id	sid	eid	entity	type
ajfa-8262	1	1	microsoft	ORG
ajfa-8262	1	2	8262-29909-	DATE
ajfa-8262	1	3	asian	NORP
ajfa-8262	1	4	finance & accounting	ORG
ajfa-8262	1	5	1946-052x 2015	MONEY
ajfa-8262	1	6	7	CARDINAL
ajfa-8262	1	7	2 138	CARDINAL
ajfa-8262	1	8	mayank joshipura	PERSON
ajfa-8262	1	9	nmims university	ORG
ajfa-8262	1	10	mumbai	GPE
ajfa-8262	1	11	india e	GPE
ajfa-8262	1	12	nehal joshipura	PERSON
ajfa-8262	1	13	durgadevi saraf institute of management studies	ORG
ajfa-8262	1	14	mumbai	GPE
ajfa-8262	1	15	india e	GPE
ajfa-8262	1	16	nehal.joshipura@dsims.org.in	PERSON
ajfa-8262	2	1	sep. 4, 2015	DATE
ajfa-8262	2	2	oct. 13	DATE
ajfa-8262	2	3	2015	DATE
ajfa-8262	2	4	december 1,	DATE
ajfa-8262	4	1	four	CARDINAL
ajfa-8262	6	1	second	ORDINAL
ajfa-8262	7	1	third	ORDINAL
ajfa-8262	8	1	fourth	ORDINAL
ajfa-8262	9	1	asian journal of finance & accounting	ORG
ajfa-8262	9	2	1946-052x 2015	MONEY
ajfa-8262	10	1	7	CARDINAL
ajfa-8262	10	2	2	CARDINAL
ajfa-8262	13	1	1952	DATE
ajfa-8262	14	1	sharpe	PERSON
ajfa-8262	14	2	1964	DATE
ajfa-8262	17	1	zero	CARDINAL
ajfa-8262	29	1	two	CARDINAL
ajfa-8262	32	1	asian journal of finance & accounting	ORG
ajfa-8262	32	2	1946-052x 2015	MONEY
ajfa-8262	32	3	7	CARDINAL
ajfa-8262	32	4	2 140	CARDINAL
ajfa-8262	36	1	drawdowns1	ORG
ajfa-8262	38	1	section 2	LAW
ajfa-8262	38	2	3	CARDINAL
ajfa-8262	38	3	section 4	LAW
ajfa-8262	38	4	section 5	LAW
ajfa-8262	38	5	section 6	LAW
ajfa-8262	39	1	2	CARDINAL
ajfa-8262	39	2	1964	DATE
ajfa-8262	39	3	1970	DATE
ajfa-8262	39	4	1972),(haugen & heins	ORG
ajfa-8262	39	5	1975	DATE
ajfa-8262	41	1	fama & french	ORG
ajfa-8262	41	2	1992	DATE
ajfa-8262	41	3	u.s.	GPE
ajfa-8262	41	4	1963-1990	DATE
ajfa-8262	42	1	haugen & baker	ORG
ajfa-8262	42	2	1991	DATE
ajfa-8262	42	3	haugen & baker	ORG
ajfa-8262	42	4	1996	DATE
ajfa-8262	43	1	1	CARDINAL
ajfa-8262	43	2	2	CARDINAL
ajfa-8262	43	3	3	CARDINAL
ajfa-8262	44	1	1	CARDINAL
ajfa-8262	44	2	2	CARDINAL
ajfa-8262	45	1	haugen	GPE
ajfa-8262	45	2	baker	PERSON
ajfa-8262	45	3	haugen & baker	ORG
ajfa-8262	45	4	1991)2	DATE
ajfa-8262	46	1	the years 1972 to 1989	DATE
ajfa-8262	46	2	1drawdown	CARDINAL
ajfa-8262	47	1	2acadian	ORG
ajfa-8262	47	2	axa rosenberg	ORG
ajfa-8262	47	3	llc	GPE
ajfa-8262	47	4	invesco	GPE
ajfa-8262	47	5	lgt capital management	ORG
ajfa-8262	47	6	msci barra	PERSON
ajfa-8262	47	7	sei	ORG
ajfa-8262	48	1	ishare & russel	ORG
ajfa-8262	48	2	etfs	ORG
ajfa-8262	49	1	asian journal of finance & accounting	ORG
ajfa-8262	49	2	1946-052x 2015	MONEY
ajfa-8262	49	3	7	CARDINAL
ajfa-8262	49	4	2 141	CARDINAL
ajfa-8262	49	5	5000	CARDINAL
ajfa-8262	49	6	sharpe ratio3	PERSON
ajfa-8262	50	1	today	DATE
ajfa-8262	50	2	1926	DATE
ajfa-8262	51	1	u.s.	GPE
ajfa-8262	51	2	chan	ORG
ajfa-8262	51	3	karceski, & lakonishok	ORG
ajfa-8262	51	4	1999	DATE
ajfa-8262	51	5	schawartz	ORG
ajfa-8262	51	6	2000	DATE
ajfa-8262	51	7	jagannathan & ma	ORG
ajfa-8262	51	8	2003	DATE
ajfa-8262	53	1	clarke et al	PERSON
ajfa-8262	54	1	clarke	GPE
ajfa-8262	54	2	2006a	DATE
ajfa-8262	55	1	1,000	CARDINAL
ajfa-8262	55	2	u.s.	GPE
ajfa-8262	55	3	1968 – 2005	DATE
ajfa-8262	55	4	about 25%	PERCENT
ajfa-8262	56	1	around 75%	PERCENT
ajfa-8262	57	1	6.5%	PERCENT
ajfa-8262	57	2	11.7%	PERCENT
ajfa-8262	57	3	5.6%	PERCENT
ajfa-8262	57	4	15.4%	PERCENT
ajfa-8262	58	1	2007	DATE
ajfa-8262	62	1	1972	DATE
ajfa-8262	64	1	ang et.al	DATE
ajfa-8262	65	1	xing, & zhang	ORG
ajfa-8262	65	2	2006	DATE
ajfa-8262	65	3	2009	DATE
ajfa-8262	65	4	one month	DATE
ajfa-8262	65	5	u.s.	GPE
ajfa-8262	66	1	baker & haugen	ORG
ajfa-8262	66	2	2012	DATE
ajfa-8262	66	3	1990	DATE
ajfa-8262	66	4	2011	DATE
ajfa-8262	67	1	frazzini & pedersen	ORG
ajfa-8262	67	2	frazzini & pedersen	ORG
ajfa-8262	67	3	2010	DATE
ajfa-8262	67	4	treasury	ORG
ajfa-8262	68	1	frazzini & pedersen	ORG
ajfa-8262	68	2	2014	DATE
ajfa-8262	69	1	3sharpe	CARDINAL
ajfa-8262	70	1	asian	NORP
ajfa-8262	70	2	finance & accounting	ORG
ajfa-8262	70	3	1946-052x 2015	MONEY
ajfa-8262	70	4	7	CARDINAL
ajfa-8262	70	5	2 142	CARDINAL
ajfa-8262	70	6	choueifaty & conignard (	ORG
ajfa-8262	70	7	choueifaty & coignard,	ORG
ajfa-8262	70	8	2008	DATE
ajfa-8262	71	1	u.s.	GPE
ajfa-8262	72	1	baker et	PERSON
ajfa-8262	73	1	al	PERSON
ajfa-8262	74	1	baker	PERSON
ajfa-8262	74	2	bradley, & wurgler	ORG
ajfa-8262	74	3	2011	DATE
ajfa-8262	75	1	karceski	PERSON
ajfa-8262	75	2	karceski	GPE
ajfa-8262	75	3	2002	DATE
ajfa-8262	78	1	baker et	PERSON
ajfa-8262	79	1	al	PERSON
ajfa-8262	80	1	baker	PERSON
ajfa-8262	80	2	bradley, & wurgler	ORG
ajfa-8262	80	3	2011	DATE
ajfa-8262	80	4	bradley, & taliaferro	ORG
ajfa-8262	80	5	2013	DATE
ajfa-8262	82	1	sundaram, & mathur	ORG
ajfa-8262	82	2	1995	DATE
ajfa-8262	82	3	months	DATE
ajfa-8262	85	1	soe	ORG
ajfa-8262	85	2	soe	ORG
ajfa-8262	85	3	2012	DATE
ajfa-8262	85	4	u.s.	GPE
ajfa-8262	87	1	al	PERSON
ajfa-8262	88	1	raul	PERSON
ajfa-8262	88	2	xiao, & pierre	ORG
ajfa-8262	88	3	2012	DATE
ajfa-8262	90	1	2008	DATE
ajfa-8262	92	1	fu	NORP
ajfa-8262	92	2	2009	DATE
ajfa-8262	93	1	3	CARDINAL
ajfa-8262	93	2	asian	NORP
ajfa-8262	93	3	finance & accounting	ORG
ajfa-8262	93	4	1946-052x 2015	MONEY
ajfa-8262	93	5	7	CARDINAL
ajfa-8262	93	6	2 143	CARDINAL
ajfa-8262	94	1	•	CARDINAL
ajfa-8262	94	2	•	CARDINAL
ajfa-8262	94	3	•	CARDINAL
ajfa-8262	94	4	•	CARDINAL
ajfa-8262	94	5	•	CARDINAL
ajfa-8262	94	6	•	CARDINAL
ajfa-8262	94	7	•	CARDINAL
ajfa-8262	95	1	clarke	ORG
ajfa-8262	95	2	2006a	DATE
ajfa-8262	95	3	chan	ORG
ajfa-8262	95	4	karceski, & lakonishok	ORG
ajfa-8262	95	5	1999	DATE
ajfa-8262	95	6	schawartz	ORG
ajfa-8262	95	7	2000	DATE
ajfa-8262	95	8	jagannathan & ma	ORG
ajfa-8262	95	9	2003	DATE
ajfa-8262	95	10	2007	DATE
ajfa-8262	95	11	xing, & zhang	ORG
ajfa-8262	95	12	2006	DATE
ajfa-8262	95	13	baker & haugen	ORG
ajfa-8262	95	14	2012	DATE
ajfa-8262	95	15	frazzini & pedersen	ORG
ajfa-8262	95	16	2014	DATE
ajfa-8262	96	1	clarke	ORG
ajfa-8262	96	2	2006a	DATE
ajfa-8262	96	3	bali & cakici	ORG
ajfa-8262	96	4	2008	DATE
ajfa-8262	96	5	baker	PERSON
ajfa-8262	96	6	bradley, & wurgler	ORG
ajfa-8262	96	7	2011	DATE
ajfa-8262	96	8	frazzini & pedersen	ORG
ajfa-8262	96	9	2014	DATE
ajfa-8262	97	1	2007	DATE
ajfa-8262	98	1	xing, & xhang	ORG
ajfa-8262	98	2	2009	DATE
ajfa-8262	99	1	fu	NORP
ajfa-8262	99	2	2009	DATE
ajfa-8262	100	1	xing, & zhang	ORG
ajfa-8262	100	2	2006	DATE
ajfa-8262	100	3	2008	DATE
ajfa-8262	100	4	bali & cakici	ORG
ajfa-8262	100	5	2008	DATE
ajfa-8262	100	6	2007	DATE
ajfa-8262	100	7	baker	PERSON
ajfa-8262	100	8	bradley, & wurgler	ORG
ajfa-8262	100	9	2011	DATE
ajfa-8262	101	1	2007	DATE
ajfa-8262	101	2	three year	DATE
ajfa-8262	101	3	weekly	DATE
ajfa-8262	101	4	baker	PERSON
ajfa-8262	101	5	bradley, & wurgler	ORG
ajfa-8262	101	6	2011	DATE
ajfa-8262	101	7	five year	DATE
ajfa-8262	101	8	monthly	DATE
ajfa-8262	102	1	2008	DATE
ajfa-8262	102	2	ten-year	DATE
ajfa-8262	102	3	monthly	DATE
ajfa-8262	102	4	xing, & xhang	ORG
ajfa-8262	102	5	2009	DATE
ajfa-8262	102	6	bali & cakici	ORG
ajfa-8262	102	7	2008	DATE
ajfa-8262	102	8	one month	DATE
ajfa-8262	102	9	daily	DATE
ajfa-8262	103	1	fu	NORP
ajfa-8262	103	2	2009	DATE
ajfa-8262	103	3	daily	DATE
ajfa-8262	104	1	u.s.	GPE
ajfa-8262	104	2	clarke	ORG
ajfa-8262	104	3	2006b	DATE
ajfa-8262	104	4	xing, & zhang	ORG
ajfa-8262	104	5	2006	DATE
ajfa-8262	104	6	fu	NORP
ajfa-8262	104	7	2009	DATE
ajfa-8262	104	8	baker	PERSON
ajfa-8262	104	9	bradley, & wurgler	ORG
ajfa-8262	104	10	2011	DATE
ajfa-8262	106	1	2007	DATE
ajfa-8262	106	2	japan	GPE
ajfa-8262	106	3	europe	LOC
ajfa-8262	106	4	u.s.	GPE
ajfa-8262	106	5	baker	PERSON
ajfa-8262	106	6	bradley, & wurgler	ORG
ajfa-8262	106	7	2011	DATE
ajfa-8262	106	8	1000	CARDINAL
ajfa-8262	107	1	xing, & xhang	ORG
ajfa-8262	107	2	2009	DATE
ajfa-8262	107	3	msci europe	LOC
ajfa-8262	107	4	asia	LOC
ajfa-8262	108	1	pang, & vliet	ORG
ajfa-8262	108	2	2012	DATE
ajfa-8262	108	3	asian	NORP
ajfa-8262	108	4	finance & accounting	ORG
ajfa-8262	108	5	1946-052x 2015	MONEY
ajfa-8262	109	1	7	CARDINAL
ajfa-8262	109	2	2 144	CARDINAL
ajfa-8262	110	1	2008)chooses	CARDINAL
ajfa-8262	110	2	1975 to 2004	DATE
ajfa-8262	111	1	2007	DATE
ajfa-8262	111	2	fu	NORP
ajfa-8262	111	3	2009	DATE
ajfa-8262	111	4	xing, & zhang	ORG
ajfa-8262	111	5	2006	DATE
ajfa-8262	111	6	xing, & xhang	ORG
ajfa-8262	111	7	2009	DATE
ajfa-8262	111	8	bali & cakici	ORG
ajfa-8262	111	9	2008	DATE
ajfa-8262	111	10	2008	DATE
ajfa-8262	111	11	baker	PERSON
ajfa-8262	111	12	bradley, & wurgler	ORG
ajfa-8262	111	13	2011	DATE
ajfa-8262	111	14	pang, & vliet	ORG
ajfa-8262	111	15	2012	DATE
ajfa-8262	112	1	2007	DATE
ajfa-8262	112	2	2008	DATE
ajfa-8262	112	3	baker	PERSON
ajfa-8262	112	4	bradley, & wurgler	ORG
ajfa-8262	112	5	2011	DATE
ajfa-8262	112	6	xing, & zhang	ORG
ajfa-8262	112	7	2006	DATE
ajfa-8262	112	8	xing, & xhang	ORG
ajfa-8262	112	9	2009	DATE
ajfa-8262	112	10	bali & cakici	ORG
ajfa-8262	112	11	2008	DATE
ajfa-8262	112	12	fu	NORP
ajfa-8262	112	13	2009	DATE
ajfa-8262	113	1	4	CARDINAL
ajfa-8262	114	1	two	CARDINAL
ajfa-8262	117	1	4.1	CARDINAL
ajfa-8262	118	1	1	CARDINAL
ajfa-8262	120	1	1972	DATE
ajfa-8262	121	1	1993	DATE
ajfa-8262	122	1	class.(blitz & vliet	ORG
ajfa-8262	122	2	2007	DATE
ajfa-8262	122	3	baker	PERSON
ajfa-8262	122	4	bradley, & wurgler	ORG
ajfa-8262	122	5	2011	DATE
ajfa-8262	123	1	2	CARDINAL
ajfa-8262	123	2	baker	PERSON
ajfa-8262	123	3	bradley, & wurgler	ORG
ajfa-8262	123	4	2011	DATE
ajfa-8262	127	1	3	CARDINAL
ajfa-8262	127	2	second	ORDINAL
ajfa-8262	128	1	binsbergen et al	PERSON
ajfa-8262	128	2	asian	NORP
ajfa-8262	128	3	finance & accounting	ORG
ajfa-8262	128	4	1946-052x 2015	MONEY
ajfa-8262	128	5	7	CARDINAL
ajfa-8262	128	6	2 145	CARDINAL
ajfa-8262	128	7	binsbergen	ORG
ajfa-8262	128	8	brandt, & koijen	ORG
ajfa-8262	128	9	2008	DATE
ajfa-8262	129	1	4.	CARDINAL
ajfa-8262	129	2	hong & sraer	ORG
ajfa-8262	129	3	2012	DATE
ajfa-8262	131	1	5	CARDINAL
ajfa-8262	131	2	baker & haugen	ORG
ajfa-8262	131	3	2012	DATE
ajfa-8262	133	1	0	DATE
ajfa-8262	135	1	4.2	CARDINAL
ajfa-8262	136	1	1.	CARDINAL
ajfa-8262	137	1	50 percent	PERCENT
ajfa-8262	137	2	rs.110	ORG
ajfa-8262	137	3	50 percent	PERCENT
ajfa-8262	137	4	rs.100	LOC
ajfa-8262	138	1	kahneman & tversky	ORG
ajfa-8262	138	2	1979	DATE
ajfa-8262	140	1	re.1	ORG
ajfa-8262	140	2	0.15 percent	PERCENT
ajfa-8262	140	3	rs.5000	NORP
ajfa-8262	143	1	mitton & vorkink	ORG
ajfa-8262	143	2	2007	DATE
ajfa-8262	145	1	kumar	PERSON
ajfa-8262	145	2	2009	DATE
ajfa-8262	146	1	boyer	PERSON
ajfa-8262	146	2	mitton, & vorkink	ORG
ajfa-8262	146	3	2010	DATE
ajfa-8262	147	1	2	CARDINAL
ajfa-8262	147	2	2007	DATE
ajfa-8262	148	1	asian journal of finance & accounting	ORG
ajfa-8262	148	2	1946-052x 2015	MONEY
ajfa-8262	148	3	7	CARDINAL
ajfa-8262	148	4	2	CARDINAL
ajfa-8262	148	5	1996	DATE
ajfa-8262	149	1	barber & odean	ORG
ajfa-8262	149	2	2008	DATE
ajfa-8262	151	1	4.	CARDINAL
ajfa-8262	151	2	2009	DATE
ajfa-8262	152	1	kahneman & tversky	ORG
ajfa-8262	152	2	1983	DATE
ajfa-8262	156	1	5	CARDINAL
ajfa-8262	157	1	2009	DATE
ajfa-8262	162	1	4.3	CARDINAL
ajfa-8262	164	1	bali & cakici	ORG
ajfa-8262	164	2	2008	DATE
ajfa-8262	164	3	xing, & zhang	ORG
ajfa-8262	164	4	2006	DATE
ajfa-8262	166	1	2008	DATE
ajfa-8262	168	1	fu	NORP
ajfa-8262	168	2	2009	DATE
ajfa-8262	169	1	scherer	ORG
ajfa-8262	169	2	2011	DATE
ajfa-8262	170	1	2010	DATE
ajfa-8262	170	2	0.5%	PERCENT
ajfa-8262	170	3	2010	DATE
ajfa-8262	170	4	a period of june 2000 to	DATE
ajfa-8262	170	5	june 2003	DATE
ajfa-8262	171	1	bali	GPE
ajfa-8262	171	2	cakici, & whitelaw	ORG
ajfa-8262	171	3	2011)further	DATE
ajfa-8262	171	4	xing, & xhang	ORG
ajfa-8262	171	5	2009	DATE
ajfa-8262	171	6	high asian journal of finance & accounting	ORG
ajfa-8262	171	7	1946-052x 2015	MONEY
ajfa-8262	172	1	7	CARDINAL
ajfa-8262	172	2	2 147	CARDINAL
ajfa-8262	172	3	max	PERSON
ajfa-8262	173	1	max	PERSON
ajfa-8262	174	1	5	CARDINAL
ajfa-8262	174	2	5.1	CARDINAL
ajfa-8262	174	3	one	CARDINAL
ajfa-8262	176	1	2008	DATE
ajfa-8262	176	2	fu	NORP
ajfa-8262	176	3	2009	DATE
ajfa-8262	185	1	5.2	CARDINAL
ajfa-8262	186	1	first	ORDINAL
ajfa-8262	188	1	asian journal of finance & accounting	ORG
ajfa-8262	188	2	1946-052x 2015	MONEY
ajfa-8262	188	3	7	CARDINAL
ajfa-8262	188	4	2 148	CARDINAL
ajfa-8262	188	5	second	ORDINAL
ajfa-8262	189	1	bali	GPE
ajfa-8262	189	2	cakici, & whitelaw,	ORG
ajfa-8262	189	3	2011	DATE
ajfa-8262	190	1	third	ORDINAL
ajfa-8262	193	1	6	CARDINAL
ajfa-8262	196	1	one	CARDINAL
ajfa-8262	199	1	andrew, hodrick	PERSON
ajfa-8262	199	2	robert j.	PERSON
ajfa-8262	199	3	xing	PERSON
ajfa-8262	199	4	& zhang	PERSON
ajfa-8262	200	1	2006	DATE
ajfa-8262	202	1	61(1	CARDINAL
ajfa-8262	202	2	259	CARDINAL
ajfa-8262	203	1	xing, & y.	ORG
ajfa-8262	203	2	xhang	GPE
ajfa-8262	203	3	2009	DATE
ajfa-8262	204	1	u.s.	GPE
ajfa-8262	205	1	journal of financial economics	ORG
ajfa-8262	205	2	91(1	CARDINAL
ajfa-8262	205	3	1-23	CARDINAL
ajfa-8262	206	1	malcolm	PERSON
ajfa-8262	206	2	bradley	PERSON
ajfa-8262	206	3	brendan, &	ORG
ajfa-8262	207	1	2013, january 23	DATE
ajfa-8262	210	1	baker	PERSON
ajfa-8262	210	2	malcolm	PERSON
ajfa-8262	210	3	bradley	PERSON
ajfa-8262	210	4	brendan, & wurgler	ORG
ajfa-8262	210	5	jeffrey	PERSON
ajfa-8262	211	1	2011	DATE
ajfa-8262	211	2	january	DATE
ajfa-8262	213	1	financial analysts journal	ORG
ajfa-8262	213	2	67(1	CARDINAL
ajfa-8262	213	3	40-54	CARDINAL
ajfa-8262	214	1	http://dx.doi.org/10.2469/faj.v67.n1.4 asian journal of finance & accounting	ORG
ajfa-8262	214	2	1946-052x 2015	MONEY
ajfa-8262	214	3	7	CARDINAL
ajfa-8262	214	4	2 149	CARDINAL
ajfa-8262	214	5	nardin, & haugen	ORG
ajfa-8262	214	6	robert.	PERSON
ajfa-8262	215	1	2012, april	DATE
ajfa-8262	217	1	17(3	CARDINAL
ajfa-8262	217	2	35-40	CARDINAL
ajfa-8262	218	1	bali	GPE
ajfa-8262	218	2	t. g.	GPE
ajfa-8262	218	3	2008	DATE
ajfa-8262	220	1	29	CARDINAL
ajfa-8262	221	1	bali	GPE
ajfa-8262	221	2	turan g.	PERSON
ajfa-8262	221	3	cakici	PERSON
ajfa-8262	221	4	whitelaw, & robert f. (2011	ORG
ajfa-8262	223	1	journal of financial economics	ORG
ajfa-8262	223	2	99	CARDINAL
ajfa-8262	223	3	427	CARDINAL
ajfa-8262	224	1	http://dx.doi.org/10.1016/j.jfineco.2010.08.014 barber	PERSON
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