id	sid	eid	entity	type
ajfa-18589	1	1	microsoft	ORG
ajfa-18589	1	2	18589-65440	DATE
ajfa-18589	1	3	asian	NORP
ajfa-18589	1	4	finance & accounting	ORG
ajfa-18589	1	5	1946-052x 2021	QUANTITY
ajfa-18589	1	6	13	CARDINAL
ajfa-18589	1	7	1	CARDINAL
ajfa-18589	1	8	35	CARDINAL
ajfa-18589	1	9	india	GPE
ajfa-18589	1	10	mihir	GPE
ajfa-18589	1	11	periyar university india	ORG
ajfa-18589	1	12	march 10, 2021	DATE
ajfa-18589	1	13	june 1	DATE
ajfa-18589	1	14	2021	CARDINAL
ajfa-18589	1	15	june 1	DATE
ajfa-18589	1	16	2021	CARDINAL
ajfa-18589	1	17	https://doi.org/10.5296/ajfa.v13i1.18589	ORG
ajfa-18589	1	18	indian	NORP
ajfa-18589	2	1	nineteen	CARDINAL
ajfa-18589	2	2	the national stock exchange of india	ORG
ajfa-18589	2	3	nine	CARDINAL
ajfa-18589	2	4	six	CARDINAL
ajfa-18589	2	5	four	CARDINAL
ajfa-18589	3	1	jan. 1, 2018	DATE
ajfa-18589	3	2	dec. 31, 2018	DATE
ajfa-18589	5	1	the previous day	DATE
ajfa-18589	5	2	the day	DATE
ajfa-18589	6	1	the day	DATE
ajfa-18589	6	2	the previous day	DATE
ajfa-18589	9	1	asian journal of finance & accounting	ORG
ajfa-18589	9	2	1946-052x 2021	QUANTITY
ajfa-18589	9	3	13	CARDINAL
ajfa-18589	9	4	1	CARDINAL
ajfa-18589	9	5	36	CARDINAL
ajfa-18589	9	6	1963	DATE
ajfa-18589	10	1	zero	CARDINAL
ajfa-18589	13	1	warner	ORG
ajfa-18589	13	2	1980	DATE
ajfa-18589	13	3	macbeth, 1973	DATE
ajfa-18589	13	4	1988	DATE
ajfa-18589	15	1	mcdonald	ORG
ajfa-18589	15	2	lee	PERSON
ajfa-18589	15	3	1988	DATE
ajfa-18589	16	1	coutts et al	PERSON
ajfa-18589	16	2	1997	DATE
ajfa-18589	17	1	1995	DATE
ajfa-18589	18	1	ross	PERSON
ajfa-18589	18	2	1976	DATE
ajfa-18589	19	1	french	NORP
ajfa-18589	19	2	1996	DATE
ajfa-18589	20	1	carhart	PERSON
ajfa-18589	20	2	1997	DATE
ajfa-18589	20	3	three	CARDINAL
ajfa-18589	22	1	titman	ORG
ajfa-18589	22	2	1993	DATE
ajfa-18589	23	1	chan	PERSON
ajfa-18589	23	2	1993	DATE
ajfa-18589	24	1	soufian	ORG
ajfa-18589	24	2	2001	DATE
ajfa-18589	25	1	2014	DATE
ajfa-18589	25	2	2017	DATE
ajfa-18589	25	3	granger	PERSON
ajfa-18589	26	1	indian	NORP
ajfa-18589	27	1	asian journal of finance & accounting	ORG
ajfa-18589	27	2	1946-052x 2021	QUANTITY
ajfa-18589	27	3	13	CARDINAL
ajfa-18589	27	4	1	CARDINAL
ajfa-18589	27	5	37	CARDINAL
ajfa-18589	27	6	indian	NORP
ajfa-18589	28	1	1	CARDINAL
ajfa-18589	29	1	jan. 1, 2018	DATE
ajfa-18589	29	2	dec. 31, 2018	DATE
ajfa-18589	30	1	the national stock exchange of india (www.nseindia.com	ORG
ajfa-18589	31	1	50	CARDINAL
ajfa-18589	32	1	6.33%	PERCENT
ajfa-18589	32	2	p.a.	GPE
ajfa-18589	33	1	1	CARDINAL
ajfa-18589	34	1	wipro technologies cyient	ORG
ajfa-18589	34	2	mahindra sonata	ORG
ajfa-18589	34	3	larsen & tourbo	ORG
ajfa-18589	34	4	infotech	ORG
ajfa-18589	34	5	mindtree mphasis small-cap	FAC
ajfa-18589	34	6	oracle financials services	ORG
ajfa-18589	34	7	daily	DATE
ajfa-18589	34	8	50	CARDINAL
ajfa-18589	34	9	daily	DATE
ajfa-18589	37	1	aic	ORG
ajfa-18589	39	1	asian journal of finance & accounting	ORG
ajfa-18589	39	2	1946-052x 2021	QUANTITY
ajfa-18589	39	3	13	CARDINAL
ajfa-18589	39	4	1	CARDINAL
ajfa-18589	39	5	38	CARDINAL
ajfa-18589	39	6	2a	CARDINAL
ajfa-18589	39	7	2b	CARDINAL
ajfa-18589	39	8	2c	CARDINAL
ajfa-18589	40	1	2a	CARDINAL
ajfa-18589	41	1	daily	DATE
ajfa-18589	41	2	tcs infosys	ORG
ajfa-18589	41	3	wipro tech hcl tech tech	ORG
ajfa-18589	41	4	mahindra l & t	ORG
ajfa-18589	41	5	0.17%	PERCENT
ajfa-18589	41	6	0.14%	PERCENT
ajfa-18589	41	7	0.07%	PERCENT
ajfa-18589	41	8	0.08%	PERCENT
ajfa-18589	41	9	0.18%	PERCENT
ajfa-18589	41	10	0.19%	PERCENT
ajfa-18589	41	11	0.20%	PERCENT
ajfa-18589	41	12	0.13%	PERCENT
ajfa-18589	41	13	-0.02%	PERCENT
ajfa-18589	41	14	1.63%	PERCENT
ajfa-18589	41	15	1.48%	PERCENT
ajfa-18589	41	16	1.40%	PERCENT
ajfa-18589	41	17	1.77%	PERCENT
ajfa-18589	41	18	1.94%	PERCENT
ajfa-18589	41	19	2.50%	PERCENT
ajfa-18589	41	20	2.62%	PERCENT
ajfa-18589	41	21	2.33%	PERCENT
ajfa-18589	41	22	1.64%	PERCENT
ajfa-18589	42	1	0.2911	CARDINAL
ajfa-18589	45	1	6.41%	PERCENT
ajfa-18589	45	2	4.21%	PERCENT
ajfa-18589	45	3	5.24%	PERCENT
ajfa-18589	45	4	4.93%	PERCENT
ajfa-18589	45	5	8.23%	PERCENT
ajfa-18589	45	6	11.32%	PERCENT
ajfa-18589	45	7	9.18%	PERCENT
ajfa-18589	45	8	9.12%	PERCENT
ajfa-18589	45	9	5.42%	PERCENT
ajfa-18589	45	10	-5.57%	PERCENT
ajfa-18589	45	11	-4.66%	PERCENT
ajfa-18589	45	12	-7.77%	PERCENT
ajfa-18589	45	13	-5.25%	PERCENT
ajfa-18589	45	14	2b	CARDINAL
ajfa-18589	46	1	daily	DATE
ajfa-18589	46	2	-0.03%	PERCENT
ajfa-18589	46	3	0.12%	PERCENT
ajfa-18589	46	4	0.02%	PERCENT
ajfa-18589	46	5	-0.02%	PERCENT
ajfa-18589	46	6	0.13%	PERCENT
ajfa-18589	46	7	0.13%	PERCENT
ajfa-18589	46	8	2.38%	PERCENT
ajfa-18589	46	9	2.87%	PERCENT
ajfa-18589	46	10	2.21%	PERCENT
ajfa-18589	46	11	2.76%	PERCENT
ajfa-18589	46	12	3.03%	PERCENT
ajfa-18589	46	13	2.66%	PERCENT
ajfa-18589	46	14	sharpe -0.0217 0.0316	PERSON
ajfa-18589	46	15	0.0394	MONEY
ajfa-18589	48	1	6.36%	PERCENT
ajfa-18589	48	2	11.42%	PERCENT
ajfa-18589	48	3	11.67%	PERCENT
ajfa-18589	48	4	12.89%	PERCENT
ajfa-18589	48	5	14.57%	PERCENT
ajfa-18589	48	6	12.74%	PERCENT
ajfa-18589	49	1	-16.64%	PERCENT
ajfa-18589	49	2	2c	CARDINAL
ajfa-18589	50	1	daily	DATE
ajfa-18589	50	2	s/w exp	PRODUCT
ajfa-18589	50	3	-0.10%	PERCENT
ajfa-18589	50	4	0.23%	PERCENT
ajfa-18589	50	5	-0.14%	PERCENT
ajfa-18589	50	6	0.07%	PERCENT
ajfa-18589	50	7	1.87%	PERCENT
ajfa-18589	50	8	2.80%	PERCENT
ajfa-18589	50	9	2.61%	PERCENT
ajfa-18589	50	10	3.00%	PERCENT
ajfa-18589	50	11	sharpe -0.0677 0.0721	PERSON
ajfa-18589	50	12	0.0162	CARDINAL
ajfa-18589	50	13	0.9943	CARDINAL
ajfa-18589	50	14	0.7791	CARDINAL
ajfa-18589	51	1	9.85%	PERCENT
ajfa-18589	51	2	9.50%	PERCENT
ajfa-18589	51	3	13.12%	PERCENT
ajfa-18589	51	4	15.18%	PERCENT
ajfa-18589	51	5	-5.17%	PERCENT
ajfa-18589	51	6	10.32%	PERCENT
ajfa-18589	51	7	daily	DATE
ajfa-18589	51	8	between -0.14% and 0.23%	PERCENT
ajfa-18589	51	9	daily	DATE
ajfa-18589	51	10	between 1.40%	PERCENT
ajfa-18589	51	11	3.03%	PERCENT
ajfa-18589	52	1	50	CARDINAL
ajfa-18589	52	2	0.0626	CARDINAL
ajfa-18589	53	1	0.0898	CARDINAL
ajfa-18589	54	1	mindtree, persistent systems	ORG
ajfa-18589	54	2	asian	NORP
ajfa-18589	54	3	finance & accounting	ORG
ajfa-18589	54	4	1946-052x 2021	QUANTITY
ajfa-18589	54	5	13	CARDINAL
ajfa-18589	54	6	1	CARDINAL
ajfa-18589	54	7	39	CARDINAL
ajfa-18589	55	1	daily	DATE
ajfa-18589	55	2	daily	DATE
ajfa-18589	55	3	mindtree (-18.36%	ORG
ajfa-18589	55	4	-16.64%	PERCENT
ajfa-18589	55	5	(-12.22%	PERCENT
ajfa-18589	55	6	+11.42%	PERCENT
ajfa-18589	55	7	l&t infotech	ORG
ajfa-18589	55	8	+11.32%	PERCENT
ajfa-18589	56	1	3	CARDINAL
ajfa-18589	57	1	3	CARDINAL
ajfa-18589	58	1	0.1000	CARDINAL
ajfa-18589	58	2	0.1124	CARDINAL
ajfa-18589	58	3	infosys	ORG
ajfa-18589	59	1	0.1000	CARDINAL
ajfa-18589	59	2	wipro	ORG
ajfa-18589	59	3	0.1405 ≈ 0.0630	QUANTITY
ajfa-18589	59	4	hcl	PERSON
ajfa-18589	61	1	0.0970	CARDINAL
ajfa-18589	61	2	l & t tech	ORG
ajfa-18589	61	3	0.1000 mphasis	MONEY
ajfa-18589	61	4	0.1000 mindtree	MONEY
ajfa-18589	61	5	0.1000	CARDINAL
ajfa-18589	61	6	oracle financials services	ORG
ajfa-18589	61	7	0.1276	CARDINAL
ajfa-18589	62	1	0.0860	CARDINAL
ajfa-18589	62	2	0.1180	ORG
ajfa-18589	62	3	0.1000	CARDINAL
ajfa-18589	62	4	0.0943	CARDINAL
ajfa-18589	62	5	0.1245 ≈ 0.0920	QUANTITY
ajfa-18589	62	6	0.0844	ORG
ajfa-18589	62	7	0.0590	PRODUCT
ajfa-18589	64	1	0.1000	CARDINAL
ajfa-18589	64	2	0.1144	ORG
ajfa-18589	64	3	0.1322 ≈ 0.0780	QUANTITY
ajfa-18589	64	4	daily	DATE
ajfa-18589	64	5	50	CARDINAL
ajfa-18589	64	6	daily	DATE
ajfa-18589	64	7	5%	PERCENT
ajfa-18589	65	1	4	CARDINAL
ajfa-18589	66	1	asian	NORP
ajfa-18589	66	2	finance & accounting	ORG
ajfa-18589	66	3	1946-052x 2021	QUANTITY
ajfa-18589	66	4	13	CARDINAL
ajfa-18589	66	5	1 ajfa.macrothink.org/ 40	CARDINAL
ajfa-18589	66	6	4	CARDINAL
ajfa-18589	66	7	r2 p	ORG
ajfa-18589	66	8	0.17%	PERCENT
ajfa-18589	66	9	1.07%	PERCENT
ajfa-18589	66	10	0.1062	CARDINAL
ajfa-18589	66	11	infosys	ORG
ajfa-18589	66	12	0.13%	PERCENT
ajfa-18589	66	13	0.1857 0.97%	PERCENT
ajfa-18589	66	14	0.1247	CARDINAL
ajfa-18589	66	15	wipro tech	ORG
ajfa-18589	66	16	0.07%	PERCENT
ajfa-18589	66	17	0.0211 0.01%	PERCENT
ajfa-18589	66	18	0.8537	CARDINAL
ajfa-18589	66	19	0.08%	PERCENT
ajfa-18589	66	20	0.03%	PERCENT
ajfa-18589	66	21	0.7889	CARDINAL
ajfa-18589	66	22	0.17%	PERCENT
ajfa-18589	66	23	0.2488 1.01%	PERCENT
ajfa-18589	66	24	0.1168 l & t tech	ORG
ajfa-18589	66	25	0.19%	PERCENT
ajfa-18589	66	26	0.1620 0.26%	PERCENT
ajfa-18589	66	27	0.4284 mphasis 0.13%	MONEY
ajfa-18589	66	28	0.1855 0.39%	PERCENT
ajfa-18589	66	29	0.19%	PERCENT
ajfa-18589	66	30	0.3313 0.99%	PERCENT
ajfa-18589	66	31	0.1212	CARDINAL
ajfa-18589	66	32	oracle financials services	ORG
ajfa-18589	66	33	-0.02%	PERCENT
ajfa-18589	66	34	0.1109 0.28%	PERCENT
ajfa-18589	66	35	0.4073	CARDINAL
ajfa-18589	66	36	-0.04%	PERCENT
ajfa-18589	66	37	0.3765 1.53%	PERCENT
ajfa-18589	66	38	0.12%	PERCENT
ajfa-18589	66	39	0.06%	PERCENT
ajfa-18589	66	40	0.03%	PERCENT
ajfa-18589	66	41	0.12%	PERCENT
ajfa-18589	66	42	-0.01%	PERCENT
ajfa-18589	66	43	0.05%	PERCENT
ajfa-18589	66	44	0.13%	PERCENT
ajfa-18589	66	45	0.2215 0.33%	PERCENT
ajfa-18589	66	46	0.12%	PERCENT
ajfa-18589	66	47	0.3525 1.08%	PERCENT
ajfa-18589	66	48	0.1044 eclerx -0.10%	PERCENT
ajfa-18589	66	49	0.02%	PERCENT
ajfa-18589	66	50	0.8290 niit tech	PRODUCT
ajfa-18589	66	51	0.24%	PERCENT
ajfa-18589	66	52	0.88%	PERCENT
ajfa-18589	67	1	-0.14%	PERCENT
ajfa-18589	67	2	0.1263 0.14%	PERCENT
ajfa-18589	67	3	0.5552	CARDINAL
ajfa-18589	67	4	0.07%	PERCENT
ajfa-18589	67	5	0.2339 0.37%	PERCENT
ajfa-18589	67	6	5%	PERCENT
ajfa-18589	67	7	1.53%	PERCENT
ajfa-18589	70	1	5	CARDINAL
ajfa-18589	71	1	asian	NORP
ajfa-18589	71	2	finance & accounting	ORG
ajfa-18589	71	3	1946-052x 2021	QUANTITY
ajfa-18589	71	4	13	CARDINAL
ajfa-18589	71	5	1	CARDINAL
ajfa-18589	71	6	41	CARDINAL
ajfa-18589	71	7	5	CARDINAL
ajfa-18589	71	8	0.16%	PERCENT
ajfa-18589	71	9	5.52%	PERCENT
ajfa-18589	71	10	0.0034	CARDINAL
ajfa-18589	71	11	infosys	ORG
ajfa-18589	71	12	0.12%	PERCENT
ajfa-18589	72	1	8.83%	PERCENT
ajfa-18589	72	2	0.0001	CARDINAL
ajfa-18589	72	3	wipro tech	ORG
ajfa-18589	72	4	0.06%	PERCENT
ajfa-18589	72	5	3.24%	PERCENT
ajfa-18589	72	6	0.0328	CARDINAL
ajfa-18589	72	7	hcl	PERSON
ajfa-18589	72	8	0.06%	PERCENT
ajfa-18589	72	9	0.5252	MONEY
ajfa-18589	72	10	5.62%	PERCENT
ajfa-18589	72	11	0.0030	CARDINAL
ajfa-18589	72	12	0.16%	PERCENT
ajfa-18589	72	13	6.44%	PERCENT
ajfa-18589	72	14	0.0002	CARDINAL
ajfa-18589	72	15	l & t tech	ORG
ajfa-18589	72	16	0.16%	PERCENT
ajfa-18589	72	17	8.47%	PERCENT
ajfa-18589	72	18	0.0001 mphasis 0.12%	MONEY
ajfa-18589	72	19	2.06%	PERCENT
ajfa-18589	72	20	0.0448 mindtree	MONEY
ajfa-18589	72	21	0.17%	PERCENT
ajfa-18589	73	1	7.35%	PERCENT
ajfa-18589	73	2	0.0004	CARDINAL
ajfa-18589	73	3	oracle financials services	ORG
ajfa-18589	73	4	-0.04%	PERCENT
ajfa-18589	73	5	7.96%	PERCENT
ajfa-18589	73	6	0.0002	CARDINAL
ajfa-18589	73	7	-0.06%	PERCENT
ajfa-18589	74	1	6.15%	PERCENT
ajfa-18589	74	2	0.0016	CARDINAL
ajfa-18589	74	3	0.08%	PERCENT
ajfa-18589	75	1	1.1600	CARDINAL
ajfa-18589	75	2	10.47%	PERCENT
ajfa-18589	75	3	0.0000	CARDINAL
ajfa-18589	75	4	0.01%	PERCENT
ajfa-18589	76	1	4.73%	PERCENT
ajfa-18589	76	2	-0.03%	PERCENT
ajfa-18589	77	1	0.7862	CARDINAL
ajfa-18589	77	2	5.16%	PERCENT
ajfa-18589	77	3	0.06%	PERCENT
ajfa-18589	77	4	0.1521 1.3842	CARDINAL
ajfa-18589	77	5	15.07%	PERCENT
ajfa-18589	77	6	0.0000 zenstar tech	PRODUCT
ajfa-18589	77	7	0.08%	PERCENT
ajfa-18589	77	8	0.1038	CARDINAL
ajfa-18589	77	9	0.3265	CARDINAL
ajfa-18589	77	10	7.82%	PERCENT
ajfa-18589	77	11	0.0002 eclerx -0.12%	PERCENT
ajfa-18589	77	12	0.5064	CARDINAL
ajfa-18589	77	13	4.52%	PERCENT
ajfa-18589	77	14	0.0111	ORG
ajfa-18589	77	15	0.19%	PERCENT
ajfa-18589	77	16	1.1867	CARDINAL
ajfa-18589	77	17	11.80%	PERCENT
ajfa-18589	77	18	0.0000	CARDINAL
ajfa-18589	78	1	-0.17%	PERCENT
ajfa-18589	78	2	1.1300	MONEY
ajfa-18589	78	3	12.26%	PERCENT
ajfa-18589	78	4	0.0000	CARDINAL
ajfa-18589	78	5	0.05%	PERCENT
ajfa-18589	78	6	10.08%	PERCENT
ajfa-18589	78	7	aic	PERSON
ajfa-18589	78	8	1	CARDINAL
ajfa-18589	79	1	5%	PERCENT
ajfa-18589	79	2	2.06%	PERCENT
ajfa-18589	79	3	15.07%	PERCENT
ajfa-18589	80	1	one-day	DATE
ajfa-18589	80	2	50	CARDINAL
ajfa-18589	80	3	1%	PERCENT
ajfa-18589	82	1	6	CARDINAL
ajfa-18589	83	1	asian	NORP
ajfa-18589	83	2	finance & accounting	ORG
ajfa-18589	83	3	1946-052x 2021	QUANTITY
ajfa-18589	83	4	13	CARDINAL
ajfa-18589	83	5	1	CARDINAL
ajfa-18589	83	6	42	CARDINAL
ajfa-18589	83	7	6	CARDINAL
ajfa-18589	84	1	5.6520 0.0040	MONEY
ajfa-18589	84	2	infosys	ORG
ajfa-18589	84	3	10.3455	CARDINAL
ajfa-18589	84	4	0.0000	CARDINAL
ajfa-18589	84	5	wipro	ORG
ajfa-18589	84	6	4.0058	CARDINAL
ajfa-18589	84	7	7.1074 0.0010	CARDINAL
ajfa-18589	84	8	l & t tech	ORG
ajfa-18589	84	9	3.1396	CARDINAL
ajfa-18589	84	10	8.2375	CARDINAL
ajfa-18589	84	11	0.0003	CARDINAL
ajfa-18589	84	12	oracle financials services	ORG
ajfa-18589	84	13	10.0130	CARDINAL
ajfa-18589	84	14	0.0001	CARDINAL
ajfa-18589	84	15	5.9073 0.0031	CARDINAL
ajfa-18589	84	16	13.9529	CARDINAL
ajfa-18589	84	17	0.0000	CARDINAL
ajfa-18589	84	18	5.8067	CARDINAL
ajfa-18589	84	19	6.4656	CARDINAL
ajfa-18589	84	20	0.0018	MONEY
ajfa-18589	84	21	20.8266	CARDINAL
ajfa-18589	84	22	0.0000 zenstar	PRODUCT
ajfa-18589	84	23	0.0000	CARDINAL
ajfa-18589	84	24	16.5762	CARDINAL
ajfa-18589	84	25	0.0000	MONEY
ajfa-18589	84	26	12.9582 0.0000	CARDINAL
ajfa-18589	84	27	5%	PERCENT
ajfa-18589	86	1	one-day	DATE
ajfa-18589	86	2	50	CARDINAL
ajfa-18589	86	3	1%	PERCENT
ajfa-18589	86	4	the previous day	DATE
ajfa-18589	86	5	the day	DATE
ajfa-18589	87	1	american	NORP
ajfa-18589	87	2	european	NORP
ajfa-18589	88	1	the day	DATE
ajfa-18589	88	2	the previous day	DATE
ajfa-18589	91	1	asian journal of finance & accounting	ORG
ajfa-18589	91	2	1946-052x 2021	QUANTITY
ajfa-18589	91	3	13	CARDINAL
ajfa-18589	91	4	1	CARDINAL
ajfa-18589	92	1	only nineteen	CARDINAL
ajfa-18589	92	2	only one year	DATE
ajfa-18589	94	1	daily	DATE
ajfa-18589	97	1	a little above 15%	DATE
ajfa-18589	99	1	50	CARDINAL
ajfa-18589	102	1	j.b.	GPE
ajfa-18589	102	2	1980	DATE
ajfa-18589	104	1	journal of financial economics	ORG
ajfa-18589	104	2	8	CARDINAL
ajfa-18589	104	3	205	CARDINAL
ajfa-18589	105	1	m. (	PERSON
ajfa-18589	105	2	1997	DATE
ajfa-18589	107	1	57	CARDINAL
ajfa-18589	108	1	k.	PERSON
ajfa-18589	108	2	1993	DATE
ajfa-18589	110	1	48(4	CARDINAL
ajfa-18589	110	2	1211-1230	DATE
ajfa-18589	111	1	j.a.	GPE
ajfa-18589	111	2	roberts	PERSON
ajfa-18589	111	3	j., & mills	ORG
ajfa-18589	111	4	t.c.	GPE
ajfa-18589	111	5	1997	DATE
ajfa-18589	112	1	uk data	ORG
ajfa-18589	113	1	46(1	CARDINAL
ajfa-18589	113	2	57	CARDINAL
ajfa-18589	114	1	2014	DATE
ajfa-18589	115	1	granger causality	PERSON
ajfa-18589	116	1	3(2	CARDINAL
ajfa-18589	116	2	68-73	CARDINAL
ajfa-18589	117	1	2017	CARDINAL
ajfa-18589	119	1	11(4	DATE
ajfa-18589	119	2	61	CARDINAL
ajfa-18589	120	1	e.f.	GPE
ajfa-18589	120	2	& french	NORP
ajfa-18589	120	3	k.r.	GPE
ajfa-18589	120	4	1996	DATE
ajfa-18589	122	1	51(1	CARDINAL
ajfa-18589	122	2	55	CARDINAL
ajfa-18589	123	1	e.f.	GPE
ajfa-18589	123	2	j. d.	PERSON
ajfa-18589	123	3	1973	DATE
ajfa-18589	125	1	81(3	CARDINAL
ajfa-18589	125	2	607	CARDINAL
ajfa-18589	126	1	m. r.	PERSON
ajfa-18589	126	2	1988	DATE
ajfa-18589	128	1	journal of financial economics	ORG
ajfa-18589	128	2	10(1	CARDINAL
ajfa-18589	128	3	3	CARDINAL
ajfa-18589	129	1	https://doi.org/10.1016/0304-405x(82)90028-9 jegadeesh	PERSON
ajfa-18589	129	2	n., & titman	ORG
ajfa-18589	129	3	s.	PERSON
ajfa-18589	129	4	1993	DATE
ajfa-18589	131	1	48(1	CARDINAL
ajfa-18589	131	2	64	CARDINAL
ajfa-18589	132	1	asian	NORP
ajfa-18589	132	2	finance & accounting	ORG
ajfa-18589	132	3	1946-052x 2021	QUANTITY
ajfa-18589	132	4	13	CARDINAL
ajfa-18589	132	5	1	CARDINAL
ajfa-18589	132	6	44	CARDINAL
ajfa-18589	132	7	mcdonald	ORG
ajfa-18589	132	8	& lee	PERSON
ajfa-18589	133	1	1988	DATE
ajfa-18589	135	1	6	CARDINAL
ajfa-18589	135	2	505	CARDINAL
ajfa-18589	136	1	https://doi.org/10.1080/07350015.1988.10509699 mills	ORG
ajfa-18589	136	2	t.c.	GPE
ajfa-18589	136	3	1995	DATE
ajfa-18589	138	1	international journal of finance economics	ORG
ajfa-18589	138	2	1(4	CARDINAL
ajfa-18589	138	3	275	CARDINAL
ajfa-18589	139	1	ross	PERSON
ajfa-18589	139	2	s. a.	PERSON
ajfa-18589	139	3	1976	DATE
ajfa-18589	141	1	13(3	CARDINAL
ajfa-18589	141	2	341-360	CARDINAL
ajfa-18589	142	1	sharpe	PERSON
ajfa-18589	142	2	w. f.	PERSON
ajfa-18589	142	3	1963	DATE
ajfa-18589	144	1	9(2	CARDINAL
ajfa-18589	144	2	277	CARDINAL
ajfa-18589	145	1	n. (2001	ORG
ajfa-18589	147	1	manchester metropolitan university business school	ORG
ajfa-18589	147	2	wps010	PERSON