id	sid	eid	entity	type
ajfa-3365	1	1	microsoft	ORG
ajfa-3365	1	2	3365-13208-1-rv-writer2-new.docx	CARDINAL
ajfa-3365	1	3	asian journal of finance & accounting	ORG
ajfa-3365	1	4	5	CARDINAL
ajfa-3365	1	5	1	CARDINAL
ajfa-3365	1	6	233	CARDINAL
ajfa-3365	1	7	300	CARDINAL
ajfa-3365	1	8	hours	TIME
ajfa-3365	1	9	china	GPE
ajfa-3365	1	10	chen	PERSON
ajfa-3365	1	11	135	CARDINAL
ajfa-3365	1	12	guangzhou	GPE
ajfa-3365	1	13	china	GPE
ajfa-3365	1	14	510275	CARDINAL
ajfa-3365	1	15	chenyugang76@163.com	ORG
ajfa-3365	1	16	karen jingrong lin	PERSON
ajfa-3365	1	17	university of massachusetts-lowell / sun yat-sen university	ORG
ajfa-3365	1	18	1	CARDINAL
ajfa-3365	1	19	lowell	GPE
ajfa-3365	1	20	ma	GPE
ajfa-3365	1	21	01854	DATE
ajfa-3365	2	1	march 10, 2013	DATE
ajfa-3365	2	2	april 9, 2013	DATE
ajfa-3365	2	3	june 1, 2013	DATE
ajfa-3365	2	4	china	GPE
ajfa-3365	2	5	year 2006	DATE
ajfa-3365	2	6	year 2010	DATE
ajfa-3365	2	7	first	ORDINAL
ajfa-3365	5	1	first	ORDINAL
ajfa-3365	6	1	overnight	TIME
ajfa-3365	7	1	second	ORDINAL
ajfa-3365	8	1	the extended hours	TIME
ajfa-3365	8	2	u.s.	GPE
ajfa-3365	9	1	asian	NORP
ajfa-3365	9	2	finance & accounting	ORG
ajfa-3365	9	3	5	CARDINAL
ajfa-3365	9	4	1	CARDINAL
ajfa-3365	9	5	234 1	CARDINAL
ajfa-3365	10	1	china	GPE
ajfa-3365	11	1	300	CARDINAL
ajfa-3365	11	2	hours	TIME
ajfa-3365	12	1	china	GPE
ajfa-3365	13	1	300	CARDINAL
ajfa-3365	14	1	china	GPE
ajfa-3365	14	2	participants1	GPE
ajfa-3365	15	1	china	GPE
ajfa-3365	15	2	chong	GPE
ajfa-3365	15	3	& yan	PERSON
ajfa-3365	15	4	2012	DATE
ajfa-3365	15	5	gul	PERSON
ajfa-3365	15	6	kim, & qiu	ORG
ajfa-3365	15	7	2010	DATE
ajfa-3365	15	8	morck	ORG
ajfa-3365	15	9	yeung, & yu	ORG
ajfa-3365	15	10	2000	DATE
ajfa-3365	16	1	2006	DATE
ajfa-3365	16	2	chinese	NORP
ajfa-3365	16	3	the china financial futures exchange	ORG
ajfa-3365	16	4	year 2010	DATE
ajfa-3365	16	5	first	ORDINAL
ajfa-3365	16	6	300	CARDINAL
ajfa-3365	17	1	china	GPE
ajfa-3365	18	1	china	GPE
ajfa-3365	19	1	three	CARDINAL
ajfa-3365	20	1	first	ORDINAL
ajfa-3365	21	1	second	ORDINAL
ajfa-3365	21	2	1995	DATE
ajfa-3365	21	3	cheng	PERSON
ajfa-3365	21	4	jiang	PERSON
ajfa-3365	21	5	2004	DATE
ajfa-3365	21	6	hours	TIME
ajfa-3365	22	1	u.s.	GPE
ajfa-3365	23	1	two	CARDINAL
ajfa-3365	23	2	u.s.	GPE
ajfa-3365	23	3	u.s.	GPE
ajfa-3365	23	4	the federal reserve	ORG
ajfa-3365	24	1	april 16, 2010 to february 28, 2011	DATE
ajfa-3365	24	2	hours	TIME
ajfa-3365	24	3	three	CARDINAL
ajfa-3365	24	4	15:00-15:15pm	DATE
ajfa-3365	24	5	overnight	TIME
ajfa-3365	24	6	15:15-9:15	TIME
ajfa-3365	24	7	next day	DATE
ajfa-3365	24	8	9:15-9:30	DATE
ajfa-3365	26	1	first	ORDINAL
ajfa-3365	28	1	three	CARDINAL
ajfa-3365	28	2	300	CARDINAL
ajfa-3365	28	3	300	CARDINAL
ajfa-3365	29	1	second	ORDINAL
ajfa-3365	29	2	overnight	TIME
ajfa-3365	30	1	about 1	CARDINAL
ajfa-3365	31	1	2009	DATE
ajfa-3365	31	2	54.62 percent	PERCENT
ajfa-3365	32	1	asian	NORP
ajfa-3365	32	2	finance & accounting	ORG
ajfa-3365	32	3	5	CARDINAL
ajfa-3365	32	4	1	CARDINAL
ajfa-3365	33	1	u.s.	GPE
ajfa-3365	34	1	1990	DATE
ajfa-3365	36	1	first	ORDINAL
ajfa-3365	36	2	china	GPE
ajfa-3365	36	3	hong kong	GPE
ajfa-3365	36	4	korea	GPE
ajfa-3365	36	5	cheng et al.	PERSON
ajfa-3365	36	6	2004	DATE
ajfa-3365	36	7	chong et al.	PERSON
ajfa-3365	36	8	2012	DATE
ajfa-3365	36	9	min & najand	ORG
ajfa-3365	36	10	1999	DATE
ajfa-3365	37	1	second	ORDINAL
ajfa-3365	37	2	china	GPE
ajfa-3365	37	3	china	GPE
ajfa-3365	37	4	u.s.	GPE
ajfa-3365	38	1	section 2	LAW
ajfa-3365	38	2	3	CARDINAL
ajfa-3365	38	3	section 4	LAW
ajfa-3365	38	4	section 5	LAW
ajfa-3365	39	1	2	CARDINAL
ajfa-3365	40	1	goldfarb, & schechtman	ORG
ajfa-3365	40	2	1983	DATE
ajfa-3365	41	1	antoniou & holmes, 1995	ORG
ajfa-3365	41	2	chang, cheng, & pinegar	ORG
ajfa-3365	41	3	1999	DATE
ajfa-3365	42	1	china	GPE
ajfa-3365	43	1	chinese	NORP
ajfa-3365	43	2	2000	DATE
ajfa-3365	47	1	china	GPE
ajfa-3365	49	1	1995	DATE
ajfa-3365	49	2	the previous day	DATE
ajfa-3365	49	3	the next day	DATE
ajfa-3365	49	4	kyle	PERSON
ajfa-3365	49	5	1985	DATE
ajfa-3365	50	1	overnight	TIME
ajfa-3365	52	1	overnight	TIME
ajfa-3365	52	2	asian	NORP
ajfa-3365	52	3	finance & accounting	ORG
ajfa-3365	52	4	5	CARDINAL
ajfa-3365	52	5	1	CARDINAL
ajfa-3365	53	1	300	CARDINAL
ajfa-3365	53	2	15-minute	TIME
ajfa-3365	54	1	15-minute	TIME
ajfa-3365	54	2	overnight	TIME
ajfa-3365	55	1	two	CARDINAL
ajfa-3365	56	1	1994	DATE
ajfa-3365	57	1	1995	DATE
ajfa-3365	58	1	morck et al	LOC
ajfa-3365	58	2	2000	DATE
ajfa-3365	59	1	china	GPE
ajfa-3365	59	2	one	CARDINAL
ajfa-3365	60	1	2000	DATE
ajfa-3365	61	1	china	GPE
ajfa-3365	62	1	1,1	CARDINAL
ajfa-3365	62	2	engle & ng	ORG
ajfa-3365	62	3	1993	DATE
ajfa-3365	62	4	zakoian	ORG
ajfa-3365	62	5	1994	DATE
ajfa-3365	62	6	returns2	PERSON
ajfa-3365	63	1	second	ORDINAL
ajfa-3365	64	1	300	CARDINAL
ajfa-3365	64	2	hours	TIME
ajfa-3365	64	3	300	CARDINAL
ajfa-3365	65	1	one	CARDINAL
ajfa-3365	66	1	1990	DATE
ajfa-3365	67	1	lin	PERSON
ajfa-3365	67	2	engle	PERSON
ajfa-3365	67	3	ito	PERSON
ajfa-3365	67	4	1994	DATE
ajfa-3365	67	5	tokyo	GPE
ajfa-3365	67	6	new york	GPE
ajfa-3365	67	7	overnight	TIME
ajfa-3365	67	8	daytime	TIME
ajfa-3365	67	9	the trading hours	TIME
ajfa-3365	67	10	one	CARDINAL
ajfa-3365	68	1	overnight	TIME
ajfa-3365	68	2	daytime	TIME
ajfa-3365	68	3	u.s.	GPE
ajfa-3365	68	4	third	ORDINAL
ajfa-3365	69	1	overnight	TIME
ajfa-3365	69	2	u.s.	GPE
ajfa-3365	70	1	3	CARDINAL
ajfa-3365	70	2	3.1	CARDINAL
ajfa-3365	70	3	hours	TIME
ajfa-3365	71	1	each day	DATE
ajfa-3365	71	2	fifteen-minute	TIME
ajfa-3365	72	1	normal trading hours	TIME
ajfa-3365	72	2	9:00-15:00	TIME
ajfa-3365	73	1	hours	TIME
ajfa-3365	73	2	2	CARDINAL
ajfa-3365	73	3	1993	DATE
ajfa-3365	73	4	japan	GPE
ajfa-3365	74	1	chiang & wang	ORG
ajfa-3365	74	2	2002	DATE
ajfa-3365	74	3	taiwan	GPE
ajfa-3365	75	1	asian	NORP
ajfa-3365	76	1	asian journal of finance & accounting	ORG
ajfa-3365	76	2	5	CARDINAL
ajfa-3365	76	3	1 www.macrothink.org/ajfa 237	QUANTITY
ajfa-3365	76	4	9:15-9:30am	DATE
ajfa-3365	76	5	3:00-3:15pm	DATE
ajfa-3365	77	1	300	CARDINAL
ajfa-3365	77	2	3.2	CARDINAL
ajfa-3365	77	3	300	CARDINAL
ajfa-3365	77	4	three	CARDINAL
ajfa-3365	79	1	1	CARDINAL
ajfa-3365	79	2	overnight	TIME
ajfa-3365	79	3	three	CARDINAL
ajfa-3365	79	4	overnight	TIME
ajfa-3365	79	5	ret2	GPE
ajfa-3365	80	1	three	CARDINAL
ajfa-3365	80	2	a particular day	DATE
ajfa-3365	82	1	+ ϵ	GPE
ajfa-3365	82	2	1	CARDINAL
ajfa-3365	82	3	2	CARDINAL
ajfa-3365	82	4	300	CARDINAL
ajfa-3365	83	1	zakoian	NORP
ajfa-3365	83	2	1994	DATE
ajfa-3365	85	1	two	CARDINAL
ajfa-3365	87	1	1995	DATE
ajfa-3365	87	2	cheng et al	PERSON
ajfa-3365	88	1	2004	DATE
ajfa-3365	88	2	two	CARDINAL
ajfa-3365	89	1	first	ORDINAL
ajfa-3365	89	2	1,1	CARDINAL
ajfa-3365	89	3	9:15 9:30	TIME
ajfa-3365	89	4	day	DATE
ajfa-3365	89	5	hours	TIME
ajfa-3365	89	6	15:00 15:15	CARDINAL
ajfa-3365	89	7	three	CARDINAL
ajfa-3365	89	8	asian	NORP
ajfa-3365	89	9	finance & accounting	ORG
ajfa-3365	90	1	5	CARDINAL
ajfa-3365	90	2	1	CARDINAL
ajfa-3365	90	3	ret	ORG
ajfa-3365	91	1	ret	ORG
ajfa-3365	91	2	+ u	GPE
ajfa-3365	93	1	1	CARDINAL
ajfa-3365	93	2	0	CARDINAL
ajfa-3365	94	1	3	CARDINAL
ajfa-3365	95	1	ret	ORG
ajfa-3365	96	1	ret	ORG
ajfa-3365	98	1	1	CARDINAL
ajfa-3365	98	2	0	CARDINAL
ajfa-3365	99	1	4	CARDINAL
ajfa-3365	100	1	second	ORDINAL
ajfa-3365	100	2	hours	TIME
ajfa-3365	101	1	1	CARDINAL
ajfa-3365	101	2	ret	ORG
ajfa-3365	103	1	1	CARDINAL
ajfa-3365	103	2	0	CARDINAL
ajfa-3365	104	1	5	CARDINAL
ajfa-3365	104	2	4	CARDINAL
ajfa-3365	104	3	4.1	CARDINAL
ajfa-3365	104	4	1	CARDINAL
ajfa-3365	104	5	300	CARDINAL
ajfa-3365	105	1	two	CARDINAL
ajfa-3365	105	2	1980	DATE
ajfa-3365	108	1	6	CARDINAL
ajfa-3365	110	1	7	CARDINAL
ajfa-3365	111	1	asian	NORP
ajfa-3365	111	2	finance & accounting	ORG
ajfa-3365	111	3	5	CARDINAL
ajfa-3365	111	4	1	CARDINAL
ajfa-3365	111	5	239	CARDINAL
ajfa-3365	111	6	8)	CARDINAL
ajfa-3365	111	7	2	CARDINAL
ajfa-3365	111	8	four	CARDINAL
ajfa-3365	111	9	if01	ORG
ajfa-3365	112	1	1	CARDINAL
ajfa-3365	112	2	2	CARDINAL
ajfa-3365	113	1	if01-if03	ORG
ajfa-3365	115	1	if01	ORG
ajfa-3365	115	2	four	CARDINAL
ajfa-3365	116	1	1	CARDINAL
ajfa-3365	116	2	σ_ee	ORG
ajfa-3365	116	3	1980	DATE
ajfa-3365	116	4	300	CARDINAL
ajfa-3365	118	1	300	CARDINAL
ajfa-3365	121	1	3	CARDINAL
ajfa-3365	121	2	if01	ORG
ajfa-3365	121	3	if02	PRODUCT
ajfa-3365	121	4	if03	ORG
ajfa-3365	121	5	if04	ORG
ajfa-3365	121	6	four	CARDINAL
ajfa-3365	121	7	the current month	DATE
ajfa-3365	121	8	next month	DATE
ajfa-3365	121	9	the last month	DATE
ajfa-3365	121	10	the last month	DATE
ajfa-3365	121	11	the next closest quarter	DATE
ajfa-3365	122	1	april	DATE
ajfa-3365	122	2	if01-04	ORG
ajfa-3365	122	3	third	ORDINAL
ajfa-3365	122	4	friday	DATE
ajfa-3365	122	5	april	DATE
ajfa-3365	122	6	june	DATE
ajfa-3365	122	7	september	DATE
ajfa-3365	123	1	the current month	DATE
ajfa-3365	123	2	if01-04	ORG
ajfa-3365	123	3	third	ORDINAL
ajfa-3365	123	4	friday	DATE
ajfa-3365	123	5	may, june,	DATE
ajfa-3365	123	6	september	DATE
ajfa-3365	123	7	december	DATE
ajfa-3365	124	1	asian journal of finance & accounting	ORG
ajfa-3365	124	2	5	CARDINAL
ajfa-3365	124	3	1 www.macrothink.org/ajfa 240	QUANTITY
ajfa-3365	125	1	σ_ee	ORG
ajfa-3365	125	2	1980	DATE
ajfa-3365	125	3	four	CARDINAL
ajfa-3365	125	4	300	CARDINAL
ajfa-3365	126	1	1	CARDINAL
ajfa-3365	127	1	asian	NORP
ajfa-3365	127	2	finance & accounting	ORG
ajfa-3365	127	3	5	CARDINAL
ajfa-3365	127	4	1	CARDINAL
ajfa-3365	127	5	2	CARDINAL
ajfa-3365	127	6	300	CARDINAL
ajfa-3365	127	7	1	CARDINAL
ajfa-3365	128	1	ret2	GPE
ajfa-3365	128	2	ret2	GPE
ajfa-3365	128	3	two	CARDINAL
ajfa-3365	129	1	overnight	TIME
ajfa-3365	129	2	hours	TIME
ajfa-3365	130	1	2	CARDINAL
ajfa-3365	132	1	1	CARDINAL
ajfa-3365	132	2	300	CARDINAL
ajfa-3365	132	3	three	CARDINAL
ajfa-3365	132	4	300	CARDINAL
ajfa-3365	133	1	ret300	LOC
ajfa-3365	133	2	300	CARDINAL
ajfa-3365	133	3	asian	NORP
ajfa-3365	133	4	finance & accounting	ORG
ajfa-3365	133	5	5	CARDINAL
ajfa-3365	133	6	1	CARDINAL
ajfa-3365	133	7	242	CARDINAL
ajfa-3365	134	1	day	DATE
ajfa-3365	134	2	300	CARDINAL
ajfa-3365	134	3	300	CARDINAL
ajfa-3365	134	4	15:00-15:15	DATE
ajfa-3365	134	5	ret2	GPE
ajfa-3365	134	6	15:15 9:15	TIME
ajfa-3365	134	7	next day	DATE
ajfa-3365	134	8	9:15-9:30	DATE
ajfa-3365	135	1	max min	PERSON
ajfa-3365	136	1	0.008	CARDINAL
ajfa-3365	136	2	0.021	CARDINAL
ajfa-3365	136	3	0.002 0.000 0.006	MONEY
ajfa-3365	136	4	0.001	CARDINAL
ajfa-3365	136	5	0.007 0.001 0.030	QUANTITY
ajfa-3365	136	6	0.000 0.003 0.000	MONEY
ajfa-3365	136	7	0.009	CARDINAL
ajfa-3365	136	8	0.068	CARDINAL
ajfa-3365	136	9	0.062	CARDINAL
ajfa-3365	136	10	0.970	CARDINAL
ajfa-3365	136	11	1%	PERCENT
ajfa-3365	136	12	5% and 10%	PERCENT
ajfa-3365	137	1	0	CARDINAL
ajfa-3365	137	2	2	CARDINAL
ajfa-3365	137	3	ret1 ret2	PERSON
ajfa-3365	137	4	1	CARDINAL
ajfa-3365	137	5	0.097 1	CARDINAL
ajfa-3365	137	6	0.722	CARDINAL
ajfa-3365	137	7	-0.091 1	DATE
ajfa-3365	137	8	0.424	CARDINAL
ajfa-3365	137	9	0.072 1 4.2	CARDINAL
ajfa-3365	137	10	1	CARDINAL
ajfa-3365	137	11	zakoian	GPE
ajfa-3365	137	12	1994	DATE
ajfa-3365	137	13	3	CARDINAL
ajfa-3365	138	1	ret2	GPE
ajfa-3365	138	2	1%	PERCENT
ajfa-3365	138	3	9.956	CARDINAL
ajfa-3365	138	4	27.833	CARDINAL
ajfa-3365	140	1	ret2	GPE
ajfa-3365	140	2	one	CARDINAL
ajfa-3365	140	3	one	CARDINAL
ajfa-3365	141	1	asian journal of finance & accounting	ORG
ajfa-3365	141	2	5	CARDINAL
ajfa-3365	141	3	1	CARDINAL
ajfa-3365	141	4	243	CARDINAL
ajfa-3365	141	5	3	CARDINAL
ajfa-3365	141	6	1	CARDINAL
ajfa-3365	141	7	1,1	CARDINAL
ajfa-3365	141	8	zakoian	NORP
ajfa-3365	141	9	1994	DATE
ajfa-3365	142	1	300	CARDINAL
ajfa-3365	143	1	ret300	LOC
ajfa-3365	143	2	300	CARDINAL
ajfa-3365	143	3	300	CARDINAL
ajfa-3365	143	4	15:00-15:15	DATE
ajfa-3365	143	5	ret2	GPE
ajfa-3365	143	6	15:15 9:15	TIME
ajfa-3365	143	7	next day	DATE
ajfa-3365	143	8	9:15-9:30	DATE
ajfa-3365	144	1	ret	ORG
ajfa-3365	145	1	ret	ORG
ajfa-3365	145	2	ret	ORG
ajfa-3365	145	3	ret	ORG
ajfa-3365	151	1	1	CARDINAL
ajfa-3365	151	2	2	CARDINAL
ajfa-3365	151	3	3	CARDINAL
ajfa-3365	151	4	4	CARDINAL
ajfa-3365	153	1	0.807	CARDINAL
ajfa-3365	153	2	0.862	CARDINAL
ajfa-3365	153	3	9.956	CARDINAL
ajfa-3365	153	4	3.304	CARDINAL
ajfa-3365	153	5	27.833	CARDINAL
ajfa-3365	153	6	20.643	CARDINAL
ajfa-3365	153	7	1.005	CARDINAL
ajfa-3365	153	8	1.243	CARDINAL
ajfa-3365	153	9	9.309	CARDINAL
ajfa-3365	153	10	0.002	CARDINAL
ajfa-3365	153	11	0.006	CARDINAL
ajfa-3365	153	12	4.328	CARDINAL
ajfa-3365	153	13	6.261	CARDINAL
ajfa-3365	153	14	0.478	CARDINAL
ajfa-3365	153	15	3.235	CARDINAL
ajfa-3365	153	16	1.193	CARDINAL
ajfa-3365	153	17	0.039	CARDINAL
ajfa-3365	153	18	1.317	CARDINAL
ajfa-3365	153	19	0.381	CARDINAL
ajfa-3365	153	20	0.468	CARDINAL
ajfa-3365	153	21	2.940	CARDINAL
ajfa-3365	153	22	5.117	CARDINAL
ajfa-3365	153	23	0.095 2.139	CARDINAL
ajfa-3365	155	1	1.513	CARDINAL
ajfa-3365	155	2	1.130	CARDINAL
ajfa-3365	155	3	3.293	CARDINAL
ajfa-3365	155	4	3.221	CARDINAL
ajfa-3365	155	5	208	CARDINAL
ajfa-3365	155	6	208	CARDINAL
ajfa-3365	155	7	882.619	CARDINAL
ajfa-3365	155	8	10.915 426.138 86.657	MONEY
ajfa-3365	155	9	864.150	CARDINAL
ajfa-3365	156	1	0.001 0.000	MONEY
ajfa-3365	156	2	1%	PERCENT
ajfa-3365	156	3	5% and 10%	PERCENT
ajfa-3365	158	1	4.3	CARDINAL
ajfa-3365	158	2	1,1	CARDINAL
ajfa-3365	159	1	4	CARDINAL
ajfa-3365	160	1	5	CARDINAL
ajfa-3365	161	1	4	CARDINAL
ajfa-3365	161	2	the asian journal of finance & accounting	ORG
ajfa-3365	161	3	5	CARDINAL
ajfa-3365	161	4	1	CARDINAL
ajfa-3365	161	5	first	ORDINAL
ajfa-3365	161	6	hours	TIME
ajfa-3365	163	1	ret2	GPE
ajfa-3365	164	1	15:00-15:15	TIME
ajfa-3365	164	2	ret2	GPE
ajfa-3365	164	3	hours	TIME
ajfa-3365	164	4	9:30-15:00	TIME
ajfa-3365	165	1	cheng et al	PERSON
ajfa-3365	166	1	2004	DATE
ajfa-3365	169	1	9:15 a.m. to 9:30 a.m.	TIME
ajfa-3365	169	2	15:00 p.m. to	TIME
ajfa-3365	169	3	15:15 p.m.	TIME
ajfa-3365	170	1	cheng et al	PERSON
ajfa-3365	171	1	2004	DATE
ajfa-3365	172	1	vt	GPE
ajfa-3365	173	1	4	CARDINAL
ajfa-3365	174	1	tgarch	CARDINAL
ajfa-3365	174	2	1,1	CARDINAL
ajfa-3365	174	3	1	CARDINAL
ajfa-3365	174	4	1,1	CARDINAL
ajfa-3365	174	5	zakoian	NORP
ajfa-3365	174	6	1994	DATE
ajfa-3365	175	1	ret1	PERSON
ajfa-3365	175	2	15:00-15:15	DATE
ajfa-3365	175	3	ret2	GPE
ajfa-3365	175	4	15:15 9:15	TIME
ajfa-3365	175	5	next day	DATE
ajfa-3365	175	6	9:15-9:30	DATE
ajfa-3365	176	1	a.	PERSON
ajfa-3365	176	2	ret	ORG
ajfa-3365	177	1	ret	ORG
ajfa-3365	177	2	+ u	GPE
ajfa-3365	179	1	1	CARDINAL
ajfa-3365	179	2	0	CARDINAL
ajfa-3365	181	1	asian journal of finance & accounting	ORG
ajfa-3365	181	2	5	CARDINAL
ajfa-3365	181	3	1	CARDINAL
ajfa-3365	181	4	245	CARDINAL
ajfa-3365	183	1	0.001 0.822	CARDINAL
ajfa-3365	183	2	0.032 0.347	CARDINAL
ajfa-3365	183	3	208	CARDINAL
ajfa-3365	183	4	1.763	CARDINAL
ajfa-3365	183	5	1019.885	CARDINAL
ajfa-3365	183	6	0.184	CARDINAL
ajfa-3365	183	7	4	CARDINAL
ajfa-3365	183	8	ret	ORG
ajfa-3365	184	1	ret	ORG
ajfa-3365	186	1	1	CARDINAL
ajfa-3365	186	2	0	CARDINAL
ajfa-3365	187	1	vt	GPE
ajfa-3365	189	1	1.998	MONEY
ajfa-3365	189	2	1.154	CARDINAL
ajfa-3365	189	3	162	CARDINAL
ajfa-3365	189	4	2.037	CARDINAL
ajfa-3365	189	5	747.239	CARDINAL
ajfa-3365	189	6	0.153	CARDINAL
ajfa-3365	189	7	1%	PERCENT
ajfa-3365	189	8	5% and 10%	PERCENT
ajfa-3365	189	9	5	CARDINAL
ajfa-3365	189	10	second	ORDINAL
ajfa-3365	190	1	finance & accounting	ORG
ajfa-3365	190	2	5	CARDINAL
ajfa-3365	190	3	1	CARDINAL
ajfa-3365	190	4	10%	PERCENT
ajfa-3365	191	1	vt	GPE
ajfa-3365	191	2	1%	PERCENT
ajfa-3365	191	3	5.993	CARDINAL
ajfa-3365	193	1	1995	DATE
ajfa-3365	193	2	cheng et al	PERSON
ajfa-3365	194	1	2004	DATE
ajfa-3365	195	1	5	CARDINAL
ajfa-3365	196	1	tgarch	CARDINAL
ajfa-3365	196	2	1,1	CARDINAL
ajfa-3365	196	3	overnight	TIME
ajfa-3365	196	4	ut-1	ORG
ajfa-3365	196	5	vt	GPE
ajfa-3365	197	1	ret	ORG
ajfa-3365	199	1	1	CARDINAL
ajfa-3365	199	2	0	CARDINAL
ajfa-3365	202	1	1.108	CARDINAL
ajfa-3365	202	2	5.993	CARDINAL
ajfa-3365	202	3	0.002 0.845	CARDINAL
ajfa-3365	202	4	ε γ 0.265 1.623	ORG
ajfa-3365	202	5	0.719	CARDINAL
ajfa-3365	202	6	1.986	CARDINAL
ajfa-3365	202	7	162	CARDINAL
ajfa-3365	202	8	36.642	CARDINAL
ajfa-3365	202	9	590.724	CARDINAL
ajfa-3365	202	10	1%	PERCENT
ajfa-3365	202	11	5% and 10%	PERCENT
ajfa-3365	203	1	4.4 overnight	TIME
ajfa-3365	203	2	u.s.	GPE
ajfa-3365	203	3	u.s.	GPE
ajfa-3365	203	4	300	CARDINAL
ajfa-3365	204	1	two	CARDINAL
ajfa-3365	204	2	u.s.	GPE
ajfa-3365	204	3	u.s.	GPE
ajfa-3365	205	1	days	DATE
ajfa-3365	205	2	daily	DATE
ajfa-3365	205	3	33%	PERCENT
ajfa-3365	205	4	u.s.	GPE
ajfa-3365	206	1	days	DATE
ajfa-3365	206	2	daily	DATE
ajfa-3365	206	3	the bottom	DATE
ajfa-3365	206	4	33%	PERCENT
ajfa-3365	207	1	6	CARDINAL
ajfa-3365	207	2	9:15-9:30	TIME
ajfa-3365	207	3	daytime	TIME
ajfa-3365	207	4	u.s.	GPE
ajfa-3365	208	1	asian	NORP
ajfa-3365	208	2	finance & accounting	ORG
ajfa-3365	208	3	5	CARDINAL
ajfa-3365	208	4	1	CARDINAL
ajfa-3365	208	5	247	CARDINAL
ajfa-3365	209	1	both highand lownews days	DATE
ajfa-3365	209	2	the u.s. federal reserve interest rate news	ORG
ajfa-3365	211	1	u.s.	GPE
ajfa-3365	212	1	6	CARDINAL
ajfa-3365	213	1	u.s.	GPE
ajfa-3365	213	2	a. high/lownews days	PERSON
ajfa-3365	213	3	u.s.	GPE
ajfa-3365	214	1	33%	PERCENT
ajfa-3365	214	2	45 0.34%	PERCENT
ajfa-3365	214	3	0.22%	PERCENT
ajfa-3365	214	4	6.707 0.24%	PERCENT
ajfa-3365	214	5	0.18%	PERCENT
ajfa-3365	214	6	6.725	CARDINAL
ajfa-3365	214	7	33%	PERCENT
ajfa-3365	214	8	45 0.30%	PERCENT
ajfa-3365	214	9	0.18%	PERCENT
ajfa-3365	214	10	9.029 0.25%	PERCENT
ajfa-3365	214	11	0.12%	PERCENT
ajfa-3365	214	12	8.646	CARDINAL
ajfa-3365	214	13	0.04%	PERCENT
ajfa-3365	214	14	0.03%	PERCENT
ajfa-3365	214	15	-0.01%	PERCENT
ajfa-3365	214	16	0.06%	PERCENT
ajfa-3365	214	17	0.41 0.76 0.01	MONEY
ajfa-3365	214	18	0.2 0.01	CARDINAL
ajfa-3365	214	19	last night	TIME
ajfa-3365	215	1	three	CARDINAL
ajfa-3365	215	2	u.s.	GPE
ajfa-3365	215	3	the last night	TIME
ajfa-3365	216	1	u.s.	GPE
ajfa-3365	217	1	u.s.	GPE
ajfa-3365	219	1	1%	PERCENT
ajfa-3365	219	2	5% and 10%	PERCENT
ajfa-3365	220	1	b. high/lownews days	PERSON
ajfa-3365	220	2	u.s.	GPE
ajfa-3365	220	3	nine	CARDINAL
ajfa-3365	220	4	208	CARDINAL
ajfa-3365	220	5	nine trading days	DATE
ajfa-3365	221	1	the first 15 minutes	TIME
ajfa-3365	221	2	nine trading days	DATE
ajfa-3365	221	3	199 trading days	DATE
ajfa-3365	222	1	1%	PERCENT
ajfa-3365	222	2	5% and 10%	PERCENT
ajfa-3365	224	1	199 0.30%	PERCENT
ajfa-3365	224	2	0.19%	PERCENT
ajfa-3365	224	3	7.544 0.26%	PERCENT
ajfa-3365	224	4	0.14%	PERCENT
ajfa-3365	224	5	7.489 n(2	QUANTITY
ajfa-3365	224	6	9 0.46%	PERCENT
ajfa-3365	224	7	0.26%	PERCENT
ajfa-3365	224	8	9.206 0.44%	PERCENT
ajfa-3365	224	9	0.20%	PERCENT
ajfa-3365	224	10	8.216	CARDINAL
ajfa-3365	226	1	-0.07%	PERCENT
ajfa-3365	226	2	-0.05%	PERCENT
ajfa-3365	226	3	0.02 0.48 0.41 0.02	MONEY
ajfa-3365	226	4	0.4 0.35	CARDINAL
ajfa-3365	226	5	asian	NORP
ajfa-3365	226	6	finance & accounting	ORG
ajfa-3365	226	7	5	CARDINAL
ajfa-3365	226	8	1	CARDINAL
ajfa-3365	226	9	248 5	DATE
ajfa-3365	227	1	china	GPE
ajfa-3365	229	1	three	CARDINAL
ajfa-3365	230	1	first	ORDINAL
ajfa-3365	232	1	second	ORDINAL
ajfa-3365	232	2	two	CARDINAL
ajfa-3365	233	1	third	ORDINAL
ajfa-3365	233	2	u.s.	GPE
ajfa-3365	235	1	japan	GPE
ajfa-3365	235	2	korea	GPE
ajfa-3365	235	3	hong kong	GPE
ajfa-3365	236	1	grossman	PERSON
ajfa-3365	236	2	1977	DATE
ajfa-3365	236	3	china	GPE
ajfa-3365	238	1	china	GPE
ajfa-3365	239	1	hours	TIME
ajfa-3365	240	1	zhao	PERSON
ajfa-3365	240	2	jinsong tan	PERSON
ajfa-3365	240	3	the china financial futures exchange	ORG
ajfa-3365	241	1	chinese	NORP
ajfa-3365	241	2	2011	DATE
ajfa-3365	242	1	karen jingrong lin	PERSON
ajfa-3365	242	2	the sun yat-sen university for the financial assistance	FAC
ajfa-3365	243	1	antoniou	PERSON
ajfa-3365	243	2	a., & holmes	ORG
ajfa-3365	243	3	1995	DATE
ajfa-3365	245	1	journal of banking & finance	ORG
ajfa-3365	245	2	19(1	CARDINAL
ajfa-3365	245	3	117	CARDINAL
ajfa-3365	246	1	d.	NORP
ajfa-3365	246	2	goldfarb	GPE
ajfa-3365	246	3	d., & schechtman	ORG
ajfa-3365	246	4	e. (1983	ORG
ajfa-3365	248	1	the journal of futures markets	ORG
ajfa-3365	248	2	pre-1986	DATE
ajfa-3365	248	3	3(3	CARDINAL
ajfa-3365	248	4	321	CARDINAL
ajfa-3365	249	1	http://dx.doi.org/10.1002/fut.3990030307 chang	PERSON
ajfa-3365	249	2	e. c.	PERSON
ajfa-3365	249	3	cheng	GPE
ajfa-3365	249	4	j. w.	PERSON
ajfa-3365	249	5	j. m.	PERSON
ajfa-3365	249	6	1999	DATE
ajfa-3365	252	1	journal of banking & finance	ORG
ajfa-3365	252	2	23(5	CARDINAL
ajfa-3365	252	3	727	CARDINAL
ajfa-3365	253	1	cheng	PERSON
ajfa-3365	253	2	l. t. w.	PERSON
ajfa-3365	253	3	jiang	GPE
ajfa-3365	253	4	l., & ng	ORG
ajfa-3365	253	5	r. w. y.	PERSON
ajfa-3365	253	6	2004	DATE
ajfa-3365	254	1	asian journal of finance & accounting	ORG
ajfa-3365	254	2	5	CARDINAL
ajfa-3365	254	3	1	CARDINAL
ajfa-3365	254	4	249	CARDINAL
ajfa-3365	255	1	journal of futures markets	ORG
ajfa-3365	255	2	24(9	CARDINAL
ajfa-3365	255	3	861	CARDINAL
ajfa-3365	256	1	http://dx.doi.org/10.1002/fut.20110 chiang	PERSON
ajfa-3365	256	2	m.-h.	GPE
ajfa-3365	257	1	2002	DATE
ajfa-3365	258	1	taiwan	GPE
ajfa-3365	259	1	9(6	CARDINAL
ajfa-3365	259	2	381	CARDINAL
ajfa-3365	260	1	http://dx.doi.org/10.1080/13504850110068837 chong	PERSON
ajfa-3365	260	2	& yan	PERSON
ajfa-3365	260	3	i. k.-m	PERSON
ajfa-3365	261	1	2012	DATE
ajfa-3365	262	1	chinese	NORP
ajfa-3365	264	1	china	GPE
ajfa-3365	264	2	1043951x	DATE
ajfa-3365	264	3	122	CARDINAL
ajfa-3365	265	1	http://dx.doi.org/10.1016/j.chieco.2011.08.003 engle	PERSON
ajfa-3365	265	2	r. f., & ng	PERSON
ajfa-3365	265	3	k.	PERSON
ajfa-3365	265	4	1993	DATE
ajfa-3365	267	1	48(5	CARDINAL
ajfa-3365	267	2	1749-1778	CARDINAL
ajfa-3365	268	1	f. d.	PERSON
ajfa-3365	268	2	& viswanathan	ORG
ajfa-3365	268	3	s. (1994	ORG
ajfa-3365	270	1	journal of financial	ORG
ajfa-3365	270	2	29(04	CARDINAL
ajfa-3365	270	3	499	CARDINAL
ajfa-3365	271	1	s. j.	PERSON
ajfa-3365	271	2	1977	DATE
ajfa-3365	273	1	431	CARDINAL
ajfa-3365	273	2	http://dx.doi.org/10.2307/2296900 gul	PERSON
ajfa-3365	273	3	f. a.	PERSON
ajfa-3365	273	4	kim	PERSON
ajfa-3365	273	5	& qiu	DATE
ajfa-3365	273	6	a. a.	PERSON
ajfa-3365	273	7	2010	DATE
ajfa-3365	274	1	china journal of financial economics	ORG
ajfa-3365	274	2	95(3	CARDINAL
ajfa-3365	274	3	425	CARDINAL
ajfa-3365	275	1	e. d.	PERSON
ajfa-3365	275	2	1995	DATE
ajfa-3365	276	1	osaka	GPE
ajfa-3365	276	2	nikkei 225	CARDINAL
ajfa-3365	277	1	journal of banking & finance	ORG
ajfa-3365	277	2	19(5	CARDINAL
ajfa-3365	277	3	921	CARDINAL
ajfa-3365	278	1	m., & wadhwani	ORG
ajfa-3365	278	2	s. (1990	ORG
ajfa-3365	280	1	3(1	CARDINAL
ajfa-3365	280	2	5	CARDINAL
ajfa-3365	281	1	a. s.	PERSON
ajfa-3365	281	2	1985	DATE
ajfa-3365	283	1	econometrica	PERSON
ajfa-3365	283	2	53(6	CARDINAL
ajfa-3365	283	3	1315-1335	DATE
ajfa-3365	284	1	http://dx.doi.org/10.2307/1913210 lin	PERSON
ajfa-3365	284	2	w.-l.	GPE
ajfa-3365	284	3	engle	PERSON
ajfa-3365	284	4	r., & ito	ORG
ajfa-3365	284	5	1994	DATE
ajfa-3365	287	1	7(3	CARDINAL
ajfa-3365	287	2	507	CARDINAL
ajfa-3365	287	3	j. h., & najand	ORG
ajfa-3365	287	4	m. (1999).	ORG
ajfa-3365	288	1	korea	GPE
ajfa-3365	289	1	journal of futures markets	ORG
ajfa-3365	289	2	19(2	CARDINAL
ajfa-3365	289	3	217	CARDINAL
ajfa-3365	290	1	http://dx.doi.org/10.1002/(sici)1096-9934(199904)19:2<217::aid-fut5>3.0.co;2-8	CARDINAL
ajfa-3365	290	2	r.	NORP
ajfa-3365	290	3	yeung	GPE
ajfa-3365	290	4	w.	PERSON
ajfa-3365	290	5	2000	DATE
ajfa-3365	292	1	financial asian journal of finance & accounting	ORG
ajfa-3365	292	2	5	CARDINAL
ajfa-3365	292	3	1	CARDINAL
ajfa-3365	292	4	250	CARDINAL
ajfa-3365	292	5	58(1,2	CARDINAL
ajfa-3365	292	6	215-260	CARDINAL
ajfa-3365	293	1	m.	PERSON
ajfa-3365	293	2	1980	DATE
ajfa-3365	295	1	the journal of business	ORG
ajfa-3365	295	2	53(1	CARDINAL
ajfa-3365	295	3	61-65	DATE
ajfa-3365	296	1	10.2307/2352357	CARDINAL
ajfa-3365	296	2	j.-m	GPE
ajfa-3365	297	1	1994	DATE
ajfa-3365	299	1	18(5	CARDINAL
ajfa-3365	299	2	931	CARDINAL