id	sid	eid	entity	type
ajfa-835	1	1	microsoft	ORG
ajfa-835	1	2	comovement latest journal	ORG
ajfa-835	1	3	asian	NORP
ajfa-835	1	4	finance & accounting	ORG
ajfa-835	1	5	1946-052x 2011	DATE
ajfa-835	2	1	3	CARDINAL
ajfa-835	2	2	1	CARDINAL
ajfa-835	2	3	e12	CARDINAL
ajfa-835	2	4	185	CARDINAL
ajfa-835	2	5	indian	NORP
ajfa-835	2	6	srikanth	GPE
ajfa-835	2	7	620014	DATE
ajfa-835	2	8	india	GPE
ajfa-835	2	9	91	CARDINAL
ajfa-835	2	10	august 17, 2011	DATE
ajfa-835	2	11	december 8, 2011	DATE
ajfa-835	2	12	december 1, 2011	DATE
ajfa-835	2	13	1999-2010	DATE
ajfa-835	2	14	indian	NORP
ajfa-835	5	1	vijh(1994	PERSON
ajfa-835	5	2	greenwood	PERSON
ajfa-835	5	3	2002	DATE
ajfa-835	5	4	indian	NORP
ajfa-835	6	1	indian	NORP
ajfa-835	6	2	jel	ORG
ajfa-835	6	3	g14	GPE
ajfa-835	6	4	asian	NORP
ajfa-835	6	5	finance & accounting	ORG
ajfa-835	6	6	1946-052x 2011	DATE
ajfa-835	7	1	3	CARDINAL
ajfa-835	7	2	1	CARDINAL
ajfa-835	7	3	e12	CARDINAL
ajfa-835	7	4	186 1	CARDINAL
ajfa-835	8	1	two	CARDINAL
ajfa-835	8	2	firstly	ORDINAL
ajfa-835	8	3	the past three decades	DATE
ajfa-835	9	1	1986	DATE
ajfa-835	9	2	lynch	ORG
ajfa-835	9	3	mendenhall (	ORG
ajfa-835	9	4	1997	DATE
ajfa-835	9	5	2002	DATE
ajfa-835	10	1	greenwood	PERSON
ajfa-835	10	2	2003	DATE
ajfa-835	10	3	tokyo	GPE
ajfa-835	11	1	secondly	ORDINAL
ajfa-835	12	1	1994	DATE
ajfa-835	12	2	barberis et al	PERSON
ajfa-835	12	3	2002	DATE
ajfa-835	13	1	vijh	PERSON
ajfa-835	13	2	1994	DATE
ajfa-835	14	1	mitchel et al(2004	PERSON
ajfa-835	15	1	1986	DATE
ajfa-835	17	1	scholes	PERSON
ajfa-835	17	2	williams	PERSON
ajfa-835	17	3	1977	DATE
ajfa-835	20	1	barberis et al	PERSON
ajfa-835	20	2	2002	DATE
ajfa-835	20	3	three	CARDINAL
ajfa-835	21	1	one	CARDINAL
ajfa-835	22	1	assets2	ORG
ajfa-835	27	1	1	CARDINAL
ajfa-835	27	2	2002	DATE
ajfa-835	28	1	dirk baur	PERSON
ajfa-835	28	2	2003	DATE
ajfa-835	28	3	2	CARDINAL
ajfa-835	28	4	indian	NORP
ajfa-835	28	5	asian	NORP
ajfa-835	28	6	finance & accounting	ORG
ajfa-835	28	7	1946-052x 2011	DATE
ajfa-835	29	1	3	CARDINAL
ajfa-835	29	2	1	CARDINAL
ajfa-835	29	3	e12	CARDINAL
ajfa-835	29	4	india	GPE
ajfa-835	30	1	indian	NORP
ajfa-835	30	2	indian	NORP
ajfa-835	30	3	4th	ORDINAL
ajfa-835	30	4	asia	LOC
ajfa-835	30	5	$ 1050 bn	MONEY
ajfa-835	30	6	the year	DATE
ajfa-835	30	7	$ 645 bn	MONEY
ajfa-835	30	8	the year	DATE
ajfa-835	30	9	2008	DATE
ajfa-835	32	1	indian	NORP
ajfa-835	32	2	indian	NORP
ajfa-835	32	3	market4	ORG
ajfa-835	35	1	india	GPE
ajfa-835	36	1	india	GPE
ajfa-835	41	1	1994	DATE
ajfa-835	42	1	indian	NORP
ajfa-835	43	1	second	ORDINAL
ajfa-835	44	1	third	ORDINAL
ajfa-835	45	1	fourth	ORDINAL
ajfa-835	45	2	fifth	ORDINAL
ajfa-835	46	1	2	CARDINAL
ajfa-835	46	2	2.1	CARDINAL
ajfa-835	46	3	two	CARDINAL
ajfa-835	46	4	1994	DATE
ajfa-835	46	5	3please	DATE
ajfa-835	47	1	4 chakrabarti(2002	PERCENT
ajfa-835	48	1	asian journal of finance & accounting	ORG
ajfa-835	48	2	1946-052x 2011	DATE
ajfa-835	49	1	3	CARDINAL
ajfa-835	49	2	1	CARDINAL
ajfa-835	49	3	e12	CARDINAL
ajfa-835	49	4	188	CARDINAL
ajfa-835	49	5	2002	DATE
ajfa-835	49	6	three	CARDINAL
ajfa-835	53	1	mitchel et al	PERSON
ajfa-835	53	2	2004	DATE
ajfa-835	54	1	1986	DATE
ajfa-835	57	1	1991	DATE
ajfa-835	58	1	parthasarathy	PERSON
ajfa-835	58	2	2010	DATE
ajfa-835	58	3	indian	NORP
ajfa-835	59	1	scholes	PERSON
ajfa-835	59	2	williams	PERSON
ajfa-835	59	3	1977	DATE
ajfa-835	64	1	barberis et al	PERSON
ajfa-835	64	2	2002	DATE
ajfa-835	64	3	three	CARDINAL
ajfa-835	65	1	one	CARDINAL
ajfa-835	71	1	asian journal of finance & accounting	ORG
ajfa-835	71	2	1946-052x 2011	DATE
ajfa-835	72	1	3	CARDINAL
ajfa-835	72	2	1	CARDINAL
ajfa-835	72	3	e12	CARDINAL
ajfa-835	72	4	189	CARDINAL
ajfa-835	72	5	two	CARDINAL
ajfa-835	72	6	firstly	ORDINAL
ajfa-835	72	7	secondly	ORDINAL
ajfa-835	75	1	2.2	CARDINAL
ajfa-835	77	1	first	ORDINAL
ajfa-835	78	1	1994	DATE
ajfa-835	78	2	329	CARDINAL
ajfa-835	78	3	1975-1989	DATE
ajfa-835	80	1	0.211	CARDINAL
ajfa-835	80	2	daily	DATE
ajfa-835	80	3	weekly	DATE
ajfa-835	82	1	vijh(1994	PERSON
ajfa-835	86	1	second	ORDINAL
ajfa-835	86	2	barberis et al	PERSON
ajfa-835	86	3	2002	DATE
ajfa-835	87	1	weekly	DATE
ajfa-835	87	2	1976-2000	DATE
ajfa-835	88	1	0.11	CARDINAL
ajfa-835	88	2	0.03	CARDINAL
ajfa-835	89	1	returns5	PERSON
ajfa-835	91	1	0.21	CARDINAL
ajfa-835	91	2	barberis et al	PERSON
ajfa-835	91	3	the later	DATE
ajfa-835	92	1	greenwood	PERSON
ajfa-835	92	2	2002	DATE
ajfa-835	92	3	one	CARDINAL
ajfa-835	92	4	30	CARDINAL
ajfa-835	92	5	japanese	NORP
ajfa-835	92	6	the year 2000	DATE
ajfa-835	93	1	0.6	CARDINAL
ajfa-835	93	2	daily	DATE
ajfa-835	93	3	0.71	CARDINAL
ajfa-835	95	1	coakley	ORG
ajfa-835	95	2	2004	DATE
ajfa-835	95	3	5	CARDINAL
ajfa-835	96	1	asian	NORP
ajfa-835	96	2	finance & accounting	ORG
ajfa-835	96	3	1946-052x 2011	DATE
ajfa-835	97	1	3	CARDINAL
ajfa-835	97	2	1	CARDINAL
ajfa-835	97	3	e12	CARDINAL
ajfa-835	97	4	190	CARDINAL
ajfa-835	98	1	0.34	CARDINAL
ajfa-835	99	1	weekly	DATE
ajfa-835	99	2	0.16	CARDINAL
ajfa-835	100	1	0.51	CARDINAL
ajfa-835	101	1	weekly	DATE
ajfa-835	101	2	0.603	CARDINAL
ajfa-835	102	1	j.coakley et al.(2008	ORG
ajfa-835	102	2	msci canada standard country	ORG
ajfa-835	102	3	17	CARDINAL
ajfa-835	102	4	13	CARDINAL
ajfa-835	102	5	the year 2000	DATE
ajfa-835	103	1	1.6	CARDINAL
ajfa-835	103	2	0.05	CARDINAL
ajfa-835	105	1	kasch	PERSON
ajfa-835	105	2	sarkar(2009	ORG
ajfa-835	105	3	1989-2004	DATE
ajfa-835	106	1	yafeh(2009	PERSON
ajfa-835	106	2	2001-2007	DATE
ajfa-835	106	3	39	CARDINAL
ajfa-835	108	1	chen et al	PERSON
ajfa-835	108	2	2004	DATE
ajfa-835	112	1	parthasarathy	PERSON
ajfa-835	112	2	2010	DATE
ajfa-835	112	3	indian	NORP
ajfa-835	112	4	1999-2010	DATE
ajfa-835	113	1	3	CARDINAL
ajfa-835	113	2	3.1	CARDINAL
ajfa-835	113	3	the national stock exchange	ORG
ajfa-835	113	4	india	GPE
ajfa-835	113	5	1998	DATE
ajfa-835	114	1	50	CARDINAL
ajfa-835	114	2	65%	PERCENT
ajfa-835	115	1	india	GPE
ajfa-835	117	1	every six months	DATE
ajfa-835	117	2	six weeks	DATE
ajfa-835	118	1	below 50%	PERCENT
ajfa-835	119	1	asian	NORP
ajfa-835	119	2	finance & accounting	ORG
ajfa-835	119	3	1946-052x 2011	DATE
ajfa-835	120	1	3	CARDINAL
ajfa-835	120	2	1	CARDINAL
ajfa-835	120	3	e12	CARDINAL
ajfa-835	120	4	191	CARDINAL
ajfa-835	121	1	two	CARDINAL
ajfa-835	121	2	100	CARDINAL
ajfa-835	121	3	indian	NORP
ajfa-835	122	1	3.2	CARDINAL
ajfa-835	122	2	1999	DATE
ajfa-835	122	3	2010	DATE
ajfa-835	122	4	india	GPE
ajfa-835	124	1	ed	PERSON
ajfa-835	124	2	1998	DATE
ajfa-835	125	1	daily	DATE
ajfa-835	125	2	www.nse-india.com	ORG
ajfa-835	125	3	daily	DATE
ajfa-835	125	4	daily	DATE
ajfa-835	126	1	41	CARDINAL
ajfa-835	126	2	30	CARDINAL
ajfa-835	127	1	at least 100	CARDINAL
ajfa-835	127	2	at least 70	CARDINAL
ajfa-835	128	1	1999-2010	DATE
ajfa-835	128	2	54	DATE
ajfa-835	129	1	41	CARDINAL
ajfa-835	129	2	30	CARDINAL
ajfa-835	130	1	two	CARDINAL
ajfa-835	130	2	1999 2006	DATE
ajfa-835	130	3	2007	DATE
ajfa-835	130	4	2010	DATE
ajfa-835	131	1	3.3	CARDINAL
ajfa-835	131	2	daily	DATE
ajfa-835	131	3	rt	ORG
ajfa-835	131	4	1	CARDINAL
ajfa-835	132	1	gurel(1986	GPE
ajfa-835	133	1	2	CARDINAL
ajfa-835	133	2	vi	PERSON
ajfa-835	133	3	the period ad-70(70 days	DATE
ajfa-835	133	4	ad-10	NORP
ajfa-835	134	1	daily	DATE
ajfa-835	135	1	ratio6	ORG
ajfa-835	137	1	4.4	CARDINAL
ajfa-835	137	2	1	CARDINAL
ajfa-835	137	3	the year 1999 to	DATE
ajfa-835	137	4	2009	DATE
ajfa-835	138	1	1	CARDINAL
ajfa-835	138	2	yearly	DATE
ajfa-835	139	1	6	CARDINAL
ajfa-835	141	1	asian journal of finance & accounting	ORG
ajfa-835	141	2	1946-052x 2011	DATE
ajfa-835	142	1	3	CARDINAL
ajfa-835	142	2	1	CARDINAL
ajfa-835	142	3	e12	CARDINAL
ajfa-835	142	4	daily	DATE
ajfa-835	142	5	the years 2001	DATE
ajfa-835	142	6	2008	DATE
ajfa-835	142	7	1	CARDINAL
ajfa-835	143	1	1999-2010	DATE
ajfa-835	145	1	millions	CARDINAL
ajfa-835	146	1	millions	CARDINAL
ajfa-835	146	2	daily	DATE
ajfa-835	147	1	millions 1999 5 -0.219 970280 10204260	DATE
ajfa-835	147	2	2000	DATE
ajfa-835	147	3	4 0.423 993260	CARDINAL
ajfa-835	147	4	53370 2001	DATE
ajfa-835	147	5	1018220 6368610 20780 2002	DATE
ajfa-835	147	6	2003 3	DATE
ajfa-835	147	7	1400930 11209760 43290	DATE
ajfa-835	147	8	1505370 15855850	DATE
ajfa-835	147	9	1992480	DATE
ajfa-835	147	10	62530 2006	DATE
ajfa-835	147	11	2007	DATE
ajfa-835	147	12	6 0.37 5499360	CARDINAL
ajfa-835	147	13	41480 2008	DATE
ajfa-835	147	14	3 0.057	CARDINAL
ajfa-835	147	15	28961940 113250	DATE
ajfa-835	147	16	7944860 60091730	DATE
ajfa-835	147	17	169590	DATE
ajfa-835	148	1	1999-2010	DATE
ajfa-835	149	1	each year	DATE
ajfa-835	150	1	120 trading days	DATE
ajfa-835	152	1	130 days	DATE
ajfa-835	152	2	90 days	DATE
ajfa-835	152	3	60 days	DATE
ajfa-835	154	1	yearly	DATE
ajfa-835	154	2	a year	DATE
ajfa-835	155	1	31st december of each year	DATE
ajfa-835	157	1	daily	DATE
ajfa-835	157	2	march 31st	DATE
ajfa-835	157	3	year7	PERSON
ajfa-835	158	1	4.1	CARDINAL
ajfa-835	158	2	41	CARDINAL
ajfa-835	158	3	30	CARDINAL
ajfa-835	158	4	approximately six months	DATE
ajfa-835	159	1	t +	GPE
ajfa-835	159	2	3	CARDINAL
ajfa-835	159	3	7	CARDINAL
ajfa-835	159	4	2011	DATE
ajfa-835	160	1	asian journal of finance & accounting	ORG
ajfa-835	160	2	1946-052x 2011	DATE
ajfa-835	161	1	3	CARDINAL
ajfa-835	161	2	1	CARDINAL
ajfa-835	161	3	e12	CARDINAL
ajfa-835	161	4	rit	ORG
ajfa-835	161	5	day	DATE
ajfa-835	161	6	zero	CARDINAL
ajfa-835	161	7	uncorrelated8	ORG
ajfa-835	161	8	120 trading days	DATE
ajfa-835	163	1	130 days	DATE
ajfa-835	163	2	shortened9	PERSON
ajfa-835	163	3	60 days	DATE
ajfa-835	163	4	60 days	DATE
ajfa-835	165	1	greater than zero	CARDINAL
ajfa-835	165	2	first	ORDINAL
ajfa-835	165	3	one	CARDINAL
ajfa-835	166	1	the 11th day	DATE
ajfa-835	166	2	the first few days	DATE
ajfa-835	167	1	10 days	DATE
ajfa-835	168	1	2	CARDINAL
ajfa-835	168	2	a.	PERSON
ajfa-835	169	1	betas(slope	GPE
ajfa-835	170	1	0.140	CARDINAL
ajfa-835	172	1	first	ORDINAL
ajfa-835	172	2	second	ORDINAL
ajfa-835	172	3	0.133	CARDINAL
ajfa-835	172	4	0.153	CARDINAL
ajfa-835	173	1	2	CARDINAL
ajfa-835	173	2	0.045	CARDINAL
ajfa-835	176	1	2002	DATE
ajfa-835	177	1	2004	DATE
ajfa-835	177	2	indian	NORP
ajfa-835	178	1	8	CARDINAL
ajfa-835	179	1	29	CARDINAL
ajfa-835	179	2	inclusion days	DATE
ajfa-835	179	3	41	CARDINAL
ajfa-835	180	1	2004	DATE
ajfa-835	181	1	9	CARDINAL
ajfa-835	181	2	only two	CARDINAL
ajfa-835	181	3	one	CARDINAL
ajfa-835	182	1	asian journal of finance & accounting	ORG
ajfa-835	182	2	1946-052x 2011	DATE
ajfa-835	183	1	3	CARDINAL
ajfa-835	183	2	1	CARDINAL
ajfa-835	183	3	e12	CARDINAL
ajfa-835	183	4	194	CARDINAL
ajfa-835	183	5	2	CARDINAL
ajfa-835	183	6	daily	DATE
ajfa-835	184	1	1999-2010	DATE
ajfa-835	184	2	0.140 57%	PERCENT
ajfa-835	184	3	2.131	CARDINAL
ajfa-835	184	4	1999-2006	DATE
ajfa-835	184	5	0.950 1.083	CARDINAL
ajfa-835	184	6	0.133 58%	PERCENT
ajfa-835	184	7	1.504	CARDINAL
ajfa-835	184	8	2007-2010	DATE
ajfa-835	184	9	0.153 54%	PERCENT
ajfa-835	184	10	1.585	CARDINAL
ajfa-835	185	1	1999-2010	DATE
ajfa-835	185	2	0.045 56%	PERCENT
ajfa-835	185	3	0.783 1999-2006 19	DATE
ajfa-835	185	4	0.07 63%	PERCENT
ajfa-835	185	5	0.947	CARDINAL
ajfa-835	185	6	2007-2010	DATE
ajfa-835	185	7	0.002 37%	PERCENT
ajfa-835	185	8	0.026	CARDINAL
ajfa-835	185	9	1999-2010	DATE
ajfa-835	185	10	41	CARDINAL
ajfa-835	185	11	30	CARDINAL
ajfa-835	185	12	daily	DATE
ajfa-835	187	1	daily	DATE
ajfa-835	187	2	ad-10	NORP
ajfa-835	187	3	daily	DATE
ajfa-835	188	1	one	CARDINAL
ajfa-835	189	1	1%	PERCENT
ajfa-835	189	2	5% and 10%	PERCENT
ajfa-835	190	1	second	ORDINAL
ajfa-835	190	2	0.233	CARDINAL
ajfa-835	190	3	0.153	CARDINAL
ajfa-835	191	1	70%	PERCENT
ajfa-835	191	2	54%	PERCENT
ajfa-835	193	1	10 five	CARDINAL
ajfa-835	193	2	four	CARDINAL
ajfa-835	194	1	asian journal of finance & accounting	ORG
ajfa-835	194	2	1946-052x 2011	DATE
ajfa-835	195	1	3	CARDINAL
ajfa-835	195	2	1	CARDINAL
ajfa-835	195	3	e12	CARDINAL
ajfa-835	196	1	over 50%	PERCENT
ajfa-835	201	1	ten	CARDINAL
ajfa-835	201	2	11	CARDINAL
ajfa-835	202	1	0.038	CARDINAL
ajfa-835	202	2	0.140	CARDINAL
ajfa-835	203	1	11	CARDINAL
ajfa-835	207	1	2002	DATE
ajfa-835	208	1	two	CARDINAL
ajfa-835	208	2	mann whitney test	ORG
ajfa-835	209	1	two	CARDINAL
ajfa-835	209	2	significance11	GPE
ajfa-835	209	3	the later period	DATE
ajfa-835	211	1	funds12	CARDINAL
ajfa-835	211	2	yearly	DATE
ajfa-835	211	3	1	CARDINAL
ajfa-835	212	1	almost zero	CARDINAL
ajfa-835	213	1	2004	DATE
ajfa-835	214	1	11	CARDINAL
ajfa-835	214	2	two	CARDINAL
ajfa-835	214	3	1999-2006	DATE
ajfa-835	214	4	2007-2010	DATE
ajfa-835	214	5	0.831	CARDINAL
ajfa-835	215	1	0.293	CARDINAL
ajfa-835	215	2	0.769	CARDINAL
ajfa-835	215	3	12	CARDINAL
ajfa-835	215	4	indian	NORP
ajfa-835	216	1	31,	DATE
ajfa-835	216	2	december	DATE
ajfa-835	217	1	13	CARDINAL
ajfa-835	219	1	asian journal of finance & accounting	ORG
ajfa-835	219	2	1946-052x 2011	DATE
ajfa-835	220	1	3	CARDINAL
ajfa-835	220	2	1	CARDINAL
ajfa-835	220	3	e12	CARDINAL
ajfa-835	220	4	196	CARDINAL
ajfa-835	221	1	4.2	CARDINAL
ajfa-835	221	2	non-s&p 500	PRODUCT
ajfa-835	223	1	t +	GPE
ajfa-835	223	2	4	CARDINAL
ajfa-835	223	3	rniftyjunior	GPE
ajfa-835	223	4	day	DATE
ajfa-835	224	1	barberis et al(2002	PERSON
ajfa-835	224	2	2004	DATE
ajfa-835	225	1	indian	NORP
ajfa-835	225	2	rniftyjunior	GPE
ajfa-835	227	1	barberis et al	PERSON
ajfa-835	227	2	2004	DATE
ajfa-835	231	1	3	CARDINAL
ajfa-835	232	1	0.532	CARDINAL
ajfa-835	232	2	0.442	CARDINAL
ajfa-835	236	1	indian	NORP
ajfa-835	236	2	14	CARDINAL
ajfa-835	238	1	asian journal of finance & accounting	ORG
ajfa-835	238	2	1946-052x 2011	DATE
ajfa-835	239	1	3	CARDINAL
ajfa-835	239	2	1	CARDINAL
ajfa-835	239	3	e12	CARDINAL
ajfa-835	239	4	the later	DATE
ajfa-835	240	1	3	CARDINAL
ajfa-835	240	2	the later period	DATE
ajfa-835	241	1	3	CARDINAL
ajfa-835	241	2	daily	DATE
ajfa-835	241	3	1999-2010	DATE
ajfa-835	241	4	41	CARDINAL
ajfa-835	241	5	0.832	MONEY
ajfa-835	241	6	0.532 81%	PERCENT
ajfa-835	241	7	5.183	CARDINAL
ajfa-835	241	8	1999-2006	DATE
ajfa-835	241	9	0.833	MONEY
ajfa-835	241	10	0.539 77%	PERCENT
ajfa-835	241	11	3.787	CARDINAL
ajfa-835	241	12	2007-2010	DATE
ajfa-835	241	13	0.518 87%	PERCENT
ajfa-835	241	14	3.660	CARDINAL
ajfa-835	241	15	daily	DATE
ajfa-835	241	16	index(ie	PERSON
ajfa-835	242	1	1999-2010	DATE
ajfa-835	243	1	75%	PERCENT
ajfa-835	243	2	1999-2006	DATE
ajfa-835	243	3	0.833 0.355 βc -0.479 73%	PERCENT
ajfa-835	243	4	2007-2010	DATE
ajfa-835	244	1	80%	PERCENT
ajfa-835	244	2	1999-2010	DATE
ajfa-835	244	3	41	CARDINAL
ajfa-835	244	4	daily	DATE
ajfa-835	246	1	daily	DATE
ajfa-835	246	2	ad-10	NORP
ajfa-835	246	3	daily	DATE
ajfa-835	247	1	one	CARDINAL
ajfa-835	248	1	1%	PERCENT
ajfa-835	248	2	5% and 10%	PERCENT
ajfa-835	249	1	asian journal of finance & accounting	ORG
ajfa-835	249	2	1946-052x 2011	DATE
ajfa-835	250	1	3	CARDINAL
ajfa-835	250	2	1	CARDINAL
ajfa-835	250	3	e12	CARDINAL
ajfa-835	250	4	scholes	PERSON
ajfa-835	250	5	williams	PERSON
ajfa-835	250	6	1977	DATE
ajfa-835	255	1	2004	DATE
ajfa-835	258	1	vijh(1994	PERSON
ajfa-835	258	2	2004	DATE
ajfa-835	259	1	41	CARDINAL
ajfa-835	259	2	two	CARDINAL
ajfa-835	260	1	first	ORDINAL
ajfa-835	260	2	second	ORDINAL
ajfa-835	262	1	second	ORDINAL
ajfa-835	264	1	4	CARDINAL
ajfa-835	268	1	second	ORDINAL
ajfa-835	269	1	0.011	CARDINAL
ajfa-835	269	2	0.07	CARDINAL
ajfa-835	269	3	0.267	CARDINAL
ajfa-835	269	4	0.272	CARDINAL
ajfa-835	272	1	only 36%	PERCENT
ajfa-835	273	1	indian	NORP
ajfa-835	274	1	appendix	PERSON
ajfa-835	274	2	indian	NORP
ajfa-835	275	1	asian journal of finance & accounting	ORG
ajfa-835	275	2	1946-052x 2011	DATE
ajfa-835	276	1	3	CARDINAL
ajfa-835	276	2	1	CARDINAL
ajfa-835	276	3	e12	CARDINAL
ajfa-835	276	4	199	CARDINAL
ajfa-835	277	1	73%	PERCENT
ajfa-835	278	1	three	CARDINAL
ajfa-835	278	2	0.06	CARDINAL
ajfa-835	278	3	0.107	CARDINAL
ajfa-835	278	4	0.192	CARDINAL
ajfa-835	278	5	0.168	CARDINAL
ajfa-835	278	6	0.285	CARDINAL
ajfa-835	278	7	0.294	CARDINAL
ajfa-835	280	1	two	CARDINAL
ajfa-835	280	2	1%	PERCENT
ajfa-835	281	1	indian	NORP
ajfa-835	282	1	4	CARDINAL
ajfa-835	283	1	less than one	CARDINAL
ajfa-835	283	2	vr %	PERCENT
ajfa-835	283	3	1999-2010	DATE
ajfa-835	283	4	0.53 36%	PERCENT
ajfa-835	283	5	1999 2006 10	DATE
ajfa-835	283	6	0.43 40%	PERCENT
ajfa-835	283	7	2007-2010	DATE
ajfa-835	283	8	0.65 33%	PERCENT
ajfa-835	283	9	more than one	CARDINAL
ajfa-835	283	10	vr %	PERCENT
ajfa-835	283	11	1999-2010	DATE
ajfa-835	283	12	0.272 2.67 73%	PERCENT
ajfa-835	283	13	1999 2006	DATE
ajfa-835	283	14	16 0.237	CARDINAL
ajfa-835	283	15	2.69 66%	PERCENT
ajfa-835	283	16	2007-2010	DATE
ajfa-835	283	17	6 0.346	QUANTITY
ajfa-835	283	18	0.372 2.35 83%	PERCENT
ajfa-835	283	19	daily	DATE
ajfa-835	283	20	vr %	PERCENT
ajfa-835	283	21	1999-2010	DATE
ajfa-835	283	22	0.140 1.64 57%	PERCENT
ajfa-835	283	23	14 -0.06	QUANTITY
ajfa-835	283	24	0.44 30%	PERCENT
ajfa-835	283	25	14	CARDINAL
ajfa-835	283	26	0.168 1.05 77%	PERCENT
ajfa-835	283	27	13 0.285	CARDINAL
ajfa-835	283	28	0.294 3.39 64%	PERCENT
ajfa-835	283	29	asian journal of finance & accounting	ORG
ajfa-835	283	30	1946-052x 2011	DATE
ajfa-835	284	1	3	CARDINAL
ajfa-835	284	2	1	CARDINAL
ajfa-835	284	3	e12	CARDINAL
ajfa-835	284	4	200	CARDINAL
ajfa-835	284	5	1999-2010	DATE
ajfa-835	284	6	41	CARDINAL
ajfa-835	284	7	daily	DATE
ajfa-835	286	1	daily	DATE
ajfa-835	286	2	ad-10	NORP
ajfa-835	286	3	daily	DATE
ajfa-835	287	1	gurel(1986	GPE
ajfa-835	288	1	vi	PERSON
ajfa-835	288	2	ad-10	NORP
ajfa-835	289	1	daily	DATE
ajfa-835	293	1	one	CARDINAL
ajfa-835	294	1	5%	PERCENT
ajfa-835	295	1	2004	DATE
ajfa-835	295	2	second	ORDINAL
ajfa-835	295	3	3	CARDINAL
ajfa-835	296	1	first	ORDINAL
ajfa-835	296	2	0.872	CARDINAL
ajfa-835	296	3	second	ORDINAL
ajfa-835	296	4	1.672	CARDINAL
ajfa-835	296	5	almost 100%	PERCENT
ajfa-835	298	1	4.4	CARDINAL
ajfa-835	298	2	greenwood	PERSON
ajfa-835	298	3	2002	DATE
ajfa-835	302	1	lo a.w.	PERSON
ajfa-835	305	1	one	CARDINAL
ajfa-835	307	1	asian journal of finance & accounting	ORG
ajfa-835	307	2	1946-052x 2011	DATE
ajfa-835	308	1	3	CARDINAL
ajfa-835	308	2	1	CARDINAL
ajfa-835	308	3	e12	CARDINAL
ajfa-835	308	4	201	CARDINAL
ajfa-835	308	5	5	CARDINAL
ajfa-835	308	6	1999-2010	DATE
ajfa-835	309	1	ratio16	PERSON
ajfa-835	310	1	2	CARDINAL
ajfa-835	310	2	5	CARDINAL
ajfa-835	310	3	2	CARDINAL
ajfa-835	310	4	5	CARDINAL
ajfa-835	310	5	2	CARDINAL
ajfa-835	310	6	5	CARDINAL
ajfa-835	310	7	0.63%	PERCENT
ajfa-835	310	8	2.02%	PERCENT
ajfa-835	310	9	1999-2006	DATE
ajfa-835	310	10	1.065 2.33%	PERCENT
ajfa-835	310	11	3.45%	PERCENT
ajfa-835	310	12	2007-2010	DATE
ajfa-835	310	13	1.024 1.026	MONEY
ajfa-835	310	14	1.020	CARDINAL
ajfa-835	310	15	0.38%	PERCENT
ajfa-835	310	16	n=30	ORG
ajfa-835	311	1	2	CARDINAL
ajfa-835	311	2	5	CARDINAL
ajfa-835	311	3	2	CARDINAL
ajfa-835	311	4	5	CARDINAL
ajfa-835	311	5	2	CARDINAL
ajfa-835	311	6	5	CARDINAL
ajfa-835	311	7	1.068 3.72%	PERCENT
ajfa-835	311	8	5.45%	PERCENT
ajfa-835	311	9	1999-2006	DATE
ajfa-835	311	10	1.052	MONEY
ajfa-835	311	11	4.42%	PERCENT
ajfa-835	311	12	7.56%	PERCENT
ajfa-835	311	13	2007-2010	DATE
ajfa-835	311	14	1.011	CARDINAL
ajfa-835	311	15	1.062	CARDINAL
ajfa-835	311	16	2.50%	PERCENT
ajfa-835	311	17	1.98%	PERCENT
ajfa-835	311	18	1999-2010	DATE
ajfa-835	311	19	40	CARDINAL
ajfa-835	311	20	30	CARDINAL
ajfa-835	311	21	daily	DATE
ajfa-835	312	1	daily	DATE
ajfa-835	312	2	ad-10	NORP
ajfa-835	313	1	zero	CARDINAL
ajfa-835	314	1	1	CARDINAL
ajfa-835	314	2	1	CARDINAL
ajfa-835	315	1	5	CARDINAL
ajfa-835	316	1	2	CARDINAL
ajfa-835	316	2	5	DATE
ajfa-835	316	3	120 trading days	DATE
ajfa-835	318	1	first	ORDINAL
ajfa-835	318	2	0.63%	PERCENT
ajfa-835	318	3	2.02%	PERCENT
ajfa-835	319	1	first	ORDINAL
ajfa-835	319	2	second	ORDINAL
ajfa-835	320	1	16	CARDINAL
ajfa-835	322	1	second	ORDINAL
ajfa-835	323	1	one	CARDINAL
ajfa-835	323	2	only 60 days	DATE
ajfa-835	323	3	finance & accounting	ORG
ajfa-835	323	4	1946-052x 2011	DATE
ajfa-835	324	1	3	CARDINAL
ajfa-835	324	2	1	CARDINAL
ajfa-835	324	3	e12	CARDINAL
ajfa-835	325	1	first	ORDINAL
ajfa-835	325	2	3.72%	PERCENT
ajfa-835	325	3	5.45%	PERCENT
ajfa-835	327	1	1999-2010	DATE
ajfa-835	328	1	5	CARDINAL
ajfa-835	328	2	two	CARDINAL
ajfa-835	332	1	second	ORDINAL
ajfa-835	332	2	first	ORDINAL
ajfa-835	333	1	greenwood	PERSON
ajfa-835	333	2	2002	DATE
ajfa-835	337	1	2004	DATE
ajfa-835	337	2	indian	NORP
ajfa-835	340	1	louis anthuvan	PERSON
ajfa-835	340	2	phd	PERSON
ajfa-835	340	3	loyola institute of business administration	ORG
ajfa-835	340	4	chennai-600034	PERSON
ajfa-835	341	1	17	CARDINAL
ajfa-835	341	2	two	CARDINAL
ajfa-835	341	3	two	CARDINAL
ajfa-835	342	1	18	CARDINAL
ajfa-835	342	2	q=3	PERSON
ajfa-835	343	1	asian	NORP
ajfa-835	343	2	finance & accounting	ORG
ajfa-835	343	3	1946-052x 2011	DATE
ajfa-835	344	1	3	CARDINAL
ajfa-835	344	2	1	CARDINAL
ajfa-835	344	3	e12	CARDINAL
ajfa-835	345	1	lodewijk berlage	PERSON
ajfa-835	345	2	katholike university	ORG
ajfa-835	345	3	belgium	GPE
ajfa-835	346	1	amihud	PERSON
ajfa-835	346	2	1986	DATE
ajfa-835	348	1	journal of financial economics	ORG
ajfa-835	348	2	17	CARDINAL
ajfa-835	348	3	223	CARDINAL
ajfa-835	349	1	a. wurgler	PERSON
ajfa-835	349	2	j. (2002	PERSON
ajfa-835	351	1	nber working paper	ORG
ajfa-835	351	2	no.8884	ORG
ajfa-835	351	3	barberis	ORG
ajfa-835	351	4	a., & wurgler	ORG
ajfa-835	351	5	j. (2005	GPE
ajfa-835	353	1	journal of financial economics	ORG
ajfa-835	353	2	75	CARDINAL
ajfa-835	353	3	283	CARDINAL
ajfa-835	354	1	http://dx.doi.org/10.1016/j.jfineco.2004.04.003 baur	PERSON
ajfa-835	354	2	d.	NORP
ajfa-835	354	3	2003	DATE
ajfa-835	356	1	european commisssion	ORG
ajfa-835	356	2	italy	GPE
ajfa-835	356	3	bekaert	PERSON
ajfa-835	356	4	c.r.	GPE
ajfa-835	356	5	2003	DATE
ajfa-835	358	1	10	CARDINAL
ajfa-835	358	2	3	CARDINAL
ajfa-835	359	1	http://dx.doi.org/10.1016/s0927-5398(02)00054-3 brown	PERSON
ajfa-835	359	2	j.b.	GPE
ajfa-835	359	3	1985	DATE
ajfa-835	360	1	daily	DATE
ajfa-835	361	1	journal of financial economics	ORG
ajfa-835	361	2	14(1	CARDINAL
ajfa-835	361	3	3-31	DATE
ajfa-835	362	1	chakrabarti	NORP
ajfa-835	362	2	r.	NORP
ajfa-835	362	3	huang	PERSON
ajfa-835	362	4	w., & jayaraman	ORG
ajfa-835	362	5	lee	PERSON
ajfa-835	362	6	j. (2005	GPE
ajfa-835	364	1	29	CARDINAL
ajfa-835	365	1	1237-1264	CARDINAL
ajfa-835	366	1	chen	PERSON
ajfa-835	366	2	noronha, & g. singhal	ORG
ajfa-835	366	3	2004	DATE
ajfa-835	369	1	1901-1929	DATE
ajfa-835	370	1	j.	GPE
ajfa-835	370	2	j.c.	PERSON
ajfa-835	370	3	2008	DATE
ajfa-835	371	1	canada	GPE
ajfa-835	372	1	18	CARDINAL
ajfa-835	373	1	http://dx.doi.org/10.1080/09603100701537722 coakley	PERSON
ajfa-835	373	2	j.	GPE
ajfa-835	373	3	kougoulis	GPE
ajfa-835	373	4	j.c.	PERSON
ajfa-835	373	5	2004	DATE
ajfa-835	374	1	100	CARDINAL
ajfa-835	375	1	university of essex	ORG
ajfa-835	376	1	greenwood	PERSON
ajfa-835	376	2	m.r.	GPE
ajfa-835	376	3	2002	DATE
ajfa-835	378	1	harvard university	ORG
ajfa-835	379	1	greenwood	PERSON
ajfa-835	379	2	m.r.	GPE
ajfa-835	379	3	2003	DATE
ajfa-835	380	1	japan	GPE
ajfa-835	381	1	harvard university	ORG
ajfa-835	382	1	greenwood	PERSON
ajfa-835	382	2	m.r.	GPE
ajfa-835	382	3	2007	DATE
ajfa-835	384	1	63	CARDINAL
ajfa-835	384	2	no.5	ORG
ajfa-835	385	1	http://dx.doi.org/10.2469/faj.v63.n5.4841 harris	PERSON
ajfa-835	385	2	l., & gurel	ORG
ajfa-835	385	3	1986	DATE
ajfa-835	387	1	41	CARDINAL
ajfa-835	387	2	815	CARDINAL
ajfa-835	388	1	asian	NORP
ajfa-835	388	2	finance & accounting	ORG
ajfa-835	388	3	1946-052x 2011	DATE
ajfa-835	389	1	3	CARDINAL
ajfa-835	389	2	1	CARDINAL
ajfa-835	389	3	e12	CARDINAL
ajfa-835	389	4	204	CARDINAL
ajfa-835	389	5	2008	DATE
ajfa-835	391	1	swedish institute of financial research	ORG
ajfa-835	391	2	saltmatagatan	GPE
ajfa-835	391	3	19a	DATE
ajfa-835	391	4	59	DATE
ajfa-835	391	5	stockholm	GPE
ajfa-835	391	6	sweden	GPE
ajfa-835	392	1	kasch, m., & sarkar, a.	ORG
ajfa-835	392	2	2009	DATE
ajfa-835	393	1	ec	ORG
ajfa-835	393	2	xcessive	PERSON
ajfa-835	394	1	university of bonn	ORG
ajfa-835	394	2	ssrn	PERSON
ajfa-835	395	1	a. w.	PERSON
ajfa-835	395	2	a. c.	PERSON
ajfa-835	395	3	1988	DATE
ajfa-835	397	1	1	CARDINAL
ajfa-835	397	2	1	CARDINAL
ajfa-835	398	1	41	CARDINAL
ajfa-835	400	1	a. w.	PERSON
ajfa-835	400	2	a. c.	PERSON
ajfa-835	400	3	1989	DATE
ajfa-835	401	1	monte carlo	ORG
ajfa-835	402	1	40	DATE
ajfa-835	403	1	a., & mendenhall	ORG
ajfa-835	403	2	1997	DATE
ajfa-835	405	1	journal of business	ORG
ajfa-835	405	2	70	CARDINAL
ajfa-835	405	3	351	CARDINAL
ajfa-835	406	1	http://dx.doi.org/10.1086/209722 mitchel	PERSON
ajfa-835	406	2	m.	PERSON
ajfa-835	406	3	pulvino	GPE
ajfa-835	406	4	t. & stafford	ORG
ajfa-835	406	5	2004	DATE
ajfa-835	408	1	59	CARDINAL
ajfa-835	408	2	1	DATE
ajfa-835	409	1	31-63	DATE
ajfa-835	410	1	national stock exchange	ORG
ajfa-835	410	2	parthasarthy	PERSON
ajfa-835	410	3	s.	PERSON
ajfa-835	410	4	2010	DATE
ajfa-835	411	1	indian	NORP
ajfa-835	412	1	asian journal of finance & accounting	ORG
ajfa-835	412	2	2	CARDINAL
ajfa-835	412	3	80	CARDINAL
ajfa-835	413	1	scholes	GPE
ajfa-835	413	2	m.s.	GPE
ajfa-835	413	3	& williams	PERSON
ajfa-835	413	4	j.t.	GPE
ajfa-835	413	5	1977	DATE
ajfa-835	414	1	5	CARDINAL
ajfa-835	414	2	309	CARDINAL
ajfa-835	415	1	a.	PERSON
ajfa-835	415	2	1986	DATE
ajfa-835	417	1	41	CARDINAL
ajfa-835	417	2	579	CARDINAL
ajfa-835	418	1	1994	DATE
ajfa-835	419	1	500	CARDINAL
ajfa-835	420	1	7	CARDINAL
ajfa-835	420	2	215	CARDINAL
ajfa-835	421	1	j., & zhuravskaya	ORG
ajfa-835	421	2	2002	DATE
ajfa-835	423	1	75	CARDINAL
ajfa-835	423	2	583	CARDINAL
ajfa-835	423	3	http://dx.doi.org/10.1086/341636 yafeh	PERSON
ajfa-835	423	4	s.	PERSON
ajfa-835	423	5	2009	DATE
ajfa-835	427	1	indian	NORP
ajfa-835	428	1	barberis et al	PERSON
ajfa-835	428	2	2004	DATE
ajfa-835	429	1	coakley	PERSON
ajfa-835	429	2	kougalis(2004	DATE
ajfa-835	429	3	100	CARDINAL
ajfa-835	429	4	london	GPE
ajfa-835	429	5	finance & accounting	ORG
ajfa-835	429	6	1946-052x 2011	DATE
ajfa-835	430	1	3	CARDINAL
ajfa-835	430	2	1	CARDINAL
ajfa-835	430	3	e12	CARDINAL
ajfa-835	430	4	205	CARDINAL
ajfa-835	430	5	100	CARDINAL
ajfa-835	430	6	five	CARDINAL
ajfa-835	431	1	granger causality	PERSON
ajfa-835	431	2	indian	NORP
ajfa-835	432	1	granger causality	PERSON
ajfa-835	432	2	granger	PERSON
ajfa-835	433	1	granger causality	PERSON
ajfa-835	434	1	granger causality	PERSON
ajfa-835	436	1	  p	ORG
ajfa-835	438	1	1 1	DATE
ajfa-835	438	2	5	CARDINAL
ajfa-835	439	1	  p	ORG
ajfa-835	441	1	1 1	DATE
ajfa-835	441	2	6	CARDINAL
ajfa-835	443	1	3	CARDINAL
ajfa-835	443	2	akaike	GPE
ajfa-835	443	3	criterion(aic	PERSON
ajfa-835	444	1	6	CARDINAL
ajfa-835	447	1	7	CARDINAL
ajfa-835	448	1	granger	PERSON
ajfa-835	448	2	eq(5	DATE
ajfa-835	448	3	granger	PERSON
ajfa-835	448	4	6	CARDINAL
ajfa-835	449	1	asian	NORP
ajfa-835	449	2	finance & accounting	ORG
ajfa-835	449	3	1946-052x 2011	DATE
ajfa-835	450	1	3	CARDINAL
ajfa-835	450	2	1	CARDINAL
ajfa-835	450	3	e12	CARDINAL
ajfa-835	450	4	206	CARDINAL
ajfa-835	450	5	5	CARDINAL
ajfa-835	451	1	cnx 500	ORG
ajfa-835	452	1	granger	PERSON
ajfa-835	452	2	cnx 500	ORG
ajfa-835	453	1	1	CARDINAL
ajfa-835	453	2	2	CARDINAL
ajfa-835	453	3	3	CARDINAL
ajfa-835	453	4	4.68 1.62 2.55	MONEY
ajfa-835	453	5	0.031	CARDINAL
ajfa-835	453	6	0.199	CARDINAL
ajfa-835	454	1	500	CARDINAL
ajfa-835	454	2	3.27 2.97 1.59	MONEY
ajfa-835	454	3	0.071	CARDINAL
ajfa-835	454	4	0.051	CARDINAL
ajfa-835	454	5	0.190	CARDINAL
ajfa-835	454	6	cnx 500	ORG
ajfa-835	454	7	granger	PERSON
ajfa-835	455	1	1	CARDINAL
ajfa-835	455	2	2	CARDINAL
ajfa-835	455	3	3	CARDINAL
ajfa-835	455	4	0.22 0.22 0.56	MONEY
ajfa-835	455	5	0.639	CARDINAL
ajfa-835	455	6	500	CARDINAL
ajfa-835	455	7	2.47 2.13 1.47	MONEY
ajfa-835	455	8	500	CARDINAL
ajfa-835	455	9	daily	DATE
ajfa-835	455	10	01-01-2000	DATE
ajfa-835	455	11	31-03-2010	TIME
ajfa-835	456	1	granger	PERSON
ajfa-835	456	2	cnx 500	ORG
ajfa-835	457	1	singnificance	PERSON
ajfa-835	457	2	10%	PERCENT
ajfa-835	457	3	5%	PERCENT
ajfa-835	457	4	1%	PERCENT
ajfa-835	458	1	three	CARDINAL
ajfa-835	458	2	500	CARDINAL
ajfa-835	459	1	50	CARDINAL
ajfa-835	460	1	50	CARDINAL
ajfa-835	461	1	500	CARDINAL
ajfa-835	461	2	500	CARDINAL
ajfa-835	461	3	indian	NORP
ajfa-835	462	1	indian	NORP
ajfa-835	462	2	granger	PERSON
ajfa-835	462	3	cnx 500	PERSON
ajfa-835	462	4	cnx 500	PERSON
ajfa-835	462	5	granger	PERSON
ajfa-835	464	1	01-01-2000	DATE
ajfa-835	464	2	31	CARDINAL
ajfa-835	464	3	cnx 500	ORG
ajfa-835	464	4	the second half of the year 1999	DATE
ajfa-835	466	1	granger	PERSON
ajfa-835	466	2	1	CARDINAL
ajfa-835	466	3	5% and 10%	PERCENT
ajfa-835	467	1	granger	PERSON
ajfa-835	467	2	cnx 500	ORG
ajfa-835	467	3	1	CARDINAL
ajfa-835	467	4	2	CARDINAL
ajfa-835	467	5	10%	PERCENT
ajfa-835	468	1	19	CARDINAL
ajfa-835	468	2	cnx	ORG
ajfa-835	468	3	100	CARDINAL
ajfa-835	468	4	india	GPE
ajfa-835	468	5	50	CARDINAL
ajfa-835	468	6	50	CARDINAL
ajfa-835	469	1	cnx	ORG
ajfa-835	469	2	two	CARDINAL
ajfa-835	470	1	asian	NORP
ajfa-835	470	2	finance & accounting	ORG
ajfa-835	470	3	1946-052x 2011	DATE
ajfa-835	471	1	3	CARDINAL
ajfa-835	471	2	1	CARDINAL
ajfa-835	471	3	e12	CARDINAL
ajfa-835	471	4	granger	PERSON
ajfa-835	472	1	cnx 500	CARDINAL
ajfa-835	472	2	between one to three days	DATE
ajfa-835	473	1	a lag of three days	DATE
ajfa-835	474	1	20	CARDINAL
ajfa-835	474	2	three	CARDINAL
ajfa-835	474	3	1%	PERCENT
ajfa-835	475	1	aic	PERSON
ajfa-835	475	2	3	CARDINAL
ajfa-835	475	3	at least 8	CARDINAL