id	sid	eid	entity	type
ajfa-469	1	1	microsoft	ORG
ajfa-469	1	2	469-3514	CARDINAL
ajfa-469	1	3	asian	NORP
ajfa-469	1	4	finance & accounting	ORG
ajfa-469	1	5	2010	DATE
ajfa-469	1	6	2	CARDINAL
ajfa-469	1	7	2	CARDINAL
ajfa-469	1	8	55	CARDINAL
ajfa-469	1	9	indian	NORP
ajfa-469	1	10	srikanth parthasarathy	GPE
ajfa-469	1	11	loyola institute of business administration university	ORG
ajfa-469	1	12	loyola	GPE
ajfa-469	1	13	chennai-34	ORG
ajfa-469	1	14	india	GPE
ajfa-469	1	15	91	CARDINAL
ajfa-469	1	16	909-413	CARDINAL
ajfa-469	1	17	2010-09-16	DATE
ajfa-469	1	18	2011-05	DATE
ajfa-469	1	19	the recent period 1999-2010	DATE
ajfa-469	1	20	indian	NORP
ajfa-469	6	1	indian	NORP
ajfa-469	6	2	jel classification	ORG
ajfa-469	6	3	g14	ORG
ajfa-469	6	4	g15	GPE
ajfa-469	6	5	asian	NORP
ajfa-469	6	6	finance & accounting	ORG
ajfa-469	6	7	2010	DATE
ajfa-469	6	8	2	CARDINAL
ajfa-469	6	9	2	CARDINAL
ajfa-469	6	10	56	CARDINAL
ajfa-469	6	11	the past decades	DATE
ajfa-469	12	1	two	CARDINAL
ajfa-469	13	1	first	ORDINAL
ajfa-469	17	1	1986	DATE
ajfa-469	19	1	1986	DATE
ajfa-469	21	1	second	ORDINAL
ajfa-469	23	1	two	CARDINAL
ajfa-469	24	1	johnson	PERSON
ajfa-469	24	2	1991	DATE
ajfa-469	25	1	denis et al	PERSON
ajfa-469	25	2	2003	DATE
ajfa-469	25	3	chen et al	PERSON
ajfa-469	25	4	2004	DATE
ajfa-469	26	1	amihud	PERSON
ajfa-469	26	2	mendelson	ORG
ajfa-469	26	3	1986	DATE
ajfa-469	26	4	1998	DATE
ajfa-469	28	1	chen et al	PERSON
ajfa-469	28	2	2004	DATE
ajfa-469	28	3	the asian journal of finance & accounting issn	ORG
ajfa-469	28	4	2010	DATE
ajfa-469	28	5	2	CARDINAL
ajfa-469	28	6	2	CARDINAL
ajfa-469	28	7	57	CARDINAL
ajfa-469	31	1	india	GPE
ajfa-469	32	1	indian	NORP
ajfa-469	32	2	indian	NORP
ajfa-469	32	3	4th	ORDINAL
ajfa-469	32	4	asia	LOC
ajfa-469	32	5	$ 1050 bn	MONEY
ajfa-469	32	6	2008	DATE
ajfa-469	32	7	$ 645 bn	MONEY
ajfa-469	32	8	the year	DATE
ajfa-469	32	9	2008	DATE
ajfa-469	34	1	indian	NORP
ajfa-469	34	2	indian	NORP
ajfa-469	34	3	market1	ORG
ajfa-469	37	1	indian	NORP
ajfa-469	37	2	two	CARDINAL
ajfa-469	37	3	date’(ad	PERSON
ajfa-469	39	1	india	GPE
ajfa-469	40	1	two	CARDINAL
ajfa-469	41	1	first	ORDINAL
ajfa-469	41	2	indian	NORP
ajfa-469	43	1	second	ORDINAL
ajfa-469	44	1	third	ORDINAL
ajfa-469	45	1	fourth	ORDINAL
ajfa-469	45	2	fifth	ORDINAL
ajfa-469	46	1	2	CARDINAL
ajfa-469	47	1	first	ORDINAL
ajfa-469	48	1	1986	DATE
ajfa-469	48	2	1976-1983	DATE
ajfa-469	48	3	2.37%	PERCENT
ajfa-469	48	4	1 chakrabarti(2002	PERCENT
ajfa-469	49	1	asian journal of finance & accounting	ORG
ajfa-469	49	2	2010	DATE
ajfa-469	49	3	2	CARDINAL
ajfa-469	49	4	2	CARDINAL
ajfa-469	49	5	58	CARDINAL
ajfa-469	50	1	lynch	ORG
ajfa-469	50	2	mendenhall (	ORG
ajfa-469	50	3	1997	DATE
ajfa-469	50	4	1990-1995	DATE
ajfa-469	52	1	wurgler	ORG
ajfa-469	52	2	2002	DATE
ajfa-469	53	1	harris	PERSON
ajfa-469	53	2	1986	DATE
ajfa-469	53	3	500	CARDINAL
ajfa-469	53	4	1976-1983	DATE
ajfa-469	53	5	3.13%	PERCENT
ajfa-469	54	1	elliot	PERSON
ajfa-469	54	2	warr	PERSON
ajfa-469	54	3	2003	DATE
ajfa-469	55	1	2002	DATE
ajfa-469	55	2	100	CARDINAL
ajfa-469	55	3	the period 1992	DATE
ajfa-469	55	4	1999	DATE
ajfa-469	57	1	comovement2	ORG
ajfa-469	58	1	vijh	PERSON
ajfa-469	58	2	1994	DATE
ajfa-469	59	1	barberis	PERSON
ajfa-469	59	2	2005	DATE
ajfa-469	59	3	markets3	ORG
ajfa-469	63	1	johnson(1991	CARDINAL
ajfa-469	64	1	denis et al	PERSON
ajfa-469	65	1	2003	DATE
ajfa-469	66	1	chen et al	PERSON
ajfa-469	66	2	2004	DATE
ajfa-469	66	3	the period 1976	DATE
ajfa-469	66	4	2000	DATE
ajfa-469	68	1	bhenish	NORP
ajfa-469	68	2	whaley (1996	ORG
ajfa-469	68	3	1986-1994	DATE
ajfa-469	69	1	2009	DATE
ajfa-469	71	1	burcu hadicebel	PERSON
ajfa-469	71	2	2008	DATE
ajfa-469	71	3	2002	DATE
ajfa-469	72	1	kumar	PERSON
ajfa-469	72	2	2005	DATE
ajfa-469	72	3	2	CARDINAL
ajfa-469	74	1	3	CARDINAL
ajfa-469	75	1	asian journal of finance & accounting	ORG
ajfa-469	75	2	2010	DATE
ajfa-469	75	3	2	CARDINAL
ajfa-469	75	4	2	CARDINAL
ajfa-469	75	5	59	CARDINAL
ajfa-469	75	6	indian	NORP
ajfa-469	75	7	the period 1998 2003	DATE
ajfa-469	75	8	1.47%	PERCENT
ajfa-469	76	1	li	PERSON
ajfa-469	76	2	2009	DATE
ajfa-469	76	3	chinese	NORP
ajfa-469	77	1	chinese	NORP
ajfa-469	78	1	3	CARDINAL
ajfa-469	78	2	3.1	CARDINAL
ajfa-469	78	3	the national stock exchange	ORG
ajfa-469	78	4	india	GPE
ajfa-469	78	5	the year 1996	DATE
ajfa-469	80	1	50	CARDINAL
ajfa-469	80	2	nearly 65%	PERCENT
ajfa-469	80	3	december 2009	DATE
ajfa-469	82	1	every six months	DATE
ajfa-469	82	2	six weeks	DATE
ajfa-469	83	1	below 50%	PERCENT
ajfa-469	84	1	3.2	CARDINAL
ajfa-469	84	2	1999 2010	DATE
ajfa-469	84	3	india	GPE
ajfa-469	85	1	1998	DATE
ajfa-469	86	1	daily	DATE
ajfa-469	86	2	www.nse-india.com	ORG
ajfa-469	86	3	daily	DATE
ajfa-469	86	4	daily	DATE
ajfa-469	87	1	appendix 3	PERSON
ajfa-469	87	2	trading days	DATE
ajfa-469	87	3	between 19992010	DATE
ajfa-469	90	1	at least six months	DATE
ajfa-469	91	1	at least 5	CARDINAL
ajfa-469	92	1	54	DATE
ajfa-469	92	2	1999-2010	DATE
ajfa-469	93	1	38	CARDINAL
ajfa-469	94	1	1	CARDINAL
ajfa-469	95	1	the recent 11 year	DATE
ajfa-469	95	2	indian	NORP
ajfa-469	96	1	two	CARDINAL
ajfa-469	96	2	1999 2006	DATE
ajfa-469	96	3	2007	DATE
ajfa-469	96	4	2010	DATE
ajfa-469	98	1	3.3	CARDINAL
ajfa-469	98	2	the asian journal of finance & accounting	ORG
ajfa-469	98	3	2010	DATE
ajfa-469	98	4	2	CARDINAL
ajfa-469	98	5	2	CARDINAL
ajfa-469	99	1	daily	DATE
ajfa-469	99	2	day	DATE
ajfa-469	99	3	mendenhall(1998	ORG
ajfa-469	102	1	the number of days	DATE
ajfa-469	105	1	daily	DATE
ajfa-469	105	2	rt	ORG
ajfa-469	105	3	1	CARDINAL
ajfa-469	106	1	2	CARDINAL
ajfa-469	106	2	rit	ORG
ajfa-469	106	3	day	DATE
ajfa-469	107	1	3.4	CARDINAL
ajfa-469	107	2	gurel(1986	GPE
ajfa-469	108	1	3	CARDINAL
ajfa-469	108	2	vi	PERSON
ajfa-469	108	3	ad-10	NORP
ajfa-469	109	1	daily	DATE
ajfa-469	110	1	ratio4	PERSON
ajfa-469	112	1	3.5	CARDINAL
ajfa-469	112	2	amihud(2002	ORG
ajfa-469	113	1	4	CARDINAL
ajfa-469	113	2	daily	DATE
ajfa-469	113	3	rit	ORG
ajfa-469	113	4	daily	DATE
ajfa-469	114	1	ad-10	NORP
ajfa-469	116	1	4	CARDINAL
ajfa-469	117	1	daily	DATE
ajfa-469	117	2	daily	DATE
ajfa-469	119	1	asian journal of finance & accounting	ORG
ajfa-469	119	2	2010	DATE
ajfa-469	119	3	2	CARDINAL
ajfa-469	119	4	2	CARDINAL
ajfa-469	119	5	1999	DATE
ajfa-469	120	1	two	CARDINAL
ajfa-469	121	1	the day	DATE
ajfa-469	121	2	trading hours	TIME
ajfa-469	121	3	the next day	DATE
ajfa-469	121	4	us	GPE
ajfa-469	121	5	between 5 to 31	CARDINAL
ajfa-469	121	6	approximately 25	CARDINAL
ajfa-469	121	7	median	ORG
ajfa-469	121	8	27 days	DATE
ajfa-469	122	1	10 days	DATE
ajfa-469	122	2	60 days	DATE
ajfa-469	123	1	1	CARDINAL
ajfa-469	123	2	ad-10	NORP
ajfa-469	124	1	2	CARDINAL
ajfa-469	124	2	window5	PERSON
ajfa-469	124	3	3	CARDINAL
ajfa-469	124	4	ed-1	CARDINAL
ajfa-469	125	1	4	CARDINAL
ajfa-469	125	2	ed	PERSON
ajfa-469	126	1	5	CARDINAL
ajfa-469	126	2	ending day	DATE
ajfa-469	126	3	lynch	ORG
ajfa-469	126	4	mendenhall, 1997	ORG
ajfa-469	127	1	6	CARDINAL
ajfa-469	129	1	lynch	ORG
ajfa-469	129	2	1997	DATE
ajfa-469	129	3	ending day	DATE
ajfa-469	129	4	the day	DATE
ajfa-469	131	1	the earliest day	DATE
ajfa-469	131	2	all the days	DATE
ajfa-469	131	3	that day	DATE
ajfa-469	132	1	error6	ORG
ajfa-469	133	1	mendenhall, 1997	ORG
ajfa-469	134	1	3.7	CARDINAL
ajfa-469	134	2	firstly	ORDINAL
ajfa-469	134	3	between the event days	DATE
ajfa-469	136	1	5	CARDINAL
ajfa-469	137	1	5	CARDINAL
ajfa-469	138	1	0	CARDINAL
ajfa-469	138	2	more than 50%	PERCENT
ajfa-469	139	1	6	CARDINAL
ajfa-469	139	2	7	CARDINAL
ajfa-469	140	1	asian	NORP
ajfa-469	140	2	finance & accounting	ORG
ajfa-469	140	3	2010	DATE
ajfa-469	140	4	2	CARDINAL
ajfa-469	140	5	2	CARDINAL
ajfa-469	140	6	62	CARDINAL
ajfa-469	140	7	between the event days and other days	DATE
ajfa-469	141	1	secondly	ORDINAL
ajfa-469	141	2	shliefer(1986	PRODUCT
ajfa-469	142	1	6	CARDINAL
ajfa-469	142	2	abret	GPE
ajfa-469	142	3	ad-10	NORP
ajfa-469	144	1	day	DATE
ajfa-469	144	2	zero	CARDINAL
ajfa-469	145	1	ad-10	NORP
ajfa-469	148	1	4	CARDINAL
ajfa-469	148	2	4.1	CARDINAL
ajfa-469	149	1	1	CARDINAL
ajfa-469	150	1	1999-2010	DATE
ajfa-469	150	2	2.94%	PERCENT
ajfa-469	150	3	1%	PERCENT
ajfa-469	151	1	the period 1999 2010	DATE
ajfa-469	152	1	1999-2006	DATE
ajfa-469	152	2	1.67%	PERCENT
ajfa-469	152	3	2007-2010	DATE
ajfa-469	152	4	economically8	PERSON
ajfa-469	152	5	5.11%	PERCENT
ajfa-469	153	1	1	CARDINAL
ajfa-469	154	1	8	CARDINAL
ajfa-469	155	1	asian journal of finance & accounting	ORG
ajfa-469	155	2	2010	DATE
ajfa-469	155	3	2	CARDINAL
ajfa-469	155	4	2	CARDINAL
ajfa-469	155	5	1	CARDINAL
ajfa-469	155	6	1999-2010	DATE
ajfa-469	156	1	38 1999 -2010 1999-2006	DATE
ajfa-469	156	2	2007-2010	DATE
ajfa-469	156	3	2.94%	PERCENT
ajfa-469	156	4	1.67%	PERCENT
ajfa-469	156	5	5.11%	PERCENT
ajfa-469	156	6	1,2,3	DATE
ajfa-469	156	7	2.918	CARDINAL
ajfa-469	156	8	0.003	CARDINAL
ajfa-469	156	9	0.13 0.001	CARDINAL
ajfa-469	156	10	+ 4	DATE
ajfa-469	156	11	+ 10	CARDINAL
ajfa-469	156	12	1.32%	PERCENT
ajfa-469	156	13	2.11%	PERCENT
ajfa-469	156	14	-0.02%	PERCENT
ajfa-469	156	15	day 4 to day	DATE
ajfa-469	156	16	10	CARDINAL
ajfa-469	156	17	1.326 1.602	CARDINAL
ajfa-469	156	18	0.096	CARDINAL
ajfa-469	156	19	0.508	CARDINAL
ajfa-469	156	20	+20	GPE
ajfa-469	156	21	20	CARDINAL
ajfa-469	156	22	0.856	CARDINAL
ajfa-469	156	23	0.786	CARDINAL
ajfa-469	156	24	1999-2010	DATE
ajfa-469	156	25	indian	NORP
ajfa-469	159	1	the day	DATE
ajfa-469	160	1	greater than zero	CARDINAL
ajfa-469	160	2	one	CARDINAL
ajfa-469	160	3	10%	PERCENT
ajfa-469	160	4	5%	PERCENT
ajfa-469	160	5	1%	PERCENT
ajfa-469	161	1	+ 3	DATE
ajfa-469	161	2	+ 10	DATE
ajfa-469	161	3	1.32%	PERCENT
ajfa-469	161	4	-1.87%	GPE
ajfa-469	163	1	20 days	DATE
ajfa-469	164	1	3.78%	PERCENT
ajfa-469	164	2	first	ORDINAL
ajfa-469	164	3	5.09%	PERCENT
ajfa-469	164	4	second	ORDINAL
ajfa-469	165	1	first	ORDINAL
ajfa-469	166	1	second	ORDINAL
ajfa-469	166	2	5.11%	PERCENT
ajfa-469	166	3	-0.02%	PERCENT
ajfa-469	167	1	first	ORDINAL
ajfa-469	167	2	2007-2010	DATE
ajfa-469	168	1	2	CARDINAL
ajfa-469	170	1	1999	DATE
ajfa-469	170	2	4.70%	PERCENT
ajfa-469	170	3	4.63%	PERCENT
ajfa-469	170	4	7.01%	PERCENT
ajfa-469	170	5	30 days	DATE
ajfa-469	170	6	60 days	DATE
ajfa-469	170	7	70 days	DATE
ajfa-469	171	1	asian journal of finance & accounting	ORG
ajfa-469	171	2	2010	DATE
ajfa-469	171	3	2	CARDINAL
ajfa-469	171	4	2	CARDINAL
ajfa-469	171	5	2	CARDINAL
ajfa-469	173	1	1999	DATE
ajfa-469	173	2	1999-2006	DATE
ajfa-469	173	3	2007-2010	DATE
ajfa-469	173	4	2.94%	PERCENT
ajfa-469	173	5	1.67%	PERCENT
ajfa-469	173	6	5.11%	PERCENT
ajfa-469	173	7	2.918	CARDINAL
ajfa-469	173	8	1.156 5.324	MONEY
ajfa-469	173	9	0.003	CARDINAL
ajfa-469	173	10	0.13 0.001	CARDINAL
ajfa-469	173	11	+ 30	DATE
ajfa-469	173	12	4.70%	PERCENT
ajfa-469	173	13	5.13%	PERCENT
ajfa-469	173	14	4.01%	PERCENT
ajfa-469	173	15	day 1 to day 30	DATE
ajfa-469	173	16	1.793	CARDINAL
ajfa-469	173	17	0.015	CARDINAL
ajfa-469	173	18	0.053	CARDINAL
ajfa-469	173	19	0.048	CARDINAL
ajfa-469	173	20	4.63%	PERCENT
ajfa-469	173	21	3.77%	PERCENT
ajfa-469	173	22	6.09%	PERCENT
ajfa-469	173	23	day 1 to day	DATE
ajfa-469	173	24	60	CARDINAL
ajfa-469	173	25	1.316	CARDINAL
ajfa-469	173	26	1.207	MONEY
ajfa-469	173	27	0.098	CARDINAL
ajfa-469	173	28	0.220	CARDINAL
ajfa-469	173	29	0.123	MONEY
ajfa-469	173	30	7.01%	PERCENT
ajfa-469	173	31	6.62%	PERCENT
ajfa-469	173	32	7.55%	PERCENT
ajfa-469	173	33	day 1 to day	DATE
ajfa-469	173	34	70	CARDINAL
ajfa-469	174	1	1.782	CARDINAL
ajfa-469	174	2	0.041	CARDINAL
ajfa-469	174	3	0.114 0.085	CARDINAL
ajfa-469	174	4	1999-2010	DATE
ajfa-469	174	5	indian	NORP
ajfa-469	177	1	greater than zero	CARDINAL
ajfa-469	177	2	one	CARDINAL
ajfa-469	177	3	10%	PERCENT
ajfa-469	177	4	5%	PERCENT
ajfa-469	177	5	1%	PERCENT
ajfa-469	178	1	at least 60	CARDINAL
ajfa-469	178	2	roughly three months	DATE
ajfa-469	179	1	asian journal of finance & accounting	ORG
ajfa-469	179	2	2010	DATE
ajfa-469	179	3	2	CARDINAL
ajfa-469	179	4	2	CARDINAL
ajfa-469	179	5	www.macrothink.org/ajfa 65	DATE
ajfa-469	179	6	1	CARDINAL
ajfa-469	180	1	day 0 to day	DATE
ajfa-469	181	1	1	CARDINAL
ajfa-469	181	2	2	CARDINAL
ajfa-469	182	1	1986	DATE
ajfa-469	184	1	70 days	DATE
ajfa-469	184	2	between 1999 and 2010	DATE
ajfa-469	186	1	indian	NORP
ajfa-469	188	1	4.2	CARDINAL
ajfa-469	188	2	3	CARDINAL
ajfa-469	190	1	1999	DATE
ajfa-469	190	2	2010	DATE
ajfa-469	192	1	0.2%	PERCENT
ajfa-469	194	1	1999-2006	DATE
ajfa-469	194	2	asian	NORP
ajfa-469	194	3	finance & accounting	ORG
ajfa-469	194	4	2010	DATE
ajfa-469	194	5	2	CARDINAL
ajfa-469	194	6	2	CARDINAL
ajfa-469	194	7	66	CARDINAL
ajfa-469	194	8	2007-2010	DATE
ajfa-469	194	9	1.41%	PERCENT
ajfa-469	195	1	lynch	ORG
ajfa-469	195	2	mendenhall(1987	GPE
ajfa-469	197	1	second	ORDINAL
ajfa-469	198	1	3	CARDINAL
ajfa-469	198	2	days	DATE
ajfa-469	198	3	38 1999-2010	DATE
ajfa-469	198	4	1999-2006	DATE
ajfa-469	198	5	2007-2010	DATE
ajfa-469	198	6	ad-10	NORP
ajfa-469	198	7	-1.93%	PERCENT
ajfa-469	198	8	0.220	MONEY
ajfa-469	198	9	2.94%	PERCENT
ajfa-469	198	10	1.67%	PERCENT
ajfa-469	198	11	5.11%	PERCENT
ajfa-469	199	1	68.42%	PERCENT
ajfa-469	199	2	2.918	CARDINAL
ajfa-469	199	3	0.003	CARDINAL
ajfa-469	199	4	0.13 0.001	CARDINAL
ajfa-469	199	5	0.20%	PERCENT
ajfa-469	199	6	1.41%	PERCENT
ajfa-469	199	7	0.026	CARDINAL
ajfa-469	199	8	0.480	MONEY
ajfa-469	199	9	0.979 0.635 0.337	MONEY
ajfa-469	199	10	day	DATE
ajfa-469	199	11	1.92%	PERCENT
ajfa-469	199	12	2.03%	PERCENT
ajfa-469	199	13	1.73%	PERCENT
ajfa-469	200	1	76.32%	PERCENT
ajfa-469	200	2	3.459	CARDINAL
ajfa-469	200	3	2.740 2.057	MONEY
ajfa-469	200	4	0.001	CARDINAL
ajfa-469	200	5	0.011	CARDINAL
ajfa-469	200	6	0.060	CARDINAL
ajfa-469	200	7	+ 4	DATE
ajfa-469	200	8	-0.89%	PERCENT
ajfa-469	200	9	0.299	CARDINAL
ajfa-469	200	10	4.70%	PERCENT
ajfa-469	200	11	1.68%	PERCENT
ajfa-469	200	12	10.35%	PERCENT
ajfa-469	200	13	1.275	CARDINAL
ajfa-469	200	14	2.028	CARDINAL
ajfa-469	200	15	1999-2010	DATE
ajfa-469	200	16	indian	NORP
ajfa-469	203	1	-2010	PERSON
ajfa-469	204	1	first	ORDINAL
ajfa-469	205	1	second	ORDINAL
ajfa-469	206	1	first	ORDINAL
ajfa-469	206	2	second	ORDINAL
ajfa-469	206	3	3,4	CARDINAL
ajfa-469	206	4	5	CARDINAL
ajfa-469	207	1	1%	PERCENT
ajfa-469	207	2	5% and 10%	PERCENT
ajfa-469	209	1	1.92%	PERCENT
ajfa-469	209	2	2.03%	PERCENT
ajfa-469	209	3	9	CARDINAL
ajfa-469	209	4	n=37	GPE
ajfa-469	209	5	31-05-2010	CARDINAL
ajfa-469	210	1	bank(sl	ORG
ajfa-469	210	2	08-04-2010	CARDINAL
ajfa-469	211	1	asian journal of finance & accounting	ORG
ajfa-469	211	2	2010	DATE
ajfa-469	211	3	2	CARDINAL
ajfa-469	211	4	2	CARDINAL
ajfa-469	211	5	first	ORDINAL
ajfa-469	211	6	1.73%	PERCENT
ajfa-469	211	7	second	ORDINAL
ajfa-469	212	1	1%	PERCENT
ajfa-469	212	2	first	ORDINAL
ajfa-469	212	3	second	ORDINAL
ajfa-469	212	4	5%	PERCENT
ajfa-469	212	5	10%	PERCENT
ajfa-469	213	1	76.32%	PERCENT
ajfa-469	217	1	3.18%	PERCENT
ajfa-469	217	2	3.26	CARDINAL
ajfa-469	217	3	first	ORDINAL
ajfa-469	217	4	3.06	CARDINAL
ajfa-469	217	5	second	ORDINAL
ajfa-469	218	1	ending day	DATE
ajfa-469	219	1	ending day	DATE
ajfa-469	220	1	-0.89%	PERCENT
ajfa-469	221	1	-0.89%	PERCENT
ajfa-469	221	2	first	ORDINAL
ajfa-469	221	3	second	ORDINAL
ajfa-469	223	1	second	ORDINAL
ajfa-469	224	1	first	ORDINAL
ajfa-469	227	1	li	PERSON
ajfa-469	227	2	sagedhi(2009	ORG
ajfa-469	227	3	chinese	NORP
ajfa-469	228	1	chinese	NORP
ajfa-469	231	1	chinese	NORP
ajfa-469	231	2	indian	NORP
ajfa-469	231	3	38	CARDINAL
ajfa-469	232	1	-4.32%	PERCENT
ajfa-469	232	2	2	CARDINAL
ajfa-469	233	1	4	CARDINAL
ajfa-469	233	2	year 200810	DATE
ajfa-469	234	1	li	PERSON
ajfa-469	234	2	sagedhi	PERSON
ajfa-469	234	3	2009	DATE
ajfa-469	234	4	chinese	NORP
ajfa-469	234	5	indian	NORP
ajfa-469	235	1	4.3	CARDINAL
ajfa-469	235	2	4	CARDINAL
ajfa-469	235	3	10	CARDINAL
ajfa-469	235	4	year 2008	DATE
ajfa-469	237	1	second	ORDINAL
ajfa-469	237	2	7.55%	PERCENT
ajfa-469	237	3	14.1%	PERCENT
ajfa-469	238	1	asian journal of finance & accounting	ORG
ajfa-469	238	2	2010	DATE
ajfa-469	238	3	2	CARDINAL
ajfa-469	238	4	2	CARDINAL
ajfa-469	238	5	68	CARDINAL
ajfa-469	239	1	greater than 50%	PERCENT
ajfa-469	240	1	3	CARDINAL
ajfa-469	242	1	4	CARDINAL
ajfa-469	242	2	1999-2010	DATE
ajfa-469	242	3	1 median ad-10	QUANTITY
ajfa-469	242	4	1.12 0.97 42.11%	PERCENT
ajfa-469	242	5	0.83	CARDINAL
ajfa-469	242	6	1.47	CARDINAL
ajfa-469	242	7	1.25	CARDINAL
ajfa-469	242	8	57.89%	PERCENT
ajfa-469	242	9	1.14	CARDINAL
ajfa-469	242	10	47.37%	PERCENT
ajfa-469	242	11	0.81	CARDINAL
ajfa-469	242	12	1.09 0.93 44.74%	PERCENT
ajfa-469	242	13	0.89	CARDINAL
ajfa-469	242	14	1.42	CARDINAL
ajfa-469	242	15	1.10 50.00%	PERCENT
ajfa-469	242	16	2.16	CARDINAL
ajfa-469	242	17	1.72	CARDINAL
ajfa-469	242	18	78.95%	PERCENT
ajfa-469	242	19	1.53	CARDINAL
ajfa-469	242	20	1.38	CARDINAL
ajfa-469	243	1	1.16 44.74%	PERCENT
ajfa-469	243	2	0.94	CARDINAL
ajfa-469	243	3	1.54	CARDINAL
ajfa-469	243	4	1.09 44.74%	PERCENT
ajfa-469	243	5	0.89	CARDINAL
ajfa-469	243	6	1.63	CARDINAL
ajfa-469	243	7	1.11 47.37%	PERCENT
ajfa-469	243	8	0.99	CARDINAL
ajfa-469	243	9	1.94	CARDINAL
ajfa-469	243	10	1.14 47.37%	PERCENT
ajfa-469	243	11	0.97 ad+71	QUANTITY
ajfa-469	244	1	1.56	CARDINAL
ajfa-469	244	2	1.04 36.84%	PERCENT
ajfa-469	244	3	0.81	CARDINAL
ajfa-469	244	4	vi	PERSON
ajfa-469	244	5	ad-10	NORP
ajfa-469	245	1	daily	DATE
ajfa-469	248	1	3	CARDINAL
ajfa-469	248	2	less than 50 %	PERCENT
ajfa-469	248	3	less than '1'	CARDINAL
ajfa-469	251	1	1%	PERCENT
ajfa-469	251	2	5%	PERCENT
ajfa-469	251	3	10%	PERCENT
ajfa-469	251	4	one	CARDINAL
ajfa-469	251	5	appendix 4	FAC
ajfa-469	256	1	11	CARDINAL
ajfa-469	257	1	daily	DATE
ajfa-469	257	2	daily	DATE
ajfa-469	259	1	asian journal of finance & accounting	ORG
ajfa-469	259	2	2010	DATE
ajfa-469	259	3	2	CARDINAL
ajfa-469	259	4	2	CARDINAL
ajfa-469	259	5	69	CARDINAL
ajfa-469	259	6	1999-2006	DATE
ajfa-469	259	7	2007-2010	DATE
ajfa-469	259	8	1.9	CARDINAL
ajfa-469	259	9	2.35	CARDINAL
ajfa-469	261	1	chen et al(2004	PERSON
ajfa-469	262	1	4.4	CARDINAL
ajfa-469	262	2	day	DATE
ajfa-469	262	3	the actual day	DATE
ajfa-469	263	1	indian	NORP
ajfa-469	265	1	1999-2010	DATE
ajfa-469	265	2	3.18%	PERCENT
ajfa-469	266	1	5	CARDINAL
ajfa-469	266	2	harris	PERSON
ajfa-469	266	3	1986	DATE
ajfa-469	266	4	day	DATE
ajfa-469	268	1	1999-2010	DATE
ajfa-469	268	2	3.18%	PERCENT
ajfa-469	269	1	5	CARDINAL
ajfa-469	269	2	asian	NORP
ajfa-469	269	3	finance & accounting	ORG
ajfa-469	269	4	2010	DATE
ajfa-469	269	5	2	CARDINAL
ajfa-469	269	6	2	CARDINAL
ajfa-469	269	7	70	CARDINAL
ajfa-469	269	8	5	CARDINAL
ajfa-469	270	1	29	CARDINAL
ajfa-469	270	2	1999-2010	DATE
ajfa-469	270	3	greater than zero	CARDINAL
ajfa-469	271	1	day ed+1 to day	DATE
ajfa-469	271	2	the day	DATE
ajfa-469	271	3	0	CARDINAL
ajfa-469	271	4	t ed+1 -0.19%	ORG
ajfa-469	271	5	0.0001 44.83%	PERCENT
ajfa-469	271	6	86.21%	PERCENT
ajfa-469	271	7	0.16%	PERCENT
ajfa-469	271	8	3.786 0.0004 48.28%	PERCENT
ajfa-469	271	9	75.86%	PERCENT
ajfa-469	271	10	37.93%	PERCENT
ajfa-469	271	11	68.97%	PERCENT
ajfa-469	271	12	0.025 44.83%	PERCENT
ajfa-469	271	13	65.52%	PERCENT
ajfa-469	271	14	-0.22%	PERCENT
ajfa-469	271	15	1.909 0.065 51.72%	PERCENT
ajfa-469	271	16	68.97%	PERCENT
ajfa-469	271	17	0.14%	PERCENT
ajfa-469	271	18	1.882 0.065 37.93%	PERCENT
ajfa-469	271	19	68.97%	PERCENT
ajfa-469	271	20	ed+7 0.20%	PERCENT
ajfa-469	271	21	0.089 51.72%	PERCENT
ajfa-469	271	22	65.52%	PERCENT
ajfa-469	271	23	0.90%	PERCENT
ajfa-469	271	24	1.890 0.064 48.28%	PERCENT
ajfa-469	271	25	62.07%	PERCENT
ajfa-469	271	26	2.10%	PERCENT
ajfa-469	271	27	0.073 51.72%	PERCENT
ajfa-469	271	28	75.86%	PERCENT
ajfa-469	271	29	1.42%	PERCENT
ajfa-469	271	30	1.843	CARDINAL
ajfa-469	271	31	0.075 51.72%	PERCENT
ajfa-469	271	32	68.97%	PERCENT
ajfa-469	271	33	1.54%	PERCENT
ajfa-469	271	34	0.048 58.62%	PERCENT
ajfa-469	271	35	72.41%	PERCENT
ajfa-469	271	36	1.26%	PERCENT
ajfa-469	271	37	0.076 51.72%	PERCENT
ajfa-469	271	38	72.41%	PERCENT
ajfa-469	273	1	n= 29	LAW
ajfa-469	274	1	two	CARDINAL
ajfa-469	275	1	10%	PERCENT
ajfa-469	276	1	only -0.49%	PERCENT
ajfa-469	278	1	1.1%	PERCENT
ajfa-469	278	2	0.89%	PERCENT
ajfa-469	278	3	ed+3, ed+4(release ending day	DATE
ajfa-469	278	4	1.92%	PERCENT
ajfa-469	281	1	4.5	CARDINAL
ajfa-469	281	2	chen et al(2004	PERSON
ajfa-469	281	3	hegde	PERSON
ajfa-469	281	4	mcdermott(2003	GPE
ajfa-469	281	5	ad-60 to ad-10	PRODUCT
ajfa-469	282	1	chen et al(2004	PERSON
ajfa-469	284	1	asian journal of finance & accounting	ORG
ajfa-469	284	2	2010	DATE
ajfa-469	284	3	2	CARDINAL
ajfa-469	284	4	2	CARDINAL
ajfa-469	284	5	6	CARDINAL
ajfa-469	284	6	window12	GPE
ajfa-469	284	7	1	CARDINAL
ajfa-469	284	8	0	CARDINAL
ajfa-469	284	9	3.07%	PERCENT
ajfa-469	284	10	53%	PERCENT
ajfa-469	284	11	2.10%	PERCENT
ajfa-469	284	12	1.420	CARDINAL
ajfa-469	284	13	1.71 1.14 44%	PERCENT
ajfa-469	284	14	0.925	CARDINAL
ajfa-469	284	15	2.006	CARDINAL
ajfa-469	284	16	1.001	CARDINAL
ajfa-469	284	17	1.59 1.24 58%	PERCENT
ajfa-469	284	18	1.11	CARDINAL
ajfa-469	284	19	2.485	CARDINAL
ajfa-469	284	20	1.935	CARDINAL
ajfa-469	284	21	1999-2010	DATE
ajfa-469	286	1	3	CARDINAL
ajfa-469	286	2	the %	PERCENT
ajfa-469	286	3	1	CARDINAL
ajfa-469	286	4	less than 50%	PERCENT
ajfa-469	287	1	one	CARDINAL
ajfa-469	288	1	1%,5%,10%	PERCENT
ajfa-469	289	1	6	CARDINAL
ajfa-469	290	1	10%	PERCENT
ajfa-469	290	2	5% and 1%	PERCENT
ajfa-469	291	1	only 44%	PERCENT
ajfa-469	292	1	section 4.3	LAW
ajfa-469	292	2	10%	PERCENT
ajfa-469	297	1	chen et al	PERSON
ajfa-469	297	2	2004	DATE
ajfa-469	300	1	chen et al(2004	PERSON
ajfa-469	300	2	us	GPE
ajfa-469	301	1	li	PERSON
ajfa-469	301	2	sadeghi(2009	ORG
ajfa-469	302	1	12	CARDINAL
ajfa-469	302	2	kotak bank	ORG
ajfa-469	303	1	two trading days	DATE
ajfa-469	306	1	asian journal of finance & accounting	ORG
ajfa-469	306	2	2010	DATE
ajfa-469	306	3	2	CARDINAL
ajfa-469	306	4	2	CARDINAL
ajfa-469	306	5	4.6	CARDINAL
ajfa-469	307	1	5	CARDINAL
ajfa-469	308	1	ad-10	NORP
ajfa-469	309	1	7	CARDINAL
ajfa-469	312	1	1986	DATE
ajfa-469	312	2	13	CARDINAL
ajfa-469	313	1	1986	DATE
ajfa-469	313	2	zero	CARDINAL
ajfa-469	315	1	7	CARDINAL
ajfa-469	316	1	6	CARDINAL
ajfa-469	317	1	7	CARDINAL
ajfa-469	317	2	10%	PERCENT
ajfa-469	318	1	durbin watson	PERSON
ajfa-469	318	2	dw	ORG
ajfa-469	318	3	two	CARDINAL
ajfa-469	319	1	lynch	ORG
ajfa-469	319	2	1997	DATE
ajfa-469	320	1	3	CARDINAL
ajfa-469	320	2	0.2%	PERCENT
ajfa-469	321	1	13	CARDINAL
ajfa-469	321	2	three day	DATE
ajfa-469	323	1	dw	ORG
ajfa-469	323	2	1.5	CARDINAL
ajfa-469	323	3	1.84	CARDINAL
ajfa-469	324	1	14	CARDINAL
ajfa-469	326	1	asian	NORP
ajfa-469	326	2	finance & accounting	ORG
ajfa-469	326	3	2010	DATE
ajfa-469	326	4	2	CARDINAL
ajfa-469	326	5	2	CARDINAL
ajfa-469	326	6	www.macrothink.org/ajfa 73	DATE
ajfa-469	326	7	7	CARDINAL
ajfa-469	327	1	0.018 3.324	MONEY
ajfa-469	327	2	0.001 31	CARDINAL
ajfa-469	327	3	36	CARDINAL
ajfa-469	327	4	6	CARDINAL
ajfa-469	327	5	0.015	CARDINAL
ajfa-469	327	6	0.080 1.84 0.002	MONEY
ajfa-469	327	7	0.002 0.501	CARDINAL
ajfa-469	327	8	7	CARDINAL
ajfa-469	327	9	0.009	CARDINAL
ajfa-469	327	10	0.866	MONEY
ajfa-469	327	11	38	CARDINAL
ajfa-469	327	12	0.002 0.436 0.666	MONEY
ajfa-469	328	1	0.965	CARDINAL
ajfa-469	328	2	yearly	DATE
ajfa-469	328	3	0.018	CARDINAL
ajfa-469	328	4	2.359	MONEY
ajfa-469	328	5	yearly	DATE
ajfa-469	328	6	0.0008 0.241 0.815	MONEY
ajfa-469	328	7	firstly	ORDINAL
ajfa-469	328	8	between the event days	DATE
ajfa-469	331	1	the event days	DATE
ajfa-469	332	1	ad-10	NORP
ajfa-469	334	1	shliefer(1986	PRODUCT
ajfa-469	336	1	7	CARDINAL
ajfa-469	336	2	abret	GPE
ajfa-469	336	3	ad-10	NORP
ajfa-469	338	1	rit	ORG
ajfa-469	338	2	day	DATE
ajfa-469	338	3	zero	CARDINAL
ajfa-469	339	1	ad-10	NORP
ajfa-469	342	1	years	DATE
ajfa-469	345	1	1%	PERCENT
ajfa-469	345	2	5%	PERCENT
ajfa-469	345	3	10%	PERCENT
ajfa-469	346	1	2007-2010	DATE
ajfa-469	346	2	asian	NORP
ajfa-469	346	3	finance & accounting	ORG
ajfa-469	346	4	2010	DATE
ajfa-469	346	5	2	CARDINAL
ajfa-469	346	6	2	CARDINAL
ajfa-469	346	7	74	CARDINAL
ajfa-469	346	8	-2.39%	PERCENT
ajfa-469	347	1	7	CARDINAL
ajfa-469	347	2	indian	NORP
ajfa-469	348	1	4.7	CARDINAL
ajfa-469	349	1	greater than zero	CARDINAL
ajfa-469	349	2	first	ORDINAL
ajfa-469	349	3	one	CARDINAL
ajfa-469	350	1	0.14	CARDINAL
ajfa-469	350	2	58%	PERCENT
ajfa-469	351	1	barberis et al	PERSON
ajfa-469	351	2	2005	DATE
ajfa-469	351	3	funds15	ORG
ajfa-469	352	1	appendix 2	PRODUCT
ajfa-469	353	1	1999	DATE
ajfa-469	353	2	india	GPE
ajfa-469	354	1	7	CARDINAL
ajfa-469	354	2	0.0008	CARDINAL
ajfa-469	355	1	indian	NORP
ajfa-469	356	1	at least 80 days	DATE
ajfa-469	361	1	indian	NORP
ajfa-469	362	1	india	GPE
ajfa-469	363	1	li	PERSON
ajfa-469	363	2	sadeghi(2009	ORG
ajfa-469	364	1	chen et al(2004	PERSON
ajfa-469	367	1	li	PERSON
ajfa-469	367	2	15	DATE
ajfa-469	367	3	indian	NORP
ajfa-469	368	1	appendix 2	PERSON
ajfa-469	369	1	asian	NORP
ajfa-469	369	2	finance & accounting	ORG
ajfa-469	369	3	2010	DATE
ajfa-469	369	4	2	CARDINAL
ajfa-469	369	5	2	CARDINAL
ajfa-469	369	6	sadeghi(2009	ORG
ajfa-469	369	7	emh	PERSON
ajfa-469	371	1	emh	PERSON
ajfa-469	373	1	5	CARDINAL
ajfa-469	373	2	the period 1999-2010	DATE
ajfa-469	374	1	two	CARDINAL
ajfa-469	382	1	second	ORDINAL
ajfa-469	382	2	2007-2010	DATE
ajfa-469	384	1	indian	NORP
ajfa-469	387	1	indian	NORP
ajfa-469	388	1	india	GPE
ajfa-469	391	1	indian	NORP
ajfa-469	392	1	16	CARDINAL
ajfa-469	392	2	2.94%	PERCENT
ajfa-469	392	3	4.62%	PERCENT
ajfa-469	392	4	3’ or day	DATE
ajfa-469	393	1	as 1%	PERCENT
ajfa-469	393	2	indian	NORP
ajfa-469	394	1	0	CARDINAL
ajfa-469	394	2	68% and 74%	PERCENT
ajfa-469	395	1	93% and 86%	PERCENT
ajfa-469	395	2	second	ORDINAL
ajfa-469	396	1	approximately 200% and 100%	PERCENT
ajfa-469	396	2	indian	NORP
ajfa-469	397	1	asian journal of finance & accounting	ORG
ajfa-469	397	2	2010	DATE
ajfa-469	397	3	2	CARDINAL
ajfa-469	397	4	2	CARDINAL
ajfa-469	398	1	one	CARDINAL
ajfa-469	398	2	indian	NORP
ajfa-469	399	1	indian	NORP
ajfa-469	401	1	louis anthuvan	PERSON
ajfa-469	401	2	phd	PERSON
ajfa-469	401	3	loyola institute of business administration	ORG
ajfa-469	401	4	chennai-600034	PERSON
ajfa-469	403	1	amihud	PERSON
ajfa-469	403	2	mendelson, h. (1986	ORG
ajfa-469	405	1	journal of financial economics	ORG
ajfa-469	405	2	17	CARDINAL
ajfa-469	405	3	223	CARDINAL
ajfa-469	406	1	barberis	ORG
ajfa-469	406	2	a.	PERSON
ajfa-469	406	3	wurgler	ORG
ajfa-469	406	4	j. (	PERSON
ajfa-469	406	5	2002	DATE
ajfa-469	408	1	nber working paper	ORG
ajfa-469	408	2	no.8884	ORG
ajfa-469	408	3	barberis	ORG
ajfa-469	408	4	a.	PERSON
ajfa-469	408	5	wurgler	ORG
ajfa-469	408	6	j. (2005	GPE
ajfa-469	410	1	journal of financial economics	ORG
ajfa-469	410	2	75	CARDINAL
ajfa-469	410	3	283	CARDINAL
ajfa-469	411	1	bekaert	PERSON
ajfa-469	411	2	harvey	GPE
ajfa-469	411	3	c.r.	GPE
ajfa-469	411	4	2003	DATE
ajfa-469	413	1	10	CARDINAL
ajfa-469	413	2	3	CARDINAL
ajfa-469	414	1	beneish	NORP
ajfa-469	414	2	m.d.	GPE
ajfa-469	414	3	whaley, r.e.	ORG
ajfa-469	414	4	1996	DATE
ajfa-469	415	1	s&p	ORG
ajfa-469	416	1	51	DATE
ajfa-469	416	2	1909-1930	DATE
ajfa-469	417	1	brennan	PERSON
ajfa-469	417	2	m.j.	PERSON
ajfa-469	417	3	t.	GPE
ajfa-469	417	4	subrahmanyam	GPE
ajfa-469	417	5	a.	PERSON
ajfa-469	417	6	1998	DATE
ajfa-469	419	1	journal of financial economics	ORG
ajfa-469	419	2	49	DATE
ajfa-469	419	3	345	CARDINAL
ajfa-469	419	4	s.j.	GPE
ajfa-469	419	5	warner	ORG
ajfa-469	419	6	j.b.	GPE
ajfa-469	420	1	1985	DATE
ajfa-469	421	1	daily	DATE
ajfa-469	422	1	journal of financial economics	ORG
ajfa-469	422	2	14(1	CARDINAL
ajfa-469	422	3	3-31	DATE
ajfa-469	423	1	chakrabarti	GPE
ajfa-469	423	2	r.	NORP
ajfa-469	423	3	huang	PERSON
ajfa-469	423	4	w.	PERSON
ajfa-469	423	5	lee	PERSON
ajfa-469	423	6	j. (2005	GPE
ajfa-469	425	1	29	CARDINAL
ajfa-469	425	2	1237-1264	DATE
ajfa-469	426	1	chen, h., noronha	ORG
ajfa-469	426	2	singhal	PERSON
ajfa-469	426	3	2004	DATE
ajfa-469	428	1	1901-1929	DATE
ajfa-469	429	1	denis	PERSON
ajfa-469	429	2	d.k.	GPE
ajfa-469	429	3	mcconnell	PERSON
ajfa-469	429	4	j.j.	PERSON
ajfa-469	429	5	ovtchinnikov	PERSON
ajfa-469	429	6	a.v.	GPE
ajfa-469	429	7	yu	PERSON
ajfa-469	429	8	2003	DATE
ajfa-469	430	1	500	CARDINAL
ajfa-469	431	1	58	DATE
ajfa-469	431	2	1821-1840	DATE
ajfa-469	432	1	johnson	PERSON
ajfa-469	432	2	1991	DATE
ajfa-469	433	1	500	CARDINAL
ajfa-469	434	1	journal of business	ORG
ajfa-469	434	2	64	CARDINAL
ajfa-469	434	3	75-85	DATE
ajfa-469	435	1	elliot	PERSON
ajfa-469	436	1	w.	PERSON
ajfa-469	436	2	warr	PERSON
ajfa-469	436	3	r.	PERSON
ajfa-469	436	4	2003	DATE
ajfa-469	437	1	nyse	ORG
ajfa-469	438	1	autumn 85-99	DATE
ajfa-469	439	1	elliot	PERSON
ajfa-469	439	2	w.	PERSON
ajfa-469	439	3	van ness	PERSON
ajfa-469	439	4	warr	PERSON
ajfa-469	439	5	r.	NORP
ajfa-469	439	6	2006	DATE
ajfa-469	440	1	asian	NORP
ajfa-469	440	2	finance & accounting	ORG
ajfa-469	440	3	2010	DATE
ajfa-469	440	4	2	CARDINAL
ajfa-469	440	5	2	CARDINAL
ajfa-469	440	6	35	CARDINAL
ajfa-469	440	7	31	CARDINAL
ajfa-469	441	1	fama	ORG
ajfa-469	441	2	e.f.	GPE
ajfa-469	441	3	1970	DATE
ajfa-469	443	1	383–417	CARDINAL
ajfa-469	444	1	fama	ORG
ajfa-469	444	2	e.f.	GPE
ajfa-469	444	3	1991	DATE
ajfa-469	445	1	46(5	CARDINAL
ajfa-469	445	2	1575–1617	DATE
ajfa-469	446	1	harris	PERSON
ajfa-469	446	2	l.	PERSON
ajfa-469	446	3	gurel	PERSON
ajfa-469	446	4	1986	DATE
ajfa-469	448	1	41	CARDINAL
ajfa-469	448	2	815	CARDINAL
ajfa-469	449	1	hacibedel	PERSON
ajfa-469	449	2	b.	PERSON
ajfa-469	449	3	2008	DATE
ajfa-469	451	1	swedish institute of financial research	ORG
ajfa-469	451	2	saltmatagatan	GPE
ajfa-469	451	3	19a	DATE
ajfa-469	451	4	59	DATE
ajfa-469	451	5	stockholm	GPE
ajfa-469	451	6	sweden	GPE
ajfa-469	451	7	hrazdil	GPE
ajfa-469	451	8	k.	PERSON
ajfa-469	451	9	2009	DATE
ajfa-469	452	1	35 iss	QUANTITY
ajfa-469	452	2	7	CARDINAL
ajfa-469	452	3	pp.579	PERSON
ajfa-469	452	4	605	CARDINAL
ajfa-469	452	5	jain	PERSON
ajfa-469	452	6	p.c.	GPE
ajfa-469	452	7	1987	DATE
ajfa-469	454	1	financial analyst journal	ORG
ajfa-469	454	2	43	CARDINAL
ajfa-469	454	3	58-65	DATE
ajfa-469	455	1	kumar	PERSON
ajfa-469	455	2	2005	DATE
ajfa-469	457	1	90	CARDINAL
ajfa-469	458	1	li	PERSON
ajfa-469	460	1	m.	PERSON
ajfa-469	460	2	2009	DATE
ajfa-469	461	1	chinese	NORP
ajfa-469	462	1	asian journal of finance	ORG
ajfa-469	463	1	lynch	ORG
ajfa-469	463	2	a.	ORG
ajfa-469	463	3	1997	DATE
ajfa-469	465	1	journal of business	ORG
ajfa-469	465	2	70	CARDINAL
ajfa-469	465	3	351	CARDINAL
ajfa-469	466	1	a.c.	GPE
ajfa-469	466	2	1997	DATE
ajfa-469	468	1	13	CARDINAL
ajfa-469	469	1	b.	PERSON
ajfa-469	469	2	2002	DATE
ajfa-469	470	1	100	CARDINAL
ajfa-469	471	1	brunel department of economics	ORG
ajfa-469	471	2	02-25	CARDINAL
ajfa-469	471	3	r.c.	GPE
ajfa-469	471	4	1987	DATE
ajfa-469	473	1	42	DATE
ajfa-469	473	2	483-510	CARDINAL
ajfa-469	474	1	shleifer	ORG
ajfa-469	474	2	a.	PERSON
ajfa-469	474	3	1986	DATE
ajfa-469	476	1	41	CARDINAL
ajfa-469	476	2	579	CARDINAL
ajfa-469	477	1	1994	DATE
ajfa-469	478	1	500	CARDINAL
ajfa-469	479	1	7	CARDINAL
ajfa-469	479	2	215	CARDINAL
ajfa-469	480	1	wurgler	ORG
ajfa-469	480	2	j.	PERSON
ajfa-469	482	1	journal of business	ORG
ajfa-469	482	2	75	CARDINAL
ajfa-469	482	3	583	CARDINAL
ajfa-469	483	1	appendix appendix 1	PERSON
ajfa-469	483	2	1999	DATE
ajfa-469	483	3	finance & accounting	ORG
ajfa-469	483	4	2010	DATE
ajfa-469	483	5	2	CARDINAL
ajfa-469	483	6	2	CARDINAL
ajfa-469	483	7	78	CARDINAL
ajfa-469	483	8	24	CARDINAL
ajfa-469	483	9	08	CARDINAL
ajfa-469	483	10	04	CARDINAL
ajfa-469	483	11	22	CARDINAL
ajfa-469	483	12	22	CARDINAL
ajfa-469	483	13	19	CARDINAL
ajfa-469	483	14	17	CARDINAL
ajfa-469	483	15	10	CARDINAL
ajfa-469	483	16	27-mar-09	DATE
ajfa-469	483	17	29	CARDINAL
ajfa-469	483	18	10	CARDINAL
ajfa-469	483	19	31	CARDINAL
ajfa-469	483	20	14	CARDINAL
ajfa-469	483	21	26	CARDINAL
ajfa-469	483	22	14	CARDINAL
ajfa-469	483	23	30	CARDINAL
ajfa-469	483	24	12	CARDINAL
ajfa-469	483	25	30	CARDINAL
ajfa-469	483	26	12	CARDINAL
ajfa-469	483	27	11	CARDINAL
ajfa-469	483	28	05	CARDINAL
ajfa-469	483	29	10	CARDINAL
ajfa-469	483	30	24	CARDINAL
ajfa-469	483	31	20	CARDINAL
ajfa-469	483	32	04	CARDINAL
ajfa-469	483	33	20	CARDINAL
ajfa-469	483	34	04	CARDINAL
ajfa-469	483	35	12	CARDINAL
ajfa-469	483	36	27	CARDINAL
ajfa-469	483	37	12	CARDINAL
ajfa-469	483	38	27	CARDINAL
ajfa-469	483	39	12	CARDINAL
ajfa-469	483	40	25-feb-05	PERCENT
ajfa-469	483	41	26	CARDINAL
ajfa-469	483	42	12	CARDINAL
ajfa-469	483	43	16	CARDINAL
ajfa-469	483	44	01	CARDINAL
ajfa-469	483	45	16	CARDINAL
ajfa-469	483	46	01	CARDINAL
ajfa-469	483	47	16	CARDINAL
ajfa-469	483	48	04	CARDINAL
ajfa-469	483	49	13	CARDINAL
ajfa-469	483	50	gail 2-may-03	PERSON
ajfa-469	483	51	13	CARDINAL
ajfa-469	483	52	2	CARDINAL
ajfa-469	483	53	16-sep-02	CARDINAL
ajfa-469	483	54	28-oct-02	CARDINAL
ajfa-469	483	55	16-sep-02	CARDINAL
ajfa-469	483	56	28-oct-02	CARDINAL
ajfa-469	483	57	16-sep-02	CARDINAL
ajfa-469	483	58	10-oct-02	CARDINAL
ajfa-469	483	59	15-apr-02	CARDINAL
ajfa-469	483	60	31	CARDINAL
ajfa-469	483	61	14	CARDINAL
ajfa-469	483	62	17	CARDINAL
ajfa-469	483	63	14	CARDINAL
ajfa-469	483	64	17	CARDINAL
ajfa-469	483	65	20	CARDINAL
ajfa-469	483	66	01	CARDINAL
ajfa-469	483	67	24	CARDINAL
ajfa-469	483	68	hcl-insys	PERSON
ajfa-469	483	69	24-may-00 24	QUANTITY
ajfa-469	483	70	24-may-00 26	QUANTITY
ajfa-469	483	71	dabur 10-may-00	LAW
ajfa-469	483	72	britannia	GPE
ajfa-469	483	73	08	CARDINAL
ajfa-469	483	74	03-aug-99	CARDINAL
ajfa-469	483	75	08	CARDINAL
ajfa-469	483	76	19	CARDINAL
ajfa-469	483	77	26-may-99	MONEY
ajfa-469	483	78	26-may-99	MONEY
ajfa-469	483	79	26-may-99 asian	MONEY
ajfa-469	483	80	finance & accounting	ORG
ajfa-469	483	81	2010	DATE
ajfa-469	483	82	2	CARDINAL
ajfa-469	483	83	2	CARDINAL
ajfa-469	483	84	appendix 2	LAW
ajfa-469	484	1	1999-2010	DATE
ajfa-469	485	1	1999	DATE
ajfa-469	485	2	3.60%	PERCENT
ajfa-469	485	3	5 -0.182 97028	DATE
ajfa-469	485	4	2.20%	PERCENT
ajfa-469	485	5	4 0.249 99326 2001	DATE
ajfa-469	485	6	101822 2002	DATE
ajfa-469	485	7	0.60%	PERCENT
ajfa-469	485	8	6 0.227 122660	DATE
ajfa-469	485	9	2003	DATE
ajfa-469	485	10	3 -0.183 140093	DATE
ajfa-469	485	11	2.28%	PERCENT
ajfa-469	485	12	3.29%	PERCENT
ajfa-469	485	13	1 0.516	DATE
ajfa-469	485	14	199248	DATE
ajfa-469	485	15	0.51%	PERCENT
ajfa-469	485	16	2 0.263	DATE
ajfa-469	485	17	323597	DATE
ajfa-469	485	18	2007	DATE
ajfa-469	485	19	4.89%	PERCENT
ajfa-469	485	20	6 0.237 549936 2008	DATE
ajfa-469	485	21	3.68%	PERCENT
ajfa-469	485	22	421117	DATE
ajfa-469	485	23	2009	DATE
ajfa-469	485	24	-0.50%	PERCENT
ajfa-469	485	25	5 -0.011 794486	DATE
ajfa-469	485	26	december-31	PERSON
ajfa-469	485	27	3	CARDINAL
ajfa-469	485	28	trading days	DATE
ajfa-469	485	29	1999	DATE
ajfa-469	486	1	asian journal of finance & accounting	ORG
ajfa-469	486	2	2010	DATE
ajfa-469	486	3	2	CARDINAL
ajfa-469	486	4	2	CARDINAL
ajfa-469	486	5	80	CARDINAL
ajfa-469	486	6	4	CARDINAL
ajfa-469	487	1	http://creativecommons.org/licenses/by/3.0/	ORG