id	sid	eid	entity	type
ajfa-14202	1	1	microsoft	ORG
ajfa-14202	1	2	14202-51609	DATE
ajfa-14202	1	3	asian	NORP
ajfa-14202	1	4	finance & accounting	ORG
ajfa-14202	1	5	1946	CARDINAL
ajfa-14202	1	6	11	CARDINAL
ajfa-14202	1	7	1 41	CARDINAL
ajfa-14202	1	8	latha sreeram	ORG
ajfa-14202	1	9	institute of management	ORG
ajfa-14202	1	10	india	GPE
ajfa-14202	1	11	91-98	CARDINAL
ajfa-14202	1	12	jan. 9, 2019	DATE
ajfa-14202	1	13	feb. 24, 2019	DATE
ajfa-14202	1	14	june 1, 2019	DATE
ajfa-14202	2	1	thirteen	CARDINAL
ajfa-14202	3	1	monthly	DATE
ajfa-14202	3	2	ten-year	DATE
ajfa-14202	3	3	01 january 2008 to	DATE
ajfa-14202	8	1	aic	ORG
ajfa-14202	8	2	1,1	CARDINAL
ajfa-14202	8	3	thirteen	CARDINAL
ajfa-14202	10	1	four	CARDINAL
ajfa-14202	12	1	nic	GPE
ajfa-14202	12	2	jel	ORG
ajfa-14202	12	3	c5	ORG
ajfa-14202	12	4	c22	GPE
ajfa-14202	12	5	g1	ORG
ajfa-14202	12	6	g10	ORG
ajfa-14202	12	7	g15 asian journal of finance & accounting	ORG
ajfa-14202	12	8	1946	CARDINAL
ajfa-14202	12	9	11	CARDINAL
ajfa-14202	12	10	1 42 ajfa.macrothink.org 1	DATE
ajfa-14202	17	1	monthly	DATE
ajfa-14202	17	2	thirteen	CARDINAL
ajfa-14202	18	1	the year 2007 to	DATE
ajfa-14202	18	2	2016	DATE
ajfa-14202	18	3	ten years	DATE
ajfa-14202	19	1	103%	PERCENT
ajfa-14202	19	2	2012	DATE
ajfa-14202	19	3	2016	CARDINAL
ajfa-14202	23	1	1	CARDINAL
ajfa-14202	23	2	the past decades	DATE
ajfa-14202	25	1	french	NORP
ajfa-14202	25	2	1987	DATE
ajfa-14202	25	3	1987	DATE
ajfa-14202	25	4	engle	PERSON
ajfa-14202	25	5	2002	DATE
ajfa-14202	27	1	engle	PERSON
ajfa-14202	27	2	1993	DATE
ajfa-14202	28	1	1996	DATE
ajfa-14202	28	2	heynen	PERSON
ajfa-14202	28	3	kat	PERSON
ajfa-14202	28	4	1994	DATE
ajfa-14202	29	1	one	CARDINAL
ajfa-14202	29	2	2005	DATE
ajfa-14202	29	3	non-asymmetric	NORP
ajfa-14202	30	1	mcmillan	PERSON
ajfa-14202	30	2	speight	PERSON
ajfa-14202	30	3	apgwilym	PERSON
ajfa-14202	30	4	2000	DATE
ajfa-14202	30	5	daily	DATE
ajfa-14202	31	1	brooks	ORG
ajfa-14202	31	2	2007	DATE
ajfa-14202	33	1	african	NORP
ajfa-14202	33	2	latin american	NORP
ajfa-14202	34	1	raza et al	PERSON
ajfa-14202	35	1	2015	CARDINAL
ajfa-14202	35	2	kse100	ORG
ajfa-14202	36	1	asian	NORP
ajfa-14202	36	2	finance & accounting	ORG
ajfa-14202	36	3	1946	CARDINAL
ajfa-14202	36	4	11	CARDINAL
ajfa-14202	36	5	1 43	DATE
ajfa-14202	36	6	1,1	CARDINAL
ajfa-14202	37	1	su	PERSON
ajfa-14202	37	2	2010	DATE
ajfa-14202	37	3	chinese	NORP
ajfa-14202	38	1	2011	DATE
ajfa-14202	38	2	vietnamese	NORP
ajfa-14202	39	1	floros (2008	DATE
ajfa-14202	39	2	egypt	GPE
ajfa-14202	39	3	cma	ORG
ajfa-14202	39	4	israel	GPE
ajfa-14202	39	5	100	CARDINAL
ajfa-14202	40	1	daily	DATE
ajfa-14202	41	1	abd el aal	PERSON
ajfa-14202	41	2	2011	DATE
ajfa-14202	41	3	egyptian	NORP
ajfa-14202	42	1	aydin	GPE
ajfa-14202	42	2	2002	DATE
ajfa-14202	42	3	sayyan (	ORG
ajfa-14202	42	4	2005	DATE
ajfa-14202	42	5	2014	DATE
ajfa-14202	42	6	ahmad	PERSON
ajfa-14202	42	7	2008	DATE
ajfa-14202	42	8	ramnarayanan	GPE
ajfa-14202	42	9	2011	DATE
ajfa-14202	43	1	gokbulut	PERSON
ajfa-14202	43	2	2014	DATE
ajfa-14202	44	1	floros (2008	DATE
ajfa-14202	44	2	2010	DATE
ajfa-14202	44	3	nigeria	GPE
ajfa-14202	44	4	su	PERSON
ajfa-14202	44	5	2010	DATE
ajfa-14202	44	6	china	GPE
ajfa-14202	44	7	2011	DATE
ajfa-14202	44	8	malaysia	GPE
ajfa-14202	44	9	abd el aal	GPE
ajfa-14202	44	10	2011	DATE
ajfa-14202	44	11	2012	DATE
ajfa-14202	44	12	egypt	GPE
ajfa-14202	44	13	freedi et al	PERSON
ajfa-14202	44	14	2012	DATE
ajfa-14202	44	15	saudi arabia	GPE
ajfa-14202	44	16	tgarch	CARDINAL
ajfa-14202	44	17	leptokurtosis	PERSON
ajfa-14202	45	1	first	ORDINAL
ajfa-14202	45	2	1963	DATE
ajfa-14202	46	1	mandelbrot	GPE
ajfa-14202	46	2	1963	DATE
ajfa-14202	46	3	seguin, 1990	ORG
ajfa-14202	48	1	brooks, 2014	ORG
ajfa-14202	49	1	1963	DATE
ajfa-14202	49	2	1963	DATE
ajfa-14202	49	3	1965	DATE
ajfa-14202	49	4	corhay	ORG
ajfa-14202	49	5	rad, 1994	ORG
ajfa-14202	49	6	1963	DATE
ajfa-14202	49	7	1965	DATE
ajfa-14202	50	1	schwart	PERSON
ajfa-14202	50	2	1989	DATE
ajfa-14202	51	1	bollerslev 1987	DATE
ajfa-14202	51	2	lo 2000	PERSON
ajfa-14202	52	1	monthly	DATE
ajfa-14202	52	2	2005	DATE
ajfa-14202	53	1	de santis	ORG
ajfa-14202	53	2	1997	DATE
ajfa-14202	53	3	asian	NORP
ajfa-14202	53	4	finance & accounting	ORG
ajfa-14202	53	5	1946	CARDINAL
ajfa-14202	53	6	11	CARDINAL
ajfa-14202	53	7	1 44	DATE
ajfa-14202	54	1	bekaert	PERSON
ajfa-14202	54	2	harvey (1995	ORG
ajfa-14202	55	1	lee c.f	PERSON
ajfa-14202	55	2	chen g.m	PERSON
ajfa-14202	55	3	rui	PERSON
ajfa-14202	55	4	2001	DATE
ajfa-14202	55	5	four	CARDINAL
ajfa-14202	55	6	china	GPE
ajfa-14202	56	1	balaban .e	PERSON
ajfa-14202	56	2	bayar .a	ORG
ajfa-14202	56	3	2003	DATE
ajfa-14202	56	4	14	CARDINAL
ajfa-14202	57	1	ogum	PERSON
ajfa-14202	57	2	2005	DATE
ajfa-14202	57	3	nigeria	GPE
ajfa-14202	57	4	kenya	GPE
ajfa-14202	57	5	u.s.	GPE
ajfa-14202	57	6	nigerian	NORP
ajfa-14202	57	7	kenya	GPE
ajfa-14202	60	1	daily	DATE
ajfa-14202	61	1	2	CARDINAL
ajfa-14202	61	2	3.1	CARDINAL
ajfa-14202	61	3	monthly	DATE
ajfa-14202	61	4	january 2008 to	DATE
ajfa-14202	61	5	december	DATE
ajfa-14202	62	1	100	CARDINAL
ajfa-14202	62	2	1	CARDINAL
ajfa-14202	64	1	january 1st, 2008 to	DATE
ajfa-14202	64	2	december 31	DATE
ajfa-14202	64	3	2017	DATE
ajfa-14202	65	1	1	CARDINAL
ajfa-14202	65	2	1,1	CARDINAL
ajfa-14202	65	3	1,1	CARDINAL
ajfa-14202	66	1	three	CARDINAL
ajfa-14202	67	1	first	ORDINAL
ajfa-14202	67	2	aic	ORG
ajfa-14202	67	3	akaike	GPE
ajfa-14202	67	4	1974	DATE
ajfa-14202	67	5	schwarz, 1978	DATE
ajfa-14202	68	1	asian journal of finance & accounting	ORG
ajfa-14202	68	2	1946	CARDINAL
ajfa-14202	68	3	11	CARDINAL
ajfa-14202	68	4	1 45	DATE
ajfa-14202	68	5	i. name	PERSON
ajfa-14202	68	6	year	DATE
ajfa-14202	68	7	africa johannesburg stock exchange	ORG
ajfa-14202	68	8	8th	ORDINAL
ajfa-14202	68	9	november 1887	DATE
ajfa-14202	68	10	388	CARDINAL
ajfa-14202	68	11	korean	NORP
ajfa-14202	68	12	krx 27th january 2005	DATE
ajfa-14202	68	13	2030	DATE
ajfa-14202	68	14	saudi arabia	GPE
ajfa-14202	68	15	tasi 19th	DATE
ajfa-14202	68	16	171	CARDINAL
ajfa-14202	68	17	peru	GPE
ajfa-14202	69	1	283	CARDINAL
ajfa-14202	69	2	hungary budapest stock exchange bse	ORG
ajfa-14202	69	3	58	CARDINAL
ajfa-14202	69	4	iran	GPE
ajfa-14202	69	5	tehran stock exchange	ORG
ajfa-14202	69	6	february 4, 1967 339	DATE
ajfa-14202	69	7	brazil	GPE
ajfa-14202	69	8	brasil bolsa balcão	PERSON
ajfa-14202	69	9	august 23, 1890	DATE
ajfa-14202	69	10	368	CARDINAL
ajfa-14202	69	11	poland	GPE
ajfa-14202	69	12	warsaw	GPE
ajfa-14202	69	13	april 12, 1991	DATE
ajfa-14202	69	14	64	CARDINAL
ajfa-14202	69	15	philippines philippine stock exchange	ORG
ajfa-14202	69	16	august 8, 1927	DATE
ajfa-14202	69	17	vietnam	GPE
ajfa-14202	69	18	ho chi	GPE
ajfa-14202	69	19	396	CARDINAL
ajfa-14202	69	20	columbia colombia stock exchange	ORG
ajfa-14202	69	21	november 23, 1928	DATE
ajfa-14202	69	22	89	CARDINAL
ajfa-14202	69	23	russia	GPE
ajfa-14202	69	24	moscow	GPE
ajfa-14202	69	25	19 december 2011	DATE
ajfa-14202	69	26	219	CARDINAL
ajfa-14202	69	27	egypt	GPE
ajfa-14202	69	28	egyptian	NORP
ajfa-14202	69	29	202	CARDINAL
ajfa-14202	69	30	3.2	CARDINAL
ajfa-14202	73	1	philips-peron	ORG
ajfa-14202	74	1	2	CARDINAL
ajfa-14202	74	2	3.3	CARDINAL
ajfa-14202	74	3	jenkins	PERSON
ajfa-14202	74	4	1976	DATE
ajfa-14202	74	5	1978	DATE
ajfa-14202	75	1	asian	NORP
ajfa-14202	75	2	finance & accounting	ORG
ajfa-14202	75	3	1946	CARDINAL
ajfa-14202	75	4	11	CARDINAL
ajfa-14202	75	5	1 46	DATE
ajfa-14202	75	6	3.3.1	CARDINAL
ajfa-14202	75	7	jenkins	PERSON
ajfa-14202	75	8	1976	DATE
ajfa-14202	75	9	1976	DATE
ajfa-14202	75	10	three	CARDINAL
ajfa-14202	75	11	1	CARDINAL
ajfa-14202	75	12	arima	ORG
ajfa-14202	75	13	correlogram	ORG
ajfa-14202	75	14	1 to 30	CARDINAL
ajfa-14202	76	1	2	CARDINAL
ajfa-14202	76	2	the ar/ma/arma	ORG
ajfa-14202	76	3	arima	ORG
ajfa-14202	77	1	3	CARDINAL
ajfa-14202	78	1	ac	ORG
ajfa-14202	79	1	3	CARDINAL
ajfa-14202	79	2	4	CARDINAL
ajfa-14202	80	1	5	CARDINAL
ajfa-14202	82	1	the ar/ma	FAC
ajfa-14202	83	1	akaike	GPE
ajfa-14202	83	2	aic	ORG
ajfa-14202	84	1	aic value=	PERSON
ajfa-14202	85	1	+2k	MONEY
ajfa-14202	85	2	6	CARDINAL
ajfa-14202	89	1	3.3.2	CARDINAL
ajfa-14202	89	2	1978	DATE
ajfa-14202	89	3	ac	ORG
ajfa-14202	89	4	1978	DATE
ajfa-14202	89	5	t(t+2)∑	ORG
ajfa-14202	92	1	1	CARDINAL
ajfa-14202	92	2	2	DATE
ajfa-14202	92	3	m.	PERSON
ajfa-14202	92	4	ac	ORG
ajfa-14202	92	5	𝑋 = chi-square	PERSON
ajfa-14202	92	6	freedom asian journal of finance & accounting	ORG
ajfa-14202	92	7	1946	CARDINAL
ajfa-14202	93	1	11	CARDINAL
ajfa-14202	93	2	1 47	DATE
ajfa-14202	96	1	3.4	CARDINAL
ajfa-14202	99	1	lagrange	GPE
ajfa-14202	102	1	3.5	CARDINAL
ajfa-14202	102	2	lagrange	GPE
ajfa-14202	104	1	first	ORDINAL
ajfa-14202	104	2	2012	DATE
ajfa-14202	106	1	9	CARDINAL
ajfa-14202	107	1	10	CARDINAL
ajfa-14202	107	2	zero	CARDINAL
ajfa-14202	109	1	3.6	CARDINAL
ajfa-14202	111	1	11	CARDINAL
ajfa-14202	111	2	asian	NORP
ajfa-14202	111	3	finance & accounting	ORG
ajfa-14202	111	4	1946	CARDINAL
ajfa-14202	111	5	11	CARDINAL
ajfa-14202	111	6	1 48	DATE
ajfa-14202	113	1	3.7	CARDINAL
ajfa-14202	115	1	1	CARDINAL
ajfa-14202	117	1	3.8	CARDINAL
ajfa-14202	117	2	3.8.1	CARDINAL
ajfa-14202	117	3	1,1	CARDINAL
ajfa-14202	118	1	1,1	CARDINAL
ajfa-14202	120	1	burke	PERSON
ajfa-14202	120	2	2003	DATE
ajfa-14202	120	3	1,1	CARDINAL
ajfa-14202	121	1	1986	DATE
ajfa-14202	123	1	3.8.2	CARDINAL
ajfa-14202	124	1	two	CARDINAL
ajfa-14202	128	1	asian journal of finance & accounting	ORG
ajfa-14202	128	2	1946	CARDINAL
ajfa-14202	128	3	11	CARDINAL
ajfa-14202	128	4	1 49	DATE
ajfa-14202	129	1	12	CARDINAL
ajfa-14202	130	1	1	CARDINAL
ajfa-14202	131	1	1,1	CARDINAL
ajfa-14202	131	2	13	CARDINAL
ajfa-14202	131	3	nelson	PERSON
ajfa-14202	131	4	1991	DATE
ajfa-14202	131	5	1,1	CARDINAL
ajfa-14202	131	6	14	CARDINAL
ajfa-14202	132	1	zakoiian	NORP
ajfa-14202	132	2	1994	DATE
ajfa-14202	132	3	15	CARDINAL
ajfa-14202	137	1	0	CARDINAL
ajfa-14202	137	2	1	CARDINAL
ajfa-14202	140	1	16	CARDINAL
ajfa-14202	140	2	asian	NORP
ajfa-14202	140	3	finance & accounting	ORG
ajfa-14202	140	4	1946	CARDINAL
ajfa-14202	140	5	11	CARDINAL
ajfa-14202	140	6	1 50	DATE
ajfa-14202	140	7	1	CARDINAL
ajfa-14202	141	1	17	CARDINAL
ajfa-14202	141	2	3	CARDINAL
ajfa-14202	141	3	4.1	CARDINAL
ajfa-14202	141	4	ii	ORG
ajfa-14202	141	5	monthly	DATE
ajfa-14202	142	1	saudi arabia	GPE
ajfa-14202	142	2	south korea	GPE
ajfa-14202	142	3	south africa	GPE
ajfa-14202	142	4	philippines	GPE
ajfa-14202	142	5	russia	GPE
ajfa-14202	142	6	colombia	GPE
ajfa-14202	144	1	iran	GPE
ajfa-14202	144	2	saudi arabia	GPE
ajfa-14202	144	3	vietnam	GPE
ajfa-14202	144	4	russia	GPE
ajfa-14202	145	1	harvey (1995	ORG
ajfa-14202	146	1	zero	CARDINAL
ajfa-14202	146	2	three	CARDINAL
ajfa-14202	148	1	1981	DATE
ajfa-14202	149	1	18	CARDINAL
ajfa-14202	149	2	s & k	ORG
ajfa-14202	149	3	0	CARDINAL
ajfa-14202	149	4	3	CARDINAL
ajfa-14202	150	1	south korea	GPE
ajfa-14202	150	2	iran	GPE
ajfa-14202	150	3	colombia	GPE
ajfa-14202	150	4	philippines	GPE
ajfa-14202	150	5	peru	GPE
ajfa-14202	150	6	hungary	GPE
ajfa-14202	151	1	1%	PERCENT
ajfa-14202	152	1	monthly	DATE
ajfa-14202	153	1	asian	NORP
ajfa-14202	153	2	finance & accounting	ORG
ajfa-14202	153	3	1946	CARDINAL
ajfa-14202	153	4	11	CARDINAL
ajfa-14202	153	5	1 51	DATE
ajfa-14202	154	1	6.5	CARDINAL
ajfa-14202	154	2	poland	GPE
ajfa-14202	154	3	peru	GPE
ajfa-14202	154	4	0.0089	MONEY
ajfa-14202	154	5	2.025	CARDINAL
ajfa-14202	155	1	11.8798	CARDINAL
ajfa-14202	155	2	s. africa 0.0109	ORG
ajfa-14202	155	3	3.3637	CARDINAL
ajfa-14202	155	4	0.057	CARDINAL
ajfa-14202	155	5	0.0124 7.91 -0.4098 0.6957	QUANTITY
ajfa-14202	155	6	0.0118	CARDINAL
ajfa-14202	155	7	2.4861	CARDINAL
ajfa-14202	155	8	2.1783	CARDINAL
ajfa-14202	155	9	1.5475	CARDINAL
ajfa-14202	155	10	egypt	GPE
ajfa-14202	155	11	4.2	CARDINAL
ajfa-14202	156	1	1%	PERCENT
ajfa-14202	156	2	5% and 10%	PERCENT
ajfa-14202	156	3	1%	PERCENT
ajfa-14202	159	1	vietnam	GPE
ajfa-14202	159	2	iran	GPE
ajfa-14202	159	3	peru	GPE
ajfa-14202	159	4	poland	GPE
ajfa-14202	159	5	hungary	GPE
ajfa-14202	159	6	south africa philipp	GPE
ajfa-14202	159	7	south korea	GPE
ajfa-14202	159	8	saudi arabia	GPE
ajfa-14202	159	9	colombia	GPE
ajfa-14202	159	10	egypt	GPE
ajfa-14202	159	11	brazil	GPE
ajfa-14202	159	12	russia	GPE
ajfa-14202	160	1	12.523	CARDINAL
ajfa-14202	165	1	0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01	MONEY
ajfa-14202	166	1	28.268	CARDINAL
ajfa-14202	166	2	25.653 17.584 51.135	MONEY
ajfa-14202	166	3	0.012 1 0.002 0.001	QUANTITY
ajfa-14202	166	4	0.04	CARDINAL
ajfa-14202	166	5	4.3	CARDINAL
ajfa-14202	166	6	first	ORDINAL
ajfa-14202	166	7	5	CARDINAL
ajfa-14202	169	1	asian	NORP
ajfa-14202	169	2	finance & accounting	ORG
ajfa-14202	169	3	1946	CARDINAL
ajfa-14202	170	1	11	CARDINAL
ajfa-14202	170	2	1 52	DATE
ajfa-14202	172	1	russia	GPE
ajfa-14202	172	2	egypt	GPE
ajfa-14202	172	3	poland	GPE
ajfa-14202	172	4	hungary	GPE
ajfa-14202	173	1	saudi arabia	GPE
ajfa-14202	175	1	russia	GPE
ajfa-14202	175	2	egypt	GPE
ajfa-14202	175	3	colombi	PERSON
ajfa-14202	175	4	vietnam	GPE
ajfa-14202	175	5	philippi nes	PERSON
ajfa-14202	175	6	saudi arabia	GPE
ajfa-14202	175	7	south korea	GPE
ajfa-14202	175	8	iran	GPE
ajfa-14202	175	9	south africa	GPE
ajfa-14202	175	10	poland	GPE
ajfa-14202	175	11	hungary	GPE
ajfa-14202	175	12	peru	GPE
ajfa-14202	175	13	brazil	GPE
ajfa-14202	175	14	ma(11	GPE
ajfa-14202	175	15	ma(11	GPE
ajfa-14202	175	16	4.4	CARDINAL
ajfa-14202	175	17	1987	DATE
ajfa-14202	176	1	garch	PERSON
ajfa-14202	176	2	1,1	CARDINAL
ajfa-14202	177	1	1,1	CARDINAL
ajfa-14202	178	1	1%	PERCENT
ajfa-14202	180	1	hungary	GPE
ajfa-14202	180	2	𝜌<0.01	ORG
ajfa-14202	180	3	first	ORDINAL
ajfa-14202	181	1	hungary	GPE
ajfa-14202	181	2	brazil	GPE
ajfa-14202	181	3	egypt	GPE
ajfa-14202	181	4	philippines	GPE
ajfa-14202	185	1	1	CARDINAL
ajfa-14202	185	2	2001	DATE
ajfa-14202	186	1	brazil	GPE
ajfa-14202	186	2	egypt	GPE
ajfa-14202	186	3	saudi arabia	GPE
ajfa-14202	186	4	south korea	GPE
ajfa-14202	186	5	poland	GPE
ajfa-14202	186	6	iran	GPE
ajfa-14202	187	1	hungary	GPE
ajfa-14202	188	1	1,1	CARDINAL
ajfa-14202	189	1	asian	NORP
ajfa-14202	189	2	finance & accounting	ORG
ajfa-14202	189	3	1946	CARDINAL
ajfa-14202	190	1	11	CARDINAL
ajfa-14202	190	2	1 53	DATE
ajfa-14202	192	1	1,1	CARDINAL
ajfa-14202	192	2	2000	DATE
ajfa-14202	193	1	1%	PERCENT
ajfa-14202	195	1	zero	CARDINAL
ajfa-14202	198	1	ρ>0.05	GPE
ajfa-14202	200	1	1,1	CARDINAL
ajfa-14202	200	2	egypt	GPE
ajfa-14202	200	3	brazil	GPE
ajfa-14202	200	4	bia	GPE
ajfa-14202	200	5	saudi arabia	GPE
ajfa-14202	200	6	south korea	GPE
ajfa-14202	200	7	south africa	GPE
ajfa-14202	200	8	hungary	GPE
ajfa-14202	200	9	philip pines russia	ORG
ajfa-14202	200	10	vietnam	GPE
ajfa-14202	200	11	peru	GPE
ajfa-14202	200	12	poland	GPE
ajfa-14202	200	13	iran	GPE
ajfa-14202	200	14	0.020	CARDINAL
ajfa-14202	200	15	0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00	QUANTITY
ajfa-14202	200	16	0.00 0.00 0.25 0.21 0.09	QUANTITY
ajfa-14202	200	17	1.00	CARDINAL
ajfa-14202	200	18	1.00	CARDINAL
ajfa-14202	200	19	0.75 0.77 0.87	QUANTITY
ajfa-14202	200	20	1.00	CARDINAL
ajfa-14202	200	21	1.00	CARDINAL
ajfa-14202	200	22	139.15	CARDINAL
ajfa-14202	200	23	203.62	MONEY
ajfa-14202	200	24	255.27	CARDINAL
ajfa-14202	200	25	166.93	CARDINAL
ajfa-14202	200	26	0.631	CARDINAL
ajfa-14202	200	27	1.004	MONEY
ajfa-14202	200	28	3.50 1.84 0.51 0.91 2.35 3.42 0.62 0.09	QUANTITY
ajfa-14202	200	29	1.94 0.02	CARDINAL
ajfa-14202	200	30	prob.chi	GPE
ajfa-14202	200	31	0.84	CARDINAL
ajfa-14202	200	32	0.99 4.5	CARDINAL
ajfa-14202	200	33	1,1	CARDINAL
ajfa-14202	202	1	1%	PERCENT
ajfa-14202	202	2	peru	GPE
ajfa-14202	202	3	south africa	GPE
ajfa-14202	202	4	iran	GPE
ajfa-14202	202	5	colombia	GPE
ajfa-14202	203	1	asian	NORP
ajfa-14202	203	2	finance & accounting	ORG
ajfa-14202	203	3	1946	CARDINAL
ajfa-14202	204	1	11	CARDINAL
ajfa-14202	204	2	1 54	DATE
ajfa-14202	206	1	one	CARDINAL
ajfa-14202	206	2	vietnam	GPE
ajfa-14202	206	3	saudi arabia	GPE
ajfa-14202	210	1	iran	GPE
ajfa-14202	210	2	south africa	GPE
ajfa-14202	210	3	egypt	GPE
ajfa-14202	210	4	south korea	GPE
ajfa-14202	210	5	vietnam	GPE
ajfa-14202	210	6	saudi arabia	GPE
ajfa-14202	211	1	iran	GPE
ajfa-14202	212	1	russia	GPE
ajfa-14202	212	2	saudi arabia	GPE
ajfa-14202	212	3	vietnam	GPE
ajfa-14202	213	1	two	CARDINAL
ajfa-14202	216	1	vi	PERSON
ajfa-14202	216	2	1,1	CARDINAL
ajfa-14202	216	3	egypt	GPE
ajfa-14202	216	4	brazil	GPE
ajfa-14202	216	5	saudi arabia	GPE
ajfa-14202	216	6	south korea	GPE
ajfa-14202	216	7	south africa	GPE
ajfa-14202	216	8	philippines	GPE
ajfa-14202	216	9	russia	GPE
ajfa-14202	216	10	vietnam	GPE
ajfa-14202	216	11	peru	GPE
ajfa-14202	216	12	iran	GPE
ajfa-14202	216	13	0.02	CARDINAL
ajfa-14202	217	1	-1.00 -0.85 -0.18 -0.15	QUANTITY
ajfa-14202	217	2	-0.66	ORG
ajfa-14202	217	3	-0.15 -0.05 -0.04	QUANTITY
ajfa-14202	217	4	0.78	CARDINAL
ajfa-14202	217	5	1.84	CARDINAL
ajfa-14202	217	6	5.62	CARDINAL
ajfa-14202	217	7	2.1	CARDINAL
ajfa-14202	217	8	141.75	CARDINAL
ajfa-14202	217	9	259.45	CARDINAL
ajfa-14202	217	10	239.99	CARDINAL
ajfa-14202	217	11	-1.75	ORG
ajfa-14202	217	12	-2.55 -2.35 -3.27 -3.55	PERSON
ajfa-14202	217	13	-2.07 -6.40 schwarz	PERSON
ajfa-14202	217	14	-1.75	ORG
ajfa-14202	217	15	1.64	CARDINAL
ajfa-14202	217	16	asian	NORP
ajfa-14202	217	17	finance & accounting	ORG
ajfa-14202	217	18	1946	CARDINAL
ajfa-14202	218	1	11	CARDINAL
ajfa-14202	218	2	1 55	CARDINAL
ajfa-14202	218	3	0.55 0.38 0.96	MONEY
ajfa-14202	218	4	0.99	CARDINAL
ajfa-14202	219	1	1%	PERCENT
ajfa-14202	219	2	peru	GPE
ajfa-14202	219	3	south africa	GPE
ajfa-14202	219	4	iran	GPE
ajfa-14202	219	5	colombia	GPE
ajfa-14202	225	1	1	CARDINAL
ajfa-14202	225	2	1	CARDINAL
ajfa-14202	225	3	4.7	CARDINAL
ajfa-14202	226	1	egypt	GPE
ajfa-14202	226	2	brazil	GPE
ajfa-14202	226	3	bia	GPE
ajfa-14202	226	4	saudi arabia	GPE
ajfa-14202	226	5	south korea	GPE
ajfa-14202	226	6	south africa	GPE
ajfa-14202	226	7	hungary	GPE
ajfa-14202	226	8	philip pines russia	ORG
ajfa-14202	226	9	vietnam	GPE
ajfa-14202	226	10	peru	GPE
ajfa-14202	226	11	poland	GPE
ajfa-14202	226	12	iran	GPE
ajfa-14202	226	13	0.02	CARDINAL
ajfa-14202	226	14	0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00	QUANTITY
ajfa-14202	226	15	0.00 0.00 0.00 0.23	QUANTITY
ajfa-14202	226	16	1.00 1.00 0.74 0.79	MONEY
ajfa-14202	226	17	0.83 0.77 0.48 0.76	QUANTITY
ajfa-14202	226	18	0.92	CARDINAL
ajfa-14202	226	19	-0.04 0.39 -0.06	MONEY
ajfa-14202	226	20	0.11 -0.15 0.29 0.17	MONEY
ajfa-14202	226	21	1.28	CARDINAL
ajfa-14202	226	22	1.93 2.45 2.00 1.07 3.89 1.35 1.61 1.96 1.24 1.44 1.72 2	QUANTITY
ajfa-14202	227	1	143.223	CARDINAL
ajfa-14202	228	1	262.76	CARDINAL
ajfa-14202	228	2	538.91	CARDINAL
ajfa-14202	228	3	-3.81	ORG
ajfa-14202	228	4	-1.75	ORG
ajfa-14202	229	1	0.70 0.74	MONEY
ajfa-14202	229	2	2.72 3.38 0.65	QUANTITY
ajfa-14202	229	3	0.56 1.41 0.02	MONEY
ajfa-14202	229	4	0.82 0.80 0.27	MONEY
ajfa-14202	229	5	asian	NORP
ajfa-14202	229	6	finance & accounting	ORG
ajfa-14202	229	7	1946	CARDINAL
ajfa-14202	229	8	11	CARDINAL
ajfa-14202	229	9	1 56	CARDINAL
ajfa-14202	229	10	peru	GPE
ajfa-14202	229	11	iran	GPE
ajfa-14202	229	12	south africa	GPE
ajfa-14202	229	13	colombia	GPE
ajfa-14202	229	14	egypt	GPE
ajfa-14202	232	1	russia	GPE
ajfa-14202	232	2	saudi arabia	GPE
ajfa-14202	232	3	vietnam	GPE
ajfa-14202	233	1	eric 2008	PERSON
ajfa-14202	233	2	2011	DATE
ajfa-14202	238	1	asian journal of finance & accounting	ORG
ajfa-14202	238	2	1946	CARDINAL
ajfa-14202	238	3	11	CARDINAL
ajfa-14202	238	4	1 57	DATE
ajfa-14202	238	5	poland	GPE
ajfa-14202	238	6	s.korea	GPE
ajfa-14202	238	7	russia	GPE
ajfa-14202	238	8	egypt	GPE
ajfa-14202	238	9	asian journal of finance & accounting	ORG
ajfa-14202	238	10	1946	CARDINAL
ajfa-14202	238	11	11	CARDINAL
ajfa-14202	238	12	1 58	DATE
ajfa-14202	238	13	peru	GPE
ajfa-14202	238	14	brazil	GPE
ajfa-14202	238	15	asian	NORP
ajfa-14202	238	16	journal of finance & accounting	ORG
ajfa-14202	238	17	1946	CARDINAL
ajfa-14202	238	18	11	CARDINAL
ajfa-14202	238	19	1 59	DATE
ajfa-14202	239	1	14	CARDINAL
ajfa-14202	240	1	monthly	DATE
ajfa-14202	240	2	ten years	DATE
ajfa-14202	240	3	three	CARDINAL
ajfa-14202	241	1	the period jan 2008 to	DATE
ajfa-14202	241	2	dec 2017	DATE
ajfa-14202	242	1	1,1	CARDINAL
ajfa-14202	244	1	leptokurtosis	PERSON
ajfa-14202	246	1	garch	ORG
ajfa-14202	246	2	1,1	CARDINAL
ajfa-14202	247	1	1,1	CARDINAL
ajfa-14202	247	2	1,1	CARDINAL
ajfa-14202	250	1	iran	GPE
ajfa-14202	252	1	akaike	GPE
ajfa-14202	252	2	vietnam	GPE
ajfa-14202	252	3	philliphines asian journal of finance & accounting	ORG
ajfa-14202	252	4	1946	CARDINAL
ajfa-14202	252	5	11	CARDINAL
ajfa-14202	252	6	1 60	CARDINAL
ajfa-14202	252	7	aic	ORG
ajfa-14202	253	1	aic	PERSON
ajfa-14202	254	1	peru	GPE
ajfa-14202	254	2	iran	GPE
ajfa-14202	254	3	south africa	GPE
ajfa-14202	254	4	colombia	GPE
ajfa-14202	258	1	peru	GPE
ajfa-14202	258	2	iran	GPE
ajfa-14202	258	3	south africa	GPE
ajfa-14202	258	4	colombia	GPE
ajfa-14202	258	5	egypt	GPE
ajfa-14202	259	1	iran	GPE
ajfa-14202	259	2	2010	DATE
ajfa-14202	259	3	european union	ORG
ajfa-14202	259	4	the usa leading	ORG
ajfa-14202	260	1	south africa	GPE
ajfa-14202	260	2	2013	DATE
ajfa-14202	260	3	60%	PERCENT
ajfa-14202	260	4	three	CARDINAL
ajfa-14202	260	5	a week	DATE
ajfa-14202	261	1	colombian	NORP
ajfa-14202	261	2	colombia	GPE
ajfa-14202	262	1	2008	DATE
ajfa-14202	262	2	colombian	NORP
ajfa-14202	262	3	35%	PERCENT
ajfa-14202	262	4	70%	PERCENT
ajfa-14202	262	5	two months later	DATE
ajfa-14202	264	1	russia	GPE
ajfa-14202	264	2	saudi arabia	GPE
ajfa-14202	264	3	vietnam	GPE
ajfa-14202	265	1	saudi arabia	GPE
ajfa-14202	265	2	2014	DATE
ajfa-14202	266	1	tasi	GPE
ajfa-14202	266	2	38%	PERCENT
ajfa-14202	266	3	2013	DATE
ajfa-14202	267	1	russia	GPE
ajfa-14202	267	2	2008	DATE
ajfa-14202	267	3	2009	DATE
ajfa-14202	268	1	russia	GPE
ajfa-14202	268	2	ukrainian	NORP
ajfa-14202	270	1	vietnam	GPE
ajfa-14202	272	1	aboura	PERSON
ajfa-14202	272	2	s.	PERSON
ajfa-14202	272	3	wagner	PERSON
ajfa-14202	272	4	n.	PERSON
ajfa-14202	272	5	2016	DATE
ajfa-14202	274	1	journal of international financial markets	ORG
ajfa-14202	274	2	41	CARDINAL
ajfa-14202	274	3	47	CARDINAL
ajfa-14202	275	1	asian	NORP
ajfa-14202	275	2	finance & accounting	ORG
ajfa-14202	275	3	1946	CARDINAL
ajfa-14202	275	4	11	CARDINAL
ajfa-14202	275	5	1 61	CARDINAL
ajfa-14202	275	6	2016	CARDINAL
ajfa-14202	279	1	32	CARDINAL
ajfa-14202	279	2	663	CARDINAL
ajfa-14202	280	1	akaike	GPE
ajfa-14202	280	2	1973	DATE
ajfa-14202	282	1	6(19),716	CARDINAL
ajfa-14202	282	2	723	CARDINAL
ajfa-14202	282	3	akpan	PERSON
ajfa-14202	282	4	e. a.	PERSON
ajfa-14202	282	5	& moffat	PERSON
ajfa-14202	282	6	i. u.	PERSON
ajfa-14202	282	7	2015	CARDINAL
ajfa-14202	283	1	first	ORDINAL
ajfa-14202	284	1	american journal of science and industrial research	ORG
ajfa-14202	284	2	6(6	CARDINAL
ajfa-14202	284	3	131	CARDINAL
ajfa-14202	285	1	https://doi.org/10.5251/ajsir.2015.6.6131.140 akpan	PERSON
ajfa-14202	285	2	e. a.	PERSON
ajfa-14202	285	3	moffat	PERSON
ajfa-14202	285	4	i. u.	PERSON
ajfa-14202	285	5	n.b.	GPE
ajfa-14202	285	6	2016	CARDINAL
ajfa-14202	286	1	first	ORDINAL
ajfa-14202	287	1	european scientific journal	ORG
ajfa-14202	288	1	12(8	CARDINAL
ajfa-14202	288	2	257–266	CARDINAL
ajfa-14202	289	1	asteriou	PERSON
ajfa-14202	289	2	d., & hall	ORG
ajfa-14202	289	3	s. g.	PERSON
ajfa-14202	289	4	2007	DATE
ajfa-14202	293	1	palgrave macmillan	PERSON
ajfa-14202	293	2	2014	DATE
ajfa-14202	294	1	nigerian	NORP
ajfa-14202	295	1	cbn	ORG
ajfa-14202	295	2	5(2	CARDINAL
ajfa-14202	296	1	basu	PERSON
ajfa-14202	296	2	s.	PERSON
ajfa-14202	296	3	1977	DATE
ajfa-14202	298	1	bekaert	PERSON
ajfa-14202	298	2	2000	DATE
ajfa-14202	300	1	13	CARDINAL
ajfa-14202	300	2	1	CARDINAL
ajfa-14202	301	1	g. e. p.	PERSON
ajfa-14202	301	2	jenkins	PERSON
ajfa-14202	301	3	g. m.	PERSON
ajfa-14202	301	4	g. c. (	PERSON
ajfa-14202	301	5	2008	DATE
ajfa-14202	303	1	3rded	CARDINAL
ajfa-14202	304	1	new jersey	GPE
ajfa-14202	304	2	wiley	PERSON
ajfa-14202	304	3	47-89	DATE
ajfa-14202	305	1	brockwell	ORG
ajfa-14202	305	2	j., & davis	ORG
ajfa-14202	305	3	r. a.	PERSON
ajfa-14202	305	4	2002	DATE
ajfa-14202	307	1	2nded	LANGUAGE
ajfa-14202	308	1	83	DATE
ajfa-14202	308	2	219	CARDINAL
ajfa-14202	309	1	campbell	ORG
ajfa-14202	309	2	j. a.	PERSON
ajfa-14202	309	3	lo, a. w., & macinlay	PERSON
ajfa-14202	309	4	a. c.	PERSON
ajfa-14202	309	5	1998	DATE
ajfa-14202	311	1	new jersey	GPE
ajfa-14202	311	2	princeton university press	ORG
ajfa-14202	312	1	chan	ORG
ajfa-14202	312	2	k. c.	PERSON
ajfa-14202	312	3	chen	PERSON
ajfa-14202	312	4	n. f.	PERSON
ajfa-14202	312	5	1991	DATE
ajfa-14202	314	1	46	DATE
ajfa-14202	314	2	1467	CARDINAL
ajfa-14202	315	1	https://doi.org/10.1111/j.1540-6261.1991.tb04626.x cheung	PERSON
ajfa-14202	315	2	j., & ng	ORG
ajfa-14202	315	3	1992	DATE
ajfa-14202	316	1	r. f. (	PERSON
ajfa-14202	316	2	1982	DATE
ajfa-14202	317	1	united kingdom	GPE
ajfa-14202	318	1	econometrica	PERSON
ajfa-14202	318	2	50	DATE
ajfa-14202	318	3	987	CARDINAL
ajfa-14202	319	1	emenike	PERSON
ajfa-14202	319	2	k.o.	PERSON
ajfa-14202	319	3	2010	DATE
ajfa-14202	320	1	nigeria	GPE
ajfa-14202	322	1	6(6	CARDINAL
ajfa-14202	322	2	2017	DATE
ajfa-14202	323	1	engle	PERSON
ajfa-14202	323	2	r. f., & ng	PERSON
ajfa-14202	323	3	v.k.	GPE
ajfa-14202	323	4	1993	DATE
ajfa-14202	325	1	48(5),1749	CARDINAL
ajfa-14202	326	1	e. f., & french	PERSON
ajfa-14202	326	2	k. r.	PERSON
ajfa-14202	326	3	1992	DATE
ajfa-14202	328	1	journal of financial economics	ORG
ajfa-14202	328	2	33	DATE
ajfa-14202	328	3	3	CARDINAL
ajfa-14202	329	1	asian	NORP
ajfa-14202	329	2	finance & accounting	ORG
ajfa-14202	329	3	1946	CARDINAL
ajfa-14202	329	4	11	CARDINAL
ajfa-14202	329	5	1 62	DATE
ajfa-14202	329	6	e. f., & macbeth	PERSON
ajfa-14202	329	7	j. d.	PERSON
ajfa-14202	329	8	1973	DATE
ajfa-14202	331	1	81(3	CARDINAL
ajfa-14202	331	2	607	CARDINAL
ajfa-14202	332	1	g. e. (	PERSON
ajfa-14202	332	2	1997	DATE
ajfa-14202	334	1	4 july	DATE
ajfa-14202	334	2	2017	DATE
ajfa-14202	335	1	jensen	PERSON
ajfa-14202	335	2	m. c.	PERSON
ajfa-14202	335	3	m. s.	PERSON
ajfa-14202	335	4	1972	DATE
ajfa-14202	337	1	new york	GPE
ajfa-14202	338	1	koller	PERSON
ajfa-14202	338	2	t.	GPE
ajfa-14202	338	3	goedhart	ORG
ajfa-14202	338	4	m., & wessels	ORG
ajfa-14202	338	5	2015	CARDINAL
ajfa-14202	340	1	new jersey	GPE
ajfa-14202	340	2	john wiley &	ORG
ajfa-14202	341	1	scott	PERSON
ajfa-14202	341	2	r. w.	PERSON
ajfa-14202	341	3	2008	DATE
ajfa-14202	343	1	third	ORDINAL
ajfa-14202	344	1	thousand	CARDINAL
ajfa-14202	344	2	california	GPE
ajfa-14202	344	3	sage publications inc	ORG
ajfa-14202	344	4	sharpe	PERSON
ajfa-14202	344	5	w. f. (	PERSON
ajfa-14202	344	6	1964	DATE
ajfa-14202	346	1	19	CARDINAL
ajfa-14202	346	2	425	CARDINAL
ajfa-14202	347	1	43	CARDINAL
ajfa-14202	347	2	2007	DATE
ajfa-14202	349	1	new york	GPE
ajfa-14202	349	2	mcgraw hill	ORG
ajfa-14202	350	1	shou	PERSON
ajfa-14202	350	2	s.	PERSON
ajfa-14202	350	3	2014	DATE
ajfa-14202	352	1	cmc	ORG
ajfa-14202	352	2	806	CARDINAL
ajfa-14202	353	1	su	PERSON
ajfa-14202	353	2	& chen	PERSON
ajfa-14202	353	3	2009	DATE
ajfa-14202	356	1	r. s.	PERSON
ajfa-14202	356	2	2010	DATE
ajfa-14202	358	1	3rd	ORDINAL
ajfa-14202	359	1	new york	GPE
ajfa-14202	359	2	john wiley & sons	ORG
ajfa-14202	359	3	140	CARDINAL
ajfa-14202	360	1	n., & weiner	ORG
ajfa-14202	362	1	1	CARDINAL
ajfa-14202	362	2	j. j., & geschiere	PERSON
ajfa-14202	362	3	2015	CARDINAL
ajfa-14202	366	1	wang	PERSON
ajfa-14202	366	2	j., & yang	ORG
ajfa-14202	366	3	m.	PERSON
ajfa-14202	366	4	2009	DATE
ajfa-14202	368	1	journal of international financial markets	ORG
ajfa-14202	368	2	4	CARDINAL
ajfa-14202	368	3	597	CARDINAL
ajfa-14202	369	1	wan-ting	PERSON
ajfa-14202	369	2	w.	PERSON
ajfa-14202	369	3	2014	DATE
ajfa-14202	371	1	journal of business & economics	ORG
ajfa-14202	371	2	12	CARDINAL
ajfa-14202	371	3	67	CARDINAL