id	sid	tid	token	lemma	pos
ajfa-11456	1	1	microsoft	microsoft	PROPN
ajfa-11456	1	2	word	word	NOUN
ajfa-11456	1	3	11456	11456	NUM
ajfa-11456	1	4	-	-	SYM
ajfa-11456	1	5	42177	42177	NUM
ajfa-11456	1	6	-	-	PUNCT
ajfa-11456	1	7	1	1	NUM
ajfa-11456	1	8	-	-	PUNCT
ajfa-11456	1	9	sm	sm	NOUN
ajfa-11456	1	10	-	-	PUNCT
ajfa-11456	1	11	writer2	writer2	VERB
ajfa-11456	1	12	-	-	ADJ
ajfa-11456	1	13	new	new	ADJ
ajfa-11456	1	14	asian	asian	ADJ
ajfa-11456	1	15	journal	journal	NOUN
ajfa-11456	1	16	of	of	ADP
ajfa-11456	1	17	finance	finance	PROPN
ajfa-11456	1	18	&	&	CCONJ
ajfa-11456	1	19	accounting	accounting	PROPN
ajfa-11456	1	20	issn	issn	PROPN
ajfa-11456	1	21	1946	1946	NUM
ajfa-11456	1	22	-	-	PUNCT
ajfa-11456	1	23	052x	052x	PROPN
ajfa-11456	1	24	2017	2017	NUM
ajfa-11456	1	25	,	,	PUNCT
ajfa-11456	1	26	vol	vol	NOUN
ajfa-11456	1	27	.	.	NOUN
ajfa-11456	1	28	9	9	NUM
ajfa-11456	1	29	,	,	PUNCT
ajfa-11456	1	30	no	no	NOUN
ajfa-11456	1	31	.	.	NOUN
ajfa-11456	1	32	2	2	NUM
ajfa-11456	1	33	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	1	34	1	1	NUM
ajfa-11456	1	35	profitability	profitability	NOUN
ajfa-11456	1	36	of	of	ADP
ajfa-11456	1	37	style	style	NOUN
ajfa-11456	1	38	based	base	VERB
ajfa-11456	1	39	investment	investment	NOUN
ajfa-11456	1	40	strategies	strategy	NOUN
ajfa-11456	1	41	:	:	PUNCT
ajfa-11456	1	42	evidence	evidence	NOUN
ajfa-11456	1	43	from	from	ADP
ajfa-11456	1	44	india	india	PROPN
ajfa-11456	1	45	srividya	srividya	PROPN
ajfa-11456	1	46	subramaniam	subramaniam	PROPN
ajfa-11456	1	47	assistant	assistant	PROPN
ajfa-11456	1	48	professor	professor	PROPN
ajfa-11456	1	49	,	,	PUNCT
ajfa-11456	1	50	department	department	NOUN
ajfa-11456	1	51	of	of	ADP
ajfa-11456	1	52	economics	economics	PROPN
ajfa-11456	1	53	sgtb	sgtb	PROPN
ajfa-11456	1	54	khalsa	khalsa	PROPN
ajfa-11456	1	55	college	college	PROPN
ajfa-11456	1	56	,	,	PUNCT
ajfa-11456	1	57	university	university	NOUN
ajfa-11456	1	58	of	of	ADP
ajfa-11456	1	59	delhi	delhi	PROPN
ajfa-11456	1	60	delhi-110007	delhi-110007	ADJ
ajfa-11456	1	61	e	e	NOUN
ajfa-11456	1	62	-	-	NOUN
ajfa-11456	1	63	mail	mail	NOUN
ajfa-11456	1	64	:	:	PUNCT
ajfa-11456	1	65	srividyadse@gmail.com	srividyadse@gmail.com	X
ajfa-11456	2	1	gagan	gagan	PROPN
ajfa-11456	2	2	sharma	sharma	PROPN
ajfa-11456	2	3	research	research	PROPN
ajfa-11456	2	4	fellow	fellow	NOUN
ajfa-11456	2	5	,	,	PUNCT
ajfa-11456	2	6	department	department	NOUN
ajfa-11456	2	7	of	of	ADP
ajfa-11456	2	8	financial	financial	ADJ
ajfa-11456	2	9	studies	studies	PROPN
ajfa-11456	2	10	university	university	PROPN
ajfa-11456	2	11	of	of	ADP
ajfa-11456	2	12	delhi	delhi	PROPN
ajfa-11456	2	13	,	,	PUNCT
ajfa-11456	2	14	south	south	ADJ
ajfa-11456	2	15	campus	campus	NOUN
ajfa-11456	2	16	,	,	PUNCT
ajfa-11456	2	17	new	new	ADJ
ajfa-11456	2	18	delhi-110021	delhi-110021	NOUN
ajfa-11456	2	19	e	e	NOUN
ajfa-11456	2	20	-	-	NOUN
ajfa-11456	2	21	mail	mail	NOUN
ajfa-11456	2	22	:	:	PUNCT
ajfa-11456	2	23	gagan585@gmail.com	gagan585@gmail.com	X
ajfa-11456	2	24	srishti	srishti	NOUN
ajfa-11456	2	25	sehgal	sehgal	ADJ
ajfa-11456	2	26	,	,	PUNCT
ajfa-11456	2	27	senior	senior	ADJ
ajfa-11456	2	28	executive	executive	ADJ
ajfa-11456	2	29	-	-	PUNCT
ajfa-11456	2	30	capital	capital	NOUN
ajfa-11456	2	31	markets	market	NOUN
ajfa-11456	2	32	jll	jll	VERB
ajfa-11456	2	33	,	,	PUNCT
ajfa-11456	2	34	india	india	PROPN
ajfa-11456	2	35	e	e	PROPN
ajfa-11456	2	36	-	-	NOUN
ajfa-11456	2	37	mail	mail	NOUN
ajfa-11456	2	38	:	:	PUNCT
ajfa-11456	2	39	srishtisehgal95@gmail.com	srishtisehgal95@gmail.com	X
ajfa-11456	2	40	received	receive	VERB
ajfa-11456	2	41	:	:	PUNCT
ajfa-11456	2	42	june	june	PROPN
ajfa-11456	2	43	2	2	NUM
ajfa-11456	2	44	,	,	PUNCT
ajfa-11456	2	45	2017	2017	NUM
ajfa-11456	2	46	accepted	accept	VERB
ajfa-11456	2	47	:	:	PUNCT
ajfa-11456	2	48	july	july	PROPN
ajfa-11456	2	49	15	15	NUM
ajfa-11456	2	50	,	,	PUNCT
ajfa-11456	2	51	2017	2017	NUM
ajfa-11456	2	52	published	publish	VERB
ajfa-11456	2	53	:	:	PUNCT
ajfa-11456	2	54	december	december	PROPN
ajfa-11456	2	55	1	1	NUM
ajfa-11456	2	56	,	,	PUNCT
ajfa-11456	2	57	2017	2017	NUM
ajfa-11456	2	58	doi:10.5296	doi:10.5296	NOUN
ajfa-11456	2	59	/	/	SYM
ajfa-11456	2	60	ajfa.v9i2.11456	ajfa.v9i2.11456	NOUN
ajfa-11456	2	61	url	url	NOUN
ajfa-11456	2	62	:	:	PUNCT
ajfa-11456	2	63	https://doi.org/10.5296/ajfa.v9i2.11456	https://doi.org/10.5296/ajfa.v9i2.11456	NOUN
ajfa-11456	2	64	abstract	abstract	NOUN
ajfa-11456	2	65	in	in	ADP
ajfa-11456	2	66	this	this	DET
ajfa-11456	2	67	paper	paper	NOUN
ajfa-11456	2	68	,	,	PUNCT
ajfa-11456	2	69	we	we	PRON
ajfa-11456	2	70	aim	aim	VERB
ajfa-11456	2	71	to	to	PART
ajfa-11456	2	72	identify	identify	VERB
ajfa-11456	2	73	profitable	profitable	ADJ
ajfa-11456	2	74	investment	investment	NOUN
ajfa-11456	2	75	styles	style	NOUN
ajfa-11456	2	76	on	on	ADP
ajfa-11456	2	77	the	the	DET
ajfa-11456	2	78	indian	indian	ADJ
ajfa-11456	2	79	stock	stock	NOUN
ajfa-11456	2	80	market	market	NOUN
ajfa-11456	2	81	by	by	ADP
ajfa-11456	2	82	using	use	VERB
ajfa-11456	2	83	various	various	ADJ
ajfa-11456	2	84	combinations	combination	NOUN
ajfa-11456	2	85	of	of	ADP
ajfa-11456	2	86	important	important	ADJ
ajfa-11456	2	87	stock	stock	NOUN
ajfa-11456	2	88	pricing	pricing	NOUN
ajfa-11456	2	89	anomalies	anomaly	NOUN
ajfa-11456	2	90	consisting	consist	VERB
ajfa-11456	2	91	of	of	ADP
ajfa-11456	2	92	.	.	PUNCT
ajfa-11456	2	93	size	size	NOUN
ajfa-11456	2	94	,	,	PUNCT
ajfa-11456	2	95	value	value	NOUN
ajfa-11456	2	96	,	,	PUNCT
ajfa-11456	2	97	volume	volume	NOUN
ajfa-11456	2	98	,	,	PUNCT
ajfa-11456	2	99	profitability	profitability	NOUN
ajfa-11456	2	100	,	,	PUNCT
ajfa-11456	2	101	earnings	earning	NOUN
ajfa-11456	2	102	surprises	surprise	NOUN
ajfa-11456	2	103	,	,	PUNCT
ajfa-11456	2	104	short	short	ADJ
ajfa-11456	2	105	term	term	NOUN
ajfa-11456	2	106	and	and	CCONJ
ajfa-11456	2	107	long	long	ADJ
ajfa-11456	2	108	term	term	NOUN
ajfa-11456	2	109	prior	prior	ADJ
ajfa-11456	2	110	returns	return	NOUN
ajfa-11456	2	111	.	.	PUNCT
ajfa-11456	3	1	using	use	VERB
ajfa-11456	3	2	nse200	nse200	NOUN
ajfa-11456	3	3	stocks	stock	NOUN
ajfa-11456	3	4	,	,	PUNCT
ajfa-11456	3	5	three	three	NUM
ajfa-11456	3	6	different	different	ADJ
ajfa-11456	3	7	investment	investment	NOUN
ajfa-11456	3	8	styles	style	NOUN
ajfa-11456	3	9	viz	viz	PROPN
ajfa-11456	3	10	.	.	PUNCT
ajfa-11456	4	1	univariate	univariate	ADJ
ajfa-11456	4	2	,	,	PUNCT
ajfa-11456	4	3	independent	independent	ADJ
ajfa-11456	4	4	bivariate	bivariate	ADJ
ajfa-11456	4	5	and	and	CCONJ
ajfa-11456	4	6	asian	asian	ADJ
ajfa-11456	4	7	journal	journal	NOUN
ajfa-11456	4	8	of	of	ADP
ajfa-11456	4	9	finance	finance	PROPN
ajfa-11456	4	10	&	&	CCONJ
ajfa-11456	4	11	accounting	accounting	PROPN
ajfa-11456	4	12	issn	issn	PROPN
ajfa-11456	4	13	1946	1946	NUM
ajfa-11456	4	14	-	-	PUNCT
ajfa-11456	4	15	052x	052x	PROPN
ajfa-11456	4	16	2017	2017	NUM
ajfa-11456	4	17	,	,	PUNCT
ajfa-11456	4	18	vol	vol	NOUN
ajfa-11456	4	19	.	.	NOUN
ajfa-11456	5	1	9	9	NUM
ajfa-11456	5	2	,	,	PUNCT
ajfa-11456	5	3	no	no	NOUN
ajfa-11456	5	4	.	.	NOUN
ajfa-11456	5	5	2	2	NUM
ajfa-11456	5	6	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	5	7	2	2	NUM
ajfa-11456	5	8	conditional	conditional	ADJ
ajfa-11456	5	9	bivariate	bivariate	NOUN
ajfa-11456	5	10	are	be	AUX
ajfa-11456	5	11	constructed	construct	VERB
ajfa-11456	5	12	for	for	ADP
ajfa-11456	5	13	the	the	DET
ajfa-11456	5	14	period	period	NOUN
ajfa-11456	5	15	july	july	PROPN
ajfa-11456	5	16	2005	2005	NUM
ajfa-11456	5	17	-	-	SYM
ajfa-11456	5	18	june	june	PROPN
ajfa-11456	5	19	2016.results	2016.result	NOUN
ajfa-11456	5	20	show	show	VERB
ajfa-11456	5	21	that	that	SCONJ
ajfa-11456	5	22	on	on	ADP
ajfa-11456	5	23	an	an	DET
ajfa-11456	5	24	absolute	absolute	ADJ
ajfa-11456	5	25	return	return	NOUN
ajfa-11456	5	26	basis	basis	NOUN
ajfa-11456	5	27	,	,	PUNCT
ajfa-11456	5	28	bivariate	bivariate	ADJ
ajfa-11456	5	29	strategies	strategy	NOUN
ajfa-11456	5	30	do	do	AUX
ajfa-11456	5	31	not	not	PART
ajfa-11456	5	32	seem	seem	VERB
ajfa-11456	5	33	to	to	PART
ajfa-11456	5	34	outperform	outperform	VERB
ajfa-11456	5	35	univariate	univariate	ADJ
ajfa-11456	5	36	strategies	strategy	NOUN
ajfa-11456	5	37	.	.	PUNCT
ajfa-11456	6	1	the	the	DET
ajfa-11456	6	2	unifactor	unifactor	PROPN
ajfa-11456	6	3	capm	capm	PROPN
ajfa-11456	6	4	is	be	AUX
ajfa-11456	6	5	able	able	ADJ
ajfa-11456	6	6	to	to	PART
ajfa-11456	6	7	absorb	absorb	VERB
ajfa-11456	6	8	42	42	NUM
ajfa-11456	6	9	%	%	NOUN
ajfa-11456	6	10	of	of	ADP
ajfa-11456	6	11	the	the	DET
ajfa-11456	6	12	returns	return	NOUN
ajfa-11456	6	13	owing	owe	VERB
ajfa-11456	6	14	to	to	ADP
ajfa-11456	6	15	the	the	DET
ajfa-11456	6	16	explanatory	explanatory	ADJ
ajfa-11456	6	17	power	power	NOUN
ajfa-11456	6	18	of	of	ADP
ajfa-11456	6	19	beta	beta	NOUN
ajfa-11456	6	20	.	.	PUNCT
ajfa-11456	7	1	after	after	ADP
ajfa-11456	7	2	adjusting	adjust	VERB
ajfa-11456	7	3	for	for	ADP
ajfa-11456	7	4	risk	risk	NOUN
ajfa-11456	7	5	using	use	VERB
ajfa-11456	7	6	the	the	DET
ajfa-11456	7	7	three	three	NUM
ajfa-11456	7	8	factor	factor	NOUN
ajfa-11456	7	9	fama	fama	NOUN
ajfa-11456	7	10	and	and	CCONJ
ajfa-11456	7	11	french	french	ADJ
ajfa-11456	7	12	(	(	PUNCT
ajfa-11456	7	13	1993	1993	NUM
ajfa-11456	7	14	)	)	PUNCT
ajfa-11456	7	15	model	model	NOUN
ajfa-11456	7	16	,	,	PUNCT
ajfa-11456	7	17	42	42	NUM
ajfa-11456	7	18	%	%	NOUN
ajfa-11456	7	19	of	of	ADP
ajfa-11456	7	20	the	the	DET
ajfa-11456	7	21	alphas	alpha	NOUN
ajfa-11456	7	22	are	be	AUX
ajfa-11456	7	23	explained	explain	VERB
ajfa-11456	7	24	.	.	PUNCT
ajfa-11456	8	1	however	however	ADV
ajfa-11456	8	2	,	,	PUNCT
ajfa-11456	8	3	additional	additional	ADJ
ajfa-11456	8	4	risk	risk	NOUN
ajfa-11456	8	5	factors	factor	NOUN
ajfa-11456	8	6	from	from	ADP
ajfa-11456	8	7	the	the	DET
ajfa-11456	8	8	carhart	carhart	NOUN
ajfa-11456	8	9	(	(	PUNCT
ajfa-11456	8	10	1997	1997	NUM
ajfa-11456	8	11	)	)	PUNCT
ajfa-11456	8	12	model	model	NOUN
ajfa-11456	8	13	and	and	CCONJ
ajfa-11456	8	14	fama	fama	NOUN
ajfa-11456	8	15	and	and	CCONJ
ajfa-11456	8	16	french	french	ADJ
ajfa-11456	8	17	(	(	PUNCT
ajfa-11456	8	18	2015	2015	NUM
ajfa-11456	8	19	)	)	PUNCT
ajfa-11456	8	20	model	model	NOUN
ajfa-11456	8	21	do	do	AUX
ajfa-11456	8	22	not	not	PART
ajfa-11456	8	23	provide	provide	VERB
ajfa-11456	8	24	any	any	DET
ajfa-11456	8	25	incremental	incremental	ADJ
ajfa-11456	8	26	explanatory	explanatory	ADJ
ajfa-11456	8	27	power	power	NOUN
ajfa-11456	8	28	over	over	ADP
ajfa-11456	8	29	the	the	DET
ajfa-11456	8	30	three	three	NUM
ajfa-11456	8	31	factor	factor	NOUN
ajfa-11456	8	32	model	model	NOUN
ajfa-11456	8	33	,	,	PUNCT
ajfa-11456	8	34	recommending	recommend	VERB
ajfa-11456	8	35	the	the	DET
ajfa-11456	8	36	use	use	NOUN
ajfa-11456	8	37	of	of	ADP
ajfa-11456	8	38	the	the	DET
ajfa-11456	8	39	latter	latter	ADJ
ajfa-11456	8	40	as	as	ADP
ajfa-11456	8	41	a	a	DET
ajfa-11456	8	42	baseline	baseline	NOUN
ajfa-11456	8	43	to	to	PART
ajfa-11456	8	44	evaluate	evaluate	VERB
ajfa-11456	8	45	investment	investment	NOUN
ajfa-11456	8	46	strategies	strategy	NOUN
ajfa-11456	8	47	in	in	ADP
ajfa-11456	8	48	india	india	PROPN
ajfa-11456	8	49	.	.	PUNCT
ajfa-11456	9	1	the	the	DET
ajfa-11456	9	2	highest	high	ADJ
ajfa-11456	9	3	supernormal	supernormal	ADJ
ajfa-11456	9	4	returns	return	NOUN
ajfa-11456	9	5	of	of	ADP
ajfa-11456	9	6	1.1	1.1	NUM
ajfa-11456	9	7	%	%	NOUN
ajfa-11456	9	8	per	per	ADP
ajfa-11456	9	9	month	month	NOUN
ajfa-11456	9	10	are	be	AUX
ajfa-11456	9	11	obtained	obtain	VERB
ajfa-11456	9	12	from	from	ADP
ajfa-11456	9	13	combining	combine	VERB
ajfa-11456	9	14	attributes	attribute	NOUN
ajfa-11456	9	15	and	and	CCONJ
ajfa-11456	9	16	employing	employ	VERB
ajfa-11456	9	17	the	the	DET
ajfa-11456	9	18	conditional	conditional	ADJ
ajfa-11456	9	19	bivariate	bivariate	ADJ
ajfa-11456	9	20	investment	investment	NOUN
ajfa-11456	9	21	strategy	strategy	NOUN
ajfa-11456	9	22	viz.e2l1	viz.e2l1	NOUN
ajfa-11456	9	23	(	(	PUNCT
ajfa-11456	9	24	earnings	earning	NOUN
ajfa-11456	9	25	momentum	momentum	NOUN
ajfa-11456	9	26	-	-	PUNCT
ajfa-11456	9	27	liquidity	liquidity	NOUN
ajfa-11456	9	28	)	)	PUNCT
ajfa-11456	9	29	,	,	PUNCT
ajfa-11456	9	30	m2s1	m2s1	ADP
ajfa-11456	9	31	(	(	PUNCT
ajfa-11456	9	32	price	price	NOUN
ajfa-11456	9	33	momentum	momentum	NOUN
ajfa-11456	9	34	-	-	PUNCT
ajfa-11456	9	35	size	size	NOUN
ajfa-11456	9	36	)	)	PUNCT
ajfa-11456	9	37	,	,	PUNCT
ajfa-11456	9	38	e2m3	e2m3	X
ajfa-11456	9	39	(	(	PUNCT
ajfa-11456	9	40	earnings	earning	NOUN
ajfa-11456	9	41	momentum	momentum	NOUN
ajfa-11456	9	42	-	-	PUNCT
ajfa-11456	9	43	price	price	NOUN
ajfa-11456	9	44	momentum	momentum	NOUN
ajfa-11456	9	45	)	)	PUNCT
ajfa-11456	9	46	.	.	PUNCT
ajfa-11456	10	1	the	the	DET
ajfa-11456	10	2	findings	finding	NOUN
ajfa-11456	10	3	are	be	AUX
ajfa-11456	10	4	pertinent	pertinent	ADJ
ajfa-11456	10	5	to	to	ADP
ajfa-11456	10	6	portfolio	portfolio	NOUN
ajfa-11456	10	7	managers	manager	NOUN
ajfa-11456	10	8	,	,	PUNCT
ajfa-11456	10	9	financial	financial	ADJ
ajfa-11456	10	10	regulators	regulator	NOUN
ajfa-11456	10	11	and	and	CCONJ
ajfa-11456	10	12	other	other	ADJ
ajfa-11456	10	13	stakeholders	stakeholder	NOUN
ajfa-11456	10	14	.	.	PUNCT
ajfa-11456	11	1	keywords	keyword	NOUN
ajfa-11456	11	2	:	:	PUNCT
ajfa-11456	12	1	capm	capm	PROPN
ajfa-11456	12	2	,	,	PUNCT
ajfa-11456	12	3	fama	fama	PROPN
ajfa-11456	12	4	french	french	ADJ
ajfa-11456	12	5	model	model	NOUN
ajfa-11456	12	6	,	,	PUNCT
ajfa-11456	12	7	stock	stock	NOUN
ajfa-11456	12	8	pricing	pricing	NOUN
ajfa-11456	12	9	anomalies	anomaly	NOUN
ajfa-11456	12	10	,	,	PUNCT
ajfa-11456	12	11	investment	investment	NOUN
ajfa-11456	12	12	strategies	strategy	NOUN
ajfa-11456	12	13	,	,	PUNCT
ajfa-11456	12	14	nse200	nse200	PROPN
ajfa-11456	12	15	asian	asian	ADJ
ajfa-11456	12	16	journal	journal	NOUN
ajfa-11456	12	17	of	of	ADP
ajfa-11456	12	18	finance	finance	PROPN
ajfa-11456	12	19	&	&	CCONJ
ajfa-11456	12	20	accounting	accounting	PROPN
ajfa-11456	12	21	issn	issn	PROPN
ajfa-11456	12	22	1946	1946	NUM
ajfa-11456	12	23	-	-	PUNCT
ajfa-11456	12	24	052x	052x	PROPN
ajfa-11456	12	25	2017	2017	NUM
ajfa-11456	12	26	,	,	PUNCT
ajfa-11456	12	27	vol	vol	NOUN
ajfa-11456	12	28	.	.	NOUN
ajfa-11456	12	29	9	9	NUM
ajfa-11456	12	30	,	,	PUNCT
ajfa-11456	12	31	no	no	NOUN
ajfa-11456	12	32	.	.	NOUN
ajfa-11456	12	33	2	2	NUM
ajfa-11456	12	34	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	12	35	3	3	NUM
ajfa-11456	12	36	1	1	NUM
ajfa-11456	12	37	.	.	PUNCT
ajfa-11456	12	38	introduction	introduction	NOUN
ajfa-11456	12	39	the	the	DET
ajfa-11456	12	40	relationship	relationship	NOUN
ajfa-11456	12	41	between	between	ADP
ajfa-11456	12	42	risk	risk	NOUN
ajfa-11456	12	43	and	and	CCONJ
ajfa-11456	12	44	return	return	NOUN
ajfa-11456	12	45	of	of	ADP
ajfa-11456	12	46	a	a	DET
ajfa-11456	12	47	security	security	NOUN
ajfa-11456	12	48	which	which	PRON
ajfa-11456	12	49	was	be	AUX
ajfa-11456	12	50	first	first	ADV
ajfa-11456	12	51	quantified	quantify	VERB
ajfa-11456	12	52	by	by	ADP
ajfa-11456	12	53	the	the	DET
ajfa-11456	12	54	single	single	ADJ
ajfa-11456	12	55	factor	factor	NOUN
ajfa-11456	12	56	capm	capm	PROPN
ajfa-11456	12	57	of	of	ADP
ajfa-11456	12	58	sharpe	sharpe	PROPN
ajfa-11456	12	59	(	(	PUNCT
ajfa-11456	12	60	1964	1964	NUM
ajfa-11456	12	61	)	)	PUNCT
ajfa-11456	12	62	and	and	CCONJ
ajfa-11456	12	63	lintner	lintner	X
ajfa-11456	12	64	(	(	PUNCT
ajfa-11456	12	65	1965	1965	NUM
ajfa-11456	12	66	)	)	PUNCT
ajfa-11456	12	67	proposes	propose	VERB
ajfa-11456	12	68	that	that	SCONJ
ajfa-11456	12	69	the	the	DET
ajfa-11456	12	70	risk	risk	NOUN
ajfa-11456	12	71	,	,	PUNCT
ajfa-11456	12	72	return	return	NOUN
ajfa-11456	12	73	relation	relation	NOUN
ajfa-11456	12	74	is	be	AUX
ajfa-11456	12	75	linear	linear	ADJ
ajfa-11456	12	76	,	,	PUNCT
ajfa-11456	12	77	only	only	ADV
ajfa-11456	12	78	a	a	DET
ajfa-11456	12	79	fraction	fraction	NOUN
ajfa-11456	12	80	of	of	ADP
ajfa-11456	12	81	total	total	ADJ
ajfa-11456	12	82	risk	risk	NOUN
ajfa-11456	12	83	is	be	AUX
ajfa-11456	12	84	systematic	systematic	ADJ
ajfa-11456	12	85	and	and	CCONJ
ajfa-11456	12	86	measured	measure	VERB
ajfa-11456	12	87	by	by	ADP
ajfa-11456	12	88	beta	beta	NOUN
ajfa-11456	12	89	.	.	PUNCT
ajfa-11456	13	1	however	however	ADV
ajfa-11456	13	2	,	,	PUNCT
ajfa-11456	13	3	the	the	DET
ajfa-11456	13	4	inadequacy	inadequacy	NOUN
ajfa-11456	13	5	of	of	ADP
ajfa-11456	13	6	beta	beta	NOUN
ajfa-11456	13	7	in	in	ADP
ajfa-11456	13	8	explaining	explain	VERB
ajfa-11456	13	9	stock	stock	NOUN
ajfa-11456	13	10	returns	return	NOUN
ajfa-11456	13	11	paved	pave	VERB
ajfa-11456	13	12	the	the	DET
ajfa-11456	13	13	way	way	NOUN
ajfa-11456	13	14	for	for	SCONJ
ajfa-11456	13	15	the	the	DET
ajfa-11456	13	16	development	development	NOUN
ajfa-11456	13	17	of	of	ADP
ajfa-11456	13	18	multifactor	multifactor	NOUN
ajfa-11456	13	19	asset	asset	NOUN
ajfa-11456	13	20	pricing	pricing	NOUN
ajfa-11456	13	21	models	model	NOUN
ajfa-11456	13	22	most	most	ADV
ajfa-11456	13	23	popular	popular	ADJ
ajfa-11456	13	24	of	of	ADP
ajfa-11456	13	25	which	which	PRON
ajfa-11456	13	26	are	be	AUX
ajfa-11456	13	27	fama	fama	PRON
ajfa-11456	13	28	and	and	CCONJ
ajfa-11456	13	29	french	french	ADJ
ajfa-11456	13	30	(	(	PUNCT
ajfa-11456	13	31	1993	1993	NUM
ajfa-11456	13	32	)	)	PUNCT
ajfa-11456	13	33	,	,	PUNCT
ajfa-11456	13	34	carhart	carhart	NOUN
ajfa-11456	13	35	(	(	PUNCT
ajfa-11456	13	36	1997	1997	NUM
ajfa-11456	13	37	)	)	PUNCT
ajfa-11456	13	38	,	,	PUNCT
ajfa-11456	13	39	fama	fama	PROPN
ajfa-11456	13	40	and	and	CCONJ
ajfa-11456	13	41	french	french	ADJ
ajfa-11456	13	42	(	(	PUNCT
ajfa-11456	13	43	2015	2015	NUM
ajfa-11456	13	44	)	)	PUNCT
ajfa-11456	13	45	.	.	PUNCT
ajfa-11456	14	1	empirical	empirical	ADJ
ajfa-11456	14	2	results	result	NOUN
ajfa-11456	14	3	which	which	PRON
ajfa-11456	14	4	are	be	AUX
ajfa-11456	14	5	not	not	PART
ajfa-11456	14	6	consistent	consistent	ADJ
ajfa-11456	14	7	with	with	ADP
ajfa-11456	14	8	asset	asset	NOUN
ajfa-11456	14	9	pricing	pricing	NOUN
ajfa-11456	14	10	models	model	NOUN
ajfa-11456	14	11	are	be	AUX
ajfa-11456	14	12	called	call	VERB
ajfa-11456	14	13	anomalies	anomaly	NOUN
ajfa-11456	14	14	and	and	CCONJ
ajfa-11456	14	15	they	they	PRON
ajfa-11456	14	16	indicate	indicate	VERB
ajfa-11456	14	17	that	that	SCONJ
ajfa-11456	14	18	the	the	DET
ajfa-11456	14	19	market	market	NOUN
ajfa-11456	14	20	is	be	AUX
ajfa-11456	14	21	inefficient	inefficient	ADJ
ajfa-11456	14	22	(	(	PUNCT
ajfa-11456	14	23	schwert	schwert	PROPN
ajfa-11456	14	24	,	,	PUNCT
ajfa-11456	14	25	2003	2003	NUM
ajfa-11456	14	26	)	)	PUNCT
ajfa-11456	14	27	.	.	PUNCT
ajfa-11456	15	1	hence	hence	ADV
ajfa-11456	15	2	portfolio	portfolio	NOUN
ajfa-11456	15	3	managersand	managersand	PROPN
ajfa-11456	15	4	market	market	NOUN
ajfa-11456	15	5	analysts	analyst	NOUN
ajfa-11456	15	6	are	be	AUX
ajfa-11456	15	7	always	always	ADV
ajfa-11456	15	8	hunting	hunt	VERB
ajfa-11456	15	9	for	for	ADP
ajfa-11456	15	10	such	such	ADJ
ajfa-11456	15	11	anomalies	anomaly	NOUN
ajfa-11456	15	12	which	which	PRON
ajfa-11456	15	13	can	can	AUX
ajfa-11456	15	14	be	be	AUX
ajfa-11456	15	15	used	use	VERB
ajfa-11456	15	16	to	to	PART
ajfa-11456	15	17	design	design	VERB
ajfa-11456	15	18	investment	investment	NOUN
ajfa-11456	15	19	strategies	strategy	NOUN
ajfa-11456	15	20	to	to	PART
ajfa-11456	15	21	earn	earn	VERB
ajfa-11456	15	22	consistent	consistent	ADJ
ajfa-11456	15	23	and	and	CCONJ
ajfa-11456	15	24	superior	superior	ADJ
ajfa-11456	15	25	risk	risk	NOUN
ajfa-11456	15	26	adjusted	adjust	VERB
ajfa-11456	15	27	returns	return	NOUN
ajfa-11456	15	28	.	.	PUNCT
ajfa-11456	16	1	prior	prior	ADJ
ajfa-11456	16	2	empirical	empirical	ADJ
ajfa-11456	16	3	research	research	NOUN
ajfa-11456	16	4	shows	show	VERB
ajfa-11456	16	5	that	that	SCONJ
ajfa-11456	16	6	stock	stock	NOUN
ajfa-11456	16	7	return	return	NOUN
ajfa-11456	16	8	anomalies	anomaly	NOUN
ajfa-11456	16	9	exist	exist	VERB
ajfa-11456	16	10	on	on	ADP
ajfa-11456	16	11	the	the	DET
ajfa-11456	16	12	following	follow	VERB
ajfa-11456	16	13	dimensions	dimension	NOUN
ajfa-11456	16	14	/	/	SYM
ajfa-11456	16	15	firm	firm	ADJ
ajfa-11456	16	16	characteristics	characteristic	NOUN
ajfa-11456	16	17	,	,	PUNCT
ajfa-11456	16	18	i.e.size	i.e.size	NOUN
ajfa-11456	16	19	(	(	PUNCT
ajfa-11456	16	20	banz	banz	NOUN
ajfa-11456	16	21	,	,	PUNCT
ajfa-11456	16	22	1981	1981	NUM
ajfa-11456	16	23	)	)	PUNCT
ajfa-11456	16	24	,	,	PUNCT
ajfa-11456	16	25	value	value	NOUN
ajfa-11456	16	26	(	(	PUNCT
ajfa-11456	16	27	book	book	NOUN
ajfa-11456	16	28	to	to	ADP
ajfa-11456	16	29	market	market	NOUN
ajfa-11456	16	30	-	-	PUNCT
ajfa-11456	16	31	stattman	stattman	NOUN
ajfa-11456	16	32	,	,	PUNCT
ajfa-11456	16	33	1980	1980	NUM
ajfa-11456	16	34	)	)	PUNCT
ajfa-11456	16	35	,	,	PUNCT
ajfa-11456	16	36	volume	volume	NOUN
ajfa-11456	16	37	/	/	SYM
ajfa-11456	16	38	liquidity(amihud	liquidity(amihud	PROPN
ajfa-11456	16	39	&	&	CCONJ
ajfa-11456	16	40	mendelson	mendelson	PROPN
ajfa-11456	16	41	,	,	PUNCT
ajfa-11456	16	42	1986	1986	NUM
ajfa-11456	16	43	)	)	PUNCT
ajfa-11456	16	44	,	,	PUNCT
ajfa-11456	16	45	profitability	profitability	NOUN
ajfa-11456	16	46	(	(	PUNCT
ajfa-11456	16	47	haugen	haugen	PROPN
ajfa-11456	16	48	&	&	CCONJ
ajfa-11456	16	49	baker	baker	PROPN
ajfa-11456	16	50	,	,	PUNCT
ajfa-11456	16	51	1996	1996	NUM
ajfa-11456	16	52	)	)	PUNCT
ajfa-11456	16	53	;	;	PUNCT
ajfa-11456	16	54	fama	fama	PROPN
ajfa-11456	16	55	&	&	CCONJ
ajfa-11456	16	56	french	french	PROPN
ajfa-11456	16	57	,	,	PUNCT
ajfa-11456	16	58	2008	2008	NUM
ajfa-11456	16	59	)	)	PUNCT
ajfa-11456	16	60	,	,	PUNCT
ajfa-11456	16	61	earnings	earning	NOUN
ajfa-11456	16	62	surprises(ball	surprises(ball	PROPN
ajfa-11456	16	63	&	&	CCONJ
ajfa-11456	16	64	brown	brown	PROPN
ajfa-11456	16	65	,	,	PUNCT
ajfa-11456	16	66	1968	1968	NUM
ajfa-11456	16	67	)	)	PUNCT
ajfa-11456	16	68	,	,	PUNCT
ajfa-11456	16	69	net	net	ADJ
ajfa-11456	16	70	stock	stock	NOUN
ajfa-11456	16	71	issues(fama	issues(fama	PROPN
ajfa-11456	16	72	&	&	CCONJ
ajfa-11456	16	73	french	french	PROPN
ajfa-11456	16	74	,	,	PUNCT
ajfa-11456	16	75	2008	2008	NUM
ajfa-11456	16	76	)	)	PUNCT
ajfa-11456	16	77	and	and	CCONJ
ajfa-11456	16	78	prior	prior	ADJ
ajfa-11456	16	79	returns	return	NOUN
ajfa-11456	16	80	-	-	PUNCT
ajfa-11456	16	81	momentum	momentum	NOUN
ajfa-11456	16	82	(	(	PUNCT
ajfa-11456	16	83	jegadeesh	jegadeesh	NOUN
ajfa-11456	16	84	&	&	CCONJ
ajfa-11456	16	85	titman	titman	NOUN
ajfa-11456	16	86	,	,	PUNCT
ajfa-11456	16	87	1993	1993	NUM
ajfa-11456	16	88	)	)	PUNCT
ajfa-11456	16	89	,	,	PUNCT
ajfa-11456	16	90	reversal	reversal	NOUN
ajfa-11456	16	91	(	(	PUNCT
ajfa-11456	16	92	de	de	PROPN
ajfa-11456	16	93	bondt	bondt	PROPN
ajfa-11456	16	94	&	&	CCONJ
ajfa-11456	16	95	thaler	thaler	PROPN
ajfa-11456	16	96	,	,	PUNCT
ajfa-11456	16	97	1985	1985	NUM
ajfa-11456	16	98	,	,	PUNCT
ajfa-11456	16	99	1987	1987	NUM
ajfa-11456	16	100	)	)	PUNCT
ajfa-11456	16	101	the	the	DET
ajfa-11456	16	102	broad	broad	ADJ
ajfa-11456	16	103	categories	category	NOUN
ajfa-11456	16	104	like	like	ADP
ajfa-11456	16	105	size	size	NOUN
ajfa-11456	16	106	,	,	PUNCT
ajfa-11456	16	107	value	value	NOUN
ajfa-11456	16	108	,	,	PUNCT
ajfa-11456	16	109	etc	etc	X
ajfa-11456	16	110	.	.	X
ajfa-11456	16	111	into	into	ADP
ajfa-11456	16	112	which	which	PRON
ajfa-11456	16	113	investors	investor	NOUN
ajfa-11456	16	114	group	group	NOUN
ajfa-11456	16	115	assets	asset	NOUN
ajfa-11456	16	116	in	in	ADP
ajfa-11456	16	117	the	the	DET
ajfa-11456	16	118	process	process	NOUN
ajfa-11456	16	119	of	of	ADP
ajfa-11456	16	120	portfolio	portfolio	NOUN
ajfa-11456	16	121	allocation	allocation	NOUN
ajfa-11456	16	122	decision	decision	NOUN
ajfa-11456	16	123	are	be	AUX
ajfa-11456	16	124	called	call	VERB
ajfa-11456	16	125	styles	style	NOUN
ajfa-11456	16	126	and	and	CCONJ
ajfa-11456	16	127	the	the	DET
ajfa-11456	16	128	process	process	NOUN
ajfa-11456	16	129	of	of	ADP
ajfa-11456	16	130	investing	invest	VERB
ajfa-11456	16	131	between	between	ADP
ajfa-11456	16	132	styles	style	NOUN
ajfa-11456	16	133	is	be	AUX
ajfa-11456	16	134	called	call	VERB
ajfa-11456	16	135	style	style	NOUN
ajfa-11456	16	136	investing	investing	NOUN
ajfa-11456	16	137	(	(	PUNCT
ajfa-11456	16	138	see	see	VERB
ajfa-11456	16	139	barberis	barberis	PROPN
ajfa-11456	16	140	&	&	CCONJ
ajfa-11456	16	141	shleifer	shleifer	PROPN
ajfa-11456	16	142	,	,	PUNCT
ajfa-11456	16	143	2003	2003	NUM
ajfa-11456	16	144	)	)	PUNCT
ajfa-11456	16	145	.	.	PUNCT
ajfa-11456	17	1	abundant	abundant	ADJ
ajfa-11456	17	2	literature	literature	NOUN
ajfa-11456	17	3	confirms	confirm	VERB
ajfa-11456	17	4	that	that	SCONJ
ajfa-11456	17	5	stock	stock	NOUN
ajfa-11456	17	6	return	return	NOUN
ajfa-11456	17	7	anomalies	anomaly	NOUN
ajfa-11456	17	8	exist	exist	VERB
ajfa-11456	17	9	and	and	CCONJ
ajfa-11456	17	10	thus	thus	ADV
ajfa-11456	17	11	it	it	PRON
ajfa-11456	17	12	is	be	AUX
ajfa-11456	17	13	feasible	feasible	ADJ
ajfa-11456	17	14	to	to	PART
ajfa-11456	17	15	exploit	exploit	VERB
ajfa-11456	17	16	them	they	PRON
ajfa-11456	17	17	to	to	PART
ajfa-11456	17	18	construct	construct	VERB
ajfa-11456	17	19	profitable	profitable	ADJ
ajfa-11456	17	20	trading	trading	NOUN
ajfa-11456	17	21	strategies	strategy	NOUN
ajfa-11456	17	22	/	/	SYM
ajfa-11456	17	23	styles	style	NOUN
ajfa-11456	17	24	.	.	PUNCT
ajfa-11456	18	1	however	however	ADV
ajfa-11456	18	2	,	,	PUNCT
ajfa-11456	18	3	the	the	DET
ajfa-11456	18	4	ability	ability	NOUN
ajfa-11456	18	5	of	of	ADP
ajfa-11456	18	6	the	the	DET
ajfa-11456	18	7	above	above	ADJ
ajfa-11456	18	8	company	company	NOUN
ajfa-11456	18	9	characteristics	characteristic	NOUN
ajfa-11456	18	10	in	in	ADP
ajfa-11456	18	11	providing	provide	VERB
ajfa-11456	18	12	anomalous	anomalous	ADJ
ajfa-11456	18	13	returns	return	NOUN
ajfa-11456	18	14	should	should	AUX
ajfa-11456	18	15	be	be	AUX
ajfa-11456	18	16	verified	verify	VERB
ajfa-11456	18	17	both	both	CCONJ
ajfa-11456	18	18	independently	independently	ADV
ajfa-11456	18	19	and	and	CCONJ
ajfa-11456	18	20	in	in	ADP
ajfa-11456	18	21	combinations	combination	NOUN
ajfa-11456	18	22	.	.	PUNCT
ajfa-11456	19	1	several	several	ADJ
ajfa-11456	19	2	refinements	refinement	NOUN
ajfa-11456	19	3	to	to	ADP
ajfa-11456	19	4	a	a	DET
ajfa-11456	19	5	single	single	ADJ
ajfa-11456	19	6	style	style	NOUN
ajfa-11456	19	7	can	can	AUX
ajfa-11456	19	8	earn	earn	VERB
ajfa-11456	19	9	higher	high	ADJ
ajfa-11456	19	10	returns	return	NOUN
ajfa-11456	19	11	than	than	ADP
ajfa-11456	19	12	that	that	PRON
ajfa-11456	19	13	obtained	obtain	VERB
ajfa-11456	19	14	from	from	ADP
ajfa-11456	19	15	the	the	DET
ajfa-11456	19	16	univariate	univariate	ADJ
ajfa-11456	19	17	style	style	NOUN
ajfa-11456	19	18	itself	itself	PRON
ajfa-11456	19	19	.	.	PUNCT
ajfa-11456	20	1	chen	chen	PROPN
ajfa-11456	20	2	,	,	PUNCT
ajfa-11456	20	3	chen	chen	PROPN
ajfa-11456	20	4	,	,	PUNCT
ajfa-11456	20	5	hsin	hsin	PROPN
ajfa-11456	20	6	and	and	CCONJ
ajfa-11456	20	7	lee	lee	PROPN
ajfa-11456	20	8	(	(	PUNCT
ajfa-11456	20	9	2010	2010	NUM
ajfa-11456	20	10	)	)	PUNCT
ajfa-11456	20	11	in	in	ADP
ajfa-11456	20	12	their	their	PRON
ajfa-11456	20	13	study	study	NOUN
ajfa-11456	20	14	of	of	ADP
ajfa-11456	20	15	price	price	NOUN
ajfa-11456	20	16	,	,	PUNCT
ajfa-11456	20	17	revenue	revenue	NOUN
ajfa-11456	20	18	and	and	CCONJ
ajfa-11456	20	19	earnings	earning	NOUN
ajfa-11456	20	20	momentum	momentum	NOUN
ajfa-11456	20	21	strategies	strategy	NOUN
ajfa-11456	20	22	point	point	VERB
ajfa-11456	20	23	out	out	ADP
ajfa-11456	20	24	that	that	SCONJ
ajfa-11456	20	25	strategies	strategy	NOUN
ajfa-11456	20	26	based	base	VERB
ajfa-11456	20	27	on	on	ADP
ajfa-11456	20	28	multiple	multiple	ADJ
ajfa-11456	20	29	styles	style	NOUN
ajfa-11456	20	30	will	will	AUX
ajfa-11456	20	31	give	give	VERB
ajfa-11456	20	32	higher	high	ADJ
ajfa-11456	20	33	profits	profit	NOUN
ajfa-11456	20	34	than	than	ADP
ajfa-11456	20	35	from	from	ADP
ajfa-11456	20	36	a	a	DET
ajfa-11456	20	37	single	single	ADJ
ajfa-11456	20	38	style	style	NOUN
ajfa-11456	20	39	provided	provide	VERB
ajfa-11456	20	40	each	each	DET
ajfa-11456	20	41	style	style	NOUN
ajfa-11456	20	42	has	have	VERB
ajfa-11456	20	43	additional	additional	ADJ
ajfa-11456	20	44	information	information	NOUN
ajfa-11456	20	45	content	content	NOUN
ajfa-11456	20	46	different	different	ADJ
ajfa-11456	20	47	from	from	ADP
ajfa-11456	20	48	information	information	NOUN
ajfa-11456	20	49	content	content	NOUN
ajfa-11456	20	50	provided	provide	VERB
ajfa-11456	20	51	by	by	ADP
ajfa-11456	20	52	other	other	ADJ
ajfa-11456	20	53	styles	style	NOUN
ajfa-11456	20	54	and	and	CCONJ
ajfa-11456	20	55	that	that	SCONJ
ajfa-11456	20	56	stock	stock	NOUN
ajfa-11456	20	57	prices	price	NOUN
ajfa-11456	20	58	have	have	AUX
ajfa-11456	20	59	not	not	PART
ajfa-11456	20	60	included	include	VERB
ajfa-11456	20	61	this	this	DET
ajfa-11456	20	62	information	information	NOUN
ajfa-11456	20	63	i.e	i.e	PRON
ajfa-11456	20	64	each	each	DET
ajfa-11456	20	65	measure	measure	NOUN
ajfa-11456	20	66	provides	provide	VERB
ajfa-11456	20	67	anomalous	anomalous	ADJ
ajfa-11456	20	68	returns	return	NOUN
ajfa-11456	20	69	.	.	PUNCT
ajfa-11456	21	1	taylor	taylor	PROPN
ajfa-11456	21	2	(	(	PUNCT
ajfa-11456	21	3	2011	2011	NUM
ajfa-11456	21	4	)	)	PUNCT
ajfa-11456	21	5	points	point	VERB
ajfa-11456	21	6	out	out	ADP
ajfa-11456	21	7	the	the	DET
ajfa-11456	21	8	possibility	possibility	NOUN
ajfa-11456	21	9	of	of	ADP
ajfa-11456	21	10	enhancing	enhance	VERB
ajfa-11456	21	11	the	the	DET
ajfa-11456	21	12	returns	return	NOUN
ajfa-11456	21	13	and	and	CCONJ
ajfa-11456	21	14	reducing	reduce	VERB
ajfa-11456	21	15	the	the	DET
ajfa-11456	21	16	risks	risk	NOUN
ajfa-11456	21	17	from	from	ADP
ajfa-11456	21	18	holding	hold	VERB
ajfa-11456	21	19	an	an	DET
ajfa-11456	21	20	underdiversified	underdiversified	ADJ
ajfa-11456	21	21	portfolio	portfolio	NOUN
ajfa-11456	21	22	by	by	ADP
ajfa-11456	21	23	combining	combine	VERB
ajfa-11456	21	24	the	the	DET
ajfa-11456	21	25	information	information	NOUN
ajfa-11456	21	26	on	on	ADP
ajfa-11456	21	27	a	a	DET
ajfa-11456	21	28	single	single	ADJ
ajfa-11456	21	29	style	style	NOUN
ajfa-11456	21	30	with	with	ADP
ajfa-11456	21	31	additional	additional	ADJ
ajfa-11456	21	32	public	public	ADJ
ajfa-11456	21	33	information	information	NOUN
ajfa-11456	21	34	(	(	PUNCT
ajfa-11456	21	35	attributes	attributes	PROPN
ajfa-11456	21	36	)	)	PUNCT
ajfa-11456	21	37	associated	associate	VERB
ajfa-11456	21	38	with	with	ADP
ajfa-11456	21	39	it	it	PRON
ajfa-11456	21	40	in	in	ADP
ajfa-11456	21	41	the	the	DET
ajfa-11456	21	42	context	context	NOUN
ajfa-11456	21	43	of	of	ADP
ajfa-11456	21	44	size	size	NOUN
ajfa-11456	21	45	and	and	CCONJ
ajfa-11456	21	46	earnings	earning	NOUN
ajfa-11456	21	47	momentum	momentum	NOUN
ajfa-11456	21	48	.	.	PUNCT
ajfa-11456	22	1	it	it	PRON
ajfa-11456	22	2	is	be	AUX
ajfa-11456	22	3	also	also	ADV
ajfa-11456	22	4	likely	likely	ADJ
ajfa-11456	22	5	that	that	SCONJ
ajfa-11456	22	6	investors	investor	NOUN
ajfa-11456	22	7	react	react	VERB
ajfa-11456	22	8	differently	differently	ADV
ajfa-11456	22	9	to	to	ADP
ajfa-11456	22	10	joint	joint	ADJ
ajfa-11456	22	11	information	information	NOUN
ajfa-11456	22	12	on	on	ADP
ajfa-11456	22	13	various	various	ADJ
ajfa-11456	22	14	company	company	NOUN
ajfa-11456	22	15	attributes	attribute	VERB
ajfa-11456	22	16	.	.	PUNCT
ajfa-11456	23	1	hence	hence	ADV
ajfa-11456	23	2	,	,	PUNCT
ajfa-11456	23	3	combining	combine	VERB
ajfa-11456	23	4	information	information	NOUN
ajfa-11456	23	5	on	on	ADP
ajfa-11456	23	6	two	two	NUM
ajfa-11456	23	7	/	/	SYM
ajfa-11456	23	8	more	more	ADV
ajfa-11456	23	9	different	different	ADJ
ajfa-11456	23	10	attributes	attribute	NOUN
ajfa-11456	23	11	to	to	PART
ajfa-11456	23	12	construct	construct	VERB
ajfa-11456	23	13	an	an	DET
ajfa-11456	23	14	investment	investment	NOUN
ajfa-11456	23	15	style	style	NOUN
ajfa-11456	23	16	,	,	PUNCT
ajfa-11456	23	17	could	could	AUX
ajfa-11456	23	18	possibly	possibly	ADV
ajfa-11456	23	19	generate	generate	VERB
ajfa-11456	23	20	higher	high	ADJ
ajfa-11456	23	21	risk	risk	NOUN
ajfa-11456	23	22	adjusted	adjust	VERB
ajfa-11456	23	23	returns	return	NOUN
ajfa-11456	23	24	.	.	PUNCT
ajfa-11456	24	1	existing	exist	VERB
ajfa-11456	24	2	research	research	NOUN
ajfa-11456	24	3	shows	show	VERB
ajfa-11456	24	4	that	that	SCONJ
ajfa-11456	24	5	bivariate	bivariate	ADJ
ajfa-11456	24	6	/	/	SYM
ajfa-11456	24	7	trivariate	trivariate	NOUN
ajfa-11456	24	8	investment	investment	NOUN
ajfa-11456	24	9	styles	style	NOUN
ajfa-11456	24	10	using	use	VERB
ajfa-11456	24	11	some	some	PRON
ajfa-11456	24	12	of	of	ADP
ajfa-11456	24	13	the	the	DET
ajfa-11456	24	14	above	above	ADV
ajfa-11456	24	15	-	-	PUNCT
ajfa-11456	24	16	mentioned	mention	VERB
ajfa-11456	24	17	attributes	attribute	NOUN
ajfa-11456	24	18	generate	generate	VERB
ajfa-11456	24	19	superior	superior	ADJ
ajfa-11456	24	20	returns	return	NOUN
ajfa-11456	24	21	than	than	ADP
ajfa-11456	24	22	univariate	univariate	ADJ
ajfa-11456	24	23	investment	investment	NOUN
ajfa-11456	24	24	stylefor	stylefor	ADP
ajfa-11456	24	25	some	some	DET
ajfa-11456	24	26	markets	market	NOUN
ajfa-11456	24	27	(	(	PUNCT
ajfa-11456	24	28	chen	chen	PROPN
ajfa-11456	24	29	,	,	PUNCT
ajfa-11456	24	30	chen	chen	PROPN
ajfa-11456	24	31	,	,	PUNCT
ajfa-11456	24	32	hsin	hsin	PROPN
ajfa-11456	24	33	&	&	CCONJ
ajfa-11456	24	34	lee,2010;lee	lee,2010;lee	PROPN
ajfa-11456	24	35	&	&	CCONJ
ajfa-11456	24	36	swaminathan	swaminathan	PROPN
ajfa-11456	24	37	,	,	PUNCT
ajfa-11456	24	38	2000	2000	NUM
ajfa-11456	24	39	,	,	PUNCT
ajfa-11456	24	40	asness	asness	PROPN
ajfa-11456	24	41	,	,	PUNCT
ajfa-11456	24	42	moskowitz	moskowitz	PROPN
ajfa-11456	24	43	&	&	CCONJ
ajfa-11456	24	44	pederson	pederson	PROPN
ajfa-11456	24	45	,	,	PUNCT
ajfa-11456	24	46	2013	2013	NUM
ajfa-11456	24	47	;	;	PUNCT
ajfa-11456	24	48	sagi	sagi	PROPN
ajfa-11456	24	49	&	&	CCONJ
ajfa-11456	24	50	seasholes	seashole	NOUN
ajfa-11456	24	51	,	,	PUNCT
ajfa-11456	24	52	2007	2007	NUM
ajfa-11456	24	53	;	;	PUNCT
ajfa-11456	24	54	teixeira	teixeira	PROPN
ajfa-11456	24	55	,	,	PUNCT
ajfa-11456	24	56	2011	2011	NUM
ajfa-11456	24	57	)	)	PUNCT
ajfa-11456	24	58	.	.	PUNCT
ajfa-11456	25	1	analogous	analogous	ADJ
ajfa-11456	25	2	research	research	NOUN
ajfa-11456	25	3	of	of	ADP
ajfa-11456	25	4	the	the	DET
ajfa-11456	25	5	indian	indian	ADJ
ajfa-11456	25	6	stock	stock	NOUN
ajfa-11456	25	7	market	market	NOUN
ajfa-11456	25	8	is	be	AUX
ajfa-11456	25	9	thin	thin	ADJ
ajfa-11456	25	10	,	,	PUNCT
ajfa-11456	25	11	since	since	SCONJ
ajfa-11456	25	12	it	it	PRON
ajfa-11456	25	13	has	have	AUX
ajfa-11456	25	14	focused	focus	VERB
ajfa-11456	25	15	for	for	ADP
ajfa-11456	25	16	the	the	DET
ajfa-11456	25	17	most	most	ADJ
ajfa-11456	25	18	part	part	NOUN
ajfa-11456	25	19	asian	asian	ADJ
ajfa-11456	25	20	journal	journal	NOUN
ajfa-11456	25	21	of	of	ADP
ajfa-11456	25	22	finance	finance	PROPN
ajfa-11456	25	23	&	&	CCONJ
ajfa-11456	25	24	accounting	accounting	PROPN
ajfa-11456	25	25	issn	issn	PROPN
ajfa-11456	25	26	1946	1946	NUM
ajfa-11456	25	27	-	-	PUNCT
ajfa-11456	25	28	052x	052x	PROPN
ajfa-11456	25	29	2017	2017	NUM
ajfa-11456	25	30	,	,	PUNCT
ajfa-11456	25	31	vol	vol	NOUN
ajfa-11456	25	32	.	.	NOUN
ajfa-11456	25	33	9	9	NUM
ajfa-11456	25	34	,	,	PUNCT
ajfa-11456	25	35	no	no	NOUN
ajfa-11456	25	36	.	.	NOUN
ajfa-11456	25	37	2	2	NUM
ajfa-11456	25	38	ajfa.macrothink.org	ajfa.macrothink.org	NOUN
ajfa-11456	25	39	4	4	NUM
ajfa-11456	25	40	on	on	ADP
ajfa-11456	25	41	prior	prior	ADJ
ajfa-11456	25	42	return	return	NOUN
ajfa-11456	25	43	patterns	pattern	NOUN
ajfa-11456	25	44	,	,	PUNCT
ajfa-11456	25	45	i.e.	i.e.	X
ajfa-11456	25	46	momentum	momentum	NOUN
ajfa-11456	25	47	and	and	CCONJ
ajfa-11456	25	48	contrarian	contrarian	NOUN
ajfa-11456	25	49	(	(	PUNCT
ajfa-11456	25	50	sehgal	sehgal	PROPN
ajfa-11456	25	51	&	&	CCONJ
ajfa-11456	25	52	balakrishnan	balakrishnan	PROPN
ajfa-11456	25	53	,	,	PUNCT
ajfa-11456	25	54	2008	2008	NUM
ajfa-11456	25	55	;	;	PUNCT
ajfa-11456	25	56	sehgal	sehgal	PROPN
ajfa-11456	25	57	&	&	CCONJ
ajfa-11456	25	58	jain	jain	PROPN
ajfa-11456	25	59	2011	2011	NUM
ajfa-11456	25	60	;	;	PUNCT
ajfa-11456	25	61	polak	polak	PROPN
ajfa-11456	25	62	&	&	CCONJ
ajfa-11456	25	63	ejaz	ejaz	PROPN
ajfa-11456	25	64	,	,	PUNCT
ajfa-11456	25	65	2012	2012	NUM
ajfa-11456	25	66	;	;	PUNCT
ajfa-11456	25	67	rastogi	rastogi	PROPN
ajfa-11456	25	68	,	,	PUNCT
ajfa-11456	25	69	chaturvedula	chaturvedula	PROPN
ajfa-11456	25	70	&	&	CCONJ
ajfa-11456	25	71	bang,2009	bang,2009	PROPN
ajfa-11456	25	72	and	and	CCONJ
ajfa-11456	25	73	on	on	ADP
ajfa-11456	25	74	earnings	earning	NOUN
ajfa-11456	25	75	momentum	momentum	NOUN
ajfa-11456	25	76	,	,	PUNCT
ajfa-11456	25	77	revenue	revenue	NOUN
ajfa-11456	25	78	momentum	momentum	NOUN
ajfa-11456	25	79	,	,	PUNCT
ajfa-11456	25	80	volume	volume	NOUN
ajfa-11456	25	81	momentum	momentum	NOUN
ajfa-11456	25	82	(	(	PUNCT
ajfa-11456	25	83	sehgal	sehgal	PROPN
ajfa-11456	25	84	&	&	CCONJ
ajfa-11456	25	85	jain,2015	jain,2015	PROPN
ajfa-11456	25	86	:	:	PUNCT
ajfa-11456	25	87	sehgal	sehgal	PROPN
ajfa-11456	25	88	&	&	CCONJ
ajfa-11456	25	89	vasishth,2015	vasishth,2015	PROPN
ajfa-11456	25	90	)	)	PUNCT
ajfa-11456	25	91	.	.	PUNCT
ajfa-11456	26	1	literature	literature	NOUN
ajfa-11456	26	2	on	on	ADP
ajfa-11456	26	3	the	the	DET
ajfa-11456	26	4	trading	trading	NOUN
ajfa-11456	26	5	strategies	strategy	NOUN
ajfa-11456	26	6	constructed	construct	VERB
ajfa-11456	26	7	from	from	ADP
ajfa-11456	26	8	combinations	combination	NOUN
ajfa-11456	26	9	of	of	ADP
ajfa-11456	26	10	company	company	NOUN
ajfa-11456	26	11	attributes	attribute	VERB
ajfa-11456	26	12	/	/	SYM
ajfa-11456	26	13	styles	style	NOUN
ajfa-11456	26	14	like	like	ADP
ajfa-11456	26	15	size	size	NOUN
ajfa-11456	26	16	,	,	PUNCT
ajfa-11456	26	17	value	value	NOUN
ajfa-11456	26	18	,	,	PUNCT
ajfa-11456	26	19	liquidity	liquidity	NOUN
ajfa-11456	26	20	,	,	PUNCT
ajfa-11456	26	21	profitability	profitability	NOUN
ajfa-11456	26	22	,	,	PUNCT
ajfa-11456	26	23	earnings	earning	NOUN
ajfa-11456	26	24	surprises	surprise	NOUN
ajfa-11456	26	25	and	and	CCONJ
ajfa-11456	26	26	prior	prior	ADJ
ajfa-11456	26	27	returns	return	NOUN
ajfa-11456	26	28	for	for	ADP
ajfa-11456	26	29	india	india	PROPN
ajfa-11456	26	30	is	be	AUX
ajfa-11456	26	31	limited	limited	ADJ
ajfa-11456	26	32	.	.	PUNCT
ajfa-11456	27	1	the	the	DET
ajfa-11456	27	2	present	present	ADJ
ajfa-11456	27	3	research	research	NOUN
ajfa-11456	27	4	adds	add	VERB
ajfa-11456	27	5	to	to	ADP
ajfa-11456	27	6	the	the	DET
ajfa-11456	27	7	existing	exist	VERB
ajfa-11456	27	8	literature	literature	NOUN
ajfa-11456	27	9	on	on	ADP
ajfa-11456	27	10	investment	investment	NOUN
ajfa-11456	27	11	strategies	strategy	NOUN
ajfa-11456	27	12	in	in	ADP
ajfa-11456	27	13	the	the	DET
ajfa-11456	27	14	indian	indian	ADJ
ajfa-11456	27	15	context	context	NOUN
ajfa-11456	27	16	in	in	ADP
ajfa-11456	27	17	the	the	DET
ajfa-11456	27	18	following	following	ADJ
ajfa-11456	27	19	ways	way	NOUN
ajfa-11456	27	20	.	.	PUNCT
ajfa-11456	28	1	firstly	firstly	ADV
ajfa-11456	28	2	,	,	PUNCT
ajfa-11456	28	3	the	the	DET
ajfa-11456	28	4	most	most	ADV
ajfa-11456	28	5	recent	recent	ADJ
ajfa-11456	28	6	sample	sample	NOUN
ajfa-11456	28	7	period	period	NOUN
ajfa-11456	28	8	from	from	ADP
ajfa-11456	28	9	july	july	PROPN
ajfa-11456	28	10	2005	2005	NUM
ajfa-11456	28	11	-	-	SYM
ajfa-11456	28	12	june	june	PROPN
ajfa-11456	28	13	2016	2016	NUM
ajfa-11456	28	14	is	be	AUX
ajfa-11456	28	15	studied	study	VERB
ajfa-11456	28	16	.	.	PUNCT
ajfa-11456	29	1	the	the	DET
ajfa-11456	29	2	sample	sample	NOUN
ajfa-11456	29	3	period	period	NOUN
ajfa-11456	29	4	was	be	AUX
ajfa-11456	29	5	chosen	choose	VERB
ajfa-11456	29	6	to	to	PART
ajfa-11456	29	7	avoid	avoid	VERB
ajfa-11456	29	8	thinness	thinness	NOUN
ajfa-11456	29	9	of	of	ADP
ajfa-11456	29	10	data	datum	NOUN
ajfa-11456	29	11	.	.	PUNCT
ajfa-11456	30	1	since	since	SCONJ
ajfa-11456	30	2	this	this	DET
ajfa-11456	30	3	period	period	NOUN
ajfa-11456	30	4	encompasses	encompass	VERB
ajfa-11456	30	5	the	the	DET
ajfa-11456	30	6	global	global	ADJ
ajfa-11456	30	7	financial	financial	ADJ
ajfa-11456	30	8	crisis	crisis	NOUN
ajfa-11456	30	9	of	of	ADP
ajfa-11456	30	10	2008	2008	NUM
ajfa-11456	30	11	-	-	SYM
ajfa-11456	30	12	2009	2009	NUM
ajfa-11456	30	13	,	,	PUNCT
ajfa-11456	30	14	it	it	PRON
ajfa-11456	30	15	was	be	AUX
ajfa-11456	30	16	decided	decide	VERB
ajfa-11456	30	17	to	to	PART
ajfa-11456	30	18	take	take	VERB
ajfa-11456	30	19	few	few	ADJ
ajfa-11456	30	20	data	datum	NOUN
ajfa-11456	30	21	points	point	NOUN
ajfa-11456	30	22	prior	prior	ADV
ajfa-11456	30	23	to	to	ADP
ajfa-11456	30	24	the	the	DET
ajfa-11456	30	25	crisis	crisis	NOUN
ajfa-11456	30	26	to	to	PART
ajfa-11456	30	27	cover	cover	VERB
ajfa-11456	30	28	market	market	NOUN
ajfa-11456	30	29	upturns	upturn	NOUN
ajfa-11456	30	30	and	and	CCONJ
ajfa-11456	30	31	downturns	downturn	NOUN
ajfa-11456	30	32	.	.	PUNCT
ajfa-11456	31	1	secondly	secondly	ADV
ajfa-11456	31	2	,	,	PUNCT
ajfa-11456	31	3	the	the	DET
ajfa-11456	31	4	data	datum	NOUN
ajfa-11456	31	5	set	set	VERB
ajfa-11456	31	6	comprises	comprise	NOUN
ajfa-11456	31	7	of	of	ADP
ajfa-11456	31	8	nse200	nse200	NOUN
ajfa-11456	31	9	stocks	stock	NOUN
ajfa-11456	31	10	,	,	PUNCT
ajfa-11456	31	11	a	a	DET
ajfa-11456	31	12	narrow	narrow	ADJ
ajfa-11456	31	13	basket	basket	NOUN
ajfa-11456	31	14	(	(	PUNCT
ajfa-11456	31	15	note	note	NOUN
ajfa-11456	31	16	1	1	NUM
ajfa-11456	31	17	)	)	PUNCT
ajfa-11456	31	18	which	which	PRON
ajfa-11456	31	19	is	be	AUX
ajfa-11456	31	20	chosen	choose	VERB
ajfa-11456	31	21	to	to	PART
ajfa-11456	31	22	remove	remove	VERB
ajfa-11456	31	23	problems	problem	NOUN
ajfa-11456	31	24	arising	arise	VERB
ajfa-11456	31	25	out	out	ADP
ajfa-11456	31	26	of	of	ADP
ajfa-11456	31	27	illiquidity	illiquidity	NOUN
ajfa-11456	31	28	whereas	whereas	SCONJ
ajfa-11456	31	29	existing	existing	ADJ
ajfa-11456	31	30	papers	paper	NOUN
ajfa-11456	31	31	have	have	AUX
ajfa-11456	31	32	always	always	ADV
ajfa-11456	31	33	studied	study	VERB
ajfa-11456	31	34	a	a	DET
ajfa-11456	31	35	larger	large	ADJ
ajfa-11456	31	36	basket	basket	NOUN
ajfa-11456	31	37	of	of	ADP
ajfa-11456	31	38	500	500	NUM
ajfa-11456	31	39	stocks	stock	NOUN
ajfa-11456	31	40	.	.	PUNCT
ajfa-11456	32	1	thus	thus	ADV
ajfa-11456	32	2	,	,	PUNCT
ajfa-11456	32	3	by	by	ADP
ajfa-11456	32	4	including	include	VERB
ajfa-11456	32	5	the	the	DET
ajfa-11456	32	6	size	size	NOUN
ajfa-11456	32	7	,	,	PUNCT
ajfa-11456	32	8	value	value	NOUN
ajfa-11456	32	9	and	and	CCONJ
ajfa-11456	32	10	volume	volume	NOUN
ajfa-11456	32	11	parameter	parameter	NOUN
ajfa-11456	32	12	we	we	PRON
ajfa-11456	32	13	are	be	AUX
ajfa-11456	32	14	in	in	ADP
ajfa-11456	32	15	effect	effect	NOUN
ajfa-11456	32	16	studying	study	VERB
ajfa-11456	32	17	relative	relative	ADJ
ajfa-11456	32	18	size	size	NOUN
ajfa-11456	32	19	,	,	PUNCT
ajfa-11456	32	20	relative	relative	ADJ
ajfa-11456	32	21	value	value	NOUN
ajfa-11456	32	22	and	and	CCONJ
ajfa-11456	32	23	the	the	DET
ajfa-11456	32	24	relative	relative	ADJ
ajfa-11456	32	25	liquidity	liquidity	NOUN
ajfa-11456	32	26	(	(	PUNCT
ajfa-11456	32	27	small	small	ADJ
ajfa-11456	32	28	among	among	ADP
ajfa-11456	32	29	large	large	ADJ
ajfa-11456	32	30	,	,	PUNCT
ajfa-11456	32	31	low	low	ADJ
ajfa-11456	32	32	pb	pb	ADP
ajfa-11456	32	33	among	among	ADP
ajfa-11456	32	34	high	high	ADJ
ajfa-11456	32	35	pb	pb	ADP
ajfa-11456	32	36	,	,	PUNCT
ajfa-11456	32	37	low	low	ADJ
ajfa-11456	32	38	volume	volume	NOUN
ajfa-11456	32	39	among	among	ADP
ajfa-11456	32	40	high	high	ADJ
ajfa-11456	32	41	volume	volume	NOUN
ajfa-11456	32	42	)	)	PUNCT
ajfa-11456	32	43	.	.	PUNCT
ajfa-11456	33	1	next	next	ADJ
ajfa-11456	33	2	profitability	profitability	NOUN
ajfa-11456	33	3	from	from	ADP
ajfa-11456	33	4	constructing	construct	VERB
ajfa-11456	33	5	investment	investment	NOUN
ajfa-11456	33	6	styles	style	NOUN
ajfa-11456	33	7	by	by	ADP
ajfa-11456	33	8	using	use	VERB
ajfa-11456	33	9	univariate	univariate	ADJ
ajfa-11456	33	10	and	and	CCONJ
ajfa-11456	33	11	two	two	NUM
ajfa-11456	33	12	types	type	NOUN
ajfa-11456	33	13	of	of	ADP
ajfa-11456	33	14	bivariate	bivariate	ADJ
ajfa-11456	33	15	combinations	combination	NOUN
ajfa-11456	33	16	on	on	ADP
ajfa-11456	33	17	all	all	DET
ajfa-11456	33	18	prominent	prominent	ADJ
ajfa-11456	33	19	stock	stock	NOUN
ajfa-11456	33	20	return	return	NOUN
ajfa-11456	33	21	anomalies	anomaly	NOUN
ajfa-11456	33	22	viz	viz	PROPN
ajfa-11456	33	23	.	.	PUNCT
ajfa-11456	34	1	size	size	PROPN
ajfa-11456	34	2	,	,	PUNCT
ajfa-11456	34	3	value	value	NOUN
ajfa-11456	34	4	,	,	PUNCT
ajfa-11456	34	5	liquidity	liquidity	NOUN
ajfa-11456	34	6	,	,	PUNCT
ajfa-11456	34	7	profitability	profitability	NOUN
ajfa-11456	34	8	,	,	PUNCT
ajfa-11456	34	9	earnings	earning	NOUN
ajfa-11456	34	10	surprises	surprise	NOUN
ajfa-11456	34	11	and	and	CCONJ
ajfa-11456	34	12	prior	prior	ADJ
ajfa-11456	34	13	returns	return	NOUN
ajfa-11456	34	14	(	(	PUNCT
ajfa-11456	34	15	note	note	NOUN
ajfa-11456	34	16	2	2	NUM
ajfa-11456	34	17	)	)	PUNCT
ajfa-11456	34	18	is	be	AUX
ajfa-11456	34	19	investigated	investigate	VERB
ajfa-11456	34	20	in	in	ADP
ajfa-11456	34	21	this	this	DET
ajfa-11456	34	22	paper	paper	NOUN
ajfa-11456	34	23	which	which	PRON
ajfa-11456	34	24	till	till	SCONJ
ajfa-11456	34	25	now	now	ADV
ajfa-11456	34	26	had	have	AUX
ajfa-11456	34	27	been	be	AUX
ajfa-11456	34	28	unexplored	unexplored	ADJ
ajfa-11456	34	29	.	.	PUNCT
ajfa-11456	35	1	this	this	PRON
ajfa-11456	35	2	is	be	AUX
ajfa-11456	35	3	done	do	VERB
ajfa-11456	35	4	by	by	ADP
ajfa-11456	35	5	first	first	ADJ
ajfa-11456	35	6	building	build	VERB
ajfa-11456	35	7	a	a	DET
ajfa-11456	35	8	univariate	univariate	ADJ
ajfa-11456	35	9	investment	investment	NOUN
ajfa-11456	35	10	style	style	NOUN
ajfa-11456	35	11	,	,	PUNCT
ajfa-11456	35	12	followed	follow	VERB
ajfa-11456	35	13	by	by	ADP
ajfa-11456	35	14	bivariate	bivariate	ADJ
ajfa-11456	35	15	independent	independent	ADJ
ajfa-11456	35	16	and	and	CCONJ
ajfa-11456	35	17	bivariate	bivariate	ADJ
ajfa-11456	35	18	conditional	conditional	ADJ
ajfa-11456	35	19	investment	investment	NOUN
ajfa-11456	35	20	styles	style	NOUN
ajfa-11456	35	21	to	to	PART
ajfa-11456	35	22	explore	explore	VERB
ajfa-11456	35	23	the	the	DET
ajfa-11456	35	24	joint	joint	ADJ
ajfa-11456	35	25	information	information	NOUN
ajfa-11456	35	26	content	content	NOUN
ajfa-11456	35	27	of	of	ADP
ajfa-11456	35	28	attributes	attribute	NOUN
ajfa-11456	35	29	.	.	PUNCT
ajfa-11456	36	1	since	since	SCONJ
ajfa-11456	36	2	data	datum	NOUN
ajfa-11456	36	3	set	set	VERB
ajfa-11456	36	4	consists	consist	VERB
ajfa-11456	36	5	of	of	ADP
ajfa-11456	36	6	200	200	NUM
ajfa-11456	36	7	stocks	stock	NOUN
ajfa-11456	36	8	,	,	PUNCT
ajfa-11456	36	9	constructing	construct	VERB
ajfa-11456	36	10	trivariate	trivariate	NOUN
ajfa-11456	36	11	strategy	strategy	NOUN
ajfa-11456	36	12	would	would	AUX
ajfa-11456	36	13	reduce	reduce	VERB
ajfa-11456	36	14	the	the	DET
ajfa-11456	36	15	number	number	NOUN
ajfa-11456	36	16	of	of	ADP
ajfa-11456	36	17	stocks	stock	NOUN
ajfa-11456	36	18	in	in	ADP
ajfa-11456	36	19	each	each	DET
ajfa-11456	36	20	portfolio	portfolio	NOUN
ajfa-11456	36	21	drastically	drastically	ADV
ajfa-11456	36	22	.	.	PUNCT
ajfa-11456	37	1	as	as	ADP
ajfa-11456	37	2	a	a	DET
ajfa-11456	37	3	diversified	diversified	ADJ
ajfa-11456	37	4	portfolio	portfolio	NOUN
ajfa-11456	37	5	,	,	PUNCT
ajfa-11456	37	6	should	should	AUX
ajfa-11456	37	7	contain	contain	VERB
ajfa-11456	37	8	between	between	ADP
ajfa-11456	37	9	8	8	NUM
ajfa-11456	37	10	-	-	SYM
ajfa-11456	37	11	10	10	NUM
ajfa-11456	37	12	stocks	stock	NOUN
ajfa-11456	37	13	(	(	PUNCT
ajfa-11456	37	14	see	see	VERB
ajfa-11456	37	15	evans	evans	PROPN
ajfa-11456	37	16	&	&	CCONJ
ajfa-11456	37	17	archer,1968	archer,1968	NOUN
ajfa-11456	37	18	)	)	PUNCT
ajfa-11456	37	19	,	,	PUNCT
ajfa-11456	37	20	a	a	DET
ajfa-11456	37	21	trivariate	trivariate	NOUN
ajfa-11456	37	22	strategy	strategy	NOUN
ajfa-11456	37	23	was	be	AUX
ajfa-11456	37	24	not	not	PART
ajfa-11456	37	25	constructed	construct	VERB
ajfa-11456	37	26	.	.	PUNCT
ajfa-11456	38	1	lastly	lastly	ADV
ajfa-11456	38	2	,	,	PUNCT
ajfa-11456	38	3	we	we	PRON
ajfa-11456	38	4	verify	verify	VERB
ajfa-11456	38	5	if	if	SCONJ
ajfa-11456	38	6	standard	standard	ADJ
ajfa-11456	38	7	risk	risk	NOUN
ajfa-11456	38	8	models	model	NOUN
ajfa-11456	38	9	can	can	AUX
ajfa-11456	38	10	explain	explain	VERB
ajfa-11456	38	11	the	the	DET
ajfa-11456	38	12	abnormal	abnormal	ADJ
ajfa-11456	38	13	returns	return	NOUN
ajfa-11456	38	14	generated	generate	VERB
ajfa-11456	38	15	by	by	ADP
ajfa-11456	38	16	these	these	DET
ajfa-11456	38	17	investment	investment	NOUN
ajfa-11456	38	18	strategies	strategy	NOUN
ajfa-11456	38	19	.	.	PUNCT
ajfa-11456	39	1	this	this	DET
ajfa-11456	39	2	paper	paper	NOUN
ajfa-11456	39	3	attempts	attempt	VERB
ajfa-11456	39	4	to	to	PART
ajfa-11456	39	5	answer	answer	VERB
ajfa-11456	39	6	the	the	DET
ajfa-11456	39	7	following	follow	VERB
ajfa-11456	39	8	closely	closely	ADV
ajfa-11456	39	9	related	relate	VERB
ajfa-11456	39	10	questions	question	NOUN
ajfa-11456	39	11	:	:	PUNCT
ajfa-11456	39	12	1	1	X
ajfa-11456	39	13	.	.	X
ajfa-11456	39	14	is	be	AUX
ajfa-11456	39	15	it	it	PRON
ajfa-11456	39	16	possible	possible	ADJ
ajfa-11456	39	17	to	to	PART
ajfa-11456	39	18	construct	construct	VERB
ajfa-11456	39	19	profitable	profitable	ADJ
ajfa-11456	39	20	investment	investment	NOUN
ajfa-11456	39	21	strategies	strategy	NOUN
ajfa-11456	39	22	/	/	SYM
ajfa-11456	39	23	styles	style	NOUN
ajfa-11456	39	24	based	base	VERB
ajfa-11456	39	25	on	on	ADP
ajfa-11456	39	26	the	the	DET
ajfa-11456	39	27	following	follow	VERB
ajfa-11456	39	28	company	company	NOUN
ajfa-11456	39	29	characteristics	characteristic	NOUN
ajfa-11456	39	30	/	/	SYM
ajfa-11456	39	31	investment	investment	NOUN
ajfa-11456	39	32	styles	style	NOUN
ajfa-11456	39	33	viz	viz	PROPN
ajfa-11456	39	34	.	.	PUNCT
ajfa-11456	39	35	size	size	PROPN
ajfa-11456	39	36	,	,	PUNCT
ajfa-11456	39	37	value	value	NOUN
ajfa-11456	39	38	,	,	PUNCT
ajfa-11456	39	39	volume	volume	NOUN
ajfa-11456	39	40	,	,	PUNCT
ajfa-11456	39	41	prior	prior	ADJ
ajfa-11456	39	42	returns	return	NOUN
ajfa-11456	39	43	patterns	pattern	NOUN
ajfa-11456	39	44	,	,	PUNCT
ajfa-11456	39	45	earnings	earning	NOUN
ajfa-11456	39	46	surprises	surprise	NOUN
ajfa-11456	39	47	and	and	CCONJ
ajfa-11456	39	48	profitability	profitability	NOUN
ajfa-11456	39	49	on	on	ADP
ajfa-11456	39	50	a	a	DET
ajfa-11456	39	51	univariate	univariate	ADJ
ajfa-11456	39	52	basis	basis	NOUN
ajfa-11456	39	53	(	(	PUNCT
ajfa-11456	39	54	single	single	ADJ
ajfa-11456	39	55	sorted	sorted	ADJ
ajfa-11456	39	56	)	)	PUNCT
ajfa-11456	39	57	?	?	PUNCT
ajfa-11456	40	1	do	do	AUX
ajfa-11456	40	2	some	some	PRON
ajfa-11456	40	3	of	of	ADP
ajfa-11456	40	4	these	these	DET
ajfa-11456	40	5	anomalies	anomaly	NOUN
ajfa-11456	40	6	which	which	PRON
ajfa-11456	40	7	have	have	AUX
ajfa-11456	40	8	been	be	AUX
ajfa-11456	40	9	earlier	early	ADV
ajfa-11456	40	10	documented	document	VERB
ajfa-11456	40	11	persist	persist	NOUN
ajfa-11456	40	12	or	or	CCONJ
ajfa-11456	40	13	have	have	AUX
ajfa-11456	40	14	they	they	PRON
ajfa-11456	40	15	disappeared	disappear	VERB
ajfa-11456	40	16	?	?	PUNCT
ajfa-11456	41	1	2	2	X
ajfa-11456	41	2	.	.	X
ajfa-11456	41	3	do	do	AUX
ajfa-11456	41	4	bivariate	bivariate	ADJ
ajfa-11456	41	5	investment	investment	NOUN
ajfa-11456	41	6	strategies	strategy	NOUN
ajfa-11456	41	7	outperform	outperform	VERB
ajfa-11456	41	8	univariate	univariate	ADJ
ajfa-11456	41	9	investment	investment	NOUN
ajfa-11456	41	10	style	style	NOUN
ajfa-11456	41	11	(	(	PUNCT
ajfa-11456	41	12	single	single	ADJ
ajfa-11456	41	13	sorted	sorted	ADJ
ajfa-11456	41	14	)	)	PUNCT
ajfa-11456	41	15	?	?	PUNCT
ajfa-11456	42	1	does	do	AUX
ajfa-11456	42	2	constructing	construct	VERB
ajfa-11456	42	3	a	a	DET
ajfa-11456	42	4	conditional	conditional	ADJ
ajfa-11456	42	5	bivariate	bivariate	ADJ
ajfa-11456	42	6	investment	investment	NOUN
ajfa-11456	42	7	strategy	strategy	NOUN
ajfa-11456	42	8	give	give	VERB
ajfa-11456	42	9	higher	high	ADJ
ajfa-11456	42	10	returns	return	NOUN
ajfa-11456	42	11	than	than	ADP
ajfa-11456	42	12	that	that	PRON
ajfa-11456	42	13	obtained	obtain	VERB
ajfa-11456	42	14	from	from	ADP
ajfa-11456	42	15	independent	independent	ADJ
ajfa-11456	42	16	bivariate	bivariate	ADJ
ajfa-11456	42	17	strategy	strategy	NOUN
ajfa-11456	42	18	?	?	PUNCT
ajfa-11456	43	1	3	3	X
ajfa-11456	43	2	.	.	X
ajfa-11456	43	3	can	can	AUX
ajfa-11456	43	4	the	the	DET
ajfa-11456	43	5	returns	return	NOUN
ajfa-11456	43	6	on	on	ADP
ajfa-11456	43	7	the	the	DET
ajfa-11456	43	8	sample	sample	NOUN
ajfa-11456	43	9	strategies	strategy	NOUN
ajfa-11456	43	10	so	so	ADV
ajfa-11456	43	11	designed	design	VERB
ajfa-11456	43	12	be	be	AUX
ajfa-11456	43	13	absorbed	absorb	VERB
ajfa-11456	43	14	by	by	ADP
ajfa-11456	43	15	risk	risk	NOUN
ajfa-11456	43	16	models	model	NOUN
ajfa-11456	43	17	vizuni	vizuni	ADJ
ajfa-11456	43	18	-	-	PUNCT
ajfa-11456	43	19	factor	factor	NOUN
ajfa-11456	43	20	capm	capm	NOUN
ajfa-11456	43	21	or	or	CCONJ
ajfa-11456	43	22	multifactor	multifactor	NOUN
ajfa-11456	43	23	models	model	NOUN
ajfa-11456	43	24	like	like	ADP
ajfa-11456	43	25	fama	fama	NOUN
ajfa-11456	43	26	and	and	CCONJ
ajfa-11456	43	27	french	french	ADJ
ajfa-11456	43	28	(	(	PUNCT
ajfa-11456	43	29	1993	1993	NUM
ajfa-11456	43	30	)	)	PUNCT
ajfa-11456	43	31	,	,	PUNCT
ajfa-11456	43	32	carhart	carhart	NOUN
ajfa-11456	43	33	(	(	PUNCT
ajfa-11456	43	34	1997	1997	NUM
ajfa-11456	43	35	)	)	PUNCT
ajfa-11456	43	36	,	,	PUNCT
ajfa-11456	43	37	fama	fama	PROPN
ajfa-11456	43	38	and	and	CCONJ
ajfa-11456	43	39	french	french	ADJ
ajfa-11456	43	40	(	(	PUNCT
ajfa-11456	43	41	2015	2015	NUM
ajfa-11456	43	42	)	)	PUNCT
ajfa-11456	43	43	?	?	PUNCT
ajfa-11456	44	1	this	this	DET
ajfa-11456	44	2	paper	paper	NOUN
ajfa-11456	44	3	is	be	AUX
ajfa-11456	44	4	structured	structure	VERB
ajfa-11456	44	5	as	as	SCONJ
ajfa-11456	44	6	follows	follow	VERB
ajfa-11456	44	7	.	.	PUNCT
ajfa-11456	45	1	the	the	DET
ajfa-11456	45	2	following	follow	VERB
ajfa-11456	45	3	section	section	NOUN
ajfa-11456	45	4	discusses	discuss	VERB
ajfa-11456	45	5	the	the	DET
ajfa-11456	45	6	rationale	rationale	NOUN
ajfa-11456	45	7	for	for	ADP
ajfa-11456	45	8	using	use	VERB
ajfa-11456	45	9	various	various	ADJ
ajfa-11456	45	10	anomalies	anomaly	NOUN
ajfa-11456	45	11	to	to	PART
ajfa-11456	45	12	construct	construct	VERB
ajfa-11456	45	13	investment	investment	NOUN
ajfa-11456	45	14	styles	style	NOUN
ajfa-11456	45	15	.	.	PUNCT
ajfa-11456	46	1	section	section	NOUN
ajfa-11456	46	2	3	3	NUM
ajfa-11456	46	3	gives	give	VERB
ajfa-11456	46	4	details	detail	NOUN
ajfa-11456	46	5	on	on	ADP
ajfa-11456	46	6	the	the	DET
ajfa-11456	46	7	data	datum	NOUN
ajfa-11456	46	8	and	and	CCONJ
ajfa-11456	46	9	methodology	methodology	NOUN
ajfa-11456	46	10	is	be	AUX
ajfa-11456	46	11	explained	explain	VERB
ajfa-11456	46	12	in	in	ADP
ajfa-11456	46	13	the	the	DET
ajfa-11456	46	14	fourth	fourth	ADJ
ajfa-11456	46	15	section	section	NOUN
ajfa-11456	46	16	.	.	PUNCT
ajfa-11456	47	1	the	the	DET
ajfa-11456	47	2	empirical	empirical	ADJ
ajfa-11456	47	3	results	result	NOUN
ajfa-11456	47	4	are	be	AUX
ajfa-11456	47	5	discussed	discuss	VERB
ajfa-11456	47	6	in	in	ADP
ajfa-11456	47	7	section	section	NOUN
ajfa-11456	47	8	asian	asian	ADJ
ajfa-11456	47	9	journal	journal	PROPN
ajfa-11456	47	10	of	of	ADP
ajfa-11456	47	11	finance	finance	PROPN
ajfa-11456	47	12	&	&	CCONJ
ajfa-11456	47	13	accounting	accounting	PROPN
ajfa-11456	47	14	issn	issn	PROPN
ajfa-11456	47	15	1946	1946	NUM
ajfa-11456	47	16	-	-	PUNCT
ajfa-11456	47	17	052x	052x	PROPN
ajfa-11456	47	18	2017	2017	NUM
ajfa-11456	47	19	,	,	PUNCT
ajfa-11456	47	20	vol	vol	NOUN
ajfa-11456	47	21	.	.	NOUN
ajfa-11456	48	1	9	9	NUM
ajfa-11456	48	2	,	,	PUNCT
ajfa-11456	48	3	no	no	INTJ
ajfa-11456	48	4	.	.	NOUN
ajfa-11456	48	5	2	2	NUM
ajfa-11456	48	6	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	48	7	5	5	NUM
ajfa-11456	48	8	5	5	NUM
ajfa-11456	48	9	.	.	PUNCT
ajfa-11456	49	1	the	the	DET
ajfa-11456	49	2	final	final	ADJ
ajfa-11456	49	3	section	section	NOUN
ajfa-11456	49	4	contains	contain	VERB
ajfa-11456	49	5	conclusions	conclusion	NOUN
ajfa-11456	49	6	and	and	CCONJ
ajfa-11456	49	7	policy	policy	NOUN
ajfa-11456	49	8	implications	implication	NOUN
ajfa-11456	49	9	.	.	PUNCT
ajfa-11456	50	1	2	2	X
ajfa-11456	50	2	.	.	X
ajfa-11456	50	3	the	the	DET
ajfa-11456	50	4	rationale	rationale	NOUN
ajfa-11456	50	5	of	of	ADP
ajfa-11456	50	6	various	various	ADJ
ajfa-11456	50	7	investment	investment	NOUN
ajfa-11456	50	8	styles	style	NOUN
ajfa-11456	50	9	if	if	SCONJ
ajfa-11456	50	10	return	return	VERB
ajfa-11456	50	11	on	on	ADP
ajfa-11456	50	12	a	a	DET
ajfa-11456	50	13	security	security	NOUN
ajfa-11456	50	14	can	can	AUX
ajfa-11456	50	15	not	not	PART
ajfa-11456	50	16	be	be	AUX
ajfa-11456	50	17	explained	explain	VERB
ajfa-11456	50	18	by	by	ADP
ajfa-11456	50	19	the	the	DET
ajfa-11456	50	20	amount	amount	NOUN
ajfa-11456	50	21	of	of	ADP
ajfa-11456	50	22	risk	risk	NOUN
ajfa-11456	50	23	as	as	SCONJ
ajfa-11456	50	24	defined	define	VERB
ajfa-11456	50	25	by	by	ADP
ajfa-11456	50	26	the	the	DET
ajfa-11456	50	27	selected	select	VERB
ajfa-11456	50	28	asset	asset	NOUN
ajfa-11456	50	29	pricing	pricing	NOUN
ajfa-11456	50	30	model	model	NOUN
ajfa-11456	50	31	,	,	PUNCT
ajfa-11456	50	32	then	then	ADV
ajfa-11456	50	33	the	the	DET
ajfa-11456	50	34	stock	stock	NOUN
ajfa-11456	50	35	market	market	NOUN
ajfa-11456	50	36	is	be	AUX
ajfa-11456	50	37	said	say	VERB
ajfa-11456	50	38	to	to	PART
ajfa-11456	50	39	be	be	AUX
ajfa-11456	50	40	informationally	informationally	ADV
ajfa-11456	50	41	inefficient	inefficient	ADJ
ajfa-11456	50	42	and	and	CCONJ
ajfa-11456	50	43	investment	investment	NOUN
ajfa-11456	50	44	strategies	strategy	NOUN
ajfa-11456	50	45	can	can	AUX
ajfa-11456	50	46	be	be	AUX
ajfa-11456	50	47	constructed	construct	VERB
ajfa-11456	50	48	to	to	PART
ajfa-11456	50	49	consistently	consistently	ADV
ajfa-11456	50	50	outperform	outperform	VERB
ajfa-11456	50	51	the	the	DET
ajfa-11456	50	52	market	market	NOUN
ajfa-11456	50	53	.	.	PUNCT
ajfa-11456	51	1	literature	literature	NOUN
ajfa-11456	51	2	on	on	ADP
ajfa-11456	51	3	both	both	CCONJ
ajfa-11456	51	4	mature	mature	ADJ
ajfa-11456	51	5	and	and	CCONJ
ajfa-11456	51	6	emerging	emerge	VERB
ajfa-11456	51	7	markets	market	NOUN
ajfa-11456	51	8	,	,	PUNCT
ajfa-11456	51	9	including	include	VERB
ajfa-11456	51	10	india	india	PROPN
ajfa-11456	51	11	shows	show	VERB
ajfa-11456	51	12	that	that	SCONJ
ajfa-11456	51	13	profitable	profitable	ADJ
ajfa-11456	51	14	investment	investment	NOUN
ajfa-11456	51	15	styles	style	NOUN
ajfa-11456	51	16	can	can	AUX
ajfa-11456	51	17	be	be	AUX
ajfa-11456	51	18	formed	form	VERB
ajfa-11456	51	19	if	if	SCONJ
ajfa-11456	51	20	the	the	DET
ajfa-11456	51	21	market	market	NOUN
ajfa-11456	51	22	is	be	AUX
ajfa-11456	51	23	inefficient	inefficient	ADJ
ajfa-11456	51	24	with	with	ADP
ajfa-11456	51	25	respect	respect	NOUN
ajfa-11456	51	26	to	to	ADP
ajfa-11456	51	27	the	the	DET
ajfa-11456	51	28	following	follow	VERB
ajfa-11456	51	29	attributes	attribute	NOUN
ajfa-11456	51	30	size	size	NOUN
ajfa-11456	51	31	,	,	PUNCT
ajfa-11456	51	32	value	value	NOUN
ajfa-11456	51	33	,	,	PUNCT
ajfa-11456	51	34	liquidity	liquidity	NOUN
ajfa-11456	51	35	,	,	PUNCT
ajfa-11456	51	36	profitability	profitability	NOUN
ajfa-11456	51	37	,	,	PUNCT
ajfa-11456	51	38	earnings	earning	NOUN
ajfa-11456	51	39	surprises	surprise	NOUN
ajfa-11456	51	40	and	and	CCONJ
ajfa-11456	51	41	prior	prior	ADJ
ajfa-11456	51	42	returns	return	NOUN
ajfa-11456	51	43	which	which	PRON
ajfa-11456	51	44	are	be	AUX
ajfa-11456	51	45	discussed	discuss	VERB
ajfa-11456	51	46	below	below	ADV
ajfa-11456	51	47	.	.	PUNCT
ajfa-11456	52	1	2.1	2.1	NUM
ajfa-11456	52	2	.	.	PUNCT
ajfa-11456	52	3	size	size	NOUN
ajfa-11456	52	4	banz	banz	NOUN
ajfa-11456	52	5	(	(	PUNCT
ajfa-11456	52	6	1981	1981	NUM
ajfa-11456	52	7	)	)	PUNCT
ajfa-11456	52	8	documented	document	VERB
ajfa-11456	52	9	that	that	SCONJ
ajfa-11456	52	10	firms	firm	NOUN
ajfa-11456	52	11	which	which	PRON
ajfa-11456	52	12	are	be	AUX
ajfa-11456	52	13	small	small	ADJ
ajfa-11456	52	14	in	in	ADP
ajfa-11456	52	15	size	size	NOUN
ajfa-11456	52	16	provide	provide	VERB
ajfa-11456	52	17	superior	superior	ADJ
ajfa-11456	52	18	risk	risk	NOUN
ajfa-11456	52	19	adjusted	adjust	VERB
ajfa-11456	52	20	returns	return	NOUN
ajfa-11456	52	21	as	as	ADP
ajfa-11456	52	22	compared	compare	VERB
ajfa-11456	52	23	to	to	ADP
ajfa-11456	52	24	their	their	PRON
ajfa-11456	52	25	larger	large	ADJ
ajfa-11456	52	26	counterparts	counterpart	NOUN
ajfa-11456	52	27	.	.	PUNCT
ajfa-11456	53	1	several	several	ADJ
ajfa-11456	53	2	causes	cause	NOUN
ajfa-11456	53	3	of	of	ADP
ajfa-11456	53	4	this	this	DET
ajfa-11456	53	5	size	size	NOUN
ajfa-11456	53	6	anomaly	anomaly	NOUN
ajfa-11456	53	7	identified	identify	VERB
ajfa-11456	53	8	in	in	ADP
ajfa-11456	53	9	the	the	DET
ajfa-11456	53	10	literature	literature	NOUN
ajfa-11456	53	11	are	be	AUX
ajfa-11456	53	12	infrequent	infrequent	ADJ
ajfa-11456	53	13	trading	trading	NOUN
ajfa-11456	53	14	(	(	PUNCT
ajfa-11456	53	15	roll	roll	NOUN
ajfa-11456	53	16	,	,	PUNCT
ajfa-11456	53	17	1981	1981	NUM
ajfa-11456	53	18	)	)	PUNCT
ajfa-11456	53	19	)	)	PUNCT
ajfa-11456	53	20	,	,	PUNCT
ajfa-11456	53	21	transaction	transaction	NOUN
ajfa-11456	53	22	costs	cost	NOUN
ajfa-11456	53	23	(	(	PUNCT
ajfa-11456	53	24	stoll	stoll	PROPN
ajfa-11456	53	25	&	&	CCONJ
ajfa-11456	53	26	whaley	whaley	PROPN
ajfa-11456	53	27	,	,	PUNCT
ajfa-11456	53	28	1983	1983	NUM
ajfa-11456	53	29	)	)	PUNCT
ajfa-11456	53	30	,	,	PUNCT
ajfa-11456	53	31	january	january	PROPN
ajfa-11456	53	32	effect	effect	NOUN
ajfa-11456	53	33	(	(	PUNCT
ajfa-11456	53	34	keim	keim	NOUN
ajfa-11456	53	35	,	,	PUNCT
ajfa-11456	53	36	1983	1983	NUM
ajfa-11456	53	37	)	)	PUNCT
ajfa-11456	53	38	,	,	PUNCT
ajfa-11456	53	39	different	different	ADJ
ajfa-11456	53	40	risk	risk	NOUN
ajfa-11456	53	41	and	and	CCONJ
ajfa-11456	53	42	return	return	VERB
ajfa-11456	53	43	characteristics	characteristic	NOUN
ajfa-11456	53	44	(	(	PUNCT
ajfa-11456	53	45	chan	chan	PROPN
ajfa-11456	53	46	&	&	CCONJ
ajfa-11456	53	47	chen	chen	PROPN
ajfa-11456	53	48	,	,	PUNCT
ajfa-11456	53	49	1991	1991	NUM
ajfa-11456	53	50	)	)	PUNCT
ajfa-11456	53	51	,	,	PUNCT
ajfa-11456	53	52	illiquidity	illiquidity	NOUN
ajfa-11456	53	53	(	(	PUNCT
ajfa-11456	53	54	amihud	amihud	PROPN
ajfa-11456	53	55	&	&	CCONJ
ajfa-11456	53	56	mendelson	mendelson	PROPN
ajfa-11456	53	57	,	,	PUNCT
ajfa-11456	53	58	1986	1986	NUM
ajfa-11456	53	59	)	)	PUNCT
ajfa-11456	53	60	,	,	PUNCT
ajfa-11456	53	61	business	business	NOUN
ajfa-11456	53	62	cycles	cycle	NOUN
ajfa-11456	53	63	(	(	PUNCT
ajfa-11456	53	64	chan	chan	PROPN
ajfa-11456	53	65	.	.	PUNCT
ajfa-11456	54	1	chen	chen	PROPN
ajfa-11456	54	2	&	&	CCONJ
ajfa-11456	54	3	hseih	hseih	PROPN
ajfa-11456	54	4	,	,	PUNCT
ajfa-11456	54	5	1985	1985	NUM
ajfa-11456	54	6	)	)	PUNCT
ajfa-11456	54	7	)	)	PUNCT
ajfa-11456	54	8	,	,	PUNCT
ajfa-11456	54	9	perez	perez	PROPN
ajfa-11456	54	10	-	-	PUNCT
ajfa-11456	54	11	quiros	quiros	PROPN
ajfa-11456	54	12	&	&	CCONJ
ajfa-11456	54	13	timmermann	timmermann	PROPN
ajfa-11456	54	14	,	,	PUNCT
ajfa-11456	54	15	2000	2000	NUM
ajfa-11456	54	16	)	)	PUNCT
ajfa-11456	54	17	)	)	PUNCT
ajfa-11456	54	18	,	,	PUNCT
ajfa-11456	54	19	presence	presence	NOUN
ajfa-11456	54	20	of	of	ADP
ajfa-11456	54	21	micro	micro	PROPN
ajfa-11456	54	22	stocks	stock	NOUN
ajfa-11456	54	23	(	(	PUNCT
ajfa-11456	54	24	fama	fama	PROPN
ajfa-11456	54	25	&	&	CCONJ
ajfa-11456	54	26	french	french	PROPN
ajfa-11456	54	27	,	,	PUNCT
ajfa-11456	54	28	2008	2008	NUM
ajfa-11456	54	29	)	)	PUNCT
ajfa-11456	54	30	.	.	PUNCT
ajfa-11456	55	1	over	over	ADP
ajfa-11456	55	2	the	the	DET
ajfa-11456	55	3	past	past	ADJ
ajfa-11456	55	4	few	few	ADJ
ajfa-11456	55	5	years	year	NOUN
ajfa-11456	55	6	size	size	NOUN
ajfa-11456	55	7	anomaly	anomaly	NOUN
ajfa-11456	55	8	seems	seem	VERB
ajfa-11456	55	9	to	to	PART
ajfa-11456	55	10	have	have	AUX
ajfa-11456	55	11	weakened	weaken	VERB
ajfa-11456	55	12	for	for	ADP
ajfa-11456	55	13	a	a	DET
ajfa-11456	55	14	few	few	ADJ
ajfa-11456	55	15	markets	market	NOUN
ajfa-11456	55	16	or	or	CCONJ
ajfa-11456	55	17	become	become	VERB
ajfa-11456	55	18	insignificant	insignificant	ADJ
ajfa-11456	55	19	(	(	PUNCT
ajfa-11456	55	20	schwert	schwert	NOUN
ajfa-11456	55	21	(	(	PUNCT
ajfa-11456	55	22	2003	2003	NUM
ajfa-11456	55	23	)	)	PUNCT
ajfa-11456	55	24	;	;	PUNCT
ajfa-11456	55	25	gaunt	gaunt	ADJ
ajfa-11456	55	26	(	(	PUNCT
ajfa-11456	55	27	2004	2004	NUM
ajfa-11456	55	28	)	)	PUNCT
ajfa-11456	55	29	;	;	PUNCT
ajfa-11456	56	1	nartea	nartea	INTJ
ajfa-11456	56	2	,	,	PUNCT
ajfa-11456	56	3	ward	ward	NOUN
ajfa-11456	56	4	&	&	CCONJ
ajfa-11456	56	5	djajadikerta	djajadikerta	PROPN
ajfa-11456	56	6	,	,	PUNCT
ajfa-11456	56	7	2009	2009	NUM
ajfa-11456	56	8	;	;	PUNCT
ajfa-11456	56	9	horowitz	horowitz	PROPN
ajfa-11456	56	10	,	,	PUNCT
ajfa-11456	56	11	loughran	loughran	PROPN
ajfa-11456	56	12	&	&	CCONJ
ajfa-11456	56	13	savin	savin	PROPN
ajfa-11456	56	14	,	,	PUNCT
ajfa-11456	56	15	2000	2000	NUM
ajfa-11456	56	16	;	;	PUNCT
ajfa-11456	56	17	crain	crain	NOUN
ajfa-11456	56	18	,	,	PUNCT
ajfa-11456	56	19	2011	2011	NUM
ajfa-11456	56	20	;	;	PUNCT
ajfa-11456	56	21	michou	michou	NOUN
ajfa-11456	56	22	et	et	PROPN
ajfa-11456	56	23	al	al	PROPN
ajfa-11456	56	24	,	,	PUNCT
ajfa-11456	56	25	2010).nevertheless	2010).nevertheless	NUM
ajfa-11456	56	26	,	,	PUNCT
ajfa-11456	56	27	in	in	ADP
ajfa-11456	56	28	the	the	DET
ajfa-11456	56	29	indian	indian	ADJ
ajfa-11456	56	30	stock	stock	NOUN
ajfa-11456	56	31	market	market	NOUN
ajfa-11456	56	32	a	a	DET
ajfa-11456	56	33	significant	significant	ADJ
ajfa-11456	56	34	size	size	NOUN
ajfa-11456	56	35	premium	premium	NOUN
ajfa-11456	56	36	has	have	AUX
ajfa-11456	56	37	been	be	AUX
ajfa-11456	56	38	obtained	obtain	VERB
ajfa-11456	56	39	consistently	consistently	ADV
ajfa-11456	56	40	over	over	ADP
ajfa-11456	56	41	varying	vary	VERB
ajfa-11456	56	42	time	time	NOUN
ajfa-11456	56	43	periods	period	NOUN
ajfa-11456	56	44	.	.	PUNCT
ajfa-11456	57	1	(	(	PUNCT
ajfa-11456	57	2	mohanty	mohanty	NOUN
ajfa-11456	57	3	,	,	PUNCT
ajfa-11456	57	4	2002;kumar	2002;kumar	PROPN
ajfa-11456	57	5	&	&	CCONJ
ajfa-11456	57	6	sehgal,2004	sehgal,2004	PROPN
ajfa-11456	57	7	;	;	PUNCT
ajfa-11456	57	8	behl	behl	PROPN
ajfa-11456	57	9	,	,	PUNCT
ajfa-11456	57	10	2006;sehgal	2006;sehgal	PROPN
ajfa-11456	57	11	&	&	CCONJ
ajfa-11456	57	12	tripathi	tripathi	PROPN
ajfa-11456	57	13	,	,	PUNCT
ajfa-11456	57	14	2007	2007	NUM
ajfa-11456	57	15	;	;	PUNCT
ajfa-11456	57	16	sehgal	sehgal	PROPN
ajfa-11456	57	17	&	&	CCONJ
ajfa-11456	57	18	balakrishnan	balakrishnan	PROPN
ajfa-11456	57	19	,	,	PUNCT
ajfa-11456	57	20	2013	2013	NUM
ajfa-11456	57	21	;	;	PUNCT
ajfa-11456	57	22	sehgal	sehgal	PROPN
ajfa-11456	57	23	et	et	PROPN
ajfa-11456	57	24	al	al	PROPN
ajfa-11456	57	25	,	,	PUNCT
ajfa-11456	57	26	2012	2012	NUM
ajfa-11456	57	27	;	;	PUNCT
ajfa-11456	57	28	pandey	pandey	PROPN
ajfa-11456	57	29	&	&	CCONJ
ajfa-11456	57	30	sehgal	sehgal	PROPN
ajfa-11456	57	31	,	,	PUNCT
ajfa-11456	57	32	2016	2016	NUM
ajfa-11456	57	33	)	)	PUNCT
ajfa-11456	57	34	.	.	PUNCT
ajfa-11456	58	1	this	this	PRON
ajfa-11456	58	2	makes	make	VERB
ajfa-11456	58	3	it	it	PRON
ajfa-11456	58	4	imperative	imperative	ADJ
ajfa-11456	58	5	to	to	PART
ajfa-11456	58	6	explore	explore	VERB
ajfa-11456	58	7	if	if	SCONJ
ajfa-11456	58	8	information	information	NOUN
ajfa-11456	58	9	contained	contain	VERB
ajfa-11456	58	10	in	in	ADP
ajfa-11456	58	11	size	size	NOUN
ajfa-11456	58	12	to	to	PART
ajfa-11456	58	13	could	could	AUX
ajfa-11456	58	14	be	be	AUX
ajfa-11456	58	15	used	use	VERB
ajfa-11456	58	16	to	to	PART
ajfa-11456	58	17	develop	develop	VERB
ajfa-11456	58	18	investment	investment	NOUN
ajfa-11456	58	19	strategies	strategy	NOUN
ajfa-11456	58	20	which	which	PRON
ajfa-11456	58	21	promise	promise	VERB
ajfa-11456	58	22	abnormal	abnormal	ADJ
ajfa-11456	58	23	profits	profit	NOUN
ajfa-11456	58	24	.	.	PUNCT
ajfa-11456	59	1	2.2	2.2	NUM
ajfa-11456	59	2	value	value	NOUN
ajfa-11456	59	3	-	-	PUNCT
ajfa-11456	59	4	value	value	NOUN
ajfa-11456	59	5	stocks	stock	NOUN
ajfa-11456	59	6	are	be	AUX
ajfa-11456	59	7	stocks	stock	NOUN
ajfa-11456	59	8	which	which	PRON
ajfa-11456	59	9	have	have	VERB
ajfa-11456	59	10	low	low	ADJ
ajfa-11456	59	11	prices	price	NOUN
ajfa-11456	59	12	compared	compare	VERB
ajfa-11456	59	13	to	to	ADP
ajfa-11456	59	14	fundamentals	fundamental	NOUN
ajfa-11456	59	15	and	and	CCONJ
ajfa-11456	59	16	perform	perform	VERB
ajfa-11456	59	17	better	well	ADJ
ajfa-11456	59	18	than	than	ADP
ajfa-11456	59	19	growth	growth	NOUN
ajfa-11456	59	20	stocks	stock	NOUN
ajfa-11456	59	21	i.e.	i.e.	X
ajfa-11456	59	22	stocks	stock	NOUN
ajfa-11456	59	23	which	which	PRON
ajfa-11456	59	24	have	have	VERB
ajfa-11456	59	25	high	high	ADJ
ajfa-11456	59	26	prices	price	NOUN
ajfa-11456	59	27	compared	compare	VERB
ajfa-11456	59	28	to	to	ADP
ajfa-11456	59	29	fundamentals	fundamental	NOUN
ajfa-11456	59	30	,	,	PUNCT
ajfa-11456	59	31	also	also	ADV
ajfa-11456	59	32	called	call	VERB
ajfa-11456	59	33	value	value	NOUN
ajfa-11456	59	34	anomaly	anomaly	NOUN
ajfa-11456	59	35	.	.	PUNCT
ajfa-11456	60	1	tests	test	NOUN
ajfa-11456	60	2	of	of	ADP
ajfa-11456	60	3	the	the	DET
ajfa-11456	60	4	value	value	NOUN
ajfa-11456	60	5	anomaly	anomaly	NOUN
ajfa-11456	60	6	using	use	VERB
ajfa-11456	60	7	book	book	NOUN
ajfa-11456	60	8	to	to	ADP
ajfa-11456	60	9	market	market	NOUN
ajfa-11456	60	10	measure	measure	NOUN
ajfa-11456	60	11	was	be	AUX
ajfa-11456	60	12	performed	perform	VERB
ajfa-11456	60	13	by	by	ADP
ajfa-11456	60	14	stattman	stattman	NOUN
ajfa-11456	60	15	(	(	PUNCT
ajfa-11456	60	16	1980).reasons	1980).reasons	NUM
ajfa-11456	60	17	for	for	ADP
ajfa-11456	60	18	the	the	DET
ajfa-11456	60	19	value	value	NOUN
ajfa-11456	60	20	anomaly	anomaly	NOUN
ajfa-11456	60	21	consist	consist	NOUN
ajfa-11456	60	22	of	of	ADP
ajfa-11456	60	23	risk	risk	NOUN
ajfa-11456	60	24	(	(	PUNCT
ajfa-11456	60	25	fama	fama	PROPN
ajfa-11456	60	26	&	&	CCONJ
ajfa-11456	60	27	french	french	PROPN
ajfa-11456	60	28	,	,	PUNCT
ajfa-11456	60	29	1992	1992	NUM
ajfa-11456	60	30	,	,	PUNCT
ajfa-11456	60	31	1996	1996	NUM
ajfa-11456	60	32	)	)	PUNCT
ajfa-11456	60	33	,	,	PUNCT
ajfa-11456	60	34	overreaction	overreaction	NOUN
ajfa-11456	60	35	hypothesis	hypothesis	NOUN
ajfa-11456	60	36	(	(	PUNCT
ajfa-11456	60	37	debondt	debondt	PROPN
ajfa-11456	60	38	&	&	CCONJ
ajfa-11456	60	39	thaler	thaler	PROPN
ajfa-11456	60	40	,	,	PUNCT
ajfa-11456	60	41	1987;lakonishok	1987;lakonishok	NOUN
ajfa-11456	60	42	,	,	PUNCT
ajfa-11456	60	43	shleifer	shleifer	NOUN
ajfa-11456	60	44	and	and	CCONJ
ajfa-11456	60	45	vishny	vishny	PROPN
ajfa-11456	60	46	,	,	PUNCT
ajfa-11456	60	47	1994	1994	NUM
ajfa-11456	60	48	)	)	PUNCT
ajfa-11456	60	49	,	,	PUNCT
ajfa-11456	60	50	stock	stock	NOUN
ajfa-11456	60	51	characteristics	characteristic	NOUN
ajfa-11456	60	52	(	(	PUNCT
ajfa-11456	60	53	daniel	daniel	PROPN
ajfa-11456	60	54	&	&	CCONJ
ajfa-11456	60	55	titman	titman	NOUN
ajfa-11456	60	56	,	,	PUNCT
ajfa-11456	60	57	2006	2006	NUM
ajfa-11456	60	58	)	)	PUNCT
ajfa-11456	60	59	.	.	PUNCT
ajfa-11456	61	1	research	research	NOUN
ajfa-11456	61	2	on	on	ADP
ajfa-11456	61	3	value	value	NOUN
ajfa-11456	61	4	anomaly	anomaly	NOUN
ajfa-11456	61	5	for	for	ADP
ajfa-11456	61	6	other	other	ADJ
ajfa-11456	61	7	stock	stock	NOUN
ajfa-11456	61	8	markets	market	NOUN
ajfa-11456	61	9	include	include	VERB
ajfa-11456	61	10	chan	chan	PROPN
ajfa-11456	61	11	and	and	CCONJ
ajfa-11456	61	12	chen	chen	PROPN
ajfa-11456	61	13	(	(	PUNCT
ajfa-11456	61	14	1991	1991	NUM
ajfa-11456	61	15	)	)	PUNCT
ajfa-11456	61	16	,	,	PUNCT
ajfa-11456	61	17	gaunt	gaunt	ADJ
ajfa-11456	61	18	(	(	PUNCT
ajfa-11456	61	19	2004	2004	NUM
ajfa-11456	61	20	)	)	PUNCT
ajfa-11456	61	21	,	,	PUNCT
ajfa-11456	61	22	nartea	nartea	INTJ
ajfa-11456	61	23	,	,	PUNCT
ajfa-11456	61	24	ward	ward	NOUN
ajfa-11456	61	25	and	and	CCONJ
ajfa-11456	61	26	djajadikerta	djajadikerta	NOUN
ajfa-11456	61	27	(	(	PUNCT
ajfa-11456	61	28	2009	2009	NUM
ajfa-11456	61	29	)	)	PUNCT
ajfa-11456	61	30	,	,	PUNCT
ajfa-11456	61	31	chen	chen	PROPN
ajfa-11456	61	32	and	and	CCONJ
ajfa-11456	61	33	fang	fang	X
ajfa-11456	61	34	(	(	PUNCT
ajfa-11456	61	35	2009	2009	NUM
ajfa-11456	61	36	)	)	PUNCT
ajfa-11456	61	37	,	,	PUNCT
ajfa-11456	61	38	bundoo	bundoo	X
ajfa-11456	61	39	(	(	PUNCT
ajfa-11456	61	40	2008	2008	NUM
ajfa-11456	61	41	)	)	PUNCT
ajfa-11456	61	42	,	,	PUNCT
ajfa-11456	61	43	groot	groot	NOUN
ajfa-11456	61	44	and	and	CCONJ
ajfa-11456	61	45	verschoor(2002	verschoor(2002	ADJ
ajfa-11456	61	46	)	)	PUNCT
ajfa-11456	61	47	.	.	PUNCT
ajfa-11456	62	1	evidence	evidence	NOUN
ajfa-11456	62	2	of	of	ADP
ajfa-11456	62	3	a	a	DET
ajfa-11456	62	4	significant	significant	ADJ
ajfa-11456	62	5	value	value	NOUN
ajfa-11456	62	6	premium	premium	NOUN
ajfa-11456	62	7	in	in	ADP
ajfa-11456	62	8	the	the	DET
ajfa-11456	62	9	indian	indian	ADJ
ajfa-11456	62	10	market	market	NOUN
ajfa-11456	62	11	is	be	AUX
ajfa-11456	62	12	found	find	VERB
ajfa-11456	62	13	in	in	ADP
ajfa-11456	62	14	kumar	kumar	PROPN
ajfa-11456	62	15	and	and	CCONJ
ajfa-11456	62	16	sehgal	sehgal	PROPN
ajfa-11456	62	17	(	(	PUNCT
ajfa-11456	62	18	2004	2004	NUM
ajfa-11456	62	19	)	)	PUNCT
ajfa-11456	62	20	,	,	PUNCT
ajfa-11456	62	21	behl	behl	PROPN
ajfa-11456	62	22	(	(	PUNCT
ajfa-11456	62	23	2006	2006	NUM
ajfa-11456	62	24	)	)	PUNCT
ajfa-11456	62	25	,	,	PUNCT
ajfa-11456	62	26	sehgal	sehgal	NOUN
ajfa-11456	62	27	and	and	CCONJ
ajfa-11456	62	28	tripathi	tripathi	PROPN
ajfa-11456	62	29	(	(	PUNCT
ajfa-11456	62	30	2006	2006	NUM
ajfa-11456	62	31	)	)	PUNCT
ajfa-11456	62	32	,	,	PUNCT
ajfa-11456	62	33	nair	nair	PROPN
ajfa-11456	62	34	et	et	PROPN
ajfa-11456	62	35	al	al	PROPN
ajfa-11456	62	36	,	,	PUNCT
ajfa-11456	62	37	2009	2009	NUM
ajfa-11456	62	38	)	)	PUNCT
ajfa-11456	62	39	,	,	PUNCT
ajfa-11456	62	40	gupta	gupta	PROPN
ajfa-11456	62	41	and	and	CCONJ
ajfa-11456	62	42	kumar	kumar	PROPN
ajfa-11456	62	43	(	(	PUNCT
ajfa-11456	62	44	2009	2009	NUM
ajfa-11456	62	45	)	)	PUNCT
ajfa-11456	62	46	,	,	PUNCT
ajfa-11456	62	47	)	)	PUNCT
ajfa-11456	62	48	and	and	CCONJ
ajfa-11456	62	49	sehgal	sehgal	PROPN
ajfa-11456	62	50	et	et	PROPN
ajfa-11456	62	51	al	al	PROPN
ajfa-11456	62	52	,	,	PUNCT
ajfa-11456	62	53	2012	2012	NUM
ajfa-11456	62	54	)	)	PUNCT
ajfa-11456	62	55	.	.	PUNCT
ajfa-11456	63	1	2.3prior	2.3prior	NUM
ajfa-11456	63	2	return	return	NOUN
ajfa-11456	63	3	patterns	pattern	NOUN
ajfa-11456	63	4	(	(	PUNCT
ajfa-11456	63	5	momentum	momentum	NOUN
ajfa-11456	63	6	/	/	SYM
ajfa-11456	63	7	contrarian	contrarian	NOUN
ajfa-11456	63	8	)	)	PUNCT
ajfa-11456	63	9	prior	prior	ADV
ajfa-11456	63	10	return	return	NOUN
ajfa-11456	63	11	patterns	pattern	NOUN
ajfa-11456	63	12	are	be	AUX
ajfa-11456	63	13	of	of	ADP
ajfa-11456	63	14	two	two	NUM
ajfa-11456	63	15	types	type	NOUN
ajfa-11456	63	16	:	:	PUNCT
ajfa-11456	63	17	momentum	momentum	NOUN
ajfa-11456	63	18	and	and	CCONJ
ajfa-11456	63	19	contrarian	contrarian	ADJ
ajfa-11456	63	20	.	.	PUNCT
ajfa-11456	64	1	momentum	momentum	NOUN
ajfa-11456	64	2	trading	trading	NOUN
ajfa-11456	64	3	strategies	strategy	NOUN
ajfa-11456	64	4	mean	mean	VERB
ajfa-11456	64	5	that	that	SCONJ
ajfa-11456	64	6	winners	winner	NOUN
ajfa-11456	64	7	over	over	ADP
ajfa-11456	64	8	the	the	DET
ajfa-11456	64	9	past	past	ADJ
ajfa-11456	64	10	3	3	NUM
ajfa-11456	64	11	-	-	SYM
ajfa-11456	64	12	12	12	NUM
ajfa-11456	64	13	months	month	NOUN
ajfa-11456	64	14	continue	continue	VERB
ajfa-11456	64	15	to	to	PART
ajfa-11456	64	16	be	be	AUX
ajfa-11456	64	17	winners	winner	NOUN
ajfa-11456	64	18	and	and	CCONJ
ajfa-11456	64	19	losers	loser	NOUN
ajfa-11456	64	20	over	over	ADP
ajfa-11456	64	21	the	the	DET
ajfa-11456	64	22	same	same	ADJ
ajfa-11456	64	23	period	period	NOUN
ajfa-11456	64	24	remain	remain	VERB
ajfa-11456	64	25	losers	loser	NOUN
ajfa-11456	64	26	(	(	PUNCT
ajfa-11456	64	27	jegadeesh	jegadeesh	NOUN
ajfa-11456	64	28	&	&	CCONJ
ajfa-11456	64	29	titman	titman	NOUN
ajfa-11456	64	30	,	,	PUNCT
ajfa-11456	64	31	1993	1993	NUM
ajfa-11456	64	32	)	)	PUNCT
ajfa-11456	64	33	.	.	PUNCT
ajfa-11456	65	1	contrarian	contrarian	ADJ
ajfa-11456	65	2	trading	trading	NOUN
ajfa-11456	65	3	strategies	strategy	NOUN
ajfa-11456	65	4	imply	imply	VERB
ajfa-11456	65	5	that	that	SCONJ
ajfa-11456	65	6	past	past	ADJ
ajfa-11456	65	7	losers	loser	NOUN
ajfa-11456	65	8	become	become	VERB
ajfa-11456	65	9	future	future	ADJ
ajfa-11456	65	10	winners	winner	NOUN
ajfa-11456	65	11	and	and	CCONJ
ajfa-11456	65	12	vice	vice	ADV
ajfa-11456	65	13	versa	versa	ADV
ajfa-11456	65	14	(	(	PUNCT
ajfa-11456	65	15	de	de	X
ajfa-11456	65	16	bondt	bondt	PROPN
ajfa-11456	65	17	&	&	CCONJ
ajfa-11456	65	18	thaler	thaler	PROPN
ajfa-11456	65	19	,	,	PUNCT
ajfa-11456	65	20	1985	1985	NUM
ajfa-11456	65	21	,	,	PUNCT
ajfa-11456	65	22	1987	1987	NUM
ajfa-11456	65	23	)	)	PUNCT
ajfa-11456	65	24	.	.	PUNCT
ajfa-11456	66	1	risk	risk	NOUN
ajfa-11456	66	2	based	base	VERB
ajfa-11456	66	3	explanations	explanation	NOUN
ajfa-11456	66	4	for	for	ADP
ajfa-11456	66	5	momentum	momentum	NOUN
ajfa-11456	66	6	include	include	VERB
ajfa-11456	66	7	past	past	ADJ
ajfa-11456	66	8	trading	trading	NOUN
ajfa-11456	66	9	volume	volume	NOUN
ajfa-11456	66	10	(	(	PUNCT
ajfa-11456	66	11	lee	lee	PROPN
ajfa-11456	66	12	and	and	CCONJ
ajfa-11456	66	13	swaminathan	swaminathan	ADV
ajfa-11456	66	14	(	(	PUNCT
ajfa-11456	66	15	2000	2000	NUM
ajfa-11456	66	16	)	)	PUNCT
ajfa-11456	66	17	)	)	PUNCT
ajfa-11456	66	18	,	,	PUNCT
ajfa-11456	66	19	sectoral	sectoral	ADJ
ajfa-11456	66	20	returns	return	NOUN
ajfa-11456	66	21	(	(	PUNCT
ajfa-11456	66	22	moskowitz	moskowitz	PROPN
ajfa-11456	66	23	and	and	CCONJ
ajfa-11456	66	24	asian	asian	ADJ
ajfa-11456	66	25	journal	journal	NOUN
ajfa-11456	66	26	of	of	ADP
ajfa-11456	66	27	finance	finance	PROPN
ajfa-11456	66	28	&	&	CCONJ
ajfa-11456	66	29	accounting	accounting	PROPN
ajfa-11456	66	30	issn	issn	PROPN
ajfa-11456	66	31	1946	1946	NUM
ajfa-11456	66	32	-	-	PUNCT
ajfa-11456	66	33	052x	052x	PROPN
ajfa-11456	66	34	2017	2017	NUM
ajfa-11456	66	35	,	,	PUNCT
ajfa-11456	66	36	vol	vol	NOUN
ajfa-11456	66	37	.	.	NOUN
ajfa-11456	66	38	9	9	NUM
ajfa-11456	66	39	,	,	PUNCT
ajfa-11456	66	40	no	no	NOUN
ajfa-11456	66	41	.	.	NOUN
ajfa-11456	66	42	2	2	NUM
ajfa-11456	66	43	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	66	44	6	6	NUM
ajfa-11456	66	45	grinblatt	grinblatt	NOUN
ajfa-11456	66	46	,	,	PUNCT
ajfa-11456	66	47	1999	1999	NUM
ajfa-11456	66	48	;	;	PUNCT
ajfa-11456	66	49	liu	liu	PROPN
ajfa-11456	66	50	&	&	CCONJ
ajfa-11456	66	51	zhang	zhang	PROPN
ajfa-11456	66	52	,	,	PUNCT
ajfa-11456	66	53	2008	2008	NUM
ajfa-11456	66	54	)	)	PUNCT
ajfa-11456	66	55	)	)	PUNCT
ajfa-11456	66	56	,	,	PUNCT
ajfa-11456	66	57	macro	macro	ADJ
ajfa-11456	66	58	economic	economic	ADJ
ajfa-11456	66	59	factors	factor	NOUN
ajfa-11456	66	60	(	(	PUNCT
ajfa-11456	66	61	chordia	chordia	NOUN
ajfa-11456	66	62	&	&	CCONJ
ajfa-11456	66	63	shivkumar	shivkumar	PROPN
ajfa-11456	66	64	,	,	PUNCT
ajfa-11456	66	65	2002	2002	NUM
ajfa-11456	66	66	)	)	PUNCT
ajfa-11456	66	67	,	,	PUNCT
ajfa-11456	66	68	investor	investor	NOUN
ajfa-11456	66	69	bias	bias	NOUN
ajfa-11456	66	70	in	in	ADP
ajfa-11456	66	71	processing	processing	NOUN
ajfa-11456	66	72	information	information	NOUN
ajfa-11456	66	73	could	could	AUX
ajfa-11456	66	74	also	also	ADV
ajfa-11456	66	75	lead	lead	VERB
ajfa-11456	66	76	to	to	ADP
ajfa-11456	66	77	momentum	momentum	NOUN
ajfa-11456	66	78	profits	profit	NOUN
ajfa-11456	66	79	(	(	PUNCT
ajfa-11456	66	80	barberis	barberis	PROPN
ajfa-11456	66	81	,	,	PUNCT
ajfa-11456	66	82	shleifer	shleifer	PROPN
ajfa-11456	66	83	&	&	CCONJ
ajfa-11456	66	84	vishny	vishny	PROPN
ajfa-11456	66	85	,	,	PUNCT
ajfa-11456	66	86	1998	1998	NUM
ajfa-11456	66	87	;	;	PUNCT
ajfa-11456	66	88	daniel	daniel	PROPN
ajfa-11456	66	89	,	,	PUNCT
ajfa-11456	66	90	hirshleifer	hirshleifer	PROPN
ajfa-11456	66	91	&	&	CCONJ
ajfa-11456	66	92	subrahmanyam	subrahmanyam	PROPN
ajfa-11456	66	93	,	,	PUNCT
ajfa-11456	66	94	1998;hong	1998;hong	PROPN
ajfa-11456	66	95	&	&	CCONJ
ajfa-11456	66	96	stein	stein	PROPN
ajfa-11456	66	97	,	,	PUNCT
ajfa-11456	66	98	1999).nevertheless	1999).nevertheless	NUM
ajfa-11456	66	99	,	,	PUNCT
ajfa-11456	66	100	momentum	momentum	NOUN
ajfa-11456	66	101	remains	remain	VERB
ajfa-11456	66	102	a	a	DET
ajfa-11456	66	103	puzzle	puzzle	NOUN
ajfa-11456	66	104	generating	generate	VERB
ajfa-11456	66	105	high	high	ADJ
ajfa-11456	66	106	risk	risk	NOUN
ajfa-11456	66	107	adjusted	adjust	VERB
ajfa-11456	66	108	returns	return	NOUN
ajfa-11456	66	109	and	and	CCONJ
ajfa-11456	66	110	hence	hence	ADV
ajfa-11456	66	111	capturing	capture	VERB
ajfa-11456	66	112	the	the	DET
ajfa-11456	66	113	attention	attention	NOUN
ajfa-11456	66	114	of	of	ADP
ajfa-11456	66	115	investment	investment	NOUN
ajfa-11456	66	116	managers	manager	NOUN
ajfa-11456	66	117	.	.	PUNCT
ajfa-11456	67	1	risk	risk	NOUN
ajfa-11456	67	2	based	base	VERB
ajfa-11456	67	3	explanation	explanation	NOUN
ajfa-11456	67	4	for	for	ADP
ajfa-11456	67	5	contrarian	contrarian	NOUN
ajfa-11456	67	6	is	be	AUX
ajfa-11456	67	7	that	that	SCONJ
ajfa-11456	67	8	stocks	stock	NOUN
ajfa-11456	67	9	that	that	PRON
ajfa-11456	67	10	had	have	VERB
ajfa-11456	67	11	low	low	ADJ
ajfa-11456	67	12	past	past	ADJ
ajfa-11456	67	13	returns	return	NOUN
ajfa-11456	67	14	(	(	PUNCT
ajfa-11456	67	15	losers	loser	NOUN
ajfa-11456	67	16	)	)	PUNCT
ajfa-11456	67	17	tended	tend	VERB
ajfa-11456	67	18	to	to	PART
ajfa-11456	67	19	be	be	AUX
ajfa-11456	67	20	smaller	small	ADJ
ajfa-11456	67	21	and	and	CCONJ
ajfa-11456	67	22	relatively	relatively	ADV
ajfa-11456	67	23	more	more	ADV
ajfa-11456	67	24	distressed	distressed	ADJ
ajfa-11456	67	25	while	while	SCONJ
ajfa-11456	67	26	those	those	PRON
ajfa-11456	67	27	that	that	PRON
ajfa-11456	67	28	had	have	VERB
ajfa-11456	67	29	high	high	ADJ
ajfa-11456	67	30	past	past	ADJ
ajfa-11456	67	31	returns	return	NOUN
ajfa-11456	67	32	(	(	PUNCT
ajfa-11456	67	33	winners	winner	NOUN
ajfa-11456	67	34	)	)	PUNCT
ajfa-11456	67	35	were	be	AUX
ajfa-11456	67	36	bigger	big	ADJ
ajfa-11456	67	37	and	and	CCONJ
ajfa-11456	67	38	relatively	relatively	ADV
ajfa-11456	67	39	less	less	ADV
ajfa-11456	67	40	distressed	distressed	ADJ
ajfa-11456	67	41	(	(	PUNCT
ajfa-11456	67	42	fama	fama	PROPN
ajfa-11456	67	43	&	&	CCONJ
ajfa-11456	67	44	french	french	ADJ
ajfa-11456	67	45	,	,	PUNCT
ajfa-11456	67	46	1995	1995	NUM
ajfa-11456	67	47	)	)	PUNCT
ajfa-11456	67	48	.	.	PUNCT
ajfa-11456	68	1	momentum	momentum	NOUN
ajfa-11456	68	2	and	and	CCONJ
ajfa-11456	68	3	contrarian	contrarian	ADJ
ajfa-11456	68	4	strategies	strategy	NOUN
ajfa-11456	68	5	have	have	AUX
ajfa-11456	68	6	been	be	AUX
ajfa-11456	68	7	tested	test	VERB
ajfa-11456	68	8	for	for	ADP
ajfa-11456	68	9	several	several	ADJ
ajfa-11456	68	10	mature	mature	ADJ
ajfa-11456	68	11	and	and	CCONJ
ajfa-11456	68	12	emerging	emerge	VERB
ajfa-11456	68	13	markets	market	NOUN
ajfa-11456	68	14	(	(	PUNCT
ajfa-11456	68	15	rouwenhorst	rouwenhorst	PROPN
ajfa-11456	68	16	,	,	PUNCT
ajfa-11456	68	17	1998	1998	NUM
ajfa-11456	68	18	;	;	PUNCT
ajfa-11456	68	19	griffin	griffin	PROPN
ajfa-11456	68	20	,	,	PUNCT
ajfa-11456	68	21	ji	ji	PROPN
ajfa-11456	68	22	&	&	CCONJ
ajfa-11456	68	23	martin	martin	PROPN
ajfa-11456	68	24	,	,	PUNCT
ajfa-11456	68	25	2003	2003	NUM
ajfa-11456	68	26	;	;	PUNCT
ajfa-11456	68	27	chui	chui	PROPN
ajfa-11456	68	28	,	,	PUNCT
ajfa-11456	68	29	titman	titman	PROPN
ajfa-11456	68	30	&	&	CCONJ
ajfa-11456	68	31	wei	wei	PROPN
ajfa-11456	68	32	,	,	PUNCT
ajfa-11456	68	33	2010	2010	NUM
ajfa-11456	68	34	,	,	PUNCT
ajfa-11456	68	35	mcinish	mcinish	ADJ
ajfa-11456	68	36	,	,	PUNCT
ajfa-11456	68	37	ding	ding	NOUN
ajfa-11456	68	38	,	,	PUNCT
ajfa-11456	68	39	pyun	pyun	NOUN
ajfa-11456	68	40	&	&	CCONJ
ajfa-11456	68	41	wongchoti	wongchoti	PROPN
ajfa-11456	68	42	,	,	PUNCT
ajfa-11456	68	43	2008	2008	NUM
ajfa-11456	68	44	;	;	PUNCT
ajfa-11456	68	45	hameed	hameed	PROPN
ajfa-11456	68	46	&	&	CCONJ
ajfa-11456	68	47	kusnadi	kusnadi	PROPN
ajfa-11456	68	48	,	,	PUNCT
ajfa-11456	68	49	2002	2002	NUM
ajfa-11456	68	50	;	;	PUNCT
ajfa-11456	68	51	antoniou	antoniou	PROPN
ajfa-11456	68	52	,	,	PUNCT
ajfa-11456	68	53	lam	lam	PROPN
ajfa-11456	68	54	&	&	CCONJ
ajfa-11456	68	55	paudyal	paudyal	PROPN
ajfa-11456	68	56	,	,	PUNCT
ajfa-11456	68	57	2007	2007	NUM
ajfa-11456	68	58	;	;	PUNCT
ajfa-11456	68	59	swanson	swanson	PROPN
ajfa-11456	68	60	&	&	CCONJ
ajfa-11456	68	61	lin	lin	PROPN
ajfa-11456	68	62	,	,	PUNCT
ajfa-11456	68	63	2005	2005	NUM
ajfa-11456	68	64	,	,	PUNCT
ajfa-11456	68	65	schiereck	schiereck	NOUN
ajfa-11456	68	66	,	,	PUNCT
ajfa-11456	68	67	debondt	debondt	PROPN
ajfa-11456	68	68	&	&	CCONJ
ajfa-11456	68	69	weber	weber	PROPN
ajfa-11456	68	70	,	,	PUNCT
ajfa-11456	68	71	1999	1999	NUM
ajfa-11456	68	72	;	;	PUNCT
ajfa-11456	68	73	vu	vu	X
ajfa-11456	68	74	,	,	PUNCT
ajfa-11456	68	75	2012	2012	NUM
ajfa-11456	68	76	)	)	PUNCT
ajfa-11456	68	77	.	.	PUNCT
ajfa-11456	69	1	momentum	momentum	NOUN
ajfa-11456	69	2	has	have	AUX
ajfa-11456	69	3	consistently	consistently	ADV
ajfa-11456	69	4	emerged	emerge	VERB
ajfa-11456	69	5	as	as	ADP
ajfa-11456	69	6	a	a	DET
ajfa-11456	69	7	profitable	profitable	ADJ
ajfa-11456	69	8	investment	investment	NOUN
ajfa-11456	69	9	strategy	strategy	NOUN
ajfa-11456	69	10	in	in	ADP
ajfa-11456	69	11	the	the	DET
ajfa-11456	69	12	indian	indian	ADJ
ajfa-11456	69	13	market	market	NOUN
ajfa-11456	69	14	over	over	ADP
ajfa-11456	69	15	various	various	ADJ
ajfa-11456	69	16	time	time	NOUN
ajfa-11456	69	17	periods	period	NOUN
ajfa-11456	69	18	.	.	PUNCT
ajfa-11456	70	1	(	(	PUNCT
ajfa-11456	70	2	sehgal	sehgal	PROPN
ajfa-11456	70	3	and	and	CCONJ
ajfa-11456	70	4	jain	jain	PROPN
ajfa-11456	70	5	,	,	PUNCT
ajfa-11456	70	6	2011;sehgal	2011;sehgal	PROPN
ajfa-11456	70	7	&	&	CCONJ
ajfa-11456	70	8	jain,2015;polak	jain,2015;polak	PROPN
ajfa-11456	70	9	&	&	CCONJ
ajfa-11456	70	10	eiaz,2012	eiaz,2012	PROPN
ajfa-11456	70	11	;	;	PUNCT
ajfa-11456	70	12	sehgal	sehgal	PROPN
ajfa-11456	70	13	&	&	CCONJ
ajfa-11456	70	14	balakrishnan	balakrishnan	PROPN
ajfa-11456	70	15	,	,	PUNCT
ajfa-11456	70	16	2004	2004	NUM
ajfa-11456	70	17	,	,	PUNCT
ajfa-11456	70	18	2008	2008	NUM
ajfa-11456	70	19	)	)	PUNCT
ajfa-11456	70	20	.	.	PUNCT
ajfa-11456	71	1	contrarian	contrarian	ADJ
ajfa-11456	71	2	investment	investment	NOUN
ajfa-11456	71	3	strategy	strategy	NOUN
ajfa-11456	71	4	was	be	AUX
ajfa-11456	71	5	found	find	VERB
ajfa-11456	71	6	to	to	PART
ajfa-11456	71	7	generate	generate	VERB
ajfa-11456	71	8	high	high	ADJ
ajfa-11456	71	9	returns	return	NOUN
ajfa-11456	71	10	(	(	PUNCT
ajfa-11456	71	11	rastogi	rastogi	ADV
ajfa-11456	71	12	,	,	PUNCT
ajfa-11456	71	13	chaturvedula	chaturvedula	PROPN
ajfa-11456	71	14	&	&	CCONJ
ajfa-11456	71	15	bang	bang	PROPN
ajfa-11456	71	16	2009	2009	NUM
ajfa-11456	71	17	;	;	PUNCT
ajfa-11456	71	18	sehgal	sehgal	PROPN
ajfa-11456	71	19	&	&	CCONJ
ajfa-11456	71	20	balakrishnan,2002	balakrishnan,2002	PROPN
ajfa-11456	71	21	;	;	PUNCT
ajfa-11456	71	22	tripathi	tripathi	PROPN
ajfa-11456	71	23	&	&	CCONJ
ajfa-11456	71	24	gupta	gupta	PROPN
ajfa-11456	71	25	,	,	PUNCT
ajfa-11456	71	26	2009	2009	NUM
ajfa-11456	71	27	;	;	PUNCT
ajfa-11456	71	28	dhankar	dhankar	PROPN
ajfa-11456	71	29	&	&	CCONJ
ajfa-11456	71	30	maheswari	maheswari	PROPN
ajfa-11456	71	31	,	,	PUNCT
ajfa-11456	71	32	2014	2014	NUM
ajfa-11456	71	33	)	)	PUNCT
ajfa-11456	71	34	.	.	PUNCT
ajfa-11456	72	1	2.4	2.4	NUM
ajfa-11456	72	2	.	.	PUNCT
ajfa-11456	72	3	liquidity	liquidity	NOUN
ajfa-11456	72	4	/	/	SYM
ajfa-11456	72	5	volume	volume	NOUN
ajfa-11456	72	6	returns	return	NOUN
ajfa-11456	72	7	are	be	AUX
ajfa-11456	72	8	negatively	negatively	ADV
ajfa-11456	72	9	related	relate	VERB
ajfa-11456	72	10	to	to	ADP
ajfa-11456	72	11	liquidity	liquidity	NOUN
ajfa-11456	72	12	since	since	SCONJ
ajfa-11456	72	13	investors	investor	NOUN
ajfa-11456	72	14	need	need	VERB
ajfa-11456	72	15	to	to	PART
ajfa-11456	72	16	be	be	AUX
ajfa-11456	72	17	compensated	compensate	VERB
ajfa-11456	72	18	for	for	ADP
ajfa-11456	72	19	holding	hold	VERB
ajfa-11456	72	20	illiquid	illiquid	ADJ
ajfa-11456	72	21	stocks	stock	NOUN
ajfa-11456	72	22	.	.	PUNCT
ajfa-11456	73	1	amihud	amihud	PROPN
ajfa-11456	73	2	and	and	CCONJ
ajfa-11456	73	3	mendelson	mendelson	PROPN
ajfa-11456	73	4	(	(	PUNCT
ajfa-11456	73	5	1986	1986	NUM
ajfa-11456	73	6	)	)	PUNCT
ajfa-11456	73	7	documented	document	VERB
ajfa-11456	73	8	role	role	NOUN
ajfa-11456	73	9	of	of	ADP
ajfa-11456	73	10	liquidity	liquidity	NOUN
ajfa-11456	73	11	in	in	ADP
ajfa-11456	73	12	asset	asset	NOUN
ajfa-11456	73	13	pricing	pricing	NOUN
ajfa-11456	73	14	models	model	NOUN
ajfa-11456	73	15	and	and	CCONJ
ajfa-11456	73	16	were	be	AUX
ajfa-11456	73	17	followed	follow	VERB
ajfa-11456	73	18	by	by	ADP
ajfa-11456	73	19	brennan	brennan	PROPN
ajfa-11456	73	20	and	and	CCONJ
ajfa-11456	73	21	subrahmanyam	subrahmanyam	PROPN
ajfa-11456	73	22	(	(	PUNCT
ajfa-11456	73	23	1996	1996	NUM
ajfa-11456	73	24	)	)	PUNCT
ajfa-11456	73	25	,	,	PUNCT
ajfa-11456	73	26	datar	datar	PROPN
ajfa-11456	73	27	,	,	PUNCT
ajfa-11456	73	28	naik	naik	PROPN
ajfa-11456	73	29	and	and	CCONJ
ajfa-11456	73	30	radcliffe	radcliffe	PROPN
ajfa-11456	73	31	(	(	PUNCT
ajfa-11456	73	32	1998	1998	NUM
ajfa-11456	73	33	)	)	PUNCT
ajfa-11456	73	34	,	,	PUNCT
ajfa-11456	73	35	lee	lee	PROPN
ajfa-11456	73	36	and	and	CCONJ
ajfa-11456	73	37	swaminathan	swaminathan	ADV
ajfa-11456	73	38	(	(	PUNCT
ajfa-11456	73	39	2000	2000	NUM
ajfa-11456	73	40	)	)	PUNCT
ajfa-11456	73	41	,	,	PUNCT
ajfa-11456	73	42	liu	liu	PROPN
ajfa-11456	73	43	(	(	PUNCT
ajfa-11456	73	44	2004	2004	NUM
ajfa-11456	73	45	)	)	PUNCT
ajfa-11456	73	46	.	.	PUNCT
ajfa-11456	74	1	the	the	DET
ajfa-11456	74	2	negative	negative	ADJ
ajfa-11456	74	3	relationship	relationship	NOUN
ajfa-11456	74	4	between	between	ADP
ajfa-11456	74	5	liquidity	liquidity	NOUN
ajfa-11456	74	6	and	and	CCONJ
ajfa-11456	74	7	returns	return	NOUN
ajfa-11456	74	8	has	have	AUX
ajfa-11456	74	9	been	be	AUX
ajfa-11456	74	10	established	establish	VERB
ajfa-11456	74	11	in	in	ADP
ajfa-11456	74	12	the	the	DET
ajfa-11456	74	13	literature	literature	NOUN
ajfa-11456	74	14	for	for	ADP
ajfa-11456	74	15	various	various	ADJ
ajfa-11456	74	16	mature	mature	ADJ
ajfa-11456	74	17	and	and	CCONJ
ajfa-11456	74	18	emerging	emerge	VERB
ajfa-11456	74	19	markets	market	NOUN
ajfa-11456	74	20	(	(	PUNCT
ajfa-11456	74	21	gharghori	gharghori	PROPN
ajfa-11456	74	22	,	,	PUNCT
ajfa-11456	74	23	lee	lee	PROPN
ajfa-11456	74	24	&	&	CCONJ
ajfa-11456	74	25	veeraraghavan	veeraraghavan	PROPN
ajfa-11456	74	26	,	,	PUNCT
ajfa-11456	74	27	2009	2009	NUM
ajfa-11456	74	28	;	;	PUNCT
ajfa-11456	74	29	hwang	hwang	PROPN
ajfa-11456	74	30	&	&	CCONJ
ajfa-11456	74	31	lu	lu	PROPN
ajfa-11456	74	32	,	,	PUNCT
ajfa-11456	74	33	2007	2007	NUM
ajfa-11456	74	34	;	;	PUNCT
ajfa-11456	74	35	drew	draw	VERB
ajfa-11456	74	36	,	,	PUNCT
ajfa-11456	74	37	mardsen	mardsen	PROPN
ajfa-11456	74	38	&	&	CCONJ
ajfa-11456	74	39	veeraraghavan	veeraraghavan	PROPN
ajfa-11456	74	40	,	,	PUNCT
ajfa-11456	74	41	2006	2006	NUM
ajfa-11456	74	42	;	;	PUNCT
ajfa-11456	74	43	unlu	unlu	ADJ
ajfa-11456	74	44	,	,	PUNCT
ajfa-11456	74	45	2013	2013	NUM
ajfa-11456	74	46	;	;	PUNCT
ajfa-11456	74	47	machado	machado	PROPN
ajfa-11456	74	48	&	&	CCONJ
ajfa-11456	74	49	mediros	mediros	PROPN
ajfa-11456	74	50	,	,	PUNCT
ajfa-11456	74	51	2012	2012	NUM
ajfa-11456	74	52	;	;	PUNCT
ajfa-11456	74	53	rahim	rahim	PROPN
ajfa-11456	74	54	&	&	CCONJ
ajfa-11456	74	55	mohd	mohd	PROPN
ajfa-11456	74	56	.	.	PUNCT
ajfa-11456	75	1	nor	nor	CCONJ
ajfa-11456	75	2	,	,	PUNCT
ajfa-11456	75	3	2006	2006	NUM
ajfa-11456	75	4	)	)	PUNCT
ajfa-11456	75	5	.	.	PUNCT
ajfa-11456	76	1	sehgal	sehgal	PROPN
ajfa-11456	76	2	,	,	PUNCT
ajfa-11456	76	3	subramaniam	subramaniam	PROPN
ajfa-11456	76	4	and	and	CCONJ
ajfa-11456	76	5	morandiere(2012	morandiere(2012	NOUN
ajfa-11456	76	6	)	)	PUNCT
ajfa-11456	76	7	and	and	CCONJ
ajfa-11456	76	8	sehgal	sehgal	PROPN
ajfa-11456	76	9	and	and	CCONJ
ajfa-11456	76	10	vasishth	vasishth	ADJ
ajfa-11456	76	11	(	(	PUNCT
ajfa-11456	76	12	2015	2015	NUM
ajfa-11456	76	13	)	)	PUNCT
ajfa-11456	76	14	confirm	confirm	VERB
ajfa-11456	76	15	the	the	DET
ajfa-11456	76	16	presence	presence	NOUN
ajfa-11456	76	17	of	of	ADP
ajfa-11456	76	18	liquidity	liquidity	NOUN
ajfa-11456	76	19	anomaly	anomaly	NOUN
ajfa-11456	76	20	for	for	ADP
ajfa-11456	76	21	the	the	DET
ajfa-11456	76	22	indian	indian	ADJ
ajfa-11456	76	23	stock	stock	NOUN
ajfa-11456	76	24	market	market	NOUN
ajfa-11456	76	25	.	.	PUNCT
ajfa-11456	77	1	2.5	2.5	NUM
ajfa-11456	77	2	.	.	PUNCT
ajfa-11456	78	1	profitability	profitability	NOUN
ajfa-11456	78	2	research	research	NOUN
ajfa-11456	78	3	on	on	ADP
ajfa-11456	78	4	mature	mature	ADJ
ajfa-11456	78	5	markets	market	NOUN
ajfa-11456	78	6	documents	document	NOUN
ajfa-11456	78	7	a	a	DET
ajfa-11456	78	8	positive	positive	ADJ
ajfa-11456	78	9	relationship	relationship	NOUN
ajfa-11456	78	10	between	between	ADP
ajfa-11456	78	11	profitability	profitability	NOUN
ajfa-11456	78	12	and	and	CCONJ
ajfa-11456	78	13	stock	stock	NOUN
ajfa-11456	78	14	returns	return	NOUN
ajfa-11456	78	15	(	(	PUNCT
ajfa-11456	78	16	haugen	haugen	PROPN
ajfa-11456	78	17	&	&	CCONJ
ajfa-11456	78	18	baker	baker	PROPN
ajfa-11456	78	19	,	,	PUNCT
ajfa-11456	78	20	1996	1996	NUM
ajfa-11456	78	21	;	;	PUNCT
ajfa-11456	78	22	cohen	cohen	PROPN
ajfa-11456	78	23	,	,	PUNCT
ajfa-11456	78	24	gompers	gompers	PROPN
ajfa-11456	78	25	&	&	CCONJ
ajfa-11456	78	26	vuolteenaho	vuolteenaho	PROPN
ajfa-11456	78	27	,	,	PUNCT
ajfa-11456	78	28	2002	2002	NUM
ajfa-11456	78	29	;	;	PUNCT
ajfa-11456	78	30	fama	fama	PROPN
ajfa-11456	78	31	&	&	CCONJ
ajfa-11456	78	32	french	french	PROPN
ajfa-11456	78	33	,	,	PUNCT
ajfa-11456	78	34	2008;artmann	2008;artmann	NUM
ajfa-11456	78	35	,	,	PUNCT
ajfa-11456	78	36	fintner	fintner	PROPN
ajfa-11456	78	37	&	&	CCONJ
ajfa-11456	78	38	kempf	kempf	PROPN
ajfa-11456	78	39	,	,	PUNCT
ajfa-11456	78	40	2011	2011	NUM
ajfa-11456	78	41	;	;	PUNCT
ajfa-11456	78	42	fitzpatrick	fitzpatrick	PROPN
ajfa-11456	78	43	&	&	CCONJ
ajfa-11456	78	44	ogden	ogden	PROPN
ajfa-11456	78	45	,	,	PUNCT
ajfa-11456	78	46	2009	2009	NUM
ajfa-11456	78	47	;	;	PUNCT
ajfa-11456	78	48	novy	novy	PROPN
ajfa-11456	78	49	marx	marx	PROPN
ajfa-11456	78	50	,	,	PUNCT
ajfa-11456	78	51	2013).however	2013).however	NUM
ajfa-11456	78	52	,	,	PUNCT
ajfa-11456	78	53	it	it	PRON
ajfa-11456	78	54	is	be	AUX
ajfa-11456	78	55	found	find	VERB
ajfa-11456	78	56	that	that	SCONJ
ajfa-11456	78	57	more	more	ADV
ajfa-11456	78	58	profitable	profitable	ADJ
ajfa-11456	78	59	firms	firm	NOUN
ajfa-11456	78	60	have	have	VERB
ajfa-11456	78	61	lower	low	ADJ
ajfa-11456	78	62	returns	return	NOUN
ajfa-11456	78	63	for	for	ADP
ajfa-11456	78	64	the	the	DET
ajfa-11456	78	65	indian	indian	ADJ
ajfa-11456	78	66	market	market	NOUN
ajfa-11456	78	67	(	(	PUNCT
ajfa-11456	78	68	sehgal	sehgal	PROPN
ajfa-11456	78	69	&	&	CCONJ
ajfa-11456	78	70	subramaniam	subramaniam	PROPN
ajfa-11456	78	71	,	,	PUNCT
ajfa-11456	78	72	2012	2012	NUM
ajfa-11456	78	73	;	;	PUNCT
ajfa-11456	78	74	singh	singh	PROPN
ajfa-11456	78	75	&	&	CCONJ
ajfa-11456	78	76	yadav	yadav	PROPN
ajfa-11456	78	77	,	,	PUNCT
ajfa-11456	78	78	2015	2015	NUM
ajfa-11456	78	79	)	)	PUNCT
ajfa-11456	78	80	.	.	PUNCT
ajfa-11456	79	1	it	it	PRON
ajfa-11456	79	2	is	be	AUX
ajfa-11456	79	3	plausible	plausible	ADJ
ajfa-11456	79	4	the	the	DET
ajfa-11456	79	5	investors	investor	NOUN
ajfa-11456	79	6	find	find	VERB
ajfa-11456	79	7	a	a	DET
ajfa-11456	79	8	profitable	profitable	ADJ
ajfa-11456	79	9	firm	firm	NOUN
ajfa-11456	79	10	to	to	PART
ajfa-11456	79	11	be	be	AUX
ajfa-11456	79	12	less	less	ADV
ajfa-11456	79	13	risky	risky	ADJ
ajfa-11456	79	14	and	and	CCONJ
ajfa-11456	79	15	hence	hence	ADV
ajfa-11456	79	16	are	be	AUX
ajfa-11456	79	17	satisfied	satisfied	ADJ
ajfa-11456	79	18	with	with	ADP
ajfa-11456	79	19	low	low	ADJ
ajfa-11456	79	20	returns	return	NOUN
ajfa-11456	79	21	.	.	PUNCT
ajfa-11456	80	1	2.6	2.6	NUM
ajfa-11456	80	2	.	.	PUNCT
ajfa-11456	81	1	earnings	earning	NOUN
ajfa-11456	81	2	momentum	momentum	NOUN
ajfa-11456	81	3	ball	ball	NOUN
ajfa-11456	81	4	and	and	CCONJ
ajfa-11456	81	5	brown	brown	ADJ
ajfa-11456	81	6	(	(	PUNCT
ajfa-11456	81	7	1968	1968	NUM
ajfa-11456	81	8	)	)	PUNCT
ajfa-11456	81	9	recognized	recognize	VERB
ajfa-11456	81	10	that	that	SCONJ
ajfa-11456	81	11	stock	stock	NOUN
ajfa-11456	81	12	prices	price	NOUN
ajfa-11456	81	13	move	move	VERB
ajfa-11456	81	14	in	in	ADP
ajfa-11456	81	15	the	the	DET
ajfa-11456	81	16	direction	direction	NOUN
ajfa-11456	81	17	of	of	ADP
ajfa-11456	81	18	earnings	earning	NOUN
ajfa-11456	81	19	surprises	surprise	NOUN
ajfa-11456	81	20	.	.	PUNCT
ajfa-11456	82	1	chan	chan	PROPN
ajfa-11456	82	2	,	,	PUNCT
ajfa-11456	82	3	jegadeesh	jegadeesh	PROPN
ajfa-11456	82	4	&	&	CCONJ
ajfa-11456	82	5	lakonishok	lakonishok	PROPN
ajfa-11456	82	6	(	(	PUNCT
ajfa-11456	82	7	1996	1996	NUM
ajfa-11456	82	8	)	)	PUNCT
ajfa-11456	82	9	termed	term	VERB
ajfa-11456	82	10	the	the	DET
ajfa-11456	82	11	strategy	strategy	NOUN
ajfa-11456	82	12	based	base	VERB
ajfa-11456	82	13	on	on	ADP
ajfa-11456	82	14	earnings	earning	NOUN
ajfa-11456	82	15	surprises	surprise	NOUN
ajfa-11456	82	16	as	as	ADP
ajfa-11456	82	17	earnings	earning	NOUN
ajfa-11456	82	18	momentum	momentum	NOUN
ajfa-11456	82	19	.	.	PUNCT
ajfa-11456	83	1	persistent	persistent	ADJ
ajfa-11456	83	2	profits	profit	NOUN
ajfa-11456	83	3	from	from	ADP
ajfa-11456	83	4	earnings	earning	NOUN
ajfa-11456	83	5	momentum	momentum	NOUN
ajfa-11456	83	6	strategy	strategy	NOUN
ajfa-11456	83	7	is	be	AUX
ajfa-11456	83	8	obtained	obtain	VERB
ajfa-11456	83	9	by	by	ADP
ajfa-11456	83	10	hong	hong	PROPN
ajfa-11456	83	11	,	,	PUNCT
ajfa-11456	83	12	lee	lee	PROPN
ajfa-11456	83	13	and	and	CCONJ
ajfa-11456	83	14	swaminathan	swaminathan	ADV
ajfa-11456	83	15	(	(	PUNCT
ajfa-11456	83	16	2003	2003	NUM
ajfa-11456	83	17	)	)	PUNCT
ajfa-11456	83	18	,	,	PUNCT
ajfa-11456	83	19	leippold	leippold	NOUN
ajfa-11456	83	20	and	and	CCONJ
ajfa-11456	83	21	lohre	lohre	PROPN
ajfa-11456	83	22	(	(	PUNCT
ajfa-11456	83	23	2009),chan	2009),chan	PROPN
ajfa-11456	83	24	,	,	PUNCT
ajfa-11456	83	25	chen	chen	PROPN
ajfa-11456	83	26	,	,	PUNCT
ajfa-11456	83	27	hsin	hsin	PROPN
ajfa-11456	83	28	and	and	CCONJ
ajfa-11456	83	29	lee	lee	PROPN
ajfa-11456	83	30	(	(	PUNCT
ajfa-11456	83	31	2010	2010	NUM
ajfa-11456	83	32	)	)	PUNCT
ajfa-11456	83	33	.	.	PUNCT
ajfa-11456	84	1	literature	literature	NOUN
ajfa-11456	84	2	attributes	attribute	VERB
ajfa-11456	84	3	the	the	DET
ajfa-11456	84	4	existence	existence	NOUN
ajfa-11456	84	5	of	of	ADP
ajfa-11456	84	6	this	this	DET
ajfa-11456	84	7	anomaly	anomaly	NOUN
ajfa-11456	84	8	to	to	ADP
ajfa-11456	84	9	macroeconomic	macroeconomic	ADJ
ajfa-11456	84	10	asian	asian	ADJ
ajfa-11456	84	11	journal	journal	NOUN
ajfa-11456	84	12	of	of	ADP
ajfa-11456	84	13	finance	finance	PROPN
ajfa-11456	84	14	&	&	CCONJ
ajfa-11456	84	15	accounting	accounting	PROPN
ajfa-11456	84	16	issn	issn	PROPN
ajfa-11456	84	17	1946	1946	NUM
ajfa-11456	84	18	-	-	PUNCT
ajfa-11456	84	19	052x	052x	PROPN
ajfa-11456	84	20	2017	2017	NUM
ajfa-11456	84	21	,	,	PUNCT
ajfa-11456	84	22	vol	vol	NOUN
ajfa-11456	84	23	.	.	NOUN
ajfa-11456	85	1	9	9	NUM
ajfa-11456	85	2	,	,	PUNCT
ajfa-11456	85	3	no	no	NOUN
ajfa-11456	85	4	.	.	NOUN
ajfa-11456	85	5	2	2	NUM
ajfa-11456	85	6	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	85	7	7	7	NUM
ajfa-11456	85	8	factors	factor	NOUN
ajfa-11456	85	9	(	(	PUNCT
ajfa-11456	85	10	chordia	chordia	NOUN
ajfa-11456	85	11	&	&	CCONJ
ajfa-11456	85	12	shivkumar	shivkumar	PROPN
ajfa-11456	85	13	,	,	PUNCT
ajfa-11456	85	14	2005	2005	NUM
ajfa-11456	85	15	,	,	PUNCT
ajfa-11456	85	16	2006),liquidity	2006),liquidity	NUM
ajfa-11456	85	17	(	(	PUNCT
ajfa-11456	85	18	sadka	sadka	PROPN
ajfa-11456	85	19	,	,	PUNCT
ajfa-11456	85	20	2006	2006	NUM
ajfa-11456	85	21	)	)	PUNCT
ajfa-11456	85	22	,	,	PUNCT
ajfa-11456	85	23	limited	limited	ADJ
ajfa-11456	85	24	investor	investor	NOUN
ajfa-11456	85	25	attention	attention	NOUN
ajfa-11456	85	26	(	(	PUNCT
ajfa-11456	85	27	hirschleifer	hirschleifer	VERB
ajfa-11456	85	28	et	et	PROPN
ajfa-11456	85	29	al	al	PROPN
ajfa-11456	85	30	2009	2009	NUM
ajfa-11456	85	31	)	)	PUNCT
ajfa-11456	85	32	and	and	CCONJ
ajfa-11456	85	33	role	role	NOUN
ajfa-11456	85	34	of	of	ADP
ajfa-11456	85	35	information	information	NOUN
ajfa-11456	85	36	(	(	PUNCT
ajfa-11456	85	37	vega	vega	PROPN
ajfa-11456	85	38	,	,	PUNCT
ajfa-11456	85	39	2006	2006	NUM
ajfa-11456	85	40	)	)	PUNCT
ajfa-11456	85	41	)	)	PUNCT
ajfa-11456	85	42	.	.	PUNCT
ajfa-11456	86	1	nevertheless	nevertheless	ADV
ajfa-11456	86	2	,	,	PUNCT
ajfa-11456	86	3	earnings	earning	NOUN
ajfa-11456	86	4	momentum	momentum	NOUN
ajfa-11456	86	5	strategy	strategy	NOUN
ajfa-11456	86	6	has	have	AUX
ajfa-11456	86	7	been	be	AUX
ajfa-11456	86	8	in	in	ADP
ajfa-11456	86	9	conflict	conflict	NOUN
ajfa-11456	86	10	with	with	ADP
ajfa-11456	86	11	market	market	NOUN
ajfa-11456	86	12	efficiency	efficiency	NOUN
ajfa-11456	86	13	for	for	ADP
ajfa-11456	86	14	around	around	ADV
ajfa-11456	86	15	four	four	NUM
ajfa-11456	86	16	decades	decade	NOUN
ajfa-11456	86	17	.	.	PUNCT
ajfa-11456	87	1	significant	significant	ADJ
ajfa-11456	87	2	profits	profit	NOUN
ajfa-11456	87	3	have	have	AUX
ajfa-11456	87	4	been	be	AUX
ajfa-11456	87	5	found	find	VERB
ajfa-11456	87	6	from	from	ADP
ajfa-11456	87	7	employing	employ	VERB
ajfa-11456	87	8	the	the	DET
ajfa-11456	87	9	earnings	earning	NOUN
ajfa-11456	87	10	momentum	momentum	NOUN
ajfa-11456	87	11	strategy	strategy	NOUN
ajfa-11456	87	12	in	in	ADP
ajfa-11456	87	13	indian	indian	ADJ
ajfa-11456	87	14	markets	market	NOUN
ajfa-11456	87	15	(	(	PUNCT
ajfa-11456	87	16	sehgal	sehgal	PROPN
ajfa-11456	87	17	&	&	CCONJ
ajfa-11456	87	18	jain	jain	PROPN
ajfa-11456	87	19	,	,	PUNCT
ajfa-11456	87	20	2015	2015	NUM
ajfa-11456	87	21	)	)	PUNCT
ajfa-11456	87	22	.	.	PUNCT
ajfa-11456	88	1	3	3	X
ajfa-11456	88	2	.	.	X
ajfa-11456	88	3	data	datum	NOUN
ajfa-11456	88	4	and	and	CCONJ
ajfa-11456	88	5	their	their	PRON
ajfa-11456	88	6	sources	source	NOUN
ajfa-11456	88	7	the	the	DET
ajfa-11456	88	8	paper	paper	NOUN
ajfa-11456	88	9	uses	use	VERB
ajfa-11456	88	10	data	datum	NOUN
ajfa-11456	88	11	for	for	ADP
ajfa-11456	88	12	200	200	NUM
ajfa-11456	88	13	companies	company	NOUN
ajfa-11456	88	14	which	which	PRON
ajfa-11456	88	15	comprise	comprise	VERB
ajfa-11456	88	16	nse200	nse200	PROPN
ajfa-11456	88	17	equity	equity	NOUN
ajfa-11456	88	18	index	index	NOUN
ajfa-11456	88	19	.	.	PUNCT
ajfa-11456	89	1	the	the	DET
ajfa-11456	89	2	time	time	NOUN
ajfa-11456	89	3	period	period	NOUN
ajfa-11456	89	4	considered	consider	VERB
ajfa-11456	89	5	is	be	AUX
ajfa-11456	89	6	from	from	ADP
ajfa-11456	89	7	july	july	PROPN
ajfa-11456	89	8	2005	2005	NUM
ajfa-11456	89	9	to	to	ADP
ajfa-11456	89	10	june	june	PROPN
ajfa-11456	89	11	2016	2016	NUM
ajfa-11456	89	12	.	.	PUNCT
ajfa-11456	90	1	month	month	NOUN
ajfa-11456	90	2	-	-	PUNCT
ajfa-11456	90	3	end	end	NOUN
ajfa-11456	90	4	closing	closing	NOUN
ajfa-11456	90	5	share	share	NOUN
ajfa-11456	90	6	prices	price	NOUN
ajfa-11456	90	7	after	after	ADP
ajfa-11456	90	8	adjusting	adjust	VERB
ajfa-11456	90	9	for	for	ADP
ajfa-11456	90	10	capitalization	capitalization	NOUN
ajfa-11456	90	11	changes	change	NOUN
ajfa-11456	90	12	such	such	ADJ
ajfa-11456	90	13	as	as	ADP
ajfa-11456	90	14	bonus	bonus	NOUN
ajfa-11456	90	15	shares	share	NOUN
ajfa-11456	90	16	,	,	PUNCT
ajfa-11456	90	17	rights	right	NOUN
ajfa-11456	90	18	issues	issue	NOUN
ajfa-11456	90	19	,	,	PUNCT
ajfa-11456	90	20	stock	stock	NOUN
ajfa-11456	90	21	splits	split	VERB
ajfa-11456	90	22	,	,	PUNCT
ajfa-11456	90	23	etc	etc	X
ajfa-11456	90	24	.	.	X
ajfa-11456	90	25	stock	stock	NOUN
ajfa-11456	90	26	prices	price	NOUN
ajfa-11456	90	27	are	be	AUX
ajfa-11456	90	28	transformed	transform	VERB
ajfa-11456	90	29	into	into	ADP
ajfa-11456	90	30	percentage	percentage	NOUN
ajfa-11456	90	31	return	return	NOUN
ajfa-11456	90	32	series	series	NOUN
ajfa-11456	90	33	for	for	ADP
ajfa-11456	90	34	further	further	ADJ
ajfa-11456	90	35	evaluation	evaluation	NOUN
ajfa-11456	90	36	.	.	PUNCT
ajfa-11456	91	1	the	the	DET
ajfa-11456	91	2	national	national	PROPN
ajfa-11456	91	3	stock	stock	PROPN
ajfa-11456	91	4	exchange	exchange	PROPN
ajfa-11456	91	5	’s	’s	PART
ajfa-11456	91	6	nse200	nse200	PROPN
ajfa-11456	91	7	index	index	NOUN
ajfa-11456	91	8	is	be	AUX
ajfa-11456	91	9	used	use	VERB
ajfa-11456	91	10	as	as	ADP
ajfa-11456	91	11	a	a	DET
ajfa-11456	91	12	proxy	proxy	NOUN
ajfa-11456	91	13	for	for	ADP
ajfa-11456	91	14	the	the	DET
ajfa-11456	91	15	market	market	NOUN
ajfa-11456	91	16	factor	factor	NOUN
ajfa-11456	91	17	.	.	PUNCT
ajfa-11456	92	1	we	we	PRON
ajfa-11456	92	2	measure	measure	VERB
ajfa-11456	92	3	company	company	NOUN
ajfa-11456	92	4	size	size	NOUN
ajfa-11456	92	5	by	by	ADP
ajfa-11456	92	6	using	use	VERB
ajfa-11456	92	7	the	the	DET
ajfa-11456	92	8	log	log	NOUN
ajfa-11456	92	9	of	of	ADP
ajfa-11456	92	10	market	market	NOUN
ajfa-11456	92	11	capitalization	capitalization	NOUN
ajfa-11456	92	12	i.e.	i.e.	X
ajfa-11456	92	13	the	the	DET
ajfa-11456	92	14	natural	natural	ADJ
ajfa-11456	92	15	log	log	NOUN
ajfa-11456	92	16	of	of	ADP
ajfa-11456	92	17	price	price	NOUN
ajfa-11456	92	18	multiplied	multiply	VERB
ajfa-11456	92	19	by	by	ADP
ajfa-11456	92	20	shares	share	NOUN
ajfa-11456	92	21	outstanding	outstanding	ADJ
ajfa-11456	92	22	.	.	PUNCT
ajfa-11456	93	1	price	price	NOUN
ajfa-11456	93	2	to	to	ADP
ajfa-11456	93	3	book	book	NOUN
ajfa-11456	93	4	value	value	NOUN
ajfa-11456	93	5	is	be	AUX
ajfa-11456	93	6	used	use	VERB
ajfa-11456	93	7	as	as	ADP
ajfa-11456	93	8	a	a	DET
ajfa-11456	93	9	surrogate	surrogate	NOUN
ajfa-11456	93	10	for	for	ADP
ajfa-11456	93	11	value	value	NOUN
ajfa-11456	93	12	.	.	PUNCT
ajfa-11456	94	1	average	average	ADJ
ajfa-11456	94	2	daily	daily	ADJ
ajfa-11456	94	3	trading	trading	NOUN
ajfa-11456	94	4	volume	volume	NOUN
ajfa-11456	94	5	is	be	AUX
ajfa-11456	94	6	used	use	VERB
ajfa-11456	94	7	as	as	ADP
ajfa-11456	94	8	a	a	DET
ajfa-11456	94	9	substitute	substitute	NOUN
ajfa-11456	94	10	for	for	ADP
ajfa-11456	94	11	liquidity	liquidity	NOUN
ajfa-11456	94	12	.	.	PUNCT
ajfa-11456	95	1	profitability	profitability	NOUN
ajfa-11456	95	2	is	be	AUX
ajfa-11456	95	3	measured	measure	VERB
ajfa-11456	95	4	by	by	ADP
ajfa-11456	95	5	return	return	NOUN
ajfa-11456	95	6	on	on	ADP
ajfa-11456	95	7	total	total	ADJ
ajfa-11456	95	8	assets	asset	NOUN
ajfa-11456	95	9	.	.	PUNCT
ajfa-11456	96	1	investments	investment	NOUN
ajfa-11456	96	2	is	be	AUX
ajfa-11456	96	3	calculated	calculate	VERB
ajfa-11456	96	4	as	as	ADP
ajfa-11456	96	5	the	the	DET
ajfa-11456	96	6	change	change	NOUN
ajfa-11456	96	7	in	in	ADP
ajfa-11456	96	8	total	total	ADJ
ajfa-11456	96	9	assets	asset	NOUN
ajfa-11456	96	10	over	over	ADP
ajfa-11456	96	11	the	the	DET
ajfa-11456	96	12	previous	previous	ADJ
ajfa-11456	96	13	year	year	NOUN
ajfa-11456	96	14	.	.	PUNCT
ajfa-11456	97	1	quarterly	quarterly	ADJ
ajfa-11456	97	2	earnings	earning	NOUN
ajfa-11456	97	3	(	(	PUNCT
ajfa-11456	97	4	i.e.	i.e.	X
ajfa-11456	97	5	,	,	PUNCT
ajfa-11456	97	6	earnings	earning	NOUN
ajfa-11456	97	7	per	per	ADP
ajfa-11456	97	8	share	share	NOUN
ajfa-11456	97	9	,	,	PUNCT
ajfa-11456	97	10	excluding	exclude	VERB
ajfa-11456	97	11	extraordinary	extraordinary	ADJ
ajfa-11456	97	12	items	item	NOUN
ajfa-11456	97	13	)	)	PUNCT
ajfa-11456	97	14	have	have	AUX
ajfa-11456	97	15	been	be	AUX
ajfa-11456	97	16	used	use	VERB
ajfa-11456	97	17	to	to	PART
ajfa-11456	97	18	calculate	calculate	VERB
ajfa-11456	97	19	standardized	standardized	ADJ
ajfa-11456	97	20	unexpected	unexpected	ADJ
ajfa-11456	97	21	earnings	earning	NOUN
ajfa-11456	97	22	(	(	PUNCT
ajfa-11456	97	23	sue	sue	NOUN
ajfa-11456	97	24	)	)	PUNCT
ajfa-11456	97	25	.	.	PUNCT
ajfa-11456	98	1	sue	sue	NOUN
ajfa-11456	98	2	is	be	AUX
ajfa-11456	98	3	estimated	estimate	VERB
ajfa-11456	98	4	as	as	ADP
ajfa-11456	98	5	earnings	earning	NOUN
ajfa-11456	98	6	of	of	ADP
ajfa-11456	98	7	the	the	DET
ajfa-11456	98	8	current	current	ADJ
ajfa-11456	98	9	quarter	quarter	NOUN
ajfa-11456	98	10	(	(	PUNCT
ajfa-11456	98	11	eiq	eiq	NOUN
ajfa-11456	98	12	)	)	PUNCT
ajfa-11456	98	13	minus	minus	CCONJ
ajfa-11456	98	14	average	average	ADJ
ajfa-11456	98	15	earnings	earning	NOUN
ajfa-11456	98	16	of	of	ADP
ajfa-11456	98	17	previous	previous	ADJ
ajfa-11456	98	18	eight	eight	NUM
ajfa-11456	98	19	quarters(e	quarters(e	NOUN
ajfa-11456	98	20	iq-8),divided	iq-8),divide	VERB
ajfa-11456	98	21	by	by	ADP
ajfa-11456	98	22	the	the	DET
ajfa-11456	98	23	standard	standard	ADJ
ajfa-11456	98	24	deviation	deviation	NOUN
ajfa-11456	98	25	of	of	ADP
ajfa-11456	98	26	the	the	DET
ajfa-11456	98	27	earnings	earning	NOUN
ajfa-11456	98	28	changes	change	NOUN
ajfa-11456	98	29	in	in	ADP
ajfa-11456	98	30	previous	previous	ADJ
ajfa-11456	98	31	eight	eight	NUM
ajfa-11456	98	32	quarters	quarter	NOUN
ajfa-11456	98	33	(	(	PUNCT
ajfa-11456	98	34	sdiq	sdiq	ADJ
ajfa-11456	98	35	)	)	PUNCT
ajfa-11456	98	36	sue	sue	NOUN
ajfa-11456	98	37	=	=	SYM
ajfa-11456	98	38	(	(	PUNCT
ajfa-11456	98	39	eiq	eiq	NOUN
ajfa-11456	98	40	-	-	PUNCT
ajfa-11456	98	41	e	e	NOUN
ajfa-11456	98	42	iq-8)/sdiq	iq-8)/sdiq	X
ajfa-11456	98	43	(	(	PUNCT
ajfa-11456	98	44	1	1	X
ajfa-11456	98	45	)	)	PUNCT
ajfa-11456	98	46	implicit	implicit	ADJ
ajfa-11456	98	47	yields	yield	NOUN
ajfa-11456	98	48	on	on	ADP
ajfa-11456	98	49	91	91	NUM
ajfa-11456	98	50	-	-	PUNCT
ajfa-11456	98	51	day	day	NOUN
ajfa-11456	98	52	treasury	treasury	NOUN
ajfa-11456	98	53	bills	bill	NOUN
ajfa-11456	98	54	are	be	AUX
ajfa-11456	98	55	used	use	VERB
ajfa-11456	98	56	a	a	DET
ajfa-11456	98	57	proxy	proxy	NOUN
ajfa-11456	98	58	for	for	ADP
ajfa-11456	98	59	risk	risk	NOUN
ajfa-11456	98	60	free	free	ADJ
ajfa-11456	98	61	rate	rate	NOUN
ajfa-11456	98	62	.	.	PUNCT
ajfa-11456	99	1	the	the	DET
ajfa-11456	99	2	source	source	NOUN
ajfa-11456	99	3	of	of	ADP
ajfa-11456	99	4	data	datum	NOUN
ajfa-11456	99	5	for	for	ADP
ajfa-11456	99	6	share	share	NOUN
ajfa-11456	99	7	prices	price	NOUN
ajfa-11456	99	8	,	,	PUNCT
ajfa-11456	99	9	company	company	NOUN
ajfa-11456	99	10	attributes	attribute	NOUN
ajfa-11456	99	11	and	and	CCONJ
ajfa-11456	99	12	market	market	NOUN
ajfa-11456	99	13	index	index	NOUN
ajfa-11456	99	14	is	be	AUX
ajfa-11456	99	15	cmie	cmie	VERB
ajfa-11456	99	16	prowess	prowess	NOUN
ajfa-11456	99	17	.	.	PUNCT
ajfa-11456	100	1	91	91	NUM
ajfa-11456	100	2	-	-	PUNCT
ajfa-11456	100	3	day	day	NOUN
ajfa-11456	100	4	t	t	PROPN
ajfa-11456	100	5	-	-	PUNCT
ajfa-11456	100	6	bill	bill	NOUN
ajfa-11456	100	7	rates	rate	NOUN
ajfa-11456	100	8	have	have	AUX
ajfa-11456	100	9	been	be	AUX
ajfa-11456	100	10	sourced	source	VERB
ajfa-11456	100	11	from	from	ADP
ajfa-11456	100	12	the	the	DET
ajfa-11456	100	13	reserve	reserve	PROPN
ajfa-11456	100	14	bank	bank	PROPN
ajfa-11456	100	15	of	of	ADP
ajfa-11456	100	16	india	india	PROPN
ajfa-11456	100	17	website	website	NOUN
ajfa-11456	100	18	.	.	PUNCT
ajfa-11456	101	1	4	4	X
ajfa-11456	101	2	.	.	X
ajfa-11456	101	3	methodology	methodology	NOUN
ajfa-11456	101	4	in	in	ADP
ajfa-11456	101	5	this	this	DET
ajfa-11456	101	6	section	section	NOUN
ajfa-11456	101	7	,	,	PUNCT
ajfa-11456	101	8	we	we	PRON
ajfa-11456	101	9	discuss	discuss	VERB
ajfa-11456	101	10	the	the	DET
ajfa-11456	101	11	methodology	methodology	NOUN
ajfa-11456	101	12	followed	follow	VERB
ajfa-11456	101	13	firstly	firstly	ADV
ajfa-11456	101	14	in	in	ADP
ajfa-11456	101	15	constructing	construct	VERB
ajfa-11456	101	16	various	various	ADJ
ajfa-11456	101	17	investment	investment	NOUN
ajfa-11456	101	18	styles	style	NOUN
ajfa-11456	101	19	-	-	PUNCT
ajfa-11456	101	20	based	base	VERB
ajfa-11456	101	21	portfolios	portfolio	NOUN
ajfa-11456	101	22	that	that	PRON
ajfa-11456	101	23	may	may	AUX
ajfa-11456	101	24	be	be	AUX
ajfa-11456	101	25	univariate	univariate	ADJ
ajfa-11456	101	26	(	(	PUNCT
ajfa-11456	101	27	based	base	VERB
ajfa-11456	101	28	on	on	ADP
ajfa-11456	101	29	one	one	NUM
ajfa-11456	101	30	style	style	NOUN
ajfa-11456	101	31	)	)	PUNCT
ajfa-11456	101	32	,	,	PUNCT
ajfa-11456	101	33	independent	independent	ADJ
ajfa-11456	101	34	bivariate	bivariate	NOUN
ajfa-11456	101	35	(	(	PUNCT
ajfa-11456	101	36	based	base	VERB
ajfa-11456	101	37	on	on	ADP
ajfa-11456	101	38	two	two	NUM
ajfa-11456	101	39	styles	style	NOUN
ajfa-11456	101	40	)	)	PUNCT
ajfa-11456	101	41	and	and	CCONJ
ajfa-11456	101	42	conditional	conditional	ADJ
ajfa-11456	101	43	bivariate	bivariate	NOUN
ajfa-11456	101	44	.	.	PUNCT
ajfa-11456	102	1	then	then	ADV
ajfa-11456	102	2	we	we	PRON
ajfa-11456	102	3	discuss	discuss	VERB
ajfa-11456	102	4	the	the	DET
ajfa-11456	102	5	estimation	estimation	NOUN
ajfa-11456	102	6	of	of	ADP
ajfa-11456	102	7	risk	risk	NOUN
ajfa-11456	102	8	adjusted	adjust	VERB
ajfa-11456	102	9	returns	return	NOUN
ajfa-11456	102	10	by	by	ADP
ajfa-11456	102	11	employing	employ	VERB
ajfa-11456	102	12	standard	standard	ADJ
ajfa-11456	102	13	risk	risk	NOUN
ajfa-11456	102	14	models	model	NOUN
ajfa-11456	102	15	such	such	ADJ
ajfa-11456	102	16	as	as	ADP
ajfa-11456	102	17	capm	capm	PROPN
ajfa-11456	102	18	and	and	CCONJ
ajfa-11456	102	19	select	select	ADJ
ajfa-11456	102	20	multifactor	multifactor	NOUN
ajfa-11456	102	21	models	model	NOUN
ajfa-11456	102	22	.	.	PUNCT
ajfa-11456	103	1	to	to	PART
ajfa-11456	103	2	construct	construct	VERB
ajfa-11456	103	3	the	the	DET
ajfa-11456	103	4	univariate	univariate	ADJ
ajfa-11456	103	5	investment	investment	NOUN
ajfa-11456	103	6	style	style	NOUN
ajfa-11456	103	7	/single	/single	ADJ
ajfa-11456	103	8	sorted	sort	VERB
ajfa-11456	103	9	strategy	strategy	NOUN
ajfa-11456	103	10	,	,	PUNCT
ajfa-11456	103	11	single	single	ADJ
ajfa-11456	103	12	ranking	ranking	ADJ
ajfa-11456	103	13	style	style	NOUN
ajfa-11456	103	14	is	be	AUX
ajfa-11456	103	15	adopted	adopt	VERB
ajfa-11456	103	16	for	for	ADP
ajfa-11456	103	17	portfolio	portfolio	NOUN
ajfa-11456	103	18	formation	formation	NOUN
ajfa-11456	103	19	.	.	PUNCT
ajfa-11456	104	1	the	the	DET
ajfa-11456	104	2	portfolios	portfolio	NOUN
ajfa-11456	104	3	are	be	AUX
ajfa-11456	104	4	constructed	construct	VERB
ajfa-11456	104	5	on	on	ADP
ajfa-11456	104	6	(	(	PUNCT
ajfa-11456	104	7	i	i	NOUN
ajfa-11456	104	8	months	month	NOUN
ajfa-11456	104	9	/	/	SYM
ajfa-11456	104	10	j	j	PROPN
ajfa-11456	104	11	months	month	NOUN
ajfa-11456	104	12	)	)	PUNCT
ajfa-11456	104	13	strategy	strategy	NOUN
ajfa-11456	104	14	where	where	SCONJ
ajfa-11456	104	15	i	i	PRON
ajfa-11456	104	16	and	and	CCONJ
ajfa-11456	104	17	j	j	PROPN
ajfa-11456	104	18	are	be	AUX
ajfa-11456	104	19	periods	period	NOUN
ajfa-11456	104	20	of	of	ADP
ajfa-11456	104	21	portfolio	portfolio	NOUN
ajfa-11456	104	22	formation	formation	NOUN
ajfa-11456	104	23	and	and	CCONJ
ajfa-11456	104	24	portfolio	portfolio	NOUN
ajfa-11456	104	25	holding	hold	VERB
ajfa-11456	104	26	respectively	respectively	ADV
ajfa-11456	104	27	.	.	PUNCT
ajfa-11456	105	1	we	we	PRON
ajfa-11456	105	2	estimate	estimate	VERB
ajfa-11456	105	3	6	6	NUM
ajfa-11456	105	4	-	-	SYM
ajfa-11456	105	5	6	6	NUM
ajfa-11456	105	6	investment	investment	NOUN
ajfa-11456	105	7	style	style	NOUN
ajfa-11456	105	8	based	base	VERB
ajfa-11456	105	9	on	on	ADP
ajfa-11456	105	10	all	all	DET
ajfa-11456	105	11	company	company	NOUN
ajfa-11456	105	12	characteristics	characteristic	NOUN
ajfa-11456	105	13	and	and	CCONJ
ajfa-11456	105	14	momentum	momentum	NOUN
ajfa-11456	105	15	(	(	PUNCT
ajfa-11456	105	16	m	m	NOUN
ajfa-11456	105	17	)	)	PUNCT
ajfa-11456	105	18	and	and	CCONJ
ajfa-11456	105	19	48	48	NUM
ajfa-11456	105	20	-	-	SYM
ajfa-11456	105	21	12	12	NUM
ajfa-11456	105	22	-	-	PUNCT
ajfa-11456	105	23	6(note	6(note	NUM
ajfa-11456	105	24	3	3	NUM
ajfa-11456	105	25	)	)	PUNCT
ajfa-11456	105	26	strategy	strategy	NOUN
ajfa-11456	105	27	for	for	ADP
ajfa-11456	105	28	contrarian(c	contrarian(c	NOUN
ajfa-11456	105	29	)	)	PUNCT
ajfa-11456	105	30	.	.	PUNCT
ajfa-11456	106	1	the	the	DET
ajfa-11456	106	2	6	6	NUM
ajfa-11456	106	3	months/6	months/6	NOUN
ajfa-11456	106	4	months	month	NOUN
ajfa-11456	106	5	investment	investment	NOUN
ajfa-11456	106	6	strategies	strategy	NOUN
ajfa-11456	106	7	are	be	AUX
ajfa-11456	106	8	constructed	construct	VERB
ajfa-11456	106	9	on	on	ADP
ajfa-11456	106	10	the	the	DET
ajfa-11456	106	11	following	follow	VERB
ajfa-11456	106	12	attributes	attribute	NOUN
ajfa-11456	106	13	viz	viz	PROPN
ajfa-11456	106	14	.	.	PUNCT
ajfa-11456	107	1	size(s	size(s	ADJ
ajfa-11456	107	2	)	)	PUNCT
ajfa-11456	107	3	,	,	PUNCT
ajfa-11456	107	4	value	value	NOUN
ajfa-11456	107	5	(	(	PUNCT
ajfa-11456	107	6	v	v	NOUN
ajfa-11456	107	7	)	)	PUNCT
ajfa-11456	107	8	,	,	PUNCT
ajfa-11456	107	9	volume	volume	NOUN
ajfa-11456	107	10	(	(	PUNCT
ajfa-11456	107	11	l	l	NOUN
ajfa-11456	107	12	)	)	PUNCT
ajfa-11456	107	13	,	,	PUNCT
ajfa-11456	107	14	profitability	profitability	NOUN
ajfa-11456	107	15	(	(	PUNCT
ajfa-11456	107	16	p	p	NOUN
ajfa-11456	107	17	)	)	PUNCT
ajfa-11456	107	18	,	,	PUNCT
ajfa-11456	107	19	earnings	earning	NOUN
ajfa-11456	107	20	surprises	surprise	NOUN
ajfa-11456	107	21	(	(	PUNCT
ajfa-11456	107	22	e	e	NOUN
ajfa-11456	107	23	)	)	PUNCT
ajfa-11456	107	24	as	as	SCONJ
ajfa-11456	107	25	follows	follow	VERB
ajfa-11456	107	26	.	.	PUNCT
ajfa-11456	108	1	starting	start	VERB
ajfa-11456	108	2	in	in	ADP
ajfa-11456	108	3	july	july	PROPN
ajfa-11456	108	4	of	of	ADP
ajfa-11456	108	5	the	the	DET
ajfa-11456	108	6	year	year	NOUN
ajfa-11456	108	7	t	t	PROPN
ajfa-11456	108	8	,	,	PUNCT
ajfa-11456	108	9	we	we	PRON
ajfa-11456	108	10	rank	rank	VERB
ajfa-11456	108	11	the	the	DET
ajfa-11456	108	12	securities	security	NOUN
ajfa-11456	108	13	based	base	VERB
ajfa-11456	108	14	on	on	ADP
ajfa-11456	108	15	the	the	DET
ajfa-11456	108	16	value	value	NOUN
ajfa-11456	108	17	of	of	ADP
ajfa-11456	108	18	the	the	DET
ajfa-11456	108	19	chosen	choose	VERB
ajfa-11456	108	20	attribute	attribute	NOUN
ajfa-11456	108	21	.	.	PUNCT
ajfa-11456	109	1	july	july	PROPN
ajfa-11456	109	2	is	be	AUX
ajfa-11456	109	3	the	the	DET
ajfa-11456	109	4	starting	starting	NOUN
ajfa-11456	109	5	date	date	NOUN
ajfa-11456	109	6	for	for	ADP
ajfa-11456	109	7	portfolio	portfolio	NOUN
ajfa-11456	109	8	formation	formation	NOUN
ajfa-11456	109	9	by	by	ADP
ajfa-11456	109	10	sorting	sort	VERB
ajfa-11456	109	11	on	on	ADP
ajfa-11456	109	12	the	the	DET
ajfa-11456	109	13	end	end	NOUN
ajfa-11456	109	14	-	-	PUNCT
ajfa-11456	109	15	of	of	ADP
ajfa-11456	109	16	-	-	PUNCT
ajfa-11456	109	17	june	june	PROPN
ajfa-11456	109	18	values	value	NOUN
ajfa-11456	109	19	on	on	ADP
ajfa-11456	109	20	the	the	DET
ajfa-11456	109	21	attributes	attribute	NOUN
ajfa-11456	109	22	identified	identify	VERB
ajfa-11456	109	23	by	by	ADP
ajfa-11456	109	24	us	we	PRON
ajfa-11456	109	25	.	.	PUNCT
ajfa-11456	110	1	june	june	PROPN
ajfa-11456	110	2	-	-	PUNCT
ajfa-11456	110	3	end	end	NOUN
ajfa-11456	110	4	quarter	quarter	NOUN
ajfa-11456	110	5	is	be	AUX
ajfa-11456	110	6	chosen	choose	VERB
ajfa-11456	110	7	to	to	PART
ajfa-11456	110	8	smoothen	smoothen	VERB
ajfa-11456	110	9	the	the	DET
ajfa-11456	110	10	impact	impact	NOUN
ajfa-11456	110	11	of	of	ADP
ajfa-11456	110	12	the	the	DET
ajfa-11456	110	13	large	large	ADJ
ajfa-11456	110	14	changes	change	NOUN
ajfa-11456	110	15	that	that	PRON
ajfa-11456	110	16	might	might	AUX
ajfa-11456	110	17	occur	occur	VERB
ajfa-11456	110	18	in	in	ADP
ajfa-11456	110	19	the	the	DET
ajfa-11456	110	20	share	share	NOUN
ajfa-11456	110	21	prices	price	NOUN
ajfa-11456	110	22	of	of	ADP
ajfa-11456	110	23	the	the	DET
ajfa-11456	110	24	asian	asian	ADJ
ajfa-11456	110	25	journal	journal	NOUN
ajfa-11456	110	26	of	of	ADP
ajfa-11456	110	27	finance	finance	PROPN
ajfa-11456	110	28	&	&	CCONJ
ajfa-11456	110	29	accounting	accounting	PROPN
ajfa-11456	110	30	issn	issn	PROPN
ajfa-11456	110	31	1946	1946	NUM
ajfa-11456	110	32	-	-	PUNCT
ajfa-11456	110	33	052x	052x	PROPN
ajfa-11456	110	34	2017	2017	NUM
ajfa-11456	110	35	,	,	PUNCT
ajfa-11456	110	36	vol	vol	NOUN
ajfa-11456	110	37	.	.	NOUN
ajfa-11456	110	38	9	9	NUM
ajfa-11456	110	39	,	,	PUNCT
ajfa-11456	110	40	no	no	NOUN
ajfa-11456	110	41	.	.	NOUN
ajfa-11456	110	42	2	2	NUM
ajfa-11456	110	43	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	110	44	8	8	NUM
ajfa-11456	110	45	firms	firm	NOUN
ajfa-11456	110	46	after	after	ADP
ajfa-11456	110	47	the	the	DET
ajfa-11456	110	48	declarations	declaration	NOUN
ajfa-11456	110	49	and	and	CCONJ
ajfa-11456	110	50	disclosures	disclosure	NOUN
ajfa-11456	110	51	at	at	ADP
ajfa-11456	110	52	the	the	DET
ajfa-11456	110	53	end	end	NOUN
ajfa-11456	110	54	of	of	ADP
ajfa-11456	110	55	the	the	DET
ajfa-11456	110	56	financial	financial	ADJ
ajfa-11456	110	57	year	year	NOUN
ajfa-11456	110	58	(	(	PUNCT
ajfa-11456	110	59	for	for	ADP
ajfa-11456	110	60	india	india	PROPN
ajfa-11456	110	61	)	)	PUNCT
ajfa-11456	110	62	on	on	ADP
ajfa-11456	110	63	31st	31st	ADJ
ajfa-11456	110	64	march	march	NOUN
ajfa-11456	110	65	.	.	PUNCT
ajfa-11456	111	1	attributes	attribute	NOUN
ajfa-11456	111	2	are	be	AUX
ajfa-11456	111	3	then	then	ADV
ajfa-11456	111	4	sorted	sort	VERB
ajfa-11456	111	5	into	into	ADP
ajfa-11456	111	6	quintiles	quintile	NOUN
ajfa-11456	111	7	-	-	PUNCT
ajfa-11456	111	8	named	name	VERB
ajfa-11456	111	9	p1	p1	NOUN
ajfa-11456	111	10	to	to	ADP
ajfa-11456	111	11	p5.next	p5.next	PROPN
ajfa-11456	111	12	equally	equally	ADV
ajfa-11456	111	13	-	-	PUNCT
ajfa-11456	111	14	weighted	weight	VERB
ajfa-11456	111	15	monthly	monthly	ADJ
ajfa-11456	111	16	excess	excess	ADJ
ajfa-11456	111	17	returns	return	NOUN
ajfa-11456	111	18	are	be	AUX
ajfa-11456	111	19	calculated	calculate	VERB
ajfa-11456	111	20	for	for	ADP
ajfa-11456	111	21	the	the	DET
ajfa-11456	111	22	next	next	ADJ
ajfa-11456	111	23	6	6	NUM
ajfa-11456	111	24	months	month	NOUN
ajfa-11456	111	25	(	(	PUNCT
ajfa-11456	111	26	year	year	NOUN
ajfa-11456	111	27	t	t	PROPN
ajfa-11456	111	28	)	)	PUNCT
ajfa-11456	111	29	.	.	PUNCT
ajfa-11456	112	1	20	20	NUM
ajfa-11456	112	2	%	%	NOUN
ajfa-11456	112	3	of	of	ADP
ajfa-11456	112	4	companies	company	NOUN
ajfa-11456	112	5	with	with	ADP
ajfa-11456	112	6	lowest	low	ADJ
ajfa-11456	112	7	attribute	attribute	NOUN
ajfa-11456	112	8	would	would	AUX
ajfa-11456	112	9	fall	fall	VERB
ajfa-11456	112	10	in	in	ADP
ajfa-11456	112	11	p1	p1	NOUN
ajfa-11456	112	12	while	while	SCONJ
ajfa-11456	112	13	p5	p5	ADJ
ajfa-11456	112	14	consists	consist	NOUN
ajfa-11456	112	15	of	of	ADP
ajfa-11456	112	16	top	top	ADJ
ajfa-11456	112	17	20	20	NUM
ajfa-11456	112	18	%	%	NOUN
ajfa-11456	112	19	companies	company	NOUN
ajfa-11456	112	20	with	with	ADP
ajfa-11456	112	21	highest	high	ADJ
ajfa-11456	112	22	chosen	choose	VERB
ajfa-11456	112	23	attribute	attribute	NOUN
ajfa-11456	112	24	.	.	PUNCT
ajfa-11456	113	1	the	the	DET
ajfa-11456	113	2	portfolios	portfolio	NOUN
ajfa-11456	113	3	are	be	AUX
ajfa-11456	113	4	re	re	VERB
ajfa-11456	113	5	-	-	VERB
ajfa-11456	113	6	balanced	balanced	ADJ
ajfa-11456	113	7	in	in	ADP
ajfa-11456	113	8	january	january	PROPN
ajfa-11456	113	9	based	base	VERB
ajfa-11456	113	10	on	on	ADP
ajfa-11456	113	11	values	value	NOUN
ajfa-11456	113	12	for	for	ADP
ajfa-11456	113	13	six	six	NUM
ajfa-11456	113	14	months	month	NOUN
ajfa-11456	113	15	up	up	ADP
ajfa-11456	113	16	to	to	ADP
ajfa-11456	113	17	december	december	PROPN
ajfa-11456	113	18	of	of	ADP
ajfa-11456	113	19	the	the	DET
ajfa-11456	113	20	year	year	NOUN
ajfa-11456	113	21	t	t	PROPN
ajfa-11456	113	22	,	,	PUNCT
ajfa-11456	113	23	wherein	wherein	SCONJ
ajfa-11456	113	24	all	all	DET
ajfa-11456	113	25	securities	security	NOUN
ajfa-11456	113	26	are	be	AUX
ajfa-11456	113	27	again	again	ADV
ajfa-11456	113	28	ranked	rank	VERB
ajfa-11456	113	29	into	into	ADP
ajfa-11456	113	30	quintiles	quintile	NOUN
ajfa-11456	113	31	on	on	ADP
ajfa-11456	113	32	the	the	DET
ajfa-11456	113	33	basis	basis	NOUN
ajfa-11456	113	34	of	of	ADP
ajfa-11456	113	35	the	the	DET
ajfa-11456	113	36	characteristic	characteristic	ADJ
ajfa-11456	113	37	and	and	CCONJ
ajfa-11456	113	38	equally	equally	ADV
ajfa-11456	113	39	weighted	weight	VERB
ajfa-11456	113	40	monthly	monthly	ADJ
ajfa-11456	113	41	excess	excess	ADJ
ajfa-11456	113	42	returns	return	NOUN
ajfa-11456	113	43	are	be	AUX
ajfa-11456	113	44	estimated	estimate	VERB
ajfa-11456	113	45	for	for	ADP
ajfa-11456	113	46	the	the	DET
ajfa-11456	113	47	next	next	ADJ
ajfa-11456	113	48	six	six	NUM
ajfa-11456	113	49	months	month	NOUN
ajfa-11456	113	50	from	from	ADP
ajfa-11456	113	51	jan	jan	PROPN
ajfa-11456	113	52	to	to	ADP
ajfa-11456	113	53	june	june	PROPN
ajfa-11456	113	54	(	(	PUNCT
ajfa-11456	113	55	year	year	NOUN
ajfa-11456	113	56	t+1	t+1	NUM
ajfa-11456	113	57	)	)	PUNCT
ajfa-11456	113	58	.	.	PUNCT
ajfa-11456	114	1	we	we	PRON
ajfa-11456	114	2	repeat	repeat	VERB
ajfa-11456	114	3	the	the	DET
ajfa-11456	114	4	process	process	NOUN
ajfa-11456	114	5	till	till	SCONJ
ajfa-11456	114	6	june	june	PROPN
ajfa-11456	114	7	2016.in	2016.in	NUM
ajfa-11456	114	8	case	case	NOUN
ajfa-11456	114	9	of	of	ADP
ajfa-11456	114	10	momentum	momentum	NOUN
ajfa-11456	114	11	past	past	ADP
ajfa-11456	114	12	six	six	NUM
ajfa-11456	114	13	months	month	NOUN
ajfa-11456	114	14	average	average	ADJ
ajfa-11456	114	15	returns	return	NOUN
ajfa-11456	114	16	are	be	AUX
ajfa-11456	114	17	used	use	VERB
ajfa-11456	114	18	as	as	ADP
ajfa-11456	114	19	the	the	DET
ajfa-11456	114	20	sorting	sort	VERB
ajfa-11456	114	21	criterion	criterion	NOUN
ajfa-11456	114	22	.	.	PUNCT
ajfa-11456	115	1	next	next	ADJ
ajfa-11456	115	2	,	,	PUNCT
ajfa-11456	115	3	two	two	NUM
ajfa-11456	115	4	types	type	NOUN
ajfa-11456	115	5	of	of	ADP
ajfa-11456	115	6	bivariate	bivariate	ADJ
ajfa-11456	115	7	styles	style	NOUN
ajfa-11456	115	8	are	be	AUX
ajfa-11456	115	9	constructed	construct	VERB
ajfa-11456	115	10	viz	viz	PROPN
ajfa-11456	115	11	.	.	PUNCT
ajfa-11456	116	1	independent	independent	ADJ
ajfa-11456	116	2	bivariate	bivariate	ADJ
ajfa-11456	116	3	and	and	CCONJ
ajfa-11456	116	4	conditional	conditional	ADJ
ajfa-11456	116	5	bivariate	bivariate	NOUN
ajfa-11456	116	6	.	.	PUNCT
ajfa-11456	117	1	under	under	ADP
ajfa-11456	117	2	both	both	DET
ajfa-11456	117	3	categories	category	NOUN
ajfa-11456	117	4	,	,	PUNCT
ajfa-11456	117	5	2	2	NUM
ajfa-11456	117	6	*	*	SYM
ajfa-11456	117	7	3	3	NUM
ajfa-11456	117	8	and	and	CCONJ
ajfa-11456	117	9	3	3	NUM
ajfa-11456	117	10	*	*	SYM
ajfa-11456	117	11	2	2	NUM
ajfa-11456	117	12	sorting	sorting	NOUN
ajfa-11456	117	13	is	be	AUX
ajfa-11456	117	14	adopted	adopt	VERB
ajfa-11456	117	15	.	.	PUNCT
ajfa-11456	118	1	in	in	ADP
ajfa-11456	118	2	independent	independent	ADJ
ajfa-11456	118	3	bivariate	bivariate	ADJ
ajfa-11456	118	4	sorted	sorted	ADJ
ajfa-11456	118	5	strategy	strategy	NOUN
ajfa-11456	118	6	,	,	PUNCT
ajfa-11456	118	7	securities	security	NOUN
ajfa-11456	118	8	are	be	AUX
ajfa-11456	118	9	ranked	rank	VERB
ajfa-11456	118	10	separately	separately	ADV
ajfa-11456	118	11	based	base	VERB
ajfa-11456	118	12	on	on	ADP
ajfa-11456	118	13	any	any	DET
ajfa-11456	118	14	2	2	NUM
ajfa-11456	118	15	characteristics	characteristic	NOUN
ajfa-11456	118	16	and	and	CCONJ
ajfa-11456	118	17	the	the	DET
ajfa-11456	118	18	intersection	intersection	NOUN
ajfa-11456	118	19	of	of	ADP
ajfa-11456	118	20	the	the	DET
ajfa-11456	118	21	two	two	NUM
ajfa-11456	118	22	independently	independently	ADV
ajfa-11456	118	23	formed	form	VERB
ajfa-11456	118	24	groups	group	NOUN
ajfa-11456	118	25	is	be	AUX
ajfa-11456	118	26	used	use	VERB
ajfa-11456	118	27	to	to	PART
ajfa-11456	118	28	form	form	VERB
ajfa-11456	118	29	portfolios	portfolio	NOUN
ajfa-11456	118	30	.	.	PUNCT
ajfa-11456	119	1	for	for	ADP
ajfa-11456	119	2	instance	instance	NOUN
ajfa-11456	119	3	,	,	PUNCT
ajfa-11456	119	4	to	to	PART
ajfa-11456	119	5	form	form	VERB
ajfa-11456	119	6	a	a	DET
ajfa-11456	119	7	3	3	NUM
ajfa-11456	119	8	*	*	SYM
ajfa-11456	119	9	2	2	NUM
ajfa-11456	119	10	bivariate	bivariate	ADJ
ajfa-11456	119	11	strategy	strategy	NOUN
ajfa-11456	119	12	comprising	comprising	NOUN
ajfa-11456	119	13	of	of	ADP
ajfa-11456	119	14	size	size	NOUN
ajfa-11456	119	15	and	and	CCONJ
ajfa-11456	119	16	value	value	NOUN
ajfa-11456	119	17	we	we	PRON
ajfa-11456	119	18	proceed	proceed	VERB
ajfa-11456	119	19	as	as	SCONJ
ajfa-11456	119	20	follows	follow	VERB
ajfa-11456	119	21	.	.	PUNCT
ajfa-11456	120	1	stocks	stock	NOUN
ajfa-11456	120	2	are	be	AUX
ajfa-11456	120	3	sorted	sort	VERB
ajfa-11456	120	4	independently	independently	ADV
ajfa-11456	120	5	on	on	ADP
ajfa-11456	120	6	market	market	NOUN
ajfa-11456	120	7	cap	cap	NOUN
ajfa-11456	120	8	at	at	ADP
ajfa-11456	120	9	the	the	DET
ajfa-11456	120	10	end	end	NOUN
ajfa-11456	120	11	of	of	ADP
ajfa-11456	120	12	june	june	PROPN
ajfa-11456	120	13	of	of	ADP
ajfa-11456	120	14	year	year	NOUN
ajfa-11456	120	15	t	t	PROPN
ajfa-11456	120	16	and	and	CCONJ
ajfa-11456	120	17	divided	divide	VERB
ajfa-11456	120	18	into	into	ADP
ajfa-11456	120	19	terciles	tercile	NOUN
ajfa-11456	120	20	s1	s1	PROPN
ajfa-11456	120	21	to	to	ADP
ajfa-11456	120	22	s3	s3	PROPN
ajfa-11456	120	23	,	,	PUNCT
ajfa-11456	120	24	s1	s1	PROPN
ajfa-11456	120	25	being	be	AUX
ajfa-11456	120	26	the	the	DET
ajfa-11456	120	27	smallest	small	ADJ
ajfa-11456	120	28	size	size	NOUN
ajfa-11456	120	29	tercile	tercile	NOUN
ajfa-11456	120	30	and	and	CCONJ
ajfa-11456	120	31	s3	s3	PROPN
ajfa-11456	120	32	being	be	AUX
ajfa-11456	120	33	the	the	DET
ajfa-11456	120	34	largest	large	ADJ
ajfa-11456	120	35	size	size	NOUN
ajfa-11456	120	36	tercile	tercile	NOUN
ajfa-11456	120	37	.	.	PUNCT
ajfa-11456	121	1	a	a	DET
ajfa-11456	121	2	similar	similar	ADJ
ajfa-11456	121	3	exercise	exercise	NOUN
ajfa-11456	121	4	is	be	AUX
ajfa-11456	121	5	to	to	PART
ajfa-11456	121	6	create	create	VERB
ajfa-11456	121	7	portfolio	portfolio	NOUN
ajfa-11456	121	8	v1	v1	NOUN
ajfa-11456	121	9	and	and	CCONJ
ajfa-11456	121	10	v2	v2	NOUN
ajfa-11456	121	11	based	base	VERB
ajfa-11456	121	12	on	on	ADP
ajfa-11456	121	13	value	value	NOUN
ajfa-11456	121	14	.	.	PUNCT
ajfa-11456	122	1	then	then	ADV
ajfa-11456	122	2	from	from	ADP
ajfa-11456	122	3	the	the	DET
ajfa-11456	122	4	intersection	intersection	NOUN
ajfa-11456	122	5	of	of	ADP
ajfa-11456	122	6	these	these	DET
ajfa-11456	122	7	two	two	NUM
ajfa-11456	122	8	characteristics	characteristic	NOUN
ajfa-11456	122	9	we	we	PRON
ajfa-11456	122	10	form	form	VERB
ajfa-11456	122	11	6	6	NUM
ajfa-11456	122	12	bivariate	bivariate	ADJ
ajfa-11456	122	13	independent	independent	ADJ
ajfa-11456	122	14	sorted	sorted	ADJ
ajfa-11456	122	15	portfolios	portfolio	NOUN
ajfa-11456	122	16	.	.	PUNCT
ajfa-11456	123	1	s1v3	s1v3	NOUN
ajfa-11456	123	2	consists	consist	VERB
ajfa-11456	123	3	of	of	ADP
ajfa-11456	123	4	a	a	DET
ajfa-11456	123	5	combination	combination	NOUN
ajfa-11456	123	6	of	of	ADP
ajfa-11456	123	7	stocks	stock	NOUN
ajfa-11456	123	8	which	which	PRON
ajfa-11456	123	9	are	be	AUX
ajfa-11456	123	10	in	in	ADP
ajfa-11456	123	11	bottom	bottom	ADJ
ajfa-11456	123	12	33	33	NUM
ajfa-11456	123	13	1/3	1/3	NUM
ajfa-11456	123	14	%	%	NOUN
ajfa-11456	123	15	in	in	ADP
ajfa-11456	123	16	terms	term	NOUN
ajfa-11456	123	17	of	of	ADP
ajfa-11456	123	18	size	size	NOUN
ajfa-11456	123	19	and	and	CCONJ
ajfa-11456	123	20	top	top	ADJ
ajfa-11456	123	21	50	50	NUM
ajfa-11456	123	22	%	%	NOUN
ajfa-11456	123	23	in	in	ADP
ajfa-11456	123	24	terms	term	NOUN
ajfa-11456	123	25	of	of	ADP
ajfa-11456	123	26	value	value	NOUN
ajfa-11456	123	27	.	.	PUNCT
ajfa-11456	124	1	in	in	ADP
ajfa-11456	124	2	contrast	contrast	NOUN
ajfa-11456	124	3	s3v2	s3v2	NUM
ajfa-11456	124	4	consists	consist	NOUN
ajfa-11456	124	5	of	of	ADP
ajfa-11456	124	6	stocks	stock	NOUN
ajfa-11456	124	7	with	with	ADP
ajfa-11456	124	8	high	high	ADJ
ajfa-11456	124	9	33	33	NUM
ajfa-11456	124	10	1/3	1/3	NUM
ajfa-11456	124	11	%	%	NOUN
ajfa-11456	124	12	in	in	ADP
ajfa-11456	124	13	terms	term	NOUN
ajfa-11456	124	14	of	of	ADP
ajfa-11456	124	15	size	size	NOUN
ajfa-11456	124	16	and	and	CCONJ
ajfa-11456	124	17	bottom	bottom	ADJ
ajfa-11456	124	18	50	50	NUM
ajfa-11456	124	19	%	%	NOUN
ajfa-11456	124	20	in	in	ADP
ajfa-11456	124	21	terms	term	NOUN
ajfa-11456	124	22	of	of	ADP
ajfa-11456	124	23	value	value	NOUN
ajfa-11456	124	24	.	.	PUNCT
ajfa-11456	125	1	monthly	monthly	ADJ
ajfa-11456	125	2	excess	excess	ADJ
ajfa-11456	125	3	returns	return	NOUN
ajfa-11456	125	4	are	be	AUX
ajfa-11456	125	5	then	then	ADV
ajfa-11456	125	6	calculated	calculate	VERB
ajfa-11456	125	7	for	for	ADP
ajfa-11456	125	8	these	these	DET
ajfa-11456	125	9	six	six	NUM
ajfa-11456	125	10	equally	equally	ADV
ajfa-11456	125	11	weighted	weight	VERB
ajfa-11456	125	12	portfolios	portfolio	NOUN
ajfa-11456	125	13	for	for	ADP
ajfa-11456	125	14	the	the	DET
ajfa-11456	125	15	next	next	ADJ
ajfa-11456	125	16	six	six	NUM
ajfa-11456	125	17	months	month	NOUN
ajfa-11456	125	18	and	and	CCONJ
ajfa-11456	125	19	the	the	DET
ajfa-11456	125	20	process	process	NOUN
ajfa-11456	125	21	is	be	AUX
ajfa-11456	125	22	repeated	repeat	VERB
ajfa-11456	125	23	half	half	DET
ajfa-11456	125	24	yearly	yearly	ADV
ajfa-11456	125	25	till	till	SCONJ
ajfa-11456	125	26	june	june	PROPN
ajfa-11456	125	27	2016.distribution	2016.distribution	PROPN
ajfa-11456	125	28	of	of	ADP
ajfa-11456	125	29	nse	nse	NOUN
ajfa-11456	125	30	200	200	NUM
ajfa-11456	125	31	shares	share	NOUN
ajfa-11456	125	32	is	be	AUX
ajfa-11456	125	33	limited	limit	VERB
ajfa-11456	125	34	to	to	ADP
ajfa-11456	125	35	terciles	tercile	NOUN
ajfa-11456	125	36	to	to	PART
ajfa-11456	125	37	prevent	prevent	VERB
ajfa-11456	125	38	loss	loss	NOUN
ajfa-11456	125	39	of	of	ADP
ajfa-11456	125	40	informational	informational	ADJ
ajfa-11456	125	41	content	content	NOUN
ajfa-11456	125	42	,	,	PUNCT
ajfa-11456	125	43	especially	especially	ADV
ajfa-11456	125	44	in	in	ADP
ajfa-11456	125	45	the	the	DET
ajfa-11456	125	46	initial	initial	ADJ
ajfa-11456	125	47	years	year	NOUN
ajfa-11456	125	48	of	of	ADP
ajfa-11456	125	49	portfolio	portfolio	NOUN
ajfa-11456	125	50	formation	formation	NOUN
ajfa-11456	125	51	when	when	SCONJ
ajfa-11456	125	52	we	we	PRON
ajfa-11456	125	53	have	have	VERB
ajfa-11456	125	54	about	about	ADV
ajfa-11456	125	55	30	30	NUM
ajfa-11456	125	56	%	%	NOUN
ajfa-11456	125	57	less	less	ADJ
ajfa-11456	125	58	stocks	stock	NOUN
ajfa-11456	125	59	for	for	ADP
ajfa-11456	125	60	portfolio	portfolio	NOUN
ajfa-11456	125	61	formation	formation	NOUN
ajfa-11456	125	62	on	on	ADP
ajfa-11456	125	63	the	the	DET
ajfa-11456	125	64	chosen	choose	VERB
ajfa-11456	125	65	attributes	attribute	NOUN
ajfa-11456	125	66	.	.	PUNCT
ajfa-11456	126	1	too	too	ADV
ajfa-11456	126	2	many	many	ADJ
ajfa-11456	126	3	smaller	small	ADJ
ajfa-11456	126	4	combinations	combination	NOUN
ajfa-11456	126	5	of	of	ADP
ajfa-11456	126	6	portfolios	portfolio	NOUN
ajfa-11456	126	7	will	will	AUX
ajfa-11456	126	8	be	be	AUX
ajfa-11456	126	9	less	less	ADV
ajfa-11456	126	10	diversified	diversified	ADJ
ajfa-11456	126	11	and	and	CCONJ
ajfa-11456	126	12	may	may	AUX
ajfa-11456	126	13	also	also	ADV
ajfa-11456	126	14	have	have	VERB
ajfa-11456	126	15	non	non	ADJ
ajfa-11456	126	16	-	-	ADJ
ajfa-11456	126	17	systematic	systematic	ADJ
ajfa-11456	126	18	risk	risk	NOUN
ajfa-11456	126	19	.	.	PUNCT
ajfa-11456	127	1	for	for	ADP
ajfa-11456	127	2	the	the	DET
ajfa-11456	127	3	same	same	ADJ
ajfa-11456	127	4	reason3	reason3	NOUN
ajfa-11456	127	5	*	*	SYM
ajfa-11456	127	6	3	3	NUM
ajfa-11456	127	7	formations	formation	NOUN
ajfa-11456	127	8	in	in	ADP
ajfa-11456	127	9	bivariate	bivariate	ADJ
ajfa-11456	127	10	strategies	strategy	NOUN
ajfa-11456	127	11	are	be	AUX
ajfa-11456	127	12	avoided	avoid	VERB
ajfa-11456	127	13	so	so	ADV
ajfa-11456	127	14	as	as	SCONJ
ajfa-11456	127	15	have	have	VERB
ajfa-11456	127	16	a	a	DET
ajfa-11456	127	17	sizeable	sizeable	ADJ
ajfa-11456	127	18	portfolio	portfolio	NOUN
ajfa-11456	127	19	in	in	ADP
ajfa-11456	127	20	the	the	DET
ajfa-11456	127	21	initial	initial	ADJ
ajfa-11456	127	22	years	year	NOUN
ajfa-11456	127	23	of	of	ADP
ajfa-11456	127	24	this	this	DET
ajfa-11456	127	25	study	study	NOUN
ajfa-11456	127	26	.	.	PUNCT
ajfa-11456	128	1	to	to	PART
ajfa-11456	128	2	construct	construct	VERB
ajfa-11456	128	3	a	a	DET
ajfa-11456	128	4	bivariate	bivariate	ADJ
ajfa-11456	128	5	conditionally	conditionally	ADV
ajfa-11456	128	6	sorted	sort	VERB
ajfa-11456	128	7	strategy	strategy	NOUN
ajfa-11456	128	8	,	,	PUNCT
ajfa-11456	128	9	the	the	DET
ajfa-11456	128	10	securities	security	NOUN
ajfa-11456	128	11	are	be	AUX
ajfa-11456	128	12	ranked	rank	VERB
ajfa-11456	128	13	on	on	ADP
ajfa-11456	128	14	the	the	DET
ajfa-11456	128	15	chosen	choose	VERB
ajfa-11456	128	16	attribute	attribute	NOUN
ajfa-11456	128	17	and	and	CCONJ
ajfa-11456	128	18	then	then	ADV
ajfa-11456	128	19	subgroups	subgroup	NOUN
ajfa-11456	128	20	are	be	AUX
ajfa-11456	128	21	formed	form	VERB
ajfa-11456	128	22	within	within	ADP
ajfa-11456	128	23	each	each	DET
ajfa-11456	128	24	group	group	NOUN
ajfa-11456	128	25	based	base	VERB
ajfa-11456	128	26	on	on	ADP
ajfa-11456	128	27	another	another	DET
ajfa-11456	128	28	attribute	attribute	NOUN
ajfa-11456	128	29	.	.	PUNCT
ajfa-11456	129	1	this	this	PRON
ajfa-11456	129	2	is	be	AUX
ajfa-11456	129	3	done	do	VERB
ajfa-11456	129	4	on	on	ADP
ajfa-11456	129	5	both	both	DET
ajfa-11456	129	6	3	3	NUM
ajfa-11456	129	7	*	*	SYM
ajfa-11456	129	8	2	2	NUM
ajfa-11456	129	9	and	and	CCONJ
ajfa-11456	129	10	2	2	NUM
ajfa-11456	129	11	*	*	SYM
ajfa-11456	129	12	3	3	NUM
ajfa-11456	129	13	formations	formation	NOUN
ajfa-11456	129	14	as	as	SCONJ
ajfa-11456	129	15	described	describe	VERB
ajfa-11456	129	16	earlier	early	ADV
ajfa-11456	129	17	.	.	PUNCT
ajfa-11456	130	1	for	for	ADP
ajfa-11456	130	2	instance	instance	NOUN
ajfa-11456	130	3	,	,	PUNCT
ajfa-11456	130	4	to	to	PART
ajfa-11456	130	5	form	form	VERB
ajfa-11456	130	6	a	a	DET
ajfa-11456	130	7	bivariate	bivariate	ADJ
ajfa-11456	130	8	strategy	strategy	NOUN
ajfa-11456	130	9	of	of	ADP
ajfa-11456	130	10	size	size	NOUN
ajfa-11456	130	11	conditional	conditional	ADJ
ajfa-11456	130	12	on	on	ADP
ajfa-11456	130	13	value	value	NOUN
ajfa-11456	130	14	on	on	ADP
ajfa-11456	130	15	3	3	NUM
ajfa-11456	130	16	*	*	SYM
ajfa-11456	130	17	2	2	NUM
ajfa-11456	130	18	basis	basis	NOUN
ajfa-11456	130	19	,	,	PUNCT
ajfa-11456	130	20	we	we	PRON
ajfa-11456	130	21	proceed	proceed	VERB
ajfa-11456	130	22	as	as	SCONJ
ajfa-11456	130	23	follows	follow	VERB
ajfa-11456	130	24	.	.	PUNCT
ajfa-11456	131	1	stocks	stock	NOUN
ajfa-11456	131	2	are	be	AUX
ajfa-11456	131	3	ranked	rank	VERB
ajfa-11456	131	4	on	on	ADP
ajfa-11456	131	5	the	the	DET
ajfa-11456	131	6	basis	basis	NOUN
ajfa-11456	131	7	of	of	ADP
ajfa-11456	131	8	market	market	NOUN
ajfa-11456	131	9	cap	cap	NOUN
ajfa-11456	131	10	at	at	ADP
ajfa-11456	131	11	the	the	DET
ajfa-11456	131	12	end	end	NOUN
ajfa-11456	131	13	of	of	ADP
ajfa-11456	131	14	june	june	PROPN
ajfa-11456	131	15	of	of	ADP
ajfa-11456	131	16	year	year	NOUN
ajfa-11456	131	17	t	t	PROPN
ajfa-11456	131	18	and	and	CCONJ
ajfa-11456	131	19	divided	divide	VERB
ajfa-11456	131	20	into	into	ADP
ajfa-11456	131	21	terciles	tercile	NOUN
ajfa-11456	131	22	s1	s1	PROPN
ajfa-11456	131	23	to	to	ADP
ajfa-11456	131	24	s3	s3	PROPN
ajfa-11456	131	25	.	.	PUNCT
ajfa-11456	132	1	within	within	ADP
ajfa-11456	132	2	each	each	DET
ajfa-11456	132	3	tercile	tercile	NOUN
ajfa-11456	132	4	stocks	stock	NOUN
ajfa-11456	132	5	are	be	AUX
ajfa-11456	132	6	again	again	ADV
ajfa-11456	132	7	ranked	rank	VERB
ajfa-11456	132	8	on	on	ADP
ajfa-11456	132	9	the	the	DET
ajfa-11456	132	10	basis	basis	NOUN
ajfa-11456	132	11	of	of	ADP
ajfa-11456	132	12	previous	previous	ADJ
ajfa-11456	132	13	six	six	NUM
ajfa-11456	132	14	months	month	NOUN
ajfa-11456	132	15	of	of	ADP
ajfa-11456	132	16	value	value	NOUN
ajfa-11456	132	17	characteristic	characteristic	ADJ
ajfa-11456	132	18	and	and	CCONJ
ajfa-11456	132	19	two	two	NUM
ajfa-11456	132	20	groups	group	NOUN
ajfa-11456	132	21	v1	v1	VERB
ajfa-11456	132	22	and	and	CCONJ
ajfa-11456	132	23	v2	v2	NOUN
ajfa-11456	132	24	are	be	AUX
ajfa-11456	132	25	formed	form	VERB
ajfa-11456	132	26	.	.	PUNCT
ajfa-11456	133	1	so	so	ADV
ajfa-11456	133	2	,	,	PUNCT
ajfa-11456	133	3	in	in	ADP
ajfa-11456	133	4	3	3	NUM
ajfa-11456	133	5	*	*	SYM
ajfa-11456	133	6	2	2	NUM
ajfa-11456	133	7	conditional	conditional	ADJ
ajfa-11456	133	8	bivariate	bivariate	NOUN
ajfa-11456	133	9	s1v2	s1v2	PUNCT
ajfa-11456	133	10	implies	imply	VERB
ajfa-11456	133	11	lowest	low	ADJ
ajfa-11456	133	12	33.3	33.3	NUM
ajfa-11456	133	13	%	%	NOUN
ajfa-11456	133	14	companies	company	NOUN
ajfa-11456	133	15	in	in	ADP
ajfa-11456	133	16	terms	term	NOUN
ajfa-11456	133	17	of	of	ADP
ajfa-11456	133	18	size	size	NOUN
ajfa-11456	133	19	and	and	CCONJ
ajfa-11456	133	20	within	within	ADP
ajfa-11456	133	21	these	these	DET
ajfa-11456	133	22	companies	company	NOUN
ajfa-11456	133	23	the	the	DET
ajfa-11456	133	24	top	top	ADJ
ajfa-11456	133	25	50	50	NUM
ajfa-11456	133	26	%	%	NOUN
ajfa-11456	133	27	the	the	PRON
ajfa-11456	133	28	of	of	ADP
ajfa-11456	133	29	stocks	stock	NOUN
ajfa-11456	133	30	having	have	VERB
ajfa-11456	133	31	the	the	DET
ajfa-11456	133	32	highest	high	ADJ
ajfa-11456	133	33	value	value	NOUN
ajfa-11456	133	34	.	.	PUNCT
ajfa-11456	134	1	then	then	ADV
ajfa-11456	134	2	the	the	DET
ajfa-11456	134	3	equal	equal	ADJ
ajfa-11456	134	4	weighted	weight	VERB
ajfa-11456	134	5	returns	return	NOUN
ajfa-11456	134	6	for	for	ADP
ajfa-11456	134	7	these	these	DET
ajfa-11456	134	8	6	6	NUM
ajfa-11456	134	9	portfolios	portfolio	NOUN
ajfa-11456	134	10	are	be	AUX
ajfa-11456	134	11	observed	observe	VERB
ajfa-11456	134	12	for	for	ADP
ajfa-11456	134	13	the	the	DET
ajfa-11456	134	14	subsequent	subsequent	ADJ
ajfa-11456	134	15	six	six	NUM
ajfa-11456	134	16	months	month	NOUN
ajfa-11456	134	17	,	,	PUNCT
ajfa-11456	134	18	i.e.	i.e.	X
ajfa-11456	134	19	till	till	SCONJ
ajfa-11456	134	20	dec	dec	PROPN
ajfa-11456	134	21	of	of	ADP
ajfa-11456	134	22	year	year	NOUN
ajfa-11456	134	23	t.	t.	PROPN
ajfa-11456	134	24	this	this	DET
ajfa-11456	134	25	process	process	NOUN
ajfa-11456	134	26	is	be	AUX
ajfa-11456	134	27	repeated	repeat	VERB
ajfa-11456	134	28	for	for	ADP
ajfa-11456	134	29	the	the	DET
ajfa-11456	134	30	entire	entire	ADJ
ajfa-11456	134	31	sample	sample	NOUN
ajfa-11456	134	32	period	period	NOUN
ajfa-11456	134	33	.	.	PUNCT
ajfa-11456	135	1	portfolios	portfolio	NOUN
ajfa-11456	135	2	using	use	VERB
ajfa-11456	135	3	other	other	ADJ
ajfa-11456	135	4	characteristics	characteristic	NOUN
ajfa-11456	135	5	are	be	AUX
ajfa-11456	135	6	formed	form	VERB
ajfa-11456	135	7	using	use	VERB
ajfa-11456	135	8	the	the	DET
ajfa-11456	135	9	same	same	ADJ
ajfa-11456	135	10	procedure	procedure	NOUN
ajfa-11456	135	11	.	.	PUNCT
ajfa-11456	136	1	the	the	DET
ajfa-11456	136	2	same	same	ADJ
ajfa-11456	136	3	procedure	procedure	NOUN
ajfa-11456	136	4	is	be	AUX
ajfa-11456	136	5	followed	follow	VERB
ajfa-11456	136	6	to	to	PART
ajfa-11456	136	7	obtain	obtain	VERB
ajfa-11456	136	8	2	2	NUM
ajfa-11456	136	9	*	*	SYM
ajfa-11456	136	10	3	3	NUM
ajfa-11456	136	11	formations	formation	NOUN
ajfa-11456	136	12	as	as	ADV
ajfa-11456	136	13	well	well	ADV
ajfa-11456	136	14	.	.	PUNCT
ajfa-11456	137	1	results	result	NOUN
ajfa-11456	137	2	on	on	ADP
ajfa-11456	137	3	returns	return	NOUN
ajfa-11456	137	4	are	be	AUX
ajfa-11456	137	5	reported	report	VERB
ajfa-11456	137	6	only	only	ADV
ajfa-11456	137	7	for	for	ADP
ajfa-11456	137	8	the	the	DET
ajfa-11456	137	9	corner	corner	NOUN
ajfa-11456	137	10	portfolios	portfolio	NOUN
ajfa-11456	137	11	,	,	PUNCT
ajfa-11456	137	12	which	which	PRON
ajfa-11456	137	13	are	be	AUX
ajfa-11456	137	14	the	the	DET
ajfa-11456	137	15	winners	winner	NOUN
ajfa-11456	137	16	and	and	CCONJ
ajfa-11456	137	17	losers	loser	NOUN
ajfa-11456	137	18	in	in	ADP
ajfa-11456	137	19	each	each	DET
ajfa-11456	137	20	case	case	NOUN
ajfa-11456	137	21	.	.	PUNCT
ajfa-11456	138	1	since	since	SCONJ
ajfa-11456	138	2	there	there	PRON
ajfa-11456	138	3	are	be	VERB
ajfa-11456	138	4	restrictions	restriction	NOUN
ajfa-11456	138	5	on	on	ADP
ajfa-11456	138	6	short	short	NOUN
ajfa-11456	138	7	-	-	PUNCT
ajfa-11456	138	8	selling	selling	NOUN
ajfa-11456	138	9	in	in	ADP
ajfa-11456	138	10	the	the	DET
ajfa-11456	138	11	indian	indian	ADJ
ajfa-11456	138	12	market	market	NOUN
ajfa-11456	138	13	,	,	PUNCT
ajfa-11456	138	14	we	we	PRON
ajfa-11456	138	15	focus	focus	VERB
ajfa-11456	138	16	asian	asian	ADJ
ajfa-11456	138	17	journal	journal	NOUN
ajfa-11456	138	18	of	of	ADP
ajfa-11456	138	19	finance	finance	PROPN
ajfa-11456	138	20	&	&	CCONJ
ajfa-11456	138	21	accounting	accounting	PROPN
ajfa-11456	138	22	issn	issn	PROPN
ajfa-11456	138	23	1946	1946	NUM
ajfa-11456	138	24	-	-	PUNCT
ajfa-11456	138	25	052x	052x	PROPN
ajfa-11456	138	26	2017	2017	NUM
ajfa-11456	138	27	,	,	PUNCT
ajfa-11456	138	28	vol	vol	NOUN
ajfa-11456	138	29	.	.	NOUN
ajfa-11456	139	1	9	9	NUM
ajfa-11456	139	2	,	,	PUNCT
ajfa-11456	139	3	no	no	NOUN
ajfa-11456	139	4	.	.	NOUN
ajfa-11456	139	5	2	2	NUM
ajfa-11456	139	6	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	139	7	9	9	NUM
ajfa-11456	139	8	our	our	PRON
ajfa-11456	139	9	study	study	NOUN
ajfa-11456	139	10	on	on	ADP
ajfa-11456	139	11	only	only	ADJ
ajfa-11456	139	12	long	long	ADJ
ajfa-11456	139	13	strategies	strategy	NOUN
ajfa-11456	139	14	.	.	PUNCT
ajfa-11456	140	1	results	result	NOUN
ajfa-11456	140	2	for	for	ADP
ajfa-11456	140	3	intermediate	intermediate	ADJ
ajfa-11456	140	4	portfolios	portfolio	NOUN
ajfa-11456	140	5	not	not	PART
ajfa-11456	140	6	reported	report	VERB
ajfa-11456	140	7	due	due	ADP
ajfa-11456	140	8	to	to	ADP
ajfa-11456	140	9	space	space	NOUN
ajfa-11456	140	10	constraints	constraint	NOUN
ajfa-11456	140	11	can	can	AUX
ajfa-11456	140	12	be	be	AUX
ajfa-11456	140	13	obtained	obtain	VERB
ajfa-11456	140	14	from	from	ADP
ajfa-11456	140	15	the	the	DET
ajfa-11456	140	16	authors	author	NOUN
ajfa-11456	140	17	.	.	PUNCT
ajfa-11456	141	1	thus	thus	ADV
ajfa-11456	141	2	,	,	PUNCT
ajfa-11456	141	3	a	a	DET
ajfa-11456	141	4	total	total	NOUN
ajfa-11456	141	5	of	of	ADP
ajfa-11456	141	6	two	two	NUM
ajfa-11456	141	7	hundred	hundred	NUM
ajfa-11456	141	8	and	and	CCONJ
ajfa-11456	141	9	sixty	sixty	NUM
ajfa-11456	141	10	-	-	PUNCT
ajfa-11456	141	11	six	six	NUM
ajfa-11456	141	12	investment	investment	NOUN
ajfa-11456	141	13	stylized	stylize	VERB
ajfa-11456	141	14	portfolios	portfolio	NOUN
ajfa-11456	141	15	are	be	AUX
ajfa-11456	141	16	considered	consider	VERB
ajfa-11456	141	17	comprising	comprising	NOUN
ajfa-11456	141	18	of	of	ADP
ajfa-11456	141	19	fourteen	fourteen	NUM
ajfa-11456	141	20	univariate	univariate	ADJ
ajfa-11456	141	21	investment	investment	NOUN
ajfa-11456	141	22	styles	style	NOUN
ajfa-11456	141	23	,	,	PUNCT
ajfa-11456	141	24	sixty	sixty	NUM
ajfa-11456	141	25	bivariate	bivariate	ADJ
ajfa-11456	141	26	unconditional	unconditional	ADJ
ajfa-11456	141	27	investment	investment	NOUN
ajfa-11456	141	28	styles	style	NOUN
ajfa-11456	141	29	and	and	CCONJ
ajfa-11456	141	30	one	one	NUM
ajfa-11456	141	31	hundred	hundred	NUM
ajfa-11456	141	32	ninety	ninety	NUM
ajfa-11456	141	33	-	-	PUNCT
ajfa-11456	141	34	two	two	NUM
ajfa-11456	141	35	bivariate	bivariate	ADJ
ajfa-11456	141	36	conditional	conditional	ADJ
ajfa-11456	141	37	investment	investment	NOUN
ajfa-11456	141	38	styles	style	NOUN
ajfa-11456	141	39	.	.	PUNCT
ajfa-11456	142	1	we	we	PRON
ajfa-11456	142	2	next	next	ADV
ajfa-11456	142	3	estimate	estimate	VERB
ajfa-11456	142	4	the	the	DET
ajfa-11456	142	5	returns	return	NOUN
ajfa-11456	142	6	on	on	ADP
ajfa-11456	142	7	the	the	DET
ajfa-11456	142	8	above	above	ADJ
ajfa-11456	142	9	portfolios	portfolio	NOUN
ajfa-11456	142	10	.	.	PUNCT
ajfa-11456	143	1	first	first	ADV
ajfa-11456	143	2	,	,	PUNCT
ajfa-11456	143	3	the	the	DET
ajfa-11456	143	4	unadjusted	unadjusted	ADJ
ajfa-11456	143	5	mean	mean	NOUN
ajfa-11456	143	6	excess	excess	ADJ
ajfa-11456	143	7	returns	return	NOUN
ajfa-11456	143	8	are	be	AUX
ajfa-11456	143	9	calculated	calculate	VERB
ajfa-11456	143	10	for	for	SCONJ
ajfa-11456	143	11	all	all	DET
ajfa-11456	143	12	the	the	DET
ajfa-11456	143	13	portfolios	portfolio	NOUN
ajfa-11456	143	14	and	and	CCONJ
ajfa-11456	143	15	their	their	PRON
ajfa-11456	143	16	statistical	statistical	ADJ
ajfa-11456	143	17	significance	significance	NOUN
ajfa-11456	143	18	is	be	AUX
ajfa-11456	143	19	tested	test	VERB
ajfa-11456	143	20	.	.	PUNCT
ajfa-11456	144	1	next	next	ADJ
ajfa-11456	144	2	to	to	PART
ajfa-11456	144	3	see	see	VERB
ajfa-11456	144	4	if	if	SCONJ
ajfa-11456	144	5	risk	risk	NOUN
ajfa-11456	144	6	factors	factor	NOUN
ajfa-11456	144	7	can	can	AUX
ajfa-11456	144	8	be	be	AUX
ajfa-11456	144	9	identified	identify	VERB
ajfa-11456	144	10	to	to	PART
ajfa-11456	144	11	explain	explain	VERB
ajfa-11456	144	12	these	these	DET
ajfa-11456	144	13	abnormal	abnormal	ADJ
ajfa-11456	144	14	returns	return	NOUN
ajfa-11456	144	15	,	,	PUNCT
ajfa-11456	144	16	we	we	PRON
ajfa-11456	144	17	use	use	VERB
ajfa-11456	144	18	asset	asset	NOUN
ajfa-11456	144	19	pricing	pricing	NOUN
ajfa-11456	144	20	models	model	NOUN
ajfa-11456	144	21	viz	viz	PROPN
ajfa-11456	144	22	.	.	PUNCT
ajfa-11456	145	1	capm	capm	PROPN
ajfa-11456	145	2	,	,	PUNCT
ajfa-11456	145	3	fama	fama	PROPN
ajfa-11456	145	4	and	and	CCONJ
ajfa-11456	145	5	french	french	ADJ
ajfa-11456	145	6	(	(	PUNCT
ajfa-11456	145	7	1993	1993	NUM
ajfa-11456	145	8	)	)	PUNCT
ajfa-11456	145	9	,	,	PUNCT
ajfa-11456	145	10	carhart	carhart	NOUN
ajfa-11456	145	11	(	(	PUNCT
ajfa-11456	145	12	1997	1997	NUM
ajfa-11456	145	13	)	)	PUNCT
ajfa-11456	145	14	,	,	PUNCT
ajfa-11456	145	15	fama	fama	PROPN
ajfa-11456	145	16	and	and	CCONJ
ajfa-11456	145	17	french	french	ADJ
ajfa-11456	145	18	(	(	PUNCT
ajfa-11456	145	19	2015	2015	NUM
ajfa-11456	145	20	)	)	PUNCT
ajfa-11456	145	21	.	.	PUNCT
ajfa-11456	146	1	the	the	DET
ajfa-11456	146	2	“	"	PUNCT
ajfa-11456	146	3	excess	excess	ADJ
ajfa-11456	146	4	return	return	NOUN
ajfa-11456	146	5	”	"	PUNCT
ajfa-11456	146	6	form	form	NOUN
ajfa-11456	146	7	of	of	ADP
ajfa-11456	146	8	the	the	DET
ajfa-11456	146	9	market	market	NOUN
ajfa-11456	146	10	model	model	NOUN
ajfa-11456	146	11	is	be	AUX
ajfa-11456	146	12	used	use	VERB
ajfa-11456	146	13	for	for	ADP
ajfa-11456	146	14	estimating	estimate	VERB
ajfa-11456	146	15	capm	capm	PROPN
ajfa-11456	146	16	regression	regression	PROPN
ajfa-11456	146	17	rpt	rpt	NOUN
ajfa-11456	146	18	–	–	PUNCT
ajfa-11456	146	19	rft	rft	NOUN
ajfa-11456	146	20	=	=	PUNCT
ajfa-11456	146	21	a	a	DET
ajfa-11456	146	22	+	+	CCONJ
ajfa-11456	146	23	b(rmt	b(rmt	ADJ
ajfa-11456	146	24	–	–	PUNCT
ajfa-11456	146	25	rft	rft	NOUN
ajfa-11456	146	26	)	)	PUNCT
ajfa-11456	147	1	+	+	NUM
ajfa-11456	147	2	et	et	NOUN
ajfa-11456	147	3	(	(	PUNCT
ajfa-11456	147	4	2	2	NUM
ajfa-11456	147	5	)	)	PUNCT
ajfa-11456	147	6	where	where	SCONJ
ajfa-11456	147	7	rpt	rpt	NOUN
ajfa-11456	147	8	–	–	PUNCT
ajfa-11456	147	9	rft	rft	NOUN
ajfa-11456	147	10	denotes	denote	VERB
ajfa-11456	147	11	the	the	DET
ajfa-11456	147	12	portfolio	portfolio	NOUN
ajfa-11456	147	13	monthly	monthly	ADJ
ajfa-11456	147	14	excess	excess	ADJ
ajfa-11456	147	15	return	return	NOUN
ajfa-11456	147	16	rmt	rmt	NOUN
ajfa-11456	147	17	–	–	PUNCT
ajfa-11456	147	18	rft	rft	NOUN
ajfa-11456	147	19	is	be	AUX
ajfa-11456	147	20	the	the	DET
ajfa-11456	147	21	market	market	NOUN
ajfa-11456	147	22	excess	excess	ADJ
ajfa-11456	147	23	return	return	NOUN
ajfa-11456	147	24	,	,	PUNCT
ajfa-11456	147	25	etis	etis	NOUN
ajfa-11456	147	26	the	the	DET
ajfa-11456	147	27	error	error	NOUN
ajfa-11456	147	28	term	term	NOUN
ajfa-11456	147	29	and	and	CCONJ
ajfa-11456	147	30	b	b	NOUN
ajfa-11456	147	31	shows	show	VERB
ajfa-11456	147	32	sensitivity	sensitivity	NOUN
ajfa-11456	147	33	of	of	ADP
ajfa-11456	147	34	market	market	NOUN
ajfa-11456	147	35	factor	factor	NOUN
ajfa-11456	147	36	.	.	PUNCT
ajfa-11456	148	1	if	if	SCONJ
ajfa-11456	148	2	the	the	DET
ajfa-11456	148	3	intercept	intercept	NOUN
ajfa-11456	148	4	(	(	PUNCT
ajfa-11456	148	5	a	a	NOUN
ajfa-11456	148	6	)	)	PUNCT
ajfa-11456	148	7	is	be	AUX
ajfa-11456	148	8	positive	positive	ADJ
ajfa-11456	148	9	(	(	PUNCT
ajfa-11456	148	10	negative	negative	ADJ
ajfa-11456	148	11	)	)	PUNCT
ajfa-11456	148	12	significant	significant	ADJ
ajfa-11456	148	13	,	,	PUNCT
ajfa-11456	148	14	it	it	PRON
ajfa-11456	148	15	implies	imply	VERB
ajfa-11456	148	16	that	that	SCONJ
ajfa-11456	148	17	the	the	DET
ajfa-11456	148	18	strategy	strategy	NOUN
ajfa-11456	148	19	constructed	construct	VERB
ajfa-11456	148	20	generates	generate	VERB
ajfa-11456	148	21	extra	extra	ADJ
ajfa-11456	148	22	-	-	ADJ
ajfa-11456	148	23	normal	normal	ADJ
ajfa-11456	148	24	profits	profit	NOUN
ajfa-11456	148	25	(	(	PUNCT
ajfa-11456	148	26	losses).this	losses).this	PRON
ajfa-11456	148	27	is	be	AUX
ajfa-11456	148	28	an	an	DET
ajfa-11456	148	29	indicator	indicator	NOUN
ajfa-11456	148	30	that	that	SCONJ
ajfa-11456	148	31	the	the	DET
ajfa-11456	148	32	capm	capm	PROPN
ajfa-11456	148	33	has	have	AUX
ajfa-11456	148	34	failed	fail	VERB
ajfa-11456	148	35	to	to	PART
ajfa-11456	148	36	explain	explain	VERB
ajfa-11456	148	37	the	the	DET
ajfa-11456	148	38	returns	return	NOUN
ajfa-11456	148	39	of	of	ADP
ajfa-11456	148	40	the	the	DET
ajfa-11456	148	41	portfolios	portfolio	NOUN
ajfa-11456	148	42	.	.	PUNCT
ajfa-11456	149	1	next	next	ADV
ajfa-11456	149	2	it	it	PRON
ajfa-11456	149	3	is	be	AUX
ajfa-11456	149	4	evaluated	evaluate	VERB
ajfa-11456	149	5	if	if	SCONJ
ajfa-11456	149	6	these	these	DET
ajfa-11456	149	7	excess	excess	ADJ
ajfa-11456	149	8	returns	return	NOUN
ajfa-11456	149	9	can	can	AUX
ajfa-11456	149	10	be	be	AUX
ajfa-11456	149	11	absorbed	absorb	VERB
ajfa-11456	149	12	by	by	ADP
ajfa-11456	149	13	the	the	DET
ajfa-11456	149	14	fama	fama	NOUN
ajfa-11456	149	15	and	and	CCONJ
ajfa-11456	149	16	french	french	ADJ
ajfa-11456	149	17	(	(	PUNCT
ajfa-11456	149	18	1993	1993	NUM
ajfa-11456	149	19	)	)	PUNCT
ajfa-11456	149	20	(	(	PUNCT
ajfa-11456	149	21	ff	ff	NOUN
ajfa-11456	149	22	1993	1993	NUM
ajfa-11456	149	23	)	)	PUNCT
ajfa-11456	149	24	model	model	NOUN
ajfa-11456	149	25	which	which	PRON
ajfa-11456	149	26	uses	use	VERB
ajfa-11456	149	27	size	size	NOUN
ajfa-11456	149	28	and	and	CCONJ
ajfa-11456	149	29	value	value	NOUN
ajfa-11456	149	30	as	as	ADP
ajfa-11456	149	31	additional	additional	ADJ
ajfa-11456	149	32	variables	variable	NOUN
ajfa-11456	149	33	to	to	PART
ajfa-11456	149	34	explain	explain	VERB
ajfa-11456	149	35	returns	return	NOUN
ajfa-11456	149	36	as	as	SCONJ
ajfa-11456	149	37	follows	follow	VERB
ajfa-11456	149	38	,	,	PUNCT
ajfa-11456	149	39	rpt	rpt	NOUN
ajfa-11456	149	40	–	–	PUNCT
ajfa-11456	149	41	rft=	rft=	PROPN
ajfa-11456	149	42	a	a	DET
ajfa-11456	149	43	+	+	X
ajfa-11456	149	44	b	b	NOUN
ajfa-11456	149	45	(	(	PUNCT
ajfa-11456	149	46	rmt	rmt	NOUN
ajfa-11456	149	47	rft	rft	NOUN
ajfa-11456	149	48	)	)	PUNCT
ajfa-11456	150	1	+	+	X
ajfa-11456	151	1	s	s	X
ajfa-11456	151	2	(	(	PUNCT
ajfa-11456	151	3	smbt	smbt	NOUN
ajfa-11456	151	4	)	)	PUNCT
ajfa-11456	152	1	+	+	CCONJ
ajfa-11456	152	2	h	h	NOUN
ajfa-11456	152	3	(	(	PUNCT
ajfa-11456	152	4	lmht	lmht	NOUN
ajfa-11456	152	5	)	)	PUNCT
ajfa-11456	153	1	+	+	NUM
ajfa-11456	153	2	et	et	NOUN
ajfa-11456	153	3	(	(	PUNCT
ajfa-11456	153	4	3	3	NUM
ajfa-11456	153	5	)	)	PUNCT
ajfa-11456	153	6	where	where	SCONJ
ajfa-11456	153	7	smbt	smbt	NOUN
ajfa-11456	153	8	is	be	AUX
ajfa-11456	153	9	the	the	DET
ajfa-11456	153	10	difference	difference	NOUN
ajfa-11456	153	11	in	in	ADP
ajfa-11456	153	12	returns	return	NOUN
ajfa-11456	153	13	on	on	ADP
ajfa-11456	153	14	small	small	ADJ
ajfa-11456	153	15	and	and	CCONJ
ajfa-11456	153	16	big	big	ADJ
ajfa-11456	153	17	stocks	stock	NOUN
ajfa-11456	153	18	and	and	CCONJ
ajfa-11456	153	19	lmht	lmht	NOUN
ajfa-11456	153	20	is	be	AUX
ajfa-11456	153	21	the	the	DET
ajfa-11456	153	22	difference	difference	NOUN
ajfa-11456	153	23	in	in	ADP
ajfa-11456	153	24	returns	return	NOUN
ajfa-11456	153	25	on	on	ADP
ajfa-11456	153	26	the	the	DET
ajfa-11456	153	27	low	low	ADJ
ajfa-11456	153	28	price	price	NOUN
ajfa-11456	153	29	to	to	ADP
ajfa-11456	153	30	book	book	NOUN
ajfa-11456	153	31	and	and	CCONJ
ajfa-11456	153	32	high	high	ADJ
ajfa-11456	153	33	price	price	NOUN
ajfa-11456	153	34	to	to	ADP
ajfa-11456	153	35	book	book	NOUN
ajfa-11456	153	36	portfolio	portfolio	NOUN
ajfa-11456	153	37	.	.	PUNCT
ajfa-11456	154	1	since	since	SCONJ
ajfa-11456	154	2	price	price	NOUN
ajfa-11456	154	3	to	to	ADP
ajfa-11456	154	4	book	book	NOUN
ajfa-11456	154	5	is	be	AUX
ajfa-11456	154	6	used	use	VERB
ajfa-11456	154	7	as	as	ADP
ajfa-11456	154	8	the	the	DET
ajfa-11456	154	9	value	value	NOUN
ajfa-11456	154	10	proxy	proxy	NOUN
ajfa-11456	154	11	,	,	PUNCT
ajfa-11456	154	12	lmh	lmh	PROPN
ajfa-11456	154	13	is	be	AUX
ajfa-11456	154	14	used	use	VERB
ajfa-11456	154	15	in	in	ADP
ajfa-11456	154	16	the	the	DET
ajfa-11456	154	17	ff	ff	PROPN
ajfa-11456	154	18	model	model	NOUN
ajfa-11456	154	19	instead	instead	ADV
ajfa-11456	154	20	of	of	ADP
ajfa-11456	154	21	hml	hml	PROPN
ajfa-11456	154	22	and	and	CCONJ
ajfa-11456	154	23	the	the	DET
ajfa-11456	154	24	intersection	intersection	NOUN
ajfa-11456	154	25	of	of	ADP
ajfa-11456	154	26	two	two	NUM
ajfa-11456	154	27	independent	independent	ADJ
ajfa-11456	154	28	size	size	NOUN
ajfa-11456	154	29	sorted	sort	VERB
ajfa-11456	154	30	portfolios	portfolio	NOUN
ajfa-11456	154	31	and	and	CCONJ
ajfa-11456	154	32	three	three	NUM
ajfa-11456	154	33	independent	independent	ADJ
ajfa-11456	154	34	value	value	NOUN
ajfa-11456	154	35	sorted	sort	VERB
ajfa-11456	154	36	portfolios	portfolio	NOUN
ajfa-11456	154	37	gives	give	VERB
ajfa-11456	154	38	the	the	DET
ajfa-11456	154	39	smb	smb	NOUN
ajfa-11456	154	40	and	and	CCONJ
ajfa-11456	154	41	lmh.s	lmh.s	PROPN
ajfa-11456	154	42	and	and	CCONJ
ajfa-11456	154	43	h	h	NOUN
ajfa-11456	154	44	denote	denote	VERB
ajfa-11456	154	45	the	the	DET
ajfa-11456	154	46	sensitivity	sensitivity	NOUN
ajfa-11456	154	47	coefficients	coefficient	NOUN
ajfa-11456	154	48	of	of	ADP
ajfa-11456	154	49	smbt	smbt	NOUN
ajfa-11456	154	50	and	and	CCONJ
ajfa-11456	154	51	lmht	lmht	NOUN
ajfa-11456	154	52	the	the	DET
ajfa-11456	154	53	other	other	ADJ
ajfa-11456	154	54	two	two	NUM
ajfa-11456	154	55	terms	term	NOUN
ajfa-11456	154	56	are	be	AUX
ajfa-11456	154	57	same	same	ADJ
ajfa-11456	154	58	as	as	SCONJ
ajfa-11456	154	59	defined	define	VERB
ajfa-11456	154	60	in	in	ADP
ajfa-11456	154	61	equation	equation	NOUN
ajfa-11456	154	62	(	(	PUNCT
ajfa-11456	154	63	2	2	NUM
ajfa-11456	154	64	)	)	PUNCT
ajfa-11456	154	65	.	.	PUNCT
ajfa-11456	155	1	insignificant	insignificant	ADJ
ajfa-11456	155	2	intercepts	intercept	NOUN
ajfa-11456	155	3	from	from	ADP
ajfa-11456	155	4	the	the	DET
ajfa-11456	155	5	ff	ff	NOUN
ajfa-11456	155	6	(	(	PUNCT
ajfa-11456	155	7	1993	1993	NUM
ajfa-11456	155	8	)	)	PUNCT
ajfa-11456	155	9	model	model	NOUN
ajfa-11456	155	10	regressions	regression	NOUN
ajfa-11456	155	11	means	mean	VERB
ajfa-11456	155	12	that	that	SCONJ
ajfa-11456	155	13	the	the	DET
ajfa-11456	155	14	three	three	NUM
ajfa-11456	155	15	factor	factor	NOUN
ajfa-11456	155	16	ff	ff	NOUN
ajfa-11456	155	17	model	model	NOUN
ajfa-11456	155	18	is	be	AUX
ajfa-11456	155	19	good	good	ADJ
ajfa-11456	155	20	in	in	ADP
ajfa-11456	155	21	explanation	explanation	NOUN
ajfa-11456	155	22	of	of	ADP
ajfa-11456	155	23	returns	return	NOUN
ajfa-11456	155	24	.	.	PUNCT
ajfa-11456	156	1	presence	presence	NOUN
ajfa-11456	156	2	of	of	ADP
ajfa-11456	156	3	statistically	statistically	ADV
ajfa-11456	156	4	significant	significant	ADJ
ajfa-11456	156	5	intercepts	intercept	NOUN
ajfa-11456	156	6	leads	lead	VERB
ajfa-11456	156	7	us	we	PRON
ajfa-11456	156	8	to	to	PART
ajfa-11456	156	9	employ	employ	VERB
ajfa-11456	156	10	the	the	DET
ajfa-11456	156	11	carhart(1997	carhart(1997	NOUN
ajfa-11456	156	12	)	)	PUNCT
ajfa-11456	156	13	four	four	NUM
ajfa-11456	156	14	factor	factor	NOUN
ajfa-11456	156	15	model	model	NOUN
ajfa-11456	156	16	.	.	PUNCT
ajfa-11456	157	1	carhart	carhart	NOUN
ajfa-11456	157	2	(	(	PUNCT
ajfa-11456	157	3	1997	1997	NUM
ajfa-11456	157	4	)	)	PUNCT
ajfa-11456	157	5	four	four	NUM
ajfa-11456	157	6	-	-	PUNCT
ajfa-11456	157	7	factor	factor	NOUN
ajfa-11456	157	8	model	model	NOUN
ajfa-11456	157	9	adds	add	VERB
ajfa-11456	157	10	one	one	NUM
ajfa-11456	157	11	-	-	PUNCT
ajfa-11456	157	12	year	year	NOUN
ajfa-11456	157	13	return	return	NOUN
ajfa-11456	157	14	momentum	momentum	NOUN
ajfa-11456	157	15	to	to	ADP
ajfa-11456	157	16	the	the	DET
ajfa-11456	157	17	fama	fama	NOUN
ajfa-11456	157	18	french	french	ADJ
ajfa-11456	157	19	factors	factor	NOUN
ajfa-11456	157	20	,	,	PUNCT
ajfa-11456	157	21	to	to	PART
ajfa-11456	157	22	capture	capture	VERB
ajfa-11456	157	23	patterns	pattern	NOUN
ajfa-11456	157	24	in	in	ADP
ajfa-11456	157	25	returns	return	NOUN
ajfa-11456	157	26	as	as	SCONJ
ajfa-11456	157	27	follows	follow	VERB
ajfa-11456	157	28	:	:	PUNCT
ajfa-11456	157	29	rpt	rpt	NOUN
ajfa-11456	157	30	–	–	PUNCT
ajfa-11456	157	31	rft	rft	NOUN
ajfa-11456	157	32	=	=	PUNCT
ajfa-11456	157	33	a	a	DET
ajfa-11456	157	34	+	+	NUM
ajfa-11456	157	35	b	b	NOUN
ajfa-11456	157	36	(	(	PUNCT
ajfa-11456	157	37	rmt	rmt	NOUN
ajfa-11456	157	38	rft	rft	NOUN
ajfa-11456	157	39	)	)	PUNCT
ajfa-11456	158	1	+	+	SYM
ajfa-11456	159	1	s	s	X
ajfa-11456	159	2	(	(	PUNCT
ajfa-11456	159	3	smbt	smbt	NOUN
ajfa-11456	159	4	)	)	PUNCT
ajfa-11456	159	5	+	+	NUM
ajfa-11456	160	1	h	h	NOUN
ajfa-11456	160	2	(	(	PUNCT
ajfa-11456	160	3	lmht	lmht	NOUN
ajfa-11456	160	4	)	)	PUNCT
ajfa-11456	161	1	+	+	SYM
ajfa-11456	161	2	w	w	X
ajfa-11456	161	3	(	(	PUNCT
ajfa-11456	161	4	wmlt	wmlt	NOUN
ajfa-11456	161	5	)	)	PUNCT
ajfa-11456	161	6	+	+	NUM
ajfa-11456	161	7	et	et	NOUN
ajfa-11456	161	8	(	(	PUNCT
ajfa-11456	161	9	4	4	NUM
ajfa-11456	161	10	)	)	PUNCT
ajfa-11456	161	11	where	where	SCONJ
ajfa-11456	161	12	wml	wml	PROPN
ajfa-11456	161	13	is	be	AUX
ajfa-11456	161	14	the	the	DET
ajfa-11456	161	15	difference	difference	NOUN
ajfa-11456	161	16	between	between	ADP
ajfa-11456	161	17	the	the	DET
ajfa-11456	161	18	returns	return	NOUN
ajfa-11456	161	19	of	of	ADP
ajfa-11456	161	20	the	the	DET
ajfa-11456	161	21	winner	winner	NOUN
ajfa-11456	161	22	and	and	CCONJ
ajfa-11456	161	23	loser	loser	NOUN
ajfa-11456	161	24	portfolios.the	portfolios.the	DET
ajfa-11456	161	25	other	other	ADJ
ajfa-11456	161	26	terms	term	NOUN
ajfa-11456	161	27	are	be	AUX
ajfa-11456	161	28	same	same	ADJ
ajfa-11456	161	29	as	as	ADP
ajfa-11456	161	30	in	in	ADP
ajfa-11456	161	31	equation	equation	NOUN
ajfa-11456	161	32	(	(	PUNCT
ajfa-11456	161	33	3	3	NUM
ajfa-11456	161	34	)	)	PUNCT
ajfa-11456	161	35	.	.	PUNCT
ajfa-11456	162	1	asian	asian	ADJ
ajfa-11456	162	2	journal	journal	PROPN
ajfa-11456	162	3	of	of	ADP
ajfa-11456	162	4	finance	finance	PROPN
ajfa-11456	162	5	&	&	CCONJ
ajfa-11456	162	6	accounting	accounting	PROPN
ajfa-11456	162	7	issn	issn	PROPN
ajfa-11456	162	8	1946	1946	NUM
ajfa-11456	162	9	-	-	PUNCT
ajfa-11456	162	10	052x	052x	PROPN
ajfa-11456	162	11	2017	2017	NUM
ajfa-11456	162	12	,	,	PUNCT
ajfa-11456	162	13	vol	vol	NOUN
ajfa-11456	162	14	.	.	NOUN
ajfa-11456	162	15	9	9	NUM
ajfa-11456	162	16	,	,	PUNCT
ajfa-11456	163	1	no	no	NOUN
ajfa-11456	163	2	.	.	NOUN
ajfa-11456	163	3	2	2	NUM
ajfa-11456	163	4	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	163	5	10	10	NUM
ajfa-11456	163	6	if	if	SCONJ
ajfa-11456	163	7	the	the	DET
ajfa-11456	163	8	carhart	carhart	NOUN
ajfa-11456	163	9	model	model	NOUN
ajfa-11456	163	10	fails	fail	VERB
ajfa-11456	163	11	to	to	PART
ajfa-11456	163	12	explain	explain	VERB
ajfa-11456	163	13	the	the	DET
ajfa-11456	163	14	abnormal	abnormal	ADJ
ajfa-11456	163	15	returns	return	NOUN
ajfa-11456	163	16	,	,	PUNCT
ajfa-11456	163	17	then	then	ADV
ajfa-11456	163	18	we	we	PRON
ajfa-11456	163	19	use	use	VERB
ajfa-11456	163	20	the	the	DET
ajfa-11456	163	21	fama	fama	NOUN
ajfa-11456	163	22	and	and	CCONJ
ajfa-11456	163	23	french	french	ADJ
ajfa-11456	163	24	(	(	PUNCT
ajfa-11456	163	25	2015	2015	NUM
ajfa-11456	163	26	)	)	PUNCT
ajfa-11456	163	27	(	(	PUNCT
ajfa-11456	163	28	ff	ff	NOUN
ajfa-11456	163	29	2015)five	2015)five	NUM
ajfa-11456	163	30	factor	factor	NOUN
ajfa-11456	163	31	model	model	NOUN
ajfa-11456	163	32	.	.	PUNCT
ajfa-11456	164	1	this	this	DET
ajfa-11456	164	2	model	model	NOUN
ajfa-11456	164	3	augments	augment	VERB
ajfa-11456	164	4	the	the	DET
ajfa-11456	164	5	three	three	NUM
ajfa-11456	164	6	factor	factor	NOUN
ajfa-11456	164	7	model	model	NOUN
ajfa-11456	164	8	with	with	ADP
ajfa-11456	164	9	profitability	profitability	NOUN
ajfa-11456	164	10	and	and	CCONJ
ajfa-11456	164	11	investment	investment	NOUN
ajfa-11456	164	12	as	as	ADP
ajfa-11456	164	13	additional	additional	ADJ
ajfa-11456	164	14	explanatory	explanatory	ADJ
ajfa-11456	164	15	variables	variable	NOUN
ajfa-11456	164	16	.	.	PUNCT
ajfa-11456	165	1	rpt	rpt	NOUN
ajfa-11456	165	2	–	–	PUNCT
ajfa-11456	165	3	rft	rft	NOUN
ajfa-11456	165	4	=	=	PUNCT
ajfa-11456	165	5	a	a	DET
ajfa-11456	165	6	+	+	NUM
ajfa-11456	165	7	b	b	NOUN
ajfa-11456	165	8	(	(	PUNCT
ajfa-11456	165	9	rmt	rmt	NOUN
ajfa-11456	165	10	rft	rft	NOUN
ajfa-11456	165	11	)	)	PUNCT
ajfa-11456	166	1	+	+	SYM
ajfa-11456	167	1	s	s	X
ajfa-11456	167	2	(	(	PUNCT
ajfa-11456	167	3	smbt	smbt	NOUN
ajfa-11456	167	4	)	)	PUNCT
ajfa-11456	167	5	+	+	NUM
ajfa-11456	168	1	h	h	NOUN
ajfa-11456	168	2	(	(	PUNCT
ajfa-11456	168	3	lmht	lmht	NOUN
ajfa-11456	168	4	)	)	PUNCT
ajfa-11456	169	1	+	+	CCONJ
ajfa-11456	169	2	r	r	NOUN
ajfa-11456	169	3	(	(	PUNCT
ajfa-11456	169	4	rmwt	rmwt	PROPN
ajfa-11456	169	5	)	)	PUNCT
ajfa-11456	169	6	+	+	SYM
ajfa-11456	169	7	c	c	X
ajfa-11456	169	8	(	(	PUNCT
ajfa-11456	169	9	cma)t+et	cma)t+et	X
ajfa-11456	169	10	(	(	PUNCT
ajfa-11456	169	11	5	5	X
ajfa-11456	169	12	)	)	PUNCT
ajfa-11456	169	13	rmw	rmw	PROPN
ajfa-11456	169	14	is	be	AUX
ajfa-11456	169	15	the	the	DET
ajfa-11456	169	16	difference	difference	NOUN
ajfa-11456	169	17	in	in	ADP
ajfa-11456	169	18	returns	return	NOUN
ajfa-11456	169	19	on	on	ADP
ajfa-11456	169	20	portfolios	portfolio	NOUN
ajfa-11456	169	21	with	with	ADP
ajfa-11456	169	22	high	high	ADJ
ajfa-11456	169	23	and	and	CCONJ
ajfa-11456	169	24	low	low	ADJ
ajfa-11456	169	25	profitability	profitability	NOUN
ajfa-11456	169	26	.	.	PUNCT
ajfa-11456	170	1	cma	cma	PROPN
ajfa-11456	170	2	is	be	AUX
ajfa-11456	170	3	the	the	DET
ajfa-11456	170	4	difference	difference	NOUN
ajfa-11456	170	5	in	in	ADP
ajfa-11456	170	6	returns	return	NOUN
ajfa-11456	170	7	on	on	ADP
ajfa-11456	170	8	stocks	stock	NOUN
ajfa-11456	170	9	with	with	ADP
ajfa-11456	170	10	low	low	ADJ
ajfa-11456	170	11	and	and	CCONJ
ajfa-11456	170	12	high	high	ADJ
ajfa-11456	170	13	investment	investment	NOUN
ajfa-11456	170	14	.	.	PUNCT
ajfa-11456	171	1	the	the	DET
ajfa-11456	171	2	other	other	ADJ
ajfa-11456	171	3	terms	term	NOUN
ajfa-11456	171	4	are	be	AUX
ajfa-11456	171	5	same	same	ADJ
ajfa-11456	171	6	as	as	ADP
ajfa-11456	171	7	in	in	ADP
ajfa-11456	171	8	the	the	DET
ajfa-11456	171	9	previous	previous	ADJ
ajfa-11456	171	10	equation	equation	NOUN
ajfa-11456	171	11	.	.	PUNCT
ajfa-11456	172	1	5	5	X
ajfa-11456	172	2	.	.	X
ajfa-11456	172	3	empirical	empirical	ADJ
ajfa-11456	172	4	results	result	NOUN
ajfa-11456	172	5	table	table	VERB
ajfa-11456	172	6	1	1	NUM
ajfa-11456	172	7	,	,	PUNCT
ajfa-11456	172	8	panel	panel	NOUN
ajfa-11456	172	9	a	a	NOUN
ajfa-11456	172	10	,	,	PUNCT
ajfa-11456	172	11	presents	present	VERB
ajfa-11456	172	12	the	the	DET
ajfa-11456	172	13	empirical	empirical	ADJ
ajfa-11456	172	14	results	result	NOUN
ajfa-11456	172	15	of	of	ADP
ajfa-11456	172	16	the	the	DET
ajfa-11456	172	17	univariate	univariate	ADJ
ajfa-11456	172	18	strategies	strategy	NOUN
ajfa-11456	172	19	.	.	PUNCT
ajfa-11456	173	1	results	result	NOUN
ajfa-11456	173	2	of	of	ADP
ajfa-11456	173	3	bivariate	bivariate	ADJ
ajfa-11456	173	4	independent	independent	ADJ
ajfa-11456	173	5	and	and	CCONJ
ajfa-11456	173	6	bivariate	bivariate	ADJ
ajfa-11456	173	7	conditional	conditional	ADJ
ajfa-11456	173	8	strategies	strategy	NOUN
ajfa-11456	173	9	are	be	AUX
ajfa-11456	173	10	reported	report	VERB
ajfa-11456	173	11	in	in	ADP
ajfa-11456	173	12	panels	panel	NOUN
ajfa-11456	173	13	b	b	PROPN
ajfa-11456	173	14	and	and	CCONJ
ajfa-11456	173	15	c	c	PROPN
ajfa-11456	173	16	in	in	ADP
ajfa-11456	173	17	table	table	NOUN
ajfa-11456	173	18	1	1	NUM
ajfa-11456	173	19	respectively	respectively	ADV
ajfa-11456	173	20	.	.	PUNCT
ajfa-11456	174	1	results	result	NOUN
ajfa-11456	174	2	on	on	ADP
ajfa-11456	174	3	univariate	univariate	ADJ
ajfa-11456	174	4	strategies	strategy	NOUN
ajfa-11456	174	5	in	in	ADP
ajfa-11456	174	6	panel	panel	NOUN
ajfa-11456	174	7	a	a	PRON
ajfa-11456	174	8	,	,	PUNCT
ajfa-11456	174	9	show	show	VERB
ajfa-11456	174	10	that	that	SCONJ
ajfa-11456	174	11	unadjusted	unadjusted	ADJ
ajfa-11456	174	12	returns	return	NOUN
ajfa-11456	174	13	vary	vary	VERB
ajfa-11456	174	14	inversely	inversely	ADV
ajfa-11456	174	15	with	with	ADP
ajfa-11456	174	16	firm	firm	ADJ
ajfa-11456	174	17	size	size	NOUN
ajfa-11456	174	18	,	,	PUNCT
ajfa-11456	174	19	price	price	NOUN
ajfa-11456	174	20	to	to	ADP
ajfa-11456	174	21	book	book	NOUN
ajfa-11456	174	22	value	value	NOUN
ajfa-11456	174	23	,	,	PUNCT
ajfa-11456	174	24	volume	volume	NOUN
ajfa-11456	174	25	and	and	CCONJ
ajfa-11456	174	26	directly	directly	ADV
ajfa-11456	174	27	with	with	ADP
ajfa-11456	174	28	short	short	ADJ
ajfa-11456	174	29	term	term	NOUN
ajfa-11456	174	30	prior	prior	ADJ
ajfa-11456	174	31	returns	return	NOUN
ajfa-11456	174	32	and	and	CCONJ
ajfa-11456	174	33	earnings	earning	NOUN
ajfa-11456	174	34	surprises	surprise	NOUN
ajfa-11456	174	35	which	which	PRON
ajfa-11456	174	36	is	be	AUX
ajfa-11456	174	37	in	in	ADP
ajfa-11456	174	38	line	line	NOUN
ajfa-11456	174	39	with	with	ADP
ajfa-11456	174	40	prior	prior	ADJ
ajfa-11456	174	41	research	research	NOUN
ajfa-11456	174	42	for	for	ADP
ajfa-11456	174	43	the	the	DET
ajfa-11456	174	44	indian	indian	ADJ
ajfa-11456	174	45	market	market	NOUN
ajfa-11456	174	46	.	.	PUNCT
ajfa-11456	175	1	more	more	ADV
ajfa-11456	175	2	profitable	profitable	ADJ
ajfa-11456	175	3	firms	firm	NOUN
ajfa-11456	175	4	generate	generate	VERB
ajfa-11456	175	5	higher	high	ADJ
ajfa-11456	175	6	returns	return	NOUN
ajfa-11456	175	7	vis	vis	ADP
ajfa-11456	175	8	a	a	DET
ajfa-11456	175	9	vis	vis	X
ajfa-11456	175	10	less	less	ADV
ajfa-11456	175	11	profitable	profitable	ADJ
ajfa-11456	175	12	ones	one	NOUN
ajfa-11456	175	13	which	which	PRON
ajfa-11456	175	14	is	be	AUX
ajfa-11456	175	15	consistent	consistent	ADJ
ajfa-11456	175	16	with	with	ADP
ajfa-11456	175	17	international	international	ADJ
ajfa-11456	175	18	findings	finding	NOUN
ajfa-11456	175	19	(	(	PUNCT
ajfa-11456	175	20	note	note	NOUN
ajfa-11456	175	21	4	4	NUM
ajfa-11456	175	22	)	)	PUNCT
ajfa-11456	175	23	.	.	PUNCT
ajfa-11456	176	1	long	long	ADJ
ajfa-11456	176	2	term	term	NOUN
ajfa-11456	176	3	momentum	momentum	NOUN
ajfa-11456	176	4	patterns	pattern	NOUN
ajfa-11456	176	5	are	be	AUX
ajfa-11456	176	6	weaker	weak	ADJ
ajfa-11456	176	7	and	and	CCONJ
ajfa-11456	176	8	dominated	dominate	VERB
ajfa-11456	176	9	by	by	ADP
ajfa-11456	176	10	short	short	ADJ
ajfa-11456	176	11	term	term	NOUN
ajfa-11456	176	12	momentum	momentum	NOUN
ajfa-11456	176	13	so	so	SCONJ
ajfa-11456	176	14	we	we	PRON
ajfa-11456	176	15	abandon	abandon	VERB
ajfa-11456	176	16	long	long	ADJ
ajfa-11456	176	17	term	term	NOUN
ajfa-11456	176	18	prior	prior	ADJ
ajfa-11456	176	19	returns	return	NOUN
ajfa-11456	176	20	for	for	ADP
ajfa-11456	176	21	further	further	ADJ
ajfa-11456	176	22	construction	construction	NOUN
ajfa-11456	176	23	of	of	ADP
ajfa-11456	176	24	the	the	DET
ajfa-11456	176	25	investment	investment	NOUN
ajfa-11456	176	26	strategies	strategy	NOUN
ajfa-11456	176	27	(	(	PUNCT
ajfa-11456	176	28	note	note	NOUN
ajfa-11456	176	29	5	5	NUM
ajfa-11456	176	30	)	)	PUNCT
ajfa-11456	176	31	.	.	PUNCT
ajfa-11456	177	1	thus	thus	ADV
ajfa-11456	177	2	,	,	PUNCT
ajfa-11456	177	3	after	after	ADP
ajfa-11456	177	4	abandoning	abandon	VERB
ajfa-11456	177	5	contrarian	contrarian	ADJ
ajfa-11456	177	6	strategies	strategy	NOUN
ajfa-11456	177	7	the	the	DET
ajfa-11456	177	8	total	total	ADJ
ajfa-11456	177	9	estimated	estimate	VERB
ajfa-11456	177	10	strategies	strategy	NOUN
ajfa-11456	177	11	are	be	AUX
ajfa-11456	177	12	reduced	reduce	VERB
ajfa-11456	177	13	by	by	ADP
ajfa-11456	177	14	two	two	NUM
ajfa-11456	177	15	to264	to264	NOUN
ajfa-11456	177	16	.	.	PUNCT
ajfa-11456	178	1	on	on	ADP
ajfa-11456	178	2	an	an	DET
ajfa-11456	178	3	unadjusted	unadjusted	ADJ
ajfa-11456	178	4	basis	basis	NOUN
ajfa-11456	178	5	,	,	PUNCT
ajfa-11456	178	6	significant	significant	ADJ
ajfa-11456	178	7	returns	return	NOUN
ajfa-11456	178	8	are	be	AUX
ajfa-11456	178	9	obtained	obtain	VERB
ajfa-11456	178	10	on	on	ADP
ajfa-11456	178	11	winner	winner	NOUN
ajfa-11456	178	12	portfolios	portfolio	NOUN
ajfa-11456	178	13	of	of	ADP
ajfa-11456	178	14	all	all	DET
ajfa-11456	178	15	univariate	univariate	ADJ
ajfa-11456	178	16	investment	investment	NOUN
ajfa-11456	178	17	styles	style	NOUN
ajfa-11456	178	18	among	among	ADP
ajfa-11456	178	19	which	which	PRON
ajfa-11456	178	20	size	size	NOUN
ajfa-11456	178	21	sorted	sort	VERB
ajfa-11456	178	22	portfolios	portfolio	NOUN
ajfa-11456	178	23	provided	provide	VERB
ajfa-11456	178	24	the	the	DET
ajfa-11456	178	25	highest	high	ADJ
ajfa-11456	178	26	monthly	monthly	ADJ
ajfa-11456	178	27	returns	return	NOUN
ajfa-11456	178	28	(	(	PUNCT
ajfa-11456	178	29	2.7%)followed	2.7%)followe	VERB
ajfa-11456	178	30	by	by	ADP
ajfa-11456	178	31	volume	volume	NOUN
ajfa-11456	178	32	(	(	PUNCT
ajfa-11456	178	33	2.2	2.2	NUM
ajfa-11456	178	34	%	%	NOUN
ajfa-11456	178	35	)	)	PUNCT
ajfa-11456	178	36	and	and	CCONJ
ajfa-11456	178	37	momentum	momentum	NOUN
ajfa-11456	178	38	(	(	PUNCT
ajfa-11456	178	39	1.86	1.86	NUM
ajfa-11456	178	40	%	%	NOUN
ajfa-11456	178	41	)	)	PUNCT
ajfa-11456	178	42	.	.	PUNCT
ajfa-11456	179	1	based	base	VERB
ajfa-11456	179	2	on	on	ADP
ajfa-11456	179	3	unadjusted	unadjusted	ADJ
ajfa-11456	179	4	returns	return	NOUN
ajfa-11456	179	5	from	from	ADP
ajfa-11456	179	6	univariate	univariate	ADJ
ajfa-11456	179	7	analysis	analysis	NOUN
ajfa-11456	179	8	,	,	PUNCT
ajfa-11456	179	9	winners	winner	NOUN
ajfa-11456	179	10	are	be	AUX
ajfa-11456	179	11	identified	identify	VERB
ajfa-11456	179	12	in	in	ADP
ajfa-11456	179	13	each	each	DET
ajfa-11456	179	14	style	style	NOUN
ajfa-11456	179	15	group	group	NOUN
ajfa-11456	179	16	.	.	PUNCT
ajfa-11456	180	1	this	this	DET
ajfa-11456	180	2	combination	combination	NOUN
ajfa-11456	180	3	of	of	ADP
ajfa-11456	180	4	winners	winner	NOUN
ajfa-11456	180	5	used	use	VERB
ajfa-11456	180	6	to	to	PART
ajfa-11456	180	7	construct	construct	VERB
ajfa-11456	180	8	bivariate	bivariate	ADJ
ajfa-11456	180	9	strategies	strategy	NOUN
ajfa-11456	180	10	is	be	AUX
ajfa-11456	180	11	found	find	VERB
ajfa-11456	180	12	to	to	PART
ajfa-11456	180	13	give	give	VERB
ajfa-11456	180	14	highest	high	ADJ
ajfa-11456	180	15	returns	return	NOUN
ajfa-11456	180	16	among	among	ADP
ajfa-11456	180	17	that	that	DET
ajfa-11456	180	18	group	group	NOUN
ajfa-11456	180	19	and	and	CCONJ
ajfa-11456	180	20	are	be	AUX
ajfa-11456	180	21	designated	designate	VERB
ajfa-11456	180	22	as	as	ADP
ajfa-11456	180	23	winners	winner	NOUN
ajfa-11456	180	24	.	.	PUNCT
ajfa-11456	181	1	for	for	ADP
ajfa-11456	181	2	instance	instance	NOUN
ajfa-11456	181	3	,	,	PUNCT
ajfa-11456	181	4	in	in	ADP
ajfa-11456	181	5	the	the	DET
ajfa-11456	181	6	univariate	univariate	ADJ
ajfa-11456	181	7	analysis	analysis	NOUN
ajfa-11456	181	8	smallest	small	ADJ
ajfa-11456	181	9	size	size	NOUN
ajfa-11456	181	10	,	,	PUNCT
ajfa-11456	181	11	s1	s1	NOUN
ajfa-11456	181	12	,	,	PUNCT
ajfa-11456	181	13	and	and	CCONJ
ajfa-11456	181	14	highest	high	ADJ
ajfa-11456	181	15	prior	prior	ADJ
ajfa-11456	181	16	returns	return	NOUN
ajfa-11456	181	17	m5	m5	NOUN
ajfa-11456	181	18	are	be	AUX
ajfa-11456	181	19	winner	winner	NOUN
ajfa-11456	181	20	portfolios	portfolio	NOUN
ajfa-11456	181	21	.	.	PUNCT
ajfa-11456	182	1	so	so	ADV
ajfa-11456	182	2	,	,	PUNCT
ajfa-11456	182	3	the	the	DET
ajfa-11456	182	4	combination	combination	NOUN
ajfa-11456	182	5	of	of	ADP
ajfa-11456	182	6	smallest	small	ADJ
ajfa-11456	182	7	size	size	NOUN
ajfa-11456	182	8	and	and	CCONJ
ajfa-11456	182	9	highest	high	ADJ
ajfa-11456	182	10	momentum	momentum	NOUN
ajfa-11456	182	11	in	in	ADP
ajfa-11456	182	12	bivariate	bivariate	ADJ
ajfa-11456	182	13	strategies	strategy	NOUN
ajfa-11456	182	14	i.e.	i.e.	X
ajfa-11456	182	15	s1m2	s1m2	X
ajfa-11456	182	16	/	/	SYM
ajfa-11456	182	17	s1m3	s1m3	NOUN
ajfa-11456	182	18	strategy	strategy	NOUN
ajfa-11456	182	19	has	have	AUX
ajfa-11456	182	20	been	be	AUX
ajfa-11456	182	21	classified	classify	VERB
ajfa-11456	182	22	as	as	ADP
ajfa-11456	182	23	a	a	DET
ajfa-11456	182	24	‘	'	PUNCT
ajfa-11456	182	25	winner	winner	NOUN
ajfa-11456	182	26	’	'	PUNCT
ajfa-11456	182	27	strategy	strategy	NOUN
ajfa-11456	182	28	.	.	PUNCT
ajfa-11456	183	1	highest	high	ADJ
ajfa-11456	183	2	monthly	monthly	ADJ
ajfa-11456	183	3	returns	return	NOUN
ajfa-11456	183	4	in	in	ADP
ajfa-11456	183	5	the	the	DET
ajfa-11456	183	6	bivariate	bivariate	ADJ
ajfa-11456	183	7	independent	independent	ADJ
ajfa-11456	183	8	investment	investment	NOUN
ajfa-11456	183	9	styles	style	NOUN
ajfa-11456	183	10	are	be	AUX
ajfa-11456	183	11	provided	provide	VERB
ajfa-11456	183	12	by	by	ADP
ajfa-11456	183	13	s1e2(2.63	s1e2(2.63	ADJ
ajfa-11456	183	14	%	%	NOUN
ajfa-11456	183	15	)	)	PUNCT
ajfa-11456	183	16	,	,	PUNCT
ajfa-11456	183	17	s1m2	s1m2	X
ajfa-11456	183	18	(	(	PUNCT
ajfa-11456	183	19	2.60	2.60	NUM
ajfa-11456	183	20	%	%	NOUN
ajfa-11456	183	21	)	)	PUNCT
ajfa-11456	183	22	and	and	CCONJ
ajfa-11456	183	23	s1l1	s1l1	X
ajfa-11456	183	24	(	(	PUNCT
ajfa-11456	183	25	2	2	NUM
ajfa-11456	183	26	.	.	NOUN
ajfa-11456	183	27	5%).m2s1	5%).m2s1	NUM
ajfa-11456	183	28	(	(	PUNCT
ajfa-11456	183	29	2.7	2.7	NUM
ajfa-11456	183	30	%	%	NOUN
ajfa-11456	183	31	)	)	PUNCT
ajfa-11456	183	32	,	,	PUNCT
ajfa-11456	183	33	l1s1	l1s1	X
ajfa-11456	183	34	(	(	PUNCT
ajfa-11456	183	35	2.7	2.7	NUM
ajfa-11456	183	36	%	%	NOUN
ajfa-11456	183	37	)	)	PUNCT
ajfa-11456	183	38	and	and	CCONJ
ajfa-11456	183	39	s1l1	s1l1	X
ajfa-11456	183	40	(	(	PUNCT
ajfa-11456	183	41	2.6%)are	2.6%)are	NUM
ajfa-11456	183	42	the	the	DET
ajfa-11456	183	43	investment	investment	NOUN
ajfa-11456	183	44	styles	style	NOUN
ajfa-11456	183	45	in	in	ADP
ajfa-11456	183	46	the	the	DET
ajfa-11456	183	47	conditional	conditional	ADJ
ajfa-11456	183	48	bivariate	bivariate	ADJ
ajfa-11456	183	49	category	category	NOUN
ajfa-11456	183	50	providing	provide	VERB
ajfa-11456	183	51	highest	high	ADJ
ajfa-11456	183	52	monthly	monthly	ADJ
ajfa-11456	183	53	risk	risk	NOUN
ajfa-11456	183	54	unadjusted	unadjuste	VERB
ajfa-11456	183	55	returns	return	NOUN
ajfa-11456	183	56	.	.	PUNCT
ajfa-11456	184	1	the	the	DET
ajfa-11456	184	2	above	above	ADJ
ajfa-11456	184	3	empirical	empirical	ADJ
ajfa-11456	184	4	results	result	NOUN
ajfa-11456	184	5	indicate	indicate	VERB
ajfa-11456	184	6	that	that	SCONJ
ajfa-11456	184	7	on	on	ADP
ajfa-11456	184	8	an	an	DET
ajfa-11456	184	9	absolute	absolute	ADJ
ajfa-11456	184	10	return	return	NOUN
ajfa-11456	184	11	basis	basis	NOUN
ajfa-11456	184	12	bivariate	bivariate	NOUN
ajfa-11456	184	13	strategies	strategy	NOUN
ajfa-11456	184	14	do	do	AUX
ajfa-11456	184	15	not	not	PART
ajfa-11456	184	16	outperform	outperform	VERB
ajfa-11456	184	17	univariate	univariate	ADJ
ajfa-11456	184	18	strategies	strategy	NOUN
ajfa-11456	184	19	.	.	PUNCT
ajfa-11456	185	1	the	the	DET
ajfa-11456	185	2	highest	high	ADJ
ajfa-11456	185	3	unadjusted	unadjusted	ADJ
ajfa-11456	185	4	returns	return	NOUN
ajfa-11456	185	5	of	of	ADP
ajfa-11456	185	6	2.7	2.7	NUM
ajfa-11456	185	7	%	%	NOUN
ajfa-11456	185	8	per	per	ADP
ajfa-11456	185	9	month	month	NOUN
ajfa-11456	185	10	is	be	AUX
ajfa-11456	185	11	obtained	obtain	VERB
ajfa-11456	185	12	from	from	ADP
ajfa-11456	185	13	employing	employ	VERB
ajfa-11456	185	14	s1	s1	NOUN
ajfa-11456	185	15	(	(	PUNCT
ajfa-11456	185	16	small	small	ADJ
ajfa-11456	185	17	size	size	NOUN
ajfa-11456	185	18	sorted	sort	VERB
ajfa-11456	185	19	strategy	strategy	NOUN
ajfa-11456	185	20	)	)	PUNCT
ajfa-11456	185	21	on	on	ADP
ajfa-11456	185	22	a	a	DET
ajfa-11456	185	23	standalone	standalone	ADJ
ajfa-11456	185	24	basis	basis	NOUN
ajfa-11456	185	25	as	as	ADV
ajfa-11456	185	26	well	well	ADV
ajfa-11456	185	27	as	as	ADP
ajfa-11456	185	28	bivariate	bivariate	ADJ
ajfa-11456	185	29	m2s1	m2s1	NOUN
ajfa-11456	185	30	(	(	PUNCT
ajfa-11456	185	31	momentum	momentum	NOUN
ajfa-11456	185	32	-	-	PUNCT
ajfa-11456	185	33	size	size	NOUN
ajfa-11456	185	34	)	)	PUNCT
ajfa-11456	185	35	and	and	CCONJ
ajfa-11456	185	36	l1s1(liquidity	l1s1(liquidity	NOUN
ajfa-11456	185	37	-	-	PUNCT
ajfa-11456	185	38	size	size	NOUN
ajfa-11456	185	39	)	)	PUNCT
ajfa-11456	185	40	.	.	PUNCT
ajfa-11456	186	1	next	next	ADV
ajfa-11456	186	2	,	,	PUNCT
ajfa-11456	186	3	we	we	PRON
ajfa-11456	186	4	assess	assess	VERB
ajfa-11456	186	5	if	if	SCONJ
ajfa-11456	186	6	returns	return	NOUN
ajfa-11456	186	7	can	can	AUX
ajfa-11456	186	8	be	be	AUX
ajfa-11456	186	9	explained	explain	VERB
ajfa-11456	186	10	by	by	ADP
ajfa-11456	186	11	standard	standard	ADJ
ajfa-11456	186	12	risk	risk	NOUN
ajfa-11456	186	13	models	model	NOUN
ajfa-11456	186	14	.	.	PUNCT
ajfa-11456	187	1	employing	employ	VERB
ajfa-11456	187	2	risk	risk	NOUN
ajfa-11456	187	3	models	model	NOUN
ajfa-11456	187	4	,	,	PUNCT
ajfa-11456	187	5	we	we	PRON
ajfa-11456	187	6	find	find	VERB
ajfa-11456	187	7	that	that	SCONJ
ajfa-11456	187	8	capm	capm	PROPN
ajfa-11456	187	9	market	market	NOUN
ajfa-11456	187	10	factor	factor	NOUN
ajfa-11456	187	11	is	be	AUX
ajfa-11456	187	12	able	able	ADJ
ajfa-11456	187	13	to	to	PART
ajfa-11456	187	14	explain	explain	VERB
ajfa-11456	187	15	42	42	NUM
ajfa-11456	187	16	%	%	NOUN
ajfa-11456	187	17	(	(	PUNCT
ajfa-11456	187	18	110/264	110/264	NUM
ajfa-11456	187	19	)	)	PUNCT
ajfa-11456	187	20	of	of	ADP
ajfa-11456	187	21	the	the	DET
ajfa-11456	187	22	returns	return	NOUN
ajfa-11456	187	23	,	,	PUNCT
ajfa-11456	187	24	proving	prove	VERB
ajfa-11456	187	25	that	that	SCONJ
ajfa-11456	187	26	beta	beta	NOUN
ajfa-11456	187	27	stand	stand	NOUN
ajfa-11456	187	28	alone	alone	ADV
ajfa-11456	187	29	has	have	VERB
ajfa-11456	187	30	an	an	DET
ajfa-11456	187	31	explanatory	explanatory	ADJ
ajfa-11456	187	32	power	power	NOUN
ajfa-11456	187	33	.	.	PUNCT
ajfa-11456	188	1	however	however	ADV
ajfa-11456	188	2	,	,	PUNCT
ajfa-11456	188	3	market	market	NOUN
ajfa-11456	188	4	beta	beta	NOUN
ajfa-11456	188	5	is	be	AUX
ajfa-11456	188	6	unable	unable	ADJ
ajfa-11456	188	7	to	to	PART
ajfa-11456	188	8	account	account	VERB
ajfa-11456	188	9	for	for	ADP
ajfa-11456	188	10	remaining	remain	VERB
ajfa-11456	188	11	154	154	NUM
ajfa-11456	188	12	strategies	strategy	NOUN
ajfa-11456	188	13	of	of	ADP
ajfa-11456	188	14	which	which	PRON
ajfa-11456	188	15	114	114	NUM
ajfa-11456	188	16	are	be	AUX
ajfa-11456	188	17	winners	winner	NOUN
ajfa-11456	188	18	and	and	CCONJ
ajfa-11456	188	19	40	40	NUM
ajfa-11456	188	20	are	be	AUX
ajfa-11456	188	21	losers	loser	NOUN
ajfa-11456	188	22	.	.	PUNCT
ajfa-11456	189	1	since	since	SCONJ
ajfa-11456	189	2	,	,	PUNCT
ajfa-11456	189	3	the	the	DET
ajfa-11456	189	4	average	average	ADJ
ajfa-11456	189	5	alpha	alpha	NOUN
ajfa-11456	189	6	asian	asian	ADJ
ajfa-11456	189	7	journal	journal	NOUN
ajfa-11456	189	8	of	of	ADP
ajfa-11456	189	9	finance	finance	PROPN
ajfa-11456	189	10	&	&	CCONJ
ajfa-11456	189	11	accounting	accounting	PROPN
ajfa-11456	189	12	issn	issn	PROPN
ajfa-11456	189	13	1946	1946	NUM
ajfa-11456	189	14	-	-	PUNCT
ajfa-11456	189	15	052x	052x	PROPN
ajfa-11456	189	16	2017	2017	NUM
ajfa-11456	189	17	,	,	PUNCT
ajfa-11456	189	18	vol	vol	NOUN
ajfa-11456	189	19	.	.	NOUN
ajfa-11456	189	20	9	9	NUM
ajfa-11456	189	21	,	,	PUNCT
ajfa-11456	189	22	no	no	NOUN
ajfa-11456	189	23	.	.	NOUN
ajfa-11456	189	24	2	2	NUM
ajfa-11456	189	25	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	189	26	11	11	NUM
ajfa-11456	189	27	for	for	ADP
ajfa-11456	189	28	capm	capm	PROPN
ajfa-11456	189	29	loser	loser	NOUN
ajfa-11456	189	30	strategies	strategy	NOUN
ajfa-11456	189	31	is	be	AUX
ajfa-11456	189	32	0.34	0.34	NUM
ajfa-11456	189	33	%	%	NOUN
ajfa-11456	189	34	per	per	ADP
ajfa-11456	189	35	month	month	NOUN
ajfa-11456	189	36	(	(	PUNCT
ajfa-11456	189	37	4.08	4.08	NUM
ajfa-11456	189	38	%	%	NOUN
ajfa-11456	189	39	p.a	p.a	PROPN
ajfa-11456	189	40	.	.	PROPN
ajfa-11456	189	41	)	)	PUNCT
ajfa-11456	189	42	,	,	PUNCT
ajfa-11456	189	43	a	a	DET
ajfa-11456	189	44	long	long	ADV
ajfa-11456	189	45	-	-	PUNCT
ajfa-11456	189	46	short	short	ADJ
ajfa-11456	189	47	strategy	strategy	NOUN
ajfa-11456	189	48	seems	seem	VERB
ajfa-11456	189	49	feasible	feasible	ADJ
ajfa-11456	189	50	.	.	PUNCT
ajfa-11456	190	1	the	the	DET
ajfa-11456	190	2	size	size	NOUN
ajfa-11456	190	3	and	and	CCONJ
ajfa-11456	190	4	value	value	NOUN
ajfa-11456	190	5	factors	factor	NOUN
ajfa-11456	190	6	of	of	ADP
ajfa-11456	190	7	the	the	DET
ajfa-11456	190	8	ff	ff	NOUN
ajfa-11456	190	9	(	(	PUNCT
ajfa-11456	190	10	1993	1993	NUM
ajfa-11456	190	11	)	)	PUNCT
ajfa-11456	190	12	model	model	NOUN
ajfa-11456	190	13	explain	explain	VERB
ajfa-11456	190	14	65/154	65/154	NUM
ajfa-11456	190	15	(	(	PUNCT
ajfa-11456	190	16	42	42	NUM
ajfa-11456	190	17	%	%	NOUN
ajfa-11456	190	18	)	)	PUNCT
ajfa-11456	190	19	strategies	strategy	NOUN
ajfa-11456	190	20	,	,	PUNCT
ajfa-11456	190	21	thus	thus	ADV
ajfa-11456	190	22	it	it	PRON
ajfa-11456	190	23	can	can	AUX
ajfa-11456	190	24	be	be	AUX
ajfa-11456	190	25	inferred	infer	VERB
ajfa-11456	190	26	that	that	SCONJ
ajfa-11456	190	27	the	the	DET
ajfa-11456	190	28	ff	ff	ADJ
ajfa-11456	190	29	three	three	NUM
ajfa-11456	190	30	factor	factor	NOUN
ajfa-11456	190	31	model	model	NOUN
ajfa-11456	190	32	is	be	AUX
ajfa-11456	190	33	a	a	DET
ajfa-11456	190	34	better	well	ADJ
ajfa-11456	190	35	description	description	NOUN
ajfa-11456	190	36	of	of	ADP
ajfa-11456	190	37	a	a	DET
ajfa-11456	190	38	cross	cross	NOUN
ajfa-11456	190	39	section	section	NOUN
ajfa-11456	190	40	of	of	ADP
ajfa-11456	190	41	average	average	ADJ
ajfa-11456	190	42	stock	stock	NOUN
ajfa-11456	190	43	returns	return	NOUN
ajfa-11456	190	44	in	in	ADP
ajfa-11456	190	45	line	line	NOUN
ajfa-11456	190	46	with	with	ADP
ajfa-11456	190	47	existing	exist	VERB
ajfa-11456	190	48	research	research	NOUN
ajfa-11456	190	49	for	for	ADP
ajfa-11456	190	50	indian	indian	ADJ
ajfa-11456	190	51	stock	stock	PROPN
ajfa-11456	190	52	market(sehgal	market(sehgal	PROPN
ajfa-11456	190	53	et	et	NOUN
ajfa-11456	190	54	al	al	PROPN
ajfa-11456	190	55	2012	2012	NUM
ajfa-11456	190	56	;	;	PUNCT
ajfa-11456	190	57	sehgal	sehgal	PROPN
ajfa-11456	190	58	&	&	CCONJ
ajfa-11456	190	59	balakrishnan	balakrishnan	PROPN
ajfa-11456	190	60	,	,	PUNCT
ajfa-11456	190	61	2013	2013	NUM
ajfa-11456	190	62	)	)	PUNCT
ajfa-11456	190	63	.	.	PUNCT
ajfa-11456	191	1	nevertheless	nevertheless	ADV
ajfa-11456	191	2	,	,	PUNCT
ajfa-11456	191	3	the	the	DET
ajfa-11456	191	4	ff	ff	NOUN
ajfa-11456	191	5	(	(	PUNCT
ajfa-11456	191	6	1993	1993	NUM
ajfa-11456	191	7	)	)	PUNCT
ajfa-11456	191	8	model	model	NOUN
ajfa-11456	191	9	is	be	AUX
ajfa-11456	191	10	unable	unable	ADJ
ajfa-11456	191	11	to	to	PART
ajfa-11456	191	12	explain	explain	VERB
ajfa-11456	191	13	returns	return	NOUN
ajfa-11456	191	14	on	on	ADP
ajfa-11456	191	15	89/154portfolios	89/154portfolios	PROPN
ajfa-11456	191	16	,	,	PUNCT
ajfa-11456	191	17	which	which	PRON
ajfa-11456	191	18	comprises	comprise	VERB
ajfa-11456	191	19	of	of	ADP
ajfa-11456	191	20	79	79	NUM
ajfa-11456	191	21	winner	winner	NOUN
ajfa-11456	191	22	portfolios	portfolio	NOUN
ajfa-11456	191	23	and	and	CCONJ
ajfa-11456	191	24	10	10	NUM
ajfa-11456	191	25	loser	loser	ADJ
ajfa-11456	191	26	portfolios	portfolio	NOUN
ajfa-11456	191	27	.	.	PUNCT
ajfa-11456	192	1	thus	thus	ADV
ajfa-11456	192	2	,	,	PUNCT
ajfa-11456	192	3	there	there	PRON
ajfa-11456	192	4	are	be	VERB
ajfa-11456	192	5	substantial	substantial	ADJ
ajfa-11456	192	6	winners	winner	NOUN
ajfa-11456	192	7	at	at	ADP
ajfa-11456	192	8	the	the	DET
ajfa-11456	192	9	three	three	NUM
ajfa-11456	192	10	factor	factor	NOUN
ajfa-11456	192	11	model	model	NOUN
ajfa-11456	192	12	level	level	NOUN
ajfa-11456	192	13	.	.	PUNCT
ajfa-11456	193	1	out	out	ADP
ajfa-11456	193	2	of	of	ADP
ajfa-11456	193	3	this	this	PRON
ajfa-11456	193	4	the	the	DET
ajfa-11456	193	5	carhart	carhart	NOUN
ajfa-11456	193	6	model	model	NOUN
ajfa-11456	193	7	augmented	augment	VERB
ajfa-11456	193	8	with	with	ADP
ajfa-11456	193	9	a	a	DET
ajfa-11456	193	10	momentum	momentum	NOUN
ajfa-11456	193	11	factor	factor	NOUN
ajfa-11456	193	12	is	be	AUX
ajfa-11456	193	13	able	able	ADJ
ajfa-11456	193	14	to	to	PART
ajfa-11456	193	15	explain	explain	VERB
ajfa-11456	193	16	alphas	alpha	NOUN
ajfa-11456	193	17	in	in	ADP
ajfa-11456	193	18	only	only	ADV
ajfa-11456	193	19	7cases	7cases	NUM
ajfa-11456	193	20	,	,	PUNCT
ajfa-11456	193	21	whereas	whereas	SCONJ
ajfa-11456	193	22	the	the	DET
ajfa-11456	193	23	five	five	NUM
ajfa-11456	193	24	-	-	PUNCT
ajfa-11456	193	25	factor	factor	NOUN
ajfa-11456	193	26	model	model	NOUN
ajfa-11456	193	27	with	with	ADP
ajfa-11456	193	28	profitability	profitability	NOUN
ajfa-11456	193	29	and	and	CCONJ
ajfa-11456	193	30	investment	investment	NOUN
ajfa-11456	193	31	as	as	ADP
ajfa-11456	193	32	additional	additional	ADJ
ajfa-11456	193	33	factors	factor	NOUN
ajfa-11456	193	34	explain	explain	VERB
ajfa-11456	193	35	only	only	ADV
ajfa-11456	193	36	three	three	NUM
ajfa-11456	193	37	strategies	strategy	NOUN
ajfa-11456	193	38	completely	completely	ADV
ajfa-11456	193	39	.	.	PUNCT
ajfa-11456	194	1	thus	thus	ADV
ajfa-11456	194	2	,	,	PUNCT
ajfa-11456	194	3	there	there	PRON
ajfa-11456	194	4	are	be	VERB
ajfa-11456	194	5	still	still	ADV
ajfa-11456	194	6	79	79	NUM
ajfa-11456	194	7	strategies	strategy	NOUN
ajfa-11456	194	8	which	which	PRON
ajfa-11456	194	9	defy	defy	VERB
ajfa-11456	194	10	the	the	DET
ajfa-11456	194	11	risk	risk	NOUN
ajfa-11456	194	12	argument	argument	NOUN
ajfa-11456	194	13	,	,	PUNCT
ajfa-11456	194	14	consisting	consist	VERB
ajfa-11456	194	15	of	of	ADP
ajfa-11456	194	16	70	70	NUM
ajfa-11456	194	17	winners	winner	NOUN
ajfa-11456	194	18	and	and	CCONJ
ajfa-11456	194	19	9	9	NUM
ajfa-11456	194	20	losers	loser	NOUN
ajfa-11456	194	21	.	.	PUNCT
ajfa-11456	195	1	this	this	PRON
ajfa-11456	195	2	shows	show	VERB
ajfa-11456	195	3	that	that	SCONJ
ajfa-11456	195	4	the	the	DET
ajfa-11456	195	5	four	four	NUM
ajfa-11456	195	6	factor	factor	NOUN
ajfa-11456	195	7	carhart	carhart	NOUN
ajfa-11456	195	8	model	model	NOUN
ajfa-11456	195	9	and	and	CCONJ
ajfa-11456	195	10	five	five	NUM
ajfa-11456	195	11	factor	factor	NOUN
ajfa-11456	195	12	ff	ff	NOUN
ajfa-11456	195	13	model	model	NOUN
ajfa-11456	195	14	are	be	AUX
ajfa-11456	195	15	redundant	redundant	ADJ
ajfa-11456	195	16	in	in	ADP
ajfa-11456	195	17	providing	provide	VERB
ajfa-11456	195	18	a	a	DET
ajfa-11456	195	19	risk	risk	NOUN
ajfa-11456	195	20	based	base	VERB
ajfa-11456	195	21	explanation	explanation	NOUN
ajfa-11456	195	22	and	and	CCONJ
ajfa-11456	195	23	the	the	DET
ajfa-11456	195	24	ff	ff	ADJ
ajfa-11456	195	25	three	three	NUM
ajfa-11456	195	26	factor	factor	NOUN
ajfa-11456	195	27	model	model	NOUN
ajfa-11456	195	28	should	should	AUX
ajfa-11456	195	29	be	be	AUX
ajfa-11456	195	30	considered	consider	VERB
ajfa-11456	195	31	as	as	ADP
ajfa-11456	195	32	the	the	DET
ajfa-11456	195	33	benchmark	benchmark	NOUN
ajfa-11456	195	34	for	for	ADP
ajfa-11456	195	35	portfolio	portfolio	NOUN
ajfa-11456	195	36	evaluation	evaluation	NOUN
ajfa-11456	195	37	in	in	ADP
ajfa-11456	195	38	the	the	DET
ajfa-11456	195	39	indian	indian	ADJ
ajfa-11456	195	40	context	context	NOUN
ajfa-11456	195	41	for	for	ADP
ajfa-11456	195	42	nse200	nse200	NOUN
ajfa-11456	195	43	universe	universe	NOUN
ajfa-11456	195	44	.	.	PUNCT
ajfa-11456	196	1	the	the	DET
ajfa-11456	196	2	failure	failure	NOUN
ajfa-11456	196	3	of	of	ADP
ajfa-11456	196	4	the	the	DET
ajfa-11456	196	5	risk	risk	NOUN
ajfa-11456	196	6	models	model	NOUN
ajfa-11456	196	7	in	in	ADP
ajfa-11456	196	8	completely	completely	ADV
ajfa-11456	196	9	explaining	explain	VERB
ajfa-11456	196	10	extra	extra	ADJ
ajfa-11456	196	11	normal	normal	ADJ
ajfa-11456	196	12	returns	return	NOUN
ajfa-11456	196	13	in	in	ADP
ajfa-11456	196	14	about	about	ADP
ajfa-11456	196	15	31%(82/264	31%(82/264	NUM
ajfa-11456	196	16	)	)	PUNCT
ajfa-11456	196	17	of	of	ADP
ajfa-11456	196	18	the	the	DET
ajfa-11456	196	19	cases	case	NOUN
ajfa-11456	196	20	suggests	suggest	VERB
ajfa-11456	196	21	missing	miss	VERB
ajfa-11456	196	22	risk	risk	NOUN
ajfa-11456	196	23	factors	factor	NOUN
ajfa-11456	196	24	or	or	CCONJ
ajfa-11456	196	25	search	search	VERB
ajfa-11456	196	26	for	for	ADP
ajfa-11456	196	27	a	a	DET
ajfa-11456	196	28	behavioral	behavioral	ADJ
ajfa-11456	196	29	reason	reason	NOUN
ajfa-11456	196	30	.	.	PUNCT
ajfa-11456	197	1	yet	yet	CCONJ
ajfa-11456	197	2	these	these	DET
ajfa-11456	197	3	unexplained	unexplained	ADJ
ajfa-11456	197	4	alphas	alpha	NOUN
ajfa-11456	197	5	of	of	ADP
ajfa-11456	197	6	the	the	DET
ajfa-11456	197	7	strategies	strategy	NOUN
ajfa-11456	197	8	show	show	VERB
ajfa-11456	197	9	the	the	DET
ajfa-11456	197	10	potential	potential	NOUN
ajfa-11456	197	11	for	for	ADP
ajfa-11456	197	12	superior	superior	ADJ
ajfa-11456	197	13	returns	return	NOUN
ajfa-11456	197	14	in	in	ADP
ajfa-11456	197	15	the	the	DET
ajfa-11456	197	16	indian	indian	ADJ
ajfa-11456	197	17	stock	stock	NOUN
ajfa-11456	197	18	market	market	NOUN
ajfa-11456	197	19	.	.	PUNCT
ajfa-11456	198	1	the	the	DET
ajfa-11456	198	2	highest	high	ADJ
ajfa-11456	198	3	risk	risk	NOUN
ajfa-11456	198	4	adjusted	adjust	VERB
ajfa-11456	198	5	returns	return	NOUN
ajfa-11456	198	6	among	among	ADP
ajfa-11456	198	7	all	all	DET
ajfa-11456	198	8	strategies	strategy	NOUN
ajfa-11456	198	9	considered	consider	VERB
ajfa-11456	198	10	are	be	AUX
ajfa-11456	198	11	obtained	obtain	VERB
ajfa-11456	198	12	from	from	ADP
ajfa-11456	198	13	constructing	construct	VERB
ajfa-11456	198	14	the	the	DET
ajfa-11456	198	15	conditional	conditional	ADJ
ajfa-11456	198	16	bivariate	bivariate	ADJ
ajfa-11456	198	17	investment	investment	NOUN
ajfa-11456	198	18	strategy	strategy	NOUN
ajfa-11456	198	19	viz	viz	PROPN
ajfa-11456	198	20	.	.	PUNCT
ajfa-11456	199	1	e2l1	e2l1	PROPN
ajfa-11456	199	2	(	(	PUNCT
ajfa-11456	199	3	earnings	earning	NOUN
ajfa-11456	199	4	momentum	momentum	NOUN
ajfa-11456	199	5	-	-	PUNCT
ajfa-11456	199	6	liquidity	liquidity	NOUN
ajfa-11456	199	7	)	)	PUNCT
ajfa-11456	199	8	,	,	PUNCT
ajfa-11456	199	9	m2s1	m2s1	ADP
ajfa-11456	199	10	(	(	PUNCT
ajfa-11456	199	11	price	price	NOUN
ajfa-11456	199	12	momentum	momentum	NOUN
ajfa-11456	199	13	-	-	PUNCT
ajfa-11456	199	14	size	size	NOUN
ajfa-11456	199	15	)	)	PUNCT
ajfa-11456	199	16	,	,	PUNCT
ajfa-11456	199	17	e2m3	e2m3	X
ajfa-11456	199	18	(	(	PUNCT
ajfa-11456	199	19	earnings	earning	NOUN
ajfa-11456	199	20	momentumprice	momentumprice	NOUN
ajfa-11456	199	21	momentum	momentum	NOUN
ajfa-11456	199	22	)	)	PUNCT
ajfa-11456	199	23	(	(	PUNCT
ajfa-11456	199	24	1.1	1.1	NUM
ajfa-11456	199	25	%	%	NOUN
ajfa-11456	199	26	per	per	ADP
ajfa-11456	199	27	month	month	NOUN
ajfa-11456	199	28	)	)	PUNCT
ajfa-11456	199	29	.	.	PUNCT
ajfa-11456	200	1	this	this	PRON
ajfa-11456	200	2	shows	show	VERB
ajfa-11456	200	3	that	that	SCONJ
ajfa-11456	200	4	conditional	conditional	ADJ
ajfa-11456	200	5	bivariate	bivariate	ADJ
ajfa-11456	200	6	investment	investment	NOUN
ajfa-11456	200	7	strategies	strategy	NOUN
ajfa-11456	200	8	provide	provide	VERB
ajfa-11456	200	9	higher	high	ADJ
ajfa-11456	200	10	risk	risk	NOUN
ajfa-11456	200	11	adjusted	adjust	VERB
ajfa-11456	200	12	returns	return	NOUN
ajfa-11456	200	13	than	than	ADP
ajfa-11456	200	14	independent	independent	ADJ
ajfa-11456	200	15	bivariate	bivariate	ADJ
ajfa-11456	200	16	and	and	CCONJ
ajfa-11456	200	17	univariate	univariate	ADJ
ajfa-11456	200	18	strategies	strategy	NOUN
ajfa-11456	200	19	.	.	PUNCT
ajfa-11456	201	1	table	table	NOUN
ajfa-11456	201	2	1	1	NUM
ajfa-11456	201	3	.	.	PUNCT
ajfa-11456	201	4	unadjusted	unadjuste	VERB
ajfa-11456	201	5	and	and	CCONJ
ajfa-11456	201	6	risk	risk	NOUN
ajfa-11456	201	7	adjusted	adjust	VERB
ajfa-11456	201	8	returns	return	NOUN
ajfa-11456	201	9	on	on	ADP
ajfa-11456	201	10	univariate	univariate	ADJ
ajfa-11456	201	11	,	,	PUNCT
ajfa-11456	201	12	independent	independent	ADJ
ajfa-11456	201	13	bivariate	bivariate	ADJ
ajfa-11456	201	14	and	and	CCONJ
ajfa-11456	201	15	conditional	conditional	ADJ
ajfa-11456	201	16	bivariate	bivariate	ADJ
ajfa-11456	201	17	strategies	strategy	NOUN
ajfa-11456	201	18	.	.	PUNCT
ajfa-11456	202	1	panel	panel	NOUN
ajfa-11456	202	2	a	a	DET
ajfa-11456	202	3	--	--	PUNCT
ajfa-11456	202	4	univariate	univariate	ADJ
ajfa-11456	202	5	unadjusted	unadjusted	ADJ
ajfa-11456	202	6	capm	capm	PROPN
ajfa-11456	202	7	fama	fama	PROPN
ajfa-11456	202	8	french-3	french-3	NOUN
ajfa-11456	202	9	factor	factor	NOUN
ajfa-11456	202	10	carhart	carhart	NOUN
ajfa-11456	202	11	fama	fama	NOUN
ajfa-11456	202	12	french-5	french-5	PROPN
ajfa-11456	202	13	factor	factor	NOUN
ajfa-11456	202	14	p	p	NOUN
ajfa-11456	202	15	#	#	NOUN
ajfa-11456	202	16	i.s	i.s	NOUN
ajfa-11456	202	17	.	.	PUNCT
ajfa-11456	203	1	*	*	PUNCT
ajfa-11456	203	2	mean	mean	PROPN
ajfa-11456	203	3	return	return	VERB
ajfa-11456	203	4	t	t	NOUN
ajfa-11456	203	5	-	-	PUNCT
ajfa-11456	203	6	stat	stat	NOUN
ajfa-11456	203	7	α	α	PROPN
ajfa-11456	203	8	t	t	PROPN
ajfa-11456	203	9	-	-	PUNCT
ajfa-11456	203	10	stat	stat	NOUN
ajfa-11456	203	11	adj	adj	PROPN
ajfa-11456	203	12	-	-	PUNCT
ajfa-11456	203	13	r2	r2	NOUN
ajfa-11456	203	14	α	α	PROPN
ajfa-11456	203	15	t	t	PROPN
ajfa-11456	203	16	-	-	PUNCT
ajfa-11456	203	17	stat	stat	NOUN
ajfa-11456	203	18	adj	adj	PROPN
ajfa-11456	203	19	-	-	PUNCT
ajfa-11456	203	20	r2	r2	NOUN
ajfa-11456	203	21	α	α	PROPN
ajfa-11456	203	22	t	t	PROPN
ajfa-11456	203	23	-	-	PUNCT
ajfa-11456	203	24	stat	stat	NOUN
ajfa-11456	203	25	adj	adj	PROPN
ajfa-11456	203	26	-	-	PUNCT
ajfa-11456	203	27	r2	r2	NOUN
ajfa-11456	203	28	α	α	PROPN
ajfa-11456	203	29	t	t	PROPN
ajfa-11456	203	30	-	-	PUNCT
ajfa-11456	203	31	stat	stat	NOUN
ajfa-11456	203	32	adj	adj	PROPN
ajfa-11456	203	33	-	-	PUNCT
ajfa-11456	203	34	r2	r2	PROPN
ajfa-11456	203	35	w	w	PROPN
ajfa-11456	203	36	s1	s1	PROPN
ajfa-11456	203	37	0.027	0.027	NUM
ajfa-11456	203	38	3.437	3.437	NUM
ajfa-11456	203	39	0.020	0.020	NUM
ajfa-11456	203	40	5.634	5.634	NUM
ajfa-11456	203	41	0.801	0.801	NUM
ajfa-11456	203	42	0.007	0.007	NUM
ajfa-11456	203	43	3.574	3.574	NUM
ajfa-11456	203	44	0.951	0.951	NUM
ajfa-11456	203	45	0.007	0.007	NUM
ajfa-11456	203	46	3.628	3.628	NUM
ajfa-11456	203	47	0.951	0.951	NUM
ajfa-11456	203	48	0.007	0.007	NUM
ajfa-11456	203	49	3.530	3.530	NUM
ajfa-11456	203	50	0.951	0.951	NUM
ajfa-11456	203	51	s5	s5	PROPN
ajfa-11456	203	52	0.005	0.005	NUM
ajfa-11456	203	53	0.800	0.800	NUM
ajfa-11456	203	54	-0.001	-0.001	NUM
ajfa-11456	203	55	-1.424	-1.424	PUNCT
ajfa-11456	203	56	0.978	0.978	NUM
ajfa-11456	203	57	w	w	NOUN
ajfa-11456	203	58	v1	v1	PROPN
ajfa-11456	203	59	0.015	0.015	NUM
ajfa-11456	203	60	1.584	1.584	NUM
ajfa-11456	203	61	0.006	0.006	NUM
ajfa-11456	203	62	1.548	1.548	NUM
ajfa-11456	203	63	0.821	0.821	NUM
ajfa-11456	203	64	v5	v5	PROPN
ajfa-11456	203	65	0.013	0.013	NUM
ajfa-11456	203	66	2.326	2.326	NUM
ajfa-11456	203	67	0.007	0.007	NUM
ajfa-11456	203	68	3.744	3.744	NUM
ajfa-11456	203	69	0.866	0.866	NUM
ajfa-11456	203	70	0.004	0.004	NUM
ajfa-11456	203	71	2.483	2.483	NUM
ajfa-11456	203	72	0.940	0.940	NUM
ajfa-11456	203	73	0.004	0.004	NUM
ajfa-11456	203	74	2.356	2.356	NUM
ajfa-11456	203	75	0.940	0.940	NUM
ajfa-11456	203	76	0.004	0.004	NUM
ajfa-11456	203	77	2.421	2.421	NUM
ajfa-11456	203	78	0.940	0.940	NUM
ajfa-11456	203	79	m1	m1	NOUN
ajfa-11456	203	80	0.014	0.014	NUM
ajfa-11456	203	81	1.710	1.710	NUM
ajfa-11456	203	82	0.007	0.007	NUM
ajfa-11456	203	83	1.756	1.756	NUM
ajfa-11456	203	84	0.795	0.795	NUM
ajfa-11456	203	85	w	w	PROPN
ajfa-11456	203	86	m5	m5	PROPN
ajfa-11456	203	87	0.019	0.019	NUM
ajfa-11456	203	88	2.698	2.698	NUM
ajfa-11456	203	89	0.012	0.012	NUM
ajfa-11456	203	90	4.291	4.291	NUM
ajfa-11456	203	91	0.832	0.832	NUM
ajfa-11456	203	92	0.006	0.006	NUM
ajfa-11456	203	93	2.336	2.336	NUM
ajfa-11456	203	94	0.872	0.872	NUM
ajfa-11456	203	95	0.003	0.003	NUM
ajfa-11456	203	96	1.914	1.914	NUM
ajfa-11456	203	97	0.956	0.956	NUM
ajfa-11456	203	98	w	w	PROPN
ajfa-11456	203	99	l1	l1	PROPN
ajfa-11456	203	100	0.022	0.022	NUM
ajfa-11456	203	101	3.719	3.719	NUM
ajfa-11456	203	102	0.017	0.017	NUM
ajfa-11456	203	103	6.073	6.073	NUM
ajfa-11456	203	104	0.787	0.787	NUM
ajfa-11456	203	105	0.008	0.008	NUM
ajfa-11456	203	106	3.829	3.829	NUM
ajfa-11456	203	107	0.899	0.899	NUM
ajfa-11456	203	108	0.008	0.008	NUM
ajfa-11456	203	109	3.964	3.964	NUM
ajfa-11456	203	110	0.899	0.899	NUM
ajfa-11456	203	111	0.008	0.008	NUM
ajfa-11456	203	112	3.714	3.714	NUM
ajfa-11456	203	113	0.899	0.899	NUM
ajfa-11456	203	114	l5	l5	PROPN
ajfa-11456	203	115	0.006	0.006	NUM
ajfa-11456	203	116	0.729	0.729	NUM
ajfa-11456	203	117	-0.002	-0.002	PUNCT
ajfa-11456	203	118	-0.773	-0.773	PROPN
ajfa-11456	203	119	0.902	0.902	NUM
ajfa-11456	203	120	e1	e1	VERB
ajfa-11456	203	121	0.013	0.013	NUM
ajfa-11456	203	122	1.660	1.660	NUM
ajfa-11456	203	123	0.005	0.005	NUM
ajfa-11456	203	124	1.882	1.882	NUM
ajfa-11456	203	125	0.857	0.857	NUM
ajfa-11456	203	126	w	w	PROPN
ajfa-11456	203	127	e5	e5	PROPN
ajfa-11456	203	128	0.018	0.018	NUM
ajfa-11456	203	129	2.558	2.558	NUM
ajfa-11456	203	130	0.011	0.011	NUM
ajfa-11456	203	131	5.770	5.770	NUM
ajfa-11456	203	132	0.926	0.926	NUM
ajfa-11456	203	133	0.007	0.007	NUM
ajfa-11456	203	134	3.823	3.823	NUM
ajfa-11456	203	135	0.942	0.942	NUM
ajfa-11456	203	136	0.007	0.007	NUM
ajfa-11456	203	137	3.623	3.623	NUM
ajfa-11456	203	138	0.942	0.942	NUM
ajfa-11456	203	139	0.007	0.007	NUM
ajfa-11456	203	140	3.752	3.752	NUM
ajfa-11456	203	141	0.946	0.946	NUM
ajfa-11456	203	142	p1	p1	NOUN
ajfa-11456	203	143	0.013	0.013	NUM
ajfa-11456	203	144	1.666	1.666	NUM
ajfa-11456	203	145	0.006	0.006	NUM
ajfa-11456	203	146	2.219	2.219	NUM
ajfa-11456	203	147	0.902	0.902	NUM
ajfa-11456	203	148	-0.001	-0.001	NOUN
ajfa-11456	203	149	-0.449	-0.449	NOUN
ajfa-11456	203	150	0.951	0.951	NUM
ajfa-11456	203	151	asian	asian	ADJ
ajfa-11456	203	152	journal	journal	NOUN
ajfa-11456	203	153	of	of	ADP
ajfa-11456	203	154	finance	finance	PROPN
ajfa-11456	203	155	&	&	CCONJ
ajfa-11456	203	156	accounting	accounting	PROPN
ajfa-11456	203	157	issn	issn	PROPN
ajfa-11456	203	158	1946	1946	NUM
ajfa-11456	203	159	-	-	PUNCT
ajfa-11456	203	160	052x	052x	PROPN
ajfa-11456	203	161	2017	2017	NUM
ajfa-11456	203	162	,	,	PUNCT
ajfa-11456	203	163	vol	vol	NOUN
ajfa-11456	203	164	.	.	NOUN
ajfa-11456	203	165	9	9	NUM
ajfa-11456	203	166	,	,	PUNCT
ajfa-11456	203	167	no	no	NOUN
ajfa-11456	203	168	.	.	NOUN
ajfa-11456	203	169	2	2	NUM
ajfa-11456	203	170	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	203	171	12	12	NUM
ajfa-11456	203	172	panel	panel	NOUN
ajfa-11456	203	173	a	a	DET
ajfa-11456	203	174	--	--	PUNCT
ajfa-11456	203	175	univariate	univariate	ADJ
ajfa-11456	203	176	unadjusted	unadjusted	ADJ
ajfa-11456	203	177	capm	capm	PROPN
ajfa-11456	203	178	fama	fama	PROPN
ajfa-11456	203	179	french-3	french-3	NOUN
ajfa-11456	203	180	factor	factor	NOUN
ajfa-11456	203	181	carhart	carhart	NOUN
ajfa-11456	203	182	fama	fama	NOUN
ajfa-11456	203	183	french-5	french-5	PROPN
ajfa-11456	203	184	factor	factor	NOUN
ajfa-11456	203	185	p	p	NOUN
ajfa-11456	203	186	#	#	NOUN
ajfa-11456	203	187	i.s	i.s	NOUN
ajfa-11456	203	188	.	.	PUNCT
ajfa-11456	204	1	*	*	PUNCT
ajfa-11456	204	2	mean	mean	PROPN
ajfa-11456	204	3	return	return	VERB
ajfa-11456	204	4	t	t	NOUN
ajfa-11456	204	5	-	-	PUNCT
ajfa-11456	204	6	stat	stat	NOUN
ajfa-11456	204	7	α	α	PROPN
ajfa-11456	204	8	t	t	PROPN
ajfa-11456	204	9	-	-	PUNCT
ajfa-11456	204	10	stat	stat	NOUN
ajfa-11456	204	11	adj	adj	PROPN
ajfa-11456	204	12	-	-	PUNCT
ajfa-11456	204	13	r2	r2	NOUN
ajfa-11456	204	14	α	α	PROPN
ajfa-11456	204	15	t	t	PROPN
ajfa-11456	204	16	-	-	PUNCT
ajfa-11456	204	17	stat	stat	NOUN
ajfa-11456	204	18	adj	adj	PROPN
ajfa-11456	204	19	-	-	PUNCT
ajfa-11456	204	20	r2	r2	NOUN
ajfa-11456	204	21	α	α	PROPN
ajfa-11456	204	22	t	t	PROPN
ajfa-11456	204	23	-	-	PUNCT
ajfa-11456	204	24	stat	stat	NOUN
ajfa-11456	204	25	adj	adj	PROPN
ajfa-11456	204	26	-	-	PUNCT
ajfa-11456	204	27	r2	r2	NOUN
ajfa-11456	204	28	α	α	PROPN
ajfa-11456	204	29	t	t	PROPN
ajfa-11456	204	30	-	-	PUNCT
ajfa-11456	204	31	stat	stat	NOUN
ajfa-11456	204	32	adj	adj	PROPN
ajfa-11456	204	33	-	-	PUNCT
ajfa-11456	204	34	r2	r2	PROPN
ajfa-11456	204	35	w	w	ADP
ajfa-11456	204	36	p5	p5	PROPN
ajfa-11456	204	37	0.017	0.017	NUM
ajfa-11456	204	38	2.545	2.545	NUM
ajfa-11456	204	39	0.010	0.010	NUM
ajfa-11456	204	40	4.693	4.693	NUM
ajfa-11456	204	41	0.887	0.887	NUM
ajfa-11456	204	42	0.005	0.005	NUM
ajfa-11456	204	43	2.655	2.655	NUM
ajfa-11456	204	44	0.914	0.914	NUM
ajfa-11456	204	45	0.005	0.005	NUM
ajfa-11456	204	46	2.634	2.634	NUM
ajfa-11456	204	47	0.913	0.913	NUM
ajfa-11456	204	48	0.004	0.004	NUM
ajfa-11456	204	49	3.024	3.024	NUM
ajfa-11456	204	50	0.958	0.958	NUM
ajfa-11456	204	51	panel	panel	NOUN
ajfa-11456	204	52	b	b	NOUN
ajfa-11456	204	53	—	—	PUNCT
ajfa-11456	204	54	independent	independent	ADJ
ajfa-11456	204	55	bivariate	bivariate	NOUN
ajfa-11456	204	56	,	,	PUNCT
ajfa-11456	204	57	2x3	2x3	NUM
ajfa-11456	204	58	unadjusted	unadjusted	ADJ
ajfa-11456	204	59	capm	capm	PROPN
ajfa-11456	204	60	fama	fama	PROPN
ajfa-11456	204	61	french-3	french-3	NOUN
ajfa-11456	204	62	factor	factor	NOUN
ajfa-11456	204	63	carhart	carhart	NOUN
ajfa-11456	204	64	fama	fama	NOUN
ajfa-11456	204	65	french-5	french-5	PROPN
ajfa-11456	204	66	factor	factor	NOUN
ajfa-11456	204	67	p	p	NOUN
ajfa-11456	204	68	#	#	NOUN
ajfa-11456	204	69	i.s	i.s	NOUN
ajfa-11456	204	70	.	.	PUNCT
ajfa-11456	204	71	*	*	PUNCT
ajfa-11456	205	1	mean	mean	PROPN
ajfa-11456	205	2	return	return	VERB
ajfa-11456	205	3	t	t	NOUN
ajfa-11456	205	4	-	-	PUNCT
ajfa-11456	205	5	stat	stat	NOUN
ajfa-11456	205	6	α	α	PROPN
ajfa-11456	205	7	t	t	PROPN
ajfa-11456	205	8	-	-	PUNCT
ajfa-11456	205	9	stat	stat	NOUN
ajfa-11456	205	10	adj	adj	PROPN
ajfa-11456	205	11	-	-	PUNCT
ajfa-11456	205	12	r2	r2	NOUN
ajfa-11456	205	13	α	α	PROPN
ajfa-11456	205	14	t	t	PROPN
ajfa-11456	205	15	-	-	PUNCT
ajfa-11456	205	16	stat	stat	NOUN
ajfa-11456	205	17	adj	adj	PROPN
ajfa-11456	205	18	-	-	PUNCT
ajfa-11456	205	19	r2	r2	NOUN
ajfa-11456	205	20	α	α	PROPN
ajfa-11456	205	21	t	t	PROPN
ajfa-11456	205	22	-	-	PUNCT
ajfa-11456	205	23	stat	stat	NOUN
ajfa-11456	205	24	adj	adj	PROPN
ajfa-11456	205	25	-	-	PUNCT
ajfa-11456	205	26	r2	r2	NOUN
ajfa-11456	205	27	α	α	PROPN
ajfa-11456	205	28	t	t	PROPN
ajfa-11456	205	29	-	-	PUNCT
ajfa-11456	205	30	stat	stat	NOUN
ajfa-11456	205	31	adj	adj	PROPN
ajfa-11456	205	32	-	-	PUNCT
ajfa-11456	205	33	r2	r2	NOUN
ajfa-11456	205	34	s2v3	s2v3	PROPN
ajfa-11456	205	35	0.010	0.010	NUM
ajfa-11456	205	36	1.664	1.664	NUM
ajfa-11456	205	37	0.004	0.004	NUM
ajfa-11456	205	38	2.311	2.311	NUM
ajfa-11456	205	39	0.912	0.912	NUM
ajfa-11456	205	40	0.003	0.003	NUM
ajfa-11456	205	41	2.113	2.113	NUM
ajfa-11456	205	42	0.946	0.946	NUM
ajfa-11456	205	43	0.003	0.003	NUM
ajfa-11456	205	44	2.220	2.220	NUM
ajfa-11456	205	45	0.946	0.946	NUM
ajfa-11456	205	46	0.003	0.003	NUM
ajfa-11456	205	47	2.043	2.043	NUM
ajfa-11456	205	48	0.946	0.946	NUM
ajfa-11456	205	49	w	w	ADP
ajfa-11456	205	50	s1v1	s1v1	PROPN
ajfa-11456	205	51	0.018	0.018	NUM
ajfa-11456	205	52	2.057	2.057	NUM
ajfa-11456	205	53	0.010	0.010	NUM
ajfa-11456	205	54	2.597	2.597	NUM
ajfa-11456	205	55	0.810	0.810	NUM
ajfa-11456	205	56	-0.001	-0.001	NOUN
ajfa-11456	205	57	-0.798	-0.798	NOUN
ajfa-11456	205	58	0.978	0.978	NUM
ajfa-11456	205	59	w	w	NOUN
ajfa-11456	205	60	s1m3	s1m3	PROPN
ajfa-11456	205	61	0.022	0.022	NUM
ajfa-11456	205	62	3.046	3.046	NUM
ajfa-11456	205	63	0.012	0.012	NUM
ajfa-11456	205	64	3.354	3.354	NUM
ajfa-11456	205	65	0.799	0.799	NUM
ajfa-11456	205	66	0.005	0.005	NUM
ajfa-11456	205	67	2.062	2.062	NUM
ajfa-11456	205	68	0.908	0.908	NUM
ajfa-11456	205	69	0.003	0.003	NUM
ajfa-11456	205	70	1.486	1.486	NUM
ajfa-11456	205	71	0.934	0.934	NUM
ajfa-11456	205	72	s2m1	s2m1	ADP
ajfa-11456	205	73	0.008	0.008	NUM
ajfa-11456	205	74	1.000	1.000	NUM
ajfa-11456	205	75	0.001	0.001	NUM
ajfa-11456	205	76	0.166	0.166	NUM
ajfa-11456	205	77	0.829	0.829	NUM
ajfa-11456	205	78	w	w	NOUN
ajfa-11456	205	79	s1l1	s1l1	NOUN
ajfa-11456	205	80	0.022	0.022	NUM
ajfa-11456	205	81	3.324	3.324	NUM
ajfa-11456	205	82	0.016	0.016	NUM
ajfa-11456	205	83	5.446	5.446	NUM
ajfa-11456	205	84	0.806	0.806	NUM
ajfa-11456	205	85	0.005	0.005	NUM
ajfa-11456	205	86	2.823	2.823	NUM
ajfa-11456	205	87	0.934	0.934	NUM
ajfa-11456	205	88	0.006	0.006	NUM
ajfa-11456	205	89	3.080	3.080	NUM
ajfa-11456	205	90	0.935	0.935	NUM
ajfa-11456	205	91	0.005	0.005	NUM
ajfa-11456	205	92	2.703	2.703	NUM
ajfa-11456	205	93	0.934	0.934	NUM
ajfa-11456	205	94	s2l3	s2l3	NUM
ajfa-11456	205	95	0.005	0.005	NUM
ajfa-11456	205	96	0.648	0.648	NUM
ajfa-11456	205	97	-0.002	-0.002	PUNCT
ajfa-11456	205	98	-1.290	-1.290	NUM
ajfa-11456	205	99	0.935	0.935	NUM
ajfa-11456	205	100	w	w	NOUN
ajfa-11456	205	101	s1e3	s1e3	PROPN
ajfa-11456	205	102	0.022	0.022	NUM
ajfa-11456	205	103	3.087	3.087	NUM
ajfa-11456	205	104	0.015	0.015	NUM
ajfa-11456	205	105	5.123	5.123	NUM
ajfa-11456	205	106	0.824	0.824	NUM
ajfa-11456	205	107	0.006	0.006	NUM
ajfa-11456	205	108	2.480	2.480	NUM
ajfa-11456	205	109	0.915	0.915	NUM
ajfa-11456	205	110	0.006	0.006	NUM
ajfa-11456	205	111	2.550	2.550	NUM
ajfa-11456	205	112	0.915	0.915	NUM
ajfa-11456	205	113	0.005	0.005	NUM
ajfa-11456	205	114	2.339	2.339	NUM
ajfa-11456	205	115	0.920	0.920	NUM
ajfa-11456	205	116	s2e1	s2e1	NOUN
ajfa-11456	205	117	0.005	0.005	NUM
ajfa-11456	205	118	0.717	0.717	NUM
ajfa-11456	205	119	-0.002	-0.002	PUNCT
ajfa-11456	205	120	-0.972	-0.972	PROPN
ajfa-11456	205	121	0.925	0.925	NUM
ajfa-11456	205	122	w	w	PUNCT
ajfa-11456	205	123	s1p3	s1p3	PROPN
ajfa-11456	205	124	0.020	0.020	NUM
ajfa-11456	205	125	2.965	2.965	NUM
ajfa-11456	205	126	0.014	0.014	NUM
ajfa-11456	205	127	4.541	4.541	NUM
ajfa-11456	205	128	0.798	0.798	NUM
ajfa-11456	205	129	0.004	0.004	NUM
ajfa-11456	205	130	1.804	1.804	NUM
ajfa-11456	205	131	0.905	0.905	NUM
ajfa-11456	205	132	s2p1	s2p1	NOUN
ajfa-11456	205	133	0.006	0.006	NUM
ajfa-11456	205	134	0.752	0.752	NUM
ajfa-11456	205	135	-0.002	-0.002	PUNCT
ajfa-11456	205	136	-0.783	-0.783	PROPN
ajfa-11456	205	137	0.917	0.917	NUM
ajfa-11456	205	138	w	w	NOUN
ajfa-11456	205	139	v1m3	v1m3	PROPN
ajfa-11456	205	140	0.017	0.017	NUM
ajfa-11456	205	141	2.014	2.014	NUM
ajfa-11456	205	142	0.009	0.009	NUM
ajfa-11456	205	143	2.722	2.722	NUM
ajfa-11456	205	144	0.845	0.845	NUM
ajfa-11456	205	145	0.002	0.002	NUM
ajfa-11456	205	146	0.773	0.773	NUM
ajfa-11456	205	147	0.891	0.891	NUM
ajfa-11456	205	148	v2m1	v2m1	ADP
ajfa-11456	205	149	0.009	0.009	NUM
ajfa-11456	205	150	1.288	1.288	NUM
ajfa-11456	205	151	0.003	0.003	NUM
ajfa-11456	205	152	0.819	0.819	NUM
ajfa-11456	205	153	0.782	0.782	NUM
ajfa-11456	205	154	w	w	NOUN
ajfa-11456	205	155	v1l1	v1l1	PROPN
ajfa-11456	205	156	0.022	0.022	NUM
ajfa-11456	205	157	2.868	2.868	NUM
ajfa-11456	205	158	0.015	0.015	NUM
ajfa-11456	205	159	4.450	4.450	NUM
ajfa-11456	205	160	0.809	0.809	NUM
ajfa-11456	205	161	0.005	0.005	NUM
ajfa-11456	205	162	1.990	1.990	NUM
ajfa-11456	205	163	0.908	0.908	NUM
ajfa-11456	205	164	0.006	0.006	NUM
ajfa-11456	205	165	2.278	2.278	NUM
ajfa-11456	205	166	0.911	0.911	NUM
ajfa-11456	205	167	0.005	0.005	NUM
ajfa-11456	205	168	1.890	1.890	NUM
ajfa-11456	205	169	0.908	0.908	NUM
ajfa-11456	205	170	v2l3	v2l3	NOUN
ajfa-11456	205	171	0.008	0.008	NUM
ajfa-11456	205	172	1.279	1.279	NUM
ajfa-11456	205	173	0.002	0.002	NUM
ajfa-11456	205	174	1.046	1.046	NUM
ajfa-11456	205	175	0.919	0.919	NUM
ajfa-11456	205	176	w	w	PROPN
ajfa-11456	205	177	v1e3	v1e3	PROPN
ajfa-11456	205	178	0.018	0.018	NUM
ajfa-11456	205	179	2.175	2.175	NUM
ajfa-11456	205	180	0.010	0.010	NUM
ajfa-11456	205	181	3.290	3.290	NUM
ajfa-11456	205	182	0.862	0.862	NUM
ajfa-11456	205	183	0.005	0.005	NUM
ajfa-11456	205	184	2.239	2.239	NUM
ajfa-11456	205	185	0.928	0.928	NUM
ajfa-11456	205	186	0.005	0.005	NUM
ajfa-11456	205	187	2.325	2.325	NUM
ajfa-11456	205	188	0.927	0.927	NUM
ajfa-11456	205	189	0.005	0.005	NUM
ajfa-11456	205	190	2.103	2.103	NUM
ajfa-11456	205	191	0.928	0.928	NUM
ajfa-11456	205	192	v2e1	v2e1	PUNCT
ajfa-11456	205	193	0.013	0.013	NUM
ajfa-11456	205	194	1.969	1.969	NUM
ajfa-11456	205	195	0.006	0.006	NUM
ajfa-11456	205	196	3.093	3.093	NUM
ajfa-11456	205	197	0.896	0.896	NUM
ajfa-11456	205	198	0.001	0.001	NUM
ajfa-11456	205	199	0.733	0.733	NUM
ajfa-11456	205	200	0.926	0.926	NUM
ajfa-11456	205	201	m1p1	m1p1	NOUN
ajfa-11456	205	202	0.013	0.013	NUM
ajfa-11456	205	203	1.543	1.543	NUM
ajfa-11456	205	204	0.005	0.005	NUM
ajfa-11456	205	205	1.598	1.598	NUM
ajfa-11456	205	206	0.863	0.863	NUM
ajfa-11456	205	207	w	w	ADP
ajfa-11456	205	208	m2p3	m2p3	NUM
ajfa-11456	205	209	0.015	0.015	NUM
ajfa-11456	205	210	2.517	2.517	NUM
ajfa-11456	205	211	0.010	0.010	NUM
ajfa-11456	205	212	4.330	4.330	NUM
ajfa-11456	205	213	0.871	0.871	NUM
ajfa-11456	205	214	0.005	0.005	NUM
ajfa-11456	205	215	2.552	2.552	NUM
ajfa-11456	205	216	0.893	0.893	NUM
ajfa-11456	205	217	0.003	0.003	NUM
ajfa-11456	205	218	2.064	2.064	NUM
ajfa-11456	205	219	0.937	0.937	NUM
ajfa-11456	205	220	0.005	0.005	NUM
ajfa-11456	205	221	2.434	2.434	NUM
ajfa-11456	205	222	0.916	0.916	NUM
ajfa-11456	205	223	m1e1	m1e1	NOUN
ajfa-11456	205	224	0.011	0.011	NUM
ajfa-11456	205	225	1.434	1.434	NUM
ajfa-11456	205	226	0.004	0.004	NUM
ajfa-11456	205	227	1.224	1.224	NUM
ajfa-11456	205	228	0.834	0.834	NUM
ajfa-11456	205	229	w	w	ADP
ajfa-11456	205	230	m2e3	m2e3	NOUN
ajfa-11456	205	231	0.018	0.018	NUM
ajfa-11456	205	232	2.715	2.715	NUM
ajfa-11456	205	233	0.011	0.011	NUM
ajfa-11456	205	234	5.095	5.095	NUM
ajfa-11456	205	235	0.882	0.882	NUM
ajfa-11456	205	236	0.007	0.007	NUM
ajfa-11456	205	237	3.307	3.307	NUM
ajfa-11456	205	238	0.909	0.909	NUM
ajfa-11456	205	239	0.005	0.005	NUM
ajfa-11456	205	240	2.969	2.969	NUM
ajfa-11456	205	241	0.940	0.940	NUM
ajfa-11456	205	242	0.006	0.006	NUM
ajfa-11456	205	243	3.173	3.173	NUM
ajfa-11456	205	244	0.916	0.916	NUM
ajfa-11456	205	245	p1e1	p1e1	NOUN
ajfa-11456	205	246	0.012	0.012	NUM
ajfa-11456	205	247	1.529	1.529	NUM
ajfa-11456	205	248	0.004	0.004	NUM
ajfa-11456	205	249	1.624	1.624	NUM
ajfa-11456	205	250	0.876	0.876	NUM
ajfa-11456	205	251	w	w	NOUN
ajfa-11456	205	252	p2e3	p2e3	PROPN
ajfa-11456	205	253	0.018	0.018	NUM
ajfa-11456	205	254	2.851	2.851	NUM
ajfa-11456	205	255	0.012	0.012	NUM
ajfa-11456	205	256	5.720	5.720	NUM
ajfa-11456	205	257	0.892	0.892	NUM
ajfa-11456	205	258	0.007	0.007	NUM
ajfa-11456	205	259	3.771	3.771	NUM
ajfa-11456	205	260	0.917	0.917	NUM
ajfa-11456	205	261	0.007	0.007	NUM
ajfa-11456	205	262	3.607	3.607	NUM
ajfa-11456	205	263	0.917	0.917	NUM
ajfa-11456	205	264	0.007	0.007	NUM
ajfa-11456	205	265	3.804	3.804	NUM
ajfa-11456	205	266	0.930	0.930	NUM
ajfa-11456	205	267	w	w	ADP
ajfa-11456	205	268	l1p3	l1p3	PROPN
ajfa-11456	205	269	0.019	0.019	NUM
ajfa-11456	205	270	3.121	3.121	NUM
ajfa-11456	205	271	0.013	0.013	NUM
ajfa-11456	205	272	5.334	5.334	NUM
ajfa-11456	205	273	0.832	0.832	NUM
ajfa-11456	205	274	0.006	0.006	NUM
ajfa-11456	205	275	2.990	2.990	NUM
ajfa-11456	205	276	0.909	0.909	NUM
ajfa-11456	205	277	0.006	0.006	NUM
ajfa-11456	205	278	3.137	3.137	NUM
ajfa-11456	205	279	0.902	0.902	NUM
ajfa-11456	205	280	0.005	0.005	NUM
ajfa-11456	205	281	3.029	3.029	NUM
ajfa-11456	205	282	0.926	0.926	NUM
ajfa-11456	205	283	l2p1	l2p1	NUM
ajfa-11456	205	284	0.011	0.011	NUM
ajfa-11456	205	285	1.260	1.260	NUM
ajfa-11456	205	286	0.003	0.003	NUM
ajfa-11456	205	287	0.875	0.875	NUM
ajfa-11456	205	288	0.883	0.883	NUM
ajfa-11456	205	289	w	w	NOUN
ajfa-11456	205	290	l1m3	l1m3	PROPN
ajfa-11456	205	291	0.021	0.021	NUM
ajfa-11456	205	292	3.220	3.220	NUM
ajfa-11456	205	293	0.015	0.015	NUM
ajfa-11456	205	294	5.264	5.264	NUM
ajfa-11456	205	295	0.811	0.811	NUM
ajfa-11456	205	296	0.008	0.008	NUM
ajfa-11456	205	297	3.132	3.132	NUM
ajfa-11456	205	298	0.882	0.882	NUM
ajfa-11456	205	299	0.006	0.006	NUM
ajfa-11456	205	300	2.730	2.730	NUM
ajfa-11456	205	301	0.913	0.913	NUM
ajfa-11456	205	302	0.007	0.007	NUM
ajfa-11456	205	303	3.035	3.035	NUM
ajfa-11456	205	304	0.888	0.888	NUM
ajfa-11456	205	305	l2m1	l2m1	ADP
ajfa-11456	205	306	0.010	0.010	NUM
ajfa-11456	205	307	1.244	1.244	NUM
ajfa-11456	205	308	0.003	0.003	NUM
ajfa-11456	205	309	0.750	0.750	NUM
ajfa-11456	205	310	0.824	0.824	NUM
ajfa-11456	205	311	w	w	PROPN
ajfa-11456	205	312	v1p3	v1p3	NUM
ajfa-11456	205	313	0.016	0.016	NUM
ajfa-11456	205	314	1.865	1.865	NUM
ajfa-11456	205	315	0.008	0.008	NUM
ajfa-11456	205	316	2.096	2.096	NUM
ajfa-11456	205	317	0.795	0.795	NUM
ajfa-11456	205	318	0.002	0.002	NUM
ajfa-11456	205	319	0.794	0.794	NUM
ajfa-11456	205	320	0.904	0.904	NUM
ajfa-11456	205	321	v2p1	v2p1	NUM
ajfa-11456	205	322	0.011	0.011	NUM
ajfa-11456	205	323	1.587	1.587	NUM
ajfa-11456	205	324	0.005	0.005	NUM
ajfa-11456	205	325	1.739	1.739	NUM
ajfa-11456	205	326	0.868	0.868	NUM
ajfa-11456	205	327	w	w	NOUN
ajfa-11456	205	328	l1e3	l1e3	PROPN
ajfa-11456	205	329	0.022	0.022	NUM
ajfa-11456	205	330	3.393	3.393	NUM
ajfa-11456	205	331	0.016	0.016	NUM
ajfa-11456	205	332	6.311	6.311	NUM
ajfa-11456	205	333	0.850	0.850	NUM
ajfa-11456	205	334	0.010	0.010	NUM
ajfa-11456	205	335	4.477	4.477	NUM
ajfa-11456	205	336	0.904	0.904	NUM
ajfa-11456	205	337	0.010	0.010	NUM
ajfa-11456	205	338	4.439	4.439	NUM
ajfa-11456	205	339	0.903	0.903	NUM
ajfa-11456	205	340	0.009	0.009	NUM
ajfa-11456	205	341	4.394	4.394	NUM
ajfa-11456	205	342	0.909	0.909	NUM
ajfa-11456	205	343	l2e1	l2e1	NOUN
ajfa-11456	205	344	0.009	0.009	NUM
ajfa-11456	205	345	1.166	1.166	NUM
ajfa-11456	205	346	0.002	0.002	NUM
ajfa-11456	205	347	0.586	0.586	NUM
ajfa-11456	205	348	0.869	0.869	NUM
ajfa-11456	205	349	independent	independent	ADJ
ajfa-11456	205	350	bivariate	bivariate	NOUN
ajfa-11456	205	351	,	,	PUNCT
ajfa-11456	205	352	3x2	3x2	NUM
ajfa-11456	205	353	asian	asian	ADJ
ajfa-11456	205	354	journal	journal	NOUN
ajfa-11456	205	355	of	of	ADP
ajfa-11456	205	356	finance	finance	PROPN
ajfa-11456	205	357	&	&	CCONJ
ajfa-11456	205	358	accounting	accounting	PROPN
ajfa-11456	205	359	issn	issn	PROPN
ajfa-11456	205	360	1946	1946	NUM
ajfa-11456	205	361	-	-	PUNCT
ajfa-11456	205	362	052x	052x	PROPN
ajfa-11456	205	363	2017	2017	NUM
ajfa-11456	205	364	,	,	PUNCT
ajfa-11456	205	365	vol	vol	NOUN
ajfa-11456	205	366	.	.	NOUN
ajfa-11456	205	367	9	9	NUM
ajfa-11456	205	368	,	,	PUNCT
ajfa-11456	205	369	no	no	NOUN
ajfa-11456	205	370	.	.	NOUN
ajfa-11456	205	371	2	2	NUM
ajfa-11456	205	372	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	205	373	13	13	NUM
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ajfa-11456	205	375	a	a	DET
ajfa-11456	205	376	--	--	PUNCT
ajfa-11456	205	377	univariate	univariate	ADJ
ajfa-11456	205	378	unadjusted	unadjusted	ADJ
ajfa-11456	205	379	capm	capm	PROPN
ajfa-11456	205	380	fama	fama	PROPN
ajfa-11456	205	381	french-3	french-3	NOUN
ajfa-11456	205	382	factor	factor	NOUN
ajfa-11456	205	383	carhart	carhart	NOUN
ajfa-11456	205	384	fama	fama	NOUN
ajfa-11456	205	385	french-5	french-5	PROPN
ajfa-11456	205	386	factor	factor	NOUN
ajfa-11456	205	387	p	p	NOUN
ajfa-11456	205	388	#	#	NOUN
ajfa-11456	205	389	i.s	i.s	NOUN
ajfa-11456	205	390	.	.	PUNCT
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ajfa-11456	206	2	mean	mean	PROPN
ajfa-11456	206	3	return	return	VERB
ajfa-11456	206	4	t	t	NOUN
ajfa-11456	206	5	-	-	PUNCT
ajfa-11456	206	6	stat	stat	NOUN
ajfa-11456	206	7	α	α	PROPN
ajfa-11456	206	8	t	t	PROPN
ajfa-11456	206	9	-	-	PUNCT
ajfa-11456	206	10	stat	stat	NOUN
ajfa-11456	206	11	adj	adj	PROPN
ajfa-11456	206	12	-	-	PUNCT
ajfa-11456	206	13	r2	r2	NOUN
ajfa-11456	206	14	α	α	PROPN
ajfa-11456	206	15	t	t	PROPN
ajfa-11456	206	16	-	-	PUNCT
ajfa-11456	206	17	stat	stat	NOUN
ajfa-11456	206	18	adj	adj	PROPN
ajfa-11456	206	19	-	-	PUNCT
ajfa-11456	206	20	r2	r2	NOUN
ajfa-11456	206	21	α	α	PROPN
ajfa-11456	206	22	t	t	PROPN
ajfa-11456	206	23	-	-	PUNCT
ajfa-11456	206	24	stat	stat	NOUN
ajfa-11456	206	25	adj	adj	PROPN
ajfa-11456	206	26	-	-	PUNCT
ajfa-11456	206	27	r2	r2	NOUN
ajfa-11456	206	28	α	α	PROPN
ajfa-11456	206	29	t	t	PROPN
ajfa-11456	206	30	-	-	PUNCT
ajfa-11456	206	31	stat	stat	NOUN
ajfa-11456	206	32	adj	adj	PROPN
ajfa-11456	206	33	-	-	PUNCT
ajfa-11456	206	34	r2	r2	NOUN
ajfa-11456	206	35	unadjusted	unadjuste	VERB
ajfa-11456	206	36	capm	capm	PROPN
ajfa-11456	206	37	fama	fama	PROPN
ajfa-11456	206	38	french-3	french-3	NOUN
ajfa-11456	206	39	factor	factor	NOUN
ajfa-11456	206	40	carhart	carhart	NOUN
ajfa-11456	206	41	fama	fama	NOUN
ajfa-11456	206	42	french-5	french-5	PROPN
ajfa-11456	206	43	factor	factor	NOUN
ajfa-11456	206	44	p	p	NOUN
ajfa-11456	206	45	#	#	NOUN
ajfa-11456	206	46	i.s	i.s	NOUN
ajfa-11456	206	47	.	.	PUNCT
ajfa-11456	206	48	*	*	PUNCT
ajfa-11456	206	49	mean	mean	PROPN
ajfa-11456	206	50	return	return	VERB
ajfa-11456	206	51	t	t	NOUN
ajfa-11456	206	52	-	-	PUNCT
ajfa-11456	206	53	stat	stat	NOUN
ajfa-11456	206	54	α	α	PROPN
ajfa-11456	206	55	t	t	PROPN
ajfa-11456	206	56	-	-	PUNCT
ajfa-11456	206	57	stat	stat	NOUN
ajfa-11456	206	58	adj	adj	PROPN
ajfa-11456	206	59	-	-	PUNCT
ajfa-11456	206	60	r2	r2	NOUN
ajfa-11456	206	61	α	α	PROPN
ajfa-11456	206	62	t	t	PROPN
ajfa-11456	206	63	-	-	PUNCT
ajfa-11456	206	64	stat	stat	NOUN
ajfa-11456	206	65	adj	adj	PROPN
ajfa-11456	206	66	-	-	PUNCT
ajfa-11456	206	67	r2	r2	NOUN
ajfa-11456	206	68	α	α	PROPN
ajfa-11456	206	69	t	t	PROPN
ajfa-11456	206	70	-	-	PUNCT
ajfa-11456	206	71	stat	stat	NOUN
ajfa-11456	206	72	adj	adj	PROPN
ajfa-11456	206	73	-	-	PUNCT
ajfa-11456	206	74	r2	r2	NOUN
ajfa-11456	206	75	α	α	PROPN
ajfa-11456	206	76	t	t	PROPN
ajfa-11456	206	77	-	-	PUNCT
ajfa-11456	206	78	stat	stat	NOUN
ajfa-11456	206	79	adj	adj	PROPN
ajfa-11456	206	80	-	-	PUNCT
ajfa-11456	206	81	r2	r2	NOUN
ajfa-11456	206	82	s3v2	s3v2	NUM
ajfa-11456	206	83	0.007	0.007	NUM
ajfa-11456	206	84	1.215	1.215	NUM
ajfa-11456	206	85	0.001	0.001	NUM
ajfa-11456	206	86	0.923	0.923	NUM
ajfa-11456	206	87	0.942	0.942	NUM
ajfa-11456	206	88	w	w	NOUN
ajfa-11456	206	89	s1v1	s1v1	PROPN
ajfa-11456	206	90	0.023	0.023	NUM
ajfa-11456	206	91	2.711	2.711	NUM
ajfa-11456	206	92	0.015	0.015	NUM
ajfa-11456	206	93	4.066	4.066	NUM
ajfa-11456	206	94	0.807	0.807	NUM
ajfa-11456	206	95	0.003	0.003	NUM
ajfa-11456	206	96	1.764	1.764	NUM
ajfa-11456	206	97	0.966	0.966	NUM
ajfa-11456	206	98	w	w	ADP
ajfa-11456	206	99	s1m2	s1m2	PROPN
ajfa-11456	206	100	0.026	0.026	NUM
ajfa-11456	206	101	3.621	3.621	NUM
ajfa-11456	206	102	0.020	0.020	NUM
ajfa-11456	206	103	6.025	6.025	NUM
ajfa-11456	206	104	0.799	0.799	NUM
ajfa-11456	206	105	0.009	0.009	NUM
ajfa-11456	206	106	3.683	3.683	NUM
ajfa-11456	206	107	0.913	0.913	NUM
ajfa-11456	206	108	0.007	0.007	NUM
ajfa-11456	206	109	3.343	3.343	NUM
ajfa-11456	206	110	0.932	0.932	NUM
ajfa-11456	206	111	0.008	0.008	NUM
ajfa-11456	206	112	3.645	3.645	NUM
ajfa-11456	206	113	0.918	0.918	NUM
ajfa-11456	206	114	s3m1	s3m1	NOUN
ajfa-11456	206	115	0.006	0.006	NUM
ajfa-11456	206	116	0.866	0.866	NUM
ajfa-11456	206	117	-0.001	-0.001	NOUN
ajfa-11456	206	118	-0.359	-0.359	NOUN
ajfa-11456	206	119	0.909	0.909	NUM
ajfa-11456	206	120	w	w	NOUN
ajfa-11456	206	121	s1l1	s1l1	NOUN
ajfa-11456	206	122	0.025	0.025	NUM
ajfa-11456	206	123	3.568	3.568	NUM
ajfa-11456	206	124	0.018	0.018	NUM
ajfa-11456	206	125	6.422	6.422	NUM
ajfa-11456	206	126	0.833	0.833	NUM
ajfa-11456	206	127	0.007	0.007	NUM
ajfa-11456	206	128	4.687	4.687	NUM
ajfa-11456	206	129	0.958	0.958	NUM
ajfa-11456	206	130	0.007	0.007	NUM
ajfa-11456	206	131	4.813	4.813	NUM
ajfa-11456	206	132	0.958	0.958	NUM
ajfa-11456	206	133	0.007	0.007	NUM
ajfa-11456	206	134	4.599	4.599	NUM
ajfa-11456	206	135	0.960	0.960	PRON
ajfa-11456	206	136	s3l2	s3l2	NOUN
ajfa-11456	206	137	0.006	0.006	NUM
ajfa-11456	206	138	0.818	0.818	NUM
ajfa-11456	206	139	-0.022	-0.022	PUNCT
ajfa-11456	206	140	-1.196	-1.196	PROPN
ajfa-11456	206	141	0.975	0.975	PROPN
ajfa-11456	206	142	w	w	PROPN
ajfa-11456	206	143	s1e2	s1e2	PROPN
ajfa-11456	206	144	0.026	0.026	NUM
ajfa-11456	206	145	3.667	3.667	NUM
ajfa-11456	206	146	0.020	0.020	NUM
ajfa-11456	206	147	6.386	6.386	NUM
ajfa-11456	206	148	0.817	0.817	NUM
ajfa-11456	206	149	0.009	0.009	NUM
ajfa-11456	206	150	4.263	4.263	NUM
ajfa-11456	206	151	0.925	0.925	NUM
ajfa-11456	206	152	0.009	0.009	NUM
ajfa-11456	206	153	4.269	4.269	NUM
ajfa-11456	206	154	0.925	0.925	NUM
ajfa-11456	206	155	0.009	0.009	NUM
ajfa-11456	206	156	4.151	4.151	NUM
ajfa-11456	206	157	0.930	0.930	NUM
ajfa-11456	206	158	s3e1	s3e1	PROPN
ajfa-11456	206	159	0.004	0.004	NUM
ajfa-11456	206	160	0.586	0.586	NUM
ajfa-11456	206	161	-0.003	-0.003	NOUN
ajfa-11456	206	162	-1.948	-1.948	PROPN
ajfa-11456	206	163	0.955	0.955	NUM
ajfa-11456	206	164	w	w	NOUN
ajfa-11456	206	165	s1p2	s1p2	ADV
ajfa-11456	206	166	0.025	0.025	NUM
ajfa-11456	206	167	3.505	3.505	NUM
ajfa-11456	206	168	0.019	0.019	NUM
ajfa-11456	206	169	5.754	5.754	NUM
ajfa-11456	206	170	0.799	0.799	NUM
ajfa-11456	206	171	0.007	0.007	NUM
ajfa-11456	206	172	3.407	3.407	NUM
ajfa-11456	206	173	0.923	0.923	NUM
ajfa-11456	206	174	0.008	0.008	NUM
ajfa-11456	206	175	3.569	3.569	NUM
ajfa-11456	206	176	0.924	0.924	NUM
ajfa-11456	206	177	0.007	0.007	NUM
ajfa-11456	206	178	3.375	3.375	NUM
ajfa-11456	206	179	0.934	0.934	NUM
ajfa-11456	206	180	s3p1	s3p1	NUM
ajfa-11456	206	181	0.005	0.005	NUM
ajfa-11456	206	182	0.737	0.737	NUM
ajfa-11456	206	183	-0.002	-0.002	PUNCT
ajfa-11456	206	184	-1.083	-1.083	PRON
ajfa-11456	206	185	0.944	0.944	NUM
ajfa-11456	206	186	w	w	NOUN
ajfa-11456	206	187	v1p2	v1p2	VERB
ajfa-11456	206	188	0.013	0.013	NUM
ajfa-11456	206	189	1.403	1.403	NUM
ajfa-11456	206	190	0.005	0.005	NUM
ajfa-11456	206	191	1.069	1.069	NUM
ajfa-11456	206	192	0.786	0.786	NUM
ajfa-11456	206	193	v3p1	v3p1	PROPN
ajfa-11456	206	194	0.013	0.013	NUM
ajfa-11456	206	195	1.847	1.847	NUM
ajfa-11456	206	196	0.006	0.006	NUM
ajfa-11456	206	197	2.376	2.376	NUM
ajfa-11456	206	198	0.857	0.857	NUM
ajfa-11456	206	199	0.001	0.001	NUM
ajfa-11456	206	200	0.288	0.288	NUM
ajfa-11456	206	201	0.906	0.906	NUM
ajfa-11456	206	202	m1p1	m1p1	NOUN
ajfa-11456	206	203	0.014	0.014	NUM
ajfa-11456	206	204	1.735	1.735	NUM
ajfa-11456	206	205	0.007	0.007	NUM
ajfa-11456	206	206	1.932	1.932	NUM
ajfa-11456	206	207	0.828	0.828	NUM
ajfa-11456	206	208	w	w	NOUN
ajfa-11456	206	209	m3p2	m3p2	NOUN
ajfa-11456	206	210	0.017	0.017	NUM
ajfa-11456	206	211	2.650	2.650	NUM
ajfa-11456	206	212	0.011	0.011	NUM
ajfa-11456	206	213	4.529	4.529	NUM
ajfa-11456	206	214	0.860	0.860	NUM
ajfa-11456	206	215	0.007	0.007	NUM
ajfa-11456	206	216	2.880	2.880	NUM
ajfa-11456	206	217	0.884	0.884	NUM
ajfa-11456	206	218	0.005	0.005	NUM
ajfa-11456	206	219	2.563	2.563	NUM
ajfa-11456	206	220	0.941	0.941	NUM
ajfa-11456	206	221	0.006	0.006	NUM
ajfa-11456	206	222	2.745	2.745	NUM
ajfa-11456	206	223	0.896	0.896	NUM
ajfa-11456	206	224	w	w	NOUN
ajfa-11456	206	225	l1m2	l1m2	PROPN
ajfa-11456	206	226	0.019	0.019	NUM
ajfa-11456	206	227	3.160	3.160	NUM
ajfa-11456	206	228	0.014	0.014	NUM
ajfa-11456	206	229	4.773	4.773	NUM
ajfa-11456	206	230	0.778	0.778	NUM
ajfa-11456	206	231	0.006	0.006	NUM
ajfa-11456	206	232	2.586	2.586	NUM
ajfa-11456	206	233	0.873	0.873	NUM
ajfa-11456	206	234	0.005	0.005	NUM
ajfa-11456	206	235	2.165	2.165	NUM
ajfa-11456	206	236	0.889	0.889	NUM
ajfa-11456	206	237	0.006	0.006	NUM
ajfa-11456	206	238	2.472	2.472	NUM
ajfa-11456	206	239	0.877	0.877	NUM
ajfa-11456	206	240	l3m1	l3m1	ADV
ajfa-11456	206	241	0.007	0.007	NUM
ajfa-11456	206	242	0.779	0.779	NUM
ajfa-11456	206	243	-0.001	-0.001	NOUN
ajfa-11456	206	244	-0.432	-0.432	NOUN
ajfa-11456	206	245	0.854	0.854	NUM
ajfa-11456	206	246	w	w	NOUN
ajfa-11456	206	247	v1m2	v1m2	PROPN
ajfa-11456	206	248	0.016	0.016	NUM
ajfa-11456	206	249	0.178	0.178	NUM
ajfa-11456	206	250	0.007	0.007	NUM
ajfa-11456	206	251	2.131	2.131	NUM
ajfa-11456	206	252	0.847	0.847	NUM
ajfa-11456	206	253	0.002	0.002	NUM
ajfa-11456	206	254	0.691	0.691	NUM
ajfa-11456	206	255	0.909	0.909	NUM
ajfa-11456	206	256	v3m1	v3m1	PUNCT
ajfa-11456	206	257	0.011	0.011	NUM
ajfa-11456	206	258	1.588	1.588	NUM
ajfa-11456	206	259	0.005	0.005	NUM
ajfa-11456	206	260	1.504	1.504	NUM
ajfa-11456	206	261	0.802	0.802	NUM
ajfa-11456	206	262	w	w	PROPN
ajfa-11456	206	263	v1l1	v1l1	PROPN
ajfa-11456	206	264	0.021	0.021	NUM
ajfa-11456	206	265	2.538	2.538	NUM
ajfa-11456	206	266	0.013	0.013	NUM
ajfa-11456	206	267	4.025	4.025	NUM
ajfa-11456	206	268	0.844	0.844	NUM
ajfa-11456	206	269	0.004	0.004	NUM
ajfa-11456	206	270	1.776	1.776	NUM
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ajfa-11456	206	272	v3l2	v3l2	PROPN
ajfa-11456	206	273	0.008	0.008	NUM
ajfa-11456	206	274	1.388	1.388	NUM
ajfa-11456	206	275	0.003	0.003	NUM
ajfa-11456	206	276	1.298	1.298	NUM
ajfa-11456	206	277	0.895	0.895	NUM
ajfa-11456	206	278	w	w	NOUN
ajfa-11456	206	279	v1e2	v1e2	PROPN
ajfa-11456	206	280	0.017	0.017	NUM
ajfa-11456	206	281	1.942	1.942	NUM
ajfa-11456	206	282	0.008	0.008	NUM
ajfa-11456	206	283	2.603	2.603	NUM
ajfa-11456	206	284	0.854	0.854	NUM
ajfa-11456	206	285	0.004	0.004	NUM
ajfa-11456	206	286	1.721	1.721	NUM
ajfa-11456	206	287	0.942	0.942	NUM
ajfa-11456	206	288	v3e1	v3e1	PROPN
ajfa-11456	206	289	0.010	0.010	NUM
ajfa-11456	206	290	1.655	1.655	NUM
ajfa-11456	206	291	0.004	0.004	NUM
ajfa-11456	206	292	2.110	2.110	NUM
ajfa-11456	206	293	0.895	0.895	NUM
ajfa-11456	206	294	0.000	0.000	NUM
ajfa-11456	206	295	-0.104	-0.104	NOUN
ajfa-11456	206	296	0.927	0.927	NUM
ajfa-11456	206	297	w	w	NOUN
ajfa-11456	206	298	l1e2	l1e2	NOUN
ajfa-11456	206	299	0.022	0.022	NUM
ajfa-11456	206	300	3.629	3.629	NUM
ajfa-11456	206	301	0.017	0.017	NUM
ajfa-11456	206	302	6.230	6.230	NUM
ajfa-11456	206	303	0.813	0.813	NUM
ajfa-11456	206	304	0.009	0.009	NUM
ajfa-11456	206	305	4.316	4.316	NUM
ajfa-11456	206	306	0.894	0.894	NUM
ajfa-11456	206	307	0.010	0.010	NUM
ajfa-11456	206	308	4.376	4.376	NUM
ajfa-11456	206	309	0.894	0.894	NUM
ajfa-11456	206	310	0.009	0.009	NUM
ajfa-11456	206	311	4.205	4.205	NUM
ajfa-11456	206	312	0.898	0.898	NUM
ajfa-11456	206	313	l3e1	l3e1	PROPN
ajfa-11456	206	314	0.006	0.006	NUM
ajfa-11456	206	315	0.745	0.745	NUM
ajfa-11456	206	316	-0.002	-0.002	PUNCT
ajfa-11456	206	317	-0.604	-0.604	PUNCT
ajfa-11456	206	318	0.877	0.877	NUM
ajfa-11456	206	319	p1e1	p1e1	NOUN
ajfa-11456	206	320	0.012	0.012	NUM
ajfa-11456	206	321	1.513	1.513	NUM
ajfa-11456	206	322	0.004	0.004	NUM
ajfa-11456	206	323	1.662	1.662	NUM
ajfa-11456	206	324	0.892	0.892	NUM
ajfa-11456	206	325	w	w	ADP
ajfa-11456	206	326	p3e2	p3e2	NOUN
ajfa-11456	206	327	0.017	0.017	NUM
ajfa-11456	206	328	2.734	2.734	NUM
ajfa-11456	206	329	0.011	0.011	NUM
ajfa-11456	206	330	4.984	4.984	NUM
ajfa-11456	206	331	0.873	0.873	NUM
ajfa-11456	206	332	0.006	0.006	NUM
ajfa-11456	206	333	3.028	3.028	NUM
ajfa-11456	206	334	0.899	0.899	NUM
ajfa-11456	206	335	0.006	0.006	NUM
ajfa-11456	206	336	2.885	2.885	NUM
ajfa-11456	206	337	0.899	0.899	NUM
ajfa-11456	206	338	0.005	0.005	NUM
ajfa-11456	206	339	3.050	3.050	NUM
ajfa-11456	206	340	0.924	0.924	NUM
ajfa-11456	206	341	m1e1	m1e1	NOUN
ajfa-11456	206	342	0.013	0.013	NUM
ajfa-11456	206	343	1.540	1.540	NUM
ajfa-11456	206	344	0.005	0.005	NUM
ajfa-11456	206	345	1.401	1.401	NUM
ajfa-11456	206	346	0.803	0.803	NUM
ajfa-11456	206	347	w	w	PROPN
ajfa-11456	206	348	m3e2	m3e2	PROPN
ajfa-11456	206	349	0.018	0.018	NUM
ajfa-11456	206	350	2.724	2.724	NUM
ajfa-11456	206	351	0.012	0.012	NUM
ajfa-11456	206	352	4.723	4.723	NUM
ajfa-11456	206	353	0.868	0.868	NUM
ajfa-11456	206	354	0.006	0.006	NUM
ajfa-11456	206	355	2.866	2.866	NUM
ajfa-11456	206	356	0.898	0.898	NUM
ajfa-11456	206	357	0.004	0.004	NUM
ajfa-11456	206	358	2.436	2.436	NUM
ajfa-11456	206	359	0.932	0.932	NUM
ajfa-11456	206	360	0.006	0.006	NUM
ajfa-11456	206	361	2.730	2.730	NUM
ajfa-11456	206	362	0.904	0.904	NUM
ajfa-11456	206	363	w	w	PROPN
ajfa-11456	206	364	l1p2	l1p2	PROPN
ajfa-11456	206	365	0.022	0.022	NUM
ajfa-11456	206	366	3.567	3.567	NUM
ajfa-11456	206	367	0.016	0.016	NUM
ajfa-11456	206	368	6.076	6.076	NUM
ajfa-11456	206	369	0.812	0.812	NUM
ajfa-11456	206	370	0.009	0.009	NUM
ajfa-11456	206	371	4.179	4.179	NUM
ajfa-11456	206	372	0.900	0.900	NUM
ajfa-11456	206	373	0.009	0.009	NUM
ajfa-11456	206	374	4.379	4.379	NUM
ajfa-11456	206	375	0.901	0.901	NUM
ajfa-11456	206	376	0.008	0.008	NUM
ajfa-11456	206	377	4.253	4.253	NUM
ajfa-11456	206	378	0.916	0.916	NUM
ajfa-11456	206	379	l3p1	l3p1	NOUN
ajfa-11456	206	380	0.007	0.007	NUM
ajfa-11456	206	381	0.811	0.811	NUM
ajfa-11456	206	382	-0.001	-0.001	NOUN
ajfa-11456	206	383	-0.488	-0.488	PUNCT
ajfa-11456	206	384	0.897	0.897	NUM
ajfa-11456	206	385	panel	panel	NOUN
ajfa-11456	206	386	c	c	NOUN
ajfa-11456	206	387	-	-	PUNCT
ajfa-11456	206	388	conditional	conditional	ADJ
ajfa-11456	206	389	bivariate	bivariate	NOUN
ajfa-11456	206	390	,	,	PUNCT
ajfa-11456	206	391	2x3	2x3	NUM
ajfa-11456	206	392	unadjusted	unadjusted	ADJ
ajfa-11456	206	393	capm	capm	PROPN
ajfa-11456	206	394	fama	fama	PROPN
ajfa-11456	206	395	french-3	french-3	NOUN
ajfa-11456	206	396	factor	factor	NOUN
ajfa-11456	206	397	carhart	carhart	NOUN
ajfa-11456	206	398	fama	fama	NOUN
ajfa-11456	206	399	french-5	french-5	PROPN
ajfa-11456	206	400	factor	factor	NOUN
ajfa-11456	206	401	p	p	NOUN
ajfa-11456	206	402	#	#	NOUN
ajfa-11456	206	403	i.s	i.s	NOUN
ajfa-11456	206	404	.	.	PUNCT
ajfa-11456	206	405	*	*	PUNCT
ajfa-11456	207	1	mean	mean	PROPN
ajfa-11456	207	2	return	return	VERB
ajfa-11456	207	3	t	t	NOUN
ajfa-11456	207	4	-	-	PUNCT
ajfa-11456	207	5	stat	stat	NOUN
ajfa-11456	207	6	α	α	PROPN
ajfa-11456	207	7	t	t	PROPN
ajfa-11456	207	8	-	-	PUNCT
ajfa-11456	207	9	stat	stat	NOUN
ajfa-11456	207	10	adj	adj	PROPN
ajfa-11456	207	11	-	-	PUNCT
ajfa-11456	207	12	r2	r2	NOUN
ajfa-11456	207	13	α	α	PROPN
ajfa-11456	207	14	t	t	PROPN
ajfa-11456	207	15	-	-	PUNCT
ajfa-11456	207	16	stat	stat	NOUN
ajfa-11456	207	17	adj	adj	PROPN
ajfa-11456	207	18	-	-	PUNCT
ajfa-11456	207	19	r2	r2	NOUN
ajfa-11456	207	20	α	α	PROPN
ajfa-11456	207	21	t	t	PROPN
ajfa-11456	207	22	-	-	PUNCT
ajfa-11456	207	23	stat	stat	NOUN
ajfa-11456	207	24	adj	adj	PROPN
ajfa-11456	207	25	-	-	PUNCT
ajfa-11456	207	26	r2	r2	NOUN
ajfa-11456	207	27	α	α	PROPN
ajfa-11456	207	28	t	t	PROPN
ajfa-11456	207	29	-	-	PUNCT
ajfa-11456	207	30	stat	stat	NOUN
ajfa-11456	207	31	adj	adj	PROPN
ajfa-11456	207	32	-	-	PUNCT
ajfa-11456	207	33	r2	r2	NOUN
ajfa-11456	207	34	asian	asian	ADJ
ajfa-11456	207	35	journal	journal	PROPN
ajfa-11456	207	36	of	of	ADP
ajfa-11456	207	37	finance	finance	PROPN
ajfa-11456	207	38	&	&	CCONJ
ajfa-11456	207	39	accounting	accounting	PROPN
ajfa-11456	207	40	issn	issn	PROPN
ajfa-11456	207	41	1946	1946	NUM
ajfa-11456	207	42	-	-	PUNCT
ajfa-11456	207	43	052x	052x	PROPN
ajfa-11456	207	44	2017	2017	NUM
ajfa-11456	207	45	,	,	PUNCT
ajfa-11456	207	46	vol	vol	NOUN
ajfa-11456	207	47	.	.	NOUN
ajfa-11456	207	48	9	9	NUM
ajfa-11456	207	49	,	,	PUNCT
ajfa-11456	207	50	no	no	INTJ
ajfa-11456	207	51	.	.	NOUN
ajfa-11456	207	52	2	2	NUM
ajfa-11456	207	53	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	207	54	14	14	NUM
ajfa-11456	207	55	panel	panel	NOUN
ajfa-11456	207	56	a	a	DET
ajfa-11456	207	57	--	--	PUNCT
ajfa-11456	207	58	univariate	univariate	ADJ
ajfa-11456	207	59	unadjusted	unadjusted	ADJ
ajfa-11456	207	60	capm	capm	PROPN
ajfa-11456	207	61	fama	fama	PROPN
ajfa-11456	207	62	french-3	french-3	NOUN
ajfa-11456	207	63	factor	factor	NOUN
ajfa-11456	207	64	carhart	carhart	NOUN
ajfa-11456	207	65	fama	fama	NOUN
ajfa-11456	207	66	french-5	french-5	PROPN
ajfa-11456	207	67	factor	factor	NOUN
ajfa-11456	207	68	p	p	NOUN
ajfa-11456	207	69	#	#	NOUN
ajfa-11456	207	70	i.s	i.s	NOUN
ajfa-11456	207	71	.	.	PUNCT
ajfa-11456	208	1	*	*	PUNCT
ajfa-11456	208	2	mean	mean	PROPN
ajfa-11456	208	3	return	return	VERB
ajfa-11456	208	4	t	t	NOUN
ajfa-11456	208	5	-	-	PUNCT
ajfa-11456	208	6	stat	stat	NOUN
ajfa-11456	208	7	α	α	PROPN
ajfa-11456	208	8	t	t	PROPN
ajfa-11456	208	9	-	-	PUNCT
ajfa-11456	208	10	stat	stat	NOUN
ajfa-11456	208	11	adj	adj	PROPN
ajfa-11456	208	12	-	-	PUNCT
ajfa-11456	208	13	r2	r2	NOUN
ajfa-11456	208	14	α	α	PROPN
ajfa-11456	208	15	t	t	PROPN
ajfa-11456	208	16	-	-	PUNCT
ajfa-11456	208	17	stat	stat	NOUN
ajfa-11456	208	18	adj	adj	PROPN
ajfa-11456	208	19	-	-	PUNCT
ajfa-11456	208	20	r2	r2	NOUN
ajfa-11456	208	21	α	α	PROPN
ajfa-11456	208	22	t	t	PROPN
ajfa-11456	208	23	-	-	PUNCT
ajfa-11456	208	24	stat	stat	NOUN
ajfa-11456	208	25	adj	adj	PROPN
ajfa-11456	208	26	-	-	PUNCT
ajfa-11456	208	27	r2	r2	NOUN
ajfa-11456	208	28	α	α	PROPN
ajfa-11456	208	29	t	t	PROPN
ajfa-11456	208	30	-	-	PUNCT
ajfa-11456	208	31	stat	stat	NOUN
ajfa-11456	208	32	adj	adj	PROPN
ajfa-11456	208	33	-	-	PUNCT
ajfa-11456	208	34	r2	r2	PROPN
ajfa-11456	208	35	w	w	PROPN
ajfa-11456	208	36	e1s1	e1s1	PROPN
ajfa-11456	208	37	0.021	0.021	NUM
ajfa-11456	208	38	2.645	2.645	NUM
ajfa-11456	208	39	0.014	0.014	NUM
ajfa-11456	208	40	3.678	3.678	NUM
ajfa-11456	208	41	0.777	0.777	NUM
ajfa-11456	208	42	0.002	0.002	NUM
ajfa-11456	208	43	0.845	0.845	NUM
ajfa-11456	208	44	0.908	0.908	NUM
ajfa-11456	208	45	e1s3	e1s3	NOUN
ajfa-11456	208	46	0.004	0.004	NUM
ajfa-11456	208	47	0.609	0.609	NUM
ajfa-11456	208	48	-0.003	-0.003	NOUN
ajfa-11456	208	49	-1.258	-1.258	NUM
ajfa-11456	208	50	0.915	0.915	NUM
ajfa-11456	208	51	w	w	NOUN
ajfa-11456	208	52	e2s1	e2s1	NOUN
ajfa-11456	208	53	0.025	0.025	NUM
ajfa-11456	208	54	3.605	3.605	NUM
ajfa-11456	208	55	0.019	0.019	NUM
ajfa-11456	208	56	5.800	5.800	NUM
ajfa-11456	208	57	0.785	0.785	NUM
ajfa-11456	208	58	0.009	0.009	NUM
ajfa-11456	208	59	3.481	3.481	NUM
ajfa-11456	208	60	0.875	0.875	NUM
ajfa-11456	208	61	0.009	0.009	NUM
ajfa-11456	208	62	3.441	3.441	NUM
ajfa-11456	208	63	0.874	0.874	NUM
ajfa-11456	208	64	0.009	0.009	NUM
ajfa-11456	208	65	3.353	3.353	NUM
ajfa-11456	208	66	0.880	0.880	NUM
ajfa-11456	208	67	e2s3	e2s3	ADP
ajfa-11456	208	68	0.007	0.007	NUM
ajfa-11456	208	69	1.150	1.150	NUM
ajfa-11456	208	70	0.001	0.001	NUM
ajfa-11456	208	71	0.591	0.591	NUM
ajfa-11456	208	72	0.918	0.918	NUM
ajfa-11456	208	73	w	w	NOUN
ajfa-11456	208	74	m1s1	m1s1	NOUN
ajfa-11456	208	75	0.019	0.019	NUM
ajfa-11456	208	76	2.392	2.392	NUM
ajfa-11456	208	77	0.012	0.012	NUM
ajfa-11456	208	78	3.082	3.082	NUM
ajfa-11456	208	79	0.766	0.766	NUM
ajfa-11456	208	80	0.001	0.001	NUM
ajfa-11456	208	81	0.228	0.228	NUM
ajfa-11456	208	82	0.896	0.896	NUM
ajfa-11456	208	83	m1s3	m1s3	NOUN
ajfa-11456	208	84	0.005	0.005	NUM
ajfa-11456	208	85	0.721	0.721	NUM
ajfa-11456	208	86	-0.002	-0.002	PUNCT
ajfa-11456	208	87	-0.626	-0.626	NUM
ajfa-11456	208	88	0.866	0.866	NUM
ajfa-11456	208	89	w	w	NOUN
ajfa-11456	208	90	m2s1	m2s1	PROPN
ajfa-11456	208	91	0.027	0.027	NUM
ajfa-11456	208	92	3.890	3.890	NUM
ajfa-11456	208	93	0.021	0.021	NUM
ajfa-11456	208	94	5.981	5.981	NUM
ajfa-11456	208	95	0.750	0.750	NUM
ajfa-11456	208	96	0.011	0.011	NUM
ajfa-11456	208	97	3.753	3.753	NUM
ajfa-11456	208	98	0.842	0.842	NUM
ajfa-11456	208	99	0.010	0.010	NUM
ajfa-11456	208	100	3.407	3.407	NUM
ajfa-11456	208	101	0.866	0.866	NUM
ajfa-11456	208	102	0.011	0.011	NUM
ajfa-11456	208	103	3.658	3.658	NUM
ajfa-11456	208	104	0.846	0.846	NUM
ajfa-11456	208	105	m2s3	m2s3	ADP
ajfa-11456	208	106	0.008	0.008	NUM
ajfa-11456	208	107	1.193	1.193	NUM
ajfa-11456	208	108	0.001	0.001	NUM
ajfa-11456	208	109	0.675	0.675	NUM
ajfa-11456	208	110	0.882	0.882	NUM
ajfa-11456	208	111	s1m1	s1m1	ADP
ajfa-11456	208	112	0.020	0.020	NUM
ajfa-11456	208	113	2.421	2.421	NUM
ajfa-11456	208	114	0.012	0.012	NUM
ajfa-11456	208	115	3.304	3.304	NUM
ajfa-11456	208	116	0.792	0.792	NUM
ajfa-11456	208	117	0.001	0.001	NUM
ajfa-11456	208	118	0.485	0.485	NUM
ajfa-11456	208	119	0.928	0.928	NUM
ajfa-11456	208	120	w	w	ADP
ajfa-11456	208	121	s1m3	s1m3	PROPN
ajfa-11456	208	122	0.023	0.023	NUM
ajfa-11456	208	123	3.185	3.185	NUM
ajfa-11456	208	124	0.016	0.016	NUM
ajfa-11456	208	125	5.176	5.176	NUM
ajfa-11456	208	126	0.810	0.810	NUM
ajfa-11456	208	127	0.006	0.006	NUM
ajfa-11456	208	128	2.562	2.562	NUM
ajfa-11456	208	129	0.910	0.910	NUM
ajfa-11456	208	130	0.004	0.004	NUM
ajfa-11456	208	131	2.068	2.068	NUM
ajfa-11456	208	132	0.935	0.935	NUM
ajfa-11456	208	133	0.006	0.006	NUM
ajfa-11456	208	134	2.455	2.455	NUM
ajfa-11456	208	135	0.912	0.912	NUM
ajfa-11456	208	136	s2m1	s2m1	ADP
ajfa-11456	208	137	0.007	0.007	NUM
ajfa-11456	208	138	0.976	0.976	NUM
ajfa-11456	208	139	0.000	0.000	NUM
ajfa-11456	208	140	0.101	0.101	NUM
ajfa-11456	208	141	0.835	0.835	NUM
ajfa-11456	208	142	w	w	ADP
ajfa-11456	208	143	s2m3	s2m3	PROPN
ajfa-11456	208	144	0.009	0.009	NUM
ajfa-11456	208	145	1.398	1.398	NUM
ajfa-11456	208	146	0.003	0.003	NUM
ajfa-11456	208	147	1.296	1.296	NUM
ajfa-11456	208	148	0.890	0.890	NUM
ajfa-11456	208	149	e1m1	e1m1	VERB
ajfa-11456	208	150	0.010	0.010	NUM
ajfa-11456	208	151	1.210	1.210	NUM
ajfa-11456	208	152	0.003	0.003	NUM
ajfa-11456	208	153	0.643	0.643	NUM
ajfa-11456	208	154	0.753	0.753	NUM
ajfa-11456	208	155	w	w	NOUN
ajfa-11456	208	156	e2m3	e2m3	ADP
ajfa-11456	208	157	0.021	0.021	NUM
ajfa-11456	208	158	3.196	3.196	NUM
ajfa-11456	208	159	0.015	0.015	NUM
ajfa-11456	208	160	4.988	4.988	NUM
ajfa-11456	208	161	0.791	0.791	NUM
ajfa-11456	208	162	0.011	0.011	NUM
ajfa-11456	208	163	3.722	3.722	NUM
ajfa-11456	208	164	0.820	0.820	NUM
ajfa-11456	208	165	0.009	0.009	NUM
ajfa-11456	208	166	3.397	3.397	NUM
ajfa-11456	208	167	0.862	0.862	NUM
ajfa-11456	208	168	0.011	0.011	NUM
ajfa-11456	208	169	3.590	3.590	NUM
ajfa-11456	208	170	0.825	0.825	NUM
ajfa-11456	208	171	w	w	NOUN
ajfa-11456	208	172	l1s1	l1s1	PROPN
ajfa-11456	208	173	0.027	0.027	NUM
ajfa-11456	208	174	3.640	3.640	NUM
ajfa-11456	208	175	0.020	0.020	NUM
ajfa-11456	208	176	6.058	6.058	NUM
ajfa-11456	208	177	0.799	0.799	NUM
ajfa-11456	208	178	0.007	0.007	NUM
ajfa-11456	208	179	3.869	3.869	NUM
ajfa-11456	208	180	0.940	0.940	NUM
ajfa-11456	208	181	0.008	0.008	NUM
ajfa-11456	208	182	3.938	3.938	NUM
ajfa-11456	208	183	0.939	0.939	NUM
ajfa-11456	208	184	0.008	0.008	NUM
ajfa-11456	208	185	3.809	3.809	NUM
ajfa-11456	208	186	0.939	0.939	NUM
ajfa-11456	208	187	l2s3	l2s3	NOUN
ajfa-11456	208	188	0.005	0.005	NUM
ajfa-11456	208	189	0.836	0.836	NUM
ajfa-11456	208	190	-0.001	-0.001	NUM
ajfa-11456	208	191	-1.062	-1.062	PUNCT
ajfa-11456	208	192	0.973	0.973	NUM
ajfa-11456	208	193	w	w	NOUN
ajfa-11456	208	194	s1l1	s1l1	PROPN
ajfa-11456	208	195	0.023	0.023	NUM
ajfa-11456	208	196	3.701	3.701	NUM
ajfa-11456	208	197	0.017	0.017	NUM
ajfa-11456	208	198	5.736	5.736	NUM
ajfa-11456	208	199	0.762	0.762	NUM
ajfa-11456	208	200	0.007	0.007	NUM
ajfa-11456	208	201	3.323	3.323	NUM
ajfa-11456	208	202	0.911	0.911	NUM
ajfa-11456	208	203	0.007	0.007	NUM
ajfa-11456	208	204	3.397	3.397	NUM
ajfa-11456	208	205	0.911	0.911	NUM
ajfa-11456	208	206	0.006	0.006	NUM
ajfa-11456	208	207	3.192	3.192	NUM
ajfa-11456	208	208	0.913	0.913	NUM
ajfa-11456	208	209	s2l3	s2l3	NUM
ajfa-11456	208	210	0.005	0.005	NUM
ajfa-11456	208	211	0.618	0.618	NUM
ajfa-11456	208	212	-0.003	-0.003	PUNCT
ajfa-11456	208	213	-1.252	-1.252	NUM
ajfa-11456	208	214	0.918	0.918	NUM
ajfa-11456	208	215	m1e1	m1e1	NOUN
ajfa-11456	208	216	0.009	0.009	NUM
ajfa-11456	208	217	1.093	1.093	NUM
ajfa-11456	208	218	0.001	0.001	NUM
ajfa-11456	208	219	0.395	0.395	NUM
ajfa-11456	208	220	0.811	0.811	NUM
ajfa-11456	208	221	w	w	NOUN
ajfa-11456	208	222	m2e3	m2e3	ADP
ajfa-11456	208	223	0.020	0.020	NUM
ajfa-11456	208	224	2.920	2.920	NUM
ajfa-11456	208	225	0.013	0.013	NUM
ajfa-11456	208	226	4.977	4.977	NUM
ajfa-11456	208	227	0.843	0.843	NUM
ajfa-11456	208	228	0.010	0.010	NUM
ajfa-11456	208	229	3.571	3.571	NUM
ajfa-11456	208	230	0.861	0.861	NUM
ajfa-11456	208	231	0.008	0.008	NUM
ajfa-11456	208	232	3.213	3.213	NUM
ajfa-11456	208	233	0.880	0.880	NUM
ajfa-11456	208	234	0.009	0.009	NUM
ajfa-11456	208	235	3.450	3.450	NUM
ajfa-11456	208	236	0.863	0.863	NUM
ajfa-11456	208	237	s1e1	s1e1	PROPN
ajfa-11456	208	238	0.019	0.019	NUM
ajfa-11456	208	239	2.475	2.475	NUM
ajfa-11456	208	240	0.012	0.012	NUM
ajfa-11456	208	241	2.342	2.342	NUM
ajfa-11456	208	242	0.780	0.780	NUM
ajfa-11456	208	243	0.002	0.002	NUM
ajfa-11456	208	244	0.837	0.837	NUM
ajfa-11456	208	245	0.897	0.897	NUM
ajfa-11456	208	246	w	w	NOUN
ajfa-11456	208	247	s1e3	s1e3	PROPN
ajfa-11456	208	248	0.023	0.023	NUM
ajfa-11456	208	249	3.230	3.230	NUM
ajfa-11456	208	250	0.017	0.017	NUM
ajfa-11456	208	251	5.472	5.472	NUM
ajfa-11456	208	252	0.825	0.825	NUM
ajfa-11456	208	253	0.008	0.008	NUM
ajfa-11456	208	254	3.125	3.125	NUM
ajfa-11456	208	255	0.893	0.893	NUM
ajfa-11456	208	256	0.008	0.008	NUM
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ajfa-11456	208	258	0.892	0.892	NUM
ajfa-11456	208	259	0.008	0.008	NUM
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ajfa-11456	208	261	0.896	0.896	NUM
ajfa-11456	208	262	s2e1	s2e1	NOUN
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ajfa-11456	208	275	0.005	0.005	NUM
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ajfa-11456	208	277	0.912	0.912	NUM
ajfa-11456	208	278	0.005	0.005	NUM
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ajfa-11456	208	280	0.911	0.911	NUM
ajfa-11456	208	281	0.005	0.005	NUM
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ajfa-11456	208	284	w	w	ADP
ajfa-11456	208	285	e1l1	e1l1	PROPN
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ajfa-11456	208	294	e1l3	e1l3	PROPN
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ajfa-11456	208	301	e2l1	e2l1	PROPN
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ajfa-11456	208	305	6.125	6.125	NUM
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ajfa-11456	208	316	e2l3	e2l3	NOUN
ajfa-11456	208	317	0.010	0.010	NUM
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ajfa-11456	208	323	m1l1	m1l1	PROPN
ajfa-11456	208	324	0.017	0.017	NUM
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ajfa-11456	208	332	m1l3	m1l3	NOUN
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ajfa-11456	208	338	w	w	VERB
ajfa-11456	208	339	m2l1	m2l1	PROPN
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ajfa-11456	208	343	4.984	4.984	NUM
ajfa-11456	208	344	0.732	0.732	NUM
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ajfa-11456	208	349	2.732	2.732	NUM
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ajfa-11456	208	352	3.004	3.004	NUM
ajfa-11456	208	353	0.814	0.814	NUM
ajfa-11456	208	354	m2l3	m2l3	NOUN
ajfa-11456	208	355	0.012	0.012	NUM
ajfa-11456	208	356	1.552	1.552	NUM
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ajfa-11456	208	358	1.564	1.564	NUM
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ajfa-11456	208	360	l1m1	l1m1	NOUN
ajfa-11456	208	361	0.017	0.017	NUM
ajfa-11456	208	362	2.215	2.215	NUM
ajfa-11456	208	363	0.010	0.010	NUM
ajfa-11456	208	364	3.097	3.097	NUM
ajfa-11456	208	365	0.830	0.830	NUM
ajfa-11456	208	366	0.002	0.002	NUM
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ajfa-11456	208	370	l1m3	l1m3	PROPN
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ajfa-11456	208	373	0.016	0.016	NUM
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ajfa-11456	208	375	0.815	0.815	NUM
ajfa-11456	208	376	0.009	0.009	NUM
ajfa-11456	208	377	3.773	3.773	NUM
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ajfa-11456	208	381	0.912	0.912	NUM
ajfa-11456	208	382	0.009	0.009	NUM
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ajfa-11456	208	385	l2m1	l2m1	ADP
ajfa-11456	208	386	0.009	0.009	NUM
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ajfa-11456	208	391	w	w	NOUN
ajfa-11456	208	392	l2m3	l2m3	PROPN
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ajfa-11456	208	398	l1e1	l1e1	NOUN
ajfa-11456	208	399	0.015	0.015	NUM
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ajfa-11456	208	408	l1e3	l1e3	PROPN
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ajfa-11456	208	416	0.912	0.912	NUM
ajfa-11456	208	417	0.009	0.009	NUM
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ajfa-11456	208	419	0.911	0.911	NUM
ajfa-11456	208	420	0.009	0.009	NUM
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ajfa-11456	208	432	052x	052x	PROPN
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ajfa-11456	208	445	a	a	DET
ajfa-11456	208	446	--	--	PUNCT
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ajfa-11456	208	450	fama	fama	PROPN
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ajfa-11456	208	467	α	α	PROPN
ajfa-11456	208	468	t	t	PROPN
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ajfa-11456	208	470	stat	stat	NOUN
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ajfa-11456	208	473	r2	r2	NOUN
ajfa-11456	208	474	α	α	PROPN
ajfa-11456	208	475	t	t	PROPN
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ajfa-11456	208	478	adj	adj	PROPN
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ajfa-11456	208	480	r2	r2	NOUN
ajfa-11456	208	481	α	α	PROPN
ajfa-11456	208	482	t	t	PROPN
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ajfa-11456	208	484	stat	stat	NOUN
ajfa-11456	208	485	adj	adj	PROPN
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ajfa-11456	208	487	r2	r2	NOUN
ajfa-11456	208	488	α	α	PROPN
ajfa-11456	208	489	t	t	PROPN
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ajfa-11456	208	491	stat	stat	NOUN
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ajfa-11456	208	494	r2	r2	NOUN
ajfa-11456	208	495	l2e1	l2e1	NOUN
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ajfa-11456	208	501	w	w	NOUN
ajfa-11456	208	502	l2e3	l2e3	ADP
ajfa-11456	208	503	0.012	0.012	NUM
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ajfa-11456	208	508	0.002	0.002	NUM
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ajfa-11456	208	512	e1v1	e1v1	PROPN
ajfa-11456	208	513	0.011	0.011	NUM
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ajfa-11456	208	518	e1v3	e1v3	NOUN
ajfa-11456	208	519	0.011	0.011	NUM
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ajfa-11456	208	527	w	w	NOUN
ajfa-11456	208	528	e2v1	e2v1	PROPN
ajfa-11456	208	529	0.018	0.018	NUM
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ajfa-11456	208	534	0.005	0.005	NUM
ajfa-11456	208	535	1.990	1.990	NUM
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ajfa-11456	208	537	0.005	0.005	NUM
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ajfa-11456	208	543	e2v3	e2v3	PROPN
ajfa-11456	208	544	0.017	0.017	NUM
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ajfa-11456	208	552	0.008	0.008	NUM
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ajfa-11456	209	13	w	w	NOUN
ajfa-11456	209	14	m2v1	m2v1	NUM
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ajfa-11456	209	23	m2v3	m2v3	PROPN
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ajfa-11456	209	38	w	w	NOUN
ajfa-11456	209	39	s1v1	s1v1	PROPN
ajfa-11456	209	40	0.018	0.018	NUM
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ajfa-11456	209	42	0.010	0.010	NUM
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ajfa-11456	209	45	0.000	0.000	NUM
ajfa-11456	209	46	0.044	0.044	NUM
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ajfa-11456	209	48	s2v3	s2v3	PROPN
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ajfa-11456	209	54	w	w	ADP
ajfa-11456	209	55	l1v1	l1v1	PUNCT
ajfa-11456	209	56	0.022	0.022	NUM
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ajfa-11456	209	59	4.699	4.699	NUM
ajfa-11456	209	60	0.856	0.856	NUM
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ajfa-11456	209	62	2.510	2.510	NUM
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ajfa-11456	209	67	0.005	0.005	NUM
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ajfa-11456	209	70	l2v3	l2v3	PRON
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ajfa-11456	209	74	1.410	1.410	NUM
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ajfa-11456	209	76	v1e1	v1e1	NOUN
ajfa-11456	209	77	0.010	0.010	NUM
ajfa-11456	209	78	1.312	1.312	NUM
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ajfa-11456	209	83	v1e3	v1e3	PROPN
ajfa-11456	209	84	0.017	0.017	NUM
ajfa-11456	209	85	2.131	2.131	NUM
ajfa-11456	209	86	0.010	0.010	NUM
ajfa-11456	209	87	3.112	3.112	NUM
ajfa-11456	209	88	0.856	0.856	NUM
ajfa-11456	209	89	0.006	0.006	NUM
ajfa-11456	209	90	2.238	2.238	NUM
ajfa-11456	209	91	0.913	0.913	NUM
ajfa-11456	209	92	0.006	0.006	NUM
ajfa-11456	209	93	2.167	2.167	NUM
ajfa-11456	209	94	0.913	0.913	NUM
ajfa-11456	209	95	0.005	0.005	NUM
ajfa-11456	209	96	2.121	2.121	NUM
ajfa-11456	209	97	0.913	0.913	NUM
ajfa-11456	209	98	v2e1	v2e1	NOUN
ajfa-11456	209	99	0.012	0.012	NUM
ajfa-11456	209	100	2.003	2.003	NUM
ajfa-11456	209	101	0.006	0.006	NUM
ajfa-11456	209	102	2.980	2.980	NUM
ajfa-11456	209	103	0.878	0.878	NUM
ajfa-11456	209	104	0.003	0.003	NUM
ajfa-11456	209	105	1.380	1.380	NUM
ajfa-11456	209	106	0.894	0.894	NUM
ajfa-11456	209	107	w	w	NOUN
ajfa-11456	209	108	v2e3	v2e3	ADP
ajfa-11456	209	109	0.016	0.016	NUM
ajfa-11456	209	110	2.595	2.595	NUM
ajfa-11456	209	111	0.010	0.010	NUM
ajfa-11456	209	112	3.932	3.932	NUM
ajfa-11456	209	113	0.821	0.821	NUM
ajfa-11456	209	114	0.006	0.006	NUM
ajfa-11456	209	115	2.797	2.797	NUM
ajfa-11456	209	116	0.887	0.887	NUM
ajfa-11456	209	117	0.006	0.006	NUM
ajfa-11456	209	118	2.772	2.772	NUM
ajfa-11456	209	119	0.886	0.886	NUM
ajfa-11456	209	120	0.006	0.006	NUM
ajfa-11456	209	121	2.732	2.732	NUM
ajfa-11456	209	122	0.892	0.892	NUM
ajfa-11456	209	123	v1m1	v1m1	ADP
ajfa-11456	209	124	0.013	0.013	NUM
ajfa-11456	209	125	1.550	1.550	NUM
ajfa-11456	209	126	0.005	0.005	NUM
ajfa-11456	209	127	1.376	1.376	NUM
ajfa-11456	209	128	0.781	0.781	NUM
ajfa-11456	209	129	w	w	ADP
ajfa-11456	209	130	v1m3	v1m3	PROPN
ajfa-11456	209	131	0.018	0.018	NUM
ajfa-11456	209	132	2.235	2.235	NUM
ajfa-11456	209	133	0.011	0.011	NUM
ajfa-11456	209	134	3.263	3.263	NUM
ajfa-11456	209	135	0.843	0.843	NUM
ajfa-11456	209	136	0.006	0.006	NUM
ajfa-11456	209	137	2.016	2.016	NUM
ajfa-11456	209	138	0.877	0.877	NUM
ajfa-11456	209	139	0.004	0.004	NUM
ajfa-11456	209	140	1.475	1.475	NUM
ajfa-11456	209	141	0.904	0.904	NUM
ajfa-11456	209	142	v2m1	v2m1	ADP
ajfa-11456	209	143	0.019	0.019	NUM
ajfa-11456	209	144	1.469	1.469	NUM
ajfa-11456	209	145	0.004	0.004	NUM
ajfa-11456	209	146	1.275	1.275	NUM
ajfa-11456	209	147	0.820	0.820	NUM
ajfa-11456	209	148	w	w	NOUN
ajfa-11456	209	149	v2m3	v2m3	PROPN
ajfa-11456	209	150	0.019	0.019	NUM
ajfa-11456	209	151	3.057	3.057	NUM
ajfa-11456	209	152	0.013	0.013	NUM
ajfa-11456	209	153	4.253	4.253	NUM
ajfa-11456	209	154	0.740	0.740	NUM
ajfa-11456	209	155	0.009	0.009	NUM
ajfa-11456	209	156	3.178	3.178	NUM
ajfa-11456	209	157	0.808	0.808	NUM
ajfa-11456	209	158	0.007	0.007	NUM
ajfa-11456	209	159	2.796	2.796	NUM
ajfa-11456	209	160	0.865	0.865	NUM
ajfa-11456	209	161	0.009	0.009	NUM
ajfa-11456	209	162	3.116	3.116	NUM
ajfa-11456	209	163	0.811	0.811	NUM
ajfa-11456	209	164	w	w	NOUN
ajfa-11456	209	165	v1s1	v1s1	NOUN
ajfa-11456	209	166	0.023	0.023	NUM
ajfa-11456	209	167	2.737	2.737	NUM
ajfa-11456	209	168	0.015	0.015	NUM
ajfa-11456	209	169	3.767	3.767	NUM
ajfa-11456	209	170	0.762	0.762	NUM
ajfa-11456	209	171	0.003	0.003	NUM
ajfa-11456	209	172	1.270	1.270	NUM
ajfa-11456	209	173	0.903	0.903	NUM
ajfa-11456	209	174	v2s3	v2s3	ADP
ajfa-11456	209	175	0.006	0.006	NUM
ajfa-11456	209	176	1.012	1.012	NUM
ajfa-11456	209	177	0.000	0.000	NUM
ajfa-11456	209	178	0.132	0.132	NUM
ajfa-11456	209	179	0.903	0.903	NUM
ajfa-11456	209	180	w	w	NOUN
ajfa-11456	209	181	v1l1	v1l1	ADP
ajfa-11456	209	182	0.020	0.020	NUM
ajfa-11456	209	183	2.734	2.734	NUM
ajfa-11456	209	184	0.013	0.013	NUM
ajfa-11456	209	185	4.160	4.160	NUM
ajfa-11456	209	186	0.811	0.811	NUM
ajfa-11456	209	187	0.005	0.005	NUM
ajfa-11456	209	188	1.825	1.825	NUM
ajfa-11456	209	189	0.884	0.884	NUM
ajfa-11456	209	190	v2l3	v2l3	NOUN
ajfa-11456	209	191	0.009	0.009	NUM
ajfa-11456	209	192	1.415	1.415	NUM
ajfa-11456	209	193	0.003	0.003	NUM
ajfa-11456	209	194	1.344	1.344	NUM
ajfa-11456	209	195	0.880	0.880	NUM
ajfa-11456	209	196	p1e1	p1e1	NOUN
ajfa-11456	209	197	0.012	0.012	NUM
ajfa-11456	209	198	1.539	1.539	NUM
ajfa-11456	209	199	0.005	0.005	NUM
ajfa-11456	209	200	1.548	1.548	NUM
ajfa-11456	209	201	0.853	0.853	NUM
ajfa-11456	209	202	w	w	PROPN
ajfa-11456	209	203	p2e3	p2e3	PROPN
ajfa-11456	209	204	0.018	0.018	NUM
ajfa-11456	209	205	0.740	0.740	NUM
ajfa-11456	209	206	0.012	0.012	NUM
ajfa-11456	209	207	4.675	4.675	NUM
ajfa-11456	209	208	0.854	0.854	NUM
ajfa-11456	209	209	0.008	0.008	NUM
ajfa-11456	209	210	2.979	2.979	NUM
ajfa-11456	209	211	0.875	0.875	NUM
ajfa-11456	209	212	0.007	0.007	NUM
ajfa-11456	209	213	2.830	2.830	NUM
ajfa-11456	209	214	0.875	0.875	NUM
ajfa-11456	209	215	0.007	0.007	NUM
ajfa-11456	209	216	2.980	2.980	NUM
ajfa-11456	209	217	0.888	0.888	NUM
ajfa-11456	209	218	p1m1	p1m1	NOUN
ajfa-11456	209	219	0.012	0.012	NUM
ajfa-11456	209	220	1.441	1.441	NUM
ajfa-11456	209	221	0.004	0.004	NUM
ajfa-11456	209	222	1.208	1.208	NUM
ajfa-11456	209	223	0.820	0.820	NUM
ajfa-11456	209	224	w	w	NOUN
ajfa-11456	209	225	p2m3	p2m3	NOUN
ajfa-11456	209	226	0.019	0.019	NUM
ajfa-11456	209	227	2.898	2.898	NUM
ajfa-11456	209	228	0.013	0.013	NUM
ajfa-11456	209	229	4.322	4.322	NUM
ajfa-11456	209	230	0.789	0.789	NUM
ajfa-11456	209	231	0.010	0.010	NUM
ajfa-11456	209	232	3.188	3.188	NUM
ajfa-11456	209	233	0.805	0.805	NUM
ajfa-11456	209	234	0.007	0.007	NUM
ajfa-11456	209	235	2.848	2.848	NUM
ajfa-11456	209	236	0.876	0.876	NUM
ajfa-11456	209	237	0.009	0.009	NUM
ajfa-11456	209	238	3.055	3.055	NUM
ajfa-11456	209	239	0.817	0.817	NUM
ajfa-11456	209	240	w	w	NOUN
ajfa-11456	209	241	p1l1	p1l1	NOUN
ajfa-11456	209	242	0.015	0.015	NUM
ajfa-11456	210	1	2.231	2.231	NUM
ajfa-11456	210	2	0.009	0.009	NUM
ajfa-11456	210	3	2.779	2.779	NUM
ajfa-11456	210	4	0.772	0.772	NUM
ajfa-11456	210	5	0.001	0.001	NUM
ajfa-11456	210	6	0.323	0.323	NUM
ajfa-11456	210	7	0.838	0.838	NUM
ajfa-11456	210	8	p1l3	p1l3	NOUN
ajfa-11456	210	9	0.006	0.006	NUM
ajfa-11456	210	10	0.705	0.705	NUM
ajfa-11456	210	11	0.000	0.000	NUM
ajfa-11456	210	12	0.000	0.000	NUM
ajfa-11456	210	13	0.888	0.888	NUM
ajfa-11456	210	14	w	w	NOUN
ajfa-11456	210	15	p2l1	p2l1	PROPN
ajfa-11456	210	16	0.022	0.022	NUM
ajfa-11456	210	17	3.720	3.720	NUM
ajfa-11456	210	18	0.016	0.016	NUM
ajfa-11456	210	19	5.870	5.870	NUM
ajfa-11456	210	20	0.771	0.771	NUM
ajfa-11456	210	21	0.010	0.010	NUM
ajfa-11456	210	22	4.001	4.001	NUM
ajfa-11456	210	23	0.849	0.849	NUM
ajfa-11456	210	24	0.010	0.010	NUM
ajfa-11456	210	25	4.040	4.040	NUM
ajfa-11456	210	26	0.849	0.849	NUM
ajfa-11456	210	27	0.010	0.010	NUM
ajfa-11456	210	28	4.025	4.025	NUM
ajfa-11456	210	29	0.868	0.868	NUM
ajfa-11456	210	30	p2l3	p2l3	NOUN
ajfa-11456	210	31	0.008	0.008	NUM
ajfa-11456	210	32	1.173	1.173	NUM
ajfa-11456	210	33	0.002	0.002	NUM
ajfa-11456	210	34	0.585	0.585	NUM
ajfa-11456	210	35	0.834	0.834	NUM
ajfa-11456	210	36	w	w	NOUN
ajfa-11456	210	37	p1s1	p1s1	ADP
ajfa-11456	210	38	0.023	0.023	NUM
ajfa-11456	210	39	2.874	2.874	NUM
ajfa-11456	210	40	0.016	0.016	NUM
ajfa-11456	210	41	4.225	4.225	NUM
ajfa-11456	210	42	0.784	0.784	NUM
ajfa-11456	210	43	0.005	0.005	NUM
ajfa-11456	210	44	1.687	1.687	NUM
ajfa-11456	210	45	0.898	0.898	NUM
ajfa-11456	210	46	p2s3	p2s3	ADP
ajfa-11456	210	47	0.007	0.007	NUM
ajfa-11456	210	48	1.146	1.146	NUM
ajfa-11456	210	49	0.001	0.001	NUM
ajfa-11456	210	50	0.572	0.572	NUM
ajfa-11456	210	51	0.912	0.912	NUM
ajfa-11456	210	52	p1s3	p1s3	NOUN
ajfa-11456	210	53	0.005	0.005	NUM
ajfa-11456	210	54	0.677	0.677	NUM
ajfa-11456	210	55	0.000	0.000	NUM
ajfa-11456	210	56	-1.037	-1.037	SYM
ajfa-11456	210	57	0.917	0.917	NUM
ajfa-11456	210	58	w	w	ADP
ajfa-11456	210	59	p2s1	p2s1	PROPN
ajfa-11456	210	60	0.024	0.024	NUM
ajfa-11456	210	61	3.475	3.475	NUM
ajfa-11456	210	62	0.018	0.018	NUM
ajfa-11456	210	63	5.363	5.363	NUM
ajfa-11456	210	64	0.770	0.770	NUM
ajfa-11456	210	65	0.008	0.008	NUM
ajfa-11456	210	66	2.968	2.968	NUM
ajfa-11456	210	67	0.870	0.870	NUM
ajfa-11456	210	68	0.008	0.008	NUM
ajfa-11456	210	69	3.037	3.037	NUM
ajfa-11456	210	70	0.870	0.870	NUM
ajfa-11456	210	71	0.007	0.007	NUM
ajfa-11456	210	72	2.947	2.947	NUM
ajfa-11456	210	73	0.886	0.886	NUM
ajfa-11456	210	74	asian	asian	ADJ
ajfa-11456	210	75	journal	journal	NOUN
ajfa-11456	210	76	of	of	ADP
ajfa-11456	210	77	finance	finance	PROPN
ajfa-11456	210	78	&	&	CCONJ
ajfa-11456	210	79	accounting	accounting	PROPN
ajfa-11456	210	80	issn	issn	PROPN
ajfa-11456	210	81	1946	1946	NUM
ajfa-11456	210	82	-	-	PUNCT
ajfa-11456	210	83	052x	052x	PROPN
ajfa-11456	210	84	2017	2017	NUM
ajfa-11456	210	85	,	,	PUNCT
ajfa-11456	210	86	vol	vol	NOUN
ajfa-11456	210	87	.	.	NOUN
ajfa-11456	210	88	9	9	NUM
ajfa-11456	210	89	,	,	PUNCT
ajfa-11456	210	90	no	no	INTJ
ajfa-11456	210	91	.	.	NOUN
ajfa-11456	210	92	2	2	NUM
ajfa-11456	210	93	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	210	94	16	16	NUM
ajfa-11456	210	95	panel	panel	NOUN
ajfa-11456	210	96	a	a	DET
ajfa-11456	210	97	--	--	PUNCT
ajfa-11456	210	98	univariate	univariate	ADJ
ajfa-11456	210	99	unadjusted	unadjusted	ADJ
ajfa-11456	210	100	capm	capm	PROPN
ajfa-11456	210	101	fama	fama	PROPN
ajfa-11456	210	102	french-3	french-3	NOUN
ajfa-11456	210	103	factor	factor	NOUN
ajfa-11456	210	104	carhart	carhart	NOUN
ajfa-11456	210	105	fama	fama	NOUN
ajfa-11456	210	106	french-5	french-5	PROPN
ajfa-11456	210	107	factor	factor	NOUN
ajfa-11456	210	108	p	p	NOUN
ajfa-11456	210	109	#	#	NOUN
ajfa-11456	210	110	i.s	i.s	NOUN
ajfa-11456	210	111	.	.	PUNCT
ajfa-11456	211	1	*	*	PUNCT
ajfa-11456	211	2	mean	mean	PROPN
ajfa-11456	211	3	return	return	VERB
ajfa-11456	211	4	t	t	NOUN
ajfa-11456	211	5	-	-	PUNCT
ajfa-11456	211	6	stat	stat	NOUN
ajfa-11456	211	7	α	α	PROPN
ajfa-11456	211	8	t	t	PROPN
ajfa-11456	211	9	-	-	PUNCT
ajfa-11456	211	10	stat	stat	NOUN
ajfa-11456	211	11	adj	adj	PROPN
ajfa-11456	211	12	-	-	PUNCT
ajfa-11456	211	13	r2	r2	NOUN
ajfa-11456	211	14	α	α	PROPN
ajfa-11456	211	15	t	t	PROPN
ajfa-11456	211	16	-	-	PUNCT
ajfa-11456	211	17	stat	stat	NOUN
ajfa-11456	211	18	adj	adj	PROPN
ajfa-11456	211	19	-	-	PUNCT
ajfa-11456	211	20	r2	r2	NOUN
ajfa-11456	211	21	α	α	PROPN
ajfa-11456	211	22	t	t	PROPN
ajfa-11456	211	23	-	-	PUNCT
ajfa-11456	211	24	stat	stat	NOUN
ajfa-11456	211	25	adj	adj	PROPN
ajfa-11456	211	26	-	-	PUNCT
ajfa-11456	211	27	r2	r2	NOUN
ajfa-11456	211	28	α	α	PROPN
ajfa-11456	211	29	t	t	PROPN
ajfa-11456	211	30	-	-	PUNCT
ajfa-11456	211	31	stat	stat	NOUN
ajfa-11456	211	32	adj	adj	NOUN
ajfa-11456	211	33	-	-	PUNCT
ajfa-11456	211	34	r2	r2	NOUN
ajfa-11456	211	35	l1p1	l1p1	X
ajfa-11456	211	36	0.017	0.017	NUM
ajfa-11456	211	37	2.294	2.294	NUM
ajfa-11456	211	38	0.010	0.010	NUM
ajfa-11456	211	39	3.606	3.606	NUM
ajfa-11456	211	40	0.862	0.862	NUM
ajfa-11456	211	41	0.002	0.002	NUM
ajfa-11456	211	42	0.968	0.968	NUM
ajfa-11456	211	43	0.914	0.914	NUM
ajfa-11456	211	44	w	w	NOUN
ajfa-11456	211	45	l1p3	l1p3	ADP
ajfa-11456	211	46	0.020	0.020	NUM
ajfa-11456	211	47	3.327	3.327	NUM
ajfa-11456	211	48	0.015	0.015	NUM
ajfa-11456	211	49	5.944	5.944	NUM
ajfa-11456	211	50	0.840	0.840	NUM
ajfa-11456	211	51	0.008	0.008	NUM
ajfa-11456	211	52	3.749	3.749	NUM
ajfa-11456	211	53	0.907	0.907	NUM
ajfa-11456	211	54	0.008	0.008	NUM
ajfa-11456	211	55	3.945	3.945	NUM
ajfa-11456	211	56	0.908	0.908	NUM
ajfa-11456	211	57	0.007	0.007	NUM
ajfa-11456	211	58	3.805	3.805	NUM
ajfa-11456	211	59	0.925	0.925	NUM
ajfa-11456	211	60	l2p1	l2p1	NUM
ajfa-11456	211	61	0.011	0.011	NUM
ajfa-11456	211	62	1.231	1.231	NUM
ajfa-11456	211	63	0.002	0.002	NUM
ajfa-11456	211	64	0.787	0.787	NUM
ajfa-11456	211	65	0.882	0.882	NUM
ajfa-11456	211	66	w	w	PROPN
ajfa-11456	211	67	l2p3	l2p3	PROPN
ajfa-11456	211	68	0.011	0.011	NUM
ajfa-11456	211	69	1.565	1.565	NUM
ajfa-11456	211	70	0.004	0.004	NUM
ajfa-11456	211	71	1.949	1.949	NUM
ajfa-11456	211	72	0.909	0.909	NUM
ajfa-11456	211	73	s1p1	s1p1	NOUN
ajfa-11456	211	74	0.020	0.020	NUM
ajfa-11456	211	75	2.473	2.473	NUM
ajfa-11456	211	76	0.012	0.012	NUM
ajfa-11456	211	77	3.723	3.723	NUM
ajfa-11456	211	78	0.830	0.830	NUM
ajfa-11456	211	79	0.003	0.003	NUM
ajfa-11456	211	80	1.200	1.200	NUM
ajfa-11456	211	81	0.905	0.905	NUM
ajfa-11456	211	82	w	w	ADP
ajfa-11456	211	83	s1p3	s1p3	PROPN
ajfa-11456	211	84	0.021	0.021	NUM
ajfa-11456	211	85	3.167	3.167	NUM
ajfa-11456	211	86	0.015	0.015	NUM
ajfa-11456	211	87	4.739	4.739	NUM
ajfa-11456	211	88	0.772	0.772	NUM
ajfa-11456	211	89	0.006	0.006	NUM
ajfa-11456	211	90	2.353	2.353	NUM
ajfa-11456	211	91	0.856	0.856	NUM
ajfa-11456	211	92	0.006	0.006	NUM
ajfa-11456	211	93	2.300	2.300	NUM
ajfa-11456	211	94	0.855	0.855	NUM
ajfa-11456	211	95	0.006	0.006	NUM
ajfa-11456	211	96	2.270	2.270	NUM
ajfa-11456	211	97	0.880	0.880	NUM
ajfa-11456	211	98	s2p1	s2p1	NOUN
ajfa-11456	211	99	0.006	0.006	NUM
ajfa-11456	211	100	0.763	0.763	NUM
ajfa-11456	211	101	0.000	0.000	NUM
ajfa-11456	211	102	-0.646	-0.646	NUM
ajfa-11456	211	103	0.899	0.899	NUM
ajfa-11456	211	104	w	w	VERB
ajfa-11456	211	105	s2p3	s2p3	PROPN
ajfa-11456	211	106	0.010	0.010	NUM
ajfa-11456	211	107	1.647	1.647	NUM
ajfa-11456	211	108	0.004	0.004	NUM
ajfa-11456	211	109	2.068	2.068	NUM
ajfa-11456	211	110	0.892	0.892	NUM
ajfa-11456	211	111	0.005	0.005	NUM
ajfa-11456	211	112	2.084	2.084	NUM
ajfa-11456	211	113	0.891	0.891	NUM
ajfa-11456	211	114	0.004	0.004	NUM
ajfa-11456	211	115	1.945	1.945	NUM
ajfa-11456	211	116	0.890	0.890	NUM
ajfa-11456	211	117	e1p1	e1p1	PROPN
ajfa-11456	211	118	0.011	0.011	NUM
ajfa-11456	211	119	1.420	1.420	NUM
ajfa-11456	211	120	0.004	0.004	NUM
ajfa-11456	211	121	1.268	1.268	NUM
ajfa-11456	211	122	0.863	0.863	NUM
ajfa-11456	211	123	w	w	NOUN
ajfa-11456	211	124	e2p3	e2p3	PROPN
ajfa-11456	211	125	0.017	0.017	NUM
ajfa-11456	211	126	2.846	2.846	NUM
ajfa-11456	211	127	0.012	0.012	NUM
ajfa-11456	211	128	4.352	4.352	NUM
ajfa-11456	211	129	0.805	0.805	NUM
ajfa-11456	211	130	0.008	0.008	NUM
ajfa-11456	211	131	2.855	2.855	NUM
ajfa-11456	211	132	0.832	0.832	NUM
ajfa-11456	211	133	0.007	0.007	NUM
ajfa-11456	211	134	2.860	2.860	NUM
ajfa-11456	211	135	0.833	0.833	NUM
ajfa-11456	211	136	0.007	0.007	NUM
ajfa-11456	211	137	2.854	2.854	NUM
ajfa-11456	211	138	0.871	0.871	NUM
ajfa-11456	211	139	m1p1	m1p1	NOUN
ajfa-11456	211	140	0.012	0.012	NUM
ajfa-11456	211	141	1.398	1.398	NUM
ajfa-11456	211	142	0.004	0.004	NUM
ajfa-11456	211	143	1.135	1.135	NUM
ajfa-11456	211	144	0.835	0.835	NUM
ajfa-11456	211	145	w	w	ADP
ajfa-11456	211	146	m2p3	m2p3	PROPN
ajfa-11456	211	147	0.018	0.018	NUM
ajfa-11456	211	148	2.911	2.911	NUM
ajfa-11456	211	149	0.012	0.012	NUM
ajfa-11456	211	150	4.619	4.619	NUM
ajfa-11456	211	151	0.816	0.816	NUM
ajfa-11456	211	152	0.009	0.009	NUM
ajfa-11456	211	153	3.378	3.378	NUM
ajfa-11456	211	154	0.832	0.832	NUM
ajfa-11456	211	155	0.007	0.007	NUM
ajfa-11456	211	156	3.008	3.008	NUM
ajfa-11456	211	157	0.873	0.873	NUM
ajfa-11456	211	158	0.008	0.008	NUM
ajfa-11456	211	159	3.305	3.305	NUM
ajfa-11456	211	160	0.854	0.854	NUM
ajfa-11456	211	161	w	w	NOUN
ajfa-11456	211	162	p1v1	p1v1	NOUN
ajfa-11456	211	163	0.015	0.015	NUM
ajfa-11456	211	164	1.662	1.662	NUM
ajfa-11456	211	165	0.006	0.006	NUM
ajfa-11456	211	166	1.768	1.768	NUM
ajfa-11456	211	167	0.831	0.831	NUM
ajfa-11456	211	168	p1v3	p1v3	PROPN
ajfa-11456	211	169	0.011	0.011	NUM
ajfa-11456	211	170	1.696	1.696	NUM
ajfa-11456	211	171	0.005	0.005	NUM
ajfa-11456	211	172	1.905	1.905	NUM
ajfa-11456	211	173	0.843	0.843	NUM
ajfa-11456	211	174	w	w	NOUN
ajfa-11456	211	175	p2v1	p2v1	NUM
ajfa-11456	211	176	0.013	0.013	NUM
ajfa-11456	211	177	1.534	1.534	NUM
ajfa-11456	211	178	0.005	0.005	NUM
ajfa-11456	211	179	1.339	1.339	NUM
ajfa-11456	211	180	0.780	0.780	NUM
ajfa-11456	211	181	p2v3	p2v3	PROPN
ajfa-11456	211	182	0.015	0.015	NUM
ajfa-11456	211	183	2.781	2.781	NUM
ajfa-11456	211	184	0.010	0.010	NUM
ajfa-11456	211	185	4.303	4.303	NUM
ajfa-11456	211	186	0.815	0.815	NUM
ajfa-11456	211	187	0.007	0.007	NUM
ajfa-11456	211	188	3.599	3.599	NUM
ajfa-11456	211	189	0.892	0.892	NUM
ajfa-11456	211	190	-0.318	-0.318	PUNCT
ajfa-11456	211	191	-8.204	-8.204	NOUN
ajfa-11456	211	192	0.891	0.891	NUM
ajfa-11456	211	193	v1p1	v1p1	NOUN
ajfa-11456	211	194	0.015	0.015	NUM
ajfa-11456	211	195	1.756	1.756	NUM
ajfa-11456	211	196	0.007	0.007	NUM
ajfa-11456	211	197	2.198	2.198	NUM
ajfa-11456	211	198	0.867	0.867	NUM
ajfa-11456	211	199	0.001	0.001	NUM
ajfa-11456	211	200	0.327	0.327	NUM
ajfa-11456	211	201	0.949	0.949	NUM
ajfa-11456	211	202	w	w	NOUN
ajfa-11456	211	203	v1p3	v1p3	NUM
ajfa-11456	211	204	0.015	0.015	NUM
ajfa-11456	211	205	1.775	1.775	NUM
ajfa-11456	211	206	0.007	0.007	NUM
ajfa-11456	211	207	2.002	2.002	NUM
ajfa-11456	211	208	0.822	0.822	NUM
ajfa-11456	211	209	0.001	0.001	NUM
ajfa-11456	211	210	0.395	0.395	NUM
ajfa-11456	211	211	0.925	0.925	NUM
ajfa-11456	211	212	v2p1	v2p1	NUM
ajfa-11456	211	213	0.010	0.010	NUM
ajfa-11456	211	214	1.458	1.458	NUM
ajfa-11456	211	215	0.002	0.002	NUM
ajfa-11456	211	216	1.415	1.415	NUM
ajfa-11456	211	217	0.875	0.875	NUM
ajfa-11456	211	218	w	w	PROPN
ajfa-11456	211	219	v2p3	v2p3	PROPN
ajfa-11456	211	220	0.016	0.016	NUM
ajfa-11456	211	221	2.861	2.861	NUM
ajfa-11456	211	222	0.011	0.011	NUM
ajfa-11456	211	223	4.979	4.979	NUM
ajfa-11456	211	224	0.853	0.853	NUM
ajfa-11456	211	225	0.007	0.007	NUM
ajfa-11456	211	226	3.735	3.735	NUM
ajfa-11456	211	227	0.915	0.915	NUM
ajfa-11456	211	228	0.007	0.007	NUM
ajfa-11456	211	229	3.661	3.661	NUM
ajfa-11456	211	230	0.914	0.914	NUM
ajfa-11456	211	231	0.006	0.006	NUM
ajfa-11456	211	232	3.991	3.991	NUM
ajfa-11456	211	233	0.942	0.942	NUM
ajfa-11456	211	234	conditional	conditional	ADJ
ajfa-11456	211	235	bivariate	bivariate	NOUN
ajfa-11456	211	236	,	,	PUNCT
ajfa-11456	211	237	3x2	3x2	NUM
ajfa-11456	211	238	unadjusted	unadjuste	VERB
ajfa-11456	212	1	capm	capm	PROPN
ajfa-11456	212	2	fama	fama	PROPN
ajfa-11456	212	3	french-3	french-3	NOUN
ajfa-11456	212	4	factor	factor	NOUN
ajfa-11456	212	5	carhart	carhart	NOUN
ajfa-11456	212	6	fama	fama	NOUN
ajfa-11456	212	7	french-5	french-5	PROPN
ajfa-11456	212	8	factor	factor	NOUN
ajfa-11456	212	9	p	p	NOUN
ajfa-11456	212	10	#	#	NOUN
ajfa-11456	212	11	i.s	i.s	NOUN
ajfa-11456	212	12	.	.	PUNCT
ajfa-11456	213	1	*	*	PUNCT
ajfa-11456	213	2	mean	mean	PROPN
ajfa-11456	213	3	return	return	VERB
ajfa-11456	213	4	t	t	NOUN
ajfa-11456	213	5	-	-	PUNCT
ajfa-11456	213	6	stat	stat	NOUN
ajfa-11456	213	7	α	α	PROPN
ajfa-11456	213	8	t	t	PROPN
ajfa-11456	213	9	-	-	PUNCT
ajfa-11456	213	10	stat	stat	NOUN
ajfa-11456	213	11	adj	adj	PROPN
ajfa-11456	213	12	-	-	PUNCT
ajfa-11456	213	13	r2	r2	NOUN
ajfa-11456	213	14	α	α	PROPN
ajfa-11456	213	15	t	t	PROPN
ajfa-11456	213	16	-	-	PUNCT
ajfa-11456	213	17	stat	stat	NOUN
ajfa-11456	213	18	adj	adj	PROPN
ajfa-11456	213	19	-	-	PUNCT
ajfa-11456	213	20	r2	r2	NOUN
ajfa-11456	213	21	α	α	PROPN
ajfa-11456	213	22	t	t	PROPN
ajfa-11456	213	23	-	-	PUNCT
ajfa-11456	213	24	stat	stat	NOUN
ajfa-11456	213	25	adj	adj	PROPN
ajfa-11456	213	26	-	-	PUNCT
ajfa-11456	213	27	r2	r2	NOUN
ajfa-11456	213	28	α	α	PROPN
ajfa-11456	213	29	t	t	PROPN
ajfa-11456	213	30	-	-	PUNCT
ajfa-11456	213	31	stat	stat	NOUN
ajfa-11456	213	32	adj	adj	PROPN
ajfa-11456	213	33	-	-	PUNCT
ajfa-11456	213	34	r2	r2	PROPN
ajfa-11456	213	35	s1e1	s1e1	PROPN
ajfa-11456	213	36	0.021	0.021	NUM
ajfa-11456	213	37	2.597	2.597	NUM
ajfa-11456	213	38	0.014	0.014	NUM
ajfa-11456	213	39	3.725	3.725	NUM
ajfa-11456	213	40	0.951	0.951	NUM
ajfa-11456	213	41	0.001	0.001	NUM
ajfa-11456	213	42	0.524	0.524	NUM
ajfa-11456	213	43	0.951	0.951	NUM
ajfa-11456	213	44	w	w	PROPN
ajfa-11456	213	45	s1e2	s1e2	PROPN
ajfa-11456	213	46	0.026	0.026	NUM
ajfa-11456	213	47	3.579	3.579	NUM
ajfa-11456	213	48	0.019	0.019	NUM
ajfa-11456	213	49	6.318	6.318	NUM
ajfa-11456	213	50	0.825	0.825	NUM
ajfa-11456	213	51	0.008	0.008	NUM
ajfa-11456	213	52	4.180	4.180	NUM
ajfa-11456	213	53	0.935	0.935	NUM
ajfa-11456	213	54	0.008	0.008	NUM
ajfa-11456	213	55	4.183	4.183	NUM
ajfa-11456	213	56	0.935	0.935	NUM
ajfa-11456	213	57	-0.014	-0.014	NOUN
ajfa-11456	213	58	-0.402	-0.402	NOUN
ajfa-11456	213	59	0.935	0.935	NUM
ajfa-11456	214	1	s3e1	s3e1	PROPN
ajfa-11456	214	2	0.004	0.004	NUM
ajfa-11456	214	3	0.607	0.607	NUM
ajfa-11456	214	4	0.000	0.000	NUM
ajfa-11456	214	5	-1.770	-1.770	NOUN
ajfa-11456	214	6	0.952	0.952	NUM
ajfa-11456	214	7	w	w	PROPN
ajfa-11456	214	8	s3e2	s3e2	PROPN
ajfa-11456	214	9	0.021	0.021	NUM
ajfa-11456	214	10	2.597	2.597	NUM
ajfa-11456	214	11	0.013	0.013	NUM
ajfa-11456	214	12	3.725	3.725	NUM
ajfa-11456	214	13	0.797	0.797	NUM
ajfa-11456	214	14	0.001	0.001	NUM
ajfa-11456	214	15	0.524	0.524	NUM
ajfa-11456	214	16	0.951	0.951	NUM
ajfa-11456	214	17	w	w	ADP
ajfa-11456	214	18	e1s1	e1s1	PROPN
ajfa-11456	214	19	0.019	0.019	NUM
ajfa-11456	214	20	2.370	2.370	NUM
ajfa-11456	214	21	0.012	0.012	NUM
ajfa-11456	214	22	3.272	3.272	NUM
ajfa-11456	214	23	0.804	0.804	NUM
ajfa-11456	214	24	0.000	0.000	NUM
ajfa-11456	214	25	0.290	0.290	NUM
ajfa-11456	214	26	0.943	0.943	NUM
ajfa-11456	214	27	e1s2	e1s2	NOUN
ajfa-11456	214	28	0.005	0.005	NUM
ajfa-11456	214	29	0.720	0.720	NUM
ajfa-11456	214	30	0.000	0.000	NUM
ajfa-11456	214	31	-0.949	-0.949	NUM
ajfa-11456	214	32	0.924	0.924	NUM
ajfa-11456	214	33	w	w	NOUN
ajfa-11456	214	34	e3s1	e3s1	PROPN
ajfa-11456	214	35	0.022	0.022	NUM
ajfa-11456	214	36	3.120	3.120	NUM
ajfa-11456	214	37	0.016	0.016	NUM
ajfa-11456	214	38	5.440	5.440	NUM
ajfa-11456	214	39	0.840	0.840	NUM
ajfa-11456	214	40	0.007	0.007	NUM
ajfa-11456	214	41	2.949	2.949	NUM
ajfa-11456	214	42	0.918	0.918	NUM
ajfa-11456	214	43	0.006	0.006	NUM
ajfa-11456	214	44	2.940	2.940	NUM
ajfa-11456	214	45	0.927	0.927	NUM
ajfa-11456	214	46	0.006	0.006	NUM
ajfa-11456	214	47	2.820	2.820	NUM
ajfa-11456	214	48	0.925	0.925	NUM
ajfa-11456	214	49	e3s2	e3s2	PROPN
ajfa-11456	214	50	0.011	0.011	NUM
ajfa-11456	214	51	1.769	1.769	NUM
ajfa-11456	214	52	0.005	0.005	NUM
ajfa-11456	214	53	3.286	3.286	NUM
ajfa-11456	214	54	0.945	0.945	NUM
ajfa-11456	214	55	0.005	0.005	NUM
ajfa-11456	214	56	3.135	3.135	NUM
ajfa-11456	214	57	0.944	0.944	NUM
ajfa-11456	214	58	0.005	0.005	NUM
ajfa-11456	214	59	3.123	3.123	NUM
ajfa-11456	214	60	0.943	0.943	NUM
ajfa-11456	214	61	0.005	0.005	NUM
ajfa-11456	214	62	3.048	3.048	NUM
ajfa-11456	214	63	0.944	0.944	NUM
ajfa-11456	214	64	w	w	NOUN
ajfa-11456	214	65	s1l1	s1l1	PROPN
ajfa-11456	214	66	0.026	0.026	NUM
ajfa-11456	214	67	3.752	3.752	NUM
ajfa-11456	214	68	0.020	0.020	NUM
ajfa-11456	214	69	5.845	5.845	NUM
ajfa-11456	214	70	0.763	0.763	NUM
ajfa-11456	214	71	0.007	0.007	NUM
ajfa-11456	214	72	3.450	3.450	NUM
ajfa-11456	214	73	0.917	0.917	NUM
ajfa-11456	214	74	0.008	0.008	NUM
ajfa-11456	214	75	3.622	3.622	NUM
ajfa-11456	214	76	0.918	0.918	NUM
ajfa-11456	214	77	0.007	0.007	NUM
ajfa-11456	214	78	3.328	3.328	NUM
ajfa-11456	214	79	0.918	0.918	NUM
ajfa-11456	214	80	s3l2	s3l2	PROPN
ajfa-11456	214	81	0.004	0.004	NUM
ajfa-11456	214	82	0.539	0.539	NUM
ajfa-11456	214	83	-0.003	-0.003	NUM
ajfa-11456	214	84	-0.915	-0.915	SYM
ajfa-11456	214	85	0.944	0.944	NUM
ajfa-11456	214	86	l1e1	l1e1	NOUN
ajfa-11456	214	87	0.017	0.017	NUM
ajfa-11456	214	88	2.535	2.535	NUM
ajfa-11456	214	89	0.011	0.011	NUM
ajfa-11456	214	90	3.669	3.669	NUM
ajfa-11456	214	91	0.807	0.807	NUM
ajfa-11456	214	92	0.002	0.002	NUM
ajfa-11456	214	93	0.759	0.759	NUM
ajfa-11456	214	94	0.896	0.896	NUM
ajfa-11456	214	95	w	w	NOUN
ajfa-11456	214	96	l1e2	l1e2	NOUN
ajfa-11456	214	97	0.022	0.022	NUM
ajfa-11456	214	98	3.470	3.470	NUM
ajfa-11456	214	99	0.016	0.016	NUM
ajfa-11456	214	100	5.860	5.860	NUM
ajfa-11456	214	101	0.812	0.812	NUM
ajfa-11456	214	102	0.008	0.008	NUM
ajfa-11456	214	103	3.872	3.872	NUM
ajfa-11456	214	104	0.898	0.898	NUM
ajfa-11456	214	105	0.008	0.008	NUM
ajfa-11456	214	106	3.963	3.963	NUM
ajfa-11456	214	107	0.898	0.898	NUM
ajfa-11456	214	108	0.008	0.008	NUM
ajfa-11456	214	109	3.761	3.761	NUM
ajfa-11456	214	110	0.903	0.903	NUM
ajfa-11456	214	111	l3e1	l3e1	PROPN
ajfa-11456	214	112	0.006	0.006	NUM
ajfa-11456	214	113	0.760	0.760	NUM
ajfa-11456	214	114	-0.001	-0.001	NOUN
ajfa-11456	214	115	-0.536	-0.536	NOUN
ajfa-11456	214	116	0.870	0.870	NUM
ajfa-11456	214	117	asian	asian	ADJ
ajfa-11456	214	118	journal	journal	NOUN
ajfa-11456	214	119	of	of	ADP
ajfa-11456	214	120	finance	finance	PROPN
ajfa-11456	214	121	&	&	CCONJ
ajfa-11456	214	122	accounting	accounting	PROPN
ajfa-11456	214	123	issn	issn	PROPN
ajfa-11456	214	124	1946	1946	NUM
ajfa-11456	214	125	-	-	PUNCT
ajfa-11456	214	126	052x	052x	PROPN
ajfa-11456	214	127	2017	2017	NUM
ajfa-11456	214	128	,	,	PUNCT
ajfa-11456	214	129	vol	vol	NOUN
ajfa-11456	214	130	.	.	NOUN
ajfa-11456	214	131	9	9	NUM
ajfa-11456	214	132	,	,	PUNCT
ajfa-11456	214	133	no	no	INTJ
ajfa-11456	214	134	.	.	NOUN
ajfa-11456	214	135	2	2	NUM
ajfa-11456	214	136	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	214	137	17	17	NUM
ajfa-11456	214	138	panel	panel	NOUN
ajfa-11456	214	139	a	a	DET
ajfa-11456	214	140	--	--	PUNCT
ajfa-11456	214	141	univariate	univariate	ADJ
ajfa-11456	214	142	unadjusted	unadjusted	ADJ
ajfa-11456	214	143	capm	capm	PROPN
ajfa-11456	214	144	fama	fama	PROPN
ajfa-11456	214	145	french-3	french-3	NOUN
ajfa-11456	214	146	factor	factor	NOUN
ajfa-11456	214	147	carhart	carhart	NOUN
ajfa-11456	214	148	fama	fama	NOUN
ajfa-11456	214	149	french-5	french-5	PROPN
ajfa-11456	214	150	factor	factor	NOUN
ajfa-11456	214	151	p	p	NOUN
ajfa-11456	214	152	#	#	NOUN
ajfa-11456	214	153	i.s	i.s	NOUN
ajfa-11456	214	154	.	.	PUNCT
ajfa-11456	215	1	*	*	PUNCT
ajfa-11456	215	2	mean	mean	PROPN
ajfa-11456	215	3	return	return	VERB
ajfa-11456	215	4	t	t	NOUN
ajfa-11456	215	5	-	-	PUNCT
ajfa-11456	215	6	stat	stat	NOUN
ajfa-11456	215	7	α	α	PROPN
ajfa-11456	215	8	t	t	PROPN
ajfa-11456	215	9	-	-	PUNCT
ajfa-11456	215	10	stat	stat	NOUN
ajfa-11456	215	11	adj	adj	PROPN
ajfa-11456	215	12	-	-	PUNCT
ajfa-11456	215	13	r2	r2	NOUN
ajfa-11456	215	14	α	α	PROPN
ajfa-11456	215	15	t	t	PROPN
ajfa-11456	215	16	-	-	PUNCT
ajfa-11456	215	17	stat	stat	NOUN
ajfa-11456	215	18	adj	adj	PROPN
ajfa-11456	215	19	-	-	PUNCT
ajfa-11456	215	20	r2	r2	NOUN
ajfa-11456	215	21	α	α	PROPN
ajfa-11456	215	22	t	t	PROPN
ajfa-11456	215	23	-	-	PUNCT
ajfa-11456	215	24	stat	stat	NOUN
ajfa-11456	215	25	adj	adj	PROPN
ajfa-11456	215	26	-	-	PUNCT
ajfa-11456	215	27	r2	r2	NOUN
ajfa-11456	215	28	α	α	PROPN
ajfa-11456	215	29	t	t	PROPN
ajfa-11456	215	30	-	-	PUNCT
ajfa-11456	215	31	stat	stat	NOUN
ajfa-11456	215	32	adj	adj	PROPN
ajfa-11456	215	33	-	-	PUNCT
ajfa-11456	215	34	r2	r2	PROPN
ajfa-11456	215	35	w	w	NOUN
ajfa-11456	215	36	l3e2	l3e2	PROPN
ajfa-11456	215	37	0.009	0.009	NUM
ajfa-11456	215	38	1.139	1.139	NUM
ajfa-11456	215	39	0.001	0.001	NUM
ajfa-11456	215	40	0.540	0.540	NUM
ajfa-11456	215	41	0.907	0.907	NUM
ajfa-11456	215	42	w	w	ADP
ajfa-11456	215	43	e1l1	e1l1	PROPN
ajfa-11456	215	44	0.015	0.015	NUM
ajfa-11456	215	45	2.199	2.199	NUM
ajfa-11456	215	46	0.009	0.009	NUM
ajfa-11456	215	47	3.245	3.245	NUM
ajfa-11456	215	48	0.852	0.852	NUM
ajfa-11456	215	49	0.000	0.000	NUM
ajfa-11456	215	50	0.387	0.387	NUM
ajfa-11456	215	51	0.924	0.924	NUM
ajfa-11456	215	52	e1l2	e1l2	NOUN
ajfa-11456	216	1	0.008	0.008	NUM
ajfa-11456	216	2	1.089	1.089	NUM
ajfa-11456	216	3	0.000	0.000	NUM
ajfa-11456	216	4	0.375	0.375	NUM
ajfa-11456	216	5	0.866	0.866	NUM
ajfa-11456	216	6	w	w	NOUN
ajfa-11456	216	7	e3l1	e3l1	PROPN
ajfa-11456	216	8	0.022	0.022	NUM
ajfa-11456	216	9	3.450	3.450	NUM
ajfa-11456	216	10	0.016	0.016	NUM
ajfa-11456	216	11	6.324	6.324	NUM
ajfa-11456	216	12	0.843	0.843	NUM
ajfa-11456	216	13	0.010	0.010	NUM
ajfa-11456	216	14	4.455	4.455	NUM
ajfa-11456	216	15	0.899	0.899	NUM
ajfa-11456	216	16	0.010	0.010	NUM
ajfa-11456	216	17	4.492	4.492	NUM
ajfa-11456	216	18	0.899	0.899	NUM
ajfa-11456	216	19	0.010	0.010	NUM
ajfa-11456	216	20	4.379	4.379	NUM
ajfa-11456	216	21	0.903	0.903	NUM
ajfa-11456	216	22	e3l2	e3l2	NOUN
ajfa-11456	216	23	0.012	0.012	NUM
ajfa-11456	216	24	1.642	1.642	NUM
ajfa-11456	216	25	0.005	0.005	NUM
ajfa-11456	216	26	2.351	2.351	NUM
ajfa-11456	216	27	0.915	0.915	NUM
ajfa-11456	216	28	0.002	0.002	NUM
ajfa-11456	216	29	0.979	0.979	NUM
ajfa-11456	216	30	0.934	0.934	NUM
ajfa-11456	216	31	w	w	NOUN
ajfa-11456	216	32	l1s1	l1s1	PROPN
ajfa-11456	216	33	0.024	0.024	NUM
ajfa-11456	216	34	3.382	3.382	NUM
ajfa-11456	216	35	0.018	0.018	NUM
ajfa-11456	216	36	5.276	5.276	NUM
ajfa-11456	216	37	0.781	0.781	NUM
ajfa-11456	216	38	0.006	0.006	NUM
ajfa-11456	216	39	2.560	2.560	NUM
ajfa-11456	216	40	0.922	0.922	NUM
ajfa-11456	216	41	0.006	0.006	NUM
ajfa-11456	216	42	2.901	2.901	NUM
ajfa-11456	216	43	0.926	0.926	NUM
ajfa-11456	216	44	0.005	0.005	NUM
ajfa-11456	216	45	2.480	2.480	NUM
ajfa-11456	216	46	0.922	0.922	NUM
ajfa-11456	216	47	l3s2	l3s2	NOUN
ajfa-11456	216	48	0.002	0.002	NUM
ajfa-11456	216	49	0.345	0.345	NUM
ajfa-11456	216	50	-0.004	-0.004	PUNCT
ajfa-11456	216	51	-2.852	-2.852	NUM
ajfa-11456	216	52	0.949	0.949	NUM
ajfa-11456	216	53	e1m1	e1m1	NOUN
ajfa-11456	216	54	0.012	0.012	NUM
ajfa-11456	216	55	1.442	1.442	NUM
ajfa-11456	216	56	0.004	0.004	NUM
ajfa-11456	216	57	1.213	1.213	NUM
ajfa-11456	216	58	0.822	0.822	NUM
ajfa-11456	216	59	w	w	ADP
ajfa-11456	216	60	e3m2	e3m2	PROPN
ajfa-11456	216	61	0.018	0.018	NUM
ajfa-11456	216	62	2.699	2.699	NUM
ajfa-11456	216	63	0.012	0.012	NUM
ajfa-11456	216	64	4.939	4.939	NUM
ajfa-11456	216	65	0.876	0.876	NUM
ajfa-11456	216	66	0.007	0.007	NUM
ajfa-11456	216	67	3.240	3.240	NUM
ajfa-11456	216	68	0.907	0.907	NUM
ajfa-11456	216	69	0.005	0.005	NUM
ajfa-11456	216	70	2.890	2.890	NUM
ajfa-11456	216	71	0.938	0.938	NUM
ajfa-11456	216	72	0.007	0.007	NUM
ajfa-11456	216	73	3.103	3.103	NUM
ajfa-11456	216	74	0.913	0.913	NUM
ajfa-11456	216	75	s1m1	s1m1	VERB
ajfa-11456	216	76	0.021	0.021	NUM
ajfa-11456	216	77	2.569	2.569	NUM
ajfa-11456	216	78	0.014	0.014	NUM
ajfa-11456	216	79	3.669	3.669	NUM
ajfa-11456	216	80	0.798	0.798	NUM
ajfa-11456	216	81	0.001	0.001	NUM
ajfa-11456	216	82	0.670	0.670	NUM
ajfa-11456	216	83	0.946	0.946	NUM
ajfa-11456	216	84	w	w	ADP
ajfa-11456	216	85	s1m2	s1m2	PROPN
ajfa-11456	216	86	0.026	0.026	NUM
ajfa-11456	216	87	3.590	3.590	NUM
ajfa-11456	216	88	0.020	0.020	NUM
ajfa-11456	216	89	6.015	6.015	NUM
ajfa-11456	216	90	0.803	0.803	NUM
ajfa-11456	216	91	0.008	0.008	NUM
ajfa-11456	216	92	3.683	3.683	NUM
ajfa-11456	216	93	0.923	0.923	NUM
ajfa-11456	216	94	0.007	0.007	NUM
ajfa-11456	216	95	3.331	3.331	NUM
ajfa-11456	216	96	0.936	0.936	NUM
ajfa-11456	216	97	0.008	0.008	NUM
ajfa-11456	216	98	3.603	3.603	NUM
ajfa-11456	216	99	0.926	0.926	NUM
ajfa-11456	216	100	s3m1	s3m1	NOUN
ajfa-11456	216	101	0.006	0.006	NUM
ajfa-11456	216	102	0.820	0.820	NUM
ajfa-11456	216	103	0.000	0.000	NUM
ajfa-11456	216	104	0.000	0.000	NUM
ajfa-11456	216	105	0.913	0.913	NUM
ajfa-11456	216	106	w	w	NOUN
ajfa-11456	216	107	s3m2	s3m2	NOUN
ajfa-11456	216	108	0.006	0.006	NUM
ajfa-11456	216	109	0.932	0.932	NUM
ajfa-11456	216	110	-0.003	-0.003	NOUN
ajfa-11456	216	111	-0.156	-0.156	NOUN
ajfa-11456	216	112	0.916	0.916	NUM
ajfa-11456	216	113	l1m1	l1m1	VERB
ajfa-11456	216	114	0.019	0.019	NUM
ajfa-11456	216	115	2.653	2.653	NUM
ajfa-11456	216	116	0.012	0.012	NUM
ajfa-11456	216	117	3.875	3.875	NUM
ajfa-11456	216	118	0.800	0.800	NUM
ajfa-11456	216	119	0.004	0.004	NUM
ajfa-11456	216	120	1.351	1.351	NUM
ajfa-11456	216	121	0.872	0.872	NUM
ajfa-11456	216	122	w	w	NOUN
ajfa-11456	216	123	l1m2	l1m2	PROPN
ajfa-11456	216	124	0.020	0.020	NUM
ajfa-11456	216	125	3.288	3.288	NUM
ajfa-11456	216	126	0.004	0.004	NUM
ajfa-11456	216	127	1.351	1.351	NUM
ajfa-11456	216	128	0.872	0.872	NUM
ajfa-11456	216	129	l3m1	l3m1	ADV
ajfa-11456	216	130	0.006	0.006	NUM
ajfa-11456	216	131	0.661	0.661	NUM
ajfa-11456	216	132	-0.002	-0.002	PUNCT
ajfa-11456	216	133	-0.680	-0.680	NUM
ajfa-11456	216	134	0.839	0.839	NUM
ajfa-11456	216	135	w	w	NOUN
ajfa-11456	216	136	l3m2	l3m2	PROPN
ajfa-11456	216	137	0.009	0.009	NUM
ajfa-11456	216	138	1.244	1.244	NUM
ajfa-11456	216	139	0.002	0.002	NUM
ajfa-11456	216	140	0.828	0.828	NUM
ajfa-11456	216	141	0.885	0.885	NUM
ajfa-11456	216	142	m1e1	m1e1	NOUN
ajfa-11456	216	143	0.013	0.013	NUM
ajfa-11456	216	144	1.604	1.604	NUM
ajfa-11456	216	145	0.006	0.006	NUM
ajfa-11456	216	146	1.535	1.535	NUM
ajfa-11456	216	147	0.799	0.799	NUM
ajfa-11456	216	148	w	w	PROPN
ajfa-11456	216	149	m3e2	m3e2	PROPN
ajfa-11456	216	150	0.018	0.018	NUM
ajfa-11456	216	151	2.700	2.700	NUM
ajfa-11456	216	152	0.012	0.012	NUM
ajfa-11456	216	153	4.718	4.718	NUM
ajfa-11456	216	154	0.863	0.863	NUM
ajfa-11456	216	155	0.007	0.007	NUM
ajfa-11456	216	156	3.001	3.001	NUM
ajfa-11456	216	157	0.895	0.895	NUM
ajfa-11456	216	158	0.005	0.005	NUM
ajfa-11456	216	159	2.595	2.595	NUM
ajfa-11456	216	160	0.929	0.929	NUM
ajfa-11456	216	161	0.007	0.007	NUM
ajfa-11456	216	162	2.870	2.870	NUM
ajfa-11456	216	163	0.900	0.900	NUM
ajfa-11456	216	164	w	w	NOUN
ajfa-11456	216	165	m1l1	m1l1	PROPN
ajfa-11456	216	166	0.018	0.018	NUM
ajfa-11456	216	167	2.331	2.331	NUM
ajfa-11456	216	168	0.011	0.011	NUM
ajfa-11456	216	169	3.358	3.358	NUM
ajfa-11456	216	170	0.827	0.827	NUM
ajfa-11456	216	171	0.003	0.003	NUM
ajfa-11456	216	172	1.102	1.102	NUM
ajfa-11456	216	173	0.890	0.890	NUM
ajfa-11456	216	174	m1l2	m1l2	NOUN
ajfa-11456	216	175	0.010	0.010	NUM
ajfa-11456	216	176	1.212	1.212	NUM
ajfa-11456	216	177	0.002	0.002	NUM
ajfa-11456	216	178	0.664	0.664	NUM
ajfa-11456	216	179	0.804	0.804	NUM
ajfa-11456	216	180	w	w	PROPN
ajfa-11456	217	1	m3l1	m3l1	PROPN
ajfa-11456	217	2	0.021	0.021	NUM
ajfa-11456	217	3	3.242	3.242	NUM
ajfa-11456	217	4	0.015	0.015	NUM
ajfa-11456	217	5	5.348	5.348	NUM
ajfa-11456	217	6	0.813	0.813	NUM
ajfa-11456	217	7	0.008	0.008	NUM
ajfa-11456	217	8	3.257	3.257	NUM
ajfa-11456	217	9	0.881	0.881	NUM
ajfa-11456	217	10	0.006	0.006	NUM
ajfa-11456	217	11	2.870	2.870	NUM
ajfa-11456	217	12	0.913	0.913	NUM
ajfa-11456	217	13	0.007	0.007	NUM
ajfa-11456	217	14	3.170	3.170	NUM
ajfa-11456	217	15	0.889	0.889	NUM
ajfa-11456	217	16	m3l2	m3l2	NOUN
ajfa-11456	217	17	0.011	0.011	NUM
ajfa-11456	217	18	1.462	1.462	NUM
ajfa-11456	217	19	0.004	0.004	NUM
ajfa-11456	217	20	1.404	1.404	NUM
ajfa-11456	217	21	0.870	0.870	NUM
ajfa-11456	217	22	w	w	NOUN
ajfa-11456	217	23	m1s1	m1s1	NOUN
ajfa-11456	217	24	0.020	0.020	NUM
ajfa-11456	217	25	2.411	2.411	NUM
ajfa-11456	217	26	0.012	0.012	NUM
ajfa-11456	217	27	3.770	3.770	NUM
ajfa-11456	217	28	0.806	0.806	NUM
ajfa-11456	217	29	0.001	0.001	NUM
ajfa-11456	217	30	0.631	0.631	NUM
ajfa-11456	217	31	0.930	0.930	NUM
ajfa-11456	217	32	m1s2	m1s2	PROPN
ajfa-11456	218	1	0.008	0.008	NUM
ajfa-11456	218	2	1.020	1.020	NUM
ajfa-11456	218	3	0.000	0.000	NUM
ajfa-11456	218	4	0.212	0.212	NUM
ajfa-11456	218	5	0.833	0.833	NUM
ajfa-11456	218	6	w	w	PUNCT
ajfa-11456	218	7	m3s1	m3s1	PROPN
ajfa-11456	218	8	0.023	0.023	NUM
ajfa-11456	218	9	3.210	3.210	NUM
ajfa-11456	218	10	0.016	0.016	NUM
ajfa-11456	218	11	5.110	5.110	NUM
ajfa-11456	218	12	0.799	0.799	NUM
ajfa-11456	218	13	0.006	0.006	NUM
ajfa-11456	218	14	2.520	2.520	NUM
ajfa-11456	218	15	0.899	0.899	NUM
ajfa-11456	218	16	0.004	0.004	NUM
ajfa-11456	218	17	2.023	2.023	NUM
ajfa-11456	218	18	0.927	0.927	NUM
ajfa-11456	218	19	0.006	0.006	NUM
ajfa-11456	218	20	2.422	2.422	NUM
ajfa-11456	218	21	0.903	0.903	NUM
ajfa-11456	218	22	m3s2	m3s2	NOUN
ajfa-11456	218	23	0.009	0.009	NUM
ajfa-11456	218	24	1.320	1.320	NUM
ajfa-11456	218	25	0.002	0.002	NUM
ajfa-11456	218	26	1.040	1.040	NUM
ajfa-11456	218	27	0.881	0.881	NUM
ajfa-11456	218	28	w	w	NOUN
ajfa-11456	218	29	l1v1	l1v1	PUNCT
ajfa-11456	218	30	0.021	0.021	NUM
ajfa-11456	218	31	2.890	2.890	NUM
ajfa-11456	218	32	0.014	0.014	NUM
ajfa-11456	218	33	4.715	4.715	NUM
ajfa-11456	218	34	0.828	0.828	NUM
ajfa-11456	218	35	0.005	0.005	NUM
ajfa-11456	218	36	2.085	2.085	NUM
ajfa-11456	218	37	0.914	0.914	NUM
ajfa-11456	218	38	0.005	0.005	NUM
ajfa-11456	218	39	2.346	2.346	NUM
ajfa-11456	218	40	0.916	0.916	NUM
ajfa-11456	218	41	0.005	0.005	NUM
ajfa-11456	218	42	2.032	2.032	NUM
ajfa-11456	218	43	0.915	0.915	NUM
ajfa-11456	218	44	l3v2	l3v2	NOUN
ajfa-11456	218	45	0.008	0.008	NUM
ajfa-11456	218	46	1.121	1.121	NUM
ajfa-11456	218	47	0.000	0.000	NUM
ajfa-11456	218	48	0.503	0.503	NUM
ajfa-11456	218	49	0.926	0.926	NUM
ajfa-11456	218	50	v1e1	v1e1	NOUN
ajfa-11456	218	51	0.011	0.011	NUM
ajfa-11456	218	52	1.200	1.200	NUM
ajfa-11456	218	53	0.003	0.003	NUM
ajfa-11456	218	54	0.639	0.639	NUM
ajfa-11456	218	55	0.810	0.810	NUM
ajfa-11456	218	56	w	w	PROPN
ajfa-11456	218	57	v1e2	v1e2	PROPN
ajfa-11456	218	58	0.016	0.016	NUM
ajfa-11456	218	59	1.957	1.957	NUM
ajfa-11456	218	60	0.008	0.008	NUM
ajfa-11456	218	61	2.704	2.704	NUM
ajfa-11456	218	62	0.862	0.862	NUM
ajfa-11456	218	63	0.004	0.004	NUM
ajfa-11456	218	64	1.991	1.991	NUM
ajfa-11456	218	65	0.952	0.952	NUM
ajfa-11456	218	66	0.004	0.004	NUM
ajfa-11456	218	67	1.957	1.957	NUM
ajfa-11456	218	68	0.952	0.952	NUM
ajfa-11456	218	69	v3e1	v3e1	DET
ajfa-11456	218	70	0.001	0.001	NUM
ajfa-11456	218	71	1.648	1.648	NUM
ajfa-11456	218	72	0.004	0.004	NUM
ajfa-11456	218	73	2.116	2.116	NUM
ajfa-11456	218	74	0.897	0.897	NUM
ajfa-11456	218	75	-0.001	-0.001	NOUN
ajfa-11456	218	76	-0.311	-0.311	NOUN
ajfa-11456	218	77	0.940	0.940	NUM
ajfa-11456	218	78	w	w	PROPN
ajfa-11456	218	79	v3e2	v3e2	PROPN
ajfa-11456	218	80	0.017	0.017	NUM
ajfa-11456	218	81	2.867	2.867	NUM
ajfa-11456	218	82	0.011	0.011	NUM
ajfa-11456	218	83	4.562	4.562	NUM
ajfa-11456	218	84	0.820	0.820	NUM
ajfa-11456	218	85	0.007	0.007	NUM
ajfa-11456	218	86	3.678	3.678	NUM
ajfa-11456	218	87	0.910	0.910	NUM
ajfa-11456	218	88	0.007	0.007	NUM
ajfa-11456	218	89	3.560	3.560	NUM
ajfa-11456	218	90	0.910	0.910	NUM
ajfa-11456	218	91	0.007	0.007	NUM
ajfa-11456	218	92	3.558	3.558	NUM
ajfa-11456	218	93	0.912	0.912	NUM
ajfa-11456	218	94	w	w	PROPN
ajfa-11456	218	95	e1v1	e1v1	PROPN
ajfa-11456	218	96	0.011	0.011	NUM
ajfa-11456	218	97	1.240	1.240	NUM
ajfa-11456	218	98	0.003	0.003	NUM
ajfa-11456	218	99	0.728	0.728	NUM
ajfa-11456	218	100	0.803	0.803	NUM
ajfa-11456	218	101	e1v2	e1v2	ADP
ajfa-11456	218	102	0.013	0.013	NUM
ajfa-11456	218	103	1.983	1.983	NUM
ajfa-11456	218	104	0.007	0.007	NUM
ajfa-11456	218	105	3.196	3.196	NUM
ajfa-11456	218	106	0.900	0.900	NUM
ajfa-11456	218	107	0.002	0.002	NUM
ajfa-11456	218	108	1.118	1.118	NUM
ajfa-11456	218	109	0.921	0.921	NUM
ajfa-11456	218	110	w	w	NOUN
ajfa-11456	218	111	e3v1	e3v1	PROPN
ajfa-11456	218	112	0.017	0.017	NUM
ajfa-11456	218	113	2.212	2.212	NUM
ajfa-11456	218	114	0.010	0.010	NUM
ajfa-11456	218	115	3.620	3.620	NUM
ajfa-11456	218	116	0.881	0.881	NUM
ajfa-11456	218	117	0.005	0.005	NUM
ajfa-11456	218	118	2.326	2.326	NUM
ajfa-11456	218	119	0.930	0.930	NUM
ajfa-11456	218	120	0.006	0.006	NUM
ajfa-11456	218	121	2.471	2.471	NUM
ajfa-11456	218	122	0.931	0.931	NUM
ajfa-11456	218	123	0.005	0.005	NUM
ajfa-11456	218	124	2.208	2.208	NUM
ajfa-11456	218	125	0.932	0.932	NUM
ajfa-11456	218	126	e3v2	e3v2	NOUN
ajfa-11456	218	127	0.017	0.017	NUM
ajfa-11456	218	128	2.790	2.790	NUM
ajfa-11456	218	129	0.011	0.011	NUM
ajfa-11456	218	130	4.440	4.440	NUM
ajfa-11456	218	131	0.826	0.826	NUM
ajfa-11456	218	132	0.006	0.006	NUM
ajfa-11456	218	133	3.516	3.516	NUM
ajfa-11456	218	134	0.913	0.913	NUM
ajfa-11456	218	135	0.006	0.006	NUM
ajfa-11456	218	136	3.342	3.342	NUM
ajfa-11456	218	137	0.913	0.913	NUM
ajfa-11456	218	138	0.006	0.006	NUM
ajfa-11456	218	139	3.413	3.413	NUM
ajfa-11456	218	140	0.920	0.920	NUM
ajfa-11456	218	141	m1v2	m1v2	PUNCT
ajfa-11456	218	142	0.011	0.011	NUM
ajfa-11456	218	143	1.515	1.515	NUM
ajfa-11456	218	144	0.004	0.004	NUM
ajfa-11456	218	145	1.393	1.393	NUM
ajfa-11456	218	146	0.814	0.814	NUM
ajfa-11456	218	147	asian	asian	ADJ
ajfa-11456	218	148	journal	journal	NOUN
ajfa-11456	218	149	of	of	ADP
ajfa-11456	218	150	finance	finance	PROPN
ajfa-11456	218	151	&	&	CCONJ
ajfa-11456	218	152	accounting	accounting	PROPN
ajfa-11456	218	153	issn	issn	PROPN
ajfa-11456	218	154	1946	1946	NUM
ajfa-11456	218	155	-	-	PUNCT
ajfa-11456	218	156	052x	052x	PROPN
ajfa-11456	218	157	2017	2017	NUM
ajfa-11456	218	158	,	,	PUNCT
ajfa-11456	218	159	vol	vol	NOUN
ajfa-11456	218	160	.	.	NOUN
ajfa-11456	218	161	9	9	NUM
ajfa-11456	218	162	,	,	PUNCT
ajfa-11456	218	163	no	no	INTJ
ajfa-11456	218	164	.	.	NOUN
ajfa-11456	218	165	2	2	NUM
ajfa-11456	218	166	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	218	167	18	18	NUM
ajfa-11456	218	168	panel	panel	NOUN
ajfa-11456	218	169	a	a	DET
ajfa-11456	218	170	--	--	PUNCT
ajfa-11456	218	171	univariate	univariate	ADJ
ajfa-11456	218	172	unadjusted	unadjusted	ADJ
ajfa-11456	218	173	capm	capm	PROPN
ajfa-11456	218	174	fama	fama	PROPN
ajfa-11456	218	175	french-3	french-3	NOUN
ajfa-11456	218	176	factor	factor	NOUN
ajfa-11456	218	177	carhart	carhart	NOUN
ajfa-11456	218	178	fama	fama	NOUN
ajfa-11456	218	179	french-5	french-5	PROPN
ajfa-11456	218	180	factor	factor	NOUN
ajfa-11456	218	181	p	p	NOUN
ajfa-11456	218	182	#	#	NOUN
ajfa-11456	218	183	i.s	i.s	NOUN
ajfa-11456	218	184	.	.	PUNCT
ajfa-11456	219	1	*	*	PUNCT
ajfa-11456	219	2	mean	mean	PROPN
ajfa-11456	219	3	return	return	VERB
ajfa-11456	219	4	t	t	NOUN
ajfa-11456	219	5	-	-	PUNCT
ajfa-11456	219	6	stat	stat	NOUN
ajfa-11456	219	7	α	α	PROPN
ajfa-11456	219	8	t	t	PROPN
ajfa-11456	219	9	-	-	PUNCT
ajfa-11456	219	10	stat	stat	NOUN
ajfa-11456	219	11	adj	adj	PROPN
ajfa-11456	219	12	-	-	PUNCT
ajfa-11456	219	13	r2	r2	NOUN
ajfa-11456	219	14	α	α	PROPN
ajfa-11456	219	15	t	t	PROPN
ajfa-11456	219	16	-	-	PUNCT
ajfa-11456	219	17	stat	stat	NOUN
ajfa-11456	219	18	adj	adj	PROPN
ajfa-11456	219	19	-	-	PUNCT
ajfa-11456	219	20	r2	r2	NOUN
ajfa-11456	219	21	α	α	PROPN
ajfa-11456	219	22	t	t	PROPN
ajfa-11456	219	23	-	-	PUNCT
ajfa-11456	219	24	stat	stat	NOUN
ajfa-11456	219	25	adj	adj	PROPN
ajfa-11456	219	26	-	-	PUNCT
ajfa-11456	219	27	r2	r2	NOUN
ajfa-11456	219	28	α	α	PROPN
ajfa-11456	219	29	t	t	PROPN
ajfa-11456	219	30	-	-	PUNCT
ajfa-11456	219	31	stat	stat	NOUN
ajfa-11456	219	32	adj	adj	PROPN
ajfa-11456	219	33	-	-	PUNCT
ajfa-11456	219	34	r2	r2	PROPN
ajfa-11456	219	35	w	w	ADP
ajfa-11456	219	36	m1v1	m1v1	PROPN
ajfa-11456	219	37	0.016	0.016	NUM
ajfa-11456	219	38	1.850	1.850	NUM
ajfa-11456	219	39	0.008	0.008	NUM
ajfa-11456	219	40	2.035	2.035	NUM
ajfa-11456	219	41	0.787	0.787	NUM
ajfa-11456	219	42	0.001	0.001	NUM
ajfa-11456	219	43	0.365	0.365	NUM
ajfa-11456	219	44	0.931	0.931	NUM
ajfa-11456	219	45	w	w	NOUN
ajfa-11456	219	46	m3v1	m3v1	NOUN
ajfa-11456	219	47	0.018	0.018	NUM
ajfa-11456	219	48	2.195	2.195	NUM
ajfa-11456	219	49	0.010	0.010	NUM
ajfa-11456	219	50	3.255	3.255	NUM
ajfa-11456	219	51	0.853	0.853	NUM
ajfa-11456	219	52	0.004	0.004	NUM
ajfa-11456	219	53	1.275	1.275	NUM
ajfa-11456	219	54	0.898	0.898	NUM
ajfa-11456	219	55	m3v2	m3v2	NOUN
ajfa-11456	219	56	0.014	0.014	NUM
ajfa-11456	219	57	2.432	2.432	NUM
ajfa-11456	219	58	0.009	0.009	NUM
ajfa-11456	219	59	3.231	3.231	NUM
ajfa-11456	219	60	0.777	0.777	NUM
ajfa-11456	219	61	0.004	0.004	NUM
ajfa-11456	219	62	1.798	1.798	NUM
ajfa-11456	219	63	0.864	0.864	NUM
ajfa-11456	219	64	w	w	NOUN
ajfa-11456	219	65	s1v1	s1v1	PROPN
ajfa-11456	219	66	0.024	0.024	NUM
ajfa-11456	219	67	2.870	2.870	NUM
ajfa-11456	219	68	0.016	0.016	NUM
ajfa-11456	219	69	4.292	4.292	NUM
ajfa-11456	219	70	0.793	0.793	NUM
ajfa-11456	219	71	0.003	0.003	NUM
ajfa-11456	219	72	1.739	1.739	NUM
ajfa-11456	219	73	0.957	0.957	NUM
ajfa-11456	219	74	s3v2	s3v2	NUM
ajfa-11456	219	75	0.005	0.005	NUM
ajfa-11456	219	76	0.676	0.676	NUM
ajfa-11456	219	77	-0.002	-0.002	PUNCT
ajfa-11456	219	78	-1.503	-1.503	ADP
ajfa-11456	219	79	0.954	0.954	NUM
ajfa-11456	219	80	m1p1	m1p1	NOUN
ajfa-11456	219	81	0.013	0.013	NUM
ajfa-11456	219	82	1.603	1.603	NUM
ajfa-11456	219	83	0.006	0.006	NUM
ajfa-11456	219	84	1.161	1.161	NUM
ajfa-11456	219	85	0.827	0.827	NUM
ajfa-11456	219	86	w	w	NOUN
ajfa-11456	219	87	m3p2	m3p2	NOUN
ajfa-11456	219	88	0.017	0.017	NUM
ajfa-11456	219	89	2.624	2.624	NUM
ajfa-11456	219	90	0.011	0.011	NUM
ajfa-11456	219	91	4.420	4.420	NUM
ajfa-11456	219	92	0.857	0.857	NUM
ajfa-11456	219	93	0.007	0.007	NUM
ajfa-11456	219	94	2.940	2.940	NUM
ajfa-11456	219	95	0.878	0.878	NUM
ajfa-11456	219	96	0.005	0.005	NUM
ajfa-11456	219	97	2.640	2.640	NUM
ajfa-11456	219	98	0.939	0.939	NUM
ajfa-11456	219	99	0.007	0.007	NUM
ajfa-11456	219	100	2.798	2.798	NUM
ajfa-11456	219	101	0.890	0.890	NUM
ajfa-11456	219	102	s1p1	s1p1	NOUN
ajfa-11456	219	103	0.023	0.023	NUM
ajfa-11456	219	104	2.784	2.784	NUM
ajfa-11456	219	105	0.015	0.015	NUM
ajfa-11456	219	106	4.440	4.440	NUM
ajfa-11456	219	107	0.827	0.827	NUM
ajfa-11456	219	108	0.003	0.003	NUM
ajfa-11456	219	109	1.594	1.594	NUM
ajfa-11456	219	110	0.951	0.951	NUM
ajfa-11456	219	111	w	w	ADP
ajfa-11456	219	112	s1p2	s1p2	ADV
ajfa-11456	219	113	0.025	0.025	NUM
ajfa-11456	219	114	3.408	3.408	NUM
ajfa-11456	219	115	0.018	0.018	NUM
ajfa-11456	219	116	5.593	5.593	NUM
ajfa-11456	219	117	0.803	0.803	NUM
ajfa-11456	219	118	0.006	0.006	NUM
ajfa-11456	219	119	3.233	3.233	NUM
ajfa-11456	219	120	0.936	0.936	NUM
ajfa-11456	219	121	0.007	0.007	NUM
ajfa-11456	219	122	3.472	3.472	NUM
ajfa-11456	219	123	0.937	0.937	NUM
ajfa-11456	219	124	0.006	0.006	NUM
ajfa-11456	219	125	3.204	3.204	NUM
ajfa-11456	219	126	0.943	0.943	NUM
ajfa-11456	219	127	s3p1	s3p1	NUM
ajfa-11456	219	128	0.004	0.004	NUM
ajfa-11456	219	129	0.552	0.552	NUM
ajfa-11456	219	130	-0.003	-0.003	PUNCT
ajfa-11456	219	131	-1.830	-1.830	NUM
ajfa-11456	219	132	0.943	0.943	NUM
ajfa-11456	219	133	w	w	NOUN
ajfa-11456	219	134	s3p2	s3p2	PROPN
ajfa-11456	219	135	0.008	0.008	NUM
ajfa-11456	219	136	1.309	1.309	NUM
ajfa-11456	219	137	0.002	0.002	NUM
ajfa-11456	219	138	1.492	1.492	NUM
ajfa-11456	219	139	0.957	0.957	NUM
ajfa-11456	219	140	l1p1	l1p1	PROPN
ajfa-11456	219	141	0.016	0.016	NUM
ajfa-11456	219	142	2.367	2.367	NUM
ajfa-11456	219	143	0.010	0.010	NUM
ajfa-11456	219	144	3.263	3.263	NUM
ajfa-11456	219	145	0.804	0.804	NUM
ajfa-11456	219	146	0.005	0.005	NUM
ajfa-11456	219	147	0.211	0.211	NUM
ajfa-11456	219	148	0.895	0.895	NUM
ajfa-11456	219	149	w	w	NOUN
ajfa-11456	219	150	l1p2	l1p2	PROPN
ajfa-11456	219	151	0.022	0.022	NUM
ajfa-11456	219	152	3.707	3.707	NUM
ajfa-11456	219	153	0.010	0.010	NUM
ajfa-11456	219	154	4.500	4.500	NUM
ajfa-11456	219	155	0.890	0.890	NUM
ajfa-11456	219	156	0.010	0.010	NUM
ajfa-11456	219	157	4.689	4.689	NUM
ajfa-11456	219	158	0.891	0.891	NUM
ajfa-11456	219	159	0.009	0.009	NUM
ajfa-11456	219	160	4.605	4.605	NUM
ajfa-11456	219	161	0.907	0.907	NUM
ajfa-11456	219	162	0.009	0.009	NUM
ajfa-11456	219	163	4.606	4.606	NUM
ajfa-11456	219	164	0.908	0.908	NUM
ajfa-11456	219	165	l3p1	l3p1	NOUN
ajfa-11456	219	166	0.006	0.006	NUM
ajfa-11456	219	167	0.717	0.717	NUM
ajfa-11456	219	168	-0.002	-0.002	PUNCT
ajfa-11456	219	169	-0.706	-0.706	X
ajfa-11456	219	170	0.893	0.893	NUM
ajfa-11456	219	171	w	w	PROPN
ajfa-11456	219	172	l3p2	l3p2	NOUN
ajfa-11456	219	173	0.009	0.009	NUM
ajfa-11456	219	174	1.246	1.246	NUM
ajfa-11456	219	175	0.002	0.002	NUM
ajfa-11456	219	176	0.805	0.805	NUM
ajfa-11456	219	177	0.868	0.868	NUM
ajfa-11456	219	178	p1e1	p1e1	NOUN
ajfa-11456	219	179	0.014	0.014	NUM
ajfa-11456	219	180	1.670	1.670	NUM
ajfa-11456	219	181	0.006	0.006	NUM
ajfa-11456	219	182	2.205	2.205	NUM
ajfa-11456	219	183	0.878	0.878	NUM
ajfa-11456	219	184	0.000	0.000	NUM
ajfa-11456	219	185	-0.225	-0.225	NUM
ajfa-11456	219	186	0.934	0.934	NUM
ajfa-11456	219	187	w	w	NOUN
ajfa-11456	219	188	p3e2	p3e2	NOUN
ajfa-11456	219	189	0.018	0.018	NUM
ajfa-11456	219	190	2.817	2.817	NUM
ajfa-11456	219	191	0.012	0.012	NUM
ajfa-11456	219	192	5.570	5.570	NUM
ajfa-11456	219	193	0.890	0.890	NUM
ajfa-11456	219	194	0.008	0.008	NUM
ajfa-11456	219	195	3.725	3.725	NUM
ajfa-11456	219	196	0.912	0.912	NUM
ajfa-11456	219	197	0.007	0.007	NUM
ajfa-11456	219	198	3.560	3.560	NUM
ajfa-11456	219	199	0.912	0.912	NUM
ajfa-11456	219	200	0.007	0.007	NUM
ajfa-11456	219	201	3.770	3.770	NUM
ajfa-11456	219	202	0.927	0.927	NUM
ajfa-11456	219	203	v1m1	v1m1	SYM
ajfa-11456	219	204	0.014	0.014	NUM
ajfa-11456	219	205	1.570	1.570	NUM
ajfa-11456	219	206	0.006	0.006	NUM
ajfa-11456	219	207	1.481	1.481	NUM
ajfa-11456	219	208	0.808	0.808	NUM
ajfa-11456	219	209	w	w	PROPN
ajfa-11456	219	210	v1m2	v1m2	PROPN
ajfa-11456	219	211	0.014	0.014	NUM
ajfa-11456	219	212	1.558	1.558	NUM
ajfa-11456	219	213	0.005	0.005	NUM
ajfa-11456	219	214	1.620	1.620	NUM
ajfa-11456	219	215	0.858	0.858	NUM
ajfa-11456	219	216	v3m1	v3m1	NOUN
ajfa-11456	219	217	0.012	0.012	NUM
ajfa-11456	219	218	1.932	1.932	NUM
ajfa-11456	219	219	0.006	0.006	NUM
ajfa-11456	219	220	2.512	2.512	NUM
ajfa-11456	219	221	0.845	0.845	NUM
ajfa-11456	219	222	0.002	0.002	NUM
ajfa-11456	219	223	0.825	0.825	NUM
ajfa-11456	219	224	0.880	0.880	NUM
ajfa-11456	219	225	w	w	NOUN
ajfa-11456	219	226	v3m2	v3m2	ADP
ajfa-11456	219	227	0.015	0.015	NUM
ajfa-11456	219	228	2.487	2.487	NUM
ajfa-11456	219	229	0.009	0.009	NUM
ajfa-11456	219	230	3.423	3.423	NUM
ajfa-11456	219	231	0.789	0.789	NUM
ajfa-11456	219	232	0.005	0.005	NUM
ajfa-11456	219	233	2.098	2.098	NUM
ajfa-11456	219	234	0.880	0.880	NUM
ajfa-11456	219	235	0.003	0.003	NUM
ajfa-11456	219	236	1.493	1.493	NUM
ajfa-11456	219	237	0.923	0.923	NUM
ajfa-11456	219	238	w	w	NOUN
ajfa-11456	219	239	v1s1	v1s1	NOUN
ajfa-11456	219	240	0.020	0.020	NUM
ajfa-11456	219	241	2.132	2.132	NUM
ajfa-11456	219	242	0.011	0.011	NUM
ajfa-11456	219	243	2.751	2.751	NUM
ajfa-11456	219	244	0.807	0.807	NUM
ajfa-11456	219	245	0.000	0.000	NUM
ajfa-11456	219	246	-0.565	-0.565	NUM
ajfa-11456	219	247	0.972	0.972	NUM
ajfa-11456	219	248	v3s2	v3s2	NOUN
ajfa-11456	219	249	0.009	0.009	NUM
ajfa-11456	219	250	1.462	1.462	NUM
ajfa-11456	219	251	0.003	0.003	NUM
ajfa-11456	219	252	1.591	1.591	NUM
ajfa-11456	219	253	0.906	0.906	NUM
ajfa-11456	219	254	w	w	NOUN
ajfa-11456	219	255	v1l1	v1l1	PROPN
ajfa-11456	219	256	0.019	0.019	NUM
ajfa-11456	219	257	2.248	2.248	NUM
ajfa-11456	219	258	0.011	0.011	NUM
ajfa-11456	219	259	3.260	3.260	NUM
ajfa-11456	219	260	0.840	0.840	NUM
ajfa-11456	219	261	0.002	0.002	NUM
ajfa-11456	219	262	0.987	0.987	NUM
ajfa-11456	219	263	0.956	0.956	NUM
ajfa-11456	219	264	v3l2	v3l2	NOUN
ajfa-11456	219	265	0.009	0.009	NUM
ajfa-11456	219	266	1.572	1.572	NUM
ajfa-11456	219	267	0.004	0.004	NUM
ajfa-11456	219	268	1.962	1.962	NUM
ajfa-11456	219	269	0.908	0.908	NUM
ajfa-11456	219	270	0.001	0.001	NUM
ajfa-11456	219	271	0.719	0.719	NUM
ajfa-11456	219	272	0.947	0.947	NUM
ajfa-11456	219	273	e1p1	e1p1	PROPN
ajfa-11456	219	274	0.011	0.011	NUM
ajfa-11456	219	275	1.421	1.421	NUM
ajfa-11456	219	276	0.004	0.004	NUM
ajfa-11456	219	277	1.339	1.339	NUM
ajfa-11456	219	278	0.947	0.947	NUM
ajfa-11456	219	279	w	w	NOUN
ajfa-11456	219	280	e3p2	e3p2	NOUN
ajfa-11456	219	281	0.018	0.018	NUM
ajfa-11456	219	282	2.876	2.876	NUM
ajfa-11456	219	283	0.012	0.012	NUM
ajfa-11456	219	284	5.306	5.306	NUM
ajfa-11456	219	285	0.870	0.870	NUM
ajfa-11456	219	286	0.007	0.007	NUM
ajfa-11456	219	287	3.409	3.409	NUM
ajfa-11456	219	288	0.895	0.895	NUM
ajfa-11456	219	289	0.007	0.007	NUM
ajfa-11456	219	290	3.219	3.219	NUM
ajfa-11456	219	291	0.895	0.895	NUM
ajfa-11456	219	292	0.007	0.007	NUM
ajfa-11456	219	293	3.431	3.431	NUM
ajfa-11456	219	294	0.914	0.914	NUM
ajfa-11456	219	295	p1m1	p1m1	NOUN
ajfa-11456	219	296	0.015	0.015	NUM
ajfa-11456	219	297	1.720	1.720	NUM
ajfa-11456	219	298	0.007	0.007	NUM
ajfa-11456	219	299	2.049	2.049	NUM
ajfa-11456	219	300	0.859	0.859	NUM
ajfa-11456	219	301	0.001	0.001	NUM
ajfa-11456	219	302	0.452	0.452	NUM
ajfa-11456	219	303	0.926	0.926	NUM
ajfa-11456	219	304	w	w	NOUN
ajfa-11456	219	305	p3m2	p3m2	PROPN
ajfa-11456	219	306	0.016	0.016	NUM
ajfa-11456	219	307	2.538	2.538	NUM
ajfa-11456	219	308	0.010	0.010	NUM
ajfa-11456	219	309	4.295	4.295	NUM
ajfa-11456	219	310	0.864	0.864	NUM
ajfa-11456	219	311	0.006	0.006	NUM
ajfa-11456	219	312	2.681	2.681	NUM
ajfa-11456	219	313	0.890	0.890	NUM
ajfa-11456	219	314	0.004	0.004	NUM
ajfa-11456	219	315	2.239	2.239	NUM
ajfa-11456	219	316	0.935	0.935	NUM
ajfa-11456	219	317	0.005	0.005	NUM
ajfa-11456	219	318	2.547	2.547	NUM
ajfa-11456	219	319	0.904	0.904	NUM
ajfa-11456	219	320	w	w	NOUN
ajfa-11456	219	321	p1s1	p1s1	ADP
ajfa-11456	219	322	0.021	0.021	NUM
ajfa-11456	219	323	2.561	2.561	NUM
ajfa-11456	219	324	0.014	0.014	NUM
ajfa-11456	219	325	4.090	4.090	NUM
ajfa-11456	219	326	0.844	0.844	NUM
ajfa-11456	219	327	0.003	0.003	NUM
ajfa-11456	219	328	1.365	1.365	NUM
ajfa-11456	219	329	0.938	0.938	NUM
ajfa-11456	219	330	p1s2	p1s2	PROPN
ajfa-11456	219	331	0.080	0.080	NUM
ajfa-11456	219	332	1.061	1.061	NUM
ajfa-11456	219	333	0.005	0.005	NUM
ajfa-11456	219	334	3.323	3.323	NUM
ajfa-11456	219	335	0.942	0.942	NUM
ajfa-11456	219	336	0.004	0.004	NUM
ajfa-11456	219	337	2.807	2.807	NUM
ajfa-11456	219	338	0.942	0.942	NUM
ajfa-11456	219	339	0.004	0.004	NUM
ajfa-11456	219	340	2.795	2.795	NUM
ajfa-11456	219	341	0.942	0.942	NUM
ajfa-11456	219	342	0.004	0.004	NUM
ajfa-11456	219	343	2.780	2.780	NUM
ajfa-11456	219	344	0.957	0.957	NUM
ajfa-11456	219	345	w	w	NOUN
ajfa-11456	219	346	p3s1	p3s1	PROPN
ajfa-11456	219	347	0.020	0.020	NUM
ajfa-11456	219	348	3.005	3.005	NUM
ajfa-11456	219	349	0.014	0.014	NUM
ajfa-11456	219	350	4.090	4.090	NUM
ajfa-11456	219	351	0.844	0.844	NUM
ajfa-11456	219	352	0.003	0.003	NUM
ajfa-11456	219	353	1.365	1.365	NUM
ajfa-11456	219	354	0.938	0.938	NUM
ajfa-11456	219	355	p3s2	p3s2	ADP
ajfa-11456	219	356	0.011	0.011	NUM
ajfa-11456	219	357	1.795	1.795	NUM
ajfa-11456	219	358	0.005	0.005	NUM
ajfa-11456	219	359	3.323	3.323	NUM
ajfa-11456	219	360	0.942	0.942	NUM
ajfa-11456	219	361	0.004	0.004	NUM
ajfa-11456	219	362	2.807	2.807	NUM
ajfa-11456	219	363	0.942	0.942	NUM
ajfa-11456	219	364	0.004	0.004	NUM
ajfa-11456	219	365	2.795	2.795	NUM
ajfa-11456	219	366	0.942	0.942	NUM
ajfa-11456	219	367	0.004	0.004	NUM
ajfa-11456	219	368	2.780	2.780	NUM
ajfa-11456	219	369	0.957	0.957	NUM
ajfa-11456	219	370	w	w	NOUN
ajfa-11456	219	371	p1l1	p1l1	NOUN
ajfa-11456	219	372	0.019	0.019	NUM
ajfa-11456	219	373	2.520	2.520	NUM
ajfa-11456	219	374	0.012	0.012	NUM
ajfa-11456	219	375	4.035	4.035	NUM
ajfa-11456	219	376	0.848	0.848	NUM
ajfa-11456	219	377	0.004	0.004	NUM
ajfa-11456	219	378	1.673	1.673	NUM
ajfa-11456	219	379	0.895	0.895	NUM
ajfa-11456	219	380	p3l2	p3l2	PROPN
ajfa-11456	219	381	0.011	0.011	NUM
ajfa-11456	219	382	1.549	1.549	NUM
ajfa-11456	219	383	0.004	0.004	NUM
ajfa-11456	219	384	1.925	1.925	NUM
ajfa-11456	219	385	0.912	0.912	NUM
ajfa-11456	219	386	p1l2	p1l2	PROPN
ajfa-11456	219	387	0.011	0.011	NUM
ajfa-11456	219	388	1.253	1.253	NUM
ajfa-11456	219	389	0.003	0.003	NUM
ajfa-11456	219	390	0.831	0.831	NUM
ajfa-11456	219	391	0.873	0.873	NUM
ajfa-11456	219	392	w	w	PROPN
ajfa-11456	219	393	p3l1	p3l1	PROPN
ajfa-11456	219	394	0.021	0.021	NUM
ajfa-11456	219	395	3.414	3.414	NUM
ajfa-11456	219	396	0.015	0.015	NUM
ajfa-11456	219	397	6.051	6.051	NUM
ajfa-11456	219	398	0.902	0.902	NUM
ajfa-11456	219	399	0.008	0.008	NUM
ajfa-11456	219	400	3.927	3.927	NUM
ajfa-11456	219	401	0.902	0.902	NUM
ajfa-11456	219	402	0.008	0.008	NUM
ajfa-11456	219	403	4.048	4.048	NUM
ajfa-11456	219	404	0.902	0.902	NUM
ajfa-11456	219	405	0.007	0.007	NUM
ajfa-11456	219	406	4.003	4.003	NUM
ajfa-11456	219	407	0.920	0.920	NUM
ajfa-11456	219	408	w	w	PROPN
ajfa-11456	219	409	p1v1	p1v1	PROPN
ajfa-11456	219	410	0.017	0.017	NUM
ajfa-11456	219	411	1.880	1.880	NUM
ajfa-11456	219	412	0.008	0.008	NUM
ajfa-11456	219	413	2.423	2.423	NUM
ajfa-11456	219	414	0.851	0.851	NUM
ajfa-11456	219	415	0.002	0.002	NUM
ajfa-11456	219	416	1.005	1.005	NUM
ajfa-11456	219	417	0.950	0.950	NUM
ajfa-11456	219	418	asian	asian	ADJ
ajfa-11456	219	419	journal	journal	NOUN
ajfa-11456	219	420	of	of	ADP
ajfa-11456	219	421	finance	finance	PROPN
ajfa-11456	219	422	&	&	CCONJ
ajfa-11456	219	423	accounting	accounting	PROPN
ajfa-11456	219	424	issn	issn	PROPN
ajfa-11456	219	425	1946	1946	NUM
ajfa-11456	219	426	-	-	PUNCT
ajfa-11456	219	427	052x	052x	PROPN
ajfa-11456	219	428	2017	2017	NUM
ajfa-11456	219	429	,	,	PUNCT
ajfa-11456	219	430	vol	vol	NOUN
ajfa-11456	219	431	.	.	NOUN
ajfa-11456	220	1	9	9	NUM
ajfa-11456	220	2	,	,	PUNCT
ajfa-11456	220	3	no	no	NOUN
ajfa-11456	220	4	.	.	NOUN
ajfa-11456	220	5	2	2	NUM
ajfa-11456	220	6	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	220	7	19	19	NUM
ajfa-11456	220	8	panel	panel	NOUN
ajfa-11456	220	9	a	a	DET
ajfa-11456	220	10	--	--	PUNCT
ajfa-11456	220	11	univariate	univariate	ADJ
ajfa-11456	220	12	unadjusted	unadjusted	ADJ
ajfa-11456	220	13	capm	capm	PROPN
ajfa-11456	220	14	fama	fama	PROPN
ajfa-11456	220	15	french-3	french-3	NOUN
ajfa-11456	220	16	factor	factor	NOUN
ajfa-11456	220	17	carhart	carhart	NOUN
ajfa-11456	220	18	fama	fama	NOUN
ajfa-11456	220	19	french-5	french-5	PROPN
ajfa-11456	220	20	factor	factor	NOUN
ajfa-11456	220	21	p	p	NOUN
ajfa-11456	220	22	#	#	NOUN
ajfa-11456	220	23	i.s	i.s	NOUN
ajfa-11456	220	24	.	.	PUNCT
ajfa-11456	220	25	*	*	PUNCT
ajfa-11456	221	1	mean	mean	PROPN
ajfa-11456	221	2	return	return	VERB
ajfa-11456	221	3	t	t	NOUN
ajfa-11456	221	4	-	-	PUNCT
ajfa-11456	221	5	stat	stat	NOUN
ajfa-11456	221	6	α	α	PROPN
ajfa-11456	221	7	t	t	PROPN
ajfa-11456	221	8	-	-	PUNCT
ajfa-11456	221	9	stat	stat	NOUN
ajfa-11456	221	10	adj	adj	PROPN
ajfa-11456	221	11	-	-	PUNCT
ajfa-11456	221	12	r2	r2	NOUN
ajfa-11456	221	13	α	α	PROPN
ajfa-11456	221	14	t	t	PROPN
ajfa-11456	221	15	-	-	PUNCT
ajfa-11456	221	16	stat	stat	NOUN
ajfa-11456	221	17	adj	adj	PROPN
ajfa-11456	221	18	-	-	PUNCT
ajfa-11456	221	19	r2	r2	NOUN
ajfa-11456	221	20	α	α	PROPN
ajfa-11456	221	21	t	t	PROPN
ajfa-11456	221	22	-	-	PUNCT
ajfa-11456	221	23	stat	stat	NOUN
ajfa-11456	221	24	adj	adj	PROPN
ajfa-11456	221	25	-	-	PUNCT
ajfa-11456	221	26	r2	r2	NOUN
ajfa-11456	221	27	α	α	PROPN
ajfa-11456	221	28	t	t	PROPN
ajfa-11456	221	29	-	-	PUNCT
ajfa-11456	221	30	stat	stat	NOUN
ajfa-11456	221	31	adj	adj	PROPN
ajfa-11456	221	32	-	-	PUNCT
ajfa-11456	221	33	r2	r2	PROPN
ajfa-11456	221	34	p1v2	p1v2	NUM
ajfa-11456	221	35	0.013	0.013	NUM
ajfa-11456	221	36	1.726	1.726	NUM
ajfa-11456	221	37	0.006	0.006	NUM
ajfa-11456	221	38	2.088	2.088	NUM
ajfa-11456	221	39	0.863	0.863	NUM
ajfa-11456	221	40	0.005	0.005	NUM
ajfa-11456	221	41	0.196	0.196	NUM
ajfa-11456	221	42	0.886	0.886	NUM
ajfa-11456	221	43	w	w	NOUN
ajfa-11456	221	44	p3v1	p3v1	PROPN
ajfa-11456	221	45	0.016	0.016	NUM
ajfa-11456	221	46	2.074	2.074	NUM
ajfa-11456	221	47	0.009	0.009	NUM
ajfa-11456	221	48	2.963	2.963	NUM
ajfa-11456	221	49	0.856	0.856	NUM
ajfa-11456	221	50	0.003	0.003	NUM
ajfa-11456	221	51	0.120	0.120	NUM
ajfa-11456	221	52	0.920	0.920	NUM
ajfa-11456	221	53	p3v2	p3v2	NOUN
ajfa-11456	221	54	0.015	0.015	NUM
ajfa-11456	221	55	2.874	2.874	NUM
ajfa-11456	221	56	0.010	0.010	NUM
ajfa-11456	221	57	4.984	4.984	NUM
ajfa-11456	221	58	0.815	0.815	NUM
ajfa-11456	221	59	0.007	0.007	NUM
ajfa-11456	221	60	4.158	4.158	NUM
ajfa-11456	221	61	0.914	0.914	NUM
ajfa-11456	221	62	0.007	0.007	NUM
ajfa-11456	221	63	4.117	4.117	NUM
ajfa-11456	221	64	0.913	0.913	NUM
ajfa-11456	221	65	0.006	0.006	NUM
ajfa-11456	221	66	4.296	4.296	NUM
ajfa-11456	221	67	0.935	0.935	NUM
ajfa-11456	221	68	v1p1	v1p1	PROPN
ajfa-11456	221	69	0.015	0.015	NUM
ajfa-11456	221	70	1.729	1.729	NUM
ajfa-11456	221	71	0.007	0.007	NUM
ajfa-11456	221	72	2.089	2.089	NUM
ajfa-11456	221	73	0.862	0.862	NUM
ajfa-11456	221	74	0.001	0.001	NUM
ajfa-11456	221	75	0.379	0.379	NUM
ajfa-11456	221	76	0.961	0.961	NUM
ajfa-11456	221	77	w	w	NOUN
ajfa-11456	221	78	v1p2	v1p2	PROPN
ajfa-11456	221	79	0.012	0.012	NUM
ajfa-11456	221	80	1.393	1.393	NUM
ajfa-11456	221	81	0.004	0.004	NUM
ajfa-11456	221	82	1.054	1.054	NUM
ajfa-11456	221	83	0.791	0.791	NUM
ajfa-11456	221	84	v3p1	v3p1	PROPN
ajfa-11456	221	85	0.013	0.013	NUM
ajfa-11456	221	86	1.924	1.924	NUM
ajfa-11456	221	87	0.006	0.006	NUM
ajfa-11456	221	88	2.645	2.645	NUM
ajfa-11456	221	89	0.866	0.866	NUM
ajfa-11456	221	90	0.001	0.001	NUM
ajfa-11456	221	91	0.383	0.383	NUM
ajfa-11456	221	92	0.924	0.924	NUM
ajfa-11456	221	93	w	w	NOUN
ajfa-11456	221	94	v3p2	v3p2	NOUN
ajfa-11456	221	95	0.014	0.014	NUM
ajfa-11456	221	96	2.709	2.709	NUM
ajfa-11456	221	97	0.009	0.009	NUM
ajfa-11456	221	98	4.589	4.589	NUM
ajfa-11456	221	99	0.853	0.853	NUM
ajfa-11456	221	100	0.006	0.006	NUM
ajfa-11456	221	101	3.797	3.797	NUM
ajfa-11456	221	102	0.924	0.924	NUM
ajfa-11456	221	103	0.006	0.006	NUM
ajfa-11456	221	104	3.706	3.706	NUM
ajfa-11456	221	105	0.924	0.924	NUM
ajfa-11456	221	106	0.005	0.005	NUM
ajfa-11456	221	107	3.910	3.910	NUM
ajfa-11456	221	108	0.943	0.943	NUM
ajfa-11456	221	109	#	#	SYM
ajfa-11456	221	110	column	column	NOUN
ajfa-11456	221	111	1	1	NUM
ajfa-11456	221	112	named	name	VERB
ajfa-11456	221	113	‘	'	PUNCT
ajfa-11456	221	114	p	p	NOUN
ajfa-11456	221	115	’	'	PUNCT
ajfa-11456	221	116	shows	show	VERB
ajfa-11456	221	117	the	the	DET
ajfa-11456	221	118	portfolios	portfolio	NOUN
ajfa-11456	221	119	where	where	SCONJ
ajfa-11456	221	120	‘	'	PUNCT
ajfa-11456	221	121	w	w	X
ajfa-11456	221	122	’	'	PUNCT
ajfa-11456	221	123	represents	represent	VERB
ajfa-11456	221	124	the	the	DET
ajfa-11456	221	125	‘	'	PUNCT
ajfa-11456	221	126	winner	winner	NOUN
ajfa-11456	221	127	’	'	PUNCT
ajfa-11456	221	128	portfolios	portfolio	NOUN
ajfa-11456	221	129	as	as	ADP
ajfa-11456	221	130	per	per	ADP
ajfa-11456	221	131	the	the	DET
ajfa-11456	221	132	trends	trend	NOUN
ajfa-11456	221	133	identified	identify	VERB
ajfa-11456	221	134	by	by	ADP
ajfa-11456	221	135	the	the	DET
ajfa-11456	221	136	authors	author	NOUN
ajfa-11456	221	137	from	from	ADP
ajfa-11456	221	138	studying	study	VERB
ajfa-11456	221	139	the	the	DET
ajfa-11456	221	140	univariate	univariate	ADJ
ajfa-11456	221	141	attributes	attribute	NOUN
ajfa-11456	221	142	.	.	PUNCT
ajfa-11456	222	1	*	*	PUNCT
ajfa-11456	222	2	column	column	NOUN
ajfa-11456	222	3	2	2	NUM
ajfa-11456	222	4	named	name	VERB
ajfa-11456	222	5	‘	'	PUNCT
ajfa-11456	222	6	i.s	i.s	PROPN
ajfa-11456	222	7	.	.	PUNCT
ajfa-11456	222	8	’	'	PUNCT
ajfa-11456	222	9	indicates	indicate	VERB
ajfa-11456	222	10	the	the	DET
ajfa-11456	222	11	investment	investment	NOUN
ajfa-11456	222	12	strategies	strategy	NOUN
ajfa-11456	222	13	6	6	NUM
ajfa-11456	222	14	.	.	PUNCT
ajfa-11456	223	1	conclusions	conclusion	NOUN
ajfa-11456	223	2	in	in	ADP
ajfa-11456	223	3	this	this	DET
ajfa-11456	223	4	paper	paper	NOUN
ajfa-11456	223	5	,	,	PUNCT
ajfa-11456	223	6	we	we	PRON
ajfa-11456	223	7	try	try	VERB
ajfa-11456	223	8	to	to	PART
ajfa-11456	223	9	identify	identify	VERB
ajfa-11456	223	10	profitable	profitable	ADJ
ajfa-11456	223	11	investment	investment	NOUN
ajfa-11456	223	12	styles	style	NOUN
ajfa-11456	223	13	on	on	ADP
ajfa-11456	223	14	the	the	DET
ajfa-11456	223	15	indian	indian	ADJ
ajfa-11456	223	16	stock	stock	NOUN
ajfa-11456	223	17	market	market	NOUN
ajfa-11456	223	18	by	by	ADP
ajfa-11456	223	19	using	use	VERB
ajfa-11456	223	20	various	various	ADJ
ajfa-11456	223	21	combinations	combination	NOUN
ajfa-11456	223	22	of	of	ADP
ajfa-11456	223	23	important	important	ADJ
ajfa-11456	223	24	asset	asset	NOUN
ajfa-11456	223	25	pricing	pricing	NOUN
ajfa-11456	223	26	anomalies	anomaly	NOUN
ajfa-11456	223	27	.	.	PUNCT
ajfa-11456	224	1	using	use	VERB
ajfa-11456	224	2	nse	nse	NOUN
ajfa-11456	224	3	200	200	NUM
ajfa-11456	224	4	stocks	stock	NOUN
ajfa-11456	224	5	,	,	PUNCT
ajfa-11456	224	6	three	three	NUM
ajfa-11456	224	7	different	different	ADJ
ajfa-11456	224	8	investment	investment	NOUN
ajfa-11456	224	9	styles	style	NOUN
ajfa-11456	224	10	,	,	PUNCT
ajfa-11456	224	11	i.e.univariate	i.e.univariate	ADJ
ajfa-11456	224	12	,	,	PUNCT
ajfa-11456	224	13	independent	independent	ADJ
ajfa-11456	224	14	bivariate	bivariate	ADJ
ajfa-11456	224	15	and	and	CCONJ
ajfa-11456	224	16	conditional	conditional	ADJ
ajfa-11456	224	17	bivariate	bivariate	NOUN
ajfa-11456	224	18	are	be	AUX
ajfa-11456	224	19	created	create	VERB
ajfa-11456	224	20	with	with	ADP
ajfa-11456	224	21	the	the	DET
ajfa-11456	224	22	following	follow	VERB
ajfa-11456	224	23	attributes	attribute	NOUN
ajfa-11456	224	24	-	-	PUNCT
ajfa-11456	224	25	size	size	NOUN
ajfa-11456	224	26	,	,	PUNCT
ajfa-11456	224	27	value	value	NOUN
ajfa-11456	224	28	,	,	PUNCT
ajfa-11456	224	29	volume	volume	NOUN
ajfa-11456	224	30	,	,	PUNCT
ajfa-11456	224	31	profitability	profitability	NOUN
ajfa-11456	224	32	,	,	PUNCT
ajfa-11456	224	33	earnings	earning	NOUN
ajfa-11456	224	34	surprises	surprise	NOUN
ajfa-11456	224	35	and	and	CCONJ
ajfa-11456	224	36	prior	prior	ADJ
ajfa-11456	224	37	returns	return	NOUN
ajfa-11456	224	38	.	.	PUNCT
ajfa-11456	225	1	we	we	PRON
ajfa-11456	225	2	start	start	VERB
ajfa-11456	225	3	with	with	ADP
ajfa-11456	225	4	the	the	DET
ajfa-11456	225	5	best	good	ADJ
ajfa-11456	225	6	performing	performing	NOUN
ajfa-11456	225	7	univariate	univariate	ADJ
ajfa-11456	225	8	investment	investment	NOUN
ajfa-11456	225	9	style	style	NOUN
ajfa-11456	225	10	and	and	CCONJ
ajfa-11456	225	11	then	then	ADV
ajfa-11456	225	12	augment	augment	VERB
ajfa-11456	225	13	it	it	PRON
ajfa-11456	225	14	with	with	ADP
ajfa-11456	225	15	attributes	attribute	NOUN
ajfa-11456	225	16	to	to	PART
ajfa-11456	225	17	explore	explore	VERB
ajfa-11456	225	18	the	the	DET
ajfa-11456	225	19	possibility	possibility	NOUN
ajfa-11456	225	20	of	of	ADP
ajfa-11456	225	21	an	an	DET
ajfa-11456	225	22	improvement	improvement	NOUN
ajfa-11456	225	23	in	in	ADP
ajfa-11456	225	24	returns	return	NOUN
ajfa-11456	225	25	.	.	PUNCT
ajfa-11456	226	1	the	the	DET
ajfa-11456	226	2	results	result	NOUN
ajfa-11456	226	3	indicate	indicate	VERB
ajfa-11456	226	4	that	that	SCONJ
ajfa-11456	226	5	on	on	ADP
ajfa-11456	226	6	an	an	DET
ajfa-11456	226	7	absolute	absolute	ADJ
ajfa-11456	226	8	return	return	NOUN
ajfa-11456	226	9	basis	basis	NOUN
ajfa-11456	226	10	bivariate	bivariate	NOUN
ajfa-11456	226	11	strategies	strategy	NOUN
ajfa-11456	226	12	do	do	AUX
ajfa-11456	226	13	not	not	PART
ajfa-11456	226	14	outperform	outperform	VERB
ajfa-11456	226	15	univariate	univariate	ADJ
ajfa-11456	226	16	strategies	strategy	NOUN
ajfa-11456	226	17	.	.	PUNCT
ajfa-11456	227	1	the	the	DET
ajfa-11456	227	2	highest	high	ADJ
ajfa-11456	227	3	unadjusted	unadjusted	ADJ
ajfa-11456	227	4	returns	return	NOUN
ajfa-11456	227	5	of	of	ADP
ajfa-11456	227	6	2.7	2.7	NUM
ajfa-11456	227	7	%	%	NOUN
ajfa-11456	227	8	per	per	ADP
ajfa-11456	227	9	month	month	NOUN
ajfa-11456	227	10	is	be	AUX
ajfa-11456	227	11	obtained	obtain	VERB
ajfa-11456	227	12	from	from	ADP
ajfa-11456	227	13	employing	employ	VERB
ajfa-11456	227	14	s1	s1	NOUN
ajfa-11456	227	15	(	(	PUNCT
ajfa-11456	227	16	small	small	ADJ
ajfa-11456	227	17	size	size	NOUN
ajfa-11456	227	18	sorted	sort	VERB
ajfa-11456	227	19	strategy	strategy	NOUN
ajfa-11456	227	20	)	)	PUNCT
ajfa-11456	227	21	on	on	ADP
ajfa-11456	227	22	a	a	DET
ajfa-11456	227	23	standalone	standalone	ADJ
ajfa-11456	227	24	basis	basis	NOUN
ajfa-11456	227	25	as	as	ADV
ajfa-11456	227	26	well	well	ADV
ajfa-11456	227	27	as	as	ADP
ajfa-11456	227	28	bivariate	bivariate	ADJ
ajfa-11456	227	29	m2s1(price	m2s1(price	ADJ
ajfa-11456	227	30	momentum	momentum	NOUN
ajfa-11456	227	31	-	-	PUNCT
ajfa-11456	227	32	size	size	NOUN
ajfa-11456	227	33	)	)	PUNCT
ajfa-11456	227	34	and	and	CCONJ
ajfa-11456	227	35	l1s1(liquidity	l1s1(liquidity	NOUN
ajfa-11456	227	36	-	-	PUNCT
ajfa-11456	227	37	size	size	NOUN
ajfa-11456	227	38	)	)	PUNCT
ajfa-11456	227	39	.	.	PUNCT
ajfa-11456	228	1	employing	employ	VERB
ajfa-11456	228	2	risk	risk	NOUN
ajfa-11456	228	3	models	model	NOUN
ajfa-11456	228	4	,	,	PUNCT
ajfa-11456	228	5	we	we	PRON
ajfa-11456	228	6	find	find	VERB
ajfa-11456	228	7	that	that	SCONJ
ajfa-11456	228	8	the	the	DET
ajfa-11456	228	9	unifactor	unifactor	NOUN
ajfa-11456	228	10	capm	capm	PROPN
ajfa-11456	228	11	can	can	AUX
ajfa-11456	228	12	explain	explain	VERB
ajfa-11456	228	13	returns	return	NOUN
ajfa-11456	228	14	only	only	ADV
ajfa-11456	228	15	in	in	ADP
ajfa-11456	228	16	42	42	NUM
ajfa-11456	228	17	%	%	NOUN
ajfa-11456	228	18	of	of	ADP
ajfa-11456	228	19	the	the	DET
ajfa-11456	228	20	investment	investment	NOUN
ajfa-11456	228	21	strategies	strategy	NOUN
ajfa-11456	228	22	.	.	PUNCT
ajfa-11456	229	1	the	the	DET
ajfa-11456	229	2	size	size	NOUN
ajfa-11456	229	3	and	and	CCONJ
ajfa-11456	229	4	value	value	NOUN
ajfa-11456	229	5	factors	factor	NOUN
ajfa-11456	229	6	of	of	ADP
ajfa-11456	229	7	the	the	DET
ajfa-11456	229	8	fama	fama	NOUN
ajfa-11456	229	9	&	&	CCONJ
ajfa-11456	229	10	french(1993	french(1993	NOUN
ajfa-11456	229	11	)	)	PUNCT
ajfa-11456	229	12	model	model	NOUN
ajfa-11456	229	13	perform	perform	VERB
ajfa-11456	229	14	better	well	ADV
ajfa-11456	229	15	as	as	SCONJ
ajfa-11456	229	16	they	they	PRON
ajfa-11456	229	17	explain	explain	VERB
ajfa-11456	229	18	42	42	NUM
ajfa-11456	229	19	%	%	NOUN
ajfa-11456	229	20	of	of	ADP
ajfa-11456	229	21	the	the	DET
ajfa-11456	229	22	alphas	alpha	NOUN
ajfa-11456	229	23	.	.	PUNCT
ajfa-11456	230	1	however	however	ADV
ajfa-11456	230	2	,	,	PUNCT
ajfa-11456	230	3	additional	additional	ADJ
ajfa-11456	230	4	momentum	momentum	NOUN
ajfa-11456	230	5	factor	factor	NOUN
ajfa-11456	230	6	(	(	PUNCT
ajfa-11456	230	7	carhart	carhart	NOUN
ajfa-11456	230	8	,	,	PUNCT
ajfa-11456	230	9	1997	1997	NUM
ajfa-11456	230	10	)	)	PUNCT
ajfa-11456	230	11	and	and	CCONJ
ajfa-11456	230	12	profitability	profitability	NOUN
ajfa-11456	230	13	,	,	PUNCT
ajfa-11456	230	14	investment	investment	NOUN
ajfa-11456	230	15	factors	factor	NOUN
ajfa-11456	230	16	(	(	PUNCT
ajfa-11456	230	17	fama	fama	PROPN
ajfa-11456	230	18	&	&	CCONJ
ajfa-11456	230	19	french	french	ADJ
ajfa-11456	230	20	,	,	PUNCT
ajfa-11456	230	21	2015	2015	NUM
ajfa-11456	230	22	)	)	PUNCT
ajfa-11456	230	23	do	do	AUX
ajfa-11456	230	24	not	not	PART
ajfa-11456	230	25	have	have	VERB
ajfa-11456	230	26	any	any	DET
ajfa-11456	230	27	incremental	incremental	ADJ
ajfa-11456	230	28	power	power	NOUN
ajfa-11456	230	29	in	in	ADP
ajfa-11456	230	30	explaining	explain	VERB
ajfa-11456	230	31	the	the	DET
ajfa-11456	230	32	alphas	alpha	NOUN
ajfa-11456	230	33	.	.	PUNCT
ajfa-11456	231	1	hence	hence	ADV
ajfa-11456	231	2	,	,	PUNCT
ajfa-11456	231	3	we	we	PRON
ajfa-11456	231	4	suggest	suggest	VERB
ajfa-11456	231	5	the	the	DET
ajfa-11456	231	6	three	three	NUM
ajfa-11456	231	7	factor	factor	NOUN
ajfa-11456	231	8	ff	ff	NOUN
ajfa-11456	231	9	model	model	NOUN
ajfa-11456	231	10	as	as	ADP
ajfa-11456	231	11	the	the	DET
ajfa-11456	231	12	benchmark	benchmark	NOUN
ajfa-11456	231	13	for	for	ADP
ajfa-11456	231	14	evaluating	evaluate	VERB
ajfa-11456	231	15	investment	investment	NOUN
ajfa-11456	231	16	strategies	strategy	NOUN
ajfa-11456	231	17	in	in	ADP
ajfa-11456	231	18	the	the	DET
ajfa-11456	231	19	indian	indian	ADJ
ajfa-11456	231	20	context	context	NOUN
ajfa-11456	231	21	.	.	PUNCT
ajfa-11456	232	1	in	in	ADP
ajfa-11456	232	2	sum	sum	NOUN
ajfa-11456	232	3	,	,	PUNCT
ajfa-11456	232	4	the	the	DET
ajfa-11456	232	5	highest	high	ADJ
ajfa-11456	232	6	risk	risk	NOUN
ajfa-11456	232	7	adjusted	adjust	VERB
ajfa-11456	232	8	returns	return	NOUN
ajfa-11456	232	9	are	be	AUX
ajfa-11456	232	10	obtained	obtain	VERB
ajfa-11456	232	11	from	from	ADP
ajfa-11456	232	12	constructing	construct	VERB
ajfa-11456	232	13	the	the	DET
ajfa-11456	232	14	conditional	conditional	ADJ
ajfa-11456	232	15	bivariate	bivariate	ADJ
ajfa-11456	232	16	investment	investment	NOUN
ajfa-11456	232	17	strategies	strategy	NOUN
ajfa-11456	232	18	viz	viz	NOUN
ajfa-11456	232	19	.	.	PUNCT
ajfa-11456	233	1	e2l1	e2l1	PROPN
ajfa-11456	233	2	(	(	PUNCT
ajfa-11456	233	3	earnings	earning	NOUN
ajfa-11456	233	4	momentum	momentum	NOUN
ajfa-11456	233	5	-	-	PUNCT
ajfa-11456	233	6	liquidity	liquidity	NOUN
ajfa-11456	233	7	)	)	PUNCT
ajfa-11456	233	8	,	,	PUNCT
ajfa-11456	233	9	m2s1	m2s1	ADP
ajfa-11456	233	10	(	(	PUNCT
ajfa-11456	233	11	price	price	NOUN
ajfa-11456	233	12	momentum	momentum	NOUN
ajfa-11456	233	13	-	-	PUNCT
ajfa-11456	233	14	size	size	NOUN
ajfa-11456	233	15	)	)	PUNCT
ajfa-11456	233	16	,	,	PUNCT
ajfa-11456	233	17	e2m3	e2m3	X
ajfa-11456	233	18	(	(	PUNCT
ajfa-11456	233	19	earnings	earning	NOUN
ajfa-11456	233	20	momentum	momentum	NOUN
ajfa-11456	233	21	-	-	PUNCT
ajfa-11456	233	22	price	price	NOUN
ajfa-11456	233	23	momentum	momentum	NOUN
ajfa-11456	233	24	)	)	PUNCT
ajfa-11456	233	25	.	.	PUNCT
ajfa-11456	234	1	(	(	PUNCT
ajfa-11456	234	2	1.1	1.1	NUM
ajfa-11456	234	3	%	%	NOUN
ajfa-11456	234	4	per	per	ADP
ajfa-11456	234	5	month	month	NOUN
ajfa-11456	234	6	)	)	PUNCT
ajfa-11456	234	7	.	.	PUNCT
ajfa-11456	235	1	this	this	PRON
ajfa-11456	235	2	means	mean	VERB
ajfa-11456	235	3	that	that	SCONJ
ajfa-11456	235	4	these	these	DET
ajfa-11456	235	5	unexplained	unexplained	ADJ
ajfa-11456	235	6	strategies	strategy	NOUN
ajfa-11456	235	7	hold	hold	VERB
ajfa-11456	235	8	a	a	DET
ajfa-11456	235	9	potential	potential	NOUN
ajfa-11456	235	10	for	for	ADP
ajfa-11456	235	11	supernormal	supernormal	ADJ
ajfa-11456	235	12	returns	return	NOUN
ajfa-11456	235	13	.	.	PUNCT
ajfa-11456	236	1	results	result	NOUN
ajfa-11456	236	2	obtained	obtain	VERB
ajfa-11456	236	3	in	in	ADP
ajfa-11456	236	4	this	this	DET
ajfa-11456	236	5	paper	paper	NOUN
ajfa-11456	236	6	have	have	VERB
ajfa-11456	236	7	significant	significant	ADJ
ajfa-11456	236	8	policy	policy	NOUN
ajfa-11456	236	9	implications	implication	NOUN
ajfa-11456	236	10	and	and	CCONJ
ajfa-11456	236	11	are	be	AUX
ajfa-11456	236	12	of	of	ADP
ajfa-11456	236	13	immense	immense	ADJ
ajfa-11456	236	14	value	value	NOUN
ajfa-11456	236	15	to	to	ADP
ajfa-11456	236	16	portfolio	portfolio	NOUN
ajfa-11456	236	17	managers	manager	NOUN
ajfa-11456	236	18	,	,	PUNCT
ajfa-11456	236	19	market	market	NOUN
ajfa-11456	236	20	regulator	regulator	NOUN
ajfa-11456	236	21	and	and	CCONJ
ajfa-11456	236	22	other	other	ADJ
ajfa-11456	236	23	stakeholders	stakeholder	NOUN
ajfa-11456	236	24	.	.	PUNCT
ajfa-11456	237	1	portfolio	portfolio	NOUN
ajfa-11456	237	2	managers	manager	NOUN
ajfa-11456	237	3	and	and	CCONJ
ajfa-11456	237	4	asset	asset	NOUN
ajfa-11456	237	5	management	management	NOUN
ajfa-11456	237	6	companies	company	NOUN
ajfa-11456	237	7	who	who	PRON
ajfa-11456	237	8	are	be	AUX
ajfa-11456	237	9	in	in	ADP
ajfa-11456	237	10	pursuit	pursuit	NOUN
ajfa-11456	237	11	of	of	ADP
ajfa-11456	237	12	earning	earn	VERB
ajfa-11456	237	13	supernormal	supernormal	ADJ
ajfa-11456	237	14	returns	return	NOUN
ajfa-11456	237	15	,	,	PUNCT
ajfa-11456	237	16	could	could	AUX
ajfa-11456	237	17	use	use	VERB
ajfa-11456	237	18	this	this	DET
ajfa-11456	237	19	information	information	NOUN
ajfa-11456	237	20	on	on	ADP
ajfa-11456	237	21	designing	design	VERB
ajfa-11456	237	22	portfolios	portfolio	NOUN
ajfa-11456	237	23	from	from	ADP
ajfa-11456	237	24	top	top	ADJ
ajfa-11456	237	25	200	200	NUM
ajfa-11456	237	26	stocks	stock	NOUN
ajfa-11456	237	27	by	by	ADP
ajfa-11456	237	28	combining	combine	VERB
ajfa-11456	237	29	company	company	NOUN
ajfa-11456	237	30	attributes	attribute	VERB
ajfa-11456	237	31	.	.	PUNCT
ajfa-11456	238	1	asian	asian	ADJ
ajfa-11456	238	2	journal	journal	PROPN
ajfa-11456	238	3	of	of	ADP
ajfa-11456	238	4	finance	finance	PROPN
ajfa-11456	238	5	&	&	CCONJ
ajfa-11456	238	6	accounting	accounting	PROPN
ajfa-11456	238	7	issn	issn	PROPN
ajfa-11456	238	8	1946	1946	NUM
ajfa-11456	238	9	-	-	PUNCT
ajfa-11456	238	10	052x	052x	PROPN
ajfa-11456	238	11	2017	2017	NUM
ajfa-11456	238	12	,	,	PUNCT
ajfa-11456	238	13	vol	vol	NOUN
ajfa-11456	238	14	.	.	NOUN
ajfa-11456	238	15	9	9	NUM
ajfa-11456	238	16	,	,	PUNCT
ajfa-11456	238	17	no	no	NOUN
ajfa-11456	238	18	.	.	NOUN
ajfa-11456	238	19	2	2	NUM
ajfa-11456	238	20	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	238	21	20	20	NUM
ajfa-11456	238	22	short	short	ADJ
ajfa-11456	238	23	selling	selling	NOUN
ajfa-11456	238	24	restrictions	restriction	NOUN
ajfa-11456	238	25	exist	exist	VERB
ajfa-11456	238	26	in	in	ADP
ajfa-11456	238	27	the	the	DET
ajfa-11456	238	28	indian	indian	ADJ
ajfa-11456	238	29	stock	stock	NOUN
ajfa-11456	238	30	market	market	NOUN
ajfa-11456	238	31	.	.	PUNCT
ajfa-11456	239	1	however	however	ADV
ajfa-11456	239	2	,	,	PUNCT
ajfa-11456	239	3	in	in	ADP
ajfa-11456	239	4	view	view	NOUN
ajfa-11456	239	5	of	of	ADP
ajfa-11456	239	6	the	the	DET
ajfa-11456	239	7	low	low	ADJ
ajfa-11456	239	8	returns	return	NOUN
ajfa-11456	239	9	on	on	ADP
ajfa-11456	239	10	the	the	DET
ajfa-11456	239	11	short	short	ADJ
ajfa-11456	239	12	side	side	NOUN
ajfa-11456	239	13	portfolio	portfolio	NOUN
ajfa-11456	239	14	(	(	PUNCT
ajfa-11456	239	15	losers	loser	NOUN
ajfa-11456	239	16	)	)	PUNCT
ajfa-11456	239	17	,	,	PUNCT
ajfa-11456	239	18	such	such	ADJ
ajfa-11456	239	19	restrictions	restriction	NOUN
ajfa-11456	239	20	should	should	AUX
ajfa-11456	239	21	be	be	AUX
ajfa-11456	239	22	relaxed	relax	VERB
ajfa-11456	239	23	to	to	PART
ajfa-11456	239	24	facilitate	facilitate	VERB
ajfa-11456	239	25	execution	execution	NOUN
ajfa-11456	239	26	of	of	ADP
ajfa-11456	239	27	long	long	ADJ
ajfa-11456	239	28	-	-	PUNCT
ajfa-11456	239	29	short	short	ADJ
ajfa-11456	239	30	strategy	strategy	NOUN
ajfa-11456	239	31	given	give	VERB
ajfa-11456	239	32	their	their	PRON
ajfa-11456	239	33	low	low	ADJ
ajfa-11456	239	34	implicit	implicit	ADJ
ajfa-11456	239	35	financing	financing	NOUN
ajfa-11456	239	36	cost	cost	NOUN
ajfa-11456	239	37	.	.	PUNCT
ajfa-11456	240	1	thus	thus	ADV
ajfa-11456	240	2	,	,	PUNCT
ajfa-11456	240	3	a	a	DET
ajfa-11456	240	4	policy	policy	NOUN
ajfa-11456	240	5	recommendation	recommendation	NOUN
ajfa-11456	240	6	to	to	ADP
ajfa-11456	240	7	the	the	DET
ajfa-11456	240	8	market	market	NOUN
ajfa-11456	240	9	regulator	regulator	NOUN
ajfa-11456	240	10	is	be	AUX
ajfa-11456	240	11	to	to	PART
ajfa-11456	240	12	withdraw	withdraw	VERB
ajfa-11456	240	13	short	short	ADJ
ajfa-11456	240	14	selling	selling	NOUN
ajfa-11456	240	15	restrictions	restriction	NOUN
ajfa-11456	240	16	.	.	PUNCT
ajfa-11456	241	1	on	on	ADP
ajfa-11456	241	2	the	the	DET
ajfa-11456	241	3	other	other	ADJ
ajfa-11456	241	4	hand	hand	NOUN
ajfa-11456	241	5	,	,	PUNCT
ajfa-11456	241	6	presence	presence	NOUN
ajfa-11456	241	7	of	of	ADP
ajfa-11456	241	8	significantly	significantly	ADV
ajfa-11456	241	9	positive	positive	ADJ
ajfa-11456	241	10	alphas	alpha	NOUN
ajfa-11456	241	11	even	even	ADV
ajfa-11456	241	12	at	at	ADP
ajfa-11456	241	13	the	the	DET
ajfa-11456	241	14	multifactor	multifactor	NOUN
ajfa-11456	241	15	risk	risk	NOUN
ajfa-11456	241	16	models	model	NOUN
ajfa-11456	241	17	stage	stage	NOUN
ajfa-11456	241	18	implies	imply	VERB
ajfa-11456	241	19	violations	violation	NOUN
ajfa-11456	241	20	of	of	ADP
ajfa-11456	241	21	the	the	DET
ajfa-11456	241	22	efficient	efficient	ADJ
ajfa-11456	241	23	market	market	NOUN
ajfa-11456	241	24	hypothesis	hypothesis	NOUN
ajfa-11456	241	25	.	.	PUNCT
ajfa-11456	242	1	thus	thus	ADV
ajfa-11456	242	2	,	,	PUNCT
ajfa-11456	242	3	strengthening	strengthen	VERB
ajfa-11456	242	4	corporate	corporate	ADJ
ajfa-11456	242	5	governance	governance	NOUN
ajfa-11456	242	6	standards	standard	NOUN
ajfa-11456	242	7	,	,	PUNCT
ajfa-11456	242	8	better	well	ADJ
ajfa-11456	242	9	corporate	corporate	ADJ
ajfa-11456	242	10	disclosures	disclosure	NOUN
ajfa-11456	242	11	and	and	CCONJ
ajfa-11456	242	12	investor	investor	NOUN
ajfa-11456	242	13	education	education	NOUN
ajfa-11456	242	14	would	would	AUX
ajfa-11456	242	15	help	help	VERB
ajfa-11456	242	16	in	in	ADP
ajfa-11456	242	17	making	make	VERB
ajfa-11456	242	18	markets	market	NOUN
ajfa-11456	242	19	informationally	informationally	ADV
ajfa-11456	242	20	efficient	efficient	ADJ
ajfa-11456	242	21	.	.	PUNCT
ajfa-11456	243	1	in	in	ADP
ajfa-11456	243	2	addition	addition	NOUN
ajfa-11456	243	3	,	,	PUNCT
ajfa-11456	243	4	from	from	ADP
ajfa-11456	243	5	a	a	DET
ajfa-11456	243	6	research	research	NOUN
ajfa-11456	243	7	perspective	perspective	NOUN
ajfa-11456	243	8	the	the	DET
ajfa-11456	243	9	unexplained	unexplained	ADJ
ajfa-11456	243	10	alphas	alpha	NOUN
ajfa-11456	243	11	prompt	prompt	VERB
ajfa-11456	243	12	a	a	DET
ajfa-11456	243	13	search	search	NOUN
ajfa-11456	243	14	for	for	ADP
ajfa-11456	243	15	new	new	ADJ
ajfa-11456	243	16	risk	risk	NOUN
ajfa-11456	243	17	factors	factor	NOUN
ajfa-11456	243	18	or	or	CCONJ
ajfa-11456	243	19	a	a	DET
ajfa-11456	243	20	behavioral	behavioral	ADJ
ajfa-11456	243	21	justification	justification	NOUN
ajfa-11456	243	22	.	.	PUNCT
ajfa-11456	244	1	the	the	DET
ajfa-11456	244	2	paper	paper	NOUN
ajfa-11456	244	3	contributes	contribute	VERB
ajfa-11456	244	4	to	to	ADP
ajfa-11456	244	5	the	the	DET
ajfa-11456	244	6	literature	literature	NOUN
ajfa-11456	244	7	on	on	ADP
ajfa-11456	244	8	market	market	NOUN
ajfa-11456	244	9	efficiency	efficiency	NOUN
ajfa-11456	244	10	and	and	CCONJ
ajfa-11456	244	11	style	style	NOUN
ajfa-11456	244	12	based	base	VERB
ajfa-11456	244	13	trading	trading	NOUN
ajfa-11456	244	14	strategies	strategy	NOUN
ajfa-11456	244	15	for	for	ADP
ajfa-11456	244	16	the	the	DET
ajfa-11456	244	17	indian	indian	ADJ
ajfa-11456	244	18	stock	stock	NOUN
ajfa-11456	244	19	market	market	NOUN
ajfa-11456	244	20	.	.	PUNCT
ajfa-11456	245	1	notes	note	NOUN
ajfa-11456	245	2	1	1	NUM
ajfa-11456	245	3	.	.	X
ajfa-11456	245	4	nse200	nse200	NOUN
ajfa-11456	245	5	market	market	NOUN
ajfa-11456	245	6	cap	cap	NOUN
ajfa-11456	245	7	as	as	ADP
ajfa-11456	245	8	percentage	percentage	NOUN
ajfa-11456	245	9	of	of	ADP
ajfa-11456	245	10	total	total	ADJ
ajfa-11456	245	11	market	market	NOUN
ajfa-11456	245	12	cap=82	cap=82	NOUN
ajfa-11456	245	13	%	%	NOUN
ajfa-11456	245	14	as	as	ADP
ajfa-11456	245	15	of	of	ADP
ajfa-11456	245	16	june	june	PROPN
ajfa-11456	245	17	,	,	PUNCT
ajfa-11456	245	18	2016	2016	NUM
ajfa-11456	245	19	2	2	NUM
ajfa-11456	245	20	.	.	PUNCT
ajfa-11456	245	21	net	net	ADJ
ajfa-11456	245	22	stock	stock	NOUN
ajfa-11456	245	23	issues	issue	NOUN
ajfa-11456	245	24	have	have	AUX
ajfa-11456	245	25	not	not	PART
ajfa-11456	245	26	provided	provide	VERB
ajfa-11456	245	27	anomalous	anomalous	ADJ
ajfa-11456	245	28	returns	return	NOUN
ajfa-11456	245	29	in	in	ADP
ajfa-11456	245	30	the	the	DET
ajfa-11456	245	31	indian	indian	ADJ
ajfa-11456	245	32	stock	stock	NOUN
ajfa-11456	245	33	market	market	NOUN
ajfa-11456	245	34	(	(	PUNCT
ajfa-11456	245	35	sehgal	sehgal	PROPN
ajfa-11456	245	36	et	et	PROPN
ajfa-11456	245	37	al	al	PROPN
ajfa-11456	245	38	,	,	PUNCT
ajfa-11456	245	39	2012	2012	NUM
ajfa-11456	245	40	)	)	PUNCT
ajfa-11456	245	41	.	.	PUNCT
ajfa-11456	246	1	3	3	X
ajfa-11456	246	2	.	.	X
ajfa-11456	246	3	in	in	ADP
ajfa-11456	246	4	the	the	DET
ajfa-11456	246	5	contrarian	contrarian	ADJ
ajfa-11456	246	6	strategy	strategy	NOUN
ajfa-11456	246	7	,	,	PUNCT
ajfa-11456	246	8	returns	return	NOUN
ajfa-11456	246	9	from	from	ADP
ajfa-11456	246	10	previous	previous	ADJ
ajfa-11456	246	11	48	48	NUM
ajfa-11456	246	12	months	month	NOUN
ajfa-11456	246	13	have	have	AUX
ajfa-11456	246	14	been	be	AUX
ajfa-11456	246	15	used	use	VERB
ajfa-11456	246	16	for	for	ADP
ajfa-11456	246	17	formation	formation	NOUN
ajfa-11456	246	18	of	of	ADP
ajfa-11456	246	19	portfolios	portfolio	NOUN
ajfa-11456	246	20	,	,	PUNCT
ajfa-11456	246	21	6	6	NUM
ajfa-11456	246	22	months	month	NOUN
ajfa-11456	246	23	is	be	AUX
ajfa-11456	246	24	the	the	DET
ajfa-11456	246	25	holding	hold	VERB
ajfa-11456	246	26	period	period	NOUN
ajfa-11456	246	27	.	.	PUNCT
ajfa-11456	247	1	in	in	ADP
ajfa-11456	247	2	case	case	NOUN
ajfa-11456	247	3	of	of	ADP
ajfa-11456	247	4	contrarian	contrarian	ADJ
ajfa-11456	247	5	portfolios	portfolio	NOUN
ajfa-11456	247	6	,	,	PUNCT
ajfa-11456	247	7	the	the	DET
ajfa-11456	247	8	middle	middle	ADJ
ajfa-11456	247	9	number	number	NOUN
ajfa-11456	247	10	of	of	ADP
ajfa-11456	247	11	12	12	NUM
ajfa-11456	247	12	months	month	NOUN
ajfa-11456	247	13	implies	imply	VERB
ajfa-11456	247	14	the	the	DET
ajfa-11456	247	15	period	period	NOUN
ajfa-11456	247	16	which	which	PRON
ajfa-11456	247	17	is	be	AUX
ajfa-11456	247	18	skipped	skip	VERB
ajfa-11456	247	19	between	between	ADP
ajfa-11456	247	20	portfolio	portfolio	NOUN
ajfa-11456	247	21	holding	holding	NOUN
ajfa-11456	247	22	and	and	CCONJ
ajfa-11456	247	23	portfolio	portfolio	NOUN
ajfa-11456	247	24	formation	formation	NOUN
ajfa-11456	247	25	periods	period	NOUN
ajfa-11456	247	26	,	,	PUNCT
ajfa-11456	247	27	in	in	ADP
ajfa-11456	247	28	order	order	NOUN
ajfa-11456	247	29	to	to	PART
ajfa-11456	247	30	control	control	VERB
ajfa-11456	247	31	for	for	ADP
ajfa-11456	247	32	short	short	ADJ
ajfa-11456	247	33	term	term	NOUN
ajfa-11456	247	34	momentum	momentum	NOUN
ajfa-11456	247	35	patterns	pattern	NOUN
ajfa-11456	247	36	in	in	ADP
ajfa-11456	247	37	stock	stock	NOUN
ajfa-11456	247	38	returns	return	NOUN
ajfa-11456	247	39	(	(	PUNCT
ajfa-11456	247	40	see	see	VERB
ajfa-11456	247	41	fama	fama	NOUN
ajfa-11456	247	42	and	and	CCONJ
ajfa-11456	247	43	french	french	ADJ
ajfa-11456	247	44	,	,	PUNCT
ajfa-11456	247	45	1996	1996	NUM
ajfa-11456	247	46	)	)	PUNCT
ajfa-11456	247	47	.	.	PUNCT
ajfa-11456	248	1	4	4	X
ajfa-11456	248	2	.	.	X
ajfa-11456	248	3	an	an	DET
ajfa-11456	248	4	inverse	inverse	NOUN
ajfa-11456	248	5	relationship	relationship	NOUN
ajfa-11456	248	6	between	between	ADP
ajfa-11456	248	7	returns	return	NOUN
ajfa-11456	248	8	and	and	CCONJ
ajfa-11456	248	9	investment	investment	NOUN
ajfa-11456	248	10	was	be	AUX
ajfa-11456	248	11	obtained	obtain	VERB
ajfa-11456	248	12	.	.	PUNCT
ajfa-11456	249	1	5	5	X
ajfa-11456	249	2	.	.	X
ajfa-11456	249	3	monthly	monthly	ADJ
ajfa-11456	249	4	average	average	ADJ
ajfa-11456	249	5	unadjusted	unadjuste	VERB
ajfa-11456	249	6	returns	return	NOUN
ajfa-11456	249	7	on	on	ADP
ajfa-11456	249	8	contrarian	contrarian	ADJ
ajfa-11456	249	9	strategy	strategy	NOUN
ajfa-11456	249	10	,	,	PUNCT
ajfa-11456	249	11	p1	p1	PROPN
ajfa-11456	249	12	=	=	PUNCT
ajfa-11456	249	13	0.013(t	0.013(t	PROPN
ajfa-11456	249	14	-	-	PUNCT
ajfa-11456	249	15	stat=1.76	stat=1.76	VERB
ajfa-11456	249	16	)	)	PUNCT
ajfa-11456	249	17	,	,	PUNCT
ajfa-11456	249	18	p5	p5	PROPN
ajfa-11456	249	19	=	=	SYM
ajfa-11456	249	20	0.018(t	0.018(t	NOUN
ajfa-11456	249	21	-	-	PUNCT
ajfa-11456	249	22	stat=2.36	stat=2.36	NOUN
ajfa-11456	249	23	)	)	PUNCT
ajfa-11456	249	24	.	.	PUNCT
ajfa-11456	250	1	references	reference	NOUN
ajfa-11456	250	2	amihud	amihud	PROPN
ajfa-11456	250	3	,	,	PUNCT
ajfa-11456	250	4	y.	y.	PROPN
ajfa-11456	250	5	,	,	PUNCT
ajfa-11456	250	6	&	&	CCONJ
ajfa-11456	250	7	mendelson	mendelson	PROPN
ajfa-11456	250	8	,	,	PUNCT
ajfa-11456	250	9	h.	h.	PROPN
ajfa-11456	250	10	(	(	PUNCT
ajfa-11456	250	11	1986	1986	NUM
ajfa-11456	250	12	)	)	PUNCT
ajfa-11456	250	13	.	.	PUNCT
ajfa-11456	251	1	asset	asset	NOUN
ajfa-11456	251	2	pricing	pricing	NOUN
ajfa-11456	251	3	and	and	CCONJ
ajfa-11456	251	4	the	the	DET
ajfa-11456	251	5	bid	bid	NOUN
ajfa-11456	251	6	-	-	PUNCT
ajfa-11456	251	7	ask	ask	NOUN
ajfa-11456	251	8	spread	spread	NOUN
ajfa-11456	251	9	.	.	PUNCT
ajfa-11456	252	1	journal	journal	NOUN
ajfa-11456	252	2	of	of	ADP
ajfa-11456	252	3	financial	financial	ADJ
ajfa-11456	252	4	economics	economic	NOUN
ajfa-11456	252	5	,	,	PUNCT
ajfa-11456	252	6	17	17	NUM
ajfa-11456	252	7	,	,	PUNCT
ajfa-11456	252	8	223–249	223–249	NUM
ajfa-11456	252	9	.	.	PUNCT
ajfa-11456	253	1	https://doi.org/10.1016/0304-405x(86)90065-6	https://doi.org/10.1016/0304-405x(86)90065-6	PROPN
ajfa-11456	253	2	antoniou	antoniou	NOUN
ajfa-11456	253	3	,	,	PUNCT
ajfa-11456	253	4	a.	a.	PROPN
ajfa-11456	253	5	,	,	PUNCT
ajfa-11456	253	6	lam	lam	PROPN
ajfa-11456	253	7	,	,	PUNCT
ajfa-11456	253	8	h.	h.	PROPN
ajfa-11456	253	9	y.	y.	PROPN
ajfa-11456	253	10	,	,	PUNCT
ajfa-11456	253	11	&	&	CCONJ
ajfa-11456	253	12	paudyal	paudyal	PROPN
ajfa-11456	253	13	,	,	PUNCT
ajfa-11456	253	14	k.	k.	PROPN
ajfa-11456	253	15	(	(	PUNCT
ajfa-11456	253	16	2007	2007	NUM
ajfa-11456	253	17	)	)	PUNCT
ajfa-11456	253	18	.	.	PUNCT
ajfa-11456	254	1	profitability	profitability	NOUN
ajfa-11456	254	2	of	of	ADP
ajfa-11456	254	3	momentum	momentum	NOUN
ajfa-11456	254	4	strategies	strategy	NOUN
ajfa-11456	254	5	in	in	ADP
ajfa-11456	254	6	international	international	ADJ
ajfa-11456	254	7	markets	market	NOUN
ajfa-11456	254	8	:	:	PUNCT
ajfa-11456	254	9	the	the	DET
ajfa-11456	254	10	role	role	NOUN
ajfa-11456	254	11	of	of	ADP
ajfa-11456	254	12	business	business	NOUN
ajfa-11456	254	13	cycle	cycle	NOUN
ajfa-11456	254	14	variables	variable	NOUN
ajfa-11456	254	15	and	and	CCONJ
ajfa-11456	254	16	behavioural	behavioural	ADJ
ajfa-11456	254	17	biases	bias	NOUN
ajfa-11456	254	18	.	.	PUNCT
ajfa-11456	255	1	journal	journal	PROPN
ajfa-11456	255	2	of	of	ADP
ajfa-11456	255	3	banking	banking	NOUN
ajfa-11456	255	4	&	&	CCONJ
ajfa-11456	255	5	finance	finance	PROPN
ajfa-11456	255	6	,	,	PUNCT
ajfa-11456	255	7	31(3	31(3	NUM
ajfa-11456	255	8	)	)	PUNCT
ajfa-11456	255	9	,	,	PUNCT
ajfa-11456	255	10	955	955	NUM
ajfa-11456	255	11	-	-	SYM
ajfa-11456	255	12	972	972	NUM
ajfa-11456	255	13	.	.	PUNCT
ajfa-11456	256	1	https://doi.org/10.1016/j.jbankfin.2006.08.001	https://doi.org/10.1016/j.jbankfin.2006.08.001	ADJ
ajfa-11456	256	2	artmann	artmann	PROPN
ajfa-11456	256	3	,	,	PUNCT
ajfa-11456	256	4	s.	s.	PROPN
ajfa-11456	256	5	,	,	PUNCT
ajfa-11456	256	6	finter	finter	ADV
ajfa-11456	256	7	,	,	PUNCT
ajfa-11456	256	8	p.	p.	NOUN
ajfa-11456	256	9	,	,	PUNCT
ajfa-11456	256	10	&	&	CCONJ
ajfa-11456	256	11	kempf	kempf	PROPN
ajfa-11456	256	12	,	,	PUNCT
ajfa-11456	256	13	a.	a.	NOUN
ajfa-11456	256	14	(	(	PUNCT
ajfa-11456	256	15	2011	2011	NUM
ajfa-11456	256	16	)	)	PUNCT
ajfa-11456	256	17	.	.	PUNCT
ajfa-11456	257	1	determinants	determinant	NOUN
ajfa-11456	257	2	of	of	ADP
ajfa-11456	257	3	expected	expect	VERB
ajfa-11456	257	4	stock	stock	NOUN
ajfa-11456	257	5	returns	return	NOUN
ajfa-11456	257	6	:	:	PUNCT
ajfa-11456	257	7	large	large	ADJ
ajfa-11456	257	8	sample	sample	NOUN
ajfa-11456	257	9	evidence	evidence	NOUN
ajfa-11456	257	10	from	from	ADP
ajfa-11456	257	11	the	the	DET
ajfa-11456	257	12	german	german	ADJ
ajfa-11456	257	13	market	market	NOUN
ajfa-11456	257	14	.	.	PUNCT
ajfa-11456	258	1	cfr	cfr	PROPN
ajfa-11456	258	2	working	working	PROPN
ajfa-11456	258	3	paper	paper	NOUN
ajfa-11456	258	4	,	,	PUNCT
ajfa-11456	258	5	10	10	NUM
ajfa-11456	258	6	-	-	SYM
ajfa-11456	258	7	01	01	NUM
ajfa-11456	258	8	.	.	PUNCT
ajfa-11456	259	1	asness	asness	PROPN
ajfa-11456	259	2	,	,	PUNCT
ajfa-11456	259	3	c.	c.	PROPN
ajfa-11456	259	4	s.	s.	PROPN
ajfa-11456	259	5	,	,	PUNCT
ajfa-11456	259	6	moskowitz	moskowitz	PROPN
ajfa-11456	259	7	,	,	PUNCT
ajfa-11456	259	8	t.	t.	PROPN
ajfa-11456	259	9	j.	j.	PROPN
ajfa-11456	259	10	,	,	PUNCT
ajfa-11456	259	11	&	&	CCONJ
ajfa-11456	259	12	pedersen	pedersen	PROPN
ajfa-11456	259	13	,	,	PUNCT
ajfa-11456	259	14	l.	l.	PROPN
ajfa-11456	259	15	h.	h.	PROPN
ajfa-11456	259	16	(	(	PUNCT
ajfa-11456	259	17	2013	2013	NUM
ajfa-11456	259	18	)	)	PUNCT
ajfa-11456	259	19	.	.	PUNCT
ajfa-11456	260	1	value	value	NOUN
ajfa-11456	260	2	and	and	CCONJ
ajfa-11456	260	3	momentum	momentum	NOUN
ajfa-11456	260	4	everywhere	everywhere	ADV
ajfa-11456	260	5	.	.	PUNCT
ajfa-11456	261	1	the	the	DET
ajfa-11456	261	2	journal	journal	PROPN
ajfa-11456	261	3	of	of	ADP
ajfa-11456	261	4	finance	finance	NOUN
ajfa-11456	261	5	,	,	PUNCT
ajfa-11456	261	6	68(3	68(3	PROPN
ajfa-11456	261	7	)	)	PUNCT
ajfa-11456	261	8	,	,	PUNCT
ajfa-11456	261	9	929	929	NUM
ajfa-11456	261	10	-	-	SYM
ajfa-11456	261	11	985	985	NUM
ajfa-11456	261	12	.	.	PUNCT
ajfa-11456	262	1	https://doi.org/10.1111/jofi.12021	https://doi.org/10.1111/jofi.12021	PROPN
ajfa-11456	262	2	ball	ball	PROPN
ajfa-11456	262	3	,	,	PUNCT
ajfa-11456	262	4	r.	r.	PROPN
ajfa-11456	262	5	,	,	PUNCT
ajfa-11456	262	6	&	&	CCONJ
ajfa-11456	262	7	brown	brown	PROPN
ajfa-11456	262	8	,	,	PUNCT
ajfa-11456	262	9	r.	r.	PROPN
ajfa-11456	262	10	(	(	PUNCT
ajfa-11456	262	11	1968	1968	NUM
ajfa-11456	262	12	)	)	PUNCT
ajfa-11456	262	13	.	.	PUNCT
ajfa-11456	263	1	an	an	DET
ajfa-11456	263	2	empirical	empirical	ADJ
ajfa-11456	263	3	evaluation	evaluation	NOUN
ajfa-11456	263	4	of	of	ADP
ajfa-11456	263	5	accounting	accounting	NOUN
ajfa-11456	263	6	numbers	number	NOUN
ajfa-11456	263	7	.	.	PUNCT
ajfa-11456	264	1	journal	journal	NOUN
ajfa-11456	264	2	of	of	ADP
ajfa-11456	264	3	accounting	accounting	NOUN
ajfa-11456	264	4	research	research	NOUN
ajfa-11456	264	5	,	,	PUNCT
ajfa-11456	264	6	6	6	NUM
ajfa-11456	264	7	,	,	PUNCT
ajfa-11456	264	8	159	159	NUM
ajfa-11456	264	9	-	-	SYM
ajfa-11456	264	10	178	178	NUM
ajfa-11456	264	11	.	.	PUNCT
ajfa-11456	265	1	https://doi.org/10.2307/2490232	https://doi.org/10.2307/2490232	PROPN
ajfa-11456	265	2	banz	banz	NOUN
ajfa-11456	265	3	,	,	PUNCT
ajfa-11456	265	4	r	r	PROPN
ajfa-11456	265	5	,	,	PUNCT
ajfa-11456	265	6	w.	w.	NOUN
ajfa-11456	265	7	(	(	PUNCT
ajfa-11456	265	8	1981	1981	NUM
ajfa-11456	265	9	)	)	PUNCT
ajfa-11456	265	10	.	.	PUNCT
ajfa-11456	266	1	the	the	DET
ajfa-11456	266	2	relationship	relationship	NOUN
ajfa-11456	266	3	between	between	ADP
ajfa-11456	266	4	return	return	NOUN
ajfa-11456	266	5	and	and	CCONJ
ajfa-11456	266	6	market	market	NOUN
ajfa-11456	266	7	value	value	NOUN
ajfa-11456	266	8	of	of	ADP
ajfa-11456	266	9	common	common	ADJ
ajfa-11456	266	10	stock	stock	NOUN
ajfa-11456	266	11	,	,	PUNCT
ajfa-11456	266	12	asian	asian	ADJ
ajfa-11456	266	13	journal	journal	NOUN
ajfa-11456	266	14	of	of	ADP
ajfa-11456	266	15	finance	finance	PROPN
ajfa-11456	266	16	&	&	CCONJ
ajfa-11456	266	17	accounting	accounting	PROPN
ajfa-11456	266	18	issn	issn	PROPN
ajfa-11456	266	19	1946	1946	NUM
ajfa-11456	266	20	-	-	PUNCT
ajfa-11456	266	21	052x	052x	PROPN
ajfa-11456	266	22	2017	2017	NUM
ajfa-11456	266	23	,	,	PUNCT
ajfa-11456	266	24	vol	vol	NOUN
ajfa-11456	266	25	.	.	NOUN
ajfa-11456	266	26	9	9	NUM
ajfa-11456	266	27	,	,	PUNCT
ajfa-11456	266	28	no	no	INTJ
ajfa-11456	266	29	.	.	NOUN
ajfa-11456	266	30	2	2	NUM
ajfa-11456	266	31	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	266	32	21	21	NUM
ajfa-11456	266	33	journal	journal	NOUN
ajfa-11456	266	34	of	of	ADP
ajfa-11456	266	35	financial	financial	ADJ
ajfa-11456	266	36	economics	economic	NOUN
ajfa-11456	266	37	,	,	PUNCT
ajfa-11456	266	38	3	3	NUM
ajfa-11456	266	39	-	-	SYM
ajfa-11456	266	40	18	18	NUM
ajfa-11456	266	41	.	.	PUNCT
ajfa-11456	267	1	https://doi.org/10.1016/0304-405x(81)90018-0	https://doi.org/10.1016/0304-405x(81)90018-0	PROPN
ajfa-11456	267	2	barberis	barberis	PROPN
ajfa-11456	267	3	,	,	PUNCT
ajfa-11456	267	4	n.	n.	NOUN
ajfa-11456	267	5	,	,	PUNCT
ajfa-11456	267	6	&	&	CCONJ
ajfa-11456	267	7	shleifer	shleifer	PROPN
ajfa-11456	267	8	,	,	PUNCT
ajfa-11456	267	9	a.	a.	NOUN
ajfa-11456	267	10	(	(	PUNCT
ajfa-11456	267	11	2003	2003	NUM
ajfa-11456	267	12	)	)	PUNCT
ajfa-11456	267	13	.	.	PUNCT
ajfa-11456	268	1	style	style	NOUN
ajfa-11456	268	2	investing	investing	PROPN
ajfa-11456	268	3	.	.	PUNCT
ajfa-11456	269	1	journal	journal	PROPN
ajfa-11456	269	2	of	of	ADP
ajfa-11456	269	3	financial	financial	ADJ
ajfa-11456	269	4	economics	economic	NOUN
ajfa-11456	269	5	,	,	PUNCT
ajfa-11456	269	6	68(2	68(2	NOUN
ajfa-11456	269	7	)	)	PUNCT
ajfa-11456	269	8	,	,	PUNCT
ajfa-11456	269	9	161	161	NUM
ajfa-11456	269	10	-	-	SYM
ajfa-11456	269	11	199	199	NUM
ajfa-11456	269	12	.	.	PUNCT
ajfa-11456	270	1	https://doi.org/10.1016/s0304-405x(03)00064-3	https://doi.org/10.1016/s0304-405x(03)00064-3	NOUN
ajfa-11456	270	2	barberis	barberis	PROPN
ajfa-11456	270	3	,	,	PUNCT
ajfa-11456	270	4	n.	n.	NOUN
ajfa-11456	270	5	,	,	PUNCT
ajfa-11456	270	6	shliefer	shliefer	NOUN
ajfa-11456	270	7	,	,	PUNCT
ajfa-11456	270	8	a.	a.	PROPN
ajfa-11456	270	9	&	&	CCONJ
ajfa-11456	270	10	vishny	vishny	PROPN
ajfa-11456	270	11	,	,	PUNCT
ajfa-11456	270	12	r.	r.	PROPN
ajfa-11456	270	13	(	(	PUNCT
ajfa-11456	270	14	1998	1998	NUM
ajfa-11456	270	15	)	)	PUNCT
ajfa-11456	270	16	.	.	PUNCT
ajfa-11456	271	1	a	a	DET
ajfa-11456	271	2	model	model	NOUN
ajfa-11456	271	3	of	of	ADP
ajfa-11456	271	4	investor	investor	NOUN
ajfa-11456	271	5	sentiment	sentiment	NOUN
ajfa-11456	271	6	.	.	PUNCT
ajfa-11456	272	1	journal	journal	NOUN
ajfa-11456	272	2	of	of	ADP
ajfa-11456	272	3	financial	financial	ADJ
ajfa-11456	272	4	economics	economic	NOUN
ajfa-11456	272	5	,	,	PUNCT
ajfa-11456	272	6	49	49	NUM
ajfa-11456	272	7	,	,	PUNCT
ajfa-11456	272	8	307	307	NUM
ajfa-11456	272	9	-	-	SYM
ajfa-11456	272	10	343	343	NUM
ajfa-11456	272	11	.	.	PUNCT
ajfa-11456	273	1	https://doi.org/10.1016/s0304-405x(98)00027-0	https://doi.org/10.1016/s0304-405x(98)00027-0	PROPN
ajfa-11456	273	2	behl	behl	PROPN
ajfa-11456	273	3	,	,	PUNCT
ajfa-11456	273	4	b.	b.	PROPN
ajfa-11456	273	5	(	(	PUNCT
ajfa-11456	273	6	2006	2006	NUM
ajfa-11456	273	7	)	)	PUNCT
ajfa-11456	273	8	.	.	PUNCT
ajfa-11456	274	1	testing	test	VERB
ajfa-11456	274	2	the	the	DET
ajfa-11456	274	3	fama	fama	NOUN
ajfa-11456	274	4	and	and	CCONJ
ajfa-11456	274	5	french	french	ADJ
ajfa-11456	274	6	three	three	NUM
ajfa-11456	274	7	-	-	PUNCT
ajfa-11456	274	8	factor	factor	NOUN
ajfa-11456	274	9	model	model	NOUN
ajfa-11456	274	10	and	and	CCONJ
ajfa-11456	274	11	its	its	PRON
ajfa-11456	274	12	variants	variant	NOUN
ajfa-11456	274	13	for	for	ADP
ajfa-11456	274	14	the	the	DET
ajfa-11456	274	15	indian	indian	ADJ
ajfa-11456	274	16	stock	stock	NOUN
ajfa-11456	274	17	returns	return	NOUN
ajfa-11456	274	18	.	.	PUNCT
ajfa-11456	275	1	retrieved	retrieve	VERB
ajfa-11456	275	2	from	from	ADP
ajfa-11456	275	3	http://ssrn.com/abstract=	http://ssrn.com/abstract=	PROPN
ajfa-11456	275	4	950899	950899	NUM
ajfa-11456	275	5	.	.	PUNCT
ajfa-11456	276	1	brennan	brennan	PROPN
ajfa-11456	276	2	,	,	PUNCT
ajfa-11456	276	3	m.	m.	NOUN
ajfa-11456	276	4	,	,	PUNCT
ajfa-11456	276	5	&	&	CCONJ
ajfa-11456	276	6	subrahmanyam	subrahmanyam	PROPN
ajfa-11456	276	7	,	,	PUNCT
ajfa-11456	276	8	a.	a.	NOUN
ajfa-11456	276	9	(	(	PUNCT
ajfa-11456	276	10	1996	1996	NUM
ajfa-11456	276	11	)	)	PUNCT
ajfa-11456	276	12	.	.	PUNCT
ajfa-11456	277	1	market	market	NOUN
ajfa-11456	277	2	microstructure	microstructure	NOUN
ajfa-11456	277	3	and	and	CCONJ
ajfa-11456	277	4	asset	asset	NOUN
ajfa-11456	277	5	pricing	pricing	NOUN
ajfa-11456	277	6	:	:	PUNCT
ajfa-11456	277	7	on	on	ADP
ajfa-11456	277	8	the	the	DET
ajfa-11456	277	9	compensation	compensation	NOUN
ajfa-11456	277	10	for	for	ADP
ajfa-11456	277	11	illiquidity	illiquidity	NOUN
ajfa-11456	277	12	in	in	ADP
ajfa-11456	277	13	stock	stock	NOUN
ajfa-11456	277	14	returns	return	NOUN
ajfa-11456	277	15	.	.	PUNCT
ajfa-11456	278	1	journal	journal	NOUN
ajfa-11456	278	2	of	of	ADP
ajfa-11456	278	3	financial	financial	ADJ
ajfa-11456	278	4	economics	economic	NOUN
ajfa-11456	278	5	,	,	PUNCT
ajfa-11456	278	6	41(3	41(3	NUM
ajfa-11456	278	7	)	)	PUNCT
ajfa-11456	278	8	,	,	PUNCT
ajfa-11456	278	9	441	441	NUM
ajfa-11456	278	10	-	-	SYM
ajfa-11456	278	11	64	64	NUM
ajfa-11456	278	12	.	.	PUNCT
ajfa-11456	279	1	https://doi.org/10.1016/0304-405x(95)00870-k	https://doi.org/10.1016/0304-405x(95)00870-k	ADJ
ajfa-11456	279	2	bundoo	bundoo	NOUN
ajfa-11456	279	3	,	,	PUNCT
ajfa-11456	279	4	s.	s.	PROPN
ajfa-11456	279	5	k.	k.	PROPN
ajfa-11456	279	6	(	(	PUNCT
ajfa-11456	279	7	2008	2008	NUM
ajfa-11456	279	8	)	)	PUNCT
ajfa-11456	279	9	.	.	PUNCT
ajfa-11456	280	1	an	an	DET
ajfa-11456	280	2	augmented	augment	VERB
ajfa-11456	280	3	fama	fama	NOUN
ajfa-11456	280	4	and	and	CCONJ
ajfa-11456	280	5	french	french	ADJ
ajfa-11456	280	6	three	three	NUM
ajfa-11456	280	7	-	-	PUNCT
ajfa-11456	280	8	factor	factor	NOUN
ajfa-11456	280	9	model	model	NOUN
ajfa-11456	280	10	:	:	PUNCT
ajfa-11456	280	11	new	new	ADJ
ajfa-11456	280	12	evidence	evidence	NOUN
ajfa-11456	280	13	from	from	ADP
ajfa-11456	280	14	an	an	DET
ajfa-11456	280	15	emerging	emerge	VERB
ajfa-11456	280	16	stock	stock	NOUN
ajfa-11456	280	17	market	market	NOUN
ajfa-11456	280	18	.	.	PUNCT
ajfa-11456	281	1	applied	apply	VERB
ajfa-11456	281	2	economics	economic	NOUN
ajfa-11456	281	3	letters	letter	NOUN
ajfa-11456	281	4	,	,	PUNCT
ajfa-11456	281	5	15(15	15(15	NUM
ajfa-11456	281	6	)	)	PUNCT
ajfa-11456	281	7	,	,	PUNCT
ajfa-11456	281	8	1213	1213	NUM
ajfa-11456	281	9	-	-	SYM
ajfa-11456	281	10	1218	1218	NUM
ajfa-11456	281	11	.	.	PUNCT
ajfa-11456	282	1	https://doi.org/10.1080/13504850601018049	https://doi.org/10.1080/13504850601018049	NOUN
ajfa-11456	282	2	carhart	carhart	NOUN
ajfa-11456	282	3	,	,	PUNCT
ajfa-11456	282	4	m.	m.	NOUN
ajfa-11456	282	5	(	(	PUNCT
ajfa-11456	282	6	1997	1997	NUM
ajfa-11456	282	7	)	)	PUNCT
ajfa-11456	282	8	.	.	PUNCT
ajfa-11456	283	1	on	on	ADP
ajfa-11456	283	2	persistence	persistence	NOUN
ajfa-11456	283	3	in	in	ADP
ajfa-11456	283	4	mutual	mutual	ADJ
ajfa-11456	283	5	fund	fund	NOUN
ajfa-11456	283	6	performance	performance	NOUN
ajfa-11456	283	7	.	.	PUNCT
ajfa-11456	284	1	the	the	DET
ajfa-11456	284	2	journal	journal	PROPN
ajfa-11456	284	3	of	of	ADP
ajfa-11456	284	4	finance	finance	NOUN
ajfa-11456	284	5	,	,	PUNCT
ajfa-11456	284	6	52	52	NUM
ajfa-11456	284	7	,	,	PUNCT
ajfa-11456	284	8	57	57	NUM
ajfa-11456	284	9	-	-	SYM
ajfa-11456	284	10	82	82	NUM
ajfa-11456	284	11	.	.	PUNCT
ajfa-11456	285	1	https://doi.org/10.1111/j.1540-6261.1997.tb03808.x	https://doi.org/10.1111/j.1540-6261.1997.tb03808.x	PROPN
ajfa-11456	285	2	chan	chan	PROPN
ajfa-11456	285	3	,	,	PUNCT
ajfa-11456	285	4	c.	c.	PROPN
ajfa-11456	285	5	,	,	PUNCT
ajfa-11456	285	6	chen	chen	PROPN
ajfa-11456	285	7	,	,	PUNCT
ajfa-11456	285	8	n.	n.	PROPN
ajfa-11456	285	9	,	,	PUNCT
ajfa-11456	285	10	&	&	CCONJ
ajfa-11456	285	11	hseih	hseih	PROPN
ajfa-11456	285	12	.	.	PUNCT
ajfa-11456	286	1	(	(	PUNCT
ajfa-11456	286	2	1985	1985	NUM
ajfa-11456	286	3	)	)	PUNCT
ajfa-11456	286	4	.	.	PUNCT
ajfa-11456	287	1	an	an	DET
ajfa-11456	287	2	exploratory	exploratory	ADJ
ajfa-11456	287	3	investigation	investigation	NOUN
ajfa-11456	287	4	of	of	ADP
ajfa-11456	287	5	the	the	DET
ajfa-11456	287	6	firm	firm	ADJ
ajfa-11456	287	7	size	size	NOUN
ajfa-11456	287	8	effect	effect	NOUN
ajfa-11456	287	9	.	.	PUNCT
ajfa-11456	288	1	journal	journal	NOUN
ajfa-11456	288	2	of	of	ADP
ajfa-11456	288	3	financial	financial	ADJ
ajfa-11456	288	4	economics	economic	NOUN
ajfa-11456	288	5	,	,	PUNCT
ajfa-11456	288	6	14	14	NUM
ajfa-11456	288	7	,	,	PUNCT
ajfa-11456	288	8	451	451	NUM
ajfa-11456	288	9	-	-	SYM
ajfa-11456	288	10	471	471	NUM
ajfa-11456	288	11	.	.	PUNCT
ajfa-11456	289	1	https://doi.org/10.1016/0304-405x(85)90008-x	https://doi.org/10.1016/0304-405x(85)90008-x	PROPN
ajfa-11456	289	2	chan	chan	PROPN
ajfa-11456	289	3	,	,	PUNCT
ajfa-11456	289	4	k.	k.	PROPN
ajfa-11456	289	5	c.	c.	PROPN
ajfa-11456	289	6	,	,	PUNCT
ajfa-11456	289	7	&	&	CCONJ
ajfa-11456	289	8	chen	chen	PROPN
ajfa-11456	289	9	,	,	PUNCT
ajfa-11456	289	10	n.	n.	PROPN
ajfa-11456	289	11	f.	f.	PROPN
ajfa-11456	289	12	(	(	PUNCT
ajfa-11456	289	13	1991	1991	NUM
ajfa-11456	289	14	)	)	PUNCT
ajfa-11456	289	15	.	.	PUNCT
ajfa-11456	290	1	structural	structural	ADJ
ajfa-11456	290	2	and	and	CCONJ
ajfa-11456	290	3	return	return	VERB
ajfa-11456	290	4	characteristics	characteristic	NOUN
ajfa-11456	290	5	of	of	ADP
ajfa-11456	290	6	small	small	ADJ
ajfa-11456	290	7	and	and	CCONJ
ajfa-11456	290	8	large	large	ADJ
ajfa-11456	290	9	firms	firm	NOUN
ajfa-11456	290	10	.	.	PUNCT
ajfa-11456	291	1	the	the	DET
ajfa-11456	291	2	journal	journal	PROPN
ajfa-11456	291	3	of	of	ADP
ajfa-11456	291	4	finance	finance	NOUN
ajfa-11456	291	5	,	,	PUNCT
ajfa-11456	291	6	46(4	46(4	NOUN
ajfa-11456	291	7	)	)	PUNCT
ajfa-11456	291	8	,	,	PUNCT
ajfa-11456	291	9	1467	1467	NUM
ajfa-11456	291	10	-	-	SYM
ajfa-11456	291	11	1484	1484	NUM
ajfa-11456	291	12	.	.	PUNCT
ajfa-11456	292	1	https://doi.org/10.1111/j.1540-6261.1991.tb04626.x	https://doi.org/10.1111/j.1540-6261.1991.tb04626.x	PROPN
ajfa-11456	292	2	chan	chan	PROPN
ajfa-11456	292	3	,	,	PUNCT
ajfa-11456	292	4	l.	l.	PROPN
ajfa-11456	292	5	,	,	PUNCT
ajfa-11456	292	6	jegadeesh	jegadeesh	PROPN
ajfa-11456	292	7	,	,	PUNCT
ajfa-11456	292	8	n.	n.	NOUN
ajfa-11456	292	9	,	,	PUNCT
ajfa-11456	292	10	&	&	CCONJ
ajfa-11456	292	11	lakonishok	lakonishok	PROPN
ajfa-11456	292	12	,	,	PUNCT
ajfa-11456	292	13	j.	j.	PROPN
ajfa-11456	292	14	(	(	PUNCT
ajfa-11456	292	15	1996	1996	NUM
ajfa-11456	292	16	)	)	PUNCT
ajfa-11456	292	17	.	.	PUNCT
ajfa-11456	293	1	momentum	momentum	NOUN
ajfa-11456	293	2	strategies	strategy	NOUN
ajfa-11456	293	3	.	.	PUNCT
ajfa-11456	294	1	the	the	DET
ajfa-11456	294	2	journal	journal	NOUN
ajfa-11456	294	3	of	of	ADP
ajfa-11456	294	4	finance	finance	NOUN
ajfa-11456	294	5	,	,	PUNCT
ajfa-11456	294	6	51	51	NUM
ajfa-11456	294	7	,	,	PUNCT
ajfa-11456	294	8	1681	1681	NUM
ajfa-11456	294	9	-	-	SYM
ajfa-11456	294	10	1713	1713	NUM
ajfa-11456	294	11	.	.	PUNCT
ajfa-11456	295	1	https://doi.org/10.1111/j.1540-6261.1996.tb05222.x	https://doi.org/10.1111/j.1540-6261.1996.tb05222.x	PROPN
ajfa-11456	295	2	chen	chen	PROPN
ajfa-11456	295	3	,	,	PUNCT
ajfa-11456	295	4	a.	a.	PROPN
ajfa-11456	295	5	s.	s.	PROPN
ajfa-11456	295	6	,	,	PUNCT
ajfa-11456	295	7	&	&	CCONJ
ajfa-11456	295	8	fang	fang	PROPN
ajfa-11456	295	9	,	,	PUNCT
ajfa-11456	295	10	s.	s.	PROPN
ajfa-11456	295	11	c.	c.	PROPN
ajfa-11456	295	12	(	(	PUNCT
ajfa-11456	295	13	2009	2009	NUM
ajfa-11456	295	14	)	)	PUNCT
ajfa-11456	295	15	.	.	PUNCT
ajfa-11456	296	1	uniform	uniform	ADJ
ajfa-11456	296	2	testing	testing	NOUN
ajfa-11456	296	3	and	and	CCONJ
ajfa-11456	296	4	portfolio	portfolio	NOUN
ajfa-11456	296	5	strategies	strategy	NOUN
ajfa-11456	296	6	for	for	ADP
ajfa-11456	296	7	single	single	ADJ
ajfa-11456	296	8	and	and	CCONJ
ajfa-11456	296	9	multifactor	multifactor	NOUN
ajfa-11456	296	10	asset	asset	NOUN
ajfa-11456	296	11	pricing	pricing	NOUN
ajfa-11456	296	12	models	model	NOUN
ajfa-11456	296	13	in	in	ADP
ajfa-11456	296	14	the	the	DET
ajfa-11456	296	15	pacific	pacific	PROPN
ajfa-11456	296	16	basin	basin	PROPN
ajfa-11456	296	17	markets	market	NOUN
ajfa-11456	296	18	.	.	PUNCT
ajfa-11456	297	1	applied	apply	VERB
ajfa-11456	297	2	economics	economic	NOUN
ajfa-11456	297	3	,	,	PUNCT
ajfa-11456	297	4	41(5	41(5	NUM
ajfa-11456	297	5	)	)	PUNCT
ajfa-11456	297	6	.	.	PUNCT
ajfa-11456	298	1	https://doi.org/10.1080/00036840601131763	https://doi.org/10.1080/00036840601131763	ADJ
ajfa-11456	298	2	chen	chen	PROPN
ajfa-11456	298	3	,	,	PUNCT
ajfa-11456	298	4	h.	h.	PROPN
ajfa-11456	298	5	y.	y.	PROPN
ajfa-11456	298	6	,	,	PUNCT
ajfa-11456	298	7	chen	chen	PROPN
ajfa-11456	298	8	,	,	PUNCT
ajfa-11456	298	9	s.	s.	PROPN
ajfa-11456	298	10	s.	s.	PROPN
ajfa-11456	298	11	,	,	PUNCT
ajfa-11456	298	12	hsin	hsin	PROPN
ajfa-11456	298	13	,	,	PUNCT
ajfa-11456	298	14	c.	c.	PROPN
ajfa-11456	298	15	w.	w.	PROPN
ajfa-11456	298	16	,	,	PUNCT
ajfa-11456	298	17	&	&	CCONJ
ajfa-11456	298	18	lee	lee	PROPN
ajfa-11456	298	19	,	,	PUNCT
ajfa-11456	298	20	c.	c.	PROPN
ajfa-11456	298	21	f.	f.	PROPN
ajfa-11456	298	22	(	(	PUNCT
ajfa-11456	298	23	2010	2010	NUM
ajfa-11456	298	24	)	)	PUNCT
ajfa-11456	298	25	.	.	PUNCT
ajfa-11456	299	1	price	price	NOUN
ajfa-11456	299	2	,	,	PUNCT
ajfa-11456	299	3	earnings	earning	NOUN
ajfa-11456	299	4	,	,	PUNCT
ajfa-11456	299	5	and	and	CCONJ
ajfa-11456	299	6	revenue	revenue	NOUN
ajfa-11456	299	7	momentum	momentum	NOUN
ajfa-11456	299	8	strategies	strategy	NOUN
ajfa-11456	299	9	.	.	PUNCT
ajfa-11456	300	1	electronic	electronic	ADJ
ajfa-11456	300	2	copy	copy	NOUN
ajfa-11456	300	3	available	available	ADJ
ajfa-11456	300	4	at	at	ADP
ajfa-11456	300	5	:	:	PUNCT
ajfa-11456	300	6	http://ssrn	http://ssrn	NOUN
ajfa-11456	300	7	.	.	PUNCT
ajfa-11456	300	8	com	com	NOUN
ajfa-11456	300	9	/	/	SYM
ajfa-11456	300	10	abstract	abstract	ADJ
ajfa-11456	300	11	,	,	PUNCT
ajfa-11456	300	12	1571883	1571883	NUM
ajfa-11456	300	13	.	.	PUNCT
ajfa-11456	301	1	chordia	chordia	NOUN
ajfa-11456	301	2	,	,	PUNCT
ajfa-11456	301	3	t.	t.	PROPN
ajfa-11456	301	4	,	,	PUNCT
ajfa-11456	301	5	&	&	CCONJ
ajfa-11456	301	6	shivkumar	shivkumar	PROPN
ajfa-11456	301	7	,	,	PUNCT
ajfa-11456	301	8	l.	l.	PROPN
ajfa-11456	301	9	(	(	PUNCT
ajfa-11456	301	10	2002	2002	NUM
ajfa-11456	301	11	)	)	PUNCT
ajfa-11456	301	12	.	.	PUNCT
ajfa-11456	302	1	momentum	momentum	NOUN
ajfa-11456	302	2	,	,	PUNCT
ajfa-11456	302	3	business	business	NOUN
ajfa-11456	302	4	cycle	cycle	NOUN
ajfa-11456	302	5	and	and	CCONJ
ajfa-11456	302	6	time	time	NOUN
ajfa-11456	302	7	varying	vary	VERB
ajfa-11456	302	8	expected	expect	VERB
ajfa-11456	302	9	returns	return	NOUN
ajfa-11456	302	10	.	.	PUNCT
ajfa-11456	303	1	the	the	DET
ajfa-11456	303	2	journal	journal	PROPN
ajfa-11456	303	3	of	of	ADP
ajfa-11456	303	4	finance	finance	NOUN
ajfa-11456	303	5	,	,	PUNCT
ajfa-11456	303	6	57(2	57(2	NUM
ajfa-11456	303	7	)	)	PUNCT
ajfa-11456	303	8	,	,	PUNCT
ajfa-11456	303	9	985	985	NUM
ajfa-11456	303	10	-	-	SYM
ajfa-11456	303	11	1019	1019	NUM
ajfa-11456	303	12	.	.	PUNCT
ajfa-11456	304	1	https://doi.org/10.1111/1540-6261.00449	https://doi.org/10.1111/1540-6261.00449	PROPN
ajfa-11456	304	2	chordia	chordia	PROPN
ajfa-11456	304	3	,	,	PUNCT
ajfa-11456	304	4	t.	t.	PROPN
ajfa-11456	304	5	,	,	PUNCT
ajfa-11456	304	6	&	&	CCONJ
ajfa-11456	304	7	shivakumar	shivakumar	PROPN
ajfa-11456	304	8	,	,	PUNCT
ajfa-11456	304	9	l.	l.	PROPN
ajfa-11456	304	10	(	(	PUNCT
ajfa-11456	304	11	2005	2005	NUM
ajfa-11456	304	12	)	)	PUNCT
ajfa-11456	304	13	.	.	PUNCT
ajfa-11456	305	1	inflation	inflation	NOUN
ajfa-11456	305	2	illusion	illusion	NOUN
ajfa-11456	305	3	and	and	CCONJ
ajfa-11456	305	4	post	post	VERB
ajfa-11456	305	5	earnings	earning	NOUN
ajfa-11456	305	6	announcement	announcement	NOUN
ajfa-11456	305	7	drift.‐	drift.‐	VERB
ajfa-11456	305	8	‐	‐	ADJ
ajfa-11456	305	9	journal	journal	NOUN
ajfa-11456	305	10	of	of	ADP
ajfa-11456	305	11	accounting	accounting	NOUN
ajfa-11456	305	12	research	research	NOUN
ajfa-11456	305	13	,	,	PUNCT
ajfa-11456	305	14	43(4	43(4	NOUN
ajfa-11456	305	15	)	)	PUNCT
ajfa-11456	305	16	,	,	PUNCT
ajfa-11456	305	17	521	521	NUM
ajfa-11456	305	18	-	-	SYM
ajfa-11456	305	19	556	556	NUM
ajfa-11456	305	20	.	.	PUNCT
ajfa-11456	306	1	https://doi.org/10.1111/j.1475-679x.2005.00181.x	https://doi.org/10.1111/j.1475-679x.2005.00181.x	PROPN
ajfa-11456	306	2	chordia	chordia	PROPN
ajfa-11456	306	3	,	,	PUNCT
ajfa-11456	306	4	t.	t.	PROPN
ajfa-11456	306	5	,	,	PUNCT
ajfa-11456	306	6	&	&	CCONJ
ajfa-11456	306	7	shivkumar	shivkumar	PROPN
ajfa-11456	306	8	,	,	PUNCT
ajfa-11456	306	9	l.	l.	PROPN
ajfa-11456	306	10	(	(	PUNCT
ajfa-11456	306	11	2006	2006	NUM
ajfa-11456	306	12	)	)	PUNCT
ajfa-11456	306	13	.	.	PUNCT
ajfa-11456	307	1	earnings	earning	NOUN
ajfa-11456	307	2	and	and	CCONJ
ajfa-11456	307	3	price	price	NOUN
ajfa-11456	307	4	momentum	momentum	NOUN
ajfa-11456	307	5	.	.	PUNCT
ajfa-11456	308	1	journal	journal	PROPN
ajfa-11456	308	2	of	of	ADP
ajfa-11456	308	3	financial	financial	ADJ
ajfa-11456	308	4	economics	economic	NOUN
ajfa-11456	308	5	,	,	PUNCT
ajfa-11456	308	6	80(3	80(3	NUM
ajfa-11456	308	7	)	)	PUNCT
ajfa-11456	308	8	,	,	PUNCT
ajfa-11456	308	9	627	627	NUM
ajfa-11456	308	10	-	-	SYM
ajfa-11456	308	11	656	656	NUM
ajfa-11456	308	12	.	.	PUNCT
ajfa-11456	309	1	https://doi.org/10.1016/j.jfineco.2005.05.005	https://doi.org/10.1016/j.jfineco.2005.05.005	PROPN
ajfa-11456	309	2	chui	chui	PROPN
ajfa-11456	309	3	,	,	PUNCT
ajfa-11456	309	4	a.	a.	PROPN
ajfa-11456	309	5	,	,	PUNCT
ajfa-11456	309	6	titman	titman	NOUN
ajfa-11456	309	7	,	,	PUNCT
ajfa-11456	309	8	s.	s.	PROPN
ajfa-11456	309	9	,	,	PUNCT
ajfa-11456	309	10	&	&	CCONJ
ajfa-11456	309	11	wei	wei	PROPN
ajfa-11456	309	12	,	,	PUNCT
ajfa-11456	309	13	k.	k.	PROPN
ajfa-11456	309	14	(	(	PUNCT
ajfa-11456	309	15	2010	2010	NUM
ajfa-11456	309	16	)	)	PUNCT
ajfa-11456	309	17	.	.	PUNCT
ajfa-11456	310	1	individualism	individualism	NOUN
ajfa-11456	310	2	and	and	CCONJ
ajfa-11456	310	3	momentum	momentum	NOUN
ajfa-11456	310	4	around	around	ADP
ajfa-11456	310	5	the	the	DET
ajfa-11456	310	6	world	world	NOUN
ajfa-11456	310	7	.	.	PUNCT
ajfa-11456	311	1	the	the	DET
ajfa-11456	311	2	asian	asian	ADJ
ajfa-11456	311	3	journal	journal	PROPN
ajfa-11456	311	4	of	of	ADP
ajfa-11456	311	5	finance	finance	PROPN
ajfa-11456	311	6	&	&	CCONJ
ajfa-11456	311	7	accounting	accounting	PROPN
ajfa-11456	311	8	issn	issn	PROPN
ajfa-11456	311	9	1946	1946	NUM
ajfa-11456	311	10	-	-	PUNCT
ajfa-11456	311	11	052x	052x	PROPN
ajfa-11456	311	12	2017	2017	NUM
ajfa-11456	311	13	,	,	PUNCT
ajfa-11456	311	14	vol	vol	NOUN
ajfa-11456	311	15	.	.	NOUN
ajfa-11456	311	16	9	9	NUM
ajfa-11456	311	17	,	,	PUNCT
ajfa-11456	311	18	no	no	INTJ
ajfa-11456	311	19	.	.	NOUN
ajfa-11456	311	20	2	2	NUM
ajfa-11456	311	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	311	22	22	22	NUM
ajfa-11456	311	23	journal	journal	NOUN
ajfa-11456	311	24	of	of	ADP
ajfa-11456	311	25	finance	finance	NOUN
ajfa-11456	311	26	,	,	PUNCT
ajfa-11456	311	27	lxv(1	lxv(1	PROPN
ajfa-11456	311	28	)	)	PUNCT
ajfa-11456	311	29	.	.	PUNCT
ajfa-11456	312	1	https://doi.org/10.1111/j.1540-6261.2009.01532.x	https://doi.org/10.1111/j.1540-6261.2009.01532.x	PROPN
ajfa-11456	312	2	cohen	cohen	PROPN
ajfa-11456	312	3	,	,	PUNCT
ajfa-11456	312	4	r.	r.	PROPN
ajfa-11456	312	5	b.	b.	PROPN
ajfa-11456	312	6	,	,	PUNCT
ajfa-11456	312	7	gompers	gomper	NOUN
ajfa-11456	312	8	,	,	PUNCT
ajfa-11456	312	9	p.	p.	NOUN
ajfa-11456	312	10	a.	a.	NOUN
ajfa-11456	312	11	,	,	PUNCT
ajfa-11456	312	12	&	&	CCONJ
ajfa-11456	312	13	vuolteenaho	vuolteenaho	PROPN
ajfa-11456	312	14	,	,	PUNCT
ajfa-11456	312	15	t.	t.	PROPN
ajfa-11456	312	16	(	(	PUNCT
ajfa-11456	312	17	2002	2002	NUM
ajfa-11456	312	18	)	)	PUNCT
ajfa-11456	312	19	.	.	PUNCT
ajfa-11456	313	1	who	who	PRON
ajfa-11456	313	2	underreacts	underreact	VERB
ajfa-11456	313	3	to	to	ADP
ajfa-11456	313	4	cash	cash	NOUN
ajfa-11456	313	5	flow	flow	NOUN
ajfa-11456	313	6	.	.	PUNCT
ajfa-11456	314	1	journal	journal	NOUN
ajfa-11456	314	2	of	of	ADP
ajfa-11456	314	3	financial	financial	ADJ
ajfa-11456	314	4	economics	economic	NOUN
ajfa-11456	314	5	,	,	PUNCT
ajfa-11456	314	6	66	66	NUM
ajfa-11456	314	7	,	,	PUNCT
ajfa-11456	314	8	409	409	NUM
ajfa-11456	314	9	-	-	SYM
ajfa-11456	314	10	462	462	NUM
ajfa-11456	314	11	.	.	PUNCT
ajfa-11456	315	1	https://doi.org/10.1016/s0304-405x(02)00229-5	https://doi.org/10.1016/s0304-405x(02)00229-5	PROPN
ajfa-11456	315	2	crain	crain	PROPN
ajfa-11456	315	3	,	,	PUNCT
ajfa-11456	315	4	m.	m.	NOUN
ajfa-11456	315	5	a.	a.	NOUN
ajfa-11456	315	6	(	(	PUNCT
ajfa-11456	315	7	2011	2011	NUM
ajfa-11456	315	8	)	)	PUNCT
ajfa-11456	315	9	.	.	PUNCT
ajfa-11456	316	1	a	a	DET
ajfa-11456	316	2	literature	literature	NOUN
ajfa-11456	316	3	review	review	NOUN
ajfa-11456	316	4	of	of	ADP
ajfa-11456	316	5	the	the	DET
ajfa-11456	316	6	size	size	NOUN
ajfa-11456	316	7	effect	effect	NOUN
ajfa-11456	316	8	.	.	PUNCT
ajfa-11456	317	1	working	work	VERB
ajfa-11456	317	2	paper	paper	NOUN
ajfa-11456	317	3	,	,	PUNCT
ajfa-11456	317	4	florida	florida	PROPN
ajfa-11456	317	5	atlantic	atlantic	PROPN
ajfa-11456	317	6	university	university	PROPN
ajfa-11456	317	7	daniel	daniel	PROPN
ajfa-11456	317	8	,	,	PUNCT
ajfa-11456	317	9	k.	k.	PROPN
ajfa-11456	317	10	,	,	PUNCT
ajfa-11456	317	11	&	&	CCONJ
ajfa-11456	317	12	titman	titman	PROPN
ajfa-11456	317	13	,	,	PUNCT
ajfa-11456	317	14	s.	s.	PROPN
ajfa-11456	317	15	(	(	PUNCT
ajfa-11456	317	16	2006	2006	NUM
ajfa-11456	317	17	)	)	PUNCT
ajfa-11456	317	18	.	.	PUNCT
ajfa-11456	318	1	market	market	NOUN
ajfa-11456	318	2	reactions	reaction	NOUN
ajfa-11456	318	3	to	to	ADP
ajfa-11456	318	4	tangible	tangible	ADJ
ajfa-11456	318	5	and	and	CCONJ
ajfa-11456	318	6	intangible	intangible	ADJ
ajfa-11456	318	7	information	information	NOUN
ajfa-11456	318	8	.	.	PUNCT
ajfa-11456	319	1	the	the	DET
ajfa-11456	319	2	journal	journal	PROPN
ajfa-11456	319	3	of	of	ADP
ajfa-11456	319	4	finance	finance	NOUN
ajfa-11456	319	5	,	,	PUNCT
ajfa-11456	319	6	61	61	NUM
ajfa-11456	319	7	,	,	PUNCT
ajfa-11456	319	8	1605	1605	NUM
ajfa-11456	319	9	-	-	SYM
ajfa-11456	319	10	1643	1643	NUM
ajfa-11456	319	11	.	.	PUNCT
ajfa-11456	320	1	https://doi.org/10.1111/j.1540-6261.2006.00884.x	https://doi.org/10.1111/j.1540-6261.2006.00884.x	PROPN
ajfa-11456	320	2	daniel	daniel	PROPN
ajfa-11456	320	3	,	,	PUNCT
ajfa-11456	320	4	k.	k.	PROPN
ajfa-11456	320	5	,	,	PUNCT
ajfa-11456	320	6	hirshleifer	hirshleifer	PROPN
ajfa-11456	320	7	,	,	PUNCT
ajfa-11456	320	8	d.	d.	PROPN
ajfa-11456	320	9	,	,	PUNCT
ajfa-11456	320	10	&	&	CCONJ
ajfa-11456	320	11	subrahmanyam	subrahmanyam	PROPN
ajfa-11456	320	12	,	,	PUNCT
ajfa-11456	320	13	a.	a.	NOUN
ajfa-11456	320	14	(	(	PUNCT
ajfa-11456	320	15	1998	1998	NUM
ajfa-11456	320	16	)	)	PUNCT
ajfa-11456	320	17	.	.	PUNCT
ajfa-11456	321	1	investor	investor	NOUN
ajfa-11456	321	2	psychology	psychology	NOUN
ajfa-11456	321	3	and	and	CCONJ
ajfa-11456	321	4	security	security	NOUN
ajfa-11456	321	5	market	market	NOUN
ajfa-11456	321	6	under	under	ADP
ajfa-11456	321	7	-	-	PUNCT
ajfa-11456	321	8	and	and	CCONJ
ajfa-11456	321	9	-	-	PUNCT
ajfa-11456	321	10	over	over	ADP
ajfa-11456	321	11	reactions	reaction	NOUN
ajfa-11456	321	12	.	.	PUNCT
ajfa-11456	322	1	the	the	DET
ajfa-11456	322	2	journal	journal	PROPN
ajfa-11456	322	3	of	of	ADP
ajfa-11456	322	4	finance	finance	NOUN
ajfa-11456	322	5	,	,	PUNCT
ajfa-11456	322	6	53	53	NUM
ajfa-11456	322	7	,	,	PUNCT
ajfa-11456	322	8	1839-1886.https://doi.org/10.1111/0022-1082.00077	1839-1886.https://doi.org/10.1111/0022-1082.00077	NUM
ajfa-11456	322	9	datar	datar	PROPN
ajfa-11456	322	10	,	,	PUNCT
ajfa-11456	322	11	v.	v.	PROPN
ajfa-11456	322	12	t.	t.	PROPN
ajfa-11456	322	13	,	,	PUNCT
ajfa-11456	322	14	y	y	PROPN
ajfa-11456	322	15	naik	naik	PROPN
ajfa-11456	322	16	,	,	PUNCT
ajfa-11456	322	17	n.	n.	PROPN
ajfa-11456	322	18	,	,	PUNCT
ajfa-11456	322	19	&	&	CCONJ
ajfa-11456	322	20	radcliffe	radcliffe	PROPN
ajfa-11456	322	21	,	,	PUNCT
ajfa-11456	322	22	r.	r.	PROPN
ajfa-11456	322	23	(	(	PUNCT
ajfa-11456	322	24	1998	1998	NUM
ajfa-11456	322	25	)	)	PUNCT
ajfa-11456	322	26	.	.	PUNCT
ajfa-11456	323	1	liquidity	liquidity	NOUN
ajfa-11456	323	2	and	and	CCONJ
ajfa-11456	323	3	stock	stock	NOUN
ajfa-11456	323	4	returns	return	NOUN
ajfa-11456	323	5	:	:	PUNCT
ajfa-11456	323	6	an	an	DET
ajfa-11456	323	7	alternative	alternative	ADJ
ajfa-11456	323	8	test	test	NOUN
ajfa-11456	323	9	.	.	PUNCT
ajfa-11456	324	1	journal	journal	NOUN
ajfa-11456	324	2	of	of	ADP
ajfa-11456	324	3	financial	financial	ADJ
ajfa-11456	324	4	markets	market	NOUN
ajfa-11456	324	5	,	,	PUNCT
ajfa-11456	324	6	1(2	1(2	NUM
ajfa-11456	324	7	)	)	PUNCT
ajfa-11456	324	8	,	,	PUNCT
ajfa-11456	324	9	203	203	NUM
ajfa-11456	324	10	-	-	SYM
ajfa-11456	324	11	219	219	NUM
ajfa-11456	324	12	.	.	PUNCT
ajfa-11456	325	1	https://doi.org/10.1016/s1386-4181(97)00004-9	https://doi.org/10.1016/s1386-4181(97)00004-9	ADJ
ajfa-11456	325	2	de	de	X
ajfa-11456	325	3	bond	bond	PROPN
ajfa-11456	325	4	,	,	PUNCT
ajfa-11456	325	5	w.f	w.f	PROPN
ajfa-11456	325	6	.	.	PROPN
ajfa-11456	325	7	,	,	PUNCT
ajfa-11456	325	8	&	&	CCONJ
ajfa-11456	325	9	thaler	thaler	PROPN
ajfa-11456	325	10	,	,	PUNCT
ajfa-11456	325	11	r.	r.	PROPN
ajfa-11456	325	12	(	(	PUNCT
ajfa-11456	325	13	1985	1985	NUM
ajfa-11456	325	14	)	)	PUNCT
ajfa-11456	325	15	.	.	PUNCT
ajfa-11456	326	1	do	do	AUX
ajfa-11456	326	2	the	the	DET
ajfa-11456	326	3	stock	stock	NOUN
ajfa-11456	326	4	markets	market	NOUN
ajfa-11456	326	5	overreact	overreact	VERB
ajfa-11456	326	6	?	?	PUNCT
ajfa-11456	326	7	.	.	PUNCT
ajfa-11456	327	1	the	the	DET
ajfa-11456	327	2	journal	journal	NOUN
ajfa-11456	327	3	of	of	ADP
ajfa-11456	327	4	finance	finance	NOUN
ajfa-11456	327	5	,	,	PUNCT
ajfa-11456	327	6	40	40	NUM
ajfa-11456	327	7	,	,	PUNCT
ajfa-11456	327	8	793	793	NUM
ajfa-11456	327	9	-	-	SYM
ajfa-11456	327	10	805	805	NUM
ajfa-11456	327	11	.	.	PUNCT
ajfa-11456	328	1	https://doi.org/10.1111/j.1540-6261.1985.tb05004.x	https://doi.org/10.1111/j.1540-6261.1985.tb05004.x	PROPN
ajfa-11456	328	2	de	de	PROPN
ajfa-11456	328	3	bondt	bondt	PROPN
ajfa-11456	328	4	,	,	PUNCT
ajfa-11456	328	5	w.f	w.f	PROPN
ajfa-11456	328	6	.	.	PROPN
ajfa-11456	328	7	,	,	PUNCT
ajfa-11456	328	8	&	&	CCONJ
ajfa-11456	328	9	thaler	thaler	PROPN
ajfa-11456	328	10	,	,	PUNCT
ajfa-11456	328	11	r.	r.	PROPN
ajfa-11456	328	12	(	(	PUNCT
ajfa-11456	328	13	1987	1987	NUM
ajfa-11456	328	14	)	)	PUNCT
ajfa-11456	328	15	.	.	PUNCT
ajfa-11456	329	1	further	further	ADJ
ajfa-11456	329	2	evidence	evidence	NOUN
ajfa-11456	329	3	of	of	ADP
ajfa-11456	329	4	investor	investor	NOUN
ajfa-11456	329	5	overreaction	overreaction	NOUN
ajfa-11456	329	6	and	and	CCONJ
ajfa-11456	329	7	stock	stock	NOUN
ajfa-11456	329	8	market	market	NOUN
ajfa-11456	329	9	seasonality	seasonality	NOUN
ajfa-11456	329	10	.	.	PUNCT
ajfa-11456	330	1	the	the	DET
ajfa-11456	330	2	journal	journal	PROPN
ajfa-11456	330	3	of	of	ADP
ajfa-11456	330	4	finance	finance	NOUN
ajfa-11456	330	5	,	,	PUNCT
ajfa-11456	330	6	42	42	NUM
ajfa-11456	330	7	,	,	PUNCT
ajfa-11456	330	8	557	557	NUM
ajfa-11456	330	9	-	-	SYM
ajfa-11456	330	10	581	581	NUM
ajfa-11456	330	11	.	.	PUNCT
ajfa-11456	331	1	https://doi.org/10.1111/j.1540-6261.1987.tb04569.x	https://doi.org/10.1111/j.1540-6261.1987.tb04569.x	PROPN
ajfa-11456	331	2	de	de	PROPN
ajfa-11456	331	3	groot	groot	PROPN
ajfa-11456	331	4	,	,	PUNCT
ajfa-11456	331	5	c.	c.	PROPN
ajfa-11456	331	6	g.	g.	PROPN
ajfa-11456	331	7	,	,	PUNCT
ajfa-11456	331	8	&	&	CCONJ
ajfa-11456	331	9	verschoor	verschoor	PROPN
ajfa-11456	331	10	,	,	PUNCT
ajfa-11456	331	11	w.	w.	PROPN
ajfa-11456	331	12	f.	f.	PROPN
ajfa-11456	331	13	(	(	PUNCT
ajfa-11456	331	14	2002	2002	NUM
ajfa-11456	331	15	)	)	PUNCT
ajfa-11456	331	16	.	.	PUNCT
ajfa-11456	332	1	further	further	ADJ
ajfa-11456	332	2	evidence	evidence	NOUN
ajfa-11456	332	3	on	on	ADP
ajfa-11456	332	4	asian	asian	ADJ
ajfa-11456	332	5	stock	stock	NOUN
ajfa-11456	332	6	return	return	NOUN
ajfa-11456	332	7	behavior	behavior	NOUN
ajfa-11456	332	8	.	.	PUNCT
ajfa-11456	333	1	emerging	emerge	VERB
ajfa-11456	333	2	markets	market	NOUN
ajfa-11456	333	3	review	review	VERB
ajfa-11456	333	4	,	,	PUNCT
ajfa-11456	333	5	3(2	3(2	NUM
ajfa-11456	333	6	)	)	PUNCT
ajfa-11456	333	7	,	,	PUNCT
ajfa-11456	333	8	179	179	NUM
ajfa-11456	333	9	-	-	SYM
ajfa-11456	333	10	193	193	NUM
ajfa-11456	333	11	.	.	PUNCT
ajfa-11456	334	1	https://doi.org/10.1016/s1566-0141(02)00005-5	https://doi.org/10.1016/s1566-0141(02)00005-5	PROPN
ajfa-11456	334	2	dhankar	dhankar	PROPN
ajfa-11456	334	3	r.	r.	PROPN
ajfa-11456	334	4	s.	s.	PROPN
ajfa-11456	334	5	,	,	PUNCT
ajfa-11456	334	6	&	&	CCONJ
ajfa-11456	334	7	maheshwari	maheshwari	PROPN
ajfa-11456	334	8	,	,	PUNCT
ajfa-11456	334	9	s.	s.	PROPN
ajfa-11456	334	10	(	(	PUNCT
ajfa-11456	334	11	2014	2014	NUM
ajfa-11456	334	12	)	)	PUNCT
ajfa-11456	334	13	.	.	PUNCT
ajfa-11456	335	1	a	a	DET
ajfa-11456	335	2	study	study	NOUN
ajfa-11456	335	3	of	of	ADP
ajfa-11456	335	4	contrarian	contrarian	ADJ
ajfa-11456	335	5	and	and	CCONJ
ajfa-11456	335	6	momentum	momentum	NOUN
ajfa-11456	335	7	profits	profit	NOUN
ajfa-11456	335	8	in	in	ADP
ajfa-11456	335	9	indian	indian	ADJ
ajfa-11456	335	10	stock	stock	NOUN
ajfa-11456	335	11	market	market	NOUN
ajfa-11456	335	12	.	.	PUNCT
ajfa-11456	336	1	international	international	ADJ
ajfa-11456	336	2	journal	journal	PROPN
ajfa-11456	336	3	of	of	ADP
ajfa-11456	336	4	financial	financial	ADJ
ajfa-11456	336	5	management	management	NOUN
ajfa-11456	336	6	,	,	PUNCT
ajfa-11456	336	7	4(2	4(2	NUM
ajfa-11456	336	8	)	)	PUNCT
ajfa-11456	336	9	,	,	PUNCT
ajfa-11456	336	10	40	40	NUM
ajfa-11456	336	11	-	-	SYM
ajfa-11456	336	12	54	54	NUM
ajfa-11456	336	13	.	.	PUNCT
ajfa-11456	336	14	drew	draw	VERB
ajfa-11456	336	15	,	,	PUNCT
ajfa-11456	336	16	m.	m.	PROPN
ajfa-11456	336	17	e.	e.	PROPN
ajfa-11456	336	18	,	,	PUNCT
ajfa-11456	336	19	marsden	marsden	PROPN
ajfa-11456	336	20	,	,	PUNCT
ajfa-11456	336	21	a.	a.	PROPN
ajfa-11456	336	22	,	,	PUNCT
ajfa-11456	336	23	&	&	CCONJ
ajfa-11456	336	24	veeraraghavan	veeraraghavan	PROPN
ajfa-11456	336	25	,	,	PUNCT
ajfa-11456	336	26	m.	m.	NOUN
ajfa-11456	336	27	(	(	PUNCT
ajfa-11456	336	28	2006	2006	NUM
ajfa-11456	336	29	)	)	PUNCT
ajfa-11456	336	30	.	.	PUNCT
ajfa-11456	337	1	small	small	ADJ
ajfa-11456	337	2	firm	firm	ADJ
ajfa-11456	337	3	effect	effect	NOUN
ajfa-11456	337	4	,	,	PUNCT
ajfa-11456	337	5	liquidity	liquidity	NOUN
ajfa-11456	337	6	and	and	CCONJ
ajfa-11456	337	7	security	security	NOUN
ajfa-11456	337	8	returns	return	NOUN
ajfa-11456	337	9	:	:	PUNCT
ajfa-11456	337	10	australian	australian	ADJ
ajfa-11456	337	11	evidence	evidence	NOUN
ajfa-11456	337	12	.	.	PUNCT
ajfa-11456	338	1	journal	journal	NOUN
ajfa-11456	338	2	of	of	ADP
ajfa-11456	338	3	emerging	emerge	VERB
ajfa-11456	338	4	market	market	NOUN
ajfa-11456	338	5	finance	finance	NOUN
ajfa-11456	338	6	,	,	PUNCT
ajfa-11456	338	7	5(2	5(2	NUM
ajfa-11456	338	8	)	)	PUNCT
ajfa-11456	338	9	,	,	PUNCT
ajfa-11456	338	10	135	135	NUM
ajfa-11456	338	11	-	-	SYM
ajfa-11456	338	12	149	149	NUM
ajfa-11456	338	13	.	.	PUNCT
ajfa-11456	339	1	https://doi.org/10.1177/097265270600500202	https://doi.org/10.1177/097265270600500202	PROPN
ajfa-11456	339	2	evans	evans	PROPN
ajfa-11456	339	3	,	,	PUNCT
ajfa-11456	339	4	j.	j.	PROPN
ajfa-11456	339	5	l.	l.	PROPN
ajfa-11456	339	6	,	,	PUNCT
ajfa-11456	339	7	&	&	CCONJ
ajfa-11456	339	8	archer	archer	PROPN
ajfa-11456	339	9	,	,	PUNCT
ajfa-11456	339	10	s.	s.	PROPN
ajfa-11456	339	11	h.	h.	PROPN
ajfa-11456	339	12	(	(	PUNCT
ajfa-11456	339	13	1968	1968	NUM
ajfa-11456	339	14	)	)	PUNCT
ajfa-11456	339	15	.	.	PUNCT
ajfa-11456	340	1	diversification	diversification	NOUN
ajfa-11456	340	2	and	and	CCONJ
ajfa-11456	340	3	the	the	DET
ajfa-11456	340	4	reduction	reduction	NOUN
ajfa-11456	340	5	of	of	ADP
ajfa-11456	340	6	dispersion	dispersion	NOUN
ajfa-11456	340	7	:	:	PUNCT
ajfa-11456	340	8	an	an	DET
ajfa-11456	340	9	empirical	empirical	ADJ
ajfa-11456	340	10	analysis	analysis	NOUN
ajfa-11456	340	11	.	.	PUNCT
ajfa-11456	341	1	the	the	DET
ajfa-11456	341	2	journal	journal	NOUN
ajfa-11456	341	3	of	of	ADP
ajfa-11456	341	4	finance	finance	NOUN
ajfa-11456	341	5	,	,	PUNCT
ajfa-11456	341	6	23(5	23(5	NUM
ajfa-11456	341	7	)	)	PUNCT
ajfa-11456	341	8	,	,	PUNCT
ajfa-11456	341	9	761	761	NUM
ajfa-11456	341	10	-	-	SYM
ajfa-11456	341	11	767	767	NUM
ajfa-11456	341	12	.	.	PUNCT
ajfa-11456	342	1	https://doi.org/10.1111/j.1540-6261.1968.tb00315.x	https://doi.org/10.1111/j.1540-6261.1968.tb00315.x	PROPN
ajfa-11456	342	2	fama	fama	PROPN
ajfa-11456	342	3	,	,	PUNCT
ajfa-11456	342	4	e.	e.	PROPN
ajfa-11456	342	5	,	,	PUNCT
ajfa-11456	342	6	&	&	CCONJ
ajfa-11456	342	7	french	french	PROPN
ajfa-11456	342	8	,	,	PUNCT
ajfa-11456	342	9	k.	k.	PROPN
ajfa-11456	342	10	(	(	PUNCT
ajfa-11456	342	11	1992	1992	NUM
ajfa-11456	342	12	)	)	PUNCT
ajfa-11456	342	13	.	.	PUNCT
ajfa-11456	343	1	the	the	DET
ajfa-11456	343	2	cross	cross	NOUN
ajfa-11456	343	3	-	-	NOUN
ajfa-11456	343	4	section	section	NOUN
ajfa-11456	343	5	of	of	ADP
ajfa-11456	343	6	expected	expect	VERB
ajfa-11456	343	7	returns	return	NOUN
ajfa-11456	343	8	.	.	PUNCT
ajfa-11456	344	1	the	the	DET
ajfa-11456	344	2	journal	journal	PROPN
ajfa-11456	344	3	of	of	ADP
ajfa-11456	344	4	finance	finance	NOUN
ajfa-11456	344	5	,	,	PUNCT
ajfa-11456	344	6	47	47	NUM
ajfa-11456	344	7	,	,	PUNCT
ajfa-11456	344	8	427	427	NUM
ajfa-11456	344	9	-	-	SYM
ajfa-11456	344	10	466	466	NUM
ajfa-11456	344	11	.	.	PUNCT
ajfa-11456	345	1	https://doi.org/10.1111/j.1540-6261.1992.tb04398.x	https://doi.org/10.1111/j.1540-6261.1992.tb04398.x	PROPN
ajfa-11456	345	2	fama	fama	PROPN
ajfa-11456	345	3	,	,	PUNCT
ajfa-11456	345	4	e.	e.	PROPN
ajfa-11456	345	5	,	,	PUNCT
ajfa-11456	345	6	&	&	CCONJ
ajfa-11456	345	7	french	french	PROPN
ajfa-11456	345	8	,	,	PUNCT
ajfa-11456	345	9	k.	k.	PROPN
ajfa-11456	345	10	(	(	PUNCT
ajfa-11456	345	11	1993	1993	NUM
ajfa-11456	345	12	)	)	PUNCT
ajfa-11456	345	13	.	.	PUNCT
ajfa-11456	346	1	common	common	ADJ
ajfa-11456	346	2	risk	risk	NOUN
ajfa-11456	346	3	factors	factor	NOUN
ajfa-11456	346	4	in	in	ADP
ajfa-11456	346	5	the	the	DET
ajfa-11456	346	6	returns	return	NOUN
ajfa-11456	346	7	on	on	ADP
ajfa-11456	346	8	stocks	stock	NOUN
ajfa-11456	346	9	and	and	CCONJ
ajfa-11456	346	10	bonds	bond	NOUN
ajfa-11456	346	11	.	.	PUNCT
ajfa-11456	347	1	journal	journal	NOUN
ajfa-11456	347	2	of	of	ADP
ajfa-11456	347	3	financial	financial	ADJ
ajfa-11456	347	4	economics	economic	NOUN
ajfa-11456	347	5	,	,	PUNCT
ajfa-11456	347	6	33	33	NUM
ajfa-11456	347	7	,	,	PUNCT
ajfa-11456	347	8	3	3	NUM
ajfa-11456	347	9	-	-	SYM
ajfa-11456	347	10	56	56	NUM
ajfa-11456	347	11	.	.	PUNCT
ajfa-11456	348	1	https://doi.org/10.1016/0304-405x(93)90023-5	https://doi.org/10.1016/0304-405x(93)90023-5	PROPN
ajfa-11456	348	2	fama	fama	PROPN
ajfa-11456	348	3	,	,	PUNCT
ajfa-11456	348	4	e.	e.	PROPN
ajfa-11456	348	5	f.	f.	PROPN
ajfa-11456	348	6	,	,	PUNCT
ajfa-11456	348	7	&	&	CCONJ
ajfa-11456	348	8	french	french	PROPN
ajfa-11456	348	9	,	,	PUNCT
ajfa-11456	348	10	k.	k.	PROPN
ajfa-11456	348	11	r.	r.	PROPN
ajfa-11456	348	12	(	(	PUNCT
ajfa-11456	348	13	1995	1995	NUM
ajfa-11456	348	14	)	)	PUNCT
ajfa-11456	348	15	.	.	PUNCT
ajfa-11456	349	1	size	size	NOUN
ajfa-11456	349	2	and	and	CCONJ
ajfa-11456	349	3	book	book	NOUN
ajfa-11456	349	4	to	to	ADP
ajfa-11456	349	5	market	market	NOUN
ajfa-11456	349	6	factors	factor	NOUN
ajfa-11456	349	7	in	in	ADP
ajfa-11456	349	8	earnings	earning	NOUN
ajfa-11456	349	9	and	and	CCONJ
ajfa-11456	349	10	‐	‐	NOUN
ajfa-11456	349	11	‐	‐	ADJ
ajfa-11456	349	12	returns	return	NOUN
ajfa-11456	349	13	.	.	PUNCT
ajfa-11456	350	1	the	the	DET
ajfa-11456	350	2	journal	journal	NOUN
ajfa-11456	350	3	of	of	ADP
ajfa-11456	350	4	finance	finance	NOUN
ajfa-11456	350	5	,	,	PUNCT
ajfa-11456	350	6	50(1	50(1	PROPN
ajfa-11456	350	7	)	)	PUNCT
ajfa-11456	350	8	,	,	PUNCT
ajfa-11456	350	9	131	131	NUM
ajfa-11456	350	10	-	-	SYM
ajfa-11456	350	11	155	155	NUM
ajfa-11456	350	12	.	.	PUNCT
ajfa-11456	351	1	https://doi.org/10.1111/j.1540-6261.1995.tb05169.x	https://doi.org/10.1111/j.1540-6261.1995.tb05169.x	DET
ajfa-11456	351	2	asian	asian	ADJ
ajfa-11456	351	3	journal	journal	NOUN
ajfa-11456	351	4	of	of	ADP
ajfa-11456	351	5	finance	finance	PROPN
ajfa-11456	351	6	&	&	CCONJ
ajfa-11456	351	7	accounting	accounting	PROPN
ajfa-11456	351	8	issn	issn	PROPN
ajfa-11456	351	9	1946	1946	NUM
ajfa-11456	351	10	-	-	PUNCT
ajfa-11456	351	11	052x	052x	PROPN
ajfa-11456	351	12	2017	2017	NUM
ajfa-11456	351	13	,	,	PUNCT
ajfa-11456	351	14	vol	vol	NOUN
ajfa-11456	351	15	.	.	NOUN
ajfa-11456	351	16	9	9	NUM
ajfa-11456	351	17	,	,	PUNCT
ajfa-11456	351	18	no	no	INTJ
ajfa-11456	351	19	.	.	NOUN
ajfa-11456	351	20	2	2	NUM
ajfa-11456	351	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	351	22	23	23	NUM
ajfa-11456	351	23	fama	fama	NOUN
ajfa-11456	351	24	,	,	PUNCT
ajfa-11456	351	25	e.	e.	PROPN
ajfa-11456	351	26	,	,	PUNCT
ajfa-11456	351	27	&	&	CCONJ
ajfa-11456	351	28	french	french	PROPN
ajfa-11456	351	29	,	,	PUNCT
ajfa-11456	351	30	k.	k.	PROPN
ajfa-11456	351	31	(	(	PUNCT
ajfa-11456	351	32	1996	1996	NUM
ajfa-11456	351	33	)	)	PUNCT
ajfa-11456	351	34	.	.	PUNCT
ajfa-11456	352	1	multi	multi	ADJ
ajfa-11456	352	2	-	-	ADJ
ajfa-11456	352	3	factor	factor	NOUN
ajfa-11456	352	4	expalnation	expalnation	NOUN
ajfa-11456	352	5	of	of	ADP
ajfa-11456	352	6	asset	asset	NOUN
ajfa-11456	352	7	pricing	pricing	NOUN
ajfa-11456	352	8	anomalies	anomaly	NOUN
ajfa-11456	352	9	.	.	PUNCT
ajfa-11456	353	1	the	the	DET
ajfa-11456	353	2	journal	journal	PROPN
ajfa-11456	353	3	of	of	ADP
ajfa-11456	353	4	finance	finance	NOUN
ajfa-11456	353	5	,	,	PUNCT
ajfa-11456	353	6	51	51	NUM
ajfa-11456	353	7	,	,	PUNCT
ajfa-11456	353	8	55-84.https://doi.org/10.1111/j.1540-6261.1996.tb05202.x	55-84.https://doi.org/10.1111/j.1540-6261.1996.tb05202.x	NUM
ajfa-11456	353	9	fama	fama	NOUN
ajfa-11456	353	10	,	,	PUNCT
ajfa-11456	353	11	e.	e.	PROPN
ajfa-11456	353	12	,	,	PUNCT
ajfa-11456	353	13	&	&	CCONJ
ajfa-11456	353	14	french	french	PROPN
ajfa-11456	353	15	,	,	PUNCT
ajfa-11456	353	16	k.	k.	PROPN
ajfa-11456	353	17	(	(	PUNCT
ajfa-11456	353	18	2008	2008	NUM
ajfa-11456	353	19	)	)	PUNCT
ajfa-11456	353	20	.	.	PUNCT
ajfa-11456	354	1	dissecting	dissect	VERB
ajfa-11456	354	2	anomalies	anomaly	NOUN
ajfa-11456	354	3	.	.	PUNCT
ajfa-11456	355	1	the	the	DET
ajfa-11456	355	2	journal	journal	PROPN
ajfa-11456	355	3	of	of	ADP
ajfa-11456	355	4	finance	finance	NOUN
ajfa-11456	355	5	,	,	PUNCT
ajfa-11456	355	6	63(4	63(4	NOUN
ajfa-11456	355	7	)	)	PUNCT
ajfa-11456	355	8	,	,	PUNCT
ajfa-11456	355	9	1653	1653	NUM
ajfa-11456	355	10	-	-	SYM
ajfa-11456	355	11	1678	1678	NUM
ajfa-11456	355	12	.	.	PUNCT
ajfa-11456	356	1	https://doi.org/10.1111/j.1540-6261.2008.01371.x	https://doi.org/10.1111/j.1540-6261.2008.01371.x	VERB
ajfa-11456	356	2	fama	fama	PROPN
ajfa-11456	356	3	,	,	PUNCT
ajfa-11456	356	4	e.	e.	PROPN
ajfa-11456	356	5	f.	f.	PROPN
ajfa-11456	356	6	,	,	PUNCT
ajfa-11456	356	7	&	&	CCONJ
ajfa-11456	356	8	french	french	PROPN
ajfa-11456	356	9	,	,	PUNCT
ajfa-11456	356	10	k.	k.	PROPN
ajfa-11456	356	11	r.	r.	PROPN
ajfa-11456	356	12	,(2015	,(2015	PUNCT
ajfa-11456	356	13	)	)	PUNCT
ajfa-11456	356	14	.	.	PUNCT
ajfa-11456	357	1	a	a	DET
ajfa-11456	357	2	five	five	NUM
ajfa-11456	357	3	-	-	PUNCT
ajfa-11456	357	4	factor	factor	NOUN
ajfa-11456	357	5	asset	asset	NOUN
ajfa-11456	357	6	pricing	pricing	NOUN
ajfa-11456	357	7	model	model	NOUN
ajfa-11456	357	8	.	.	PUNCT
ajfa-11456	358	1	journal	journal	PROPN
ajfa-11456	358	2	of	of	ADP
ajfa-11456	358	3	financial	financial	ADJ
ajfa-11456	358	4	economics	economic	NOUN
ajfa-11456	358	5	116	116	NUM
ajfa-11456	358	6	,	,	PUNCT
ajfa-11456	358	7	1	1	NUM
ajfa-11456	358	8	-	-	SYM
ajfa-11456	358	9	22	22	NUM
ajfa-11456	358	10	.	.	PUNCT
ajfa-11456	359	1	https://doi.org/10.1016/j.jfineco.2014.10.010	https://doi.org/10.1016/j.jfineco.2014.10.010	PROPN
ajfa-11456	359	2	fitzpatrick	fitzpatrick	PROPN
ajfa-11456	359	3	,	,	PUNCT
ajfa-11456	359	4	j.	j.	PROPN
ajfa-11456	359	5	,	,	PUNCT
ajfa-11456	359	6	&	&	CCONJ
ajfa-11456	359	7	ogden	ogden	PROPN
ajfa-11456	359	8	,	,	PUNCT
ajfa-11456	359	9	j.	j.	PROPN
ajfa-11456	359	10	(	(	PUNCT
ajfa-11456	359	11	2009	2009	NUM
ajfa-11456	359	12	)	)	PUNCT
ajfa-11456	359	13	.	.	PUNCT
ajfa-11456	360	1	do	do	AUX
ajfa-11456	360	2	asset	asset	NOUN
ajfa-11456	360	3	pricing	pricing	NOUN
ajfa-11456	360	4	anomalies	anomaly	NOUN
ajfa-11456	360	5	have	have	VERB
ajfa-11456	360	6	a	a	DET
ajfa-11456	360	7	common	common	ADJ
ajfa-11456	360	8	link	link	NOUN
ajfa-11456	360	9	?	?	PUNCT
ajfa-11456	360	10	.	.	PUNCT
ajfa-11456	361	1	retrieved	retrieve	VERB
ajfa-11456	361	2	from	from	ADP
ajfa-11456	361	3	http://ssrn.com/abstract=1364888	http://ssrn.com/abstract=1364888	PROPN
ajfa-11456	361	4	.	.	PROPN
ajfa-11456	361	5	gaunt	gaunt	PROPN
ajfa-11456	361	6	,	,	PUNCT
ajfa-11456	361	7	c.	c.	PROPN
ajfa-11456	361	8	(	(	PUNCT
ajfa-11456	361	9	2004	2004	NUM
ajfa-11456	361	10	)	)	PUNCT
ajfa-11456	361	11	.	.	PUNCT
ajfa-11456	362	1	size	size	NOUN
ajfa-11456	362	2	and	and	CCONJ
ajfa-11456	362	3	book	book	NOUN
ajfa-11456	362	4	to	to	ADP
ajfa-11456	362	5	market	market	NOUN
ajfa-11456	362	6	effects	effect	NOUN
ajfa-11456	362	7	and	and	CCONJ
ajfa-11456	362	8	the	the	DET
ajfa-11456	362	9	fama	fama	NOUN
ajfa-11456	362	10	french	french	ADJ
ajfa-11456	362	11	three	three	NUM
ajfa-11456	362	12	factor	factor	NOUN
ajfa-11456	362	13	asset	asset	NOUN
ajfa-11456	362	14	pricing	pricing	NOUN
ajfa-11456	362	15	model	model	NOUN
ajfa-11456	362	16	:	:	PUNCT
ajfa-11456	362	17	evidence	evidence	NOUN
ajfa-11456	362	18	from	from	ADP
ajfa-11456	362	19	the	the	DET
ajfa-11456	362	20	australian	australian	ADJ
ajfa-11456	362	21	stock	stock	NOUN
ajfa-11456	362	22	market	market	NOUN
ajfa-11456	362	23	.	.	PUNCT
ajfa-11456	363	1	accounting	accounting	NOUN
ajfa-11456	363	2	&	&	CCONJ
ajfa-11456	363	3	finance	finance	PROPN
ajfa-11456	363	4	,	,	PUNCT
ajfa-11456	363	5	44(1	44(1	PROPN
ajfa-11456	363	6	)	)	PUNCT
ajfa-11456	363	7	,	,	PUNCT
ajfa-11456	363	8	27	27	NUM
ajfa-11456	363	9	-	-	SYM
ajfa-11456	363	10	44	44	NUM
ajfa-11456	363	11	.	.	PUNCT
ajfa-11456	364	1	https://doi.org/10.1111/j.1467-629x.2004.00100.x	https://doi.org/10.1111/j.1467-629x.2004.00100.x	PROPN
ajfa-11456	364	2	gharghori	gharghori	NOUN
ajfa-11456	364	3	,	,	PUNCT
ajfa-11456	364	4	p.	p.	PROPN
ajfa-11456	364	5	,	,	PUNCT
ajfa-11456	364	6	lee	lee	PROPN
ajfa-11456	364	7	,	,	PUNCT
ajfa-11456	364	8	r.	r.	PROPN
ajfa-11456	364	9	,	,	PUNCT
ajfa-11456	364	10	&	&	CCONJ
ajfa-11456	364	11	veeraraghavan	veeraraghavan	PROPN
ajfa-11456	364	12	,	,	PUNCT
ajfa-11456	364	13	m.	m.	NOUN
ajfa-11456	364	14	(	(	PUNCT
ajfa-11456	364	15	2009	2009	NUM
ajfa-11456	364	16	)	)	PUNCT
ajfa-11456	364	17	.	.	PUNCT
ajfa-11456	365	1	anomalies	anomaly	NOUN
ajfa-11456	365	2	and	and	CCONJ
ajfa-11456	365	3	stock	stock	NOUN
ajfa-11456	365	4	returns	return	NOUN
ajfa-11456	365	5	:	:	PUNCT
ajfa-11456	365	6	australian	australian	ADJ
ajfa-11456	365	7	evidence	evidence	NOUN
ajfa-11456	365	8	.	.	PUNCT
ajfa-11456	366	1	accounting	accounting	NOUN
ajfa-11456	366	2	&	&	CCONJ
ajfa-11456	366	3	finance	finance	PROPN
ajfa-11456	366	4	,	,	PUNCT
ajfa-11456	366	5	49(3	49(3	PROPN
ajfa-11456	366	6	)	)	PUNCT
ajfa-11456	366	7	,	,	PUNCT
ajfa-11456	366	8	555	555	NUM
ajfa-11456	366	9	-	-	SYM
ajfa-11456	366	10	576	576	NUM
ajfa-11456	366	11	.	.	PUNCT
ajfa-11456	367	1	https://doi.org/10.1111/j.1467-629x.2009.00298.x	https://doi.org/10.1111/j.1467-629x.2009.00298.x	PROPN
ajfa-11456	367	2	griffin	griffin	PROPN
ajfa-11456	367	3	,	,	PUNCT
ajfa-11456	367	4	j.m	j.m	PROPN
ajfa-11456	367	5	.	.	PROPN
ajfa-11456	367	6	,	,	PUNCT
ajfa-11456	367	7	ji	ji	PROPN
ajfa-11456	367	8	,	,	PUNCT
ajfa-11456	367	9	x.	x.	PROPN
ajfa-11456	367	10	,	,	PUNCT
ajfa-11456	367	11	&	&	CCONJ
ajfa-11456	367	12	martin	martin	PROPN
ajfa-11456	367	13	,	,	PUNCT
ajfa-11456	367	14	j.	j.	PROPN
ajfa-11456	367	15	s.	s.	PROPN
ajfa-11456	367	16	(	(	PUNCT
ajfa-11456	367	17	2003	2003	NUM
ajfa-11456	367	18	)	)	PUNCT
ajfa-11456	367	19	.	.	PUNCT
ajfa-11456	368	1	momentum	momentum	NOUN
ajfa-11456	368	2	investing	investing	NOUN
ajfa-11456	368	3	and	and	CCONJ
ajfa-11456	368	4	business	business	NOUN
ajfa-11456	368	5	cycle	cycle	NOUN
ajfa-11456	368	6	risk	risk	NOUN
ajfa-11456	368	7	:	:	PUNCT
ajfa-11456	368	8	evidence	evidence	NOUN
ajfa-11456	368	9	from	from	ADP
ajfa-11456	368	10	pole	pole	NOUN
ajfa-11456	368	11	to	to	AUX
ajfa-11456	368	12	pole	pole	VERB
ajfa-11456	368	13	.	.	PUNCT
ajfa-11456	369	1	the	the	DET
ajfa-11456	369	2	journal	journal	PROPN
ajfa-11456	369	3	of	of	ADP
ajfa-11456	369	4	finance	finance	NOUN
ajfa-11456	369	5	,	,	PUNCT
ajfa-11456	369	6	58(6	58(6	NOUN
ajfa-11456	369	7	)	)	PUNCT
ajfa-11456	369	8	,	,	PUNCT
ajfa-11456	369	9	2515	2515	NUM
ajfa-11456	369	10	-	-	SYM
ajfa-11456	369	11	2547	2547	NUM
ajfa-11456	369	12	.	.	PUNCT
ajfa-11456	370	1	https://doi.org/10.1046/j.1540-6261.2003.00614.x	https://doi.org/10.1046/j.1540-6261.2003.00614.x	PROPN
ajfa-11456	370	2	gupta	gupta	PROPN
ajfa-11456	370	3	,	,	PUNCT
ajfa-11456	370	4	c.	c.	PROPN
ajfa-11456	370	5	,	,	PUNCT
ajfa-11456	370	6	&	&	CCONJ
ajfa-11456	370	7	kumar	kumar	PROPN
ajfa-11456	370	8	,	,	PUNCT
ajfa-11456	370	9	r.	r.	PROPN
ajfa-11456	370	10	(	(	PUNCT
ajfa-11456	370	11	2009	2009	NUM
ajfa-11456	370	12	)	)	PUNCT
ajfa-11456	370	13	.	.	PUNCT
ajfa-11456	371	1	a	a	DET
ajfa-11456	371	2	re	re	NOUN
ajfa-11456	371	3	-	-	NOUN
ajfa-11456	371	4	examination	examination	NOUN
ajfa-11456	371	5	of	of	ADP
ajfa-11456	371	6	factors	factor	NOUN
ajfa-11456	371	7	affecting	affect	VERB
ajfa-11456	371	8	returns	return	NOUN
ajfa-11456	371	9	in	in	ADP
ajfa-11456	371	10	indian	indian	ADJ
ajfa-11456	371	11	stock	stock	NOUN
ajfa-11456	371	12	market	market	NOUN
ajfa-11456	371	13	.	.	PUNCT
ajfa-11456	372	1	retrieved	retrieve	VERB
ajfa-11456	372	2	from	from	ADP
ajfa-11456	372	3	http://ssrn.com/abstract=1376236	http://ssrn.com/abstract=1376236	PROPN
ajfa-11456	372	4	hameed	hameed	NOUN
ajfa-11456	372	5	,	,	PUNCT
ajfa-11456	372	6	a.	a.	NOUN
ajfa-11456	372	7	,	,	PUNCT
ajfa-11456	372	8	&	&	CCONJ
ajfa-11456	372	9	kusnadi	kusnadi	PROPN
ajfa-11456	372	10	,	,	PUNCT
ajfa-11456	372	11	y.	y.	PROPN
ajfa-11456	372	12	(	(	PUNCT
ajfa-11456	372	13	2002	2002	NUM
ajfa-11456	372	14	)	)	PUNCT
ajfa-11456	372	15	.	.	PUNCT
ajfa-11456	373	1	momentum	momentum	NOUN
ajfa-11456	373	2	strategies	strategy	NOUN
ajfa-11456	373	3	:	:	PUNCT
ajfa-11456	373	4	evidence	evidence	NOUN
ajfa-11456	373	5	from	from	ADP
ajfa-11456	373	6	pacific	pacific	PROPN
ajfa-11456	373	7	basin	basin	NOUN
ajfa-11456	373	8	stock	stock	NOUN
ajfa-11456	373	9	markets	market	NOUN
ajfa-11456	373	10	.	.	PUNCT
ajfa-11456	374	1	journal	journal	NOUN
ajfa-11456	374	2	of	of	ADP
ajfa-11456	374	3	financial	financial	ADJ
ajfa-11456	374	4	research	research	NOUN
ajfa-11456	374	5	,	,	PUNCT
ajfa-11456	374	6	25(3	25(3	NUM
ajfa-11456	374	7	)	)	PUNCT
ajfa-11456	374	8	,	,	PUNCT
ajfa-11456	374	9	383	383	NUM
ajfa-11456	374	10	-	-	SYM
ajfa-11456	374	11	397	397	NUM
ajfa-11456	374	12	.	.	PUNCT
ajfa-11456	375	1	https://doi.org/10.1111/1475-6803.00025	https://doi.org/10.1111/1475-6803.00025	PROPN
ajfa-11456	375	2	haugen	haugen	PROPN
ajfa-11456	375	3	,	,	PUNCT
ajfa-11456	375	4	r.	r.	PROPN
ajfa-11456	375	5	,	,	PUNCT
ajfa-11456	375	6	&	&	CCONJ
ajfa-11456	375	7	baker	baker	PROPN
ajfa-11456	375	8	,	,	PUNCT
ajfa-11456	375	9	n.	n.	PROPN
ajfa-11456	375	10	(	(	PUNCT
ajfa-11456	375	11	1996	1996	NUM
ajfa-11456	375	12	)	)	PUNCT
ajfa-11456	375	13	.	.	PUNCT
ajfa-11456	376	1	commonality	commonality	NOUN
ajfa-11456	376	2	in	in	ADP
ajfa-11456	376	3	the	the	DET
ajfa-11456	376	4	determinants	determinant	NOUN
ajfa-11456	376	5	of	of	ADP
ajfa-11456	376	6	expected	expect	VERB
ajfa-11456	376	7	stock	stock	NOUN
ajfa-11456	376	8	returns	return	NOUN
ajfa-11456	376	9	.	.	PUNCT
ajfa-11456	377	1	journal	journal	NOUN
ajfa-11456	377	2	of	of	ADP
ajfa-11456	377	3	financial	financial	ADJ
ajfa-11456	377	4	economics	economic	NOUN
ajfa-11456	377	5	,	,	PUNCT
ajfa-11456	377	6	41	41	NUM
ajfa-11456	377	7	,	,	PUNCT
ajfa-11456	377	8	401	401	NUM
ajfa-11456	377	9	-	-	SYM
ajfa-11456	377	10	439	439	NUM
ajfa-11456	377	11	.	.	PUNCT
ajfa-11456	378	1	https://doi.org/10.1016/0304-405x(95)00868-f	https://doi.org/10.1016/0304-405x(95)00868-f	ADJ
ajfa-11456	378	2	hirshleifer	hirshleifer	NOUN
ajfa-11456	378	3	,	,	PUNCT
ajfa-11456	378	4	d.	d.	PROPN
ajfa-11456	378	5	,	,	PUNCT
ajfa-11456	378	6	lim	lim	PROPN
ajfa-11456	378	7	,	,	PUNCT
ajfa-11456	378	8	s.	s.	PROPN
ajfa-11456	378	9	s.	s.	PROPN
ajfa-11456	378	10	,	,	PUNCT
ajfa-11456	378	11	&	&	CCONJ
ajfa-11456	378	12	teoh	teoh	PROPN
ajfa-11456	378	13	,	,	PUNCT
ajfa-11456	378	14	s.	s.	PROPN
ajfa-11456	378	15	h.	h.	PROPN
ajfa-11456	378	16	(	(	PUNCT
ajfa-11456	378	17	2009	2009	NUM
ajfa-11456	378	18	)	)	PUNCT
ajfa-11456	378	19	.	.	PUNCT
ajfa-11456	379	1	driven	drive	VERB
ajfa-11456	379	2	to	to	ADP
ajfa-11456	379	3	distraction	distraction	NOUN
ajfa-11456	379	4	:	:	PUNCT
ajfa-11456	379	5	extraneous	extraneous	ADJ
ajfa-11456	379	6	events	event	NOUN
ajfa-11456	379	7	and	and	CCONJ
ajfa-11456	379	8	underreaction	underreaction	NOUN
ajfa-11456	379	9	to	to	ADP
ajfa-11456	379	10	earnings	earning	NOUN
ajfa-11456	379	11	news	news	NOUN
ajfa-11456	379	12	.	.	PUNCT
ajfa-11456	380	1	the	the	DET
ajfa-11456	380	2	journal	journal	PROPN
ajfa-11456	380	3	of	of	ADP
ajfa-11456	380	4	finance	finance	NOUN
ajfa-11456	380	5	,	,	PUNCT
ajfa-11456	380	6	64(5	64(5	PROPN
ajfa-11456	380	7	)	)	PUNCT
ajfa-11456	380	8	,	,	PUNCT
ajfa-11456	380	9	2289	2289	NUM
ajfa-11456	380	10	-	-	SYM
ajfa-11456	380	11	2325	2325	NUM
ajfa-11456	380	12	.	.	PUNCT
ajfa-11456	381	1	https://doi.org/10.1111/j.1540-6261.2009.01501.x	https://doi.org/10.1111/j.1540-6261.2009.01501.x	VERB
ajfa-11456	381	2	hong	hong	PROPN
ajfa-11456	381	3	,	,	PUNCT
ajfa-11456	381	4	d.	d.	PROPN
ajfa-11456	381	5	,	,	PUNCT
ajfa-11456	381	6	lee	lee	PROPN
ajfa-11456	381	7	,	,	PUNCT
ajfa-11456	381	8	c.	c.	PROPN
ajfa-11456	381	9	,	,	PUNCT
ajfa-11456	381	10	&	&	CCONJ
ajfa-11456	381	11	swaminathan	swaminathan	ADV
ajfa-11456	381	12	,	,	PUNCT
ajfa-11456	381	13	b.(2003	b.(2003	PROPN
ajfa-11456	381	14	)	)	PUNCT
ajfa-11456	381	15	.	.	PUNCT
ajfa-11456	382	1	earnings	earning	NOUN
ajfa-11456	382	2	momentum	momentum	NOUN
ajfa-11456	382	3	in	in	ADP
ajfa-11456	382	4	international	international	ADJ
ajfa-11456	382	5	markets	market	NOUN
ajfa-11456	382	6	.	.	PUNCT
ajfa-11456	383	1	https://doi.org/10.2139/ssrn.390107	https://doi.org/10.2139/ssrn.390107	PROPN
ajfa-11456	383	2	hong	hong	PROPN
ajfa-11456	383	3	,	,	PUNCT
ajfa-11456	383	4	h.	h.	PROPN
ajfa-11456	383	5	,	,	PUNCT
ajfa-11456	383	6	&	&	CCONJ
ajfa-11456	383	7	stein	stein	PROPN
ajfa-11456	383	8	,	,	PUNCT
ajfa-11456	383	9	j.	j.	PROPN
ajfa-11456	383	10	(	(	PUNCT
ajfa-11456	383	11	1999	1999	NUM
ajfa-11456	383	12	)	)	PUNCT
ajfa-11456	383	13	.	.	PUNCT
ajfa-11456	384	1	a	a	DET
ajfa-11456	384	2	unified	unified	ADJ
ajfa-11456	384	3	theory	theory	NOUN
ajfa-11456	384	4	of	of	ADP
ajfa-11456	384	5	underreaction	underreaction	NOUN
ajfa-11456	384	6	,	,	PUNCT
ajfa-11456	384	7	momentum	momentum	NOUN
ajfa-11456	384	8	trading	trading	NOUN
ajfa-11456	384	9	and	and	CCONJ
ajfa-11456	384	10	overreaction	overreaction	NOUN
ajfa-11456	384	11	in	in	ADP
ajfa-11456	384	12	assets	asset	NOUN
ajfa-11456	384	13	markets	market	NOUN
ajfa-11456	384	14	.	.	PUNCT
ajfa-11456	385	1	journal	journal	PROPN
ajfa-11456	385	2	of	of	ADP
ajfa-11456	385	3	finance	finance	NOUN
ajfa-11456	385	4	,	,	PUNCT
ajfa-11456	385	5	55	55	NUM
ajfa-11456	385	6	,	,	PUNCT
ajfa-11456	385	7	265	265	NUM
ajfa-11456	385	8	-	-	SYM
ajfa-11456	385	9	295	295	NUM
ajfa-11456	385	10	.	.	PUNCT
ajfa-11456	386	1	https://doi.org/10.1111/0022-1082.00206	https://doi.org/10.1111/0022-1082.00206	PROPN
ajfa-11456	386	2	horowitz	horowitz	PROPN
ajfa-11456	386	3	,	,	PUNCT
ajfa-11456	386	4	j.	j.	PROPN
ajfa-11456	386	5	l.	l.	PROPN
ajfa-11456	386	6	,	,	PUNCT
ajfa-11456	386	7	loughran	loughran	NOUN
ajfa-11456	386	8	,	,	PUNCT
ajfa-11456	386	9	t.	t.	PROPN
ajfa-11456	386	10	,	,	PUNCT
ajfa-11456	386	11	&	&	CCONJ
ajfa-11456	386	12	savin	savin	PROPN
ajfa-11456	386	13	,	,	PUNCT
ajfa-11456	386	14	n.	n.	PROPN
ajfa-11456	386	15	e.	e.	PROPN
ajfa-11456	386	16	(	(	PUNCT
ajfa-11456	386	17	2000	2000	NUM
ajfa-11456	386	18	)	)	PUNCT
ajfa-11456	386	19	.	.	PUNCT
ajfa-11456	387	1	three	three	NUM
ajfa-11456	387	2	analyses	analysis	NOUN
ajfa-11456	387	3	of	of	ADP
ajfa-11456	387	4	the	the	DET
ajfa-11456	387	5	firm	firm	ADJ
ajfa-11456	387	6	size	size	NOUN
ajfa-11456	387	7	premium	premium	NOUN
ajfa-11456	387	8	.	.	PUNCT
ajfa-11456	388	1	journal	journal	NOUN
ajfa-11456	388	2	of	of	ADP
ajfa-11456	388	3	empirical	empirical	ADJ
ajfa-11456	388	4	finance	finance	NOUN
ajfa-11456	388	5	,	,	PUNCT
ajfa-11456	388	6	7(2	7(2	NUM
ajfa-11456	388	7	)	)	PUNCT
ajfa-11456	388	8	,	,	PUNCT
ajfa-11456	388	9	143	143	NUM
ajfa-11456	388	10	-	-	SYM
ajfa-11456	388	11	153	153	NUM
ajfa-11456	388	12	.	.	PUNCT
ajfa-11456	389	1	https://doi.org/10.1016/s0927-5398(00)00008-6	https://doi.org/10.1016/s0927-5398(00)00008-6	PROPN
ajfa-11456	389	2	asian	asian	PROPN
ajfa-11456	389	3	journal	journal	PROPN
ajfa-11456	389	4	of	of	ADP
ajfa-11456	389	5	finance	finance	PROPN
ajfa-11456	389	6	&	&	CCONJ
ajfa-11456	389	7	accounting	accounting	PROPN
ajfa-11456	389	8	issn	issn	PROPN
ajfa-11456	389	9	1946	1946	NUM
ajfa-11456	389	10	-	-	PUNCT
ajfa-11456	389	11	052x	052x	PROPN
ajfa-11456	389	12	2017	2017	NUM
ajfa-11456	389	13	,	,	PUNCT
ajfa-11456	389	14	vol	vol	NOUN
ajfa-11456	389	15	.	.	NOUN
ajfa-11456	389	16	9	9	NUM
ajfa-11456	389	17	,	,	PUNCT
ajfa-11456	389	18	no	no	NOUN
ajfa-11456	389	19	.	.	NOUN
ajfa-11456	389	20	2	2	NUM
ajfa-11456	389	21	ajfa.macrothink.org	ajfa.macrothink.org	PROPN
ajfa-11456	389	22	24	24	NUM
ajfa-11456	389	23	hwang	hwang	PROPN
ajfa-11456	389	24	&	&	CCONJ
ajfa-11456	389	25	lu	lu	PROPN
ajfa-11456	389	26	.	.	PUNCT
ajfa-11456	390	1	(	(	PUNCT
ajfa-11456	390	2	2007	2007	NUM
ajfa-11456	390	3	)	)	PUNCT
ajfa-11456	390	4	.	.	PUNCT
ajfa-11456	391	1	cross	cross	VERB
ajfa-11456	391	2	sectional	sectional	ADJ
ajfa-11456	391	3	stock	stock	NOUN
ajfa-11456	391	4	returns	return	NOUN
ajfa-11456	391	5	in	in	ADP
ajfa-11456	391	6	the	the	DET
ajfa-11456	391	7	uk	uk	PROPN
ajfa-11456	391	8	market	market	NOUN
ajfa-11456	391	9	:	:	PUNCT
ajfa-11456	391	10	the	the	DET
ajfa-11456	391	11	role	role	NOUN
ajfa-11456	391	12	of	of	ADP
ajfa-11456	391	13	liquidity	liquidity	NOUN
ajfa-11456	391	14	risk	risk	NOUN
ajfa-11456	391	15	.	.	PUNCT
ajfa-11456	392	1	retrieved	retrieve	VERB
ajfa-11456	392	2	from	from	ADP
ajfa-11456	392	3	papers.ssrn.com/abstract=969809	papers.ssrn.com/abstract=969809	PROPN
ajfa-11456	392	4	.	.	PUNCT
ajfa-11456	393	1	jegadeesh	jegadeesh	PROPN
ajfa-11456	393	2	,	,	PUNCT
ajfa-11456	393	3	n.	n.	PROPN
ajfa-11456	393	4	,	,	PUNCT
ajfa-11456	393	5	&	&	CCONJ
ajfa-11456	393	6	titman	titman	PROPN
ajfa-11456	393	7	,	,	PUNCT
ajfa-11456	393	8	s.	s.	PROPN
ajfa-11456	393	9	(	(	PUNCT
ajfa-11456	393	10	1993	1993	NUM
ajfa-11456	393	11	)	)	PUNCT
ajfa-11456	393	12	.	.	PUNCT
ajfa-11456	394	1	returns	return	NOUN
ajfa-11456	394	2	to	to	ADP
ajfa-11456	394	3	buying	buy	VERB
ajfa-11456	394	4	winners	winner	NOUN
ajfa-11456	394	5	and	and	CCONJ
ajfa-11456	394	6	selling	sell	VERB
ajfa-11456	394	7	losers	loser	NOUN
ajfa-11456	394	8	:	:	PUNCT
ajfa-11456	394	9	implications	implication	NOUN
ajfa-11456	394	10	for	for	ADP
ajfa-11456	394	11	stock	stock	NOUN
ajfa-11456	394	12	market	market	NOUN
ajfa-11456	394	13	efficiency	efficiency	NOUN
ajfa-11456	394	14	.	.	PUNCT
ajfa-11456	395	1	the	the	DET
ajfa-11456	395	2	journal	journal	PROPN
ajfa-11456	395	3	of	of	ADP
ajfa-11456	395	4	finance	finance	NOUN
ajfa-11456	395	5	,	,	PUNCT
ajfa-11456	395	6	48	48	NUM
ajfa-11456	395	7	,	,	PUNCT
ajfa-11456	395	8	65	65	NUM
ajfa-11456	395	9	-	-	SYM
ajfa-11456	395	10	91	91	NUM
ajfa-11456	395	11	.	.	PUNCT
ajfa-11456	396	1	https://doi.org/10.1111/j.1540-6261.1993.tb04702.x	https://doi.org/10.1111/j.1540-6261.1993.tb04702.x	ADJ
ajfa-11456	396	2	keim	keim	PROPN
ajfa-11456	396	3	,	,	PUNCT
ajfa-11456	396	4	d.	d.	PROPN
ajfa-11456	396	5	b.	b.	PROPN
ajfa-11456	396	6	(	(	PUNCT
ajfa-11456	396	7	1983	1983	NUM
ajfa-11456	396	8	)	)	PUNCT
ajfa-11456	396	9	.	.	PUNCT
ajfa-11456	397	1	size	size	NOUN
ajfa-11456	397	2	-	-	PUNCT
ajfa-11456	397	3	related	relate	VERB
ajfa-11456	397	4	anomalies	anomaly	NOUN
ajfa-11456	397	5	and	and	CCONJ
ajfa-11456	397	6	stock	stock	NOUN
ajfa-11456	397	7	return	return	NOUN
ajfa-11456	397	8	seasonality	seasonality	NOUN
ajfa-11456	397	9	:	:	PUNCT
ajfa-11456	397	10	further	further	ADJ
ajfa-11456	397	11	empirical	empirical	ADJ
ajfa-11456	397	12	evidence	evidence	NOUN
ajfa-11456	397	13	.	.	PUNCT
ajfa-11456	398	1	journal	journal	NOUN
ajfa-11456	398	2	of	of	ADP
ajfa-11456	398	3	financial	financial	ADJ
ajfa-11456	398	4	economics	economic	NOUN
ajfa-11456	398	5	,	,	PUNCT
ajfa-11456	398	6	12(1	12(1	NUM
ajfa-11456	398	7	)	)	PUNCT
ajfa-11456	398	8	,	,	PUNCT
ajfa-11456	398	9	13	13	NUM
ajfa-11456	398	10	-	-	SYM
ajfa-11456	398	11	32	32	NUM
ajfa-11456	398	12	.	.	PUNCT
ajfa-11456	399	1	https://doi.org/10.1016/0304-405x(83)90025-9	https://doi.org/10.1016/0304-405x(83)90025-9	PROPN
ajfa-11456	399	2	kumar	kumar	PROPN
ajfa-11456	399	3	,	,	PUNCT
ajfa-11456	399	4	m.	m.	NOUN
ajfa-11456	399	5	,	,	PUNCT
ajfa-11456	399	6	&	&	CCONJ
ajfa-11456	399	7	sehgal	sehgal	PROPN
ajfa-11456	399	8	,	,	PUNCT
ajfa-11456	399	9	s.	s.	PROPN
ajfa-11456	399	10	(	(	PUNCT
ajfa-11456	399	11	2004	2004	NUM
ajfa-11456	399	12	)	)	PUNCT
ajfa-11456	399	13	.	.	PUNCT
ajfa-11456	400	1	company	company	NOUN
ajfa-11456	400	2	characteristics	characteristic	NOUN
ajfa-11456	400	3	and	and	CCONJ
ajfa-11456	400	4	common	common	ADJ
ajfa-11456	400	5	stock	stock	NOUN
ajfa-11456	400	6	returns	return	NOUN
ajfa-11456	400	7	:	:	PUNCT
ajfa-11456	400	8	the	the	DET
ajfa-11456	400	9	indian	indian	ADJ
ajfa-11456	400	10	experience	experience	NOUN
ajfa-11456	400	11	.	.	PUNCT
ajfa-11456	401	1	journal	journal	PROPN
ajfa-11456	401	2	of	of	ADP
ajfa-11456	401	3	business	business	PROPN
ajfa-11456	401	4	perspective	perspective	NOUN
ajfa-11456	401	5	,	,	PUNCT
ajfa-11456	401	6	8(2	8(2	NUM
ajfa-11456	401	7	)	)	PUNCT
ajfa-11456	401	8	,	,	PUNCT
ajfa-11456	401	9	33	33	NUM
ajfa-11456	401	10	-	-	SYM
ajfa-11456	401	11	45	45	NUM
ajfa-11456	401	12	.	.	PUNCT
ajfa-11456	402	1	https://doi.org/10.1177/097226290400800204	https://doi.org/10.1177/097226290400800204	X
ajfa-11456	402	2	lakonishok	lakonishok	NOUN
ajfa-11456	402	3	,	,	PUNCT
ajfa-11456	402	4	j.	j.	PROPN
ajfa-11456	402	5	,	,	PUNCT
ajfa-11456	402	6	shleifer	shleifer	PROPN
ajfa-11456	402	7	,	,	PUNCT
ajfa-11456	402	8	a.	a.	PROPN
ajfa-11456	402	9	,	,	PUNCT
ajfa-11456	402	10	&	&	CCONJ
ajfa-11456	402	11	vishny	vishny	PROPN
ajfa-11456	402	12	,	,	PUNCT
ajfa-11456	402	13	r.w	r.w	PROPN
ajfa-11456	402	14	.	.	PROPN
ajfa-11456	402	15	(	(	PUNCT
ajfa-11456	402	16	1994	1994	NUM
ajfa-11456	402	17	)	)	PUNCT
ajfa-11456	402	18	.	.	PUNCT
ajfa-11456	403	1	contrarian	contrarian	ADJ
ajfa-11456	403	2	investment	investment	NOUN
ajfa-11456	403	3	,	,	PUNCT
ajfa-11456	403	4	extrapolation	extrapolation	NOUN
ajfa-11456	403	5	and	and	CCONJ
ajfa-11456	403	6	risk	risk	NOUN
ajfa-11456	403	7	.	.	PUNCT
ajfa-11456	404	1	journal	journal	NOUN
ajfa-11456	404	2	of	of	ADP
ajfa-11456	404	3	finance	finance	NOUN
ajfa-11456	404	4	,	,	PUNCT
ajfa-11456	404	5	49	49	NUM
ajfa-11456	404	6	,	,	PUNCT
ajfa-11456	404	7	1541	1541	NUM
ajfa-11456	404	8	-	-	SYM
ajfa-11456	404	9	1578	1578	NUM
ajfa-11456	404	10	.	.	PUNCT
ajfa-11456	405	1	https://doi.org/10.1111/j.1540-6261.1994.tb04772.x	https://doi.org/10.1111/j.1540-6261.1994.tb04772.x	PROPN
ajfa-11456	405	2	lee	lee	PROPN
ajfa-11456	405	3	,	,	PUNCT
ajfa-11456	405	4	c.	c.	PROPN
ajfa-11456	405	5	m.	m.	PROPN
ajfa-11456	405	6	c.	c.	PROPN
ajfa-11456	405	7	,	,	PUNCT
ajfa-11456	405	8	&	&	CCONJ
ajfa-11456	405	9	swaminathan	swaminathan	PROPN
ajfa-11456	405	10	,	,	PUNCT
ajfa-11456	405	11	b.	b.	PROPN
ajfa-11456	405	12	(	(	PUNCT
ajfa-11456	405	13	2000	2000	NUM
ajfa-11456	405	14	)	)	PUNCT
ajfa-11456	405	15	.	.	PUNCT
ajfa-11456	406	1	price	price	NOUN
ajfa-11456	406	2	momentum	momentum	NOUN
ajfa-11456	406	3	and	and	CCONJ
ajfa-11456	406	4	trading	trading	NOUN
ajfa-11456	406	5	volume	volume	NOUN
ajfa-11456	406	6	.	.	PUNCT
ajfa-11456	407	1	the	the	DET
ajfa-11456	407	2	journal	journal	PROPN
ajfa-11456	407	3	of	of	ADP
ajfa-11456	407	4	finance	finance	NOUN
ajfa-11456	407	5	,	,	PUNCT
ajfa-11456	407	6	lv(5	lv(5	PROPN
ajfa-11456	407	7	)	)	PUNCT
ajfa-11456	407	8	,	,	PUNCT
ajfa-11456	407	9	2017	2017	NUM
ajfa-11456	407	10	-	-	SYM
ajfa-11456	407	11	2069	2069	NUM
ajfa-11456	407	12	.	.	PUNCT
ajfa-11456	408	1	https://doi.org/10.1111/0022-1082.00280	https://doi.org/10.1111/0022-1082.00280	PROPN
ajfa-11456	408	2	leippold	leippold	PROPN
ajfa-11456	408	3	,	,	PUNCT
ajfa-11456	408	4	m.	m.	NOUN
ajfa-11456	408	5	,	,	PUNCT
ajfa-11456	408	6	&	&	CCONJ
ajfa-11456	408	7	lohre	lohre	PROPN
ajfa-11456	408	8	,	,	PUNCT
ajfa-11456	408	9	h.	h.	PROPN
ajfa-11456	408	10	(	(	PUNCT
ajfa-11456	408	11	2009	2009	NUM
ajfa-11456	408	12	)	)	PUNCT
ajfa-11456	408	13	.	.	PUNCT
ajfa-11456	409	1	international	international	ADJ
ajfa-11456	409	2	price	price	NOUN
ajfa-11456	409	3	and	and	CCONJ
ajfa-11456	409	4	earnings	earning	NOUN
ajfa-11456	409	5	momentum	momentum	NOUN
ajfa-11456	409	6	.	.	PUNCT
ajfa-11456	410	1	https://doi.org/10.2139/ssrn.1102689	https://doi.org/10.2139/ssrn.1102689	PROPN
ajfa-11456	410	2	lintner	lintner	PROPN
ajfa-11456	410	3	,	,	PUNCT
ajfa-11456	410	4	j.	j.	PROPN
ajfa-11456	410	5	(	(	PUNCT
ajfa-11456	410	6	1965	1965	NUM
ajfa-11456	410	7	)	)	PUNCT
ajfa-11456	410	8	.	.	PUNCT
ajfa-11456	411	1	security	security	NOUN
ajfa-11456	411	2	prices	price	NOUN
ajfa-11456	411	3	,	,	PUNCT
ajfa-11456	411	4	risk	risk	NOUN
ajfa-11456	411	5	,	,	PUNCT
ajfa-11456	411	6	and	and	CCONJ
ajfa-11456	411	7	maximal	maximal	ADJ
ajfa-11456	411	8	gains	gain	NOUN
ajfa-11456	411	9	from	from	ADP
ajfa-11456	411	10	diversification	diversification	NOUN
ajfa-11456	411	11	.	.	PUNCT
ajfa-11456	412	1	the	the	DET
ajfa-11456	412	2	journal	journal	PROPN
ajfa-11456	412	3	of	of	ADP
ajfa-11456	412	4	finance	finance	NOUN
ajfa-11456	412	5	,	,	PUNCT
ajfa-11456	412	6	20(4	20(4	NOUN
ajfa-11456	412	7	)	)	PUNCT
ajfa-11456	412	8	,	,	PUNCT
ajfa-11456	412	9	587	587	NUM
ajfa-11456	412	10	-	-	SYM
ajfa-11456	412	11	615	615	NUM
ajfa-11456	412	12	.	.	PUNCT
ajfa-11456	413	1	https://doi.org/10.1111/j.1540-6261.1965.tb02930.x	https://doi.org/10.1111/j.1540-6261.1965.tb02930.x	PROPN
ajfa-11456	413	2	liu	liu	PROPN
ajfa-11456	413	3	,	,	PUNCT
ajfa-11456	413	4	l.	l.	PROPN
ajfa-11456	413	5	x.	x.	PROPN
ajfa-11456	413	6	,	,	PUNCT
ajfa-11456	413	7	&	&	CCONJ
ajfa-11456	413	8	zhang	zhang	PROPN
ajfa-11456	413	9	,	,	PUNCT
ajfa-11456	413	10	l.	l.	PROPN
ajfa-11456	413	11	(	(	PUNCT
ajfa-11456	413	12	2008	2008	NUM
ajfa-11456	413	13	)	)	PUNCT
ajfa-11456	413	14	.	.	PUNCT
ajfa-11456	414	1	momentum	momentum	NOUN
ajfa-11456	414	2	profits	profit	NOUN
ajfa-11456	414	3	,	,	PUNCT
ajfa-11456	414	4	factor	factor	NOUN
ajfa-11456	414	5	pricing	pricing	NOUN
ajfa-11456	414	6	,	,	PUNCT
ajfa-11456	414	7	and	and	CCONJ
ajfa-11456	414	8	macroeconomic	macroeconomic	ADJ
ajfa-11456	414	9	risk	risk	NOUN
ajfa-11456	414	10	.	.	PUNCT
ajfa-11456	415	1	review	review	NOUN
ajfa-11456	415	2	of	of	ADP
ajfa-11456	415	3	financial	financial	ADJ
ajfa-11456	415	4	studies	study	NOUN
ajfa-11456	415	5	,	,	PUNCT
ajfa-11456	415	6	21(6	21(6	NOUN
ajfa-11456	415	7	)	)	PUNCT
ajfa-11456	415	8	,	,	PUNCT
ajfa-11456	415	9	2417	2417	NUM
ajfa-11456	415	10	-	-	SYM
ajfa-11456	415	11	2448	2448	NUM
ajfa-11456	415	12	.	.	PUNCT
ajfa-11456	416	1	https://doi.org/10.1093/rfs/hhn090	https://doi.org/10.1093/rfs/hhn090	PROPN
ajfa-11456	416	2	liu	liu	PROPN
ajfa-11456	416	3	,	,	PUNCT
ajfa-11456	416	4	w.	w.	PROPN
ajfa-11456	416	5	(	(	PUNCT
ajfa-11456	416	6	2004	2004	NUM
ajfa-11456	416	7	,	,	PUNCT
ajfa-11456	416	8	)	)	PUNCT
ajfa-11456	416	9	.	.	PUNCT
ajfa-11456	417	1	liquidity	liquidity	NOUN
ajfa-11456	417	2	premium	premium	NOUN
ajfa-11456	417	3	and	and	CCONJ
ajfa-11456	417	4	a	a	DET
ajfa-11456	417	5	two	two	NUM
ajfa-11456	417	6	-	-	PUNCT
ajfa-11456	417	7	factor	factor	NOUN
ajfa-11456	417	8	model	model	NOUN
ajfa-11456	417	9	.	.	PUNCT
ajfa-11456	418	1	in	in	ADP
ajfa-11456	418	2	efa	efa	PROPN
ajfa-11456	418	3	2004	2004	NUM
ajfa-11456	418	4	maastricht	maastricht	PROPN
ajfa-11456	418	5	meetings	meetings	PROPN
ajfa-11456	418	6	paper	paper	NOUN
ajfa-11456	418	7	(	(	PUNCT
ajfa-11456	418	8	no	no	NOUN
ajfa-11456	418	9	.	.	NOUN
ajfa-11456	418	10	2678	2678	NUM
ajfa-11456	418	11	)	)	PUNCT
ajfa-11456	418	12	.	.	PUNCT
ajfa-11456	419	1	https://doi.org/10.2139/ssrn.559407	https://doi.org/10.2139/ssrn.559407	PROPN
ajfa-11456	419	2	machado	machado	PROPN
ajfa-11456	419	3	,	,	PUNCT
ajfa-11456	419	4	m.	m.	PROPN
ajfa-11456	419	5	&	&	CCONJ
ajfa-11456	419	6	mediros	mediros	PROPN
ajfa-11456	419	7	,	,	PUNCT
ajfa-11456	419	8	r.	r.	PROPN
ajfa-11456	419	9	(	(	PUNCT
ajfa-11456	419	10	2012	2012	NUM
ajfa-11456	419	11	)	)	PUNCT
ajfa-11456	419	12	.	.	PUNCT
ajfa-11456	420	1	does	do	AUX
ajfa-11456	420	2	the	the	DET
ajfa-11456	420	3	liquidity	liquidity	NOUN
ajfa-11456	420	4	effect	effect	NOUN
ajfa-11456	420	5	exist	exist	VERB
ajfa-11456	420	6	in	in	ADP
ajfa-11456	420	7	the	the	DET
ajfa-11456	420	8	brazilian	brazilian	ADJ
ajfa-11456	420	9	stock	stock	NOUN
ajfa-11456	420	10	market	market	NOUN
ajfa-11456	420	11	?	?	PUNCT
ajfa-11456	420	12	.	.	PUNCT
ajfa-11456	421	1	brazilian	brazilian	ADJ
ajfa-11456	421	2	business	business	PROPN
ajfa-11456	421	3	review	review	PROPN
ajfa-11456	421	4	,	,	PUNCT
ajfa-11456	421	5	(	(	PUNCT
ajfa-11456	421	6	oct	oct	NOUN
ajfa-11456	421	7	-	-	PUNCT
ajfa-11456	421	8	dec	dec	PROPN
ajfa-11456	421	9	)	)	PUNCT
ajfa-11456	421	10	,	,	PUNCT
ajfa-11456	421	11	27	27	NUM
ajfa-11456	421	12	-	-	SYM
ajfa-11456	421	13	50	50	NUM
ajfa-11456	421	14	.	.	PUNCT
ajfa-11456	422	1	https://doi.org/10.15728/bbr.2012.9.4.2	https://doi.org/10.15728/bbr.2012.9.4.2	NOUN
ajfa-11456	422	2	mcinish	mcinish	ADJ
ajfa-11456	422	3	,	,	PUNCT
ajfa-11456	422	4	t.	t.	NOUN
ajfa-11456	422	5	,	,	PUNCT
ajfa-11456	422	6	ding	ding	NOUN
ajfa-11456	422	7	,	,	PUNCT
ajfa-11456	422	8	d.	d.	PROPN
ajfa-11456	422	9	,	,	PUNCT
ajfa-11456	422	10	pyun	pyun	PROPN
ajfa-11456	422	11	,	,	PUNCT
ajfa-11456	422	12	c.	c.	PROPN
ajfa-11456	422	13	,	,	PUNCT
ajfa-11456	422	14	&	&	CCONJ
ajfa-11456	422	15	wongchoti	wongchoti	PROPN
ajfa-11456	422	16	,	,	PUNCT
ajfa-11456	422	17	u.	u.	PROPN
ajfa-11456	422	18	(	(	PUNCT
ajfa-11456	422	19	2008	2008	NUM
ajfa-11456	422	20	)	)	PUNCT
ajfa-11456	422	21	.	.	PUNCT
ajfa-11456	423	1	short	short	ADJ
ajfa-11456	423	2	-	-	PUNCT
ajfa-11456	423	3	horizon	horizon	NOUN
ajfa-11456	423	4	contrarian	contrarian	NOUN
ajfa-11456	423	5	and	and	CCONJ
ajfa-11456	423	6	momentum	momentum	NOUN
ajfa-11456	423	7	strategies	strategy	NOUN
ajfa-11456	423	8	in	in	ADP
ajfa-11456	423	9	asian	asian	ADJ
ajfa-11456	423	10	markets	market	NOUN
ajfa-11456	423	11	:	:	PUNCT
ajfa-11456	423	12	an	an	DET
ajfa-11456	423	13	integrated	integrated	ADJ
ajfa-11456	423	14	analysis	analysis	NOUN
ajfa-11456	423	15	.	.	PUNCT
ajfa-11456	424	1	international	international	ADJ
ajfa-11456	424	2	review	review	NOUN
ajfa-11456	424	3	of	of	ADP
ajfa-11456	424	4	financial	financial	ADJ
ajfa-11456	424	5	analysis	analysis	NOUN
ajfa-11456	424	6	,	,	PUNCT
ajfa-11456	424	7	17(2	17(2	NUM
ajfa-11456	424	8	)	)	PUNCT
ajfa-11456	424	9	,	,	PUNCT
ajfa-11456	424	10	312	312	NUM
ajfa-11456	424	11	-	-	SYM
ajfa-11456	424	12	329	329	NUM
ajfa-11456	424	13	.	.	PUNCT
ajfa-11456	425	1	https://doi.org/10.1016/j.irfa.2006.03.001	https://doi.org/10.1016/j.irfa.2006.03.001	VERB
ajfa-11456	425	2	michou	michou	NOUN
ajfa-11456	425	3	,	,	PUNCT
ajfa-11456	425	4	m.	m.	NOUN
ajfa-11456	425	5	,	,	PUNCT
ajfa-11456	425	6	mouselli	mouselli	PROPN
ajfa-11456	425	7	,	,	PUNCT
ajfa-11456	425	8	s.	s.	PROPN
ajfa-11456	425	9	&	&	CCONJ
ajfa-11456	425	10	stark	stark	PROPN
ajfa-11456	425	11	,	,	PUNCT
ajfa-11456	425	12	a	a	PRON
ajfa-11456	425	13	,	,	PUNCT
ajfa-11456	425	14	(	(	PUNCT
ajfa-11456	425	15	2010	2010	NUM
ajfa-11456	425	16	)	)	PUNCT
ajfa-11456	425	17	.	.	PUNCT
ajfa-11456	426	1	fundamental	fundamental	ADJ
ajfa-11456	426	2	analysis	analysis	NOUN
ajfa-11456	426	3	and	and	CCONJ
ajfa-11456	426	4	the	the	DET
ajfa-11456	426	5	modelling	modelling	NOUN
ajfa-11456	426	6	of	of	ADP
ajfa-11456	426	7	normal	normal	ADJ
ajfa-11456	426	8	returns	return	NOUN
ajfa-11456	426	9	mohanty	mohanty	NOUN
ajfa-11456	426	10	,	,	PUNCT
ajfa-11456	426	11	p.	p.	NOUN
ajfa-11456	426	12	(	(	PUNCT
ajfa-11456	426	13	2002	2002	NUM
ajfa-11456	426	14	)	)	PUNCT
ajfa-11456	426	15	.	.	PUNCT
ajfa-11456	427	1	evidence	evidence	NOUN
ajfa-11456	427	2	of	of	ADP
ajfa-11456	427	3	size	size	NOUN
ajfa-11456	427	4	effect	effect	NOUN
ajfa-11456	427	5	on	on	ADP
ajfa-11456	427	6	stock	stock	NOUN
ajfa-11456	427	7	returns	return	NOUN
ajfa-11456	427	8	in	in	ADP
ajfa-11456	427	9	india	india	PROPN
ajfa-11456	427	10	.	.	PUNCT
ajfa-11456	428	1	vikalpa	vikalpa	PROPN
ajfa-11456	428	2	,	,	PUNCT
ajfa-11456	428	3	27(3	27(3	NUM
ajfa-11456	428	4	)	)	PUNCT
ajfa-11456	428	5	,	,	PUNCT
ajfa-11456	428	6	28	28	NUM
ajfa-11456	428	7	-	-	SYM
ajfa-11456	428	8	37	37	NUM
ajfa-11456	428	9	.	.	PUNCT
ajfa-11456	429	1	moskowitz	moskowitz	PROPN
ajfa-11456	429	2	,	,	PUNCT
ajfa-11456	429	3	t.	t.	PROPN
ajfa-11456	429	4	,	,	PUNCT
ajfa-11456	429	5	&	&	CCONJ
ajfa-11456	429	6	grinblatt	grinblatt	PROPN
ajfa-11456	429	7	,	,	PUNCT
ajfa-11456	429	8	m.	m.	NOUN
ajfa-11456	429	9	(	(	PUNCT
ajfa-11456	429	10	1999	1999	NUM
ajfa-11456	429	11	)	)	PUNCT
ajfa-11456	429	12	.	.	PUNCT
ajfa-11456	430	1	do	do	AUX
ajfa-11456	430	2	industries	industry	NOUN
ajfa-11456	430	3	explain	explain	VERB
ajfa-11456	430	4	momentum	momentum	NOUN
ajfa-11456	430	5	?	?	PUNCT
ajfa-11456	431	1	journal	journal	NOUN
ajfa-11456	431	2	of	of	ADP
ajfa-11456	431	3	finance	finance	NOUN
ajfa-11456	431	4	,	,	PUNCT
ajfa-11456	431	5	44	44	NUM
ajfa-11456	431	6	,	,	PUNCT
ajfa-11456	431	7	1249	1249	NUM
ajfa-11456	431	8	-	-	SYM
ajfa-11456	431	9	1290	1290	NUM
ajfa-11456	431	10	.	.	PUNCT
ajfa-11456	432	1	https://doi.org/10.1111/0022-1082.00146	https://doi.org/10.1111/0022-1082.00146	PROPN
ajfa-11456	432	2	nair	nair	PROPN
ajfa-11456	432	3	,	,	PUNCT
ajfa-11456	432	4	a.	a.	PROPN
ajfa-11456	432	5	,	,	PUNCT
ajfa-11456	432	6	sarkar	sarkar	PROPN
ajfa-11456	432	7	,	,	PUNCT
ajfa-11456	432	8	a.	a.	PROPN
ajfa-11456	432	9	,	,	PUNCT
ajfa-11456	432	10	ramanathan	ramanathan	PROPN
ajfa-11456	432	11	,	,	PUNCT
ajfa-11456	432	12	a.	a.	NOUN
ajfa-11456	432	13	,	,	PUNCT
ajfa-11456	432	14	&	&	CCONJ
ajfa-11456	432	15	subramanyam	subramanyam	PROPN
ajfa-11456	432	16	,	,	PUNCT
ajfa-11456	432	17	a.	a.	NOUN
ajfa-11456	432	18	(	(	PUNCT
ajfa-11456	432	19	2009	2009	NUM
ajfa-11456	432	20	)	)	PUNCT
ajfa-11456	432	21	.	.	PUNCT
ajfa-11456	433	1	anomalies	anomaly	NOUN
ajfa-11456	433	2	in	in	ADP
ajfa-11456	433	3	capm	capm	PROPN
ajfa-11456	433	4	:	:	PUNCT
ajfa-11456	433	5	a	a	DET
ajfa-11456	433	6	panel	panel	NOUN
ajfa-11456	433	7	data	data	VERB
ajfa-11456	433	8	analysis	analysis	NOUN
ajfa-11456	433	9	under	under	ADP
ajfa-11456	433	10	indian	indian	ADJ
ajfa-11456	433	11	conditions	condition	NOUN
ajfa-11456	433	12	.	.	PUNCT
ajfa-11456	434	1	international	international	ADJ
ajfa-11456	434	2	research	research	PROPN
ajfa-11456	434	3	journal	journal	NOUN
ajfa-11456	434	4	of	of	ADP
ajfa-11456	434	5	finance	finance	NOUN
ajfa-11456	434	6	and	and	CCONJ
ajfa-11456	434	7	asian	asian	ADJ
ajfa-11456	434	8	journal	journal	NOUN
ajfa-11456	434	9	of	of	ADP
ajfa-11456	434	10	finance	finance	PROPN
ajfa-11456	434	11	&	&	CCONJ
ajfa-11456	434	12	accounting	accounting	PROPN
ajfa-11456	434	13	issn	issn	PROPN
ajfa-11456	434	14	1946	1946	NUM
ajfa-11456	434	15	-	-	PUNCT
ajfa-11456	434	16	052x	052x	PROPN
ajfa-11456	434	17	2017	2017	NUM
ajfa-11456	434	18	,	,	PUNCT
ajfa-11456	434	19	vol	vol	NOUN
ajfa-11456	434	20	.	.	NOUN
ajfa-11456	434	21	9	9	NUM
ajfa-11456	434	22	,	,	PUNCT
ajfa-11456	434	23	no	no	INTJ
ajfa-11456	434	24	.	.	NOUN
ajfa-11456	434	25	2	2	NUM
ajfa-11456	434	26	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	434	27	25	25	NUM
ajfa-11456	434	28	economics	economic	NOUN
ajfa-11456	434	29	,	,	PUNCT
ajfa-11456	434	30	33	33	NUM
ajfa-11456	434	31	,	,	PUNCT
ajfa-11456	434	32	192	192	NUM
ajfa-11456	434	33	-	-	SYM
ajfa-11456	434	34	206	206	NUM
ajfa-11456	434	35	.	.	PUNCT
ajfa-11456	435	1	nartea	nartea	INTJ
ajfa-11456	435	2	,	,	PUNCT
ajfa-11456	435	3	g.	g.	PROPN
ajfa-11456	435	4	v.	v.	PROPN
ajfa-11456	435	5	,	,	PUNCT
ajfa-11456	435	6	ward	ward	PROPN
ajfa-11456	435	7	,	,	PUNCT
ajfa-11456	435	8	b.	b.	PROPN
ajfa-11456	435	9	d.	d.	PROPN
ajfa-11456	435	10	,	,	PUNCT
ajfa-11456	435	11	&	&	CCONJ
ajfa-11456	435	12	djajadikerta	djajadikerta	PROPN
ajfa-11456	435	13	,	,	PUNCT
ajfa-11456	435	14	h.	h.	PROPN
ajfa-11456	435	15	g.	g.	PROPN
ajfa-11456	435	16	(	(	PUNCT
ajfa-11456	435	17	2009	2009	NUM
ajfa-11456	435	18	)	)	PUNCT
ajfa-11456	435	19	.	.	PUNCT
ajfa-11456	436	1	size	size	NOUN
ajfa-11456	436	2	,	,	PUNCT
ajfa-11456	436	3	bm	bm	PROPN
ajfa-11456	436	4	,	,	PUNCT
ajfa-11456	436	5	and	and	CCONJ
ajfa-11456	436	6	momentum	momentum	NOUN
ajfa-11456	436	7	effects	effect	NOUN
ajfa-11456	436	8	and	and	CCONJ
ajfa-11456	436	9	the	the	DET
ajfa-11456	436	10	robustness	robustness	NOUN
ajfa-11456	436	11	of	of	ADP
ajfa-11456	436	12	the	the	DET
ajfa-11456	436	13	fama	fama	NOUN
ajfa-11456	436	14	-	-	PUNCT
ajfa-11456	436	15	french	french	ADJ
ajfa-11456	436	16	three	three	NUM
ajfa-11456	436	17	-	-	PUNCT
ajfa-11456	436	18	factor	factor	NOUN
ajfa-11456	436	19	model	model	NOUN
ajfa-11456	436	20	:	:	PUNCT
ajfa-11456	436	21	evidence	evidence	NOUN
ajfa-11456	436	22	from	from	ADP
ajfa-11456	436	23	new	new	PROPN
ajfa-11456	436	24	zealand	zealand	PROPN
ajfa-11456	436	25	.	.	PUNCT
ajfa-11456	437	1	international	international	PROPN
ajfa-11456	437	2	journal	journal	PROPN
ajfa-11456	437	3	of	of	ADP
ajfa-11456	437	4	managerial	managerial	ADJ
ajfa-11456	437	5	finance	finance	NOUN
ajfa-11456	437	6	,	,	PUNCT
ajfa-11456	437	7	5(2	5(2	NUM
ajfa-11456	437	8	)	)	PUNCT
ajfa-11456	437	9	,	,	PUNCT
ajfa-11456	437	10	179	179	NUM
ajfa-11456	437	11	-	-	SYM
ajfa-11456	437	12	200	200	NUM
ajfa-11456	437	13	.	.	PUNCT
ajfa-11456	438	1	https://doi.org/10.1108/17439130910947895	https://doi.org/10.1108/17439130910947895	PROPN
ajfa-11456	438	2	novy	novy	PROPN
ajfa-11456	438	3	-	-	PUNCT
ajfa-11456	438	4	marx	marx	PROPN
ajfa-11456	438	5	,	,	PUNCT
ajfa-11456	438	6	r.	r.	PROPN
ajfa-11456	438	7	(	(	PUNCT
ajfa-11456	438	8	2013	2013	NUM
ajfa-11456	438	9	)	)	PUNCT
ajfa-11456	438	10	.	.	PUNCT
ajfa-11456	439	1	the	the	DET
ajfa-11456	439	2	other	other	ADJ
ajfa-11456	439	3	side	side	NOUN
ajfa-11456	439	4	of	of	ADP
ajfa-11456	439	5	value	value	NOUN
ajfa-11456	439	6	:	:	PUNCT
ajfa-11456	439	7	the	the	DET
ajfa-11456	439	8	gross	gross	ADJ
ajfa-11456	439	9	profitability	profitability	NOUN
ajfa-11456	439	10	premium	premium	NOUN
ajfa-11456	439	11	.	.	PUNCT
ajfa-11456	440	1	journal	journal	NOUN
ajfa-11456	440	2	of	of	ADP
ajfa-11456	440	3	financial	financial	ADJ
ajfa-11456	440	4	economics	economic	NOUN
ajfa-11456	440	5	108	108	NUM
ajfa-11456	440	6	,	,	PUNCT
ajfa-11456	440	7	1	1	NUM
ajfa-11456	440	8	-	-	SYM
ajfa-11456	440	9	28	28	NUM
ajfa-11456	440	10	.	.	PUNCT
ajfa-11456	441	1	https://doi.org/10.1016/j.jfineco.2013.01.003	https://doi.org/10.1016/j.jfineco.2013.01.003	PROPN
ajfa-11456	441	2	pandey	pandey	PROPN
ajfa-11456	441	3	,	,	PUNCT
ajfa-11456	441	4	a.	a.	PROPN
ajfa-11456	441	5	,	,	PUNCT
ajfa-11456	441	6	&	&	CCONJ
ajfa-11456	441	7	sehgal	sehgal	PROPN
ajfa-11456	441	8	,	,	PUNCT
ajfa-11456	441	9	s.	s.	PROPN
ajfa-11456	441	10	(	(	PUNCT
ajfa-11456	441	11	2016	2016	NUM
ajfa-11456	441	12	)	)	PUNCT
ajfa-11456	441	13	.	.	PUNCT
ajfa-11456	442	1	explaining	explain	VERB
ajfa-11456	442	2	size	size	NOUN
ajfa-11456	442	3	effect	effect	NOUN
ajfa-11456	442	4	for	for	ADP
ajfa-11456	442	5	indian	indian	ADJ
ajfa-11456	442	6	stock	stock	NOUN
ajfa-11456	442	7	market	market	NOUN
ajfa-11456	442	8	.	.	PUNCT
ajfa-11456	443	1	asia	asia	PROPN
ajfa-11456	443	2	-	-	PUNCT
ajfa-11456	443	3	pacific	pacific	ADJ
ajfa-11456	443	4	financial	financial	ADJ
ajfa-11456	443	5	markets	market	NOUN
ajfa-11456	443	6	,	,	PUNCT
ajfa-11456	443	7	23(1	23(1	NUM
ajfa-11456	443	8	)	)	PUNCT
ajfa-11456	443	9	,	,	PUNCT
ajfa-11456	443	10	45	45	NUM
ajfa-11456	443	11	-	-	SYM
ajfa-11456	443	12	68	68	NUM
ajfa-11456	443	13	.	.	PUNCT
ajfa-11456	444	1	https://doi.org/10.1007/s10690-015-9208-0	https://doi.org/10.1007/s10690-015-9208-0	PROPN
ajfa-11456	444	2	perez	perez	PROPN
ajfa-11456	444	3	-	-	PUNCT
ajfa-11456	444	4	quiros	quiros	PROPN
ajfa-11456	444	5	,	,	PUNCT
ajfa-11456	444	6	g.	g.	PROPN
ajfa-11456	444	7	,	,	PUNCT
ajfa-11456	444	8	&	&	CCONJ
ajfa-11456	444	9	timmermann	timmermann	PROPN
ajfa-11456	444	10	,	,	PUNCT
ajfa-11456	444	11	a.	a.	NOUN
ajfa-11456	444	12	(	(	PUNCT
ajfa-11456	444	13	2000	2000	NUM
ajfa-11456	444	14	)	)	PUNCT
ajfa-11456	444	15	.	.	PUNCT
ajfa-11456	445	1	firm	firm	ADJ
ajfa-11456	445	2	size	size	NOUN
ajfa-11456	445	3	and	and	CCONJ
ajfa-11456	445	4	cyclical	cyclical	ADJ
ajfa-11456	445	5	variations	variation	NOUN
ajfa-11456	445	6	.	.	PUNCT
ajfa-11456	446	1	the	the	DET
ajfa-11456	446	2	journal	journal	PROPN
ajfa-11456	446	3	of	of	ADP
ajfa-11456	446	4	finance	finance	NOUN
ajfa-11456	446	5	,	,	PUNCT
ajfa-11456	446	6	lv(3	lv(3	PROPN
ajfa-11456	446	7	)	)	PUNCT
ajfa-11456	446	8	,	,	PUNCT
ajfa-11456	446	9	1229	1229	NUM
ajfa-11456	446	10	-	-	SYM
ajfa-11456	446	11	1262	1262	NUM
ajfa-11456	446	12	.	.	PUNCT
ajfa-11456	447	1	https://doi.org/10.1111/0022-1082.00246	https://doi.org/10.1111/0022-1082.00246	PROPN
ajfa-11456	447	2	po0lak	po0lak	PROPN
ajfa-11456	447	3	,	,	PUNCT
ajfa-11456	447	4	p.	p.	PROPN
ajfa-11456	447	5	,	,	PUNCT
ajfa-11456	447	6	&	&	CCONJ
ajfa-11456	447	7	ejaz	ejaz	PROPN
ajfa-11456	447	8	,	,	PUNCT
ajfa-11456	447	9	a.	a.	PROPN
ajfa-11456	447	10	(	(	PUNCT
ajfa-11456	447	11	2012	2012	NUM
ajfa-11456	447	12	)	)	PUNCT
ajfa-11456	447	13	.	.	PUNCT
ajfa-11456	448	1	momentum	momentum	NOUN
ajfa-11456	448	2	strategy	strategy	NOUN
ajfa-11456	448	3	and	and	CCONJ
ajfa-11456	448	4	bombay	bombay	PROPN
ajfa-11456	448	5	stock	stock	PROPN
ajfa-11456	448	6	exchange	exchange	PROPN
ajfa-11456	448	7	.	.	PUNCT
ajfa-11456	449	1	современная	современная	PROPN
ajfa-11456	449	2	экономика	экономика	PROPN
ajfa-11456	449	3	:	:	PUNCT
ajfa-11456	449	4	проблемы	проблемы	NOUN
ajfa-11456	449	5	,	,	PUNCT
ajfa-11456	449	6	тенденции	тенденции	VERB
ajfa-11456	449	7	,	,	PUNCT
ajfa-11456	449	8	перспективы	перспективы	VERB
ajfa-11456	449	9	,	,	PUNCT
ajfa-11456	449	10	(	(	PUNCT
ajfa-11456	449	11	7	7	NUM
ajfa-11456	449	12	)	)	PUNCT
ajfa-11456	449	13	.	.	PUNCT
ajfa-11456	450	1	rahim	rahim	PROPN
ajfa-11456	450	2	,	,	PUNCT
ajfa-11456	450	3	r.	r.	PROPN
ajfa-11456	450	4	,	,	PUNCT
ajfa-11456	450	5	&	&	CCONJ
ajfa-11456	450	6	mohd	mohd	PROPN
ajfa-11456	450	7	.	.	PUNCT
ajfa-11456	451	1	nor	nor	CCONJ
ajfa-11456	451	2	,	,	PUNCT
ajfa-11456	451	3	a.	a.	NOUN
ajfa-11456	451	4	(	(	PUNCT
ajfa-11456	451	5	2006	2006	NUM
ajfa-11456	451	6	)	)	PUNCT
ajfa-11456	451	7	.	.	PUNCT
ajfa-11456	452	1	a	a	DET
ajfa-11456	452	2	comparison	comparison	NOUN
ajfa-11456	452	3	between	between	ADP
ajfa-11456	452	4	fama	fama	PROPN
ajfa-11456	452	5	and	and	CCONJ
ajfa-11456	452	6	french	french	ADJ
ajfa-11456	452	7	model	model	NOUN
ajfa-11456	452	8	and	and	CCONJ
ajfa-11456	452	9	liquidity	liquidity	NOUN
ajfa-11456	452	10	based	base	VERB
ajfa-11456	452	11	three	three	NUM
ajfa-11456	452	12	factor	factor	NOUN
ajfa-11456	452	13	models	model	NOUN
ajfa-11456	452	14	in	in	ADP
ajfa-11456	452	15	predicting	predict	VERB
ajfa-11456	452	16	the	the	DET
ajfa-11456	452	17	portfolio	portfolio	NOUN
ajfa-11456	452	18	returns	return	NOUN
ajfa-11456	452	19	.	.	PUNCT
ajfa-11456	453	1	asian	asian	PROPN
ajfa-11456	453	2	academy	academy	PROPN
ajfa-11456	453	3	of	of	ADP
ajfa-11456	453	4	management	management	PROPN
ajfa-11456	453	5	journal	journal	PROPN
ajfa-11456	453	6	of	of	ADP
ajfa-11456	453	7	accounting	accounting	NOUN
ajfa-11456	453	8	and	and	CCONJ
ajfa-11456	453	9	finance	finance	NOUN
ajfa-11456	453	10	,	,	PUNCT
ajfa-11456	453	11	2(2	2(2	NUM
ajfa-11456	453	12	)	)	PUNCT
ajfa-11456	453	13	,	,	PUNCT
ajfa-11456	453	14	43	43	NUM
ajfa-11456	453	15	-	-	SYM
ajfa-11456	453	16	60	60	NUM
ajfa-11456	453	17	.	.	PUNCT
ajfa-11456	454	1	rastogi	rastogi	NOUN
ajfa-11456	454	2	,	,	PUNCT
ajfa-11456	454	3	n.	n.	NOUN
ajfa-11456	454	4	,	,	PUNCT
ajfa-11456	454	5	chaturvedula	chaturvedula	PROPN
ajfa-11456	454	6	,	,	PUNCT
ajfa-11456	454	7	c.	c.	PROPN
ajfa-11456	454	8	,	,	PUNCT
ajfa-11456	454	9	&	&	CCONJ
ajfa-11456	454	10	bang	bang	PROPN
ajfa-11456	454	11	,	,	PUNCT
ajfa-11456	454	12	n.	n.	PROPN
ajfa-11456	454	13	p.	p.	PROPN
ajfa-11456	454	14	(	(	PUNCT
ajfa-11456	454	15	2009	2009	NUM
ajfa-11456	454	16	)	)	PUNCT
ajfa-11456	454	17	.	.	PUNCT
ajfa-11456	455	1	momentum	momentum	NOUN
ajfa-11456	455	2	and	and	CCONJ
ajfa-11456	455	3	overreaction	overreaction	NOUN
ajfa-11456	455	4	in	in	ADP
ajfa-11456	455	5	indian	indian	ADJ
ajfa-11456	455	6	capital	capital	NOUN
ajfa-11456	455	7	markets	market	NOUN
ajfa-11456	455	8	.	.	PUNCT
ajfa-11456	456	1	international	international	ADJ
ajfa-11456	456	2	research	research	PROPN
ajfa-11456	456	3	journal	journal	NOUN
ajfa-11456	456	4	of	of	ADP
ajfa-11456	456	5	finance	finance	NOUN
ajfa-11456	456	6	and	and	CCONJ
ajfa-11456	456	7	economics	economic	NOUN
ajfa-11456	456	8	,	,	PUNCT
ajfa-11456	456	9	32	32	NUM
ajfa-11456	456	10	,	,	PUNCT
ajfa-11456	456	11	84	84	NUM
ajfa-11456	456	12	-	-	SYM
ajfa-11456	456	13	92	92	NUM
ajfa-11456	456	14	.	.	PUNCT
ajfa-11456	457	1	roll	roll	NOUN
ajfa-11456	457	2	,	,	PUNCT
ajfa-11456	457	3	r.	r.	PROPN
ajfa-11456	457	4	(	(	PUNCT
ajfa-11456	457	5	1981	1981	NUM
ajfa-11456	457	6	)	)	PUNCT
ajfa-11456	457	7	.	.	PUNCT
ajfa-11456	458	1	a	a	DET
ajfa-11456	458	2	possible	possible	ADJ
ajfa-11456	458	3	explanation	explanation	NOUN
ajfa-11456	458	4	of	of	ADP
ajfa-11456	458	5	the	the	DET
ajfa-11456	458	6	small	small	ADJ
ajfa-11456	458	7	firm	firm	ADJ
ajfa-11456	458	8	effect	effect	NOUN
ajfa-11456	458	9	.	.	PUNCT
ajfa-11456	459	1	journal	journal	NOUN
ajfa-11456	459	2	of	of	ADP
ajfa-11456	459	3	finance	finance	NOUN
ajfa-11456	459	4	,	,	PUNCT
ajfa-11456	459	5	36	36	NUM
ajfa-11456	459	6	,	,	PUNCT
ajfa-11456	459	7	879	879	NUM
ajfa-11456	459	8	-	-	SYM
ajfa-11456	459	9	888	888	NUM
ajfa-11456	459	10	.	.	PUNCT
ajfa-11456	460	1	https://doi.org/10.1111/j.1540-6261.1981.tb04890.x	https://doi.org/10.1111/j.1540-6261.1981.tb04890.x	AUX
ajfa-11456	460	2	rouwenhorst	rouwenhorst	PROPN
ajfa-11456	460	3	,	,	PUNCT
ajfa-11456	460	4	k.	k.	PROPN
ajfa-11456	460	5	g.	g.	PROPN
ajfa-11456	460	6	(	(	PUNCT
ajfa-11456	460	7	1998	1998	NUM
ajfa-11456	460	8	)	)	PUNCT
ajfa-11456	460	9	.	.	PUNCT
ajfa-11456	461	1	international	international	ADJ
ajfa-11456	461	2	momentum	momentum	NOUN
ajfa-11456	461	3	strategies	strategy	NOUN
ajfa-11456	461	4	.	.	PUNCT
ajfa-11456	462	1	the	the	DET
ajfa-11456	462	2	journal	journal	PROPN
ajfa-11456	462	3	of	of	ADP
ajfa-11456	462	4	finance	finance	NOUN
ajfa-11456	462	5	,	,	PUNCT
ajfa-11456	462	6	53(1	53(1	PROPN
ajfa-11456	462	7	)	)	PUNCT
ajfa-11456	462	8	,	,	PUNCT
ajfa-11456	462	9	267	267	NUM
ajfa-11456	462	10	-	-	SYM
ajfa-11456	462	11	284	284	NUM
ajfa-11456	462	12	.	.	PUNCT
ajfa-11456	463	1	https://doi.org/10.1111/0022-1082.95722	https://doi.org/10.1111/0022-1082.95722	ADJ
ajfa-11456	463	2	sadka	sadka	NOUN
ajfa-11456	463	3	,	,	PUNCT
ajfa-11456	463	4	r.	r.	PROPN
ajfa-11456	463	5	(	(	PUNCT
ajfa-11456	463	6	2006	2006	NUM
ajfa-11456	463	7	)	)	PUNCT
ajfa-11456	463	8	.	.	PUNCT
ajfa-11456	464	1	momentum	momentum	NOUN
ajfa-11456	464	2	and	and	CCONJ
ajfa-11456	464	3	post	post	ADJ
ajfa-11456	464	4	-	-	ADJ
ajfa-11456	464	5	earnings	earning	NOUN
ajfa-11456	464	6	-	-	PUNCT
ajfa-11456	464	7	announcement	announcement	NOUN
ajfa-11456	464	8	drift	drift	NOUN
ajfa-11456	464	9	anomalies	anomaly	NOUN
ajfa-11456	464	10	:	:	PUNCT
ajfa-11456	464	11	the	the	DET
ajfa-11456	464	12	role	role	NOUN
ajfa-11456	464	13	of	of	ADP
ajfa-11456	464	14	liquidity	liquidity	NOUN
ajfa-11456	464	15	risk	risk	NOUN
ajfa-11456	464	16	.	.	PUNCT
ajfa-11456	465	1	journal	journal	NOUN
ajfa-11456	465	2	of	of	ADP
ajfa-11456	465	3	financial	financial	ADJ
ajfa-11456	465	4	economics	economic	NOUN
ajfa-11456	465	5	,	,	PUNCT
ajfa-11456	465	6	80(2	80(2	NUM
ajfa-11456	465	7	)	)	PUNCT
ajfa-11456	465	8	,	,	PUNCT
ajfa-11456	465	9	309	309	NUM
ajfa-11456	465	10	-	-	SYM
ajfa-11456	465	11	349	349	NUM
ajfa-11456	465	12	.	.	PUNCT
ajfa-11456	466	1	https://doi.org/10.1016/j.jfineco.2005.04.005	https://doi.org/10.1016/j.jfineco.2005.04.005	PROPN
ajfa-11456	466	2	sagi	sagi	PROPN
ajfa-11456	466	3	,	,	PUNCT
ajfa-11456	466	4	j.	j.	PROPN
ajfa-11456	466	5	s.	s.	PROPN
ajfa-11456	466	6	,	,	PUNCT
ajfa-11456	466	7	&	&	CCONJ
ajfa-11456	466	8	seasholes	seashole	NOUN
ajfa-11456	466	9	,	,	PUNCT
ajfa-11456	466	10	m.	m.	NOUN
ajfa-11456	466	11	s.	s.	PROPN
ajfa-11456	466	12	(	(	PUNCT
ajfa-11456	466	13	2007	2007	NUM
ajfa-11456	466	14	)	)	PUNCT
ajfa-11456	466	15	.	.	PUNCT
ajfa-11456	467	1	firm	firm	ADJ
ajfa-11456	467	2	-	-	PUNCT
ajfa-11456	467	3	specific	specific	ADJ
ajfa-11456	467	4	attributes	attribute	NOUN
ajfa-11456	467	5	and	and	CCONJ
ajfa-11456	467	6	the	the	DET
ajfa-11456	467	7	cross	cross	NOUN
ajfa-11456	467	8	-	-	NOUN
ajfa-11456	467	9	section	section	NOUN
ajfa-11456	467	10	of	of	ADP
ajfa-11456	467	11	momentum	momentum	NOUN
ajfa-11456	467	12	.	.	PUNCT
ajfa-11456	468	1	journal	journal	PROPN
ajfa-11456	468	2	of	of	ADP
ajfa-11456	468	3	financial	financial	ADJ
ajfa-11456	468	4	economics	economic	NOUN
ajfa-11456	468	5	,	,	PUNCT
ajfa-11456	468	6	84(2	84(2	NUM
ajfa-11456	468	7	)	)	PUNCT
ajfa-11456	468	8	,	,	PUNCT
ajfa-11456	468	9	389	389	NUM
ajfa-11456	468	10	-	-	SYM
ajfa-11456	468	11	434	434	NUM
ajfa-11456	468	12	.	.	PUNCT
ajfa-11456	469	1	https://doi.org/10.1016/j.jfineco.2006.02.002	https://doi.org/10.1016/j.jfineco.2006.02.002	PROPN
ajfa-11456	469	2	schiereck	schiereck	NOUN
ajfa-11456	469	3	,	,	PUNCT
ajfa-11456	469	4	d.	d.	PROPN
ajfa-11456	469	5	,	,	PUNCT
ajfa-11456	469	6	de	de	PROPN
ajfa-11456	469	7	bondt	bondt	PROPN
ajfa-11456	469	8	,	,	PUNCT
ajfa-11456	469	9	w.	w.	PROPN
ajfa-11456	469	10	,	,	PUNCT
ajfa-11456	469	11	&	&	CCONJ
ajfa-11456	469	12	weber	weber	PROPN
ajfa-11456	469	13	,	,	PUNCT
ajfa-11456	469	14	m.	m.	NOUN
ajfa-11456	469	15	(	(	PUNCT
ajfa-11456	469	16	1999	1999	NUM
ajfa-11456	469	17	)	)	PUNCT
ajfa-11456	469	18	.	.	PUNCT
ajfa-11456	470	1	contrarian	contrarian	ADJ
ajfa-11456	470	2	and	and	CCONJ
ajfa-11456	470	3	momentum	momentum	NOUN
ajfa-11456	470	4	strategies	strategy	NOUN
ajfa-11456	470	5	in	in	ADP
ajfa-11456	470	6	germany	germany	PROPN
ajfa-11456	470	7	.	.	PUNCT
ajfa-11456	471	1	financial	financial	ADJ
ajfa-11456	471	2	analysts	analyst	NOUN
ajfa-11456	471	3	journal	journal	NOUN
ajfa-11456	471	4	,	,	PUNCT
ajfa-11456	471	5	104	104	NUM
ajfa-11456	471	6	-	-	SYM
ajfa-11456	471	7	116	116	NUM
ajfa-11456	471	8	.	.	PUNCT
ajfa-11456	472	1	https://doi.org/10.2469/faj.v55.n6.2317	https://doi.org/10.2469/faj.v55.n6.2317	ADJ
ajfa-11456	472	2	schwert	schwert	NOUN
ajfa-11456	472	3	,	,	PUNCT
ajfa-11456	472	4	w.	w.	PROPN
ajfa-11456	472	5	(	(	PUNCT
ajfa-11456	472	6	2003	2003	NUM
ajfa-11456	472	7	)	)	PUNCT
ajfa-11456	472	8	.	.	PUNCT
ajfa-11456	473	1	anomalies	anomaly	NOUN
ajfa-11456	473	2	and	and	CCONJ
ajfa-11456	473	3	market	market	NOUN
ajfa-11456	473	4	efficiency	efficiency	NOUN
ajfa-11456	473	5	.	.	PUNCT
ajfa-11456	474	1	in	in	ADP
ajfa-11456	474	2	constantinides	constantinide	NOUN
ajfa-11456	474	3	,	,	PUNCT
ajfa-11456	474	4	m.	m.	PROPN
ajfa-11456	474	5	harris	harris	PROPN
ajfa-11456	474	6	and	and	CCONJ
ajfa-11456	474	7	r.	r.	PROPN
ajfa-11456	474	8	stultz	stultz	PROPN
ajfa-11456	474	9	(	(	PUNCT
ajfa-11456	474	10	eds	ed	NOUN
ajfa-11456	474	11	.	.	PUNCT
ajfa-11456	474	12	)	)	PUNCT
ajfa-11456	474	13	,	,	PUNCT
ajfa-11456	474	14	handbook	handbook	NOUN
ajfa-11456	474	15	of	of	ADP
ajfa-11456	474	16	the	the	DET
ajfa-11456	474	17	economics	economic	NOUN
ajfa-11456	474	18	of	of	ADP
ajfa-11456	474	19	finance	finance	NOUN
ajfa-11456	474	20	(	(	PUNCT
ajfa-11456	474	21	pp	pp	ADJ
ajfa-11456	474	22	.	.	PUNCT
ajfa-11456	475	1	939	939	NUM
ajfa-11456	475	2	-	-	SYM
ajfa-11456	475	3	947	947	NUM
ajfa-11456	475	4	)	)	PUNCT
ajfa-11456	475	5	.	.	PUNCT
ajfa-11456	476	1	sehgal	sehgal	PROPN
ajfa-11456	476	2	,	,	PUNCT
ajfa-11456	476	3	s.	s.	PROPN
ajfa-11456	476	4	,	,	PUNCT
ajfa-11456	476	5	&	&	CCONJ
ajfa-11456	476	6	balakrishnan	balakrishnan	PROPN
ajfa-11456	476	7	,	,	PUNCT
ajfa-11456	476	8	a.	a.	PROPN
ajfa-11456	476	9	(	(	PUNCT
ajfa-11456	476	10	2013	2013	NUM
ajfa-11456	476	11	)	)	PUNCT
ajfa-11456	476	12	.	.	PUNCT
ajfa-11456	477	1	robustness	robustness	NOUN
ajfa-11456	477	2	of	of	ADP
ajfa-11456	477	3	fama	fama	NOUN
ajfa-11456	477	4	-	-	PUNCT
ajfa-11456	477	5	french	french	ADJ
ajfa-11456	477	6	three	three	NUM
ajfa-11456	477	7	factor	factor	NOUN
ajfa-11456	477	8	model	model	NOUN
ajfa-11456	477	9	:	:	PUNCT
ajfa-11456	477	10	further	further	ADJ
ajfa-11456	477	11	evidence	evidence	NOUN
ajfa-11456	477	12	for	for	ADP
ajfa-11456	477	13	indian	indian	ADJ
ajfa-11456	477	14	stock	stock	NOUN
ajfa-11456	477	15	market	market	NOUN
ajfa-11456	477	16	.	.	PUNCT
ajfa-11456	478	1	vision	vision	NOUN
ajfa-11456	478	2	,	,	PUNCT
ajfa-11456	478	3	17(2	17(2	NUM
ajfa-11456	478	4	)	)	PUNCT
ajfa-11456	478	5	,	,	PUNCT
ajfa-11456	478	6	119	119	NUM
ajfa-11456	478	7	-	-	SYM
ajfa-11456	478	8	127	127	NUM
ajfa-11456	478	9	.	.	PUNCT
ajfa-11456	479	1	https://doi.org/10.1177/0972262912483526	https://doi.org/10.1177/0972262912483526	ADJ
ajfa-11456	479	2	sehgal	sehgal	ADJ
ajfa-11456	479	3	,	,	PUNCT
ajfa-11456	479	4	s.	s.	PROPN
ajfa-11456	479	5	,	,	PUNCT
ajfa-11456	479	6	&	&	CCONJ
ajfa-11456	479	7	balakrishnan	balakrishnan	PROPN
ajfa-11456	479	8	,	,	PUNCT
ajfa-11456	479	9	i.	i.	PROPN
ajfa-11456	479	10	(	(	PUNCT
ajfa-11456	479	11	2002	2002	NUM
ajfa-11456	479	12	)	)	PUNCT
ajfa-11456	479	13	.	.	PUNCT
ajfa-11456	480	1	contrarian	contrarian	ADJ
ajfa-11456	480	2	and	and	CCONJ
ajfa-11456	480	3	momentum	momentum	NOUN
ajfa-11456	480	4	strategies	strategy	NOUN
ajfa-11456	480	5	in	in	ADP
ajfa-11456	480	6	the	the	DET
ajfa-11456	480	7	indian	indian	ADJ
ajfa-11456	480	8	asian	asian	ADJ
ajfa-11456	480	9	journal	journal	PROPN
ajfa-11456	480	10	of	of	ADP
ajfa-11456	480	11	finance	finance	PROPN
ajfa-11456	480	12	&	&	CCONJ
ajfa-11456	480	13	accounting	accounting	PROPN
ajfa-11456	480	14	issn	issn	PROPN
ajfa-11456	480	15	1946	1946	NUM
ajfa-11456	480	16	-	-	PUNCT
ajfa-11456	480	17	052x	052x	PROPN
ajfa-11456	480	18	2017	2017	NUM
ajfa-11456	480	19	,	,	PUNCT
ajfa-11456	480	20	vol	vol	NOUN
ajfa-11456	480	21	.	.	NOUN
ajfa-11456	480	22	9	9	NUM
ajfa-11456	480	23	,	,	PUNCT
ajfa-11456	480	24	no	no	INTJ
ajfa-11456	480	25	.	.	NOUN
ajfa-11456	480	26	2	2	NUM
ajfa-11456	480	27	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	480	28	26	26	NUM
ajfa-11456	480	29	capital	capital	NOUN
ajfa-11456	480	30	market	market	NOUN
ajfa-11456	480	31	.	.	PUNCT
ajfa-11456	481	1	vikalpa	vikalpa	ADJ
ajfa-11456	481	2	,	,	PUNCT
ajfa-11456	481	3	27(1	27(1	NUM
ajfa-11456	481	4	)	)	PUNCT
ajfa-11456	481	5	,	,	PUNCT
ajfa-11456	481	6	13	13	NUM
ajfa-11456	481	7	-	-	SYM
ajfa-11456	481	8	20	20	NUM
ajfa-11456	481	9	.	.	PUNCT
ajfa-11456	481	10	https://doi.org/10.1177/0256090920020103	https://doi.org/10.1177/0256090920020103	NOUN
ajfa-11456	481	11	sehgal	sehgal	PROPN
ajfa-11456	481	12	,	,	PUNCT
ajfa-11456	481	13	s.	s.	PROPN
ajfa-11456	481	14	,	,	PUNCT
ajfa-11456	481	15	&	&	CCONJ
ajfa-11456	481	16	balakrishnan	balakrishnan	PROPN
ajfa-11456	481	17	,	,	PUNCT
ajfa-11456	481	18	i.	i.	PROPN
ajfa-11456	481	19	(	(	PUNCT
ajfa-11456	481	20	2004	2004	NUM
ajfa-11456	481	21	)	)	PUNCT
ajfa-11456	481	22	.	.	PUNCT
ajfa-11456	482	1	momentum	momentum	NOUN
ajfa-11456	482	2	profits	profit	NOUN
ajfa-11456	482	3	,	,	PUNCT
ajfa-11456	482	4	portfolio	portfolio	NOUN
ajfa-11456	482	5	characteristics	characteristic	NOUN
ajfa-11456	482	6	and	and	CCONJ
ajfa-11456	482	7	asset	asset	NOUN
ajfa-11456	482	8	pricing	pricing	NOUN
ajfa-11456	482	9	models	model	NOUN
ajfa-11456	482	10	.	.	PUNCT
ajfa-11456	483	1	decision	decision	NOUN
ajfa-11456	483	2	,	,	PUNCT
ajfa-11456	483	3	31(2	31(2	NUM
ajfa-11456	483	4	)	)	PUNCT
ajfa-11456	483	5	.	.	PUNCT
ajfa-11456	484	1	sehgal	sehgal	PROPN
ajfa-11456	484	2	,	,	PUNCT
ajfa-11456	484	3	s.	s.	PROPN
ajfa-11456	484	4	,	,	PUNCT
ajfa-11456	484	5	&	&	CCONJ
ajfa-11456	484	6	balakrishnan	balakrishnan	PROPN
ajfa-11456	484	7	,	,	PUNCT
ajfa-11456	484	8	i.	i.	PROPN
ajfa-11456	484	9	(	(	PUNCT
ajfa-11456	484	10	2008	2008	NUM
ajfa-11456	484	11	)	)	PUNCT
ajfa-11456	484	12	.	.	PUNCT
ajfa-11456	485	1	rational	rational	ADJ
ajfa-11456	485	2	sources	source	NOUN
ajfa-11456	485	3	of	of	ADP
ajfa-11456	485	4	momentum	momentum	NOUN
ajfa-11456	485	5	profits	profit	NOUN
ajfa-11456	485	6	:	:	PUNCT
ajfa-11456	485	7	evidence	evidence	NOUN
ajfa-11456	485	8	from	from	ADP
ajfa-11456	485	9	the	the	DET
ajfa-11456	485	10	indian	indian	ADJ
ajfa-11456	485	11	equity	equity	NOUN
ajfa-11456	485	12	market	market	NOUN
ajfa-11456	485	13	.	.	PUNCT
ajfa-11456	486	1	icfai	icfai	NOUN
ajfa-11456	486	2	university	university	NOUN
ajfa-11456	486	3	press	press	NOUN
ajfa-11456	486	4	,	,	PUNCT
ajfa-11456	486	5	5	5	NUM
ajfa-11456	486	6	-	-	SYM
ajfa-11456	486	7	40	40	NUM
ajfa-11456	486	8	.	.	PUNCT
ajfa-11456	487	1	sehgal	sehgal	PROPN
ajfa-11456	487	2	,	,	PUNCT
ajfa-11456	487	3	s.	s.	PROPN
ajfa-11456	487	4	,	,	PUNCT
ajfa-11456	487	5	&	&	CCONJ
ajfa-11456	487	6	jain	jain	PROPN
ajfa-11456	487	7	,	,	PUNCT
ajfa-11456	487	8	k.	k.	PROPN
ajfa-11456	487	9	(	(	PUNCT
ajfa-11456	487	10	2015	2015	NUM
ajfa-11456	487	11	)	)	PUNCT
ajfa-11456	487	12	.	.	PUNCT
ajfa-11456	488	1	profitability	profitability	NOUN
ajfa-11456	488	2	of	of	ADP
ajfa-11456	488	3	price	price	NOUN
ajfa-11456	488	4	,	,	PUNCT
ajfa-11456	488	5	earnings	earning	NOUN
ajfa-11456	488	6	and	and	CCONJ
ajfa-11456	488	7	revenue	revenue	NOUN
ajfa-11456	488	8	momentum	momentum	NOUN
ajfa-11456	488	9	strategies	strategy	NOUN
ajfa-11456	488	10	:	:	PUNCT
ajfa-11456	488	11	the	the	DET
ajfa-11456	488	12	indian	indian	ADJ
ajfa-11456	488	13	evidence	evidence	NOUN
ajfa-11456	488	14	.	.	PUNCT
ajfa-11456	489	1	asian	asian	PROPN
ajfa-11456	489	2	academy	academy	PROPN
ajfa-11456	489	3	of	of	ADP
ajfa-11456	489	4	management	management	NOUN
ajfa-11456	489	5	,	,	PUNCT
ajfa-11456	489	6	journal	journal	NOUN
ajfa-11456	489	7	of	of	ADP
ajfa-11456	489	8	accounting	accounting	NOUN
ajfa-11456	489	9	and	and	CCONJ
ajfa-11456	489	10	finance	finance	NOUN
ajfa-11456	489	11	(	(	PUNCT
ajfa-11456	489	12	aamjaf	aamjaf	PROPN
ajfa-11456	489	13	)	)	PUNCT
ajfa-11456	489	14	,	,	PUNCT
ajfa-11456	489	15	11(1	11(1	NUM
ajfa-11456	489	16	)	)	PUNCT
ajfa-11456	489	17	.	.	PUNCT
ajfa-11456	490	1	sehgal	sehgal	PROPN
ajfa-11456	490	2	,	,	PUNCT
ajfa-11456	490	3	s.	s.	PROPN
ajfa-11456	490	4	,	,	PUNCT
ajfa-11456	490	5	&	&	CCONJ
ajfa-11456	490	6	jain	jain	PROPN
ajfa-11456	490	7	,	,	PUNCT
ajfa-11456	490	8	s.	s.	PROPN
ajfa-11456	490	9	(	(	PUNCT
ajfa-11456	490	10	2011	2011	NUM
ajfa-11456	490	11	)	)	PUNCT
ajfa-11456	490	12	.	.	PUNCT
ajfa-11456	491	1	short	short	ADJ
ajfa-11456	491	2	-	-	PUNCT
ajfa-11456	491	3	term	term	NOUN
ajfa-11456	491	4	momentum	momentum	NOUN
ajfa-11456	491	5	patterns	pattern	NOUN
ajfa-11456	491	6	in	in	ADP
ajfa-11456	491	7	stock	stock	NOUN
ajfa-11456	491	8	and	and	CCONJ
ajfa-11456	491	9	sectoral	sectoral	ADJ
ajfa-11456	491	10	returns	return	NOUN
ajfa-11456	491	11	:	:	PUNCT
ajfa-11456	491	12	evidence	evidence	NOUN
ajfa-11456	491	13	from	from	ADP
ajfa-11456	491	14	india	india	PROPN
ajfa-11456	491	15	.	.	PUNCT
ajfa-11456	492	1	journal	journal	PROPN
ajfa-11456	492	2	of	of	ADP
ajfa-11456	492	3	advances	advance	NOUN
ajfa-11456	492	4	in	in	ADP
ajfa-11456	492	5	management	management	NOUN
ajfa-11456	492	6	research	research	NOUN
ajfa-11456	492	7	,	,	PUNCT
ajfa-11456	492	8	8(1	8(1	NOUN
ajfa-11456	492	9	)	)	PUNCT
ajfa-11456	492	10	,	,	PUNCT
ajfa-11456	492	11	99	99	NUM
ajfa-11456	492	12	-	-	SYM
ajfa-11456	492	13	122	122	NUM
ajfa-11456	492	14	.	.	PUNCT
ajfa-11456	493	1	https://doi.org/10.1108/09727981111129327	https://doi.org/10.1108/09727981111129327	PROPN
ajfa-11456	493	2	sehgal	sehgal	PROPN
ajfa-11456	493	3	,	,	PUNCT
ajfa-11456	493	4	s.	s.	PROPN
ajfa-11456	493	5	,	,	PUNCT
ajfa-11456	493	6	&	&	CCONJ
ajfa-11456	493	7	subramaniam	subramaniam	PROPN
ajfa-11456	493	8	,	,	PUNCT
ajfa-11456	493	9	s.	s.	PROPN
ajfa-11456	493	10	(	(	PUNCT
ajfa-11456	493	11	2012	2012	NUM
ajfa-11456	493	12	)	)	PUNCT
ajfa-11456	493	13	.	.	PUNCT
ajfa-11456	494	1	an	an	DET
ajfa-11456	494	2	empirical	empirical	ADJ
ajfa-11456	494	3	investigation	investigation	NOUN
ajfa-11456	494	4	of	of	ADP
ajfa-11456	494	5	the	the	DET
ajfa-11456	494	6	profitability	profitability	NOUN
ajfa-11456	494	7	anomaly	anomaly	NOUN
ajfa-11456	494	8	in	in	ADP
ajfa-11456	494	9	the	the	DET
ajfa-11456	494	10	indian	indian	ADJ
ajfa-11456	494	11	stock	stock	NOUN
ajfa-11456	494	12	market	market	NOUN
ajfa-11456	494	13	.	.	PUNCT
ajfa-11456	495	1	asian	asian	ADJ
ajfa-11456	495	2	journal	journal	PROPN
ajfa-11456	495	3	of	of	ADP
ajfa-11456	495	4	finance	finance	PROPN
ajfa-11456	495	5	&	&	CCONJ
ajfa-11456	495	6	accounting	accounting	PROPN
ajfa-11456	495	7	,	,	PUNCT
ajfa-11456	495	8	4(2	4(2	NUM
ajfa-11456	495	9	)	)	PUNCT
ajfa-11456	495	10	,	,	PUNCT
ajfa-11456	495	11	347	347	NUM
ajfa-11456	495	12	-	-	SYM
ajfa-11456	495	13	362	362	NUM
ajfa-11456	495	14	.	.	PUNCT
ajfa-11456	496	1	https://doi.org/10.5296/ajfa.v4i2.2777	https://doi.org/10.5296/ajfa.v4i2.2777	PROPN
ajfa-11456	496	2	sehgal	sehgal	PROPN
ajfa-11456	496	3	,	,	PUNCT
ajfa-11456	496	4	s.	s.	PROPN
ajfa-11456	496	5	,	,	PUNCT
ajfa-11456	496	6	&	&	CCONJ
ajfa-11456	496	7	tripathi	tripathi	PROPN
ajfa-11456	496	8	,	,	PUNCT
ajfa-11456	496	9	v.	v.	PROPN
ajfa-11456	496	10	(	(	PUNCT
ajfa-11456	496	11	2006	2006	NUM
ajfa-11456	496	12	)	)	PUNCT
ajfa-11456	496	13	.	.	PUNCT
ajfa-11456	497	1	sources	source	NOUN
ajfa-11456	497	2	of	of	ADP
ajfa-11456	497	3	size	size	NOUN
ajfa-11456	497	4	effect	effect	NOUN
ajfa-11456	497	5	:	:	PUNCT
ajfa-11456	497	6	evidence	evidence	NOUN
ajfa-11456	497	7	from	from	ADP
ajfa-11456	497	8	indian	indian	ADJ
ajfa-11456	497	9	stock	stock	NOUN
ajfa-11456	497	10	market	market	NOUN
ajfa-11456	497	11	.	.	PUNCT
ajfa-11456	498	1	the	the	DET
ajfa-11456	498	2	icfai	icfai	NUM
ajfa-11456	498	3	journal	journal	NOUN
ajfa-11456	498	4	of	of	ADP
ajfa-11456	498	5	applied	apply	VERB
ajfa-11456	498	6	finance	finance	NOUN
ajfa-11456	498	7	,	,	PUNCT
ajfa-11456	498	8	12(3	12(3	NUM
ajfa-11456	498	9	)	)	PUNCT
ajfa-11456	498	10	,	,	PUNCT
ajfa-11456	498	11	18	18	NUM
ajfa-11456	498	12	-	-	SYM
ajfa-11456	498	13	28	28	NUM
ajfa-11456	498	14	.	.	PUNCT
ajfa-11456	499	1	sehgal	sehgal	PROPN
ajfa-11456	499	2	,	,	PUNCT
ajfa-11456	499	3	s.	s.	PROPN
ajfa-11456	499	4	,	,	PUNCT
ajfa-11456	499	5	&	&	CCONJ
ajfa-11456	499	6	tripathi	tripathi	PROPN
ajfa-11456	499	7	,	,	PUNCT
ajfa-11456	499	8	v.	v.	PROPN
ajfa-11456	499	9	(	(	PUNCT
ajfa-11456	499	10	2007	2007	NUM
ajfa-11456	499	11	)	)	PUNCT
ajfa-11456	499	12	.	.	PUNCT
ajfa-11456	500	1	value	value	NOUN
ajfa-11456	500	2	effect	effect	NOUN
ajfa-11456	500	3	in	in	ADP
ajfa-11456	500	4	indian	indian	ADJ
ajfa-11456	500	5	stock	stock	NOUN
ajfa-11456	500	6	market	market	NOUN
ajfa-11456	500	7	.	.	PUNCT
ajfa-11456	501	1	the	the	DET
ajfa-11456	501	2	icfai	icfai	NUM
ajfa-11456	501	3	journal	journal	NOUN
ajfa-11456	501	4	of	of	ADP
ajfa-11456	501	5	applied	applied	ADJ
ajfa-11456	501	6	finance	finance	NOUN
ajfa-11456	501	7	.	.	PUNCT
ajfa-11456	502	1	sehgal	sehgal	PROPN
ajfa-11456	502	2	,	,	PUNCT
ajfa-11456	502	3	s.	s.	PROPN
ajfa-11456	502	4	,	,	PUNCT
ajfa-11456	502	5	&	&	CCONJ
ajfa-11456	502	6	vasishth	vasishth	PROPN
ajfa-11456	502	7	,	,	PUNCT
ajfa-11456	502	8	v.	v.	PROPN
ajfa-11456	502	9	(	(	PUNCT
ajfa-11456	502	10	2015	2015	NUM
ajfa-11456	502	11	)	)	PUNCT
ajfa-11456	502	12	.	.	PUNCT
ajfa-11456	503	1	past	past	ADJ
ajfa-11456	503	2	price	price	NOUN
ajfa-11456	503	3	changes	change	NOUN
ajfa-11456	503	4	,	,	PUNCT
ajfa-11456	503	5	trading	trading	NOUN
ajfa-11456	503	6	volume	volume	NOUN
ajfa-11456	503	7	and	and	CCONJ
ajfa-11456	503	8	prediction	prediction	NOUN
ajfa-11456	503	9	of	of	ADP
ajfa-11456	503	10	portfolio	portfolio	NOUN
ajfa-11456	503	11	returns	return	NOUN
ajfa-11456	503	12	:	:	PUNCT
ajfa-11456	503	13	evidence	evidence	NOUN
ajfa-11456	503	14	from	from	ADP
ajfa-11456	503	15	select	select	ADJ
ajfa-11456	503	16	emerging	emerge	VERB
ajfa-11456	503	17	markets	market	NOUN
ajfa-11456	503	18	.	.	PUNCT
ajfa-11456	504	1	journal	journal	NOUN
ajfa-11456	504	2	of	of	ADP
ajfa-11456	504	3	advances	advance	NOUN
ajfa-11456	504	4	in	in	ADP
ajfa-11456	504	5	management	management	NOUN
ajfa-11456	504	6	research	research	NOUN
ajfa-11456	504	7	,	,	PUNCT
ajfa-11456	504	8	12(3	12(3	NUM
ajfa-11456	504	9	)	)	PUNCT
ajfa-11456	504	10	,	,	PUNCT
ajfa-11456	504	11	330	330	NUM
ajfa-11456	504	12	-	-	SYM
ajfa-11456	504	13	356	356	NUM
ajfa-11456	504	14	.	.	PUNCT
ajfa-11456	505	1	https://doi.org/10.1108/jamr-10-2014-0056	https://doi.org/10.1108/jamr-10-2014-0056	PROPN
ajfa-11456	505	2	sehgal	sehgal	PROPN
ajfa-11456	505	3	,	,	PUNCT
ajfa-11456	505	4	s.	s.	PROPN
ajfa-11456	505	5	,	,	PUNCT
ajfa-11456	505	6	subramaniam	subramaniam	PROPN
ajfa-11456	505	7	,	,	PUNCT
ajfa-11456	505	8	s.	s.	PROPN
ajfa-11456	505	9	,	,	PUNCT
ajfa-11456	505	10	&	&	CCONJ
ajfa-11456	505	11	de	de	PROPN
ajfa-11456	505	12	la	la	X
ajfa-11456	505	13	morandiere	morandiere	X
ajfa-11456	505	14	,	,	PUNCT
ajfa-11456	505	15	l.	l.	PROPN
ajfa-11456	505	16	p.	p.	PROPN
ajfa-11456	505	17	(	(	PUNCT
ajfa-11456	505	18	2012	2012	NUM
ajfa-11456	505	19	)	)	PUNCT
ajfa-11456	505	20	.	.	PUNCT
ajfa-11456	506	1	a	a	DET
ajfa-11456	506	2	search	search	NOUN
ajfa-11456	506	3	for	for	ADP
ajfa-11456	506	4	rational	rational	ADJ
ajfa-11456	506	5	sources	source	NOUN
ajfa-11456	506	6	of	of	ADP
ajfa-11456	506	7	stock	stock	NOUN
ajfa-11456	506	8	return	return	NOUN
ajfa-11456	506	9	anomalies	anomaly	NOUN
ajfa-11456	506	10	:	:	PUNCT
ajfa-11456	506	11	evidence	evidence	NOUN
ajfa-11456	506	12	from	from	ADP
ajfa-11456	506	13	india	india	PROPN
ajfa-11456	506	14	.	.	PUNCT
ajfa-11456	507	1	international	international	ADJ
ajfa-11456	507	2	journal	journal	PROPN
ajfa-11456	507	3	of	of	ADP
ajfa-11456	507	4	economics	economic	NOUN
ajfa-11456	507	5	and	and	CCONJ
ajfa-11456	507	6	finance	finance	NOUN
ajfa-11456	507	7	,	,	PUNCT
ajfa-11456	507	8	4(4	4(4	NUM
ajfa-11456	507	9	)	)	PUNCT
ajfa-11456	507	10	,	,	PUNCT
ajfa-11456	507	11	121	121	NUM
ajfa-11456	507	12	.	.	PUNCT
ajfa-11456	508	1	https://doi.org/10.5539/ijef.v4n4p121	https://doi.org/10.5539/ijef.v4n4p121	PROPN
ajfa-11456	508	2	sharpe	sharpe	PROPN
ajfa-11456	508	3	,	,	PUNCT
ajfa-11456	508	4	w.	w.	PROPN
ajfa-11456	508	5	(	(	PUNCT
ajfa-11456	508	6	1964	1964	NUM
ajfa-11456	508	7	)	)	PUNCT
ajfa-11456	508	8	.	.	PUNCT
ajfa-11456	509	1	capital	capital	NOUN
ajfa-11456	509	2	asset	asset	NOUN
ajfa-11456	509	3	prices	price	NOUN
ajfa-11456	509	4	:	:	PUNCT
ajfa-11456	509	5	a	a	DET
ajfa-11456	509	6	theory	theory	NOUN
ajfa-11456	509	7	of	of	ADP
ajfa-11456	509	8	market	market	NOUN
ajfa-11456	509	9	equilibrium	equilibrium	NOUN
ajfa-11456	509	10	under	under	ADP
ajfa-11456	509	11	conditions	condition	NOUN
ajfa-11456	509	12	of	of	ADP
ajfa-11456	509	13	risk	risk	NOUN
ajfa-11456	509	14	.	.	PUNCT
ajfa-11456	510	1	journal	journal	NOUN
ajfa-11456	510	2	of	of	ADP
ajfa-11456	510	3	finance	finance	NOUN
ajfa-11456	510	4	,	,	PUNCT
ajfa-11456	510	5	19	19	NUM
ajfa-11456	510	6	,	,	PUNCT
ajfa-11456	510	7	425	425	NUM
ajfa-11456	510	8	-	-	SYM
ajfa-11456	510	9	441	441	NUM
ajfa-11456	510	10	.	.	PUNCT
ajfa-11456	511	1	https://doi.org/10.1111/j.1540-6261.1964.tb02865.x	https://doi.org/10.1111/j.1540-6261.1964.tb02865.x	PROPN
ajfa-11456	511	2	singh	singh	PROPN
ajfa-11456	511	3	,	,	PUNCT
ajfa-11456	511	4	s.	s.	PROPN
ajfa-11456	511	5	,	,	PUNCT
ajfa-11456	511	6	&	&	CCONJ
ajfa-11456	511	7	yadav	yadav	PROPN
ajfa-11456	511	8	,	,	PUNCT
ajfa-11456	511	9	s.	s.	PROPN
ajfa-11456	511	10	s.	s.	PROPN
ajfa-11456	511	11	(	(	PUNCT
ajfa-11456	511	12	2015	2015	NUM
ajfa-11456	511	13	)	)	PUNCT
ajfa-11456	511	14	.	.	PUNCT
ajfa-11456	512	1	indian	indian	ADJ
ajfa-11456	512	2	stock	stock	NOUN
ajfa-11456	512	3	market	market	NOUN
ajfa-11456	512	4	and	and	CCONJ
ajfa-11456	512	5	the	the	DET
ajfa-11456	512	6	asset	asset	NOUN
ajfa-11456	512	7	pricing	pricing	NOUN
ajfa-11456	512	8	models	model	NOUN
ajfa-11456	512	9	.	.	PUNCT
ajfa-11456	513	1	procedia	procedia	NOUN
ajfa-11456	513	2	economics	economic	NOUN
ajfa-11456	513	3	and	and	CCONJ
ajfa-11456	513	4	finance	finance	NOUN
ajfa-11456	513	5	,	,	PUNCT
ajfa-11456	513	6	30	30	NUM
ajfa-11456	513	7	,	,	PUNCT
ajfa-11456	513	8	294	294	NUM
ajfa-11456	513	9	-	-	SYM
ajfa-11456	513	10	304	304	NUM
ajfa-11456	513	11	.	.	PUNCT
ajfa-11456	514	1	https://doi.org/10.1016/s2212-5671(15)01297-6	https://doi.org/10.1016/s2212-5671(15)01297-6	PROPN
ajfa-11456	514	2	stattman	stattman	NOUN
ajfa-11456	514	3	,	,	PUNCT
ajfa-11456	514	4	d.	d.	PROPN
ajfa-11456	514	5	(	(	PUNCT
ajfa-11456	514	6	1980	1980	NUM
ajfa-11456	514	7	)	)	PUNCT
ajfa-11456	514	8	.	.	PUNCT
ajfa-11456	515	1	book	book	NOUN
ajfa-11456	515	2	values	value	NOUN
ajfa-11456	515	3	and	and	CCONJ
ajfa-11456	515	4	stock	stock	NOUN
ajfa-11456	515	5	returns	return	NOUN
ajfa-11456	515	6	.	.	PUNCT
ajfa-11456	516	1	the	the	DET
ajfa-11456	516	2	chicago	chicago	PROPN
ajfa-11456	516	3	mba	mba	PROPN
ajfa-11456	516	4	:	:	PUNCT
ajfa-11456	516	5	a	a	DET
ajfa-11456	516	6	journal	journal	NOUN
ajfa-11456	516	7	of	of	ADP
ajfa-11456	516	8	selected	select	VERB
ajfa-11456	516	9	papers	paper	NOUN
ajfa-11456	516	10	,	,	PUNCT
ajfa-11456	516	11	4(1	4(1	NOUN
ajfa-11456	516	12	)	)	PUNCT
ajfa-11456	516	13	,	,	PUNCT
ajfa-11456	516	14	25	25	NUM
ajfa-11456	516	15	-	-	SYM
ajfa-11456	516	16	45	45	NUM
ajfa-11456	516	17	.	.	PUNCT
ajfa-11456	517	1	stoll	stoll	PROPN
ajfa-11456	517	2	,	,	PUNCT
ajfa-11456	517	3	h.	h.	PROPN
ajfa-11456	517	4	r.	r.	PROPN
ajfa-11456	517	5	,	,	PUNCT
ajfa-11456	517	6	&	&	CCONJ
ajfa-11456	517	7	whaley	whaley	PROPN
ajfa-11456	517	8	,	,	PUNCT
ajfa-11456	517	9	r.	r.	PROPN
ajfa-11456	517	10	e.	e.	PROPN
ajfa-11456	517	11	(	(	PUNCT
ajfa-11456	517	12	1983	1983	NUM
ajfa-11456	517	13	)	)	PUNCT
ajfa-11456	517	14	.	.	PUNCT
ajfa-11456	518	1	transaction	transaction	NOUN
ajfa-11456	518	2	costs	cost	NOUN
ajfa-11456	518	3	and	and	CCONJ
ajfa-11456	518	4	the	the	DET
ajfa-11456	518	5	small	small	ADJ
ajfa-11456	518	6	firm	firm	ADJ
ajfa-11456	518	7	effect	effect	NOUN
ajfa-11456	518	8	.	.	PUNCT
ajfa-11456	519	1	journal	journal	NOUN
ajfa-11456	519	2	of	of	ADP
ajfa-11456	519	3	financial	financial	ADJ
ajfa-11456	519	4	economics	economic	NOUN
ajfa-11456	519	5	,	,	PUNCT
ajfa-11456	519	6	12(1	12(1	NUM
ajfa-11456	519	7	)	)	PUNCT
ajfa-11456	519	8	,	,	PUNCT
ajfa-11456	519	9	57	57	NUM
ajfa-11456	519	10	-	-	SYM
ajfa-11456	519	11	79	79	NUM
ajfa-11456	519	12	.	.	PUNCT
ajfa-11456	520	1	https://doi.org/10.1016/0304-405x(83)90027-2	https://doi.org/10.1016/0304-405x(83)90027-2	PROPN
ajfa-11456	520	2	swanson	swanson	PROPN
ajfa-11456	520	3	,	,	PUNCT
ajfa-11456	520	4	p.	p.	PROPN
ajfa-11456	520	5	,	,	PUNCT
ajfa-11456	520	6	&	&	CCONJ
ajfa-11456	520	7	lin	lin	PROPN
ajfa-11456	520	8	,	,	PUNCT
ajfa-11456	520	9	a.	a.	NOUN
ajfa-11456	520	10	(	(	PUNCT
ajfa-11456	520	11	2005	2005	NUM
ajfa-11456	520	12	)	)	PUNCT
ajfa-11456	520	13	.	.	PUNCT
ajfa-11456	521	1	trading	trading	NOUN
ajfa-11456	521	2	behavior	behavior	NOUN
ajfa-11456	521	3	and	and	CCONJ
ajfa-11456	521	4	investment	investment	NOUN
ajfa-11456	521	5	performance	performance	NOUN
ajfa-11456	521	6	of	of	ADP
ajfa-11456	521	7	u.s	u.s	PROPN
ajfa-11456	521	8	.	.	PROPN
ajfa-11456	521	9	investors	investor	NOUN
ajfa-11456	521	10	in	in	ADP
ajfa-11456	521	11	global	global	ADJ
ajfa-11456	521	12	equity	equity	NOUN
ajfa-11456	521	13	markets	market	NOUN
ajfa-11456	521	14	.	.	PUNCT
ajfa-11456	522	1	journal	journal	NOUN
ajfa-11456	522	2	of	of	ADP
ajfa-11456	522	3	multinational	multinational	ADJ
ajfa-11456	522	4	financial	financial	ADJ
ajfa-11456	522	5	management	management	NOUN
ajfa-11456	522	6	,	,	PUNCT
ajfa-11456	522	7	99	99	NUM
ajfa-11456	522	8	-	-	SYM
ajfa-11456	522	9	115	115	NUM
ajfa-11456	522	10	.	.	PUNCT
ajfa-11456	523	1	https://doi.org/10.1016/j.mulfin.2004.03.006	https://doi.org/10.1016/j.mulfin.2004.03.006	NOUN
ajfa-11456	523	2	asian	asian	PROPN
ajfa-11456	523	3	journal	journal	NOUN
ajfa-11456	523	4	of	of	ADP
ajfa-11456	523	5	finance	finance	PROPN
ajfa-11456	523	6	&	&	CCONJ
ajfa-11456	523	7	accounting	accounting	PROPN
ajfa-11456	523	8	issn	issn	PROPN
ajfa-11456	523	9	1946	1946	NUM
ajfa-11456	523	10	-	-	PUNCT
ajfa-11456	523	11	052x	052x	PROPN
ajfa-11456	523	12	2017	2017	NUM
ajfa-11456	523	13	,	,	PUNCT
ajfa-11456	523	14	vol	vol	NOUN
ajfa-11456	523	15	.	.	NOUN
ajfa-11456	523	16	9	9	NUM
ajfa-11456	523	17	,	,	PUNCT
ajfa-11456	523	18	no	no	INTJ
ajfa-11456	523	19	.	.	NOUN
ajfa-11456	523	20	2	2	NUM
ajfa-11456	523	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-11456	523	22	27	27	NUM
ajfa-11456	523	23	taylor	taylor	PROPN
ajfa-11456	523	24	,	,	PUNCT
ajfa-11456	523	25	d.	d.	PROPN
ajfa-11456	523	26	(	(	PUNCT
ajfa-11456	523	27	2011	2011	NUM
ajfa-11456	523	28	)	)	PUNCT
ajfa-11456	523	29	.	.	PUNCT
ajfa-11456	524	1	post	post	VERB
ajfa-11456	524	2	earnings	earning	NOUN
ajfa-11456	524	3	announcement	announcement	NOUN
ajfa-11456	524	4	drift	drift	NOUN
ajfa-11456	524	5	and	and	CCONJ
ajfa-11456	524	6	related	relate	VERB
ajfa-11456	524	7	anomalies.‐	anomalies.‐	NOUN
ajfa-11456	524	8	the	the	DET
ajfa-11456	524	9	handbook	handbook	NOUN
ajfa-11456	524	10	of	of	ADP
ajfa-11456	524	11	equity	equity	NOUN
ajfa-11456	524	12	market	market	NOUN
ajfa-11456	524	13	anomalies	anomaly	NOUN
ajfa-11456	524	14	:	:	PUNCT
ajfa-11456	524	15	translating	translate	VERB
ajfa-11456	524	16	market	market	NOUN
ajfa-11456	524	17	inefficiencies	inefficiency	NOUN
ajfa-11456	524	18	into	into	ADP
ajfa-11456	524	19	effective	effective	ADJ
ajfa-11456	524	20	investment	investment	NOUN
ajfa-11456	524	21	strategies	strategy	NOUN
ajfa-11456	524	22	,	,	PUNCT
ajfa-11456	524	23	91	91	NUM
ajfa-11456	524	24	-	-	SYM
ajfa-11456	524	25	115	115	NUM
ajfa-11456	524	26	.	.	PUNCT
ajfa-11456	525	1	teixeira	teixeira	PROPN
ajfa-11456	525	2	,	,	PUNCT
ajfa-11456	525	3	m.p.v	m.p.v	PROPN
ajfa-11456	525	4	.	.	PROPN
ajfa-11456	525	5	(	(	PUNCT
ajfa-11456	525	6	2011	2011	NUM
ajfa-11456	525	7	)	)	PUNCT
ajfa-11456	525	8	.	.	PUNCT
ajfa-11456	526	1	value	value	NOUN
ajfa-11456	526	2	and	and	CCONJ
ajfa-11456	526	3	momentum	momentum	NOUN
ajfa-11456	526	4	strategies	strategy	NOUN
ajfa-11456	526	5	in	in	ADP
ajfa-11456	526	6	the	the	DET
ajfa-11456	526	7	brazilian	brazilian	ADJ
ajfa-11456	526	8	stock	stock	NOUN
ajfa-11456	526	9	market	market	NOUN
ajfa-11456	526	10	:	:	PUNCT
ajfa-11456	526	11	the	the	DET
ajfa-11456	526	12	2008	2008	NUM
ajfa-11456	526	13	financial	financial	ADJ
ajfa-11456	526	14	crisis	crisis	NOUN
ajfa-11456	526	15	and	and	CCONJ
ajfa-11456	526	16	its	its	PRON
ajfa-11456	526	17	aftermath	aftermath	NOUN
ajfa-11456	526	18	.	.	PUNCT
ajfa-11456	527	1	retrieved	retrieve	VERB
ajfa-11456	527	2	from	from	ADP
ajfa-11456	527	3	http://bibliocadigital.fgv.br/dspace/bitstream/handle/10348/8889	http://bibliocadigital.fgv.br/dspace/bitstream/handle/10348/8889	PROPN
ajfa-11456	527	4	tripathi	tripathi	PROPN
ajfa-11456	527	5	,	,	PUNCT
ajfa-11456	527	6	v.	v.	PROPN
ajfa-11456	527	7	,	,	PUNCT
ajfa-11456	527	8	&	&	CCONJ
ajfa-11456	527	9	gupta	gupta	PROPN
ajfa-11456	527	10	,	,	PUNCT
ajfa-11456	527	11	s.	s.	PROPN
ajfa-11456	527	12	(	(	PUNCT
ajfa-11456	527	13	2009	2009	NUM
ajfa-11456	527	14	)	)	PUNCT
ajfa-11456	527	15	.	.	PUNCT
ajfa-11456	528	1	overreaction	overreaction	NOUN
ajfa-11456	528	2	effect	effect	NOUN
ajfa-11456	528	3	in	in	ADP
ajfa-11456	528	4	indian	indian	ADJ
ajfa-11456	528	5	stock	stock	NOUN
ajfa-11456	528	6	market	market	NOUN
ajfa-11456	528	7	.	.	PUNCT
ajfa-11456	529	1	asian	asian	ADJ
ajfa-11456	529	2	journal	journal	PROPN
ajfa-11456	529	3	of	of	ADP
ajfa-11456	529	4	business	business	NOUN
ajfa-11456	529	5	and	and	CCONJ
ajfa-11456	529	6	accounting	accounting	NOUN
ajfa-11456	529	7	,	,	PUNCT
ajfa-11456	529	8	1	1	NUM
ajfa-11456	529	9	-	-	SYM
ajfa-11456	529	10	2	2	NUM
ajfa-11456	529	11	.	.	PUNCT
ajfa-11456	529	12	unlu	unlu	NOUN
ajfa-11456	529	13	,	,	PUNCT
ajfa-11456	529	14	u.	u.	PROPN
ajfa-11456	529	15	(	(	PUNCT
ajfa-11456	529	16	2013	2013	NUM
ajfa-11456	529	17	)	)	PUNCT
ajfa-11456	529	18	.	.	PUNCT
ajfa-11456	530	1	evidence	evidence	NOUN
ajfa-11456	530	2	to	to	PART
ajfa-11456	530	3	support	support	VERB
ajfa-11456	530	4	multifactor	multifactor	NOUN
ajfa-11456	530	5	asset	asset	NOUN
ajfa-11456	530	6	pricing	pricing	NOUN
ajfa-11456	530	7	models	model	NOUN
ajfa-11456	530	8	:	:	PUNCT
ajfa-11456	530	9	the	the	DET
ajfa-11456	530	10	case	case	NOUN
ajfa-11456	530	11	of	of	ADP
ajfa-11456	530	12	the	the	DET
ajfa-11456	530	13	istanbul	istanbul	PROPN
ajfa-11456	530	14	stock	stock	PROPN
ajfa-11456	530	15	exchange	exchange	PROPN
ajfa-11456	530	16	.	.	PUNCT
ajfa-11456	531	1	asian	asian	ADJ
ajfa-11456	531	2	journal	journal	PROPN
ajfa-11456	531	3	of	of	ADP
ajfa-11456	531	4	finance	finance	PROPN
ajfa-11456	531	5	&	&	CCONJ
ajfa-11456	531	6	accounting	accounting	PROPN
ajfa-11456	531	7	,	,	PUNCT
ajfa-11456	531	8	5(1	5(1	NUM
ajfa-11456	531	9	)	)	PUNCT
ajfa-11456	531	10	,	,	PUNCT
ajfa-11456	531	11	197	197	NUM
ajfa-11456	531	12	-	-	SYM
ajfa-11456	531	13	208	208	NUM
ajfa-11456	531	14	.	.	PUNCT
ajfa-11456	532	1	https://doi.org/10.5296/ajfa.v5i1.3216	https://doi.org/10.5296/ajfa.v5i1.3216	VERB
ajfa-11456	532	2	vega	vega	PROPN
ajfa-11456	532	3	,	,	PUNCT
ajfa-11456	532	4	c.	c.	PROPN
ajfa-11456	532	5	(	(	PUNCT
ajfa-11456	532	6	2006	2006	NUM
ajfa-11456	532	7	)	)	PUNCT
ajfa-11456	532	8	.	.	PUNCT
ajfa-11456	533	1	stock	stock	NOUN
ajfa-11456	533	2	price	price	NOUN
ajfa-11456	533	3	reaction	reaction	NOUN
ajfa-11456	533	4	to	to	ADP
ajfa-11456	533	5	public	public	ADJ
ajfa-11456	533	6	and	and	CCONJ
ajfa-11456	533	7	private	private	ADJ
ajfa-11456	533	8	information	information	NOUN
ajfa-11456	533	9	.	.	PUNCT
ajfa-11456	534	1	journal	journal	NOUN
ajfa-11456	534	2	of	of	ADP
ajfa-11456	534	3	financial	financial	ADJ
ajfa-11456	534	4	economics	economic	NOUN
ajfa-11456	534	5	,	,	PUNCT
ajfa-11456	534	6	82(1	82(1	NOUN
ajfa-11456	534	7	)	)	PUNCT
ajfa-11456	534	8	,	,	PUNCT
ajfa-11456	534	9	103	103	NUM
ajfa-11456	534	10	-	-	SYM
ajfa-11456	534	11	133	133	NUM
ajfa-11456	534	12	.	.	PUNCT
ajfa-11456	535	1	https://doi.org/10.1016/j.jfineco.2005.07.011	https://doi.org/10.1016/j.jfineco.2005.07.011	NUM
ajfa-11456	535	2	vu	vu	PROPN
ajfa-11456	535	3	,	,	PUNCT
ajfa-11456	535	4	j.	j.	PROPN
ajfa-11456	535	5	d.	d.	PROPN
ajfa-11456	535	6	(	(	PUNCT
ajfa-11456	535	7	2012	2012	NUM
ajfa-11456	535	8	)	)	PUNCT
ajfa-11456	535	9	.	.	PUNCT
ajfa-11456	536	1	do	do	AUX
ajfa-11456	536	2	momentum	momentum	NOUN
ajfa-11456	536	3	strategy	strategy	NOUN
ajfa-11456	536	4	generate	generate	VERB
ajfa-11456	536	5	profits	profit	NOUN
ajfa-11456	536	6	in	in	ADP
ajfa-11456	536	7	emerging	emerge	VERB
ajfa-11456	536	8	stock	stock	NOUN
ajfa-11456	536	9	markets	market	NOUN
ajfa-11456	536	10	?	?	PUNCT
ajfa-11456	536	11	.	.	PUNCT
ajfa-11456	537	1	problems	problem	NOUN
ajfa-11456	537	2	and	and	CCONJ
ajfa-11456	537	3	perspectives	perspective	NOUN
ajfa-11456	537	4	in	in	ADP
ajfa-11456	537	5	management	management	NOUN
ajfa-11456	537	6	,	,	PUNCT
ajfa-11456	537	7	10(3	10(3	NUM
ajfa-11456	537	8	)	)	PUNCT
ajfa-11456	537	9	,	,	PUNCT
ajfa-11456	537	10	9	9	NUM
ajfa-11456	537	11	-	-	SYM
ajfa-11456	537	12	22	22	NUM
ajfa-11456	537	13	.	.	PUNCT