id	sid	eid	entity	type
ajfa-1990	1	1	microsoft	ORG
ajfa-1990	1	2	1990-7832-1	DATE
ajfa-1990	1	3	asian	NORP
ajfa-1990	1	4	finance & accounting	ORG
ajfa-1990	1	5	2012	DATE
ajfa-1990	1	6	4	CARDINAL
ajfa-1990	1	7	2	CARDINAL
ajfa-1990	1	8	199	CARDINAL
ajfa-1990	1	9	indian	NORP
ajfa-1990	2	1	sanjay sehgal university	ORG
ajfa-1990	2	2	namita rajput university	PERSON
ajfa-1990	2	3	rajeev kumar dua cmj university e-mail	PERSON
ajfa-1990	2	4	capt.rkd@gmail.com	ORG
ajfa-1990	2	5	june 25, 2012	DATE
ajfa-1990	2	6	august 20, 2012	DATE
ajfa-1990	2	7	december 1, 2012	DATE
ajfa-1990	2	8	indian	NORP
ajfa-1990	2	9	seven	CARDINAL
ajfa-1990	2	10	prescott	ORG
ajfa-1990	4	1	granger	PERSON
ajfa-1990	4	2	five	CARDINAL
ajfa-1990	4	3	seven	CARDINAL
ajfa-1990	4	4	seguin	PERSON
ajfa-1990	4	5	one	CARDINAL
ajfa-1990	4	6	asian journal of finance & accounting	ORG
ajfa-1990	4	7	2012	DATE
ajfa-1990	4	8	4	CARDINAL
ajfa-1990	4	9	2	CARDINAL
ajfa-1990	4	10	200	CARDINAL
ajfa-1990	5	1	india	GPE
ajfa-1990	9	1	indian	NORP
ajfa-1990	9	2	jel	ORG
ajfa-1990	9	3	g10	ORG
ajfa-1990	9	4	g14	GPE
ajfa-1990	9	5	g15 asian journal of finance & accounting	ORG
ajfa-1990	9	6	2012	DATE
ajfa-1990	10	1	4	CARDINAL
ajfa-1990	10	2	2	CARDINAL
ajfa-1990	10	3	201 1	CARDINAL
ajfa-1990	20	1	recent years	DATE
ajfa-1990	20	2	india	GPE
ajfa-1990	20	3	2001	DATE
ajfa-1990	21	1	indian	NORP
ajfa-1990	22	1	the last decade	DATE
ajfa-1990	23	1	the past 30 years	DATE
ajfa-1990	24	1	1987	DATE
ajfa-1990	24	2	us	GPE
ajfa-1990	24	3	2010	DATE
ajfa-1990	24	4	indian	NORP
ajfa-1990	24	5	2008	DATE
ajfa-1990	28	1	india	GPE
ajfa-1990	29	1	the past few years	DATE
ajfa-1990	31	1	asian	NORP
ajfa-1990	31	2	finance & accounting	ORG
ajfa-1990	31	3	2012	DATE
ajfa-1990	31	4	4	CARDINAL
ajfa-1990	31	5	2	CARDINAL
ajfa-1990	31	6	202	CARDINAL
ajfa-1990	32	1	indian	NORP
ajfa-1990	33	1	india	GPE
ajfa-1990	33	2	india	GPE
ajfa-1990	37	1	seven	CARDINAL
ajfa-1990	38	1	seven	CARDINAL
ajfa-1990	40	1	indian	NORP
ajfa-1990	41	1	india	GPE
ajfa-1990	43	1	harvey (1997	ORG
ajfa-1990	43	2	antoniou	ORG
ajfa-1990	43	3	1997	DATE
ajfa-1990	44	1	tomek,	ORG
ajfa-1990	44	2	1980	DATE
ajfa-1990	44	3	carter, 1989)	ORG
ajfa-1990	48	1	section 2	LAW
ajfa-1990	49	1	section 4	LAW
ajfa-1990	49	2	section 5	LAW
ajfa-1990	50	1	2	CARDINAL
ajfa-1990	57	1	asian journal of finance & accounting	ORG
ajfa-1990	57	2	2012	DATE
ajfa-1990	57	3	4	CARDINAL
ajfa-1990	57	4	2	CARDINAL
ajfa-1990	57	5	203	CARDINAL
ajfa-1990	57	6	1981	DATE
ajfa-1990	57	7	clifton	ORG
ajfa-1990	57	8	1985	DATE
ajfa-1990	57	9	saunders	ORG
ajfa-1990	57	10	1986	DATE
ajfa-1990	57	11	mccarthy	PERSON
ajfa-1990	57	12	1993	DATE
ajfa-1990	58	1	1978	DATE
ajfa-1990	58	2	kyle's,	ORG
ajfa-1990	58	3	1985	DATE
ajfa-1990	58	4	1999	DATE
ajfa-1990	59	1	india	GPE
ajfa-1990	62	1	two	CARDINAL
ajfa-1990	62	2	antoniou et al	PERSON
ajfa-1990	62	3	1998	DATE
ajfa-1990	62	4	lee & ohk	ORG
ajfa-1990	62	5	1992	DATE
ajfa-1990	62	6	bessembinder & seguin	ORG
ajfa-1990	62	7	1992	DATE
ajfa-1990	62	8	2000	DATE
ajfa-1990	62	9	al, 2001	ORG
ajfa-1990	64	1	1989	DATE
ajfa-1990	64	2	1990	DATE
ajfa-1990	64	3	lockwood	PERSON
ajfa-1990	64	4	linn	PERSON
ajfa-1990	64	5	1990	DATE
ajfa-1990	64	6	1990	DATE
ajfa-1990	64	7	chang, cheng	ORG
ajfa-1990	64	8	pinegar	GPE
ajfa-1990	64	9	1999	DATE
ajfa-1990	64	10	kyriacou	PERSON
ajfa-1990	64	11	sarno	GPE
ajfa-1990	64	12	1999	DATE
ajfa-1990	64	13	us	GPE
ajfa-1990	64	14	uk	GPE
ajfa-1990	65	1	1987	DATE
ajfa-1990	65	2	bessembinder and	ORG
ajfa-1990	65	3	seguin	PERSON
ajfa-1990	65	4	1992	DATE
ajfa-1990	65	5	kuserk	PERSON
ajfa-1990	65	6	1995	DATE
ajfa-1990	66	1	seguin	PERSON
ajfa-1990	66	2	1992	DATE
ajfa-1990	66	3	two	CARDINAL
ajfa-1990	67	1	chang et al	PERSON
ajfa-1990	68	1	2000	DATE
ajfa-1990	69	1	clifton (1985	ORG
ajfa-1990	69	2	1996	DATE
ajfa-1990	69	3	saunders	ORG
ajfa-1990	69	4	1986	DATE
ajfa-1990	69	5	mccarthy	PERSON
ajfa-1990	69	6	1993	DATE
ajfa-1990	70	1	1998	DATE
ajfa-1990	70	2	2003	DATE
ajfa-1990	72	1	pashigian	PERSON
ajfa-1990	72	2	1986	DATE
ajfa-1990	72	3	banerjee	GPE
ajfa-1990	72	4	1990	DATE
ajfa-1990	73	1	kamara	PERSON
ajfa-1990	73	2	1982	DATE
ajfa-1990	73	3	asian journal of finance & accounting	ORG
ajfa-1990	73	4	2012	DATE
ajfa-1990	73	5	4	CARDINAL
ajfa-1990	73	6	2	CARDINAL
ajfa-1990	73	7	204	CARDINAL
ajfa-1990	74	1	yang et al	PERSON
ajfa-1990	75	1	2005	DATE
ajfa-1990	79	1	seguin	PERSON
ajfa-1990	79	2	1992	DATE
ajfa-1990	84	1	pashigian	NORP
ajfa-1990	84	2	1986	DATE
ajfa-1990	84	3	weaver	ORG
ajfa-1990	84	4	banerjee	GPE
ajfa-1990	84	5	1990	DATE
ajfa-1990	84	6	yang et al.	PERSON
ajfa-1990	84	7	2005	DATE
ajfa-1990	85	1	paul	PERSON
ajfa-1990	85	2	2010	DATE
ajfa-1990	86	1	granger	PERSON
ajfa-1990	88	1	india	GPE
ajfa-1990	89	1	india	GPE
ajfa-1990	90	1	india	GPE
ajfa-1990	91	1	pashigian	NORP
ajfa-1990	91	2	1986	DATE
ajfa-1990	91	3	weaver	ORG
ajfa-1990	91	4	banerjee	GPE
ajfa-1990	91	5	1990	DATE
ajfa-1990	91	6	yang et al.	PERSON
ajfa-1990	91	7	2005	DATE
ajfa-1990	92	1	indian	NORP
ajfa-1990	94	1	asian journal of finance & accounting	ORG
ajfa-1990	94	2	2012	DATE
ajfa-1990	94	3	4	CARDINAL
ajfa-1990	94	4	2	CARDINAL
ajfa-1990	94	5	3	CARDINAL
ajfa-1990	95	1	seven	CARDINAL
ajfa-1990	95	2	national commodity exchange	ORG
ajfa-1990	97	1	april 2004 to march 2012	DATE
ajfa-1990	98	1	daily	DATE
ajfa-1990	99	1	daily	DATE
ajfa-1990	100	1	ps	NORP
ajfa-1990	100	2	ps,t-1	ORG
ajfa-1990	101	1	1	CARDINAL
ajfa-1990	101	2	1	CARDINAL
ajfa-1990	101	3	13-04-2004	CARDINAL
ajfa-1990	101	4	10/20/2012	CARDINAL
ajfa-1990	101	5	13-04-2004	CARDINAL
ajfa-1990	101	6	10/20/2012	CARDINAL
ajfa-1990	101	7	1	CARDINAL
ajfa-1990	101	8	10/20/2012	CARDINAL
ajfa-1990	101	9	13-04-2004	CARDINAL
ajfa-1990	101	10	9/19/2012	CARDINAL
ajfa-1990	101	11	13-04-2004	CARDINAL
ajfa-1990	101	12	9/19/2012	CARDINAL
ajfa-1990	101	13	1-5-2005	CARDINAL
ajfa-1990	101	14	9/19/2012	CARDINAL
ajfa-1990	101	15	21	CARDINAL
ajfa-1990	101	16	9/19/2012	CARDINAL
ajfa-1990	102	1	april 2004-to march 2012	DATE
ajfa-1990	103	1	five	CARDINAL
ajfa-1990	104	1	first	ORDINAL
ajfa-1990	105	1	1981	DATE
ajfa-1990	106	1	adf	ORG
ajfa-1990	107	1	phillips	PERSON
ajfa-1990	107	2	perron	ORG
ajfa-1990	107	3	1988	DATE
ajfa-1990	108	1	asian	NORP
ajfa-1990	108	2	finance & accounting	ORG
ajfa-1990	108	3	2012	DATE
ajfa-1990	109	1	4	CARDINAL
ajfa-1990	109	2	2	CARDINAL
ajfa-1990	109	3	206	CARDINAL
ajfa-1990	110	1	bessembinder & seguin	ORG
ajfa-1990	110	2	1992	DATE
ajfa-1990	110	3	prescott	ORG
ajfa-1990	112	1	granger causality	PERSON
ajfa-1990	113	1	prescott	ORG
ajfa-1990	119	1	basdevant	ORG
ajfa-1990	119	2	2003	DATE
ajfa-1990	120	1		ORG
ajfa-1990	120	2	2 2	CARDINAL
ajfa-1990	120	3	2	CARDINAL
ajfa-1990	120	4		PERSON
ajfa-1990	120	5	12	CARDINAL
ajfa-1990	120	6	2 0	CARDINAL
ajfa-1990	121	1	2 1	DATE
ajfa-1990	122	1	2	CARDINAL
ajfa-1990	122	2	2 1	DATE
ajfa-1990	123	1	hodrick	PERSON
ajfa-1990	123	2	prescott	ORG
ajfa-1990	124	1	1	CARDINAL
ajfa-1990	124	2	2	CARDINAL
ajfa-1990	124	3	finance & accounting	ORG
ajfa-1990	124	4	2012	DATE
ajfa-1990	125	1	4	CARDINAL
ajfa-1990	125	2	2	CARDINAL
ajfa-1990	126	1	1	CARDINAL
ajfa-1990	126	2	1	CARDINAL
ajfa-1990	126	3	1,1	CARDINAL
ajfa-1990	127	1	ttt xy	PERSON
ajfa-1990	128	1	ttt  n	PERSON
ajfa-1990	129	1	2 t	DATE
ajfa-1990	129	2	one	CARDINAL
ajfa-1990	130	1	three	CARDINAL
ajfa-1990	130	2	1	CARDINAL
ajfa-1990	130	3	ω 2	ORG
ajfa-1990	130	4	the previous period	DATE
ajfa-1990	130	5	2 1t	CARDINAL
ajfa-1990	131	1	3	CARDINAL
ajfa-1990	131	2	2 1t	CARDINAL
ajfa-1990	132	1	1	CARDINAL
ajfa-1990	132	2	1	CARDINAL
ajfa-1990	132	3	1	CARDINAL
ajfa-1990	132	4	1	CARDINAL
ajfa-1990	132	5	first	ORDINAL
ajfa-1990	132	6	first	ORDINAL
ajfa-1990	132	7	first	ORDINAL
ajfa-1990	132	8	second	ORDINAL
ajfa-1990	133	1	0	CARDINAL
ajfa-1990	133	2	1	CARDINAL
ajfa-1990	134	1	two	CARDINAL
ajfa-1990	134	2	1	CARDINAL
ajfa-1990	134	3	2 1 12	CARDINAL
ajfa-1990	134	4		PERSON
ajfa-1990	135	1	1	CARDINAL
ajfa-1990	135	2	1	CARDINAL
ajfa-1990	136	1	asian journal of finance & accounting	ORG
ajfa-1990	136	2	2012	DATE
ajfa-1990	136	3	4	CARDINAL
ajfa-1990	136	4	2	CARDINAL
ajfa-1990	136	5	222	CARDINAL
ajfa-1990	137	1	1 2	CARDINAL
ajfa-1990	137	2	1	CARDINAL
ajfa-1990	137	3	1	CARDINAL
ajfa-1990	142	1	11	CARDINAL
ajfa-1990	142	2	11	CARDINAL
ajfa-1990	143	1	granger causality	PERSON
ajfa-1990	146	1	1210	DATE
ajfa-1990	146	2	zero	CARDINAL
ajfa-1990	147	1	1	CARDINAL
ajfa-1990	147	2	0	CARDINAL
ajfa-1990	147	3	4	CARDINAL
ajfa-1990	147	4	2	CARDINAL
ajfa-1990	148	1	(estimated as	CARDINAL
ajfa-1990	148	2	first	ORDINAL
ajfa-1990	148	3	2	CARDINAL
ajfa-1990	149	1	1981	DATE
ajfa-1990	150	1	adf	ORG
ajfa-1990	151	1	phillips	PERSON
ajfa-1990	151	2	perron	ORG
ajfa-1990	151	3	1988	DATE
ajfa-1990	152	1	asian	NORP
ajfa-1990	152	2	finance & accounting	ORG
ajfa-1990	152	3	2012	DATE
ajfa-1990	152	4	4	CARDINAL
ajfa-1990	152	5	2	CARDINAL
ajfa-1990	152	6	209	CARDINAL
ajfa-1990	152	7	first	ORDINAL
ajfa-1990	153	1	2	CARDINAL
ajfa-1990	154	1	phillips-perron test	ORG
ajfa-1990	154	2	adf test	ORG
ajfa-1990	154	3	phillips-perron	ORG
ajfa-1990	158	1	-1.1 -1.3 -24.9 ** -42.18	FAC
ajfa-1990	160	1	1.85 3.09	CARDINAL
ajfa-1990	161	1	0.91 0.72	CARDINAL
ajfa-1990	163	1	0.81 0.69	CARDINAL
ajfa-1990	165	1	-0.1	ORG
ajfa-1990	165	2	0.34 0.3	CARDINAL
ajfa-1990	165	3	0.36 0.4 -42.47	QUANTITY
ajfa-1990	167	1	0.33 0.3	QUANTITY
ajfa-1990	167	2	0.32 0.3	QUANTITY
ajfa-1990	169	1	0.71 0.57	CARDINAL
ajfa-1990	169	2	0.71 0.57	CARDINAL
ajfa-1990	169	3	hedrick prescott	PERSON
ajfa-1990	170	1	1986	DATE
ajfa-1990	170	2	asian journal of finance & accounting	ORG
ajfa-1990	170	3	2012	DATE
ajfa-1990	170	4	4	CARDINAL
ajfa-1990	170	5	2	CARDINAL
ajfa-1990	170	6	210	CARDINAL
ajfa-1990	171	1	aic	PERSON
ajfa-1990	177	1	seven	CARDINAL
ajfa-1990	179	1	seguin	PERSON
ajfa-1990	179	2	1992	DATE
ajfa-1990	180	1	five	CARDINAL
ajfa-1990	180	2	7	CARDINAL
ajfa-1990	181	1	india	GPE
ajfa-1990	182	1	pashigian	NORP
ajfa-1990	182	2	1986	DATE
ajfa-1990	182	3	weaver	ORG
ajfa-1990	182	4	banerjee	GPE
ajfa-1990	182	5	1990	DATE
ajfa-1990	182	6	1996	DATE
ajfa-1990	182	7	yang et al.	PERSON
ajfa-1990	182	8	2005	DATE
ajfa-1990	182	9	darrat	NORP
ajfa-1990	182	10	rahman	PERSON
ajfa-1990	182	11	1995	DATE
ajfa-1990	182	12	500	CARDINAL
ajfa-1990	191	1	asian journal of finance & accounting	ORG
ajfa-1990	191	2	2012	DATE
ajfa-1990	191	3	4	CARDINAL
ajfa-1990	191	4	2	CARDINAL
ajfa-1990	191	5	211	CARDINAL
ajfa-1990	191	6	3	CARDINAL
ajfa-1990	192	1	0.7305	MONEY
ajfa-1990	192	2	6.91660	CARDINAL
ajfa-1990	192	3	2e-08	CARDINAL
ajfa-1990	193	1	0.09101	CARDINAL
ajfa-1990	193	2	0.0041	CARDINAL
ajfa-1990	193	3	1.14057	CARDINAL
ajfa-1990	193	4	0.3316	MONEY
ajfa-1990	193	5	0.0271	CARDINAL
ajfa-1990	193	6	3.04891	CARDINAL
ajfa-1990	193	7	0.0041	CARDINAL
ajfa-1990	193	8	0.5302	MONEY
ajfa-1990	193	9	0.0708	CARDINAL
ajfa-1990	193	10	0.7904	MONEY
ajfa-1990	193	11	1.0869	CARDINAL
ajfa-1990	193	12	0.2981	MONEY
ajfa-1990	194	1	1.24057	CARDINAL
ajfa-1990	194	2	0.4316	MONEY
ajfa-1990	194	3	3.06633	CARDINAL
ajfa-1990	194	4	0.0121	CARDINAL
ajfa-1990	195	1	0.08101	CARDINAL
ajfa-1990	196	1	0.0031	CARDINAL
ajfa-1990	196	2	5%	PERCENT
ajfa-1990	197	1	5	CARDINAL
ajfa-1990	197	2	india	GPE
ajfa-1990	198	1	the past few years	DATE
ajfa-1990	200	1	hedrick prescott	PERSON
ajfa-1990	201	1	1986	DATE
ajfa-1990	201	2	asian	NORP
ajfa-1990	201	3	finance & accounting	ORG
ajfa-1990	201	4	2012	DATE
ajfa-1990	202	1	4	CARDINAL
ajfa-1990	202	2	2	CARDINAL
ajfa-1990	202	3	212	CARDINAL
ajfa-1990	203	1	aic	PERSON
ajfa-1990	204	1	seven	CARDINAL
ajfa-1990	204	2	revealed.in	PERSON
ajfa-1990	205	1	seguin	PERSON
ajfa-1990	207	1	granger causality	PERSON
ajfa-1990	207	2	five	CARDINAL
ajfa-1990	207	3	7	CARDINAL
ajfa-1990	209	1	pashigian	NORP
ajfa-1990	209	2	1986	DATE
ajfa-1990	209	3	weaver	ORG
ajfa-1990	209	4	banerjee	GPE
ajfa-1990	209	5	1990	DATE
ajfa-1990	209	6	1996	DATE
ajfa-1990	209	7	yang et al.	PERSON
ajfa-1990	209	8	2005	DATE
ajfa-1990	209	9	darrat	NORP
ajfa-1990	209	10	rahman	PERSON
ajfa-1990	209	11	1995	DATE
ajfa-1990	209	12	500	CARDINAL
ajfa-1990	218	1	un	ORG
ajfa-1990	218	2	india	GPE
ajfa-1990	219	1		CARDINAL
ajfa-1990	222	1		CARDINAL
ajfa-1990	223	1	fcra	ORG
ajfa-1990	223	2	2010	DATE
ajfa-1990	223	3	asian journal of finance & accounting	ORG
ajfa-1990	223	4	2012	DATE
ajfa-1990	223	5	4	CARDINAL
ajfa-1990	223	6	2	CARDINAL
ajfa-1990	223	7	213	CARDINAL
ajfa-1990	224	1		CARDINAL
ajfa-1990	228	1		CARDINAL
ajfa-1990	228	2	india	GPE
ajfa-1990	231	1		CARDINAL
ajfa-1990	233	1		CARDINAL
ajfa-1990	235	1		CARDINAL
ajfa-1990	238	1		CARDINAL
ajfa-1990	239	1	abdullah	PERSON
ajfa-1990	239	2	d.a.	PERSON
ajfa-1990	239	3	p.c.	GPE
ajfa-1990	239	4	1988	DATE
ajfa-1990	241	1	70	DATE
ajfa-1990	241	2	680-85	DATE
ajfa-1990	242	1	antoniou	PERSON
ajfa-1990	242	2	1997	DATE
ajfa-1990	243	1	non-linear	PRODUCT
ajfa-1990	244	1	european financial management	ORG
ajfa-1990	244	2	3	CARDINAL
ajfa-1990	244	3	175	CARDINAL
ajfa-1990	245	1	a., & foster	ORG
ajfa-1990	245	2	a.j.	PERSON
ajfa-1990	245	3	1992	DATE
ajfa-1990	247	1	journal of business finance	ORG
ajfa-1990	247	2	19	CARDINAL
ajfa-1990	247	3	473	CARDINAL
ajfa-1990	248	1	asian	NORP
ajfa-1990	248	2	finance & accounting	ORG
ajfa-1990	248	3	2012	DATE
ajfa-1990	248	4	4	CARDINAL
ajfa-1990	248	5	2	CARDINAL
ajfa-1990	248	6	a.	PERSON
ajfa-1990	248	7	r.	PERSON
ajfa-1990	248	8	1998	DATE
ajfa-1990	250	1	18	CARDINAL
ajfa-1990	250	2	151	CARDINAL
ajfa-1990	251	1	http://dx.doi.org/10.1002/(sici)1096-9934(199804)18:2<151::aid-fut2>3.0.co;2-1 bakaert	PERSON
ajfa-1990	251	2	g., & harvey	ORG
ajfa-1990	251	3	c. r.	PERSON
ajfa-1990	251	4	1997	DATE
ajfa-1990	253	1	journal of financial economics	ORG
ajfa-1990	253	2	43	DATE
ajfa-1990	253	3	29	CARDINAL
ajfa-1990	254	1	bessembinder, h., & seguin	ORG
ajfa-1990	254	2	p.j.	GPE
ajfa-1990	254	3	1992	DATE
ajfa-1990	256	1	47	DATE
ajfa-1990	256	2	2015–2034	CARDINAL
ajfa-1990	256	3	1993	DATE
ajfa-1990	258	1	journal of financial	ORG
ajfa-1990	258	2	28	CARDINAL
ajfa-1990	258	3	21	CARDINAL
ajfa-1990	259	1	j.	PERSON
ajfa-1990	259	2	g., & sutcliffe	ORG
ajfa-1990	259	3	2001	DATE
ajfa-1990	261	1	28	CARDINAL
ajfa-1990	261	2	799 819	CARDINAL
ajfa-1990	262	1	http://dx.doi.org/10.1111/1468-5957.00394	ORG
ajfa-1990	262	2	s., & kuserk	ORG
ajfa-1990	262	3	1995	DATE
ajfa-1990	264	1	journal of futures markets	ORG
ajfa-1990	264	2	15	CARDINAL
ajfa-1990	264	3	677	CARDINAL
ajfa-1990	265	1	campbell	PERSON
ajfa-1990	265	2	j. y.	PERSON
ajfa-1990	265	3	s. j., & wang	PERSON
ajfa-1990	265	4	j.	PERSON
ajfa-1990	265	5	1993	DATE
ajfa-1990	267	1	quarterly	DATE
ajfa-1990	267	2	108	CARDINAL
ajfa-1990	267	3	905	CARDINAL
ajfa-1990	268	1	c. a.	PERSON
ajfa-1990	268	2	1989	DATE
ajfa-1990	270	1	the journal of futures markets	ORG
ajfa-1990	270	2	9	CARDINAL
ajfa-1990	270	3	347	CARDINAL
ajfa-1990	271	1	http://dx.doi.org/10.1002/fut.3990090408 chang	PERSON
ajfa-1990	271	2	e. c.	PERSON
ajfa-1990	271	3	cheng	GPE
ajfa-1990	271	4	j. w.	PERSON
ajfa-1990	271	5	j. m.	PERSON
ajfa-1990	271	6	1999	DATE
ajfa-1990	274	1	23	CARDINAL
ajfa-1990	274	2	727–753	CARDINAL
ajfa-1990	275	1	http://dx.doi.org/10.1016/s0378-4266(98)00069-7 chang	PERSON
ajfa-1990	275	2	r.y.	GPE
ajfa-1990	275	3	e.f.	GPE
ajfa-1990	275	4	2000	DATE
ajfa-1990	277	1	the journal of futures markets	ORG
ajfa-1990	277	2	20	CARDINAL
ajfa-1990	277	3	105	CARDINAL
ajfa-1990	277	4	a.	PERSON
ajfa-1990	277	5	s., & song, f. (1996	ORG
ajfa-1990	279	1	the journal of futures markets	ORG
ajfa-1990	279	2	16	CARDINAL
ajfa-1990	279	3	561	CARDINAL
ajfa-1990	280	1	chen	PERSON
ajfa-1990	280	2	c.j.	GPE
ajfa-1990	280	3	& haugen	PERSON
ajfa-1990	280	4	r. a.	PERSON
ajfa-1990	280	5	1995	DATE
ajfa-1990	281	1	50	CARDINAL
ajfa-1990	281	2	281-300	CARDINAL
ajfa-1990	282	1	http://dx.doi.org/10.2307/2329246 clifton	PERSON
ajfa-1990	282	2	1985	DATE
ajfa-1990	284	1	the journal of futures markets	ORG
ajfa-1990	284	2	5	CARDINAL
ajfa-1990	284	3	375–384	CARDINAL
ajfa-1990	285	1	asian	NORP
ajfa-1990	285	2	finance & accounting	ORG
ajfa-1990	285	3	2012	DATE
ajfa-1990	285	4	4	CARDINAL
ajfa-1990	285	5	2	CARDINAL
ajfa-1990	285	6	c. c.	PERSON
ajfa-1990	285	7	1976	DATE
ajfa-1990	287	1	84	CARDINAL
ajfa-1990	287	2	1215-1237	CARDINAL
ajfa-1990	288	1	damodaran, a.	PERSON
ajfa-1990	288	2	1990	DATE
ajfa-1990	290	1	9	CARDINAL
ajfa-1990	290	2	442	CARDINAL
ajfa-1990	291	1	danthine	PERSON
ajfa-1990	291	2	j. (	PERSON
ajfa-1990	291	3	1978	DATE
ajfa-1990	292	1	17	CARDINAL
ajfa-1990	292	2	79	CARDINAL
ajfa-1990	293	1	http://dx.doi.org/10.1016/0022-0531(78)90124-2 darrat	PERSON
ajfa-1990	293	2	a.f.	GPE
ajfa-1990	293	3	s. (1995	ORG
ajfa-1990	295	1	15	CARDINAL
ajfa-1990	295	2	537–57	DATE
ajfa-1990	296	1	darrat	NORP
ajfa-1990	296	2	a.f.	GPE
ajfa-1990	296	3	rahman	PERSON
ajfa-1990	296	4	s., & zhong	ORG
ajfa-1990	296	5	2002	DATE
ajfa-1990	298	1	25	CARDINAL
ajfa-1990	298	2	431	CARDINAL
ajfa-1990	299	1	http://dx.doi.org/10.1111/1475-6803.00028 figlewski	PERSON
ajfa-1990	299	2	1981	DATE
ajfa-1990	301	1	36	CARDINAL
ajfa-1990	301	2	445	CARDINAL
ajfa-1990	302	1	http://dx.doi.org/10.2307/2327030 froot	PERSON
ajfa-1990	302	2	k. a.	PERSON
ajfa-1990	302	3	a. f. (	PERSON
ajfa-1990	302	4	1991	DATE
ajfa-1990	303	1	fung	PERSON
ajfa-1990	303	2	g. a.	PERSON
ajfa-1990	303	3	1998	DATE
ajfa-1990	305	1	journal of international financial markets	ORG
ajfa-1990	305	2	9	CARDINAL
ajfa-1990	305	3	33	CARDINAL
ajfa-1990	306	1	t., & saunders	ORG
ajfa-1990	306	2	a.	PERSON
ajfa-1990	306	3	1986	DATE
ajfa-1990	308	1	59	CARDINAL
ajfa-1990	308	2	319–330	CARDINAL
ajfa-1990	309	1	2000	DATE
ajfa-1990	311	1	the journal of futures markets	ORG
ajfa-1990	311	2	20	CARDINAL
ajfa-1990	311	3	661	CARDINAL
ajfa-1990	312	1	http://dx.doi.org/10.1002/1096-9934(200008)20:7<661::aid-fut3>3.0.co;2-r harris	PERSON
ajfa-1990	312	2	1989	DATE
ajfa-1990	313	1	500	CARDINAL
ajfa-1990	314	1	44	DATE
ajfa-1990	314	2	1175	CARDINAL
ajfa-1990	315	1	http://dx.doi.org/10.1111/j.1540-6261.1989.tb02648.x kamara	PERSON
ajfa-1990	315	2	a. (1982	PERSON
ajfa-1990	316	1	journal of futures markets	ORG
ajfa-1990	316	2	2	CARDINAL
ajfa-1990	316	3	261	CARDINAL
ajfa-1990	318	1	kim	PERSON
ajfa-1990	318	2	j. (	PERSON
ajfa-1990	318	3	2005	DATE
ajfa-1990	319	1	korea treasury	ORG
ajfa-1990	320	1	1	CARDINAL
ajfa-1990	320	2	25–29	CARDINAL
ajfa-1990	321	1	kim	PERSON
ajfa-1990	321	2	m., kim	PERSON
ajfa-1990	321	3	g. r.	PERSON
ajfa-1990	321	4	kim	PERSON
ajfa-1990	321	5	m.	PERSON
ajfa-1990	321	6	2004	DATE
ajfa-1990	322	1	200	CARDINAL
ajfa-1990	323	1	11	CARDINAL
ajfa-1990	323	2	49	CARDINAL
ajfa-1990	324	1	http://dx.doi.org/10.1080/1350485042000187462 kyle	GPE
ajfa-1990	324	2	a. s.	PERSON
ajfa-1990	324	3	1985	DATE
ajfa-1990	326	1	econometrica	PERSON
ajfa-1990	326	2	53	DATE
ajfa-1990	326	3	1315-1335	DATE
ajfa-1990	327	1	http://dx.doi.org/10.2307/1913210 asian journal of finance & accounting	ORG
ajfa-1990	327	2	2012	DATE
ajfa-1990	327	3	4	CARDINAL
ajfa-1990	327	4	2	CARDINAL
ajfa-1990	327	5	k., & sarno	ORG
ajfa-1990	327	6	l.	GPE
ajfa-1990	327	7	1999	DATE
ajfa-1990	328	1	uk	GPE
ajfa-1990	328	2	monte carlo	PERSON
ajfa-1990	329	1	journal of futures markets	ORG
ajfa-1990	329	2	19	CARDINAL
ajfa-1990	329	3	245-270	CARDINAL
ajfa-1990	330	1	http://dx.doi.org/10.1002/(sici)1096-9934(199905)19:3<245::aid-fut1>3.0.co;2-j lamoureux	GPE
ajfa-1990	330	2	c.g.	GPE
ajfa-1990	330	3	w.d.	GPE
ajfa-1990	330	4	1990	DATE
ajfa-1990	332	1	45	CARDINAL
ajfa-1990	332	2	221	CARDINAL
ajfa-1990	333	1	lee	PERSON
ajfa-1990	333	2	s. b.	PERSON
ajfa-1990	333	3	k. y.	PERSON
ajfa-1990	333	4	1992	DATE
ajfa-1990	335	1	journal of futures	ORG
ajfa-1990	335	2	12.493-509	CARDINAL
ajfa-1990	336	1	lockwood	PERSON
ajfa-1990	336	2	l. l.	PERSON
ajfa-1990	336	3	s. c.	PERSON
ajfa-1990	336	4	1990	DATE
ajfa-1990	337	1	overnight	TIME
ajfa-1990	337	2	1964–1989	CARDINAL
ajfa-1990	338	1	45	CARDINAL
ajfa-1990	338	2	591	CARDINAL
ajfa-1990	339	1	mccarthy	PERSON
ajfa-1990	339	2	j., & najand	ORG
ajfa-1990	339	3	m. (	PERSON
ajfa-1990	339	4	1993	DATE
ajfa-1990	341	1	the journal of futures markets	ORG
ajfa-1990	341	2	13	CARDINAL
ajfa-1990	341	3	335	CARDINAL
ajfa-1990	342	1	morgan c.w	PERSON
ajfa-1990	342	2	1999	DATE
ajfa-1990	344	1	journal of agricultural economics	ORG
ajfa-1990	344	2	50	CARDINAL
ajfa-1990	344	3	247	CARDINAL
ajfa-1990	345	1	http://dx.doi.org/10.1111/j.1477-9552.1999.tb00811.x pashigian	PERSON
ajfa-1990	345	2	b.p	PERSON
ajfa-1990	345	3	1986	DATE
ajfa-1990	347	1	59	CARDINAL
ajfa-1990	347	2	55	CARDINAL
ajfa-1990	348	1	g. j.	PERSON
ajfa-1990	348	2	1987	DATE
ajfa-1990	350	1	federal reserve bank	ORG
ajfa-1990	350	2	st.	GPE
ajfa-1990	350	3	18	CARDINAL
ajfa-1990	351	1	sarwar	ORG
ajfa-1990	351	2	g.	PERSON
ajfa-1990	351	3	2003	DATE
ajfa-1990	353	1	the journal of futures markets	ORG
ajfa-1990	353	2	23	CARDINAL
ajfa-1990	353	3	681–700	CARDINAL
ajfa-1990	354	1	g. w.	PERSON
ajfa-1990	354	2	1990	DATE
ajfa-1990	356	1	46	DATE
ajfa-1990	356	2	23	CARDINAL
ajfa-1990	357	1	http://dx.doi.org/10.2469/faj.v46.n3.23 sen	PERSON
ajfa-1990	357	2	s.	PERSON
ajfa-1990	357	3	paul	PERSON
ajfa-1990	357	4	2010	DATE
ajfa-1990	358	1	india	GPE
ajfa-1990	358	2	1972	DATE
ajfa-1990	359	1	american	NORP
ajfa-1990	359	2	62	DATE
ajfa-1990	359	3	540	CARDINAL
ajfa-1990	360	1	1980	DATE
ajfa-1990	361	1	econometrica	PERSON
ajfa-1990	361	2	48	DATE
ajfa-1990	361	3	1	CARDINAL
ajfa-1990	362	1	tomek	PERSON
ajfa-1990	362	2	w. g.	PERSON
ajfa-1990	362	3	1980	DATE
ajfa-1990	364	1	american journal of agricultural economics	ORG
ajfa-1990	364	2	62	DATE
ajfa-1990	364	3	434	CARDINAL
ajfa-1990	365	1	1999	DATE
ajfa-1990	367	1	journal of futures markets	ORG
ajfa-1990	367	2	19	CARDINAL
ajfa-1990	367	3	911	CARDINAL
ajfa-1990	368	1	asian	NORP
ajfa-1990	368	2	finance & accounting	ORG
ajfa-1990	368	3	2012	DATE
ajfa-1990	368	4	4	CARDINAL
ajfa-1990	368	5	2	CARDINAL
ajfa-1990	368	6	217	CARDINAL
ajfa-1990	368	7	r.d.	GPE
ajfa-1990	368	8	1990	DATE
ajfa-1990	370	1	u.s.	GPE
ajfa-1990	371	1	10	CARDINAL
ajfa-1990	371	2	41	CARDINAL
ajfa-1990	372	1	http://dx.doi.org/10.1002/fut.3990100105 yang	PERSON
ajfa-1990	372	2	j., balyeat	GPE
ajfa-1990	372	3	r. b.	PERSON
ajfa-1990	372	4	d. j.	PERSON
ajfa-1990	372	5	2005	DATE
ajfa-1990	374	1	journal of business finance & accounting	ORG
ajfa-1990	374	2	32	CARDINAL
ajfa-1990	374	3	297	CARDINAL