer-231	25	25	(	(	PUNCT
ajeer-231	25	26	see	see	VERB
ajeer-231	25	27	,	,	PUNCT
ajeer-231	25	28	e.g.	e.g.	ADV
ajeer-231	25	29	,	,	PUNCT
ajeer-231	25	30	the	the	DET
ajeer-231	25	31	pioneering	pioneering	ADJ
ajeer-231	25	32	work	work	NOUN
ajeer-231	25	33	by	by	ADP
ajeer-231	25	34	jegadeesh	jegadeesh	NOUN
ajeer-231	25	35	and	and	CCONJ
ajeer-231	25	36	titman	titman	NOUN
ajeer-231	25	37	(	(	PUNCT
ajeer-231	25	38	1993	1993	NUM
ajeer-231	25	39	)	)	PUNCT
ajeer-231	25	40	seasonal	seasonal	ADJ
ajeer-231	25	41	indicators	indicator	NOUN
ajeer-231	25	42	(	(	PUNCT
ajeer-231	25	43	gultekin	gultekin	NOUN
ajeer-231	25	44	and	and	CCONJ
ajeer-231	25	45	gultekin	gultekin	PROPN
ajeer-231	25	46	,	,	PUNCT
ajeer-231	25	47	1983	1983	NUM
ajeer-231	25	48	)	)	PUNCT
ajeer-231	25	49	measures	measure	NOUN
ajeer-231	25	50	of	of	ADP
ajeer-231	25	51	intrinsic	intrinsic	ADJ
ajeer-231	25	52	value	value	NOUN
ajeer-231	25	53	like	like	ADP
ajeer-231	25	54	,	,	PUNCT
ajeer-231	25	55	e.g.	e.g.	ADV
ajeer-231	25	56	,	,	PUNCT
ajeer-231	25	57	price	price	NOUN
ajeer-231	25	58	/	/	SYM
ajeer-231	25	59	book	book	NOUN
ajeer-231	25	60	or	or	CCONJ
ajeer-231	25	61	price	price	NOUN
ajeer-231	25	62	/	/	SYM
ajeer-231	25	63	earnings	earning	NOUN
ajeer-231	25	64	ratios	ratio	NOUN
ajeer-231	25	65	(	(	PUNCT
ajeer-231	25	66	basu	basu	PROPN
ajeer-231	25	67	,	,	PUNCT
ajeer-231	25	68	1977	1977	NUM
ajeer-231	25	69	;	;	PUNCT
ajeer-231	25	70	rosenberg	rosenberg	PROPN
ajeer-231	25	71	et	et	PROPN
ajeer-231	25	72	al	al	PROPN
ajeer-231	25	73	.	.	PROPN
ajeer-231	25	74	,	,	PUNCT
ajeer-231	25	75	1985	1985	NUM
ajeer-231	25	76	)	)	PUNCT
ajeer-231	25	77	as	as	ADV
ajeer-231	25	78	well	well	ADV
ajeer-231	25	79	as	as	ADP
ajeer-231	25	80	macroeconomic	macroeconomic	ADJ
ajeer-231	25	81	indicators	indicator	NOUN
ajeer-231	25	82	like	like	ADP
ajeer-231	25	83	interest	interest	NOUN
ajeer-231	25	84	rates	rate	NOUN
ajeer-231	25	85	(	(	PUNCT
ajeer-231	25	86	chen	chen	PROPN
ajeer-231	25	87	et	et	PROPN
ajeer-231	25	88	al	al	PROPN
ajeer-231	25	89	.	.	PROPN
ajeer-231	25	90	,	,	PUNCT
ajeer-231	25	91	1986	1986	NUM
ajeer-231	25	92	)	)	PUNCT
ajeer-231	25	93	to	to	PART
ajeer-231	25	94	name	name	VERB
ajeer-231	25	95	but	but	CCONJ
ajeer-231	25	96	a	a	DET
ajeer-231	25	97	few	few	ADJ
ajeer-231	25	98	.	.	PUNCT
ajeer-231	26	1	it	it	PRON
ajeer-231	26	2	seems	seem	VERB
ajeer-231	26	3	that	that	SCONJ
ajeer-231	26	4	to	to	ADP
ajeer-231	26	5	date	date	NOUN
ajeer-231	26	6	,	,	PUNCT
ajeer-231	26	7	the	the	DET
ajeer-231	26	8	method	method	NOUN
ajeer-231	26	9	of	of	ADP
ajeer-231	26	10	choice	choice	NOUN
ajeer-231	26	11	for	for	ADP
ajeer-231	26	12	testing	test	VERB
ajeer-231	26	13	the	the	DET
ajeer-231	26	14	validity	validity	NOUN
ajeer-231	26	15	of	of	ADP
ajeer-231	26	16	the	the	DET
ajeer-231	26	17	weak	weak	ADJ
ajeer-231	26	18	-	-	PUNCT
ajeer-231	26	19	form	form	NOUN
ajeer-231	26	20	efficient	efficient	ADJ
ajeer-231	26	21	market	market	NOUN
ajeer-231	26	22	hypothesis	hypothesis	NOUN
ajeer-231	26	23	,	,	PUNCT
ajeer-231	26	24	or	or	CCONJ
ajeer-231	26	25	identifying	identify	VERB
ajeer-231	26	26	departures	departure	NOUN
ajeer-231	26	27	from	from	ADP
ajeer-231	26	28	it	it	PRON
ajeer-231	26	29	,	,	PUNCT
ajeer-231	26	30	has	have	AUX
ajeer-231	26	31	often	often	ADV
ajeer-231	26	32	been	be	AUX
ajeer-231	26	33	linear	linear	ADJ
ajeer-231	26	34	regression	regression	NOUN
ajeer-231	26	35	.	.	PUNCT
ajeer-231	27	1	this	this	DET
ajeer-231	27	2	way	way	NOUN
ajeer-231	27	3	of	of	ADP
ajeer-231	27	4	proceeding	proceeding	NOUN
ajeer-231	27	5	is	be	AUX
ajeer-231	27	6	based	base	VERB
ajeer-231	27	7	on	on	ADP
ajeer-231	27	8	the	the	DET
ajeer-231	27	9	implicit	implicit	ADJ
ajeer-231	27	10	assumption	assumption	NOUN
ajeer-231	27	11	that	that	SCONJ
ajeer-231	27	12	the	the	DET
ajeer-231	27	13	deterministic	deterministic	ADJ
ajeer-231	27	14	part	part	NOUN
ajeer-231	27	15	of	of	ADP
ajeer-231	27	16	the	the	DET
ajeer-231	27	17	underlying	underlying	ADJ
ajeer-231	27	18	statistical	statistical	ADJ
ajeer-231	27	19	relationship	relationship	NOUN
ajeer-231	27	20	between	between	ADP
ajeer-231	27	21	the	the	DET
ajeer-231	27	22	dependent	dependent	ADJ
ajeer-231	27	23	variable	variable	NOUN
ajeer-231	27	24	(	(	PUNCT
ajeer-231	27	25	here	here	ADV
ajeer-231	27	26	:	:	PUNCT
ajeer-231	27	27	the	the	DET
ajeer-231	27	28	asset	asset	NOUN
ajeer-231	27	29	return	return	NOUN
ajeer-231	27	30	over	over	ADP
ajeer-231	27	31	the	the	DET
ajeer-231	27	32	forecast	forecast	NOUN
ajeer-231	27	33	horizon	horizon	PROPN
ajeer-231	27	34	)	)	PUNCT
ajeer-231	27	35	and	and	CCONJ
ajeer-231	27	36	the	the	DET
ajeer-231	27	37	supposed	suppose	VERB
ajeer-231	27	38	leading	lead	VERB
ajeer-231	27	39	indicators	indicator	NOUN
ajeer-231	27	40	is	be	AUX
ajeer-231	27	41	adequately	adequately	ADV
ajeer-231	27	42	represented	represent	VERB
ajeer-231	27	43	mathematically	mathematically	ADV
ajeer-231	27	44	by	by	ADP
ajeer-231	27	45	a	a	DET
ajeer-231	27	46	linear	linear	ADJ
ajeer-231	27	47	,	,	PUNCT
ajeer-231	27	48	additive	additive	ADJ
ajeer-231	27	49	function	function	NOUN
ajeer-231	27	50	.	.	PUNCT
ajeer-231	28	1	given	give	VERB
ajeer-231	28	2	the	the	DET
ajeer-231	28	3	large	large	ADJ
ajeer-231	28	4	variety	variety	NOUN
ajeer-231	28	5	of	of	ADP
ajeer-231	28	6	non	non	ADJ
ajeer-231	28	7	-	-	ADJ
ajeer-231	28	8	linear	linear	ADJ
ajeer-231	28	9	or	or	CCONJ
ajeer-231	28	10	mutually	mutually	ADV
ajeer-231	28	11	interlinked	interlink	VERB
ajeer-231	28	12	patterns	pattern	NOUN
ajeer-231	28	13	according	accord	VERB
ajeer-231	28	14	to	to	ADP
ajeer-231	28	15	which	which	PRON
ajeer-231	28	16	two	two	NUM
ajeer-231	28	17	or	or	CCONJ
ajeer-231	28	18	more	more	ADJ
ajeer-231	28	19	factors	factor	NOUN
ajeer-231	28	20	of	of	ADP
ajeer-231	28	21	influence	influence	NOUN
ajeer-231	28	22	could	could	AUX
ajeer-231	28	23	jointly	jointly	ADV
ajeer-231	28	24	impact	impact	VERB
ajeer-231	28	25	a	a	DET
ajeer-231	28	26	random	random	ADJ
ajeer-231	28	27	variable	variable	NOUN
ajeer-231	28	28	of	of	ADP
ajeer-231	28	29	interest	interest	NOUN
ajeer-231	28	30	,	,	PUNCT
ajeer-231	28	31	this	this	DET
ajeer-231	28	32	premise	premise	NOUN
ajeer-231	28	33	might	might	AUX
ajeer-231	28	34	easily	easily	ADV
ajeer-231	28	35	be	be	AUX
ajeer-231	28	36	looked	look	VERB
ajeer-231	28	37	upon	upon	SCONJ
ajeer-231	28	38	as	as	ADP
ajeer-231	28	39	an	an	DET
ajeer-231	28	40	undue	undue	ADJ
ajeer-231	28	41	simplification	simplification	NOUN
ajeer-231	28	42	.	.	PUNCT
ajeer-231	29	1	if	if	SCONJ
ajeer-231	29	2	adopted	adopt	VERB
ajeer-231	29	3	in	in	ADP
ajeer-231	29	4	an	an	DET
ajeer-231	29	5	unchallenged	unchallenged	ADJ
ajeer-231	29	6	manner	manner	NOUN
ajeer-231	29	7	,	,	PUNCT
ajeer-231	29	8	it	it	PRON
ajeer-231	29	9	could	could	AUX
ajeer-231	29	10	thus	thus	ADV
ajeer-231	29	11	lead	lead	VERB
ajeer-231	29	12	users	user	NOUN
ajeer-231	29	13	to	to	PART
ajeer-231	29	14	miss	miss	VERB
ajeer-231	29	15	out	out	ADP
ajeer-231	29	16	on	on	ADP
ajeer-231	29	17	important	important	ADJ
ajeer-231	29	18	features	feature	NOUN
ajeer-231	29	19	of	of	ADP
ajeer-231	29	20	the	the	DET
ajeer-231	29	21	unknown	unknown	ADJ
ajeer-231	29	22	,	,	PUNCT
ajeer-231	29	23	actual	actual	ADJ
ajeer-231	29	24	data	data	NOUN
ajeer-231	29	25	-	-	PUNCT
ajeer-231	29	26	generating	generate	VERB
ajeer-231	29	27	process	process	NOUN
ajeer-231	29	28	.	.	PUNCT
ajeer-231	30	1	a	a	DET
ajeer-231	30	2	possible	possible	ADJ
ajeer-231	30	3	solution	solution	NOUN
ajeer-231	30	4	attempt	attempt	NOUN
ajeer-231	30	5	to	to	ADP
ajeer-231	30	6	this	this	DET
ajeer-231	30	7	problem	problem	NOUN
ajeer-231	30	8	would	would	AUX
ajeer-231	30	9	be	be	AUX
ajeer-231	30	10	to	to	PART
ajeer-231	30	11	replace	replace	VERB
ajeer-231	30	12	the	the	DET
ajeer-231	30	13	linear	linear	ADJ
ajeer-231	30	14	function	function	NOUN
ajeer-231	30	15	used	use	VERB
ajeer-231	30	16	for	for	ADP
ajeer-231	30	17	the	the	DET
ajeer-231	30	18	conditional	conditional	ADJ
ajeer-231	30	19	mean	mean	NOUN
ajeer-231	30	20	of	of	ADP
ajeer-231	30	21	the	the	DET
ajeer-231	30	22	dependent	dependent	ADJ
ajeer-231	30	23	variable	variable	NOUN
ajeer-231	30	24	by	by	ADP
ajeer-231	30	25	functional	functional	ADJ
ajeer-231	30	26	forms	form	NOUN
ajeer-231	30	27	that	that	PRON
ajeer-231	30	28	allow	allow	VERB
ajeer-231	30	29	for	for	ADP
ajeer-231	30	30	a	a	DET
ajeer-231	30	31	greater	great	ADJ
ajeer-231	30	32	degree	degree	NOUN
ajeer-231	30	33	of	of	ADP
ajeer-231	30	34	flexibility	flexibility	NOUN
ajeer-231	30	35	in	in	ADP
ajeer-231	30	36	the	the	DET
ajeer-231	30	37	representation	representation	NOUN
ajeer-231	30	38	of	of	ADP
ajeer-231	30	39	(	(	PUNCT
ajeer-231	30	40	possibly	possibly	ADV
ajeer-231	30	41	)	)	PUNCT
ajeer-231	30	42	complex	complex	ADJ
ajeer-231	30	43	relationships	relationship	NOUN
ajeer-231	30	44	.	.	PUNCT
ajeer-231	31	1	among	among	ADP
ajeer-231	31	2	the	the	DET
ajeer-231	31	3	most	most	ADV
ajeer-231	31	4	important	important	ADJ
ajeer-231	31	5	advances	advance	NOUN
ajeer-231	31	6	in	in	ADP
ajeer-231	31	7	this	this	DET
ajeer-231	31	8	field	field	NOUN
ajeer-231	31	9	are	be	AUX
ajeer-231	31	10	the	the	DET
ajeer-231	31	11	threshold	threshold	NOUN
ajeer-231	31	12	time	time	NOUN
ajeer-231	31	13	series	series	PROPN
ajeer-231	31	14	models	model	NOUN
ajeer-231	31	15	pioneered	pioneer	VERB
ajeer-231	31	16	by	by	ADP
ajeer-231	31	17	tong	tong	PROPN
ajeer-231	31	18	(	(	PUNCT
ajeer-231	31	19	1983	1983	NUM
ajeer-231	31	20	)	)	PUNCT
ajeer-231	31	21	where	where	SCONJ
ajeer-231	31	22	one	one	NUM
ajeer-231	31	23	or	or	CCONJ
ajeer-231	31	24	more	more	ADJ
ajeer-231	31	25	threshold	threshold	NOUN
ajeer-231	31	26	values	value	NOUN
ajeer-231	31	27	of	of	ADP
ajeer-231	31	28	an	an	DET
ajeer-231	31	29	explanatory	explanatory	ADJ
ajeer-231	31	30	variable	variable	NOUN
ajeer-231	31	31	are	be	AUX
ajeer-231	31	32	used	use	VERB
ajeer-231	31	33	to	to	PART
ajeer-231	31	34	define	define	VERB
ajeer-231	31	35	intervals	interval	NOUN
ajeer-231	31	36	among	among	ADP
ajeer-231	31	37	which	which	PRON
ajeer-231	31	38	the	the	DET
ajeer-231	31	39	values	value	NOUN
ajeer-231	31	40	taken	take	VERB
ajeer-231	31	41	by	by	ADP
ajeer-231	31	42	the	the	DET
ajeer-231	31	43	regression	regression	NOUN
ajeer-231	31	44	coefficients	coefficient	NOUN
ajeer-231	31	45	are	be	AUX
ajeer-231	31	46	allowed	allow	VERB
ajeer-231	31	47	to	to	PART
ajeer-231	31	48	differ	differ	VERB
ajeer-231	31	49	.	.	PUNCT
ajeer-231	32	1	the	the	DET
ajeer-231	32	2	same	same	ADJ
ajeer-231	32	3	applies	apply	VERB
ajeer-231	32	4	to	to	ADP
ajeer-231	32	5	the	the	DET
ajeer-231	32	6	markov	markov	NOUN
ajeer-231	32	7	switching	switch	VERB
ajeer-231	32	8	model	model	NOUN
ajeer-231	32	9	by	by	ADP
ajeer-231	32	10	hamilton	hamilton	PROPN
ajeer-231	32	11	(	(	PUNCT
ajeer-231	32	12	1989	1989	NUM
ajeer-231	32	13	)	)	PUNCT
ajeer-231	32	14	which	which	PRON
ajeer-231	32	15	allows	allow	VERB
ajeer-231	32	16	for	for	ADP
ajeer-231	32	17	two	two	NUM
ajeer-231	32	18	or	or	CCONJ
ajeer-231	32	19	more	more	ADJ
ajeer-231	32	20	régimes	régime	NOUN
ajeer-231	32	21	between	between	ADP
ajeer-231	32	22	which	which	PRON
ajeer-231	32	23	the	the	DET
ajeer-231	32	24	behaviour	behaviour	NOUN
ajeer-231	32	25	of	of	ADP
ajeer-231	32	26	the	the	DET
ajeer-231	32	27	time	time	NOUN
ajeer-231	32	28	series	series	PROPN
ajeer-231	32	29	investigated	investigate	VERB
ajeer-231	32	30	differs	differ	VERB
ajeer-231	32	31	systematically	systematically	ADV
ajeer-231	32	32	,	,	PUNCT
ajeer-231	32	33	and	and	CCONJ
ajeer-231	32	34	in	in	ADP
ajeer-231	32	35	which	which	PRON
ajeer-231	32	36	transitions	transition	NOUN
ajeer-231	32	37	from	from	ADP
ajeer-231	32	38	one	one	NUM
ajeer-231	32	39	régime	régime	NOUN
ajeer-231	32	40	to	to	ADP
ajeer-231	32	41	another	another	PRON
ajeer-231	32	42	are	be	AUX
ajeer-231	32	43	controlled	control	VERB
ajeer-231	32	44	by	by	ADP
ajeer-231	32	45	a	a	DET
ajeer-231	32	46	latent	latent	NOUN
ajeer-231	32	47	state	state	NOUN
ajeer-231	32	48	variable	variable	NOUN
ajeer-231	32	49	of	of	ADP
ajeer-231	32	50	which	which	PRON
ajeer-231	32	51	the	the	DET
ajeer-231	32	52	current	current	ADJ
ajeer-231	32	53	level	level	NOUN
ajeer-231	32	54	is	be	AUX
ajeer-231	32	55	a	a	DET
ajeer-231	32	56	function	function	NOUN
ajeer-231	32	57	of	of	ADP
ajeer-231	32	58	its	its	PRON
ajeer-231	32	59	most	most	ADV
ajeer-231	32	60	recent	recent	ADJ
ajeer-231	32	61	past	past	ADJ
ajeer-231	32	62	value	value	NOUN
ajeer-231	32	63	.	.	PUNCT
ajeer-231	33	1	the	the	DET
ajeer-231	33	2	above	above	ADJ
ajeer-231	33	3	approaches	approach	NOUN
ajeer-231	33	4	,	,	PUNCT
ajeer-231	33	5	however	however	ADV
ajeer-231	33	6	,	,	PUNCT
ajeer-231	33	7	are	be	AUX
ajeer-231	33	8	built	build	VERB
ajeer-231	33	9	on	on	ADP
ajeer-231	33	10	the	the	DET
ajeer-231	33	11	premise	premise	NOUN
ajeer-231	33	12	that	that	SCONJ
ajeer-231	33	13	the	the	DET
ajeer-231	33	14	functional	functional	ADJ
ajeer-231	33	15	relationship	relationship	NOUN
ajeer-231	33	16	between	between	ADP
ajeer-231	33	17	the	the	DET
ajeer-231	33	18	variables	variable	NOUN
ajeer-231	33	19	under	under	ADP
ajeer-231	33	20	investigation	investigation	NOUN
ajeer-231	33	21	is	be	AUX
ajeer-231	33	22	known	know	VERB
ajeer-231	33	23	a	a	DET
ajeer-231	33	24	priori	priori	NOUN
ajeer-231	33	25	up	up	ADP
ajeer-231	33	26	to	to	ADP
ajeer-231	33	27	a	a	DET
ajeer-231	33	28	finite	finite	ADJ
ajeer-231	33	29	number	number	NOUN
ajeer-231	33	30	of	of	ADP
ajeer-231	33	31	parameters	parameter	NOUN
ajeer-231	33	32	,	,	PUNCT
ajeer-231	33	33	which	which	PRON
ajeer-231	33	34	might	might	AUX
ajeer-231	33	35	still	still	ADV
ajeer-231	33	36	be	be	AUX
ajeer-231	33	37	regarded	regard	VERB
ajeer-231	33	38	as	as	ADP
ajeer-231	33	39	questionable	questionable	ADJ
ajeer-231	33	40	.	.	PUNCT
ajeer-231	34	1	this	this	PRON
ajeer-231	34	2	makes	make	VERB
ajeer-231	34	3	the	the	DET
ajeer-231	34	4	case	case	NOUN
ajeer-231	34	5	in	in	ADP
ajeer-231	34	6	favour	favour	NOUN
ajeer-231	34	7	of	of	ADP
ajeer-231	34	8	considering	consider	VERB
ajeer-231	34	9	nonparametric	nonparametric	ADJ
ajeer-231	34	10	regression	regression	NOUN
ajeer-231	34	11	,	,	PUNCT
ajeer-231	34	12	in	in	ADP
ajeer-231	34	13	which	which	PRON
ajeer-231	34	14	the	the	DET
ajeer-231	34	15	conditional	conditional	ADJ
ajeer-231	34	16	mean	mean	NOUN
ajeer-231	34	17	function	function	NOUN
ajeer-231	34	18	is	be	AUX
ajeer-231	34	19	not	not	PART
ajeer-231	34	20	determined	determine	VERB
ajeer-231	34	21	a	a	DET
ajeer-231	34	22	priori	priori	NOUN
ajeer-231	34	23	but	but	CCONJ
ajeer-231	34	24	derived	derive	VERB
ajeer-231	34	25	entirely	entirely	ADV
ajeer-231	34	26	from	from	ADP
ajeer-231	34	27	the	the	DET
ajeer-231	34	28	data	datum	NOUN
ajeer-231	34	29	,	,	PUNCT
ajeer-231	34	30	as	as	ADP
ajeer-231	34	31	an	an	DET
ajeer-231	34	32	alternative	alternative	NOUN
ajeer-231	34	33	.	.	PUNCT
ajeer-231	35	1	on	on	ADP
ajeer-231	35	2	this	this	DET
ajeer-231	35	3	background	background	NOUN
ajeer-231	35	4	,	,	PUNCT
ajeer-231	35	5	the	the	DET
ajeer-231	35	6	purpose	purpose	NOUN
ajeer-231	35	7	of	of	ADP
ajeer-231	35	8	this	this	DET
ajeer-231	35	9	paper	paper	NOUN
ajeer-231	35	10	is	be	AUX
ajeer-231	35	11	to	to	PART
ajeer-231	35	12	investigate	investigate	VERB
ajeer-231	35	13	whether	whether	SCONJ
ajeer-231	35	14	,	,	PUNCT
ajeer-231	35	15	and	and	CCONJ
ajeer-231	35	16	how	how	SCONJ
ajeer-231	35	17	,	,	PUNCT
ajeer-231	35	18	applying	apply	VERB
ajeer-231	35	19	the	the	DET
ajeer-231	35	20	nonparametric	nonparametric	ADJ
ajeer-231	35	21	method	method	NOUN
ajeer-231	35	22	of	of	ADP
ajeer-231	35	23	local	local	ADJ
ajeer-231	35	24	least	least	ADJ
ajeer-231	35	25	squares	square	NOUN
ajeer-231	35	26	regression	regression	NOUN
ajeer-231	35	27	can	can	AUX
ajeer-231	35	28	assist	assist	VERB
ajeer-231	35	29	in	in	ADP
ajeer-231	35	30	characterising	characterise	VERB
ajeer-231	35	31	two	two	NUM
ajeer-231	35	32	frequently	frequently	ADV
ajeer-231	35	33	perceived	perceive	VERB
ajeer-231	35	34	stock	stock	NOUN
ajeer-231	35	35	market	market	NOUN
ajeer-231	35	36	anomalies	anomaly	NOUN
ajeer-231	35	37	,	,	PUNCT
ajeer-231	35	38	i.e.	i.e.	X
ajeer-231	35	39	the	the	DET
ajeer-231	35	40	momentum	momentum	NOUN
ajeer-231	35	41	and	and	CCONJ
ajeer-231	35	42	the	the	DET
ajeer-231	35	43	yield	yield	NOUN
ajeer-231	35	44	curve	curve	NOUN
ajeer-231	35	45	effects	effect	NOUN
ajeer-231	35	46	,	,	PUNCT
ajeer-231	35	47	using	use	VERB
ajeer-231	35	48	the	the	DET
ajeer-231	35	49	example	example	NOUN
ajeer-231	35	50	of	of	ADP
ajeer-231	35	51	the	the	DET
ajeer-231	35	52	s&p	s&p	PROPN
ajeer-231	35	53	500	500	NUM
ajeer-231	35	54	equity	equity	NOUN
ajeer-231	35	55	market	market	NOUN
ajeer-231	35	56	index	index	NOUN
ajeer-231	35	57	.	.	PUNCT
ajeer-231	36	1	the	the	DET
ajeer-231	36	2	remainder	remainder	NOUN
ajeer-231	36	3	of	of	ADP
ajeer-231	36	4	the	the	DET
ajeer-231	36	5	paper	paper	NOUN
ajeer-231	36	6	is	be	AUX
ajeer-231	36	7	organised	organise	VERB
ajeer-231	36	8	as	as	SCONJ
ajeer-231	36	9	follows	follow	VERB
ajeer-231	36	10	:	:	PUNCT
ajeer-231	36	11	section	section	NOUN
ajeer-231	36	12	2	2	NUM
ajeer-231	36	13	provides	provide	VERB
ajeer-231	36	14	some	some	DET
ajeer-231	36	15	additional	additional	ADJ
ajeer-231	36	16	background	background	NOUN
ajeer-231	36	17	and	and	CCONJ
ajeer-231	36	18	a	a	DET
ajeer-231	36	19	(	(	PUNCT
ajeer-231	36	20	necessarily	necessarily	ADV
ajeer-231	36	21	selective	selective	ADJ
ajeer-231	36	22	)	)	PUNCT
ajeer-231	36	23	overview	overview	NOUN
ajeer-231	36	24	of	of	ADP
ajeer-231	36	25	the	the	DET
ajeer-231	36	26	relevant	relevant	ADJ
ajeer-231	36	27	literature	literature	NOUN
ajeer-231	36	28	.	.	PUNCT
ajeer-231	37	1	a	a	DET
ajeer-231	37	2	brief	brief	ADJ
ajeer-231	37	3	description	description	NOUN
ajeer-231	37	4	of	of	ADP
ajeer-231	37	5	the	the	DET
ajeer-231	37	6	data	datum	NOUN
ajeer-231	37	7	in	in	ADP
ajeer-231	37	8	use	use	NOUN
ajeer-231	37	9	is	be	AUX
ajeer-231	37	10	provided	provide	VERB
ajeer-231	37	11	in	in	ADP
ajeer-231	37	12	section	section	NOUN
ajeer-231	37	13	3	3	NUM
ajeer-231	37	14	,	,	PUNCT
ajeer-231	37	15	whereas	whereas	SCONJ
ajeer-231	37	16	section	section	NOUN
ajeer-231	37	17	4	4	NUM
ajeer-231	37	18	focuses	focus	VERB
ajeer-231	37	19	on	on	ADP
ajeer-231	37	20	the	the	DET
ajeer-231	37	21	empirical	empirical	ADJ
ajeer-231	37	22	methodology	methodology	NOUN
ajeer-231	37	23	employed	employ	VERB
ajeer-231	37	24	.	.	PUNCT
ajeer-231	38	1	the	the	DET
ajeer-231	38	2	estimation	estimation	NOUN
ajeer-231	38	3	results	result	NOUN
ajeer-231	38	4	obtained	obtain	VERB
ajeer-231	38	5	are	be	AUX
ajeer-231	38	6	summarised	summarise	VERB
ajeer-231	38	7	and	and	CCONJ
ajeer-231	38	8	discussed	discuss	VERB
ajeer-231	38	9	in	in	ADP
ajeer-231	38	10	section	section	NOUN
ajeer-231	38	11	5	5	NUM
ajeer-231	38	12	.	.	PUNCT
ajeer-231	39	1	the	the	DET
ajeer-231	39	2	paper	paper	NOUN
ajeer-231	39	3	ends	end	VERB
ajeer-231	39	4	with	with	ADP
ajeer-231	39	5	a	a	DET
ajeer-231	39	6	summary	summary	NOUN
ajeer-231	39	7	of	of	ADP
ajeer-231	39	8	the	the	DET
ajeer-231	39	9	main	main	ADJ
ajeer-231	39	10	conclusions	conclusion	NOUN
ajeer-231	39	11	and	and	CCONJ
ajeer-231	39	12	suggestions	suggestion	NOUN
ajeer-231	39	13	for	for	ADP
ajeer-231	39	14	future	future	ADJ
ajeer-231	39	15	research	research	NOUN
ajeer-231	39	16	(	(	PUNCT
ajeer-231	39	17	section	section	NOUN
ajeer-231	39	18	6	6	NUM
ajeer-231	39	19	)	)	PUNCT
ajeer-231	39	20	.	.	PUNCT
ajeer-231	40	1	2	2	X
ajeer-231	40	2	.	.	X
ajeer-231	40	3	background	background	NOUN
ajeer-231	40	4	and	and	CCONJ
ajeer-231	40	5	literature	literature	PROPN
ajeer-231	40	6	review	review	NOUN
ajeer-231	40	7	among	among	ADP
ajeer-231	40	8	the	the	DET
ajeer-231	40	9	market	market	NOUN
ajeer-231	40	10	anomalies	anomaly	NOUN
ajeer-231	40	11	that	that	PRON
ajeer-231	40	12	have	have	VERB
ajeer-231	40	13	,	,	PUNCT
ajeer-231	40	14	so	so	ADV
ajeer-231	40	15	far	far	ADV
ajeer-231	40	16	,	,	PUNCT
ajeer-231	40	17	attracted	attract	VERB
ajeer-231	40	18	the	the	DET
ajeer-231	40	19	attention	attention	NOUN
ajeer-231	40	20	of	of	ADP
ajeer-231	40	21	both	both	DET
ajeer-231	40	22	academics	academic	NOUN
ajeer-231	40	23	and	and	CCONJ
ajeer-231	40	24	practitioners	practitioner	NOUN
ajeer-231	40	25	,	,	PUNCT
ajeer-231	40	26	the	the	DET
ajeer-231	40	27	momentum	momentum	NOUN
ajeer-231	40	28	effect	effect	NOUN
ajeer-231	40	29	is	be	AUX
ajeer-231	40	30	arguably	arguably	ADV
ajeer-231	40	31	among	among	ADP
ajeer-231	40	32	the	the	DET
ajeer-231	40	33	most	most	ADV
ajeer-231	40	34	thoroughly	thoroughly	ADV
ajeer-231	40	35	investigated	investigate	VERB
ajeer-231	40	36	.	.	PUNCT
ajeer-231	41	1	one	one	NUM
ajeer-231	41	2	of	of	ADP
ajeer-231	41	3	the	the	DET
ajeer-231	41	4	earliest	early	ADJ
ajeer-231	41	5	wide	wide	ADV
ajeer-231	41	6	-	-	PUNCT
ajeer-231	41	7	ranging	range	VERB
ajeer-231	41	8	investigations	investigation	NOUN
ajeer-231	41	9	of	of	ADP
ajeer-231	41	10	this	this	DET
ajeer-231	41	11	topic	topic	NOUN
ajeer-231	41	12	has	have	AUX
ajeer-231	41	13	been	be	AUX
ajeer-231	41	14	provided	provide	VERB
ajeer-231	41	15	by	by	ADP
ajeer-231	41	16	jegadeesh	jegadeesh	NOUN
ajeer-231	41	17	and	and	CCONJ
ajeer-231	41	18	titman	titman	NOUN
ajeer-231	41	19	(	(	PUNCT
ajeer-231	41	20	1993	1993	NUM
ajeer-231	41	21	)	)	PUNCT
ajeer-231	41	22	who	who	PRON
ajeer-231	41	23	found	find	VERB
ajeer-231	41	24	that	that	SCONJ
ajeer-231	41	25	an	an	DET
ajeer-231	41	26	equity	equity	NOUN
ajeer-231	41	27	investment	investment	NOUN
ajeer-231	41	28	strategy	strategy	NOUN
ajeer-231	41	29	that	that	PRON
ajeer-231	41	30	combines	combine	VERB
ajeer-231	41	31	long	long	ADJ
ajeer-231	41	32	positions	position	NOUN
ajeer-231	41	33	in	in	ADP
ajeer-231	41	34	the	the	DET
ajeer-231	41	35	best	well	ADV
ajeer-231	41	36	-	-	PUNCT
ajeer-231	41	37	performing	perform	VERB
ajeer-231	41	38	u.s	u.s	PROPN
ajeer-231	41	39	.	.	PROPN
ajeer-231	41	40	stocks	stock	NOUN
ajeer-231	41	41	from	from	ADP
ajeer-231	41	42	the	the	DET
ajeer-231	41	43	past	past	ADJ
ajeer-231	41	44	3	3	NUM
ajeer-231	41	45	-	-	SYM
ajeer-231	41	46	12	12	NUM
ajeer-231	41	47	months	month	NOUN
ajeer-231	41	48	with	with	ADP
ajeer-231	41	49	short	short	ADJ
ajeer-231	41	50	positions	position	NOUN
ajeer-231	41	51	in	in	ADP
ajeer-231	41	52	the	the	DET
ajeer-231	41	53	worst	bad	ADJ
ajeer-231	41	54	performing	perform	VERB
ajeer-231	41	55	ones	one	NOUN
ajeer-231	41	56	during	during	ADP
ajeer-231	41	57	the	the	DET
ajeer-231	41	58	same	same	ADJ
ajeer-231	41	59	formation	formation	NOUN
ajeer-231	41	60	period	period	NOUN
ajeer-231	41	61	,	,	PUNCT
ajeer-231	41	62	would	would	AUX
ajeer-231	41	63	,	,	PUNCT
ajeer-231	41	64	on	on	ADP
ajeer-231	41	65	average	average	ADJ
ajeer-231	41	66	,	,	PUNCT
ajeer-231	41	67	bring	bring	VERB
ajeer-231	41	68	about	about	ADP
ajeer-231	41	69	a	a	DET
ajeer-231	41	70	monthly	monthly	ADJ
ajeer-231	41	71	rate	rate	NOUN
ajeer-231	41	72	of	of	ADP
ajeer-231	41	73	return	return	NOUN
ajeer-231	41	74	of	of	ADP
ajeer-231	41	75	around	around	ADV
ajeer-231	41	76	1	1	NUM
ajeer-231	41	77	%	%	NOUN
ajeer-231	41	78	during	during	ADP
ajeer-231	41	79	the	the	DET
ajeer-231	41	80	subsequent	subsequent	ADJ
ajeer-231	41	81	1	1	NUM
ajeer-231	41	82	to	to	PART
ajeer-231	41	83	3	3	NUM
ajeer-231	41	84	months	month	NOUN
ajeer-231	41	85	.	.	PUNCT
ajeer-231	42	1	following	follow	VERB
ajeer-231	42	2	up	up	ADP
ajeer-231	42	3	on	on	ADP
ajeer-231	42	4	this	this	DET
ajeer-231	42	5	topic	topic	NOUN
ajeer-231	42	6	at	at	ADP
ajeer-231	42	7	a	a	DET
ajeer-231	42	8	later	later	ADJ
ajeer-231	42	9	stage	stage	NOUN
ajeer-231	42	10	,	,	PUNCT
ajeer-231	42	11	the	the	DET
ajeer-231	42	12	authors	author	NOUN
ajeer-231	42	13	(	(	PUNCT
ajeer-231	42	14	jegadeesh	jegadeesh	NOUN
ajeer-231	42	15	and	and	CCONJ
ajeer-231	42	16	titman	titman	NOUN
ajeer-231	42	17	,	,	PUNCT
ajeer-231	42	18	2001	2001	NUM
ajeer-231	42	19	)	)	PUNCT
ajeer-231	42	20	reach	reach	VERB
ajeer-231	42	21	the	the	DET
ajeer-231	42	22	conclusion	conclusion	NOUN
ajeer-231	42	23	that	that	SCONJ
ajeer-231	42	24	such	such	ADJ
ajeer-231	42	25	momentum	momentum	NOUN
ajeer-231	42	26	returns	return	NOUN
ajeer-231	42	27	continued	continue	VERB
ajeer-231	42	28	to	to	PART
ajeer-231	42	29	prevail	prevail	VERB
ajeer-231	42	30	during	during	ADP
ajeer-231	42	31	the	the	DET
ajeer-231	42	32	1990s	1990	NOUN
ajeer-231	42	33	(	(	PUNCT
ajeer-231	42	34	and	and	CCONJ
ajeer-231	42	35	find	find	VERB
ajeer-231	42	36	that	that	SCONJ
ajeer-231	42	37	equity	equity	NOUN
ajeer-231	42	38	returns	return	NOUN
ajeer-231	42	39	have	have	VERB
ajeer-231	42	40	a	a	DET
ajeer-231	42	41	tendency	tendency	NOUN
ajeer-231	42	42	to	to	PART
ajeer-231	42	43	revert	revert	VERB
ajeer-231	42	44	over	over	ADP
ajeer-231	42	45	longer	long	ADJ
ajeer-231	42	46	time	time	NOUN
ajeer-231	42	47	horizons	horizon	NOUN
ajeer-231	42	48	)	)	PUNCT
ajeer-231	42	49	.	.	PUNCT
ajeer-231	43	1	a	a	DET
ajeer-231	43	2	considerable	considerable	ADJ
ajeer-231	43	3	number	number	NOUN
ajeer-231	43	4	of	of	ADP
ajeer-231	43	5	other	other	ADJ
ajeer-231	43	6	studies	study	NOUN
ajeer-231	43	7	have	have	AUX
ajeer-231	43	8	essentially	essentially	ADV
ajeer-231	43	9	confirmed	confirm	VERB
ajeer-231	43	10	the	the	DET
ajeer-231	43	11	prevalence	prevalence	NOUN
ajeer-231	43	12	of	of	ADP
ajeer-231	43	13	momentum	momentum	NOUN
ajeer-231	43	14	effects	effect	NOUN
ajeer-231	43	15	in	in	ADP
ajeer-231	43	16	several	several	ADJ
ajeer-231	43	17	segments	segment	NOUN
ajeer-231	43	18	of	of	ADP
ajeer-231	43	19	the	the	DET
ajeer-231	43	20	international	international	ADJ
ajeer-231	43	21	equity	equity	NOUN
ajeer-231	43	22	markets	market	NOUN
ajeer-231	43	23	;	;	PUNCT
ajeer-231	43	24	examples	example	NOUN
ajeer-231	43	25	include	include	VERB
ajeer-231	43	26	rouwenhorst	rouwenhorst	ADV
ajeer-231	43	27	(	(	PUNCT
ajeer-231	43	28	1998;1999	1998;1999	NUM
ajeer-231	43	29	)	)	PUNCT
ajeer-231	43	30	for	for	ADP
ajeer-231	43	31	europe	europe	PROPN
ajeer-231	43	32	and	and	CCONJ
ajeer-231	43	33	several	several	ADJ
ajeer-231	43	34	emerging	emerge	VERB
ajeer-231	43	35	markets	market	NOUN
ajeer-231	43	36	,	,	PUNCT
ajeer-231	43	37	as	as	ADV
ajeer-231	43	38	well	well	ADV
ajeer-231	43	39	as	as	ADP
ajeer-231	43	40	chui	chui	PROPN
ajeer-231	43	41	et	et	PROPN
ajeer-231	43	42	al	al	PROPN
ajeer-231	43	43	.	.	PROPN
ajeer-231	44	1	(	(	PUNCT
ajeer-231	44	2	2003	2003	NUM
ajeer-231	44	3	)	)	PUNCT
ajeer-231	44	4	for	for	ADP
ajeer-231	44	5	a	a	DET
ajeer-231	44	6	number	number	NOUN
ajeer-231	44	7	of	of	ADP
ajeer-231	44	8	asian	asian	ADJ
ajeer-231	44	9	countries	country	NOUN
ajeer-231	44	10	.	.	PUNCT
ajeer-231	45	1	for	for	ADP
ajeer-231	45	2	stock	stock	NOUN
ajeer-231	45	3	market	market	NOUN
ajeer-231	45	4	indexes	index	NOUN
ajeer-231	45	5	and	and	CCONJ
ajeer-231	45	6	exchange	exchange	NOUN
ajeer-231	45	7	trade	trade	NOUN
ajeer-231	45	8	funds	fund	NOUN
ajeer-231	45	9	,	,	PUNCT
ajeer-231	45	10	rather	rather	ADV
ajeer-231	45	11	than	than	ADP
ajeer-231	45	12	individual	individual	ADJ
ajeer-231	45	13	shares	share	NOUN
ajeer-231	45	14	,	,	PUNCT
ajeer-231	45	15	significant	significant	ADJ
ajeer-231	45	16	momentum	momentum	NOUN
ajeer-231	45	17	effects	effect	NOUN
ajeer-231	45	18	have	have	AUX
ajeer-231	45	19	been	be	AUX
ajeer-231	45	20	reported	report	VERB
ajeer-231	45	21	,	,	PUNCT
ajeer-231	45	22	inter	inter	PROPN
ajeer-231	45	23	alia	alia	NOUN
ajeer-231	45	24	,	,	PUNCT
ajeer-231	45	25	by	by	ADP
ajeer-231	45	26	asness	asness	PROPN
ajeer-231	45	27	et	et	PROPN
ajeer-231	45	28	al	al	PROPN
ajeer-231	45	29	.	.	PROPN
ajeer-231	46	1	(	(	PUNCT
ajeer-231	46	2	1996	1996	NUM
ajeer-231	46	3	)	)	PUNCT
ajeer-231	47	1	;	;	PUNCT
ajeer-231	47	2	richards	richard	NOUN
ajeer-231	47	3	(	(	PUNCT
ajeer-231	47	4	1997	1997	NUM
ajeer-231	47	5	)	)	PUNCT
ajeer-231	47	6	;	;	PUNCT
ajeer-231	47	7	chan	chan	PROPN
ajeer-231	47	8	et	et	PROPN
ajeer-231	47	9	al	al	PROPN
ajeer-231	47	10	.	.	PROPN
ajeer-231	47	11	(	(	PUNCT
ajeer-231	47	12	2000	2000	NUM
ajeer-231	47	13	)	)	PUNCT
ajeer-231	47	14	and	and	CCONJ
ajeer-231	47	15	tse	tse	PROPN
ajeer-231	47	16	(	(	PUNCT
ajeer-231	47	17	2015	2015	NUM
ajeer-231	47	18	)	)	PUNCT
ajeer-231	47	19	among	among	ADP
ajeer-231	47	20	others	other	NOUN
ajeer-231	47	21	.	.	PUNCT
ajeer-231	48	1	a	a	DET
ajeer-231	48	2	number	number	NOUN
ajeer-231	48	3	of	of	ADP
ajeer-231	48	4	mutually	mutually	ADV
ajeer-231	48	5	complementary	complementary	ADJ
ajeer-231	48	6	explanations	explanation	NOUN
ajeer-231	48	7	for	for	SCONJ
ajeer-231	48	8	these	these	DET
ajeer-231	48	9	phenomena	phenomenon	NOUN
ajeer-231	48	10	exist	exist	VERB
ajeer-231	48	11	.	.	PUNCT
ajeer-231	49	1	one	one	NUM
ajeer-231	49	2	of	of	ADP
ajeer-231	49	3	them	they	PRON
ajeer-231	49	4	is	be	AUX
ajeer-231	49	5	that	that	SCONJ
ajeer-231	49	6	news	news	NOUN
ajeer-231	49	7	relevant	relevant	ADJ
ajeer-231	49	8	to	to	PART
ajeer-231	49	9	valuation	valuation	NOUN
ajeer-231	49	10	spread	spread	VERB
ajeer-231	49	11	gradually	gradually	ADV
ajeer-231	49	12	,	,	PUNCT
ajeer-231	49	13	rather	rather	ADV
ajeer-231	49	14	than	than	ADP
ajeer-231	49	15	instantaneously	instantaneously	ADV
ajeer-231	49	16	,	,	PUNCT
ajeer-231	49	17	among	among	ADP
ajeer-231	49	18	market	market	NOUN
ajeer-231	49	19	participants	participant	NOUN
ajeer-231	49	20	,	,	PUNCT
ajeer-231	49	21	and	and	CCONJ
ajeer-231	49	22	that	that	SCONJ
ajeer-231	49	23	different	different	ADJ
ajeer-231	49	24	investors	investor	NOUN
ajeer-231	49	25	require	require	VERB
ajeer-231	49	26	different	different	ADJ
ajeer-231	49	27	amounts	amount	NOUN
ajeer-231	49	28	of	of	ADP
ajeer-231	49	29	time	time	NOUN
ajeer-231	49	30	to	to	PART
ajeer-231	49	31	figure	figure	VERB
ajeer-231	49	32	out	out	ADP
ajeer-231	49	33	what	what	PRON
ajeer-231	49	34	exactly	exactly	ADV
ajeer-231	49	35	a	a	DET
ajeer-231	49	36	piece	piece	NOUN
ajeer-231	49	37	of	of	ADP
ajeer-231	49	38	newly	newly	ADV
ajeer-231	49	39	arrived	arrive	VERB
ajeer-231	49	40	information	information	NOUN
ajeer-231	49	41	actually	actually	ADV
ajeer-231	49	42	implies	imply	VERB
ajeer-231	49	43	for	for	ADP
ajeer-231	49	44	asset	asset	NOUN
ajeer-231	49	45	prices	price	NOUN
ajeer-231	49	46	.	.	PUNCT
ajeer-231	50	1	this	this	DET
ajeer-231	50	2	possibility	possibility	NOUN
ajeer-231	50	3	is	be	AUX
ajeer-231	50	4	consistent	consistent	ADJ
ajeer-231	50	5	with	with	ADP
ajeer-231	50	6	the	the	DET
ajeer-231	50	7	hypothesis	hypothesis	NOUN
ajeer-231	50	8	by	by	ADP
ajeer-231	50	9	jegadeesh	jegadeesh	NOUN
ajeer-231	50	10	and	and	CCONJ
ajeer-231	50	11	titman	titman	NOUN
ajeer-231	50	12	(	(	PUNCT
ajeer-231	50	13	2001	2001	NUM
ajeer-231	50	14	)	)	PUNCT
ajeer-231	50	15	that	that	SCONJ
ajeer-231	50	16	investors	investor	NOUN
ajeer-231	50	17	initially	initially	ADV
ajeer-231	50	18	tend	tend	VERB
ajeer-231	50	19	to	to	PART
ajeer-231	50	20	underreact	underreact	VERB
ajeer-231	50	21	to	to	ADP
ajeer-231	50	22	new	new	ADJ
ajeer-231	50	23	information	information	NOUN
ajeer-231	50	24	.	.	PUNCT
ajeer-231	51	1	moreover	moreover	ADV
ajeer-231	51	2	,	,	PUNCT
ajeer-231	51	3	some	some	DET
ajeer-231	51	4	investors	investor	NOUN
ajeer-231	51	5	might	might	AUX
ajeer-231	51	6	seek	seek	VERB
ajeer-231	51	7	to	to	PART
ajeer-231	51	8	learn	learn	VERB
ajeer-231	51	9	by	by	ADP
ajeer-231	51	10	watching	watch	VERB
ajeer-231	51	11	others	other	NOUN
ajeer-231	51	12	whom	whom	PRON
ajeer-231	51	13	they	they	PRON
ajeer-231	51	14	consider	consider	VERB
ajeer-231	51	15	more	more	ADV
ajeer-231	51	16	sophisticated	sophisticated	ADJ
ajeer-231	51	17	,	,	PUNCT
ajeer-231	51	18	or	or	CCONJ
ajeer-231	51	19	better	well	ADV
ajeer-231	51	20	informed	inform	VERB
ajeer-231	51	21	,	,	PUNCT
ajeer-231	51	22	before	before	ADP
ajeer-231	51	23	rebalancing	rebalance	VERB
ajeer-231	51	24	their	their	PRON
ajeer-231	51	25	own	own	ADJ
ajeer-231	51	26	portfolios	portfolio	NOUN
ajeer-231	51	27	.	.	PUNCT
ajeer-231	52	1	this	this	PRON
ajeer-231	52	2	would	would	AUX
ajeer-231	52	3	be	be	AUX
ajeer-231	52	4	in	in	ADP
ajeer-231	52	5	line	line	NOUN
ajeer-231	52	6	with	with	ADP
ajeer-231	52	7	the	the	DET
ajeer-231	52	8	model	model	NOUN
ajeer-231	52	9	by	by	ADP
ajeer-231	52	10	hong	hong	PROPN
ajeer-231	52	11	and	and	CCONJ
ajeer-231	52	12	stein	stein	PROPN
ajeer-231	52	13	(	(	PUNCT
ajeer-231	52	14	1999	1999	NUM
ajeer-231	52	15	)	)	PUNCT
ajeer-231	52	16	according	accord	VERB
ajeer-231	52	17	to	to	ADP
ajeer-231	52	18	which	which	PRON
ajeer-231	52	19	two	two	NUM
ajeer-231	52	20	investor	investor	NOUN
ajeer-231	52	21	groups	group	NOUN
ajeer-231	52	22	–	–	PUNCT
ajeer-231	52	23	informed	inform	VERB
ajeer-231	52	24	investors	investor	NOUN
ajeer-231	52	25	(	(	PUNCT
ajeer-231	52	26	who	who	PRON
ajeer-231	52	27	are	be	AUX
ajeer-231	52	28	equipped	equip	VERB
ajeer-231	52	29	with	with	ADP
ajeer-231	52	30	a	a	DET
ajeer-231	52	31	competitive	competitive	ADJ
ajeer-231	52	32	advantage	advantage	NOUN
ajeer-231	52	33	in	in	ADP
ajeer-231	52	34	obtaining	obtain	VERB
ajeer-231	52	35	and	and	CCONJ
ajeer-231	52	36	processing	process	VERB
ajeer-231	52	37	relevant	relevant	ADJ
ajeer-231	52	38	information	information	NOUN
ajeer-231	52	39	)	)	PUNCT
ajeer-231	52	40	and	and	CCONJ
ajeer-231	52	41	technical	technical	ADJ
ajeer-231	52	42	traders	trader	NOUN
ajeer-231	52	43	(	(	PUNCT
ajeer-231	52	44	who	who	PRON
ajeer-231	52	45	form	form	VERB
ajeer-231	52	46	expectations	expectation	NOUN
ajeer-231	52	47	on	on	ADP
ajeer-231	52	48	future	future	ADJ
ajeer-231	52	49	returns	return	NOUN
ajeer-231	52	50	based	base	VERB
ajeer-231	52	51	on	on	ADP
ajeer-231	52	52	perceived	perceive	VERB
ajeer-231	52	53	patterns	pattern	NOUN
ajeer-231	52	54	in	in	ADP
ajeer-231	52	55	past	past	ADJ
ajeer-231	52	56	price	price	NOUN
ajeer-231	52	57	movements	movement	NOUN
ajeer-231	52	58	)	)	PUNCT
ajeer-231	52	59	–	–	PUNCT
ajeer-231	52	60	exist	exist	VERB
ajeer-231	52	61	.	.	PUNCT
ajeer-231	53	1	the	the	DET
ajeer-231	53	2	delayed	delay	VERB
ajeer-231	53	3	reaction	reaction	NOUN
ajeer-231	53	4	of	of	ADP
ajeer-231	53	5	the	the	DET
ajeer-231	53	6	second	second	ADJ
ajeer-231	53	7	group	group	NOUN
ajeer-231	53	8	to	to	PART
ajeer-231	53	9	price	price	NOUN
ajeer-231	53	10	movements	movement	NOUN
ajeer-231	53	11	caused	cause	VERB
ajeer-231	53	12	by	by	ADP
ajeer-231	53	13	transactions	transaction	NOUN
ajeer-231	53	14	by	by	ADP
ajeer-231	53	15	members	member	NOUN
ajeer-231	53	16	of	of	ADP
ajeer-231	53	17	the	the	DET
ajeer-231	53	18	first	first	ADJ
ajeer-231	53	19	can	can	AUX
ajeer-231	53	20	cause	cause	VERB
ajeer-231	53	21	asset	asset	NOUN
ajeer-231	53	22	prices	price	NOUN
ajeer-231	53	23	to	to	PART
ajeer-231	53	24	overor	overor	NOUN
ajeer-231	53	25	undershoot	undershoot	VERB
ajeer-231	53	26	their	their	PRON
ajeer-231	53	27	fundamentally	fundamentally	ADV
ajeer-231	53	28	justified	justified	ADJ
ajeer-231	53	29	values	value	NOUN
ajeer-231	53	30	.	.	PUNCT
ajeer-231	54	1	the	the	DET
ajeer-231	54	2	overreaction	overreaction	NOUN
ajeer-231	54	3	hypothesis	hypothesis	NOUN
ajeer-231	54	4	also	also	ADV
ajeer-231	54	5	discussed	discuss	VERB
ajeer-231	54	6	in	in	ADP
ajeer-231	54	7	jegadeesh	jegadeesh	NOUN
ajeer-231	54	8	and	and	CCONJ
ajeer-231	54	9	titman	titman	NOUN
ajeer-231	54	10	(	(	PUNCT
ajeer-231	54	11	2001	2001	NUM
ajeer-231	54	12	)	)	PUNCT
ajeer-231	54	13	also	also	ADV
ajeer-231	54	14	points	point	VERB
ajeer-231	54	15	in	in	ADP
ajeer-231	54	16	this	this	DET
ajeer-231	54	17	direction	direction	NOUN
ajeer-231	54	18	.	.	PUNCT
ajeer-231	55	1	moreover	moreover	ADV
ajeer-231	55	2	,	,	PUNCT
ajeer-231	55	3	if	if	SCONJ
ajeer-231	55	4	many	many	ADJ
ajeer-231	55	5	investors	investor	NOUN
ajeer-231	55	6	tend	tend	VERB
ajeer-231	55	7	to	to	PART
ajeer-231	55	8	base	base	VERB
ajeer-231	55	9	their	their	PRON
ajeer-231	55	10	expectations	expectation	NOUN
ajeer-231	55	11	of	of	ADP
ajeer-231	55	12	future	future	ADJ
ajeer-231	55	13	asset	asset	NOUN
ajeer-231	55	14	returns	return	NOUN
ajeer-231	55	15	at	at	ADP
ajeer-231	55	16	least	least	ADJ
ajeer-231	55	17	partially	partially	ADV
ajeer-231	55	18	on	on	ADP
ajeer-231	55	19	trends	trend	NOUN
ajeer-231	55	20	from	from	ADP
ajeer-231	55	21	the	the	DET
ajeer-231	55	22	recent	recent	ADJ
ajeer-231	55	23	past	past	NOUN
ajeer-231	55	24	,	,	PUNCT
ajeer-231	55	25	and	and	CCONJ
ajeer-231	55	26	trade	trade	NOUN
ajeer-231	55	27	accordingly	accordingly	ADV
ajeer-231	55	28	,	,	PUNCT
ajeer-231	55	29	the	the	DET
ajeer-231	55	30	subsequent	subsequent	ADJ
ajeer-231	55	31	price	price	NOUN
ajeer-231	55	32	impacts	impact	NOUN
ajeer-231	55	33	of	of	ADP
ajeer-231	55	34	this	this	DET
ajeer-231	55	35	behavioural	behavioural	ADJ
ajeer-231	55	36	pattern	pattern	NOUN
ajeer-231	55	37	may	may	AUX
ajeer-231	55	38	generate	generate	VERB
ajeer-231	55	39	consecutive	consecutive	ADJ
ajeer-231	55	40	,	,	PUNCT
ajeer-231	55	41	temporarily	temporarily	ADV
ajeer-231	55	42	self	self	NOUN
ajeer-231	55	43	-	-	PUNCT
ajeer-231	55	44	perpetuating	perpetuate	VERB
ajeer-231	55	45	“	"	PUNCT
ajeer-231	55	46	feedback	feedback	NOUN
ajeer-231	55	47	loops	loop	NOUN
ajeer-231	55	48	”	"	PUNCT
ajeer-231	55	49	(	(	PUNCT
ajeer-231	55	50	shiller	shiller	NOUN
ajeer-231	55	51	,	,	PUNCT
ajeer-231	55	52	2005	2005	NUM
ajeer-231	55	53	)	)	PUNCT
ajeer-231	55	54	.	.	PUNCT
ajeer-231	56	1	asian	asian	ADJ
ajeer-231	56	2	journal	journal	PROPN
ajeer-231	56	3	of	of	ADP
ajeer-231	56	4	economics	economic	NOUN
ajeer-231	56	5	and	and	CCONJ
ajeer-231	56	6	empirical	empirical	ADJ
ajeer-231	56	7	research	research	NOUN
ajeer-231	56	8	,	,	PUNCT
ajeer-231	56	9	2017	2017	NUM
ajeer-231	56	10	,	,	PUNCT
ajeer-231	56	11	4(2	4(2	NUM
ajeer-231	56	12	):	):	PUNCT
ajeer-231	56	13	61	61	NUM
ajeer-231	56	14	-	-	SYM
ajeer-231	56	15	67	67	NUM
ajeer-231	56	16	63	63	NUM
ajeer-231	56	17	for	for	ADP
ajeer-231	56	18	quite	quite	DET
ajeer-231	56	19	some	some	DET
ajeer-231	56	20	time	time	NOUN
ajeer-231	56	21	,	,	PUNCT
ajeer-231	56	22	economists	economist	NOUN
ajeer-231	56	23	have	have	AUX
ajeer-231	56	24	also	also	ADV
ajeer-231	56	25	argued	argue	VERB
ajeer-231	56	26	that	that	SCONJ
ajeer-231	56	27	the	the	DET
ajeer-231	56	28	slope	slope	NOUN
ajeer-231	56	29	of	of	ADP
ajeer-231	56	30	the	the	DET
ajeer-231	56	31	yield	yield	NOUN
ajeer-231	56	32	curve	curve	NOUN
ajeer-231	56	33	,	,	PUNCT
ajeer-231	56	34	i.e.	i.e.	X
ajeer-231	56	35	the	the	DET
ajeer-231	56	36	difference	difference	NOUN
ajeer-231	56	37	between	between	ADP
ajeer-231	56	38	long	long	ADJ
ajeer-231	56	39	and	and	CCONJ
ajeer-231	56	40	short	short	ADJ
ajeer-231	56	41	-	-	PUNCT
ajeer-231	56	42	term	term	NOUN
ajeer-231	56	43	interest	interest	NOUN
ajeer-231	56	44	rates	rate	NOUN
ajeer-231	56	45	for	for	ADP
ajeer-231	56	46	credit	credit	NOUN
ajeer-231	56	47	products	product	NOUN
ajeer-231	56	48	of	of	ADP
ajeer-231	56	49	a	a	DET
ajeer-231	56	50	given	give	VERB
ajeer-231	56	51	quality	quality	NOUN
ajeer-231	56	52	class	class	NOUN
ajeer-231	56	53	,	,	PUNCT
ajeer-231	56	54	is	be	AUX
ajeer-231	56	55	a	a	DET
ajeer-231	56	56	promising	promising	ADJ
ajeer-231	56	57	candidate	candidate	NOUN
ajeer-231	56	58	variable	variable	NOUN
ajeer-231	56	59	for	for	ADP
ajeer-231	56	60	a	a	DET
ajeer-231	56	61	leading	lead	VERB
ajeer-231	56	62	indicator	indicator	NOUN
ajeer-231	56	63	of	of	ADP
ajeer-231	56	64	turning	turn	VERB
ajeer-231	56	65	points	point	NOUN
ajeer-231	56	66	in	in	ADP
ajeer-231	56	67	the	the	DET
ajeer-231	56	68	business	business	NOUN
ajeer-231	56	69	cycle	cycle	NOUN
ajeer-231	56	70	.	.	PUNCT
ajeer-231	57	1	this	this	DET
ajeer-231	57	2	presumption	presumption	NOUN
ajeer-231	57	3	is	be	AUX
ajeer-231	57	4	supported	support	VERB
ajeer-231	57	5	by	by	ADP
ajeer-231	57	6	(	(	PUNCT
ajeer-231	57	7	at	at	ADP
ajeer-231	57	8	least	least	ADJ
ajeer-231	57	9	)	)	PUNCT
ajeer-231	57	10	two	two	NUM
ajeer-231	57	11	mutually	mutually	ADV
ajeer-231	57	12	complementary	complementary	ADJ
ajeer-231	57	13	theoretical	theoretical	ADJ
ajeer-231	57	14	considerations	consideration	NOUN
ajeer-231	57	15	:	:	PUNCT
ajeer-231	57	16	(	(	PUNCT
ajeer-231	57	17	1	1	X
ajeer-231	57	18	)	)	PUNCT
ajeer-231	57	19	commercial	commercial	ADJ
ajeer-231	57	20	banks	bank	NOUN
ajeer-231	57	21	typically	typically	ADV
ajeer-231	57	22	engage	engage	VERB
ajeer-231	57	23	in	in	ADP
ajeer-231	57	24	maturity	maturity	NOUN
ajeer-231	57	25	transformation	transformation	NOUN
ajeer-231	57	26	,	,	PUNCT
ajeer-231	57	27	i.e.	i.e.	X
ajeer-231	57	28	they	they	PRON
ajeer-231	57	29	refinance	refinance	VERB
ajeer-231	57	30	longer	long	ADJ
ajeer-231	57	31	-	-	PUNCT
ajeer-231	57	32	term	term	NOUN
ajeer-231	57	33	lending	lending	NOUN
ajeer-231	57	34	transactions	transaction	NOUN
ajeer-231	57	35	through	through	ADP
ajeer-231	57	36	revolving	revolve	VERB
ajeer-231	57	37	short	short	ADJ
ajeer-231	57	38	-	-	PUNCT
ajeer-231	57	39	term	term	NOUN
ajeer-231	57	40	borrowings	borrowing	NOUN
ajeer-231	57	41	,	,	PUNCT
ajeer-231	57	42	and	and	CCONJ
ajeer-231	57	43	hence	hence	ADV
ajeer-231	57	44	tend	tend	VERB
ajeer-231	57	45	to	to	PART
ajeer-231	57	46	gain	gain	VERB
ajeer-231	57	47	from	from	ADP
ajeer-231	57	48	a	a	DET
ajeer-231	57	49	steeper	steep	ADJ
ajeer-231	57	50	yield	yield	NOUN
ajeer-231	57	51	curve	curve	NOUN
ajeer-231	57	52	(	(	PUNCT
ajeer-231	57	53	see	see	VERB
ajeer-231	57	54	,	,	PUNCT
ajeer-231	57	55	e.g.	e.g.	ADV
ajeer-231	57	56	,	,	PUNCT
ajeer-231	57	57	alessandrini	alessandrini	PROPN
ajeer-231	57	58	and	and	CCONJ
ajeer-231	57	59	nelson	nelson	PROPN
ajeer-231	57	60	(	(	PUNCT
ajeer-231	57	61	2012	2012	NUM
ajeer-231	57	62	)	)	PUNCT
ajeer-231	57	63	)	)	PUNCT
ajeer-231	57	64	.	.	PUNCT
ajeer-231	58	1	by	by	ADP
ajeer-231	58	2	boosting	boost	VERB
ajeer-231	58	3	a	a	DET
ajeer-231	58	4	bank	bank	NOUN
ajeer-231	58	5	’s	’s	PART
ajeer-231	58	6	profit	profit	NOUN
ajeer-231	58	7	margins	margin	NOUN
ajeer-231	58	8	,	,	PUNCT
ajeer-231	58	9	such	such	DET
ajeer-231	58	10	a	a	DET
ajeer-231	58	11	constellation	constellation	NOUN
ajeer-231	58	12	tends	tend	VERB
ajeer-231	58	13	to	to	PART
ajeer-231	58	14	encourage	encourage	VERB
ajeer-231	58	15	commercial	commercial	ADJ
ajeer-231	58	16	banks	bank	NOUN
ajeer-231	58	17	to	to	PART
ajeer-231	58	18	lend	lend	VERB
ajeer-231	58	19	more	more	ADV
ajeer-231	58	20	freely	freely	ADV
ajeer-231	58	21	to	to	ADP
ajeer-231	58	22	nonbanks	nonbank	NOUN
ajeer-231	58	23	,	,	PUNCT
ajeer-231	58	24	with	with	ADP
ajeer-231	58	25	the	the	DET
ajeer-231	58	26	likely	likely	ADJ
ajeer-231	58	27	impact	impact	NOUN
ajeer-231	58	28	of	of	ADP
ajeer-231	58	29	stimulating	stimulate	VERB
ajeer-231	58	30	aggregate	aggregate	ADJ
ajeer-231	58	31	demand	demand	NOUN
ajeer-231	58	32	and	and	CCONJ
ajeer-231	58	33	output	output	NOUN
ajeer-231	58	34	–	–	PUNCT
ajeer-231	58	35	at	at	ADP
ajeer-231	58	36	least	least	ADJ
ajeer-231	58	37	if	if	SCONJ
ajeer-231	58	38	the	the	DET
ajeer-231	58	39	economy	economy	NOUN
ajeer-231	58	40	does	do	AUX
ajeer-231	58	41	not	not	PART
ajeer-231	58	42	yet	yet	ADV
ajeer-231	58	43	operate	operate	VERB
ajeer-231	58	44	at	at	ADP
ajeer-231	58	45	full	full	ADJ
ajeer-231	58	46	capacity	capacity	NOUN
ajeer-231	58	47	utilisation	utilisation	NOUN
ajeer-231	58	48	.	.	PUNCT
ajeer-231	59	1	a	a	DET
ajeer-231	59	2	flat	flat	ADJ
ajeer-231	59	3	or	or	CCONJ
ajeer-231	59	4	downward	downward	ADJ
ajeer-231	59	5	sloping	sloping	NOUN
ajeer-231	59	6	yield	yield	NOUN
ajeer-231	59	7	curve	curve	NOUN
ajeer-231	59	8	,	,	PUNCT
ajeer-231	59	9	in	in	ADP
ajeer-231	59	10	contrast	contrast	NOUN
ajeer-231	59	11	,	,	PUNCT
ajeer-231	59	12	tends	tend	VERB
ajeer-231	59	13	to	to	PART
ajeer-231	59	14	depress	depress	VERB
ajeer-231	59	15	bank	bank	NOUN
ajeer-231	59	16	profit	profit	NOUN
ajeer-231	59	17	margins	margin	NOUN
ajeer-231	59	18	,	,	PUNCT
ajeer-231	59	19	choke	choke	VERB
ajeer-231	59	20	new	new	ADJ
ajeer-231	59	21	lending	lending	NOUN
ajeer-231	59	22	,	,	PUNCT
ajeer-231	59	23	and	and	CCONJ
ajeer-231	59	24	slow	slow	VERB
ajeer-231	59	25	down	down	ADP
ajeer-231	59	26	the	the	DET
ajeer-231	59	27	growth	growth	NOUN
ajeer-231	59	28	of	of	ADP
ajeer-231	59	29	aggregate	aggregate	ADJ
ajeer-231	59	30	demand	demand	NOUN
ajeer-231	59	31	.	.	PUNCT
ajeer-231	60	1	(	(	PUNCT
ajeer-231	60	2	2	2	X
ajeer-231	60	3	)	)	PUNCT
ajeer-231	60	4	central	central	ADJ
ajeer-231	60	5	banks	bank	NOUN
ajeer-231	60	6	serve	serve	VERB
ajeer-231	60	7	as	as	ADP
ajeer-231	60	8	lenders	lender	NOUN
ajeer-231	60	9	of	of	ADP
ajeer-231	60	10	last	last	ADJ
ajeer-231	60	11	resort	resort	NOUN
ajeer-231	60	12	to	to	ADP
ajeer-231	60	13	the	the	DET
ajeer-231	60	14	domestic	domestic	ADJ
ajeer-231	60	15	commercial	commercial	ADJ
ajeer-231	60	16	banking	banking	NOUN
ajeer-231	60	17	sector	sector	NOUN
ajeer-231	60	18	.	.	PUNCT
ajeer-231	61	1	by	by	ADP
ajeer-231	61	2	unilaterally	unilaterally	ADV
ajeer-231	61	3	setting	set	VERB
ajeer-231	61	4	the	the	DET
ajeer-231	61	5	refinancing	refinance	VERB
ajeer-231	61	6	rates	rate	NOUN
ajeer-231	61	7	at	at	ADP
ajeer-231	61	8	which	which	PRON
ajeer-231	61	9	it	it	PRON
ajeer-231	61	10	lends	lend	VERB
ajeer-231	61	11	central	central	ADJ
ajeer-231	61	12	bank	bank	NOUN
ajeer-231	61	13	money	money	NOUN
ajeer-231	61	14	to	to	ADP
ajeer-231	61	15	commercial	commercial	ADJ
ajeer-231	61	16	banks	bank	NOUN
ajeer-231	61	17	,	,	PUNCT
ajeer-231	61	18	the	the	DET
ajeer-231	61	19	central	central	ADJ
ajeer-231	61	20	bank	bank	NOUN
ajeer-231	61	21	of	of	ADP
ajeer-231	61	22	a	a	DET
ajeer-231	61	23	currency	currency	NOUN
ajeer-231	61	24	area	area	NOUN
ajeer-231	61	25	can	can	AUX
ajeer-231	61	26	strongly	strongly	ADV
ajeer-231	61	27	impact	impact	VERB
ajeer-231	61	28	(	(	PUNCT
ajeer-231	61	29	albeit	albeit	SCONJ
ajeer-231	61	30	not	not	PART
ajeer-231	61	31	perfectly	perfectly	ADV
ajeer-231	61	32	control	control	VERB
ajeer-231	61	33	)	)	PUNCT
ajeer-231	61	34	short	short	ADJ
ajeer-231	61	35	-	-	PUNCT
ajeer-231	61	36	term	term	NOUN
ajeer-231	61	37	rates	rate	NOUN
ajeer-231	61	38	prevailing	prevail	VERB
ajeer-231	61	39	on	on	ADP
ajeer-231	61	40	the	the	DET
ajeer-231	61	41	interbank	interbank	NOUN
ajeer-231	61	42	market	market	NOUN
ajeer-231	61	43	for	for	ADP
ajeer-231	61	44	central	central	ADJ
ajeer-231	61	45	bank	bank	NOUN
ajeer-231	61	46	balances	balance	NOUN
ajeer-231	61	47	.	.	PUNCT
ajeer-231	62	1	towards	towards	ADP
ajeer-231	62	2	the	the	DET
ajeer-231	62	3	long	long	ADJ
ajeer-231	62	4	end	end	NOUN
ajeer-231	62	5	of	of	ADP
ajeer-231	62	6	the	the	DET
ajeer-231	62	7	yield	yield	NOUN
ajeer-231	62	8	curve	curve	NOUN
ajeer-231	62	9	,	,	PUNCT
ajeer-231	62	10	interest	interest	NOUN
ajeer-231	62	11	rates	rate	NOUN
ajeer-231	62	12	,	,	PUNCT
ajeer-231	62	13	while	while	SCONJ
ajeer-231	62	14	being	be	AUX
ajeer-231	62	15	far	far	ADV
ajeer-231	62	16	from	from	ADP
ajeer-231	62	17	unaffected	unaffected	ADJ
ajeer-231	62	18	by	by	ADP
ajeer-231	62	19	central	central	ADJ
ajeer-231	62	20	bank	bank	NOUN
ajeer-231	62	21	actions	action	NOUN
ajeer-231	62	22	,	,	PUNCT
ajeer-231	62	23	are	be	AUX
ajeer-231	62	24	commonly	commonly	ADV
ajeer-231	62	25	believed	believe	VERB
ajeer-231	62	26	to	to	PART
ajeer-231	62	27	be	be	AUX
ajeer-231	62	28	more	more	ADV
ajeer-231	62	29	strongly	strongly	ADV
ajeer-231	62	30	influenced	influence	VERB
ajeer-231	62	31	by	by	ADP
ajeer-231	62	32	market	market	NOUN
ajeer-231	62	33	expectations	expectation	NOUN
ajeer-231	62	34	on	on	ADP
ajeer-231	62	35	future	future	ADJ
ajeer-231	62	36	short	short	ADJ
ajeer-231	62	37	-	-	PUNCT
ajeer-231	62	38	term	term	NOUN
ajeer-231	62	39	rates	rate	NOUN
ajeer-231	62	40	and	and	CCONJ
ajeer-231	62	41	inflation	inflation	NOUN
ajeer-231	62	42	,	,	PUNCT
ajeer-231	62	43	as	as	SCONJ
ajeer-231	62	44	explained	explain	VERB
ajeer-231	62	45	in	in	ADP
ajeer-231	62	46	estrella	estrella	PROPN
ajeer-231	62	47	and	and	CCONJ
ajeer-231	62	48	mishkin	mishkin	NOUN
ajeer-231	62	49	(	(	PUNCT
ajeer-231	62	50	1996	1996	NUM
ajeer-231	62	51	)	)	PUNCT
ajeer-231	62	52	.	.	PUNCT
ajeer-231	63	1	hence	hence	ADV
ajeer-231	63	2	,	,	PUNCT
ajeer-231	63	3	a	a	DET
ajeer-231	63	4	flat	flat	ADJ
ajeer-231	63	5	or	or	CCONJ
ajeer-231	63	6	even	even	ADV
ajeer-231	63	7	downward	downward	ADV
ajeer-231	63	8	-	-	PUNCT
ajeer-231	63	9	sloping	slope	VERB
ajeer-231	63	10	yield	yield	NOUN
ajeer-231	63	11	curve	curve	NOUN
ajeer-231	63	12	is	be	AUX
ajeer-231	63	13	usually	usually	ADV
ajeer-231	63	14	indicative	indicative	ADJ
ajeer-231	63	15	of	of	ADP
ajeer-231	63	16	a	a	DET
ajeer-231	63	17	restrictive	restrictive	ADJ
ajeer-231	63	18	central	central	ADJ
ajeer-231	63	19	bank	bank	NOUN
ajeer-231	63	20	policy	policy	NOUN
ajeer-231	63	21	that	that	PRON
ajeer-231	63	22	aims	aim	VERB
ajeer-231	63	23	at	at	ADP
ajeer-231	63	24	limiting	limit	VERB
ajeer-231	63	25	money	money	NOUN
ajeer-231	63	26	supply	supply	NOUN
ajeer-231	63	27	growth	growth	NOUN
ajeer-231	63	28	and	and	CCONJ
ajeer-231	63	29	reducing	reduce	VERB
ajeer-231	63	30	inflation	inflation	NOUN
ajeer-231	63	31	,	,	PUNCT
ajeer-231	63	32	albeit	albeit	SCONJ
ajeer-231	63	33	at	at	ADP
ajeer-231	63	34	the	the	DET
ajeer-231	63	35	cost	cost	NOUN
ajeer-231	63	36	of	of	ADP
ajeer-231	63	37	a	a	DET
ajeer-231	63	38	(	(	PUNCT
ajeer-231	63	39	temporary	temporary	ADJ
ajeer-231	63	40	)	)	PUNCT
ajeer-231	63	41	slowdown	slowdown	NOUN
ajeer-231	63	42	in	in	ADP
ajeer-231	63	43	economic	economic	ADJ
ajeer-231	63	44	activity	activity	NOUN
ajeer-231	63	45	.	.	PUNCT
ajeer-231	64	1	conversely	conversely	ADV
ajeer-231	64	2	,	,	PUNCT
ajeer-231	64	3	an	an	DET
ajeer-231	64	4	upward	upward	ADJ
ajeer-231	64	5	slope	slope	NOUN
ajeer-231	64	6	that	that	PRON
ajeer-231	64	7	appears	appear	VERB
ajeer-231	64	8	outstandingly	outstandingly	ADV
ajeer-231	64	9	steep	steep	ADJ
ajeer-231	64	10	by	by	ADP
ajeer-231	64	11	historical	historical	ADJ
ajeer-231	64	12	standards	standard	NOUN
ajeer-231	64	13	often	often	ADV
ajeer-231	64	14	is	be	AUX
ajeer-231	64	15	a	a	DET
ajeer-231	64	16	by	by	ADP
ajeer-231	64	17	-	-	PUNCT
ajeer-231	64	18	product	product	NOUN
ajeer-231	64	19	of	of	ADP
ajeer-231	64	20	an	an	DET
ajeer-231	64	21	expansionary	expansionary	ADJ
ajeer-231	64	22	monetary	monetary	ADJ
ajeer-231	64	23	policy	policy	NOUN
ajeer-231	64	24	stance	stance	NOUN
ajeer-231	64	25	.	.	PUNCT
ajeer-231	65	1	meanwhile	meanwhile	ADV
ajeer-231	65	2	,	,	PUNCT
ajeer-231	65	3	several	several	ADJ
ajeer-231	65	4	empirical	empirical	ADJ
ajeer-231	65	5	findings	finding	NOUN
ajeer-231	65	6	have	have	AUX
ajeer-231	65	7	supported	support	VERB
ajeer-231	65	8	the	the	DET
ajeer-231	65	9	above	above	ADJ
ajeer-231	65	10	line	line	NOUN
ajeer-231	65	11	of	of	ADP
ajeer-231	65	12	reasoning	reasoning	NOUN
ajeer-231	65	13	.	.	PUNCT
ajeer-231	66	1	among	among	ADP
ajeer-231	66	2	the	the	DET
ajeer-231	66	3	early	early	ADJ
ajeer-231	66	4	examples	example	NOUN
ajeer-231	66	5	for	for	ADP
ajeer-231	66	6	this	this	PRON
ajeer-231	66	7	are	be	AUX
ajeer-231	66	8	the	the	DET
ajeer-231	66	9	works	work	NOUN
ajeer-231	66	10	by	by	ADP
ajeer-231	66	11	estrella	estrella	PROPN
ajeer-231	66	12	and	and	CCONJ
ajeer-231	66	13	hardouvelis	hardouvelis	PROPN
ajeer-231	66	14	(	(	PUNCT
ajeer-231	66	15	1991	1991	NUM
ajeer-231	66	16	)	)	PUNCT
ajeer-231	66	17	;	;	PUNCT
ajeer-231	66	18	estrella	estrella	PROPN
ajeer-231	66	19	and	and	CCONJ
ajeer-231	66	20	mishkin	mishkin	NOUN
ajeer-231	66	21	(	(	PUNCT
ajeer-231	66	22	1996;1998	1996;1998	NUM
ajeer-231	66	23	)	)	PUNCT
ajeer-231	66	24	as	as	ADV
ajeer-231	66	25	well	well	ADV
ajeer-231	66	26	as	as	ADP
ajeer-231	66	27	smets	smet	NOUN
ajeer-231	66	28	and	and	CCONJ
ajeer-231	66	29	tsatsaronis	tsatsaronis	NOUN
ajeer-231	66	30	(	(	PUNCT
ajeer-231	66	31	1997	1997	NUM
ajeer-231	66	32	)	)	PUNCT
ajeer-231	66	33	more	more	ADV
ajeer-231	66	34	recent	recent	ADJ
ajeer-231	66	35	related	related	ADJ
ajeer-231	66	36	contributions	contribution	NOUN
ajeer-231	66	37	include	include	VERB
ajeer-231	66	38	papers	paper	NOUN
ajeer-231	66	39	by	by	ADP
ajeer-231	66	40	stock	stock	NOUN
ajeer-231	66	41	and	and	CCONJ
ajeer-231	66	42	watson	watson	PROPN
ajeer-231	66	43	(	(	PUNCT
ajeer-231	66	44	2003	2003	NUM
ajeer-231	66	45	)	)	PUNCT
ajeer-231	66	46	;	;	PUNCT
ajeer-231	66	47	ang	ang	PROPN
ajeer-231	66	48	and	and	CCONJ
ajeer-231	66	49	piazzesi	piazzesi	PROPN
ajeer-231	66	50	(	(	PUNCT
ajeer-231	66	51	2003	2003	NUM
ajeer-231	66	52	)	)	PUNCT
ajeer-231	66	53	and	and	CCONJ
ajeer-231	66	54	diebold	diebold	VERB
ajeer-231	66	55	et	et	PROPN
ajeer-231	66	56	al	al	PROPN
ajeer-231	66	57	.	.	PUNCT
ajeer-231	66	58	(	(	PUNCT
ajeer-231	66	59	2006	2006	NUM
ajeer-231	66	60	)	)	PUNCT
ajeer-231	66	61	.	.	PUNCT
ajeer-231	67	1	if	if	SCONJ
ajeer-231	67	2	market	market	NOUN
ajeer-231	67	3	participants	participant	NOUN
ajeer-231	67	4	do	do	AUX
ajeer-231	67	5	indeed	indeed	ADV
ajeer-231	67	6	react	react	VERB
ajeer-231	67	7	gradually	gradually	ADV
ajeer-231	67	8	,	,	PUNCT
ajeer-231	67	9	and	and	CCONJ
ajeer-231	67	10	at	at	ADP
ajeer-231	67	11	different	different	ADJ
ajeer-231	67	12	speeds	speed	NOUN
ajeer-231	67	13	,	,	PUNCT
ajeer-231	67	14	to	to	ADP
ajeer-231	67	15	the	the	DET
ajeer-231	67	16	arrival	arrival	NOUN
ajeer-231	67	17	of	of	ADP
ajeer-231	67	18	new	new	ADJ
ajeer-231	67	19	information	information	NOUN
ajeer-231	67	20	,	,	PUNCT
ajeer-231	67	21	the	the	DET
ajeer-231	67	22	suggestion	suggestion	NOUN
ajeer-231	67	23	by	by	ADP
ajeer-231	67	24	siegel	siegel	PROPN
ajeer-231	67	25	(	(	PUNCT
ajeer-231	67	26	1998	1998	NUM
ajeer-231	67	27	)	)	PUNCT
ajeer-231	67	28	that	that	SCONJ
ajeer-231	67	29	a	a	DET
ajeer-231	67	30	reliable	reliable	ADJ
ajeer-231	67	31	predictor	predictor	NOUN
ajeer-231	67	32	of	of	ADP
ajeer-231	67	33	turning	turn	VERB
ajeer-231	67	34	points	point	NOUN
ajeer-231	67	35	in	in	ADP
ajeer-231	67	36	the	the	DET
ajeer-231	67	37	business	business	NOUN
ajeer-231	67	38	cycle	cycle	NOUN
ajeer-231	67	39	would	would	AUX
ajeer-231	67	40	also	also	ADV
ajeer-231	67	41	be	be	AUX
ajeer-231	67	42	a	a	DET
ajeer-231	67	43	useful	useful	ADJ
ajeer-231	67	44	tool	tool	NOUN
ajeer-231	67	45	in	in	ADP
ajeer-231	67	46	timing	time	VERB
ajeer-231	67	47	the	the	DET
ajeer-231	67	48	stock	stock	NOUN
ajeer-231	67	49	market	market	NOUN
ajeer-231	67	50	would	would	AUX
ajeer-231	67	51	hence	hence	ADV
ajeer-231	67	52	encourage	encourage	VERB
ajeer-231	67	53	to	to	PART
ajeer-231	67	54	use	use	VERB
ajeer-231	67	55	the	the	DET
ajeer-231	67	56	slope	slope	NOUN
ajeer-231	67	57	of	of	ADP
ajeer-231	67	58	the	the	DET
ajeer-231	67	59	yield	yield	NOUN
ajeer-231	67	60	curve	curve	NOUN
ajeer-231	67	61	as	as	ADP
ajeer-231	67	62	a	a	DET
ajeer-231	67	63	lead	lead	ADJ
ajeer-231	67	64	indicator	indicator	NOUN
ajeer-231	67	65	for	for	ADP
ajeer-231	67	66	the	the	DET
ajeer-231	67	67	equity	equity	NOUN
ajeer-231	67	68	market	market	NOUN
ajeer-231	67	69	,	,	PUNCT
ajeer-231	67	70	too	too	ADV
ajeer-231	67	71	.	.	PUNCT
ajeer-231	68	1	by	by	ADP
ajeer-231	68	2	now	now	ADV
ajeer-231	68	3	,	,	PUNCT
ajeer-231	68	4	a	a	DET
ajeer-231	68	5	considerable	considerable	ADJ
ajeer-231	68	6	body	body	NOUN
ajeer-231	68	7	of	of	ADP
ajeer-231	68	8	literature	literature	NOUN
ajeer-231	68	9	has	have	AUX
ajeer-231	68	10	accumulated	accumulate	VERB
ajeer-231	68	11	that	that	SCONJ
ajeer-231	68	12	essentially	essentially	ADV
ajeer-231	68	13	confirms	confirm	VERB
ajeer-231	68	14	this	this	DET
ajeer-231	68	15	perception	perception	NOUN
ajeer-231	68	16	.	.	PUNCT
ajeer-231	69	1	examples	example	NOUN
ajeer-231	69	2	of	of	ADP
ajeer-231	69	3	related	related	ADJ
ajeer-231	69	4	studies	study	NOUN
ajeer-231	69	5	include	include	VERB
ajeer-231	69	6	campbell	campbell	PROPN
ajeer-231	69	7	(	(	PUNCT
ajeer-231	69	8	1987	1987	NUM
ajeer-231	69	9	)	)	PUNCT
ajeer-231	69	10	;	;	PUNCT
ajeer-231	69	11	fama	fama	PROPN
ajeer-231	69	12	and	and	CCONJ
ajeer-231	69	13	french	french	ADJ
ajeer-231	69	14	(	(	PUNCT
ajeer-231	69	15	1989	1989	NUM
ajeer-231	69	16	)	)	PUNCT
ajeer-231	69	17	;	;	PUNCT
ajeer-231	69	18	schwert	schwert	X
ajeer-231	69	19	(	(	PUNCT
ajeer-231	69	20	1990	1990	NUM
ajeer-231	69	21	)	)	PUNCT
ajeer-231	69	22	;	;	PUNCT
ajeer-231	69	23	campbell	campbell	PROPN
ajeer-231	69	24	and	and	CCONJ
ajeer-231	69	25	ammer	ammer	PROPN
ajeer-231	69	26	(	(	PUNCT
ajeer-231	69	27	1993	1993	NUM
ajeer-231	69	28	)	)	PUNCT
ajeer-231	69	29	and	and	CCONJ
ajeer-231	69	30	boudoukh	boudoukh	NOUN
ajeer-231	69	31	et	et	PROPN
ajeer-231	69	32	al	al	PROPN
ajeer-231	69	33	.	.	PROPN
ajeer-231	70	1	(	(	PUNCT
ajeer-231	70	2	1997	1997	NUM
ajeer-231	70	3	)	)	PUNCT
ajeer-231	70	4	as	as	ADV
ajeer-231	70	5	well	well	ADV
ajeer-231	70	6	as	as	ADP
ajeer-231	70	7	resnick	resnick	PROPN
ajeer-231	70	8	and	and	CCONJ
ajeer-231	70	9	shoesmith	shoesmith	PROPN
ajeer-231	70	10	(	(	PUNCT
ajeer-231	70	11	2002	2002	NUM
ajeer-231	70	12	)	)	PUNCT
ajeer-231	70	13	.	.	PUNCT
ajeer-231	71	1	3	3	X
ajeer-231	71	2	.	.	X
ajeer-231	71	3	data	datum	NOUN
ajeer-231	71	4	in	in	ADP
ajeer-231	71	5	the	the	DET
ajeer-231	71	6	context	context	NOUN
ajeer-231	71	7	of	of	ADP
ajeer-231	71	8	this	this	DET
ajeer-231	71	9	paper	paper	NOUN
ajeer-231	71	10	,	,	PUNCT
ajeer-231	71	11	the	the	DET
ajeer-231	71	12	one	one	NUM
ajeer-231	71	13	-	-	PUNCT
ajeer-231	71	14	month	month	NOUN
ajeer-231	71	15	lagged	lag	VERB
ajeer-231	71	16	slope	slope	NOUN
ajeer-231	71	17	of	of	ADP
ajeer-231	71	18	the	the	DET
ajeer-231	71	19	yield	yield	NOUN
ajeer-231	71	20	curve	curve	NOUN
ajeer-231	71	21	(	(	PUNCT
ajeer-231	71	22	referred	refer	VERB
ajeer-231	71	23	to	to	ADP
ajeer-231	71	24	by	by	ADP
ajeer-231	71	25	the	the	DET
ajeer-231	71	26	abbreviation	abbreviation	NOUN
ajeer-231	71	27	slope-1	slope-1	PROPN
ajeer-231	71	28	)	)	PUNCT
ajeer-231	71	29	is	be	AUX
ajeer-231	71	30	measured	measure	VERB
ajeer-231	71	31	by	by	ADP
ajeer-231	71	32	the	the	DET
ajeer-231	71	33	difference	difference	NOUN
ajeer-231	71	34	between	between	ADP
ajeer-231	71	35	the	the	DET
ajeer-231	71	36	seasonally	seasonally	ADV
ajeer-231	71	37	unadjusted	unadjusted	ADJ
ajeer-231	71	38	end	end	NOUN
ajeer-231	71	39	-	-	PUNCT
ajeer-231	71	40	of	of	ADP
ajeer-231	71	41	-	-	PUNCT
ajeer-231	71	42	month	month	NOUN
ajeer-231	71	43	values	value	NOUN
ajeer-231	71	44	of	of	ADP
ajeer-231	71	45	the	the	DET
ajeer-231	71	46	10	10	NUM
ajeer-231	71	47	-	-	PUNCT
ajeer-231	71	48	year	year	NOUN
ajeer-231	71	49	treasury	treasury	NOUN
ajeer-231	71	50	constant	constant	ADJ
ajeer-231	71	51	maturity	maturity	NOUN
ajeer-231	71	52	rate	rate	NOUN
ajeer-231	71	53	and	and	CCONJ
ajeer-231	71	54	the	the	DET
ajeer-231	71	55	effective	effective	ADJ
ajeer-231	71	56	federal	federal	ADJ
ajeer-231	71	57	funds	fund	NOUN
ajeer-231	71	58	rate	rate	NOUN
ajeer-231	71	59	,	,	PUNCT
ajeer-231	71	60	as	as	SCONJ
ajeer-231	71	61	published	publish	VERB
ajeer-231	71	62	federal	federal	PROPN
ajeer-231	71	63	reserve	reserve	PROPN
ajeer-231	71	64	bank	bank	PROPN
ajeer-231	71	65	of	of	ADP
ajeer-231	71	66	st	st	PROPN
ajeer-231	71	67	.	.	PROPN
ajeer-231	71	68	louis1	louis1	PROPN
ajeer-231	71	69	.	.	PUNCT
ajeer-231	72	1	for	for	ADP
ajeer-231	72	2	calculating	calculate	VERB
ajeer-231	72	3	the	the	DET
ajeer-231	72	4	monthly	monthly	ADJ
ajeer-231	72	5	rates	rate	NOUN
ajeer-231	72	6	of	of	ADP
ajeer-231	72	7	return	return	NOUN
ajeer-231	72	8	on	on	ADP
ajeer-231	72	9	the	the	DET
ajeer-231	72	10	s&p	s&p	PROPN
ajeer-231	72	11	500	500	NUM
ajeer-231	72	12	index	index	NOUN
ajeer-231	72	13	(	(	PUNCT
ajeer-231	72	14	r1	r1	PROPN
ajeer-231	72	15	m	m	PROPN
ajeer-231	72	16	)	)	PUNCT
ajeer-231	72	17	and	and	CCONJ
ajeer-231	72	18	the	the	DET
ajeer-231	72	19	lagged	lag	VERB
ajeer-231	72	20	momentum	momentum	NOUN
ajeer-231	72	21	indicator	indicator	NOUN
ajeer-231	72	22	mom-1	mom-1	NUM
ajeer-231	72	23	,	,	PUNCT
ajeer-231	72	24	the	the	DET
ajeer-231	72	25	end	end	NOUN
ajeer-231	72	26	-	-	PUNCT
ajeer-231	72	27	of	of	ADP
ajeer-231	72	28	-	-	PUNCT
ajeer-231	72	29	month	month	NOUN
ajeer-231	72	30	index	index	NOUN
ajeer-231	72	31	levels	level	NOUN
ajeer-231	72	32	made	make	VERB
ajeer-231	72	33	available	available	ADJ
ajeer-231	72	34	by	by	ADP
ajeer-231	72	35	yahoo	yahoo	PROPN
ajeer-231	72	36	!	!	PUNCT
ajeer-231	72	37	finance2	finance2	PROPN
ajeer-231	72	38	are	be	AUX
ajeer-231	72	39	used	use	VERB
ajeer-231	72	40	.	.	PUNCT
ajeer-231	73	1	in	in	ADP
ajeer-231	73	2	line	line	NOUN
ajeer-231	73	3	with	with	ADP
ajeer-231	73	4	a	a	DET
ajeer-231	73	5	common	common	ADJ
ajeer-231	73	6	practice	practice	NOUN
ajeer-231	73	7	,	,	PUNCT
ajeer-231	73	8	the	the	DET
ajeer-231	73	9	time	time	NOUN
ajeer-231	73	10	horizon	horizon	NOUN
ajeer-231	73	11	over	over	ADP
ajeer-231	73	12	which	which	PRON
ajeer-231	73	13	momentum	momentum	NOUN
ajeer-231	73	14	indicator	indicator	NOUN
ajeer-231	73	15	was	be	AUX
ajeer-231	73	16	calculated	calculate	VERB
ajeer-231	73	17	amounts	amount	NOUN
ajeer-231	73	18	to	to	ADP
ajeer-231	73	19	12	12	NUM
ajeer-231	73	20	months	month	NOUN
ajeer-231	73	21	.	.	PUNCT
ajeer-231	74	1	the	the	DET
ajeer-231	74	2	sampling	sample	VERB
ajeer-231	74	3	period	period	NOUN
ajeer-231	74	4	ranges	range	VERB
ajeer-231	74	5	from	from	ADP
ajeer-231	74	6	1960	1960	NUM
ajeer-231	74	7	to	to	ADP
ajeer-231	74	8	2015	2015	NUM
ajeer-231	74	9	.	.	PUNCT
ajeer-231	75	1	descriptive	descriptive	ADJ
ajeer-231	75	2	statistics	statistic	NOUN
ajeer-231	75	3	of	of	ADP
ajeer-231	75	4	the	the	DET
ajeer-231	75	5	variables	variable	NOUN
ajeer-231	75	6	in	in	ADP
ajeer-231	75	7	use	use	NOUN
ajeer-231	75	8	are	be	AUX
ajeer-231	75	9	provided	provide	VERB
ajeer-231	75	10	in	in	ADP
ajeer-231	75	11	table	table	NOUN
ajeer-231	75	12	1	1	NUM
ajeer-231	75	13	below	below	ADV
ajeer-231	75	14	.	.	PUNCT
ajeer-231	76	1	table-1	table-1	PRON
ajeer-231	76	2	.	.	PUNCT
ajeer-231	76	3	descriptive	descriptive	ADJ
ajeer-231	76	4	statistics	statistic	NOUN
ajeer-231	76	5	of	of	ADP
ajeer-231	76	6	variables	variable	NOUN
ajeer-231	76	7	in	in	ADP
ajeer-231	76	8	use	use	NOUN
ajeer-231	76	9	r1	r1	PROPN
ajeer-231	76	10	m	m	PROPN
ajeer-231	76	11	slope-1	slope-1	NUM
ajeer-231	76	12	mom-1	mom-1	NUM
ajeer-231	76	13	mean	mean	VERB
ajeer-231	76	14	0.0053	0.0053	NUM
ajeer-231	76	15	0.0106	0.0106	NUM
ajeer-231	76	16	0.0638	0.0638	NUM
ajeer-231	76	17	standard	standard	ADJ
ajeer-231	76	18	deviation	deviation	NOUN
ajeer-231	76	19	0.0428	0.0428	NUM
ajeer-231	76	20	0.0168	0.0168	NUM
ajeer-231	76	21	0.1573	0.1573	NUM
ajeer-231	76	22	skewness	skewness	NOUN
ajeer-231	76	23	-0.6750	-0.6750	NOUN
ajeer-231	76	24	-1.1364	-1.1364	PROPN
ajeer-231	76	25	-0.9188	-0.9188	X
ajeer-231	76	26	excess	excess	ADJ
ajeer-231	76	27	kurtosis	kurtosis	NOUN
ajeer-231	76	28	2.5693	2.5693	NUM
ajeer-231	76	29	2.1463	2.1463	NUM
ajeer-231	76	30	1.3873	1.3873	NUM
ajeer-231	76	31	minimum	minimum	ADJ
ajeer-231	76	32	-0.2454	-0.2454	NOUN
ajeer-231	76	33	-0.0651	-0.0651	PUNCT
ajeer-231	77	1	-0.5934	-0.5934	PROPN
ajeer-231	78	1	5	5	NUM
ajeer-231	78	2	%	%	NOUN
ajeer-231	78	3	quantile	quantile	ADJ
ajeer-231	78	4	-0.0680	-0.0680	NOUN
ajeer-231	78	5	-0.0207	-0.0207	NOUN
ajeer-231	78	6	-0.2191	-0.2191	VERB
ajeer-231	78	7	10	10	NUM
ajeer-231	78	8	%	%	NOUN
ajeer-231	78	9	quantile	quantile	NOUN
ajeer-231	78	10	-0.0483	-0.0483	PROPN
ajeer-231	78	11	-0.0083	-0.0083	PROPN
ajeer-231	78	12	-0.1489	-0.1489	PROPN
ajeer-231	78	13	25	25	NUM
ajeer-231	78	14	%	%	NOUN
ajeer-231	78	15	quantile	quantile	NOUN
ajeer-231	78	16	-0.0181	-0.0181	VERB
ajeer-231	78	17	0.0017	0.0017	NUM
ajeer-231	78	18	-0.0194	-0.0194	NOUN
ajeer-231	78	19	median	median	PROPN
ajeer-231	79	1	0.0090	0.0090	NUM
ajeer-231	79	2	0.0124	0.0124	NUM
ajeer-231	79	3	0.0927	0.0927	NUM
ajeer-231	79	4	75	75	NUM
ajeer-231	79	5	%	%	NOUN
ajeer-231	79	6	quantile	quantile	NOUN
ajeer-231	79	7	0.0337	0.0337	NUM
ajeer-231	79	8	0.0226	0.0226	NUM
ajeer-231	79	9	0.1686	0.1686	NUM
ajeer-231	79	10	90	90	NUM
ajeer-231	79	11	%	%	NOUN
ajeer-231	79	12	quantile	quantile	VERB
ajeer-231	79	13	0.0528	0.0528	NUM
ajeer-231	79	14	0.0297	0.0297	NUM
ajeer-231	79	15	0.2372	0.2372	NUM
ajeer-231	79	16	95	95	NUM
ajeer-231	79	17	%	%	NOUN
ajeer-231	79	18	quantile	quantile	NOUN
ajeer-231	79	19	0.0696	0.0696	NUM
ajeer-231	79	20	0.0328	0.0328	NUM
ajeer-231	79	21	0.2735	0.2735	NUM
ajeer-231	79	22	maximum	maximum	ADJ
ajeer-231	79	23	0.1510	0.1510	NUM
ajeer-231	79	24	0.0385	0.0385	NUM
ajeer-231	79	25	0.4249	0.4249	NUM
ajeer-231	79	26	#	#	NOUN
ajeer-231	79	27	observations	observation	NOUN
ajeer-231	79	28	671	671	NUM
ajeer-231	79	29	671	671	NUM
ajeer-231	79	30	671	671	NUM
ajeer-231	79	31	4	4	NUM
ajeer-231	79	32	.	.	PUNCT
ajeer-231	79	33	empirical	empirical	ADJ
ajeer-231	79	34	methodology	methodology	NOUN
ajeer-231	79	35	4.1	4.1	NUM
ajeer-231	79	36	.	.	PUNCT
ajeer-231	80	1	problem	problem	NOUN
ajeer-231	80	2	formulation	formulation	NOUN
ajeer-231	80	3	and	and	CCONJ
ajeer-231	80	4	objective	objective	NOUN
ajeer-231	80	5	in	in	ADP
ajeer-231	80	6	the	the	DET
ajeer-231	80	7	following	following	NOUN
ajeer-231	80	8	,	,	PUNCT
ajeer-231	80	9	yt	yt	PROPN
ajeer-231	80	10	denotes	denote	VERB
ajeer-231	80	11	the	the	DET
ajeer-231	80	12	rate	rate	NOUN
ajeer-231	80	13	of	of	ADP
ajeer-231	80	14	return	return	NOUN
ajeer-231	80	15	on	on	ADP
ajeer-231	80	16	the	the	DET
ajeer-231	80	17	s&p	s&p	PROPN
ajeer-231	80	18	500	500	NUM
ajeer-231	80	19	stock	stock	NOUN
ajeer-231	80	20	market	market	NOUN
ajeer-231	80	21	index	index	NOUN
ajeer-231	80	22	between	between	ADP
ajeer-231	80	23	the	the	DET
ajeer-231	80	24	last	last	ADJ
ajeer-231	80	25	trading	trading	NOUN
ajeer-231	80	26	days	day	NOUN
ajeer-231	80	27	of	of	ADP
ajeer-231	80	28	two	two	NUM
ajeer-231	80	29	subsequent	subsequent	ADJ
ajeer-231	80	30	months	month	NOUN
ajeer-231	80	31	t	t	PROPN
ajeer-231	80	32	and	and	CCONJ
ajeer-231	80	33	t-1	t-1	PROPN
ajeer-231	80	34	.	.	PUNCT
ajeer-231	81	1	moreover	moreover	ADV
ajeer-231	81	2	,	,	PUNCT
ajeer-231	81	3	x1,t-1	x1,t-1	X
ajeer-231	81	4	stands	stand	VERB
ajeer-231	81	5	for	for	ADP
ajeer-231	81	6	the	the	DET
ajeer-231	81	7	lagged	lag	VERB
ajeer-231	81	8	12	12	NUM
ajeer-231	81	9	-	-	PUNCT
ajeer-231	81	10	month	month	NOUN
ajeer-231	81	11	rate	rate	NOUN
ajeer-231	81	12	of	of	ADP
ajeer-231	81	13	return	return	NOUN
ajeer-231	81	14	on	on	ADP
ajeer-231	81	15	the	the	DET
ajeer-231	81	16	same	same	ADJ
ajeer-231	81	17	index	index	NOUN
ajeer-231	81	18	,	,	PUNCT
ajeer-231	81	19	and	and	CCONJ
ajeer-231	81	20	x2,t-1	x2,t-1	VERB
ajeer-231	81	21	the	the	DET
ajeer-231	81	22	difference	difference	NOUN
ajeer-231	81	23	between	between	ADP
ajeer-231	81	24	the	the	DET
ajeer-231	81	25	par	par	NOUN
ajeer-231	81	26	yield	yield	NOUN
ajeer-231	81	27	on	on	ADP
ajeer-231	81	28	ten	ten	NUM
ajeer-231	81	29	-	-	PUNCT
ajeer-231	81	30	year	year	NOUN
ajeer-231	81	31	u.s	u.s	PROPN
ajeer-231	81	32	.	.	PROPN
ajeer-231	81	33	treasury	treasury	PROPN
ajeer-231	81	34	bonds	bond	NOUN
ajeer-231	81	35	and	and	CCONJ
ajeer-231	81	36	the	the	DET
ajeer-231	81	37	federal	federal	ADJ
ajeer-231	81	38	funds	fund	NOUN
ajeer-231	81	39	rate	rate	NOUN
ajeer-231	81	40	.	.	PUNCT
ajeer-231	82	1	the	the	DET
ajeer-231	82	2	last	last	ADJ
ajeer-231	82	3	month	month	NOUN
ajeer-231	82	4	for	for	ADP
ajeer-231	82	5	which	which	PRON
ajeer-231	82	6	an	an	DET
ajeer-231	82	7	observation	observation	NOUN
ajeer-231	82	8	of	of	ADP
ajeer-231	82	9	y	y	PROPN
ajeer-231	82	10	is	be	AUX
ajeer-231	82	11	available	available	ADJ
ajeer-231	82	12	in	in	ADP
ajeer-231	82	13	the	the	DET
ajeer-231	82	14	dataset	dataset	NOUN
ajeer-231	82	15	is	be	AUX
ajeer-231	82	16	denoted	denote	VERB
ajeer-231	82	17	by	by	ADP
ajeer-231	82	18	t.	t.	PROPN
ajeer-231	82	19	the	the	DET
ajeer-231	82	20	objective	objective	NOUN
ajeer-231	82	21	pursued	pursue	VERB
ajeer-231	82	22	here	here	ADV
ajeer-231	82	23	is	be	AUX
ajeer-231	82	24	to	to	PART
ajeer-231	82	25	estimate	estimate	VERB
ajeer-231	82	26	the	the	DET
ajeer-231	82	27	conditional	conditional	ADJ
ajeer-231	82	28	mean	mean	NOUN
ajeer-231	82	29	function	function	NOUN
ajeer-231	82	30	of	of	ADP
ajeer-231	82	31	yt	yt	NOUN
ajeer-231	82	32	without	without	ADP
ajeer-231	82	33	imposing	impose	VERB
ajeer-231	82	34	any	any	DET
ajeer-231	82	35	overly	overly	ADV
ajeer-231	82	36	restrictive	restrictive	ADJ
ajeer-231	82	37	preconditions	precondition	NOUN
ajeer-231	82	38	(	(	PUNCT
ajeer-231	82	39	such	such	ADJ
ajeer-231	82	40	as	as	ADP
ajeer-231	82	41	linearity	linearity	NOUN
ajeer-231	82	42	and	and	CCONJ
ajeer-231	82	43	additivity	additivity	NOUN
ajeer-231	82	44	)	)	PUNCT
ajeer-231	82	45	on	on	ADP
ajeer-231	82	46	the	the	DET
ajeer-231	82	47	form	form	NOUN
ajeer-231	82	48	of	of	ADP
ajeer-231	82	49	the	the	DET
ajeer-231	82	50	statistical	statistical	ADJ
ajeer-231	82	51	relationship	relationship	NOUN
ajeer-231	82	52	between	between	ADP
ajeer-231	82	53	yt	yt	PROPN
ajeer-231	82	54	and	and	CCONJ
ajeer-231	82	55	the	the	DET
ajeer-231	82	56	two	two	NUM
ajeer-231	82	57	explanatory	explanatory	ADJ
ajeer-231	82	58	variables	variable	NOUN
ajeer-231	82	59	x1,t-1	x1,t-1	ADJ
ajeer-231	82	60	,	,	PUNCT
ajeer-231	82	61	and	and	CCONJ
ajeer-231	82	62	x2	x2	PROPN
ajeer-231	82	63	,	,	PUNCT
ajeer-231	82	64	t-1	t-1	PROPN
ajeer-231	82	65	.	.	PUNCT
ajeer-231	83	1	it	it	PRON
ajeer-231	83	2	is	be	AUX
ajeer-231	83	3	assumed	assume	VERB
ajeer-231	83	4	that	that	SCONJ
ajeer-231	83	5	the	the	DET
ajeer-231	83	6	regression	regression	NOUN
ajeer-231	83	7	equation	equation	NOUN
ajeer-231	83	8	by	by	ADP
ajeer-231	83	9	which	which	PRON
ajeer-231	83	10	this	this	DET
ajeer-231	83	11	unknown	unknown	ADJ
ajeer-231	83	12	relationship	relationship	NOUN
ajeer-231	83	13	can	can	AUX
ajeer-231	83	14	be	be	AUX
ajeer-231	83	15	expressed	express	VERB
ajeer-231	83	16	reads	read	NOUN
ajeer-231	83	17	1	1	NUM
ajeer-231	83	18	see	see	VERB
ajeer-231	83	19	https://research.stlouisfed.org/fred2	https://research.stlouisfed.org/fred2	PROPN
ajeer-231	83	20	2	2	NUM
ajeer-231	83	21	see	see	VERB
ajeer-231	83	22	http://finance.yahoo.com/	http://finance.yahoo.com/	PROPN
ajeer-231	83	23	asian	asian	ADJ
ajeer-231	83	24	journal	journal	NOUN
ajeer-231	83	25	of	of	ADP
ajeer-231	83	26	economics	economic	NOUN
ajeer-231	83	27	and	and	CCONJ
ajeer-231	83	28	empirical	empirical	ADJ
ajeer-231	83	29	research	research	NOUN
ajeer-231	83	30	,	,	PUNCT
ajeer-231	83	31	2017	2017	NUM
ajeer-231	83	32	,	,	PUNCT
ajeer-231	83	33	4(2	4(2	NUM
ajeer-231	83	34	):	):	PUNCT
ajeer-231	83	35	61	61	NUM
ajeer-231	83	36	-	-	SYM
ajeer-231	83	37	67	67	NUM
ajeer-231	83	38	64	64	NUM
ajeer-231	83	39	tttt	tttt	NOUN
ajeer-231	83	40	uxxgy	uxxgy	NOUN
ajeer-231	83	41			ADJ
ajeer-231	83	42			NUM
ajeer-231	83	43	)	)	PUNCT
ajeer-231	83	44	,	,	PUNCT
ajeer-231	83	45	(	(	PUNCT
ajeer-231	83	46	1,21,1	1,21,1	NUM
ajeer-231	83	47	(	(	PUNCT
ajeer-231	83	48	1	1	NUM
ajeer-231	83	49	)	)	PUNCT
ajeer-231	83	50	where	where	SCONJ
ajeer-231	83	51	ut	ut	PROPN
ajeer-231	83	52	is	be	AUX
ajeer-231	83	53	the	the	DET
ajeer-231	83	54	time	time	NOUN
ajeer-231	83	55	-	-	PUNCT
ajeer-231	83	56	specific	specific	ADJ
ajeer-231	83	57	realization	realization	NOUN
ajeer-231	83	58	of	of	ADP
ajeer-231	83	59	a	a	DET
ajeer-231	83	60	scalar	scalar	ADJ
ajeer-231	83	61	random	random	ADJ
ajeer-231	83	62	variable	variable	NOUN
ajeer-231	83	63	with	with	ADP
ajeer-231	83	64	mean	mean	NOUN
ajeer-231	83	65	zero	zero	NUM
ajeer-231	83	66	that	that	PRON
ajeer-231	83	67	is	be	AUX
ajeer-231	83	68	independent	independent	ADJ
ajeer-231	83	69	of	of	ADP
ajeer-231	83	70	x1	x1	PROPN
ajeer-231	83	71	and	and	CCONJ
ajeer-231	83	72	x2	x2	NOUN
ajeer-231	83	73	.	.	PUNCT
ajeer-231	84	1	4.2	4.2	NUM
ajeer-231	84	2	.	.	PUNCT
ajeer-231	84	3	estimation	estimation	NOUN
ajeer-231	84	4	method	method	NOUN
ajeer-231	84	5	as	as	SCONJ
ajeer-231	84	6	shown	show	VERB
ajeer-231	84	7	by	by	ADP
ajeer-231	84	8	hastie	hastie	PROPN
ajeer-231	84	9	and	and	CCONJ
ajeer-231	84	10	tibshirani	tibshirani	PROPN
ajeer-231	84	11	(	(	PUNCT
ajeer-231	84	12	1993	1993	NUM
ajeer-231	84	13	)	)	PUNCT
ajeer-231	84	14	one	one	NUM
ajeer-231	84	15	way	way	NOUN
ajeer-231	84	16	of	of	ADP
ajeer-231	84	17	estimating	estimate	VERB
ajeer-231	84	18	an	an	DET
ajeer-231	84	19	unknown	unknown	ADJ
ajeer-231	84	20	function	function	NOUN
ajeer-231	84	21	like	like	ADP
ajeer-231	84	22	g	g	PROPN
ajeer-231	84	23	(	(	PUNCT
ajeer-231	84	24	.	.	PUNCT
ajeer-231	84	25	)	)	PUNCT
ajeer-231	85	1	above	above	ADV
ajeer-231	85	2	is	be	AUX
ajeer-231	85	3	to	to	PART
ajeer-231	85	4	use	use	VERB
ajeer-231	85	5	a	a	DET
ajeer-231	85	6	pre	pre	ADJ
ajeer-231	85	7	-	-	ADJ
ajeer-231	85	8	defined	define	VERB
ajeer-231	85	9	function	function	NOUN
ajeer-231	85	10	of	of	ADP
ajeer-231	85	11	both	both	CCONJ
ajeer-231	85	12	the	the	DET
ajeer-231	85	13	explanatory	explanatory	ADJ
ajeer-231	85	14	variables	variable	NOUN
ajeer-231	85	15	and	and	CCONJ
ajeer-231	85	16	a	a	DET
ajeer-231	85	17	set	set	NOUN
ajeer-231	85	18	of	of	ADP
ajeer-231	85	19	unknown	unknown	ADJ
ajeer-231	85	20	parameters	parameter	NOUN
ajeer-231	85	21			NOUN
ajeer-231	85	22	,	,	PUNCT
ajeer-231	85	23	1	1	NOUN
ajeer-231	85	24	,	,	PUNCT
ajeer-231	85	25	and	and	CCONJ
ajeer-231	85	26	2	2	NOUN
ajeer-231	85	27	in	in	ADP
ajeer-231	85	28	its	its	PRON
ajeer-231	85	29	place	place	NOUN
ajeer-231	85	30	,	,	PUNCT
ajeer-231	85	31	all	all	PRON
ajeer-231	85	32	of	of	ADP
ajeer-231	85	33	which	which	PRON
ajeer-231	85	34	are	be	AUX
ajeer-231	85	35	allowed	allow	VERB
ajeer-231	85	36	to	to	PART
ajeer-231	85	37	vary	vary	VERB
ajeer-231	85	38	with	with	ADP
ajeer-231	85	39	the	the	DET
ajeer-231	85	40	specific	specific	ADJ
ajeer-231	85	41	values	value	NOUN
ajeer-231	85	42	taken	take	VERB
ajeer-231	85	43	by	by	ADP
ajeer-231	85	44	the	the	DET
ajeer-231	85	45	explanatory	explanatory	ADJ
ajeer-231	85	46	variables	variable	NOUN
ajeer-231	85	47	.	.	PUNCT
ajeer-231	86	1	in	in	ADP
ajeer-231	86	2	our	our	PRON
ajeer-231	86	3	application	application	NOUN
ajeer-231	86	4	,	,	PUNCT
ajeer-231	86	5	this	this	PRON
ajeer-231	86	6	would	would	AUX
ajeer-231	86	7	imply	imply	VERB
ajeer-231	86	8	approximating	approximate	VERB
ajeer-231	86	9	(	(	PUNCT
ajeer-231	86	10	1	1	NUM
ajeer-231	86	11	)	)	PUNCT
ajeer-231	86	12	by	by	ADP
ajeer-231	86	13	tttttttttt	tttttttttt	ADJ
ajeer-231	86	14	xxxxxxxxy	xxxxxxxxy	PROPN
ajeer-231	86	15			PROPN
ajeer-231	86	16			NOUN
ajeer-231	86	17			NOUN
ajeer-231	86	18	)	)	PUNCT
ajeer-231	86	19	,	,	PUNCT
ajeer-231	86	20	(	(	PUNCT
ajeer-231	86	21	)	)	PUNCT
ajeer-231	86	22	,	,	PUNCT
ajeer-231	86	23	(	(	PUNCT
ajeer-231	86	24	)	)	PUNCT
ajeer-231	86	25	,	,	PUNCT
ajeer-231	86	26	(	(	PUNCT
ajeer-231	86	27	1,21,121,21,21,111,11,21,1	1,21,121,21,21,111,11,21,1	NUM
ajeer-231	86	28	(	(	PUNCT
ajeer-231	86	29	2	2	NUM
ajeer-231	86	30	)	)	PUNCT
ajeer-231	86	31	here	here	ADV
ajeer-231	86	32	,	,	PUNCT
ajeer-231	86	33	the	the	DET
ajeer-231	86	34	scalar	scalar	ADJ
ajeer-231	86	35	t	t	NOUN
ajeer-231	86	36	represents	represent	VERB
ajeer-231	86	37	the	the	DET
ajeer-231	86	38	cumulative	cumulative	ADJ
ajeer-231	86	39	impact	impact	NOUN
ajeer-231	86	40	of	of	ADP
ajeer-231	86	41	the	the	DET
ajeer-231	86	42	random	random	ADJ
ajeer-231	86	43	error	error	NOUN
ajeer-231	86	44	ut	ut	PROPN
ajeer-231	86	45	and	and	CCONJ
ajeer-231	86	46	any	any	DET
ajeer-231	86	47	possible	possible	ADJ
ajeer-231	86	48	approximation	approximation	NOUN
ajeer-231	86	49	error	error	NOUN
ajeer-231	86	50	incurred	incur	VERB
ajeer-231	86	51	when	when	SCONJ
ajeer-231	86	52	replacing	replace	VERB
ajeer-231	86	53	g	g	NOUN
ajeer-231	86	54	(	(	PUNCT
ajeer-231	86	55	.	.	PUNCT
ajeer-231	86	56	)	)	PUNCT
ajeer-231	87	1	by	by	ADP
ajeer-231	87	2	the	the	DET
ajeer-231	87	3	corresponding	corresponding	ADJ
ajeer-231	87	4	term	term	NOUN
ajeer-231	87	5	in	in	ADP
ajeer-231	87	6	(	(	PUNCT
ajeer-231	87	7	2	2	NUM
ajeer-231	87	8	)	)	PUNCT
ajeer-231	87	9	.	.	PUNCT
ajeer-231	88	1	then	then	ADV
ajeer-231	88	2	,	,	PUNCT
ajeer-231	88	3	for	for	SCONJ
ajeer-231	88	4	any	any	DET
ajeer-231	88	5	combination	combination	NOUN
ajeer-231	88	6	{	{	PUNCT
ajeer-231	88	7	*	*	PUNCT
ajeer-231	88	8	1x	1x	NUM
ajeer-231	88	9	,	,	PUNCT
ajeer-231	88	10	*	*	PUNCT
ajeer-231	88	11	2x	2x	NUM
ajeer-231	88	12	}	}	PUNCT
ajeer-231	88	13	of	of	ADP
ajeer-231	88	14	values	value	NOUN
ajeer-231	88	15	lying	lie	VERB
ajeer-231	88	16	inside	inside	ADP
ajeer-231	88	17	the	the	DET
ajeer-231	88	18	empirically	empirically	ADV
ajeer-231	88	19	observed	observe	VERB
ajeer-231	88	20	range	range	NOUN
ajeer-231	88	21	of	of	ADP
ajeer-231	88	22	x1,t-1	x1,t-1	PROPN
ajeer-231	88	23	and	and	CCONJ
ajeer-231	88	24	x2,t-1	x2,t-1	PROPN
ajeer-231	88	25	,	,	PUNCT
ajeer-231	88	26	a	a	DET
ajeer-231	88	27	set	set	NOUN
ajeer-231	88	28	)	)	PUNCT
ajeer-231	88	29	,	,	PUNCT
ajeer-231	88	30	,	,	PUNCT
ajeer-231	88	31	(	(	PUNCT
ajeer-231	88	32	ˆ	ˆ	X
ajeer-231	88	33	*	*	SYM
ajeer-231	88	34	2	2	NUM
ajeer-231	88	35	*	*	SYM
ajeer-231	88	36	1	1	NUM
ajeer-231	88	37	xx	xx	NOUN
ajeer-231	88	38	)	)	PUNCT
ajeer-231	88	39	,	,	PUNCT
ajeer-231	88	40	,	,	PUNCT
ajeer-231	88	41	(	(	PUNCT
ajeer-231	88	42	ˆ	ˆ	X
ajeer-231	88	43	*	*	SYM
ajeer-231	88	44	2	2	NUM
ajeer-231	88	45	*	*	SYM
ajeer-231	88	46	11	11	NUM
ajeer-231	88	47	xx	xx	NUM
ajeer-231	88	48	and	and	CCONJ
ajeer-231	88	49	)	)	PUNCT
ajeer-231	88	50	,	,	PUNCT
ajeer-231	88	51	(	(	PUNCT
ajeer-231	88	52	ˆ	ˆ	X
ajeer-231	88	53	*	*	SYM
ajeer-231	88	54	2	2	NUM
ajeer-231	88	55	*	*	SYM
ajeer-231	88	56	12	12	NUM
ajeer-231	88	57	xx	xx	NUM
ajeer-231	88	58	of	of	ADP
ajeer-231	88	59	related	relate	VERB
ajeer-231	88	60	estimates	estimate	NOUN
ajeer-231	88	61	can	can	AUX
ajeer-231	88	62	be	be	AUX
ajeer-231	88	63	calculated	calculate	VERB
ajeer-231	88	64	my	my	PRON
ajeer-231	88	65	minimizing	minimize	VERB
ajeer-231	88	66	the	the	DET
ajeer-231	88	67	criterion	criterion	NOUN
ajeer-231	88	68	function	function	NOUN
ajeer-231	88	69			NOUN
ajeer-231	88	70			SYM
ajeer-231	88	71			NOUN
ajeer-231	89	1			SYM
ajeer-231	89	2			NOUN
ajeer-231	89	3			SYM
ajeer-231	89	4			NOUN
ajeer-231	89	5			ADP
ajeer-231	89	6			PROPN
ajeer-231	89	7			PROPN
ajeer-231	89	8			NOUN
ajeer-231	89	9	t	t	PROPN
ajeer-231	89	10	t	t	NOUN
ajeer-231	89	11	ththttt	ththttt	NOUN
ajeer-231	89	12	xkxkxxy	xkxkxxy	PROPN
ajeer-231	89	13	2	2	NUM
ajeer-231	89	14	1,21,1	1,21,1	NUM
ajeer-231	89	15	2	2	NUM
ajeer-231	89	16	1,221,1121	1,221,1121	NUM
ajeer-231	89	17	,	,	PUNCT
ajeer-231	89	18	,	,	PUNCT
ajeer-231	89	19	~~~	~~~	X
ajeer-231	89	20	,	,	PUNCT
ajeer-231	89	21	~	~	PUNCT
ajeer-231	89	22	,	,	PUNCT
ajeer-231	89	23	~	~	PUNCT
ajeer-231	89	24	,	,	PUNCT
ajeer-231	89	25	~	~	PUNCT
ajeer-231	89	26	21	21	NUM
ajeer-231	89	27			NOUN
ajeer-231	89	28	(	(	PUNCT
ajeer-231	89	29	3	3	NUM
ajeer-231	89	30	)	)	PUNCT
ajeer-231	89	31	with	with	ADP
ajeer-231	89	32	respect	respect	NOUN
ajeer-231	89	33	to	to	ADP
ajeer-231	89	34	the	the	DET
ajeer-231	89	35	trial	trial	NOUN
ajeer-231	89	36	parameters	parameter	NOUN
ajeer-231	89	37	21	21	NUM
ajeer-231	89	38	~	~	PUNCT
ajeer-231	89	39	,	,	PUNCT
ajeer-231	89	40	~	~	PUNCT
ajeer-231	89	41	,	,	PUNCT
ajeer-231	89	42	~	~	PUNCT
ajeer-231	89	43			PROPN
ajeer-231	89	44	and	and	CCONJ
ajeer-231	89	45	.	.	PUNCT
ajeer-231	90	1	in	in	ADP
ajeer-231	90	2	the	the	DET
ajeer-231	90	3	above	above	ADJ
ajeer-231	90	4	equation	equation	NOUN
ajeer-231	90	5	,	,	PUNCT
ajeer-231	90	6	the	the	DET
ajeer-231	90	7	expression	expression	NOUN
ajeer-231	90	8			PROPN
ajeer-231	90	9			PUNCT
ajeer-231	90	10	,	,	PUNCT
ajeer-231	90	11	1,tih	1,tih	NUM
ajeer-231	90	12	xk	xk	INTJ
ajeer-231	90	13	i	i	PRON
ajeer-231	90	14	,	,	PUNCT
ajeer-231	90	15	i	i	PRON
ajeer-231	90	16	=	=	NOUN
ajeer-231	90	17	1	1	NUM
ajeer-231	90	18	,	,	PUNCT
ajeer-231	90	19	2	2	NUM
ajeer-231	90	20	,	,	PUNCT
ajeer-231	90	21	termed	term	VERB
ajeer-231	90	22	a	a	DET
ajeer-231	90	23	kernel	kernel	NOUN
ajeer-231	90	24	function	function	NOUN
ajeer-231	90	25	,	,	PUNCT
ajeer-231	90	26	is	be	AUX
ajeer-231	90	27	a	a	DET
ajeer-231	90	28	weighting	weighting	NOUN
ajeer-231	90	29	function	function	NOUN
ajeer-231	90	30	of	of	ADP
ajeer-231	90	31	which	which	PRON
ajeer-231	90	32	the	the	DET
ajeer-231	90	33	value	value	NOUN
ajeer-231	90	34	shrinks	shrink	VERB
ajeer-231	90	35	as	as	ADP
ajeer-231	90	36	the	the	DET
ajeer-231	90	37	distance	distance	NOUN
ajeer-231	90	38	between	between	ADP
ajeer-231	90	39	xi	xi	PROPN
ajeer-231	90	40	,	,	PUNCT
ajeer-231	90	41	t-1	t-1	PROPN
ajeer-231	90	42	and	and	CCONJ
ajeer-231	90	43	xi	xi	X
ajeer-231	90	44	*	*	NOUN
ajeer-231	90	45	increases	increase	NOUN
ajeer-231	90	46	.	.	PUNCT
ajeer-231	91	1	in	in	ADP
ajeer-231	91	2	this	this	DET
ajeer-231	91	3	application	application	NOUN
ajeer-231	91	4	,	,	PUNCT
ajeer-231	91	5	the	the	DET
ajeer-231	91	6	kernel	kernel	NOUN
ajeer-231	91	7	function	function	NOUN
ajeer-231	91	8	is	be	AUX
ajeer-231	91	9	set	set	VERB
ajeer-231	91	10	to	to	ADP
ajeer-231	91	11			NOUN
ajeer-231	91	12			PROPN
ajeer-231	91	13			PROPN
ajeer-231	92	1			PROPN
ajeer-231	92	2			NOUN
ajeer-231	93	1			PROPN
ajeer-231	93	2			PROPN
ajeer-231	93	3			PROPN
ajeer-231	94	1			PROPN
ajeer-231	94	2			NOUN
ajeer-231	94	3			PROPN
ajeer-231	94	4			PUNCT
ajeer-231	94	5			PROPN
ajeer-231	94	6			PROPN
ajeer-231	95	1	i	i	PRON
ajeer-231	95	2	iti	iti	INTJ
ajeer-231	96	1	i	i	PRON
ajeer-231	96	2	tih	tih	PROPN
ajeer-231	97	1	h	h	NOUN
ajeer-231	97	2	xx	xx	NUM
ajeer-231	98	1	h	h	NOUN
ajeer-231	98	2	xk	xk	INTJ
ajeer-231	99	1	i	i	PRON
ajeer-231	99	2	*	*	PROPN
ajeer-231	99	3	1	1	NUM
ajeer-231	99	4	,	,	PUNCT
ajeer-231	99	5	1	1	NUM
ajeer-231	99	6	,	,	PUNCT
ajeer-231	99	7	1	1	NUM
ajeer-231	99	8	,	,	PUNCT
ajeer-231	99	9			NOUN
ajeer-231	99	10	(	(	PUNCT
ajeer-231	99	11	4	4	NUM
ajeer-231	99	12	)	)	PUNCT
ajeer-231	99	13	where	where	SCONJ
ajeer-231	99	14			NOUN
ajeer-231	99	15			PROPN
ajeer-231	99	16	stands	stand	VERB
ajeer-231	99	17	for	for	ADP
ajeer-231	99	18	the	the	DET
ajeer-231	99	19	standard	standard	ADJ
ajeer-231	99	20	normal	normal	ADJ
ajeer-231	99	21	density	density	NOUN
ajeer-231	99	22	.	.	PUNCT
ajeer-231	100	1	(	(	PUNCT
ajeer-231	100	2	several	several	ADJ
ajeer-231	100	3	other	other	ADJ
ajeer-231	100	4	symmetric	symmetric	ADJ
ajeer-231	100	5	univariate	univariate	ADJ
ajeer-231	100	6	probability	probability	NOUN
ajeer-231	100	7	density	density	NOUN
ajeer-231	100	8	functions	function	NOUN
ajeer-231	100	9	could	could	AUX
ajeer-231	100	10	also	also	ADV
ajeer-231	100	11	have	have	AUX
ajeer-231	100	12	been	be	AUX
ajeer-231	100	13	used	use	VERB
ajeer-231	100	14	in	in	ADP
ajeer-231	100	15	its	its	PRON
ajeer-231	100	16	place	place	NOUN
ajeer-231	100	17	without	without	ADP
ajeer-231	100	18	substantially	substantially	ADV
ajeer-231	100	19	affecting	affect	VERB
ajeer-231	100	20	the	the	DET
ajeer-231	100	21	accuracy	accuracy	NOUN
ajeer-231	100	22	of	of	ADP
ajeer-231	100	23	the	the	DET
ajeer-231	100	24	estimates	estimate	NOUN
ajeer-231	100	25	;	;	PUNCT
ajeer-231	100	26	see	see	VERB
ajeer-231	100	27	,	,	PUNCT
ajeer-231	100	28	e.g.	e.g.	ADV
ajeer-231	100	29	,	,	PUNCT
ajeer-231	100	30	härdle	härdle	NOUN
ajeer-231	100	31	(	(	PUNCT
ajeer-231	100	32	1990	1990	NUM
ajeer-231	100	33	)	)	PUNCT
ajeer-231	100	34	section	section	NOUN
ajeer-231	100	35	4.5	4.5	NUM
ajeer-231	100	36	)	)	PUNCT
ajeer-231	100	37	.	.	PUNCT
ajeer-231	101	1	the	the	DET
ajeer-231	101	2	scalar	scalar	ADJ
ajeer-231	101	3	quantities	quantity	NOUN
ajeer-231	101	4	h1	h1	VERB
ajeer-231	101	5	and	and	CCONJ
ajeer-231	101	6	h2are	h2are	VERB
ajeer-231	101	7	bandwidth	bandwidth	ADJ
ajeer-231	101	8	parameters	parameter	NOUN
ajeer-231	101	9	which	which	PRON
ajeer-231	101	10	jointly	jointly	ADV
ajeer-231	101	11	determine	determine	VERB
ajeer-231	101	12	how	how	SCONJ
ajeer-231	101	13	quickly	quickly	ADV
ajeer-231	101	14	the	the	DET
ajeer-231	101	15	weight	weight	NOUN
ajeer-231	101	16	placed	place	VERB
ajeer-231	101	17	on	on	ADP
ajeer-231	101	18	an	an	DET
ajeer-231	101	19	individual	individual	ADJ
ajeer-231	101	20	observation	observation	NOUN
ajeer-231	101	21			PROPN
ajeer-231	101	22	1,21,1	1,21,1	NOUN
ajeer-231	101	23	,	,	PUNCT
ajeer-231	101	24	,	,	PUNCT
ajeer-231	101	25			PROPN
ajeer-231	101	26	ttt	ttt	PROPN
ajeer-231	101	27	xxy	xxy	PROPN
ajeer-231	101	28	in	in	ADP
ajeer-231	101	29	(	(	PUNCT
ajeer-231	101	30	3	3	X
ajeer-231	101	31	)	)	PUNCT
ajeer-231	101	32	declines	decline	NOUN
ajeer-231	101	33	as	as	ADP
ajeer-231	101	34	the	the	DET
ajeer-231	101	35	distance	distance	NOUN
ajeer-231	101	36	between	between	ADP
ajeer-231	101	37	*	*	PUNCT
ajeer-231	101	38	ix	ix	ADJ
ajeer-231	101	39	and	and	CCONJ
ajeer-231	101	40	1	1	NUM
ajeer-231	101	41	,	,	PUNCT
ajeer-231	101	42	tix	tix	NOUN
ajeer-231	101	43	(	(	PUNCT
ajeer-231	101	44	with	with	ADP
ajeer-231	101	45	i	i	PRON
ajeer-231	101	46	=	=	SYM
ajeer-231	101	47	1	1	NUM
ajeer-231	101	48	,	,	PUNCT
ajeer-231	101	49	2	2	NUM
ajeer-231	101	50	)	)	PUNCT
ajeer-231	101	51	grows	grow	VERB
ajeer-231	101	52	.	.	PUNCT
ajeer-231	102	1	4.3	4.3	NUM
ajeer-231	102	2	.	.	PUNCT
ajeer-231	102	3	bandwidth	bandwidth	ADJ
ajeer-231	102	4	choice	choice	NOUN
ajeer-231	102	5	for	for	ADP
ajeer-231	102	6	given	give	VERB
ajeer-231	102	7	values	value	NOUN
ajeer-231	102	8	of	of	ADP
ajeer-231	102	9	the	the	DET
ajeer-231	102	10	bandwidth	bandwidth	ADJ
ajeer-231	102	11	parameters	parameter	NOUN
ajeer-231	102	12	h1	h1	VERB
ajeer-231	102	13	and	and	CCONJ
ajeer-231	102	14	h2	h2	PROPN
ajeer-231	102	15	,	,	PUNCT
ajeer-231	102	16	(	(	PUNCT
ajeer-231	102	17	3	3	X
ajeer-231	102	18	)	)	PUNCT
ajeer-231	102	19	is	be	AUX
ajeer-231	102	20	a	a	DET
ajeer-231	102	21	standard	standard	ADJ
ajeer-231	102	22	,	,	PUNCT
ajeer-231	102	23	analytically	analytically	ADV
ajeer-231	102	24	tractable	tractable	ADJ
ajeer-231	102	25	,	,	PUNCT
ajeer-231	102	26	weighted	weight	VERB
ajeer-231	102	27	-	-	PUNCT
ajeer-231	102	28	least	least	ADJ
ajeer-231	102	29	squares	square	NOUN
ajeer-231	102	30	problem	problem	NOUN
ajeer-231	102	31	.	.	PUNCT
ajeer-231	103	1	selecting	select	VERB
ajeer-231	103	2	appropriate	appropriate	ADJ
ajeer-231	103	3	values	value	NOUN
ajeer-231	103	4	for	for	ADP
ajeer-231	103	5	h1	h1	NOUN
ajeer-231	103	6	and	and	CCONJ
ajeer-231	103	7	h2	h2	NOUN
ajeer-231	103	8	is	be	AUX
ajeer-231	103	9	of	of	ADP
ajeer-231	103	10	crucial	crucial	ADJ
ajeer-231	103	11	importance	importance	NOUN
ajeer-231	103	12	:	:	PUNCT
ajeer-231	103	13	if	if	SCONJ
ajeer-231	103	14	,	,	PUNCT
ajeer-231	103	15	on	on	ADP
ajeer-231	103	16	one	one	NUM
ajeer-231	103	17	hand	hand	NOUN
ajeer-231	103	18	,	,	PUNCT
ajeer-231	103	19	the	the	DET
ajeer-231	103	20	chosen	choose	VERB
ajeer-231	103	21	bandwidth	bandwidth	ADJ
ajeer-231	103	22	parameters	parameter	NOUN
ajeer-231	103	23	are	be	AUX
ajeer-231	103	24	“	"	PUNCT
ajeer-231	103	25	too	too	ADV
ajeer-231	103	26	small	small	ADJ
ajeer-231	103	27	”	"	PUNCT
ajeer-231	103	28	,	,	PUNCT
ajeer-231	103	29	the	the	DET
ajeer-231	103	30	resulting	result	VERB
ajeer-231	103	31	estimates	estimate	NOUN
ajeer-231	103	32	tend	tend	VERB
ajeer-231	103	33	to	to	PART
ajeer-231	103	34	“	"	PUNCT
ajeer-231	103	35	fit	fit	VERB
ajeer-231	103	36	the	the	DET
ajeer-231	103	37	noise	noise	NOUN
ajeer-231	103	38	”	"	PUNCT
ajeer-231	103	39	,	,	PUNCT
ajeer-231	103	40	i.e.	i.e.	X
ajeer-231	103	41	to	to	PART
ajeer-231	103	42	be	be	AUX
ajeer-231	103	43	too	too	ADV
ajeer-231	103	44	sensitive	sensitive	ADJ
ajeer-231	103	45	to	to	ADP
ajeer-231	103	46	the	the	DET
ajeer-231	103	47	specific	specific	ADJ
ajeer-231	103	48	realizations	realization	NOUN
ajeer-231	103	49	of	of	ADP
ajeer-231	103	50	the	the	DET
ajeer-231	103	51	random	random	ADJ
ajeer-231	103	52	influences	influence	NOUN
ajeer-231	103	53	present	present	ADJ
ajeer-231	103	54	in	in	ADP
ajeer-231	103	55	the	the	DET
ajeer-231	103	56	data	datum	NOUN
ajeer-231	103	57	,	,	PUNCT
ajeer-231	103	58	to	to	PART
ajeer-231	103	59	possess	possess	VERB
ajeer-231	103	60	excessive	excessive	ADJ
ajeer-231	103	61	variance	variance	NOUN
ajeer-231	103	62	,	,	PUNCT
ajeer-231	103	63	and	and	CCONJ
ajeer-231	103	64	to	to	PART
ajeer-231	103	65	be	be	AUX
ajeer-231	103	66	poorly	poorly	ADV
ajeer-231	103	67	generalizable	generalizable	ADJ
ajeer-231	103	68	.	.	PUNCT
ajeer-231	104	1	on	on	ADP
ajeer-231	104	2	the	the	DET
ajeer-231	104	3	other	other	ADJ
ajeer-231	104	4	hand	hand	NOUN
ajeer-231	104	5	,	,	PUNCT
ajeer-231	104	6	choosing	choose	VERB
ajeer-231	104	7	them	they	PRON
ajeer-231	104	8	to	to	PART
ajeer-231	104	9	be	be	AUX
ajeer-231	104	10	“	"	PUNCT
ajeer-231	104	11	too	too	ADV
ajeer-231	104	12	large	large	ADJ
ajeer-231	104	13	”	"	PUNCT
ajeer-231	104	14	will	will	AUX
ajeer-231	104	15	cause	cause	VERB
ajeer-231	104	16	important	important	ADJ
ajeer-231	104	17	features	feature	NOUN
ajeer-231	104	18	in	in	ADP
ajeer-231	104	19	the	the	DET
ajeer-231	104	20	unknown	unknown	ADJ
ajeer-231	104	21	,	,	PUNCT
ajeer-231	104	22	true	true	ADJ
ajeer-231	104	23	function	function	NOUN
ajeer-231	104	24	g	g	PROPN
ajeer-231	104	25	(	(	PUNCT
ajeer-231	104	26	.	.	PUNCT
ajeer-231	104	27	)	)	PUNCT
ajeer-231	104	28	to	to	PART
ajeer-231	104	29	remain	remain	VERB
ajeer-231	104	30	unnoticed	unnoticed	ADJ
ajeer-231	104	31	.	.	PUNCT
ajeer-231	105	1	what	what	PRON
ajeer-231	105	2	further	far	ADV
ajeer-231	105	3	complicates	complicate	VERB
ajeer-231	105	4	the	the	DET
ajeer-231	105	5	issue	issue	NOUN
ajeer-231	105	6	is	be	AUX
ajeer-231	105	7	that	that	SCONJ
ajeer-231	105	8	using	use	VERB
ajeer-231	105	9	a	a	DET
ajeer-231	105	10	globally	globally	ADV
ajeer-231	105	11	constant	constant	ADJ
ajeer-231	105	12	set	set	NOUN
ajeer-231	105	13	of	of	ADP
ajeer-231	105	14	bandwidths	bandwidth	NOUN
ajeer-231	105	15	might	might	AUX
ajeer-231	105	16	simultaneously	simultaneously	ADV
ajeer-231	105	17	lead	lead	VERB
ajeer-231	105	18	to	to	ADP
ajeer-231	105	19	an	an	DET
ajeer-231	105	20	undesirably	undesirably	ADV
ajeer-231	105	21	large	large	ADJ
ajeer-231	105	22	bias	bias	NOUN
ajeer-231	105	23	of	of	ADP
ajeer-231	105	24	the	the	DET
ajeer-231	105	25	fitted	fit	VERB
ajeer-231	105	26	function	function	NOUN
ajeer-231	105	27	in	in	ADP
ajeer-231	105	28	areas	area	NOUN
ajeer-231	105	29	densely	densely	ADV
ajeer-231	105	30	populated	populate	VERB
ajeer-231	105	31	with	with	ADP
ajeer-231	105	32	data	datum	NOUN
ajeer-231	105	33	points	point	NOUN
ajeer-231	105	34	,	,	PUNCT
ajeer-231	105	35	and	and	CCONJ
ajeer-231	105	36	to	to	ADP
ajeer-231	105	37	an	an	DET
ajeer-231	105	38	overly	overly	ADV
ajeer-231	105	39	erratic	erratic	ADJ
ajeer-231	105	40	behaviour	behaviour	NOUN
ajeer-231	105	41	in	in	ADP
ajeer-231	105	42	areas	area	NOUN
ajeer-231	105	43	where	where	SCONJ
ajeer-231	105	44	only	only	ADV
ajeer-231	105	45	few	few	ADJ
ajeer-231	105	46	observations	observation	NOUN
ajeer-231	105	47	are	be	AUX
ajeer-231	105	48	located	locate	VERB
ajeer-231	105	49	.	.	PUNCT
ajeer-231	106	1	in	in	ADP
ajeer-231	106	2	line	line	NOUN
ajeer-231	106	3	with	with	ADP
ajeer-231	106	4	li	li	PROPN
ajeer-231	106	5	and	and	CCONJ
ajeer-231	106	6	racine	racine	PROPN
ajeer-231	106	7	(	(	PUNCT
ajeer-231	106	8	2007	2007	NUM
ajeer-231	106	9	)	)	PUNCT
ajeer-231	106	10	section	section	NOUN
ajeer-231	106	11	14.8	14.8	NUM
ajeer-231	106	12	,	,	PUNCT
ajeer-231	106	13	the	the	DET
ajeer-231	106	14	solution	solution	NOUN
ajeer-231	106	15	to	to	ADP
ajeer-231	106	16	this	this	DET
ajeer-231	106	17	problem	problem	NOUN
ajeer-231	106	18	advocated	advocate	VERB
ajeer-231	106	19	here	here	ADV
ajeer-231	106	20	is	be	AUX
ajeer-231	106	21	to	to	PART
ajeer-231	106	22	relate	relate	VERB
ajeer-231	106	23	the	the	DET
ajeer-231	106	24	bandwidth	bandwidth	NOUN
ajeer-231	106	25	hi	hi	INTJ
ajeer-231	106	26	to	to	ADP
ajeer-231	106	27	*	*	PUNCT
ajeer-231	106	28	ix	ix	PROPN
ajeer-231	106	29	(	(	PUNCT
ajeer-231	106	30	i	i	NOUN
ajeer-231	106	31	=	=	NOUN
ajeer-231	106	32	1	1	NUM
ajeer-231	106	33	,	,	PUNCT
ajeer-231	106	34	2	2	NUM
ajeer-231	106	35	)	)	PUNCT
ajeer-231	106	36	by	by	ADP
ajeer-231	106	37	setting	set	VERB
ajeer-231	106	38			NOUN
ajeer-231	106	39			PUNCT
ajeer-231	106	40			NOUN
ajeer-231	107	1			PROPN
ajeer-231	107	2	*	*	PUNCT
ajeer-231	107	3	*	*	PUNCT
ajeer-231	107	4	,	,	PUNCT
ajeer-231	107	5	iiii	iiii	PROPN
ajeer-231	107	6	xkdxh	xkdxh	NOUN
ajeer-231	107	7			PRON
ajeer-231	107	8	(	(	PUNCT
ajeer-231	107	9	5	5	NUM
ajeer-231	107	10	)	)	PUNCT
ajeer-231	107	11	where	where	SCONJ
ajeer-231	107	12			NOUN
ajeer-231	107	13			PROPN
ajeer-231	107	14	*	*	NOUN
ajeer-231	107	15	,	,	PUNCT
ajeer-231	107	16	ii	ii	PROPN
ajeer-231	107	17	xkd	xkd	PROPN
ajeer-231	107	18	is	be	AUX
ajeer-231	107	19	the	the	DET
ajeer-231	107	20	absolute	absolute	ADJ
ajeer-231	107	21	difference	difference	NOUN
ajeer-231	107	22	between	between	ADP
ajeer-231	107	23	*	*	PUNCT
ajeer-231	107	24	ix	ix	ADJ
ajeer-231	107	25	and	and	CCONJ
ajeer-231	107	26	its	its	PRON
ajeer-231	107	27	ki	ki	PROPN
ajeer-231	107	28	-	-	PUNCT
ajeer-231	107	29	th	th	X
ajeer-231	107	30	closest	close	ADJ
ajeer-231	107	31	neighbouring	neighbouring	ADJ
ajeer-231	107	32	observation	observation	NOUN
ajeer-231	107	33	among	among	ADP
ajeer-231	107	34	the	the	DET
ajeer-231	107	35	itx	itx	NOUN
ajeer-231	107	36	for	for	ADP
ajeer-231	107	37	t	t	NOUN
ajeer-231	107	38	=	=	SYM
ajeer-231	107	39	1	1	NUM
ajeer-231	107	40	,	,	PUNCT
ajeer-231	107	41	…	…	PUNCT
ajeer-231	107	42	,	,	PUNCT
ajeer-231	107	43	t-1	t-1	PROPN
ajeer-231	107	44	.	.	PUNCT
ajeer-231	108	1	by	by	ADP
ajeer-231	108	2	allowing	allow	VERB
ajeer-231	108	3	different	different	ADJ
ajeer-231	108	4	values	value	NOUN
ajeer-231	108	5	of	of	ADP
ajeer-231	108	6	ki	ki	PROPN
ajeer-231	108	7	for	for	ADP
ajeer-231	108	8	i	i	PROPN
ajeer-231	108	9	=	=	SYM
ajeer-231	108	10	1	1	NUM
ajeer-231	108	11	and	and	CCONJ
ajeer-231	108	12	2	2	NUM
ajeer-231	108	13	,	,	PUNCT
ajeer-231	108	14	we	we	PRON
ajeer-231	108	15	account	account	VERB
ajeer-231	108	16	for	for	ADP
ajeer-231	108	17	the	the	DET
ajeer-231	108	18	possibility	possibility	NOUN
ajeer-231	108	19	that	that	SCONJ
ajeer-231	108	20	the	the	DET
ajeer-231	108	21	profile	profile	NOUN
ajeer-231	108	22	of	of	ADP
ajeer-231	108	23	the	the	DET
ajeer-231	108	24	function	function	NOUN
ajeer-231	108	25	g	g	PROPN
ajeer-231	108	26	(	(	PUNCT
ajeer-231	108	27	.	.	PUNCT
ajeer-231	108	28	)	)	PUNCT
ajeer-231	108	29	to	to	PART
ajeer-231	108	30	be	be	AUX
ajeer-231	108	31	estimated	estimate	VERB
ajeer-231	108	32	might	might	AUX
ajeer-231	108	33	be	be	AUX
ajeer-231	108	34	(	(	PUNCT
ajeer-231	108	35	close	close	ADJ
ajeer-231	108	36	to	to	PART
ajeer-231	108	37	)	)	PUNCT
ajeer-231	108	38	linear	linear	VERB
ajeer-231	108	39	in	in	ADP
ajeer-231	108	40	one	one	NUM
ajeer-231	108	41	dimension	dimension	NOUN
ajeer-231	108	42	but	but	CCONJ
ajeer-231	108	43	considerably	considerably	ADV
ajeer-231	108	44	more	more	ADV
ajeer-231	108	45	variable	variable	ADJ
ajeer-231	108	46	in	in	ADP
ajeer-231	108	47	the	the	DET
ajeer-231	108	48	other	other	ADJ
ajeer-231	108	49	.	.	PUNCT
ajeer-231	109	1	for	for	ADP
ajeer-231	109	2	non	non	ADJ
ajeer-231	109	3	-	-	ADJ
ajeer-231	109	4	integer	integer	ADJ
ajeer-231	109	5	values	value	NOUN
ajeer-231	109	6	of	of	ADP
ajeer-231	109	7	ki	ki	PROPN
ajeer-231	109	8	,	,	PUNCT
ajeer-231	109	9	,	,	PUNCT
ajeer-231	109	10	the	the	DET
ajeer-231	109	11	corresponding	corresponding	ADJ
ajeer-231	109	12	value	value	NOUN
ajeer-231	109	13	of	of	ADP
ajeer-231	109	14			NOUN
ajeer-231	109	15			PROPN
ajeer-231	109	16	*	*	NOUN
ajeer-231	109	17	,	,	PUNCT
ajeer-231	109	18	ii	ii	PROPN
ajeer-231	109	19	xkd	xkd	PROPN
ajeer-231	109	20	can	can	AUX
ajeer-231	109	21	be	be	AUX
ajeer-231	109	22	obtained	obtain	VERB
ajeer-231	109	23	by	by	ADP
ajeer-231	109	24	linear	linear	ADJ
ajeer-231	109	25	interpolation	interpolation	NOUN
ajeer-231	109	26	between	between	ADP
ajeer-231	109	27	the	the	DET
ajeer-231	109	28	two	two	NUM
ajeer-231	109	29	adjacent	adjacent	ADJ
ajeer-231	109	30	whole	whole	ADJ
ajeer-231	109	31	numbers	number	NOUN
ajeer-231	109	32	.	.	PUNCT
ajeer-231	110	1	then	then	ADV
ajeer-231	110	2	,	,	PUNCT
ajeer-231	110	3	a	a	DET
ajeer-231	110	4	possible	possible	ADJ
ajeer-231	110	5	solution	solution	NOUN
ajeer-231	110	6	to	to	ADP
ajeer-231	110	7	the	the	DET
ajeer-231	110	8	trade	trade	NOUN
ajeer-231	110	9	-	-	PUNCT
ajeer-231	110	10	off	off	NOUN
ajeer-231	110	11	between	between	ADP
ajeer-231	110	12	the	the	DET
ajeer-231	110	13	goals	goal	NOUN
ajeer-231	110	14	of	of	ADP
ajeer-231	110	15	mitigating	mitigate	VERB
ajeer-231	110	16	the	the	DET
ajeer-231	110	17	bias	bias	NOUN
ajeer-231	110	18	inherent	inherent	ADJ
ajeer-231	110	19	in	in	ADP
ajeer-231	110	20	the	the	DET
ajeer-231	110	21	approximate	approximate	ADJ
ajeer-231	110	22	nature	nature	NOUN
ajeer-231	110	23	of	of	ADP
ajeer-231	110	24	(	(	PUNCT
ajeer-231	110	25	2	2	NUM
ajeer-231	110	26	)	)	PUNCT
ajeer-231	110	27	and	and	CCONJ
ajeer-231	110	28	avoiding	avoid	VERB
ajeer-231	110	29	to	to	PART
ajeer-231	110	30	“	"	PUNCT
ajeer-231	110	31	fit	fit	VERB
ajeer-231	110	32	the	the	DET
ajeer-231	110	33	noise	noise	NOUN
ajeer-231	110	34	”	"	PUNCT
ajeer-231	110	35	is	be	AUX
ajeer-231	110	36	to	to	PART
ajeer-231	110	37	follow	follow	VERB
ajeer-231	110	38	härdle	härdle	NOUN
ajeer-231	110	39	(	(	PUNCT
ajeer-231	110	40	1990	1990	NUM
ajeer-231	110	41	)	)	PUNCT
ajeer-231	110	42	(	(	PUNCT
ajeer-231	110	43	section	section	NOUN
ajeer-231	110	44	5.1.1	5.1.1	NOUN
ajeer-231	110	45	.	.	PUNCT
ajeer-231	110	46	)	)	PUNCT
ajeer-231	110	47	in	in	ADP
ajeer-231	110	48	choosing	choose	VERB
ajeer-231	110	49	the	the	DET
ajeer-231	110	50	“	"	PUNCT
ajeer-231	110	51	optimal	optimal	ADJ
ajeer-231	110	52	”	"	PUNCT
ajeer-231	110	53	combination	combination	NOUN
ajeer-231	110	54			PROPN
ajeer-231	110	55			PROPN
ajeer-231	110	56	)	)	PUNCT
ajeer-231	110	57	(	(	PUNCT
ajeer-231	110	58	2	2	NUM
ajeer-231	110	59	)	)	PUNCT
ajeer-231	110	60	(	(	PUNCT
ajeer-231	110	61	1	1	NUM
ajeer-231	110	62	,	,	PUNCT
ajeer-231	110	63	optopt	optopt	VERB
ajeer-231	110	64	kk	kk	PROPN
ajeer-231	110	65	of	of	ADP
ajeer-231	110	66	bandwidth	bandwidth	ADJ
ajeer-231	110	67	parameters	parameter	NOUN
ajeer-231	110	68	by	by	ADP
ajeer-231	110	69	minimizing	minimize	VERB
ajeer-231	110	70	the	the	DET
ajeer-231	110	71	cross	cross	NOUN
ajeer-231	110	72	validation	validation	NOUN
ajeer-231	110	73	criterion	criterion	NOUN
ajeer-231	110	74			PROPN
ajeer-231	110	75			PROPN
ajeer-231	110	76			NOUN
ajeer-231	110	77			NUM
ajeer-231	110	78			NUM
ajeer-231	110	79	t	t	X
ajeer-231	110	80	t	t	NOUN
ajeer-231	110	81	ttttttttttttt	ttttttttttttt	NOUN
ajeer-231	110	82	xxxxxxxxycv	xxxxxxxxycv	PROPN
ajeer-231	110	83	2	2	NUM
ajeer-231	110	84	2	2	NUM
ajeer-231	110	85	1,21,1,21,21,21,1,11,11,21,1	1,21,1,21,21,21,1,11,11,21,1	NUM
ajeer-231	110	86	)	)	PUNCT
ajeer-231	110	87	,	,	PUNCT
ajeer-231	110	88	(	(	PUNCT
ajeer-231	110	89	ˆ),(ˆ),(ˆ	ˆ),(ˆ),(ˆ	PROPN
ajeer-231	110	90			PROPN
ajeer-231	110	91	(	(	PUNCT
ajeer-231	110	92	6	6	NUM
ajeer-231	110	93	)	)	PUNCT
ajeer-231	110	94	simultaneously	simultaneously	ADV
ajeer-231	110	95	with	with	ADP
ajeer-231	110	96	respect	respect	NOUN
ajeer-231	110	97	to	to	ADP
ajeer-231	110	98	k1	k1	NOUN
ajeer-231	110	99	and	and	CCONJ
ajeer-231	110	100	k2	k2	NOUN
ajeer-231	110	101	.	.	PUNCT
ajeer-231	111	1	in	in	ADP
ajeer-231	111	2	equation	equation	NOUN
ajeer-231	111	3	(	(	PUNCT
ajeer-231	111	4	5	5	NUM
ajeer-231	111	5	)	)	PUNCT
ajeer-231	111	6	,	,	PUNCT
ajeer-231	111	7	the	the	DET
ajeer-231	111	8	symbols	symbol	NOUN
ajeer-231	111	9	t̂	t̂	PROPN
ajeer-231	111	10	,	,	PUNCT
ajeer-231	111	11	t,1̂	t,1̂	PROPN
ajeer-231	111	12	,	,	PUNCT
ajeer-231	111	13	and	and	CCONJ
ajeer-231	111	14	t,2̂	t,2̂	PROPN
ajeer-231	111	15	denote	denote	VERB
ajeer-231	111	16	“	"	PUNCT
ajeer-231	111	17	leave	leave	VERB
ajeer-231	111	18	-	-	PUNCT
ajeer-231	111	19	one	one	NUM
ajeer-231	111	20	-	-	PUNCT
ajeer-231	111	21	out	out	NOUN
ajeer-231	111	22	”	"	PUNCT
ajeer-231	111	23	estimates	estimate	NOUN
ajeer-231	111	24	of	of	ADP
ajeer-231	111	25	the	the	DET
ajeer-231	111	26	related	related	ADJ
ajeer-231	111	27	parameters	parameter	NOUN
ajeer-231	111	28	,	,	PUNCT
ajeer-231	111	29	i.e.	i.e.	X
ajeer-231	111	30	estimates	estimate	NOUN
ajeer-231	111	31	calculated	calculate	VERB
ajeer-231	111	32	along	along	ADP
ajeer-231	111	33	the	the	DET
ajeer-231	111	34	same	same	ADJ
ajeer-231	111	35	lines	line	NOUN
ajeer-231	111	36	as	as	ADP
ajeer-231	111	37	)	)	PUNCT
ajeer-231	111	38	,	,	PUNCT
ajeer-231	111	39	,	,	PUNCT
ajeer-231	111	40	(	(	PUNCT
ajeer-231	111	41	ˆ	ˆ	NOUN
ajeer-231	111	42	1,21,1	1,21,1	NUM
ajeer-231	111	43			INTJ
ajeer-231	111	44	tt	tt	PROPN
ajeer-231	111	45	xx	xx	ADJ
ajeer-231	111	46	)	)	PUNCT
ajeer-231	111	47	,	,	PUNCT
ajeer-231	111	48	,	,	PUNCT
ajeer-231	111	49	(	(	PUNCT
ajeer-231	111	50	ˆ	ˆ	PRON
ajeer-231	111	51	1,21,11	1,21,11	NUM
ajeer-231	111	52			ADP
ajeer-231	111	53	tt	tt	PROPN
ajeer-231	111	54	xx	xx	X
ajeer-231	111	55	and	and	CCONJ
ajeer-231	111	56	)	)	PUNCT
ajeer-231	111	57	,	,	PUNCT
ajeer-231	111	58	(	(	PUNCT
ajeer-231	111	59	ˆ	ˆ	NUM
ajeer-231	111	60	1,21,12	1,21,12	NUM
ajeer-231	111	61			NUM
ajeer-231	111	62	tt	tt	PROPN
ajeer-231	111	63	xx	xx	X
ajeer-231	111	64	(	(	PUNCT
ajeer-231	111	65	see	see	VERB
ajeer-231	111	66	equation	equation	NOUN
ajeer-231	111	67	(	(	PUNCT
ajeer-231	111	68	3	3	NUM
ajeer-231	111	69	)	)	PUNCT
ajeer-231	111	70	)	)	PUNCT
ajeer-231	111	71	but	but	CCONJ
ajeer-231	111	72	by	by	ADP
ajeer-231	111	73	deliberately	deliberately	ADV
ajeer-231	111	74	leaving	leave	VERB
ajeer-231	111	75	out	out	ADP
ajeer-231	111	76	the	the	DET
ajeer-231	111	77	data	data	NOUN
ajeer-231	111	78	point	point	NOUN
ajeer-231	111	79			PROPN
ajeer-231	111	80	1,21,1	1,21,1	NOUN
ajeer-231	111	81	,	,	PUNCT
ajeer-231	111	82	,	,	PUNCT
ajeer-231	111	83			PROPN
ajeer-231	111	84	ttt	ttt	PROPN
ajeer-231	111	85	xxy	xxy	PROPN
ajeer-231	111	86	.	.	PUNCT
ajeer-231	112	1	minimizing	minimize	VERB
ajeer-231	112	2	(	(	PUNCT
ajeer-231	112	3	5	5	NUM
ajeer-231	112	4	)	)	PUNCT
ajeer-231	112	5	constitutes	constitute	VERB
ajeer-231	112	6	a	a	DET
ajeer-231	112	7	two	two	NUM
ajeer-231	112	8	-	-	PUNCT
ajeer-231	112	9	dimensional	dimensional	ADJ
ajeer-231	112	10	optimisation	optimisation	NOUN
ajeer-231	112	11	problem	problem	NOUN
ajeer-231	112	12	with	with	ADP
ajeer-231	112	13	possibly	possibly	ADV
ajeer-231	112	14	more	more	ADJ
ajeer-231	112	15	than	than	ADP
ajeer-231	112	16	one	one	NUM
ajeer-231	112	17	local	local	ADJ
ajeer-231	112	18	minimum	minimum	NOUN
ajeer-231	112	19	.	.	PUNCT
ajeer-231	113	1	from	from	ADP
ajeer-231	113	2	the	the	DET
ajeer-231	113	3	number	number	NOUN
ajeer-231	113	4	of	of	ADP
ajeer-231	113	5	optimisation	optimisation	NOUN
ajeer-231	113	6	heuristics	heuristic	NOUN
ajeer-231	113	7	that	that	PRON
ajeer-231	113	8	can	can	AUX
ajeer-231	113	9	be	be	AUX
ajeer-231	113	10	used	use	VERB
ajeer-231	113	11	to	to	PART
ajeer-231	113	12	tackle	tackle	VERB
ajeer-231	113	13	such	such	DET
ajeer-231	113	14	a	a	DET
ajeer-231	113	15	problem	problem	NOUN
ajeer-231	113	16	(	(	PUNCT
ajeer-231	113	17	see	see	VERB
ajeer-231	113	18	,	,	PUNCT
ajeer-231	113	19	e.g.	e.g.	ADV
ajeer-231	113	20	,	,	PUNCT
ajeer-231	113	21	the	the	DET
ajeer-231	113	22	survey	survey	NOUN
ajeer-231	113	23	by	by	ADP
ajeer-231	113	24	gilli	gilli	PROPN
ajeer-231	113	25	and	and	CCONJ
ajeer-231	113	26	winker	winker	NOUN
ajeer-231	113	27	(	(	PUNCT
ajeer-231	113	28	2009	2009	NUM
ajeer-231	113	29	)	)	PUNCT
ajeer-231	113	30	the	the	DET
ajeer-231	113	31	differential	differential	ADJ
ajeer-231	113	32	evolution	evolution	NOUN
ajeer-231	113	33	algorithm	algorithm	NOUN
ajeer-231	113	34	by	by	ADP
ajeer-231	113	35	storn	storn	NOUN
ajeer-231	113	36	and	and	CCONJ
ajeer-231	113	37	price	price	NOUN
ajeer-231	113	38	(	(	PUNCT
ajeer-231	113	39	1997	1997	NUM
ajeer-231	113	40	)	)	PUNCT
ajeer-231	113	41	has	have	AUX
ajeer-231	113	42	been	be	AUX
ajeer-231	113	43	chosen	choose	VERB
ajeer-231	113	44	here	here	ADV
ajeer-231	113	45	.	.	PUNCT
ajeer-231	114	1	readers	reader	NOUN
ajeer-231	114	2	interested	interested	ADJ
ajeer-231	114	3	in	in	ADP
ajeer-231	114	4	the	the	DET
ajeer-231	114	5	details	detail	NOUN
ajeer-231	114	6	of	of	ADP
ajeer-231	114	7	its	its	PRON
ajeer-231	114	8	implementation	implementation	NOUN
ajeer-231	114	9	are	be	AUX
ajeer-231	114	10	referred	refer	VERB
ajeer-231	114	11	to	to	ADP
ajeer-231	114	12	gilli	gilli	PROPN
ajeer-231	114	13	and	and	CCONJ
ajeer-231	114	14	schumann	schumann	PROPN
ajeer-231	114	15	(	(	PUNCT
ajeer-231	114	16	2010	2010	NUM
ajeer-231	114	17	)	)	PUNCT
ajeer-231	114	18	.	.	PUNCT
ajeer-231	115	1	4.4	4.4	NUM
ajeer-231	115	2	.	.	PUNCT
ajeer-231	115	3	estimation	estimation	NOUN
ajeer-231	115	4	of	of	ADP
ajeer-231	115	5	pointwise	pointwise	NOUN
ajeer-231	115	6	confidence	confidence	NOUN
ajeer-231	115	7	intervals	interval	NOUN
ajeer-231	115	8	following	follow	VERB
ajeer-231	115	9	a	a	DET
ajeer-231	115	10	recommendation	recommendation	NOUN
ajeer-231	115	11	by	by	ADP
ajeer-231	115	12	racine	racine	PROPN
ajeer-231	115	13	(	(	PUNCT
ajeer-231	115	14	2008	2008	NUM
ajeer-231	115	15	)	)	PUNCT
ajeer-231	115	16	,	,	PUNCT
ajeer-231	115	17	pointwise	pointwise	VERB
ajeer-231	115	18	confidence	confidence	NOUN
ajeer-231	115	19	intervals	interval	NOUN
ajeer-231	115	20	for	for	ADP
ajeer-231	115	21	both	both	CCONJ
ajeer-231	115	22	the	the	DET
ajeer-231	115	23	parameter	parameter	NOUN
ajeer-231	115	24	estimates	estimate	NOUN
ajeer-231	115	25	and	and	CCONJ
ajeer-231	115	26	the	the	DET
ajeer-231	115	27	fitted	fit	VERB
ajeer-231	115	28	values	value	NOUN
ajeer-231	115	29	of	of	ADP
ajeer-231	115	30	y	y	PROPN
ajeer-231	115	31	are	be	AUX
ajeer-231	115	32	estimated	estimate	VERB
ajeer-231	115	33	by	by	ADP
ajeer-231	115	34	bootstrapping	bootstrappe	VERB
ajeer-231	115	35	(	(	PUNCT
ajeer-231	115	36	see	see	VERB
ajeer-231	115	37	efron	efron	PROPN
ajeer-231	115	38	(	(	PUNCT
ajeer-231	115	39	1979	1979	NUM
ajeer-231	115	40	)	)	PUNCT
ajeer-231	115	41	)	)	PUNCT
ajeer-231	115	42	.	.	PUNCT
ajeer-231	116	1	in	in	ADP
ajeer-231	116	2	its	its	PRON
ajeer-231	116	3	simplest	simple	ADJ
ajeer-231	116	4	variant	variant	NOUN
ajeer-231	116	5	,	,	PUNCT
ajeer-231	116	6	which	which	PRON
ajeer-231	116	7	has	have	AUX
ajeer-231	116	8	been	be	AUX
ajeer-231	116	9	asian	asian	ADJ
ajeer-231	116	10	journal	journal	NOUN
ajeer-231	116	11	of	of	ADP
ajeer-231	116	12	economics	economic	NOUN
ajeer-231	116	13	and	and	CCONJ
ajeer-231	116	14	empirical	empirical	ADJ
ajeer-231	116	15	research	research	NOUN
ajeer-231	116	16	,	,	PUNCT
ajeer-231	116	17	2017	2017	NUM
ajeer-231	116	18	,	,	PUNCT
ajeer-231	116	19	4(2	4(2	NUM
ajeer-231	116	20	):	):	PUNCT
ajeer-231	116	21	61	61	NUM
ajeer-231	116	22	-	-	SYM
ajeer-231	116	23	67	67	NUM
ajeer-231	116	24	65	65	NUM
ajeer-231	116	25	employed	employ	VERB
ajeer-231	116	26	here	here	ADV
ajeer-231	116	27	,	,	PUNCT
ajeer-231	116	28	this	this	PRON
ajeer-231	116	29	involves	involve	VERB
ajeer-231	116	30	creating	create	VERB
ajeer-231	116	31	a	a	DET
ajeer-231	116	32	large	large	ADJ
ajeer-231	116	33	number	number	NOUN
ajeer-231	116	34	b	b	NOUN
ajeer-231	116	35	(	(	PUNCT
ajeer-231	116	36	here	here	ADV
ajeer-231	116	37	:	:	PUNCT
ajeer-231	116	38	1,000	1,000	NUM
ajeer-231	116	39	)	)	PUNCT
ajeer-231	116	40	of	of	ADP
ajeer-231	116	41	pseudo	pseudo	NOUN
ajeer-231	116	42	-	-	NOUN
ajeer-231	116	43	samples	sample	NOUN
ajeer-231	116	44	,	,	PUNCT
ajeer-231	116	45	each	each	PRON
ajeer-231	116	46	having	have	VERB
ajeer-231	116	47	the	the	DET
ajeer-231	116	48	same	same	ADJ
ajeer-231	116	49	number	number	NOUN
ajeer-231	116	50	of	of	ADP
ajeer-231	116	51	observations	observation	NOUN
ajeer-231	116	52	as	as	ADP
ajeer-231	116	53	the	the	DET
ajeer-231	116	54	original	original	ADJ
ajeer-231	116	55	dataset	dataset	NOUN
ajeer-231	116	56	,	,	PUNCT
ajeer-231	116	57	by	by	ADP
ajeer-231	116	58	randomly	randomly	ADV
ajeer-231	116	59	sampling	sample	VERB
ajeer-231	116	60	from	from	ADP
ajeer-231	116	61	the	the	DET
ajeer-231	116	62	original	original	ADJ
ajeer-231	116	63	sample	sample	NOUN
ajeer-231	116	64	with	with	ADP
ajeer-231	116	65	replacement	replacement	NOUN
ajeer-231	116	66	.	.	PUNCT
ajeer-231	117	1	then	then	ADV
ajeer-231	117	2	,	,	PUNCT
ajeer-231	117	3	the	the	DET
ajeer-231	117	4	quantities	quantity	NOUN
ajeer-231	117	5	of	of	ADP
ajeer-231	117	6	interest	interest	NOUN
ajeer-231	117	7	are	be	AUX
ajeer-231	117	8	re	re	VERB
ajeer-231	117	9	-	-	VERB
ajeer-231	117	10	estimated	estimate	VERB
ajeer-231	117	11	for	for	ADP
ajeer-231	117	12	each	each	PRON
ajeer-231	117	13	of	of	ADP
ajeer-231	117	14	these	these	DET
ajeer-231	117	15	pseudo	pseudo	NOUN
ajeer-231	117	16	-	-	NOUN
ajeer-231	117	17	samples	sample	NOUN
ajeer-231	117	18	separately	separately	ADV
ajeer-231	117	19	,	,	PUNCT
ajeer-231	117	20	and	and	CCONJ
ajeer-231	117	21	the	the	DET
ajeer-231	117	22	estimated	estimate	VERB
ajeer-231	117	23	confidence	confidence	NOUN
ajeer-231	117	24	bands	band	NOUN
ajeer-231	117	25	for	for	ADP
ajeer-231	117	26	these	these	DET
ajeer-231	117	27	quantities	quantity	NOUN
ajeer-231	117	28	are	be	AUX
ajeer-231	117	29	inferred	infer	VERB
ajeer-231	117	30	from	from	ADP
ajeer-231	117	31	the	the	DET
ajeer-231	117	32	empirical	empirical	ADJ
ajeer-231	117	33	quantiles	quantile	NOUN
ajeer-231	117	34	of	of	ADP
ajeer-231	117	35	the	the	DET
ajeer-231	117	36	b	b	NOUN
ajeer-231	117	37	resulting	result	VERB
ajeer-231	117	38	estimates	estimate	NOUN
ajeer-231	117	39	.	.	PUNCT
ajeer-231	118	1	in	in	ADP
ajeer-231	118	2	what	what	PRON
ajeer-231	118	3	follows	follow	VERB
ajeer-231	118	4	,	,	PUNCT
ajeer-231	118	5	an	an	DET
ajeer-231	118	6	estimate	estimate	NOUN
ajeer-231	118	7	is	be	AUX
ajeer-231	118	8	said	say	VERB
ajeer-231	118	9	to	to	PART
ajeer-231	118	10	be	be	AUX
ajeer-231	118	11	significantly	significantly	ADV
ajeer-231	118	12	above	above	ADV
ajeer-231	118	13	(	(	PUNCT
ajeer-231	118	14	below	below	ADV
ajeer-231	118	15	)	)	PUNCT
ajeer-231	118	16	zero	zero	NUM
ajeer-231	118	17	if	if	SCONJ
ajeer-231	118	18	zero	zero	NUM
ajeer-231	118	19	lies	lie	VERB
ajeer-231	118	20	outside	outside	ADP
ajeer-231	118	21	the	the	DET
ajeer-231	118	22	corresponding	corresponding	ADJ
ajeer-231	118	23	95	95	NUM
ajeer-231	118	24	%	%	NOUN
ajeer-231	118	25	confidence	confidence	NOUN
ajeer-231	118	26	interval	interval	NOUN
ajeer-231	118	27	.	.	PUNCT
ajeer-231	119	1	5	5	X
ajeer-231	119	2	.	.	X
ajeer-231	119	3	results	result	NOUN
ajeer-231	119	4	figure	figure	VERB
ajeer-231	119	5	1	1	NUM
ajeer-231	119	6	displays	display	VERB
ajeer-231	119	7	a	a	DET
ajeer-231	119	8	two	two	NUM
ajeer-231	119	9	-	-	PUNCT
ajeer-231	119	10	dimensional	dimensional	ADJ
ajeer-231	119	11	surface	surface	NOUN
ajeer-231	119	12	plot	plot	NOUN
ajeer-231	119	13	of	of	ADP
ajeer-231	119	14	the	the	DET
ajeer-231	119	15	estimated	estimate	VERB
ajeer-231	119	16	mean	mean	ADJ
ajeer-231	119	17	one	one	NUM
ajeer-231	119	18	-	-	PUNCT
ajeer-231	119	19	month	month	NOUN
ajeer-231	119	20	rate	rate	NOUN
ajeer-231	119	21	of	of	ADP
ajeer-231	119	22	return	return	NOUN
ajeer-231	119	23	on	on	ADP
ajeer-231	119	24	the	the	DET
ajeer-231	119	25	s&p	s&p	PROPN
ajeer-231	119	26	500	500	NUM
ajeer-231	119	27	(	(	PUNCT
ajeer-231	119	28	r1	r1	PROPN
ajeer-231	119	29	m	m	NOUN
ajeer-231	119	30	)	)	PUNCT
ajeer-231	119	31	index	index	NOUN
ajeer-231	119	32	as	as	ADP
ajeer-231	119	33	a	a	DET
ajeer-231	119	34	function	function	NOUN
ajeer-231	119	35	of	of	ADP
ajeer-231	119	36	both	both	CCONJ
ajeer-231	119	37	the	the	DET
ajeer-231	119	38	one	one	NUM
ajeer-231	119	39	-	-	PUNCT
ajeer-231	119	40	month	month	NOUN
ajeer-231	119	41	lagged	lag	VERB
ajeer-231	119	42	realisations	realisation	NOUN
ajeer-231	119	43	of	of	ADP
ajeer-231	119	44	the	the	DET
ajeer-231	119	45	slope	slope	NOUN
ajeer-231	119	46	of	of	ADP
ajeer-231	119	47	the	the	DET
ajeer-231	119	48	yield	yield	NOUN
ajeer-231	119	49	curve	curve	NOUN
ajeer-231	119	50	(	(	PUNCT
ajeer-231	119	51	slope-1	slope-1	NOUN
ajeer-231	119	52	)	)	PUNCT
ajeer-231	119	53	and	and	CCONJ
ajeer-231	119	54	the	the	DET
ajeer-231	119	55	12	12	NUM
ajeer-231	119	56	-	-	PUNCT
ajeer-231	119	57	month	month	NOUN
ajeer-231	119	58	momentum	momentum	NOUN
ajeer-231	119	59	indicator	indicator	NOUN
ajeer-231	119	60	mom-1	mom-1	NOUN
ajeer-231	119	61	,	,	PUNCT
ajeer-231	119	62	together	together	ADV
ajeer-231	119	63	with	with	ADP
ajeer-231	119	64	the	the	DET
ajeer-231	119	65	related	related	ADJ
ajeer-231	119	66	95	95	NUM
ajeer-231	119	67	%	%	NOUN
ajeer-231	119	68	confidence	confidence	NOUN
ajeer-231	119	69	interval	interval	NOUN
ajeer-231	119	70	.	.	PUNCT
ajeer-231	120	1	figure	figure	NOUN
ajeer-231	120	2	2	2	NUM
ajeer-231	120	3	reproduces	reproduce	NOUN
ajeer-231	120	4	the	the	DET
ajeer-231	120	5	same	same	ADJ
ajeer-231	120	6	relationship	relationship	NOUN
ajeer-231	120	7	in	in	ADP
ajeer-231	120	8	the	the	DET
ajeer-231	120	9	form	form	NOUN
ajeer-231	120	10	of	of	ADP
ajeer-231	120	11	a	a	DET
ajeer-231	120	12	two	two	NUM
ajeer-231	120	13	-	-	PUNCT
ajeer-231	120	14	dimensional	dimensional	ADJ
ajeer-231	120	15	altitude	altitude	NOUN
ajeer-231	120	16	chart	chart	NOUN
ajeer-231	120	17	,	,	PUNCT
ajeer-231	120	18	in	in	ADP
ajeer-231	120	19	which	which	PRON
ajeer-231	120	20	those	those	DET
ajeer-231	120	21	areas	area	NOUN
ajeer-231	120	22	where	where	SCONJ
ajeer-231	120	23	the	the	DET
ajeer-231	120	24	estimated	estimate	VERB
ajeer-231	120	25	mean	mean	VERB
ajeer-231	120	26	one	one	NUM
ajeer-231	120	27	-	-	PUNCT
ajeer-231	120	28	month	month	NOUN
ajeer-231	120	29	rate	rate	NOUN
ajeer-231	120	30	of	of	ADP
ajeer-231	120	31	return	return	NOUN
ajeer-231	120	32	on	on	ADP
ajeer-231	120	33	the	the	DET
ajeer-231	120	34	s&p	s&p	PROPN
ajeer-231	120	35	500	500	NUM
ajeer-231	120	36	(	(	PUNCT
ajeer-231	120	37	r1	r1	PROPN
ajeer-231	120	38	m	m	NOUN
ajeer-231	120	39	)	)	PUNCT
ajeer-231	120	40	significantly	significantly	ADV
ajeer-231	120	41	differs	differ	VERB
ajeer-231	120	42	from	from	ADP
ajeer-231	120	43	zero	zero	NUM
ajeer-231	120	44	are	be	AUX
ajeer-231	120	45	highlighted	highlight	VERB
ajeer-231	120	46	in	in	ADP
ajeer-231	120	47	grey	grey	PROPN
ajeer-231	120	48	to	to	PART
ajeer-231	120	49	facilitate	facilitate	VERB
ajeer-231	120	50	their	their	PRON
ajeer-231	120	51	detection	detection	NOUN
ajeer-231	120	52	,	,	PUNCT
ajeer-231	120	53	and	and	CCONJ
ajeer-231	120	54	the	the	DET
ajeer-231	120	55	individual	individual	ADJ
ajeer-231	120	56	data	datum	NOUN
ajeer-231	120	57	points	point	NOUN
ajeer-231	120	58	are	be	AUX
ajeer-231	120	59	shown	show	VERB
ajeer-231	120	60	as	as	ADP
ajeer-231	120	61	black	black	ADJ
ajeer-231	120	62	dots	dot	NOUN
ajeer-231	120	63	.	.	PUNCT
ajeer-231	121	1	the	the	DET
ajeer-231	121	2	results	result	NOUN
ajeer-231	121	3	thus	thus	ADV
ajeer-231	121	4	summarized	summarize	VERB
ajeer-231	121	5	support	support	NOUN
ajeer-231	121	6	the	the	DET
ajeer-231	121	7	hypothesis	hypothesis	NOUN
ajeer-231	121	8	that	that	PRON
ajeer-231	121	9	a	a	DET
ajeer-231	121	10	statistical	statistical	ADJ
ajeer-231	121	11	relationship	relationship	NOUN
ajeer-231	121	12	between	between	ADP
ajeer-231	121	13	the	the	DET
ajeer-231	121	14	s&p	s&p	PROPN
ajeer-231	121	15	500	500	NUM
ajeer-231	121	16	index	index	NOUN
ajeer-231	121	17	returns	return	NOUN
ajeer-231	121	18	and	and	CCONJ
ajeer-231	121	19	both	both	DET
ajeer-231	121	20	explanatory	explanatory	ADJ
ajeer-231	121	21	variables	variable	NOUN
ajeer-231	121	22	in	in	ADP
ajeer-231	121	23	use	use	NOUN
ajeer-231	121	24	does	do	AUX
ajeer-231	121	25	indeed	indeed	ADV
ajeer-231	121	26	exist	exist	VERB
ajeer-231	121	27	.	.	PUNCT
ajeer-231	122	1	however	however	ADV
ajeer-231	122	2	,	,	PUNCT
ajeer-231	122	3	they	they	PRON
ajeer-231	122	4	also	also	ADV
ajeer-231	122	5	convey	convey	VERB
ajeer-231	122	6	the	the	DET
ajeer-231	122	7	impression	impression	NOUN
ajeer-231	122	8	that	that	SCONJ
ajeer-231	122	9	slope-1	slope-1	PROPN
ajeer-231	122	10	and	and	CCONJ
ajeer-231	122	11	mom-1	mom-1	AUX
ajeer-231	122	12	interact	interact	VERB
ajeer-231	122	13	in	in	ADP
ajeer-231	122	14	a	a	DET
ajeer-231	122	15	way	way	NOUN
ajeer-231	122	16	that	that	PRON
ajeer-231	122	17	is	be	AUX
ajeer-231	122	18	neither	neither	CCONJ
ajeer-231	122	19	linear	linear	ADJ
ajeer-231	122	20	nor	nor	CCONJ
ajeer-231	122	21	additive	additive	VERB
ajeer-231	122	22	when	when	SCONJ
ajeer-231	122	23	determining	determine	VERB
ajeer-231	122	24	the	the	DET
ajeer-231	122	25	conditional	conditional	ADJ
ajeer-231	122	26	expectation	expectation	NOUN
ajeer-231	122	27	of	of	ADP
ajeer-231	122	28	r1	r1	PROPN
ajeer-231	122	29	m.	m.	NOUN
ajeer-231	122	30	this	this	PRON
ajeer-231	122	31	is	be	AUX
ajeer-231	122	32	also	also	ADV
ajeer-231	122	33	underscored	underscore	VERB
ajeer-231	122	34	by	by	ADP
ajeer-231	122	35	the	the	DET
ajeer-231	122	36	optimized	optimize	VERB
ajeer-231	122	37	values	value	NOUN
ajeer-231	122	38	of	of	ADP
ajeer-231	122	39	k1	k1	NOUN
ajeer-231	122	40	and	and	CCONJ
ajeer-231	122	41	k2	k2	PROPN
ajeer-231	122	42	(	(	PUNCT
ajeer-231	122	43	see	see	VERB
ajeer-231	122	44	equation	equation	NOUN
ajeer-231	122	45	5	5	NUM
ajeer-231	122	46	)	)	PUNCT
ajeer-231	122	47	,	,	PUNCT
ajeer-231	122	48	which	which	PRON
ajeer-231	122	49	stand	stand	VERB
ajeer-231	122	50	at	at	ADP
ajeer-231	122	51	413	413	NUM
ajeer-231	122	52	and	and	CCONJ
ajeer-231	122	53	546	546	NUM
ajeer-231	122	54	,	,	PUNCT
ajeer-231	122	55	respectively	respectively	ADV
ajeer-231	122	56	,	,	PUNCT
ajeer-231	122	57	and	and	CCONJ
ajeer-231	122	58	thus	thus	ADV
ajeer-231	122	59	are	be	AUX
ajeer-231	122	60	not	not	PART
ajeer-231	122	61	only	only	ADV
ajeer-231	122	62	finite	finite	VERB
ajeer-231	122	63	but	but	CCONJ
ajeer-231	122	64	lie	lie	VERB
ajeer-231	122	65	well	well	ADV
ajeer-231	122	66	below	below	ADP
ajeer-231	122	67	the	the	DET
ajeer-231	122	68	sample	sample	NOUN
ajeer-231	122	69	size	size	NOUN
ajeer-231	122	70	.	.	PUNCT
ajeer-231	123	1	figure-1	figure-1	NOUN
ajeer-231	123	2	.	.	PUNCT
ajeer-231	124	1	regression	regression	NOUN
ajeer-231	124	2	surface	surface	NOUN
ajeer-231	124	3	with	with	ADP
ajeer-231	124	4	95	95	NUM
ajeer-231	124	5	%	%	NOUN
ajeer-231	124	6	confidence	confidence	NOUN
ajeer-231	124	7	interval	interval	NOUN
ajeer-231	124	8	upper	upper	ADJ
ajeer-231	124	9	and	and	CCONJ
ajeer-231	124	10	lower	low	ADJ
ajeer-231	124	11	bounds	bound	NOUN
ajeer-231	124	12	figure-2	figure-2	PRON
ajeer-231	124	13	.	.	PUNCT
ajeer-231	125	1	regression	regression	NOUN
ajeer-231	125	2	results	result	NOUN
ajeer-231	125	3	as	as	ADP
ajeer-231	125	4	altitude	altitude	NOUN
ajeer-231	125	5	chart	chart	NOUN
ajeer-231	125	6	more	more	ADV
ajeer-231	125	7	specifically	specifically	ADV
ajeer-231	125	8	,	,	PUNCT
ajeer-231	125	9	a	a	DET
ajeer-231	125	10	statistically	statistically	ADV
ajeer-231	125	11	significant	significant	ADJ
ajeer-231	125	12	momentum	momentum	NOUN
ajeer-231	125	13	effect	effect	NOUN
ajeer-231	125	14	only	only	ADV
ajeer-231	125	15	appears	appear	VERB
ajeer-231	125	16	to	to	PART
ajeer-231	125	17	be	be	AUX
ajeer-231	125	18	present	present	ADJ
ajeer-231	125	19	in	in	ADP
ajeer-231	125	20	situations	situation	NOUN
ajeer-231	125	21	where	where	SCONJ
ajeer-231	125	22	the	the	DET
ajeer-231	125	23	slope	slope	NOUN
ajeer-231	125	24	of	of	ADP
ajeer-231	125	25	the	the	DET
ajeer-231	125	26	yield	yield	NOUN
ajeer-231	125	27	curve	curve	NOUN
ajeer-231	125	28	is	be	AUX
ajeer-231	125	29	either	either	CCONJ
ajeer-231	125	30	positive	positive	ADJ
ajeer-231	125	31	or	or	CCONJ
ajeer-231	125	32	,	,	PUNCT
ajeer-231	125	33	at	at	ADP
ajeer-231	125	34	least	least	ADJ
ajeer-231	125	35	,	,	PUNCT
ajeer-231	125	36	exceeds	exceed	VERB
ajeer-231	125	37	a	a	DET
ajeer-231	125	38	threshold	threshold	NOUN
ajeer-231	125	39	of	of	ADP
ajeer-231	125	40	(	(	PUNCT
ajeer-231	125	41	roughly	roughly	ADV
ajeer-231	125	42	)	)	PUNCT
ajeer-231	125	43	minus	minus	CCONJ
ajeer-231	125	44	40	40	NUM
ajeer-231	125	45	basis	basis	NOUN
ajeer-231	125	46	points	point	NOUN
ajeer-231	125	47	.	.	PUNCT
ajeer-231	126	1	for	for	ADP
ajeer-231	126	2	all	all	DET
ajeer-231	126	3	values	value	NOUN
ajeer-231	126	4	of	of	ADP
ajeer-231	126	5	slope-1	slope-1	NUM
ajeer-231	126	6	below	below	ADP
ajeer-231	126	7	that	that	DET
ajeer-231	126	8	boundary	boundary	NOUN
ajeer-231	126	9	,	,	PUNCT
ajeer-231	126	10	the	the	DET
ajeer-231	126	11	estimated	estimate	VERB
ajeer-231	126	12	lower	low	ADJ
ajeer-231	126	13	limit	limit	NOUN
ajeer-231	126	14	of	of	ADP
ajeer-231	126	15	the	the	DET
ajeer-231	126	16	95	95	NUM
ajeer-231	126	17	%	%	NOUN
ajeer-231	126	18	confidence	confidence	NOUN
ajeer-231	126	19	interval	interval	NOUN
ajeer-231	126	20	lies	lie	VERB
ajeer-231	126	21	below	below	ADP
ajeer-231	126	22	zero	zero	NUM
ajeer-231	126	23	.	.	PUNCT
ajeer-231	127	1	in	in	ADP
ajeer-231	127	2	addition	addition	NOUN
ajeer-231	127	3	,	,	PUNCT
ajeer-231	127	4	it	it	PRON
ajeer-231	127	5	can	can	AUX
ajeer-231	127	6	be	be	AUX
ajeer-231	127	7	seen	see	VERB
ajeer-231	127	8	that	that	SCONJ
ajeer-231	127	9	for	for	ADP
ajeer-231	127	10	all	all	DET
ajeer-231	127	11	values	value	NOUN
ajeer-231	127	12	of	of	ADP
ajeer-231	127	13	slope	slope	NOUN
ajeer-231	127	14	where	where	SCONJ
ajeer-231	127	15	a	a	DET
ajeer-231	127	16	statistically	statistically	ADV
ajeer-231	127	17	significant	significant	ADJ
ajeer-231	127	18	momentum	momentum	NOUN
ajeer-231	127	19	effect	effect	NOUN
ajeer-231	127	20	can	can	AUX
ajeer-231	127	21	be	be	AUX
ajeer-231	127	22	detected	detect	VERB
ajeer-231	127	23	,	,	PUNCT
ajeer-231	127	24	the	the	DET
ajeer-231	127	25	estimated	estimate	VERB
ajeer-231	127	26	relationship	relationship	NOUN
ajeer-231	127	27	between	between	ADP
ajeer-231	127	28	the	the	DET
ajeer-231	127	29	momentum	momentum	NOUN
ajeer-231	127	30	indicator	indicator	NOUN
ajeer-231	127	31	and	and	CCONJ
ajeer-231	127	32	the	the	DET
ajeer-231	127	33	one	one	NUM
ajeer-231	127	34	-	-	PUNCT
ajeer-231	127	35	month	month	NOUN
ajeer-231	127	36	ahead	ahead	ADJ
ajeer-231	127	37	rate	rate	NOUN
ajeer-231	127	38	of	of	ADP
ajeer-231	127	39	return	return	NOUN
ajeer-231	127	40	on	on	ADP
ajeer-231	127	41	the	the	DET
ajeer-231	127	42	s&p	s&p	PROPN
ajeer-231	127	43	500	500	NUM
ajeer-231	127	44	appears	appear	VERB
ajeer-231	127	45	neither	neither	CCONJ
ajeer-231	127	46	linear	linear	ADJ
ajeer-231	127	47	nor	nor	CCONJ
ajeer-231	127	48	even	even	ADV
ajeer-231	127	49	monotonic	monotonic	ADJ
ajeer-231	127	50	.	.	PUNCT
ajeer-231	128	1	rather	rather	ADV
ajeer-231	128	2	,	,	PUNCT
ajeer-231	128	3	there	there	PRON
ajeer-231	128	4	seems	seem	VERB
ajeer-231	128	5	to	to	PART
ajeer-231	128	6	be	be	AUX
ajeer-231	128	7	a	a	DET
ajeer-231	128	8	threshold	threshold	NOUN
ajeer-231	128	9	for	for	ADP
ajeer-231	128	10	mom	mom	NOUN
ajeer-231	128	11	somewhere	somewhere	ADV
ajeer-231	128	12	near	near	ADP
ajeer-231	128	13	between	between	ADP
ajeer-231	128	14	0.05	0.05	NUM
ajeer-231	128	15	and	and	CCONJ
ajeer-231	128	16	0.15	0.15	NUM
ajeer-231	128	17	(	(	PUNCT
ajeer-231	128	18	the	the	DET
ajeer-231	128	19	exact	exact	ADJ
ajeer-231	128	20	value	value	NOUN
ajeer-231	128	21	of	of	ADP
ajeer-231	128	22	which	which	PRON
ajeer-231	128	23	varies	vary	VERB
ajeer-231	128	24	with	with	ADP
ajeer-231	128	25	slope	slope	NOUN
ajeer-231	128	26	)	)	PUNCT
ajeer-231	128	27	,	,	PUNCT
ajeer-231	128	28	up	up	ADP
ajeer-231	128	29	to	to	PART
ajeer-231	128	30	which	which	PRON
ajeer-231	128	31	the	the	DET
ajeer-231	128	32	higher	high	ADJ
ajeer-231	128	33	values	value	NOUN
ajeer-231	128	34	of	of	ADP
ajeer-231	128	35	mom-1	mom-1	PUNCT
ajeer-231	128	36	tend	tend	VERB
ajeer-231	128	37	to	to	PART
ajeer-231	128	38	be	be	AUX
ajeer-231	128	39	associated	associate	VERB
ajeer-231	128	40	with	with	ADP
ajeer-231	128	41	higher	high	ADJ
ajeer-231	128	42	values	value	NOUN
ajeer-231	128	43	of	of	ADP
ajeer-231	128	44	r1	r1	PROPN
ajeer-231	128	45	m	m	PROPN
ajeer-231	128	46	(	(	PUNCT
ajeer-231	128	47	as	as	SCONJ
ajeer-231	128	48	suggested	suggest	VERB
ajeer-231	128	49	by	by	ADP
ajeer-231	128	50	much	much	ADJ
ajeer-231	128	51	of	of	ADP
ajeer-231	128	52	the	the	DET
ajeer-231	128	53	earlier	early	ADV
ajeer-231	128	54	empirical	empirical	ADJ
ajeer-231	128	55	literature	literature	NOUN
ajeer-231	128	56	)	)	PUNCT
ajeer-231	128	57	,	,	PUNCT
ajeer-231	128	58	but	but	CCONJ
ajeer-231	128	59	above	above	ADP
ajeer-231	128	60	which	which	PRON
ajeer-231	128	61	this	this	DET
ajeer-231	128	62	relationship	relationship	NOUN
ajeer-231	128	63	flattens	flatten	VERB
ajeer-231	128	64	out	out	ADP
ajeer-231	128	65	or	or	CCONJ
ajeer-231	128	66	even	even	ADV
ajeer-231	128	67	becomes	become	VERB
ajeer-231	128	68	negative	negative	ADJ
ajeer-231	128	69	.	.	PUNCT
ajeer-231	129	1	generally	generally	ADV
ajeer-231	129	2	speaking	speak	VERB
ajeer-231	129	3	,	,	PUNCT
ajeer-231	129	4	towards	towards	ADP
ajeer-231	129	5	both	both	DET
ajeer-231	129	6	ends	end	NOUN
ajeer-231	129	7	of	of	ADP
ajeer-231	129	8	the	the	DET
ajeer-231	129	9	momentum	momentum	NOUN
ajeer-231	129	10	scale	scale	NOUN
ajeer-231	129	11	,	,	PUNCT
ajeer-231	129	12	the	the	DET
ajeer-231	129	13	confidence	confidence	NOUN
ajeer-231	129	14	intervals	interval	NOUN
ajeer-231	129	15	for	for	ADP
ajeer-231	129	16	the	the	DET
ajeer-231	129	17	estimates	estimate	NOUN
ajeer-231	129	18	widen	widen	VERB
ajeer-231	129	19	substantially	substantially	ADV
ajeer-231	129	20	,	,	PUNCT
ajeer-231	129	21	thus	thus	ADV
ajeer-231	129	22	indicating	indicate	VERB
ajeer-231	129	23	that	that	SCONJ
ajeer-231	129	24	in	in	ADP
ajeer-231	129	25	the	the	DET
ajeer-231	129	26	sequel	sequel	NOUN
ajeer-231	129	27	of	of	ADP
ajeer-231	129	28	unusually	unusually	ADV
ajeer-231	129	29	large	large	ADJ
ajeer-231	129	30	jumps	jump	NOUN
ajeer-231	129	31	or	or	CCONJ
ajeer-231	129	32	drops	drop	VERB
ajeer-231	129	33	in	in	ADP
ajeer-231	129	34	the	the	DET
ajeer-231	129	35	index	index	NOUN
ajeer-231	129	36	during	during	ADP
ajeer-231	129	37	the	the	DET
ajeer-231	129	38	past	past	ADJ
ajeer-231	129	39	12	12	NUM
ajeer-231	129	40	months	month	NOUN
ajeer-231	129	41	,	,	PUNCT
ajeer-231	129	42	statistically	statistically	ADV
ajeer-231	129	43	asian	asian	ADJ
ajeer-231	129	44	journal	journal	NOUN
ajeer-231	129	45	of	of	ADP
ajeer-231	129	46	economics	economic	NOUN
ajeer-231	129	47	and	and	CCONJ
ajeer-231	129	48	empirical	empirical	ADJ
ajeer-231	129	49	research	research	NOUN
ajeer-231	129	50	,	,	PUNCT
ajeer-231	129	51	2017	2017	NUM
ajeer-231	129	52	,	,	PUNCT
ajeer-231	129	53	4(2	4(2	NUM
ajeer-231	129	54	):	):	PUNCT
ajeer-231	129	55	61	61	NUM
ajeer-231	129	56	-	-	SYM
ajeer-231	129	57	67	67	NUM
ajeer-231	129	58	66	66	NUM
ajeer-231	129	59	meaningful	meaningful	ADJ
ajeer-231	129	60	inferences	inference	NOUN
ajeer-231	129	61	about	about	ADP
ajeer-231	129	62	the	the	DET
ajeer-231	129	63	expected	expect	VERB
ajeer-231	129	64	size	size	NOUN
ajeer-231	129	65	and	and	CCONJ
ajeer-231	129	66	direction	direction	NOUN
ajeer-231	129	67	of	of	ADP
ajeer-231	129	68	future	future	ADJ
ajeer-231	129	69	stock	stock	NOUN
ajeer-231	129	70	index	index	NOUN
ajeer-231	129	71	movements	movement	NOUN
ajeer-231	129	72	are	be	AUX
ajeer-231	129	73	not	not	PART
ajeer-231	129	74	possible	possible	ADJ
ajeer-231	129	75	.	.	PUNCT
ajeer-231	130	1	this	this	PRON
ajeer-231	130	2	can	can	AUX
ajeer-231	130	3	,	,	PUNCT
ajeer-231	130	4	at	at	ADP
ajeer-231	130	5	least	least	ADJ
ajeer-231	130	6	in	in	ADP
ajeer-231	130	7	part	part	NOUN
ajeer-231	130	8	,	,	PUNCT
ajeer-231	130	9	simply	simply	ADV
ajeer-231	130	10	be	be	AUX
ajeer-231	130	11	attributed	attribute	VERB
ajeer-231	130	12	to	to	ADP
ajeer-231	130	13	the	the	DET
ajeer-231	130	14	very	very	ADV
ajeer-231	130	15	limited	limited	ADJ
ajeer-231	130	16	number	number	NOUN
ajeer-231	130	17	of	of	ADP
ajeer-231	130	18	data	datum	NOUN
ajeer-231	130	19	points	point	NOUN
ajeer-231	130	20	in	in	ADP
ajeer-231	130	21	these	these	DET
ajeer-231	130	22	regions	region	NOUN
ajeer-231	130	23	of	of	ADP
ajeer-231	130	24	the	the	DET
ajeer-231	130	25	data	datum	NOUN
ajeer-231	130	26	range	range	NOUN
ajeer-231	130	27	.	.	PUNCT
ajeer-231	131	1	seen	see	VERB
ajeer-231	131	2	from	from	ADP
ajeer-231	131	3	the	the	DET
ajeer-231	131	4	other	other	ADJ
ajeer-231	131	5	angle	angle	NOUN
ajeer-231	131	6	,	,	PUNCT
ajeer-231	131	7	the	the	DET
ajeer-231	131	8	findings	finding	NOUN
ajeer-231	131	9	obtained	obtain	VERB
ajeer-231	131	10	are	be	AUX
ajeer-231	131	11	also	also	ADV
ajeer-231	131	12	largely	largely	ADV
ajeer-231	131	13	in	in	ADP
ajeer-231	131	14	line	line	NOUN
ajeer-231	131	15	with	with	ADP
ajeer-231	131	16	earlier	early	ADJ
ajeer-231	131	17	findings	finding	NOUN
ajeer-231	131	18	indicating	indicate	VERB
ajeer-231	131	19	a	a	DET
ajeer-231	131	20	positive	positive	ADJ
ajeer-231	131	21	association	association	NOUN
ajeer-231	131	22	between	between	ADP
ajeer-231	131	23	the	the	DET
ajeer-231	131	24	slope	slope	NOUN
ajeer-231	131	25	of	of	ADP
ajeer-231	131	26	the	the	DET
ajeer-231	131	27	yield	yield	NOUN
ajeer-231	131	28	curve	curve	NOUN
ajeer-231	131	29	and	and	CCONJ
ajeer-231	131	30	the	the	DET
ajeer-231	131	31	magnitude	magnitude	NOUN
ajeer-231	131	32	of	of	ADP
ajeer-231	131	33	expected	expect	VERB
ajeer-231	131	34	stock	stock	NOUN
ajeer-231	131	35	index	index	NOUN
ajeer-231	131	36	returns	return	NOUN
ajeer-231	131	37	.	.	PUNCT
ajeer-231	132	1	however	however	ADV
ajeer-231	132	2	,	,	PUNCT
ajeer-231	132	3	they	they	PRON
ajeer-231	132	4	also	also	ADV
ajeer-231	132	5	indicate	indicate	VERB
ajeer-231	132	6	that	that	SCONJ
ajeer-231	132	7	this	this	DET
ajeer-231	132	8	relationship	relationship	NOUN
ajeer-231	132	9	is	be	AUX
ajeer-231	132	10	not	not	PART
ajeer-231	132	11	a	a	DET
ajeer-231	132	12	“	"	PUNCT
ajeer-231	132	13	global	global	ADJ
ajeer-231	132	14	”	"	PUNCT
ajeer-231	132	15	phenomenon	phenomenon	NOUN
ajeer-231	132	16	,	,	PUNCT
ajeer-231	132	17	i.e.	i.e.	X
ajeer-231	132	18	one	one	NOUN
ajeer-231	132	19	that	that	PRON
ajeer-231	132	20	prevails	prevail	VERB
ajeer-231	132	21	with	with	ADP
ajeer-231	132	22	equal	equal	ADJ
ajeer-231	132	23	strength	strength	NOUN
ajeer-231	132	24	in	in	ADP
ajeer-231	132	25	all	all	DET
ajeer-231	132	26	situations	situation	NOUN
ajeer-231	132	27	,	,	PUNCT
ajeer-231	132	28	but	but	CCONJ
ajeer-231	132	29	rather	rather	ADV
ajeer-231	132	30	a	a	DET
ajeer-231	132	31	“	"	PUNCT
ajeer-231	132	32	local	local	ADJ
ajeer-231	132	33	”	"	PUNCT
ajeer-231	132	34	one	one	NOUN
ajeer-231	132	35	that	that	PRON
ajeer-231	132	36	is	be	AUX
ajeer-231	132	37	most	most	ADV
ajeer-231	132	38	pronounced	pronounce	VERB
ajeer-231	132	39	in	in	ADP
ajeer-231	132	40	terms	term	NOUN
ajeer-231	132	41	of	of	ADP
ajeer-231	132	42	statistical	statistical	ADJ
ajeer-231	132	43	significance	significance	NOUN
ajeer-231	132	44	in	in	ADP
ajeer-231	132	45	cases	case	NOUN
ajeer-231	132	46	where	where	SCONJ
ajeer-231	132	47	the	the	DET
ajeer-231	132	48	momentum	momentum	NOUN
ajeer-231	132	49	indicator	indicator	NOUN
ajeer-231	132	50	(	(	PUNCT
ajeer-231	132	51	again	again	ADV
ajeer-231	132	52	,	,	PUNCT
ajeer-231	132	53	roughly	roughly	ADV
ajeer-231	132	54	speaking	speak	VERB
ajeer-231	132	55	)	)	PUNCT
ajeer-231	132	56	lies	lie	VERB
ajeer-231	132	57	in	in	ADP
ajeer-231	132	58	a	a	DET
ajeer-231	132	59	range	range	NOUN
ajeer-231	132	60	from	from	ADP
ajeer-231	132	61	-15	-15	NUM
ajeer-231	132	62	%	%	NOUN
ajeer-231	132	63	to	to	ADP
ajeer-231	132	64	+	+	CCONJ
ajeer-231	132	65	25	25	NUM
ajeer-231	132	66	%	%	NOUN
ajeer-231	132	67	.	.	PUNCT
ajeer-231	133	1	for	for	ADP
ajeer-231	133	2	values	value	NOUN
ajeer-231	133	3	of	of	ADP
ajeer-231	133	4	mom-1	mom-1	NUM
ajeer-231	133	5	that	that	PRON
ajeer-231	133	6	lie	lie	NOUN
ajeer-231	133	7	outside	outside	ADP
ajeer-231	133	8	this	this	DET
ajeer-231	133	9	interval	interval	NOUN
ajeer-231	133	10	,	,	PUNCT
ajeer-231	133	11	again	again	ADV
ajeer-231	133	12	,	,	PUNCT
ajeer-231	133	13	a	a	DET
ajeer-231	133	14	statistically	statistically	ADV
ajeer-231	133	15	significant	significant	ADJ
ajeer-231	133	16	linkage	linkage	NOUN
ajeer-231	133	17	of	of	ADP
ajeer-231	133	18	the	the	DET
ajeer-231	133	19	above	above	ADJ
ajeer-231	133	20	type	type	NOUN
ajeer-231	133	21	can	can	AUX
ajeer-231	133	22	not	not	PART
ajeer-231	133	23	be	be	AUX
ajeer-231	133	24	identified	identify	VERB
ajeer-231	133	25	,	,	PUNCT
ajeer-231	133	26	most	most	ADV
ajeer-231	133	27	probably	probably	ADV
ajeer-231	133	28	because	because	SCONJ
ajeer-231	133	29	near	near	ADP
ajeer-231	133	30	the	the	DET
ajeer-231	133	31	boundaries	boundary	NOUN
ajeer-231	133	32	of	of	ADP
ajeer-231	133	33	the	the	DET
ajeer-231	133	34	plane	plane	NOUN
ajeer-231	133	35	spanned	span	VERB
ajeer-231	133	36	by	by	ADP
ajeer-231	133	37	the	the	DET
ajeer-231	133	38	empirically	empirically	ADV
ajeer-231	133	39	observed	observe	VERB
ajeer-231	133	40	ranges	range	NOUN
ajeer-231	133	41	of	of	ADP
ajeer-231	133	42	slope	slope	NOUN
ajeer-231	133	43	and	and	CCONJ
ajeer-231	133	44	mom	mom	NOUN
ajeer-231	133	45	,	,	PUNCT
ajeer-231	133	46	observations	observation	NOUN
ajeer-231	133	47	are	be	AUX
ajeer-231	133	48	both	both	ADV
ajeer-231	133	49	too	too	ADV
ajeer-231	133	50	sparse	sparse	ADJ
ajeer-231	133	51	and	and	CCONJ
ajeer-231	133	52	too	too	ADV
ajeer-231	133	53	widely	widely	ADV
ajeer-231	133	54	scattered	scatter	VERB
ajeer-231	133	55	to	to	PART
ajeer-231	133	56	allow	allow	VERB
ajeer-231	133	57	any	any	DET
ajeer-231	133	58	substantial	substantial	ADJ
ajeer-231	133	59	conclusions	conclusion	NOUN
ajeer-231	133	60	.	.	PUNCT
ajeer-231	134	1	in	in	ADP
ajeer-231	134	2	the	the	DET
ajeer-231	134	3	above	above	NOUN
ajeer-231	134	4	,	,	PUNCT
ajeer-231	134	5	the	the	DET
ajeer-231	134	6	highest	high	ADJ
ajeer-231	134	7	estimates	estimate	NOUN
ajeer-231	134	8	of	of	ADP
ajeer-231	134	9	the	the	DET
ajeer-231	134	10	mean	mean	ADJ
ajeer-231	134	11	one	one	NUM
ajeer-231	134	12	-	-	PUNCT
ajeer-231	134	13	month	month	NOUN
ajeer-231	134	14	ahead	ahead	ADV
ajeer-231	134	15	s&p	s&p	PROPN
ajeer-231	134	16	500	500	NUM
ajeer-231	134	17	return	return	NOUN
ajeer-231	134	18	are	be	AUX
ajeer-231	134	19	obtained	obtain	VERB
ajeer-231	134	20	for	for	ADP
ajeer-231	134	21	cases	case	NOUN
ajeer-231	134	22	of	of	ADP
ajeer-231	134	23	a	a	DET
ajeer-231	134	24	joint	joint	ADJ
ajeer-231	134	25	occurrence	occurrence	NOUN
ajeer-231	134	26	of	of	ADP
ajeer-231	134	27	a	a	DET
ajeer-231	134	28	steep	steep	ADJ
ajeer-231	134	29	,	,	PUNCT
ajeer-231	134	30	positively	positively	ADV
ajeer-231	134	31	sloped	slope	VERB
ajeer-231	134	32	yield	yield	NOUN
ajeer-231	134	33	curve	curve	NOUN
ajeer-231	134	34	and	and	CCONJ
ajeer-231	134	35	a	a	DET
ajeer-231	134	36	moderately	moderately	ADV
ajeer-231	134	37	positive	positive	ADJ
ajeer-231	134	38	momentum	momentum	NOUN
ajeer-231	134	39	factor	factor	NOUN
ajeer-231	134	40	.	.	PUNCT
ajeer-231	135	1	this	this	PRON
ajeer-231	135	2	indicates	indicate	VERB
ajeer-231	135	3	that	that	SCONJ
ajeer-231	135	4	slope-1	slope-1	PROPN
ajeer-231	135	5	and	and	CCONJ
ajeer-231	135	6	mom-1	mom-1	PUNCT
ajeer-231	135	7	impact	impact	VERB
ajeer-231	135	8	the	the	DET
ajeer-231	135	9	dependent	dependent	ADJ
ajeer-231	135	10	variable	variable	NOUN
ajeer-231	135	11	in	in	ADP
ajeer-231	135	12	a	a	DET
ajeer-231	135	13	complementary	complementary	ADJ
ajeer-231	135	14	,	,	PUNCT
ajeer-231	135	15	mutually	mutually	ADV
ajeer-231	135	16	reinforcing	reinforce	VERB
ajeer-231	135	17	manner	manner	NOUN
ajeer-231	135	18	.	.	PUNCT
ajeer-231	136	1	since	since	SCONJ
ajeer-231	136	2	the	the	DET
ajeer-231	136	3	federal	federal	PROPN
ajeer-231	136	4	reserve	reserve	PROPN
ajeer-231	136	5	bank	bank	PROPN
ajeer-231	136	6	can	can	AUX
ajeer-231	136	7	exert	exert	VERB
ajeer-231	136	8	considerable	considerable	ADJ
ajeer-231	136	9	influence	influence	NOUN
ajeer-231	136	10	on	on	ADP
ajeer-231	136	11	the	the	DET
ajeer-231	136	12	slope	slope	NOUN
ajeer-231	136	13	of	of	ADP
ajeer-231	136	14	the	the	DET
ajeer-231	136	15	yield	yield	NOUN
ajeer-231	136	16	curve	curve	NOUN
ajeer-231	136	17	by	by	ADP
ajeer-231	136	18	setting	set	VERB
ajeer-231	136	19	the	the	DET
ajeer-231	136	20	short	short	ADJ
ajeer-231	136	21	-	-	PUNCT
ajeer-231	136	22	term	term	NOUN
ajeer-231	136	23	rates	rate	NOUN
ajeer-231	136	24	at	at	ADP
ajeer-231	136	25	which	which	PRON
ajeer-231	136	26	it	it	PRON
ajeer-231	136	27	provides	provide	VERB
ajeer-231	136	28	liquidity	liquidity	NOUN
ajeer-231	136	29	to	to	ADP
ajeer-231	136	30	commercial	commercial	ADJ
ajeer-231	136	31	banks	bank	NOUN
ajeer-231	136	32	,	,	PUNCT
ajeer-231	136	33	this	this	DET
ajeer-231	136	34	finding	finding	NOUN
ajeer-231	136	35	has	have	VERB
ajeer-231	136	36	an	an	DET
ajeer-231	136	37	important	important	ADJ
ajeer-231	136	38	monetary	monetary	ADJ
ajeer-231	136	39	policy	policy	NOUN
ajeer-231	136	40	implication	implication	NOUN
ajeer-231	136	41	:	:	PUNCT
ajeer-231	136	42	monetary	monetary	ADJ
ajeer-231	136	43	policy	policy	NOUN
ajeer-231	136	44	actions	action	NOUN
ajeer-231	136	45	that	that	PRON
ajeer-231	136	46	have	have	VERB
ajeer-231	136	47	the	the	DET
ajeer-231	136	48	primary	primary	ADJ
ajeer-231	136	49	objective	objective	NOUN
ajeer-231	136	50	of	of	ADP
ajeer-231	136	51	keeping	keep	VERB
ajeer-231	136	52	inflation	inflation	NOUN
ajeer-231	136	53	inside	inside	ADV
ajeer-231	136	54	(	(	PUNCT
ajeer-231	136	55	or	or	CCONJ
ajeer-231	136	56	,	,	PUNCT
ajeer-231	136	57	at	at	ADP
ajeer-231	136	58	least	least	ADJ
ajeer-231	136	59	,	,	PUNCT
ajeer-231	136	60	near	near	ADP
ajeer-231	136	61	)	)	PUNCT
ajeer-231	136	62	a	a	DET
ajeer-231	136	63	pre	pre	ADJ
ajeer-231	136	64	-	-	ADJ
ajeer-231	136	65	defined	define	VERB
ajeer-231	136	66	target	target	NOUN
ajeer-231	136	67	range	range	NOUN
ajeer-231	136	68	may	may	AUX
ajeer-231	136	69	have	have	VERB
ajeer-231	136	70	the	the	DET
ajeer-231	136	71	unintended	unintended	ADJ
ajeer-231	136	72	side	side	NOUN
ajeer-231	136	73	effect	effect	NOUN
ajeer-231	136	74	of	of	ADP
ajeer-231	136	75	influencing	influence	VERB
ajeer-231	136	76	the	the	DET
ajeer-231	136	77	likely	likely	ADJ
ajeer-231	136	78	direction	direction	NOUN
ajeer-231	136	79	of	of	ADP
ajeer-231	136	80	future	future	ADJ
ajeer-231	136	81	stock	stock	NOUN
ajeer-231	136	82	market	market	NOUN
ajeer-231	136	83	returns	return	NOUN
ajeer-231	136	84	or	or	CCONJ
ajeer-231	136	85	even	even	ADV
ajeer-231	136	86	abetting	abet	VERB
ajeer-231	136	87	temporarily	temporarily	ADV
ajeer-231	136	88	self	self	NOUN
ajeer-231	136	89	-	-	PUNCT
ajeer-231	136	90	sustaining	sustain	VERB
ajeer-231	136	91	upward	upward	ADJ
ajeer-231	136	92	or	or	CCONJ
ajeer-231	136	93	downward	downward	ADJ
ajeer-231	136	94	trends	trend	NOUN
ajeer-231	136	95	in	in	ADP
ajeer-231	136	96	equity	equity	NOUN
ajeer-231	136	97	market	market	NOUN
ajeer-231	136	98	prices	price	NOUN
ajeer-231	136	99	.	.	PUNCT
ajeer-231	137	1	for	for	ADP
ajeer-231	137	2	the	the	DET
ajeer-231	137	3	time	time	NOUN
ajeer-231	137	4	being	be	AUX
ajeer-231	137	5	,	,	PUNCT
ajeer-231	137	6	it	it	PRON
ajeer-231	137	7	is	be	AUX
ajeer-231	137	8	an	an	DET
ajeer-231	137	9	open	open	ADJ
ajeer-231	137	10	question	question	NOUN
ajeer-231	137	11	whether	whether	SCONJ
ajeer-231	137	12	,	,	PUNCT
ajeer-231	137	13	and	and	CCONJ
ajeer-231	137	14	to	to	ADP
ajeer-231	137	15	what	what	DET
ajeer-231	137	16	extent	extent	NOUN
ajeer-231	137	17	,	,	PUNCT
ajeer-231	137	18	such	such	ADJ
ajeer-231	137	19	partially	partially	ADV
ajeer-231	137	20	policy	policy	NOUN
ajeer-231	137	21	-	-	PUNCT
ajeer-231	137	22	induced	induce	VERB
ajeer-231	137	23	trends	trend	NOUN
ajeer-231	137	24	and	and	CCONJ
ajeer-231	137	25	their	their	PRON
ajeer-231	137	26	eventual	eventual	ADJ
ajeer-231	137	27	reversal	reversal	NOUN
ajeer-231	137	28	(	(	PUNCT
ajeer-231	137	29	due	due	ADP
ajeer-231	137	30	to	to	ADP
ajeer-231	137	31	exogenous	exogenous	ADJ
ajeer-231	137	32	economic	economic	ADJ
ajeer-231	137	33	shocks	shock	NOUN
ajeer-231	137	34	and/or	and/or	CCONJ
ajeer-231	137	35	changes	change	NOUN
ajeer-231	137	36	in	in	ADP
ajeer-231	137	37	the	the	DET
ajeer-231	137	38	course	course	NOUN
ajeer-231	137	39	of	of	ADP
ajeer-231	137	40	monetary	monetary	ADJ
ajeer-231	137	41	policy	policy	NOUN
ajeer-231	137	42	)	)	PUNCT
ajeer-231	137	43	can	can	AUX
ajeer-231	137	44	have	have	VERB
ajeer-231	137	45	detrimental	detrimental	ADJ
ajeer-231	137	46	side	side	ADJ
ajeer-231	137	47	effects	effect	NOUN
ajeer-231	137	48	on	on	ADP
ajeer-231	137	49	the	the	DET
ajeer-231	137	50	stability	stability	NOUN
ajeer-231	137	51	of	of	ADP
ajeer-231	137	52	the	the	DET
ajeer-231	137	53	financial	financial	ADJ
ajeer-231	137	54	sector	sector	NOUN
ajeer-231	137	55	or	or	CCONJ
ajeer-231	137	56	the	the	DET
ajeer-231	137	57	economy	economy	NOUN
ajeer-231	137	58	as	as	ADP
ajeer-231	137	59	a	a	DET
ajeer-231	137	60	whole	whole	NOUN
ajeer-231	137	61	.	.	PUNCT
ajeer-231	138	1	however	however	ADV
ajeer-231	138	2	,	,	PUNCT
ajeer-231	138	3	if	if	SCONJ
ajeer-231	138	4	they	they	PRON
ajeer-231	138	5	do	do	VERB
ajeer-231	138	6	,	,	PUNCT
ajeer-231	138	7	central	central	ADJ
ajeer-231	138	8	bankers	banker	NOUN
ajeer-231	138	9	may	may	AUX
ajeer-231	138	10	find	find	VERB
ajeer-231	138	11	themselves	themselves	PRON
ajeer-231	138	12	facing	face	VERB
ajeer-231	138	13	a	a	DET
ajeer-231	138	14	dilemma	dilemma	NOUN
ajeer-231	138	15	between	between	ADP
ajeer-231	138	16	the	the	DET
ajeer-231	138	17	goals	goal	NOUN
ajeer-231	138	18	of	of	ADP
ajeer-231	138	19	maintaining	maintain	VERB
ajeer-231	138	20	a	a	DET
ajeer-231	138	21	stable	stable	ADJ
ajeer-231	138	22	price	price	NOUN
ajeer-231	138	23	level	level	NOUN
ajeer-231	138	24	on	on	ADP
ajeer-231	138	25	one	one	NUM
ajeer-231	138	26	hand	hand	NOUN
ajeer-231	138	27	,	,	PUNCT
ajeer-231	138	28	and	and	CCONJ
ajeer-231	138	29	avoiding	avoid	VERB
ajeer-231	138	30	any	any	DET
ajeer-231	138	31	unfavourable	unfavourable	ADJ
ajeer-231	138	32	interference	interference	NOUN
ajeer-231	138	33	with	with	ADP
ajeer-231	138	34	the	the	DET
ajeer-231	138	35	price	price	NOUN
ajeer-231	138	36	formation	formation	NOUN
ajeer-231	138	37	processes	process	NOUN
ajeer-231	138	38	on	on	ADP
ajeer-231	138	39	equity	equity	NOUN
ajeer-231	138	40	markets	market	NOUN
ajeer-231	138	41	on	on	ADP
ajeer-231	138	42	the	the	DET
ajeer-231	138	43	other	other	ADJ
ajeer-231	138	44	.	.	PUNCT
ajeer-231	139	1	6	6	X
ajeer-231	139	2	.	.	PUNCT
ajeer-231	139	3	conclusions	conclusion	NOUN
ajeer-231	139	4	this	this	DET
ajeer-231	139	5	paper	paper	NOUN
ajeer-231	139	6	has	have	AUX
ajeer-231	139	7	re	re	VERB
ajeer-231	139	8	-	-	VERB
ajeer-231	139	9	examined	examine	VERB
ajeer-231	139	10	two	two	NUM
ajeer-231	139	11	largely	largely	ADV
ajeer-231	139	12	familiar	familiar	ADJ
ajeer-231	139	13	anomalies	anomaly	NOUN
ajeer-231	139	14	in	in	ADP
ajeer-231	139	15	the	the	DET
ajeer-231	139	16	stock	stock	NOUN
ajeer-231	139	17	market	market	NOUN
ajeer-231	139	18	,	,	PUNCT
ajeer-231	139	19	the	the	DET
ajeer-231	139	20	yield	yield	NOUN
ajeer-231	139	21	curve	curve	NOUN
ajeer-231	139	22	and	and	CCONJ
ajeer-231	139	23	the	the	DET
ajeer-231	139	24	momentum	momentum	NOUN
ajeer-231	139	25	effect	effect	NOUN
ajeer-231	139	26	,	,	PUNCT
ajeer-231	139	27	using	use	VERB
ajeer-231	139	28	the	the	DET
ajeer-231	139	29	nonparametric	nonparametric	ADJ
ajeer-231	139	30	method	method	NOUN
ajeer-231	139	31	of	of	ADP
ajeer-231	139	32	locally	locally	ADV
ajeer-231	139	33	linear	linear	ADJ
ajeer-231	139	34	regression	regression	NOUN
ajeer-231	139	35	.	.	PUNCT
ajeer-231	140	1	while	while	SCONJ
ajeer-231	140	2	essentially	essentially	ADV
ajeer-231	140	3	confirming	confirm	VERB
ajeer-231	140	4	the	the	DET
ajeer-231	140	5	existence	existence	NOUN
ajeer-231	140	6	of	of	ADP
ajeer-231	140	7	both	both	PRON
ajeer-231	140	8	of	of	ADP
ajeer-231	140	9	these	these	DET
ajeer-231	140	10	phenomena	phenomenon	NOUN
ajeer-231	140	11	,	,	PUNCT
ajeer-231	140	12	the	the	DET
ajeer-231	140	13	outcome	outcome	NOUN
ajeer-231	140	14	of	of	ADP
ajeer-231	140	15	our	our	PRON
ajeer-231	140	16	empirical	empirical	ADJ
ajeer-231	140	17	analysis	analysis	NOUN
ajeer-231	140	18	nevertheless	nevertheless	ADV
ajeer-231	140	19	indicates	indicate	VERB
ajeer-231	140	20	that	that	SCONJ
ajeer-231	140	21	the	the	DET
ajeer-231	140	22	patterns	pattern	NOUN
ajeer-231	140	23	according	accord	VERB
ajeer-231	140	24	to	to	ADP
ajeer-231	140	25	which	which	PRON
ajeer-231	140	26	the	the	DET
ajeer-231	140	27	two	two	NUM
ajeer-231	140	28	indicators	indicator	NOUN
ajeer-231	140	29	under	under	ADP
ajeer-231	140	30	consideration	consideration	NOUN
ajeer-231	140	31	relate	relate	NOUN
ajeer-231	140	32	to	to	ADP
ajeer-231	140	33	future	future	ADJ
ajeer-231	140	34	stock	stock	NOUN
ajeer-231	140	35	index	index	NOUN
ajeer-231	140	36	returns	return	NOUN
ajeer-231	140	37	are	be	AUX
ajeer-231	140	38	both	both	CCONJ
ajeer-231	140	39	nonlinear	nonlinear	ADJ
ajeer-231	140	40	and	and	CCONJ
ajeer-231	140	41	mutually	mutually	ADV
ajeer-231	140	42	interlinked	interlinked	ADJ
ajeer-231	140	43	.	.	PUNCT
ajeer-231	141	1	hence	hence	ADV
ajeer-231	141	2	,	,	PUNCT
ajeer-231	141	3	it	it	PRON
ajeer-231	141	4	should	should	AUX
ajeer-231	141	5	be	be	AUX
ajeer-231	141	6	evident	evident	ADJ
ajeer-231	141	7	that	that	SCONJ
ajeer-231	141	8	the	the	DET
ajeer-231	141	9	greater	great	ADJ
ajeer-231	141	10	flexibility	flexibility	NOUN
ajeer-231	141	11	offered	offer	VERB
ajeer-231	141	12	by	by	ADP
ajeer-231	141	13	the	the	DET
ajeer-231	141	14	nonparametric	nonparametric	PROPN
ajeer-231	141	15	regression	regression	NOUN
ajeer-231	141	16	model	model	NOUN
ajeer-231	141	17	applied	apply	VERB
ajeer-231	141	18	here	here	ADV
ajeer-231	141	19	enables	enable	VERB
ajeer-231	141	20	the	the	DET
ajeer-231	141	21	detection	detection	NOUN
ajeer-231	141	22	and	and	CCONJ
ajeer-231	141	23	statistical	statistical	ADJ
ajeer-231	141	24	characterisation	characterisation	NOUN
ajeer-231	141	25	of	of	ADP
ajeer-231	141	26	some	some	DET
ajeer-231	141	27	features	feature	NOUN
ajeer-231	141	28	of	of	ADP
ajeer-231	141	29	the	the	DET
ajeer-231	141	30	empirical	empirical	ADJ
ajeer-231	141	31	relationship	relationship	NOUN
ajeer-231	141	32	under	under	ADP
ajeer-231	141	33	investigation	investigation	NOUN
ajeer-231	141	34	that	that	PRON
ajeer-231	141	35	would	would	AUX
ajeer-231	141	36	have	have	AUX
ajeer-231	141	37	been	be	AUX
ajeer-231	141	38	remained	remain	VERB
ajeer-231	141	39	undiscovered	undiscovered	ADJ
ajeer-231	141	40	under	under	ADP
ajeer-231	141	41	the	the	DET
ajeer-231	141	42	assumptions	assumption	NOUN
ajeer-231	141	43	of	of	ADP
ajeer-231	141	44	linearity	linearity	NOUN
ajeer-231	141	45	and	and	CCONJ
ajeer-231	141	46	additivity	additivity	NOUN
ajeer-231	141	47	on	on	ADP
ajeer-231	141	48	which	which	PRON
ajeer-231	141	49	simpler	simple	ADJ
ajeer-231	141	50	regression	regression	NOUN
ajeer-231	141	51	models	model	NOUN
ajeer-231	141	52	are	be	AUX
ajeer-231	141	53	based	base	VERB
ajeer-231	141	54	.	.	PUNCT
ajeer-231	142	1	at	at	ADP
ajeer-231	142	2	this	this	DET
ajeer-231	142	3	stage	stage	NOUN
ajeer-231	142	4	,	,	PUNCT
ajeer-231	142	5	however	however	ADV
ajeer-231	142	6	,	,	PUNCT
ajeer-231	142	7	it	it	PRON
ajeer-231	142	8	might	might	AUX
ajeer-231	142	9	easily	easily	ADV
ajeer-231	142	10	concluded	conclude	VERB
ajeer-231	142	11	that	that	SCONJ
ajeer-231	142	12	this	this	DET
ajeer-231	142	13	paper	paper	NOUN
ajeer-231	142	14	actually	actually	ADV
ajeer-231	142	15	raises	raise	VERB
ajeer-231	142	16	more	more	ADJ
ajeer-231	142	17	questions	question	NOUN
ajeer-231	142	18	than	than	SCONJ
ajeer-231	142	19	it	it	PRON
ajeer-231	142	20	answers	answer	VERB
ajeer-231	142	21	.	.	PUNCT
ajeer-231	143	1	one	one	NUM
ajeer-231	143	2	might	might	NOUN
ajeer-231	143	3	,	,	PUNCT
ajeer-231	143	4	for	for	ADP
ajeer-231	143	5	instance	instance	NOUN
ajeer-231	143	6	,	,	PUNCT
ajeer-231	143	7	ask	ask	VERB
ajeer-231	143	8	whether	whether	SCONJ
ajeer-231	143	9	the	the	DET
ajeer-231	143	10	observed	observe	VERB
ajeer-231	143	11	empirical	empirical	ADJ
ajeer-231	143	12	relationships	relationship	NOUN
ajeer-231	143	13	are	be	AUX
ajeer-231	143	14	mere	mere	ADJ
ajeer-231	143	15	statistical	statistical	ADJ
ajeer-231	143	16	artefacts	artefact	NOUN
ajeer-231	143	17	that	that	PRON
ajeer-231	143	18	would	would	AUX
ajeer-231	143	19	cease	cease	VERB
ajeer-231	143	20	to	to	PART
ajeer-231	143	21	prevail	prevail	VERB
ajeer-231	143	22	if	if	SCONJ
ajeer-231	143	23	additional	additional	ADJ
ajeer-231	143	24	relevant	relevant	ADJ
ajeer-231	143	25	explanatory	explanatory	ADJ
ajeer-231	143	26	variables	variable	NOUN
ajeer-231	143	27	were	be	AUX
ajeer-231	143	28	taken	take	VERB
ajeer-231	143	29	into	into	ADP
ajeer-231	143	30	account	account	NOUN
ajeer-231	143	31	.	.	PUNCT
ajeer-231	144	1	moreover	moreover	ADV
ajeer-231	144	2	,	,	PUNCT
ajeer-231	144	3	the	the	DET
ajeer-231	144	4	possibility	possibility	NOUN
ajeer-231	144	5	that	that	SCONJ
ajeer-231	144	6	not	not	PART
ajeer-231	144	7	just	just	ADV
ajeer-231	144	8	the	the	DET
ajeer-231	144	9	most	most	ADV
ajeer-231	144	10	recently	recently	ADV
ajeer-231	144	11	observed	observe	VERB
ajeer-231	144	12	levels	level	NOUN
ajeer-231	144	13	of	of	ADP
ajeer-231	144	14	the	the	DET
ajeer-231	144	15	explanatory	explanatory	ADJ
ajeer-231	144	16	variables	variable	NOUN
ajeer-231	144	17	,	,	PUNCT
ajeer-231	144	18	but	but	CCONJ
ajeer-231	144	19	also	also	ADV
ajeer-231	144	20	the	the	DET
ajeer-231	144	21	variability	variability	NOUN
ajeer-231	144	22	of	of	ADP
ajeer-231	144	23	the	the	DET
ajeer-231	144	24	underlying	underlying	ADJ
ajeer-231	144	25	quantities	quantity	NOUN
ajeer-231	144	26	in	in	ADP
ajeer-231	144	27	a	a	DET
ajeer-231	144	28	given	give	VERB
ajeer-231	144	29	,	,	PUNCT
ajeer-231	144	30	past	past	ADJ
ajeer-231	144	31	time	time	NOUN
ajeer-231	144	32	window	window	NOUN
ajeer-231	144	33	may	may	AUX
ajeer-231	144	34	impact	impact	VERB
ajeer-231	144	35	the	the	DET
ajeer-231	144	36	dependent	dependent	ADJ
ajeer-231	144	37	variable	variable	NOUN
ajeer-231	144	38	is	be	AUX
ajeer-231	144	39	clearly	clearly	ADV
ajeer-231	144	40	worth	worth	ADJ
ajeer-231	144	41	considering	consider	VERB
ajeer-231	144	42	.	.	PUNCT
ajeer-231	145	1	also	also	ADV
ajeer-231	145	2	,	,	PUNCT
ajeer-231	145	3	the	the	DET
ajeer-231	145	4	question	question	NOUN
ajeer-231	145	5	may	may	AUX
ajeer-231	145	6	arise	arise	VERB
ajeer-231	145	7	whether	whether	SCONJ
ajeer-231	145	8	the	the	DET
ajeer-231	145	9	explanatory	explanatory	ADJ
ajeer-231	145	10	variables	variable	NOUN
ajeer-231	145	11	in	in	ADP
ajeer-231	145	12	use	use	NOUN
ajeer-231	145	13	only	only	ADV
ajeer-231	145	14	affect	affect	VERB
ajeer-231	145	15	the	the	DET
ajeer-231	145	16	conditional	conditional	ADJ
ajeer-231	145	17	mean	mean	NOUN
ajeer-231	145	18	of	of	ADP
ajeer-231	145	19	the	the	DET
ajeer-231	145	20	index	index	NOUN
ajeer-231	145	21	returns	return	NOUN
ajeer-231	145	22	under	under	ADP
ajeer-231	145	23	examination	examination	NOUN
ajeer-231	145	24	(	(	PUNCT
ajeer-231	145	25	on	on	ADP
ajeer-231	145	26	which	which	PRON
ajeer-231	145	27	the	the	DET
ajeer-231	145	28	current	current	ADJ
ajeer-231	145	29	paper	paper	NOUN
ajeer-231	145	30	focused	focus	VERB
ajeer-231	145	31	)	)	PUNCT
ajeer-231	145	32	,	,	PUNCT
ajeer-231	145	33	or	or	CCONJ
ajeer-231	145	34	whether	whether	SCONJ
ajeer-231	145	35	their	their	PRON
ajeer-231	145	36	entire	entire	ADJ
ajeer-231	145	37	risk	risk	NOUN
ajeer-231	145	38	profile	profile	NOUN
ajeer-231	145	39	is	be	AUX
ajeer-231	145	40	systematically	systematically	ADV
ajeer-231	145	41	influenced	influence	VERB
ajeer-231	145	42	by	by	ADP
ajeer-231	145	43	these	these	DET
ajeer-231	145	44	quantities	quantity	NOUN
ajeer-231	145	45	.	.	PUNCT
ajeer-231	146	1	the	the	DET
ajeer-231	146	2	authors	author	NOUN
ajeer-231	146	3	feel	feel	VERB
ajeer-231	146	4	that	that	SCONJ
ajeer-231	146	5	all	all	DET
ajeer-231	146	6	these	these	DET
ajeer-231	146	7	questions	question	NOUN
ajeer-231	146	8	,	,	PUNCT
ajeer-231	146	9	and	and	CCONJ
ajeer-231	146	10	probably	probably	ADV
ajeer-231	146	11	many	many	ADV
ajeer-231	146	12	more	more	ADJ
ajeer-231	146	13	,	,	PUNCT
ajeer-231	146	14	are	be	AUX
ajeer-231	146	15	valid	valid	ADJ
ajeer-231	146	16	and	and	CCONJ
ajeer-231	146	17	pose	pose	VERB
ajeer-231	146	18	important	important	ADJ
ajeer-231	146	19	challenges	challenge	NOUN
ajeer-231	146	20	for	for	ADP
ajeer-231	146	21	future	future	ADJ
ajeer-231	146	22	research	research	NOUN
ajeer-231	146	23	.	.	PUNCT
ajeer-231	147	1	references	reference	NOUN
ajeer-231	147	2	alessandrini	alessandrini	PROPN
ajeer-231	147	3	,	,	PUNCT
ajeer-231	147	4	p.	p.	NOUN
ajeer-231	147	5	and	and	CCONJ
ajeer-231	147	6	b.	b.	PROPN
ajeer-231	147	7	nelson	nelson	PROPN
ajeer-231	147	8	,	,	PUNCT
ajeer-231	147	9	2012	2012	NUM
ajeer-231	147	10	.	.	PUNCT
ajeer-231	148	1	simple	simple	ADJ
ajeer-231	148	2	banking	banking	NOUN
ajeer-231	148	3	:	:	PUNCT
ajeer-231	148	4	profitability	profitability	NOUN
ajeer-231	148	5	and	and	CCONJ
ajeer-231	148	6	the	the	DET
ajeer-231	148	7	yield	yield	NOUN
ajeer-231	148	8	curve	curve	NOUN
ajeer-231	148	9	.	.	PUNCT
ajeer-231	149	1	bank	bank	PROPN
ajeer-231	149	2	of	of	ADP
ajeer-231	149	3	england	england	PROPN
ajeer-231	149	4	working	working	PROPN
ajeer-231	149	5	paper	paper	PROPN
ajeer-231	149	6	no	no	INTJ
ajeer-231	149	7	.	.	PROPN
ajeer-231	150	1	452	452	NUM
ajeer-231	150	2	.	.	X
ajeer-231	150	3	ang	ang	PROPN
ajeer-231	150	4	,	,	PUNCT
ajeer-231	150	5	a.	a.	NOUN
ajeer-231	150	6	and	and	CCONJ
ajeer-231	150	7	m.	m.	PROPN
ajeer-231	150	8	piazzesi	piazzesi	PROPN
ajeer-231	150	9	,	,	PUNCT
ajeer-231	150	10	2003	2003	NUM
ajeer-231	150	11	.	.	PUNCT
ajeer-231	151	1	a	a	DET
ajeer-231	151	2	no	no	DET
ajeer-231	151	3	-	-	PUNCT
ajeer-231	151	4	arbitrage	arbitrage	NOUN
ajeer-231	151	5	vector	vector	NOUN
ajeer-231	151	6	autoregression	autoregression	NOUN
ajeer-231	151	7	of	of	ADP
ajeer-231	151	8	term	term	NOUN
ajeer-231	151	9	structure	structure	NOUN
ajeer-231	151	10	dynamics	dynamic	NOUN
ajeer-231	151	11	with	with	ADP
ajeer-231	151	12	macroeconomic	macroeconomic	ADJ
ajeer-231	151	13	and	and	CCONJ
ajeer-231	151	14	latent	latent	NOUN
ajeer-231	151	15	variables	variable	NOUN
ajeer-231	151	16	.	.	PUNCT
ajeer-231	152	1	journal	journal	NOUN
ajeer-231	152	2	of	of	ADP
ajeer-231	152	3	monetary	monetary	ADJ
ajeer-231	152	4	economics	economic	NOUN
ajeer-231	152	5	,	,	PUNCT
ajeer-231	152	6	50(4	50(4	NUM
ajeer-231	152	7	):	):	PUNCT
ajeer-231	152	8	745–787	745–787	NUM
ajeer-231	152	9	.	.	PUNCT
ajeer-231	153	1	view	view	NOUN
ajeer-231	153	2	at	at	ADP
ajeer-231	153	3	google	google	PROPN
ajeer-231	153	4	scholar	scholar	NOUN
ajeer-231	153	5	|	|	ADV
ajeer-231	153	6	view	view	NOUN
ajeer-231	153	7	at	at	ADP
ajeer-231	153	8	publisher	publisher	NOUN
ajeer-231	153	9	asness	asness	PROPN
ajeer-231	153	10	,	,	PUNCT
ajeer-231	153	11	c.s	c.s	PROPN
ajeer-231	153	12	.	.	PROPN
ajeer-231	153	13	,	,	PUNCT
ajeer-231	153	14	j.m	j.m	PROPN
ajeer-231	153	15	.	.	PROPN
ajeer-231	153	16	liew	liew	PROPN
ajeer-231	153	17	and	and	CCONJ
ajeer-231	153	18	r.l	r.l	PROPN
ajeer-231	153	19	.	.	PROPN
ajeer-231	153	20	stevens	stevens	PROPN
ajeer-231	153	21	,	,	PUNCT
ajeer-231	153	22	1996	1996	NUM
ajeer-231	153	23	.	.	PUNCT
ajeer-231	154	1	parallels	parallel	NOUN
ajeer-231	154	2	between	between	ADP
ajeer-231	154	3	the	the	DET
ajeer-231	154	4	cross	cross	ADJ
ajeer-231	154	5	-	-	ADJ
ajeer-231	154	6	sectional	sectional	ADJ
ajeer-231	154	7	predictability	predictability	NOUN
ajeer-231	154	8	of	of	ADP
ajeer-231	154	9	stock	stock	NOUN
ajeer-231	154	10	returns	return	NOUN
ajeer-231	154	11	and	and	CCONJ
ajeer-231	154	12	country	country	NOUN
ajeer-231	154	13	returns	return	NOUN
ajeer-231	154	14	.	.	PUNCT
ajeer-231	155	1	working	work	VERB
ajeer-231	155	2	paper	paper	NOUN
ajeer-231	155	3	,	,	PUNCT
ajeer-231	155	4	goldman	goldman	PROPN
ajeer-231	155	5	sachs	sachs	PROPN
ajeer-231	155	6	asset	asset	PROPN
ajeer-231	155	7	management	management	NOUN
ajeer-231	155	8	.	.	PUNCT
ajeer-231	156	1	basu	basu	PROPN
ajeer-231	156	2	,	,	PUNCT
ajeer-231	156	3	s.	s.	PROPN
ajeer-231	156	4	,	,	PUNCT
ajeer-231	156	5	1977	1977	NUM
ajeer-231	156	6	.	.	PUNCT
ajeer-231	157	1	investment	investment	NOUN
ajeer-231	157	2	performance	performance	NOUN
ajeer-231	157	3	of	of	ADP
ajeer-231	157	4	common	common	ADJ
ajeer-231	157	5	stocks	stock	NOUN
ajeer-231	157	6	in	in	ADP
ajeer-231	157	7	relation	relation	NOUN
ajeer-231	157	8	to	to	ADP
ajeer-231	157	9	their	their	PRON
ajeer-231	157	10	price	price	NOUN
ajeer-231	157	11	-	-	PUNCT
ajeer-231	157	12	earnings	earning	NOUN
ajeer-231	157	13	ratio	ratio	NOUN
ajeer-231	157	14	:	:	PUNCT
ajeer-231	157	15	a	a	DET
ajeer-231	157	16	test	test	NOUN
ajeer-231	157	17	of	of	ADP
ajeer-231	157	18	the	the	DET
ajeer-231	157	19	efficient	efficient	ADJ
ajeer-231	157	20	market	market	NOUN
ajeer-231	157	21	hypothesis	hypothesis	NOUN
ajeer-231	157	22	.	.	PUNCT
ajeer-231	158	1	journal	journal	PROPN
ajeer-231	158	2	of	of	ADP
ajeer-231	158	3	finance	finance	NOUN
ajeer-231	158	4	,	,	PUNCT
ajeer-231	158	5	32(2	32(2	NUM
ajeer-231	158	6	):	):	PUNCT
ajeer-231	158	7	663	663	NUM
ajeer-231	158	8	-	-	SYM
ajeer-231	158	9	682	682	NUM
ajeer-231	158	10	.	.	PUNCT
ajeer-231	159	1	view	view	NOUN
ajeer-231	159	2	at	at	ADP
ajeer-231	159	3	google	google	PROPN
ajeer-231	159	4	scholar	scholar	NOUN
ajeer-231	159	5	|	|	ADV
ajeer-231	159	6	view	view	NOUN
ajeer-231	159	7	at	at	ADP
ajeer-231	159	8	publisher	publisher	NOUN
ajeer-231	159	9	boudoukh	boudoukh	PROPN
ajeer-231	159	10	,	,	PUNCT
ajeer-231	159	11	j.	j.	PROPN
ajeer-231	159	12	,	,	PUNCT
ajeer-231	159	13	m.	m.	PROPN
ajeer-231	159	14	richardson	richardson	PROPN
ajeer-231	159	15	and	and	CCONJ
ajeer-231	159	16	r.f	r.f	PROPN
ajeer-231	159	17	.	.	PROPN
ajeer-231	159	18	whitelaw	whitelaw	PROPN
ajeer-231	159	19	,	,	PUNCT
ajeer-231	159	20	1997	1997	NUM
ajeer-231	159	21	.	.	PUNCT
ajeer-231	160	1	nonlinearities	nonlinearitie	NOUN
ajeer-231	160	2	in	in	ADP
ajeer-231	160	3	the	the	DET
ajeer-231	160	4	relation	relation	NOUN
ajeer-231	160	5	between	between	ADP
ajeer-231	160	6	the	the	DET
ajeer-231	160	7	equity	equity	NOUN
ajeer-231	160	8	risk	risk	NOUN
ajeer-231	160	9	premium	premium	NOUN
ajeer-231	160	10	and	and	CCONJ
ajeer-231	160	11	the	the	DET
ajeer-231	160	12	term	term	NOUN
ajeer-231	160	13	structure	structure	NOUN
ajeer-231	160	14	.	.	PUNCT
ajeer-231	161	1	management	management	NOUN
ajeer-231	161	2	science	science	PROPN
ajeer-231	161	3	,	,	PUNCT
ajeer-231	161	4	43(3	43(3	NUM
ajeer-231	161	5	):	):	PUNCT
ajeer-231	161	6	371	371	NUM
ajeer-231	161	7	-	-	SYM
ajeer-231	161	8	385	385	NUM
ajeer-231	161	9	.	.	PUNCT
ajeer-231	162	1	view	view	NOUN
ajeer-231	162	2	at	at	ADP
ajeer-231	162	3	google	google	PROPN
ajeer-231	162	4	scholar	scholar	NOUN
ajeer-231	162	5	|	|	ADV
ajeer-231	162	6	view	view	NOUN
ajeer-231	162	7	at	at	ADP
ajeer-231	162	8	publisher	publisher	PROPN
ajeer-231	162	9	campbell	campbell	PROPN
ajeer-231	162	10	,	,	PUNCT
ajeer-231	162	11	j.y	j.y	PROPN
ajeer-231	162	12	.	.	PROPN
ajeer-231	162	13	,	,	PUNCT
ajeer-231	162	14	1987	1987	NUM
ajeer-231	162	15	.	.	PUNCT
ajeer-231	163	1	stock	stock	NOUN
ajeer-231	163	2	returns	return	NOUN
ajeer-231	163	3	and	and	CCONJ
ajeer-231	163	4	the	the	DET
ajeer-231	163	5	term	term	NOUN
ajeer-231	163	6	structure	structure	NOUN
ajeer-231	163	7	.	.	PUNCT
ajeer-231	164	1	journal	journal	NOUN
ajeer-231	164	2	of	of	ADP
ajeer-231	164	3	financial	financial	ADJ
ajeer-231	164	4	economics	economic	NOUN
ajeer-231	164	5	,	,	PUNCT
ajeer-231	164	6	18(2	18(2	NUM
ajeer-231	164	7	):	):	PUNCT
ajeer-231	164	8	373	373	NUM
ajeer-231	164	9	-	-	SYM
ajeer-231	164	10	399	399	NUM
ajeer-231	164	11	.	.	PUNCT
ajeer-231	165	1	view	view	NOUN
ajeer-231	165	2	at	at	ADP
ajeer-231	165	3	google	google	PROPN
ajeer-231	165	4	scholar	scholar	NOUN
ajeer-231	165	5	|	|	ADV
ajeer-231	165	6	view	view	NOUN
ajeer-231	165	7	at	at	ADP
ajeer-231	165	8	publisher	publisher	PROPN
ajeer-231	165	9	campbell	campbell	PROPN
ajeer-231	165	10	,	,	PUNCT
ajeer-231	165	11	j.y	j.y	PROPN
ajeer-231	165	12	.	.	PROPN
ajeer-231	165	13	and	and	CCONJ
ajeer-231	165	14	j.	j.	PROPN
ajeer-231	165	15	ammer	ammer	PROPN
ajeer-231	165	16	,	,	PUNCT
ajeer-231	165	17	1993	1993	NUM
ajeer-231	165	18	.	.	PUNCT
ajeer-231	166	1	what	what	PRON
ajeer-231	166	2	moves	move	VERB
ajeer-231	166	3	the	the	DET
ajeer-231	166	4	stock	stock	NOUN
ajeer-231	166	5	and	and	CCONJ
ajeer-231	166	6	bond	bond	NOUN
ajeer-231	166	7	market	market	NOUN
ajeer-231	166	8	?	?	PUNCT
ajeer-231	167	1	a	a	DET
ajeer-231	167	2	variance	variance	NOUN
ajeer-231	167	3	decomposition	decomposition	NOUN
ajeer-231	167	4	for	for	ADP
ajeer-231	167	5	long	long	ADJ
ajeer-231	167	6	-	-	PUNCT
ajeer-231	167	7	term	term	NOUN
ajeer-231	167	8	asset	asset	NOUN
ajeer-231	167	9	returns	return	NOUN
ajeer-231	167	10	.	.	PUNCT
ajeer-231	168	1	journal	journal	NOUN
ajeer-231	168	2	of	of	ADP
ajeer-231	168	3	finance	finance	NOUN
ajeer-231	168	4	,	,	PUNCT
ajeer-231	168	5	48(1	48(1	NOUN
ajeer-231	168	6	):	):	PUNCT
ajeer-231	168	7	3	3	NUM
ajeer-231	168	8	-	-	SYM
ajeer-231	168	9	37	37	NUM
ajeer-231	168	10	.	.	PUNCT
ajeer-231	169	1	view	view	NOUN
ajeer-231	169	2	at	at	ADP
ajeer-231	169	3	google	google	PROPN
ajeer-231	169	4	scholar	scholar	NOUN
ajeer-231	169	5	|	|	ADV
ajeer-231	169	6	view	view	NOUN
ajeer-231	169	7	at	at	ADP
ajeer-231	169	8	publisher	publisher	NOUN
ajeer-231	169	9	chan	chan	PROPN
ajeer-231	169	10	,	,	PUNCT
ajeer-231	169	11	k.	k.	PROPN
ajeer-231	169	12	,	,	PUNCT
ajeer-231	169	13	h.	h.	PROPN
ajeer-231	169	14	allaudeen	allaudeen	PROPN
ajeer-231	169	15	and	and	CCONJ
ajeer-231	169	16	w.	w.	PROPN
ajeer-231	169	17	tong	tong	PROPN
ajeer-231	169	18	,	,	PUNCT
ajeer-231	169	19	2000	2000	NUM
ajeer-231	169	20	.	.	PUNCT
ajeer-231	170	1	profitability	profitability	NOUN
ajeer-231	170	2	of	of	ADP
ajeer-231	170	3	momentum	momentum	NOUN
ajeer-231	170	4	strategies	strategy	NOUN
ajeer-231	170	5	in	in	ADP
ajeer-231	170	6	the	the	DET
ajeer-231	170	7	international	international	ADJ
ajeer-231	170	8	equity	equity	NOUN
ajeer-231	170	9	markets	market	NOUN
ajeer-231	170	10	.	.	PUNCT
ajeer-231	171	1	journal	journal	NOUN
ajeer-231	171	2	of	of	ADP
ajeer-231	171	3	financial	financial	ADJ
ajeer-231	171	4	and	and	CCONJ
ajeer-231	171	5	quantitative	quantitative	ADJ
ajeer-231	171	6	analysis	analysis	NOUN
ajeer-231	171	7	,	,	PUNCT
ajeer-231	171	8	35(2	35(2	NUM
ajeer-231	171	9	):	):	PUNCT
ajeer-231	171	10	153	153	NUM
ajeer-231	171	11	-	-	SYM
ajeer-231	171	12	172	172	NUM
ajeer-231	171	13	.	.	PUNCT
ajeer-231	172	1	view	view	NOUN
ajeer-231	172	2	at	at	ADP
ajeer-231	172	3	google	google	PROPN
ajeer-231	172	4	scholar	scholar	NOUN
ajeer-231	172	5	|	|	ADV
ajeer-231	172	6	view	view	NOUN
ajeer-231	172	7	at	at	ADP
ajeer-231	172	8	publisher	publisher	NOUN
ajeer-231	172	9	chen	chen	PROPN
ajeer-231	172	10	,	,	PUNCT
ajeer-231	172	11	n.	n.	PROPN
ajeer-231	172	12	,	,	PUNCT
ajeer-231	172	13	r.	r.	PROPN
ajeer-231	172	14	roll	roll	PROPN
ajeer-231	172	15	and	and	CCONJ
ajeer-231	172	16	s.a	s.a	PROPN
ajeer-231	172	17	.	.	PROPN
ajeer-231	172	18	ross	ross	PROPN
ajeer-231	172	19	,	,	PUNCT
ajeer-231	172	20	1986	1986	NUM
ajeer-231	172	21	.	.	PUNCT
ajeer-231	173	1	economic	economic	ADJ
ajeer-231	173	2	forces	force	NOUN
ajeer-231	173	3	and	and	CCONJ
ajeer-231	173	4	the	the	DET
ajeer-231	173	5	stock	stock	NOUN
ajeer-231	173	6	market	market	NOUN
ajeer-231	173	7	.	.	PUNCT
ajeer-231	174	1	journal	journal	NOUN
ajeer-231	174	2	of	of	ADP
ajeer-231	174	3	business	business	NOUN
ajeer-231	174	4	,	,	PUNCT
ajeer-231	174	5	59	59	NUM
ajeer-231	174	6	:	:	SYM
ajeer-231	174	7	383	383	NUM
ajeer-231	174	8	-	-	SYM
ajeer-231	174	9	403	403	NUM
ajeer-231	174	10	.	.	PUNCT
ajeer-231	175	1	view	view	NOUN
ajeer-231	175	2	at	at	ADP
ajeer-231	175	3	google	google	PROPN
ajeer-231	175	4	scholar	scholar	PROPN
ajeer-231	175	5	chui	chui	PROPN
ajeer-231	175	6	,	,	PUNCT
ajeer-231	175	7	a.c.w	a.c.w	PROPN
ajeer-231	175	8	.	.	PROPN
ajeer-231	175	9	,	,	PUNCT
ajeer-231	175	10	s.	s.	PROPN
ajeer-231	175	11	titman	titman	PROPN
ajeer-231	175	12	and	and	CCONJ
ajeer-231	175	13	k.c.j	k.c.j	PROPN
ajeer-231	175	14	.	.	PUNCT
ajeer-231	176	1	wei	wei	PROPN
ajeer-231	176	2	,	,	PUNCT
ajeer-231	176	3	2003	2003	NUM
ajeer-231	176	4	.	.	PUNCT
ajeer-231	177	1	momentum	momentum	NOUN
ajeer-231	177	2	,	,	PUNCT
ajeer-231	177	3	legal	legal	ADJ
ajeer-231	177	4	system	system	NOUN
ajeer-231	177	5	,	,	PUNCT
ajeer-231	177	6	and	and	CCONJ
ajeer-231	177	7	ownership	ownership	NOUN
ajeer-231	177	8	structure	structure	NOUN
ajeer-231	177	9	:	:	PUNCT
ajeer-231	177	10	an	an	DET
ajeer-231	177	11	analysis	analysis	NOUN
ajeer-231	177	12	of	of	ADP
ajeer-231	177	13	asian	asian	ADJ
ajeer-231	177	14	stock	stock	NOUN
ajeer-231	177	15	markets	market	NOUN
ajeer-231	177	16	.	.	PUNCT
ajeer-231	178	1	working	work	VERB
ajeer-231	178	2	paper	paper	NOUN
ajeer-231	178	3	,	,	PUNCT
ajeer-231	178	4	university	university	PROPN
ajeer-231	178	5	of	of	ADP
ajeer-231	178	6	texas	texas	PROPN
ajeer-231	178	7	at	at	ADP
ajeer-231	178	8	austin	austin	PROPN
ajeer-231	178	9	.	.	PROPN
ajeer-231	178	10	diebold	diebold	PROPN
ajeer-231	178	11	,	,	PUNCT
ajeer-231	178	12	f.x	f.x	PROPN
ajeer-231	178	13	.	.	PROPN
ajeer-231	178	14	,	,	PUNCT
ajeer-231	178	15	g.d	g.d	PROPN
ajeer-231	178	16	.	.	PROPN
ajeer-231	178	17	rudebusch	rudebusch	PROPN
ajeer-231	178	18	and	and	CCONJ
ajeer-231	178	19	b.	b.	PROPN
ajeer-231	178	20	aruoba	aruoba	PROPN
ajeer-231	178	21	,	,	PUNCT
ajeer-231	178	22	2006	2006	NUM
ajeer-231	178	23	.	.	PUNCT
ajeer-231	179	1	the	the	DET
ajeer-231	179	2	macroeconomy	macroeconomy	NOUN
ajeer-231	179	3	and	and	CCONJ
ajeer-231	179	4	the	the	DET
ajeer-231	179	5	yield	yield	NOUN
ajeer-231	179	6	curve	curve	NOUN
ajeer-231	179	7	:	:	PUNCT
ajeer-231	179	8	a	a	DET
ajeer-231	179	9	dynamic	dynamic	ADJ
ajeer-231	179	10	latent	latent	NOUN
ajeer-231	179	11	factor	factor	NOUN
ajeer-231	179	12	approach	approach	NOUN
ajeer-231	179	13	.	.	PUNCT
ajeer-231	180	1	journal	journal	PROPN
ajeer-231	180	2	of	of	ADP
ajeer-231	180	3	econometrics	econometric	NOUN
ajeer-231	180	4	,	,	PUNCT
ajeer-231	180	5	131(1	131(1	NUM
ajeer-231	180	6	-	-	SYM
ajeer-231	180	7	2	2	NUM
ajeer-231	180	8	):	):	PUNCT
ajeer-231	180	9	309	309	NUM
ajeer-231	180	10	-	-	SYM
ajeer-231	180	11	338	338	NUM
ajeer-231	180	12	.	.	PUNCT
ajeer-231	181	1	view	view	NOUN
ajeer-231	181	2	at	at	ADP
ajeer-231	181	3	google	google	PROPN
ajeer-231	181	4	scholar	scholar	NOUN
ajeer-231	181	5	|	|	ADV
ajeer-231	181	6	view	view	NOUN
ajeer-231	181	7	at	at	ADP
ajeer-231	181	8	publisher	publisher	PROPN
ajeer-231	181	9	efron	efron	PROPN
ajeer-231	181	10	,	,	PUNCT
ajeer-231	181	11	b.	b.	PROPN
ajeer-231	181	12	,	,	PUNCT
ajeer-231	181	13	1979	1979	NUM
ajeer-231	181	14	.	.	PUNCT
ajeer-231	182	1	bootstrap	bootstrap	NOUN
ajeer-231	182	2	methods	method	NOUN
ajeer-231	182	3	:	:	PUNCT
ajeer-231	182	4	another	another	DET
ajeer-231	182	5	look	look	NOUN
ajeer-231	182	6	at	at	ADP
ajeer-231	182	7	the	the	DET
ajeer-231	182	8	jackknife	jackknife	NOUN
ajeer-231	182	9	.	.	PUNCT
ajeer-231	183	1	annals	annal	NOUN
ajeer-231	183	2	of	of	ADP
ajeer-231	183	3	statistics	statistic	NOUN
ajeer-231	183	4	,	,	PUNCT
ajeer-231	183	5	7(1	7(1	NUM
ajeer-231	183	6	):	):	PUNCT
ajeer-231	183	7	1	1	NUM
ajeer-231	183	8	-	-	SYM
ajeer-231	183	9	26	26	NUM
ajeer-231	183	10	.	.	PUNCT
ajeer-231	184	1	view	view	NOUN
ajeer-231	184	2	at	at	ADP
ajeer-231	184	3	google	google	PROPN
ajeer-231	184	4	scholar	scholar	NOUN
ajeer-231	184	5	|	|	ADV
ajeer-231	184	6	view	view	NOUN
ajeer-231	184	7	at	at	ADP
ajeer-231	184	8	publisher	publisher	PROPN
ajeer-231	184	9	estrella	estrella	PROPN
ajeer-231	184	10	,	,	PUNCT
ajeer-231	184	11	a.	a.	NOUN
ajeer-231	184	12	and	and	CCONJ
ajeer-231	184	13	g.	g.	PROPN
ajeer-231	184	14	hardouvelis	hardouvelis	PROPN
ajeer-231	184	15	,	,	PUNCT
ajeer-231	184	16	1991	1991	NUM
ajeer-231	184	17	.	.	PUNCT
ajeer-231	185	1	the	the	DET
ajeer-231	185	2	term	term	NOUN
ajeer-231	185	3	structure	structure	NOUN
ajeer-231	185	4	as	as	ADP
ajeer-231	185	5	a	a	DET
ajeer-231	185	6	predictor	predictor	NOUN
ajeer-231	185	7	of	of	ADP
ajeer-231	185	8	real	real	ADJ
ajeer-231	185	9	economic	economic	ADJ
ajeer-231	185	10	activity	activity	NOUN
ajeer-231	185	11	.	.	PUNCT
ajeer-231	186	1	journal	journal	PROPN
ajeer-231	186	2	of	of	ADP
ajeer-231	186	3	finance	finance	NOUN
ajeer-231	186	4	,	,	PUNCT
ajeer-231	186	5	46(2	46(2	NOUN
ajeer-231	186	6	):	):	PUNCT
ajeer-231	186	7	555	555	NUM
ajeer-231	186	8	-	-	SYM
ajeer-231	186	9	576	576	NUM
ajeer-231	186	10	.	.	PUNCT
ajeer-231	187	1	view	view	NOUN
ajeer-231	187	2	at	at	ADP
ajeer-231	187	3	google	google	PROPN
ajeer-231	187	4	scholar	scholar	NOUN
ajeer-231	187	5	|	|	ADV
ajeer-231	187	6	view	view	NOUN
ajeer-231	187	7	at	at	ADP
ajeer-231	187	8	publisher	publisher	PROPN
ajeer-231	187	9	estrella	estrella	PROPN
ajeer-231	187	10	,	,	PUNCT
ajeer-231	187	11	a.	a.	NOUN
ajeer-231	187	12	and	and	CCONJ
ajeer-231	187	13	f.s	f.s	PROPN
ajeer-231	187	14	.	.	PROPN
ajeer-231	187	15	mishkin	mishkin	PROPN
ajeer-231	187	16	,	,	PUNCT
ajeer-231	187	17	1996	1996	NUM
ajeer-231	187	18	.	.	PUNCT
ajeer-231	188	1	the	the	DET
ajeer-231	188	2	yield	yield	NOUN
ajeer-231	188	3	curve	curve	NOUN
ajeer-231	188	4	as	as	ADP
ajeer-231	188	5	a	a	DET
ajeer-231	188	6	predictor	predictor	NOUN
ajeer-231	188	7	of	of	ADP
ajeer-231	188	8	u.s	u.s	PROPN
ajeer-231	188	9	.	.	PROPN
ajeer-231	188	10	recessions	recession	NOUN
ajeer-231	188	11	.	.	PUNCT
ajeer-231	189	1	current	current	ADJ
ajeer-231	189	2	issues	issue	NOUN
ajeer-231	189	3	in	in	ADP
ajeer-231	189	4	economics	economic	NOUN
ajeer-231	189	5	and	and	CCONJ
ajeer-231	189	6	finance	finance	NOUN
ajeer-231	189	7	,	,	PUNCT
ajeer-231	189	8	2(7	2(7	NUM
ajeer-231	189	9	):	):	PUNCT
ajeer-231	189	10	1	1	NUM
ajeer-231	189	11	-	-	SYM
ajeer-231	189	12	6	6	NUM
ajeer-231	189	13	.	.	PUNCT
ajeer-231	189	14	estrella	estrella	PROPN
ajeer-231	189	15	,	,	PUNCT
ajeer-231	189	16	a.	a.	NOUN
ajeer-231	189	17	and	and	CCONJ
ajeer-231	189	18	f.s	f.s	PROPN
ajeer-231	189	19	.	.	PROPN
ajeer-231	189	20	mishkin	mishkin	PROPN
ajeer-231	189	21	,	,	PUNCT
ajeer-231	189	22	1998	1998	NUM
ajeer-231	189	23	.	.	PUNCT
ajeer-231	190	1	predicting	predict	VERB
ajeer-231	190	2	u.s	u.s	PROPN
ajeer-231	190	3	.	.	PROPN
ajeer-231	190	4	recessions	recession	NOUN
ajeer-231	190	5	:	:	PUNCT
ajeer-231	190	6	financial	financial	ADJ
ajeer-231	190	7	variables	variable	NOUN
ajeer-231	190	8	as	as	ADP
ajeer-231	190	9	leading	lead	VERB
ajeer-231	190	10	indicators	indicator	NOUN
ajeer-231	190	11	.	.	PUNCT
ajeer-231	191	1	review	review	NOUN
ajeer-231	191	2	of	of	ADP
ajeer-231	191	3	economics	economic	NOUN
ajeer-231	191	4	and	and	CCONJ
ajeer-231	191	5	statistics	statistic	NOUN
ajeer-231	191	6	,	,	PUNCT
ajeer-231	191	7	80(1	80(1	NUM
ajeer-231	191	8	):	):	PUNCT
ajeer-231	191	9	45	45	NUM
ajeer-231	191	10	-	-	SYM
ajeer-231	191	11	61	61	NUM
ajeer-231	191	12	.	.	PUNCT
ajeer-231	192	1	view	view	NOUN
ajeer-231	192	2	at	at	ADP
ajeer-231	192	3	google	google	PROPN
ajeer-231	192	4	scholar	scholar	NOUN
ajeer-231	192	5	|	|	ADV
ajeer-231	192	6	view	view	NOUN
ajeer-231	192	7	at	at	ADP
ajeer-231	192	8	publisher	publisher	NOUN
ajeer-231	192	9	fama	fama	PROPN
ajeer-231	192	10	,	,	PUNCT
ajeer-231	192	11	e.f	e.f	PROPN
ajeer-231	192	12	.	.	PROPN
ajeer-231	192	13	,	,	PUNCT
ajeer-231	192	14	1970	1970	NUM
ajeer-231	192	15	.	.	PUNCT
ajeer-231	193	1	efficient	efficient	ADJ
ajeer-231	193	2	capital	capital	NOUN
ajeer-231	193	3	markets	market	NOUN
ajeer-231	193	4	:	:	PUNCT
ajeer-231	193	5	a	a	DET
ajeer-231	193	6	review	review	NOUN
ajeer-231	193	7	of	of	ADP
ajeer-231	193	8	empirical	empirical	ADJ
ajeer-231	193	9	work	work	NOUN
ajeer-231	193	10	.	.	PUNCT
ajeer-231	194	1	journal	journal	PROPN
ajeer-231	194	2	of	of	ADP
ajeer-231	194	3	finance	finance	NOUN
ajeer-231	194	4	,	,	PUNCT
ajeer-231	194	5	25	25	NUM
ajeer-231	194	6	(	(	PUNCT
ajeer-231	194	7	2	2	NUM
ajeer-231	194	8	):	):	PUNCT
ajeer-231	194	9	383–417	383–417	NUM
ajeer-231	194	10	.	.	PUNCT
ajeer-231	195	1	view	view	NOUN
ajeer-231	195	2	at	at	ADP
ajeer-231	195	3	google	google	PROPN
ajeer-231	195	4	scholar	scholar	NOUN
ajeer-231	195	5	|	|	ADV
ajeer-231	195	6	view	view	NOUN
ajeer-231	195	7	at	at	ADP
ajeer-231	195	8	publisher	publisher	NOUN
ajeer-231	195	9	fama	fama	PROPN
ajeer-231	195	10	,	,	PUNCT
ajeer-231	195	11	e.f	e.f	PROPN
ajeer-231	195	12	.	.	PROPN
ajeer-231	195	13	and	and	CCONJ
ajeer-231	195	14	k.r	k.r	PROPN
ajeer-231	195	15	.	.	PROPN
ajeer-231	195	16	french	french	PROPN
ajeer-231	195	17	,	,	PUNCT
ajeer-231	195	18	1989	1989	NUM
ajeer-231	195	19	.	.	PUNCT
ajeer-231	196	1	business	business	NOUN
ajeer-231	196	2	conditions	condition	NOUN
ajeer-231	196	3	and	and	CCONJ
ajeer-231	196	4	expected	expect	VERB
ajeer-231	196	5	returns	return	NOUN
ajeer-231	196	6	on	on	ADP
ajeer-231	196	7	stocks	stock	NOUN
ajeer-231	196	8	and	and	CCONJ
ajeer-231	196	9	bonds	bond	NOUN
ajeer-231	196	10	.	.	PUNCT
ajeer-231	197	1	journal	journal	NOUN
ajeer-231	197	2	of	of	ADP
ajeer-231	197	3	financial	financial	ADJ
ajeer-231	197	4	economics	economic	NOUN
ajeer-231	197	5	,	,	PUNCT
ajeer-231	197	6	25(1	25(1	NUM
ajeer-231	197	7	):	):	PUNCT
ajeer-231	197	8	2349	2349	NUM
ajeer-231	197	9	.	.	PUNCT
ajeer-231	198	1	view	view	NOUN
ajeer-231	198	2	at	at	ADP
ajeer-231	198	3	google	google	PROPN
ajeer-231	198	4	scholar	scholar	NOUN
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ajeer-231	198	17	.	.	PUNCT
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ajeer-231	200	2	a.	a.	PROPN
ajeer-231	200	3	brabazon	brabazon	PROPN
ajeer-231	200	4	,	,	PUNCT
ajeer-231	200	5	m.	m.	NOUN
ajeer-231	200	6	o’neill	o’neill	PROPN
ajeer-231	200	7	,	,	PUNCT
ajeer-231	200	8	and	and	CCONJ
ajeer-231	200	9	d.maringer	d.maring	ADJ
ajeer-231	200	10	(	(	PUNCT
ajeer-231	200	11	editors	editor	NOUN
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ajeer-231	201	1	natural	natural	ADJ
ajeer-231	201	2	computing	computing	NOUN
ajeer-231	201	3	in	in	ADP
ajeer-231	201	4	computational	computational	ADJ
ajeer-231	201	5	finance	finance	NOUN
ajeer-231	201	6	.	.	PUNCT
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ajeer-231	202	2	:	:	PUNCT
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ajeer-231	202	4	,	,	PUNCT
ajeer-231	202	5	3	3	NUM
ajeer-231	202	6	.	.	X
ajeer-231	202	7	gilli	gilli	PROPN
ajeer-231	202	8	,	,	PUNCT
ajeer-231	202	9	m.	m.	NOUN
ajeer-231	202	10	and	and	CCONJ
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ajeer-231	202	13	,	,	PUNCT
ajeer-231	202	14	2009	2009	NUM
ajeer-231	202	15	.	.	PUNCT
ajeer-231	203	1	heuristic	heuristic	ADJ
ajeer-231	203	2	optimization	optimization	NOUN
ajeer-231	203	3	methods	method	NOUN
ajeer-231	203	4	in	in	ADP
ajeer-231	203	5	econometrics	econometric	NOUN
ajeer-231	203	6	.	.	PUNCT
ajeer-231	204	1	in	in	ADP
ajeer-231	204	2	:	:	PUNCT
ajeer-231	204	3	d.	d.	PROPN
ajeer-231	204	4	a.	a.	PROPN
ajeer-231	204	5	belsley	belsley	PROPN
ajeer-231	204	6	and	and	CCONJ
ajeer-231	204	7	e.	e.	PROPN
ajeer-231	204	8	kontoghiorghes	kontoghiorghes	PROPN
ajeer-231	204	9	(	(	PUNCT
ajeer-231	204	10	editors	editor	NOUN
ajeer-231	204	11	)	)	PUNCT
ajeer-231	204	12	,	,	PUNCT
ajeer-231	204	13	handbook	handbook	NOUN
ajeer-231	204	14	of	of	ADP
ajeer-231	204	15	computational	computational	ADJ
ajeer-231	204	16	econometrics	econometric	NOUN
ajeer-231	204	17	.	.	PUNCT
ajeer-231	205	1	hoboken	hoboken	PROPN
ajeer-231	205	2	,	,	PUNCT
ajeer-231	205	3	nj	nj	PROPN
ajeer-231	205	4	:	:	PUNCT
ajeer-231	205	5	wiley	wiley	PROPN
ajeer-231	205	6	.	.	PUNCT
ajeer-231	206	1	https://scholar.google.com/scholar?hl=en&q=a%20no-arbitrage%20vector%20autoregression%20of%20term%20structure%20dynamics%20with%20macroeconomic%20and%20latent%20variables	https://scholar.google.com/scholar?hl=en&q=a%20no-arbitrage%20vector%20autoregression%20of%20term%20structure%20dynamics%20with%20macroeconomic%20and%20latent%20variable	NOUN
ajeer-231	207	1	http://dx.doi.org/10.1016/s0304-3932(03)00032-1	http://dx.doi.org/10.1016/s0304-3932(03)00032-1	PROPN
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ajeer-231	207	3	http://dx.doi.org/10.1111/j.1540-6261.1977.tb01979.x	http://dx.doi.org/10.1111/j.1540-6261.1977.tb01979.x	PRON
ajeer-231	207	4	https://scholar.google.com/scholar?hl=en&q=nonlinearities%20in%20the%20relation%20between%20the%20equity%20risk%20premium%20and%20the%20term%20structure	https://scholar.google.com/scholar?hl=en&q=nonlinearities%20in%20the%20relation%20between%20the%20equity%20risk%20premium%20and%20the%20term%20structure	NOUN
ajeer-231	207	5	http://dx.doi.org/10.1287/mnsc.43.3.371	http://dx.doi.org/10.1287/mnsc.43.3.371	AUX
ajeer-231	207	6	https://scholar.google.com/scholar?hl=en&q=stock%20returns%20and%20the%20term%20structure	https://scholar.google.com/scholar?hl=en&q=stock%20returns%20and%20the%20term%20structure	VERB
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ajeer-231	207	9	http://dx.doi.org/10.1111/j.1540-6261.1993.tb04700.x	http://dx.doi.org/10.1111/j.1540-6261.1993.tb04700.x	VERB
ajeer-231	207	10	https://scholar.google.com/scholar?hl=en&q=profitability%20of%20momentum%20strategies%20in%20the%20international%20equity%20markets	https://scholar.google.com/scholar?hl=en&q=profitability%20of%20momentum%20strategies%20in%20the%20international%20equity%20market	NOUN
ajeer-231	207	11	http://dx.doi.org/10.2307/2676188	http://dx.doi.org/10.2307/2676188	VERB
ajeer-231	207	12	https://scholar.google.com/scholar?hl=en&q=economic%20forces%20and%20the%20stock%20market	https://scholar.google.com/scholar?hl=en&q=economic%20forces%20and%20the%20stock%20market	NUM
ajeer-231	207	13	https://scholar.google.com/scholar?hl=en&q=the%20macroeconomy%20and%20the%20yield%20curve:%20a%20dynamic%20latent%20factor%20approach	https://scholar.google.com/scholar?hl=en&q=the%20macroeconomy%20and%20the%20yield%20curve:%20a%20dynamic%20latent%20factor%20approach	DET
ajeer-231	207	14	http://dx.doi.org/10.1016/j.jeconom.2005.01.011	http://dx.doi.org/10.1016/j.jeconom.2005.01.011	PROPN
ajeer-231	207	15	https://scholar.google.com/scholar?hl=en&q=bootstrap%20methods:%20another%20look%20at%20the%20jackknife	https://scholar.google.com/scholar?hl=en&q=bootstrap%20methods:%20another%20look%20at%20the%20jackknife	NOUN
ajeer-231	207	16	http://dx.doi.org/10.1214/aos/1176344552	http://dx.doi.org/10.1214/aos/1176344552	PROPN
ajeer-231	207	17	https://scholar.google.com/scholar?hl=en&q=the%20term%20structure%20as%20a%20predictor%20of%20real%20economic%20activity	https://scholar.google.com/scholar?hl=en&q=the%20term%20structure%20as%20a%20predictor%20of%20real%20economic%20activity	PROPN
ajeer-231	207	18	https://scholar.google.com/scholar?hl=en&q=the%20term%20structure%20as%20a%20predictor%20of%20real%20economic%20activity	https://scholar.google.com/scholar?hl=en&q=the%20term%20structure%20as%20a%20predictor%20of%20real%20economic%20activity	PROPN
ajeer-231	207	19	http://dx.doi.org/10.1111/j.1540-6261.1991.tb02674.x	http://dx.doi.org/10.1111/j.1540-6261.1991.tb02674.x	PROPN
ajeer-231	207	20	https://scholar.google.com/scholar?hl=en&q=predicting%20u.s.%20recessions:%20financial%20variables%20as%20leading%20indicators	https://scholar.google.com/scholar?hl=en&q=predicting%20u.s.%20recessions:%20financial%20variables%20as%20leading%20indicators	PROPN
ajeer-231	207	21	http://dx.doi.org/10.1162/003465398557320	http://dx.doi.org/10.1162/003465398557320	VERB
ajeer-231	207	22	https://scholar.google.com/scholar?hl=en&q=efficient%20capital%20markets:%20a%20review%20of%20empirical%20work	https://scholar.google.com/scholar?hl=en&q=efficient%20capital%20markets:%20a%20review%20of%20empirical%20work	PROPN
ajeer-231	207	23	http://dx.doi.org/10.2307/2325486	http://dx.doi.org/10.2307/2325486	PROPN
ajeer-231	207	24	https://scholar.google.com/scholar?hl=en&q=business%20conditions%20and%20expected%20returns%20on%20stocks%20and%20bonds	https://scholar.google.com/scholar?hl=en&q=business%20conditions%20and%20expected%20returns%20on%20stocks%20and%20bond	VERB
ajeer-231	207	25	http://dx.doi.org/10.1016/0304-405x(89)90095-0	http://dx.doi.org/10.1016/0304-405x(89)90095-0	VERB
ajeer-231	207	26	asian	asian	ADJ
ajeer-231	207	27	journal	journal	PROPN
ajeer-231	207	28	of	of	ADP
ajeer-231	207	29	economics	economic	NOUN
ajeer-231	207	30	and	and	CCONJ
ajeer-231	207	31	empirical	empirical	ADJ
ajeer-231	207	32	research	research	NOUN
ajeer-231	207	33	,	,	PUNCT
ajeer-231	207	34	2017	2017	NUM
ajeer-231	207	35	,	,	PUNCT
ajeer-231	207	36	4(2	4(2	NUM
ajeer-231	207	37	):	):	PUNCT
ajeer-231	207	38	61	61	NUM
ajeer-231	207	39	-	-	SYM
ajeer-231	207	40	67	67	NUM
ajeer-231	207	41	67	67	NUM
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ajeer-231	207	43	,	,	PUNCT
ajeer-231	207	44	m.n	m.n	PROPN
ajeer-231	207	45	.	.	PROPN
ajeer-231	207	46	and	and	CCONJ
ajeer-231	207	47	n.b	n.b	PROPN
ajeer-231	207	48	.	.	PROPN
ajeer-231	207	49	gultekin	gultekin	PROPN
ajeer-231	207	50	,	,	PUNCT
ajeer-231	207	51	1983	1983	NUM
ajeer-231	207	52	.	.	PUNCT
ajeer-231	208	1	stock	stock	NOUN
ajeer-231	208	2	market	market	NOUN
ajeer-231	208	3	seasonality	seasonality	NOUN
ajeer-231	208	4	:	:	PUNCT
ajeer-231	208	5	international	international	ADJ
ajeer-231	208	6	evidence	evidence	NOUN
ajeer-231	208	7	.	.	PUNCT
ajeer-231	209	1	journal	journal	NOUN
ajeer-231	209	2	of	of	ADP
ajeer-231	209	3	financial	financial	ADJ
ajeer-231	209	4	economics	economic	NOUN
ajeer-231	209	5	,	,	PUNCT
ajeer-231	209	6	12(4	12(4	NUM
ajeer-231	209	7	):	):	PUNCT
ajeer-231	209	8	469	469	NUM
ajeer-231	209	9	-	-	SYM
ajeer-231	209	10	481	481	NUM
ajeer-231	209	11	.	.	PUNCT
ajeer-231	210	1	view	view	NOUN
ajeer-231	210	2	at	at	ADP
ajeer-231	210	3	google	google	PROPN
ajeer-231	210	4	scholar	scholar	PROPN
ajeer-231	210	5	hamilton	hamilton	PROPN
ajeer-231	210	6	,	,	PUNCT
ajeer-231	210	7	j.d	j.d	PROPN
ajeer-231	210	8	.	.	PROPN
ajeer-231	210	9	,	,	PUNCT
ajeer-231	210	10	1989	1989	NUM
ajeer-231	210	11	.	.	PUNCT
ajeer-231	211	1	a	a	DET
ajeer-231	211	2	new	new	ADJ
ajeer-231	211	3	approach	approach	NOUN
ajeer-231	211	4	to	to	ADP
ajeer-231	211	5	the	the	DET
ajeer-231	211	6	economic	economic	ADJ
ajeer-231	211	7	analysis	analysis	NOUN
ajeer-231	211	8	of	of	ADP
ajeer-231	211	9	nonstationary	nonstationary	ADJ
ajeer-231	211	10	time	time	NOUN
ajeer-231	211	11	series	series	NOUN
ajeer-231	211	12	and	and	CCONJ
ajeer-231	211	13	the	the	DET
ajeer-231	211	14	business	business	NOUN
ajeer-231	211	15	cycle	cycle	NOUN
ajeer-231	211	16	.	.	PUNCT
ajeer-231	212	1	econometrica	econometrica	PROPN
ajeer-231	212	2	,	,	PUNCT
ajeer-231	212	3	57(2	57(2	NUM
ajeer-231	212	4	):	):	PUNCT
ajeer-231	212	5	357384	357384	NUM
ajeer-231	212	6	.	.	PUNCT
ajeer-231	213	1	view	view	NOUN
ajeer-231	213	2	at	at	ADP
ajeer-231	213	3	google	google	PROPN
ajeer-231	213	4	scholar	scholar	NOUN
ajeer-231	213	5	|	|	ADV
ajeer-231	213	6	view	view	NOUN
ajeer-231	213	7	at	at	ADP
ajeer-231	213	8	publisher	publisher	NOUN
ajeer-231	213	9	härdle	härdle	NOUN
ajeer-231	213	10	,	,	PUNCT
ajeer-231	213	11	w.	w.	NOUN
ajeer-231	213	12	,	,	PUNCT
ajeer-231	213	13	1990	1990	NUM
ajeer-231	213	14	.	.	PUNCT
ajeer-231	214	1	applied	apply	VERB
ajeer-231	214	2	nonparametric	nonparametric	NOUN
ajeer-231	214	3	regression	regression	NOUN
ajeer-231	214	4	.	.	PUNCT
ajeer-231	215	1	cambridge	cambridge	PROPN
ajeer-231	215	2	:	:	PUNCT
ajeer-231	215	3	university	university	NOUN
ajeer-231	215	4	press	press	NOUN
ajeer-231	215	5	.	.	PUNCT
ajeer-231	216	1	hastie	hastie	PROPN
ajeer-231	216	2	,	,	PUNCT
ajeer-231	216	3	t.	t.	PROPN
ajeer-231	216	4	and	and	CCONJ
ajeer-231	216	5	r.	r.	PROPN
ajeer-231	216	6	tibshirani	tibshirani	PROPN
ajeer-231	216	7	,	,	PUNCT
ajeer-231	216	8	1993	1993	NUM
ajeer-231	216	9	.	.	PUNCT
ajeer-231	217	1	varying	vary	VERB
ajeer-231	217	2	-	-	PUNCT
ajeer-231	217	3	coefficient	coefficient	NOUN
ajeer-231	217	4	models	model	NOUN
ajeer-231	217	5	.	.	PUNCT
ajeer-231	218	1	journal	journal	NOUN
ajeer-231	218	2	of	of	ADP
ajeer-231	218	3	the	the	DET
ajeer-231	218	4	royal	royal	ADJ
ajeer-231	218	5	statistical	statistical	ADJ
ajeer-231	218	6	society	society	NOUN
ajeer-231	218	7	,	,	PUNCT
ajeer-231	218	8	series	series	NOUN
ajeer-231	218	9	b	b	PROPN
ajeer-231	218	10	,	,	PUNCT
ajeer-231	218	11	55	55	NUM
ajeer-231	218	12	:	:	PUNCT
ajeer-231	219	1	757–796	757–796	NUM
ajeer-231	219	2	.	.	PUNCT
ajeer-231	219	3	view	view	NOUN
ajeer-231	219	4	at	at	ADP
ajeer-231	219	5	google	google	PROPN
ajeer-231	219	6	scholar	scholar	PROPN
ajeer-231	219	7	hong	hong	PROPN
ajeer-231	219	8	,	,	PUNCT
ajeer-231	219	9	h.	h.	PROPN
ajeer-231	219	10	and	and	CCONJ
ajeer-231	219	11	j.c	j.c	PROPN
ajeer-231	219	12	.	.	PROPN
ajeer-231	219	13	stein	stein	PROPN
ajeer-231	219	14	,	,	PUNCT
ajeer-231	219	15	1999	1999	NUM
ajeer-231	219	16	.	.	PUNCT
ajeer-231	220	1	a	a	DET
ajeer-231	220	2	unified	unified	ADJ
ajeer-231	220	3	theory	theory	NOUN
ajeer-231	220	4	of	of	ADP
ajeer-231	220	5	underreaction	underreaction	NOUN
ajeer-231	220	6	,	,	PUNCT
ajeer-231	220	7	momentum	momentum	NOUN
ajeer-231	220	8	trading	trading	NOUN
ajeer-231	220	9	and	and	CCONJ
ajeer-231	220	10	overreaction	overreaction	NOUN
ajeer-231	220	11	in	in	ADP
ajeer-231	220	12	asset	asset	NOUN
ajeer-231	220	13	markets	market	NOUN
ajeer-231	220	14	.	.	PUNCT
ajeer-231	221	1	journal	journal	PROPN
ajeer-231	221	2	of	of	ADP
ajeer-231	221	3	finance	finance	NOUN
ajeer-231	221	4	,	,	PUNCT
ajeer-231	221	5	54(6	54(6	NUM
ajeer-231	221	6	):	):	PUNCT
ajeer-231	221	7	2143–2184	2143–2184	X
ajeer-231	221	8	.	.	PUNCT
ajeer-231	222	1	view	view	NOUN
ajeer-231	222	2	at	at	ADP
ajeer-231	222	3	google	google	PROPN
ajeer-231	222	4	scholar	scholar	NOUN
ajeer-231	222	5	|	|	ADV
ajeer-231	222	6	view	view	NOUN
ajeer-231	222	7	at	at	ADP
ajeer-231	222	8	publisher	publisher	NOUN
ajeer-231	222	9	jegadeesh	jegadeesh	PROPN
ajeer-231	222	10	,	,	PUNCT
ajeer-231	222	11	n.	n.	PROPN
ajeer-231	222	12	and	and	CCONJ
ajeer-231	222	13	s.	s.	PROPN
ajeer-231	222	14	titman	titman	PROPN
ajeer-231	222	15	,	,	PUNCT
ajeer-231	222	16	1993	1993	NUM
ajeer-231	222	17	.	.	PUNCT
ajeer-231	223	1	returns	return	NOUN
ajeer-231	223	2	to	to	ADP
ajeer-231	223	3	buying	buy	VERB
ajeer-231	223	4	winners	winner	NOUN
ajeer-231	223	5	and	and	CCONJ
ajeer-231	223	6	selling	sell	VERB
ajeer-231	223	7	losers	loser	NOUN
ajeer-231	223	8	:	:	PUNCT
ajeer-231	223	9	implications	implication	NOUN
ajeer-231	223	10	for	for	ADP
ajeer-231	223	11	stock	stock	NOUN
ajeer-231	223	12	market	market	NOUN
ajeer-231	223	13	efficiency	efficiency	NOUN
ajeer-231	223	14	.	.	PUNCT
ajeer-231	224	1	journal	journal	PROPN
ajeer-231	224	2	of	of	ADP
ajeer-231	224	3	finance	finance	NOUN
ajeer-231	224	4	,	,	PUNCT
ajeer-231	224	5	48(1	48(1	NOUN
ajeer-231	224	6	):	):	PUNCT
ajeer-231	224	7	65	65	NUM
ajeer-231	224	8	-	-	SYM
ajeer-231	224	9	91	91	NUM
ajeer-231	224	10	.	.	PUNCT
ajeer-231	225	1	view	view	NOUN
ajeer-231	225	2	at	at	ADP
ajeer-231	225	3	google	google	PROPN
ajeer-231	225	4	scholar	scholar	NOUN
ajeer-231	225	5	|	|	ADV
ajeer-231	225	6	view	view	NOUN
ajeer-231	225	7	at	at	ADP
ajeer-231	225	8	publisher	publisher	NOUN
ajeer-231	225	9	jegadeesh	jegadeesh	PROPN
ajeer-231	225	10	,	,	PUNCT
ajeer-231	225	11	n.	n.	PROPN
ajeer-231	225	12	and	and	CCONJ
ajeer-231	225	13	s.	s.	PROPN
ajeer-231	225	14	titman	titman	PROPN
ajeer-231	225	15	,	,	PUNCT
ajeer-231	225	16	2001	2001	NUM
ajeer-231	225	17	.	.	PUNCT
ajeer-231	226	1	profitability	profitability	NOUN
ajeer-231	226	2	of	of	ADP
ajeer-231	226	3	momentum	momentum	NOUN
ajeer-231	226	4	strategies	strategy	NOUN
ajeer-231	226	5	:	:	PUNCT
ajeer-231	226	6	an	an	DET
ajeer-231	226	7	evaluation	evaluation	NOUN
ajeer-231	226	8	of	of	ADP
ajeer-231	226	9	alternative	alternative	ADJ
ajeer-231	226	10	explanations	explanation	NOUN
ajeer-231	226	11	.	.	PUNCT
ajeer-231	227	1	journal	journal	NOUN
ajeer-231	227	2	of	of	ADP
ajeer-231	227	3	finance	finance	NOUN
ajeer-231	227	4	,	,	PUNCT
ajeer-231	227	5	56(2	56(2	ADV
ajeer-231	227	6	):	):	PUNCT
ajeer-231	227	7	699–720	699–720	NUM
ajeer-231	227	8	.	.	PUNCT
ajeer-231	228	1	view	view	NOUN
ajeer-231	228	2	at	at	ADP
ajeer-231	228	3	google	google	PROPN
ajeer-231	228	4	scholar	scholar	NOUN
ajeer-231	228	5	|	|	ADV
ajeer-231	228	6	view	view	NOUN
ajeer-231	228	7	at	at	ADP
ajeer-231	228	8	publisher	publisher	PROPN
ajeer-231	228	9	li	li	PROPN
ajeer-231	228	10	,	,	PUNCT
ajeer-231	228	11	q.	q.	PROPN
ajeer-231	228	12	and	and	CCONJ
ajeer-231	228	13	j.	j.	PROPN
ajeer-231	228	14	racine	racine	PROPN
ajeer-231	228	15	,	,	PUNCT
ajeer-231	228	16	2007	2007	NUM
ajeer-231	228	17	.	.	PUNCT
ajeer-231	229	1	nonparametric	nonparametric	NOUN
ajeer-231	229	2	econometrics	econometric	NOUN
ajeer-231	229	3	:	:	PUNCT
ajeer-231	229	4	theory	theory	NOUN
ajeer-231	229	5	and	and	CCONJ
ajeer-231	229	6	practice	practice	NOUN
ajeer-231	229	7	.	.	PUNCT
ajeer-231	230	1	princeton	princeton	PROPN
ajeer-231	230	2	,	,	PUNCT
ajeer-231	230	3	nj	nj	PROPN
ajeer-231	230	4	:	:	PUNCT
ajeer-231	230	5	university	university	NOUN
ajeer-231	230	6	press	press	NOUN
ajeer-231	230	7	.	.	PUNCT
ajeer-231	231	1	racine	racine	PROPN
ajeer-231	231	2	,	,	PUNCT
ajeer-231	231	3	j.	j.	PROPN
ajeer-231	231	4	,	,	PUNCT
ajeer-231	231	5	2008	2008	NUM
ajeer-231	231	6	.	.	PUNCT
ajeer-231	232	1	nonparametric	nonparametric	NOUN
ajeer-231	232	2	econometrics	econometric	NOUN
ajeer-231	232	3	–	–	PUNCT
ajeer-231	232	4	a	a	DET
ajeer-231	232	5	primer	primer	NOUN
ajeer-231	232	6	.	.	PUNCT
ajeer-231	233	1	foundations	foundation	NOUN
ajeer-231	233	2	and	and	CCONJ
ajeer-231	233	3	trends	trend	NOUN
ajeer-231	233	4	in	in	ADP
ajeer-231	233	5	econometrics	econometric	NOUN
ajeer-231	233	6	,	,	PUNCT
ajeer-231	233	7	3(1	3(1	NUM
ajeer-231	233	8	):	):	PUNCT
ajeer-231	233	9	1–88	1–88	PROPN
ajeer-231	233	10	.	.	PUNCT
ajeer-231	234	1	view	view	NOUN
ajeer-231	234	2	at	at	ADP
ajeer-231	234	3	google	google	PROPN
ajeer-231	234	4	scholar	scholar	NOUN
ajeer-231	234	5	|	|	ADV
ajeer-231	234	6	view	view	NOUN
ajeer-231	234	7	at	at	ADP
ajeer-231	234	8	publisher	publisher	PROPN
ajeer-231	234	9	resnick	resnick	PROPN
ajeer-231	234	10	,	,	PUNCT
ajeer-231	234	11	b.g	b.g	PROPN
ajeer-231	234	12	.	.	PROPN
ajeer-231	234	13	and	and	CCONJ
ajeer-231	234	14	g.l	g.l	PROPN
ajeer-231	234	15	.	.	PROPN
ajeer-231	234	16	shoesmith	shoesmith	PROPN
ajeer-231	234	17	,	,	PUNCT
ajeer-231	234	18	2002	2002	NUM
ajeer-231	234	19	.	.	PUNCT
ajeer-231	235	1	using	use	VERB
ajeer-231	235	2	the	the	DET
ajeer-231	235	3	yield	yield	NOUN
ajeer-231	235	4	curve	curve	NOUN
ajeer-231	235	5	to	to	PART
ajeer-231	235	6	time	time	NOUN
ajeer-231	235	7	the	the	DET
ajeer-231	235	8	stock	stock	NOUN
ajeer-231	235	9	market	market	NOUN
ajeer-231	235	10	.	.	PUNCT
ajeer-231	236	1	financial	financial	ADJ
ajeer-231	236	2	analysts	analyst	NOUN
ajeer-231	236	3	journal	journal	NOUN
ajeer-231	236	4	,	,	PUNCT
ajeer-231	236	5	58(3	58(3	NUM
ajeer-231	236	6	):	):	PUNCT
ajeer-231	236	7	82	82	NUM
ajeer-231	236	8	-	-	SYM
ajeer-231	236	9	90	90	NUM
ajeer-231	236	10	.	.	PUNCT
ajeer-231	237	1	view	view	NOUN
ajeer-231	237	2	at	at	ADP
ajeer-231	237	3	google	google	PROPN
ajeer-231	237	4	scholar	scholar	PROPN
ajeer-231	237	5	richards	richards	PROPN
ajeer-231	237	6	,	,	PUNCT
ajeer-231	237	7	a.j	a.j	PROPN
ajeer-231	237	8	.	.	PROPN
ajeer-231	237	9	,	,	PUNCT
ajeer-231	237	10	1997	1997	NUM
ajeer-231	237	11	.	.	PUNCT
ajeer-231	238	1	winner	winner	NOUN
ajeer-231	238	2	-	-	PUNCT
ajeer-231	238	3	loser	loser	NOUN
ajeer-231	238	4	reversals	reversal	NOUN
ajeer-231	238	5	in	in	ADP
ajeer-231	238	6	national	national	ADJ
ajeer-231	238	7	stock	stock	NOUN
ajeer-231	238	8	market	market	NOUN
ajeer-231	238	9	indices	index	NOUN
ajeer-231	238	10	:	:	PUNCT
ajeer-231	238	11	can	can	AUX
ajeer-231	238	12	they	they	PRON
ajeer-231	238	13	be	be	AUX
ajeer-231	238	14	explained	explain	VERB
ajeer-231	238	15	?	?	PUNCT
ajeer-231	239	1	journal	journal	PROPN
ajeer-231	239	2	of	of	ADP
ajeer-231	239	3	finance	finance	NOUN
ajeer-231	239	4	,	,	PUNCT
ajeer-231	239	5	52(5	52(5	NUM
ajeer-231	239	6	):	):	PUNCT
ajeer-231	239	7	2129–2144	2129–2144	NUM
ajeer-231	239	8	.	.	PUNCT
ajeer-231	240	1	view	view	NOUN
ajeer-231	240	2	at	at	ADP
ajeer-231	240	3	google	google	PROPN
ajeer-231	240	4	scholar	scholar	NOUN
ajeer-231	240	5	|	|	ADV
ajeer-231	240	6	view	view	NOUN
ajeer-231	240	7	at	at	ADP
ajeer-231	240	8	publisher	publisher	PROPN
ajeer-231	240	9	rosenberg	rosenberg	PROPN
ajeer-231	240	10	,	,	PUNCT
ajeer-231	240	11	b.	b.	PROPN
ajeer-231	240	12	,	,	PUNCT
ajeer-231	240	13	k.	k.	PROPN
ajeer-231	240	14	reid	reid	PROPN
ajeer-231	240	15	and	and	CCONJ
ajeer-231	240	16	r.	r.	PROPN
ajeer-231	240	17	lanstein	lanstein	PROPN
ajeer-231	240	18	,	,	PUNCT
ajeer-231	240	19	1985	1985	NUM
ajeer-231	240	20	.	.	PUNCT
ajeer-231	241	1	persuasive	persuasive	ADJ
ajeer-231	241	2	evidence	evidence	NOUN
ajeer-231	241	3	of	of	ADP
ajeer-231	241	4	market	market	NOUN
ajeer-231	241	5	inefficiency	inefficiency	NOUN
ajeer-231	241	6	.	.	PUNCT
ajeer-231	242	1	journal	journal	NOUN
ajeer-231	242	2	of	of	ADP
ajeer-231	242	3	portfolio	portfolio	NOUN
ajeer-231	242	4	management	management	NOUN
ajeer-231	242	5	,	,	PUNCT
ajeer-231	242	6	11(3	11(3	NUM
ajeer-231	242	7	):	):	PUNCT
ajeer-231	242	8	9	9	NUM
ajeer-231	242	9	-	-	SYM
ajeer-231	242	10	16	16	NUM
ajeer-231	242	11	.	.	PUNCT
ajeer-231	243	1	view	view	NOUN
ajeer-231	243	2	at	at	ADP
ajeer-231	243	3	google	google	PROPN
ajeer-231	243	4	scholar	scholar	NOUN
ajeer-231	243	5	|	|	ADV
ajeer-231	243	6	view	view	NOUN
ajeer-231	243	7	at	at	ADP
ajeer-231	243	8	publisher	publisher	NOUN
ajeer-231	243	9	rouwenhorst	rouwenhorst	PROPN
ajeer-231	243	10	,	,	PUNCT
ajeer-231	243	11	k.g	k.g	PROPN
ajeer-231	243	12	.	.	PROPN
ajeer-231	243	13	,	,	PUNCT
ajeer-231	243	14	1998	1998	NUM
ajeer-231	243	15	.	.	PUNCT
ajeer-231	244	1	international	international	ADJ
ajeer-231	244	2	momentum	momentum	NOUN
ajeer-231	244	3	strategies	strategy	NOUN
ajeer-231	244	4	.	.	PUNCT
ajeer-231	245	1	journal	journal	NOUN
ajeer-231	245	2	of	of	ADP
ajeer-231	245	3	finance	finance	NOUN
ajeer-231	245	4	,	,	PUNCT
ajeer-231	245	5	53(1	53(1	NUM
ajeer-231	245	6	):	):	PUNCT
ajeer-231	245	7	267	267	NUM
ajeer-231	245	8	-	-	SYM
ajeer-231	245	9	284	284	NUM
ajeer-231	245	10	.	.	PUNCT
ajeer-231	246	1	view	view	NOUN
ajeer-231	246	2	at	at	ADP
ajeer-231	246	3	google	google	PROPN
ajeer-231	246	4	scholar	scholar	NOUN
ajeer-231	246	5	rouwenhorst	rouwenhorst	VERB
ajeer-231	246	6	,	,	PUNCT
ajeer-231	246	7	k.g	k.g	PROPN
ajeer-231	246	8	.	.	PROPN
ajeer-231	246	9	,	,	PUNCT
ajeer-231	246	10	1999	1999	NUM
ajeer-231	246	11	.	.	PUNCT
ajeer-231	247	1	local	local	ADJ
ajeer-231	247	2	return	return	NOUN
ajeer-231	247	3	factors	factor	NOUN
ajeer-231	247	4	and	and	CCONJ
ajeer-231	247	5	turnover	turnover	NOUN
ajeer-231	247	6	in	in	ADP
ajeer-231	247	7	emerging	emerge	VERB
ajeer-231	247	8	stock	stock	NOUN
ajeer-231	247	9	markets	market	NOUN
ajeer-231	247	10	.	.	PUNCT
ajeer-231	248	1	journal	journal	PROPN
ajeer-231	248	2	of	of	ADP
ajeer-231	248	3	finance	finance	NOUN
ajeer-231	248	4	,	,	PUNCT
ajeer-231	248	5	54(4	54(4	NUM
ajeer-231	248	6	):	):	PUNCT
ajeer-231	248	7	1439	1439	NUM
ajeer-231	248	8	-	-	SYM
ajeer-231	248	9	1464	1464	NUM
ajeer-231	248	10	.	.	PUNCT
ajeer-231	249	1	view	view	NOUN
ajeer-231	249	2	at	at	ADP
ajeer-231	249	3	google	google	PROPN
ajeer-231	249	4	scholar	scholar	NOUN
ajeer-231	249	5	|	|	ADV
ajeer-231	249	6	view	view	NOUN
ajeer-231	249	7	at	at	ADP
ajeer-231	249	8	publisher	publisher	NOUN
ajeer-231	249	9	schwert	schwert	PROPN
ajeer-231	249	10	,	,	PUNCT
ajeer-231	249	11	w.	w.	PROPN
ajeer-231	249	12	,	,	PUNCT
ajeer-231	249	13	1990	1990	NUM
ajeer-231	249	14	.	.	PUNCT
ajeer-231	250	1	stock	stock	NOUN
ajeer-231	250	2	returns	return	NOUN
ajeer-231	250	3	and	and	CCONJ
ajeer-231	250	4	real	real	ADJ
ajeer-231	250	5	activity	activity	NOUN
ajeer-231	250	6	:	:	PUNCT
ajeer-231	250	7	a	a	DET
ajeer-231	250	8	century	century	NOUN
ajeer-231	250	9	of	of	ADP
ajeer-231	250	10	evidence	evidence	NOUN
ajeer-231	250	11	.	.	PUNCT
ajeer-231	251	1	journal	journal	NOUN
ajeer-231	251	2	of	of	ADP
ajeer-231	251	3	finance	finance	NOUN
ajeer-231	251	4	,	,	PUNCT
ajeer-231	251	5	45(4	45(4	NUM
ajeer-231	251	6	):	):	PUNCT
ajeer-231	251	7	1237	1237	NUM
ajeer-231	251	8	-	-	SYM
ajeer-231	251	9	1257	1257	NUM
ajeer-231	251	10	.	.	PUNCT
ajeer-231	252	1	view	view	NOUN
ajeer-231	252	2	at	at	ADP
ajeer-231	252	3	google	google	PROPN
ajeer-231	252	4	scholar	scholar	NOUN
ajeer-231	252	5	|	|	ADV
ajeer-231	252	6	view	view	NOUN
ajeer-231	252	7	at	at	ADP
ajeer-231	252	8	publisher	publisher	PROPN
ajeer-231	252	9	shiller	shiller	PROPN
ajeer-231	252	10	,	,	PUNCT
ajeer-231	252	11	r.	r.	PROPN
ajeer-231	252	12	,	,	PUNCT
ajeer-231	252	13	2005	2005	NUM
ajeer-231	252	14	.	.	PUNCT
ajeer-231	253	1	irrational	irrational	ADJ
ajeer-231	253	2	exuberance	exuberance	NOUN
ajeer-231	253	3	.	.	PUNCT
ajeer-231	254	1	princeton	princeton	PROPN
ajeer-231	254	2	:	:	PUNCT
ajeer-231	254	3	university	university	NOUN
ajeer-231	254	4	press	press	NOUN
ajeer-231	254	5	.	.	PUNCT
ajeer-231	255	1	siegel	siegel	PROPN
ajeer-231	255	2	,	,	PUNCT
ajeer-231	255	3	j.j	j.j	PROPN
ajeer-231	255	4	.	.	PROPN
ajeer-231	255	5	,	,	PUNCT
ajeer-231	255	6	1998	1998	NUM
ajeer-231	255	7	.	.	PUNCT
ajeer-231	256	1	stocks	stock	NOUN
ajeer-231	256	2	for	for	ADP
ajeer-231	256	3	the	the	DET
ajeer-231	256	4	long	long	ADJ
ajeer-231	256	5	run	run	NOUN
ajeer-231	256	6	.	.	PUNCT
ajeer-231	257	1	new	new	PROPN
ajeer-231	257	2	york	york	PROPN
ajeer-231	257	3	:	:	PUNCT
ajeer-231	257	4	mcgraw	mcgraw	PROPN
ajeer-231	257	5	hill	hill	PROPN
ajeer-231	257	6	.	.	PUNCT
ajeer-231	258	1	smets	smet	NOUN
ajeer-231	258	2	,	,	PUNCT
ajeer-231	258	3	f.	f.	PROPN
ajeer-231	258	4	and	and	CCONJ
ajeer-231	258	5	k.	k.	PROPN
ajeer-231	258	6	tsatsaronis	tsatsaronis	PROPN
ajeer-231	258	7	,	,	PUNCT
ajeer-231	258	8	1997	1997	NUM
ajeer-231	258	9	.	.	PUNCT
ajeer-231	259	1	why	why	SCONJ
ajeer-231	259	2	does	do	AUX
ajeer-231	259	3	the	the	DET
ajeer-231	259	4	yield	yield	NOUN
ajeer-231	259	5	curve	curve	NOUN
ajeer-231	259	6	predict	predict	VERB
ajeer-231	259	7	economic	economic	ADJ
ajeer-231	259	8	activity	activity	NOUN
ajeer-231	259	9	?	?	PUNCT
ajeer-231	260	1	bank	bank	NOUN
ajeer-231	260	2	for	for	ADP
ajeer-231	260	3	international	international	ADJ
ajeer-231	260	4	settlements	settlement	NOUN
ajeer-231	260	5	.	.	PUNCT
ajeer-231	261	1	working	work	VERB
ajeer-231	261	2	paper	paper	NOUN
ajeer-231	261	3	no	no	INTJ
ajeer-231	261	4	.	.	PROPN
ajeer-231	261	5	49	49	NUM
ajeer-231	261	6	,	,	PUNCT
ajeer-231	262	1	basel	basel	PROPN
ajeer-231	262	2	.	.	PUNCT
ajeer-231	262	3	stock	stock	PROPN
ajeer-231	262	4	,	,	PUNCT
ajeer-231	262	5	j.h	j.h	PROPN
ajeer-231	262	6	.	.	PROPN
ajeer-231	262	7	and	and	CCONJ
ajeer-231	262	8	m.w	m.w	PROPN
ajeer-231	262	9	.	.	PROPN
ajeer-231	262	10	watson	watson	PROPN
ajeer-231	262	11	,	,	PUNCT
ajeer-231	262	12	2003	2003	NUM
ajeer-231	262	13	.	.	PUNCT
ajeer-231	263	1	forecasting	forecast	VERB
ajeer-231	263	2	output	output	NOUN
ajeer-231	263	3	and	and	CCONJ
ajeer-231	263	4	inflation	inflation	NOUN
ajeer-231	263	5	:	:	PUNCT
ajeer-231	263	6	the	the	DET
ajeer-231	263	7	role	role	NOUN
ajeer-231	263	8	of	of	ADP
ajeer-231	263	9	asset	asset	NOUN
ajeer-231	263	10	prices	price	NOUN
ajeer-231	263	11	.	.	PUNCT
ajeer-231	264	1	journal	journal	NOUN
ajeer-231	264	2	of	of	ADP
ajeer-231	264	3	economic	economic	ADJ
ajeer-231	264	4	literature	literature	NOUN
ajeer-231	264	5	,	,	PUNCT
ajeer-231	264	6	41(3	41(3	NUM
ajeer-231	264	7	):	):	PUNCT
ajeer-231	264	8	788829	788829	NUM
ajeer-231	264	9	.	.	PUNCT
ajeer-231	265	1	view	view	NOUN
ajeer-231	265	2	at	at	ADP
ajeer-231	265	3	google	google	PROPN
ajeer-231	265	4	scholar	scholar	NOUN
ajeer-231	265	5	|	|	ADV
ajeer-231	265	6	view	view	NOUN
ajeer-231	265	7	at	at	ADP
ajeer-231	265	8	publisher	publisher	NOUN
ajeer-231	265	9	storn	storn	ADJ
ajeer-231	265	10	,	,	PUNCT
ajeer-231	265	11	r.n	r.n	PROPN
ajeer-231	265	12	.	.	PROPN
ajeer-231	265	13	and	and	CCONJ
ajeer-231	265	14	k.v	k.v	PROPN
ajeer-231	265	15	.	.	PROPN
ajeer-231	265	16	price	price	NOUN
ajeer-231	265	17	,	,	PUNCT
ajeer-231	265	18	1997	1997	NUM
ajeer-231	265	19	.	.	PUNCT
ajeer-231	266	1	differential	differential	ADJ
ajeer-231	266	2	evolution	evolution	NOUN
ajeer-231	266	3	–	–	PUNCT
ajeer-231	266	4	a	a	DET
ajeer-231	266	5	simple	simple	ADJ
ajeer-231	266	6	and	and	CCONJ
ajeer-231	266	7	efficient	efficient	ADJ
ajeer-231	266	8	heuristic	heuristic	NOUN
ajeer-231	266	9	for	for	ADP
ajeer-231	266	10	global	global	ADJ
ajeer-231	266	11	optimization	optimization	NOUN
ajeer-231	266	12	over	over	ADP
ajeer-231	266	13	continuous	continuous	ADJ
ajeer-231	266	14	spaces	space	NOUN
ajeer-231	266	15	.	.	PUNCT
ajeer-231	267	1	journal	journal	NOUN
ajeer-231	267	2	of	of	ADP
ajeer-231	267	3	global	global	ADJ
ajeer-231	267	4	optimization	optimization	NOUN
ajeer-231	267	5	,	,	PUNCT
ajeer-231	267	6	11(4	11(4	NUM
ajeer-231	267	7	):	):	PUNCT
ajeer-231	267	8	341–359	341–359	NUM
ajeer-231	267	9	.	.	PUNCT
ajeer-231	268	1	view	view	NOUN
ajeer-231	268	2	at	at	ADP
ajeer-231	268	3	google	google	PROPN
ajeer-231	268	4	scholar	scholar	PROPN
ajeer-231	268	5	tong	tong	PROPN
ajeer-231	268	6	,	,	PUNCT
ajeer-231	268	7	h.	h.	PROPN
ajeer-231	268	8	,	,	PUNCT
ajeer-231	268	9	1983	1983	NUM
ajeer-231	268	10	.	.	PUNCT
ajeer-231	269	1	threshold	threshold	NOUN
ajeer-231	269	2	models	model	NOUN
ajeer-231	269	3	in	in	ADP
ajeer-231	269	4	non	non	ADJ
ajeer-231	269	5	-	-	ADJ
ajeer-231	269	6	linear	linear	ADJ
ajeer-231	269	7	time	time	NOUN
ajeer-231	269	8	series	series	PROPN
ajeer-231	269	9	analysis	analysis	NOUN
ajeer-231	269	10	.	.	PUNCT
ajeer-231	270	1	new	new	PROPN
ajeer-231	270	2	york	york	PROPN
ajeer-231	270	3	:	:	PUNCT
ajeer-231	270	4	springer	springer	NOUN
ajeer-231	270	5	.	.	PUNCT
ajeer-231	271	1	tse	tse	PROPN
ajeer-231	271	2	,	,	PUNCT
ajeer-231	271	3	y.	y.	NOUN
ajeer-231	271	4	,	,	PUNCT
ajeer-231	271	5	2015	2015	NUM
ajeer-231	271	6	.	.	PUNCT
ajeer-231	272	1	momentum	momentum	NOUN
ajeer-231	272	2	strategies	strategy	NOUN
ajeer-231	272	3	with	with	ADP
ajeer-231	272	4	stock	stock	NOUN
ajeer-231	272	5	index	index	NOUN
ajeer-231	272	6	exchange	exchange	NOUN
ajeer-231	272	7	-	-	PUNCT
ajeer-231	272	8	traded	trade	VERB
ajeer-231	272	9	funds	fund	NOUN
ajeer-231	272	10	.	.	PUNCT
ajeer-231	273	1	north	north	NOUN
ajeer-231	273	2	american	american	PROPN
ajeer-231	273	3	journal	journal	PROPN
ajeer-231	273	4	of	of	ADP
ajeer-231	273	5	economics	economic	NOUN
ajeer-231	273	6	and	and	CCONJ
ajeer-231	273	7	finance	finance	NOUN
ajeer-231	273	8	,	,	PUNCT
ajeer-231	273	9	33	33	NUM
ajeer-231	273	10	:	:	SYM
ajeer-231	273	11	134148	134148	NUM
ajeer-231	273	12	.	.	PUNCT
ajeer-231	274	1	view	view	NOUN
ajeer-231	274	2	at	at	ADP
ajeer-231	274	3	google	google	PROPN
ajeer-231	274	4	scholar	scholar	NOUN
ajeer-231	274	5	|	|	ADV
ajeer-231	274	6	view	view	NOUN
ajeer-231	274	7	at	at	ADP
ajeer-231	274	8	publisher	publisher	NOUN
ajeer-231	274	9	asian	asian	PROPN
ajeer-231	274	10	online	online	PROPN
ajeer-231	274	11	journal	journal	PROPN
ajeer-231	274	12	publishing	publishing	NOUN
ajeer-231	274	13	group	group	NOUN
ajeer-231	274	14	is	be	AUX
ajeer-231	274	15	not	not	PART
ajeer-231	274	16	responsible	responsible	ADJ
ajeer-231	274	17	or	or	CCONJ
ajeer-231	274	18	answerable	answerable	ADJ
ajeer-231	274	19	for	for	ADP
ajeer-231	274	20	any	any	DET
ajeer-231	274	21	loss	loss	NOUN
ajeer-231	274	22	,	,	PUNCT
ajeer-231	274	23	damage	damage	NOUN
ajeer-231	274	24	or	or	CCONJ
ajeer-231	274	25	liability	liability	NOUN
ajeer-231	274	26	,	,	PUNCT
ajeer-231	274	27	etc	etc	X
ajeer-231	274	28	.	.	X
ajeer-231	274	29	caused	cause	VERB
ajeer-231	274	30	in	in	ADP
ajeer-231	274	31	relation	relation	NOUN
ajeer-231	274	32	to	to	PART
ajeer-231	274	33	/	/	PUNCT
ajeer-231	274	34	arising	arise	VERB
ajeer-231	274	35	out	out	ADP
ajeer-231	274	36	of	of	ADP
ajeer-231	274	37	the	the	DET
ajeer-231	274	38	use	use	NOUN
ajeer-231	274	39	of	of	ADP
ajeer-231	274	40	the	the	DET
ajeer-231	274	41	content	content	NOUN
ajeer-231	274	42	.	.	PUNCT
ajeer-231	275	1	any	any	DET
ajeer-231	275	2	queries	query	NOUN
ajeer-231	275	3	should	should	AUX
ajeer-231	275	4	be	be	AUX
ajeer-231	275	5	directed	direct	VERB
ajeer-231	275	6	to	to	ADP
ajeer-231	275	7	the	the	DET
ajeer-231	275	8	corresponding	corresponding	ADJ
ajeer-231	275	9	author	author	NOUN
ajeer-231	275	10	of	of	ADP
ajeer-231	275	11	the	the	DET
ajeer-231	275	12	article	article	NOUN
ajeer-231	275	13	.	.	PUNCT
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ajeer-231	276	2	https://scholar.google.com/scholar?hl=en&q=a%20new%20approach%20to%20the%20economic%20analysis%20of%20nonstationary%20time%20series%20and%20the%20business%20cycle	https://scholar.google.com/scholar?hl=en&q=a%20new%20approach%20to%20the%20economic%20analysis%20of%20nonstationary%20time%20series%20and%20the%20business%20cycle	NOUN
ajeer-231	276	3	http://dx.doi.org/10.2307/1912559	http://dx.doi.org/10.2307/1912559	VERB
ajeer-231	276	4	https://scholar.google.com/scholar?hl=en&q=varying-coefficient%20models	https://scholar.google.com/scholar?hl=en&q=varying-coefficient%20model	NOUN
ajeer-231	276	5	https://scholar.google.com/scholar?hl=en&q=varying-coefficient%20models	https://scholar.google.com/scholar?hl=en&q=varying-coefficient%20model	NOUN
ajeer-231	276	6	https://scholar.google.com/scholar?hl=en&q=a%20unified%20theory%20of%20underreaction,%20momentum%20trading%20and%20overreaction%20in%20asset%20markets	https://scholar.google.com/scholar?hl=en&q=a%20unified%20theory%20of%20underreaction,%20momentum%20trading%20and%20overreaction%20in%20asset%20market	NOUN
ajeer-231	276	7	http://dx.doi.org/10.1111/0022-1082.00184	http://dx.doi.org/10.1111/0022-1082.00184	NOUN
ajeer-231	276	8	https://scholar.google.com/scholar?hl=en&q=returns%20to%20buying%20winners%20and%20selling%20losers:%20implications%20for%20stock%20market%20efficiency	https://scholar.google.com/scholar?hl=en&q=returns%20to%20buying%20winners%20and%20selling%20losers:%20implications%20for%20stock%20market%20efficiency	NOUN
ajeer-231	276	9	http://dx.doi.org/10.1111/j.1540-6261.1993.tb04702.x	http://dx.doi.org/10.1111/j.1540-6261.1993.tb04702.x	PROPN
ajeer-231	276	10	https://scholar.google.com/scholar?hl=en&q=profitability%20of%20momentum%20strategies:%20an%20evaluation%20of%20alternative%20explanations	https://scholar.google.com/scholar?hl=en&q=profitability%20of%20momentum%20strategies:%20an%20evaluation%20of%20alternative%20explanation	NOUN
ajeer-231	276	11	http://dx.doi.org/10.1111/0022-1082.00342	http://dx.doi.org/10.1111/0022-1082.00342	VERB
ajeer-231	276	12	https://scholar.google.com/scholar?hl=en&q=nonparametric%20econometrics%20–%20a%20primer	https://scholar.google.com/scholar?hl=en&q=nonparametric%20econometrics%20–%20a%20primer	NOUN
ajeer-231	276	13	http://dx.doi.org/10.1561/0800000009	http://dx.doi.org/10.1561/0800000009	NOUN
ajeer-231	276	14	http://dx.doi.org/10.1561/0800000009	http://dx.doi.org/10.1561/0800000009	PROPN
ajeer-231	276	15	https://scholar.google.com/scholar?hl=en&q=using%20the%20yield%20curve%20to%20time%20the%20stock%20market	https://scholar.google.com/scholar?hl=en&q=using%20the%20yield%20curve%20to%20time%20the%20stock%20market	PRON
ajeer-231	276	16	https://scholar.google.com/scholar?hl=en&q=using%20the%20yield%20curve%20to%20time%20the%20stock%20market	https://scholar.google.com/scholar?hl=en&q=using%20the%20yield%20curve%20to%20time%20the%20stock%20market	NOUN
ajeer-231	276	17	https://scholar.google.com/scholar?hl=en&q=winner-loser%20reversals%20in%20national%20stock%20market%20indices:%20can%20they%20be%20explained	https://scholar.google.com/scholar?hl=en&q=winner-loser%20reversals%20in%20national%20stock%20market%20indices:%20can%20they%20be%20explaine	VERB
ajeer-231	276	18	?	?	PUNCT
ajeer-231	277	1	http://dx.doi.org/10.1111/j.1540-6261.1997.tb02755.x	http://dx.doi.org/10.1111/j.1540-6261.1997.tb02755.x	NUM
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ajeer-231	277	3	https://scholar.google.com/scholar?hl=en&q=persuasive%20evidence%20of%20market%20inefficiency	https://scholar.google.com/scholar?hl=en&q=persuasive%20evidence%20of%20market%20inefficiency	NOUN
ajeer-231	277	4	http://dx.doi.org/10.3905/jpm.1985.409007	http://dx.doi.org/10.3905/jpm.1985.409007	VERB
ajeer-231	277	5	https://scholar.google.com/scholar?hl=en&q=international%20momentum%20strategies	https://scholar.google.com/scholar?hl=en&q=international%20momentum%20strategie	NOUN
ajeer-231	277	6	https://scholar.google.com/scholar?hl=en&q=local%20return%20factors%20and%20turnover%20in%20emerging%20stock%20markets	https://scholar.google.com/scholar?hl=en&q=local%20return%20factors%20and%20turnover%20in%20emerging%20stock%20market	VERB
ajeer-231	277	7	https://scholar.google.com/scholar?hl=en&q=local%20return%20factors%20and%20turnover%20in%20emerging%20stock%20markets	https://scholar.google.com/scholar?hl=en&q=local%20return%20factors%20and%20turnover%20in%20emerging%20stock%20market	NOUN
ajeer-231	277	8	http://dx.doi.org/10.1111/0022-1082.00151	http://dx.doi.org/10.1111/0022-1082.00151	PROPN
ajeer-231	277	9	https://scholar.google.com/scholar?hl=en&q=stock%20returns%20and%20real%20activity:%20a%20century%20of%20evidence	https://scholar.google.com/scholar?hl=en&q=stock%20returns%20and%20real%20activity:%20a%20century%20of%20evidence	NOUN
ajeer-231	277	10	http://dx.doi.org/10.1111/j.1540-6261.1990.tb02434.x	http://dx.doi.org/10.1111/j.1540-6261.1990.tb02434.x	PROPN
ajeer-231	277	11	http://dx.doi.org/10.1111/j.1540-6261.1990.tb02434.x	http://dx.doi.org/10.1111/j.1540-6261.1990.tb02434.x	PROPN
ajeer-231	277	12	https://scholar.google.com/scholar?hl=en&q=forecasting%20output%20and%20inflation:%20the%20role%20of%20asset%20prices	https://scholar.google.com/scholar?hl=en&q=forecasting%20output%20and%20inflation:%20the%20role%20of%20asset%20price	VERB
ajeer-231	277	13	http://dx.doi.org/10.1257/002205103322436197	http://dx.doi.org/10.1257/002205103322436197	NOUN
ajeer-231	277	14	https://scholar.google.com/scholar?hl=en&q=differential%20evolution%20–%20a%20simple%20and%20efficient%20heuristic%20for%20global%20optimization%20over%20continuous%20spaces	https://scholar.google.com/scholar?hl=en&q=differential%20evolution%20–%20a%20simple%20and%20efficient%20heuristic%20for%20global%20optimization%20over%20continuous%20space	NOUN
ajeer-231	277	15	https://scholar.google.com/scholar?hl=en&q=momentum%20strategies%20with%20stock%20index%20exchange-traded%20funds	https://scholar.google.com/scholar?hl=en&q=momentum%20strategies%20with%20stock%20index%20exchange-traded%20fund	NOUN
ajeer-231	277	16	http://dx.doi.org/10.1016/j.najef.2015.04.003	http://dx.doi.org/10.1016/j.najef.2015.04.003	NOUN