id	sid	eid	entity	type
ajfa-1694	1	1	microsoft	ORG
ajfa-1694	1	2	1694-6687	CARDINAL
ajfa-1694	1	3	asian	NORP
ajfa-1694	1	4	finance & accounting	ORG
ajfa-1694	1	5	2012	DATE
ajfa-1694	1	6	4	CARDINAL
ajfa-1694	1	7	1	CARDINAL
ajfa-1694	1	8	313	CARDINAL
ajfa-1694	1	9	nicholas apergis	PERSON
ajfa-1694	1	10	university of piraeus	ORG
ajfa-1694	1	11	80	CARDINAL
ajfa-1694	1	12	karaoli & dimitriou	ORG
ajfa-1694	1	13	18534	DATE
ajfa-1694	1	14	piraeus	GPE
ajfa-1694	1	15	greece e	GPE
ajfa-1694	1	16	department of business administration university of piraeus	ORG
ajfa-1694	1	17	80	CARDINAL
ajfa-1694	1	18	karaoli & dimitriou	ORG
ajfa-1694	1	19	18534	DATE
ajfa-1694	1	20	piraeus	GPE
ajfa-1694	1	21	greece e	GPE
ajfa-1694	1	22	sofelef@webmail.unipi.gr	DATE
ajfa-1694	1	23	april 23, 2012	DATE
ajfa-1694	1	24	may 9, 2012	DATE
ajfa-1694	1	25	june 1, 2012	DATE
ajfa-1694	1	26	arellano	PERSON
ajfa-1694	1	27	1991	DATE
ajfa-1694	3	1	gmm	ORG
ajfa-1694	3	2	asian	NORP
ajfa-1694	3	3	finance & accounting	ORG
ajfa-1694	3	4	2012	DATE
ajfa-1694	4	1	4	CARDINAL
ajfa-1694	4	2	1	CARDINAL
ajfa-1694	4	3	314 1	CARDINAL
ajfa-1694	4	4	1.1	CARDINAL
ajfa-1694	13	1	graham	PERSON
ajfa-1694	13	2	harvey, 2001	ORG
ajfa-1694	16	1	shapiro, 1986)	ORG
ajfa-1694	17	1	french	NORP
ajfa-1694	17	2	1993	DATE
ajfa-1694	18	1	swanson et al	PERSON
ajfa-1694	19	1	2001	DATE
ajfa-1694	20	1	al-qenae et al	PERSON
ajfa-1694	21	1	2002	DATE
ajfa-1694	21	2	kuwait	GPE
ajfa-1694	23	1	johnson et al	PERSON
ajfa-1694	23	2	2000	DATE
ajfa-1694	23	3	25	CARDINAL
ajfa-1694	24	1	asian journal of finance & accounting	ORG
ajfa-1694	24	2	2012	DATE
ajfa-1694	24	3	4	CARDINAL
ajfa-1694	24	4	1	CARDINAL
ajfa-1694	25	1	harvey (1995	ORG
ajfa-1694	26	1	bekaert	PERSON
ajfa-1694	26	2	harvey	PERSON
ajfa-1694	26	3	2000	DATE
ajfa-1694	26	4	2001	DATE
ajfa-1694	27	1	1.2	CARDINAL
ajfa-1694	27	2	ross	PERSON
ajfa-1694	27	3	1976	DATE
ajfa-1694	28	1	chen et al	PERSON
ajfa-1694	28	2	1986	DATE
ajfa-1694	30	1	u.s.	GPE
ajfa-1694	30	2	clare	PERSON
ajfa-1694	30	3	thomas, 1994	ORG
ajfa-1694	30	4	gjerde	PERSON
ajfa-1694	30	5	1999	DATE
ajfa-1694	30	6	flannery	ORG
ajfa-1694	30	7	2002	DATE
ajfa-1694	31	1	east asia	LOC
ajfa-1694	31	2	bailey	ORG
ajfa-1694	31	3	chang, 1996	ORG
ajfa-1694	31	4	ibrahim	PERSON
ajfa-1694	31	5	aziz	PERSON
ajfa-1694	31	6	2003	DATE
ajfa-1694	31	7	third	ORDINAL
ajfa-1694	32	1	bilson et al	PERSON
ajfa-1694	33	1	2001	DATE
ajfa-1694	34	1	sharma	PERSON
ajfa-1694	34	2	2002	DATE
ajfa-1694	34	3	five	CARDINAL
ajfa-1694	34	4	2002	DATE
ajfa-1694	36	1	2003	DATE
ajfa-1694	36	2	cypriot	NORP
ajfa-1694	37	1	chaudhuri	ORG
ajfa-1694	37	2	2004	DATE
ajfa-1694	37	3	australian	NORP
ajfa-1694	41	1	gmm	ORG
ajfa-1694	41	2	arellano	PERSON
ajfa-1694	41	3	1991	DATE
ajfa-1694	42	1	asian	NORP
ajfa-1694	42	2	finance & accounting	ORG
ajfa-1694	42	3	2012	DATE
ajfa-1694	43	1	4	CARDINAL
ajfa-1694	43	2	1	CARDINAL
ajfa-1694	43	3	316	CARDINAL
ajfa-1694	46	1	2	CARDINAL
ajfa-1694	46	2	2.1	CARDINAL
ajfa-1694	46	3	quarterly	DATE
ajfa-1694	46	4	1990-2009	DATE
ajfa-1694	48	1	bloomberg	ORG
ajfa-1694	52	1	ifs	ORG
ajfa-1694	54	1	french	NORP
ajfa-1694	54	2	1995	DATE
ajfa-1694	55	1	2.2	CARDINAL
ajfa-1694	58	1	1	CARDINAL
ajfa-1694	58	2	1	CARDINAL
ajfa-1694	58	3	rit	ORG
ajfa-1694	58	4	rt m	ORG
ajfa-1694	59	1	first	ORDINAL
ajfa-1694	61	1	arellano	PERSON
ajfa-1694	61	2	1991	DATE
ajfa-1694	62	1	asian journal of finance & accounting	ORG
ajfa-1694	62	2	2012	DATE
ajfa-1694	62	3	4	CARDINAL
ajfa-1694	62	4	1	CARDINAL
ajfa-1694	62	5	317 3	CARDINAL
ajfa-1694	63	1	3.1	CARDINAL
ajfa-1694	64	1	wu	PERSON
ajfa-1694	64	2	1999	DATE
ajfa-1694	64	3	2000	DATE
ajfa-1694	64	4	levin et al	PERSON
ajfa-1694	65	1	2002	DATE
ajfa-1694	67	1	ips	ORG
ajfa-1694	67	2	2003	DATE
ajfa-1694	68	1	2005	DATE
ajfa-1694	69	1	xyy 	PERSON
ajfa-1694	69	2	1	CARDINAL
ajfa-1694	69	3	1	CARDINAL
ajfa-1694	69	4	1	CARDINAL
ajfa-1694	69	5	itx	ORG
ajfa-1694	70	1	1i	CARDINAL
ajfa-1694	70	2	1i	CARDINAL
ajfa-1694	71	1	2000	DATE
ajfa-1694	71	2	levin et al	PERSON
ajfa-1694	71	3	2002	DATE
ajfa-1694	71	4	st	PERSON
ajfa-1694	71	5	zero	CARDINAL
ajfa-1694	72	1	1ity	CARDINAL
ajfa-1694	74	1	ips	ORG
ajfa-1694	77	1	2003	DATE
ajfa-1694	79	1	1	CARDINAL
ajfa-1694	79	2	1	CARDINAL
ajfa-1694	80	1	11	CARDINAL
ajfa-1694	80	2	2	CARDINAL
ajfa-1694	81	1	1:0	CARDINAL
ajfa-1694	81	2	iih 	PERSON
ajfa-1694	82	1	asian	NORP
ajfa-1694	82	2	finance & accounting	ORG
ajfa-1694	82	3	2012	DATE
ajfa-1694	82	4	4	CARDINAL
ajfa-1694	82	5	1	CARDINAL
ajfa-1694	82	6	at least one	CARDINAL
ajfa-1694	82	7	1:0	CARDINAL
ajfa-1694	84	1	2003	DATE
ajfa-1694	84	2		PERSON
ajfa-1694	86	1	1 1	TIME
ajfa-1694	86	2	iih	CARDINAL
ajfa-1694	86	3	1:0	CARDINAL
ajfa-1694	86	4	2	CARDINAL
ajfa-1694	87	1	2003	DATE
ajfa-1694	88	1	llc	GPE
ajfa-1694	88	2	first	ORDINAL
ajfa-1694	92	1	t-1 + σbijδyi	ORG
ajfa-1694	92	2	3	CARDINAL
ajfa-1694	94	1	two	CARDINAL
ajfa-1694	95	1	4	CARDINAL
ajfa-1694	95	2	t-1 =	PERSON
ajfa-1694	95	3	5	CARDINAL
ajfa-1694	95	4	vi	PERSON
ajfa-1694	97	1	ρ vi	PERSON
ajfa-1694	97	2	6	CARDINAL
ajfa-1694	100	1	asian	NORP
ajfa-1694	100	2	finance & accounting	ORG
ajfa-1694	100	3	2012	DATE
ajfa-1694	100	4	4	CARDINAL
ajfa-1694	100	5	1	CARDINAL
ajfa-1694	100	6	319	CARDINAL
ajfa-1694	103	1	maddala	PERSON
ajfa-1694	103	2	wu	PERSON
ajfa-1694	103	3	1999	DATE
ajfa-1694	104	1	maddala	PERSON
ajfa-1694	104	2	wu	PERSON
ajfa-1694	104	3	1999	DATE
ajfa-1694	105	1	fisher	ORG
ajfa-1694	107	1	two degrees	QUANTITY
ajfa-1694	108	1	2 σ	CARDINAL
ajfa-1694	108	2	2n degrees	QUANTITY
ajfa-1694	111	1	2000	DATE
ajfa-1694	111	2	lagrange	GPE
ajfa-1694	112	1	2005	DATE
ajfa-1694	114	1	hadri	ORG
ajfa-1694	114	2	rit	ORG
ajfa-1694	114	3	rit = ri	ORG
ajfa-1694	114	4	t-1 + uit	ORG
ajfa-1694	114	5	uit→iid(0	ORG
ajfa-1694	114	6	2	CARDINAL
ajfa-1694	115	1	zero	CARDINAL
ajfa-1694	116	1	yit = zit’	PERSON
ajfa-1694	119	1	2	CARDINAL
ajfa-1694	119	2	2	CARDINAL
ajfa-1694	119	3	9	CARDINAL
ajfa-1694	119	4	finance & accounting	ORG
ajfa-1694	119	5	2012	DATE
ajfa-1694	119	6	4	CARDINAL
ajfa-1694	119	7	1 www.macrothink.org/ajfa 320	QUANTITY
ajfa-1694	119	8	2	CARDINAL
ajfa-1694	119	9	1987	DATE
ajfa-1694	120	1	n→.	ORG
ajfa-1694	120	2	i.	PERSON
ajfa-1694	121	1	phillips	ORG
ajfa-1694	121	2	perron	ORG
ajfa-1694	121	3	1988	DATE
ajfa-1694	122	1	2	CARDINAL
ajfa-1694	122	2	2	CARDINAL
ajfa-1694	122	3	10	CARDINAL
ajfa-1694	122	4	i=1 t→	PERSON
ajfa-1694	122	5	newey	ORG
ajfa-1694	122	6	1994	DATE
ajfa-1694	123	1	1	CARDINAL
ajfa-1694	123	2	1%	PERCENT
ajfa-1694	125	1	1	CARDINAL
ajfa-1694	125	2	ips	ORG
ajfa-1694	127	1	-1.71(2	PERSON
ajfa-1694	133	1	asian	NORP
ajfa-1694	133	2	finance & accounting	ORG
ajfa-1694	133	3	2012	DATE
ajfa-1694	133	4	4	CARDINAL
ajfa-1694	133	5	1	CARDINAL
ajfa-1694	133	6	321	CARDINAL
ajfa-1694	133	7	-6.42	DATE
ajfa-1694	133	8	22.03	CARDINAL
ajfa-1694	133	9	1.09	CARDINAL
ajfa-1694	133	10	15.24	CARDINAL
ajfa-1694	133	11	1.14	CARDINAL
ajfa-1694	133	12	16.55	CARDINAL
ajfa-1694	133	13	1.44	CARDINAL
ajfa-1694	133	14	17.62	CARDINAL
ajfa-1694	133	15	1.18	CARDINAL
ajfa-1694	133	16	22.19	CARDINAL
ajfa-1694	133	17	1.34	CARDINAL
ajfa-1694	133	18	1.23	CARDINAL
ajfa-1694	133	19	20.32	CARDINAL
ajfa-1694	133	20	1.14	CARDINAL
ajfa-1694	133	21	13.22	CARDINAL
ajfa-1694	133	22	1.07	CARDINAL
ajfa-1694	133	23	12.73	CARDINAL
ajfa-1694	133	24	1.39	CARDINAL
ajfa-1694	133	25	14.02	CARDINAL
ajfa-1694	133	26	1.25	CARDINAL
ajfa-1694	133	27	18.14	CARDINAL
ajfa-1694	133	28	1.27	CARDINAL
ajfa-1694	133	29	ri	GPE
ajfa-1694	133	30	1.37	CARDINAL
ajfa-1694	133	31	fisher-adf	ORG
ajfa-1694	133	32	20.45	CARDINAL
ajfa-1694	133	33	104.46	CARDINAL
ajfa-1694	133	34	finance & accounting	ORG
ajfa-1694	133	35	2012	DATE
ajfa-1694	133	36	4	CARDINAL
ajfa-1694	133	37	1	CARDINAL
ajfa-1694	133	38	322	CARDINAL
ajfa-1694	133	39	17.83	CARDINAL
ajfa-1694	133	40	98.77	CARDINAL
ajfa-1694	133	41	18.51	CARDINAL
ajfa-1694	133	42	92.34	CARDINAL
ajfa-1694	134	1	17.63	CARDINAL
ajfa-1694	134	2	112.52	CARDINAL
ajfa-1694	134	3	19.75	CARDINAL
ajfa-1694	134	4	108.75	CARDINAL
ajfa-1694	135	1	112.57	CARDINAL
ajfa-1694	135	2	108.47	CARDINAL
ajfa-1694	135	3	24.58	CARDINAL
ajfa-1694	135	4	117.17	CARDINAL
ajfa-1694	135	5	19.72	CARDINAL
ajfa-1694	135	6	99.93	CARDINAL
ajfa-1694	135	7	21.56	CARDINAL
ajfa-1694	135	8	97.88	CARDINAL
ajfa-1694	135	9	19.59	CARDINAL
ajfa-1694	135	10	119.69	CARDINAL
ajfa-1694	135	11	24.17	CARDINAL
ajfa-1694	135	12	129.82	CARDINAL
ajfa-1694	135	13	116.55	CARDINAL
ajfa-1694	135	14	113.07	CARDINAL
ajfa-1694	135	15	first	ORDINAL
ajfa-1694	136	1	1%	PERCENT
ajfa-1694	136	2	3.2	CARDINAL
ajfa-1694	138	1	first	ORDINAL
ajfa-1694	138	2	1986	DATE
ajfa-1694	138	3	holtz et al.	PERSON
ajfa-1694	138	4	1985	DATE
ajfa-1694	139	1	first	ORDINAL
ajfa-1694	143	1	asian	NORP
ajfa-1694	143	2	finance & accounting	ORG
ajfa-1694	143	3	2012	DATE
ajfa-1694	143	4	4	CARDINAL
ajfa-1694	143	5	1	CARDINAL
ajfa-1694	143	6	323	CARDINAL
ajfa-1694	145	1	2	CARDINAL
ajfa-1694	147	1	2	CARDINAL
ajfa-1694	148	1	28.16	CARDINAL
ajfa-1694	148	2	38.92	CARDINAL
ajfa-1694	149	1	68.37	CARDINAL
ajfa-1694	150	1	third	ORDINAL
ajfa-1694	152	1	first	ORDINAL
ajfa-1694	153	1	1%	PERCENT
ajfa-1694	154	1	3.3	CARDINAL
ajfa-1694	154	2	gmm	ORG
ajfa-1694	154	3	3	CARDINAL
ajfa-1694	155	1	gmm	ORG
ajfa-1694	155	2	arellano	PERSON
ajfa-1694	155	3	1991	DATE
ajfa-1694	157	1	1 percent	PERCENT
ajfa-1694	159	1	chen et al	PERSON
ajfa-1694	159	2	1986	DATE
ajfa-1694	159	3	flannery	ORG
ajfa-1694	159	4	2002	DATE
ajfa-1694	159	5	sharma	PERSON
ajfa-1694	159	6	2002	DATE
ajfa-1694	160	1	koh	PERSON
ajfa-1694	160	2	2000	DATE
ajfa-1694	161	1	clare and	ORG
ajfa-1694	161	2	thomas	PERSON
ajfa-1694	161	3	1994	DATE
ajfa-1694	161	4	ibrahim	PERSON
ajfa-1694	161	5	aziz	PERSON
ajfa-1694	161	6	2003	DATE
ajfa-1694	163	1	1997	DATE
ajfa-1694	165	1	kalyvitis	PERSON
ajfa-1694	165	2	2002	DATE
ajfa-1694	167	1	asian journal of finance & accounting	ORG
ajfa-1694	167	2	2012	DATE
ajfa-1694	167	3	4	CARDINAL
ajfa-1694	167	4	1	CARDINAL
ajfa-1694	167	5	324 ► mukherjee	QUANTITY
ajfa-1694	167	6	naka	ORG
ajfa-1694	167	7	1995	DATE
ajfa-1694	167	8	cheung	PERSON
ajfa-1694	167	9	ng	PERSON
ajfa-1694	167	10	1998	DATE
ajfa-1694	168	1	gan et al	PERSON
ajfa-1694	169	1	2006	DATE
ajfa-1694	173	1	1991	DATE
ajfa-1694	174	1	adrangi	PERSON
ajfa-1694	174	2	1998	DATE
ajfa-1694	177	1	2007	DATE
ajfa-1694	177	2	barnett	PERSON
ajfa-1694	177	3	straub	PERSON
ajfa-1694	177	4	2008	DATE
ajfa-1694	177	5	straub	PERSON
ajfa-1694	177	6	2009	DATE
ajfa-1694	180	1	chen	PERSON
ajfa-1694	180	2	1991	DATE
ajfa-1694	180	3	1999	DATE
ajfa-1694	180	4	koh	PERSON
ajfa-1694	180	5	2000	DATE
ajfa-1694	184	1	asian journal of finance & accounting	ORG
ajfa-1694	184	2	2012	DATE
ajfa-1694	184	3	4	CARDINAL
ajfa-1694	184	4	1	CARDINAL
ajfa-1694	184	5	325	CARDINAL
ajfa-1694	184	6	3	CARDINAL
ajfa-1694	185	1	gmm	ORG
ajfa-1694	185	2	0.047 1.12	CARDINAL
ajfa-1694	185	3	0.026 4.59	CARDINAL
ajfa-1694	185	4	0.326 4.71	CARDINAL
ajfa-1694	185	5	4.82	MONEY
ajfa-1694	185	6	0.306 5.94	CARDINAL
ajfa-1694	185	7	0.247 8.05	CARDINAL
ajfa-1694	185	8	0.426 5.24	CARDINAL
ajfa-1694	186	1	5.48	CARDINAL
ajfa-1694	186	2	0.71	CARDINAL
ajfa-1694	186	3	0.917	CARDINAL
ajfa-1694	186	4	1%	PERCENT
ajfa-1694	187	1	4	CARDINAL
ajfa-1694	195	1	two	CARDINAL
ajfa-1694	197	1	asian journal of finance & accounting	ORG
ajfa-1694	197	2	2012	DATE
ajfa-1694	197	3	4	CARDINAL
ajfa-1694	197	4	1	CARDINAL
ajfa-1694	197	5	326	CARDINAL
ajfa-1694	197	6	b., & allender	ORG
ajfa-1694	197	7	m.	PERSON
ajfa-1694	197	8	1998	DATE
ajfa-1694	199	1	journal of economics	ORG
ajfa-1694	199	2	22	CARDINAL
ajfa-1694	199	3	57	CARDINAL
ajfa-1694	200	1	al-qenae	PERSON
ajfa-1694	200	2	r.	NORP
ajfa-1694	200	3	li	PERSON
ajfa-1694	200	4	2002	DATE
ajfa-1694	201	1	the kuwait stock exchange	ORG
ajfa-1694	202	1	multinational finance journal	ORG
ajfa-1694	202	2	6	CARDINAL
ajfa-1694	202	3	197	CARDINAL
ajfa-1694	203	1	arellano	PERSON
ajfa-1694	203	2	m., & bond	ORG
ajfa-1694	203	3	s. (1991	ORG
ajfa-1694	204	1	monte carlo	PERSON
ajfa-1694	205	1	58	DATE
ajfa-1694	205	2	277	CARDINAL
ajfa-1694	206	1	bailey	GPE
ajfa-1694	206	2	w., & chung	ORG
ajfa-1694	206	3	1996	DATE
ajfa-1694	207	1	philippine	NORP
ajfa-1694	208	1	pacific-basin	LOC
ajfa-1694	208	2	4	CARDINAL
ajfa-1694	208	3	197	CARDINAL
ajfa-1694	209	1	http://dx.doi.org/10.1016/0927-538x(96)00011-x	ORG
ajfa-1694	209	2	barnett, a., & straub	ORG
ajfa-1694	209	3	2008	DATE
ajfa-1694	210	1	u.s.	GPE
ajfa-1694	211	1	959	CARDINAL
ajfa-1694	212	1	bekaert	PERSON
ajfa-1694	212	2	2000	DATE
ajfa-1694	214	1	55	DATE
ajfa-1694	214	2	565	CARDINAL
ajfa-1694	215	1	http://dx.doi.org/10.1111/0022-1082.00220 bilson	PERSON
ajfa-1694	215	2	c. m.	PERSON
ajfa-1694	215	3	brailsford	GPE
ajfa-1694	215	4	t. j., & hooper	ORG
ajfa-1694	215	5	j. (	PERSON
ajfa-1694	215	6	2001	DATE
ajfa-1694	217	1	pacific-basin	LOC
ajfa-1694	217	2	9	CARDINAL
ajfa-1694	217	3	401	CARDINAL
ajfa-1694	218	1	s., & trivoli	ORG
ajfa-1694	218	2	1991	DATE
ajfa-1694	220	1	17	CARDINAL
ajfa-1694	220	2	61	CARDINAL
ajfa-1694	221	1	chaudhuri	ORG
ajfa-1694	221	2	k., & smiles	ORG
ajfa-1694	221	3	s.	PERSON
ajfa-1694	221	4	2004	DATE
ajfa-1694	222	1	australia	GPE
ajfa-1694	223	1	applied financial economics	ORG
ajfa-1694	223	2	14	CARDINAL
ajfa-1694	223	3	121	CARDINAL
ajfa-1694	224	1	http://dx.doi.org/10.1080/0960310042000176399 chen	PERSON
ajfa-1694	224	2	n. f. (	PERSON
ajfa-1694	224	3	1991	DATE
ajfa-1694	226	1	46	DATE
ajfa-1694	226	2	529-554	CARDINAL
ajfa-1694	227	1	chen	PERSON
ajfa-1694	227	2	n. f.	PERSON
ajfa-1694	227	3	r., & ross	ORG
ajfa-1694	227	4	s. a.	PERSON
ajfa-1694	227	5	1986	DATE
ajfa-1694	229	1	59	CARDINAL
ajfa-1694	229	2	383	CARDINAL
ajfa-1694	230	1	cheung	PERSON
ajfa-1694	230	2	l. k.	PERSON
ajfa-1694	230	3	1998	DATE
ajfa-1694	232	1	5	CARDINAL
ajfa-1694	232	2	281	CARDINAL
ajfa-1694	233	1	knivsfla	PERSON
ajfa-1694	233	2	k. h.	PERSON
ajfa-1694	233	3	f.	PERSON
ajfa-1694	233	4	2005	DATE
ajfa-1694	234	1	the oslo stock exchange	ORG
ajfa-1694	234	2	the period 1964-2003	DATE
ajfa-1694	235	1	norwegian	NORP
ajfa-1694	235	2	norway	GPE
ajfa-1694	236	1	http://papers.ssrn.com/sol3/papers.cfm?abstract_id=930390 asian journal of finance & accounting	ORG
ajfa-1694	236	2	2012	DATE
ajfa-1694	236	3	4	CARDINAL
ajfa-1694	236	4	1	CARDINAL
ajfa-1694	236	5	a. d.	PERSON
ajfa-1694	236	6	s. h.	PERSON
ajfa-1694	236	7	1994	DATE
ajfa-1694	237	1	uk	GPE
ajfa-1694	238	1	21	CARDINAL
ajfa-1694	238	2	309	CARDINAL
ajfa-1694	239	1	http://dx.doi.org/10.1111/j.1468-5957.1994.tb00322.x	GPE
ajfa-1694	239	2	e. f., & french	PERSON
ajfa-1694	239	3	k. r.	PERSON
ajfa-1694	239	4	1993	DATE
ajfa-1694	241	1	journal of financial economics	ORG
ajfa-1694	241	2	33	DATE
ajfa-1694	241	3	3	CARDINAL
ajfa-1694	242	1	http://dx.doi.org/10.1016/0304-405x(93)90023-5 fama	PERSON
ajfa-1694	242	2	e. f., & french	PERSON
ajfa-1694	242	3	k. r.	PERSON
ajfa-1694	242	4	1995	DATE
ajfa-1694	244	1	50	CARDINAL
ajfa-1694	244	2	131	CARDINAL
ajfa-1694	245	1	flannery	ORG
ajfa-1694	245	2	m. j., & protopapadakis	PERSON
ajfa-1694	245	3	a. a.	PERSON
ajfa-1694	245	4	2002	DATE
ajfa-1694	247	1	15	CARDINAL
ajfa-1694	247	2	751	CARDINAL
ajfa-1694	248	1	m., & straub	ORG
ajfa-1694	248	2	r.	NORP
ajfa-1694	248	3	2009	DATE
ajfa-1694	250	1	1014	CARDINAL
ajfa-1694	251	1	l., & sarno	ORG
ajfa-1694	251	2	l.	PERSON
ajfa-1694	251	3	2007	DATE
ajfa-1694	253	1	790	CARDINAL
ajfa-1694	254	1	c., lee	PERSON
ajfa-1694	254	2	m.	PERSON
ajfa-1694	254	3	h. w. a.	PERSON
ajfa-1694	254	4	& zhang	PERSON
ajfa-1694	254	5	2006	DATE
ajfa-1694	255	1	new zealand	GPE
ajfa-1694	256	1	3	CARDINAL
ajfa-1694	256	2	5	CARDINAL
ajfa-1694	257	1	gjerde	PERSON
ajfa-1694	257	2	f.	PERSON
ajfa-1694	257	3	1999	DATE
ajfa-1694	259	1	journal of international financial markets	ORG
ajfa-1694	259	2	9	CARDINAL
ajfa-1694	259	3	61	CARDINAL
ajfa-1694	260	1	graham	PERSON
ajfa-1694	260	2	j. r.	PERSON
ajfa-1694	260	3	c. r.	PERSON
ajfa-1694	260	4	2001	DATE
ajfa-1694	262	1	journal of financial economics	ORG
ajfa-1694	262	2	61	DATE
ajfa-1694	262	3	1-29	DATE
ajfa-1694	263	1	hadri	ORG
ajfa-1694	263	2	2000	DATE
ajfa-1694	265	1	3	CARDINAL
ajfa-1694	265	2	148	CARDINAL
ajfa-1694	266	1	http://dx.doi.org/10.1111/1368-423x.00043 hammoudeh	PERSON
ajfa-1694	266	2	s., & aleisa	ORG
ajfa-1694	266	3	2004	DATE
ajfa-1694	267	1	nymex	ORG
ajfa-1694	268	1	22	CARDINAL
ajfa-1694	268	2	250	CARDINAL
ajfa-1694	269	1	http://dx.doi.org/10.1093/cep/byh018 harvey	GPE
ajfa-1694	269	2	c. r.	PERSON
ajfa-1694	269	3	1995	DATE
ajfa-1694	271	1	8	CARDINAL
ajfa-1694	271	2	773	CARDINAL
ajfa-1694	272	1	s.	PERSON
ajfa-1694	272	2	2002	DATE
ajfa-1694	273	1	g-7	ORG
ajfa-1694	274	1	quarterly	DATE
ajfa-1694	274	2	42	CARDINAL
ajfa-1694	274	3	543	CARDINAL
ajfa-1694	275	1	http://dx.doi.org/10.1016/s1062-9769(01)00111-9 holtz-eakin	PERSON
ajfa-1694	275	2	1986	DATE
ajfa-1694	277	1	nber technical paper series	ORG
ajfa-1694	277	2	57	CARDINAL
ajfa-1694	278	1	http://www.nber.org/papers/t0057.pdf asian journal of finance & accounting	ORG
ajfa-1694	278	2	2012	DATE
ajfa-1694	278	3	4	CARDINAL
ajfa-1694	278	4	1	CARDINAL
ajfa-1694	278	5	holtz-eakin	PERSON
ajfa-1694	278	6	d.	NORP
ajfa-1694	278	7	w. newey	PERSON
ajfa-1694	278	8	h. rosen	PERSON
ajfa-1694	278	9	1985	DATE
ajfa-1694	280	1	nber technical working paper	ORG
ajfa-1694	280	2	48	CARDINAL
ajfa-1694	281	1	k.s.	GPE
ajfa-1694	281	2	m.h. pesaran	GPE
ajfa-1694	281	3	2003	DATE
ajfa-1694	283	1	econometrics	ORG
ajfa-1694	283	2	115	CARDINAL
ajfa-1694	283	3	53	CARDINAL
ajfa-1694	284	1	http://dx.doi.org/10.1016/s0304-4076(03)00092-7 johnson	PERSON
ajfa-1694	284	2	s.	GPE
ajfa-1694	284	3	boone	GPE
ajfa-1694	284	4	a., & friedman	ORG
ajfa-1694	284	5	2000	DATE
ajfa-1694	285	1	asian	NORP
ajfa-1694	286	1	journal of financial economics	ORG
ajfa-1694	286	2	58	DATE
ajfa-1694	286	3	141	CARDINAL
ajfa-1694	287	1	http://dx.doi.org/10.1016/s0304-405x(00)00069-6 lakonishok	PERSON
ajfa-1694	287	2	j., & shapiro, a. (	ORG
ajfa-1694	287	3	1986	DATE
ajfa-1694	289	1	10	CARDINAL
ajfa-1694	289	2	115	CARDINAL
ajfa-1694	290	1	http://dx.doi.org/10.1016/0378-4266(86)90023-3 levin	PERSON
ajfa-1694	290	2	r.	NORP
ajfa-1694	290	3	lin	GPE
ajfa-1694	290	4	c. f., & chu	PERSON
ajfa-1694	290	5	2002	DATE
ajfa-1694	292	1	econometrics	ORG
ajfa-1694	292	2	108	CARDINAL
ajfa-1694	292	3	1	CARDINAL
ajfa-1694	293	1	maddala	GPE
ajfa-1694	293	2	g. s.	PERSON
ajfa-1694	293	3	s.	PERSON
ajfa-1694	293	4	1999	DATE
ajfa-1694	295	1	oxford bulleting	ORG
ajfa-1694	295	2	61	CARDINAL
ajfa-1694	295	3	631	CARDINAL
ajfa-1694	296	1	r. c.	PERSON
ajfa-1694	296	2	t. s.	PERSON
ajfa-1694	296	3	2000	DATE
ajfa-1694	297	1	singapore	GPE
ajfa-1694	298	1	9	CARDINAL
ajfa-1694	298	2	79-96	DATE
ajfa-1694	299	1	http://dx.doi.org/10.1016/s1059-0560(99)00042-8 mukherjee	PERSON
ajfa-1694	299	2	t. k.	PERSON
ajfa-1694	299	3	a. (	PERSON
ajfa-1694	299	4	1995	DATE
ajfa-1694	300	1	japanese	NORP
ajfa-1694	301	1	18	CARDINAL
ajfa-1694	301	2	223	CARDINAL
ajfa-1694	302	1	park	GPE
ajfa-1694	302	2	s. (1997	ORG
ajfa-1694	304	1	53	CARDINAL
ajfa-1694	304	2	52	CARDINAL
ajfa-1694	305	1	d. e.	PERSON
ajfa-1694	305	2	2002	DATE
ajfa-1694	307	1	24	DATE
ajfa-1694	307	2	331	CARDINAL
ajfa-1694	308	1	http://dx.doi.org/10.1016/s0164-0704(02)00041-1 ross	PERSON
ajfa-1694	308	2	s. a.	PERSON
ajfa-1694	308	3	1976	DATE
ajfa-1694	310	1	13	CARDINAL
ajfa-1694	310	2	341	CARDINAL
ajfa-1694	311	1	m. (2001	PERSON
ajfa-1694	312	1	eastern europe	LOC
ajfa-1694	313	1	warsaw school of economics	ORG
ajfa-1694	314	1	swanson	PERSON
ajfa-1694	314	2	2001	DATE
ajfa-1694	316	1	texas a & m university	ORG
ajfa-1694	317	1	2003	DATE
ajfa-1694	318	1	cypriot	NORP
ajfa-1694	319	1	29	CARDINAL
ajfa-1694	319	2	87	CARDINAL
ajfa-1694	320	1	finance & accounting	ORG
ajfa-1694	320	2	2012	DATE
ajfa-1694	320	3	4	CARDINAL
ajfa-1694	320	4	1	CARDINAL
ajfa-1694	320	5	329	CARDINAL
ajfa-1694	320	6	s. c. (	PERSON
ajfa-1694	320	7	2002	DATE
ajfa-1694	322	1	journal of asian economics	ORG
ajfa-1694	322	2	13	CARDINAL
ajfa-1694	322	3	27	CARDINAL
ajfa-1694	323	1	argentina 175	ORG
ajfa-1694	323	2	brazil	GPE
ajfa-1694	323	3	284	CARDINAL
ajfa-1694	323	4	128	CARDINAL
ajfa-1694	323	5	czech	NORP
ajfa-1694	323	6	235	CARDINAL
ajfa-1694	323	7	egypt	GPE
ajfa-1694	323	8	42	CARDINAL
ajfa-1694	323	9	india	GPE
ajfa-1694	323	10	indonesia	GPE
ajfa-1694	323	11	355	CARDINAL
ajfa-1694	323	12	israel	GPE
ajfa-1694	323	13	140	CARDINAL
ajfa-1694	323	14	malaysia	GPE
ajfa-1694	323	15	322	CARDINAL
ajfa-1694	323	16	pakistan	GPE
ajfa-1694	323	17	60	CARDINAL
ajfa-1694	323	18	peru	GPE
ajfa-1694	323	19	55	CARDINAL
ajfa-1694	323	20	philippines 110 thailand 158 south africa	ORG
ajfa-1694	323	21	140	CARDINAL
ajfa-1694	323	22	85	CARDINAL