id	sid	eid	entity	type
ajfa-2165	1	1	microsoft	ORG
ajfa-2165	1	2	2165-8496-1-rv-new.doc	CARDINAL
ajfa-2165	1	3	finance & accounting	ORG
ajfa-2165	1	4	5	CARDINAL
ajfa-2165	1	5	1	CARDINAL
ajfa-2165	1	6	289	CARDINAL
ajfa-2165	1	7	indian	NORP
ajfa-2165	1	8	rajput e-mail	PERSON
ajfa-2165	2	1	ruhi kakkar	PERSON
ajfa-2165	2	2	batra e-mail	PERSON
ajfa-2165	2	3	july 29, 2012	DATE
ajfa-2165	2	4	december 14, 2012	DATE
ajfa-2165	2	5	june 1, 2013	DATE
ajfa-2165	5	1	5 %	PERCENT
ajfa-2165	8	1	india	GPE
ajfa-2165	9	1	jel	ORG
ajfa-2165	9	2	g1	ORG
ajfa-2165	9	3	g13	ORG
ajfa-2165	9	4	g14	GPE
ajfa-2165	9	5	g15	GPE
ajfa-2165	9	6	g18	ORG
ajfa-2165	9	7	c32 asian journal of finance & accounting	ORG
ajfa-2165	9	8	5	CARDINAL
ajfa-2165	9	9	1	CARDINAL
ajfa-2165	9	10	290	CARDINAL
ajfa-2165	18	1	india	GPE
ajfa-2165	18	2	2001	DATE
ajfa-2165	20	1	the last decade	DATE
ajfa-2165	22	1	the past 30 years	DATE
ajfa-2165	23	1	india	GPE
ajfa-2165	23	2	daily	DATE
ajfa-2165	24	1	india	GPE
ajfa-2165	24	2	recent years	DATE
ajfa-2165	24	3	rbi	PRODUCT
ajfa-2165	26	1	india	GPE
ajfa-2165	27	1	july 1999	DATE
ajfa-2165	27	2	india	GPE
ajfa-2165	28	1	the early 2000s	DATE
ajfa-2165	33	1	discovery	PRODUCT
ajfa-2165	33	2	asian journal of finance & accounting	ORG
ajfa-2165	33	3	5	CARDINAL
ajfa-2165	33	4	1	CARDINAL
ajfa-2165	33	5	291	CARDINAL
ajfa-2165	34	1	two	CARDINAL
ajfa-2165	34	2	silber, 1983	DATE
ajfa-2165	37	1	one	CARDINAL
ajfa-2165	37	2	discovery	PRODUCT
ajfa-2165	51	1	1987	DATE
ajfa-2165	51	2	us	GPE
ajfa-2165	51	3	2010	DATE
ajfa-2165	51	4	indian	NORP
ajfa-2165	51	5	2008	DATE
ajfa-2165	57	1	two	CARDINAL
ajfa-2165	57	2	one	CARDINAL
ajfa-2165	58	1	kavussanos	NORP
ajfa-2165	58	2	2004	DATE
ajfa-2165	58	3	asian	NORP
ajfa-2165	58	4	finance & accounting	ORG
ajfa-2165	58	5	5	CARDINAL
ajfa-2165	58	6	1	CARDINAL
ajfa-2165	58	7	292	CARDINAL
ajfa-2165	60	1	1986	DATE
ajfa-2165	60	2	engle	PERSON
ajfa-2165	60	3	1982	DATE
ajfa-2165	60	4	1986	DATE
ajfa-2165	65	1	india	GPE
ajfa-2165	66	1	indian	NORP
ajfa-2165	70	1	section one	LAW
ajfa-2165	74	1	literature cox	ORG
ajfa-2165	74	2	1976	DATE
ajfa-2165	75	1	1978	DATE
ajfa-2165	76	1	cox, 1976	ORG
ajfa-2165	76	2	stein, 1987	ORG
ajfa-2165	76	3	ross, 1989	ORG
ajfa-2165	76	4	chan et al.	PERSON
ajfa-2165	77	1	1981	DATE
ajfa-2165	77	2	government national mortgage association	ORG
ajfa-2165	80	1	stein	ORG
ajfa-2165	80	2	1987	DATE
ajfa-2165	83	1	1987	DATE
ajfa-2165	84	1	1988	DATE
ajfa-2165	84	2	daily	DATE
ajfa-2165	84	3	1972 to 1987	DATE
ajfa-2165	87	1	harris	PERSON
ajfa-2165	87	2	1989	DATE
ajfa-2165	87	3	the asian journal of finance & accounting	ORG
ajfa-2165	87	4	5	CARDINAL
ajfa-2165	87	5	1	CARDINAL
ajfa-2165	87	6	293	CARDINAL
ajfa-2165	87	7	500	CARDINAL
ajfa-2165	88	1	500	CARDINAL
ajfa-2165	88	2	the period 1975	DATE
ajfa-2165	89	1	1983	DATE
ajfa-2165	91	1	roberts	PERSON
ajfa-2165	91	2	1990	DATE
ajfa-2165	94	1	hodgson et al.	PERSON
ajfa-2165	94	2	1991	DATE
ajfa-2165	94	3	australian	NORP
ajfa-2165	95	1	a period of six years from 1981	DATE
ajfa-2165	95	2	1987	DATE
ajfa-2165	96	1	daily	DATE
ajfa-2165	96	2	weekly	DATE
ajfa-2165	97	1	u.s.	GPE
ajfa-2165	98	1	1991	DATE
ajfa-2165	99	1	1995	DATE
ajfa-2165	100	1	pericli	ORG
ajfa-2165	100	2	koutmos	PERSON
ajfa-2165	100	3	1997	DATE
ajfa-2165	102	1	dennis	PERSON
ajfa-2165	102	2	1999	DATE
ajfa-2165	102	3	the sydney futures exchange	ORG
ajfa-2165	104	1	2000	DATE
ajfa-2165	104	2	25	CARDINAL
ajfa-2165	105	1	japan	GPE
ajfa-2165	106	1	18	CARDINAL
ajfa-2165	106	2	austria	GPE
ajfa-2165	106	3	uk	GPE
ajfa-2165	106	4	2002	DATE
ajfa-2165	106	5	italian	NORP
ajfa-2165	108	1	chiang	PERSON
ajfa-2165	108	2	wang	PERSON
ajfa-2165	108	3	2002	DATE
ajfa-2165	108	4	taiwan	GPE
ajfa-2165	108	5	msci taiwan	ORG
ajfa-2165	109	1	two	CARDINAL
ajfa-2165	109	2	tse asian journal of finance & accounting	ORG
ajfa-2165	109	3	5	CARDINAL
ajfa-2165	109	4	1	CARDINAL
ajfa-2165	109	5	294	CARDINAL
ajfa-2165	109	6	un	ORG
ajfa-2165	111	1	raju	ORG
ajfa-2165	111	2	karande	GPE
ajfa-2165	111	3	2003	DATE
ajfa-2165	112	1	golaka c nath	PERSON
ajfa-2165	112	2	2003	DATE
ajfa-2165	113	1	20	CARDINAL
ajfa-2165	114	1	thenmozhi	GPE
ajfa-2165	114	2	thomas	PERSON
ajfa-2165	115	1	2004	DATE
ajfa-2165	116	1	malaysian	NORP
ajfa-2165	120	1	antoniou et al	PERSON
ajfa-2165	121	1	2005	DATE
ajfa-2165	122	1	2006	DATE
ajfa-2165	122	2	1998 to 2004	DATE
ajfa-2165	124	1	1990	DATE
ajfa-2165	124	2	roberts	PERSON
ajfa-2165	124	3	1990	DATE
ajfa-2165	124	4	darrat	NORP
ajfa-2165	124	5	rahman	PERSON
ajfa-2165	124	6	1995	DATE
ajfa-2165	124	7	kamara et al	PERSON
ajfa-2165	124	8	1992	DATE
ajfa-2165	124	9	koutmos	PERSON
ajfa-2165	124	10	1997	DATE
ajfa-2165	124	11	spyrou	GPE
ajfa-2165	124	12	2005	DATE
ajfa-2165	124	13	2007	DATE
ajfa-2165	125	1	suhasini subramanian	PERSON
ajfa-2165	125	2	2012	DATE
ajfa-2165	126	1	12th june, 2000	DATE
ajfa-2165	128	1	daily	DATE
ajfa-2165	128	2	s&p cnx	ORG
ajfa-2165	128	3	june, 2000	DATE
ajfa-2165	128	4	march 2012	DATE
ajfa-2165	129	1	day	DATE
ajfa-2165	129	2	previous day	DATE
ajfa-2165	131	1	first	ORDINAL
ajfa-2165	131	2	two	CARDINAL
ajfa-2165	135	1	1981	DATE
ajfa-2165	136	1	adf	ORG
ajfa-2165	137	1	phillips	PERSON
ajfa-2165	137	2	perron asian journal of finance & accounting	ORG
ajfa-2165	137	3	5	CARDINAL
ajfa-2165	137	4	1	CARDINAL
ajfa-2165	137	5	1988	DATE
ajfa-2165	141	1	one	CARDINAL
ajfa-2165	142	1	two	CARDINAL
ajfa-2165	143	1	two	CARDINAL
ajfa-2165	145	1	one	CARDINAL
ajfa-2165	145	2	1	CARDINAL
ajfa-2165	145	3	1	CARDINAL
ajfa-2165	145	4	ftst	ORG
ajfa-2165	145	5	2	CARDINAL
ajfa-2165	146	1	first	ORDINAL
ajfa-2165	148	1	11	CARDINAL
ajfa-2165	148	2	1	CARDINAL
ajfa-2165	148	3	3	CARDINAL
ajfa-2165	148	4	11	CARDINAL
ajfa-2165	148	5	1	CARDINAL
ajfa-2165	148	6	4	CARDINAL
ajfa-2165	148	7	two	CARDINAL
ajfa-2165	148	8	first	ORDINAL
ajfa-2165	148	9	one	CARDINAL
ajfa-2165	149	1	first	ORDINAL
ajfa-2165	149	2	asian	NORP
ajfa-2165	149	3	finance & accounting	ORG
ajfa-2165	149	4	5	CARDINAL
ajfa-2165	149	5	1	CARDINAL
ajfa-2165	149	6	296	CARDINAL
ajfa-2165	150	1	αs	CARDINAL
ajfa-2165	151	1	at least one	CARDINAL
ajfa-2165	151	2	ecm	ORG
ajfa-2165	154	1	granger	PERSON
ajfa-2165	155	1	ecm	ORG
ajfa-2165	162	1	bollerslev	PERSON
ajfa-2165	162	2	1986	DATE
ajfa-2165	165	1	second	ORDINAL
ajfa-2165	166	1	nelson	PERSON
ajfa-2165	166	2	1991	DATE
ajfa-2165	167	1	nelson	PERSON
ajfa-2165	167	2	1991	DATE
ajfa-2165	167	3	koutmos	PERSON
ajfa-2165	167	4	1995	DATE
ajfa-2165	167	5	koutmos	PERSON
ajfa-2165	167	6	tucker	PERSON
ajfa-2165	167	7	1996	DATE
ajfa-2165	167	8	engle	PERSON
ajfa-2165	167	9	1993	DATE
ajfa-2165	168	1	1993	DATE
ajfa-2165	170	1	two	CARDINAL
ajfa-2165	171	1	first	ORDINAL
ajfa-2165	171	2	second	ORDINAL
ajfa-2165	172	1	two	CARDINAL
ajfa-2165	172	2	first	ORDINAL
ajfa-2165	172	3	second	ORDINAL
ajfa-2165	172	4	1997	DATE
ajfa-2165	173	1	two	CARDINAL
ajfa-2165	173	2	one	CARDINAL
ajfa-2165	174	1	ec	ORG
ajfa-2165	174	2	asian	NORP
ajfa-2165	174	3	finance & accounting	ORG
ajfa-2165	174	4	5	CARDINAL
ajfa-2165	174	5	1	CARDINAL
ajfa-2165	176	1	ec	ORG
ajfa-2165	177	1	yang	PERSON
ajfa-2165	177	2	bessler	PERSON
ajfa-2165	177	3	2001	DATE
ajfa-2165	177	4	lien	PERSON
ajfa-2165	177	5	lou	PERSON
ajfa-2165	177	6	1994	DATE
ajfa-2165	179	1	 tftfstffft fsefe	ORG
ajfa-2165	179	2		GPE
ajfa-2165	179	3	5	CARDINAL
ajfa-2165	179	4	tftsftssst sfese 	PERSON
ajfa-2165	179	5	6	CARDINAL
ajfa-2165	179	6	3	CARDINAL
ajfa-2165	179	7	4	CARDINAL
ajfa-2165	180	1	two	CARDINAL
ajfa-2165	180	2	first	ORDINAL
ajfa-2165	180	3	second	ORDINAL
ajfa-2165	180	4	1997	DATE
ajfa-2165	183	1	1	CARDINAL
ajfa-2165	184	1	(estimated as	CARDINAL
ajfa-2165	184	2	first	ORDINAL
ajfa-2165	184	3	1	CARDINAL
ajfa-2165	185	1	1981	DATE
ajfa-2165	186	1	adf	ORG
ajfa-2165	187	1	phillips	PERSON
ajfa-2165	187	2	perron	ORG
ajfa-2165	187	3	1988	DATE
ajfa-2165	189	1	first	ORDINAL
ajfa-2165	190	1	asian journal of finance & accounting	ORG
ajfa-2165	190	2	5	CARDINAL
ajfa-2165	190	3	1	CARDINAL
ajfa-2165	190	4	298	CARDINAL
ajfa-2165	190	5	1	CARDINAL
ajfa-2165	190	6	phillips-perron test	ORG
ajfa-2165	190	7	adf test	ORG
ajfa-2165	190	8	phillips-perron	ORG
ajfa-2165	190	9	1.12	CARDINAL
ajfa-2165	191	1	1981	DATE
ajfa-2165	192	1	adf	ORG
ajfa-2165	193	1	phillips	PERSON
ajfa-2165	193	2	perron	ORG
ajfa-2165	193	3	1988	DATE
ajfa-2165	194	1	5%level	CARDINAL
ajfa-2165	196	1	ols	ORG
ajfa-2165	196	2	5%	PERCENT
ajfa-2165	197	1	2	CARDINAL
ajfa-2165	197	2	2	CARDINAL
ajfa-2165	197	3	1	CARDINAL
ajfa-2165	197	4	0.94	CARDINAL
ajfa-2165	197	5	0.89	CARDINAL
ajfa-2165	197	6	0.24	CARDINAL
ajfa-2165	197	7	0.08	CARDINAL
ajfa-2165	197	8	2	CARDINAL
ajfa-2165	197	9	2	CARDINAL
ajfa-2165	197	10	chi-square	PERSON
ajfa-2165	197	11	4.81	CARDINAL
ajfa-2165	197	12	jarque	NORP
ajfa-2165	198	1	0.09	CARDINAL
ajfa-2165	198	2	2	CARDINAL
ajfa-2165	198	3	3	CARDINAL
ajfa-2165	198	4	18.55	CARDINAL
ajfa-2165	198	5	0.08	CARDINAL
ajfa-2165	198	6	2	CARDINAL
ajfa-2165	200	1	the asian journal of finance & accounting	ORG
ajfa-2165	200	2	5	CARDINAL
ajfa-2165	200	3	1	CARDINAL
ajfa-2165	200	4	299	CARDINAL
ajfa-2165	203	1	0.05	CARDINAL
ajfa-2165	203	2	5 %	PERCENT
ajfa-2165	203	3	0.05	CARDINAL
ajfa-2165	203	4	3	CARDINAL
ajfa-2165	206	1	today	DATE
ajfa-2165	206	2	today	DATE
ajfa-2165	206	3	tomorrow	DATE
ajfa-2165	209	1	less than 0.05	CARDINAL
ajfa-2165	209	2	5 %	PERCENT
ajfa-2165	214	1	corr	PERSON
ajfa-2165	214	2	|rt|,|rt+τ	ORG
ajfa-2165	214	3	a few minutes	TIME
ajfa-2165	214	4	several weeks	DATE
ajfa-2165	215	1	5%	PERCENT
ajfa-2165	218	1	asian journal of finance & accounting	ORG
ajfa-2165	218	2	5	CARDINAL
ajfa-2165	218	3	1	CARDINAL
ajfa-2165	218	4	300	CARDINAL
ajfa-2165	220	1	a. βff	PERSON
ajfa-2165	221	1	0.0	CARDINAL
ajfa-2165	221	2	0.0	CARDINAL
ajfa-2165	222	1	0.0	CARDINAL
ajfa-2165	222	2	0.94	CARDINAL
ajfa-2165	222	3	a.	PERSON
ajfa-2165	223	1	0.01	CARDINAL
ajfa-2165	225	1	0.01	CARDINAL
ajfa-2165	225	2	0.9 0.00	QUANTITY
ajfa-2165	228	1	5%	PERCENT
ajfa-2165	230	1	one	CARDINAL
ajfa-2165	230	2	first	ORDINAL
ajfa-2165	231	1	one	CARDINAL
ajfa-2165	233	1	one	CARDINAL
ajfa-2165	233	2	asian	NORP
ajfa-2165	233	3	finance & accounting	ORG
ajfa-2165	233	4	5	CARDINAL
ajfa-2165	233	5	1	CARDINAL
ajfa-2165	233	6	301	CARDINAL
ajfa-2165	234	1	wahab	PERSON
ajfa-2165	234	2	lashgari	PERSON
ajfa-2165	234	3	1993	DATE
ajfa-2165	236	1	chan	ORG
ajfa-2165	236	2	chan	PERSON
ajfa-2165	236	3	karolyi	GPE
ajfa-2165	236	4	1991	DATE
ajfa-2165	237	1	first	ORDINAL
ajfa-2165	237	2	chan	ORG
ajfa-2165	237	3	karolyi	GPE
ajfa-2165	237	4	1991	DATE
ajfa-2165	237	5	chan	ORG
ajfa-2165	237	6	1992	DATE
ajfa-2165	237	7	1996	DATE
ajfa-2165	237	8	koutmos	PERSON
ajfa-2165	237	9	tucker	PERSON
ajfa-2165	237	10	1996	DATE
ajfa-2165	239	1	india	GPE
ajfa-2165	241	1	indian	NORP
ajfa-2165	242	1	june 2003-march 2012.we	DATE
ajfa-2165	244	1	kawaller	ORG
ajfa-2165	244	2	koch	PERSON
ajfa-2165	244	3	koch	PERSON
ajfa-2165	244	4	1987	DATE
ajfa-2165	244	5	stoll	PERSON
ajfa-2165	244	6	whaley (1990	ORG
ajfa-2165	244	7	chan	ORG
ajfa-2165	244	8	1992	DATE
ajfa-2165	244	9	1993	DATE
ajfa-2165	245	1	chan	ORG
ajfa-2165	245	2	chan	PERSON
ajfa-2165	245	3	karolyi	GPE
ajfa-2165	245	4	1991	DATE
ajfa-2165	245	5	doukas	ORG
ajfa-2165	245	6	1994	DATE
ajfa-2165	245	7	wang	PERSON
ajfa-2165	245	8	wang	PERSON
ajfa-2165	245	9	2001	DATE
ajfa-2165	245	10	mukherjee	PERSON
ajfa-2165	245	11	mishra	PERSON
ajfa-2165	245	12	2004	DATE
ajfa-2165	250	1	around 90%	PERCENT
ajfa-2165	250	2	indian	NORP
ajfa-2165	251	1	indian	NORP
ajfa-2165	256	1	asian journal of finance & accounting	ORG
ajfa-2165	256	2	5	CARDINAL
ajfa-2165	256	3	1	CARDINAL
ajfa-2165	256	4	302	CARDINAL
ajfa-2165	256	5	a. h. (	PERSON
ajfa-2165	256	6	1995	DATE
ajfa-2165	257	1	100	CARDINAL
ajfa-2165	258	1	457	CARDINAL
ajfa-2165	259	1	2007	DATE
ajfa-2165	261	1	11	DATE
ajfa-2165	261	2	7	CARDINAL
ajfa-2165	262	1	antoniou	ORG
ajfa-2165	262	2	koutmos	PERSON
ajfa-2165	262	3	a.	PERSON
ajfa-2165	262	4	2005	DATE
ajfa-2165	264	1	12	CARDINAL
ajfa-2165	264	2	219–238	DATE
ajfa-2165	265	1	http://dx.doi.org/10.1016/j.jempfin.2003.11.003 arshanapali	PERSON
ajfa-2165	265	2	b., & doukas, j (1994	ORG
ajfa-2165	266	1	500	CARDINAL
ajfa-2165	266	2	500	CARDINAL
ajfa-2165	266	3	october 1987	DATE
ajfa-2165	267	1	journal of futures markets	ORG
ajfa-2165	267	2	14(8	CARDINAL
ajfa-2165	267	3	915925	DATE
ajfa-2165	267	4	s., & roberts	ORG
ajfa-2165	267	5	1990	DATE
ajfa-2165	269	1	federal reserve bank	ORG
ajfa-2165	269	2	kansas city	GPE
ajfa-2165	269	3	tim	PERSON
ajfa-2165	269	4	1986	DATE
ajfa-2165	270	1	31(3	CARDINAL
ajfa-2165	270	2	307	CARDINAL
ajfa-2165	271	1	t., engle	ORG
ajfa-2165	271	2	r. f., & nelson	PERSON
ajfa-2165	271	3	1994	DATE
ajfa-2165	271	4	4	CARDINAL
ajfa-2165	271	5	chapter 49	LAW
ajfa-2165	272	1	2002	DATE
ajfa-2165	275	1	the italian stock exchange	ORG
ajfa-2165	276	1	12	CARDINAL
ajfa-2165	276	2	183–92	DATE
ajfa-2165	277	1	http://dx.doi.org/10.1080/09603100110088085 chan	PERSON
ajfa-2165	277	2	k.	PERSON
ajfa-2165	277	3	chan	PERSON
ajfa-2165	277	4	k. c.	PERSON
ajfa-2165	277	5	karolyi	GPE
ajfa-2165	277	6	a. g.	PERSON
ajfa-2165	277	7	1991	DATE
ajfa-2165	279	1	4(4	CARDINAL
ajfa-2165	279	2	657–684	CARDINAL
ajfa-2165	280	1	1992	DATE
ajfa-2165	282	1	5(1	CARDINAL
ajfa-2165	282	2	123	CARDINAL
ajfa-2165	283	1	http://dx.doi.org/10.1093/rfs/5.1.123 chiang	PERSON
ajfa-2165	283	2	h. c.	PERSON
ajfa-2165	283	3	wang	PERSON
ajfa-2165	283	4	2002	DATE
ajfa-2165	283	5	taiwan	GPE
ajfa-2165	284	1	9	CARDINAL
ajfa-2165	284	2	381	CARDINAL
ajfa-2165	285	1	cox	ORG
ajfa-2165	285	2	c. c.	PERSON
ajfa-2165	285	3	1976	DATE
ajfa-2165	287	1	84	CARDINAL
ajfa-2165	287	2	darrat	NORP
ajfa-2165	287	3	a. f., & rahman	PERSON
ajfa-2165	287	4	s. (1995	ORG
ajfa-2165	289	1	15	CARDINAL
ajfa-2165	289	2	537–557	CARDINAL
ajfa-2165	289	3	finance & accounting	ORG
ajfa-2165	289	4	5	CARDINAL
ajfa-2165	289	5	1	CARDINAL
ajfa-2165	289	6	303	CARDINAL
ajfa-2165	289	7	dennis s. a., & a. b. sim	PERSON
ajfa-2165	289	8	1999	DATE
ajfa-2165	289	9	sydney futures exchange	ORG
ajfa-2165	290	1	8	CARDINAL
ajfa-2165	290	2	153	CARDINAL
ajfa-2165	291	1	david a.	PERSON
ajfa-2165	291	2	wayne a.	PERSON
ajfa-2165	291	3	1981	DATE
ajfa-2165	293	1	econometrica, econometric society	ORG
ajfa-2165	293	2	1057-72	DATE
ajfa-2165	294	1	edwards	ORG
ajfa-2165	294	2	r. f.	PERSON
ajfa-2165	294	3	1988a	ORDINAL
ajfa-2165	296	1	44	CARDINAL
ajfa-2165	296	2	63–69	CARDINAL
ajfa-2165	297	1	r. f.	PERSON
ajfa-2165	299	1	columbia university	ORG
ajfa-2165	299	2	141–184	CARDINAL
ajfa-2165	300	1	engle	PERSON
ajfa-2165	300	2	r.f.	GPE
ajfa-2165	300	3	1982	DATE
ajfa-2165	301	1	united kingdom	GPE
ajfa-2165	302	1	econometrica	PERSON
ajfa-2165	302	2	987-1008	DATE
ajfa-2165	303	1	http://dx.doi.org/10.2307/1912773 engle	PERSON
ajfa-2165	303	2	r.f. & ng	ORG
ajfa-2165	303	3	1993	DATE
ajfa-2165	305	1	48	DATE
ajfa-2165	305	2	1749-1778	CARDINAL
ajfa-2165	306	1	s.	PERSON
ajfa-2165	306	2	1978	DATE
ajfa-2165	308	1	86(4	CARDINAL
ajfa-2165	308	2	581	CARDINAL
ajfa-2165	309	1	s.	PERSON
ajfa-2165	309	2	1981	DATE
ajfa-2165	311	1	36(1	CARDINAL
ajfa-2165	311	2	445	CARDINAL
ajfa-2165	312	1	http://dx.doi.org/10.2307/2327030 froot	PERSON
ajfa-2165	312	2	k. a.	PERSON
ajfa-2165	312	3	a. f. (	PERSON
ajfa-2165	312	4	1995	DATE
ajfa-2165	314	1	the journal of futures markets	ORG
ajfa-2165	314	2	731	CARDINAL
ajfa-2165	315	1	k.d.	GPE
ajfa-2165	315	2	& silber w.l.	ORG
ajfa-2165	315	3	1983	DATE
ajfa-2165	317	1	65(2	CARDINAL
ajfa-2165	317	2	289-297.http://dx.doi.org/10.2307/1924495	CARDINAL
ajfa-2165	317	3	w.	PERSON
ajfa-2165	317	4	1997	DATE
ajfa-2165	318	1	3rd	ORDINAL
ajfa-2165	319	1	macmillan publishing company	ORG
ajfa-2165	319	2	new york	GPE
ajfa-2165	320	1	1993	DATE
ajfa-2165	322	1	journal of futures markets	ORG
ajfa-2165	322	2	13(2	CARDINAL
ajfa-2165	322	3	193	CARDINAL
ajfa-2165	323	1	2000	DATE
ajfa-2165	325	1	the journal of futures market	ORG
ajfa-2165	325	2	20(7	CARDINAL
ajfa-2165	325	3	661–685	CARDINAL
ajfa-2165	326	1	http://dx.doi.org/10.1002/1096-9934(200008)20:7<661::aid-fut3>3.0.co;2-r glosten	ORG
ajfa-2165	326	2	l. r.	PERSON
ajfa-2165	326	3	r. jaganathan	PERSON
ajfa-2165	326	4	d. e. runkle	PERSON
ajfa-2165	326	5	1993	DATE
ajfa-2165	327	1	48(4	CARDINAL
ajfa-2165	327	2	1779-1801	DATE
ajfa-2165	328	1	http://dx.doi.org/10.2307/2329067 harris	PERSON
ajfa-2165	328	2	1989	DATE
ajfa-2165	329	1	500	CARDINAL
ajfa-2165	330	1	75	CARDINAL
ajfa-2165	331	1	asian	NORP
ajfa-2165	331	2	journal of finance & accounting	ORG
ajfa-2165	331	3	5	CARDINAL
ajfa-2165	331	4	1	CARDINAL
ajfa-2165	331	5	304 hodgson	PERSON
ajfa-2165	331	6	a., & nicholas	ORG
ajfa-2165	331	7	1991	DATE
ajfa-2165	332	1	australian	NORP
ajfa-2165	333	1	12(l	CARDINAL
ajfa-2165	333	2	645-658	CARDINAL
ajfa-2165	334	1	kamara	PERSON
ajfa-2165	334	2	a.	PERSON
ajfa-2165	334	3	1992	DATE
ajfa-2165	335	1	500	CARDINAL
ajfa-2165	336	1	12(6	CARDINAL
ajfa-2165	336	2	645–658	CARDINAL
ajfa-2165	337	1	i. g.	PERSON
ajfa-2165	337	2	koch	GPE
ajfa-2165	337	3	d., & koch	ORG
ajfa-2165	337	4	t. w.	PERSON
ajfa-2165	337	5	1987	DATE
ajfa-2165	338	1	s&p	ORG
ajfa-2165	339	1	42	CARDINAL
ajfa-2165	339	2	1309–1329	DATE
ajfa-2165	340	1	kavussanos m.g.	PERSON
ajfa-2165	340	2	i.d.	GPE
ajfa-2165	340	3	2004	DATE
ajfa-2165	342	1	journal of banking & finance	ORG
ajfa-2165	342	2	28(8	CARDINAL
ajfa-2165	342	3	2015–2049	CARDINAL
ajfa-2165	344	1	1995	DATE
ajfa-2165	346	1	journal of international money	ORG
ajfa-2165	346	2	14(6	DATE
ajfa-2165	346	3	747–762	CARDINAL
ajfa-2165	347	1	http://dx.doi.org/10.1016/0261-5606(95)00031-3 koutmos g.	PERSON
ajfa-2165	347	2	tucker m.	PERSON
ajfa-2165	347	3	1996	DATE
ajfa-2165	349	1	journal of futures markets	ORG
ajfa-2165	349	2	16(1	CARDINAL
ajfa-2165	349	3	55–69	CARDINAL
ajfa-2165	350	1	http://dx.doi.org/10.1002/(sici)1096-9934(199602)16:1<55::aid-fut3>3.0.co;2-g lien	PERSON
ajfa-2165	350	2	d., & lou	ORG
ajfa-2165	350	3	x.	GPE
ajfa-2165	350	4	1994	DATE
ajfa-2165	352	1	14	CARDINAL
ajfa-2165	352	2	927	CARDINAL
ajfa-2165	353	1	http://dx.doi.org/10.1002/fut.3990140806 mukherjee	PERSON
ajfa-2165	353	2	k., & mishra	ORG
ajfa-2165	353	3	r k.	PERSON
ajfa-2165	353	4	2004	DATE
ajfa-2165	354	1	india	GPE
ajfa-2165	356	1	k., & pirrong	ORG
ajfa-2165	356	2	1996	DATE
ajfa-2165	358	1	2(4	CARDINAL
ajfa-2165	358	2	359	CARDINAL
ajfa-2165	359	1	g. c.	PERSON
ajfa-2165	359	2	2003	DATE
ajfa-2165	362	1	a., & koutmos	ORG
ajfa-2165	362	2	1997	DATE
ajfa-2165	364	1	18(8	CARDINAL
ajfa-2165	364	2	957–974	CARDINAL
ajfa-2165	366	1	p., & perron	ORG
ajfa-2165	367	1	1988	DATE
ajfa-2165	369	1	biometrica	PERSON
ajfa-2165	369	2	75	DATE
ajfa-2165	369	3	335	CARDINAL
ajfa-2165	370	1	2004	DATE
ajfa-2165	371	1	kuala lumpur stock exchange	ORG
ajfa-2165	372	1	applied financial economics	ORG
ajfa-2165	372	2	143	CARDINAL
ajfa-2165	373	1	asian	NORP
ajfa-2165	373	2	finance & accounting	ORG
ajfa-2165	373	3	5	CARDINAL
ajfa-2165	373	4	1	CARDINAL
ajfa-2165	373	5	m. t., & karande	PERSON
ajfa-2165	373	6	k.	PERSON
ajfa-2165	373	7	2003	DATE
ajfa-2165	375	1	sebi bulletin	GPE
ajfa-2165	375	2	1(3	CARDINAL
ajfa-2165	376	1	ross	PERSON
ajfa-2165	376	2	s. a.	PERSON
ajfa-2165	376	3	1989	DATE
ajfa-2165	378	1	44	DATE
ajfa-2165	378	2	1–17	CARDINAL
ajfa-2165	379	1	g. w.	PERSON
ajfa-2165	379	2	1990	DATE
ajfa-2165	380	1	87	CARDINAL
ajfa-2165	381	1	3	CARDINAL
ajfa-2165	381	2	77–102	DATE
ajfa-2165	381	3	s. i. (	PERSON
ajfa-2165	381	4	2005	DATE
ajfa-2165	383	1	4(2	CARDINAL
ajfa-2165	383	2	151–167	CARDINAL
ajfa-2165	384	1	subramanian s.	PERSON
ajfa-2165	384	2	2012	DATE
ajfa-2165	386	1	national stock exchange	ORG
ajfa-2165	387	1	1987	DATE
ajfa-2165	389	1	95	CARDINAL
ajfa-2165	390	1	http://dx.doi.org/10.1086/261508 stoll	PERSON
ajfa-2165	390	2	r., & whaley	ORG
ajfa-2165	390	3	1990	DATE
ajfa-2165	392	1	441	CARDINAL
ajfa-2165	393	1	thenmozhi	GPE
ajfa-2165	393	2	m. (2002	PERSON
ajfa-2165	394	1	•	CARDINAL
ajfa-2165	395	1	national stock exchange of india ltd	ORG
ajfa-2165	396	1	2006	DATE
ajfa-2165	397	1	india	GPE
ajfa-2165	397	2	applied financial economics	ORG
ajfa-2165	397	3	687	CARDINAL
ajfa-2165	398	1	wahab	PERSON
ajfa-2165	398	2	m., & lashgari	ORG
ajfa-2165	398	3	m. (	PERSON
ajfa-2165	398	4	1993	DATE
ajfa-2165	400	1	13(7	CARDINAL
ajfa-2165	400	2	711	CARDINAL
ajfa-2165	401	1	http://dx.doi.org/10.1002/fut.3990130702 wang	PERSON
ajfa-2165	401	2	2001	DATE
ajfa-2165	403	1	applied financial economics	ORG
ajfa-2165	403	2	11(2	CARDINAL
ajfa-2165	403	3	127	CARDINAL
ajfa-2165	404	1	http://dx.doi.org/10.1080/096031001750071514 yang	PERSON
ajfa-2165	404	2	r. b.	PERSON
ajfa-2165	404	3	2001	DATE
ajfa-2165	406	1	journal of business finance & accounting	ORG
ajfa-2165	406	2	2	CARDINAL