id	sid	eid	entity	type
ajfa-456	1	1	microsoft	ORG
ajfa-456	1	2	456	CARDINAL
ajfa-456	1	3	asian	NORP
ajfa-456	1	4	finance & accounting	ORG
ajfa-456	1	5	2010	DATE
ajfa-456	1	6	2	CARDINAL
ajfa-456	1	7	2	CARDINAL
ajfa-456	2	1	taiwan	GPE
ajfa-456	2	2	jonchi	GPE
ajfa-456	2	3	national taiwan university of science and technology	ORG
ajfa-456	2	4	keelung road	FAC
ajfa-456	2	5	sec	ORG
ajfa-456	2	6	4	CARDINAL
ajfa-456	2	7	taipei	GPE
ajfa-456	2	8	taiwan	GPE
ajfa-456	2	9	r.o.c	PRODUCT
ajfa-456	3	1	886 2 2730 1083	QUANTITY
ajfa-456	4	1	hsin-ming	PERSON
ajfa-456	4	2	9f	CARDINAL
ajfa-456	4	3	306	CARDINAL
ajfa-456	4	4	taipei	GPE
ajfa-456	4	5	taiwan	GPE
ajfa-456	4	6	r.o.c	PRODUCT
ajfa-456	5	1	886	CARDINAL
ajfa-456	5	2	august 27, 2010	DATE
ajfa-456	5	3	december 28, 2010	DATE
ajfa-456	5	4	ajfa.v2i2.456	PERSON
ajfa-456	5	5	daily	DATE
ajfa-456	5	6	taiwan	GPE
ajfa-456	8	1	taiwan	GPE
ajfa-456	9	1	g20	GPE
ajfa-456	9	2	n25 asian journal of finance & accounting	ORG
ajfa-456	9	3	2010	DATE
ajfa-456	9	4	2	CARDINAL
ajfa-456	9	5	2	CARDINAL
ajfa-456	9	6	2 1.introduction	CARDINAL
ajfa-456	9	7	taiwan	GPE
ajfa-456	9	8	recent years	DATE
ajfa-456	10	1	taiwanese	NORP
ajfa-456	10	2	1983	DATE
ajfa-456	12	1	2003	DATE
ajfa-456	14	1	taiwan	GPE
ajfa-456	15	1	the end of 2004	DATE
ajfa-456	15	2	10.87%	PERCENT
ajfa-456	15	3	only 2.40%	PERCENT
ajfa-456	15	4	1999	DATE
ajfa-456	16	1	22.12%	PERCENT
ajfa-456	16	2	2008	DATE
ajfa-456	16	3	16.32%	PERCENT
ajfa-456	16	4	2009	DATE
ajfa-456	17	1	9.36%	PERCENT
ajfa-456	17	2	1999	DATE
ajfa-456	17	3	11.56%	PERCENT
ajfa-456	17	4	2004	DATE
ajfa-456	17	5	13.97%	PERCENT
ajfa-456	17	6	2008	DATE
ajfa-456	17	7	11.59%	PERCENT
ajfa-456	17	8	2009	DATE
ajfa-456	18	1	taiwan	GPE
ajfa-456	21	1	2000	DATE
ajfa-456	22	1	goodfellow et al.	PERSON
ajfa-456	22	2	2009	DATE
ajfa-456	23	1	1995	DATE
ajfa-456	23	2	nofsinger	ORG
ajfa-456	23	3	1999	DATE
ajfa-456	23	4	wermers	ORG
ajfa-456	23	5	1999	DATE
ajfa-456	23	6	wylie, 2005	ORG
ajfa-456	23	7	walter	ORG
ajfa-456	23	8	weber	PERSON
ajfa-456	23	9	2006	DATE
ajfa-456	23	10	2008	DATE
ajfa-456	23	11	2009	DATE
ajfa-456	24	1	serra	PERSON
ajfa-456	24	2	2002	DATE
ajfa-456	24	3	bohl	PERSON
ajfa-456	24	4	2005	DATE
ajfa-456	24	5	tan et al.	PERSON
ajfa-456	24	6	2008	DATE
ajfa-456	25	1	taiwan	GPE
ajfa-456	29	1	stein	PERSON
ajfa-456	29	2	1990	DATE
ajfa-456	30	1	gleason et al.	PERSON
ajfa-456	30	2	2004	DATE
ajfa-456	31	1	one	CARDINAL
ajfa-456	34	1	huang	PERSON
ajfa-456	34	2	1995	DATE
ajfa-456	35	1	gleason et al	PERSON
ajfa-456	35	2	asian	NORP
ajfa-456	35	3	finance & accounting	ORG
ajfa-456	35	4	2010	DATE
ajfa-456	35	5	2	CARDINAL
ajfa-456	35	6	2	CARDINAL
ajfa-456	35	7	www.macrothink.org/ajfa 3 (2004	DATE
ajfa-456	38	1	hwang	PERSON
ajfa-456	38	2	2004	DATE
ajfa-456	38	3	us	GPE
ajfa-456	38	4	south korean	NORP
ajfa-456	39	1	choe et al	ORG
ajfa-456	39	2	1999	DATE
ajfa-456	39	3	korea	GPE
ajfa-456	40	1	kim	PERSON
ajfa-456	40	2	wei	PERSON
ajfa-456	40	3	2002	DATE
ajfa-456	40	4	south korean	NORP
ajfa-456	43	1	shiller et al	PERSON
ajfa-456	43	2	1996	DATE
ajfa-456	43	3	the united states	GPE
ajfa-456	43	4	japan	GPE
ajfa-456	44	1	japanese	NORP
ajfa-456	44	2	americans	NORP
ajfa-456	46	1	dahlquist	PERSON
ajfa-456	46	2	robertson	PERSON
ajfa-456	46	3	2001	DATE
ajfa-456	47	1	stein	PERSON
ajfa-456	47	2	1990	DATE
ajfa-456	48	1	serra	PERSON
ajfa-456	48	2	2002	DATE
ajfa-456	48	3	bohl	PERSON
ajfa-456	48	4	2005	DATE
ajfa-456	48	5	tan et al.	PERSON
ajfa-456	48	6	2008	DATE
ajfa-456	51	1	monthly	DATE
ajfa-456	51	2	quarterly	DATE
ajfa-456	52	1	taiwan	GPE
ajfa-456	52	2	market.1	NORP
ajfa-456	52	3	daily	DATE
ajfa-456	52	4	monthly	DATE
ajfa-456	52	5	quarterly	DATE
ajfa-456	52	6	behavior.2	ORG
ajfa-456	52	7	daily	DATE
ajfa-456	52	8	taiwan	GPE
ajfa-456	53	1	first	ORDINAL
ajfa-456	53	2	three	CARDINAL
ajfa-456	53	3	taiwan	GPE
ajfa-456	54	1	taiwan	GPE
ajfa-456	54	2	1	CARDINAL
ajfa-456	54	3	the taiwan stock exchange	ORG
ajfa-456	54	4	taiwan	GPE
ajfa-456	54	5	288%	PERCENT
ajfa-456	54	6	1999	DATE
ajfa-456	54	7	177%	PERCENT
ajfa-456	54	8	2004	DATE
ajfa-456	54	9	3	CARDINAL
ajfa-456	54	10	2	CARDINAL
ajfa-456	55	1	2	CARDINAL
ajfa-456	55	2	daily	DATE
ajfa-456	55	3	demirer	PERSON
ajfa-456	55	4	kutan	PERSON
ajfa-456	55	5	2006	DATE
ajfa-456	55	6	agudo	GPE
ajfa-456	56	1	2008	DATE
ajfa-456	56	2	zhou	PERSON
ajfa-456	56	3	lai	PERSON
ajfa-456	56	4	2008	DATE
ajfa-456	57	1	2009	DATE
ajfa-456	58	1	asian	NORP
ajfa-456	58	2	finance & accounting	ORG
ajfa-456	58	3	2010	DATE
ajfa-456	58	4	2	CARDINAL
ajfa-456	58	5	2	CARDINAL
ajfa-456	62	1	taiwan	GPE
ajfa-456	62	2	2004	DATE
ajfa-456	68	1	taiwan	GPE
ajfa-456	68	2	2004	DATE
ajfa-456	68	3	u.s.	GPE
ajfa-456	69	1	2	CARDINAL
ajfa-456	69	2	a period of six years	DATE
ajfa-456	69	3	january 1999december 2004	DATE
ajfa-456	69	4	1,613 trading days	DATE
ajfa-456	71	1	2003	DATE
ajfa-456	71	2	taiwan	GPE
ajfa-456	73	1	2.4%	PERCENT
ajfa-456	73	2	1999	DATE
ajfa-456	73	3	10.9%	PERCENT
ajfa-456	73	4	2004	DATE
ajfa-456	74	1	1999-2004	DATE
ajfa-456	74	2	gleason et al.	PERSON
ajfa-456	74	3	2004	DATE
ajfa-456	75	1	the taiwan stock exchange	ORG
ajfa-456	75	2	daily	DATE
ajfa-456	76	1	3,606,146	CARDINAL
ajfa-456	76	2	daily	DATE
ajfa-456	77	1	the taiwan economic journal	ORG
ajfa-456	79	1	monthly	DATE
ajfa-456	79	2	one	CARDINAL
ajfa-456	79	3	a month	DATE
ajfa-456	80	1	three	CARDINAL
ajfa-456	80	2	monthly	DATE
ajfa-456	80	3	one	CARDINAL
ajfa-456	80	4	a given month	DATE
ajfa-456	82	1	asian journal of finance & accounting	ORG
ajfa-456	82	2	2010	DATE
ajfa-456	82	3	2	CARDINAL
ajfa-456	82	4	2	CARDINAL
ajfa-456	82	5	1	CARDINAL
ajfa-456	82	6	daily	DATE
ajfa-456	83	1	daily	DATE
ajfa-456	83	2	three	CARDINAL
ajfa-456	83	3	1,113	CARDINAL
ajfa-456	83	4	1999	DATE
ajfa-456	83	5	3,147	CARDINAL
ajfa-456	83	6	2004	DATE
ajfa-456	83	7	as much as 183%	PERCENT
ajfa-456	84	1	daily	DATE
ajfa-456	84	2	the same period	DATE
ajfa-456	84	3	522	CARDINAL
ajfa-456	84	4	1,921	CARDINAL
ajfa-456	85	1	taiwan	GPE
ajfa-456	86	1	3	CARDINAL
ajfa-456	87	1	1992	DATE
ajfa-456	87	2	1995	DATE
ajfa-456	87	3	wermers	ORG
ajfa-456	87	4	1999	DATE
ajfa-456	88	1	sias	PERSON
ajfa-456	88	2	2004	DATE
ajfa-456	89	1	2004	DATE
ajfa-456	90	1	three	CARDINAL
ajfa-456	90	2	taiwan	GPE
ajfa-456	91	1	one	CARDINAL
ajfa-456	92	1	2000	DATE
ajfa-456	93	1	2001	DATE
ajfa-456	93	2	robertson	PERSON
ajfa-456	93	3	2001	DATE
ajfa-456	95	1	tki	ORG
ajfa-456	95	2	1	CARDINAL
ajfa-456	95	3	tkf	GPE
ajfa-456	95	4	1	DATE
ajfa-456	95	5	1	CARDINAL
ajfa-456	95	6	1	CARDINAL
ajfa-456	96	1	daily	DATE
ajfa-456	96	2	1999 2000 2001 2002 2003 2004	DATE
ajfa-456	96	3	1113 1325 1732	DATE
ajfa-456	96	4	3147	CARDINAL
ajfa-456	96	5	522 758	MONEY
ajfa-456	96	6	1238 1546 1921	DATE
ajfa-456	96	7	326 324	CARDINAL
ajfa-456	96	8	564	CARDINAL
ajfa-456	96	9	265	CARDINAL
ajfa-456	96	10	asian	NORP
ajfa-456	96	11	finance & accounting	ORG
ajfa-456	96	12	2010	DATE
ajfa-456	96	13	2	CARDINAL
ajfa-456	96	14	2	CARDINAL
ajfa-456	97	1	both day	DATE
ajfa-456	98	1	first	ORDINAL
ajfa-456	99	1	1	CARDINAL
ajfa-456	100	1	the current day	DATE
ajfa-456	100	2	the previous day	DATE
ajfa-456	101	1	zero	CARDINAL
ajfa-456	104	1	2	CARDINAL
ajfa-456	104	2	day	DATE
ajfa-456	106	1	each day	DATE
ajfa-456	107	1	the current day	DATE
ajfa-456	107	2	the previous day	DATE
ajfa-456	108	1	 	PERSON
ajfa-456	108	2	3	CARDINAL
ajfa-456	109	1	t	GPE
ajfa-456	109	2	f tk 1	PRODUCT
ajfa-456	109	3	1	CARDINAL
ajfa-456	111	1	t	GPE
ajfa-456	111	2	two	CARDINAL
ajfa-456	111	3	asian	NORP
ajfa-456	111	4	finance & accounting	ORG
ajfa-456	111	5	2010	DATE
ajfa-456	111	6	2	CARDINAL
ajfa-456	111	7	2	CARDINAL
ajfa-456	112	1	  	ORG
ajfa-456	112	2		PERSON
ajfa-456	112	3		NORP
ajfa-456	112	4		PERSON
ajfa-456	112	5		NORP
ajfa-456	117	1	rawdrawd	PERSON
ajfa-456	117	2	1 1 1	DATE
ajfa-456	117	3	11	DATE
ajfa-456	117	4	1	CARDINAL
ajfa-456	117	5	1	CARDINAL
ajfa-456	117	6	1 1	CARDINAL
ajfa-456	117	7		NORP
ajfa-456	117	8	k k 1 	PERSON
ajfa-456	117	9		PERSON
ajfa-456	117	10		NORP
ajfa-456	118	1		DATE
ajfa-456	118	2	tk	GPE
ajfa-456	118	3	f ttkf n fmm nf rawdrawd	ORG
ajfa-456	118	4	1	DATE
ajfa-456	118	5	11	DATE
ajfa-456	118	6	1	CARDINAL
ajfa-456	118	7	4	CARDINAL
ajfa-456	118	8	1	CARDINAL
ajfa-456	118	9	1	CARDINAL
ajfa-456	118	10	1	CARDINAL
ajfa-456	118	11	1	CARDINAL
ajfa-456	119	1	first	ORDINAL
ajfa-456	119	2	4	CARDINAL
ajfa-456	119	3	adjacent days	DATE
ajfa-456	120	1	adjacent days	DATE
ajfa-456	120	2	first	ORDINAL
ajfa-456	121	1	adjacent days	DATE
ajfa-456	121	2	first	ORDINAL
ajfa-456	122	1	a current day	DATE
ajfa-456	122	2	the previous day	DATE
ajfa-456	122	3	first	ORDINAL
ajfa-456	122	4	0	CARDINAL
ajfa-456	123	1	second	ORDINAL
ajfa-456	123	2	4	CARDINAL
ajfa-456	124	1	adjacent days	DATE
ajfa-456	124	2	second	ORDINAL
ajfa-456	124	3	adjacent days	DATE
ajfa-456	124	4	second	ORDINAL
ajfa-456	124	5	a current day	DATE
ajfa-456	124	6	the previous day	DATE
ajfa-456	124	7	second	ORDINAL
ajfa-456	124	8	0	CARDINAL
ajfa-456	125	1	three	CARDINAL
ajfa-456	125	2	5	CARDINAL
ajfa-456	127	1		NORP
ajfa-456	127	2	k k 1 	PERSON
ajfa-456	127	3		PERSON
ajfa-456	127	4		NORP
ajfa-456	128	1		DATE
ajfa-456	128	2	tk	GPE
ajfa-456	128	3	f ttkf n fmm nf rawdrawd	ORG
ajfa-456	128	4	1	DATE
ajfa-456	128	5	11	DATE
ajfa-456	128	6	1	CARDINAL
ajfa-456	128	7	   	ORG
ajfa-456	130	1		PERSON
ajfa-456	130	2		PERSON
ajfa-456	130	3		NORP
ajfa-456	130	4		PERSON
ajfa-456	130	5		NORP
ajfa-456	132	1	f ttkf	PERSON
ajfa-456	133	1	1 1	DATE
ajfa-456	133	2	11	DATE
ajfa-456	133	3	1	CARDINAL
ajfa-456	133	4	1	CARDINAL
ajfa-456	133	5	1 1	CARDINAL
ajfa-456	133	6	3	CARDINAL
ajfa-456	133	7	two	CARDINAL
ajfa-456	133	8	the previous day	DATE
ajfa-456	134	1	kyle	PERSON
ajfa-456	134	2	1985	DATE
ajfa-456	134	3	miller	ORG
ajfa-456	134	4	1988	DATE
ajfa-456	136	1	asian	NORP
ajfa-456	136	2	finance & accounting	ORG
ajfa-456	136	3	2010	DATE
ajfa-456	136	4	2	CARDINAL
ajfa-456	136	5	2	CARDINAL
ajfa-456	136	6		NORP
ajfa-456	136	7	k k 1 	PERSON
ajfa-456	136	8		PERSON
ajfa-456	136	9		NORP
ajfa-456	137	1	imm nf rawdrawd	ORG
ajfa-456	137	2	1	DATE
ajfa-456	137	3	11	DATE
ajfa-456	137	4	1	CARDINAL
ajfa-456	137	5		NORP
ajfa-456	137	6	k k 1 	PERSON
ajfa-456	137	7		PERSON
ajfa-456	137	8		NORP
ajfa-456	137	9	1	DATE
ajfa-456	137	10	11	DATE
ajfa-456	137	11	1	CARDINAL
ajfa-456	137	12	5	CARDINAL
ajfa-456	137	13	2004	DATE
ajfa-456	141	1	t	GPE
ajfa-456	141	2	types4	PERSON
ajfa-456	145	1	2	CARDINAL
ajfa-456	146	1	4	CARDINAL
ajfa-456	147	1	2004	DATE
ajfa-456	149	1	17	CARDINAL
ajfa-456	149	2	165	CARDINAL
ajfa-456	150	1	asian	NORP
ajfa-456	150	2	finance & accounting	ORG
ajfa-456	150	3	2010	DATE
ajfa-456	150	4	2	CARDINAL
ajfa-456	150	5	2	CARDINAL
ajfa-456	150	6	www.macrothink.org/ajfa 9	DATE
ajfa-456	150	7	2	CARDINAL
ajfa-456	150	8	three	CARDINAL
ajfa-456	150	9	previous-day	DATE
ajfa-456	150	10	62.606	CARDINAL
ajfa-456	153	1	1.866	CARDINAL
ajfa-456	153	2	0.133418 0.003614	MONEY
ajfa-456	153	3	0.003532	MONEY
ajfa-456	153	4	96.453	CARDINAL
ajfa-456	154	1	8.593	CARDINAL
ajfa-456	156	1	7.069	CARDINAL
ajfa-456	157	1	0.054869	CARDINAL
ajfa-456	157	2	37.007	CARDINAL
ajfa-456	159	1	4.015	CARDINAL
ajfa-456	160	1	0.932	CARDINAL
ajfa-456	161	1	5% and 1%	PERCENT
ajfa-456	163	1	2	CARDINAL
ajfa-456	163	2	1%	PERCENT
ajfa-456	164	1	0	CARDINAL
ajfa-456	165	1	1%	PERCENT
ajfa-456	166	1	adjacent days	DATE
ajfa-456	167	1	2	CARDINAL
ajfa-456	167	2	taiwan	GPE
ajfa-456	168	1	2004	DATE
ajfa-456	168	2	u.s.	GPE
ajfa-456	169	1	taiwan	GPE
ajfa-456	171	1	li	PERSON
ajfa-456	171	2	laih	PERSON
ajfa-456	171	3	2005	DATE
ajfa-456	173	1	taiwan	GPE
ajfa-456	175	1	asian	NORP
ajfa-456	175	2	finance & accounting	ORG
ajfa-456	175	3	2010	DATE
ajfa-456	175	4	2	CARDINAL
ajfa-456	175	5	2	CARDINAL
ajfa-456	176	1	the previous day	DATE
ajfa-456	176	2	the previous day	DATE
ajfa-456	177	1	two	CARDINAL
ajfa-456	177	2	1%	PERCENT
ajfa-456	177	3	three	CARDINAL
ajfa-456	178	1	1	CARDINAL
ajfa-456	178	2	the previous day	DATE
ajfa-456	178	3	2	CARDINAL
ajfa-456	179	1	4	CARDINAL
ajfa-456	181	1	stein	PERSON
ajfa-456	181	2	1990	DATE
ajfa-456	181	3	first	ORDINAL
ajfa-456	182	1	five	CARDINAL
ajfa-456	182	2	montgomery	GPE
ajfa-456	182	3	1991	DATE
ajfa-456	182	4	sornette	ORG
ajfa-456	182	5	johansen	PERSON
ajfa-456	182	6	1997	DATE
ajfa-456	182	7	2001	DATE
ajfa-456	182	8	concerns5	PERSON
ajfa-456	182	9	stein	PERSON
ajfa-456	182	10	1990	DATE
ajfa-456	182	11	lakonishok et al.	PERSON
ajfa-456	182	12	1992	DATE
ajfa-456	182	13	wermers	ORG
ajfa-456	182	14	1999	DATE
ajfa-456	182	15	banerjee	GPE
ajfa-456	182	16	1992	DATE
ajfa-456	182	17	bikhchandani et al.	PERSON
ajfa-456	182	18	1992	DATE
ajfa-456	182	19	welch, 1992)	ORG
ajfa-456	182	20	1992	DATE
ajfa-456	182	21	hirshleifer et al.	PERSON
ajfa-456	182	22	1994	DATE
ajfa-456	182	23	1996	DATE
ajfa-456	182	24	2001	DATE
ajfa-456	182	25	titman	ORG
ajfa-456	182	26	1993	DATE
ajfa-456	183	1	taiwan	GPE
ajfa-456	184	1	4.1	CARDINAL
ajfa-456	185	1	4.1	CARDINAL
ajfa-456	185	2	johansen	PERSON
ajfa-456	185	3	1997	DATE
ajfa-456	185	4	2001	DATE
ajfa-456	187	1	montgomery	PERSON
ajfa-456	187	2	1991	DATE
ajfa-456	190	1	demirer	PERSON
ajfa-456	190	2	kutan	PERSON
ajfa-456	190	3	2006	DATE
ajfa-456	190	4	asian	NORP
ajfa-456	190	5	chinese	NORP
ajfa-456	191	1	chinese	NORP
ajfa-456	192	1	hatemi-j	ORG
ajfa-456	192	2	roca	PERSON
ajfa-456	192	3	2004	DATE
ajfa-456	194	1	2009	DATE
ajfa-456	195	1	5	CARDINAL
ajfa-456	198	1	asian journal of finance & accounting	ORG
ajfa-456	198	2	2010	DATE
ajfa-456	198	3	2	CARDINAL
ajfa-456	198	4	2	CARDINAL
ajfa-456	198	5	www.macrothink.org/ajfa 11	DATE
ajfa-456	198	6	two	CARDINAL
ajfa-456	198	7	2004	DATE
ajfa-456	198	8	taiwan	GPE
ajfa-456	200	1	3	CARDINAL
ajfa-456	201	1	3	CARDINAL
ajfa-456	201	2	the week	DATE
ajfa-456	201	3	2004	DATE
ajfa-456	203	1	one	CARDINAL
ajfa-456	203	2	taiwan	GPE
ajfa-456	204	1	2004	DATE
ajfa-456	204	2	taiwan	GPE
ajfa-456	205	1	3	CARDINAL
ajfa-456	205	2	2004	DATE
ajfa-456	205	3	taiwan	GPE
ajfa-456	206	1	taiwan	GPE
ajfa-456	207	1	3	CARDINAL
ajfa-456	208	1	2002/10/28	CARDINAL
ajfa-456	208	2	0.223733 0.006423 0.009225	MONEY
ajfa-456	208	3	0.515 0.659	CARDINAL
ajfa-456	208	4	0.001783	MONEY
ajfa-456	208	5	2004/3/29	GPE
ajfa-456	208	6	0.167873	CARDINAL
ajfa-456	208	7	0.001275	MONEY
ajfa-456	208	8	-0.25 2.517	CARDINAL
ajfa-456	208	9	0.075	MONEY
ajfa-456	208	10	5%	PERCENT
ajfa-456	209	1	4.2	CARDINAL
ajfa-456	209	2	asian	NORP
ajfa-456	209	3	finance & accounting	ORG
ajfa-456	209	4	2010	DATE
ajfa-456	209	5	2	CARDINAL
ajfa-456	209	6	2	CARDINAL
ajfa-456	210	1	1996	DATE
ajfa-456	211	1	1993	DATE
ajfa-456	212	1	traders6	EVENT
ajfa-456	214	1	previous-day	DATE
ajfa-456	214	2	3	CARDINAL
ajfa-456	215	1	the previous-day	DATE
ajfa-456	215	2	1	CARDINAL
ajfa-456	217	1	6	CARDINAL
ajfa-456	217	2	previous-day	DATE
ajfa-456	217	3	previous-day	DATE
ajfa-456	219	1	t,2	GPE
ajfa-456	220	1	4	CARDINAL
ajfa-456	221	1	a previous-day	DATE
ajfa-456	221	2	1%	PERCENT
ajfa-456	221	3	taiwan	GPE
ajfa-456	221	4	1993	DATE
ajfa-456	222	1	1995	DATE
ajfa-456	222	2	1999, 2000	DATE
ajfa-456	222	3	nofsinger	ORG
ajfa-456	222	4	1999	DATE
ajfa-456	222	5	sias et al	PERSON
ajfa-456	223	1	2002	DATE
ajfa-456	224	1	1%	PERCENT
ajfa-456	225	1	4	CARDINAL
ajfa-456	226	1	current-day	DATE
ajfa-456	226	2	previous-day	DATE
ajfa-456	226	3	previous-day	DATE
ajfa-456	227	1	previous-day	DATE
ajfa-456	227	2	1	CARDINAL
ajfa-456	227	3	previous-day	DATE
ajfa-456	227	4	2	CARDINAL
ajfa-456	227	5	2r	CARDINAL
ajfa-456	227	6	15.31%	PERCENT
ajfa-456	227	7	61.746	CARDINAL
ajfa-456	231	1	6	CARDINAL
ajfa-456	231	2	1993	DATE
ajfa-456	231	3	1995	DATE
ajfa-456	231	4	wermers	ORG
ajfa-456	231	5	1999	DATE
ajfa-456	231	6	2000	DATE
ajfa-456	231	7	nofsinger	ORG
ajfa-456	231	8	1999	DATE
ajfa-456	231	9	cai et al.	PERSON
ajfa-456	231	10	2000	DATE
ajfa-456	231	11	2002	DATE
ajfa-456	232	1	asian journal of finance & accounting	ORG
ajfa-456	232	2	2010	DATE
ajfa-456	232	3	2	CARDINAL
ajfa-456	232	4	2	CARDINAL
ajfa-456	232	5	1%	PERCENT
ajfa-456	234	1	previous-day	DATE
ajfa-456	234	2	previous-day	DATE
ajfa-456	234	3	48%	PERCENT
ajfa-456	235	1	1%	PERCENT
ajfa-456	235	2	two	CARDINAL
ajfa-456	236	1	taiwan	GPE
ajfa-456	236	2	taiwan	GPE
ajfa-456	237	1	4.3	CARDINAL
ajfa-456	237	2	1999	DATE
ajfa-456	237	3	2004	DATE
ajfa-456	241	1	five	CARDINAL
ajfa-456	241	2	each day	DATE
ajfa-456	243	1	5	CARDINAL
ajfa-456	243	2	the previous-day	DATE
ajfa-456	243	3	same-day	DATE
ajfa-456	243	4	the next-day	DATE
ajfa-456	244	1	1%	PERCENT
ajfa-456	245	1	the previous-day	DATE
ajfa-456	245	2	same-day	DATE
ajfa-456	245	3	the next-day	DATE
ajfa-456	246	1	1995	DATE
ajfa-456	246	2	1999, 2000	DATE
ajfa-456	246	3	nofsinger	ORG
ajfa-456	246	4	1999	DATE
ajfa-456	246	5	sias et al	PERSON
ajfa-456	247	1	2002	DATE
ajfa-456	247	2	2004	DATE
ajfa-456	248	1	5	CARDINAL
ajfa-456	249	1	previous-day	DATE
ajfa-456	249	2	next-day	DATE
ajfa-456	249	3	next-2-day	DATE
ajfa-456	249	4	next-10-day	DATE
ajfa-456	249	5	0.1570 （47.932）	WORK_OF_ART
ajfa-456	251	1	51.933	CARDINAL
ajfa-456	252	1	0.0927	CARDINAL
ajfa-456	252	2	26.182	CARDINAL
ajfa-456	253	1	9.004	CARDINAL
ajfa-456	255	1	0.025	CARDINAL
ajfa-456	255	2	5.710	CARDINAL
ajfa-456	256	1	0.007	CARDINAL
ajfa-456	256	2	finance & accounting	ORG
ajfa-456	256	3	2010	DATE
ajfa-456	256	4	2	CARDINAL
ajfa-456	256	5	2	CARDINAL
ajfa-456	256	6	1%	PERCENT
ajfa-456	258	1	nofsinger	ORG
ajfa-456	258	2	1999	DATE
ajfa-456	258	3	2004	DATE
ajfa-456	260	1	taiwan	GPE
ajfa-456	261	1	4.4	CARDINAL
ajfa-456	265	1	1992	DATE
ajfa-456	266	1	1994	DATE
ajfa-456	267	1	taiwan	GPE
ajfa-456	269	1	1999	DATE
ajfa-456	269	2	2004	DATE
ajfa-456	275	1	the previous day	DATE
ajfa-456	275	2	the previous day	DATE
ajfa-456	277	1	4	CARDINAL
ajfa-456	277	2	t	GPE
ajfa-456	278	1	two	CARDINAL
ajfa-456	278	2	asian	NORP
ajfa-456	278	3	finance & accounting	ORG
ajfa-456	278	4	2010	DATE
ajfa-456	278	5	2	CARDINAL
ajfa-456	278	6	2	CARDINAL
ajfa-456	282	1	the previous day	DATE
ajfa-456	282	2	the previous day	DATE
ajfa-456	282	3	6	CARDINAL
ajfa-456	282	4	6	CARDINAL
ajfa-456	282	5	previous-day	DATE
ajfa-456	282	6	0.1137	CARDINAL
ajfa-456	282	7	64.47955	CARDINAL
ajfa-456	284	1	0.0096 （26.44624	CARDINAL
ajfa-456	285	1	2	CARDINAL
ajfa-456	285	2	59.76591	CARDINAL
ajfa-456	286	1	0.0074 （23.67362	CARDINAL
ajfa-456	287	1	3 0.0838	CARDINAL
ajfa-456	287	2	57.12935	CARDINAL
ajfa-456	289	1	0.0051	CARDINAL
ajfa-456	289	2	19.20106	CARDINAL
ajfa-456	290	1	4	CARDINAL
ajfa-456	290	2	59.96285	CARDINAL
ajfa-456	292	1	21.39148	CARDINAL
ajfa-456	293	1	57.51551	CARDINAL
ajfa-456	295	1	0.0031	CARDINAL
ajfa-456	295	2	18.82660	CARDINAL
ajfa-456	297	1	22.11059	CARDINAL
ajfa-456	297	2	0.000 16.6242	CARDINAL
ajfa-456	297	3	1%	PERCENT
ajfa-456	299	1	6	CARDINAL
ajfa-456	301	1	anova	ORG
ajfa-456	301	2	1%	PERCENT
ajfa-456	301	3	u.s.	ORG
ajfa-456	301	4	1992	DATE
ajfa-456	301	5	wermers	ORG
ajfa-456	301	6	1999	DATE
ajfa-456	301	7	2004	DATE
ajfa-456	302	1	one	CARDINAL
ajfa-456	302	2	asian journal of finance & accounting	ORG
ajfa-456	302	3	2010	DATE
ajfa-456	302	4	2	CARDINAL
ajfa-456	302	5	2	CARDINAL
ajfa-456	304	1	taiwan	GPE
ajfa-456	306	1	5	CARDINAL
ajfa-456	306	2	three	CARDINAL
ajfa-456	306	3	taiwan	GPE
ajfa-456	307	1	daily	DATE
ajfa-456	309	1	taiwan	GPE
ajfa-456	310	1	taiwan	GPE
ajfa-456	315	1	2004	DATE
ajfa-456	315	2	taiwan	GPE
ajfa-456	316	1	one	CARDINAL
ajfa-456	316	2	the week	DATE
ajfa-456	316	3	2004	DATE
ajfa-456	316	4	taiwan	GPE
ajfa-456	317	1	taiwan	GPE
ajfa-456	318	1	taiwan	GPE
ajfa-456	319	1	between previous-day	DATE
ajfa-456	319	2	previous-day	DATE
ajfa-456	319	3	previous-day	DATE
ajfa-456	323	1	taiwan	GPE
ajfa-456	324	1	asian	NORP
ajfa-456	324	2	finance & accounting	ORG
ajfa-456	324	3	2010	DATE
ajfa-456	324	4	2	CARDINAL
ajfa-456	324	5	2	CARDINAL
ajfa-456	325	1	period7	PERSON
ajfa-456	326	1	taiwan	GPE
ajfa-456	327	1	agudo	GPE
ajfa-456	327	2	l. f.	PERSON
ajfa-456	327	3	sarto	ORG
ajfa-456	327	4	j. l.	PERSON
ajfa-456	327	5	2008	DATE
ajfa-456	328	1	spanish	NORP
ajfa-456	329	1	15	CARDINAL
ajfa-456	329	2	573	CARDINAL
ajfa-456	329	3	c., & sarto	ORG
ajfa-456	329	4	j. l.	PERSON
ajfa-456	329	5	2009	DATE
ajfa-456	331	1	19	DATE
ajfa-456	331	2	1649-1659	DATE
ajfa-456	331	3	banerjee	GPE
ajfa-456	331	4	a. v.	PERSON
ajfa-456	331	5	1992	DATE
ajfa-456	333	1	quarterly	DATE
ajfa-456	333	2	107	CARDINAL
ajfa-456	333	3	797	CARDINAL
ajfa-456	333	4	s.	PERSON
ajfa-456	333	5	hirshleifer	PERSON
ajfa-456	333	6	d., & welch	ORG
ajfa-456	333	7	i.	PERSON
ajfa-456	333	8	1992	DATE
ajfa-456	335	1	100	CARDINAL
ajfa-456	335	2	992	CARDINAL
ajfa-456	335	3	kaul	PERSON
ajfa-456	335	4	& zheng	PERSON
ajfa-456	335	5	2000	DATE
ajfa-456	337	1	university of michigan choe, h., kho	ORG
ajfa-456	337	2	b. c.	PERSON
ajfa-456	337	3	r. m.	PERSON
ajfa-456	337	4	1999	DATE
ajfa-456	339	1	korean	NORP
ajfa-456	339	2	1997	DATE
ajfa-456	340	1	journal of financial economics	ORG
ajfa-456	340	2	54	DATE
ajfa-456	340	3	227	CARDINAL
ajfa-456	340	4	h., kho	PERSON
ajfa-456	340	5	b. c.	PERSON
ajfa-456	340	6	r. m.	PERSON
ajfa-456	340	7	2001	DATE
ajfa-456	342	1	8073	DATE
ajfa-456	342	2	w. g.	PERSON
ajfa-456	342	3	r. d.	PERSON
ajfa-456	342	4	1995	DATE
ajfa-456	344	1	51	CARDINAL
ajfa-456	344	2	31	CARDINAL
ajfa-456	344	3	m., & robertson	ORG
ajfa-456	344	4	2001	DATE
ajfa-456	346	1	journal of financial economics	ORG
ajfa-456	346	2	59	DATE
ajfa-456	346	3	413	CARDINAL
ajfa-456	346	4	r., & kutan	ORG
ajfa-456	346	5	a. m.	PERSON
ajfa-456	346	6	2006	DATE
ajfa-456	347	1	chinese	NORP
ajfa-456	348	1	journal of international financial markets	ORG
ajfa-456	348	2	16	CARDINAL
ajfa-456	348	3	123	CARDINAL
ajfa-456	348	4	e. g.	PERSON
ajfa-456	348	5	1996	DATE
ajfa-456	350	1	51	CARDINAL
ajfa-456	350	2	111	CARDINAL
ajfa-456	350	3	k. a.	PERSON
ajfa-456	350	4	scharfstein	PERSON
ajfa-456	350	5	d. s.	PERSON
ajfa-456	350	6	j. c.	PERSON
ajfa-456	350	7	1992	DATE
ajfa-456	352	1	47	DATE
ajfa-456	352	2	1461-1484	CARDINAL
ajfa-456	352	3	k. c.	PERSON
ajfa-456	352	4	mathur, i., & peterson	ORG
ajfa-456	352	5	m. a.	PERSON
ajfa-456	352	6	2004	DATE
ajfa-456	353	1	two	CARDINAL
ajfa-456	353	2	2002–2004	CARDINAL
ajfa-456	353	3	two	CARDINAL
ajfa-456	354	1	1%	PERCENT
ajfa-456	355	1	5%	PERCENT
ajfa-456	355	2	the year 2000	DATE
ajfa-456	355	3	all other years	DATE
ajfa-456	356	1	asian journal of finance & accounting	ORG
ajfa-456	356	2	2010	DATE
ajfa-456	356	3	2	CARDINAL
ajfa-456	356	4	2	CARDINAL
ajfa-456	356	5	www.macrothink.org/ajfa 18	DATE
ajfa-456	357	1	11	CARDINAL
ajfa-456	357	2	681	CARDINAL
ajfa-456	357	3	m. t., & gebka	PERSON
ajfa-456	357	4	b.	PERSON
ajfa-456	357	5	2009	DATE
ajfa-456	359	1	poland	GPE
ajfa-456	360	1	18	CARDINAL
ajfa-456	360	2	212	CARDINAL
ajfa-456	360	3	p. a.	ORG
ajfa-456	360	4	2001	DATE
ajfa-456	362	1	quarterly	DATE
ajfa-456	362	2	116	CARDINAL
ajfa-456	362	3	229	CARDINAL
ajfa-456	362	4	m., & titman	ORG
ajfa-456	362	5	s.	PERSON
ajfa-456	362	6	1993	DATE
ajfa-456	364	1	66	CARDINAL
ajfa-456	364	2	47	CARDINAL
ajfa-456	364	3	titman	PERSON
ajfa-456	364	4	s., & wermers	ORG
ajfa-456	364	5	s. (1995	ORG
ajfa-456	366	1	american	NORP
ajfa-456	366	2	85	DATE
ajfa-456	366	3	1088	CARDINAL
ajfa-456	366	4	m., & keloharju	ORG
ajfa-456	366	5	m. (	PERSON
ajfa-456	366	6	2000	DATE
ajfa-456	367	1	finland	GPE
ajfa-456	368	1	journal of financial economics	ORG
ajfa-456	368	2	55	DATE
ajfa-456	368	3	43	CARDINAL
ajfa-456	368	4	j., & miller	ORG
ajfa-456	368	5	m. h. (	PERSON
ajfa-456	368	6	1988	DATE
ajfa-456	370	1	43	CARDINAL
ajfa-456	370	2	617	CARDINAL
ajfa-456	370	3	hatemi-j	ORG
ajfa-456	370	4	e. d.	PERSON
ajfa-456	370	5	2004	DATE
ajfa-456	372	1	chinese	NORP
ajfa-456	373	1	journal of international financial markets	ORG
ajfa-456	373	2	14	DATE
ajfa-456	373	3	281	CARDINAL
ajfa-456	373	4	d.	NORP
ajfa-456	373	5	subrahmanyam	GPE
ajfa-456	373	6	a., & titman	ORG
ajfa-456	373	7	s.	PERSON
ajfa-456	373	8	1994	DATE
ajfa-456	375	1	49	DATE
ajfa-456	375	2	1665-1698	CARDINAL
ajfa-456	375	3	s., & salmon	ORG
ajfa-456	375	4	2004	DATE
ajfa-456	377	1	11	CARDINAL
ajfa-456	377	2	585	CARDINAL
ajfa-456	377	3	n., & titman	ORG
ajfa-456	377	4	s.	PERSON
ajfa-456	377	5	1993	DATE
ajfa-456	379	1	48	DATE
ajfa-456	379	2	65	CARDINAL
ajfa-456	379	3	kim	PERSON
ajfa-456	379	4	w.	PERSON
ajfa-456	379	5	& wei	PERSON
ajfa-456	379	6	s. j. (	PERSON
ajfa-456	379	7	2002	DATE
ajfa-456	381	1	journal of international economics	ORG
ajfa-456	381	2	56	CARDINAL
ajfa-456	381	3	77-96	DATE
ajfa-456	381	4	a. s.	PERSON
ajfa-456	381	5	1985	DATE
ajfa-456	383	1	econometrica	PERSON
ajfa-456	383	2	53	DATE
ajfa-456	383	3	1315	CARDINAL
ajfa-456	383	4	j., shleifer,	ORG
ajfa-456	383	5	a., & vishny	ORG
ajfa-456	383	6	r. w.	PERSON
ajfa-456	383	7	1992	DATE
ajfa-456	385	1	journal of financial economics	ORG
ajfa-456	385	2	32	DATE
ajfa-456	385	3	23-43 li	TIME
ajfa-456	385	4	c. a.	PERSON
ajfa-456	385	5	2005	DATE
ajfa-456	386	1	taiwan	GPE
ajfa-456	387	1	taiwan academy of management journal	ORG
ajfa-456	387	2	5	CARDINAL
ajfa-456	387	3	231	CARDINAL
ajfa-456	387	4	j., & serra	ORG
ajfa-456	387	5	a. p.	PERSON
ajfa-456	387	6	2002	DATE
ajfa-456	388	1	portuguese	NORP
ajfa-456	389	1	second	ORDINAL
ajfa-456	389	2	portuguese	NORP
ajfa-456	390	1	montgomery	GPE
ajfa-456	390	2	j. d.	PERSON
ajfa-456	390	3	1991	DATE
ajfa-456	392	1	american	NORP
ajfa-456	392	2	81	DATE
ajfa-456	392	3	1408	CARDINAL
ajfa-456	392	4	j. r., & sias	ORG
ajfa-456	392	5	r. w.	PERSON
ajfa-456	392	6	1999	DATE
ajfa-456	393	1	asian	NORP
ajfa-456	393	2	finance & accounting	ORG
ajfa-456	393	3	2010	DATE
ajfa-456	393	4	2	CARDINAL
ajfa-456	393	5	2	CARDINAL
ajfa-456	394	1	54	DATE
ajfa-456	394	2	2263	CARDINAL
ajfa-456	394	3	r. r.	PERSON
ajfa-456	394	4	2001	DATE
ajfa-456	396	1	2	CARDINAL
ajfa-456	396	2	120	CARDINAL
ajfa-456	396	3	d. s.	PERSON
ajfa-456	396	4	j. c.	PERSON
ajfa-456	396	5	1990	DATE
ajfa-456	398	1	american	NORP
ajfa-456	398	2	80	DATE
ajfa-456	398	3	465	CARDINAL
ajfa-456	398	4	r. j.	PERSON
ajfa-456	398	5	fumiko	PERSON
ajfa-456	398	6	k. y.,	PERSON
ajfa-456	398	7	1996	DATE
ajfa-456	401	1	78	CARDINAL
ajfa-456	401	2	156	CARDINAL
ajfa-456	401	3	r. w.	PERSON
ajfa-456	401	4	2004	DATE
ajfa-456	403	1	17	CARDINAL
ajfa-456	403	2	165	CARDINAL
ajfa-456	403	3	r. w.	PERSON
ajfa-456	403	4	starks	PERSON
ajfa-456	403	5	l. t., & titman	PERSON
ajfa-456	403	6	s.	PERSON
ajfa-456	403	7	2002	DATE
ajfa-456	405	1	washington state university and university of texas	ORG
ajfa-456	406	1	m., kim	PERSON
ajfa-456	406	2	d., &	ORG
ajfa-456	406	3	2009	DATE
ajfa-456	408	1	asia-pacific journal	LOC
ajfa-456	408	2	38	CARDINAL
ajfa-456	408	3	545	CARDINAL
ajfa-456	408	4	d., & johansen	ORG
ajfa-456	408	5	1997	DATE
ajfa-456	410	1	245	CARDINAL
ajfa-456	410	2	411	CARDINAL
ajfa-456	410	3	t., chiang	GPE
ajfa-456	410	4	t. c.	GPE
ajfa-456	410	5	mason	GPE
ajfa-456	410	6	j. r., & nelling	PERSON
ajfa-456	410	7	2008	DATE
ajfa-456	411	1	chinese	NORP
ajfa-456	412	1	pacific-basin finance journal	ORG
ajfa-456	412	2	16	CARDINAL
ajfa-456	412	3	61	CARDINAL
ajfa-456	412	4	s., & bohl	ORG
ajfa-456	412	5	m.t.	GPE
ajfa-456	412	6	2005	DATE
ajfa-456	413	1	polish	NORP
ajfa-456	414	1	journal of business finance	ORG
ajfa-456	414	2	32	CARDINAL
ajfa-456	414	3	1537	CARDINAL
ajfa-456	414	4	a., & weber	ORG
ajfa-456	414	5	f. m.	PERSON
ajfa-456	414	6	2006	DATE
ajfa-456	415	1	german	NORP
ajfa-456	416	1	european financial management	ORG
ajfa-456	416	2	12	CARDINAL
ajfa-456	416	3	375	CARDINAL
ajfa-456	416	4	i.	PERSON
ajfa-456	416	5	1992	DATE
ajfa-456	418	1	54	DATE
ajfa-456	418	2	695	CARDINAL
ajfa-456	418	3	r.	PERSON
ajfa-456	418	4	1999	DATE
ajfa-456	420	1	54	DATE
ajfa-456	420	2	581	CARDINAL
ajfa-456	420	3	r.	PERSON
ajfa-456	420	4	2000	DATE
ajfa-456	422	1	55	DATE
ajfa-456	422	2	1655-1695	DATE
ajfa-456	422	3	s.	PERSON
ajfa-456	422	4	2005	DATE
ajfa-456	423	1	uk	GPE
ajfa-456	424	1	78	CARDINAL
ajfa-456	424	2	381	CARDINAL
ajfa-456	424	3	r. t.	PERSON
ajfa-456	424	4	r. n.	PERSON
ajfa-456	424	5	2008	DATE
ajfa-456	426	1	26	CARDINAL
ajfa-456	426	2	110	CARDINAL
ajfa-456	427	1	http://creativecommons.org/licenses/by/3.0/	ORG