id	sid	eid	entity	type
ajfa-14645	1	1	microsoft	ORG
ajfa-14645	1	2	14645-53048	DATE
ajfa-14645	1	3	1-sm(1)-writer2-new.doc	QUANTITY
ajfa-14645	1	4	asian	NORP
ajfa-14645	1	5	finance & accounting	ORG
ajfa-14645	1	6	1946	CARDINAL
ajfa-14645	1	7	11	CARDINAL
ajfa-14645	1	8	1	CARDINAL
ajfa-14645	1	9	202	CARDINAL
ajfa-14645	1	10	vaishali jain	PERSON
ajfa-14645	1	11	india	GPE
ajfa-14645	1	12	india	GPE
ajfa-14645	1	13	institute of management studies symbiosis international	ORG
ajfa-14645	1	14	india	GPE
ajfa-14645	1	15	april 10, 2019	DATE
ajfa-14645	1	16	may 28, 2019	DATE
ajfa-14645	1	17	june 1, 2019	DATE
ajfa-14645	1	18	https://doi.org/10.5296/ajfa.v11i1.14645	ORG
ajfa-14645	1	19	india	GPE
ajfa-14645	1	20	national stock exchange	ORG
ajfa-14645	4	1	15-minute	TIME
ajfa-14645	5	1	asian journal of finance & accounting	ORG
ajfa-14645	5	2	1946	CARDINAL
ajfa-14645	5	3	11	CARDINAL
ajfa-14645	5	4	1	CARDINAL
ajfa-14645	5	5	203	CARDINAL
ajfa-14645	9	1	indian	NORP
ajfa-14645	10	1	asian	NORP
ajfa-14645	10	2	finance & accounting	ORG
ajfa-14645	10	3	1946	CARDINAL
ajfa-14645	10	4	11	CARDINAL
ajfa-14645	10	5	1	CARDINAL
ajfa-14645	10	6	204 1	CARDINAL
ajfa-14645	14	1	one	CARDINAL
ajfa-14645	18	1	two	CARDINAL
ajfa-14645	19	1	firstly	ORDINAL
ajfa-14645	21	1	secondly	ORDINAL
ajfa-14645	23	1	jain & biswal	ORG
ajfa-14645	23	2	2012	DATE
ajfa-14645	23	3	2	CARDINAL
ajfa-14645	27	1	1987	DATE
ajfa-14645	27	2	20 minutes to 45 minutes	TIME
ajfa-14645	27	3	1 minute	TIME
ajfa-14645	28	1	finnerty	PERSON
ajfa-14645	28	2	1987	DATE
ajfa-14645	29	1	stoll	PERSON
ajfa-14645	29	2	whaley (1990	ORG
ajfa-14645	30	1	mmi	ORG
ajfa-14645	30	2	500	CARDINAL
ajfa-14645	30	3	more than 5 minutes	TIME
ajfa-14645	33	1	1993	DATE
ajfa-14645	33	2	the commodity research bureau	ORG
ajfa-14645	34	1	1995	DATE
ajfa-14645	34	2	nsa	ORG
ajfa-14645	35	1	ecm	ORG
ajfa-14645	35	2	daily	DATE
ajfa-14645	35	3	two	CARDINAL
ajfa-14645	36	1	1996	DATE
ajfa-14645	36	2	cac	ORG
ajfa-14645	37	1	ecm	ORG
ajfa-14645	37	2	one-minute	TIME
ajfa-14645	37	3	the asian journal of finance & accounting	ORG
ajfa-14645	37	4	1946	CARDINAL
ajfa-14645	38	1	11	CARDINAL
ajfa-14645	38	2	1	CARDINAL
ajfa-14645	38	3	205	CARDINAL
ajfa-14645	38	4	cac	ORG
ajfa-14645	39	1	cac	ORG
ajfa-14645	40	1	karim	GPE
ajfa-14645	40	2	2005	DATE
ajfa-14645	40	3	malaysian	NORP
ajfa-14645	40	4	daily	DATE
ajfa-14645	41	1	2004	DATE
ajfa-14645	41	2	1995	DATE
ajfa-14645	41	3	gonzalo	GPE
ajfa-14645	41	4	granger	PERSON
ajfa-14645	41	5	1995	DATE
ajfa-14645	42	1	1-minute	TIME
ajfa-14645	42	2	seng	ORG
ajfa-14645	43	1	fleming et al	PERSON
ajfa-14645	44	1	1996	DATE
ajfa-14645	44	2	us	GPE
ajfa-14645	46	1	jong &	ORG
ajfa-14645	46	2	1998	DATE
ajfa-14645	46	3	the amsterdam exchange	ORG
ajfa-14645	46	4	10 minutes	TIME
ajfa-14645	47	1	gwilym &	ORG
ajfa-14645	47	2	2001	DATE
ajfa-14645	47	3	financial times stock exchange	ORG
ajfa-14645	47	4	100	CARDINAL
ajfa-14645	48	1	kang	PERSON
ajfa-14645	48	2	lee, & lee (	ORG
ajfa-14645	48	3	2006	DATE
ajfa-14645	48	4	korea	GPE
ajfa-14645	48	5	5 minutes	TIME
ajfa-14645	49	1	kim	PERSON
ajfa-14645	49	2	2006	DATE
ajfa-14645	49	3	korea	GPE
ajfa-14645	49	4	korea	GPE
ajfa-14645	51	1	debasish & mishra	ORG
ajfa-14645	51	2	2008	DATE
ajfa-14645	53	1	2011	DATE
ajfa-14645	53	2	ten minutes	TIME
ajfa-14645	54	1	ryu	ORG
ajfa-14645	54	2	2015	CARDINAL
ajfa-14645	54	3	200	CARDINAL
ajfa-14645	57	1	lee	PERSON
ajfa-14645	57	2	kang, & ryu	ORG
ajfa-14645	57	3	2015	DATE
ajfa-14645	57	4	intraday	ORDINAL
ajfa-14645	59	1	two	CARDINAL
ajfa-14645	60	1	huang	PERSON
ajfa-14645	60	2	wang, & wang	ORG
ajfa-14645	60	3	2016	DATE
ajfa-14645	60	4	500	CARDINAL
ajfa-14645	61	1	ryu, & yang	ORG
ajfa-14645	61	2	2016	DATE
ajfa-14645	61	3	200	CARDINAL
ajfa-14645	62	1	ryu & yang	ORG
ajfa-14645	62	2	2017	DATE
ajfa-14645	62	3	asian journal of finance & accounting	ORG
ajfa-14645	62	4	1946	CARDINAL
ajfa-14645	62	5	11	CARDINAL
ajfa-14645	62	6	1	CARDINAL
ajfa-14645	62	7	206	CARDINAL
ajfa-14645	64	1	yang	PERSON
ajfa-14645	64	2	2017	DATE
ajfa-14645	66	1	1992	DATE
ajfa-14645	66	2	1992	DATE
ajfa-14645	66	3	2001	DATE
ajfa-14645	66	4	bhanupant	PERSON
ajfa-14645	66	5	bhanupant, 2001	ORG
ajfa-14645	66	6	chen et al	PERSON
ajfa-14645	67	1	chen et al	PERSON
ajfa-14645	67	2	2001	DATE
ajfa-14645	67	3	2003	DATE
ajfa-14645	68	1	2003	DATE
ajfa-14645	68	2	2008	DATE
ajfa-14645	68	3	floros	TIME
ajfa-14645	68	4	floros, 2008	DATE
ajfa-14645	68	5	mahajan & singh (mahajan & singh	ORG
ajfa-14645	68	6	2008	DATE
ajfa-14645	68	7	2009	DATE
ajfa-14645	68	8	kumar et al	PERSON
ajfa-14645	69	1	kumar et al.	PERSON
ajfa-14645	69	2	2009	DATE
ajfa-14645	69	3	2013	DATE
ajfa-14645	69	4	brüggemann et al	PERSON
ajfa-14645	70	1	brüggemann et al.	PERSON
ajfa-14645	70	2	2013	DATE
ajfa-14645	70	3	gurgul &	ORG
ajfa-14645	70	4	gurgul & syrek	ORG
ajfa-14645	70	5	2013	DATE
ajfa-14645	71	1	granger et al	PERSON
ajfa-14645	72	1	1964	DATE
ajfa-14645	72	2	two	CARDINAL
ajfa-14645	74	1	indian	NORP
ajfa-14645	75	1	3	CARDINAL
ajfa-14645	75	2	3.1	CARDINAL
ajfa-14645	75	3	15-minute	TIME
ajfa-14645	75	4	month	DATE
ajfa-14645	75	5	bloomberg	ORG
ajfa-14645	75	6	the period of january 2017 to december 2017	DATE
ajfa-14645	79	1	3.2	CARDINAL
ajfa-14645	79	2	pesaran et al	PERSON
ajfa-14645	79	3	shin, & smith	ORG
ajfa-14645	79	4	2001	DATE
ajfa-14645	83	1	ecm	ORG
ajfa-14645	86	1	1) asian journal	MONEY
ajfa-14645	86	2	finance & accounting	ORG
ajfa-14645	86	3	1946	CARDINAL
ajfa-14645	86	4	11	CARDINAL
ajfa-14645	86	5	1	CARDINAL
ajfa-14645	89	1	2	CARDINAL
ajfa-14645	91	1	4	CARDINAL
ajfa-14645	91	2	i(1	PERSON
ajfa-14645	94	1	1	CARDINAL
ajfa-14645	94	2	0	CARDINAL
ajfa-14645	94	3	≠∝	ORG
ajfa-14645	96	1	2	CARDINAL
ajfa-14645	96	2	0	CARDINAL
ajfa-14645	96	3	h1:𝛽	NORP
ajfa-14645	96	4	≠	PERSON
ajfa-14645	97	1	3	CARDINAL
ajfa-14645	97	2	4	CARDINAL
ajfa-14645	98	1	pesaran et al	PERSON
ajfa-14645	98	2	shin, & smith	ORG
ajfa-14645	98	3	2001	DATE
ajfa-14645	98	4	two	CARDINAL
ajfa-14645	98	5	1	CARDINAL
ajfa-14645	102	1	3.3	CARDINAL
ajfa-14645	102	2	granger	PERSON
ajfa-14645	102	3	engle & granger	ORG
ajfa-14645	102	4	1987	DATE
ajfa-14645	102	5	two	CARDINAL
ajfa-14645	102	6	i(1	WORK_OF_ART
ajfa-14645	102	7	one	CARDINAL
ajfa-14645	103	1	granger	PERSON
ajfa-14645	104	1	granger	PERSON
ajfa-14645	105	1	granger causality	PERSON
ajfa-14645	105	2	asian	NORP
ajfa-14645	105	3	finance & accounting	ORG
ajfa-14645	105	4	1946	CARDINAL
ajfa-14645	106	1	11	CARDINAL
ajfa-14645	106	2	1	CARDINAL
ajfa-14645	106	3	208	CARDINAL
ajfa-14645	109	1	+ 𝑢	MONEY
ajfa-14645	111	1	+ 𝑢 (	MONEY
ajfa-14645	114	1	+ 𝑢 (	MONEY
ajfa-14645	117	1	φ	PERSON
ajfa-14645	120	1	aic	ORG
ajfa-14645	122	1	5 percent	PERCENT
ajfa-14645	123	1	4	CARDINAL
ajfa-14645	123	2	1	CARDINAL
ajfa-14645	123	3	5 percent	PERCENT
ajfa-14645	124	1	5 percent	PERCENT
ajfa-14645	126	1	asian	NORP
ajfa-14645	126	2	finance & accounting	ORG
ajfa-14645	126	3	1946	CARDINAL
ajfa-14645	126	4	11	CARDINAL
ajfa-14645	126	5	1	CARDINAL
ajfa-14645	126	6	209	CARDINAL
ajfa-14645	126	7	1	CARDINAL
ajfa-14645	126	8	1.383215	CARDINAL
ajfa-14645	126	9	0.2370	CARDINAL
ajfa-14645	126	10	423.2759	CARDINAL
ajfa-14645	126	11	0.0000	CARDINAL
ajfa-14645	126	12	31.99496	CARDINAL
ajfa-14645	126	13	0.0000	CARDINAL
ajfa-14645	126	14	30.30069	CARDINAL
ajfa-14645	126	15	0.0000	CARDINAL
ajfa-14645	127	1	5%	PERCENT
ajfa-14645	127	2	3.23	CARDINAL
ajfa-14645	127	3	4.35	CARDINAL
ajfa-14645	127	4	2	CARDINAL
ajfa-14645	130	1	99.27 percent	PERCENT
ajfa-14645	131	1	granger	PERSON
ajfa-14645	132	1	25.91 percent	PERCENT
ajfa-14645	133	1	granger	PERSON
ajfa-14645	134	1	19.5 percent	PERCENT
ajfa-14645	135	1	2	CARDINAL
ajfa-14645	135	2	granger causality	PERSON
ajfa-14645	135	3	0.066753	CARDINAL
ajfa-14645	135	4	0.9354	CARDINAL
ajfa-14645	135	5	1.07122	CARDINAL
ajfa-14645	135	6	0.3427	CARDINAL
ajfa-14645	135	7	1.733595	CARDINAL
ajfa-14645	135	8	0.8554	CARDINAL
ajfa-14645	135	9	0.009469	CARDINAL
ajfa-14645	135	10	0.9906	CARDINAL
ajfa-14645	135	11	0.273945	CARDINAL
ajfa-14645	135	12	0.7604	CARDINAL
ajfa-14645	135	13	0.8290	CARDINAL
ajfa-14645	135	14	0.0000	CARDINAL
ajfa-14645	135	15	1.493275	CARDINAL
ajfa-14645	135	16	0.0923	CARDINAL
ajfa-14645	136	1	0.969910	CARDINAL
ajfa-14645	136	2	0.4872	ORG
ajfa-14645	136	3	1.698347	CARDINAL
ajfa-14645	136	4	0.0399	CARDINAL
ajfa-14645	136	5	0.0000	CARDINAL
ajfa-14645	136	6	0.851604	CARDINAL
ajfa-14645	136	7	0.541120	CARDINAL
ajfa-14645	136	8	1.473722	CARDINAL
ajfa-14645	136	9	0.1260	CARDINAL
ajfa-14645	136	10	0.0000	CARDINAL
ajfa-14645	136	11	5	CARDINAL
ajfa-14645	138	1	asian	NORP
ajfa-14645	138	2	finance & accounting	ORG
ajfa-14645	138	3	1946	CARDINAL
ajfa-14645	139	1	11	CARDINAL
ajfa-14645	139	2	1	CARDINAL
ajfa-14645	139	3	210	CARDINAL
ajfa-14645	146	1	indian	NORP
ajfa-14645	147	1	a.	PERSON
ajfa-14645	147	2	1998	DATE
ajfa-14645	148	1	linear	ORG
ajfa-14645	148	2	granger	PERSON
ajfa-14645	148	3	u.k.	GPE
ajfa-14645	149	1	the journal of futures markets	ORG
ajfa-14645	149	2	18(5	CARDINAL
ajfa-14645	149	3	519-540	CARDINAL
ajfa-14645	150	1	2000	DATE
ajfa-14645	152	1	annales d'économie et de statistique	ORG
ajfa-14645	152	2	178	CARDINAL
ajfa-14645	153	1	t. g.	PERSON
ajfa-14645	153	2	1996	DATE
ajfa-14645	155	1	51(1	CARDINAL
ajfa-14645	155	2	169	CARDINAL
ajfa-14645	156	1	a., & bekaert	ORG
ajfa-14645	156	2	2007	DATE
ajfa-14645	158	1	20(3	CARDINAL
ajfa-14645	158	2	651-707	CARDINAL
ajfa-14645	159	1	j. h.	PERSON
ajfa-14645	159	2	1988	DATE
ajfa-14645	161	1	the journal of finance	ORG
ajfa-14645	161	2	43(4	DATE
ajfa-14645	161	3	949	CARDINAL
ajfa-14645	162	1	https://doi.org/10.1111/j.1540-6261.1988.tb02614.x antoniou	PERSON
ajfa-14645	162	2	a., & garrett	ORG
ajfa-14645	162	3	i.	PERSON
ajfa-14645	162	4	1993	DATE
ajfa-14645	163	1	october 1987	DATE
ajfa-14645	164	1	103(421	CARDINAL
ajfa-14645	164	2	1444-1461	CARDINAL
ajfa-14645	165	1	antoniou	ORG
ajfa-14645	165	2	a., & holmes	ORG
ajfa-14645	165	3	1995	DATE
ajfa-14645	167	1	journal of banking & finance	ORG
ajfa-14645	167	2	19(1	CARDINAL
ajfa-14645	167	3	117	CARDINAL
ajfa-14645	168	1	2009	DATE
ajfa-14645	168	2	october 23	DATE
ajfa-14645	169	1	turkish	NORP
ajfa-14645	170	1	https://doi.org/10.2139/ssrn.1493147 berkman	PERSON
ajfa-14645	170	2	h.	PERSON
ajfa-14645	170	3	brailsford	GPE
ajfa-14645	170	4	t., & frino	ORG
ajfa-14645	170	5	2005	DATE
ajfa-14645	172	1	journal of banking & finance	ORG
ajfa-14645	172	2	29(3	CARDINAL
ajfa-14645	172	3	565	CARDINAL
ajfa-14645	173	1	bessembinder, h., & seguin	ORG
ajfa-14645	173	2	1992	DATE
ajfa-14645	175	1	asian journal of finance & accounting	ORG
ajfa-14645	175	2	1946	CARDINAL
ajfa-14645	175	3	11	CARDINAL
ajfa-14645	175	4	1	CARDINAL
ajfa-14645	175	5	211	CARDINAL
ajfa-14645	175	6	2015-2034	DATE
ajfa-14645	176	1	d. s.	PERSON
ajfa-14645	176	2	omre	PERSON
ajfa-14645	176	3	r., & chand	ORG
ajfa-14645	176	4	2012, november	DATE
ajfa-14645	177	1	indian	NORP
ajfa-14645	178	1	journal of business management & social sciences research	ORG
ajfa-14645	178	2	1(2	CARDINAL
ajfa-14645	178	3	45	CARDINAL
ajfa-14645	179	1	2002	DATE
ajfa-14645	181	1	the italian stock exchange	ORG
ajfa-14645	182	1	183	CARDINAL
ajfa-14645	183	1	t., & tse	ORG
ajfa-14645	183	2	1997	DATE
ajfa-14645	184	1	scandinavian	NORP
ajfa-14645	185	1	journal of banking & finance	ORG
ajfa-14645	185	2	21(6	CARDINAL
ajfa-14645	185	3	811-823	QUANTITY
ajfa-14645	186	1	https://doi.org/10.1016/s03784266(97)00006-x bose	PERSON
ajfa-14645	186	2	s.	PERSON
ajfa-14645	186	3	2006	DATE
ajfa-14645	186	4	jan-june	DATE
ajfa-14645	187	1	indian	NORP
ajfa-14645	188	1	icra bulletin	ORG
ajfa-14645	189	1	81-112	CARDINAL
ajfa-14645	190	1	bose, s.	PERSON
ajfa-14645	190	2	2007	DATE
ajfa-14645	191	1	india	GPE
ajfa-14645	192	1	icra bulletin	ORG
ajfa-14645	192	2	3(3	CARDINAL
ajfa-14645	193	1	bose, s.	PERSON
ajfa-14645	193	2	2007	DATE
ajfa-14645	194	1	indian	NORP
ajfa-14645	195	1	icra bulletin	ORG
ajfa-14645	195	2	3(1	CARDINAL
ajfa-14645	196	1	boyle	PERSON
ajfa-14645	196	2	p. p.	PERSON
ajfa-14645	196	3	byoun,	ORG
ajfa-14645	196	4	s., & park	ORG
ajfa-14645	196	5	h. y.	PERSON
ajfa-14645	196	6	2002	DATE
ajfa-14645	198	1	19	CARDINAL
ajfa-14645	198	2	269	CARDINAL
ajfa-14645	199	1	brooks, c., garrett, i., & hinich	ORG
ajfa-14645	199	2	m. j.	PERSON
ajfa-14645	199	3	1999	DATE
ajfa-14645	201	1	applied financial economics	ORG
ajfa-14645	201	2	9(6	CARDINAL
ajfa-14645	201	3	605-613	CARDINAL
ajfa-14645	202	1	a. g.	PERSON
ajfa-14645	202	2	s. (2001	ORG
ajfa-14645	203	1	100	CARDINAL
ajfa-14645	204	1	17(1	CARDINAL
ajfa-14645	204	2	31-44	DATE
ajfa-14645	205	1	2004	DATE
ajfa-14645	207	1	59(3	CARDINAL
ajfa-14645	207	2	1235-1258	CARDINAL
ajfa-14645	209	1	chan	PERSON
ajfa-14645	209	2	k.	PERSON
ajfa-14645	209	3	1992	DATE
ajfa-14645	211	1	5(1	CARDINAL
ajfa-14645	211	2	123	CARDINAL
ajfa-14645	212	1	chan	GPE
ajfa-14645	212	2	k., & chung	ORG
ajfa-14645	212	3	1993	DATE
ajfa-14645	213	1	intraday	TIME
ajfa-14645	214	1	journal of banking & finance	ORG
ajfa-14645	214	2	17(4	CARDINAL
ajfa-14645	214	3	663-687	CARDINAL
ajfa-14645	215	1	https://doi.org/10.1016/0378-4266(93)90006-y chan	PERSON
ajfa-14645	215	2	k.	PERSON
ajfa-14645	215	3	chan	PERSON
ajfa-14645	215	4	k., & karolyi	ORG
ajfa-14645	215	5	1991	DATE
ajfa-14645	216	1	asian journal of finance & accounting	ORG
ajfa-14645	216	2	1946	CARDINAL
ajfa-14645	217	1	11	CARDINAL
ajfa-14645	217	2	1	CARDINAL
ajfa-14645	217	3	212	CARDINAL
ajfa-14645	218	1	4(4	CARDINAL
ajfa-14645	218	2	657-684	CARDINAL
ajfa-14645	219	1	chan	PERSON
ajfa-14645	219	2	s.-j.	GPE
ajfa-14645	219	3	lin	PERSON
ajfa-14645	219	4	c.-c.	GPE
ajfa-14645	219	5	& lin	PERSON
ajfa-14645	219	6	c.-h	ORG
ajfa-14645	220	1	n.d.	GPE
ajfa-14645	222	1	http://www.jgbm.org/page/9%20shih-ju%20chan.pdf chang	PERSON
ajfa-14645	222	2	chou	PERSON
ajfa-14645	222	3	r. y.	PERSON
ajfa-14645	222	4	e. f. (	PERSON
ajfa-14645	222	5	2000	DATE
ajfa-14645	224	1	the journal of futures markets	ORG
ajfa-14645	224	2	20(2	CARDINAL
ajfa-14645	224	3	105	CARDINAL
ajfa-14645	225	1	chiang	PERSON
ajfa-14645	225	2	r., & fong	ORG
ajfa-14645	225	3	w.-m	PERSON
ajfa-14645	226	1	2001	DATE
ajfa-14645	228	1	journal of banking & finance	ORG
ajfa-14645	228	2	25(2	CARDINAL
ajfa-14645	228	3	355375	DATE
ajfa-14645	229	1	https://doi.org/10.1016/s0378-4266(99)00127-2	CARDINAL
ajfa-14645	229	2	k., & bajaj	ORG
ajfa-14645	229	3	s.	GPE
ajfa-14645	229	4	2012	DATE
ajfa-14645	230	1	intraday	TIME
ajfa-14645	231	1	eurasian	NORP
ajfa-14645	231	2	5(9	CARDINAL
ajfa-14645	231	3	165	CARDINAL
ajfa-14645	232	1	cornell	ORG
ajfa-14645	232	2	b., & french	ORG
ajfa-14645	232	3	k. r.	PERSON
ajfa-14645	232	4	1983	DATE
ajfa-14645	234	1	the journal of finance	ORG
ajfa-14645	234	2	38(3	CARDINAL
ajfa-14645	234	3	675	CARDINAL
ajfa-14645	235	1	https://doi.org/10.1111/j.1540-6261.1983.tb02496.x	GPE
ajfa-14645	235	2	m.	PERSON
ajfa-14645	235	3	khoury	PERSON
ajfa-14645	235	4	n.	PERSON
ajfa-14645	235	5	s., & savor	ORG
ajfa-14645	235	6	m.	PERSON
ajfa-14645	235	7	2010, november	DATE
ajfa-14645	236	1	one	CARDINAL
ajfa-14645	236	2	four	CARDINAL
ajfa-14645	236	3	canada	GPE
ajfa-14645	237	1	ssrn electronic journal	ORG
ajfa-14645	238	1	https://doi.org/10.2139/ssrn.1717246 debasish	PERSON
ajfa-14645	238	2	s. s.	PERSON
ajfa-14645	238	3	2009	DATE
ajfa-14645	239	1	india	GPE
ajfa-14645	240	1	the journal of risk finance	ORG
ajfa-14645	241	1	debasish	GPE
ajfa-14645	241	2	s. s.	PERSON
ajfa-14645	241	3	2008	DATE
ajfa-14645	243	1	indian	NORP
ajfa-14645	243	2	12	CARDINAL
ajfa-14645	243	3	81-100	CARDINAL
ajfa-14645	244	1	dickey	PERSON
ajfa-14645	244	2	d. a.	PERSON
ajfa-14645	244	3	d. p., & fuller	ORG
ajfa-14645	244	4	w. a.	PERSON
ajfa-14645	244	5	1984	DATE
ajfa-14645	246	1	the american statistical association	ORG
ajfa-14645	246	2	79(386	DATE
ajfa-14645	246	3	355-367	CARDINAL
ajfa-14645	247	1	f. x.	PERSON
ajfa-14645	247	2	& yilmaz	ORG
ajfa-14645	247	3	k.	PERSON
ajfa-14645	247	4	2009	DATE
ajfa-14645	247	5	january	DATE
ajfa-14645	249	1	119(534	CARDINAL
ajfa-14645	249	2	158171	DATE
ajfa-14645	250	1	d., & heath, a.	ORG
ajfa-14645	250	2	2007	DATE
ajfa-14645	250	3	march	DATE
ajfa-14645	252	1	quarterly	DATE
ajfa-14645	253	1	53-67	CARDINAL
ajfa-14645	254	1	easley	GPE
ajfa-14645	254	2	d.	NORP
ajfa-14645	254	3	o'hara, m., & srinivas	ORG
ajfa-14645	254	4	1998	DATE
ajfa-14645	256	1	the journal of finance	ORG
ajfa-14645	256	2	53(2	CARDINAL
ajfa-14645	256	3	431	CARDINAL
ajfa-14645	257	1	https://doi.org/10.1111/0022-1082.194060 edwards	PERSON
ajfa-14645	257	2	f. r.	PERSON
ajfa-14645	257	3	1988	DATE
ajfa-14645	259	1	44(1	CARDINAL
ajfa-14645	259	2	63	CARDINAL
ajfa-14645	260	1	asian	NORP
ajfa-14645	260	2	finance & accounting	ORG
ajfa-14645	260	3	1946	CARDINAL
ajfa-14645	260	4	11	CARDINAL
ajfa-14645	260	5	1	CARDINAL
ajfa-14645	260	6	213	CARDINAL
ajfa-14645	261	1	2013, december	DATE
ajfa-14645	263	1	2(12	CARDINAL
ajfa-14645	263	2	162	CARDINAL
ajfa-14645	264	1	engle	PERSON
ajfa-14645	264	2	r., & granger	ORG
ajfa-14645	264	3	1987	DATE
ajfa-14645	266	1	econometrica	PERSON
ajfa-14645	266	2	251	CARDINAL
ajfa-14645	268	1	2004	DATE
ajfa-14645	269	1	indian	NORP
ajfa-14645	270	1	fleming	ORG
ajfa-14645	270	2	j.	PERSON
ajfa-14645	270	3	b., & whaley	ORG
ajfa-14645	270	4	r. e.	PERSON
ajfa-14645	270	5	1996	DATE
ajfa-14645	272	1	the journal of futures markets	ORG
ajfa-14645	272	2	16(4	CARDINAL
ajfa-14645	272	3	353387.https://doi.org/10.1002/(sici)1096-9934(199606)16:4<353::aid-fut1>3.0.co;2-h floros	DATE
ajfa-14645	272	4	c., & d.	ORG
ajfa-14645	273	1	2007	DATE
ajfa-14645	274	1	2001	DATE
ajfa-14645	275	1	international research journal	ORG
ajfa-14645	275	2	7	CARDINAL
ajfa-14645	275	3	168	CARDINAL
ajfa-14645	276	1	frino	GPE
ajfa-14645	276	2	a., & west,	ORG
ajfa-14645	276	3	a.	GPE
ajfa-14645	276	4	1999	DATE
ajfa-14645	277	1	australian	NORP
ajfa-14645	278	1	abacus	GPE
ajfa-14645	278	2	35(3	DATE
ajfa-14645	278	3	333	CARDINAL
ajfa-14645	279	1	https://doi.org/10.1111/1467-6281.00049 fung	PERSON
ajfa-14645	279	2	j. k.	PERSON
ajfa-14645	279	3	jiang	PERSON
ajfa-14645	279	4	l., & cheng	ORG
ajfa-14645	279	5	l. t.	PERSON
ajfa-14645	279	6	2001	DATE
ajfa-14645	279	7	august	DATE
ajfa-14645	282	1	m. (	PERSON
ajfa-14645	282	2	2013, march	DATE
ajfa-14645	283	1	india	GPE
ajfa-14645	284	1	financial services & management	ORG
ajfa-14645	284	2	2(3	CARDINAL
ajfa-14645	284	3	38-50	CARDINAL
ajfa-14645	285	1	gupta	GPE
ajfa-14645	285	2	d. k.	PERSON
ajfa-14645	285	3	d. b.	PERSON
ajfa-14645	285	4	2007	DATE
ajfa-14645	286	1	national stock exchange of	ORG
ajfa-14645	286	2	india	GPE
ajfa-14645	287	1	gupta	GPE
ajfa-14645	287	2	k., & singh	ORG
ajfa-14645	287	3	2006	DATE
ajfa-14645	288	1	indian	NORP
ajfa-14645	289	1	the icfai journal	ORG
ajfa-14645	289	2	3(3	CARDINAL
ajfa-14645	289	3	23	CARDINAL
ajfa-14645	290	1	https://doi.org/10.2139/ssrn.874913 gwilym	PERSON
ajfa-14645	290	2	o. a., & buckle	ORG
ajfa-14645	290	3	m. (2001	ORG
ajfa-14645	292	1	11(4	DATE
ajfa-14645	292	2	385	CARDINAL
ajfa-14645	293	1	https://doi.org/10.1080/096031001300313947 gwilym	PERSON
ajfa-14645	293	2	o. a., & buckle	ORG
ajfa-14645	293	3	m. (2001	ORG
ajfa-14645	295	1	11(4	DATE
ajfa-14645	295	2	385	CARDINAL
ajfa-14645	296	1	hamid	GPE
ajfa-14645	296	2	s. a.	PERSON
ajfa-14645	296	3	iqbal	PERSON
ajfa-14645	296	4	z.	PERSON
ajfa-14645	297	1	500	CARDINAL
ajfa-14645	298	1	journal of business research	ORG
ajfa-14645	298	2	1116	CARDINAL
ajfa-14645	299	1	https://doi.org/10.1016/s0148-2963(03)00043-2 haq	PERSON
ajfa-14645	299	2	i. u., & rao	ORG
ajfa-14645	299	3	k.	PERSON
ajfa-14645	299	4	2012	DATE
ajfa-14645	300	1	india	GPE
ajfa-14645	301	1	smart journal of business management studies	ORG
ajfa-14645	301	2	8(2	CARDINAL
ajfa-14645	301	3	29	CARDINAL
ajfa-14645	302	1	hasbrouck	PERSON
ajfa-14645	302	2	j. (1995	ORG
ajfa-14645	303	1	one	CARDINAL
ajfa-14645	303	2	asian journal of finance & accounting	ORG
ajfa-14645	303	3	1946	CARDINAL
ajfa-14645	303	4	11	CARDINAL
ajfa-14645	303	5	1	CARDINAL
ajfa-14645	303	6	214	CARDINAL
ajfa-14645	304	1	1175-1199	CARDINAL
ajfa-14645	305	1	ismr	DATE
ajfa-14645	306	1	2004	DATE
ajfa-14645	307	1	indian	NORP
ajfa-14645	308	1	national stock exchange of	ORG
ajfa-14645	308	2	india	GPE
ajfa-14645	308	3	mumbai	GPE
ajfa-14645	308	4	india	GPE
ajfa-14645	308	5	jackline	GPE
ajfa-14645	308	6	s., & deo	ORG
ajfa-14645	308	7	d. m.	PERSON
ajfa-14645	308	8	2011	DATE
ajfa-14645	309	1	indian	NORP
ajfa-14645	310	1	apjrbm	PERSON
ajfa-14645	310	2	2(1	CARDINAL
ajfa-14645	310	3	56-65	DATE
ajfa-14645	311	1	jackline	ORG
ajfa-14645	311	2	s., & deo	ORG
ajfa-14645	311	3	2011	DATE
ajfa-14645	311	4	july	DATE
ajfa-14645	313	1	journal of economics	ORG
ajfa-14645	313	2	424	CARDINAL
ajfa-14645	314	1	http://www.academicjournals.org/jeif jain	ORG
ajfa-14645	314	2	a., & biswal	ORG
ajfa-14645	314	3	p. c.	PERSON
ajfa-14645	314	4	2012	DATE
ajfa-14645	315	1	india	GPE
ajfa-14645	316	1	2012	DATE
ajfa-14645	317	1	busan	GPE
ajfa-14645	317	2	south korea	GPE
ajfa-14645	318	1	https://doi.org/10.2139/ssrn.2136420 jogani	PERSON
ajfa-14645	318	2	a., & fernandes	ORG
ajfa-14645	318	3	k.	PERSON
ajfa-14645	318	4	2003	DATE
ajfa-14645	319	1	india	GPE
ajfa-14645	320	1	s. thomas	PERSON
ajfa-14645	320	2	ed	PERSON
ajfa-14645	320	3	india	GPE
ajfa-14645	321	1	tata mcgraw-hill publishing company limited	ORG
ajfa-14645	321	2	new delhi	GPE
ajfa-14645	321	3	india	GPE
ajfa-14645	322	1	johansen	PERSON
ajfa-14645	322	2	s.	PERSON
ajfa-14645	322	3	1991	DATE
ajfa-14645	324	1	econometrica	ORG
ajfa-14645	324	2	59(6	CARDINAL
ajfa-14645	324	3	1551-1580	CARDINAL
ajfa-14645	325	1	jong	GPE
ajfa-14645	325	2	f. d.	PERSON
ajfa-14645	325	3	m. w.	PERSON
ajfa-14645	325	4	1998	DATE
ajfa-14645	326	1	intraday	TIME
ajfa-14645	327	1	european	NORP
ajfa-14645	327	2	1(3	CARDINAL
ajfa-14645	327	3	337-359	CARDINAL
ajfa-14645	328	1	f. d.	PERSON
ajfa-14645	328	2	t. (1997)	ORG
ajfa-14645	330	1	4(2-3	CARDINAL
ajfa-14645	330	2	259	CARDINAL
ajfa-14645	331	1	https://doi.org/10.1016/s0927-5398(97)00009-1 jr.	PERSON
ajfa-14645	331	2	j. f., & carter	PERSON
ajfa-14645	331	3	d. a.	PERSON
ajfa-14645	331	4	2000	DATE
ajfa-14645	333	1	quarterly	DATE
ajfa-14645	333	2	431	CARDINAL
ajfa-14645	334	1	https://doi.org/10.1016/s1062-9769(00)00050-8 kang	PERSON
ajfa-14645	334	2	j., lee	PERSON
ajfa-14645	334	3	c. j.	PERSON
ajfa-14645	334	4	s.	PERSON
ajfa-14645	334	5	2006	DATE
ajfa-14645	336	1	5(3	CARDINAL
ajfa-14645	336	2	235-261	CARDINAL
ajfa-14645	337	1	g., & i.sogiakas	ORG
ajfa-14645	337	2	2010	DATE
ajfa-14645	339	1	34(1	CARDINAL
ajfa-14645	340	1	https://doi.org/10.1007/s11156-009-0149-4 karim	PERSON
ajfa-14645	340	2	m. z.	PERSON
ajfa-14645	340	3	c. s.	PERSON
ajfa-14645	340	4	2005	DATE
ajfa-14645	341	1	malaysia	GPE
ajfa-14645	342	1	chulalongkorn journal of economics	ORG
ajfa-14645	342	2	17(1	CARDINAL
ajfa-14645	342	3	53-72	DATE
ajfa-14645	343	1	asian journal of finance & accounting	ORG
ajfa-14645	343	2	1946	CARDINAL
ajfa-14645	343	3	11	CARDINAL
ajfa-14645	343	4	1	CARDINAL
ajfa-14645	343	5	215	CARDINAL
ajfa-14645	343	6	m. (	PERSON
ajfa-14645	343	7	2005	DATE
ajfa-14645	343	8	july september	DATE
ajfa-14645	344	1	indian	NORP
ajfa-14645	345	1	30(3	CARDINAL
ajfa-14645	345	2	21	CARDINAL
ajfa-14645	347	1	kavussanos	NORP
ajfa-14645	347	2	m. g.	PERSON
ajfa-14645	347	3	i. d., & alexakis	PERSON
ajfa-14645	347	4	2008	DATE
ajfa-14645	349	1	european financial management	ORG
ajfa-14645	349	2	14(5	CARDINAL
ajfa-14645	349	3	1007-1025	DATE
ajfa-14645	350	1	https://doi.org/10.1111/j.1468-036x.2007.00412.x kawaller	PERSON
ajfa-14645	350	2	i. g.	PERSON
ajfa-14645	350	3	koch	GPE
ajfa-14645	350	4	d., & koch	ORG
ajfa-14645	350	5	t. w.	PERSON
ajfa-14645	350	6	1987	DATE
ajfa-14645	352	1	42(5	CARDINAL
ajfa-14645	352	2	1309	CARDINAL
ajfa-14645	353	1	i. g.	PERSON
ajfa-14645	353	2	koch	GPE
ajfa-14645	353	3	d., & koch	ORG
ajfa-14645	353	4	t. w.	PERSON
ajfa-14645	353	5	1990	DATE
ajfa-14645	355	1	journal of banking & finance	ORG
ajfa-14645	355	2	14(2-3	DATE
ajfa-14645	355	3	373	CARDINAL
ajfa-14645	356	1	2004, october	DATE
ajfa-14645	357	1	athens	GPE
ajfa-14645	358	1	6(3	CARDINAL
ajfa-14645	358	2	229243	DATE
ajfa-14645	359	1	kumar	PERSON
ajfa-14645	359	2	2009	DATE
ajfa-14645	360	1	indian	NORP
ajfa-14645	361	1	20(3	CARDINAL
ajfa-14645	361	2	220	CARDINAL
ajfa-14645	362	1	s., & pauletto	ORG
ajfa-14645	362	2	2012	DATE
ajfa-14645	365	1	zurich	GPE
ajfa-14645	365	2	lee	PERSON
ajfa-14645	365	3	& rui	PERSON
ajfa-14645	365	4	o. m.	PERSON
ajfa-14645	365	5	2002	DATE
ajfa-14645	367	1	journal of banking & finance	ORG
ajfa-14645	367	2	26(1	CARDINAL
ajfa-14645	367	3	51	CARDINAL
ajfa-14645	368	1	lipuma	PERSON
ajfa-14645	368	2	e., & lee	ORG
ajfa-14645	368	3	2005	DATE
ajfa-14645	370	1	404	CARDINAL
ajfa-14645	371	1	a., & ramaswamy	ORG
ajfa-14645	371	2	1988	DATE
ajfa-14645	373	1	1(2	CARDINAL
ajfa-14645	373	2	137	CARDINAL
ajfa-14645	374	1	r. k.	PERSON
ajfa-14645	374	2	p. k.	PERSON
ajfa-14645	375	1	2012	DATE
ajfa-14645	375	2	february	DATE
ajfa-14645	376	1	india	GPE
ajfa-14645	377	1	international journal of research	ORG
ajfa-14645	377	2	2(2	CARDINAL
ajfa-14645	377	3	104	CARDINAL
ajfa-14645	377	4	h. m.	PERSON
ajfa-14645	377	5	2011	DATE
ajfa-14645	377	6	march	DATE
ajfa-14645	378	1	intraday	DATE
ajfa-14645	378	2	india	GPE
ajfa-14645	379	1	india	GPE
ajfa-14645	379	2	163	CARDINAL
ajfa-14645	379	3	martens	ORG
ajfa-14645	379	4	2002	DATE
ajfa-14645	380	1	500	CARDINAL
ajfa-14645	381	1	journal of futures markets	ORG
ajfa-14645	381	2	22(6	CARDINAL
ajfa-14645	381	3	497	CARDINAL
ajfa-14645	382	1	https://doi.org/10.1002/fut.10016 maurer	PERSON
ajfa-14645	382	2	2002	DATE
ajfa-14645	384	1	31(1	CARDINAL
ajfa-14645	384	2	15	CARDINAL
ajfa-14645	385	1	j. h., & najand	ORG
ajfa-14645	385	2	m. (1999).	ORG
ajfa-14645	386	1	asian	NORP
ajfa-14645	386	2	finance & accounting	ORG
ajfa-14645	386	3	1946	CARDINAL
ajfa-14645	386	4	11	CARDINAL
ajfa-14645	386	5	1	CARDINAL
ajfa-14645	386	6	216	CARDINAL
ajfa-14645	386	7	korea	GPE
ajfa-14645	387	1	journal of futures markets	ORG
ajfa-14645	387	2	19(2	CARDINAL
ajfa-14645	387	3	217	CARDINAL
ajfa-14645	388	1	s. o.	PERSON
ajfa-14645	388	2	s.	PERSON
ajfa-14645	388	3	kim	PERSON
ajfa-14645	388	4	h. k.	PERSON
ajfa-14645	388	5	b. c.	PERSON
ajfa-14645	388	6	2006	DATE
ajfa-14645	389	1	200	CARDINAL
ajfa-14645	390	1	15	CARDINAL
ajfa-14645	390	2	398	CARDINAL
ajfa-14645	391	1	https://doi.org/10.1016/j.irfa.2006.02.003 o'connor	PERSON
ajfa-14645	391	2	m. l.	PERSON
ajfa-14645	391	3	1999	DATE
ajfa-14645	393	1	34(4	CARDINAL
ajfa-14645	393	2	95	CARDINAL
ajfa-14645	394	1	okur	PERSON
ajfa-14645	394	2	m., & cevik	ORG
ajfa-14645	394	3	e. i.	PERSON
ajfa-14645	394	4	2012	DATE
ajfa-14645	395	1	turkish	NORP
ajfa-14645	396	1	99-116	CARDINAL
ajfa-14645	397	1	e., & ravindra	ORG
ajfa-14645	397	2	2012	DATE
ajfa-14645	397	3	january	DATE
ajfa-14645	398	1	india	GPE
ajfa-14645	399	1	international journal of research	ORG
ajfa-14645	399	2	2(1	CARDINAL
ajfa-14645	399	3	89	CARDINAL
ajfa-14645	400	1	pesaran	ORG
ajfa-14645	400	2	m. h.	PERSON
ajfa-14645	400	3	r. j.	PERSON
ajfa-14645	400	4	2001	DATE
ajfa-14645	402	1	16	CARDINAL
ajfa-14645	402	2	289	CARDINAL
ajfa-14645	403	1	r. s.	PERSON
ajfa-14645	403	2	2001	DATE
ajfa-14645	405	1	the energy journal	ORG
ajfa-14645	405	2	22(3	CARDINAL
ajfa-14645	405	3	1-29	CARDINAL
ajfa-14645	406	1	https://doi.org/10.5547/issn0195-6574-ej-vol22-no3-1	CARDINAL
ajfa-14645	406	2	m. a.	PERSON
ajfa-14645	406	3	a. j., & o'neill	PERSON
ajfa-14645	406	4	h. m.	PERSON
ajfa-14645	406	5	1998	DATE
ajfa-14645	408	1	the journal of futures markets	ORG
ajfa-14645	408	2	297	CARDINAL
ajfa-14645	409	1	s.	PERSON
ajfa-14645	409	2	2002	DATE
ajfa-14645	410	1	indian	NORP
ajfa-14645	411	1	journal of business finance & accounting	ORG
ajfa-14645	411	2	29(9	CARDINAL
ajfa-14645	411	3	1275	CARDINAL
ajfa-14645	412	1	j. m., & summers	PERSON
ajfa-14645	412	2	l. h. (	ORG
ajfa-14645	412	3	1986	DATE
ajfa-14645	412	4	december	DATE
ajfa-14645	414	1	american	NORP
ajfa-14645	414	2	1142-1151	CARDINAL
ajfa-14645	415	1	purohit	GPE
ajfa-14645	415	2	d.	NORP
ajfa-14645	415	3	chhatwal, h., & puri	ORG
ajfa-14645	415	4	2012, july	DATE
ajfa-14645	417	1	international journal of research	ORG
ajfa-14645	417	2	2(7	CARDINAL
ajfa-14645	417	3	24	CARDINAL
ajfa-14645	418	1	ryoo	GPE
ajfa-14645	418	2	h. j., & smith	PERSON
ajfa-14645	418	3	2004	DATE
ajfa-14645	419	1	korean	NORP
ajfa-14645	420	1	14	DATE
ajfa-14645	420	2	243	CARDINAL
ajfa-14645	420	3	251	CARDINAL
ajfa-14645	421	1	ryoo	GPE
ajfa-14645	421	2	h.-j.	ORG
ajfa-14645	421	3	2004	DATE
ajfa-14645	422	1	korean	NORP
ajfa-14645	423	1	14(4	CARDINAL
ajfa-14645	423	2	243	CARDINAL
ajfa-14645	423	3	251	CARDINAL
ajfa-14645	424	1	m. s.	PERSON
ajfa-14645	424	2	d. r.	NORP
ajfa-14645	424	3	2014	DATE
ajfa-14645	424	4	mar-apr	TIME
ajfa-14645	425	1	india	GPE
ajfa-14645	425	2	asian	NORP
ajfa-14645	425	3	finance & accounting	ORG
ajfa-14645	425	4	1946	CARDINAL
ajfa-14645	425	5	11	CARDINAL
ajfa-14645	425	6	1	CARDINAL
ajfa-14645	425	7	217	CARDINAL
ajfa-14645	426	1	iosr journal of economics	ORG
ajfa-14645	426	2	3(3	CARDINAL
ajfa-14645	426	3	25	CARDINAL
ajfa-14645	427	1	https://doi.org/10.9790/5933-0332542 salinger	PERSON
ajfa-14645	427	2	m. a.	PERSON
ajfa-14645	427	3	1989	DATE
ajfa-14645	429	1	journal of financial services research	ORG
ajfa-14645	429	2	3(2	CARDINAL
ajfa-14645	429	3	121	CARDINAL
ajfa-14645	430	1	silvapulle	PERSON
ajfa-14645	430	2	p., & a.moosa	ORG
ajfa-14645	430	3	i.	PERSON
ajfa-14645	430	4	1999	DATE
ajfa-14645	432	1	the journal of futures markets	ORG
ajfa-14645	432	2	19(2	CARDINAL
ajfa-14645	432	3	175	CARDINAL
ajfa-14645	433	1	https://doi.org/10.1002/(sici)1096-9934(199904)19:2<175::aid-fut3>3.0.co;2-h songyoo	PERSON
ajfa-14645	433	2	k.	PERSON
ajfa-14645	433	3	2013	DATE
ajfa-14645	433	4	january	DATE
ajfa-14645	435	1	6/2013	CARDINAL
ajfa-14645	436	1	srinivasan	ORG
ajfa-14645	436	2	2011	DATE
ajfa-14645	437	1	indian	NORP
ajfa-14645	438	1	asia-pacific journal of management research	ORG
ajfa-14645	438	2	7(1	DATE
ajfa-14645	438	3	81-91	CARDINAL
ajfa-14645	439	1	srinivasan	GPE
ajfa-14645	439	2	k., & deo	ORG
ajfa-14645	439	3	2009	DATE
ajfa-14645	440	1	indian	NORP
ajfa-14645	441	1	asia-pacific journal	LOC
ajfa-14645	441	2	5(1	CARDINAL
ajfa-14645	441	3	11	CARDINAL
ajfa-14645	442	1	https://doi.org/10.1177/097324700900500302 stephan	PERSON
ajfa-14645	442	2	j. a.	PERSON
ajfa-14645	442	3	r. e.	PERSON
ajfa-14645	442	4	1990	DATE
ajfa-14645	443	1	intraday	TIME
ajfa-14645	444	1	the journal of finance	ORG
ajfa-14645	444	2	45(1	CARDINAL
ajfa-14645	444	3	191-220	CARDINAL
ajfa-14645	445	1	https://doi.org/10.1111/j.1540-6261.1990.tb05087.x stoll	PERSON
ajfa-14645	445	2	h. r.	PERSON
ajfa-14645	445	3	r. e.	PERSON
ajfa-14645	445	4	1990	DATE
ajfa-14645	447	1	441	CARDINAL
ajfa-14645	448	1	stoll, h., & whaley	ORG
ajfa-14645	448	2	1990	DATE
ajfa-14645	450	1	3(1	CARDINAL
ajfa-14645	450	2	37	CARDINAL
ajfa-14645	450	3	a.	PERSON
ajfa-14645	450	4	1991	DATE
ajfa-14645	452	1	4(1	CARDINAL
ajfa-14645	452	2	17	CARDINAL
ajfa-14645	452	3	r. i.	PERSON
ajfa-14645	452	4	2012	DATE
ajfa-14645	453	1	indian	NORP
ajfa-14645	455	1	chidambaram	PERSON
ajfa-14645	455	2	india	GPE
ajfa-14645	455	3	annamalai university	ORG
ajfa-14645	456	1	r. k.	PERSON
ajfa-14645	456	2	2013	DATE
ajfa-14645	456	3	february	DATE
ajfa-14645	458	1	1999	DATE
ajfa-14645	460	1	journal of futures markets	ORG
ajfa-14645	460	2	19(8	CARDINAL
ajfa-14645	460	3	911	CARDINAL
ajfa-14645	461	1	y. k.	PERSON
ajfa-14645	462	1	1995	DATE
ajfa-14645	464	1	14(7	CARDINAL
ajfa-14645	464	2	553	CARDINAL
ajfa-14645	465	1	asian	NORP
ajfa-14645	465	2	finance & accounting	ORG
ajfa-14645	465	3	1946	CARDINAL
ajfa-14645	465	4	11	CARDINAL
ajfa-14645	465	5	1	CARDINAL
ajfa-14645	465	6	218	CARDINAL
ajfa-14645	465	7	y. k., & chan	ORG
ajfa-14645	465	8	w.-s	GPE
ajfa-14645	466	1	2010	DATE
ajfa-14645	468	1	japanese	NORP
ajfa-14645	468	2	492	CARDINAL
ajfa-14645	469	1	e.	PERSON
ajfa-14645	469	2	2012	DATE
ajfa-14645	470	1	turkey	GPE
ajfa-14645	471	1	9(2	CARDINAL
ajfa-14645	471	2	208	CARDINAL
ajfa-14645	472	1	a., & kumar	ORG
ajfa-14645	472	2	s.	PERSON
ajfa-14645	472	3	2010	DATE
ajfa-14645	474	1	international research journal	ORG
ajfa-14645	474	2	37	DATE
ajfa-14645	474	3	15	CARDINAL
ajfa-14645	475	1	wahab	PERSON
ajfa-14645	475	2	m., & lashgari	ORG
ajfa-14645	475	3	m. (	PERSON
ajfa-14645	475	4	1993	DATE
ajfa-14645	477	1	the journal of futures markets	ORG
ajfa-14645	477	2	13(7	CARDINAL
ajfa-14645	477	3	711	CARDINAL
ajfa-14645	478	1	e. j. (	PERSON
ajfa-14645	478	2	2008	DATE
ajfa-14645	480	1	crawley	GPE
ajfa-14645	480	2	australia	GPE
ajfa-14645	480	3	university of western australia	ORG
ajfa-14645	481	1	https://doi.org/10.2139/ssrn.1141689 xie	PERSON
ajfa-14645	481	2	s., & huang	ORG
ajfa-14645	481	3	j.	PERSON
ajfa-14645	481	4	2013, july	DATE
ajfa-14645	482	1	china	GPE
ajfa-14645	482	2	daily	DATE
ajfa-14645	483	1	1(2	CARDINAL
ajfa-14645	483	2	40-54	CARDINAL
ajfa-14645	484	1	https://doi.org/10.1080/20954816.2013.11673859 zakaria	PERSON
ajfa-14645	484	2	z., & shamsuddin	ORG
ajfa-14645	484	3	s.	PERSON
ajfa-14645	484	4	2012	DATE
ajfa-14645	485	1	malaysia	GPE
ajfa-14645	486	1	journal of business	ORG
ajfa-14645	486	2	quarterly	DATE
ajfa-14645	486	3	4(2	CARDINAL
ajfa-14645	486	4	103-112	CARDINAL
ajfa-14645	487	1	zhong	PERSON
ajfa-14645	487	2	darrat	NORP
ajfa-14645	487	3	a. f., & otero	PERSON
ajfa-14645	487	4	r.	GPE
ajfa-14645	487	5	2004	DATE
ajfa-14645	488	1	mexico	GPE
ajfa-14645	489	1	journal of banking & finance	ORG
ajfa-14645	489	2	28(12	CARDINAL
ajfa-14645	489	3	30373054	DATE
ajfa-14645	490	1	https://doi.org/10.1016/j.jbankfin.2004.05.001	ORG
ajfa-14645	490	2	first	ORDINAL
ajfa-14645	491	1	http://creativecommons.org/licenses/by/3.0/	ORG