id	sid	eid	entity	type
ajfa-1560	1	1	microsoft	ORG
ajfa-1560	1	2	1560-6159-2	CARDINAL
ajfa-1560	1	3	asian	NORP
ajfa-1560	1	4	finance & accounting	ORG
ajfa-1560	1	5	2012	DATE
ajfa-1560	1	6	4	CARDINAL
ajfa-1560	1	7	1	CARDINAL
ajfa-1560	1	8	259	CARDINAL
ajfa-1560	1	9	university of delhi sakshi jain research	ORG
ajfa-1560	1	10	university of delhi	ORG
ajfa-1560	1	11	march 28, 2012	DATE
ajfa-1560	1	12	may 5, 2012	DATE
ajfa-1560	1	13	june 1, 2012	DATE
ajfa-1560	1	14	january 1993 to february 2008	DATE
ajfa-1560	2	1	up to 12 months	DATE
ajfa-1560	2	2	india	GPE
ajfa-1560	2	3	south korea	GPE
ajfa-1560	3	1	up to 60 months	DATE
ajfa-1560	3	2	brazil	GPE
ajfa-1560	3	3	60-12-12	CARDINAL
ajfa-1560	4	1	india	GPE
ajfa-1560	4	2	russia	GPE
ajfa-1560	4	3	south korea	GPE
ajfa-1560	4	4	south africa	GPE
ajfa-1560	4	5	china	GPE
ajfa-1560	5	1	liu	PERSON
ajfa-1560	5	2	2008	DATE
ajfa-1560	10	1	capm	PERSON
ajfa-1560	10	2	french	NORP
ajfa-1560	10	3	jel	ORG
ajfa-1560	10	4	g14	GPE
ajfa-1560	10	5	g15 asian journal of finance & accounting	ORG
ajfa-1560	10	6	2012	DATE
ajfa-1560	10	7	4	CARDINAL
ajfa-1560	10	8	1 www.macrothink.org/ajfa 260 1	QUANTITY
ajfa-1560	11	1	goldman sachs	ORG
ajfa-1560	11	2	2001	DATE
ajfa-1560	11	3	brics	GPE
ajfa-1560	11	4	brazil	GPE
ajfa-1560	11	5	russia	GPE
ajfa-1560	11	6	india	GPE
ajfa-1560	11	7	china	GPE
ajfa-1560	11	8	g7	ORG
ajfa-1560	11	9	2050	DATE
ajfa-1560	12	1	goldman sachs	ORG
ajfa-1560	12	2	bric	ORG
ajfa-1560	13	1	the brics	ORG
ajfa-1560	13	2	south korea	GPE
ajfa-1560	13	3	south africa	GPE
ajfa-1560	14	1	korea	GPE
ajfa-1560	14	2	south africa	GPE
ajfa-1560	14	3	african	NORP
ajfa-1560	16	1	the last decade	DATE
ajfa-1560	16	2	one third	CARDINAL
ajfa-1560	17	1	one	CARDINAL
ajfa-1560	19	1	recent years	DATE
ajfa-1560	22	1	january	DATE
ajfa-1560	23	1	the last three decades	DATE
ajfa-1560	24	1	up to 3 months	DATE
ajfa-1560	24	2	1990	DATE
ajfa-1560	24	3	3 years 5 years	DATE
ajfa-1560	24	4	thaler	ORG
ajfa-1560	24	5	1985, 1987	DATE
ajfa-1560	24	6	between 3months 12 months	DATE
ajfa-1560	24	7	titman	ORG
ajfa-1560	24	8	1993	DATE
ajfa-1560	25	1	the last three decades	DATE
ajfa-1560	25	2	mature1	PRODUCT
ajfa-1560	25	3	markets2	PERSON
ajfa-1560	26	1	the end of nineties	DATE
ajfa-1560	29	1	moskowitz	PERSON
ajfa-1560	29	2	1999	DATE
ajfa-1560	29	3	first	ORDINAL
ajfa-1560	30	1	stevens	PERSON
ajfa-1560	30	2	2000	DATE
ajfa-1560	30	3	one-month	DATE
ajfa-1560	31	1	neal	PERSON
ajfa-1560	31	2	2000	DATE
ajfa-1560	32	1	serra	PERSON
ajfa-1560	32	2	2000	DATE
ajfa-1560	32	3	asian	NORP
ajfa-1560	32	4	finance & accounting	ORG
ajfa-1560	32	5	2012	DATE
ajfa-1560	32	6	4	CARDINAL
ajfa-1560	32	7	1 www.macrothink.org/ajfa 261	QUANTITY
ajfa-1560	33	1	verbeek	PERSON
ajfa-1560	33	2	2004	DATE
ajfa-1560	34	1	2005	DATE
ajfa-1560	35	1	scowcroft	PERSON
ajfa-1560	35	2	sefton	PERSON
ajfa-1560	35	3	2005	DATE
ajfa-1560	36	1	menzly	PERSON
ajfa-1560	36	2	2006	DATE
ajfa-1560	37	1	kent (	ORG
ajfa-1560	37	2	2006	DATE
ajfa-1560	38	1	phylaktis	ORG
ajfa-1560	38	2	xia	GPE
ajfa-1560	38	3	2006	DATE
ajfa-1560	39	1	chen	PERSON
ajfa-1560	39	2	benett	PERSON
ajfa-1560	39	3	zheng	PERSON
ajfa-1560	39	4	2006	DATE
ajfa-1560	40	1	2007	DATE
ajfa-1560	41	1	liu	PERSON
ajfa-1560	41	2	2008	DATE
ajfa-1560	41	3	more than half	CARDINAL
ajfa-1560	42	1	nguyen	PERSON
ajfa-1560	42	2	2009	DATE
ajfa-1560	42	3	moskowitz	PERSON
ajfa-1560	43	1	6	CARDINAL
ajfa-1560	43	2	6	DATE
ajfa-1560	43	3	12	CARDINAL
ajfa-1560	43	4	12	CARDINAL
ajfa-1560	43	5	one-month	DATE
ajfa-1560	45	1	several3	ORG
ajfa-1560	46	1	standard & poor's (usa	ORG
ajfa-1560	46	2	morgan stanley capital international (msci	ORG
ajfa-1560	47	1	gics	PERSON
ajfa-1560	47	2	four	CARDINAL
ajfa-1560	47	3	10	CARDINAL
ajfa-1560	47	4	24	CARDINAL
ajfa-1560	47	5	68	CARDINAL
ajfa-1560	47	6	154	CARDINAL
ajfa-1560	48	1	one	CARDINAL
ajfa-1560	51	1	1	CARDINAL
ajfa-1560	52	1	2	CARDINAL
ajfa-1560	52	2	up to 12 months	DATE
ajfa-1560	52	3	24-60	CARDINAL
ajfa-1560	53	1	3	CARDINAL
ajfa-1560	53	2	liu	PERSON
ajfa-1560	53	3	zhang asian journal of finance & accounting	ORG
ajfa-1560	53	4	2012	DATE
ajfa-1560	53	5	4	CARDINAL
ajfa-1560	53	6	1	CARDINAL
ajfa-1560	53	7	2008	DATE
ajfa-1560	54	1	4	CARDINAL
ajfa-1560	54	2	french	NORP
ajfa-1560	54	3	three	CARDINAL
ajfa-1560	56	1	up to 12 months	DATE
ajfa-1560	56	2	india	GPE
ajfa-1560	56	3	s. korea	GPE
ajfa-1560	57	1	brazil	GPE
ajfa-1560	57	2	60-12-12	CARDINAL
ajfa-1560	58	1	india	GPE
ajfa-1560	58	2	russia	GPE
ajfa-1560	59	1	s.korea	GPE
ajfa-1560	59	2	s.africa	GPE
ajfa-1560	59	3	china	GPE
ajfa-1560	60	1	liu	PERSON
ajfa-1560	60	2	2008	DATE
ajfa-1560	62	1	brazil	GPE
ajfa-1560	62	2	russia	GPE
ajfa-1560	62	3	india	GPE
ajfa-1560	63	1	liu	PERSON
ajfa-1560	63	2	2008	DATE
ajfa-1560	64	1	brazil	GPE
ajfa-1560	64	2	russia	GPE
ajfa-1560	64	3	india	GPE
ajfa-1560	65	1	section 2	LAW
ajfa-1560	66	1	section 3	LAW
ajfa-1560	67	1	section 4	LAW
ajfa-1560	67	2	four	CARDINAL
ajfa-1560	67	3	three	CARDINAL
ajfa-1560	68	1	section 5	LAW
ajfa-1560	69	1	2	CARDINAL
ajfa-1560	69	2	monthly	DATE
ajfa-1560	69	3	thomson reuters datastream	ORG
ajfa-1560	70	1	january 1993 to february 2008	DATE
ajfa-1560	70	2	russia	GPE
ajfa-1560	70	3	january 2000 to	DATE
ajfa-1560	70	4	february 2008	DATE
ajfa-1560	74	1	asian journal of finance & accounting	ORG
ajfa-1560	74	2	2012	DATE
ajfa-1560	74	3	4	CARDINAL
ajfa-1560	74	4	1	CARDINAL
ajfa-1560	74	5	263	CARDINAL
ajfa-1560	75	1	brazil	GPE
ajfa-1560	75	2	195	CARDINAL
ajfa-1560	75	3	brazil	GPE
ajfa-1560	75	4	bm&fbovespa s.a. ia	ORG
ajfa-1560	76	1	year 1968	DATE
ajfa-1560	76	2	100	CARDINAL
ajfa-1560	77	1	about 85%	PERCENT
ajfa-1560	77	2	nine	CARDINAL
ajfa-1560	78	1	russia	GPE
ajfa-1560	78	2	75	CARDINAL
ajfa-1560	78	3	russia	GPE
ajfa-1560	78	4	russian	NORP
ajfa-1560	79	1	100	CARDINAL
ajfa-1560	79	2	1995	DATE
ajfa-1560	81	1	india	GPE
ajfa-1560	82	1	450	CARDINAL
ajfa-1560	82	2	india	GPE
ajfa-1560	82	3	nearly 93%	PERCENT
ajfa-1560	82	4	the bombay stock exchange	ORG
ajfa-1560	83	1	the financial year 1989-90	DATE
ajfa-1560	83	2	the base year	DATE
ajfa-1560	84	1	china	GPE
ajfa-1560	84	2	600	CARDINAL
ajfa-1560	84	3	shanghai	GPE
ajfa-1560	84	4	shanghai	GPE
ajfa-1560	85	1	100	CARDINAL
ajfa-1560	85	2	december 19, 1990	DATE
ajfa-1560	87	1	korea	GPE
ajfa-1560	87	2	500	CARDINAL
ajfa-1560	87	3	korea	GPE
ajfa-1560	87	4	200	CARDINAL
ajfa-1560	87	5	200	CARDINAL
ajfa-1560	87	6	korean	NORP
ajfa-1560	87	7	93%	PERCENT
ajfa-1560	87	8	the korea stock exchange	ORG
ajfa-1560	88	1	100	CARDINAL
ajfa-1560	88	2	the year 1990	DATE
ajfa-1560	89	1	south africa	GPE
ajfa-1560	89	2	250	CARDINAL
ajfa-1560	89	3	africa	LOC
ajfa-1560	89	4	african	NORP
ajfa-1560	89	5	johannesburg stock exchange	ORG
ajfa-1560	90	1	99%	PERCENT
ajfa-1560	91	1	jse africa	GPE
ajfa-1560	91	2	jse	LAW
ajfa-1560	91	3	the 24th of june 2002	DATE
ajfa-1560	92	1	monthly	DATE
ajfa-1560	92	2	monthly	DATE
ajfa-1560	93	1	returns4	PERSON
ajfa-1560	93	2	growth5	ORG
ajfa-1560	93	3	asian	NORP
ajfa-1560	93	4	finance & accounting	ORG
ajfa-1560	93	5	2012	DATE
ajfa-1560	93	6	4	CARDINAL
ajfa-1560	93	7	1	CARDINAL
ajfa-1560	93	8	264	CARDINAL
ajfa-1560	94	1	91	CARDINAL
ajfa-1560	96	1	thomson reuters datastream	ORG
ajfa-1560	97	1	standard & poor's (usa	ORG
ajfa-1560	97	2	morgan stanley capital international (msci	ORG
ajfa-1560	98	1	10	CARDINAL
ajfa-1560	98	2	24	CARDINAL
ajfa-1560	98	3	68	CARDINAL
ajfa-1560	98	4	154	CARDINAL
ajfa-1560	99	1	one	CARDINAL
ajfa-1560	102	1	10	CARDINAL
ajfa-1560	103	1	reuters financials & compustat	ORG
ajfa-1560	104	1	3	CARDINAL
ajfa-1560	105	1	months-j months	DATE
ajfa-1560	105	2	months	DATE
ajfa-1560	105	3	j months	DATE
ajfa-1560	106	1	two	CARDINAL
ajfa-1560	106	2	6 months-6 months	DATE
ajfa-1560	106	3	6-6	CARDINAL
ajfa-1560	106	4	12 months-12 months	DATE
ajfa-1560	106	5	12-12	CARDINAL
ajfa-1560	106	6	one year	DATE
ajfa-1560	106	7	24 months-12 months -12 months	DATE
ajfa-1560	106	8	24	CARDINAL
ajfa-1560	106	9	36 months-12 months -12 months	DATE
ajfa-1560	106	10	36	CARDINAL
ajfa-1560	106	11	48 months-12 months -12 months	DATE
ajfa-1560	106	12	48-12-12	CARDINAL
ajfa-1560	106	13	60 months-12 months -12 months	DATE
ajfa-1560	106	14	60-12-12	CARDINAL
ajfa-1560	107	1	the 12 months	DATE
ajfa-1560	107	2	french	NORP
ajfa-1560	107	3	1996	DATE
ajfa-1560	108	1	year	DATE
ajfa-1560	110	1	6–6	CARDINAL
ajfa-1560	110	2	december of year	DATE
ajfa-1560	110	3	10	CARDINAL
ajfa-1560	111	1	standard & poor's (usa	ORG
ajfa-1560	111	2	morgan stanley capital international (msci	ORG
ajfa-1560	112	1	10	CARDINAL
ajfa-1560	112	2	24	CARDINAL
ajfa-1560	112	3	68	CARDINAL
ajfa-1560	112	4	154	CARDINAL
ajfa-1560	113	1	monthly	DATE
ajfa-1560	113	2	july	DATE
ajfa-1560	113	3	december	DATE
ajfa-1560	114	1	six month	DATE
ajfa-1560	114	2	monthly	DATE
ajfa-1560	115	1	k5	ORG
ajfa-1560	116	1	k5	ORG
ajfa-1560	117	1	the next six months (i.e. january to june of year	DATE
ajfa-1560	118	1	the month	DATE
ajfa-1560	118	2	asian	NORP
ajfa-1560	118	3	finance & accounting	ORG
ajfa-1560	118	4	2012	DATE
ajfa-1560	118	5	4	CARDINAL
ajfa-1560	118	6	1	CARDINAL
ajfa-1560	118	7	june	DATE
ajfa-1560	118	8	year	DATE
ajfa-1560	118	9	six month’s	DATE
ajfa-1560	118	10	monthly	DATE
ajfa-1560	118	11	january to june of year	DATE
ajfa-1560	119	1	12-12	CARDINAL
ajfa-1560	119	2	12 months	DATE
ajfa-1560	121	1	20%	PERCENT
ajfa-1560	122	1	1	CARDINAL
ajfa-1560	122	2	a.	PERSON
ajfa-1560	122	3	zero	CARDINAL
ajfa-1560	123	1	6-6	CARDINAL
ajfa-1560	123	2	south korea	GPE
ajfa-1560	123	3	brazil	GPE
ajfa-1560	124	1	south korea	GPE
ajfa-1560	124	2	monthly	DATE
ajfa-1560	124	3	3.2%	PERCENT
ajfa-1560	124	4	brazil	GPE
ajfa-1560	124	5	3.8%	PERCENT
ajfa-1560	124	6	4.1%	PERCENT
ajfa-1560	124	7	monthly	DATE
ajfa-1560	125	1	india	GPE
ajfa-1560	125	2	s.africa	GPE
ajfa-1560	125	3	russia	GPE
ajfa-1560	126	1	china	GPE
ajfa-1560	126	2	three	CARDINAL
ajfa-1560	127	1	brazil	GPE
ajfa-1560	127	2	south africa	GPE
ajfa-1560	127	3	china	GPE
ajfa-1560	127	4	india	GPE
ajfa-1560	128	1	12-12	CARDINAL
ajfa-1560	128	2	6-6	CARDINAL
ajfa-1560	129	1	brazil	GPE
ajfa-1560	129	2	china	GPE
ajfa-1560	130	1	india	GPE
ajfa-1560	130	2	south africa	GPE
ajfa-1560	131	1	korean	NORP
ajfa-1560	131	2	three	CARDINAL
ajfa-1560	132	1	6-6	CARDINAL
ajfa-1560	132	2	china	GPE
ajfa-1560	133	1	12-12	CARDINAL
ajfa-1560	133	2	india	GPE
ajfa-1560	133	3	south africa	GPE
ajfa-1560	133	4	south korea	GPE
ajfa-1560	134	1	k5 k5‐k1	ORG
ajfa-1560	134	2	ig1 ig5	PERSON
ajfa-1560	134	3	6 months	DATE
ajfa-1560	134	4	6 months	DATE
ajfa-1560	134	5	0.036 0.041 12	MONEY
ajfa-1560	134	6	12 months	DATE
ajfa-1560	134	7	6 months	DATE
ajfa-1560	134	8	6 months	DATE
ajfa-1560	134	9	0.078 0.018 ‐ ‐ ‐ ‐ ‐ ‐ 12	MONEY
ajfa-1560	134	10	12 months	DATE
ajfa-1560	134	11	0.072 0.003 ‐ ‐ ‐ ‐ ‐ ‐ 6	MONEY
ajfa-1560	134	12	6 months	DATE
ajfa-1560	134	13	12 months	DATE
ajfa-1560	134	14	12 months	DATE
ajfa-1560	134	15	6 months	DATE
ajfa-1560	134	16	6 months	DATE
ajfa-1560	134	17	0.020	CARDINAL
ajfa-1560	134	18	0.018	CARDINAL
ajfa-1560	134	19	12 months	DATE
ajfa-1560	134	20	12 months 0.022	DATE
ajfa-1560	134	21	0.020	CARDINAL
ajfa-1560	134	22	6 months	DATE
ajfa-1560	134	23	6 months	DATE
ajfa-1560	134	24	12 months	DATE
ajfa-1560	134	25	12 months	DATE
ajfa-1560	134	26	0.028 0.014	CARDINAL
ajfa-1560	134	27	0.023 0.009	CARDINAL
ajfa-1560	134	28	6 months	DATE
ajfa-1560	134	29	6 months	DATE
ajfa-1560	134	30	12 months	DATE
ajfa-1560	134	31	12 months	DATE
ajfa-1560	134	32	0.015 0.015 0.000	QUANTITY
ajfa-1560	134	33	brazil	GPE
ajfa-1560	134	34	russia	GPE
ajfa-1560	134	35	india	GPE
ajfa-1560	134	36	korea	GPE
ajfa-1560	134	37	africa	LOC
ajfa-1560	134	38	1	CARDINAL
ajfa-1560	134	39	asian	NORP
ajfa-1560	134	40	finance & accounting	ORG
ajfa-1560	134	41	2012	DATE
ajfa-1560	135	1	4	CARDINAL
ajfa-1560	135	2	1	CARDINAL
ajfa-1560	135	3	266	CARDINAL
ajfa-1560	135	4	24	CARDINAL
ajfa-1560	135	5	36	CARDINAL
ajfa-1560	135	6	48	CARDINAL
ajfa-1560	135	7	60-12-12	CARDINAL
ajfa-1560	135	8	24 months-12 months-12 months	DATE
ajfa-1560	135	9	december of year	DATE
ajfa-1560	135	10	t-2	GPE
ajfa-1560	135	11	10	CARDINAL
ajfa-1560	136	1	monthly	DATE
ajfa-1560	136	2	january to december	DATE
ajfa-1560	137	1	monthly	DATE
ajfa-1560	138	1	k5	ORG
ajfa-1560	139	1	k5	ORG
ajfa-1560	140	1	12 months	DATE
ajfa-1560	140	2	january to december of year	DATE
ajfa-1560	140	3	every 12 months	DATE
ajfa-1560	140	4	the year	DATE
ajfa-1560	140	5	36	CARDINAL
ajfa-1560	140	6	48	CARDINAL
ajfa-1560	142	1	1	CARDINAL
ajfa-1560	142	2	24	CARDINAL
ajfa-1560	142	3	russia	GPE
ajfa-1560	142	4	2.3%	PERCENT
ajfa-1560	142	5	monthly	DATE
ajfa-1560	142	6	india	GPE
ajfa-1560	142	7	3.0%	PERCENT
ajfa-1560	142	8	monthly	DATE
ajfa-1560	143	1	brazil	GPE
ajfa-1560	143	2	china	GPE
ajfa-1560	143	3	south korea	GPE
ajfa-1560	143	4	south africa	GPE
ajfa-1560	144	1	36	CARDINAL
ajfa-1560	144	2	24	CARDINAL
ajfa-1560	145	1	russia	GPE
ajfa-1560	145	2	india	GPE
ajfa-1560	146	1	brazil	GPE
ajfa-1560	146	2	three	CARDINAL
ajfa-1560	146	3	24-12-12	CARDINAL
ajfa-1560	147	1	48	CARDINAL
ajfa-1560	148	1	brazil	GPE
ajfa-1560	148	2	russia	GPE
ajfa-1560	148	3	48-12-12	CARDINAL
ajfa-1560	148	4	60-12-12	CARDINAL
ajfa-1560	149	1	india	GPE
ajfa-1560	149	2	60-12-12	CARDINAL
ajfa-1560	150	1	china	GPE
ajfa-1560	151	1	china	GPE
ajfa-1560	152	1	south korea	GPE
ajfa-1560	152	2	60-12-12	CARDINAL
ajfa-1560	153	1	s. africa	GPE
ajfa-1560	154	1	russia	GPE
ajfa-1560	154	2	india	GPE
ajfa-1560	155	1	brazil	GPE
ajfa-1560	155	2	60	CARDINAL
ajfa-1560	156	1	s.korea	GPE
ajfa-1560	156	2	s.africa	GPE
ajfa-1560	156	3	china	GPE
ajfa-1560	157	1	asian journal of finance & accounting	ORG
ajfa-1560	157	2	2012	DATE
ajfa-1560	157	3	4	CARDINAL
ajfa-1560	157	4	1	CARDINAL
ajfa-1560	157	5	267	CARDINAL
ajfa-1560	157	6	k5 k5‐k1	ORG
ajfa-1560	157	7	ig1 ig5	PERSON
ajfa-1560	157	8	24	CARDINAL
ajfa-1560	157	9	months‐12‐12 months	DATE
ajfa-1560	157	10	months 0.017	DATE
ajfa-1560	157	11	months‐12‐12 months	DATE
ajfa-1560	157	12	0.031	CARDINAL
ajfa-1560	157	13	60	CARDINAL
ajfa-1560	157	14	months‐12‐12 months 0.025	DATE
ajfa-1560	157	15	24	CARDINAL
ajfa-1560	157	16	months‐12‐12 months	DATE
ajfa-1560	157	17	0.074 0.023 ‐ ‐ ‐ ‐ ‐ ‐	MONEY
ajfa-1560	157	18	months‐12‐12 months 0.036	DATE
ajfa-1560	157	19	0.077 0.041 ‐ ‐ ‐ ‐ ‐ ‐	MONEY
ajfa-1560	157	20	months‐12‐12 	DATE
ajfa-1560	157	21	months	DATE
ajfa-1560	157	22	0.081 0.036 ‐ ‐ ‐ ‐ ‐ ‐ 60	MONEY
ajfa-1560	157	23	months	DATE
ajfa-1560	157	24	0.056 0.004 ‐ ‐ ‐ ‐ ‐ ‐	MONEY
ajfa-1560	157	25	months‐12‐12 months	DATE
ajfa-1560	157	26	0.025	CARDINAL
ajfa-1560	157	27	0.036 0.022	CARDINAL
ajfa-1560	157	28	0.032	CARDINAL
ajfa-1560	157	29	months ‐0.006 0.022	DATE
ajfa-1560	157	30	48	DATE
ajfa-1560	157	31	months‐12‐12 months	DATE
ajfa-1560	157	32	months	DATE
ajfa-1560	157	33	0.036 0.030	QUANTITY
ajfa-1560	157	34	0.021 0.015 ‐0.006	QUANTITY
ajfa-1560	157	35	36	CARDINAL
ajfa-1560	157	36	months 0.022	DATE
ajfa-1560	157	37	0.022 0.015	QUANTITY
ajfa-1560	157	38	0.024 0.016	CARDINAL
ajfa-1560	157	39	months 0.022	DATE
ajfa-1560	157	40	0.021 0.014	QUANTITY
ajfa-1560	157	41	0.021 0.015	CARDINAL
ajfa-1560	157	42	months	DATE
ajfa-1560	157	43	0.024 0.014	CARDINAL
ajfa-1560	157	44	0.018	MONEY
ajfa-1560	158	1	24	CARDINAL
ajfa-1560	158	2	months‐12‐12 months 0.017	DATE
ajfa-1560	158	3	0.025 0.015	CARDINAL
ajfa-1560	158	4	36	CARDINAL
ajfa-1560	158	5	months‐12‐12 months	DATE
ajfa-1560	158	6	48	DATE
ajfa-1560	158	7	months‐12‐12 months 0.028	DATE
ajfa-1560	158	8	0.020	CARDINAL
ajfa-1560	158	9	60	CARDINAL
ajfa-1560	158	10	months	DATE
ajfa-1560	158	11	0.020	CARDINAL
ajfa-1560	158	12	24	CARDINAL
ajfa-1560	158	13	months‐12‐12 	DATE
ajfa-1560	158	14	months	DATE
ajfa-1560	158	15	0.010 0.006 ‐0.004	QUANTITY
ajfa-1560	158	16	0.021 0.012	CARDINAL
ajfa-1560	158	17	months	DATE
ajfa-1560	158	18	0.020	CARDINAL
ajfa-1560	158	19	48	DATE
ajfa-1560	158	20	months‐12‐12 months 0.021	DATE
ajfa-1560	158	21	0.011	CARDINAL
ajfa-1560	158	22	0.021 0.005	CARDINAL
ajfa-1560	158	23	0.017 0.011	CARDINAL
ajfa-1560	158	24	0.021 0.012	CARDINAL
ajfa-1560	158	25	0.022 0.008	CARDINAL
ajfa-1560	158	26	brazil	GPE
ajfa-1560	158	27	russia	GPE
ajfa-1560	158	28	india	GPE
ajfa-1560	158	29	korea	GPE
ajfa-1560	158	30	africa	LOC
ajfa-1560	158	31	1	CARDINAL
ajfa-1560	158	32	4	CARDINAL
ajfa-1560	160	1	liu	PERSON
ajfa-1560	160	2	2008	DATE
ajfa-1560	161	1	more than half	CARDINAL
ajfa-1560	164	1	6	CARDINAL
ajfa-1560	164	2	december of year	DATE
ajfa-1560	164	3	10	CARDINAL
ajfa-1560	165	1	three year	DATE
ajfa-1560	166	1	year	DATE
ajfa-1560	167	1	10	CARDINAL
ajfa-1560	167	2	q5	ORG
ajfa-1560	167	3	20%	PERCENT
ajfa-1560	167	4	q5	ORG
ajfa-1560	167	5	20%	PERCENT
ajfa-1560	168	1	asian	NORP
ajfa-1560	168	2	finance & accounting	ORG
ajfa-1560	168	3	2012	DATE
ajfa-1560	168	4	4	CARDINAL
ajfa-1560	168	5	1	CARDINAL
ajfa-1560	168	6	q5	ORG
ajfa-1560	170	1	12	CARDINAL
ajfa-1560	171	1	24	CARDINAL
ajfa-1560	171	2	their past 24 month’s	DATE
ajfa-1560	171	3	12 month	DATE
ajfa-1560	171	4	12 months	DATE
ajfa-1560	172	1	36	CARDINAL
ajfa-1560	172	2	48	CARDINAL
ajfa-1560	172	3	12 months	DATE
ajfa-1560	173	1	2	CARDINAL
ajfa-1560	174	1	6-6	CARDINAL
ajfa-1560	174	2	q5	ORG
ajfa-1560	175	1	liu	PERSON
ajfa-1560	175	2	2008	DATE
ajfa-1560	176	1	india	GPE
ajfa-1560	176	2	russia	GPE
ajfa-1560	177	1	one	CARDINAL
ajfa-1560	179	1	brazil	GPE
ajfa-1560	179	2	russia	GPE
ajfa-1560	179	3	india	GPE
ajfa-1560	180	1	brazil	GPE
ajfa-1560	180	2	russia	GPE
ajfa-1560	180	3	india	GPE
ajfa-1560	180	4	china	GPE
ajfa-1560	180	5	s.korea	GPE
ajfa-1560	180	6	6 months	DATE
ajfa-1560	180	7	6 months	DATE
ajfa-1560	180	8	q5	ORG
ajfa-1560	180	9	0.438 0.463	QUANTITY
ajfa-1560	180	10	12 months	DATE
ajfa-1560	180	11	12 months	DATE
ajfa-1560	180	12	q5	ORG
ajfa-1560	180	13	months‐12	NORP
ajfa-1560	180	14	months‐12 months	DATE
ajfa-1560	181	1	0.123 0.241	MONEY
ajfa-1560	181	2	q5	ORG
ajfa-1560	181	3	months‐12	NORP
ajfa-1560	181	4	months‐12 months	DATE
ajfa-1560	181	5	0.205	MONEY
ajfa-1560	181	6	0.175 0.127 0.242	MONEY
ajfa-1560	181	7	q5	ORG
ajfa-1560	181	8	months‐12	NORP
ajfa-1560	181	9	months‐12 months	DATE
ajfa-1560	181	10	q5	ORG
ajfa-1560	181	11	months‐12	NORP
ajfa-1560	181	12	months‐12 months q1 ‐0.373	DATE
ajfa-1560	181	13	0.291	CARDINAL
ajfa-1560	181	14	q5	ORG
ajfa-1560	181	15	0.182 0.136	MONEY
ajfa-1560	181	16	2	CARDINAL
ajfa-1560	181	17	5	CARDINAL
ajfa-1560	182	1	6-6	CARDINAL
ajfa-1560	182	2	december of year	DATE
ajfa-1560	182	3	six	CARDINAL
ajfa-1560	182	4	asian	NORP
ajfa-1560	182	5	finance & accounting	ORG
ajfa-1560	182	6	2012	DATE
ajfa-1560	182	7	4	CARDINAL
ajfa-1560	182	8	1	CARDINAL
ajfa-1560	182	9	269 month’s	DATE
ajfa-1560	182	10	monthly	DATE
ajfa-1560	184	1	20%	PERCENT
ajfa-1560	184	2	20%	PERCENT
ajfa-1560	185	1	zero	CARDINAL
ajfa-1560	186	1	zero	CARDINAL
ajfa-1560	186	2	zero	CARDINAL
ajfa-1560	187	1	3	CARDINAL
ajfa-1560	188	1	12-12	CARDINAL
ajfa-1560	190	1	brazil	GPE
ajfa-1560	190	2	russia	GPE
ajfa-1560	190	3	india	GPE
ajfa-1560	193	1	β t(α) t(β	ORG
ajfa-1560	193	2	6 months	DATE
ajfa-1560	193	3	6 months	DATE
ajfa-1560	193	4	0.085	CARDINAL
ajfa-1560	193	5	0.635	CARDINAL
ajfa-1560	193	6	12 months	DATE
ajfa-1560	193	7	12 months	DATE
ajfa-1560	193	8	0.772 1.022	MONEY
ajfa-1560	193	9	0.451	MONEY
ajfa-1560	193	10	3.986 24	DATE
ajfa-1560	193	11	months‐12‐12 months 0.021	DATE
ajfa-1560	193	12	0.260	CARDINAL
ajfa-1560	193	13	4.842 36	DATE
ajfa-1560	193	14	months	DATE
ajfa-1560	193	15	1.366	MONEY
ajfa-1560	193	16	0.300	CARDINAL
ajfa-1560	193	17	1.700 48	DATE
ajfa-1560	193	18	months‐12‐12 months 0.017	DATE
ajfa-1560	193	19	1.466	CARDINAL
ajfa-1560	193	20	2.728 60	CARDINAL
ajfa-1560	193	21	months‐12‐12 months 0.017	DATE
ajfa-1560	193	22	1.133	CARDINAL
ajfa-1560	193	23	‐0.013 0.250 ‐2.460	CARDINAL
ajfa-1560	193	24	6 months	DATE
ajfa-1560	193	25	6 months	DATE
ajfa-1560	193	26	0.436	CARDINAL
ajfa-1560	193	27	0.631	CARDINAL
ajfa-1560	193	28	4.310 12 months	DATE
ajfa-1560	193	29	12 months	DATE
ajfa-1560	193	30	1.009	MONEY
ajfa-1560	193	31	2.441 24	CARDINAL
ajfa-1560	193	32	months‐12‐12 months 0.029	DATE
ajfa-1560	193	33	1.652 3.332	CARDINAL
ajfa-1560	193	34	9.206	CARDINAL
ajfa-1560	193	35	months	DATE
ajfa-1560	193	36	0.750	CARDINAL
ajfa-1560	193	37	9.201	CARDINAL
ajfa-1560	193	38	0.349	CARDINAL
ajfa-1560	193	39	months‐12‐12 months 0.025	DATE
ajfa-1560	193	40	1.141 1.064	MONEY
ajfa-1560	193	41	7.468	TIME
ajfa-1560	193	42	0.484	CARDINAL
ajfa-1560	193	43	7.520 60	DATE
ajfa-1560	193	44	months	DATE
ajfa-1560	193	45	1.075	CARDINAL
ajfa-1560	193	46	0.248 ‐2.161 6.284 6 months	MONEY
ajfa-1560	193	47	6 months	DATE
ajfa-1560	193	48	3.220	CARDINAL
ajfa-1560	193	49	2.394 12 months	DATE
ajfa-1560	193	50	12 months	DATE
ajfa-1560	193	51	1.229	MONEY
ajfa-1560	193	52	months‐12‐12 months	DATE
ajfa-1560	193	53	0.275	CARDINAL
ajfa-1560	193	54	5.480 0.004 0.026	MONEY
ajfa-1560	193	55	months‐12‐12 months ‐0.005	DATE
ajfa-1560	193	56	0.141	CARDINAL
ajfa-1560	193	57	2.389 48	CARDINAL
ajfa-1560	193	58	months 0.001	DATE
ajfa-1560	193	59	0.105 60	CARDINAL
ajfa-1560	193	60	months	DATE
ajfa-1560	193	61	0.091	CARDINAL
ajfa-1560	193	62	1.094	CARDINAL
ajfa-1560	193	63	3	CARDINAL
ajfa-1560	193	64	zero	CARDINAL
ajfa-1560	193	65	brazil	GPE
ajfa-1560	193	66	china	GPE
ajfa-1560	193	67	6	CARDINAL
ajfa-1560	196	1	1	CARDINAL
ajfa-1560	196	2	6-6	CARDINAL
ajfa-1560	196	3	24	CARDINAL
ajfa-1560	196	4	36	CARDINAL
ajfa-1560	196	5	48	CARDINAL
ajfa-1560	197	1	2	CARDINAL
ajfa-1560	197	2	up to 12 months	DATE
ajfa-1560	197	3	24-60	CARDINAL
ajfa-1560	198	1	3	CARDINAL
ajfa-1560	198	2	liu	PERSON
ajfa-1560	198	3	2008	DATE
ajfa-1560	199	1	4	CARDINAL
ajfa-1560	199	2	the asian journal of finance & accounting	ORG
ajfa-1560	199	3	2012	DATE
ajfa-1560	199	4	4	CARDINAL
ajfa-1560	199	5	1	CARDINAL
ajfa-1560	200	1	january 1993 to february 2008	DATE
ajfa-1560	201	1	6-6	CARDINAL
ajfa-1560	201	2	china	GPE
ajfa-1560	202	1	12-12	CARDINAL
ajfa-1560	202	2	india	GPE
ajfa-1560	202	3	south africa	GPE
ajfa-1560	203	1	south korea	GPE
ajfa-1560	204	1	russia	GPE
ajfa-1560	204	2	india	GPE
ajfa-1560	205	1	brazil	GPE
ajfa-1560	205	2	60-12-12	CARDINAL
ajfa-1560	206	1	s.korea	GPE
ajfa-1560	206	2	s.africa	GPE
ajfa-1560	206	3	china	GPE
ajfa-1560	207	1	liu	PERSON
ajfa-1560	207	2	2008	DATE
ajfa-1560	208	1	6-6	CARDINAL
ajfa-1560	208	2	q5	ORG
ajfa-1560	209	1	india	GPE
ajfa-1560	209	2	russia	GPE
ajfa-1560	211	1	brazil	GPE
ajfa-1560	211	2	russia	GPE
ajfa-1560	211	3	india	GPE
ajfa-1560	214	1	brazil	GPE
ajfa-1560	214	2	russia	GPE
ajfa-1560	214	3	india	GPE
ajfa-1560	219	1	1	CARDINAL
ajfa-1560	220	1	debondt	ORG
ajfa-1560	220	2	thaler	ORG
ajfa-1560	220	3	1985, 1987	DATE
ajfa-1560	220	4	titman	ORG
ajfa-1560	220	5	1993	DATE
ajfa-1560	220	6	1998	DATE
ajfa-1560	220	7	chan	ORG
ajfa-1560	220	8	lakonishok	ORG
ajfa-1560	220	9	1999	DATE
ajfa-1560	220	10	2002	DATE
ajfa-1560	220	11	2002	DATE
ajfa-1560	220	12	1990	DATE
ajfa-1560	220	13	kothari	PERSON
ajfa-1560	220	14	1995	DATE
ajfa-1560	220	15	1981	DATE
ajfa-1560	220	16	chan	ORG
ajfa-1560	220	17	lakonishok	ORG
ajfa-1560	220	18	basu	PERSON
ajfa-1560	220	19	1977, 1983	DATE
ajfa-1560	220	20	bhandari	PERSON
ajfa-1560	220	21	weiss	ORG
ajfa-1560	220	22	1996	DATE
ajfa-1560	220	23	rosenberg	PERSON
ajfa-1560	220	24	reid	PERSON
ajfa-1560	220	25	lanstien	PERSON
ajfa-1560	220	26	1985	DATE
ajfa-1560	220	27	1994	DATE
ajfa-1560	220	28	ramaswamy(1979	ORG
ajfa-1560	220	29	french	NORP
ajfa-1560	220	30	1996	DATE
ajfa-1560	220	31	conrad	PERSON
ajfa-1560	220	32	kaul	PERSON
ajfa-1560	220	33	1998	DATE
ajfa-1560	220	34	berk	ORG
ajfa-1560	220	35	1999	DATE
ajfa-1560	220	36	asian	NORP
ajfa-1560	220	37	finance & accounting	ORG
ajfa-1560	220	38	2012	DATE
ajfa-1560	220	39	4	CARDINAL
ajfa-1560	220	40	1	CARDINAL
ajfa-1560	220	41	2000	DATE
ajfa-1560	220	42	lee	PERSON
ajfa-1560	220	43	2000	DATE
ajfa-1560	220	44	2002	DATE
ajfa-1560	220	45	1998	DATE
ajfa-1560	220	46	barberis	ORG
ajfa-1560	220	47	1999	DATE
ajfa-1560	220	48	hong	GPE
ajfa-1560	220	49	stein	GPE
ajfa-1560	220	50	2000	DATE
ajfa-1560	220	51	massa	PERSON
ajfa-1560	220	52	2002	DATE
ajfa-1560	220	53	ahn, conrad	PERSON
ajfa-1560	220	54	2003	DATE
ajfa-1560	220	55	scott	ORG
ajfa-1560	220	56	xu	PERSON
ajfa-1560	220	57	2003	DATE
ajfa-1560	220	58	kent	PERSON
ajfa-1560	220	59	hirshleifer	PERSON
ajfa-1560	220	60	2004	DATE
ajfa-1560	220	61	2005	DATE
ajfa-1560	220	62	2007	DATE
ajfa-1560	220	63	antoniou	ORG
ajfa-1560	220	64	2007	DATE
ajfa-1560	220	65	chen	PERSON
ajfa-1560	220	66	chen	PERSON
ajfa-1560	220	67	lee	PERSON
ajfa-1560	220	68	2010	DATE
ajfa-1560	221	1	2.	CARDINAL
ajfa-1560	222	1	1999	DATE
ajfa-1560	223	1	2001	DATE
ajfa-1560	223	2	chui et al	PERSON
ajfa-1560	224	1	2000	DATE
ajfa-1560	224	2	kim	PERSON
ajfa-1560	224	3	wei	PERSON
ajfa-1560	224	4	2002	DATE
ajfa-1560	224	5	kusnadi	PERSON
ajfa-1560	224	6	2002	DATE
ajfa-1560	224	7	lin	PERSON
ajfa-1560	224	8	swanson	PERSON
ajfa-1560	224	9	2004	DATE
ajfa-1560	224	10	swanson	PERSON
ajfa-1560	224	11	lin	PERSON
ajfa-1560	225	1	3	CARDINAL
ajfa-1560	225	2	thomson reuters	ORG
ajfa-1560	225	3	north american	NORP
ajfa-1560	225	4	u.s.	GPE
ajfa-1560	225	5	securities and exchange commission	ORG
ajfa-1560	225	6	sec	ORG
ajfa-1560	226	1	4	CARDINAL
ajfa-1560	227	1	india	GPE
ajfa-1560	227	2	gupta	GPE
ajfa-1560	227	3	2000	DATE
ajfa-1560	228	1	the bombay stock exchange	ORG
ajfa-1560	230	1	5	CARDINAL
ajfa-1560	230	2	three year	DATE
ajfa-1560	231	1	year	DATE
ajfa-1560	233	1	6	CARDINAL
ajfa-1560	233	2	91-day	DATE
ajfa-1560	233	3	weekly	DATE
ajfa-1560	234	1	the last week of each month	DATE
ajfa-1560	234	2	month	DATE
ajfa-1560	235	1	the end of month	DATE
ajfa-1560	235	2	12	CARDINAL
ajfa-1560	235	3	monthly	DATE
ajfa-1560	236	1	d.h.	GPE
ajfa-1560	236	2	conrad	PERSON
ajfa-1560	236	3	j., & dittmar	ORG
ajfa-1560	236	4	r.f.	GPE
ajfa-1560	236	5	2003	DATE
ajfa-1560	238	1	16	CARDINAL
ajfa-1560	238	2	2	CARDINAL
ajfa-1560	238	3	459-485	CARDINAL
ajfa-1560	239	1	a.	PERSON
ajfa-1560	239	2	2007	DATE
ajfa-1560	240	1	profitabilty	ORG
ajfa-1560	240	2	the roel of business cycle	ORG
ajfa-1560	241	1	955-972	CARDINAL
ajfa-1560	242	1	http://dx.doi.org/10.1016/j.jbankfin.2006.08.001	DATE
ajfa-1560	242	2	c.s.	GPE
ajfa-1560	242	3	r. b.	PERSON
ajfa-1560	242	4	r.l.	PERSON
ajfa-1560	242	5	2000	DATE
ajfa-1560	244	1	aqr capital management working paper	ORG
ajfa-1560	245	1	asian journal of finance & accounting	ORG
ajfa-1560	245	2	2012	DATE
ajfa-1560	245	3	4	CARDINAL
ajfa-1560	245	4	1	CARDINAL
ajfa-1560	245	5	272	CARDINAL
ajfa-1560	245	6	r., & kothari	ORG
ajfa-1560	245	7	s. (1989	ORG
ajfa-1560	247	1	journal of financial economics	ORG
ajfa-1560	247	2	25	CARDINAL
ajfa-1560	247	3	51	CARDINAL
ajfa-1560	248	1	r.	NORP
ajfa-1560	248	2	kothari	PERSON
ajfa-1560	248	3	s., & shanken	ORG
ajfa-1560	248	4	1995	DATE
ajfa-1560	250	1	journal of financial economics	ORG
ajfa-1560	250	2	38	DATE
ajfa-1560	250	3	79	CARDINAL
ajfa-1560	251	1	rolf w.	PERSON
ajfa-1560	251	2	1981	DATE
ajfa-1560	253	1	journal of financial economics	ORG
ajfa-1560	253	2	9	CARDINAL
ajfa-1560	253	3	3	CARDINAL
ajfa-1560	254	1	a., & vishny	ORG
ajfa-1560	254	2	r.	PERSON
ajfa-1560	254	3	1998	DATE
ajfa-1560	256	1	journal of financial economics	ORG
ajfa-1560	256	2	49	DATE
ajfa-1560	256	3	307	CARDINAL
ajfa-1560	257	1	barry	GPE
ajfa-1560	257	2	c.b.	GPE
ajfa-1560	257	3	e.	GPE
ajfa-1560	257	4	lockwood	PERSON
ajfa-1560	257	5	l., & rodriguez	ORG
ajfa-1560	257	6	2002	DATE
ajfa-1560	258	1	1985-2000	DATE
ajfa-1560	259	1	3	CARDINAL
ajfa-1560	259	2	1-30	DATE
ajfa-1560	260	1	http://dx.doi.org/10.1016/s1566-0141(01)00028-0 basu	ORG
ajfa-1560	260	2	s. (1983)	ORG
ajfa-1560	261	1	nyse	ORG
ajfa-1560	262	1	journal of financial economics	ORG
ajfa-1560	262	2	12	CARDINAL
ajfa-1560	262	3	129	CARDINAL
ajfa-1560	263	1	http://dx.doi.org/10.1016/0304-405x(83)90031-4 basu	PERSON
ajfa-1560	263	2	s.	PERSON
ajfa-1560	263	3	1977	DATE
ajfa-1560	265	1	32	CARDINAL
ajfa-1560	265	2	663	CARDINAL
ajfa-1560	266	1	berk	ORG
ajfa-1560	266	2	j.,green	PERSON
ajfa-1560	266	3	j., & naik	ORG
ajfa-1560	266	4	1999	DATE
ajfa-1560	268	1	54	DATE
ajfa-1560	268	2	1553-1607	DATE
ajfa-1560	269	1	bhandari	PERSON
ajfa-1560	269	2	j.s.	GPE
ajfa-1560	269	3	& weiss	ORG
ajfa-1560	269	4	l.a.	GPE
ajfa-1560	269	5	1996	DATE
ajfa-1560	271	1	cambridge	GPE
ajfa-1560	271	2	cambridge university	ORG
ajfa-1560	272	1	http://dx.doi.org/10.1017/cbo9780511609435 boni	PERSON
ajfa-1560	272	2	l., & kent	ORG
ajfa-1560	272	3	l.w.	PERSON
ajfa-1560	272	4	2006	DATE
ajfa-1560	274	1	41(1	CARDINAL
ajfa-1560	274	2	85	CARDINAL
ajfa-1560	275	1	mark m.	PERSON
ajfa-1560	275	2	1997	DATE
ajfa-1560	277	1	52	CARDINAL
ajfa-1560	277	2	57	CARDINAL
ajfa-1560	278	1	chan	ORG
ajfa-1560	278	2	k. (	PERSON
ajfa-1560	278	3	1988	DATE
ajfa-1560	280	1	the journal of business	ORG
ajfa-1560	280	2	61(2	CARDINAL
ajfa-1560	280	3	147	CARDINAL
ajfa-1560	280	4	http://dx.doi.org/10.1086/296425 chan	PERSON
ajfa-1560	280	5	k., hameed, a., & tong	PERSON
ajfa-1560	280	6	w.	PERSON
ajfa-1560	280	7	2000	DATE
ajfa-1560	282	1	35	CARDINAL
ajfa-1560	282	2	2	CARDINAL
ajfa-1560	282	3	153	CARDINAL
ajfa-1560	283	1	http://dx.doi.org/10.2307/2676188 chan	PERSON
ajfa-1560	283	2	l.	GPE
ajfa-1560	283	3	n., & lakonishok	ORG
ajfa-1560	283	4	j. (1996	ORG
ajfa-1560	285	1	51	CARDINAL
ajfa-1560	285	2	1681-1713	DATE
ajfa-1560	286	1	asian	NORP
ajfa-1560	286	2	finance & accounting	ORG
ajfa-1560	286	3	2012	DATE
ajfa-1560	286	4	4	CARDINAL
ajfa-1560	286	5	1	CARDINAL
ajfa-1560	286	6	273	CARDINAL
ajfa-1560	287	1	louis k.c.	PERSON
ajfa-1560	287	2	josef.	GPE
ajfa-1560	288	1	1991	DATE
ajfa-1560	289	1	japan	GPE
ajfa-1560	290	1	journal of finance	ORG
ajfa-1560	290	2	46	DATE
ajfa-1560	290	3	1739	CARDINAL
ajfa-1560	291	1	chen	PERSON
ajfa-1560	291	2	j., benett, a., & zheng	PERSON
ajfa-1560	291	3	t.	GPE
ajfa-1560	291	4	2006	DATE
ajfa-1560	293	1	financial analysts journal	ORG
ajfa-1560	293	2	62	CARDINAL
ajfa-1560	293	3	6	CARDINAL
ajfa-1560	293	4	40-51	CARDINAL
ajfa-1560	294	1	http://dx.doi.org/10.2469/faj.v62.n6.4352 chen	PERSON
ajfa-1560	294	2	h.,chen	PERSON
ajfa-1560	294	3	s.	PERSON
ajfa-1560	294	4	2010	DATE
ajfa-1560	297	1	chen	PERSON
ajfa-1560	297	2	j., benett, a., & zheng	PERSON
ajfa-1560	297	3	t.	GPE
ajfa-1560	297	4	2006	DATE
ajfa-1560	299	1	financial analyst journal	ORG
ajfa-1560	299	2	62	CARDINAL
ajfa-1560	299	3	6	CARDINAL
ajfa-1560	299	4	40-51	CARDINAL
ajfa-1560	300	1	j., & ritter	ORG
ajfa-1560	300	2	1992	DATE
ajfa-1560	302	1	journal of financial economics	ORG
ajfa-1560	302	2	31	DATE
ajfa-1560	302	3	235	CARDINAL
ajfa-1560	303	1	t., & shivkumar	ORG
ajfa-1560	303	2	l.	GPE
ajfa-1560	303	3	2002	DATE
ajfa-1560	305	1	57	CARDINAL
ajfa-1560	305	2	2	CARDINAL
ajfa-1560	305	3	985	CARDINAL
ajfa-1560	306	1	titman	PERSON
ajfa-1560	306	2	s., & kim	ORG
ajfa-1560	306	3	j.k.c	PERSON
ajfa-1560	307	1	2000	DATE
ajfa-1560	308	1	asian	NORP
ajfa-1560	309	1	ssrn	PERSON
ajfa-1560	310	1	claessens	ORG
ajfa-1560	310	2	s., & glen	ORG
ajfa-1560	310	3	j.	PERSON
ajfa-1560	310	4	1998	DATE
ajfa-1560	312	1	quarterly	DATE
ajfa-1560	312	2	2	CARDINAL
ajfa-1560	312	3	4	CARDINAL
ajfa-1560	313	1	conrad	PERSON
ajfa-1560	313	2	j., kaul	PERSON
ajfa-1560	313	3	m. (1991)	ORG
ajfa-1560	315	1	journal of financial economics	ORG
ajfa-1560	315	2	29	CARDINAL
ajfa-1560	315	3	365	CARDINAL
ajfa-1560	316	1	http://dx.doi.org/10.1016/0304-405x(91)90007-7 conrad	PERSON
ajfa-1560	316	2	jennifer	PERSON
ajfa-1560	316	3	kaul, & gautum	ORG
ajfa-1560	317	1	1993	DATE
ajfa-1560	319	1	48	CARDINAL
ajfa-1560	319	2	1	CARDINAL
ajfa-1560	319	3	39-63	CARDINAL
ajfa-1560	320	1	daniel	PERSON
ajfa-1560	320	2	k.	PERSON
ajfa-1560	320	3	hiirshleifer	NORP
ajfa-1560	320	4	d., & subrahmanyam	ORG
ajfa-1560	320	5	a.	PERSON
ajfa-1560	320	6	1998	DATE
ajfa-1560	322	1	53	DATE
ajfa-1560	322	2	1839-1886	DATE
ajfa-1560	323	1	http://dx.doi.org/10.1111/0022-1082.00077 dapaah	GPE
ajfa-1560	323	2	l.	PERSON
ajfa-1560	323	3	2010	DATE
ajfa-1560	325	1	de bondt	PERSON
ajfa-1560	325	2	w.f.	GPE
ajfa-1560	325	3	r.	PERSON
ajfa-1560	325	4	1985	DATE
ajfa-1560	327	1	40	CARDINAL
ajfa-1560	327	2	793	CARDINAL
ajfa-1560	328	1	de bondt	PERSON
ajfa-1560	328	2	w.f.	GPE
ajfa-1560	328	3	r.	PERSON
ajfa-1560	328	4	1987	DATE
ajfa-1560	330	1	42	CARDINAL
ajfa-1560	330	2	557	CARDINAL
ajfa-1560	331	1	fama	ORG
ajfa-1560	331	2	e.f.	GPE
ajfa-1560	331	3	& french	NORP
ajfa-1560	331	4	k.r.	GPE
ajfa-1560	331	5	1998	DATE
ajfa-1560	333	1	53	DATE
ajfa-1560	333	2	1975-1999	DATE
ajfa-1560	334	1	http://dx.doi.org/10.1111/0022-1082.00080 fama	PERSON
ajfa-1560	334	2	eugene f	PERSON
ajfa-1560	334	3	french	NORP
ajfa-1560	334	4	kenneth r.	PERSON
ajfa-1560	334	5	1996	DATE
ajfa-1560	336	1	51	CARDINAL
ajfa-1560	336	2	55	CARDINAL
ajfa-1560	337	1	asian	NORP
ajfa-1560	337	2	finance & accounting	ORG
ajfa-1560	337	3	2012	DATE
ajfa-1560	337	4	4	CARDINAL
ajfa-1560	337	5	1	CARDINAL
ajfa-1560	337	6	eugene f.	PERSON
ajfa-1560	337	7	french	NORP
ajfa-1560	337	8	kenneth r.	PERSON
ajfa-1560	337	9	1993	DATE
ajfa-1560	339	1	journal of financial economics	ORG
ajfa-1560	339	2	33	DATE
ajfa-1560	339	3	3	CARDINAL
ajfa-1560	340	1	http://dx.doi.org/10.1016/0304-405x(93)90023-5 fama	PERSON
ajfa-1560	340	2	eugene f.	PERSON
ajfa-1560	340	3	french	NORP
ajfa-1560	340	4	kenneth r.	PERSON
ajfa-1560	340	5	1992	DATE
ajfa-1560	342	1	47	DATE
ajfa-1560	342	2	427	CARDINAL
ajfa-1560	343	1	frankel	PERSON
ajfa-1560	343	2	j.a.	GPE
ajfa-1560	343	3	s.l.	ORG
ajfa-1560	343	4	1996	DATE
ajfa-1560	344	1	mexican	NORP
ajfa-1560	344	2	1994	DATE
ajfa-1560	345	1	7	CARDINAL
ajfa-1560	345	2	511	CARDINAL
ajfa-1560	346	1	2009	DATE
ajfa-1560	348	1	moskowitz	PERSON
ajfa-1560	348	2	2004	DATE
ajfa-1560	350	1	k.	PERSON
ajfa-1560	350	2	connell, & seasholes, p. (2001	ORG
ajfa-1560	352	1	journal of financial economics	ORG
ajfa-1560	352	2	59	DATE
ajfa-1560	352	3	2515-2547	DATE
ajfa-1560	353	1	http://dx.doi.org/10.1016/s0304-405x(00)00084-2 gabbi	PERSON
ajfa-1560	353	2	2005	DATE
ajfa-1560	355	1	the european journal of finance	ORG
ajfa-1560	355	2	11	CARDINAL
ajfa-1560	355	3	3	CARDINAL
ajfa-1560	355	4	271-281	CARDINAL
ajfa-1560	356	1	w. n., & massa	PERSON
ajfa-1560	356	2	m. (	PERSON
ajfa-1560	356	3	2002	DATE
ajfa-1560	357	1	daily	DATE
ajfa-1560	358	1	37	CARDINAL
ajfa-1560	358	2	3	CARDINAL
ajfa-1560	358	3	375	CARDINAL
ajfa-1560	359	1	grundy	PERSON
ajfa-1560	359	2	s.	PERSON
ajfa-1560	359	3	2002	DATE
ajfa-1560	361	1	14	CARDINAL
ajfa-1560	361	2	29	CARDINAL
ajfa-1560	362	1	http://dx.doi.org/10.1093/rfs/14.1.29 hameed,a., & kusnadi	PERSON
ajfa-1560	362	2	2002	DATE
ajfa-1560	363	1	pacific basin stock markets	ORG
ajfa-1560	364	1	journal of financial research	ORG
ajfa-1560	364	2	25	CARDINAL
ajfa-1560	364	3	3	CARDINAL
ajfa-1560	364	4	383	CARDINAL
ajfa-1560	365	1	hong	GPE
ajfa-1560	365	2	lim	PERSON
ajfa-1560	365	3	j.c.	GPE
ajfa-1560	365	4	& stien	PERSON
ajfa-1560	365	5	j. (	PERSON
ajfa-1560	365	6	2000	DATE
ajfa-1560	367	1	55	CARDINAL
ajfa-1560	367	2	265	CARDINAL
ajfa-1560	368	1	hong	GPE
ajfa-1560	368	2	1999	DATE
ajfa-1560	370	1	55	CARDINAL
ajfa-1560	370	2	265	CARDINAL
ajfa-1560	371	1	n., & titman	ORG
ajfa-1560	371	2	2001	DATE
ajfa-1560	373	1	56	CARDINAL
ajfa-1560	373	2	699	CARDINAL
ajfa-1560	374	1	http://dx.doi.org/10.1111/0022-1082.00342 asian journal of finance & accounting	ORG
ajfa-1560	374	2	2012	DATE
ajfa-1560	374	3	4	CARDINAL
ajfa-1560	374	4	1	CARDINAL
ajfa-1560	374	5	275	CARDINAL
ajfa-1560	374	6	n., & titman	ORG
ajfa-1560	374	7	s.	PERSON
ajfa-1560	374	8	2002	DATE
ajfa-1560	376	1	15	CARDINAL
ajfa-1560	376	2	143	CARDINAL
ajfa-1560	376	3	http://dx.doi.org/10.1093/rfs/15.1.143	ORG
ajfa-1560	376	4	n., & titman	ORG
ajfa-1560	376	5	s. (1995	ORG
ajfa-1560	378	1	48	DATE
ajfa-1560	378	2	973	CARDINAL
ajfa-1560	379	1	n., & titman	ORG
ajfa-1560	379	2	s.	PERSON
ajfa-1560	379	3	1993	DATE
ajfa-1560	381	1	48	DATE
ajfa-1560	381	2	65	CARDINAL
ajfa-1560	382	1	jung	GPE
ajfa-1560	382	2	j., & shiller	ORG
ajfa-1560	382	3	r. (	GPE
ajfa-1560	382	4	2005	DATE
ajfa-1560	383	1	samuelson	PERSON
ajfa-1560	384	1	43	CARDINAL
ajfa-1560	384	2	2	CARDINAL
ajfa-1560	384	3	221–228	CARDINAL
ajfa-1560	385	1	http://dx.doi.org/10.1093/ei/cbi015 kaminsky	PERSON
ajfa-1560	385	2	g., lyons.	PERSON
ajfa-1560	386	1	r.k.	GPE
ajfa-1560	386	2	s.l.	ORG
ajfa-1560	386	3	2004	DATE
ajfa-1560	388	1	journal of international economics	ORG
ajfa-1560	388	2	64	DATE
ajfa-1560	388	3	113	CARDINAL
ajfa-1560	389	1	http://dx.doi.org/10.1016/s0022-1996(03)00075-8 kaul	PERSON
ajfa-1560	389	2	m. (1990	ORG
ajfa-1560	391	1	28	CARDINAL
ajfa-1560	391	2	67	CARDINAL
ajfa-1560	392	1	http://dx.doi.org/10.1016/0304-405x(90)90048-5 kent	ORG
ajfa-1560	392	2	d.	NORP
ajfa-1560	392	3	hirshleifer	GPE
ajfa-1560	392	4	d., & subrahmanyam	ORG
ajfa-1560	392	5	a.	PERSON
ajfa-1560	392	6	2004	DATE
ajfa-1560	394	1	0412006	DATE
ajfa-1560	395	1	kim	PERSON
ajfa-1560	395	2	w.	PERSON
ajfa-1560	395	3	& wei	PERSON
ajfa-1560	395	4	2002	DATE
ajfa-1560	397	1	journal of international economics	ORG
ajfa-1560	397	2	56	CARDINAL
ajfa-1560	397	3	1	CARDINAL
ajfa-1560	397	4	77-96	DATE
ajfa-1560	398	1	josef	GPE
ajfa-1560	398	2	andrei	PERSON
ajfa-1560	398	3	robert w.	PERSON
ajfa-1560	398	4	1994	DATE
ajfa-1560	400	1	49	DATE
ajfa-1560	400	2	1541-1578	DATE
ajfa-1560	401	1	lee	PERSON
ajfa-1560	402	1	2000	DATE
ajfa-1560	404	1	55	CARDINAL
ajfa-1560	404	2	2017-2069	DATE
ajfa-1560	405	1	2002	DATE
ajfa-1560	407	1	15	CARDINAL
ajfa-1560	407	2	533	CARDINAL
ajfa-1560	408	1	http://dx.doi.org/10.1093/rfs/15.2.533 lin	PERSON
ajfa-1560	408	2	a.y.	GPE
ajfa-1560	408	3	& swanson	PERSON
ajfa-1560	408	4	2004	DATE
ajfa-1560	409	1	asian	NORP
ajfa-1560	410	1	journal of international financial markets	ORG
ajfa-1560	410	2	14	DATE
ajfa-1560	410	3	55	CARDINAL
ajfa-1560	411	1	john.	PERSON
ajfa-1560	412	1	1965	DATE
ajfa-1560	414	1	47	DATE
ajfa-1560	414	2	13	CARDINAL
ajfa-1560	415	1	litzenberg	GPE
ajfa-1560	415	2	r. h., &	ORG
ajfa-1560	415	3	k. (1979	ORG
ajfa-1560	417	1	journal of financial economics	ORG
ajfa-1560	417	2	7	CARDINAL
ajfa-1560	417	3	2	CARDINAL
ajfa-1560	418	1	liu	PERSON
ajfa-1560	418	2	l.x.	GPE
ajfa-1560	418	3	& zhang	PERSON
ajfa-1560	418	4	2008	DATE
ajfa-1560	420	1	41	CARDINAL
ajfa-1560	421	1	asian	NORP
ajfa-1560	421	2	finance & accounting	ORG
ajfa-1560	421	3	2012	DATE
ajfa-1560	421	4	4	CARDINAL
ajfa-1560	421	5	1	CARDINAL
ajfa-1560	421	6	1990	DATE
ajfa-1560	423	1	3	CARDINAL
ajfa-1560	423	2	175	CARDINAL
ajfa-1560	424	1	http://dx.doi.org/10.1093/rfs/3.2.175 menzly	PERSON
ajfa-1560	424	2	l., & ozbas	ORG
ajfa-1560	424	3	2006	DATE
ajfa-1560	426	1	j., & rallis	ORG
ajfa-1560	426	2	2007	DATE
ajfa-1560	428	1	31	CARDINAL
ajfa-1560	428	2	6	CARDINAL
ajfa-1560	428	3	1863-1886	DATE
ajfa-1560	429	1	moskowitz	PERSON
ajfa-1560	429	2	t.j.	GPE
ajfa-1560	429	3	1999	DATE
ajfa-1560	431	1	44	DATE
ajfa-1560	431	2	1249-1290	CARDINAL
ajfa-1560	432	1	naranjo	PERSON
ajfa-1560	432	2	2007	DATE
ajfa-1560	434	1	147	CARDINAL
ajfa-1560	435	1	http://dx.doi.org/10.1016/j.ememar.2007.01.001 neal	PERSON
ajfa-1560	435	2	edward s. o'	PERSON
ajfa-1560	436	1	2000	DATE
ajfa-1560	438	1	37	CARDINAL
ajfa-1560	439	1	t.	GPE
ajfa-1560	439	2	l., & verbeek	ORG
ajfa-1560	439	3	m. (	PERSON
ajfa-1560	439	4	2004	DATE
ajfa-1560	440	1	europe	LOC
ajfa-1560	441	1	461	CARDINAL
ajfa-1560	442	1	http://dx.doi.org/10.1016/j.jempfin.2004.02.001	CARDINAL
ajfa-1560	443	1	s.a.	GPE
ajfa-1560	443	2	1998	DATE
ajfa-1560	444	1	january 1988-march 1997	DATE
ajfa-1560	445	1	quarterly	DATE
ajfa-1560	445	2	2	CARDINAL
ajfa-1560	445	3	57	CARDINAL
ajfa-1560	446	1	phylaktis k, & xia	ORG
ajfa-1560	446	2	2006	DATE
ajfa-1560	448	1	25	CARDINAL
ajfa-1560	448	2	3	CARDINAL
ajfa-1560	448	3	459	CARDINAL
ajfa-1560	449	1	a.j.	PERSON
ajfa-1560	449	2	2002	DATE
ajfa-1560	450	1	asian	NORP
ajfa-1560	451	1	australia	GPE
ajfa-1560	452	1	rosenberg	PERSON
ajfa-1560	452	2	b., reid	PERSON
ajfa-1560	452	3	k., & lanstein	ORG
ajfa-1560	452	4	r.	PERSON
ajfa-1560	452	5	1985	DATE
ajfa-1560	454	1	9	CARDINAL
ajfa-1560	455	1	k.	PERSON
ajfa-1560	455	2	1998	DATE
ajfa-1560	457	1	53	DATE
ajfa-1560	457	2	267	CARDINAL
ajfa-1560	458	1	k.g.	GPE
ajfa-1560	458	2	1999	DATE
ajfa-1560	460	1	54	DATE
ajfa-1560	460	2	1439-1464	DATE
ajfa-1560	461	1	a., & sonti	ORG
ajfa-1560	461	2	r.	PERSON
ajfa-1560	461	3	2007	DATE
ajfa-1560	463	1	16	CARDINAL
ajfa-1560	463	2	2	CARDINAL
ajfa-1560	463	3	203	CARDINAL
ajfa-1560	464	1	d.	NORP
ajfa-1560	464	2	debondt	GPE
ajfa-1560	464	3	w., & weber	ORG
ajfa-1560	464	4	m. (1999)	ORG
ajfa-1560	465	1	germany	GPE
ajfa-1560	466	1	financial analyst journal	ORG
ajfa-1560	466	2	104	CARDINAL
ajfa-1560	467	1	j.	PERSON
ajfa-1560	467	2	m., & xu	ORG
ajfa-1560	467	3	2003	DATE
ajfa-1560	469	1	59	CARDINAL
ajfa-1560	469	2	2	CARDINAL
ajfa-1560	469	3	45	CARDINAL
ajfa-1560	470	1	http://dx.doi.org/10.2469/faj.v59.n2.2513 asian journal of finance & accounting	ORG
ajfa-1560	470	2	2012	DATE
ajfa-1560	470	3	4	CARDINAL
ajfa-1560	470	4	1	CARDINAL
ajfa-1560	470	5	a., & sefton	ORG
ajfa-1560	470	6	j. (2005	GPE
ajfa-1560	472	1	financial analyst journal	ORG
ajfa-1560	472	2	61	CARDINAL
ajfa-1560	472	3	2	CARDINAL
ajfa-1560	472	4	64	CARDINAL
ajfa-1560	473	1	http://dx.doi.org/10.2469/faj.v61.n2.2717 sehgal	PERSON
ajfa-1560	473	2	s., & jain	ORG
ajfa-1560	473	3	2011	DATE
ajfa-1560	474	1	india	GPE
ajfa-1560	475	1	sehgal	GPE
ajfa-1560	475	2	s.	GPE
ajfa-1560	475	3	jain	GPE
ajfa-1560	475	4	2011	DATE
ajfa-1560	476	1	india	GPE
ajfa-1560	477	1	8	CARDINAL
ajfa-1560	477	2	1	CARDINAL
ajfa-1560	477	3	99-122	CARDINAL
ajfa-1560	478	1	http://dx.doi.org/10.1108/09727981111129327 serra	PERSON
ajfa-1560	478	2	ana paula sousa freitas madureira	PERSON
ajfa-1560	479	1	2000	DATE
ajfa-1560	481	1	1	CARDINAL
ajfa-1560	481	2	sharpe	PERSON
ajfa-1560	481	3	w.	PERSON
ajfa-1560	481	4	1964	DATE
ajfa-1560	483	1	19	CARDINAL
ajfa-1560	483	2	425	CARDINAL
ajfa-1560	484	1	shen	ORG
ajfa-1560	484	2	q.	PERSON
ajfa-1560	484	3	a.c.	GPE
ajfa-1560	484	4	s.c.	GPE
ajfa-1560	484	5	2005	DATE
ajfa-1560	486	1	multinational financial management	ORG
ajfa-1560	486	2	15	CARDINAL
ajfa-1560	486	3	235	CARDINAL
ajfa-1560	487	1	http://dx.doi.org/10.1016/j.mulfin.2004.09.001 swanson	PERSON
ajfa-1560	487	2	& lin	GPE
ajfa-1560	487	3	a.y.	GPE
ajfa-1560	487	4	2005	DATE
ajfa-1560	488	1	u.s.	GPE
ajfa-1560	489	1	journal of multinational financial management	ORG
ajfa-1560	489	2	99	CARDINAL
ajfa-1560	490	1	torsten	PERSON
ajfa-1560	490	2	b.	GPE
ajfa-1560	490	3	lukas	ORG
ajfa-1560	490	4	m., & ulrich	ORG
ajfa-1560	490	5	s.	PERSON
ajfa-1560	490	6	2003	DATE
ajfa-1560	493	1	hannover	GPE
ajfa-1560	494	1	vander hart	PERSON
ajfa-1560	494	2	j.	PERSON
ajfa-1560	494	3	e., & vandijk	ORG
ajfa-1560	494	4	d.	NORP
ajfa-1560	494	5	2003	DATE
ajfa-1560	496	1	10	CARDINAL
ajfa-1560	496	2	105	CARDINAL