id	sid	eid	entity	type
ajfa-633	1	1	microsoft	ORG
ajfa-633	1	2	ec	ORG
ajfa-633	1	3	asian	NORP
ajfa-633	1	4	finance & accounting	ORG
ajfa-633	1	5	1946-052x 2011	DATE
ajfa-633	2	1	3	CARDINAL
ajfa-633	2	2	1	CARDINAL
ajfa-633	2	3	208	CARDINAL
ajfa-633	2	4	india	GPE
ajfa-633	2	5	naliniprava	PERSON
ajfa-633	2	6	indian institute of management	ORG
ajfa-633	2	7	shillong meghalaya	PERSON
ajfa-633	2	8	793 014	CARDINAL
ajfa-633	2	9	india	GPE
ajfa-633	2	10	91-364	CARDINAL
ajfa-633	2	11	nalini.607@rediffmail.com	ORG
ajfa-633	2	12	may 16, 2011	DATE
ajfa-633	2	13	november 13, 2011	DATE
ajfa-633	2	14	december 1, 2011	DATE
ajfa-633	2	15	indian	NORP
ajfa-633	2	16	the period january 2005	DATE
ajfa-633	2	17	february 2011	DATE
ajfa-633	2	18	granger causality	PERSON
ajfa-633	2	19	indian	NORP
ajfa-633	3	1	granger	PERSON
ajfa-633	6	1	indian	NORP
ajfa-633	7	1	granger	PERSON
ajfa-633	7	2	jel	ORG
ajfa-633	7	3	g1	ORG
ajfa-633	7	4	g7	GPE
ajfa-633	7	5	c32 asian journal of finance & accounting	ORG
ajfa-633	7	6	1946-052x 2011	DATE
ajfa-633	8	1	3	CARDINAL
ajfa-633	8	2	1	CARDINAL
ajfa-633	8	3	209 1	CARDINAL
ajfa-633	9	1	the past few decades	DATE
ajfa-633	10	1	kaneko	ORG
ajfa-633	10	2	lee	PERSON
ajfa-633	10	3	1995	DATE
ajfa-633	10	4	lee	PERSON
ajfa-633	10	5	1992	DATE
ajfa-633	10	6	1981	DATE
ajfa-633	10	7	japanese	NORP
ajfa-633	10	8	european	NORP
ajfa-633	10	9	south asian	NORP
ajfa-633	11	1	taylor	PERSON
ajfa-633	11	2	1991	DATE
ajfa-633	11	3	uk	GPE
ajfa-633	11	4	martinez	ORG
ajfa-633	11	5	rubio	PERSON
ajfa-633	11	6	1989	DATE
ajfa-633	11	7	spanish	NORP
ajfa-633	11	8	1999	DATE
ajfa-633	11	9	norwegian	NORP
ajfa-633	12	1	mookerje	ORG
ajfa-633	12	2	yu	PERSON
ajfa-633	12	3	1997	DATE
ajfa-633	12	4	singapore	GPE
ajfa-633	16	1	indian	NORP
ajfa-633	16	2	indian	NORP
ajfa-633	16	3	indian	NORP
ajfa-633	17	1	three	CARDINAL
ajfa-633	18	1	secondly	ORDINAL
ajfa-633	18	2	indian	NORP
ajfa-633	18	3	granger	PERSON
ajfa-633	18	4	one	CARDINAL
ajfa-633	19	1	thirdly	ORDINAL
ajfa-633	19	2	indian	NORP
ajfa-633	21	1	section 2	LAW
ajfa-633	21	2	section 3	LAW
ajfa-633	22	1	section 4	LAW
ajfa-633	22	2	section 5	LAW
ajfa-633	23	1	2	CARDINAL
ajfa-633	25	1	1999	DATE
ajfa-633	25	2	engle-granger	PERSON
ajfa-633	25	3	granger	PERSON
ajfa-633	25	4	korean	NORP
ajfa-633	26	1	granger	PERSON
ajfa-633	26	2	korean	NORP
ajfa-633	26	3	korean	NORP
ajfa-633	27	1	mayasmai	GPE
ajfa-633	27	2	koh	PERSON
ajfa-633	27	3	2000	DATE
ajfa-633	27	4	singapore	GPE
ajfa-633	27	5	asian	NORP
ajfa-633	27	6	finance & accounting	ORG
ajfa-633	27	7	1946-052x 2011	DATE
ajfa-633	28	1	3	CARDINAL
ajfa-633	28	2	1	CARDINAL
ajfa-633	28	3	210 five	CARDINAL
ajfa-633	29	1	muradoglu	PERSON
ajfa-633	29	2	metin	ORG
ajfa-633	29	3	argac	ORG
ajfa-633	29	4	2001	DATE
ajfa-633	29	5	three	CARDINAL
ajfa-633	29	6	overnight	TIME
ajfa-633	29	7	turkey	GPE
ajfa-633	30	1	1988-1995	DATE
ajfa-633	31	1	first	ORDINAL
ajfa-633	31	2	1988-1989	DATE
ajfa-633	31	3	second	ORDINAL
ajfa-633	31	4	1990-1992	DATE
ajfa-633	31	5	third	ORDINAL
ajfa-633	31	6	1993-1995	DATE
ajfa-633	32	1	ibrahim	PERSON
ajfa-633	32	2	aziz	PERSON
ajfa-633	32	3	2003	DATE
ajfa-633	32	4	1997	DATE
ajfa-633	32	5	wongbanpo	ORG
ajfa-633	32	6	sharma	PERSON
ajfa-633	32	7	2002	DATE
ajfa-633	32	8	chen	PERSON
ajfa-633	32	9	2003	DATE
ajfa-633	32	10	chen et al	PERSON
ajfa-633	33	1	2005	DATE
ajfa-633	33	2	mukherjee	PERSON
ajfa-633	33	3	naka	ORG
ajfa-633	33	4	1995	DATE
ajfa-633	34	1	naka	ORG
ajfa-633	34	2	1994	DATE
ajfa-633	35	1	pan et al	PERSON
ajfa-633	35	2	2007	DATE
ajfa-633	35	3	fisher	ORG
ajfa-633	35	4	1980	DATE
ajfa-633	37	1	donatas	ORG
ajfa-633	37	2	lithuanian	NORP
ajfa-633	37	3	lithuanian	NORP
ajfa-633	38	1	3	CARDINAL
ajfa-633	39	1	weekly	DATE
ajfa-633	39	2	a period of six years	DATE
ajfa-633	39	3	january 2005	DATE
ajfa-633	39	4	february 2011.we	DATE
ajfa-633	39	5	2011	DATE
ajfa-633	39	6	indian	NORP
ajfa-633	39	7	the united states	GPE
ajfa-633	39	8	asian	NORP
ajfa-633	46	1	91-days	DATE
ajfa-633	46	2	treasury	ORG
ajfa-633	46	3	india	GPE
ajfa-633	49	1	asian	NORP
ajfa-633	49	2	finance & accounting	ORG
ajfa-633	49	3	1946-052x 2011	DATE
ajfa-633	50	1	3	CARDINAL
ajfa-633	50	2	1	CARDINAL
ajfa-633	50	3	211	CARDINAL
ajfa-633	51	1	india	GPE
ajfa-633	54	1	thirdly	ORDINAL
ajfa-633	54	2	u.s.	GPE
ajfa-633	55	1	500	CARDINAL
ajfa-633	55	2	u.s.	GPE
ajfa-633	55	3	75%	PERCENT
ajfa-633	55	4	u.s.	GPE
ajfa-633	58	1	indian	NORP
ajfa-633	60	1	fourthly	ORDINAL
ajfa-633	61	1	one	CARDINAL
ajfa-633	62	1	fifthly	ORDINAL
ajfa-633	62	2	bombay stock exchange	ORG
ajfa-633	62	3	asia	LOC
ajfa-633	62	4	today	DATE
ajfa-633	62	5	5th	ORDINAL
ajfa-633	63	1	ten	CARDINAL
ajfa-633	63	2	indian	NORP
ajfa-633	64	1	sensex	GPE
ajfa-633	64	2	india	GPE
ajfa-633	64	3	first	ORDINAL
ajfa-633	65	1	indian	NORP
ajfa-633	70	1	1	CARDINAL
ajfa-633	74	1	the previous period	DATE
ajfa-633	76	1	the durbin-watson	ORG
ajfa-633	76	2	first	ORDINAL
ajfa-633	77	1	the durbin-watson	ORG
ajfa-633	77	2	1 (	CARDINAL
ajfa-633	77	3	2	CARDINAL
ajfa-633	77	4	dw	ORG
ajfa-633	77	5	around 2	CARDINAL
ajfa-633	78	1	dw	ORG
ajfa-633	78	2	2	CARDINAL
ajfa-633	78	3	zero	CARDINAL
ajfa-633	79	1	asian	NORP
ajfa-633	79	2	finance & accounting	ORG
ajfa-633	79	3	1946-052x 2011	DATE
ajfa-633	80	1	3	CARDINAL
ajfa-633	80	2	1	CARDINAL
ajfa-633	80	3	212	CARDINAL
ajfa-633	80	4	2	CARDINAL
ajfa-633	80	5	4.however	CARDINAL
ajfa-633	80	6	dw	ORG
ajfa-633	81	1	two	CARDINAL
ajfa-633	83	1	godfrey test	PERSON
ajfa-633	84	1	t v	ORG
ajfa-633	85	1	rt u	GPE
ajfa-633	85	2		PERSON
ajfa-633	86	1	332211	CARDINAL
ajfa-633	86	2	3	CARDINAL
ajfa-633	86	3	2,0	CARDINAL
ajfa-633	88	1	zero	CARDINAL
ajfa-633	88	2	one	CARDINAL
ajfa-633	88	3	first	ORDINAL
ajfa-633	89	1	zero	CARDINAL
ajfa-633	89	2	one	CARDINAL
ajfa-633	89	3	first	ORDINAL
ajfa-633	89	4	2 1	DATE
ajfa-633	89	5	1	CARDINAL
ajfa-633	91	1	kt	GPE
ajfa-633	91	2	y kt yy	PERSON
ajfa-633	91	3	y k	PERSON
ajfa-633	91	4	4	CARDINAL
ajfa-633	94	1	first	ORDINAL
ajfa-633	95	1	zero	CARDINAL
ajfa-633	96	1	close to zero	CARDINAL
ajfa-633	97	1	asian	NORP
ajfa-633	97	2	finance & accounting	ORG
ajfa-633	97	3	1946-052x 2011	DATE
ajfa-633	98	1	3	CARDINAL
ajfa-633	98	2	1	CARDINAL
ajfa-633	98	3	213	CARDINAL
ajfa-633	99	1	k j	PERSON
ajfa-633	102	1	  	PERSON
ajfa-633	102	2	1 1 1 1	QUANTITY
ajfa-633	102	3	1	CARDINAL
ajfa-633	102	4	jkkkjkjk 	PERSON
ajfa-633	102	5		GPE
ajfa-633	102	6	1,,1	DATE
ajfa-633	103	1	jt k j ttqlb j	PERSON
ajfa-633	104	1	2	CARDINAL
ajfa-633	104	2	6	CARDINAL
ajfa-633	104	3	jth	LAW
ajfa-633	105	1	arima estimation	ORG
ajfa-633	106	1	arima estimation	ORG
ajfa-633	107	1	nearly zero	CARDINAL
ajfa-633	114	1	1	CARDINAL
ajfa-633	116	1	p1	PERSON
ajfa-633	116	2	asian	NORP
ajfa-633	116	3	finance & accounting	ORG
ajfa-633	116	4	1946-052x 2011	DATE
ajfa-633	117	1	3	CARDINAL
ajfa-633	117	2	1	CARDINAL
ajfa-633	117	3	214	CARDINAL
ajfa-633	118	1	1.y	CARDINAL
ajfa-633	120	1	ho	PERSON
ajfa-633	120	2	one	CARDINAL
ajfa-633	125	1		GPE
ajfa-633	125	2		PERSON
ajfa-633	125	3	' 1	DATE
ajfa-633	125	4	p-1	NORP
ajfa-633	126	1	ho	PERSON
ajfa-633	126	2	dickey	PERSON
ajfa-633	126	3	1	CARDINAL
ajfa-633	127	1	1	CARDINAL
ajfa-633	128	1	' 1 (9	DATE
ajfa-633	128	2	dickey	PERSON
ajfa-633	128	3	1984	DATE
ajfa-633	129	1	4	CARDINAL
ajfa-633	129	2	dickey	PERSON
ajfa-633	129	3	gls de	ORG
ajfa-633	129	4	elliott et al	PERSON
ajfa-633	130	1	1996	DATE
ajfa-633	131	1	1996	DATE
ajfa-633	131	2	1	CARDINAL
ajfa-633	131	3	wherec<0	NORP
ajfa-633	133	1		PERSON
ajfa-633	133	2	1	CARDINAL
ajfa-633	133	3	1	CARDINAL
ajfa-633	133	4	1	CARDINAL
ajfa-633	133	5	10	CARDINAL
ajfa-633	133	6	vt	GPE
ajfa-633	133	7	asian	NORP
ajfa-633	133	8	finance & accounting	ORG
ajfa-633	133	9	1946-052x 2011	DATE
ajfa-633	133	10	3	CARDINAL
ajfa-633	133	11	1	CARDINAL
ajfa-633	133	12	215	CARDINAL
ajfa-633	133	13	y ̃t ̃	ORG
ajfa-633	133	14	zt ̃	ORG
ajfa-633	133	15	yt̃	ORG
ajfa-633	135	1	df-gls.	ORG
ajfa-633	135	2	1	CARDINAL
ajfa-633	137	1	phillips-perron(pp)test phillips	ORG
ajfa-633	137	2	perron	ORG
ajfa-633	137	3	1988	DATE
ajfa-633	140	1	11	CARDINAL
ajfa-633	141	1	t ˆπ	GPE
ajfa-633	142	1	2ˆ	CARDINAL
ajfa-633	143	1	2ˆ 22ˆ	CARDINAL
ajfa-633	143	2	2 1 0.2/1	DATE
ajfa-633	143	3	2ˆ 2ˆ	QUANTITY
ajfa-633	143	4	12	CARDINAL
ajfa-633	144	1	2ˆ2ˆ	CARDINAL
ajfa-633	144	2	2ˆ	CARDINAL
ajfa-633	144	3	2 1	CARDINAL
ajfa-633	144	4		PERSON
ajfa-633	144	5	13	CARDINAL
ajfa-633	144	6	2̂	CARDINAL
ajfa-633	145	1	t t t uet	ORG
ajfa-633	145	2	1 21	DATE
ajfa-633	145	3	2	DATE
ajfa-633	145	4	asian journal of finance & accounting	ORG
ajfa-633	145	5	1946-052x 2011	DATE
ajfa-633	145	6	3	CARDINAL
ajfa-633	145	7	1	CARDINAL
ajfa-633	145	8	1 21 lim 2	DATE
ajfa-633	146	1		ORG
ajfa-633	149	1	1	CARDINAL
ajfa-633	150	1	0	CARDINAL
ajfa-633	151	1	one	CARDINAL
ajfa-633	153	1	5	CARDINAL
ajfa-633	153	2	kpss	PERSON
ajfa-633	153	3	kwiatkowski	PERSON
ajfa-633	153	4	phillips	PERSON
ajfa-633	153	5	schmidt	PERSON
ajfa-633	155	1	zero	CARDINAL
ajfa-633	157	1	1	CARDINAL
ajfa-633	157	2	14	CARDINAL
ajfa-633	157	3	2	CARDINAL
ajfa-633	158	1	15	CARDINAL
ajfa-633	158	2	2	CARDINAL
ajfa-633	159	1	2	CARDINAL
ajfa-633	162	1	6	CARDINAL
ajfa-633	162	2	np	ORG
ajfa-633	162	3	2001	DATE
ajfa-633	162	4	1996	DATE
ajfa-633	164	1	φ	ORG
ajfa-633	165	1	asian	NORP
ajfa-633	165	2	finance & accounting	ORG
ajfa-633	165	3	1946-052x 2011	DATE
ajfa-633	166	1	3	CARDINAL
ajfa-633	166	2	1	CARDINAL
ajfa-633	166	3	217	CARDINAL
ajfa-633	166	4	gls de trended	ORG
ajfa-633	166	5	2	CARDINAL
ajfa-633	166	6		GPE
ajfa-633	167	1		GPE
ajfa-633	167	2	16	CARDINAL
ajfa-633	167	3	2/1	CARDINAL
ajfa-633	167	4		ORG
ajfa-633	168	1	17	CARDINAL
ajfa-633	168	2	18	CARDINAL
ajfa-633	169	1	1−	TIME
ajfa-633	169	2	1	CARDINAL
ajfa-633	170	1	tmz	ORG
ajfa-633	171	1	7	CARDINAL
ajfa-633	171	2	granger causality	PERSON
ajfa-633	171	3	granger	PERSON
ajfa-633	171	4	1969	DATE
ajfa-633	172	1	granger	PERSON
ajfa-633	172	2	granger	PERSON
ajfa-633	172	3	1969	DATE
ajfa-633	172	4	1988	DATE
ajfa-633	174	1	granger	PERSON
ajfa-633	175	1	granger	PERSON
ajfa-633	176	1	yt+m	ORG
ajfa-633	176	2	yt+m	ORG
ajfa-633	178	1	granger	PERSON
ajfa-633	178	2	two	CARDINAL
ajfa-633	178	3	granger	PERSON
ajfa-633	178	4	1969	DATE
ajfa-633	179	1	19	CARDINAL
ajfa-633	179	2	asian	NORP
ajfa-633	179	3	finance & accounting	ORG
ajfa-633	179	4	1946-052x 2011	DATE
ajfa-633	180	1	3	CARDINAL
ajfa-633	180	2	1	CARDINAL
ajfa-633	180	3	218	CARDINAL
ajfa-633	180	4	20	CARDINAL
ajfa-633	180	5	k	ORG
ajfa-633	180	6	0	CARDINAL
ajfa-633	180	7	1	DATE
ajfa-633	180	8	vt	GPE
ajfa-633	180	9	zero	CARDINAL
ajfa-633	181	1	granger	PERSON
ajfa-633	181	2	2	CARDINAL
ajfa-633	181	3	zero	CARDINAL
ajfa-633	182	1	granger	PERSON
ajfa-633	182	2	zero	CARDINAL
ajfa-633	183	1	8	CARDINAL
ajfa-633	184	1	8.1	CARDINAL
ajfa-633	184	2	bse sensex	ORG
ajfa-633	184	3	91-day	DATE
ajfa-633	185	1	first	ORDINAL
ajfa-633	185	2	weekly	DATE
ajfa-633	187	1	1.463072	CARDINAL
ajfa-633	188	1	91-day	DATE
ajfa-633	188	2	233921	DATE
ajfa-633	190	1	0.019621	CARDINAL
ajfa-633	190	2	more than 3	CARDINAL
ajfa-633	190	3	around zero	CARDINAL
ajfa-633	191	1	jarque	NORP
ajfa-633	191	2	6	CARDINAL
ajfa-633	191	3	greater than zero	CARDINAL
ajfa-633	192	1	jarque	ORG
ajfa-633	193	1	1	CARDINAL
ajfa-633	196	1	0.000000	PRODUCT
ajfa-633	196	2	0.035957	CARDINAL
ajfa-633	196	3	7.048135	MONEY
ajfa-633	196	4	12.00021	CARDINAL
ajfa-633	196	5	91-day	DATE
ajfa-633	196	6	treasury	ORG
ajfa-633	196	7	8.907419	CARDINAL
ajfa-633	196	8	31.28345	CARDINAL
ajfa-633	196	9	10783.80	CARDINAL
ajfa-633	196	10	1.225119 -0.046508 12.66397	MONEY
ajfa-633	197	1	0.019621 0.506510	PERSON
ajfa-633	197	2	22.01492	CARDINAL
ajfa-633	197	3	3.532606	MONEY
ajfa-633	197	4	310.9098 1268518	DATE
ajfa-633	198	1	0.000000	CARDINAL
ajfa-633	198	2	2	CARDINAL
ajfa-633	198	3	durbin-watson	PERSON
ajfa-633	198	4	durbin-watson	ORG
ajfa-633	198	5	1.996156	CARDINAL
ajfa-633	198	6	0.000000	ORG
ajfa-633	198	7	1.987563 134.1877	MONEY
ajfa-633	198	8	91-day	DATE
ajfa-633	198	9	treasury	ORG
ajfa-633	198	10	2.021978	CARDINAL
ajfa-633	198	11	0.000000 s&p 500	CARDINAL
ajfa-633	198	12	1.992787 366.2804	MONEY
ajfa-633	198	13	0.000000	ORG
ajfa-633	198	14	1.987834	CARDINAL
ajfa-633	198	15	0.000000 asian	NORP
ajfa-633	198	16	finance & accounting	ORG
ajfa-633	198	17	1946-052x 2011	DATE
ajfa-633	199	1	3	CARDINAL
ajfa-633	199	2	1	CARDINAL
ajfa-633	199	3	219	CARDINAL
ajfa-633	199	4	the durbin-watson	ORG
ajfa-633	199	5	1.9	CARDINAL
ajfa-633	199	6	2.2	CARDINAL
ajfa-633	199	7	first	ORDINAL
ajfa-633	201	1	dw	ORG
ajfa-633	201	2	dw	ORG
ajfa-633	201	3	dw	ORG
ajfa-633	201	4	one	CARDINAL
ajfa-633	201	5	daily	DATE
ajfa-633	204	1	91-days	DATE
ajfa-633	204	2	treasury	ORG
ajfa-633	204	3	3	CARDINAL
ajfa-633	204	4	fig-2	GPE
ajfa-633	204	5	3	CARDINAL
ajfa-633	205	1	1	CARDINAL
ajfa-633	205	2	3.6243	CARDINAL
ajfa-633	205	3	3.6912 0.158 3 -0.061 -0.066	TIME
ajfa-633	205	4	4.9033 0.179 4	MONEY
ajfa-633	205	5	0.071	CARDINAL
ajfa-633	205	6	7.2028	MONEY
ajfa-633	205	7	12.721	CARDINAL
ajfa-633	205	8	0.075 9 -0.088 -0.079	TIME
ajfa-633	205	9	16.789	CARDINAL
ajfa-633	205	10	0.037 11	CARDINAL
ajfa-633	205	11	0.035 12	CARDINAL
ajfa-633	205	12	0.002 16 0.087 0.125	QUANTITY
ajfa-633	205	13	0.001 17 0.034 0.068	QUANTITY
ajfa-633	205	14	0.002 18	CARDINAL
ajfa-633	205	15	finance & accounting	ORG
ajfa-633	205	16	1946-052x 2011	DATE
ajfa-633	206	1	3	CARDINAL
ajfa-633	206	2	1	CARDINAL
ajfa-633	206	3	1.0 0.8 0.6 0.4 0.2 0.0 -0.2 -0.4 -0.6 -0.8 -1.0	QUANTITY
ajfa-633	206	4	5%	PERCENT
ajfa-633	206	5	1 18161412108642	QUANTITY
ajfa-633	206	6	1.0 0.8 0.6 0.4	QUANTITY
ajfa-633	206	7	0.0 -0.2 -0.4 -0.6 -0.8 -1.0	QUANTITY
ajfa-633	207	1	5%	PERCENT
ajfa-633	207	2	2	CARDINAL
ajfa-633	207	3	finance & accounting	ORG
ajfa-633	207	4	1946-052x 2011	DATE
ajfa-633	207	5	3	CARDINAL
ajfa-633	207	6	1	CARDINAL
ajfa-633	207	7	221	CARDINAL
ajfa-633	208	1	indian	NORP
ajfa-633	211	1	weekly	DATE
ajfa-633	212	1	4	CARDINAL
ajfa-633	213	1	9.271466	CARDINAL
ajfa-633	213	2	0.000000 obs*r-	QUANTITY
ajfa-633	213	3	34.16653	CARDINAL
ajfa-633	213	4	0.000001	CARDINAL
ajfa-633	213	5	4	CARDINAL
ajfa-633	215	1	5	CARDINAL
ajfa-633	215	2	df-gls	ORG
ajfa-633	215	3	ng-perron test	ORG
ajfa-633	215	4	0.157864	CARDINAL
ajfa-633	215	5	0.05629	CARDINAL
ajfa-633	215	6	91-day	DATE
ajfa-633	215	7	treasury	ORG
ajfa-633	215	8	bill -10.86672* -16.99582	PERSON
ajfa-633	215	9	0.322414	CARDINAL
ajfa-633	215	10	500	CARDINAL
ajfa-633	215	11	0.05604	CARDINAL
ajfa-633	215	12	0.05635	CARDINAL
ajfa-633	215	13	0.184215	CARDINAL
ajfa-633	215	14	0.05625	CARDINAL
ajfa-633	215	15	1%	PERCENT
ajfa-633	215	16	5%	PERCENT
ajfa-633	217	1	10%	PERCENT
ajfa-633	220	1	df-gls	ORG
ajfa-633	220	2	ng-perron	ORG
ajfa-633	225	1	6	CARDINAL
ajfa-633	225	2	1%	PERCENT
ajfa-633	225	3	5% and 10%	PERCENT
ajfa-633	226	1	asian	NORP
ajfa-633	226	2	finance & accounting	ORG
ajfa-633	226	3	1946-052x 2011	DATE
ajfa-633	227	1	3	CARDINAL
ajfa-633	227	2	1	CARDINAL
ajfa-633	227	3	222	CARDINAL
ajfa-633	228	1	granger causality	PERSON
ajfa-633	229	1	6	CARDINAL
ajfa-633	230	1	granger causality	PERSON
ajfa-633	230	2	granger	PERSON
ajfa-633	230	3	bse sensex bse sensex	ORG
ajfa-633	230	4	granger	PERSON
ajfa-633	230	5	17.1176	CARDINAL
ajfa-633	230	6	91-day	DATE
ajfa-633	230	7	treasury	ORG
ajfa-633	230	8	granger	PERSON
ajfa-633	230	9	bse sensex bse	ORG
ajfa-633	230	10	granger	PERSON
ajfa-633	230	11	91-day	DATE
ajfa-633	230	12	treasury	ORG
ajfa-633	230	13	2.64972	CARDINAL
ajfa-633	231	1	4.89076	CARDINAL
ajfa-633	231	2	0.07227 0.00811 s&p 500	MONEY
ajfa-633	231	3	granger	PERSON
ajfa-633	231	4	bse sensex bse sensex	ORG
ajfa-633	231	5	granger	PERSON
ajfa-633	231	6	35.6953	CARDINAL
ajfa-633	231	7	granger	PERSON
ajfa-633	231	8	bse sensex bse sensex	ORG
ajfa-633	231	9	granger	PERSON
ajfa-633	231	10	7.52360	CARDINAL
ajfa-633	231	11	4.23873	CARDINAL
ajfa-633	231	12	0.00064 0.01527	CARDINAL
ajfa-633	231	13	granger	PERSON
ajfa-633	231	14	bse sensex bse sensex	ORG
ajfa-633	231	15	granger	PERSON
ajfa-633	231	16	6.78080	CARDINAL
ajfa-633	231	17	1.43551	CARDINAL
ajfa-633	231	18	91-day	DATE
ajfa-633	231	19	treasury	ORG
ajfa-633	231	20	granger	PERSON
ajfa-633	231	21	granger	PERSON
ajfa-633	231	22	91-day	DATE
ajfa-633	231	23	treasury	ORG
ajfa-633	231	24	3.41154	CARDINAL
ajfa-633	231	25	0.97177 0.03423 0.37956	MONEY
ajfa-633	231	26	granger	PERSON
ajfa-633	231	27	granger	PERSON
ajfa-633	231	28	4.17823	CARDINAL
ajfa-633	232	1	3.24498	CARDINAL
ajfa-633	232	2	granger	PERSON
ajfa-633	232	3	granger	PERSON
ajfa-633	232	4	7.36818	CARDINAL
ajfa-633	232	5	16.7148	CARDINAL
ajfa-633	232	6	granger	PERSON
ajfa-633	232	7	granger	PERSON
ajfa-633	232	8	granger	PERSON
ajfa-633	232	9	91-day	DATE
ajfa-633	232	10	treasury	ORG
ajfa-633	232	11	91-day	DATE
ajfa-633	232	12	treasury	ORG
ajfa-633	232	13	granger	PERSON
ajfa-633	232	14	7.47631	CARDINAL
ajfa-633	232	15	0.76695	CARDINAL
ajfa-633	232	16	granger	PERSON
ajfa-633	232	17	91-day	DATE
ajfa-633	232	18	treasury	ORG
ajfa-633	232	19	91-day	DATE
ajfa-633	232	20	treasury	ORG
ajfa-633	232	21	granger	PERSON
ajfa-633	232	22	granger	PERSON
ajfa-633	232	23	91-day	DATE
ajfa-633	232	24	treasury	ORG
ajfa-633	232	25	91-day	DATE
ajfa-633	232	26	treasury	ORG
ajfa-633	232	27	granger	PERSON
ajfa-633	232	28	granger	PERSON
ajfa-633	232	29	granger	PERSON
ajfa-633	232	30	1.59432 11.7473	CARDINAL
ajfa-633	232	31	0.20471	CARDINAL
ajfa-633	232	32	granger	PERSON
ajfa-633	232	33	granger	PERSON
ajfa-633	232	34	granger	PERSON
ajfa-633	232	35	granger	PERSON
ajfa-633	232	36	7.00005	CARDINAL
ajfa-633	232	37	1.01244	CARDINAL
ajfa-633	232	38	1%	PERCENT
ajfa-633	232	39	5%	PERCENT
ajfa-633	232	40	10%	PERCENT
ajfa-633	232	41	granger	PERSON
ajfa-633	232	42	indian	NORP
ajfa-633	233	1	table-6	PERSON
ajfa-633	233	2	2	CARDINAL
ajfa-633	233	3	two	CARDINAL
ajfa-633	233	4	aic	ORG
ajfa-633	234	1	treasury	ORG
ajfa-633	234	2	asian journal of finance & accounting	ORG
ajfa-633	234	3	1946-052x 2011	DATE
ajfa-633	235	1	3	CARDINAL
ajfa-633	235	2	1	CARDINAL
ajfa-633	235	3	223	CARDINAL
ajfa-633	243	1	9	CARDINAL
ajfa-633	243	2	the period of january 2005 to february 2011	DATE
ajfa-633	244	1	weekly	DATE
ajfa-633	244	2	the bse sensex	ORG
ajfa-633	244	3	wpi	ORG
ajfa-633	244	4	treasury	ORG
ajfa-633	246	1	indian	NORP
ajfa-633	247	1	granger	PERSON
ajfa-633	250	1	indian	NORP
ajfa-633	253	1	indian	NORP
ajfa-633	254	1	india	GPE
ajfa-633	256	1	one	CARDINAL
ajfa-633	256	2	five	CARDINAL
ajfa-633	257	1	secondly	ORDINAL
ajfa-633	257	2	asian	NORP
ajfa-633	257	3	finance & accounting	ORG
ajfa-633	257	4	1946-052x 2011	DATE
ajfa-633	258	1	3	CARDINAL
ajfa-633	258	2	1	CARDINAL
ajfa-633	259	1	1994	DATE
ajfa-633	260	1	u.s.	GPE
ajfa-633	260	2	international journal of hospital management	ORG
ajfa-633	260	3	13	CARDINAL
ajfa-633	260	4	119	CARDINAL
ajfa-633	261	1	1997	DATE
ajfa-633	263	1	federal reserve bank	ORG
ajfa-633	263	2	san francisco	GPE
ajfa-633	263	3	2:32-42	DATE
ajfa-633	264	1	chen mh.	PERSON
ajfa-633	265	1	2003	DATE
ajfa-633	267	1	quarterly	DATE
ajfa-633	267	2	43	CARDINAL
ajfa-633	267	3	369	CARDINAL
ajfa-633	268	1	chen mh	PERSON
ajfa-633	268	2	kim wg	PERSON
ajfa-633	268	3	kim hj	PERSON
ajfa-633	269	1	2005	DATE
ajfa-633	270	1	chinese	NORP
ajfa-633	271	1	international journal of hospital management	ORG
ajfa-633	271	2	24	CARDINAL
ajfa-633	271	3	243	CARDINAL
ajfa-633	272	1	chen sj	PERSON
ajfa-633	272	2	ross sa	PERSON
ajfa-633	273	1	1986	DATE
ajfa-633	275	1	505	CARDINAL
ajfa-633	276	1	dickey	PERSON
ajfa-633	276	2	d.a.	GPE
ajfa-633	276	3	& w.a	ORG
ajfa-633	277	1	1979	DATE
ajfa-633	279	1	american statistical association	ORG
ajfa-633	279	2	79	CARDINAL
ajfa-633	279	3	355	CARDINAL
ajfa-633	279	4	fisher s.	PERSON
ajfa-633	279	5	1980	DATE
ajfa-633	281	1	the american economic review	ORG
ajfa-633	281	2	70	CARDINAL
ajfa-633	281	3	690	CARDINAL
ajfa-633	282	1	donatas pilinkus,	ORG
ajfa-633	283	1	2009	DATE
ajfa-633	284	1	lithuania	GPE
ajfa-633	285	1	1392	CARDINAL
ajfa-633	285	2	2785	CARDINAL
ajfa-633	285	3	g. rothenberg	PERSON
ajfa-633	285	4	t. j., & stock	PERSON
ajfa-633	285	5	j. h. (1996	ORG
ajfa-633	287	1	econometrica	PERSON
ajfa-633	287	2	64	CARDINAL
ajfa-633	287	3	813	CARDINAL
ajfa-633	287	4	1981	DATE
ajfa-633	289	1	the american economic review	ORG
ajfa-633	289	2	71	CARDINAL
ajfa-633	289	3	115	CARDINAL
ajfa-633	290	1	3e2.0.co%3b2	CARDINAL
ajfa-633	291	1	1988	DATE
ajfa-633	293	1	39	CARDINAL
ajfa-633	293	2	213	CARDINAL
ajfa-633	293	3	1999	DATE
ajfa-633	295	1	9	CARDINAL
ajfa-633	295	2	61-74	CARDINAL
ajfa-633	296	1	219689fe2a8 granger	PERSON
ajfa-633	297	1	1969	DATE
ajfa-633	299	1	econometrica	PERSON
ajfa-633	299	2	37	CARDINAL
ajfa-633	299	3	428	CARDINAL
ajfa-633	299	4	asian	NORP
ajfa-633	299	5	finance & accounting	ORG
ajfa-633	299	6	1946-052x 2011	DATE
ajfa-633	300	1	3	CARDINAL
ajfa-633	300	2	1	CARDINAL
ajfa-633	300	3	www.macrothink.org/ajfa 225 humpe	PERSON
ajfa-633	300	4	a., & p. macmillan	ORG
ajfa-633	301	1	2009	DATE
ajfa-633	303	1	us	GPE
ajfa-633	303	2	japan	GPE
ajfa-633	304	1	19(2	CARDINAL
ajfa-633	304	2	111	CARDINAL
ajfa-633	304	3	ibrahim	PERSON
ajfa-633	304	4	m. h. & aziz	ORG
ajfa-633	304	5	h.	PERSON
ajfa-633	304	6	2003	DATE
ajfa-633	305	1	malaysian	NORP
ajfa-633	306	1	30	CARDINAL
ajfa-633	306	2	1	CARDINAL
ajfa-633	306	3	6-27	CARDINAL
ajfa-633	307	1	http://dx.doi.org/10.1108/01443580310455241 ibrahim	PERSON
ajfa-633	307	2	m. h.	PERSON
ajfa-633	307	3	1999	DATE
ajfa-633	308	1	malaysia	GPE
ajfa-633	309	1	asian	NORP
ajfa-633	309	2	13	CARDINAL
ajfa-633	309	3	2	CARDINAL
ajfa-633	309	4	219	CARDINAL
ajfa-633	310	1	http://dx.doi.org/10.1111/1467-8381.00082 kaneko	PERSON
ajfa-633	310	2	lee bs	PERSON
ajfa-633	310	3	1995	DATE
ajfa-633	311	1	u.s.	GPE
ajfa-633	311	2	japanese	NORP
ajfa-633	312	1	japanese	NORP
ajfa-633	312	2	9	CARDINAL
ajfa-633	312	3	290	CARDINAL
ajfa-633	312	4	c. s. & shin	ORG
ajfa-633	312	5	t.s.	GPE
ajfa-633	312	6	1999	DATE
ajfa-633	314	1	10	CARDINAL
ajfa-633	314	2	1	CARDINAL
ajfa-633	314	3	71-81	CARDINAL
ajfa-633	315	1	http://dx.doi.org/10.1016/s1044-0283(99)00006-x	CARDINAL
ajfa-633	315	2	d.	NORP
ajfa-633	315	3	c. b. phillips	PERSON
ajfa-633	316	1	1992	DATE
ajfa-633	318	1	54	CARDINAL
ajfa-633	318	2	159	CARDINAL
ajfa-633	319	1	lee b.	PERSON
ajfa-633	319	2	1992	DATE
ajfa-633	321	1	47	CARDINAL
ajfa-633	321	2	1591-1603	DATE
ajfa-633	322	1	maysami	GPE
ajfa-633	322	2	r. c. & koh	ORG
ajfa-633	322	3	t.s.	GPE
ajfa-633	322	4	2000	DATE
ajfa-633	322	5	singapore	GPE
ajfa-633	323	1	9	CARDINAL
ajfa-633	323	2	79-96	DATE
ajfa-633	324	1	http://dx.doi.org/10.1016/s1059-0560(99)00042-8 mokerjee et al	PERSON
ajfa-633	324	2	1997	DATE
ajfa-633	325	1	singapore	GPE
ajfa-633	326	1	pacific-basin	LOC
ajfa-633	326	2	5:377-388	CARDINAL
ajfa-633	326	3	mukherjee	PERSON
ajfa-633	326	4	t. k. & naka	ORG
ajfa-633	326	5	a. (	PERSON
ajfa-633	326	6	1995	DATE
ajfa-633	327	1	japanese	NORP
ajfa-633	328	1	18	CARDINAL
ajfa-633	328	2	2	CARDINAL
ajfa-633	328	3	223	CARDINAL
ajfa-633	329	1	2001	DATE
ajfa-633	331	1	11	CARDINAL
ajfa-633	331	2	6	CARDINAL
ajfa-633	331	3	641	CARDINAL
ajfa-633	332	1	martinez	PERSON
ajfa-633	332	2	m.a.	GPE
ajfa-633	332	3	g. rubio	PERSON
ajfa-633	333	1	1989	DATE
ajfa-633	334	1	spanish	NORP
ajfa-633	334	2	del pais vasco	ORG
ajfa-633	335	1	ng, s., & perron	PERSON
ajfa-633	335	2	2001	DATE
ajfa-633	337	1	econometrica	PERSON
ajfa-633	337	2	69 6	CARDINAL
ajfa-633	337	3	1519	CARDINAL
ajfa-633	337	4	pan ming-shiun	PERSON
ajfa-633	337	5	2007	DATE
ajfa-633	338	1	east asian	NORP
ajfa-633	339	1	i asian journal of finance & accounting	ORG
ajfa-633	339	2	1946-052x 2011	DATE
ajfa-633	340	1	3	CARDINAL
ajfa-633	340	2	1	CARDINAL
ajfa-633	340	3	226	CARDINAL
ajfa-633	340	4	16:503-520	DATE
ajfa-633	341	1	pearce	PERSON
ajfa-633	341	2	d. k.	PERSON
ajfa-633	341	3	v.v.	GPE
ajfa-633	341	4	1988	DATE
ajfa-633	343	1	43	CARDINAL
ajfa-633	343	2	965	CARDINAL
ajfa-633	344	1	taylor j.	PERSON
ajfa-633	344	2	1991	DATE
ajfa-633	345	1	u.k.	GPE
ajfa-633	346	1	journal of business finance & accounting	ORG
ajfa-633	346	2	619	CARDINAL
ajfa-633	347	1	perron	ORG
ajfa-633	347	2	p., & s. ng	ORG
ajfa-633	347	3	1996	DATE
ajfa-633	349	1	63	DATE
ajfa-633	349	2	435	CARDINAL
ajfa-633	350	1	phillips	PERSON
ajfa-633	350	2	r. c. b.	PERSON
ajfa-633	351	1	1988	DATE
ajfa-633	352	1	335	CARDINAL
ajfa-633	352	2	s. a.	PERSON
ajfa-633	352	3	1976	DATE
ajfa-633	354	1	december 341-360	DATE
ajfa-633	355	1	e., & david a. dickey	ORG
ajfa-633	355	2	1984	DATE
ajfa-633	356	1	71	CARDINAL
ajfa-633	356	2	3	CARDINAL
ajfa-633	356	3	599	CARDINAL
ajfa-633	356	4	s. c. (	PERSON
ajfa-633	356	5	2002	DATE
ajfa-633	358	1	journal of asian economics	ORG
ajfa-633	358	2	13	CARDINAL
ajfa-633	358	3	27	CARDINAL
ajfa-633	359	1	http://dx.doi.org/10.1016/s1049-0078(01)00111-7   	ORG