id	sid	eid	entity	type
ajfa-1874	1	1	microsoft	ORG
ajfa-1874	1	2	1874-7391	DATE
ajfa-1874	1	3	asian	NORP
ajfa-1874	1	4	finance & accounting	ORG
ajfa-1874	1	5	2012	DATE
ajfa-1874	1	6	4	CARDINAL
ajfa-1874	1	7	2	CARDINAL
ajfa-1874	1	8	rajput	PERSON
ajfa-1874	1	9	commerce sri aurobindo college	ORG
ajfa-1874	1	10	university of delhi e-mail	ORG
ajfa-1874	2	1	parul chopra	ORG
ajfa-1874	2	2	ajay rajput	PERSON
ajfa-1874	2	3	patil rail infrastructure pvt ltd e-mail	ORG
ajfa-1874	2	4	may 30, 2012	DATE
ajfa-1874	2	5	june 26, 2012	DATE
ajfa-1874	2	6	december 1, 2012	DATE
ajfa-1874	2	7	indian	NORP
ajfa-1874	3	1	1992-2011	DATE
ajfa-1874	4	1	indian	NORP
ajfa-1874	4	2	india	GPE
ajfa-1874	6	1	indian	NORP
ajfa-1874	6	2	india	GPE
ajfa-1874	7	1	granger causality	PERSON
ajfa-1874	7	2	indian	NORP
ajfa-1874	9	1	asian	NORP
ajfa-1874	9	2	finance & accounting	ORG
ajfa-1874	9	3	2012	DATE
ajfa-1874	9	4	4	CARDINAL
ajfa-1874	9	5	2	CARDINAL
ajfa-1874	9	6	19	CARDINAL
ajfa-1874	11	1	india	GPE
ajfa-1874	12	1	discovery	PRODUCT
ajfa-1874	12	2	granger causality	PERSON
ajfa-1874	12	3	g14	ORG
ajfa-1874	12	4	15	CARDINAL
ajfa-1874	12	5	g18	ORG
ajfa-1874	12	6	f30 asian journal of finance & accounting	ORG
ajfa-1874	12	7	2012	DATE
ajfa-1874	13	1	4	CARDINAL
ajfa-1874	13	2	2	CARDINAL
ajfa-1874	13	3	20 1	DATE
ajfa-1874	16	1	the last decade	DATE
ajfa-1874	19	1	indian	NORP
ajfa-1874	19	2	14th september 1992	DATE
ajfa-1874	20	1	one	CARDINAL
ajfa-1874	21	1	today	DATE
ajfa-1874	21	2	one	CARDINAL
ajfa-1874	22	1	two	CARDINAL
ajfa-1874	23	1	john et	PERSON
ajfa-1874	24	1	al	PERSON
ajfa-1874	28	1	india	GPE
ajfa-1874	29	1	indian	NORP
ajfa-1874	31	1	india	GPE
ajfa-1874	31	2	one	CARDINAL
ajfa-1874	32	1	india	GPE
ajfa-1874	33	1	1	CARDINAL
ajfa-1874	34	1	asian	NORP
ajfa-1874	34	2	finance & accounting	ORG
ajfa-1874	34	3	2012	DATE
ajfa-1874	34	4	4	CARDINAL
ajfa-1874	34	5	2	CARDINAL
ajfa-1874	34	6	21	CARDINAL
ajfa-1874	34	7	1	CARDINAL
ajfa-1874	34	8	fii	PERSON
ajfa-1874	35	1	two	CARDINAL
ajfa-1874	43	1	india	GPE
ajfa-1874	45	1	india	GPE
ajfa-1874	45	2	1992-2011.thus	CARDINAL
ajfa-1874	45	3	indian	NORP
ajfa-1874	45	4	fii	ORG
ajfa-1874	46	1	ii asian journal of finance & accounting	ORG
ajfa-1874	46	2	2012	DATE
ajfa-1874	46	3	4	CARDINAL
ajfa-1874	46	4	2	CARDINAL
ajfa-1874	46	5	22	CARDINAL
ajfa-1874	46	6	2	CARDINAL
ajfa-1874	48	1	indian	NORP
ajfa-1874	48	2	2006	DATE
ajfa-1874	48	3	1	CARDINAL
ajfa-1874	48	4	1	CARDINAL
ajfa-1874	48	5	daily	DATE
ajfa-1874	48	6	indian	NORP
ajfa-1874	50	1	chen	PERSON
ajfa-1874	50	2	lian	PERSON
ajfa-1874	50	3	2005	DATE
ajfa-1874	50	4	five	CARDINAL
ajfa-1874	50	5	asean	NORP
ajfa-1874	51	1	malaysia	GPE
ajfa-1874	51	2	singapore	GPE
ajfa-1874	51	3	thailand	GPE
ajfa-1874	51	4	indonesia	GPE
ajfa-1874	51	5	philippines	GPE
ajfa-1874	51	6	asian	NORP
ajfa-1874	52	1	sollis	ORG
ajfa-1874	52	2	2005	DATE
ajfa-1874	52	3	s&p	ORG
ajfa-1874	52	4	1970	DATE
ajfa-1874	52	5	1990	DATE
ajfa-1874	53	1	one	CARDINAL
ajfa-1874	56	1	finance & accounting	ORG
ajfa-1874	56	2	2012	DATE
ajfa-1874	56	3	4	CARDINAL
ajfa-1874	56	4	2	CARDINAL
ajfa-1874	56	5	23	CARDINAL
ajfa-1874	62	1	two	CARDINAL
ajfa-1874	62	2	one	CARDINAL
ajfa-1874	64	1	india	GPE
ajfa-1874	65	1	indian	NORP
ajfa-1874	66	1	indian	NORP
ajfa-1874	67	1	1	CARDINAL
ajfa-1874	68	1	2	CARDINAL
ajfa-1874	70	1	indian	NORP
ajfa-1874	71	1	three	CARDINAL
ajfa-1874	74	1	2	CARDINAL
ajfa-1874	74	2	fii	PERSON
ajfa-1874	75	1	asian journal of finance & accounting	ORG
ajfa-1874	75	2	2012	DATE
ajfa-1874	75	3	4	CARDINAL
ajfa-1874	75	4	2	CARDINAL
ajfa-1874	75	5	24	CARDINAL
ajfa-1874	75	6	forbes	PERSON
ajfa-1874	75	7	2002	DATE
ajfa-1874	75	8	bekaert	PERSON
ajfa-1874	75	9	harvey	PERSON
ajfa-1874	75	10	2002a	DATE
ajfa-1874	75	11	edwards	PERSON
ajfa-1874	75	12	2000	DATE
ajfa-1874	76	1	2003	DATE
ajfa-1874	77	1	bekaert	PERSON
ajfa-1874	77	2	harvey	PERSON
ajfa-1874	77	3	2000	DATE
ajfa-1874	78	1	1985-95	DATE
ajfa-1874	78	2	aggarwal	ORG
ajfa-1874	78	3	inclan	PERSON
ajfa-1874	78	4	leal	ORG
ajfa-1874	78	5	1999	DATE
ajfa-1874	79	1	icss algorithm	ORG
ajfa-1874	80	1	aggarwal et al	PERSON
ajfa-1874	81	1	kim	PERSON
ajfa-1874	81	2	1997	DATE
ajfa-1874	81	3	1994	DATE
ajfa-1874	82	1	bekaert	PERSON
ajfa-1874	83	1	richards	PERSON
ajfa-1874	83	2	1996	DATE
ajfa-1874	83	3	two	CARDINAL
ajfa-1874	83	4	three	CARDINAL
ajfa-1874	84	1	levine	PERSON
ajfa-1874	84	2	1995	DATE
ajfa-1874	84	3	richards	PERSON
ajfa-1874	84	4	1996	DATE
ajfa-1874	85	1	mei (2001	DATE
ajfa-1874	85	2	japan	GPE
ajfa-1874	86	1	japan	GPE
ajfa-1874	87	1	landau	PERSON
ajfa-1874	87	2	ito	PERSON
ajfa-1874	87	3	1995	DATE
ajfa-1874	87	4	mexican	NORP
ajfa-1874	87	5	hong kong	GPE
ajfa-1874	88	1	nilsson	ORG
ajfa-1874	88	2	2002	DATE
ajfa-1874	90	1	the recent years	DATE
ajfa-1874	92	1	kaminsky	ORG
ajfa-1874	92	2	schumkler	PERSON
ajfa-1874	92	3	2001, 2002	DATE
ajfa-1874	92	4	28	CARDINAL
ajfa-1874	95	1	edwards et al	PERSON
ajfa-1874	95	2	2003	DATE
ajfa-1874	95	3	six	CARDINAL
ajfa-1874	95	4	korea	GPE
ajfa-1874	96	1	2.1	CARDINAL
ajfa-1874	96	2	mt raju et al	ORG
ajfa-1874	96	3	2004	DATE
ajfa-1874	96	4	asian	NORP
ajfa-1874	96	5	finance & accounting	ORG
ajfa-1874	96	6	2012	DATE
ajfa-1874	97	1	4	CARDINAL
ajfa-1874	97	2	2	CARDINAL
ajfa-1874	98	1	india	GPE
ajfa-1874	98	2	china	GPE
ajfa-1874	99	1	bse sensex	ORG
ajfa-1874	99	2	s&p cnx	ORG
ajfa-1874	100	1	1990-2000	DATE
ajfa-1874	100	2	1992	DATE
ajfa-1874	100	3	1995	DATE
ajfa-1874	100	4	india	GPE
ajfa-1874	100	5	gordan j	PERSON
ajfa-1874	100	6	2003	DATE
ajfa-1874	100	7	harivinder kaur’s	PERSON
ajfa-1874	102	1	daily	DATE
ajfa-1874	102	2	daily	DATE
ajfa-1874	102	3	the respective months	DATE
ajfa-1874	103	1	india	GPE
ajfa-1874	103	2	few certain months	DATE
ajfa-1874	105	1	anand bansal	PERSON
ajfa-1874	105	2	j.s. pasricha	PERSON
ajfa-1874	105	3	2009	DATE
ajfa-1874	105	4	indian	NORP
ajfa-1874	106	1	indian	NORP
ajfa-1874	106	2	indian	NORP
ajfa-1874	106	3	india	GPE
ajfa-1874	110	1	months	DATE
ajfa-1874	112	1	indian	NORP
ajfa-1874	112	2	1989	DATE
ajfa-1874	113	1	the recent years	DATE
ajfa-1874	114	1	india	GPE
ajfa-1874	114	2	latin america	LOC
ajfa-1874	114	3	east asia	LOC
ajfa-1874	115	1	uk	GPE
ajfa-1874	116	1	india	GPE
ajfa-1874	116	2	india	GPE
ajfa-1874	117	1	3	CARDINAL
ajfa-1874	117	2	the period january 1992	DATE
ajfa-1874	117	3	asian	NORP
ajfa-1874	117	4	finance & accounting	ORG
ajfa-1874	117	5	2012	DATE
ajfa-1874	118	1	4	CARDINAL
ajfa-1874	118	2	2	CARDINAL
ajfa-1874	118	3	these years	DATE
ajfa-1874	118	4	indian	NORP
ajfa-1874	119	1	1992	DATE
ajfa-1874	119	2	2001	DATE
ajfa-1874	120	1	daily	DATE
ajfa-1874	120	2	indian	NORP
ajfa-1874	120	3	cmie).cmie	PERSON
ajfa-1874	122	1	daily	DATE
ajfa-1874	124	1	daily	DATE
ajfa-1874	124	2	daily	DATE
ajfa-1874	125	1	two	CARDINAL
ajfa-1874	128	1	one day	DATE
ajfa-1874	129	1	z.	PERSON
ajfa-1874	129	2	3.1	CARDINAL
ajfa-1874	129	3	first	ORDINAL
ajfa-1874	134	1	first	ORDINAL
ajfa-1874	136	1	1981	DATE
ajfa-1874	137	1	adf	ORG
ajfa-1874	138	1	phillips	PERSON
ajfa-1874	138	2	perron	ORG
ajfa-1874	138	3	1988	DATE
ajfa-1874	139	1	4	CARDINAL
ajfa-1874	139	2	4.1	CARDINAL
ajfa-1874	140	1	4.1.1	CARDINAL
ajfa-1874	140	2	1	CARDINAL
ajfa-1874	141	1	asian journal of finance & accounting issn	WORK_OF_ART
ajfa-1874	141	2	2012	DATE
ajfa-1874	142	1	4	CARDINAL
ajfa-1874	142	2	2	CARDINAL
ajfa-1874	142	3	first	ORDINAL
ajfa-1874	142	4	1	CARDINAL
ajfa-1874	143	1	1981	DATE
ajfa-1874	144	1	adf	ORG
ajfa-1874	145	1	phillips	PERSON
ajfa-1874	145	2	perron	ORG
ajfa-1874	145	3	1988	DATE
ajfa-1874	145	4	1	CARDINAL
ajfa-1874	146	1	first	ORDINAL
ajfa-1874	146	2	1 4.1.2	CARDINAL
ajfa-1874	146	3	two	CARDINAL
ajfa-1874	149	1	johansen	PERSON
ajfa-1874	149	2	1991	DATE
ajfa-1874	150	1	first	ORDINAL
ajfa-1874	150	2	two	CARDINAL
ajfa-1874	151	1	secondly	ORDINAL
ajfa-1874	152	1	schreiber	PERSON
ajfa-1874	152	2	schwartz	GPE
ajfa-1874	152	3	1986	DATE
ajfa-1874	156	1	one	CARDINAL
ajfa-1874	159	1	johansen	PERSON
ajfa-1874	162	1	aic	ORG
ajfa-1874	163	1	2	CARDINAL
ajfa-1874	163	2	5%	PERCENT
ajfa-1874	163	3	1	CARDINAL
ajfa-1874	164	1	at least one	CARDINAL
ajfa-1874	164	2	asian journal of finance & accounting	ORG
ajfa-1874	164	3	2012	DATE
ajfa-1874	164	4	4	CARDINAL
ajfa-1874	164	5	2	CARDINAL
ajfa-1874	164	6	two	CARDINAL
ajfa-1874	165	1	one	CARDINAL
ajfa-1874	165	2	fii	ORG
ajfa-1874	166	1	ecm	ORG
ajfa-1874	167	1	johnson cointegration test	ORG
ajfa-1874	168	1	aic	ORG
ajfa-1874	169	1	3	CARDINAL
ajfa-1874	172	1	johansson cointegration test	ORG
ajfa-1874	176	1	one	CARDINAL
ajfa-1874	177	1	two	CARDINAL
ajfa-1874	178	1	two	CARDINAL
ajfa-1874	180	1	one	CARDINAL
ajfa-1874	180	2	1	CARDINAL
ajfa-1874	180	3	1	CARDINAL
ajfa-1874	180	4	ftst	ORG
ajfa-1874	180	5	2	CARDINAL
ajfa-1874	181	1	asian	NORP
ajfa-1874	181	2	finance & accounting	ORG
ajfa-1874	181	3	2012	DATE
ajfa-1874	181	4	4	CARDINAL
ajfa-1874	181	5	2	CARDINAL
ajfa-1874	181	6	first	ORDINAL
ajfa-1874	183	1	11	CARDINAL
ajfa-1874	183	2	1	CARDINAL
ajfa-1874	183	3	3	CARDINAL
ajfa-1874	183	4	11	CARDINAL
ajfa-1874	183	5	1	CARDINAL
ajfa-1874	183	6	4	CARDINAL
ajfa-1874	183	7	two	CARDINAL
ajfa-1874	183	8	first	ORDINAL
ajfa-1874	183	9	one	CARDINAL
ajfa-1874	184	1	first	ORDINAL
ajfa-1874	185	1	αs	CARDINAL
ajfa-1874	185	2	fii	ORG
ajfa-1874	186	1	at least one	CARDINAL
ajfa-1874	186	2	ecm	ORG
ajfa-1874	189	1	granger	PERSON
ajfa-1874	190	1	ecm	ORG
ajfa-1874	192	1	two	CARDINAL
ajfa-1874	195	1	granger causality	PERSON
ajfa-1874	195	2	1980	DATE
ajfa-1874	196	1	1	CARDINAL
ajfa-1874	196	2	2	CARDINAL
ajfa-1874	198	1	between one to two	CARDINAL
ajfa-1874	198	2	aic	ORG
ajfa-1874	200	1	asian	NORP
ajfa-1874	200	2	finance & accounting	ORG
ajfa-1874	200	3	2012	DATE
ajfa-1874	201	1	4	CARDINAL
ajfa-1874	201	2	2	CARDINAL
ajfa-1874	203	1	vec granger	PERSON
ajfa-1874	204	1	vec granger	PERSON
ajfa-1874	204	2	4	CARDINAL
ajfa-1874	205	1	two	CARDINAL
ajfa-1874	205	2	5%	PERCENT
ajfa-1874	209	1	one	CARDINAL
ajfa-1874	212	1	4	CARDINAL
ajfa-1874	212	2	4.1.3	CARDINAL
ajfa-1874	213	1	one	CARDINAL
ajfa-1874	215	1	first	ORDINAL
ajfa-1874	218	1	600	CARDINAL
ajfa-1874	218	2	600	CARDINAL
ajfa-1874	218	3	one	CARDINAL
ajfa-1874	218	4	± 2	CARDINAL
ajfa-1874	219	1	fii	PERSON
ajfa-1874	221	1	asian journal of finance & accounting	ORG
ajfa-1874	221	2	2012	DATE
ajfa-1874	221	3	4	CARDINAL
ajfa-1874	221	4	2	CARDINAL
ajfa-1874	221	5	31 4.2	CARDINAL
ajfa-1874	225	1	two	CARDINAL
ajfa-1874	225	2	one	CARDINAL
ajfa-1874	226	1	first	ORDINAL
ajfa-1874	227	1	ols	ORG
ajfa-1874	227	2	5%	PERCENT
ajfa-1874	229	1	6	CARDINAL
ajfa-1874	236	1	today	DATE
ajfa-1874	236	2	today	DATE
ajfa-1874	236	3	tomorrow	DATE
ajfa-1874	239	1	less than 0.05	CARDINAL
ajfa-1874	243	1	1963	DATE
ajfa-1874	244	1	corr	PERSON
ajfa-1874	244	2	|rt|,|rt+τ	ORG
ajfa-1874	244	3	τ asian journal of finance & accounting	ORG
ajfa-1874	244	4	2012	DATE
ajfa-1874	244	5	4	CARDINAL
ajfa-1874	244	6	2	CARDINAL
ajfa-1874	244	7	a few minutes	TIME
ajfa-1874	244	8	several weeks	DATE
ajfa-1874	245	1	5%	PERCENT
ajfa-1874	248	1	lagrange	GPE
ajfa-1874	249	1	1	CARDINAL
ajfa-1874	249	2	1	CARDINAL
ajfa-1874	250	1	5	CARDINAL
ajfa-1874	250	2	indian	NORP
ajfa-1874	251	1	the dawn of 21st century	TIME
ajfa-1874	252	1	india	GPE
ajfa-1874	254	1	indian	NORP
ajfa-1874	255	1	johansson	PERSON
ajfa-1874	259	1	vec granger	PERSON
ajfa-1874	264	1	levine	PERSON
ajfa-1874	264	2	1995	DATE
ajfa-1874	264	3	nilsson	ORG
ajfa-1874	264	4	2002	DATE
ajfa-1874	264	5	edwards et al	PERSON
ajfa-1874	264	6	2003	DATE
ajfa-1874	264	7	gordan j	PERSON
ajfa-1874	264	8	2003	DATE
ajfa-1874	264	9	mt raju et al	PERSON
ajfa-1874	264	10	2004	DATE
ajfa-1874	264	11	harivinder kaur’s	PERSON
ajfa-1874	264	12	2004	DATE
ajfa-1874	264	13	de santis	ORG
ajfa-1874	264	14	1994	DATE
ajfa-1874	264	15	richards	PERSON
ajfa-1874	264	16	1996	DATE
ajfa-1874	264	17	1997	DATE
ajfa-1874	264	18	mei (2001	DATE
ajfa-1874	264	19	kaminsky	PERSON
ajfa-1874	264	20	schumkler	PERSON
ajfa-1874	264	21	2001, 2002	DATE
ajfa-1874	264	22	anand bansal	PERSON
ajfa-1874	264	23	j.s. pasricha	PERSON
ajfa-1874	264	24	2009	DATE
ajfa-1874	265	1	indian	NORP
ajfa-1874	267	1	asian journal of finance & accounting	ORG
ajfa-1874	267	2	2012	DATE
ajfa-1874	267	3	4	CARDINAL
ajfa-1874	267	4	2	CARDINAL
ajfa-1874	267	5	aggarwal	ORG
ajfa-1874	267	6	r.	NORP
ajfa-1874	267	7	r. leal	PERSON
ajfa-1874	267	8	1999	DATE
ajfa-1874	269	1	journal of financial	ORG
ajfa-1874	269	2	34(1	CARDINAL
ajfa-1874	269	3	33	CARDINAL
ajfa-1874	269	4	andreou elena, & eric ghysels	ORG
ajfa-1874	269	5	2002	DATE
ajfa-1874	271	1	2002-02	DATE
ajfa-1874	271	2	department of economics	ORG
ajfa-1874	271	3	university of cyprus	ORG
ajfa-1874	272	1	anand bansal	PERSON
ajfa-1874	272	2	j. s. pasricha(2009	PERSON
ajfa-1874	272	3	india	GPE
ajfa-1874	273	1	journal of academics research	ORG
ajfa-1874	273	2	1(2	CARDINAL
ajfa-1874	273	3	181	CARDINAL
ajfa-1874	273	4	jushan, & pierre perron	ORG
ajfa-1874	273	5	1998	DATE
ajfa-1874	274	1	linear	ORG
ajfa-1874	275	1	econometrica	PERSON
ajfa-1874	275	2	66(1	CARDINAL
ajfa-1874	275	3	47	CARDINAL
ajfa-1874	276	1	http://dx.doi.org/10.2307/2998540 bai	PERSON
ajfa-1874	276	2	jushan, & pierre perron	ORG
ajfa-1874	276	3	2003	DATE
ajfa-1874	278	1	econometrics	ORG
ajfa-1874	278	2	6	CARDINAL
ajfa-1874	278	3	72	CARDINAL
ajfa-1874	279	1	bekaert	PERSON
ajfa-1874	279	2	r. harvey	PERSON
ajfa-1874	279	3	2000	DATE
ajfa-1874	281	1	55	CARDINAL
ajfa-1874	281	2	2	CARDINAL
ajfa-1874	281	3	565	CARDINAL
ajfa-1874	282	1	http://dx.doi.org/10.1111/0022-1082.00220 bekaert	PERSON
ajfa-1874	282	2	harvey	GPE
ajfa-1874	282	3	c.r.	GPE
ajfa-1874	282	4	& r.l.	ORG
ajfa-1874	282	5	2002	DATE
ajfa-1874	284	1	21	DATE
ajfa-1874	284	2	295	CARDINAL
ajfa-1874	285	1	http://dx.doi.org/10.1016/s0261-5606(02)00001-3 bekaert	PERSON
ajfa-1874	285	2	harvey	GPE
ajfa-1874	285	3	c.r.	GPE
ajfa-1874	285	4	& r.l.	ORG
ajfa-1874	285	5	2002	DATE
ajfa-1874	287	1	journal of financial economics	ORG
ajfa-1874	287	2	65	DATE
ajfa-1874	287	3	203	CARDINAL
ajfa-1874	288	1	http://dx.doi.org/10.1016/s0304-405x(02)00139-3 bekaert	PERSON
ajfa-1874	288	2	harvey	GPE
ajfa-1874	288	3	c.r.	GPE
ajfa-1874	288	4	a. ng	PERSON
ajfa-1874	288	5	2002	DATE
ajfa-1874	290	1	mimeo	PERSON
ajfa-1874	291	1	journal of development economics	ORG
ajfa-1874	291	2	66	DATE
ajfa-1874	291	3	465	CARDINAL
ajfa-1874	292	1	http://dx.doi.org/10.1016/s0304-3878(01)00171-7 biscarri	PERSON
ajfa-1874	292	2	javier gómez	PERSON
ajfa-1874	292	3	pérez de gracia	ORG
ajfa-1874	292	4	2003	DATE
ajfa-1874	293	1	spain	GPE
ajfa-1874	294	1	facultad de ciencias	ORG
ajfa-1874	294	2	y empresariales universidad de navarra	PERSON
ajfa-1874	295	1	fischer	PERSON
ajfa-1874	296	1	1976	DATE
ajfa-1874	298	1	the american statistical association	ORG
ajfa-1874	298	2	annual	DATE
ajfa-1874	299	1	cecchetti	GPE
ajfa-1874	299	2	s. p.lam	PERSON
ajfa-1874	299	3	1990	DATE
ajfa-1874	301	1	american	NORP
ajfa-1874	301	2	398	CARDINAL
ajfa-1874	301	3	418	CARDINAL
ajfa-1874	302	1	chen	PERSON
ajfa-1874	302	2	w.y.	GPE
ajfa-1874	302	3	& lian	ORG
ajfa-1874	302	4	k.k.	PERSON
ajfa-1874	302	5	2005	DATE
ajfa-1874	304	1	sunway academic journal	ORG
ajfa-1874	305	1	2	CARDINAL
ajfa-1874	305	2	1	CARDINAL
ajfa-1874	305	3	de santis	PERSON
ajfa-1874	305	4	giorgio, & s. imrohoroglu	ORG
ajfa-1874	305	5	1997	DATE
ajfa-1874	307	1	16(4	CARDINAL
ajfa-1874	307	2	561	CARDINAL
ajfa-1874	308	1	asian	NORP
ajfa-1874	308	2	finance & accounting	ORG
ajfa-1874	308	3	2012	DATE
ajfa-1874	308	4	4	CARDINAL
ajfa-1874	308	5	2	CARDINAL
ajfa-1874	308	6	http://dx.doi.org/10.1016/s0261-5606(97)00020-x edwards	PERSON
ajfa-1874	308	7	sebastian	PERSON
ajfa-1874	308	8	javier gómez biscarri	PERSON
ajfa-1874	308	9	pérez de gracia	ORG
ajfa-1874	309	1	2003	DATE
ajfa-1874	311	1	22	CARDINAL
ajfa-1874	311	2	925–955	CARDINAL
ajfa-1874	312	1	http://dx.doi.org/10.1016/j.jimonfin.2003.09.011 edwards	ORG
ajfa-1874	312	2	sebastian	PERSON
ajfa-1874	312	3	javier gómez biscarri	PERSON
ajfa-1874	312	4	pérez de gracia	ORG
ajfa-1874	313	1	2003	DATE
ajfa-1874	316	1	9817.33	CARDINAL
ajfa-1874	317	1	edwards	ORG
ajfa-1874	317	2	sebastian, & raul susmel	ORG
ajfa-1874	318	1	2000	DATE
ajfa-1874	319	1	the 1990s	DATE
ajfa-1874	320	1	national bureau for economic research	ORG
ajfa-1874	320	2	7813	DATE
ajfa-1874	321	1	engle	PERSON
ajfa-1874	321	2	robert, & c. mustafa	ORG
ajfa-1874	322	1	1992	DATE
ajfa-1874	324	1	econometrics	ORG
ajfa-1874	324	2	52	DATE
ajfa-1874	325	1	289	CARDINAL
ajfa-1874	326	1	d., & t. ito	ORG
ajfa-1874	327	1	1995	DATE
ajfa-1874	329	1	i.	GPE
ajfa-1874	330	1	forbes	PERSON
ajfa-1874	330	2	kristin j.	PERSON
ajfa-1874	330	3	roberto rigobon	PERSON
ajfa-1874	331	1	2002	DATE
ajfa-1874	333	1	2223-2261	CARDINAL
ajfa-1874	334	1	hamilton j.d.	PERSON
ajfa-1874	334	2	r. susmel	PERSON
ajfa-1874	335	1	1994	DATE
ajfa-1874	337	1	64(1	CARDINAL
ajfa-1874	337	2	307-333	CARDINAL
ajfa-1874	338	1	http://dx.doi.org/10.1016/0304-4076(94)90067-1 inclan	PERSON
ajfa-1874	338	2	carla	PERSON
ajfa-1874	338	3	george c. tiao	PERSON
ajfa-1874	338	4	1994	DATE
ajfa-1874	340	1	the american statistical association	ORG
ajfa-1874	340	2	89(427	DATE
ajfa-1874	340	3	913	CARDINAL
ajfa-1874	341	1	kaminsky graciela laura	PERSON
ajfa-1874	341	2	&	ORG
ajfa-1874	341	3	sergio l. schmukler.	PERSON
ajfa-1874	342	1	2002	DATE
ajfa-1874	344	1	nber working paper	ORG
ajfa-1874	344	2	9787	DATE
ajfa-1874	344	3	cambridge	GPE
ajfa-1874	344	4	ma: national bureau for economic research	ORG
ajfa-1874	345	1	kaminsky	PERSON
ajfa-1874	345	2	g.	PERSON
ajfa-1874	345	3	2002	DATE
ajfa-1874	347	1	journal of development economics	ORG
ajfa-1874	347	2	69(2	CARDINAL
ajfa-1874	347	3	451–470	CARDINAL
ajfa-1874	348	1	http://dx.doi.org/10.1016/s0304-3878(02)00096-2 kaminsky	PERSON
ajfa-1874	348	2	graciela	PERSON
ajfa-1874	349	1	1999	DATE
ajfa-1874	351	1	george washington university	ORG
ajfa-1874	352	1	karmakar	PERSON
ajfa-1874	352	2	m. (	PERSON
ajfa-1874	352	3	2006	DATE
ajfa-1874	353	1	19612005	DATE
ajfa-1874	354	1	17961802	DATE
ajfa-1874	355	1	kim	PERSON
ajfa-1874	355	2	e.h.	GPE
ajfa-1874	355	3	1994	DATE
ajfa-1874	357	1	mitsui	ORG
ajfa-1874	358	1	http://ssrn.com/abstract=5429 asian journal of finance & accounting	ORG
ajfa-1874	358	2	2012	DATE
ajfa-1874	358	3	4	CARDINAL
ajfa-1874	358	4	2	CARDINAL
ajfa-1874	358	5	35 kwan	PERSON
ajfa-1874	358	6	b.f.	GPE
ajfa-1874	358	7	reyes	PERSON
ajfa-1874	359	1	1997	DATE
ajfa-1874	360	1	taiwan	GPE
ajfa-1874	361	1	quarterly	DATE
ajfa-1874	361	2	511	CARDINAL
ajfa-1874	362	1	christopher g.	PERSON
ajfa-1874	362	2	william d. lastrapes	PERSON
ajfa-1874	363	1	1990	DATE
ajfa-1874	365	1	8(2	CARDINAL
ajfa-1874	365	2	225	CARDINAL
ajfa-1874	366	1	w.d.	GPE
ajfa-1874	366	2	1989	DATE
ajfa-1874	368	1	21(1	CARDINAL
ajfa-1874	368	2	66	CARDINAL
ajfa-1874	369	1	http://dx.doi.org/10.2307/1992578 lanne	PERSON
ajfa-1874	369	2	m., & saikkonen	ORG
ajfa-1874	369	3	2005	DATE
ajfa-1874	371	1	8	CARDINAL
ajfa-1874	371	2	251–276	CARDINAL
ajfa-1874	372	1	levine	PERSON
ajfa-1874	372	2	ross	GPE
ajfa-1874	372	3	sara j. zervos	PERSON
ajfa-1874	372	4	1998	DATE
ajfa-1874	374	1	1169–83	CARDINAL
ajfa-1874	374	2	koichi	PERSON
ajfa-1874	374	3	sangyeol lee	PERSON
ajfa-1874	375	1	2005	DATE
ajfa-1874	377	1	university of hiroshima	ORG
ajfa-1874	378	1	koichi	PERSON
ajfa-1874	378	2	sangyeol lee	PERSON
ajfa-1874	379	1	2003	DATE
ajfa-1874	381	1	hiroshima university	ORG
ajfa-1874	382	1	nilsson	ORG
ajfa-1874	382	2	birger.	GPE
ajfa-1874	382	3	2002	DATE
ajfa-1874	384	1	2002:4	CARDINAL
ajfa-1874	385	1	pagian	NORP
ajfa-1874	385	2	adrian	GPE
ajfa-1874	385	3	r., & kirill a. sossounav.	ORG
ajfa-1874	386	1	2003	DATE
ajfa-1874	388	1	18(1	CARDINAL
ajfa-1874	388	2	23–46	CARDINAL
ajfa-1874	389	1	http://dx.doi.org/10.1002/jae.664	CARDINAL
ajfa-1874	389	2	r.	PERSON
ajfa-1874	389	3	2003	DATE
ajfa-1874	391	1	journal of international economics	ORG
ajfa-1874	391	2	61	DATE
ajfa-1874	391	3	261	CARDINAL
ajfa-1874	393	1	2003	DATE
ajfa-1874	396	1	r. (	GPE
ajfa-1874	396	2	2005	DATE
ajfa-1874	398	1	john wiley & sons ltd.	ORG
ajfa-1874	399	1	24(3	CARDINAL
ajfa-1874	399	2	221	CARDINAL
ajfa-1874	400	1	r.j.	PERSON
ajfa-1874	400	2	1989	DATE
ajfa-1874	402	1	mit press	ORG
ajfa-1874	402	2	cambridge	GPE
ajfa-1874	402	3	ma	GPE
ajfa-1874	402	4	george e., & mark pitts	PERSON
ajfa-1874	403	1	1983	DATE
ajfa-1874	405	1	econometrica	ORG
ajfa-1874	405	2	51(2	CARDINAL
ajfa-1874	405	3	485505	DATE
ajfa-1874	406	1	asian	NORP
ajfa-1874	406	2	finance & accounting	ORG
ajfa-1874	406	3	2012	DATE
ajfa-1874	406	4	4	CARDINAL
ajfa-1874	406	5	2	CARDINAL
ajfa-1874	406	6	wang	PERSON
ajfa-1874	407	1	2011	DATE
ajfa-1874	409	1	the icma centre	ORG
ajfa-1874	409	2	university of manchester	ORG
ajfa-1874	410	1	yardeni	ORG
ajfa-1874	410	2	edward	PERSON
ajfa-1874	410	3	joseph abbott	PERSON
ajfa-1874	410	4	&	ORG
ajfa-1874	410	5	f. quintana	PERSON
ajfa-1874	411	1	2002	DATE
ajfa-1874	412	1	month	DATE
ajfa-1874	413	1	prudential financial research	ORG
ajfa-1874	413	2	1	CARDINAL
ajfa-1874	413	3	phillips-perron	ORG
ajfa-1874	413	4	phillips-perron	ORG
ajfa-1874	414	1	1.12	CARDINAL
ajfa-1874	415	1	1981	DATE
ajfa-1874	416	1	adf	ORG
ajfa-1874	417	1	phillips	PERSON
ajfa-1874	417	2	perron	ORG
ajfa-1874	417	3	1988	DATE
ajfa-1874	418	1	5%level	CARDINAL
ajfa-1874	419	1	2	CARDINAL
ajfa-1874	419	2	johansen	PERSON
ajfa-1874	419	3	max eigen	PERSON
ajfa-1874	419	4	5 %	PERCENT
ajfa-1874	420	1	0	CARDINAL
ajfa-1874	420	2	≥1	ORG
ajfa-1874	420	3	4	CARDINAL
ajfa-1874	420	4	0.1249 362.5 15.49	CARDINAL
ajfa-1874	420	5	5 %	PERCENT
ajfa-1874	421	1	at least one	CARDINAL
ajfa-1874	421	2	two	CARDINAL
ajfa-1874	421	3	asian	NORP
ajfa-1874	421	4	finance & accounting	ORG
ajfa-1874	421	5	2012	DATE
ajfa-1874	422	1	4	CARDINAL
ajfa-1874	422	2	2	CARDINAL
ajfa-1874	422	3	3	CARDINAL
ajfa-1874	422	4	1	CARDINAL
ajfa-1874	422	5	0.94,.89	CARDINAL
ajfa-1874	422	6	0.24	CARDINAL
ajfa-1874	422	7	0.081	CARDINAL
ajfa-1874	422	8	4	CARDINAL
ajfa-1874	422	9	2	CARDINAL
ajfa-1874	422	10	chi-square	PERSON
ajfa-1874	422	11	4.81	CARDINAL
ajfa-1874	422	12	jarque	NORP
ajfa-1874	422	13	4	CARDINAL
ajfa-1874	422	14	3	CARDINAL
ajfa-1874	422	15	18.55	CARDINAL
ajfa-1874	422	16	4	CARDINAL
ajfa-1874	422	17	asterisk	ORG
ajfa-1874	422	18	1	CARDINAL
ajfa-1874	422	19	2	DATE
ajfa-1874	422	20	3	CARDINAL
ajfa-1874	422	21	4	CARDINAL
ajfa-1874	424	1	aic	ORG
ajfa-1874	427	1	4	CARDINAL
ajfa-1874	427	2	1	CARDINAL
ajfa-1874	428	1	7.12	CARDINAL
ajfa-1874	428	2	0.48	CARDINAL
ajfa-1874	428	3	0.05	CARDINAL
ajfa-1874	428	4	14.62	CARDINAL
ajfa-1874	428	5	1	CARDINAL
ajfa-1874	428	6	64.01%	PERCENT
ajfa-1874	428	7	35.9%	PERCENT
ajfa-1874	428	8	fii	PERSON
ajfa-1874	429	1	5%	PERCENT
ajfa-1874	430	1	two	CARDINAL
ajfa-1874	433	1	asian journal of finance & accounting	ORG
ajfa-1874	433	2	2012	DATE
ajfa-1874	433	3	4	CARDINAL
ajfa-1874	433	4	2	CARDINAL
ajfa-1874	433	5	5	CARDINAL
ajfa-1874	433	6	phillips-perron	ORG
ajfa-1874	433	7	phillips-perron	ORG
ajfa-1874	434	1	1.12	CARDINAL
ajfa-1874	435	1	0.78 0.65 -32.96	QUANTITY
ajfa-1874	438	1	5 %	PERCENT
ajfa-1874	438	2	fii	PERSON
ajfa-1874	439	1	6	CARDINAL
ajfa-1874	442	1	-0.01 0.13 -0.10	QUANTITY
ajfa-1874	443	1	0.0 0.13 0.03	QUANTITY
ajfa-1874	444	1	0.10 0.02	CARDINAL
ajfa-1874	444	2	a.βff	PERSON
ajfa-1874	444	3	0.01 0.13 0.09	QUANTITY
ajfa-1874	444	4	0.13 -0.05	QUANTITY
ajfa-1874	444	5	0.10 0.02	CARDINAL
ajfa-1874	446	1	less than 0.05	CARDINAL
ajfa-1874	447	1	5%	PERCENT
ajfa-1874	448	1	7	CARDINAL
ajfa-1874	449	1	1.comdex	CARDINAL
ajfa-1874	450	1	0.04 0.02	CARDINAL
ajfa-1874	450	2	0.23	CARDINAL
ajfa-1874	450	3	0.05 0.02 2.15	MONEY
ajfa-1874	451	1	0.3	CARDINAL