id	sid	eid	entity	type
ajfa-86	1	1	asian journal of finance & accounting	ORG
ajfa-86	1	2	1946	CARDINAL
ajfa-86	1	3	1	CARDINAL
ajfa-86	1	4	1	CARDINAL
ajfa-86	1	5	www.macrothink.org/ajfa 23	DATE
ajfa-86	1	6	asian	NORP
ajfa-86	1	7	michael b cohen school of economics	PERSON
ajfa-86	1	8	victoria university po box	ORG
ajfa-86	1	9	14428	DATE
ajfa-86	1	10	melbourne vic 8001	PERSON
ajfa-86	1	11	australia	GPE
ajfa-86	1	12	9919-1182	DATE
ajfa-86	2	1	asian	NORP
ajfa-86	3	1	asian	NORP
ajfa-86	3	2	the united states	GPE
ajfa-86	4	1	seven	CARDINAL
ajfa-86	4	2	four	CARDINAL
ajfa-86	4	3	the united states	GPE
ajfa-86	5	1	jel classifications: g11	ORG
ajfa-86	5	2	asian	NORP
ajfa-86	5	3	asian	NORP
ajfa-86	5	4	finance & accounting	ORG
ajfa-86	5	5	1946	CARDINAL
ajfa-86	6	1	1	CARDINAL
ajfa-86	6	2	1	CARDINAL
ajfa-86	6	3	24 1	DATE
ajfa-86	17	1	the united states	GPE
ajfa-86	18	1	asia	LOC
ajfa-86	18	2	the united states of america	GPE
ajfa-86	19	1	firstly	ORDINAL
ajfa-86	20	1	asian	NORP
ajfa-86	21	1	the united states	GPE
ajfa-86	22	1	2	CARDINAL
ajfa-86	23	1	markowitz (	ORG
ajfa-86	23	2	1952	DATE
ajfa-86	23	3	first	ORDINAL
ajfa-86	24	1	ross	GPE
ajfa-86	24	2	westerfield	PERSON
ajfa-86	24	3	2005	DATE
ajfa-86	24	4	2003	DATE
ajfa-86	24	5	elton & gruber,	ORG
ajfa-86	24	6	1995	DATE
ajfa-86	24	7	brealey	ORG
ajfa-86	24	8	myers, & allen	ORG
ajfa-86	24	9	2006	DATE
ajfa-86	25	1	markowitz	ORG
ajfa-86	25	2	rubinstein	ORG
ajfa-86	25	3	2002	DATE
ajfa-86	27	1	asian	NORP
ajfa-86	27	2	finance & accounting	ORG
ajfa-86	27	3	1946	CARDINAL
ajfa-86	27	4	1	CARDINAL
ajfa-86	27	5	1	CARDINAL
ajfa-86	27	6	25 four	CARDINAL
ajfa-86	27	7	1961	DATE
ajfa-86	27	8	sharpe	PERSON
ajfa-86	27	9	1964	DATE
ajfa-86	27	10	1965	DATE
ajfa-86	27	11	mossin	GPE
ajfa-86	27	12	1966	DATE
ajfa-86	33	1	1965	DATE
ajfa-86	35	1	1977	DATE
ajfa-86	38	1	richard roll & ross	ORG
ajfa-86	38	2	1994	DATE
ajfa-86	39	1	kandel &	ORG
ajfa-86	39	2	1995	DATE
ajfa-86	40	1	3	CARDINAL
ajfa-86	40	2	three	CARDINAL
ajfa-86	40	3	firstly	ORDINAL
ajfa-86	40	4	asian	NORP
ajfa-86	40	5	finance & accounting	ORG
ajfa-86	40	6	1946	CARDINAL
ajfa-86	41	1	1	CARDINAL
ajfa-86	41	2	1	CARDINAL
ajfa-86	42	1	secondly	ORDINAL
ajfa-86	42	2	graham & harvey	ORG
ajfa-86	42	3	2008	DATE
ajfa-86	43	1	third	ORDINAL
ajfa-86	46	1	the united states of america	GPE
ajfa-86	46	2	the year 1871	DATE
ajfa-86	47	1	the united states	GPE
ajfa-86	47	2	fernandez	PERSON
ajfa-86	47	3	2009	DATE
ajfa-86	47	4	claus & thomas	ORG
ajfa-86	47	5	1999	DATE
ajfa-86	48	1	brailsford	GPE
ajfa-86	48	2	handley, & maheswaran	ORG
ajfa-86	48	3	2007	DATE
ajfa-86	48	4	new zealand	GPE
ajfa-86	48	5	mcculloch & leonova	ORG
ajfa-86	48	6	2005	DATE
ajfa-86	48	7	portugal	GPE
ajfa-86	48	8	alpalhao & alves	ORG
ajfa-86	48	9	2005	DATE
ajfa-86	51	1	2003	DATE
ajfa-86	51	2	2006	DATE
ajfa-86	51	3	ang & maddaloni	ORG
ajfa-86	51	4	2005	DATE
ajfa-86	51	5	2003	DATE
ajfa-86	51	6	2008	DATE
ajfa-86	51	7	sterken	PERSON
ajfa-86	51	8	2004	DATE
ajfa-86	52	1	asian	NORP
ajfa-86	55	1	asian	NORP
ajfa-86	55	2	the united states	GPE
ajfa-86	56	1	4	CARDINAL
ajfa-86	56	2	asian	NORP
ajfa-86	56	3	asian	NORP
ajfa-86	56	4	approximately 4 billion	MONEY
ajfa-86	56	5	60%	PERCENT
ajfa-86	57	1	46	CARDINAL
ajfa-86	57	2	asia	LOC
ajfa-86	60	1	asian	NORP
ajfa-86	60	2	the united states of america	GPE
ajfa-86	60	3	1	CARDINAL
ajfa-86	60	4	asian	NORP
ajfa-86	60	5	finance & accounting	ORG
ajfa-86	60	6	1946	CARDINAL
ajfa-86	61	1	1	CARDINAL
ajfa-86	61	2	1	CARDINAL
ajfa-86	61	3	27	CARDINAL
ajfa-86	61	4	1	CARDINAL
ajfa-86	61	5	the united states	GPE
ajfa-86	62	1	1997	DATE
ajfa-86	62	2	china	GPE
ajfa-86	62	3	1993	DATE
ajfa-86	62	4	3.56	TIME
ajfa-86	62	5	hang seng index m12	ORG
ajfa-86	62	6	1986	DATE
ajfa-86	62	7	0.81 0.20	CARDINAL
ajfa-86	62	8	0.82778 korea	GPE
ajfa-86	62	9	1976	DATE
ajfa-86	62	10	5.78	CARDINAL
ajfa-86	62	11	1997	DATE
ajfa-86	62	12	0.53 0.53	CARDINAL
ajfa-86	62	13	-5.25	ORG
ajfa-86	62	14	malaysia	GPE
ajfa-86	62	15	3.69	CARDINAL
ajfa-86	62	16	1993	DATE
ajfa-86	62	17	0.06	CARDINAL
ajfa-86	62	18	0.9160	CARDINAL
ajfa-86	62	19	thailand	GPE
ajfa-86	62	20	1977	DATE
ajfa-86	62	21	4.13	CARDINAL
ajfa-86	62	22	0.48 0.02	CARDINAL
ajfa-86	62	23	indonesia	GPE
ajfa-86	62	24	1986	DATE
ajfa-86	62	25	14.85 16.81	CARDINAL
ajfa-86	62	26	jakarta	GPE
ajfa-86	62	27	1997	DATE
ajfa-86	62	28	0.83 0.83	QUANTITY
ajfa-86	62	29	0.0000	CARDINAL
ajfa-86	62	30	japan	GPE
ajfa-86	62	31	1970	DATE
ajfa-86	62	32	4.23 0.16	CARDINAL
ajfa-86	62	33	225index m1 1984 0.08 -0.33 erp	PRODUCT
ajfa-86	62	34	0.0000	CARDINAL
ajfa-86	62	35	pakistan	GPE
ajfa-86	62	36	1970	DATE
ajfa-86	62	37	7.51	CARDINAL
ajfa-86	62	38	1.15 1.15	CARDINAL
ajfa-86	62	39	0.0073 united states	PERCENT
ajfa-86	62	40	1970	DATE
ajfa-86	62	41	3.79	CARDINAL
ajfa-86	62	42	1970	DATE
ajfa-86	62	43	0.26	CARDINAL
ajfa-86	62	44	n.a.	GPE
ajfa-86	65	1	zero	CARDINAL
ajfa-86	66	1	10 year	DATE
ajfa-86	66	2	the united states	GPE
ajfa-86	67	1	asian	NORP
ajfa-86	67	2	finance & accounting	ORG
ajfa-86	67	3	1946	CARDINAL
ajfa-86	67	4	1	CARDINAL
ajfa-86	67	5	1	CARDINAL
ajfa-86	69	1	ifs	ORG
ajfa-86	70	1	1	CARDINAL
ajfa-86	74	1	1	CARDINAL
ajfa-86	76	1	monthly	DATE
ajfa-86	76	2	the month	DATE
ajfa-86	77	1	july 1997 to	DATE
ajfa-86	78	1	1	CARDINAL
ajfa-86	80	1	1	CARDINAL
ajfa-86	80	2	5	CARDINAL
ajfa-86	82	1	july 1997 to	DATE
ajfa-86	82	2	two	CARDINAL
ajfa-86	84	1	the united states	GPE
ajfa-86	84	2	asian	NORP
ajfa-86	84	3	the united states	GPE
ajfa-86	86	1	us	GPE
ajfa-86	86	2	1	CARDINAL
ajfa-86	86	3	seven	CARDINAL
ajfa-86	86	4	the erp of asian journal of finance & accounting	ORG
ajfa-86	86	5	1946	CARDINAL
ajfa-86	86	6	1	CARDINAL
ajfa-86	86	7	1	CARDINAL
ajfa-86	86	8	us	GPE
ajfa-86	87	1	three	CARDINAL
ajfa-86	87	2	indonesia	GPE
ajfa-86	87	3	japan	GPE
ajfa-86	87	4	pakistan	GPE
ajfa-86	88	1	indonesian	NORP
ajfa-86	88	2	pakistan	GPE
ajfa-86	88	3	japan	GPE
ajfa-86	88	4	two	CARDINAL
ajfa-86	88	5	us	GPE
ajfa-86	89	1	the united states	GPE
ajfa-86	90	1	the united states	GPE
ajfa-86	92	1	two	CARDINAL
ajfa-86	94	1	5.1	CARDINAL
ajfa-86	95	1	monthly	DATE
ajfa-86	95	2	132	CARDINAL
ajfa-86	98	1	2	CARDINAL
ajfa-86	99	1	2	CARDINAL
ajfa-86	99	2	the united states	GPE
ajfa-86	99	3	m7 2008	DATE
ajfa-86	100	1	m7 1997	DATE
ajfa-86	100	2	m7 2008	DATE
ajfa-86	100	3	china	GPE
ajfa-86	100	4	0.82778 m12	MONEY
ajfa-86	100	5	1993	DATE
ajfa-86	100	6	2008	DATE
ajfa-86	100	7	0.74976 korea	GPE
ajfa-86	100	8	0.11015 m7 1997	DATE
ajfa-86	100	9	2008	DATE
ajfa-86	100	10	0.10016	CARDINAL
ajfa-86	100	11	malaysia	GPE
ajfa-86	100	12	0.9160 m12	MONEY
ajfa-86	100	13	1993	DATE
ajfa-86	100	14	0.23224	GPE
ajfa-86	100	15	0.6036 m4	MONEY
ajfa-86	100	16	1975	DATE
ajfa-86	100	17	2008	DATE
ajfa-86	100	18	0.00228	CARDINAL
ajfa-86	100	19	indonesia	GPE
ajfa-86	100	20	0.0000 m7 1997	DATE
ajfa-86	100	21	2008	DATE
ajfa-86	100	22	0.0000	CARDINAL
ajfa-86	100	23	japan	GPE
ajfa-86	100	24	2008	DATE
ajfa-86	100	25	0.0000	CARDINAL
ajfa-86	100	26	pakistan	GPE
ajfa-86	100	27	0.0073 m7 1997	DATE
ajfa-86	100	28	m7 2008 0.0073	DATE
ajfa-86	101	1	first	ORDINAL
ajfa-86	101	2	second	ORDINAL
ajfa-86	102	1	thai	NORP
ajfa-86	103	1	asian	NORP
ajfa-86	103	2	finance & accounting	ORG
ajfa-86	103	3	1946	CARDINAL
ajfa-86	103	4	1	CARDINAL
ajfa-86	103	5	1	CARDINAL
ajfa-86	103	6	www.macrothink.org/ajfa 30	DATE
ajfa-86	105	1	one	CARDINAL
ajfa-86	106	1	the start date	DATE
ajfa-86	106	2	two	CARDINAL
ajfa-86	107	1	one	CARDINAL
ajfa-86	110	1	two	CARDINAL
ajfa-86	110	2	stephens	PERSON
ajfa-86	110	3	1974	DATE
ajfa-86	111	1	3	CARDINAL
ajfa-86	112	1	3	CARDINAL
ajfa-86	113	1	smirnov statistic	GPE
ajfa-86	113	2	the united states	GPE
ajfa-86	113	3	m7 2008	DATE
ajfa-86	114	1	m7 2008	DATE
ajfa-86	114	2	kolmogorov-smirnov	ORG
ajfa-86	114	3	china	GPE
ajfa-86	114	4	korea	GPE
ajfa-86	114	5	malaysia	GPE
ajfa-86	114	6	0.44520 0.17490	MONEY
ajfa-86	114	7	thailand	GPE
ajfa-86	114	8	0.01241	MONEY
ajfa-86	114	9	0.00000 0.00000 0.00000 japan 0.00000 0.00000 0.00000	MONEY
ajfa-86	114	10	pakistan	GPE
ajfa-86	114	11	0.00730 0.01057 0.00001	MONEY
ajfa-86	114	12	kolmogorov-smirnov	ORG
ajfa-86	115	1	kolmogorov-smirnov	ORG
ajfa-86	117	1	thailand	GPE
ajfa-86	117	2	kolmogorov-smirnov	ORG
ajfa-86	117	3	malaysia	GPE
ajfa-86	118	1	asian journal of finance & accounting	ORG
ajfa-86	118	2	1946	CARDINAL
ajfa-86	118	3	1	CARDINAL
ajfa-86	118	4	1	CARDINAL
ajfa-86	118	5	31 5.2	CARDINAL
ajfa-86	118	6	two	CARDINAL
ajfa-86	121	1	more than one	CARDINAL
ajfa-86	122	1	two	CARDINAL
ajfa-86	123	1	firstly	ORDINAL
ajfa-86	124	1	asian	NORP
ajfa-86	124	2	1997	DATE
ajfa-86	124	3	kaufman, & kreuger	ORG
ajfa-86	124	4	1999	DATE
ajfa-86	125	1	second	ORDINAL
ajfa-86	127	1	6	CARDINAL
ajfa-86	129	1	asia	LOC
ajfa-86	129	2	the united states	GPE
ajfa-86	130	1	the united states	GPE
ajfa-86	132	1	asian journal of finance & accounting	ORG
ajfa-86	132	2	1946	CARDINAL
ajfa-86	132	3	1	CARDINAL
ajfa-86	132	4	1	CARDINAL
ajfa-86	132	5	alpalhao	GPE
ajfa-86	132	6	r., & alves	ORG
ajfa-86	132	7	2005	DATE
ajfa-86	133	1	portuguese	NORP
ajfa-86	134	1	489	CARDINAL
ajfa-86	135	1	a., & maddaloni	ORG
ajfa-86	135	2	a.	PERSON
ajfa-86	135	3	2005	DATE
ajfa-86	138	1	341	CARDINAL
ajfa-86	139	1	brailsford	NORP
ajfa-86	139	2	t. j.	PERSON
ajfa-86	139	3	handley	PERSON
ajfa-86	139	4	j. c.	PERSON
ajfa-86	139	5	2007	DATE
ajfa-86	140	1	australia	GPE
ajfa-86	141	1	ssrn elibrary	PERSON
ajfa-86	142	1	february 10, 2009	DATE
ajfa-86	143	1	brealey	ORG
ajfa-86	143	2	r. a.	PERSON
ajfa-86	143	3	myers	GPE
ajfa-86	143	4	s. c., & allen	PERSON
ajfa-86	143	5	2006	DATE
ajfa-86	145	1	mcgraw-hill	ORG
ajfa-86	145	2	8th	ORDINAL
ajfa-86	146	1	new york	GPE
ajfa-86	146	2	ny	GPE
ajfa-86	146	3	mcgraw-hill/irwin	ORG
ajfa-86	147	1	claus	PERSON
ajfa-86	147	2	j. j., & thomas	PERSON
ajfa-86	147	3	j. k.	PERSON
ajfa-86	147	4	1999	DATE
ajfa-86	149	1	ssrn elibrary	PERSON
ajfa-86	150	1	february 10, 2009	DATE
ajfa-86	151	1	damodaran	PERSON
ajfa-86	151	2	2008	DATE
ajfa-86	153	1	ssrn elibrary	PERSON
ajfa-86	154	1	march 12, 2009	DATE
ajfa-86	155	1	dimson	GPE
ajfa-86	155	2	& staunton	GPE
ajfa-86	155	3	2003	DATE
ajfa-86	157	1	ssrn elibrary	PERSON
ajfa-86	158	1	february 10, 2009	DATE
ajfa-86	159	1	dimson	GPE
ajfa-86	159	2	& staunton	GPE
ajfa-86	159	3	m. (	PERSON
ajfa-86	159	4	2006	DATE
ajfa-86	161	1	ssrn elibrary	PERSON
ajfa-86	162	1	february 10, 2009	DATE
ajfa-86	162	2	http://papers.ssrn.com/sol3/papers.cfm?abstract_id=891620	ORG
ajfa-86	163	1	elton	PERSON
ajfa-86	163	2	e. j., & gruber	PERSON
ajfa-86	163	3	m. j. (	PERSON
ajfa-86	163	4	1995	DATE
ajfa-86	164	1	5th	ORDINAL
ajfa-86	165	1	new york	GPE
ajfa-86	165	2	wiley	PERSON
ajfa-86	166	1	fernandez	PERSON
ajfa-86	166	2	2009	DATE
ajfa-86	167	1	100	CARDINAL
ajfa-86	168	1	ssrn elibrary	PERSON
ajfa-86	169	1	february 11, 2009	DATE
ajfa-86	170	1	graham	PERSON
ajfa-86	170	2	j. r.	PERSON
ajfa-86	170	3	c. r.	PERSON
ajfa-86	170	4	2008	DATE
ajfa-86	171	1	2008	DATE
ajfa-86	172	1	ssrn elibrary	PERSON
ajfa-86	173	1	february 10, 2009	DATE
ajfa-86	174	1	w.	PERSON
ajfa-86	174	2	kaufman	PERSON
ajfa-86	174	3	t.	GPE
ajfa-86	174	4	1999	DATE
ajfa-86	175	1	asian	NORP
ajfa-86	176	1	boston	GPE
ajfa-86	176	2	kluwer	ORG
ajfa-86	177	1	joshi	PERSON
ajfa-86	177	2	m. s.	PERSON
ajfa-86	177	3	2003	DATE
ajfa-86	179	1	cambridge	GPE
ajfa-86	179	2	u.k: cambridge university press	ORG
ajfa-86	180	1	kandel, s., & stambaugh	PERSON
ajfa-86	180	2	r. f. (	PERSON
ajfa-86	180	3	1995	DATE
ajfa-86	182	1	50(1	CARDINAL
ajfa-86	182	2	157	CARDINAL
ajfa-86	183	1	asian	NORP
ajfa-86	183	2	finance & accounting	ORG
ajfa-86	183	3	1946	CARDINAL
ajfa-86	183	4	1	CARDINAL
ajfa-86	183	5	1	CARDINAL
ajfa-86	183	6	33	CARDINAL
ajfa-86	183	7	j.	PERSON
ajfa-86	183	8	1965	DATE
ajfa-86	185	1	economics & statistics	ORG
ajfa-86	185	2	47(1	DATE
ajfa-86	185	3	13	CARDINAL
ajfa-86	186	1	markowitz, h. (1952	ORG
ajfa-86	188	1	7(1	DATE
ajfa-86	188	2	77	CARDINAL
ajfa-86	189	1	mcculloch	ORG
ajfa-86	189	2	b. w.	PERSON
ajfa-86	189	3	d. (	GPE
ajfa-86	189	4	2005	DATE
ajfa-86	191	1	ssrn elibrary	PERSON
ajfa-86	192	1	february 10, 2009	DATE
ajfa-86	192	2	http://ssrn.com/paper=727583	DATE
ajfa-86	192	3	mossin	GPE
ajfa-86	192	4	j. (1966	GPE
ajfa-86	194	1	econometrica	PERSON
ajfa-86	194	2	34	DATE
ajfa-86	194	3	768	CARDINAL
ajfa-86	195	1	r.	NORP
ajfa-86	195	2	1977	DATE
ajfa-86	196	1	1	CARDINAL
ajfa-86	197	1	journal of financial economics	ORG
ajfa-86	197	2	4(2	CARDINAL
ajfa-86	197	3	129	CARDINAL
ajfa-86	198	1	r., & ross	ORG
ajfa-86	198	2	s. a.	PERSON
ajfa-86	198	3	1994	DATE
ajfa-86	200	1	49(1	CARDINAL
ajfa-86	200	2	101	CARDINAL
ajfa-86	202	1	ross	PERSON
ajfa-86	202	2	s. a.	PERSON
ajfa-86	202	3	westerfield	PERSON
ajfa-86	202	4	r., & jaffe	ORG
ajfa-86	202	5	j. f. (	PERSON
ajfa-86	202	6	2005	DATE
ajfa-86	203	1	7th	ORDINAL
ajfa-86	204	1	boston	GPE
ajfa-86	204	2	mcgraw-hill/irwin	ORG
ajfa-86	205	1	rubinstein	PERSON
ajfa-86	205	2	m. (	PERSON
ajfa-86	205	3	2002	DATE
ajfa-86	206	1	markowitz	ORG
ajfa-86	206	2	fifty-year	DATE
ajfa-86	207	1	the journal of finance	ORG
ajfa-86	207	2	57(3	CARDINAL
ajfa-86	208	1	salomons	PERSON
ajfa-86	208	2	r., & grootveld	ORG
ajfa-86	208	3	2003	DATE
ajfa-86	210	1	4(2	CARDINAL
ajfa-86	210	2	121	CARDINAL
ajfa-86	211	1	10.1016	CARDINAL
ajfa-86	212	1	sharpe	PERSON
ajfa-86	212	2	w. f. (	PERSON
ajfa-86	212	3	1964	DATE
ajfa-86	214	1	19(3	DATE
ajfa-86	214	2	425	CARDINAL
ajfa-86	215	1	stephens	PERSON
ajfa-86	215	2	m. a.	PERSON
ajfa-86	215	3	1974	DATE
ajfa-86	216	1	edf	ORG
ajfa-86	217	1	the american statistical association	ORG
ajfa-86	217	2	69(347	CARDINAL
ajfa-86	217	3	730	CARDINAL
ajfa-86	218	1	10.2307/2286009	CARDINAL
ajfa-86	219	1	sterken	PERSON
ajfa-86	219	2	r.	PERSON
ajfa-86	219	3	2004	DATE
ajfa-86	221	1	ssrn elibrary	PERSON
ajfa-86	222	1	february 10, 2009	DATE
ajfa-86	222	2	treynor	PERSON
ajfa-86	222	3	j. l.	PERSON
ajfa-86	222	4	1961	DATE
ajfa-86	224	1	august	DATE
ajfa-86	224	2	8, 1961	DATE