id	sid	tid	token	lemma	pos
ajfa-14645	1	1	microsoft	microsoft	PROPN
ajfa-14645	1	2	word	word	NOUN
ajfa-14645	1	3	14645	14645	NUM
ajfa-14645	1	4	-	-	SYM
ajfa-14645	1	5	53048	53048	NUM
ajfa-14645	1	6	-	-	PUNCT
ajfa-14645	1	7	1	1	NUM
ajfa-14645	1	8	-	-	PUNCT
ajfa-14645	1	9	sm(1)-writer2	sm(1)-writer2	NOUN
ajfa-14645	1	10	-	-	PUNCT
ajfa-14645	1	11	new.doc	new.doc	NUM
ajfa-14645	1	12	asian	asian	ADJ
ajfa-14645	1	13	journal	journal	NOUN
ajfa-14645	1	14	of	of	ADP
ajfa-14645	1	15	finance	finance	PROPN
ajfa-14645	1	16	&	&	CCONJ
ajfa-14645	1	17	accounting	accounting	PROPN
ajfa-14645	1	18	issn	issn	PROPN
ajfa-14645	1	19	1946	1946	NUM
ajfa-14645	1	20	-	-	PUNCT
ajfa-14645	1	21	052x	052x	PROPN
ajfa-14645	1	22	2019	2019	NUM
ajfa-14645	1	23	,	,	PUNCT
ajfa-14645	1	24	vol	vol	NOUN
ajfa-14645	1	25	.	.	PROPN
ajfa-14645	1	26	11	11	NUM
ajfa-14645	1	27	,	,	PUNCT
ajfa-14645	1	28	no	no	INTJ
ajfa-14645	1	29	.	.	NOUN
ajfa-14645	1	30	1	1	NUM
ajfa-14645	1	31	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	1	32	202	202	NUM
ajfa-14645	1	33	empirical	empirical	ADJ
ajfa-14645	1	34	evidence	evidence	NOUN
ajfa-14645	1	35	of	of	ADP
ajfa-14645	1	36	the	the	DET
ajfa-14645	1	37	causative	causative	ADJ
ajfa-14645	1	38	association	association	NOUN
ajfa-14645	1	39	between	between	ADP
ajfa-14645	1	40	spot	spot	NOUN
ajfa-14645	1	41	,	,	PUNCT
ajfa-14645	1	42	futures	future	NOUN
ajfa-14645	1	43	and	and	CCONJ
ajfa-14645	1	44	options	option	NOUN
ajfa-14645	1	45	market	market	NOUN
ajfa-14645	1	46	:	:	PUNCT
ajfa-14645	1	47	an	an	DET
ajfa-14645	1	48	ardl	ardl	NOUN
ajfa-14645	1	49	model	model	NOUN
ajfa-14645	1	50	approach	approach	PROPN
ajfa-14645	1	51	vaishali	vaishali	PROPN
ajfa-14645	1	52	jain	jain	PROPN
ajfa-14645	1	53	assistant	assistant	PROPN
ajfa-14645	1	54	professor	professor	PROPN
ajfa-14645	1	55	symbiosis	symbiosis	PROPN
ajfa-14645	1	56	institute	institute	PROPN
ajfa-14645	1	57	of	of	ADP
ajfa-14645	1	58	management	management	NOUN
ajfa-14645	1	59	studies	study	NOUN
ajfa-14645	1	60	symbiosis	symbiosis	VERB
ajfa-14645	1	61	international	international	ADJ
ajfa-14645	1	62	(	(	PUNCT
ajfa-14645	1	63	deemed	deem	VERB
ajfa-14645	1	64	university	university	NOUN
ajfa-14645	1	65	)	)	PUNCT
ajfa-14645	1	66	,	,	PUNCT
ajfa-14645	1	67	india	india	PROPN
ajfa-14645	1	68	rahul	rahul	PROPN
ajfa-14645	1	69	dhaigude	dhaigude	NOUN
ajfa-14645	1	70	(	(	PUNCT
ajfa-14645	1	71	corresponding	corresponding	ADJ
ajfa-14645	1	72	author	author	NOUN
ajfa-14645	1	73	)	)	PUNCT
ajfa-14645	1	74	assistant	assistant	NOUN
ajfa-14645	1	75	professor	professor	NOUN
ajfa-14645	1	76	symbiosis	symbiosis	PROPN
ajfa-14645	1	77	institute	institute	PROPN
ajfa-14645	1	78	of	of	ADP
ajfa-14645	1	79	management	management	NOUN
ajfa-14645	1	80	studies	study	NOUN
ajfa-14645	1	81	symbiosis	symbiosis	VERB
ajfa-14645	1	82	international	international	ADJ
ajfa-14645	1	83	(	(	PUNCT
ajfa-14645	1	84	deemed	deem	VERB
ajfa-14645	1	85	university	university	NOUN
ajfa-14645	1	86	)	)	PUNCT
ajfa-14645	1	87	,	,	PUNCT
ajfa-14645	1	88	india	india	PROPN
ajfa-14645	1	89	rajiv	rajiv	PROPN
ajfa-14645	1	90	divekar	divekar	PROPN
ajfa-14645	1	91	director	director	NOUN
ajfa-14645	1	92	symbiosis	symbiosis	PROPN
ajfa-14645	1	93	institute	institute	PROPN
ajfa-14645	1	94	of	of	ADP
ajfa-14645	1	95	management	management	NOUN
ajfa-14645	1	96	studies	study	NOUN
ajfa-14645	1	97	symbiosis	symbiosis	VERB
ajfa-14645	1	98	international	international	ADJ
ajfa-14645	1	99	(	(	PUNCT
ajfa-14645	1	100	deemed	deem	VERB
ajfa-14645	1	101	university	university	NOUN
ajfa-14645	1	102	)	)	PUNCT
ajfa-14645	1	103	,	,	PUNCT
ajfa-14645	1	104	india	india	PROPN
ajfa-14645	1	105	received	receive	VERB
ajfa-14645	1	106	:	:	PUNCT
ajfa-14645	1	107	april	april	PROPN
ajfa-14645	1	108	10	10	NUM
ajfa-14645	1	109	,	,	PUNCT
ajfa-14645	1	110	2019	2019	NUM
ajfa-14645	1	111	accepted	accept	VERB
ajfa-14645	1	112	:	:	PUNCT
ajfa-14645	1	113	may	may	AUX
ajfa-14645	1	114	28	28	NUM
ajfa-14645	1	115	,	,	PUNCT
ajfa-14645	1	116	2019	2019	NUM
ajfa-14645	1	117	published	publish	VERB
ajfa-14645	1	118	:	:	PUNCT
ajfa-14645	1	119	june	june	PROPN
ajfa-14645	1	120	1	1	NUM
ajfa-14645	1	121	,	,	PUNCT
ajfa-14645	1	122	2019	2019	NUM
ajfa-14645	1	123	doi:10.5296	doi:10.5296	NOUN
ajfa-14645	1	124	/	/	SYM
ajfa-14645	1	125	ajfa.v11i1.14645	ajfa.v11i1.14645	PROPN
ajfa-14645	1	126	url	url	NOUN
ajfa-14645	1	127	:	:	PUNCT
ajfa-14645	1	128	https://doi.org/10.5296/ajfa.v11i1.14645	https://doi.org/10.5296/ajfa.v11i1.14645	NUM
ajfa-14645	1	129	abstract	abstract	ADJ
ajfa-14645	1	130	purpose	purpose	NOUN
ajfa-14645	1	131	:	:	PUNCT
ajfa-14645	1	132	the	the	DET
ajfa-14645	1	133	purpose	purpose	NOUN
ajfa-14645	1	134	of	of	ADP
ajfa-14645	1	135	this	this	DET
ajfa-14645	1	136	paper	paper	NOUN
ajfa-14645	1	137	is	be	AUX
ajfa-14645	1	138	to	to	PART
ajfa-14645	1	139	explore	explore	VERB
ajfa-14645	1	140	and	and	CCONJ
ajfa-14645	1	141	provide	provide	VERB
ajfa-14645	1	142	evidence	evidence	NOUN
ajfa-14645	1	143	about	about	ADP
ajfa-14645	1	144	the	the	DET
ajfa-14645	1	145	nature	nature	NOUN
ajfa-14645	1	146	of	of	ADP
ajfa-14645	1	147	short	short	ADJ
ajfa-14645	1	148	run	run	NOUN
ajfa-14645	1	149	causal	causal	NOUN
ajfa-14645	1	150	relationship	relationship	NOUN
ajfa-14645	1	151	as	as	ADV
ajfa-14645	1	152	well	well	ADV
ajfa-14645	1	153	as	as	ADP
ajfa-14645	1	154	the	the	DET
ajfa-14645	1	155	speed	speed	NOUN
ajfa-14645	1	156	with	with	ADP
ajfa-14645	1	157	which	which	PRON
ajfa-14645	1	158	prices	price	NOUN
ajfa-14645	1	159	adjust	adjust	VERB
ajfa-14645	1	160	towards	towards	ADP
ajfa-14645	1	161	achieving	achieve	VERB
ajfa-14645	1	162	the	the	DET
ajfa-14645	1	163	long	long	ADJ
ajfa-14645	1	164	run	run	NOUN
ajfa-14645	1	165	equilibrium	equilibrium	NOUN
ajfa-14645	1	166	between	between	ADP
ajfa-14645	1	167	cash	cash	NOUN
ajfa-14645	1	168	and	and	CCONJ
ajfa-14645	1	169	fao	fao	NOUN
ajfa-14645	1	170	markets	market	NOUN
ajfa-14645	1	171	in	in	ADP
ajfa-14645	1	172	india	india	PROPN
ajfa-14645	1	173	as	as	SCONJ
ajfa-14645	1	174	represented	represent	VERB
ajfa-14645	1	175	by	by	ADP
ajfa-14645	1	176	national	national	ADJ
ajfa-14645	1	177	stock	stock	PROPN
ajfa-14645	1	178	exchange	exchange	PROPN
ajfa-14645	1	179	.	.	PUNCT
ajfa-14645	2	1	the	the	DET
ajfa-14645	2	2	study	study	NOUN
ajfa-14645	2	3	uses	use	VERB
ajfa-14645	2	4	individual	individual	ADJ
ajfa-14645	2	5	stocks	stock	NOUN
ajfa-14645	2	6	for	for	ADP
ajfa-14645	2	7	studying	study	VERB
ajfa-14645	2	8	the	the	DET
ajfa-14645	2	9	underlying	underlying	ADJ
ajfa-14645	2	10	relationship	relationship	NOUN
ajfa-14645	2	11	.	.	PUNCT
ajfa-14645	3	1	design	design	NOUN
ajfa-14645	3	2	/	/	SYM
ajfa-14645	3	3	methodology	methodology	NOUN
ajfa-14645	3	4	:	:	PUNCT
ajfa-14645	3	5	the	the	DET
ajfa-14645	3	6	paper	paper	NOUN
ajfa-14645	3	7	makes	make	VERB
ajfa-14645	3	8	use	use	NOUN
ajfa-14645	3	9	of	of	ADP
ajfa-14645	3	10	the	the	DET
ajfa-14645	3	11	auto	auto	NOUN
ajfa-14645	3	12	regressive	regressive	ADJ
ajfa-14645	3	13	distributed	distribute	VERB
ajfa-14645	3	14	lag	lag	NOUN
ajfa-14645	3	15	model	model	NOUN
ajfa-14645	3	16	to	to	PART
ajfa-14645	3	17	study	study	VERB
ajfa-14645	3	18	the	the	DET
ajfa-14645	3	19	causal	causal	ADJ
ajfa-14645	3	20	relationship	relationship	NOUN
ajfa-14645	3	21	between	between	ADP
ajfa-14645	3	22	spot	spot	NOUN
ajfa-14645	3	23	,	,	PUNCT
ajfa-14645	3	24	futures	future	NOUN
ajfa-14645	3	25	and	and	CCONJ
ajfa-14645	3	26	options	option	NOUN
ajfa-14645	3	27	markets	market	NOUN
ajfa-14645	3	28	.	.	PUNCT
ajfa-14645	4	1	the	the	DET
ajfa-14645	4	2	study	study	NOUN
ajfa-14645	4	3	makes	make	VERB
ajfa-14645	4	4	use	use	NOUN
ajfa-14645	4	5	of	of	ADP
ajfa-14645	4	6	the	the	DET
ajfa-14645	4	7	15	15	NUM
ajfa-14645	4	8	-	-	PUNCT
ajfa-14645	4	9	minute	minute	NOUN
ajfa-14645	4	10	interval	interval	NOUN
ajfa-14645	4	11	trades	trade	NOUN
ajfa-14645	4	12	data	datum	NOUN
ajfa-14645	4	13	for	for	ADP
ajfa-14645	4	14	the	the	DET
ajfa-14645	4	15	purpose	purpose	NOUN
ajfa-14645	4	16	of	of	ADP
ajfa-14645	4	17	analysis	analysis	NOUN
ajfa-14645	4	18	.	.	PUNCT
ajfa-14645	5	1	asian	asian	ADJ
ajfa-14645	5	2	journal	journal	PROPN
ajfa-14645	5	3	of	of	ADP
ajfa-14645	5	4	finance	finance	PROPN
ajfa-14645	5	5	&	&	CCONJ
ajfa-14645	5	6	accounting	accounting	PROPN
ajfa-14645	5	7	issn	issn	PROPN
ajfa-14645	5	8	1946	1946	NUM
ajfa-14645	5	9	-	-	PUNCT
ajfa-14645	5	10	052x	052x	PROPN
ajfa-14645	5	11	2019	2019	NUM
ajfa-14645	5	12	,	,	PUNCT
ajfa-14645	5	13	vol	vol	NOUN
ajfa-14645	5	14	.	.	PROPN
ajfa-14645	5	15	11	11	NUM
ajfa-14645	5	16	,	,	PUNCT
ajfa-14645	5	17	no	no	INTJ
ajfa-14645	5	18	.	.	NOUN
ajfa-14645	5	19	1	1	NUM
ajfa-14645	5	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	5	21	203	203	NUM
ajfa-14645	5	22	findings	finding	NOUN
ajfa-14645	5	23	:	:	PUNCT
ajfa-14645	5	24	the	the	DET
ajfa-14645	5	25	ardl	ardl	NOUN
ajfa-14645	5	26	model	model	NOUN
ajfa-14645	5	27	shows	show	VERB
ajfa-14645	5	28	a	a	DET
ajfa-14645	5	29	long	long	ADJ
ajfa-14645	5	30	run	run	NOUN
ajfa-14645	5	31	association	association	NOUN
ajfa-14645	5	32	between	between	ADP
ajfa-14645	5	33	spot	spot	NOUN
ajfa-14645	5	34	,	,	PUNCT
ajfa-14645	5	35	futures	future	NOUN
ajfa-14645	5	36	&	&	CCONJ
ajfa-14645	5	37	options	option	NOUN
ajfa-14645	5	38	(	(	PUNCT
ajfa-14645	5	39	both	both	PRON
ajfa-14645	5	40	call	call	VERB
ajfa-14645	5	41	&	&	CCONJ
ajfa-14645	5	42	put	put	VERB
ajfa-14645	5	43	)	)	PUNCT
ajfa-14645	5	44	prices	price	NOUN
ajfa-14645	5	45	but	but	CCONJ
ajfa-14645	5	46	we	we	PRON
ajfa-14645	5	47	do	do	AUX
ajfa-14645	5	48	not	not	PART
ajfa-14645	5	49	have	have	VERB
ajfa-14645	5	50	sufficient	sufficient	ADJ
ajfa-14645	5	51	statistical	statistical	ADJ
ajfa-14645	5	52	evidence	evidence	NOUN
ajfa-14645	5	53	to	to	PART
ajfa-14645	5	54	conclude	conclude	VERB
ajfa-14645	5	55	the	the	DET
ajfa-14645	5	56	short	short	ADJ
ajfa-14645	5	57	run	run	NOUN
ajfa-14645	5	58	causal	causal	NOUN
ajfa-14645	5	59	association	association	NOUN
ajfa-14645	5	60	between	between	ADP
ajfa-14645	5	61	the	the	DET
ajfa-14645	5	62	variable	variable	NOUN
ajfa-14645	5	63	except	except	SCONJ
ajfa-14645	5	64	for	for	ADP
ajfa-14645	5	65	call	call	NOUN
ajfa-14645	5	66	and	and	CCONJ
ajfa-14645	5	67	put	put	VERB
ajfa-14645	5	68	options	option	NOUN
ajfa-14645	5	69	.	.	PUNCT
ajfa-14645	6	1	practical	practical	ADJ
ajfa-14645	6	2	implications	implication	NOUN
ajfa-14645	6	3	:	:	PUNCT
ajfa-14645	6	4	the	the	DET
ajfa-14645	6	5	results	result	NOUN
ajfa-14645	6	6	indicate	indicate	VERB
ajfa-14645	6	7	that	that	SCONJ
ajfa-14645	6	8	derivative	derivative	ADJ
ajfa-14645	6	9	markets	market	NOUN
ajfa-14645	6	10	are	be	AUX
ajfa-14645	6	11	not	not	PART
ajfa-14645	6	12	leading	lead	VERB
ajfa-14645	6	13	the	the	DET
ajfa-14645	6	14	spot	spot	NOUN
ajfa-14645	6	15	market	market	NOUN
ajfa-14645	6	16	but	but	CCONJ
ajfa-14645	6	17	spot	spot	NOUN
ajfa-14645	6	18	market	market	NOUN
ajfa-14645	6	19	contributes	contribute	VERB
ajfa-14645	6	20	towards	towards	ADP
ajfa-14645	6	21	price	price	NOUN
ajfa-14645	6	22	discovery	discovery	NOUN
ajfa-14645	6	23	in	in	ADP
ajfa-14645	6	24	the	the	DET
ajfa-14645	6	25	fao	fao	PROPN
ajfa-14645	6	26	markets	market	NOUN
ajfa-14645	6	27	.	.	PUNCT
ajfa-14645	7	1	potential	potential	ADJ
ajfa-14645	7	2	investors	investor	NOUN
ajfa-14645	7	3	can	can	AUX
ajfa-14645	7	4	take	take	VERB
ajfa-14645	7	5	their	their	PRON
ajfa-14645	7	6	positions	position	NOUN
ajfa-14645	7	7	and	and	CCONJ
ajfa-14645	7	8	design	design	VERB
ajfa-14645	7	9	their	their	PRON
ajfa-14645	7	10	portfolio	portfolio	NOUN
ajfa-14645	7	11	in	in	ADP
ajfa-14645	7	12	the	the	DET
ajfa-14645	7	13	cash	cash	NOUN
ajfa-14645	7	14	and	and	CCONJ
ajfa-14645	7	15	fao	fao	ADJ
ajfa-14645	7	16	segments	segment	NOUN
ajfa-14645	7	17	using	use	VERB
ajfa-14645	7	18	the	the	DET
ajfa-14645	7	19	insights	insight	NOUN
ajfa-14645	7	20	provided	provide	VERB
ajfa-14645	7	21	by	by	ADP
ajfa-14645	7	22	this	this	DET
ajfa-14645	7	23	piece	piece	NOUN
ajfa-14645	7	24	of	of	ADP
ajfa-14645	7	25	work	work	NOUN
ajfa-14645	7	26	.	.	PUNCT
ajfa-14645	8	1	originality	originality	NOUN
ajfa-14645	8	2	/	/	SYM
ajfa-14645	8	3	value	value	NOUN
ajfa-14645	8	4	:	:	PUNCT
ajfa-14645	8	5	this	this	DET
ajfa-14645	8	6	paper	paper	NOUN
ajfa-14645	8	7	is	be	AUX
ajfa-14645	8	8	an	an	DET
ajfa-14645	8	9	original	original	ADJ
ajfa-14645	8	10	piece	piece	NOUN
ajfa-14645	8	11	of	of	ADP
ajfa-14645	8	12	work	work	NOUN
ajfa-14645	8	13	towards	towards	ADP
ajfa-14645	8	14	evidencing	evidence	VERB
ajfa-14645	8	15	the	the	DET
ajfa-14645	8	16	causative	causative	ADJ
ajfa-14645	8	17	association	association	NOUN
ajfa-14645	8	18	between	between	ADP
ajfa-14645	8	19	spot	spot	NOUN
ajfa-14645	8	20	,	,	PUNCT
ajfa-14645	8	21	futures	future	NOUN
ajfa-14645	8	22	and	and	CCONJ
ajfa-14645	8	23	options	option	NOUN
ajfa-14645	8	24	markets	market	NOUN
ajfa-14645	8	25	using	use	VERB
ajfa-14645	8	26	individual	individual	ADJ
ajfa-14645	8	27	securities	security	NOUN
ajfa-14645	8	28	.	.	PUNCT
ajfa-14645	9	1	matters	matter	NOUN
ajfa-14645	9	2	pertaining	pertain	VERB
ajfa-14645	9	3	to	to	ADP
ajfa-14645	9	4	price	price	NOUN
ajfa-14645	9	5	discovery	discovery	NOUN
ajfa-14645	9	6	process	process	NOUN
ajfa-14645	9	7	in	in	ADP
ajfa-14645	9	8	indian	indian	ADJ
ajfa-14645	9	9	financial	financial	ADJ
ajfa-14645	9	10	markets	market	NOUN
ajfa-14645	9	11	are	be	AUX
ajfa-14645	9	12	issues	issue	NOUN
ajfa-14645	9	13	of	of	ADP
ajfa-14645	9	14	interest	interest	NOUN
ajfa-14645	9	15	for	for	ADP
ajfa-14645	9	16	financial	financial	ADJ
ajfa-14645	9	17	thinkers	thinker	NOUN
ajfa-14645	9	18	,	,	PUNCT
ajfa-14645	9	19	traders	trader	NOUN
ajfa-14645	9	20	,	,	PUNCT
ajfa-14645	9	21	investors	investor	NOUN
ajfa-14645	9	22	and	and	CCONJ
ajfa-14645	9	23	financial	financial	ADJ
ajfa-14645	9	24	analysts	analyst	NOUN
ajfa-14645	9	25	.	.	PUNCT
ajfa-14645	10	1	keywords	keyword	NOUN
ajfa-14645	10	2	:	:	PUNCT
ajfa-14645	10	3	futures	future	NOUN
ajfa-14645	10	4	and	and	CCONJ
ajfa-14645	10	5	options	option	NOUN
ajfa-14645	10	6	markets	market	NOUN
ajfa-14645	10	7	,	,	PUNCT
ajfa-14645	10	8	autoregressive	autoregressive	ADJ
ajfa-14645	10	9	distributed	distribute	VERB
ajfa-14645	10	10	lag	lag	NOUN
ajfa-14645	10	11	(	(	PUNCT
ajfa-14645	10	12	ardl	ardl	NOUN
ajfa-14645	10	13	)	)	PUNCT
ajfa-14645	10	14	model	model	NOUN
ajfa-14645	10	15	,	,	PUNCT
ajfa-14645	10	16	nse	nse	NOUN
ajfa-14645	10	17	nifty	nifty	NOUN
ajfa-14645	10	18	,	,	PUNCT
ajfa-14645	10	19	stock	stock	NOUN
ajfa-14645	10	20	market	market	NOUN
ajfa-14645	10	21	,	,	PUNCT
ajfa-14645	10	22	derivatives	derivative	NOUN
ajfa-14645	10	23	asian	asian	ADJ
ajfa-14645	10	24	journal	journal	NOUN
ajfa-14645	10	25	of	of	ADP
ajfa-14645	10	26	finance	finance	PROPN
ajfa-14645	10	27	&	&	CCONJ
ajfa-14645	10	28	accounting	accounting	PROPN
ajfa-14645	10	29	issn	issn	PROPN
ajfa-14645	10	30	1946	1946	NUM
ajfa-14645	10	31	-	-	PUNCT
ajfa-14645	10	32	052x	052x	PROPN
ajfa-14645	10	33	2019	2019	NUM
ajfa-14645	10	34	,	,	PUNCT
ajfa-14645	10	35	vol	vol	NOUN
ajfa-14645	10	36	.	.	PROPN
ajfa-14645	10	37	11	11	NUM
ajfa-14645	10	38	,	,	PUNCT
ajfa-14645	10	39	no	no	INTJ
ajfa-14645	10	40	.	.	NOUN
ajfa-14645	10	41	1	1	NUM
ajfa-14645	10	42	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	10	43	204	204	NUM
ajfa-14645	10	44	1	1	NUM
ajfa-14645	10	45	.	.	PUNCT
ajfa-14645	11	1	introduction	introduction	NOUN
ajfa-14645	11	2	“	"	PUNCT
ajfa-14645	11	3	price	price	NOUN
ajfa-14645	11	4	discovery	discovery	NOUN
ajfa-14645	11	5	is	be	AUX
ajfa-14645	11	6	the	the	DET
ajfa-14645	11	7	process	process	NOUN
ajfa-14645	11	8	through	through	ADP
ajfa-14645	11	9	which	which	PRON
ajfa-14645	11	10	asset	asset	NOUN
ajfa-14645	11	11	markets	market	NOUN
ajfa-14645	11	12	reach	reach	VERB
ajfa-14645	11	13	equilibrium	equilibrium	NOUN
ajfa-14645	11	14	price	price	NOUN
ajfa-14645	11	15	levels	level	NOUN
ajfa-14645	11	16	.	.	PUNCT
ajfa-14645	12	1	increased	increase	VERB
ajfa-14645	12	2	information	information	NOUN
ajfa-14645	12	3	efficiency	efficiency	NOUN
ajfa-14645	12	4	of	of	ADP
ajfa-14645	12	5	a	a	DET
ajfa-14645	12	6	market	market	NOUN
ajfa-14645	12	7	allows	allow	VERB
ajfa-14645	12	8	for	for	ADP
ajfa-14645	12	9	faster	fast	ADJ
ajfa-14645	12	10	price	price	NOUN
ajfa-14645	12	11	discovery	discovery	NOUN
ajfa-14645	12	12	.	.	PUNCT
ajfa-14645	13	1	this	this	DET
ajfa-14645	13	2	process	process	NOUN
ajfa-14645	13	3	in	in	ADP
ajfa-14645	13	4	the	the	DET
ajfa-14645	13	5	stock	stock	NOUN
ajfa-14645	13	6	market	market	NOUN
ajfa-14645	13	7	is	be	AUX
ajfa-14645	13	8	aided	aid	VERB
ajfa-14645	13	9	by	by	ADP
ajfa-14645	13	10	the	the	DET
ajfa-14645	13	11	presence	presence	NOUN
ajfa-14645	13	12	of	of	ADP
ajfa-14645	13	13	derivative	derivative	ADJ
ajfa-14645	13	14	markets	market	NOUN
ajfa-14645	13	15	,	,	PUNCT
ajfa-14645	13	16	which	which	PRON
ajfa-14645	13	17	allow	allow	VERB
ajfa-14645	13	18	for	for	SCONJ
ajfa-14645	13	19	information	information	NOUN
ajfa-14645	13	20	to	to	PART
ajfa-14645	13	21	flow	flow	VERB
ajfa-14645	13	22	through	through	ADP
ajfa-14645	13	23	another	another	DET
ajfa-14645	13	24	channel	channel	NOUN
ajfa-14645	13	25	.	.	PUNCT
ajfa-14645	14	1	futures	future	NOUN
ajfa-14645	14	2	are	be	AUX
ajfa-14645	14	3	one	one	NUM
ajfa-14645	14	4	of	of	ADP
ajfa-14645	14	5	the	the	DET
ajfa-14645	14	6	most	most	ADV
ajfa-14645	14	7	commonly	commonly	ADV
ajfa-14645	14	8	traded	trade	VERB
ajfa-14645	14	9	derivatives	derivative	NOUN
ajfa-14645	14	10	which	which	PRON
ajfa-14645	14	11	support	support	VERB
ajfa-14645	14	12	the	the	DET
ajfa-14645	14	13	spot	spot	NOUN
ajfa-14645	14	14	markets	market	NOUN
ajfa-14645	14	15	in	in	ADP
ajfa-14645	14	16	discovering	discover	VERB
ajfa-14645	14	17	the	the	DET
ajfa-14645	14	18	equilibrium	equilibrium	NOUN
ajfa-14645	14	19	price	price	NOUN
ajfa-14645	14	20	.	.	PUNCT
ajfa-14645	15	1	as	as	SCONJ
ajfa-14645	15	2	futures	future	NOUN
ajfa-14645	15	3	have	have	VERB
ajfa-14645	15	4	inherent	inherent	ADJ
ajfa-14645	15	5	leverage	leverage	NOUN
ajfa-14645	15	6	and	and	CCONJ
ajfa-14645	15	7	can	can	AUX
ajfa-14645	15	8	be	be	AUX
ajfa-14645	15	9	easily	easily	ADV
ajfa-14645	15	10	shorted	short	VERB
ajfa-14645	15	11	,	,	PUNCT
ajfa-14645	15	12	these	these	DET
ajfa-14645	15	13	markets	market	NOUN
ajfa-14645	15	14	tend	tend	VERB
ajfa-14645	15	15	to	to	PART
ajfa-14645	15	16	have	have	VERB
ajfa-14645	15	17	higher	high	ADJ
ajfa-14645	15	18	liquidity	liquidity	NOUN
ajfa-14645	15	19	than	than	ADP
ajfa-14645	15	20	the	the	DET
ajfa-14645	15	21	underlying	underlie	VERB
ajfa-14645	15	22	cash	cash	NOUN
ajfa-14645	15	23	markets	market	NOUN
ajfa-14645	15	24	.	.	PUNCT
ajfa-14645	16	1	higher	high	ADJ
ajfa-14645	16	2	liquidity	liquidity	NOUN
ajfa-14645	16	3	implies	imply	VERB
ajfa-14645	16	4	greater	great	ADJ
ajfa-14645	16	5	participation	participation	NOUN
ajfa-14645	16	6	by	by	ADP
ajfa-14645	16	7	various	various	ADJ
ajfa-14645	16	8	groups	group	NOUN
ajfa-14645	16	9	of	of	ADP
ajfa-14645	16	10	investors	investor	NOUN
ajfa-14645	16	11	and	and	CCONJ
ajfa-14645	16	12	traders	trader	NOUN
ajfa-14645	16	13	and	and	CCONJ
ajfa-14645	16	14	hence	hence	ADV
ajfa-14645	16	15	faster	fast	ADJ
ajfa-14645	16	16	information	information	NOUN
ajfa-14645	16	17	absorption	absorption	NOUN
ajfa-14645	16	18	.	.	PUNCT
ajfa-14645	17	1	the	the	DET
ajfa-14645	17	2	addition	addition	NOUN
ajfa-14645	17	3	of	of	ADP
ajfa-14645	17	4	options	option	NOUN
ajfa-14645	17	5	market	market	NOUN
ajfa-14645	17	6	further	far	ADV
ajfa-14645	17	7	improves	improve	VERB
ajfa-14645	17	8	the	the	DET
ajfa-14645	17	9	liquidity	liquidity	NOUN
ajfa-14645	17	10	in	in	ADP
ajfa-14645	17	11	the	the	DET
ajfa-14645	17	12	derivatives	derivative	NOUN
ajfa-14645	17	13	market	market	NOUN
ajfa-14645	17	14	which	which	PRON
ajfa-14645	17	15	allows	allow	VERB
ajfa-14645	17	16	it	it	PRON
ajfa-14645	17	17	to	to	PART
ajfa-14645	17	18	play	play	VERB
ajfa-14645	17	19	a	a	DET
ajfa-14645	17	20	greater	great	ADJ
ajfa-14645	17	21	role	role	NOUN
ajfa-14645	17	22	in	in	ADP
ajfa-14645	17	23	the	the	DET
ajfa-14645	17	24	price	price	NOUN
ajfa-14645	17	25	discovery	discovery	NOUN
ajfa-14645	17	26	process	process	NOUN
ajfa-14645	17	27	.	.	PUNCT
ajfa-14645	18	1	research	research	NOUN
ajfa-14645	18	2	in	in	ADP
ajfa-14645	18	3	the	the	DET
ajfa-14645	18	4	area	area	NOUN
ajfa-14645	18	5	of	of	ADP
ajfa-14645	18	6	price	price	NOUN
ajfa-14645	18	7	discovery	discovery	NOUN
ajfa-14645	18	8	and	and	CCONJ
ajfa-14645	18	9	information	information	NOUN
ajfa-14645	18	10	sharing	share	VERB
ajfa-14645	18	11	amongst	amongst	ADP
ajfa-14645	18	12	futures	future	NOUN
ajfa-14645	18	13	and	and	CCONJ
ajfa-14645	18	14	cash	cash	NOUN
ajfa-14645	18	15	markets	market	NOUN
ajfa-14645	18	16	is	be	AUX
ajfa-14645	18	17	important	important	ADJ
ajfa-14645	18	18	from	from	ADP
ajfa-14645	18	19	two	two	NUM
ajfa-14645	18	20	main	main	ADJ
ajfa-14645	18	21	standpoints	standpoint	NOUN
ajfa-14645	18	22	.	.	PUNCT
ajfa-14645	19	1	firstly	firstly	ADV
ajfa-14645	19	2	,	,	PUNCT
ajfa-14645	19	3	it	it	PRON
ajfa-14645	19	4	has	have	VERB
ajfa-14645	19	5	implications	implication	NOUN
ajfa-14645	19	6	for	for	ADP
ajfa-14645	19	7	market	market	NOUN
ajfa-14645	19	8	efficiency	efficiency	NOUN
ajfa-14645	19	9	.	.	PUNCT
ajfa-14645	20	1	presence	presence	NOUN
ajfa-14645	20	2	of	of	ADP
ajfa-14645	20	3	arbitrage	arbitrage	NOUN
ajfa-14645	20	4	opportunities	opportunity	NOUN
ajfa-14645	20	5	indicates	indicate	VERB
ajfa-14645	20	6	an	an	DET
ajfa-14645	20	7	inefficient	inefficient	ADJ
ajfa-14645	20	8	market	market	NOUN
ajfa-14645	20	9	.	.	PUNCT
ajfa-14645	21	1	secondly	secondly	ADV
ajfa-14645	21	2	,	,	PUNCT
ajfa-14645	21	3	the	the	DET
ajfa-14645	21	4	fundamental	fundamental	ADJ
ajfa-14645	21	5	reason	reason	NOUN
ajfa-14645	21	6	behind	behind	ADP
ajfa-14645	21	7	the	the	DET
ajfa-14645	21	8	introduction	introduction	NOUN
ajfa-14645	21	9	of	of	ADP
ajfa-14645	21	10	derivatives	derivative	NOUN
ajfa-14645	21	11	markets	market	NOUN
ajfa-14645	21	12	is	be	AUX
ajfa-14645	21	13	to	to	PART
ajfa-14645	21	14	increase	increase	VERB
ajfa-14645	21	15	liquidity	liquidity	NOUN
ajfa-14645	21	16	and	and	CCONJ
ajfa-14645	21	17	price	price	NOUN
ajfa-14645	21	18	discovery	discovery	NOUN
ajfa-14645	21	19	in	in	ADP
ajfa-14645	21	20	the	the	DET
ajfa-14645	21	21	underlying	underlie	VERB
ajfa-14645	21	22	cash	cash	NOUN
ajfa-14645	21	23	markets	market	NOUN
ajfa-14645	21	24	through	through	ADP
ajfa-14645	21	25	the	the	DET
ajfa-14645	21	26	trading	trading	NOUN
ajfa-14645	21	27	linkages	linkage	NOUN
ajfa-14645	21	28	between	between	ADP
ajfa-14645	21	29	these	these	DET
ajfa-14645	21	30	markets	market	NOUN
ajfa-14645	21	31	.	.	PUNCT
ajfa-14645	22	1	this	this	DET
ajfa-14645	22	2	hypothesis	hypothesis	NOUN
ajfa-14645	22	3	assumes	assume	VERB
ajfa-14645	22	4	the	the	DET
ajfa-14645	22	5	importance	importance	NOUN
ajfa-14645	22	6	of	of	ADP
ajfa-14645	22	7	futures	future	NOUN
ajfa-14645	22	8	markets	market	NOUN
ajfa-14645	22	9	in	in	ADP
ajfa-14645	22	10	absorbing	absorb	VERB
ajfa-14645	22	11	and	and	CCONJ
ajfa-14645	22	12	disseminating	disseminate	VERB
ajfa-14645	22	13	information	information	NOUN
ajfa-14645	22	14	to	to	ADP
ajfa-14645	22	15	the	the	DET
ajfa-14645	22	16	cash	cash	NOUN
ajfa-14645	22	17	market	market	NOUN
ajfa-14645	22	18	.	.	PUNCT
ajfa-14645	22	19	”	"	PUNCT
ajfa-14645	23	1	(	(	PUNCT
ajfa-14645	23	2	jain	jain	PROPN
ajfa-14645	23	3	&	&	CCONJ
ajfa-14645	23	4	biswal	biswal	PROPN
ajfa-14645	23	5	,	,	PUNCT
ajfa-14645	23	6	2012	2012	NUM
ajfa-14645	23	7	)	)	PUNCT
ajfa-14645	23	8	2	2	NUM
ajfa-14645	23	9	.	.	X
ajfa-14645	23	10	overview	overview	NOUN
ajfa-14645	23	11	of	of	ADP
ajfa-14645	23	12	empirical	empirical	ADJ
ajfa-14645	23	13	literature	literature	NOUN
ajfa-14645	23	14	some	some	DET
ajfa-14645	23	15	empirical	empirical	ADJ
ajfa-14645	23	16	studies	study	NOUN
ajfa-14645	23	17	in	in	ADP
ajfa-14645	23	18	the	the	DET
ajfa-14645	23	19	past	past	NOUN
ajfa-14645	23	20	tried	try	VERB
ajfa-14645	23	21	to	to	PART
ajfa-14645	23	22	analyze	analyze	VERB
ajfa-14645	23	23	whether	whether	SCONJ
ajfa-14645	23	24	the	the	DET
ajfa-14645	23	25	spot	spot	NOUN
ajfa-14645	23	26	prices	price	NOUN
ajfa-14645	23	27	are	be	AUX
ajfa-14645	23	28	determined	determine	VERB
ajfa-14645	23	29	by	by	ADP
ajfa-14645	23	30	the	the	DET
ajfa-14645	23	31	futures	future	NOUN
ajfa-14645	23	32	price	price	NOUN
ajfa-14645	23	33	.	.	PUNCT
ajfa-14645	24	1	they	they	PRON
ajfa-14645	24	2	found	find	VERB
ajfa-14645	24	3	conflicting	conflicting	ADJ
ajfa-14645	24	4	evidence	evidence	NOUN
ajfa-14645	24	5	and	and	CCONJ
ajfa-14645	24	6	gave	give	VERB
ajfa-14645	24	7	some	some	DET
ajfa-14645	24	8	questionable	questionable	ADJ
ajfa-14645	24	9	understandings	understanding	NOUN
ajfa-14645	24	10	.	.	PUNCT
ajfa-14645	25	1	by	by	ADP
ajfa-14645	25	2	applying	apply	VERB
ajfa-14645	25	3	the	the	DET
ajfa-14645	25	4	unidirectional	unidirectional	ADJ
ajfa-14645	25	5	econometrical	econometrical	ADJ
ajfa-14645	25	6	technique	technique	NOUN
ajfa-14645	25	7	,	,	PUNCT
ajfa-14645	25	8	few	few	ADJ
ajfa-14645	25	9	papers	paper	NOUN
ajfa-14645	25	10	found	find	VERB
ajfa-14645	25	11	the	the	DET
ajfa-14645	25	12	lead	lead	NOUN
ajfa-14645	25	13	of	of	ADP
ajfa-14645	25	14	futures	future	NOUN
ajfa-14645	25	15	markets	market	NOUN
ajfa-14645	25	16	over	over	ADP
ajfa-14645	25	17	the	the	DET
ajfa-14645	25	18	spot	spot	NOUN
ajfa-14645	25	19	markets	market	NOUN
ajfa-14645	25	20	.	.	PUNCT
ajfa-14645	26	1	it	it	PRON
ajfa-14645	26	2	implies	imply	VERB
ajfa-14645	26	3	that	that	SCONJ
ajfa-14645	26	4	the	the	DET
ajfa-14645	26	5	stock	stock	NOUN
ajfa-14645	26	6	market	market	NOUN
ajfa-14645	26	7	has	have	VERB
ajfa-14645	26	8	a	a	DET
ajfa-14645	26	9	mellow	mellow	ADJ
ajfa-14645	26	10	positive	positive	ADJ
ajfa-14645	26	11	prescient	prescient	NOUN
ajfa-14645	26	12	capacity	capacity	NOUN
ajfa-14645	26	13	on	on	ADP
ajfa-14645	26	14	returns	return	NOUN
ajfa-14645	26	15	of	of	ADP
ajfa-14645	26	16	futures	future	NOUN
ajfa-14645	26	17	contracts	contract	NOUN
ajfa-14645	26	18	.	.	PUNCT
ajfa-14645	27	1	kawaller	kawaller	PROPN
ajfa-14645	27	2	et	et	PROPN
ajfa-14645	27	3	al	al	PROPN
ajfa-14645	27	4	.	.	PROPN
ajfa-14645	27	5	(	(	PUNCT
ajfa-14645	27	6	1987	1987	NUM
ajfa-14645	27	7	)	)	PUNCT
ajfa-14645	27	8	used	use	VERB
ajfa-14645	27	9	the	the	DET
ajfa-14645	27	10	tsls	tsls	NOUN
ajfa-14645	27	11	regression	regression	NOUN
ajfa-14645	27	12	and	and	CCONJ
ajfa-14645	27	13	evidenced	evidence	VERB
ajfa-14645	27	14	that	that	SCONJ
ajfa-14645	27	15	spot	spot	NOUN
ajfa-14645	27	16	prices	price	NOUN
ajfa-14645	27	17	were	be	AUX
ajfa-14645	27	18	led	lead	VERB
ajfa-14645	27	19	by	by	ADP
ajfa-14645	27	20	s&p	s&p	PROPN
ajfa-14645	27	21	500	500	NUM
ajfa-14645	27	22	futures	future	NOUN
ajfa-14645	27	23	prices	price	NOUN
ajfa-14645	27	24	to	to	ADP
ajfa-14645	27	25	the	the	DET
ajfa-14645	27	26	extent	extent	NOUN
ajfa-14645	27	27	of	of	ADP
ajfa-14645	27	28	20	20	NUM
ajfa-14645	27	29	minutes	minute	NOUN
ajfa-14645	27	30	to	to	ADP
ajfa-14645	27	31	45	45	NUM
ajfa-14645	27	32	minutes	minute	NOUN
ajfa-14645	27	33	and	and	CCONJ
ajfa-14645	27	34	that	that	SCONJ
ajfa-14645	27	35	the	the	DET
ajfa-14645	27	36	futures	future	NOUN
ajfa-14645	27	37	prices	price	NOUN
ajfa-14645	27	38	were	be	AUX
ajfa-14645	27	39	influenced	influence	VERB
ajfa-14645	27	40	by	by	ADP
ajfa-14645	27	41	the	the	DET
ajfa-14645	27	42	spot	spot	NOUN
ajfa-14645	27	43	prices	price	NOUN
ajfa-14645	27	44	by	by	ADP
ajfa-14645	27	45	1	1	NUM
ajfa-14645	27	46	minute	minute	NOUN
ajfa-14645	27	47	.	.	PUNCT
ajfa-14645	28	1	finnerty	finnerty	PROPN
ajfa-14645	28	2	and	and	CCONJ
ajfa-14645	28	3	park	park	NOUN
ajfa-14645	28	4	(	(	PUNCT
ajfa-14645	28	5	1987	1987	NUM
ajfa-14645	28	6	)	)	PUNCT
ajfa-14645	28	7	found	find	VERB
ajfa-14645	28	8	that	that	SCONJ
ajfa-14645	28	9	evidence	evidence	NOUN
ajfa-14645	28	10	of	of	ADP
ajfa-14645	28	11	association	association	NOUN
ajfa-14645	28	12	between	between	ADP
ajfa-14645	28	13	the	the	DET
ajfa-14645	28	14	price	price	NOUN
ajfa-14645	28	15	changes	change	NOUN
ajfa-14645	28	16	in	in	ADP
ajfa-14645	28	17	index	index	NOUN
ajfa-14645	28	18	futures	future	NOUN
ajfa-14645	28	19	and	and	CCONJ
ajfa-14645	28	20	spot	spot	NOUN
ajfa-14645	28	21	but	but	CCONJ
ajfa-14645	28	22	they	they	PRON
ajfa-14645	28	23	did	do	AUX
ajfa-14645	28	24	not	not	PART
ajfa-14645	28	25	provide	provide	VERB
ajfa-14645	28	26	any	any	DET
ajfa-14645	28	27	evidence	evidence	NOUN
ajfa-14645	28	28	for	for	ADP
ajfa-14645	28	29	a	a	DET
ajfa-14645	28	30	causative	causative	ADJ
ajfa-14645	28	31	relationship	relationship	NOUN
ajfa-14645	28	32	.	.	PUNCT
ajfa-14645	29	1	stoll	stoll	PROPN
ajfa-14645	29	2	and	and	CCONJ
ajfa-14645	29	3	whaley	whaley	PROPN
ajfa-14645	29	4	(	(	PUNCT
ajfa-14645	29	5	1990	1990	NUM
ajfa-14645	29	6	)	)	PUNCT
ajfa-14645	29	7	applied	apply	VERB
ajfa-14645	29	8	time	time	NOUN
ajfa-14645	29	9	series	series	NOUN
ajfa-14645	29	10	analysis	analysis	NOUN
ajfa-14645	29	11	on	on	ADP
ajfa-14645	29	12	the	the	DET
ajfa-14645	29	13	futures	future	NOUN
ajfa-14645	29	14	returns	return	NOUN
ajfa-14645	29	15	of	of	ADP
ajfa-14645	29	16	the	the	DET
ajfa-14645	29	17	s&p	s&p	PROPN
ajfa-14645	29	18	500	500	NUM
ajfa-14645	29	19	index	index	NOUN
ajfa-14645	29	20	and	and	CCONJ
ajfa-14645	29	21	major	major	ADJ
ajfa-14645	29	22	market	market	NOUN
ajfa-14645	29	23	index	index	NOUN
ajfa-14645	29	24	(	(	PUNCT
ajfa-14645	29	25	mmi	mmi	PROPN
ajfa-14645	29	26	)	)	PUNCT
ajfa-14645	29	27	to	to	PART
ajfa-14645	29	28	inquire	inquire	VERB
ajfa-14645	29	29	about	about	ADP
ajfa-14645	29	30	their	their	PRON
ajfa-14645	29	31	connection	connection	NOUN
ajfa-14645	29	32	with	with	ADP
ajfa-14645	29	33	stock	stock	NOUN
ajfa-14645	29	34	index	index	NOUN
ajfa-14645	29	35	returns	return	NOUN
ajfa-14645	29	36	.	.	PUNCT
ajfa-14645	30	1	they	they	PRON
ajfa-14645	30	2	envisaged	envisage	VERB
ajfa-14645	30	3	that	that	SCONJ
ajfa-14645	30	4	mmi	mmi	PROPN
ajfa-14645	30	5	index	index	NOUN
ajfa-14645	30	6	futures	future	NOUN
ajfa-14645	30	7	returns	return	NOUN
ajfa-14645	30	8	and	and	CCONJ
ajfa-14645	30	9	s&p	s&p	PROPN
ajfa-14645	30	10	500	500	NUM
ajfa-14645	30	11	index	index	NOUN
ajfa-14645	30	12	futures	future	NOUN
ajfa-14645	30	13	returns	return	NOUN
ajfa-14645	30	14	had	have	VERB
ajfa-14645	30	15	a	a	DET
ajfa-14645	30	16	lead	lead	NOUN
ajfa-14645	30	17	over	over	ADP
ajfa-14645	30	18	stock	stock	NOUN
ajfa-14645	30	19	index	index	NOUN
ajfa-14645	30	20	returns	return	NOUN
ajfa-14645	30	21	by	by	ADP
ajfa-14645	30	22	more	more	ADJ
ajfa-14645	30	23	than	than	ADP
ajfa-14645	30	24	5	5	NUM
ajfa-14645	30	25	minutes	minute	NOUN
ajfa-14645	30	26	.	.	PUNCT
ajfa-14645	31	1	however	however	ADV
ajfa-14645	31	2	,	,	PUNCT
ajfa-14645	31	3	they	they	PRON
ajfa-14645	31	4	also	also	ADV
ajfa-14645	31	5	found	find	VERB
ajfa-14645	31	6	that	that	SCONJ
ajfa-14645	31	7	futures	future	NOUN
ajfa-14645	31	8	returns	return	NOUN
ajfa-14645	31	9	were	be	AUX
ajfa-14645	31	10	led	lead	VERB
ajfa-14645	31	11	by	by	ADP
ajfa-14645	31	12	spot	spot	NOUN
ajfa-14645	31	13	returns	return	NOUN
ajfa-14645	31	14	during	during	ADP
ajfa-14645	31	15	the	the	DET
ajfa-14645	31	16	early	early	ADJ
ajfa-14645	31	17	periods	period	NOUN
ajfa-14645	31	18	of	of	ADP
ajfa-14645	31	19	futures	future	NOUN
ajfa-14645	31	20	trading	trading	NOUN
ajfa-14645	31	21	.	.	PUNCT
ajfa-14645	32	1	nonetheless	nonetheless	ADV
ajfa-14645	32	2	,	,	PUNCT
ajfa-14645	32	3	they	they	PRON
ajfa-14645	32	4	neglected	neglect	VERB
ajfa-14645	32	5	to	to	PART
ajfa-14645	32	6	manage	manage	VERB
ajfa-14645	32	7	the	the	DET
ajfa-14645	32	8	issue	issue	NOUN
ajfa-14645	32	9	of	of	ADP
ajfa-14645	32	10	short	short	ADJ
ajfa-14645	32	11	and	and	CCONJ
ajfa-14645	32	12	long	long	ADJ
ajfa-14645	32	13	run	run	VERB
ajfa-14645	32	14	equipoise	equipoise	NOUN
ajfa-14645	32	15	relationships	relationship	NOUN
ajfa-14645	32	16	in	in	ADP
ajfa-14645	32	17	view	view	NOUN
ajfa-14645	32	18	of	of	ADP
ajfa-14645	32	19	arbitrage	arbitrage	NOUN
ajfa-14645	32	20	exercises	exercise	NOUN
ajfa-14645	32	21	.	.	PUNCT
ajfa-14645	33	1	in	in	ADP
ajfa-14645	33	2	another	another	DET
ajfa-14645	33	3	study	study	NOUN
ajfa-14645	33	4	ghosh	ghosh	NOUN
ajfa-14645	33	5	(	(	PUNCT
ajfa-14645	33	6	1993	1993	NUM
ajfa-14645	33	7	)	)	PUNCT
ajfa-14645	33	8	,	,	PUNCT
ajfa-14645	33	9	observed	observe	VERB
ajfa-14645	33	10	that	that	SCONJ
ajfa-14645	33	11	the	the	DET
ajfa-14645	33	12	s&p	s&p	PROPN
ajfa-14645	33	13	500	500	NUM
ajfa-14645	33	14	index	index	NOUN
ajfa-14645	33	15	prices	price	NOUN
ajfa-14645	33	16	were	be	AUX
ajfa-14645	33	17	led	lead	VERB
ajfa-14645	33	18	by	by	ADP
ajfa-14645	33	19	futures	future	NOUN
ajfa-14645	33	20	prices	price	NOUN
ajfa-14645	33	21	and	and	CCONJ
ajfa-14645	33	22	the	the	DET
ajfa-14645	33	23	commodity	commodity	NOUN
ajfa-14645	33	24	research	research	PROPN
ajfa-14645	33	25	bureau	bureau	PROPN
ajfa-14645	33	26	(	(	PUNCT
ajfa-14645	33	27	crb	crb	PROPN
ajfa-14645	33	28	)	)	PUNCT
ajfa-14645	33	29	futures	future	NOUN
ajfa-14645	33	30	index	index	NOUN
ajfa-14645	33	31	prices	price	NOUN
ajfa-14645	33	32	were	be	AUX
ajfa-14645	33	33	led	lead	VERB
ajfa-14645	33	34	by	by	ADP
ajfa-14645	33	35	spot	spot	NOUN
ajfa-14645	33	36	prices	price	NOUN
ajfa-14645	33	37	.	.	PUNCT
ajfa-14645	34	1	tse	tse	PROPN
ajfa-14645	34	2	(	(	PUNCT
ajfa-14645	34	3	1995	1995	NUM
ajfa-14645	34	4	)	)	PUNCT
ajfa-14645	34	5	estimated	estimate	VERB
ajfa-14645	34	6	the	the	DET
ajfa-14645	34	7	leading	lead	VERB
ajfa-14645	34	8	and	and	CCONJ
ajfa-14645	34	9	lagging	lag	VERB
ajfa-14645	34	10	relationship	relationship	NOUN
ajfa-14645	34	11	between	between	ADP
ajfa-14645	34	12	futures	future	NOUN
ajfa-14645	34	13	and	and	CCONJ
ajfa-14645	34	14	spot	spot	NOUN
ajfa-14645	34	15	index	index	NOUN
ajfa-14645	34	16	prices	price	NOUN
ajfa-14645	34	17	of	of	ADP
ajfa-14645	34	18	the	the	DET
ajfa-14645	34	19	nikkei	nikkei	PROPN
ajfa-14645	34	20	stock	stock	PROPN
ajfa-14645	34	21	average	average	NOUN
ajfa-14645	34	22	(	(	PUNCT
ajfa-14645	34	23	nsa	nsa	PROPN
ajfa-14645	34	24	)	)	PUNCT
ajfa-14645	34	25	.	.	PUNCT
ajfa-14645	35	1	in	in	ADP
ajfa-14645	35	2	his	his	PRON
ajfa-14645	35	3	study	study	NOUN
ajfa-14645	35	4	,	,	PUNCT
ajfa-14645	35	5	he	he	PRON
ajfa-14645	35	6	used	use	VERB
ajfa-14645	35	7	ecm	ecm	NOUN
ajfa-14645	35	8	on	on	ADP
ajfa-14645	35	9	daily	daily	ADJ
ajfa-14645	35	10	observations	observation	NOUN
ajfa-14645	35	11	and	and	CCONJ
ajfa-14645	35	12	found	find	VERB
ajfa-14645	35	13	a	a	DET
ajfa-14645	35	14	long	long	ADV
ajfa-14645	35	15	-	-	PUNCT
ajfa-14645	35	16	run	run	NOUN
ajfa-14645	35	17	relationship	relationship	NOUN
ajfa-14645	35	18	between	between	ADP
ajfa-14645	35	19	the	the	DET
ajfa-14645	35	20	two	two	NUM
ajfa-14645	35	21	series	series	NOUN
ajfa-14645	35	22	.	.	PUNCT
ajfa-14645	36	1	shyy	shyy	NOUN
ajfa-14645	36	2	et	et	PROPN
ajfa-14645	36	3	al	al	PROPN
ajfa-14645	36	4	.	.	PROPN
ajfa-14645	36	5	(	(	PUNCT
ajfa-14645	36	6	1996	1996	NUM
ajfa-14645	36	7	)	)	PUNCT
ajfa-14645	36	8	explored	explore	VERB
ajfa-14645	36	9	the	the	DET
ajfa-14645	36	10	lead	lead	NOUN
ajfa-14645	36	11	–	–	PUNCT
ajfa-14645	36	12	lag	lag	NOUN
ajfa-14645	36	13	association	association	NOUN
ajfa-14645	36	14	between	between	ADP
ajfa-14645	36	15	the	the	DET
ajfa-14645	36	16	cash	cash	NOUN
ajfa-14645	36	17	index	index	NOUN
ajfa-14645	36	18	and	and	CCONJ
ajfa-14645	36	19	continuous	continuous	ADJ
ajfa-14645	36	20	assisted	assist	VERB
ajfa-14645	36	21	quotation	quotation	NOUN
ajfa-14645	36	22	(	(	PUNCT
ajfa-14645	36	23	cac	cac	PROPN
ajfa-14645	36	24	)	)	PUNCT
ajfa-14645	36	25	index	index	NOUN
ajfa-14645	36	26	futures	future	NOUN
ajfa-14645	36	27	.	.	PUNCT
ajfa-14645	37	1	applying	apply	VERB
ajfa-14645	37	2	the	the	DET
ajfa-14645	37	3	ecm	ecm	NOUN
ajfa-14645	37	4	on	on	ADP
ajfa-14645	37	5	one	one	NUM
ajfa-14645	37	6	-	-	PUNCT
ajfa-14645	37	7	minute	minute	NOUN
ajfa-14645	37	8	trading	trading	NOUN
ajfa-14645	37	9	price	price	NOUN
ajfa-14645	37	10	they	they	PRON
ajfa-14645	37	11	found	find	VERB
ajfa-14645	37	12	that	that	SCONJ
ajfa-14645	37	13	the	the	DET
ajfa-14645	37	14	cash	cash	NOUN
ajfa-14645	37	15	index	index	NOUN
ajfa-14645	37	16	was	be	AUX
ajfa-14645	37	17	led	lead	VERB
ajfa-14645	37	18	by	by	ADP
ajfa-14645	37	19	the	the	DET
ajfa-14645	37	20	asian	asian	ADJ
ajfa-14645	37	21	journal	journal	NOUN
ajfa-14645	37	22	of	of	ADP
ajfa-14645	37	23	finance	finance	PROPN
ajfa-14645	37	24	&	&	CCONJ
ajfa-14645	37	25	accounting	accounting	PROPN
ajfa-14645	37	26	issn	issn	PROPN
ajfa-14645	37	27	1946	1946	NUM
ajfa-14645	37	28	-	-	PUNCT
ajfa-14645	37	29	052x	052x	PROPN
ajfa-14645	37	30	2019	2019	NUM
ajfa-14645	37	31	,	,	PUNCT
ajfa-14645	37	32	vol	vol	NOUN
ajfa-14645	37	33	.	.	PROPN
ajfa-14645	38	1	11	11	NUM
ajfa-14645	38	2	,	,	PUNCT
ajfa-14645	38	3	no	no	INTJ
ajfa-14645	38	4	.	.	NOUN
ajfa-14645	38	5	1	1	NUM
ajfa-14645	38	6	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	38	7	205	205	NUM
ajfa-14645	38	8	cac	cac	PROPN
ajfa-14645	38	9	futures	future	NOUN
ajfa-14645	38	10	.	.	PUNCT
ajfa-14645	39	1	however	however	ADV
ajfa-14645	39	2	,	,	PUNCT
ajfa-14645	39	3	it	it	PRON
ajfa-14645	39	4	was	be	AUX
ajfa-14645	39	5	also	also	ADV
ajfa-14645	39	6	found	find	VERB
ajfa-14645	39	7	that	that	SCONJ
ajfa-14645	39	8	when	when	SCONJ
ajfa-14645	39	9	the	the	DET
ajfa-14645	39	10	mid	mid	ADJ
ajfa-14645	39	11	-	-	ADJ
ajfa-14645	39	12	quote	quote	ADJ
ajfa-14645	39	13	points	point	NOUN
ajfa-14645	39	14	of	of	ADP
ajfa-14645	39	15	bid	bid	NOUN
ajfa-14645	39	16	–	–	PUNCT
ajfa-14645	39	17	ask	ask	NOUN
ajfa-14645	39	18	prices	price	NOUN
ajfa-14645	39	19	were	be	AUX
ajfa-14645	39	20	used	use	VERB
ajfa-14645	39	21	the	the	DET
ajfa-14645	39	22	cac	cac	PROPN
ajfa-14645	39	23	cash	cash	NOUN
ajfa-14645	39	24	index	index	NOUN
ajfa-14645	39	25	led	lead	VERB
ajfa-14645	39	26	the	the	DET
ajfa-14645	39	27	futures	future	NOUN
ajfa-14645	39	28	.	.	PUNCT
ajfa-14645	40	1	gee	gee	INTJ
ajfa-14645	40	2	and	and	CCONJ
ajfa-14645	40	3	karim	karim	PROPN
ajfa-14645	40	4	(	(	PUNCT
ajfa-14645	40	5	2005	2005	NUM
ajfa-14645	40	6	)	)	PUNCT
ajfa-14645	40	7	analyzed	analyze	VERB
ajfa-14645	40	8	the	the	DET
ajfa-14645	40	9	same	same	ADJ
ajfa-14645	40	10	lead	lead	NOUN
ajfa-14645	40	11	–	–	PUNCT
ajfa-14645	40	12	lag	lag	NOUN
ajfa-14645	40	13	relationship	relationship	NOUN
ajfa-14645	40	14	in	in	ADP
ajfa-14645	40	15	a	a	DET
ajfa-14645	40	16	study	study	NOUN
ajfa-14645	40	17	on	on	ADP
ajfa-14645	40	18	the	the	DET
ajfa-14645	40	19	malaysian	malaysian	ADJ
ajfa-14645	40	20	markets	market	NOUN
ajfa-14645	40	21	using	use	VERB
ajfa-14645	40	22	daily	daily	ADJ
ajfa-14645	40	23	data	datum	NOUN
ajfa-14645	40	24	of	of	ADP
ajfa-14645	40	25	futures	future	NOUN
ajfa-14645	40	26	contracts	contract	NOUN
ajfa-14645	40	27	over	over	ADP
ajfa-14645	40	28	spot	spot	NOUN
ajfa-14645	40	29	and	and	CCONJ
ajfa-14645	40	30	index	index	NOUN
ajfa-14645	40	31	.	.	PUNCT
ajfa-14645	41	1	the	the	DET
ajfa-14645	41	2	process	process	NOUN
ajfa-14645	41	3	of	of	ADP
ajfa-14645	41	4	price	price	NOUN
ajfa-14645	41	5	discovery	discovery	NOUN
ajfa-14645	41	6	in	in	ADP
ajfa-14645	41	7	the	the	DET
ajfa-14645	41	8	hang	hang	PROPN
ajfa-14645	41	9	seng	seng	PROPN
ajfa-14645	41	10	index	index	NOUN
ajfa-14645	41	11	market	market	NOUN
ajfa-14645	41	12	was	be	AUX
ajfa-14645	41	13	investigated	investigate	VERB
ajfa-14645	41	14	by	by	ADP
ajfa-14645	41	15	so	so	ADV
ajfa-14645	41	16	and	and	CCONJ
ajfa-14645	41	17	tse	tse	PROPN
ajfa-14645	41	18	(	(	PUNCT
ajfa-14645	41	19	2004	2004	NUM
ajfa-14645	41	20	)	)	PUNCT
ajfa-14645	41	21	using	use	VERB
ajfa-14645	41	22	the	the	DET
ajfa-14645	41	23	common	common	ADJ
ajfa-14645	41	24	-	-	PUNCT
ajfa-14645	41	25	factor	factor	NOUN
ajfa-14645	41	26	models	model	NOUN
ajfa-14645	41	27	of	of	ADP
ajfa-14645	41	28	hasbrouck	hasbrouck	NOUN
ajfa-14645	41	29	(	(	PUNCT
ajfa-14645	41	30	1995	1995	NUM
ajfa-14645	41	31	)	)	PUNCT
ajfa-14645	41	32	and	and	CCONJ
ajfa-14645	41	33	gonzalo	gonzalo	PROPN
ajfa-14645	41	34	and	and	CCONJ
ajfa-14645	41	35	granger	granger	PROPN
ajfa-14645	41	36	(	(	PUNCT
ajfa-14645	41	37	1995	1995	NUM
ajfa-14645	41	38	)	)	PUNCT
ajfa-14645	41	39	and	and	CCONJ
ajfa-14645	41	40	the	the	DET
ajfa-14645	41	41	m	m	ADJ
ajfa-14645	41	42	-	-	PUNCT
ajfa-14645	41	43	garch	garch	NOUN
ajfa-14645	41	44	model	model	NOUN
ajfa-14645	41	45	.	.	PUNCT
ajfa-14645	42	1	using	use	VERB
ajfa-14645	42	2	the	the	DET
ajfa-14645	42	3	1	1	NUM
ajfa-14645	42	4	-	-	PUNCT
ajfa-14645	42	5	minute	minute	NOUN
ajfa-14645	42	6	interval	interval	NOUN
ajfa-14645	42	7	data	datum	NOUN
ajfa-14645	42	8	from	from	ADP
ajfa-14645	42	9	the	the	DET
ajfa-14645	42	10	hang	hang	PROPN
ajfa-14645	42	11	seng	seng	PROPN
ajfa-14645	42	12	index	index	NOUN
ajfa-14645	42	13	futures	future	NOUN
ajfa-14645	42	14	,	,	PUNCT
ajfa-14645	42	15	hang	hang	PROPN
ajfa-14645	42	16	seng	seng	PROPN
ajfa-14645	42	17	index	index	NOUN
ajfa-14645	42	18	and	and	CCONJ
ajfa-14645	42	19	the	the	DET
ajfa-14645	42	20	tracker	tracker	NOUN
ajfa-14645	42	21	fund	fund	PROPN
ajfa-14645	42	22	(	(	PUNCT
ajfa-14645	42	23	etf	etf	NOUN
ajfa-14645	42	24	)	)	PUNCT
ajfa-14645	42	25	it	it	PRON
ajfa-14645	42	26	was	be	AUX
ajfa-14645	42	27	observed	observe	VERB
ajfa-14645	42	28	that	that	SCONJ
ajfa-14645	42	29	the	the	DET
ajfa-14645	42	30	movements	movement	NOUN
ajfa-14645	42	31	of	of	ADP
ajfa-14645	42	32	these	these	DET
ajfa-14645	42	33	markets	market	NOUN
ajfa-14645	42	34	were	be	AUX
ajfa-14645	42	35	interconnected	interconnect	VERB
ajfa-14645	42	36	.	.	PUNCT
ajfa-14645	43	1	fleming	fleme	VERB
ajfa-14645	43	2	et	et	PROPN
ajfa-14645	43	3	al	al	PROPN
ajfa-14645	43	4	.	.	PROPN
ajfa-14645	44	1	(	(	PUNCT
ajfa-14645	44	2	1996	1996	NUM
ajfa-14645	44	3	)	)	PUNCT
ajfa-14645	44	4	investigated	investigate	VERB
ajfa-14645	44	5	the	the	DET
ajfa-14645	44	6	us	us	PROPN
ajfa-14645	44	7	markets	market	NOUN
ajfa-14645	44	8	for	for	ADP
ajfa-14645	44	9	the	the	DET
ajfa-14645	44	10	price	price	NOUN
ajfa-14645	44	11	discovery	discovery	NOUN
ajfa-14645	44	12	process	process	NOUN
ajfa-14645	44	13	in	in	ADP
ajfa-14645	44	14	the	the	DET
ajfa-14645	44	15	spot	spot	NOUN
ajfa-14645	44	16	and	and	CCONJ
ajfa-14645	44	17	fao	fao	NOUN
ajfa-14645	44	18	markets	market	NOUN
ajfa-14645	44	19	in	in	ADP
ajfa-14645	44	20	the	the	DET
ajfa-14645	44	21	presence	presence	NOUN
ajfa-14645	44	22	of	of	ADP
ajfa-14645	44	23	trading	trading	NOUN
ajfa-14645	44	24	costs	cost	NOUN
ajfa-14645	44	25	.	.	PUNCT
ajfa-14645	45	1	they	they	PRON
ajfa-14645	45	2	envisaged	envisage	VERB
ajfa-14645	45	3	that	that	SCONJ
ajfa-14645	45	4	the	the	DET
ajfa-14645	45	5	lead	lead	NOUN
ajfa-14645	45	6	lag	lag	NOUN
ajfa-14645	45	7	association	association	NOUN
ajfa-14645	45	8	between	between	ADP
ajfa-14645	45	9	these	these	DET
ajfa-14645	45	10	markets	market	NOUN
ajfa-14645	45	11	was	be	AUX
ajfa-14645	45	12	significantly	significantly	ADV
ajfa-14645	45	13	influenced	influence	VERB
ajfa-14645	45	14	by	by	ADP
ajfa-14645	45	15	the	the	DET
ajfa-14645	45	16	structure	structure	NOUN
ajfa-14645	45	17	of	of	ADP
ajfa-14645	45	18	trading	trading	NOUN
ajfa-14645	45	19	costs	cost	NOUN
ajfa-14645	45	20	.	.	PUNCT
ajfa-14645	46	1	jong	jong	PROPN
ajfa-14645	46	2	&	&	CCONJ
ajfa-14645	46	3	donders	donders	PROPN
ajfa-14645	46	4	(	(	PUNCT
ajfa-14645	46	5	1998	1998	NUM
ajfa-14645	46	6	)	)	PUNCT
ajfa-14645	46	7	tested	test	VERB
ajfa-14645	46	8	the	the	DET
ajfa-14645	46	9	lead	lead	PROPN
ajfa-14645	46	10	lag	lag	NOUN
ajfa-14645	46	11	association	association	NOUN
ajfa-14645	46	12	between	between	ADP
ajfa-14645	46	13	the	the	DET
ajfa-14645	46	14	spot	spot	NOUN
ajfa-14645	46	15	,	,	PUNCT
ajfa-14645	46	16	options	option	NOUN
ajfa-14645	46	17	and	and	CCONJ
ajfa-14645	46	18	futures	future	NOUN
ajfa-14645	46	19	contracts	contract	NOUN
ajfa-14645	46	20	at	at	ADP
ajfa-14645	46	21	the	the	DET
ajfa-14645	46	22	amsterdam	amsterdam	PROPN
ajfa-14645	46	23	exchange	exchange	PROPN
ajfa-14645	46	24	index	index	NOUN
ajfa-14645	46	25	and	and	CCONJ
ajfa-14645	46	26	envisaged	envisage	VERB
ajfa-14645	46	27	that	that	SCONJ
ajfa-14645	46	28	the	the	DET
ajfa-14645	46	29	options	option	NOUN
ajfa-14645	46	30	market	market	NOUN
ajfa-14645	46	31	yields	yield	NOUN
ajfa-14645	46	32	were	be	AUX
ajfa-14645	46	33	led	lead	VERB
ajfa-14645	46	34	by	by	ADP
ajfa-14645	46	35	the	the	DET
ajfa-14645	46	36	futures	future	NOUN
ajfa-14645	46	37	markets	market	NOUN
ajfa-14645	46	38	yields	yield	NOUN
ajfa-14645	46	39	by	by	ADP
ajfa-14645	46	40	10	10	NUM
ajfa-14645	46	41	minutes	minute	NOUN
ajfa-14645	46	42	.	.	PUNCT
ajfa-14645	47	1	gwilym	gwilym	PROPN
ajfa-14645	47	2	&	&	CCONJ
ajfa-14645	47	3	buckle	buckle	PROPN
ajfa-14645	47	4	(	(	PUNCT
ajfa-14645	47	5	2001	2001	NUM
ajfa-14645	47	6	)	)	PUNCT
ajfa-14645	47	7	tested	test	VERB
ajfa-14645	47	8	the	the	DET
ajfa-14645	47	9	lead	lead	ADJ
ajfa-14645	47	10	-	-	PUNCT
ajfa-14645	47	11	lag	lag	NOUN
ajfa-14645	47	12	linkage	linkage	NOUN
ajfa-14645	47	13	among	among	ADP
ajfa-14645	47	14	the	the	DET
ajfa-14645	47	15	spot	spot	NOUN
ajfa-14645	47	16	index	index	NOUN
ajfa-14645	47	17	of	of	ADP
ajfa-14645	47	18	financial	financial	ADJ
ajfa-14645	47	19	times	times	PROPN
ajfa-14645	47	20	stock	stock	PROPN
ajfa-14645	47	21	exchange	exchange	PROPN
ajfa-14645	47	22	100	100	NUM
ajfa-14645	47	23	and	and	CCONJ
ajfa-14645	47	24	its	its	PRON
ajfa-14645	47	25	related	related	ADJ
ajfa-14645	47	26	fao	fao	NOUN
ajfa-14645	47	27	contracts	contract	NOUN
ajfa-14645	47	28	,	,	PUNCT
ajfa-14645	47	29	and	and	CCONJ
ajfa-14645	47	30	found	find	VERB
ajfa-14645	47	31	that	that	SCONJ
ajfa-14645	47	32	both	both	CCONJ
ajfa-14645	47	33	the	the	DET
ajfa-14645	47	34	futures	future	NOUN
ajfa-14645	47	35	and	and	CCONJ
ajfa-14645	47	36	put	put	VERB
ajfa-14645	47	37	options	option	NOUN
ajfa-14645	47	38	markets	market	NOUN
ajfa-14645	47	39	were	be	AUX
ajfa-14645	47	40	led	lead	VERB
ajfa-14645	47	41	by	by	ADP
ajfa-14645	47	42	the	the	DET
ajfa-14645	47	43	call	call	NOUN
ajfa-14645	47	44	options	option	NOUN
ajfa-14645	47	45	markets	market	NOUN
ajfa-14645	47	46	.	.	PUNCT
ajfa-14645	48	1	kang	kang	PROPN
ajfa-14645	48	2	,	,	PUNCT
ajfa-14645	48	3	lee	lee	PROPN
ajfa-14645	48	4	,	,	PUNCT
ajfa-14645	48	5	&	&	CCONJ
ajfa-14645	48	6	lee	lee	PROPN
ajfa-14645	48	7	(	(	PUNCT
ajfa-14645	48	8	2006	2006	NUM
ajfa-14645	48	9	)	)	PUNCT
ajfa-14645	48	10	used	use	VERB
ajfa-14645	48	11	the	the	DET
ajfa-14645	48	12	returns	return	NOUN
ajfa-14645	48	13	of	of	ADP
ajfa-14645	48	14	the	the	DET
ajfa-14645	48	15	korea	korea	PROPN
ajfa-14645	48	16	composite	composite	ADJ
ajfa-14645	48	17	stock	stock	NOUN
ajfa-14645	48	18	price	price	NOUN
ajfa-14645	48	19	index	index	NOUN
ajfa-14645	48	20	spot	spot	NOUN
ajfa-14645	48	21	,	,	PUNCT
ajfa-14645	48	22	futures	future	NOUN
ajfa-14645	48	23	&	&	CCONJ
ajfa-14645	48	24	options	option	NOUN
ajfa-14645	48	25	market	market	NOUN
ajfa-14645	48	26	to	to	PART
ajfa-14645	48	27	test	test	VERB
ajfa-14645	48	28	the	the	DET
ajfa-14645	48	29	temporal	temporal	ADJ
ajfa-14645	48	30	associations	association	NOUN
ajfa-14645	48	31	and	and	CCONJ
ajfa-14645	48	32	found	find	VERB
ajfa-14645	48	33	the	the	DET
ajfa-14645	48	34	options	option	NOUN
ajfa-14645	48	35	market	market	NOUN
ajfa-14645	48	36	to	to	PART
ajfa-14645	48	37	be	be	AUX
ajfa-14645	48	38	steering	steer	VERB
ajfa-14645	48	39	and	and	CCONJ
ajfa-14645	48	40	trailing	trail	VERB
ajfa-14645	48	41	the	the	DET
ajfa-14645	48	42	futures	future	NOUN
ajfa-14645	48	43	market	market	NOUN
ajfa-14645	48	44	by	by	ADP
ajfa-14645	48	45	5	5	NUM
ajfa-14645	48	46	minutes	minute	NOUN
ajfa-14645	48	47	only	only	ADV
ajfa-14645	48	48	.	.	PUNCT
ajfa-14645	49	1	nam	nam	NOUN
ajfa-14645	49	2	,	,	PUNCT
ajfa-14645	49	3	oh	oh	INTJ
ajfa-14645	49	4	,	,	PUNCT
ajfa-14645	49	5	kim	kim	PROPN
ajfa-14645	49	6	,	,	PUNCT
ajfa-14645	49	7	&	&	CCONJ
ajfa-14645	49	8	kim	kim	PROPN
ajfa-14645	49	9	(	(	PUNCT
ajfa-14645	49	10	2006	2006	NUM
ajfa-14645	49	11	)	)	PUNCT
ajfa-14645	49	12	studied	study	VERB
ajfa-14645	49	13	financial	financial	ADJ
ajfa-14645	49	14	markets	market	NOUN
ajfa-14645	49	15	in	in	ADP
ajfa-14645	49	16	korea	korea	PROPN
ajfa-14645	49	17	to	to	PART
ajfa-14645	49	18	investigate	investigate	VERB
ajfa-14645	49	19	the	the	DET
ajfa-14645	49	20	relationship	relationship	NOUN
ajfa-14645	49	21	among	among	ADP
ajfa-14645	49	22	the	the	DET
ajfa-14645	49	23	korea	korea	PROPN
ajfa-14645	49	24	composite	composite	ADJ
ajfa-14645	49	25	stock	stock	NOUN
ajfa-14645	49	26	price	price	NOUN
ajfa-14645	49	27	index	index	NOUN
ajfa-14645	49	28	spot	spot	NOUN
ajfa-14645	49	29	,	,	PUNCT
ajfa-14645	49	30	the	the	DET
ajfa-14645	49	31	index	index	NOUN
ajfa-14645	49	32	futures	future	NOUN
ajfa-14645	49	33	and	and	CCONJ
ajfa-14645	49	34	options	option	NOUN
ajfa-14645	49	35	markets	market	NOUN
ajfa-14645	49	36	.	.	PUNCT
ajfa-14645	50	1	the	the	DET
ajfa-14645	50	2	cross	cross	ADJ
ajfa-14645	50	3	-	-	ADJ
ajfa-14645	50	4	sectional	sectional	ADJ
ajfa-14645	50	5	analysis	analysis	NOUN
ajfa-14645	50	6	as	as	ADV
ajfa-14645	50	7	well	well	ADV
ajfa-14645	50	8	as	as	ADP
ajfa-14645	50	9	the	the	DET
ajfa-14645	50	10	time	time	NOUN
ajfa-14645	50	11	series	series	PROPN
ajfa-14645	50	12	analysis	analysis	NOUN
ajfa-14645	50	13	indicated	indicate	VERB
ajfa-14645	50	14	a	a	DET
ajfa-14645	50	15	symmetric	symmetric	ADJ
ajfa-14645	50	16	lead	lead	NOUN
ajfa-14645	50	17	–	–	PUNCT
ajfa-14645	50	18	lag	lag	NOUN
ajfa-14645	50	19	association	association	NOUN
ajfa-14645	50	20	between	between	ADP
ajfa-14645	50	21	the	the	DET
ajfa-14645	50	22	options	option	NOUN
ajfa-14645	50	23	and	and	CCONJ
ajfa-14645	50	24	the	the	DET
ajfa-14645	50	25	futures	future	NOUN
ajfa-14645	50	26	markets	market	NOUN
ajfa-14645	50	27	with	with	ADP
ajfa-14645	50	28	an	an	DET
ajfa-14645	50	29	exclusion	exclusion	NOUN
ajfa-14645	50	30	for	for	ADP
ajfa-14645	50	31	out	out	ADP
ajfa-14645	50	32	of	of	ADP
ajfa-14645	50	33	the	the	DET
ajfa-14645	50	34	money	money	NOUN
ajfa-14645	50	35	option	option	NOUN
ajfa-14645	50	36	contracts	contract	NOUN
ajfa-14645	50	37	.	.	PUNCT
ajfa-14645	51	1	debasish	debasish	PROPN
ajfa-14645	51	2	&	&	CCONJ
ajfa-14645	51	3	mishra	mishra	PROPN
ajfa-14645	51	4	,	,	PUNCT
ajfa-14645	51	5	(	(	PUNCT
ajfa-14645	51	6	2008	2008	NUM
ajfa-14645	51	7	)	)	PUNCT
ajfa-14645	51	8	tested	test	VERB
ajfa-14645	51	9	the	the	DET
ajfa-14645	51	10	lead	lead	ADJ
ajfa-14645	51	11	-	-	PUNCT
ajfa-14645	51	12	lag	lag	NOUN
ajfa-14645	51	13	linkage	linkage	NOUN
ajfa-14645	51	14	between	between	ADP
ajfa-14645	51	15	the	the	DET
ajfa-14645	51	16	nse	nse	NOUN
ajfa-14645	51	17	nifty	nifty	ADJ
ajfa-14645	51	18	index	index	NOUN
ajfa-14645	51	19	and	and	CCONJ
ajfa-14645	51	20	its	its	PRON
ajfa-14645	51	21	associated	associated	ADJ
ajfa-14645	51	22	fao	fao	NOUN
ajfa-14645	51	23	contracts	contract	NOUN
ajfa-14645	51	24	.	.	PUNCT
ajfa-14645	52	1	they	they	PRON
ajfa-14645	52	2	found	find	VERB
ajfa-14645	52	3	a	a	DET
ajfa-14645	52	4	robust	robust	ADJ
ajfa-14645	52	5	linkage	linkage	NOUN
ajfa-14645	52	6	between	between	ADP
ajfa-14645	52	7	options	option	NOUN
ajfa-14645	52	8	and	and	CCONJ
ajfa-14645	52	9	futures	future	NOUN
ajfa-14645	52	10	market	market	NOUN
ajfa-14645	52	11	where	where	SCONJ
ajfa-14645	52	12	futures	future	NOUN
ajfa-14645	52	13	markets	market	NOUN
ajfa-14645	52	14	were	be	AUX
ajfa-14645	52	15	led	lead	VERB
ajfa-14645	52	16	by	by	ADP
ajfa-14645	52	17	the	the	DET
ajfa-14645	52	18	call	call	NOUN
ajfa-14645	52	19	options	option	NOUN
ajfa-14645	52	20	markets	market	NOUN
ajfa-14645	52	21	and	and	CCONJ
ajfa-14645	52	22	put	put	VERB
ajfa-14645	52	23	options	option	NOUN
ajfa-14645	52	24	markets	market	NOUN
ajfa-14645	52	25	were	be	AUX
ajfa-14645	52	26	led	lead	VERB
ajfa-14645	52	27	by	by	ADP
ajfa-14645	52	28	futures	future	NOUN
ajfa-14645	52	29	markets	market	NOUN
ajfa-14645	52	30	.	.	PUNCT
ajfa-14645	53	1	maniar	maniar	NOUN
ajfa-14645	53	2	(	(	PUNCT
ajfa-14645	53	3	2011	2011	NUM
ajfa-14645	53	4	)	)	PUNCT
ajfa-14645	53	5	studied	study	VERB
ajfa-14645	53	6	the	the	DET
ajfa-14645	53	7	outcome	outcome	NOUN
ajfa-14645	53	8	of	of	ADP
ajfa-14645	53	9	the	the	DET
ajfa-14645	53	10	existence	existence	NOUN
ajfa-14645	53	11	of	of	ADP
ajfa-14645	53	12	arbitrageurs	arbitrageur	NOUN
ajfa-14645	53	13	on	on	ADP
ajfa-14645	53	14	the	the	DET
ajfa-14645	53	15	contemporaneous	contemporaneous	ADJ
ajfa-14645	53	16	relationship	relationship	NOUN
ajfa-14645	53	17	between	between	ADP
ajfa-14645	53	18	the	the	DET
ajfa-14645	53	19	spot	spot	NOUN
ajfa-14645	53	20	index	index	NOUN
ajfa-14645	53	21	,	,	PUNCT
ajfa-14645	53	22	options	option	NOUN
ajfa-14645	53	23	&	&	CCONJ
ajfa-14645	53	24	futures	future	NOUN
ajfa-14645	53	25	market	market	NOUN
ajfa-14645	53	26	and	and	CCONJ
ajfa-14645	53	27	established	establish	VERB
ajfa-14645	53	28	that	that	SCONJ
ajfa-14645	53	29	futures	future	NOUN
ajfa-14645	53	30	markets	market	NOUN
ajfa-14645	53	31	led	lead	VERB
ajfa-14645	53	32	the	the	DET
ajfa-14645	53	33	options	option	NOUN
ajfa-14645	53	34	markets	market	NOUN
ajfa-14645	53	35	by	by	ADP
ajfa-14645	53	36	ten	ten	NUM
ajfa-14645	53	37	minutes	minute	NOUN
ajfa-14645	53	38	.	.	PUNCT
ajfa-14645	54	1	ryu	ryu	VERB
ajfa-14645	54	2	(	(	PUNCT
ajfa-14645	54	3	2015	2015	NUM
ajfa-14645	54	4	)	)	PUNCT
ajfa-14645	54	5	analyzed	analyze	VERB
ajfa-14645	54	6	the	the	DET
ajfa-14645	54	7	informational	informational	ADJ
ajfa-14645	54	8	content	content	NOUN
ajfa-14645	54	9	of	of	ADP
ajfa-14645	54	10	futures	future	NOUN
ajfa-14645	54	11	and	and	CCONJ
ajfa-14645	54	12	options	option	NOUN
ajfa-14645	54	13	transaction	transaction	NOUN
ajfa-14645	54	14	in	in	ADP
ajfa-14645	54	15	kospi	kospi	NOUN
ajfa-14645	54	16	200	200	NUM
ajfa-14645	54	17	index	index	NOUN
ajfa-14645	54	18	.	.	PUNCT
ajfa-14645	55	1	they	they	PRON
ajfa-14645	55	2	applied	apply	VERB
ajfa-14645	55	3	simple	simple	ADJ
ajfa-14645	55	4	regression	regression	NOUN
ajfa-14645	55	5	and	and	CCONJ
ajfa-14645	55	6	studied	study	VERB
ajfa-14645	55	7	the	the	DET
ajfa-14645	55	8	price	price	NOUN
ajfa-14645	55	9	influence	influence	NOUN
ajfa-14645	55	10	of	of	ADP
ajfa-14645	55	11	derivative	derivative	ADJ
ajfa-14645	55	12	trades	trade	NOUN
ajfa-14645	55	13	over	over	ADP
ajfa-14645	55	14	sequential	sequential	ADJ
ajfa-14645	55	15	time	time	NOUN
ajfa-14645	55	16	intervals	interval	NOUN
ajfa-14645	55	17	.	.	PUNCT
ajfa-14645	56	1	they	they	PRON
ajfa-14645	56	2	concluded	conclude	VERB
ajfa-14645	56	3	that	that	SCONJ
ajfa-14645	56	4	not	not	PART
ajfa-14645	56	5	only	only	ADV
ajfa-14645	56	6	the	the	DET
ajfa-14645	56	7	price	price	NOUN
ajfa-14645	56	8	discovery	discovery	NOUN
ajfa-14645	56	9	was	be	AUX
ajfa-14645	56	10	greater	great	ADJ
ajfa-14645	56	11	in	in	ADP
ajfa-14645	56	12	futures	future	NOUN
ajfa-14645	56	13	markets	market	NOUN
ajfa-14645	56	14	but	but	CCONJ
ajfa-14645	56	15	they	they	PRON
ajfa-14645	56	16	also	also	ADV
ajfa-14645	56	17	led	lead	VERB
ajfa-14645	56	18	the	the	DET
ajfa-14645	56	19	options	option	NOUN
ajfa-14645	56	20	markets	market	NOUN
ajfa-14645	56	21	.	.	PUNCT
ajfa-14645	57	1	(	(	PUNCT
ajfa-14645	57	2	lee	lee	PROPN
ajfa-14645	57	3	,	,	PUNCT
ajfa-14645	57	4	kang	kang	PROPN
ajfa-14645	57	5	,	,	PUNCT
ajfa-14645	57	6	&	&	CCONJ
ajfa-14645	57	7	ryu	ryu	PROPN
ajfa-14645	57	8	,	,	PUNCT
ajfa-14645	57	9	2015	2015	NUM
ajfa-14645	57	10	)	)	PUNCT
ajfa-14645	57	11	examined	examine	VERB
ajfa-14645	57	12	intraday	intraday	NOUN
ajfa-14645	57	13	data	datum	NOUN
ajfa-14645	57	14	for	for	ADP
ajfa-14645	57	15	kospi200	kospi200	PROPN
ajfa-14645	57	16	futures	future	NOUN
ajfa-14645	57	17	and	and	CCONJ
ajfa-14645	57	18	options	option	NOUN
ajfa-14645	57	19	markets	market	NOUN
ajfa-14645	57	20	.	.	PUNCT
ajfa-14645	58	1	they	they	PRON
ajfa-14645	58	2	found	find	VERB
ajfa-14645	58	3	a	a	DET
ajfa-14645	58	4	common	common	ADJ
ajfa-14645	58	5	deviation	deviation	NOUN
ajfa-14645	58	6	in	in	ADP
ajfa-14645	58	7	the	the	DET
ajfa-14645	58	8	futures	future	NOUN
ajfa-14645	58	9	and	and	CCONJ
ajfa-14645	58	10	options	option	NOUN
ajfa-14645	58	11	markets	market	NOUN
ajfa-14645	58	12	and	and	CCONJ
ajfa-14645	58	13	the	the	DET
ajfa-14645	58	14	pattern	pattern	NOUN
ajfa-14645	58	15	of	of	ADP
ajfa-14645	58	16	deviation	deviation	NOUN
ajfa-14645	58	17	was	be	AUX
ajfa-14645	58	18	flat	flat	ADJ
ajfa-14645	58	19	on	on	ADP
ajfa-14645	58	20	the	the	DET
ajfa-14645	58	21	basis	basis	NOUN
ajfa-14645	58	22	of	of	ADP
ajfa-14645	58	23	intraday	intraday	NOUN
ajfa-14645	58	24	trades	trade	NOUN
ajfa-14645	58	25	.	.	PUNCT
ajfa-14645	59	1	they	they	PRON
ajfa-14645	59	2	also	also	ADV
ajfa-14645	59	3	envisaged	envisage	VERB
ajfa-14645	59	4	that	that	SCONJ
ajfa-14645	59	5	there	there	PRON
ajfa-14645	59	6	was	be	VERB
ajfa-14645	59	7	a	a	DET
ajfa-14645	59	8	strong	strong	ADJ
ajfa-14645	59	9	linkage	linkage	NOUN
ajfa-14645	59	10	between	between	ADP
ajfa-14645	59	11	the	the	DET
ajfa-14645	59	12	two	two	NUM
ajfa-14645	59	13	markets	market	NOUN
ajfa-14645	59	14	with	with	ADP
ajfa-14645	59	15	reference	reference	NOUN
ajfa-14645	59	16	to	to	ADP
ajfa-14645	59	17	dynamics	dynamic	NOUN
ajfa-14645	59	18	of	of	ADP
ajfa-14645	59	19	asset	asset	NOUN
ajfa-14645	59	20	prices	price	NOUN
ajfa-14645	59	21	and	and	CCONJ
ajfa-14645	59	22	trading	trading	NOUN
ajfa-14645	59	23	volume	volume	NOUN
ajfa-14645	59	24	.	.	PUNCT
ajfa-14645	60	1	(	(	PUNCT
ajfa-14645	60	2	huang	huang	PROPN
ajfa-14645	60	3	,	,	PUNCT
ajfa-14645	60	4	wang	wang	PROPN
ajfa-14645	60	5	,	,	PUNCT
ajfa-14645	60	6	&	&	CCONJ
ajfa-14645	60	7	wang	wang	PROPN
ajfa-14645	60	8	,	,	PUNCT
ajfa-14645	60	9	2016	2016	NUM
ajfa-14645	60	10	)	)	PUNCT
ajfa-14645	60	11	,	,	PUNCT
ajfa-14645	60	12	in	in	ADP
ajfa-14645	60	13	their	their	PRON
ajfa-14645	60	14	study	study	NOUN
ajfa-14645	60	15	on	on	ADP
ajfa-14645	60	16	s&p	s&p	PROPN
ajfa-14645	60	17	500	500	NUM
ajfa-14645	60	18	index	index	NOUN
ajfa-14645	60	19	options	option	NOUN
ajfa-14645	60	20	using	use	VERB
ajfa-14645	60	21	the	the	DET
ajfa-14645	60	22	generalized	generalized	ADJ
ajfa-14645	60	23	spectrum	spectrum	NOUN
ajfa-14645	60	24	method	method	NOUN
ajfa-14645	60	25	,	,	PUNCT
ajfa-14645	60	26	found	find	VERB
ajfa-14645	60	27	the	the	DET
ajfa-14645	60	28	statistical	statistical	ADJ
ajfa-14645	60	29	evidence	evidence	NOUN
ajfa-14645	60	30	of	of	ADP
ajfa-14645	60	31	the	the	DET
ajfa-14645	60	32	options	option	NOUN
ajfa-14645	60	33	markets	market	NOUN
ajfa-14645	60	34	being	be	AUX
ajfa-14645	60	35	inefficient	inefficient	ADJ
ajfa-14645	60	36	.	.	PUNCT
ajfa-14645	61	1	(	(	PUNCT
ajfa-14645	61	2	sim	sim	ADJ
ajfa-14645	61	3	,	,	PUNCT
ajfa-14645	61	4	ryu	ryu	PROPN
ajfa-14645	61	5	,	,	PUNCT
ajfa-14645	61	6	&	&	CCONJ
ajfa-14645	61	7	yang	yang	PROPN
ajfa-14645	61	8	,	,	PUNCT
ajfa-14645	61	9	2016	2016	NUM
ajfa-14645	61	10	)	)	PUNCT
ajfa-14645	61	11	tested	test	VERB
ajfa-14645	61	12	the	the	DET
ajfa-14645	61	13	monotonicity	monotonicity	NOUN
ajfa-14645	61	14	characteristics	characteristic	NOUN
ajfa-14645	61	15	of	of	ADP
ajfa-14645	61	16	the	the	DET
ajfa-14645	61	17	options	option	NOUN
ajfa-14645	61	18	prices	price	NOUN
ajfa-14645	61	19	using	use	VERB
ajfa-14645	61	20	the	the	DET
ajfa-14645	61	21	options	option	NOUN
ajfa-14645	61	22	trades	trade	NOUN
ajfa-14645	61	23	on	on	ADP
ajfa-14645	61	24	kospi	kospi	NOUN
ajfa-14645	61	25	200	200	NUM
ajfa-14645	61	26	index	index	NOUN
ajfa-14645	61	27	and	and	CCONJ
ajfa-14645	61	28	found	find	VERB
ajfa-14645	61	29	that	that	SCONJ
ajfa-14645	61	30	the	the	DET
ajfa-14645	61	31	options	option	NOUN
ajfa-14645	61	32	prices	price	NOUN
ajfa-14645	61	33	violated	violate	VERB
ajfa-14645	61	34	these	these	DET
ajfa-14645	61	35	properties	property	NOUN
ajfa-14645	61	36	and	and	CCONJ
ajfa-14645	61	37	the	the	DET
ajfa-14645	61	38	increase	increase	NOUN
ajfa-14645	61	39	/	/	SYM
ajfa-14645	61	40	decrease	decrease	NOUN
ajfa-14645	61	41	in	in	ADP
ajfa-14645	61	42	the	the	DET
ajfa-14645	61	43	prices	price	NOUN
ajfa-14645	61	44	of	of	ADP
ajfa-14645	61	45	call	call	NOUN
ajfa-14645	61	46	and	and	CCONJ
ajfa-14645	61	47	put	put	ADJ
ajfa-14645	61	48	options	option	NOUN
ajfa-14645	61	49	was	be	AUX
ajfa-14645	61	50	concurrent	concurrent	ADJ
ajfa-14645	61	51	.	.	PUNCT
ajfa-14645	62	1	(	(	PUNCT
ajfa-14645	62	2	ryu	ryu	PROPN
ajfa-14645	62	3	&	&	CCONJ
ajfa-14645	62	4	yang	yang	PROPN
ajfa-14645	62	5	,	,	PUNCT
ajfa-14645	62	6	2017	2017	NUM
ajfa-14645	62	7	)	)	PUNCT
ajfa-14645	62	8	examined	examine	VERB
ajfa-14645	62	9	kospi200	kospi200	PROPN
ajfa-14645	62	10	futures	future	NOUN
ajfa-14645	62	11	and	and	CCONJ
ajfa-14645	62	12	options	option	NOUN
ajfa-14645	62	13	markets	market	NOUN
ajfa-14645	62	14	to	to	PART
ajfa-14645	62	15	examine	examine	VERB
ajfa-14645	62	16	the	the	DET
ajfa-14645	62	17	mechanism	mechanism	NOUN
ajfa-14645	62	18	through	through	ADP
ajfa-14645	62	19	which	which	PRON
ajfa-14645	62	20	prices	price	NOUN
ajfa-14645	62	21	of	of	ADP
ajfa-14645	62	22	index	index	NOUN
ajfa-14645	62	23	futures	future	NOUN
ajfa-14645	62	24	and	and	CCONJ
ajfa-14645	62	25	options	option	NOUN
ajfa-14645	62	26	contracts	contract	NOUN
ajfa-14645	62	27	asian	asian	ADJ
ajfa-14645	62	28	journal	journal	NOUN
ajfa-14645	62	29	of	of	ADP
ajfa-14645	62	30	finance	finance	PROPN
ajfa-14645	62	31	&	&	CCONJ
ajfa-14645	62	32	accounting	accounting	PROPN
ajfa-14645	62	33	issn	issn	PROPN
ajfa-14645	62	34	1946	1946	NUM
ajfa-14645	62	35	-	-	PUNCT
ajfa-14645	62	36	052x	052x	PROPN
ajfa-14645	62	37	2019	2019	NUM
ajfa-14645	62	38	,	,	PUNCT
ajfa-14645	62	39	vol	vol	NOUN
ajfa-14645	62	40	.	.	PROPN
ajfa-14645	62	41	11	11	NUM
ajfa-14645	62	42	,	,	PUNCT
ajfa-14645	62	43	no	no	INTJ
ajfa-14645	62	44	.	.	NOUN
ajfa-14645	62	45	1	1	NUM
ajfa-14645	62	46	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	62	47	206	206	NUM
ajfa-14645	62	48	correct	correct	ADJ
ajfa-14645	62	49	themselves	themselves	PRON
ajfa-14645	62	50	to	to	PART
ajfa-14645	62	51	eliminate	eliminate	VERB
ajfa-14645	62	52	price	price	NOUN
ajfa-14645	62	53	disagreements	disagreement	NOUN
ajfa-14645	62	54	.	.	PUNCT
ajfa-14645	63	1	they	they	PRON
ajfa-14645	63	2	found	find	VERB
ajfa-14645	63	3	a	a	DET
ajfa-14645	63	4	strong	strong	ADJ
ajfa-14645	63	5	association	association	NOUN
ajfa-14645	63	6	between	between	ADP
ajfa-14645	63	7	index	index	NOUN
ajfa-14645	63	8	derivatives	derivative	NOUN
ajfa-14645	63	9	and	and	CCONJ
ajfa-14645	63	10	stated	state	VERB
ajfa-14645	63	11	that	that	SCONJ
ajfa-14645	63	12	though	though	SCONJ
ajfa-14645	63	13	both	both	DET
ajfa-14645	63	14	markets	market	NOUN
ajfa-14645	63	15	adjust	adjust	VERB
ajfa-14645	63	16	to	to	ADP
ajfa-14645	63	17	price	price	NOUN
ajfa-14645	63	18	disagreements	disagreement	NOUN
ajfa-14645	63	19	but	but	CCONJ
ajfa-14645	63	20	options	option	NOUN
ajfa-14645	63	21	markets	market	NOUN
ajfa-14645	63	22	were	be	AUX
ajfa-14645	63	23	more	more	ADV
ajfa-14645	63	24	likely	likely	ADJ
ajfa-14645	63	25	to	to	PART
ajfa-14645	63	26	follow	follow	VERB
ajfa-14645	63	27	futures	future	NOUN
ajfa-14645	63	28	markets	market	NOUN
ajfa-14645	63	29	.	.	PUNCT
ajfa-14645	64	1	(	(	PUNCT
ajfa-14645	64	2	yang	yang	PROPN
ajfa-14645	64	3	,	,	PUNCT
ajfa-14645	64	4	choi	choi	NOUN
ajfa-14645	64	5	,	,	PUNCT
ajfa-14645	64	6	&	&	CCONJ
ajfa-14645	64	7	ryu	ryu	PROPN
ajfa-14645	64	8	,	,	PUNCT
ajfa-14645	64	9	2017	2017	NUM
ajfa-14645	64	10	)	)	PUNCT
ajfa-14645	64	11	analyzed	analyze	VERB
ajfa-14645	64	12	the	the	DET
ajfa-14645	64	13	monotonicity	monotonicity	NOUN
ajfa-14645	64	14	properties	property	NOUN
ajfa-14645	64	15	of	of	ADP
ajfa-14645	64	16	options	option	NOUN
ajfa-14645	64	17	prices	price	NOUN
ajfa-14645	64	18	and	and	CCONJ
ajfa-14645	64	19	found	find	VERB
ajfa-14645	64	20	that	that	SCONJ
ajfa-14645	64	21	they	they	PRON
ajfa-14645	64	22	did	do	AUX
ajfa-14645	64	23	not	not	PART
ajfa-14645	64	24	correlate	correlate	VERB
ajfa-14645	64	25	with	with	ADP
ajfa-14645	64	26	spot	spot	NOUN
ajfa-14645	64	27	prices	price	NOUN
ajfa-14645	64	28	,	,	PUNCT
ajfa-14645	64	29	rather	rather	ADV
ajfa-14645	64	30	the	the	DET
ajfa-14645	64	31	change	change	NOUN
ajfa-14645	64	32	in	in	ADP
ajfa-14645	64	33	call	call	NOUN
ajfa-14645	64	34	and	and	CCONJ
ajfa-14645	64	35	put	put	VERB
ajfa-14645	64	36	options	option	NOUN
ajfa-14645	64	37	prices	price	NOUN
ajfa-14645	64	38	often	often	ADV
ajfa-14645	64	39	takes	take	VERB
ajfa-14645	64	40	place	place	NOUN
ajfa-14645	64	41	concurrently	concurrently	ADV
ajfa-14645	64	42	.	.	PUNCT
ajfa-14645	65	1	apart	apart	ADV
ajfa-14645	65	2	from	from	ADP
ajfa-14645	65	3	these	these	PRON
ajfa-14645	65	4	,	,	PUNCT
ajfa-14645	65	5	there	there	PRON
ajfa-14645	65	6	are	be	VERB
ajfa-14645	65	7	some	some	DET
ajfa-14645	65	8	studies	study	NOUN
ajfa-14645	65	9	that	that	PRON
ajfa-14645	65	10	are	be	AUX
ajfa-14645	65	11	conducted	conduct	VERB
ajfa-14645	65	12	on	on	ADP
ajfa-14645	65	13	low	low	ADJ
ajfa-14645	65	14	-	-	PUNCT
ajfa-14645	65	15	frequency	frequency	NOUN
ajfa-14645	65	16	data	datum	NOUN
ajfa-14645	65	17	on	on	ADP
ajfa-14645	65	18	the	the	DET
ajfa-14645	65	19	measures	measure	NOUN
ajfa-14645	65	20	of	of	ADP
ajfa-14645	65	21	volume	volume	NOUN
ajfa-14645	65	22	,	,	PUNCT
ajfa-14645	65	23	returns	return	NOUN
ajfa-14645	65	24	and	and	CCONJ
ajfa-14645	65	25	volatility	volatility	NOUN
ajfa-14645	65	26	and	and	CCONJ
ajfa-14645	65	27	have	have	AUX
ajfa-14645	65	28	reported	report	VERB
ajfa-14645	65	29	a	a	DET
ajfa-14645	65	30	bidirectional	bidirectional	ADJ
ajfa-14645	65	31	relationship	relationship	NOUN
ajfa-14645	65	32	.	.	PUNCT
ajfa-14645	66	1	to	to	PART
ajfa-14645	66	2	name	name	VERB
ajfa-14645	66	3	a	a	DET
ajfa-14645	66	4	few	few	ADJ
ajfa-14645	66	5	are	be	AUX
ajfa-14645	66	6	,	,	PUNCT
ajfa-14645	66	7	in	in	ADP
ajfa-14645	66	8	1992	1992	NUM
ajfa-14645	66	9	malliaris	malliaris	NOUN
ajfa-14645	66	10	&	&	CCONJ
ajfa-14645	66	11	urrutia	urrutia	PROPN
ajfa-14645	66	12	(	(	PUNCT
ajfa-14645	66	13	malliaris	malliaris	PROPN
ajfa-14645	66	14	&	&	CCONJ
ajfa-14645	66	15	urrutia	urrutia	PROPN
ajfa-14645	66	16	,	,	PUNCT
ajfa-14645	66	17	1992	1992	NUM
ajfa-14645	66	18	)	)	PUNCT
ajfa-14645	66	19	,	,	PUNCT
ajfa-14645	66	20	in	in	ADP
ajfa-14645	66	21	2001	2001	NUM
ajfa-14645	66	22	bhanupant	bhanupant	NOUN
ajfa-14645	66	23	(	(	PUNCT
ajfa-14645	66	24	bhanupant	bhanupant	PROPN
ajfa-14645	66	25	,	,	PUNCT
ajfa-14645	66	26	2001	2001	NUM
ajfa-14645	66	27	)	)	PUNCT
ajfa-14645	66	28	and	and	CCONJ
ajfa-14645	66	29	chen	chen	PROPN
ajfa-14645	66	30	et	et	PROPN
ajfa-14645	66	31	al	al	PROPN
ajfa-14645	66	32	.	.	PUNCT
ajfa-14645	67	1	(	(	PUNCT
ajfa-14645	67	2	chen	chen	PROPN
ajfa-14645	67	3	et	et	PROPN
ajfa-14645	67	4	al	al	PROPN
ajfa-14645	67	5	,	,	PUNCT
ajfa-14645	67	6	2001	2001	NUM
ajfa-14645	67	7	)	)	PUNCT
ajfa-14645	67	8	,	,	PUNCT
ajfa-14645	67	9	in	in	ADP
ajfa-14645	67	10	2003	2003	NUM
ajfa-14645	67	11	mestel	mestel	NOUN
ajfa-14645	67	12	et	et	PROPN
ajfa-14645	67	13	al	al	PROPN
ajfa-14645	67	14	.	.	PUNCT
ajfa-14645	68	1	(	(	PUNCT
ajfa-14645	68	2	mestel	mestel	NOUN
ajfa-14645	68	3	et	et	PROPN
ajfa-14645	68	4	al	al	PROPN
ajfa-14645	68	5	.	.	PROPN
ajfa-14645	68	6	,	,	PUNCT
ajfa-14645	68	7	2003	2003	NUM
ajfa-14645	68	8	)	)	PUNCT
ajfa-14645	68	9	,	,	PUNCT
ajfa-14645	68	10	in	in	ADP
ajfa-14645	68	11	2008	2008	NUM
ajfa-14645	68	12	floros	floro	NOUN
ajfa-14645	68	13	(	(	PUNCT
ajfa-14645	68	14	floros	floro	NOUN
ajfa-14645	68	15	,	,	PUNCT
ajfa-14645	68	16	2008	2008	NUM
ajfa-14645	68	17	)	)	PUNCT
ajfa-14645	68	18	and	and	CCONJ
ajfa-14645	68	19	mahajan	mahajan	PROPN
ajfa-14645	68	20	&	&	CCONJ
ajfa-14645	68	21	singh	singh	PROPN
ajfa-14645	68	22	(	(	PUNCT
ajfa-14645	68	23	mahajan	mahajan	PROPN
ajfa-14645	68	24	&	&	CCONJ
ajfa-14645	68	25	singh	singh	PROPN
ajfa-14645	68	26	,	,	PUNCT
ajfa-14645	68	27	2008	2008	NUM
ajfa-14645	68	28	)	)	PUNCT
ajfa-14645	68	29	,	,	PUNCT
ajfa-14645	68	30	in	in	ADP
ajfa-14645	68	31	2009	2009	NUM
ajfa-14645	68	32	kumar	kumar	PROPN
ajfa-14645	68	33	et	et	PROPN
ajfa-14645	68	34	al	al	PROPN
ajfa-14645	68	35	.	.	PUNCT
ajfa-14645	69	1	(	(	PUNCT
ajfa-14645	69	2	kumar	kumar	PROPN
ajfa-14645	69	3	et	et	PROPN
ajfa-14645	69	4	al	al	PROPN
ajfa-14645	69	5	.	.	PROPN
ajfa-14645	69	6	,	,	PUNCT
ajfa-14645	69	7	2009	2009	NUM
ajfa-14645	69	8	)	)	PUNCT
ajfa-14645	69	9	and	and	CCONJ
ajfa-14645	69	10	in	in	ADP
ajfa-14645	69	11	2013	2013	NUM
ajfa-14645	69	12	brüggemann	brüggemann	PROPN
ajfa-14645	69	13	et	et	PROPN
ajfa-14645	69	14	al	al	PROPN
ajfa-14645	69	15	.	.	PUNCT
ajfa-14645	70	1	(	(	PUNCT
ajfa-14645	70	2	brüggemann	brüggemann	PROPN
ajfa-14645	70	3	et	et	PROPN
ajfa-14645	70	4	al	al	PROPN
ajfa-14645	70	5	.	.	PROPN
ajfa-14645	70	6	,	,	PUNCT
ajfa-14645	70	7	2013	2013	NUM
ajfa-14645	70	8	)	)	PUNCT
ajfa-14645	70	9	and	and	CCONJ
ajfa-14645	70	10	gurgul	gurgul	PROPN
ajfa-14645	70	11	&	&	CCONJ
ajfa-14645	70	12	syrek	syrek	PROPN
ajfa-14645	70	13	(	(	PUNCT
ajfa-14645	70	14	gurgul	gurgul	PROPN
ajfa-14645	70	15	&	&	CCONJ
ajfa-14645	70	16	syrek	syrek	PROPN
ajfa-14645	70	17	,	,	PUNCT
ajfa-14645	70	18	2013	2013	NUM
ajfa-14645	70	19	)	)	PUNCT
ajfa-14645	70	20	.	.	PUNCT
ajfa-14645	71	1	similarly	similarly	ADV
ajfa-14645	71	2	,	,	PUNCT
ajfa-14645	71	3	granger	granger	PROPN
ajfa-14645	71	4	et	et	PROPN
ajfa-14645	71	5	al	al	PROPN
ajfa-14645	71	6	.	.	PUNCT
ajfa-14645	72	1	(	(	PUNCT
ajfa-14645	72	2	1964	1964	NUM
ajfa-14645	72	3	)	)	PUNCT
ajfa-14645	72	4	examined	examine	VERB
ajfa-14645	72	5	the	the	DET
ajfa-14645	72	6	association	association	NOUN
ajfa-14645	72	7	among	among	ADP
ajfa-14645	72	8	the	the	DET
ajfa-14645	72	9	trading	trading	NOUN
ajfa-14645	72	10	volume	volume	NOUN
ajfa-14645	72	11	and	and	CCONJ
ajfa-14645	72	12	prices	price	NOUN
ajfa-14645	72	13	and	and	CCONJ
ajfa-14645	72	14	could	could	AUX
ajfa-14645	72	15	not	not	PART
ajfa-14645	72	16	find	find	VERB
ajfa-14645	72	17	proof	proof	NOUN
ajfa-14645	72	18	of	of	ADP
ajfa-14645	72	19	a	a	DET
ajfa-14645	72	20	linkage	linkage	NOUN
ajfa-14645	72	21	between	between	ADP
ajfa-14645	72	22	the	the	DET
ajfa-14645	72	23	two	two	NUM
ajfa-14645	72	24	.	.	PUNCT
ajfa-14645	73	1	there	there	PRON
ajfa-14645	73	2	are	be	VERB
ajfa-14645	73	3	many	many	ADJ
ajfa-14645	73	4	studies	study	NOUN
ajfa-14645	73	5	conducted	conduct	VERB
ajfa-14645	73	6	to	to	PART
ajfa-14645	73	7	find	find	VERB
ajfa-14645	73	8	the	the	DET
ajfa-14645	73	9	causality	causality	NOUN
ajfa-14645	73	10	for	for	ADP
ajfa-14645	73	11	low	low	ADJ
ajfa-14645	73	12	frequency	frequency	NOUN
ajfa-14645	73	13	data	datum	NOUN
ajfa-14645	73	14	but	but	CCONJ
ajfa-14645	73	15	very	very	ADV
ajfa-14645	73	16	few	few	ADJ
ajfa-14645	73	17	studies	study	NOUN
ajfa-14645	73	18	talk	talk	VERB
ajfa-14645	73	19	about	about	ADP
ajfa-14645	73	20	the	the	DET
ajfa-14645	73	21	high	high	ADJ
ajfa-14645	73	22	frequency	frequency	NOUN
ajfa-14645	73	23	data	datum	NOUN
ajfa-14645	73	24	,	,	PUNCT
ajfa-14645	73	25	which	which	PRON
ajfa-14645	73	26	is	be	AUX
ajfa-14645	73	27	a	a	DET
ajfa-14645	73	28	phenomenon	phenomenon	NOUN
ajfa-14645	73	29	for	for	ADP
ajfa-14645	73	30	intraday	intraday	NOUN
ajfa-14645	73	31	trade	trade	NOUN
ajfa-14645	73	32	.	.	PUNCT
ajfa-14645	74	1	this	this	DET
ajfa-14645	74	2	research	research	NOUN
ajfa-14645	74	3	paper	paper	NOUN
ajfa-14645	74	4	tries	try	VERB
ajfa-14645	74	5	to	to	PART
ajfa-14645	74	6	fill	fill	VERB
ajfa-14645	74	7	this	this	DET
ajfa-14645	74	8	literature	literature	NOUN
ajfa-14645	74	9	gap	gap	NOUN
ajfa-14645	74	10	especially	especially	ADV
ajfa-14645	74	11	regarding	regard	VERB
ajfa-14645	74	12	indian	indian	ADJ
ajfa-14645	74	13	stock	stock	NOUN
ajfa-14645	74	14	market	market	NOUN
ajfa-14645	74	15	.	.	PUNCT
ajfa-14645	75	1	3	3	X
ajfa-14645	75	2	.	.	X
ajfa-14645	75	3	data	datum	NOUN
ajfa-14645	75	4	and	and	CCONJ
ajfa-14645	75	5	methodology	methodology	NOUN
ajfa-14645	75	6	3.1	3.1	NUM
ajfa-14645	75	7	data	datum	NOUN
ajfa-14645	75	8	description	description	NOUN
ajfa-14645	75	9	the	the	DET
ajfa-14645	75	10	study	study	NOUN
ajfa-14645	75	11	uses	use	VERB
ajfa-14645	75	12	15	15	NUM
ajfa-14645	75	13	-	-	PUNCT
ajfa-14645	75	14	minute	minute	NOUN
ajfa-14645	75	15	interval	interval	NOUN
ajfa-14645	75	16	intraday	intraday	NOUN
ajfa-14645	75	17	data	datum	NOUN
ajfa-14645	75	18	on	on	ADP
ajfa-14645	75	19	prices	price	NOUN
ajfa-14645	75	20	of	of	ADP
ajfa-14645	75	21	spot	spot	NOUN
ajfa-14645	75	22	and	and	CCONJ
ajfa-14645	75	23	near	near	ADJ
ajfa-14645	75	24	month	month	NOUN
ajfa-14645	75	25	futures	future	NOUN
ajfa-14645	75	26	and	and	CCONJ
ajfa-14645	75	27	options	option	NOUN
ajfa-14645	75	28	contracts	contract	NOUN
ajfa-14645	75	29	,	,	PUNCT
ajfa-14645	75	30	sourced	source	VERB
ajfa-14645	75	31	from	from	ADP
ajfa-14645	75	32	bloomberg	bloomberg	PROPN
ajfa-14645	75	33	,	,	PUNCT
ajfa-14645	75	34	for	for	ADP
ajfa-14645	75	35	the	the	DET
ajfa-14645	75	36	period	period	NOUN
ajfa-14645	75	37	of	of	ADP
ajfa-14645	75	38	january	january	PROPN
ajfa-14645	75	39	2017	2017	NUM
ajfa-14645	75	40	to	to	ADP
ajfa-14645	75	41	december	december	PROPN
ajfa-14645	75	42	2017	2017	NUM
ajfa-14645	75	43	.	.	PUNCT
ajfa-14645	76	1	for	for	ADP
ajfa-14645	76	2	options	option	NOUN
ajfa-14645	76	3	contracts	contract	NOUN
ajfa-14645	76	4	,	,	PUNCT
ajfa-14645	76	5	contracts	contract	NOUN
ajfa-14645	76	6	with	with	ADP
ajfa-14645	76	7	highest	high	ADJ
ajfa-14645	76	8	strike	strike	NOUN
ajfa-14645	76	9	price	price	NOUN
ajfa-14645	76	10	were	be	AUX
ajfa-14645	76	11	selected	select	VERB
ajfa-14645	76	12	.	.	PUNCT
ajfa-14645	77	1	s	s	X
ajfa-14645	77	2	,	,	PUNCT
ajfa-14645	77	3	f	f	PROPN
ajfa-14645	77	4	,	,	PUNCT
ajfa-14645	77	5	c	c	PROPN
ajfa-14645	78	1	and	and	CCONJ
ajfa-14645	78	2	p	p	PROPN
ajfa-14645	78	3	represent	represent	VERB
ajfa-14645	78	4	the	the	DET
ajfa-14645	78	5	logarithmic	logarithmic	ADJ
ajfa-14645	78	6	value	value	NOUN
ajfa-14645	78	7	of	of	ADP
ajfa-14645	78	8	prices	price	NOUN
ajfa-14645	78	9	in	in	ADP
ajfa-14645	78	10	spot	spot	NOUN
ajfa-14645	78	11	,	,	PUNCT
ajfa-14645	78	12	futures	future	NOUN
ajfa-14645	78	13	,	,	PUNCT
ajfa-14645	78	14	call	call	VERB
ajfa-14645	78	15	and	and	CCONJ
ajfa-14645	78	16	put	put	VERB
ajfa-14645	78	17	options	option	NOUN
ajfa-14645	78	18	market	market	NOUN
ajfa-14645	78	19	respectively	respectively	ADV
ajfa-14645	78	20	.	.	PUNCT
ajfa-14645	79	1	3.2	3.2	NUM
ajfa-14645	79	2	cointegration	cointegration	NOUN
ajfa-14645	79	3	this	this	DET
ajfa-14645	79	4	paper	paper	NOUN
ajfa-14645	79	5	makes	make	VERB
ajfa-14645	79	6	use	use	NOUN
ajfa-14645	79	7	of	of	ADP
ajfa-14645	79	8	the	the	DET
ajfa-14645	79	9	ardl	ardl	NOUN
ajfa-14645	79	10	bounds	bound	NOUN
ajfa-14645	79	11	testing	test	VERB
ajfa-14645	79	12	methodology	methodology	NOUN
ajfa-14645	79	13	which	which	PRON
ajfa-14645	79	14	was	be	AUX
ajfa-14645	79	15	developed	develop	VERB
ajfa-14645	79	16	by	by	ADP
ajfa-14645	79	17	pesaran	pesaran	VERB
ajfa-14645	79	18	et	et	PROPN
ajfa-14645	79	19	al	al	PROPN
ajfa-14645	79	20	(	(	PUNCT
ajfa-14645	79	21	pesaran	pesaran	ADJ
ajfa-14645	79	22	,	,	PUNCT
ajfa-14645	79	23	shin	shin	NOUN
ajfa-14645	79	24	,	,	PUNCT
ajfa-14645	79	25	&	&	CCONJ
ajfa-14645	79	26	smith	smith	PROPN
ajfa-14645	79	27	,	,	PUNCT
ajfa-14645	79	28	2001	2001	NUM
ajfa-14645	79	29	)	)	PUNCT
ajfa-14645	79	30	to	to	PART
ajfa-14645	79	31	test	test	VERB
ajfa-14645	79	32	the	the	DET
ajfa-14645	79	33	long	long	ADJ
ajfa-14645	79	34	run	run	NOUN
ajfa-14645	79	35	equilibrium	equilibrium	NOUN
ajfa-14645	79	36	association	association	NOUN
ajfa-14645	79	37	between	between	ADP
ajfa-14645	79	38	spot	spot	NOUN
ajfa-14645	79	39	,	,	PUNCT
ajfa-14645	79	40	options	option	NOUN
ajfa-14645	79	41	and	and	CCONJ
ajfa-14645	79	42	futures	future	NOUN
ajfa-14645	79	43	markets	market	NOUN
ajfa-14645	79	44	.	.	PUNCT
ajfa-14645	80	1	ardl	ardl	NOUN
ajfa-14645	80	2	model	model	NOUN
ajfa-14645	80	3	provides	provide	VERB
ajfa-14645	80	4	a	a	DET
ajfa-14645	80	5	common	common	ADJ
ajfa-14645	80	6	dynamic	dynamic	ADJ
ajfa-14645	80	7	measurement	measurement	NOUN
ajfa-14645	80	8	for	for	ADP
ajfa-14645	80	9	approximating	approximate	VERB
ajfa-14645	80	10	the	the	DET
ajfa-14645	80	11	long	long	ADJ
ajfa-14645	80	12	run	run	NOUN
ajfa-14645	80	13	and	and	CCONJ
ajfa-14645	80	14	short	short	ADJ
ajfa-14645	80	15	run	run	NOUN
ajfa-14645	80	16	interactions	interaction	NOUN
ajfa-14645	80	17	between	between	ADP
ajfa-14645	80	18	variables	variable	NOUN
ajfa-14645	80	19	.	.	PUNCT
ajfa-14645	81	1	this	this	DET
ajfa-14645	81	2	model	model	NOUN
ajfa-14645	81	3	makes	make	VERB
ajfa-14645	81	4	use	use	NOUN
ajfa-14645	81	5	of	of	ADP
ajfa-14645	81	6	the	the	DET
ajfa-14645	81	7	lagged	lag	VERB
ajfa-14645	81	8	values	value	NOUN
ajfa-14645	81	9	of	of	ADP
ajfa-14645	81	10	dependent	dependent	ADJ
ajfa-14645	81	11	variables	variable	NOUN
ajfa-14645	81	12	and	and	CCONJ
ajfa-14645	81	13	lagged	lag	VERB
ajfa-14645	81	14	as	as	ADV
ajfa-14645	81	15	well	well	ADV
ajfa-14645	81	16	as	as	ADP
ajfa-14645	81	17	concurrent	concurrent	ADJ
ajfa-14645	81	18	values	value	NOUN
ajfa-14645	81	19	of	of	ADP
ajfa-14645	81	20	the	the	DET
ajfa-14645	81	21	explanatory	explanatory	ADJ
ajfa-14645	81	22	variables	variable	NOUN
ajfa-14645	81	23	.	.	PUNCT
ajfa-14645	82	1	with	with	ADP
ajfa-14645	82	2	the	the	DET
ajfa-14645	82	3	help	help	NOUN
ajfa-14645	82	4	of	of	ADP
ajfa-14645	82	5	these	these	DET
ajfa-14645	82	6	values	value	NOUN
ajfa-14645	82	7	,	,	PUNCT
ajfa-14645	82	8	short	short	ADJ
ajfa-14645	82	9	run	run	NOUN
ajfa-14645	82	10	causality	causality	NOUN
ajfa-14645	82	11	can	can	AUX
ajfa-14645	82	12	be	be	AUX
ajfa-14645	82	13	estimated	estimate	VERB
ajfa-14645	82	14	directly	directly	ADV
ajfa-14645	82	15	while	while	SCONJ
ajfa-14645	82	16	long	long	ADJ
ajfa-14645	82	17	run	run	NOUN
ajfa-14645	82	18	association	association	NOUN
ajfa-14645	82	19	can	can	AUX
ajfa-14645	82	20	be	be	AUX
ajfa-14645	82	21	estimated	estimate	VERB
ajfa-14645	82	22	indirectly	indirectly	ADV
ajfa-14645	82	23	.	.	PUNCT
ajfa-14645	83	1	ardl	ardl	NOUN
ajfa-14645	83	2	model	model	NOUN
ajfa-14645	83	3	comprises	comprise	NOUN
ajfa-14645	83	4	of	of	ADP
ajfa-14645	83	5	estimating	estimate	VERB
ajfa-14645	83	6	the	the	DET
ajfa-14645	83	7	following	follow	VERB
ajfa-14645	83	8	unrestricted	unrestricted	ADJ
ajfa-14645	83	9	ecm	ecm	NOUN
ajfa-14645	83	10	:	:	PUNCT
ajfa-14645	83	11	∆𝑆	∆𝑆	PROPN
ajfa-14645	83	12	=	=	PUNCT
ajfa-14645	84	1	𝑎	𝑎	PROPN
ajfa-14645	84	2	+	+	PUNCT
ajfa-14645	84	3	𝑏	𝑏	PROPN
ajfa-14645	84	4	∆𝑆	∆𝑆	PROPN
ajfa-14645	84	5	+	+	ADP
ajfa-14645	84	6	𝑐	𝑐	PROPN
ajfa-14645	84	7	∆𝐹	∆𝐹	PROPN
ajfa-14645	84	8	+	+	PROPN
ajfa-14645	84	9	𝑑	𝑑	PROPN
ajfa-14645	84	10	∆𝐶	∆𝐶	NOUN
ajfa-14645	84	11	+	+	CCONJ
ajfa-14645	85	1	𝑒	𝑒	PUNCT
ajfa-14645	85	2	∆𝑃	∆𝑃	NOUN
ajfa-14645	85	3	+	+	PROPN
ajfa-14645	85	4	∝	∝	PROPN
ajfa-14645	85	5	𝑆	𝑆	PROPN
ajfa-14645	85	6	+	+	PROPN
ajfa-14645	85	7	∝	∝	PROPN
ajfa-14645	85	8	𝐹	𝐹	PROPN
ajfa-14645	85	9	+	+	PROPN
ajfa-14645	85	10	∝	∝	PROPN
ajfa-14645	85	11	𝐶	𝐶	PROPN
ajfa-14645	86	1	+	+	NOUN
ajfa-14645	86	2	∝	∝	PROPN
ajfa-14645	86	3	𝑃	𝑃	PROPN
ajfa-14645	86	4	+	+	CCONJ
ajfa-14645	86	5	𝜖	𝜖	X
ajfa-14645	86	6	(	(	PUNCT
ajfa-14645	86	7	1	1	NUM
ajfa-14645	86	8	)	)	PUNCT
ajfa-14645	86	9	asian	asian	ADJ
ajfa-14645	86	10	journal	journal	NOUN
ajfa-14645	86	11	of	of	ADP
ajfa-14645	86	12	finance	finance	PROPN
ajfa-14645	86	13	&	&	CCONJ
ajfa-14645	86	14	accounting	accounting	PROPN
ajfa-14645	86	15	issn	issn	PROPN
ajfa-14645	86	16	1946	1946	NUM
ajfa-14645	86	17	-	-	PUNCT
ajfa-14645	86	18	052x	052x	PROPN
ajfa-14645	86	19	2019	2019	NUM
ajfa-14645	86	20	,	,	PUNCT
ajfa-14645	86	21	vol	vol	NOUN
ajfa-14645	86	22	.	.	PROPN
ajfa-14645	86	23	11	11	NUM
ajfa-14645	86	24	,	,	PUNCT
ajfa-14645	86	25	no	no	INTJ
ajfa-14645	86	26	.	.	NOUN
ajfa-14645	86	27	1	1	NUM
ajfa-14645	86	28	ajfa.macrothink.org/	ajfa.macrothink.org/	PROPN
ajfa-14645	86	29	207	207	NUM
ajfa-14645	87	1	∆𝐹	∆𝐹	NOUN
ajfa-14645	87	2	=	=	NOUN
ajfa-14645	87	3	𝑎	𝑎	PROPN
ajfa-14645	87	4	+	+	PUNCT
ajfa-14645	87	5	𝑏	𝑏	PROPN
ajfa-14645	87	6	∆𝐹	∆𝐹	PROPN
ajfa-14645	87	7	+	+	PROPN
ajfa-14645	87	8	𝑐	𝑐	PROPN
ajfa-14645	87	9	∆𝑆	∆𝑆	PROPN
ajfa-14645	87	10	+	+	PROPN
ajfa-14645	87	11	𝑑	𝑑	PROPN
ajfa-14645	87	12	∆𝐶	∆𝐶	PROPN
ajfa-14645	87	13	+	+	CCONJ
ajfa-14645	87	14	𝑒	𝑒	PUNCT
ajfa-14645	87	15	∆𝑃	∆𝑃	NOUN
ajfa-14645	88	1	+	+	PUNCT
ajfa-14645	88	2	𝛽	𝛽	NOUN
ajfa-14645	88	3	𝐹	𝐹	PROPN
ajfa-14645	89	1	+	+	CCONJ
ajfa-14645	89	2	𝛽	𝛽	PROPN
ajfa-14645	89	3	𝑆	𝑆	PROPN
ajfa-14645	89	4	+	+	CCONJ
ajfa-14645	89	5	𝛽	𝛽	PROPN
ajfa-14645	89	6	𝐶	𝐶	PROPN
ajfa-14645	89	7	+	+	CCONJ
ajfa-14645	89	8	𝛽	𝛽	NOUN
ajfa-14645	89	9	𝑃	𝑃	NOUN
ajfa-14645	89	10	+	+	NOUN
ajfa-14645	89	11	𝜀	𝜀	X
ajfa-14645	89	12	(	(	PUNCT
ajfa-14645	89	13	2	2	NUM
ajfa-14645	89	14	)	)	PUNCT
ajfa-14645	89	15	∆𝐶	∆𝐶	NOUN
ajfa-14645	90	1	=	=	PUNCT
ajfa-14645	90	2	𝑎	𝑎	DET
ajfa-14645	90	3	+	+	PUNCT
ajfa-14645	90	4	𝑏	𝑏	NOUN
ajfa-14645	90	5	∆𝐶	∆𝐶	NOUN
ajfa-14645	90	6	+	+	CCONJ
ajfa-14645	90	7	𝑐	𝑐	PROPN
ajfa-14645	90	8	∆𝑆	∆𝑆	PROPN
ajfa-14645	90	9	+	+	PROPN
ajfa-14645	90	10	𝑑	𝑑	PROPN
ajfa-14645	90	11	∆𝐹	∆𝐹	PROPN
ajfa-14645	90	12	+	+	PROPN
ajfa-14645	90	13	𝑒	𝑒	PROPN
ajfa-14645	90	14	∆𝑃	∆𝑃	NOUN
ajfa-14645	90	15	+	+	NUM
ajfa-14645	90	16	𝛾	𝛾	PROPN
ajfa-14645	90	17	𝐶	𝐶	NOUN
ajfa-14645	90	18	+	+	CCONJ
ajfa-14645	90	19	𝛾	𝛾	PROPN
ajfa-14645	90	20	𝑆	𝑆	PROPN
ajfa-14645	90	21	+	+	CCONJ
ajfa-14645	90	22	𝛾	𝛾	VERB
ajfa-14645	90	23	𝐹	𝐹	PROPN
ajfa-14645	90	24	+	+	NUM
ajfa-14645	90	25	𝛾	𝛾	VERB
ajfa-14645	90	26	𝑃	𝑃	NOUN
ajfa-14645	90	27	+	+	NOUN
ajfa-14645	90	28	𝜀	𝜀	X
ajfa-14645	90	29	(	(	PUNCT
ajfa-14645	90	30	3	3	NUM
ajfa-14645	90	31	)	)	PUNCT
ajfa-14645	90	32	∆𝑃	∆𝑃	NOUN
ajfa-14645	91	1	=	=	PUNCT
ajfa-14645	91	2	𝑎	𝑎	PROPN
ajfa-14645	91	3	+	+	NOUN
ajfa-14645	91	4	𝑏	𝑏	NOUN
ajfa-14645	91	5	∆𝑃	∆𝑃	NOUN
ajfa-14645	91	6	+	+	NUM
ajfa-14645	91	7	𝑐	𝑐	PROPN
ajfa-14645	91	8	∆𝑆	∆𝑆	PROPN
ajfa-14645	91	9	+	+	PROPN
ajfa-14645	91	10	𝑑	𝑑	PROPN
ajfa-14645	91	11	∆𝐹	∆𝐹	PROPN
ajfa-14645	91	12	+	+	PROPN
ajfa-14645	91	13	𝑒	𝑒	PROPN
ajfa-14645	91	14	∆𝐶	∆𝐶	NOUN
ajfa-14645	91	15	+	+	CCONJ
ajfa-14645	91	16	𝛿	𝛿	ADJ
ajfa-14645	91	17	𝑃	𝑃	NOUN
ajfa-14645	91	18	+	+	CCONJ
ajfa-14645	91	19	𝛿	𝛿	PROPN
ajfa-14645	91	20	𝑆	𝑆	PROPN
ajfa-14645	91	21	+	+	CCONJ
ajfa-14645	91	22	𝛿	𝛿	PROPN
ajfa-14645	91	23	𝐹	𝐹	PROPN
ajfa-14645	91	24	+	+	PROPN
ajfa-14645	91	25	𝛿	𝛿	PROPN
ajfa-14645	91	26	𝐶	𝐶	PROPN
ajfa-14645	91	27	+	+	CCONJ
ajfa-14645	91	28	𝜀	𝜀	X
ajfa-14645	91	29	(	(	PUNCT
ajfa-14645	91	30	4	4	NUM
ajfa-14645	91	31	)	)	PUNCT
ajfa-14645	91	32	the	the	DET
ajfa-14645	91	33	advantage	advantage	NOUN
ajfa-14645	91	34	with	with	ADP
ajfa-14645	91	35	using	use	VERB
ajfa-14645	91	36	ardl	ardl	NOUN
ajfa-14645	91	37	model	model	NOUN
ajfa-14645	91	38	is	be	AUX
ajfa-14645	91	39	that	that	SCONJ
ajfa-14645	91	40	it	it	PRON
ajfa-14645	91	41	can	can	AUX
ajfa-14645	91	42	be	be	AUX
ajfa-14645	91	43	used	use	VERB
ajfa-14645	91	44	regardless	regardless	ADV
ajfa-14645	91	45	of	of	ADP
ajfa-14645	91	46	the	the	DET
ajfa-14645	91	47	order	order	NOUN
ajfa-14645	91	48	of	of	ADP
ajfa-14645	91	49	integration	integration	NOUN
ajfa-14645	91	50	of	of	ADP
ajfa-14645	91	51	underlying	underlie	VERB
ajfa-14645	91	52	variables	variable	NOUN
ajfa-14645	91	53	i.e.	i.e.	X
ajfa-14645	91	54	whether	whether	SCONJ
ajfa-14645	91	55	the	the	DET
ajfa-14645	91	56	variables	variable	NOUN
ajfa-14645	91	57	are	be	AUX
ajfa-14645	91	58	i(0	i(0	PROPN
ajfa-14645	91	59	)	)	PUNCT
ajfa-14645	91	60	,	,	PUNCT
ajfa-14645	91	61	i(1	i(1	PROPN
ajfa-14645	91	62	)	)	PUNCT
ajfa-14645	91	63	or	or	CCONJ
ajfa-14645	91	64	fractionally	fractionally	ADV
ajfa-14645	91	65	integrated	integrate	VERB
ajfa-14645	91	66	,	,	PUNCT
ajfa-14645	91	67	does	do	AUX
ajfa-14645	91	68	n’t	not	PART
ajfa-14645	91	69	affects	affect	VERB
ajfa-14645	91	70	the	the	DET
ajfa-14645	91	71	methodology	methodology	NOUN
ajfa-14645	91	72	.	.	PUNCT
ajfa-14645	92	1	f	f	X
ajfa-14645	92	2	-	-	PUNCT
ajfa-14645	92	3	test	test	NOUN
ajfa-14645	92	4	is	be	AUX
ajfa-14645	92	5	used	use	VERB
ajfa-14645	92	6	to	to	PART
ajfa-14645	92	7	study	study	VERB
ajfa-14645	92	8	the	the	DET
ajfa-14645	92	9	cointegrating	cointegrate	VERB
ajfa-14645	92	10	association	association	NOUN
ajfa-14645	92	11	among	among	ADP
ajfa-14645	92	12	the	the	DET
ajfa-14645	92	13	variables	variable	NOUN
ajfa-14645	92	14	.	.	PUNCT
ajfa-14645	93	1	the	the	DET
ajfa-14645	93	2	null	null	ADJ
ajfa-14645	93	3	hypothesis	hypothesis	NOUN
ajfa-14645	93	4	of	of	ADP
ajfa-14645	93	5	no	no	DET
ajfa-14645	93	6	cointegration	cointegration	NOUN
ajfa-14645	93	7	among	among	ADP
ajfa-14645	93	8	the	the	DET
ajfa-14645	93	9	variables	variable	NOUN
ajfa-14645	93	10	in	in	ADP
ajfa-14645	93	11	eq	eq	ADP
ajfa-14645	93	12	.	.	PUNCT
ajfa-14645	94	1	(	(	PUNCT
ajfa-14645	94	2	1	1	X
ajfa-14645	94	3	)	)	PUNCT
ajfa-14645	94	4	is	be	AUX
ajfa-14645	94	5	h0:∝	h0:∝	NOUN
ajfa-14645	94	6	=	=	NOUN
ajfa-14645	94	7	∝	∝	NOUN
ajfa-14645	94	8	=	=	PRON
ajfa-14645	94	9	∝	∝	NOUN
ajfa-14645	94	10	=	=	PUNCT
ajfa-14645	94	11	∝	∝	X
ajfa-14645	94	12	=	=	SYM
ajfa-14645	94	13	0	0	NUM
ajfa-14645	94	14	,	,	PUNCT
ajfa-14645	94	15	against	against	ADP
ajfa-14645	94	16	h1	h1	PROPN
ajfa-14645	94	17	:	:	PUNCT
ajfa-14645	94	18	∝	∝	PROPN
ajfa-14645	94	19	≠∝	≠∝	NUM
ajfa-14645	94	20	≠∝	≠∝	NUM
ajfa-14645	94	21	≠∝	≠∝	SYM
ajfa-14645	94	22	≠	≠	PROPN
ajfa-14645	94	23	0	0	NUM
ajfa-14645	94	24	,	,	PUNCT
ajfa-14645	94	25	which	which	PRON
ajfa-14645	94	26	is	be	AUX
ajfa-14645	94	27	denoted	denote	VERB
ajfa-14645	94	28	as	as	ADP
ajfa-14645	94	29	fs(s	fs(s	PROPN
ajfa-14645	94	30	/	/	SYM
ajfa-14645	94	31	f	f	X
ajfa-14645	94	32	,	,	PUNCT
ajfa-14645	94	33	c	c	X
ajfa-14645	94	34	,	,	PUNCT
ajfa-14645	94	35	p	p	NOUN
ajfa-14645	94	36	)	)	PUNCT
ajfa-14645	94	37	.	.	PUNCT
ajfa-14645	95	1	similarly	similarly	ADV
ajfa-14645	95	2	,	,	PUNCT
ajfa-14645	95	3	for	for	ADP
ajfa-14645	95	4	eq	eq	NOUN
ajfa-14645	95	5	.	.	PUNCT
ajfa-14645	96	1	(	(	PUNCT
ajfa-14645	96	2	2	2	NUM
ajfa-14645	96	3	)	)	PUNCT
ajfa-14645	96	4	,	,	PUNCT
ajfa-14645	96	5	h0	h0	PROPN
ajfa-14645	96	6	:	:	PUNCT
ajfa-14645	96	7	𝛽	𝛽	PROPN
ajfa-14645	96	8	=	=	SYM
ajfa-14645	96	9	𝛽	𝛽	PROPN
ajfa-14645	96	10	=	=	SYM
ajfa-14645	96	11	𝛽	𝛽	PROPN
ajfa-14645	96	12	=	=	SYM
ajfa-14645	96	13	𝛽	𝛽	NOUN
ajfa-14645	96	14	=	=	SYM
ajfa-14645	96	15	0	0	NUM
ajfa-14645	96	16	,	,	PUNCT
ajfa-14645	96	17	against	against	ADP
ajfa-14645	96	18	h1:𝛽	h1:𝛽	PROPN
ajfa-14645	96	19	≠	≠	PROPN
ajfa-14645	96	20	𝛽	𝛽	PROPN
ajfa-14645	96	21	≠	≠	PROPN
ajfa-14645	96	22	𝛽	𝛽	PROPN
ajfa-14645	96	23	≠	≠	PROPN
ajfa-14645	96	24	𝛽	𝛽	PROPN
ajfa-14645	96	25	≠	≠	PROPN
ajfa-14645	96	26	0	0	NUM
ajfa-14645	96	27	which	which	PRON
ajfa-14645	96	28	is	be	AUX
ajfa-14645	96	29	denoted	denote	VERB
ajfa-14645	96	30	as	as	ADP
ajfa-14645	96	31	ff(f	ff(f	PROPN
ajfa-14645	96	32	/	/	SYM
ajfa-14645	96	33	s	s	PROPN
ajfa-14645	96	34	,	,	PUNCT
ajfa-14645	96	35	c	c	X
ajfa-14645	96	36	,	,	PUNCT
ajfa-14645	96	37	p	p	NOUN
ajfa-14645	96	38	)	)	PUNCT
ajfa-14645	96	39	and	and	CCONJ
ajfa-14645	96	40	so	so	ADV
ajfa-14645	96	41	on	on	ADV
ajfa-14645	96	42	for	for	ADP
ajfa-14645	96	43	eq	eq	NOUN
ajfa-14645	96	44	.	.	PUNCT
ajfa-14645	97	1	(	(	PUNCT
ajfa-14645	97	2	3	3	NUM
ajfa-14645	97	3	)	)	PUNCT
ajfa-14645	97	4	and	and	CCONJ
ajfa-14645	97	5	(	(	PUNCT
ajfa-14645	97	6	4	4	NUM
ajfa-14645	97	7	)	)	PUNCT
ajfa-14645	97	8	.	.	PUNCT
ajfa-14645	98	1	pesaran	pesaran	PROPN
ajfa-14645	98	2	et	et	PROPN
ajfa-14645	98	3	al	al	PROPN
ajfa-14645	98	4	(	(	PUNCT
ajfa-14645	98	5	pesaran	pesaran	ADJ
ajfa-14645	98	6	,	,	PUNCT
ajfa-14645	98	7	shin	shin	NOUN
ajfa-14645	98	8	,	,	PUNCT
ajfa-14645	98	9	&	&	CCONJ
ajfa-14645	98	10	smith	smith	PROPN
ajfa-14645	98	11	,	,	PUNCT
ajfa-14645	98	12	2001	2001	NUM
ajfa-14645	98	13	)	)	PUNCT
ajfa-14645	98	14	have	have	AUX
ajfa-14645	98	15	proposed	propose	VERB
ajfa-14645	98	16	two	two	NUM
ajfa-14645	98	17	sets	set	NOUN
ajfa-14645	98	18	of	of	ADP
ajfa-14645	98	19	critical	critical	ADJ
ajfa-14645	98	20	f	f	PROPN
ajfa-14645	98	21	values	value	NOUN
ajfa-14645	98	22	(	(	PUNCT
ajfa-14645	98	23	upper	upper	ADJ
ajfa-14645	98	24	bound	bind	VERB
ajfa-14645	98	25	and	and	CCONJ
ajfa-14645	98	26	lower	low	ADJ
ajfa-14645	98	27	bound	bind	VERB
ajfa-14645	98	28	)	)	PUNCT
ajfa-14645	98	29	for	for	ADP
ajfa-14645	98	30	large	large	ADJ
ajfa-14645	98	31	samples	sample	NOUN
ajfa-14645	98	32	,	,	PUNCT
ajfa-14645	98	33	where	where	SCONJ
ajfa-14645	98	34	one	one	NUM
ajfa-14645	98	35	set	set	NOUN
ajfa-14645	98	36	supposes	suppose	VERB
ajfa-14645	98	37	that	that	SCONJ
ajfa-14645	98	38	all	all	DET
ajfa-14645	98	39	the	the	DET
ajfa-14645	98	40	variable	variable	NOUN
ajfa-14645	98	41	are	be	AUX
ajfa-14645	98	42	i	i	PRON
ajfa-14645	98	43	(	(	PUNCT
ajfa-14645	98	44	0	0	NUM
ajfa-14645	98	45	)	)	PUNCT
ajfa-14645	98	46	and	and	CCONJ
ajfa-14645	98	47	the	the	DET
ajfa-14645	98	48	other	other	ADJ
ajfa-14645	98	49	set	set	NOUN
ajfa-14645	98	50	supposes	suppose	VERB
ajfa-14645	98	51	all	all	DET
ajfa-14645	98	52	the	the	DET
ajfa-14645	98	53	variables	variable	NOUN
ajfa-14645	98	54	to	to	PART
ajfa-14645	98	55	be	be	AUX
ajfa-14645	98	56	i	i	PRON
ajfa-14645	98	57	(	(	PUNCT
ajfa-14645	98	58	1	1	NUM
ajfa-14645	98	59	)	)	PUNCT
ajfa-14645	98	60	.	.	PUNCT
ajfa-14645	99	1	if	if	SCONJ
ajfa-14645	99	2	the	the	DET
ajfa-14645	99	3	calculated	calculated	ADJ
ajfa-14645	99	4	f	f	PROPN
ajfa-14645	99	5	values	value	NOUN
ajfa-14645	99	6	lie	lie	VERB
ajfa-14645	99	7	above	above	ADP
ajfa-14645	99	8	the	the	DET
ajfa-14645	99	9	higher	high	ADJ
ajfa-14645	99	10	bound	bind	VERB
ajfa-14645	99	11	,	,	PUNCT
ajfa-14645	99	12	we	we	PRON
ajfa-14645	99	13	can	can	AUX
ajfa-14645	99	14	reject	reject	VERB
ajfa-14645	99	15	the	the	DET
ajfa-14645	99	16	null	null	ADJ
ajfa-14645	99	17	hypothesis	hypothesis	NOUN
ajfa-14645	99	18	of	of	ADP
ajfa-14645	99	19	no	no	DET
ajfa-14645	99	20	cointegration	cointegration	NOUN
ajfa-14645	99	21	and	and	CCONJ
ajfa-14645	99	22	conclude	conclude	VERB
ajfa-14645	99	23	that	that	SCONJ
ajfa-14645	99	24	the	the	DET
ajfa-14645	99	25	variables	variable	NOUN
ajfa-14645	99	26	are	be	AUX
ajfa-14645	99	27	cointegrated	cointegrate	VERB
ajfa-14645	99	28	implying	imply	VERB
ajfa-14645	99	29	a	a	DET
ajfa-14645	99	30	long	long	ADJ
ajfa-14645	99	31	run	run	NOUN
ajfa-14645	99	32	equilibrium	equilibrium	NOUN
ajfa-14645	99	33	relation	relation	NOUN
ajfa-14645	99	34	.	.	PUNCT
ajfa-14645	100	1	if	if	SCONJ
ajfa-14645	100	2	the	the	DET
ajfa-14645	100	3	calculated	calculated	ADJ
ajfa-14645	100	4	f	f	PROPN
ajfa-14645	100	5	values	value	NOUN
ajfa-14645	100	6	lie	lie	VERB
ajfa-14645	100	7	below	below	ADP
ajfa-14645	100	8	the	the	DET
ajfa-14645	100	9	lower	lower	ADV
ajfa-14645	100	10	bound	bind	VERB
ajfa-14645	100	11	,	,	PUNCT
ajfa-14645	100	12	we	we	PRON
ajfa-14645	100	13	can	can	AUX
ajfa-14645	100	14	not	not	PART
ajfa-14645	100	15	reject	reject	VERB
ajfa-14645	100	16	the	the	DET
ajfa-14645	100	17	null	null	ADJ
ajfa-14645	100	18	hypothesis	hypothesis	NOUN
ajfa-14645	100	19	and	and	CCONJ
ajfa-14645	100	20	conclude	conclude	VERB
ajfa-14645	100	21	that	that	SCONJ
ajfa-14645	100	22	the	the	DET
ajfa-14645	100	23	variables	variable	NOUN
ajfa-14645	100	24	are	be	AUX
ajfa-14645	100	25	not	not	PART
ajfa-14645	100	26	cointegrated	cointegrate	VERB
ajfa-14645	100	27	.	.	PUNCT
ajfa-14645	101	1	no	no	DET
ajfa-14645	101	2	inferences	inference	NOUN
ajfa-14645	101	3	can	can	AUX
ajfa-14645	101	4	be	be	AUX
ajfa-14645	101	5	drawn	draw	VERB
ajfa-14645	101	6	if	if	SCONJ
ajfa-14645	101	7	the	the	DET
ajfa-14645	101	8	f	f	PROPN
ajfa-14645	101	9	value	value	NOUN
ajfa-14645	101	10	lies	lie	VERB
ajfa-14645	101	11	between	between	ADP
ajfa-14645	101	12	the	the	DET
ajfa-14645	101	13	upper	upper	ADJ
ajfa-14645	101	14	and	and	CCONJ
ajfa-14645	101	15	lower	low	ADJ
ajfa-14645	101	16	bounds	bound	NOUN
ajfa-14645	101	17	.	.	PUNCT
ajfa-14645	102	1	3.3	3.3	NUM
ajfa-14645	102	2	granger	granger	PROPN
ajfa-14645	102	3	causality	causality	PROPN
ajfa-14645	102	4	engle	engle	NOUN
ajfa-14645	102	5	and	and	CCONJ
ajfa-14645	102	6	granger	granger	PROPN
ajfa-14645	102	7	(	(	PUNCT
ajfa-14645	102	8	engle	engle	PROPN
ajfa-14645	102	9	&	&	CCONJ
ajfa-14645	102	10	granger	granger	PROPN
ajfa-14645	102	11	,	,	PUNCT
ajfa-14645	102	12	1987	1987	NUM
ajfa-14645	102	13	)	)	PUNCT
ajfa-14645	102	14	stated	state	VERB
ajfa-14645	102	15	that	that	SCONJ
ajfa-14645	102	16	if	if	SCONJ
ajfa-14645	102	17	two	two	NUM
ajfa-14645	102	18	series	series	NOUN
ajfa-14645	102	19	are	be	AUX
ajfa-14645	102	20	i(1	i(1	NOUN
ajfa-14645	102	21	)	)	PUNCT
ajfa-14645	102	22	individually	individually	ADV
ajfa-14645	102	23	and	and	CCONJ
ajfa-14645	102	24	are	be	AUX
ajfa-14645	102	25	cointegrated	cointegrate	VERB
ajfa-14645	102	26	,	,	PUNCT
ajfa-14645	102	27	there	there	PRON
ajfa-14645	102	28	would	would	AUX
ajfa-14645	102	29	exist	exist	VERB
ajfa-14645	102	30	a	a	DET
ajfa-14645	102	31	contributory	contributory	NOUN
ajfa-14645	102	32	association	association	NOUN
ajfa-14645	102	33	at	at	ADP
ajfa-14645	102	34	least	least	ADJ
ajfa-14645	102	35	in	in	ADP
ajfa-14645	102	36	one	one	NUM
ajfa-14645	102	37	direction	direction	NOUN
ajfa-14645	102	38	,	,	PUNCT
ajfa-14645	102	39	which	which	PRON
ajfa-14645	102	40	can	can	AUX
ajfa-14645	102	41	be	be	AUX
ajfa-14645	102	42	detected	detect	VERB
ajfa-14645	102	43	using	use	VERB
ajfa-14645	102	44	the	the	DET
ajfa-14645	102	45	vector	vector	NOUN
ajfa-14645	102	46	error	error	NOUN
ajfa-14645	102	47	correction	correction	NOUN
ajfa-14645	102	48	model	model	NOUN
ajfa-14645	102	49	.	.	PUNCT
ajfa-14645	103	1	causal	causal	PROPN
ajfa-14645	103	2	association	association	PROPN
ajfa-14645	103	3	between	between	ADP
ajfa-14645	103	4	a	a	DET
ajfa-14645	103	5	given	give	VERB
ajfa-14645	103	6	set	set	NOUN
ajfa-14645	103	7	of	of	ADP
ajfa-14645	103	8	variables	variable	NOUN
ajfa-14645	103	9	can	can	AUX
ajfa-14645	103	10	very	very	ADV
ajfa-14645	103	11	conveniently	conveniently	ADV
ajfa-14645	103	12	detected	detect	VERB
ajfa-14645	103	13	using	use	VERB
ajfa-14645	103	14	the	the	DET
ajfa-14645	103	15	granger	granger	PROPN
ajfa-14645	103	16	causality	causality	PROPN
ajfa-14645	103	17	test	test	NOUN
ajfa-14645	103	18	.	.	PUNCT
ajfa-14645	104	1	a	a	DET
ajfa-14645	104	2	variable	variable	ADJ
ajfa-14645	104	3	‘	'	PUNCT
ajfa-14645	104	4	x	x	X
ajfa-14645	104	5	’	'	PUNCT
ajfa-14645	104	6	is	be	AUX
ajfa-14645	104	7	said	say	VERB
ajfa-14645	104	8	to	to	ADP
ajfa-14645	104	9	granger	granger	PROPN
ajfa-14645	104	10	cause	cause	VERB
ajfa-14645	104	11	variable	variable	ADJ
ajfa-14645	104	12	‘	'	PUNCT
ajfa-14645	104	13	y	y	NOUN
ajfa-14645	104	14	’	'	PUNCT
ajfa-14645	104	15	if	if	SCONJ
ajfa-14645	104	16	the	the	DET
ajfa-14645	104	17	prediction	prediction	NOUN
ajfa-14645	104	18	error	error	NOUN
ajfa-14645	104	19	of	of	ADP
ajfa-14645	104	20	‘	'	PUNCT
ajfa-14645	104	21	y	y	NOUN
ajfa-14645	104	22	’	'	PUNCT
ajfa-14645	104	23	reduces	reduce	VERB
ajfa-14645	104	24	by	by	ADP
ajfa-14645	104	25	using	use	VERB
ajfa-14645	104	26	preceding	precede	VERB
ajfa-14645	104	27	values	value	NOUN
ajfa-14645	104	28	of	of	ADP
ajfa-14645	104	29	‘	'	PUNCT
ajfa-14645	104	30	x	x	X
ajfa-14645	104	31	’	'	PUNCT
ajfa-14645	104	32	and	and	CCONJ
ajfa-14645	104	33	‘	'	PUNCT
ajfa-14645	104	34	y	y	NOUN
ajfa-14645	104	35	’	'	PUNCT
ajfa-14645	104	36	.	.	PUNCT
ajfa-14645	105	1	for	for	ADP
ajfa-14645	105	2	the	the	DET
ajfa-14645	105	3	purpose	purpose	NOUN
ajfa-14645	105	4	of	of	ADP
ajfa-14645	105	5	this	this	DET
ajfa-14645	105	6	study	study	NOUN
ajfa-14645	105	7	,	,	PUNCT
ajfa-14645	105	8	granger	granger	PROPN
ajfa-14645	105	9	causality	causality	PROPN
ajfa-14645	105	10	can	can	AUX
ajfa-14645	105	11	be	be	AUX
ajfa-14645	105	12	tested	test	VERB
ajfa-14645	105	13	with	with	ADP
ajfa-14645	105	14	the	the	DET
ajfa-14645	105	15	following	follow	VERB
ajfa-14645	105	16	equations	equation	NOUN
ajfa-14645	105	17	:	:	PUNCT
ajfa-14645	105	18	asian	asian	ADJ
ajfa-14645	105	19	journal	journal	NOUN
ajfa-14645	105	20	of	of	ADP
ajfa-14645	105	21	finance	finance	PROPN
ajfa-14645	105	22	&	&	CCONJ
ajfa-14645	105	23	accounting	accounting	PROPN
ajfa-14645	105	24	issn	issn	PROPN
ajfa-14645	105	25	1946	1946	NUM
ajfa-14645	105	26	-	-	PUNCT
ajfa-14645	105	27	052x	052x	PROPN
ajfa-14645	105	28	2019	2019	NUM
ajfa-14645	105	29	,	,	PUNCT
ajfa-14645	105	30	vol	vol	NOUN
ajfa-14645	105	31	.	.	PROPN
ajfa-14645	106	1	11	11	NUM
ajfa-14645	106	2	,	,	PUNCT
ajfa-14645	106	3	no	no	INTJ
ajfa-14645	106	4	.	.	NOUN
ajfa-14645	106	5	1	1	NUM
ajfa-14645	106	6	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	106	7	208	208	NUM
ajfa-14645	106	8	∆𝑆	∆𝑆	NOUN
ajfa-14645	106	9	=	=	SYM
ajfa-14645	106	10	𝜑	𝜑	PROPN
ajfa-14645	107	1	+	+	CCONJ
ajfa-14645	107	2	𝜑	𝜑	X
ajfa-14645	107	3	∆𝑆	∆𝑆	PROPN
ajfa-14645	107	4	+	+	NUM
ajfa-14645	107	5	𝜑	𝜑	X
ajfa-14645	107	6	∆𝐹	∆𝐹	NOUN
ajfa-14645	107	7	+	+	NUM
ajfa-14645	107	8	𝜑	𝜑	NOUN
ajfa-14645	107	9	∆𝐶	∆𝐶	NOUN
ajfa-14645	107	10	+	+	CCONJ
ajfa-14645	107	11	𝜑	𝜑	X
ajfa-14645	108	1	∆𝑃	∆𝑃	NOUN
ajfa-14645	109	1	+	+	NUM
ajfa-14645	109	2	𝜑	𝜑	NOUN
ajfa-14645	109	3	𝜀	𝜀	NOUN
ajfa-14645	109	4	+	+	NUM
ajfa-14645	109	5	𝑢	𝑢	X
ajfa-14645	109	6	(	(	PUNCT
ajfa-14645	109	7	5	5	NUM
ajfa-14645	109	8	)	)	PUNCT
ajfa-14645	109	9	∆𝐹	∆𝐹	NOUN
ajfa-14645	109	10	=	=	PUNCT
ajfa-14645	109	11	𝜑	𝜑	PROPN
ajfa-14645	110	1	+	+	CCONJ
ajfa-14645	110	2	𝜑	𝜑	X
ajfa-14645	110	3	∆𝐹	∆𝐹	NOUN
ajfa-14645	110	4	+	+	CCONJ
ajfa-14645	110	5	𝜑	𝜑	PROPN
ajfa-14645	110	6	∆𝑆	∆𝑆	PROPN
ajfa-14645	110	7	+	+	CCONJ
ajfa-14645	110	8	𝜑	𝜑	X
ajfa-14645	110	9	∆𝐶	∆𝐶	NOUN
ajfa-14645	110	10	+	+	CCONJ
ajfa-14645	110	11	𝜑	𝜑	X
ajfa-14645	110	12	∆𝑃	∆𝑃	NOUN
ajfa-14645	111	1	+	+	NUM
ajfa-14645	111	2	𝜑	𝜑	NOUN
ajfa-14645	111	3	𝜀	𝜀	NOUN
ajfa-14645	111	4	+	+	NUM
ajfa-14645	111	5	𝑢	𝑢	X
ajfa-14645	111	6	(	(	PUNCT
ajfa-14645	111	7	6	6	NUM
ajfa-14645	111	8	)	)	PUNCT
ajfa-14645	111	9	∆𝐶	∆𝐶	NOUN
ajfa-14645	112	1	=	=	PUNCT
ajfa-14645	112	2	𝜑	𝜑	PROPN
ajfa-14645	112	3	+	+	NUM
ajfa-14645	112	4	𝜑	𝜑	NOUN
ajfa-14645	112	5	∆𝐶	∆𝐶	NOUN
ajfa-14645	112	6	+	+	CCONJ
ajfa-14645	112	7	𝜑	𝜑	X
ajfa-14645	112	8	∆𝑆	∆𝑆	PROPN
ajfa-14645	112	9	+	+	NUM
ajfa-14645	112	10	𝜑	𝜑	X
ajfa-14645	112	11	∆𝐹	∆𝐹	NOUN
ajfa-14645	112	12	+	+	NUM
ajfa-14645	112	13	𝜑	𝜑	NOUN
ajfa-14645	113	1	∆𝑃	∆𝑃	NOUN
ajfa-14645	114	1	+	+	NUM
ajfa-14645	114	2	𝜑	𝜑	NOUN
ajfa-14645	114	3	𝜀	𝜀	NOUN
ajfa-14645	114	4	+	+	NUM
ajfa-14645	114	5	𝑢	𝑢	X
ajfa-14645	114	6	(	(	PUNCT
ajfa-14645	114	7	7	7	NUM
ajfa-14645	114	8	)	)	PUNCT
ajfa-14645	114	9	∆𝑃	∆𝑃	NOUN
ajfa-14645	115	1	=	=	PUNCT
ajfa-14645	115	2	𝜑	𝜑	PROPN
ajfa-14645	115	3	+	+	CCONJ
ajfa-14645	115	4	𝜑	𝜑	NOUN
ajfa-14645	116	1	∆𝑃	∆𝑃	NOUN
ajfa-14645	117	1	+	+	NUM
ajfa-14645	117	2	𝜑	𝜑	X
ajfa-14645	117	3	∆𝑆	∆𝑆	PROPN
ajfa-14645	117	4	+	+	NUM
ajfa-14645	117	5	𝜑	𝜑	X
ajfa-14645	117	6	∆𝐹	∆𝐹	NOUN
ajfa-14645	117	7	+	+	NUM
ajfa-14645	117	8	𝜑	𝜑	NOUN
ajfa-14645	117	9	∆𝐶	∆𝐶	NOUN
ajfa-14645	117	10	+	+	CCONJ
ajfa-14645	117	11	𝜑	𝜑	PROPN
ajfa-14645	117	12	𝜀	𝜀	NOUN
ajfa-14645	117	13	+	+	NUM
ajfa-14645	117	14	𝑢	𝑢	X
ajfa-14645	117	15	(	(	PUNCT
ajfa-14645	117	16	8)	8)	NUM
ajfa-14645	117	17	where	where	SCONJ
ajfa-14645	117	18	φ	φ	PROPN
ajfa-14645	117	19	’s	’s	PART
ajfa-14645	117	20	are	be	AUX
ajfa-14645	117	21	the	the	DET
ajfa-14645	117	22	parameters	parameter	NOUN
ajfa-14645	117	23	to	to	PART
ajfa-14645	117	24	be	be	AUX
ajfa-14645	117	25	estimated	estimate	VERB
ajfa-14645	117	26	,	,	PUNCT
ajfa-14645	117	27	ut	ut	PROPN
ajfa-14645	117	28	’s	’s	PART
ajfa-14645	117	29	are	be	AUX
ajfa-14645	117	30	the	the	DET
ajfa-14645	117	31	error	error	NOUN
ajfa-14645	117	32	terms	term	NOUN
ajfa-14645	117	33	and	and	CCONJ
ajfa-14645	117	34	𝜀	𝜀	NOUN
ajfa-14645	117	35	is	be	AUX
ajfa-14645	117	36	the	the	DET
ajfa-14645	117	37	error	error	NOUN
ajfa-14645	117	38	correction	correction	NOUN
ajfa-14645	117	39	term	term	NOUN
ajfa-14645	117	40	(	(	PUNCT
ajfa-14645	117	41	ect	ect	ADJ
ajfa-14645	117	42	)	)	PUNCT
ajfa-14645	117	43	.	.	PUNCT
ajfa-14645	118	1	significance	significance	NOUN
ajfa-14645	118	2	of	of	ADP
ajfa-14645	118	3	short	short	ADJ
ajfa-14645	118	4	run	run	NOUN
ajfa-14645	118	5	causality	causality	NOUN
ajfa-14645	118	6	is	be	AUX
ajfa-14645	118	7	shown	show	VERB
ajfa-14645	118	8	by	by	ADP
ajfa-14645	118	9	the	the	DET
ajfa-14645	118	10	f	f	PROPN
ajfa-14645	118	11	-	-	PUNCT
ajfa-14645	118	12	statistics	statistic	NOUN
ajfa-14645	118	13	on	on	ADP
ajfa-14645	118	14	the	the	DET
ajfa-14645	118	15	lagged	lag	VERB
ajfa-14645	118	16	independent	independent	ADJ
ajfa-14645	118	17	variables	variable	NOUN
ajfa-14645	118	18	of	of	ADP
ajfa-14645	118	19	error	error	NOUN
ajfa-14645	118	20	correction	correction	NOUN
ajfa-14645	118	21	model	model	NOUN
ajfa-14645	118	22	.	.	PUNCT
ajfa-14645	119	1	similarly	similarly	ADV
ajfa-14645	119	2	,	,	PUNCT
ajfa-14645	119	3	significance	significance	NOUN
ajfa-14645	119	4	of	of	ADP
ajfa-14645	119	5	long	long	ADJ
ajfa-14645	119	6	run	run	NOUN
ajfa-14645	119	7	causality	causality	NOUN
ajfa-14645	119	8	is	be	AUX
ajfa-14645	119	9	shown	show	VERB
ajfa-14645	119	10	by	by	ADP
ajfa-14645	119	11	the	the	DET
ajfa-14645	119	12	t	t	PROPN
ajfa-14645	119	13	-	-	PUNCT
ajfa-14645	119	14	statistics	statistic	NOUN
ajfa-14645	119	15	on	on	ADP
ajfa-14645	119	16	the	the	DET
ajfa-14645	119	17	coefficients	coefficient	NOUN
ajfa-14645	119	18	of	of	ADP
ajfa-14645	119	19	lagged	lag	VERB
ajfa-14645	119	20	ect	ect	PROPN
ajfa-14645	119	21	.	.	PUNCT
ajfa-14645	120	1	lag	lag	NOUN
ajfa-14645	120	2	length	length	NOUN
ajfa-14645	120	3	is	be	AUX
ajfa-14645	120	4	selected	select	VERB
ajfa-14645	120	5	using	use	VERB
ajfa-14645	120	6	the	the	DET
ajfa-14645	120	7	aic	aic	PROPN
ajfa-14645	120	8	and/or	and/or	CCONJ
ajfa-14645	120	9	sic	sic	ADJ
ajfa-14645	120	10	.	.	PUNCT
ajfa-14645	121	1	also	also	ADV
ajfa-14645	121	2	the	the	DET
ajfa-14645	121	3	models	model	NOUN
ajfa-14645	121	4	are	be	AUX
ajfa-14645	121	5	tested	test	VERB
ajfa-14645	121	6	for	for	ADP
ajfa-14645	121	7	serial	serial	ADJ
ajfa-14645	121	8	correlation	correlation	NOUN
ajfa-14645	121	9	using	use	VERB
ajfa-14645	121	10	the	the	DET
ajfa-14645	121	11	breusch	breusch	ADJ
ajfa-14645	121	12	-	-	PUNCT
ajfa-14645	121	13	godfrey	godfrey	NOUN
ajfa-14645	121	14	serial	serial	ADJ
ajfa-14645	121	15	correlation	correlation	NOUN
ajfa-14645	121	16	lm	lm	X
ajfa-14645	121	17	test	test	NOUN
ajfa-14645	121	18	and	and	CCONJ
ajfa-14645	121	19	for	for	ADP
ajfa-14645	121	20	stability	stability	NOUN
ajfa-14645	121	21	using	use	VERB
ajfa-14645	121	22	the	the	DET
ajfa-14645	121	23	recursive	recursive	ADJ
ajfa-14645	121	24	estimates	estimate	NOUN
ajfa-14645	121	25	of	of	ADP
ajfa-14645	121	26	cusum	cusum	PROPN
ajfa-14645	121	27	test	test	NOUN
ajfa-14645	121	28	.	.	PUNCT
ajfa-14645	122	1	all	all	DET
ajfa-14645	122	2	the	the	DET
ajfa-14645	122	3	models	model	NOUN
ajfa-14645	122	4	were	be	AUX
ajfa-14645	122	5	free	free	ADJ
ajfa-14645	122	6	from	from	ADP
ajfa-14645	122	7	serial	serial	ADJ
ajfa-14645	122	8	correlation	correlation	NOUN
ajfa-14645	122	9	and	and	CCONJ
ajfa-14645	122	10	were	be	AUX
ajfa-14645	122	11	found	find	VERB
ajfa-14645	122	12	to	to	PART
ajfa-14645	122	13	be	be	AUX
ajfa-14645	122	14	stable	stable	ADJ
ajfa-14645	122	15	at	at	ADP
ajfa-14645	122	16	5	5	NUM
ajfa-14645	122	17	percent	percent	NOUN
ajfa-14645	122	18	level	level	NOUN
ajfa-14645	122	19	of	of	ADP
ajfa-14645	122	20	significance	significance	NOUN
ajfa-14645	122	21	.	.	PUNCT
ajfa-14645	123	1	4	4	X
ajfa-14645	123	2	.	.	X
ajfa-14645	123	3	empirical	empirical	ADJ
ajfa-14645	123	4	results	result	NOUN
ajfa-14645	123	5	the	the	DET
ajfa-14645	123	6	results	result	NOUN
ajfa-14645	123	7	of	of	ADP
ajfa-14645	123	8	bounds	bound	NOUN
ajfa-14645	123	9	testing	testing	NOUN
ajfa-14645	123	10	are	be	AUX
ajfa-14645	123	11	presented	present	VERB
ajfa-14645	123	12	in	in	ADP
ajfa-14645	123	13	table	table	NOUN
ajfa-14645	123	14	1	1	NUM
ajfa-14645	123	15	.	.	PUNCT
ajfa-14645	123	16	results	result	NOUN
ajfa-14645	123	17	indicate	indicate	VERB
ajfa-14645	123	18	that	that	SCONJ
ajfa-14645	123	19	cointegration	cointegration	NOUN
ajfa-14645	123	20	is	be	AUX
ajfa-14645	123	21	not	not	PART
ajfa-14645	123	22	present	present	ADJ
ajfa-14645	123	23	when	when	SCONJ
ajfa-14645	123	24	spot	spot	NOUN
ajfa-14645	123	25	prices	price	NOUN
ajfa-14645	123	26	are	be	AUX
ajfa-14645	123	27	the	the	DET
ajfa-14645	123	28	dependent	dependent	ADJ
ajfa-14645	123	29	variable	variable	NOUN
ajfa-14645	123	30	because	because	SCONJ
ajfa-14645	123	31	fs	fs	INTJ
ajfa-14645	123	32	(	(	PUNCT
ajfa-14645	123	33	s	s	PROPN
ajfa-14645	123	34	/	/	SYM
ajfa-14645	123	35	f	f	PROPN
ajfa-14645	123	36	,	,	PUNCT
ajfa-14645	123	37	c	c	X
ajfa-14645	123	38	,	,	PUNCT
ajfa-14645	123	39	p	p	NOUN
ajfa-14645	123	40	)	)	PUNCT
ajfa-14645	123	41	is	be	AUX
ajfa-14645	123	42	lower	low	ADJ
ajfa-14645	123	43	than	than	ADP
ajfa-14645	123	44	the	the	DET
ajfa-14645	123	45	lower	lower	ADV
ajfa-14645	123	46	bound	bound	ADJ
ajfa-14645	123	47	critical	critical	ADJ
ajfa-14645	123	48	value	value	NOUN
ajfa-14645	123	49	at	at	ADP
ajfa-14645	123	50	5	5	NUM
ajfa-14645	123	51	percent	percent	NOUN
ajfa-14645	123	52	level	level	NOUN
ajfa-14645	123	53	.	.	PUNCT
ajfa-14645	124	1	however	however	ADV
ajfa-14645	124	2	,	,	PUNCT
ajfa-14645	124	3	when	when	SCONJ
ajfa-14645	124	4	futures	future	NOUN
ajfa-14645	124	5	,	,	PUNCT
ajfa-14645	124	6	call	call	VERB
ajfa-14645	124	7	and	and	CCONJ
ajfa-14645	124	8	put	put	VERB
ajfa-14645	124	9	options	option	NOUN
ajfa-14645	124	10	prices	price	NOUN
ajfa-14645	124	11	are	be	AUX
ajfa-14645	124	12	dependent	dependent	ADJ
ajfa-14645	124	13	variables	variable	NOUN
ajfa-14645	124	14	ff	ff	INTJ
ajfa-14645	124	15	(	(	PUNCT
ajfa-14645	124	16	f	f	X
ajfa-14645	124	17	/	/	SYM
ajfa-14645	124	18	s	s	PROPN
ajfa-14645	124	19	,	,	PUNCT
ajfa-14645	124	20	c	c	X
ajfa-14645	124	21	,	,	PUNCT
ajfa-14645	124	22	p	p	NOUN
ajfa-14645	124	23	)	)	PUNCT
ajfa-14645	124	24	,	,	PUNCT
ajfa-14645	124	25	fc(c	fc(c	PROPN
ajfa-14645	124	26	/	/	SYM
ajfa-14645	124	27	s	s	PROPN
ajfa-14645	124	28	,	,	PUNCT
ajfa-14645	124	29	f	f	PROPN
ajfa-14645	124	30	,	,	PUNCT
ajfa-14645	124	31	p	p	NOUN
ajfa-14645	124	32	)	)	PUNCT
ajfa-14645	124	33	and	and	CCONJ
ajfa-14645	124	34	fp(p	fp(p	PROPN
ajfa-14645	124	35	/	/	SYM
ajfa-14645	124	36	s	s	PROPN
ajfa-14645	124	37	,	,	PUNCT
ajfa-14645	124	38	f	f	PROPN
ajfa-14645	124	39	,	,	PUNCT
ajfa-14645	124	40	c	c	X
ajfa-14645	124	41	)	)	PUNCT
ajfa-14645	124	42	are	be	AUX
ajfa-14645	124	43	higher	high	ADJ
ajfa-14645	124	44	than	than	ADP
ajfa-14645	124	45	the	the	DET
ajfa-14645	124	46	upper	upper	ADJ
ajfa-14645	124	47	bound	bind	VERB
ajfa-14645	124	48	critical	critical	ADJ
ajfa-14645	124	49	value	value	NOUN
ajfa-14645	124	50	at	at	ADP
ajfa-14645	124	51	5	5	NUM
ajfa-14645	124	52	percent	percent	NOUN
ajfa-14645	124	53	level	level	NOUN
ajfa-14645	124	54	.	.	PUNCT
ajfa-14645	125	1	therefore	therefore	ADV
ajfa-14645	125	2	,	,	PUNCT
ajfa-14645	125	3	we	we	PRON
ajfa-14645	125	4	can	can	AUX
ajfa-14645	125	5	say	say	VERB
ajfa-14645	125	6	that	that	SCONJ
ajfa-14645	125	7	there	there	PRON
ajfa-14645	125	8	is	be	VERB
ajfa-14645	125	9	a	a	DET
ajfa-14645	125	10	long	long	ADJ
ajfa-14645	125	11	run	run	NOUN
ajfa-14645	125	12	relationship	relationship	NOUN
ajfa-14645	125	13	when	when	SCONJ
ajfa-14645	125	14	they	they	PRON
ajfa-14645	125	15	are	be	AUX
ajfa-14645	125	16	treated	treat	VERB
ajfa-14645	125	17	as	as	ADP
ajfa-14645	125	18	a	a	DET
ajfa-14645	125	19	dependent	dependent	ADJ
ajfa-14645	125	20	variable	variable	NOUN
ajfa-14645	125	21	.	.	PUNCT
ajfa-14645	126	1	asian	asian	ADJ
ajfa-14645	126	2	journal	journal	PROPN
ajfa-14645	126	3	of	of	ADP
ajfa-14645	126	4	finance	finance	PROPN
ajfa-14645	126	5	&	&	CCONJ
ajfa-14645	126	6	accounting	accounting	PROPN
ajfa-14645	126	7	issn	issn	PROPN
ajfa-14645	126	8	1946	1946	NUM
ajfa-14645	126	9	-	-	PUNCT
ajfa-14645	126	10	052x	052x	PROPN
ajfa-14645	126	11	2019	2019	NUM
ajfa-14645	126	12	,	,	PUNCT
ajfa-14645	126	13	vol	vol	NOUN
ajfa-14645	126	14	.	.	PROPN
ajfa-14645	126	15	11	11	NUM
ajfa-14645	126	16	,	,	PUNCT
ajfa-14645	126	17	no	no	INTJ
ajfa-14645	126	18	.	.	NOUN
ajfa-14645	126	19	1	1	NUM
ajfa-14645	126	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	126	21	209	209	NUM
ajfa-14645	126	22	table	table	NOUN
ajfa-14645	126	23	1	1	NUM
ajfa-14645	126	24	.	.	PUNCT
ajfa-14645	126	25	results	result	NOUN
ajfa-14645	126	26	of	of	ADP
ajfa-14645	126	27	bounds	bound	NOUN
ajfa-14645	126	28	testing	test	VERB
ajfa-14645	126	29	f	f	PROPN
ajfa-14645	126	30	-	-	PUNCT
ajfa-14645	126	31	statistics	statistic	NOUN
ajfa-14645	126	32	f	f	NOUN
ajfa-14645	126	33	-	-	PUNCT
ajfa-14645	126	34	value	value	NOUN
ajfa-14645	126	35	fs(s	fs(s	PROPN
ajfa-14645	126	36	/	/	SYM
ajfa-14645	126	37	f	f	X
ajfa-14645	126	38	,	,	PUNCT
ajfa-14645	126	39	c	c	X
ajfa-14645	126	40	,	,	PUNCT
ajfa-14645	126	41	p	p	NOUN
ajfa-14645	126	42	)	)	PUNCT
ajfa-14645	126	43	1.383215	1.383215	NUM
ajfa-14645	126	44	(	(	PUNCT
ajfa-14645	126	45	0.2370	0.2370	NUM
ajfa-14645	126	46	)	)	PUNCT
ajfa-14645	126	47	ff(f	ff(f	PROPN
ajfa-14645	126	48	/	/	SYM
ajfa-14645	126	49	s	s	PROPN
ajfa-14645	126	50	,	,	PUNCT
ajfa-14645	126	51	c	c	X
ajfa-14645	126	52	,	,	PUNCT
ajfa-14645	126	53	p	p	NOUN
ajfa-14645	126	54	)	)	PUNCT
ajfa-14645	126	55	423.2759	423.2759	NUM
ajfa-14645	126	56	(	(	PUNCT
ajfa-14645	126	57	0.0000	0.0000	NUM
ajfa-14645	126	58	)	)	PUNCT
ajfa-14645	126	59	fc(c	fc(c	NUM
ajfa-14645	126	60	/	/	SYM
ajfa-14645	126	61	s	s	PROPN
ajfa-14645	126	62	,	,	PUNCT
ajfa-14645	126	63	f	f	PROPN
ajfa-14645	126	64	,	,	PUNCT
ajfa-14645	126	65	p	p	NOUN
ajfa-14645	126	66	)	)	PUNCT
ajfa-14645	126	67	31.99496	31.99496	NUM
ajfa-14645	126	68	(	(	PUNCT
ajfa-14645	126	69	0.0000	0.0000	NUM
ajfa-14645	126	70	)	)	PUNCT
ajfa-14645	126	71	fp(p	fp(p	NUM
ajfa-14645	126	72	/	/	SYM
ajfa-14645	126	73	s	s	PROPN
ajfa-14645	126	74	,	,	PUNCT
ajfa-14645	126	75	f	f	PROPN
ajfa-14645	126	76	,	,	PUNCT
ajfa-14645	126	77	c	c	NOUN
ajfa-14645	126	78	)	)	PUNCT
ajfa-14645	126	79	30.30069	30.30069	NUM
ajfa-14645	126	80	(	(	PUNCT
ajfa-14645	126	81	0.0000	0.0000	NUM
ajfa-14645	126	82	)	)	PUNCT
ajfa-14645	127	1	f	f	X
ajfa-14645	127	2	-	-	PUNCT
ajfa-14645	127	3	critical	critical	ADJ
ajfa-14645	127	4	at	at	ADP
ajfa-14645	127	5	5	5	NUM
ajfa-14645	127	6	%	%	NOUN
ajfa-14645	127	7	level	level	NOUN
ajfa-14645	127	8	i(0	i(0	PROPN
ajfa-14645	127	9	)	)	PUNCT
ajfa-14645	127	10	3.23	3.23	NUM
ajfa-14645	127	11	i(1	i(1	NOUN
ajfa-14645	127	12	)	)	PUNCT
ajfa-14645	127	13	4.35	4.35	NUM
ajfa-14645	127	14	the	the	DET
ajfa-14645	127	15	results	result	NOUN
ajfa-14645	127	16	of	of	ADP
ajfa-14645	127	17	granger	granger	PROPN
ajfa-14645	127	18	causality	causality	PROPN
ajfa-14645	127	19	test	test	NOUN
ajfa-14645	127	20	are	be	AUX
ajfa-14645	127	21	presented	present	VERB
ajfa-14645	127	22	in	in	ADP
ajfa-14645	127	23	table	table	NOUN
ajfa-14645	127	24	2	2	NUM
ajfa-14645	127	25	.	.	PUNCT
ajfa-14645	127	26	results	result	NOUN
ajfa-14645	127	27	indicate	indicate	VERB
ajfa-14645	127	28	that	that	SCONJ
ajfa-14645	127	29	when	when	SCONJ
ajfa-14645	127	30	spot	spot	NOUN
ajfa-14645	127	31	prices	price	NOUN
ajfa-14645	127	32	are	be	AUX
ajfa-14645	127	33	dependent	dependent	ADJ
ajfa-14645	127	34	variable	variable	NOUN
ajfa-14645	127	35	,	,	PUNCT
ajfa-14645	127	36	there	there	PRON
ajfa-14645	127	37	is	be	VERB
ajfa-14645	127	38	no	no	DET
ajfa-14645	127	39	short	short	ADJ
ajfa-14645	127	40	run	run	NOUN
ajfa-14645	127	41	causality	causality	NOUN
ajfa-14645	127	42	found	find	VERB
ajfa-14645	127	43	i.e.	i.e.	X
ajfa-14645	127	44	futures	future	NOUN
ajfa-14645	127	45	,	,	PUNCT
ajfa-14645	127	46	call	call	VERB
ajfa-14645	127	47	and	and	CCONJ
ajfa-14645	127	48	put	put	ADJ
ajfa-14645	127	49	options	option	NOUN
ajfa-14645	127	50	are	be	AUX
ajfa-14645	127	51	not	not	PART
ajfa-14645	127	52	granger	granger	NOUN
ajfa-14645	127	53	causing	cause	VERB
ajfa-14645	127	54	spot	spot	NOUN
ajfa-14645	127	55	prices	price	NOUN
ajfa-14645	127	56	.	.	PUNCT
ajfa-14645	128	1	also	also	ADV
ajfa-14645	128	2	the	the	DET
ajfa-14645	128	3	error	error	NOUN
ajfa-14645	128	4	correction	correction	NOUN
ajfa-14645	128	5	term	term	NOUN
ajfa-14645	128	6	is	be	AUX
ajfa-14645	128	7	not	not	PART
ajfa-14645	128	8	significant	significant	ADJ
ajfa-14645	128	9	.	.	PUNCT
ajfa-14645	129	1	when	when	SCONJ
ajfa-14645	129	2	futures	future	NOUN
ajfa-14645	129	3	price	price	NOUN
ajfa-14645	129	4	is	be	AUX
ajfa-14645	129	5	dependent	dependent	ADJ
ajfa-14645	129	6	variable	variable	NOUN
ajfa-14645	129	7	,	,	PUNCT
ajfa-14645	129	8	though	though	SCONJ
ajfa-14645	129	9	we	we	PRON
ajfa-14645	129	10	have	have	VERB
ajfa-14645	129	11	a	a	DET
ajfa-14645	129	12	long	long	ADJ
ajfa-14645	129	13	run	run	NOUN
ajfa-14645	129	14	association	association	NOUN
ajfa-14645	129	15	coupled	couple	VERB
ajfa-14645	129	16	with	with	ADP
ajfa-14645	129	17	a	a	DET
ajfa-14645	129	18	negative	negative	ADJ
ajfa-14645	129	19	and	and	CCONJ
ajfa-14645	129	20	significant	significant	ADJ
ajfa-14645	129	21	error	error	NOUN
ajfa-14645	129	22	correction	correction	NOUN
ajfa-14645	129	23	term	term	NOUN
ajfa-14645	129	24	,	,	PUNCT
ajfa-14645	129	25	there	there	PRON
ajfa-14645	129	26	is	be	VERB
ajfa-14645	129	27	no	no	DET
ajfa-14645	129	28	short	short	ADJ
ajfa-14645	129	29	run	run	NOUN
ajfa-14645	129	30	causality	causality	NOUN
ajfa-14645	129	31	among	among	ADP
ajfa-14645	129	32	the	the	DET
ajfa-14645	129	33	variables	variable	NOUN
ajfa-14645	129	34	implying	implying	ADJ
ajfa-14645	129	35	spot	spot	NOUN
ajfa-14645	129	36	,	,	PUNCT
ajfa-14645	129	37	call	call	VERB
ajfa-14645	129	38	and	and	CCONJ
ajfa-14645	129	39	put	put	VERB
ajfa-14645	129	40	options	option	NOUN
ajfa-14645	129	41	prices	price	NOUN
ajfa-14645	129	42	are	be	AUX
ajfa-14645	129	43	not	not	PART
ajfa-14645	129	44	granger	granger	NOUN
ajfa-14645	129	45	causing	cause	VERB
ajfa-14645	129	46	futures	future	NOUN
ajfa-14645	129	47	prices	price	NOUN
ajfa-14645	129	48	.	.	PUNCT
ajfa-14645	130	1	the	the	DET
ajfa-14645	130	2	error	error	NOUN
ajfa-14645	130	3	correction	correction	NOUN
ajfa-14645	130	4	term	term	NOUN
ajfa-14645	130	5	shows	show	VERB
ajfa-14645	130	6	that	that	SCONJ
ajfa-14645	130	7	the	the	DET
ajfa-14645	130	8	system	system	NOUN
ajfa-14645	130	9	achieves	achieve	VERB
ajfa-14645	130	10	its	its	PRON
ajfa-14645	130	11	equilibrium	equilibrium	NOUN
ajfa-14645	130	12	at	at	ADP
ajfa-14645	130	13	a	a	DET
ajfa-14645	130	14	speed	speed	NOUN
ajfa-14645	130	15	of	of	ADP
ajfa-14645	130	16	99.27	99.27	NUM
ajfa-14645	130	17	percent	percent	NOUN
ajfa-14645	130	18	.	.	PUNCT
ajfa-14645	131	1	when	when	SCONJ
ajfa-14645	131	2	call	call	NOUN
ajfa-14645	131	3	options	option	NOUN
ajfa-14645	131	4	price	price	NOUN
ajfa-14645	131	5	is	be	AUX
ajfa-14645	131	6	the	the	DET
ajfa-14645	131	7	dependent	dependent	ADJ
ajfa-14645	131	8	variable	variable	NOUN
ajfa-14645	131	9	,	,	PUNCT
ajfa-14645	131	10	there	there	PRON
ajfa-14645	131	11	is	be	VERB
ajfa-14645	131	12	a	a	DET
ajfa-14645	131	13	short	short	ADJ
ajfa-14645	131	14	run	run	NOUN
ajfa-14645	131	15	causality	causality	NOUN
ajfa-14645	131	16	with	with	ADP
ajfa-14645	131	17	put	put	ADJ
ajfa-14645	131	18	options	option	NOUN
ajfa-14645	131	19	prices	price	NOUN
ajfa-14645	131	20	but	but	CCONJ
ajfa-14645	131	21	not	not	PART
ajfa-14645	131	22	with	with	ADP
ajfa-14645	131	23	spot	spot	NOUN
ajfa-14645	131	24	and	and	CCONJ
ajfa-14645	131	25	futures	future	NOUN
ajfa-14645	131	26	prices	price	NOUN
ajfa-14645	131	27	i.e.	i.e.	X
ajfa-14645	131	28	put	put	NOUN
ajfa-14645	131	29	options	option	NOUN
ajfa-14645	131	30	prices	price	NOUN
ajfa-14645	131	31	do	do	AUX
ajfa-14645	131	32	granger	granger	NOUN
ajfa-14645	131	33	cause	cause	VERB
ajfa-14645	131	34	call	call	NOUN
ajfa-14645	131	35	options	option	NOUN
ajfa-14645	131	36	prices	price	NOUN
ajfa-14645	131	37	in	in	ADP
ajfa-14645	131	38	short	short	ADJ
ajfa-14645	131	39	run	run	NOUN
ajfa-14645	131	40	but	but	CCONJ
ajfa-14645	131	41	the	the	DET
ajfa-14645	131	42	same	same	ADJ
ajfa-14645	131	43	is	be	AUX
ajfa-14645	131	44	not	not	PART
ajfa-14645	131	45	true	true	ADJ
ajfa-14645	131	46	for	for	ADP
ajfa-14645	131	47	spot	spot	NOUN
ajfa-14645	131	48	and	and	CCONJ
ajfa-14645	131	49	futures	future	NOUN
ajfa-14645	131	50	prices	price	NOUN
ajfa-14645	131	51	.	.	PUNCT
ajfa-14645	132	1	also	also	ADV
ajfa-14645	132	2	we	we	PRON
ajfa-14645	132	3	have	have	VERB
ajfa-14645	132	4	a	a	DET
ajfa-14645	132	5	significant	significant	ADJ
ajfa-14645	132	6	negative	negative	ADJ
ajfa-14645	132	7	error	error	NOUN
ajfa-14645	132	8	correction	correction	NOUN
ajfa-14645	132	9	term	term	NOUN
ajfa-14645	132	10	implying	imply	VERB
ajfa-14645	132	11	the	the	DET
ajfa-14645	132	12	speed	speed	NOUN
ajfa-14645	132	13	of	of	ADP
ajfa-14645	132	14	adjustment	adjustment	NOUN
ajfa-14645	132	15	towards	towards	ADP
ajfa-14645	132	16	achieving	achieve	VERB
ajfa-14645	132	17	equilibrium	equilibrium	NOUN
ajfa-14645	132	18	in	in	ADP
ajfa-14645	132	19	long	long	ADJ
ajfa-14645	132	20	run	run	NOUN
ajfa-14645	132	21	is	be	AUX
ajfa-14645	132	22	25.91	25.91	NUM
ajfa-14645	132	23	percent	percent	NOUN
ajfa-14645	132	24	.	.	PUNCT
ajfa-14645	133	1	when	when	SCONJ
ajfa-14645	133	2	put	put	VERB
ajfa-14645	133	3	options	option	NOUN
ajfa-14645	133	4	price	price	NOUN
ajfa-14645	133	5	is	be	AUX
ajfa-14645	133	6	the	the	DET
ajfa-14645	133	7	dependent	dependent	ADJ
ajfa-14645	133	8	variable	variable	NOUN
ajfa-14645	133	9	,	,	PUNCT
ajfa-14645	133	10	though	though	SCONJ
ajfa-14645	133	11	we	we	PRON
ajfa-14645	133	12	have	have	VERB
ajfa-14645	133	13	a	a	DET
ajfa-14645	133	14	long	long	ADJ
ajfa-14645	133	15	run	run	NOUN
ajfa-14645	133	16	relationship	relationship	NOUN
ajfa-14645	133	17	with	with	ADP
ajfa-14645	133	18	a	a	DET
ajfa-14645	133	19	negative	negative	ADJ
ajfa-14645	133	20	and	and	CCONJ
ajfa-14645	133	21	significant	significant	ADJ
ajfa-14645	133	22	error	error	NOUN
ajfa-14645	133	23	correction	correction	NOUN
ajfa-14645	133	24	term	term	NOUN
ajfa-14645	133	25	,	,	PUNCT
ajfa-14645	133	26	there	there	PRON
ajfa-14645	133	27	is	be	VERB
ajfa-14645	133	28	no	no	DET
ajfa-14645	133	29	short	short	ADJ
ajfa-14645	133	30	run	run	NOUN
ajfa-14645	133	31	causality	causality	NOUN
ajfa-14645	133	32	among	among	ADP
ajfa-14645	133	33	the	the	DET
ajfa-14645	133	34	variables	variable	NOUN
ajfa-14645	133	35	implying	implying	ADJ
ajfa-14645	133	36	spot	spot	NOUN
ajfa-14645	133	37	,	,	PUNCT
ajfa-14645	133	38	futures	future	NOUN
ajfa-14645	133	39	and	and	CCONJ
ajfa-14645	133	40	call	call	VERB
ajfa-14645	133	41	options	option	NOUN
ajfa-14645	133	42	prices	price	NOUN
ajfa-14645	133	43	are	be	AUX
ajfa-14645	133	44	not	not	PART
ajfa-14645	133	45	granger	granger	NOUN
ajfa-14645	133	46	causing	cause	VERB
ajfa-14645	133	47	put	put	ADJ
ajfa-14645	133	48	options	option	NOUN
ajfa-14645	133	49	prices	price	NOUN
ajfa-14645	133	50	.	.	PUNCT
ajfa-14645	134	1	the	the	DET
ajfa-14645	134	2	error	error	NOUN
ajfa-14645	134	3	correction	correction	NOUN
ajfa-14645	134	4	term	term	NOUN
ajfa-14645	134	5	shows	show	VERB
ajfa-14645	134	6	that	that	SCONJ
ajfa-14645	134	7	the	the	DET
ajfa-14645	134	8	system	system	NOUN
ajfa-14645	134	9	achieves	achieve	VERB
ajfa-14645	134	10	its	its	PRON
ajfa-14645	134	11	long	long	ADJ
ajfa-14645	134	12	run	run	NOUN
ajfa-14645	134	13	equilibrium	equilibrium	NOUN
ajfa-14645	134	14	at	at	ADP
ajfa-14645	134	15	a	a	DET
ajfa-14645	134	16	speed	speed	NOUN
ajfa-14645	134	17	of	of	ADP
ajfa-14645	134	18	19.5	19.5	NUM
ajfa-14645	134	19	percent	percent	NOUN
ajfa-14645	134	20	.	.	PUNCT
ajfa-14645	135	1	table	table	NOUN
ajfa-14645	135	2	2	2	NUM
ajfa-14645	135	3	.	.	PUNCT
ajfa-14645	135	4	results	result	NOUN
ajfa-14645	135	5	of	of	ADP
ajfa-14645	135	6	granger	granger	PROPN
ajfa-14645	135	7	causality	causality	PROPN
ajfa-14645	135	8	test	test	NOUN
ajfa-14645	135	9	dependent	dependent	ADJ
ajfa-14645	135	10	variable	variable	ADJ
ajfa-14645	135	11	δs	δs	NOUN
ajfa-14645	135	12	δf	δf	INTJ
ajfa-14645	135	13	δc	δc	NOUN
ajfa-14645	135	14	δp	δp	ADP
ajfa-14645	135	15	ectt-1	ectt-1	PROPN
ajfa-14645	135	16	δs	δs	ADP
ajfa-14645	135	17	0.066753	0.066753	NUM
ajfa-14645	135	18	(	(	PUNCT
ajfa-14645	135	19	0.9354	0.9354	NUM
ajfa-14645	135	20	)	)	PUNCT
ajfa-14645	135	21	1.07122	1.07122	NUM
ajfa-14645	135	22	(	(	PUNCT
ajfa-14645	135	23	0.3427	0.3427	NUM
ajfa-14645	135	24	)	)	PUNCT
ajfa-14645	135	25	1.733595	1.733595	NUM
ajfa-14645	135	26	(	(	PUNCT
ajfa-14645	135	27	0.1767	0.1767	NUM
ajfa-14645	135	28	)	)	PUNCT
ajfa-14645	135	29	-0.001470	-0.001470	NOUN
ajfa-14645	135	30	(	(	PUNCT
ajfa-14645	135	31	0.8554	0.8554	NUM
ajfa-14645	135	32	)	)	PUNCT
ajfa-14645	135	33	δf	δf	ADP
ajfa-14645	135	34	0.009469	0.009469	NUM
ajfa-14645	135	35	(	(	PUNCT
ajfa-14645	135	36	0.9906	0.9906	NUM
ajfa-14645	135	37	)	)	PUNCT
ajfa-14645	135	38	0.273945	0.273945	NUM
ajfa-14645	135	39	(	(	PUNCT
ajfa-14645	135	40	0.7604	0.7604	NUM
ajfa-14645	135	41	)	)	PUNCT
ajfa-14645	135	42	0.187493	0.187493	NUM
ajfa-14645	135	43	(	(	PUNCT
ajfa-14645	135	44	0.8290	0.8290	NUM
ajfa-14645	135	45	)	)	PUNCT
ajfa-14645	135	46	-0.992741	-0.992741	NOUN
ajfa-14645	135	47	(	(	PUNCT
ajfa-14645	135	48	0.0000	0.0000	NUM
ajfa-14645	135	49	)	)	PUNCT
ajfa-14645	135	50	δc	δc	ADP
ajfa-14645	135	51	1.493275	1.493275	NUM
ajfa-14645	135	52	(	(	PUNCT
ajfa-14645	135	53	0.0923	0.0923	NUM
ajfa-14645	135	54	)	)	PUNCT
ajfa-14645	136	1	0.969910	0.969910	NUM
ajfa-14645	136	2	(	(	PUNCT
ajfa-14645	136	3	0.4872	0.4872	NUM
ajfa-14645	136	4	)	)	PUNCT
ajfa-14645	136	5	1.698347	1.698347	NUM
ajfa-14645	136	6	(	(	PUNCT
ajfa-14645	136	7	0.0399	0.0399	NUM
ajfa-14645	136	8	)	)	PUNCT
ajfa-14645	136	9	-0.259197	-0.259197	NOUN
ajfa-14645	136	10	(	(	PUNCT
ajfa-14645	136	11	0.0000	0.0000	NUM
ajfa-14645	136	12	)	)	PUNCT
ajfa-14645	136	13	δp	δp	ADP
ajfa-14645	136	14	0.851604	0.851604	NUM
ajfa-14645	136	15	(	(	PUNCT
ajfa-14645	136	16	0.5967	0.5967	NUM
ajfa-14645	136	17	)	)	PUNCT
ajfa-14645	136	18	0.541120	0.541120	NUM
ajfa-14645	136	19	(	(	PUNCT
ajfa-14645	136	20	0.8891	0.8891	NUM
ajfa-14645	136	21	)	)	PUNCT
ajfa-14645	136	22	1.473722	1.473722	NUM
ajfa-14645	136	23	(	(	PUNCT
ajfa-14645	136	24	0.1260	0.1260	NUM
ajfa-14645	136	25	)	)	PUNCT
ajfa-14645	136	26	-0.195083	-0.195083	NOUN
ajfa-14645	136	27	(	(	PUNCT
ajfa-14645	136	28	0.0000	0.0000	NUM
ajfa-14645	136	29	)	)	PUNCT
ajfa-14645	136	30	5	5	NUM
ajfa-14645	136	31	.	.	X
ajfa-14645	137	1	conclusion	conclusion	NOUN
ajfa-14645	137	2	contrary	contrary	ADJ
ajfa-14645	137	3	to	to	ADP
ajfa-14645	137	4	previous	previous	ADJ
ajfa-14645	137	5	studies	study	NOUN
ajfa-14645	137	6	,	,	PUNCT
ajfa-14645	137	7	this	this	DET
ajfa-14645	137	8	study	study	NOUN
ajfa-14645	137	9	establishes	establish	VERB
ajfa-14645	137	10	a	a	DET
ajfa-14645	137	11	long	long	ADJ
ajfa-14645	137	12	run	run	NOUN
ajfa-14645	137	13	association	association	NOUN
ajfa-14645	137	14	between	between	ADP
ajfa-14645	137	15	spot	spot	NOUN
ajfa-14645	137	16	,	,	PUNCT
ajfa-14645	137	17	futures	future	NOUN
ajfa-14645	137	18	&	&	CCONJ
ajfa-14645	137	19	options	option	NOUN
ajfa-14645	137	20	(	(	PUNCT
ajfa-14645	137	21	both	both	PRON
ajfa-14645	137	22	call	call	VERB
ajfa-14645	137	23	&	&	CCONJ
ajfa-14645	137	24	put	put	VERB
ajfa-14645	137	25	)	)	PUNCT
ajfa-14645	137	26	prices	price	NOUN
ajfa-14645	137	27	but	but	CCONJ
ajfa-14645	137	28	we	we	PRON
ajfa-14645	137	29	do	do	AUX
ajfa-14645	137	30	not	not	PART
ajfa-14645	137	31	have	have	VERB
ajfa-14645	137	32	sufficient	sufficient	ADJ
ajfa-14645	137	33	statistical	statistical	ADJ
ajfa-14645	137	34	evidence	evidence	NOUN
ajfa-14645	137	35	to	to	PART
ajfa-14645	137	36	conclude	conclude	VERB
ajfa-14645	137	37	the	the	DET
ajfa-14645	137	38	short	short	ADJ
ajfa-14645	137	39	run	run	NOUN
ajfa-14645	137	40	causal	causal	NOUN
ajfa-14645	137	41	association	association	NOUN
ajfa-14645	137	42	between	between	ADP
ajfa-14645	137	43	the	the	DET
ajfa-14645	137	44	variable	variable	NOUN
ajfa-14645	137	45	except	except	SCONJ
ajfa-14645	137	46	for	for	ADP
ajfa-14645	137	47	call	call	NOUN
ajfa-14645	137	48	and	and	CCONJ
ajfa-14645	137	49	put	put	ADJ
ajfa-14645	137	50	options	option	NOUN
ajfa-14645	137	51	.	.	PUNCT
ajfa-14645	138	1	this	this	PRON
ajfa-14645	138	2	implies	imply	VERB
ajfa-14645	138	3	that	that	SCONJ
ajfa-14645	138	4	in	in	ADP
ajfa-14645	138	5	long	long	ADJ
ajfa-14645	138	6	run	run	NOUN
ajfa-14645	138	7	,	,	PUNCT
ajfa-14645	138	8	prices	price	NOUN
ajfa-14645	138	9	of	of	ADP
ajfa-14645	138	10	futures	future	NOUN
ajfa-14645	138	11	and	and	CCONJ
ajfa-14645	138	12	options	option	NOUN
ajfa-14645	138	13	together	together	ADV
ajfa-14645	138	14	as	as	ADV
ajfa-14645	138	15	well	well	ADV
ajfa-14645	138	16	as	as	ADP
ajfa-14645	138	17	individually	individually	ADV
ajfa-14645	138	18	,	,	PUNCT
ajfa-14645	138	19	fail	fail	VERB
ajfa-14645	138	20	to	to	ADP
ajfa-14645	138	21	asian	asian	ADJ
ajfa-14645	138	22	journal	journal	NOUN
ajfa-14645	138	23	of	of	ADP
ajfa-14645	138	24	finance	finance	PROPN
ajfa-14645	138	25	&	&	CCONJ
ajfa-14645	138	26	accounting	accounting	PROPN
ajfa-14645	138	27	issn	issn	PROPN
ajfa-14645	138	28	1946	1946	NUM
ajfa-14645	138	29	-	-	PUNCT
ajfa-14645	138	30	052x	052x	PROPN
ajfa-14645	138	31	2019	2019	NUM
ajfa-14645	138	32	,	,	PUNCT
ajfa-14645	138	33	vol	vol	NOUN
ajfa-14645	138	34	.	.	PROPN
ajfa-14645	139	1	11	11	NUM
ajfa-14645	139	2	,	,	PUNCT
ajfa-14645	139	3	no	no	INTJ
ajfa-14645	139	4	.	.	NOUN
ajfa-14645	139	5	1	1	NUM
ajfa-14645	139	6	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	139	7	210	210	NUM
ajfa-14645	139	8	influence	influence	NOUN
ajfa-14645	139	9	the	the	DET
ajfa-14645	139	10	prices	price	NOUN
ajfa-14645	139	11	in	in	ADP
ajfa-14645	139	12	spot	spot	NOUN
ajfa-14645	139	13	market	market	NOUN
ajfa-14645	139	14	i.e.	i.e.	X
ajfa-14645	139	15	they	they	PRON
ajfa-14645	139	16	do	do	AUX
ajfa-14645	139	17	not	not	PART
ajfa-14645	139	18	aid	aid	VERB
ajfa-14645	139	19	the	the	DET
ajfa-14645	139	20	price	price	NOUN
ajfa-14645	139	21	discovery	discovery	NOUN
ajfa-14645	139	22	process	process	NOUN
ajfa-14645	139	23	in	in	ADP
ajfa-14645	139	24	spot	spot	NOUN
ajfa-14645	139	25	markets	market	NOUN
ajfa-14645	139	26	.	.	PUNCT
ajfa-14645	140	1	on	on	ADP
ajfa-14645	140	2	the	the	DET
ajfa-14645	140	3	contrary	contrary	NOUN
ajfa-14645	140	4	,	,	PUNCT
ajfa-14645	140	5	prices	price	NOUN
ajfa-14645	140	6	in	in	ADP
ajfa-14645	140	7	spot	spot	NOUN
ajfa-14645	140	8	and	and	CCONJ
ajfa-14645	140	9	options	option	NOUN
ajfa-14645	140	10	market	market	NOUN
ajfa-14645	140	11	,	,	PUNCT
ajfa-14645	140	12	collectively	collectively	ADV
ajfa-14645	140	13	as	as	ADV
ajfa-14645	140	14	well	well	ADV
ajfa-14645	140	15	as	as	ADP
ajfa-14645	140	16	individually	individually	ADV
ajfa-14645	140	17	,	,	PUNCT
ajfa-14645	140	18	affect	affect	VERB
ajfa-14645	140	19	the	the	DET
ajfa-14645	140	20	prices	price	NOUN
ajfa-14645	140	21	in	in	ADP
ajfa-14645	140	22	futures	future	NOUN
ajfa-14645	140	23	market	market	NOUN
ajfa-14645	140	24	.	.	PUNCT
ajfa-14645	141	1	similarly	similarly	ADV
ajfa-14645	141	2	,	,	PUNCT
ajfa-14645	141	3	prices	price	NOUN
ajfa-14645	141	4	in	in	ADP
ajfa-14645	141	5	spot	spot	NOUN
ajfa-14645	141	6	and	and	CCONJ
ajfa-14645	141	7	futures	future	NOUN
ajfa-14645	141	8	market	market	NOUN
ajfa-14645	141	9	,	,	PUNCT
ajfa-14645	141	10	collectively	collectively	ADV
ajfa-14645	141	11	as	as	ADV
ajfa-14645	141	12	well	well	ADV
ajfa-14645	141	13	as	as	ADP
ajfa-14645	141	14	individually	individually	ADV
ajfa-14645	141	15	,	,	PUNCT
ajfa-14645	141	16	affect	affect	VERB
ajfa-14645	141	17	the	the	DET
ajfa-14645	141	18	prices	price	NOUN
ajfa-14645	141	19	in	in	ADP
ajfa-14645	141	20	options	option	NOUN
ajfa-14645	141	21	market	market	NOUN
ajfa-14645	141	22	.	.	PUNCT
ajfa-14645	142	1	in	in	ADP
ajfa-14645	142	2	short	short	ADJ
ajfa-14645	142	3	,	,	PUNCT
ajfa-14645	142	4	we	we	PRON
ajfa-14645	142	5	can	can	AUX
ajfa-14645	142	6	say	say	VERB
ajfa-14645	142	7	that	that	SCONJ
ajfa-14645	142	8	while	while	SCONJ
ajfa-14645	142	9	spot	spot	NOUN
ajfa-14645	142	10	prices	price	NOUN
ajfa-14645	142	11	aid	aid	VERB
ajfa-14645	142	12	the	the	DET
ajfa-14645	142	13	price	price	NOUN
ajfa-14645	142	14	discovery	discovery	NOUN
ajfa-14645	142	15	process	process	NOUN
ajfa-14645	142	16	in	in	ADP
ajfa-14645	142	17	both	both	DET
ajfa-14645	142	18	futures	future	NOUN
ajfa-14645	142	19	and	and	CCONJ
ajfa-14645	142	20	options	option	NOUN
ajfa-14645	142	21	markets	market	NOUN
ajfa-14645	142	22	,	,	PUNCT
ajfa-14645	142	23	neither	neither	CCONJ
ajfa-14645	142	24	futures	future	NOUN
ajfa-14645	142	25	nor	nor	CCONJ
ajfa-14645	142	26	options	option	NOUN
ajfa-14645	142	27	markets	market	NOUN
ajfa-14645	142	28	affect	affect	VERB
ajfa-14645	142	29	the	the	DET
ajfa-14645	142	30	price	price	NOUN
ajfa-14645	142	31	discovery	discovery	NOUN
ajfa-14645	142	32	in	in	ADP
ajfa-14645	142	33	spot	spot	NOUN
ajfa-14645	142	34	markets	market	NOUN
ajfa-14645	142	35	in	in	ADP
ajfa-14645	142	36	long	long	ADJ
ajfa-14645	142	37	run	run	NOUN
ajfa-14645	142	38	.	.	PUNCT
ajfa-14645	143	1	this	this	PRON
ajfa-14645	143	2	is	be	AUX
ajfa-14645	143	3	also	also	ADV
ajfa-14645	143	4	evident	evident	ADJ
ajfa-14645	143	5	in	in	ADP
ajfa-14645	143	6	futures	future	NOUN
ajfa-14645	143	7	prices	price	NOUN
ajfa-14645	143	8	converging	converge	VERB
ajfa-14645	143	9	with	with	ADP
ajfa-14645	143	10	spot	spot	NOUN
ajfa-14645	143	11	prices	price	NOUN
ajfa-14645	143	12	at	at	ADP
ajfa-14645	143	13	the	the	DET
ajfa-14645	143	14	time	time	NOUN
ajfa-14645	143	15	of	of	ADP
ajfa-14645	143	16	maturity	maturity	NOUN
ajfa-14645	143	17	but	but	CCONJ
ajfa-14645	143	18	not	not	PART
ajfa-14645	143	19	the	the	DET
ajfa-14645	143	20	other	other	ADJ
ajfa-14645	143	21	way	way	NOUN
ajfa-14645	143	22	round	round	ADV
ajfa-14645	143	23	.	.	PUNCT
ajfa-14645	144	1	also	also	ADV
ajfa-14645	144	2	,	,	PUNCT
ajfa-14645	144	3	the	the	DET
ajfa-14645	144	4	speed	speed	NOUN
ajfa-14645	144	5	of	of	ADP
ajfa-14645	144	6	adjustment	adjustment	NOUN
ajfa-14645	144	7	towards	towards	ADP
ajfa-14645	144	8	achieving	achieve	VERB
ajfa-14645	144	9	equilibrium	equilibrium	NOUN
ajfa-14645	144	10	is	be	AUX
ajfa-14645	144	11	greater	great	ADJ
ajfa-14645	144	12	in	in	ADP
ajfa-14645	144	13	futures	future	NOUN
ajfa-14645	144	14	markets	market	NOUN
ajfa-14645	144	15	as	as	ADP
ajfa-14645	144	16	compared	compare	VERB
ajfa-14645	144	17	to	to	ADP
ajfa-14645	144	18	options	option	NOUN
ajfa-14645	144	19	markets	market	NOUN
ajfa-14645	144	20	implying	imply	VERB
ajfa-14645	144	21	greater	great	ADJ
ajfa-14645	144	22	arbitrage	arbitrage	NOUN
ajfa-14645	144	23	opportunities	opportunity	NOUN
ajfa-14645	144	24	in	in	ADP
ajfa-14645	144	25	options	option	NOUN
ajfa-14645	144	26	as	as	ADP
ajfa-14645	144	27	compared	compare	VERB
ajfa-14645	144	28	to	to	ADP
ajfa-14645	144	29	futures	future	NOUN
ajfa-14645	144	30	markets	market	NOUN
ajfa-14645	144	31	.	.	PUNCT
ajfa-14645	145	1	finally	finally	ADV
ajfa-14645	145	2	,	,	PUNCT
ajfa-14645	145	3	these	these	DET
ajfa-14645	145	4	findings	finding	NOUN
ajfa-14645	145	5	can	can	AUX
ajfa-14645	145	6	be	be	AUX
ajfa-14645	145	7	used	use	VERB
ajfa-14645	145	8	by	by	ADP
ajfa-14645	145	9	investors	investor	NOUN
ajfa-14645	145	10	and	and	CCONJ
ajfa-14645	145	11	hedgers	hedger	NOUN
ajfa-14645	145	12	to	to	PART
ajfa-14645	145	13	take	take	VERB
ajfa-14645	145	14	their	their	PRON
ajfa-14645	145	15	positions	position	NOUN
ajfa-14645	145	16	.	.	PUNCT
ajfa-14645	146	1	also	also	ADV
ajfa-14645	146	2	they	they	PRON
ajfa-14645	146	3	can	can	AUX
ajfa-14645	146	4	be	be	AUX
ajfa-14645	146	5	useful	useful	ADJ
ajfa-14645	146	6	for	for	ADP
ajfa-14645	146	7	understanding	understand	VERB
ajfa-14645	146	8	the	the	DET
ajfa-14645	146	9	price	price	NOUN
ajfa-14645	146	10	discovery	discovery	NOUN
ajfa-14645	146	11	process	process	NOUN
ajfa-14645	146	12	in	in	ADP
ajfa-14645	146	13	indian	indian	ADJ
ajfa-14645	146	14	financial	financial	ADJ
ajfa-14645	146	15	markets	market	NOUN
ajfa-14645	146	16	,	,	PUNCT
ajfa-14645	146	17	which	which	PRON
ajfa-14645	146	18	are	be	AUX
ajfa-14645	146	19	issues	issue	NOUN
ajfa-14645	146	20	of	of	ADP
ajfa-14645	146	21	interest	interest	NOUN
ajfa-14645	146	22	for	for	ADP
ajfa-14645	146	23	financial	financial	ADJ
ajfa-14645	146	24	thinkers	thinker	NOUN
ajfa-14645	146	25	,	,	PUNCT
ajfa-14645	146	26	traders	trader	NOUN
ajfa-14645	146	27	,	,	PUNCT
ajfa-14645	146	28	investors	investor	NOUN
ajfa-14645	146	29	and	and	CCONJ
ajfa-14645	146	30	financial	financial	ADJ
ajfa-14645	146	31	analysts	analyst	NOUN
ajfa-14645	146	32	.	.	PUNCT
ajfa-14645	147	1	references	reference	NOUN
ajfa-14645	147	2	abhyankar	abhyankar	VERB
ajfa-14645	147	3	,	,	PUNCT
ajfa-14645	147	4	a.	a.	NOUN
ajfa-14645	147	5	(	(	PUNCT
ajfa-14645	147	6	1998	1998	NUM
ajfa-14645	147	7	)	)	PUNCT
ajfa-14645	147	8	.	.	PUNCT
ajfa-14645	148	1	linear	linear	PROPN
ajfa-14645	148	2	and	and	CCONJ
ajfa-14645	148	3	nonlinear	nonlinear	ADJ
ajfa-14645	148	4	granger	granger	PROPN
ajfa-14645	148	5	causality	causality	PROPN
ajfa-14645	148	6	:	:	PUNCT
ajfa-14645	148	7	evidence	evidence	NOUN
ajfa-14645	148	8	from	from	ADP
ajfa-14645	148	9	the	the	DET
ajfa-14645	148	10	u.k	u.k	PROPN
ajfa-14645	148	11	.	.	PROPN
ajfa-14645	148	12	stock	stock	PROPN
ajfa-14645	148	13	index	index	NOUN
ajfa-14645	148	14	futures	future	NOUN
ajfa-14645	148	15	market	market	NOUN
ajfa-14645	148	16	.	.	PUNCT
ajfa-14645	149	1	the	the	DET
ajfa-14645	149	2	journal	journal	PROPN
ajfa-14645	149	3	of	of	ADP
ajfa-14645	149	4	futures	future	NOUN
ajfa-14645	149	5	markets	market	NOUN
ajfa-14645	149	6	,	,	PUNCT
ajfa-14645	149	7	18(5	18(5	NUM
ajfa-14645	149	8	)	)	PUNCT
ajfa-14645	149	9	,	,	PUNCT
ajfa-14645	149	10	519	519	NUM
ajfa-14645	149	11	-	-	SYM
ajfa-14645	149	12	540	540	NUM
ajfa-14645	149	13	.	.	PUNCT
ajfa-14645	150	1	https://doi.org/10.1002/(sici)1096-9934(199808)18:5<519::aid-fut2>3.0.co;2-u	https://doi.org/10.1002/(sici)1096-9934(199808)18:5<519::aid-fut2>3.0.co;2-u	PROPN
ajfa-14645	150	2	alphonse	alphonse	NOUN
ajfa-14645	150	3	,	,	PUNCT
ajfa-14645	150	4	p.	p.	NOUN
ajfa-14645	150	5	(	(	PUNCT
ajfa-14645	150	6	2000	2000	NUM
ajfa-14645	150	7	)	)	PUNCT
ajfa-14645	150	8	.	.	PUNCT
ajfa-14645	151	1	efficient	efficient	ADJ
ajfa-14645	151	2	price	price	NOUN
ajfa-14645	151	3	discovery	discovery	NOUN
ajfa-14645	151	4	in	in	ADP
ajfa-14645	151	5	stock	stock	NOUN
ajfa-14645	151	6	index	index	NOUN
ajfa-14645	151	7	cash	cash	NOUN
ajfa-14645	151	8	and	and	CCONJ
ajfa-14645	151	9	futures	future	NOUN
ajfa-14645	151	10	markets	market	NOUN
ajfa-14645	151	11	.	.	PUNCT
ajfa-14645	152	1	annales	annale	NOUN
ajfa-14645	152	2	d'économie	d'économie	PROPN
ajfa-14645	152	3	et	et	NOUN
ajfa-14645	152	4	de	de	X
ajfa-14645	152	5	statistique	statistique	PROPN
ajfa-14645	152	6	.	.	PROPN
ajfa-14645	152	7	,	,	PUNCT
ajfa-14645	152	8	178	178	NUM
ajfa-14645	152	9	-	-	SYM
ajfa-14645	152	10	188	188	NUM
ajfa-14645	152	11	.	.	PUNCT
ajfa-14645	153	1	https://doi.org/10.2307/20076259	https://doi.org/10.2307/20076259	NOUN
ajfa-14645	153	2	andersen	andersen	PROPN
ajfa-14645	153	3	,	,	PUNCT
ajfa-14645	153	4	t.	t.	PROPN
ajfa-14645	153	5	g.	g.	PROPN
ajfa-14645	153	6	(	(	PUNCT
ajfa-14645	153	7	1996	1996	NUM
ajfa-14645	153	8	,	,	PUNCT
ajfa-14645	153	9	march	march	PROPN
ajfa-14645	153	10	)	)	PUNCT
ajfa-14645	153	11	.	.	PUNCT
ajfa-14645	154	1	return	return	VERB
ajfa-14645	154	2	volatility	volatility	NOUN
ajfa-14645	154	3	and	and	CCONJ
ajfa-14645	154	4	trading	trading	NOUN
ajfa-14645	154	5	volume	volume	NOUN
ajfa-14645	154	6	:	:	PUNCT
ajfa-14645	154	7	an	an	DET
ajfa-14645	154	8	information	information	NOUN
ajfa-14645	154	9	flow	flow	NOUN
ajfa-14645	154	10	interpretation	interpretation	NOUN
ajfa-14645	154	11	of	of	ADP
ajfa-14645	154	12	stochastic	stochastic	ADJ
ajfa-14645	154	13	volatility	volatility	NOUN
ajfa-14645	154	14	.	.	PUNCT
ajfa-14645	155	1	the	the	DET
ajfa-14645	155	2	journal	journal	PROPN
ajfa-14645	155	3	of	of	ADP
ajfa-14645	155	4	finance	finance	NOUN
ajfa-14645	155	5	,	,	PUNCT
ajfa-14645	155	6	51(1	51(1	NUM
ajfa-14645	155	7	)	)	PUNCT
ajfa-14645	155	8	,	,	PUNCT
ajfa-14645	155	9	169	169	NUM
ajfa-14645	155	10	-	-	SYM
ajfa-14645	155	11	204	204	NUM
ajfa-14645	155	12	.	.	PUNCT
ajfa-14645	156	1	https://doi.org/10.1111/j.1540-6261.1996.tb05206.x	https://doi.org/10.1111/j.1540-6261.1996.tb05206.x	PROPN
ajfa-14645	156	2	ang	ang	PROPN
ajfa-14645	156	3	,	,	PUNCT
ajfa-14645	156	4	a.	a.	PROPN
ajfa-14645	156	5	,	,	PUNCT
ajfa-14645	156	6	&	&	CCONJ
ajfa-14645	156	7	bekaert	bekaert	PROPN
ajfa-14645	156	8	,	,	PUNCT
ajfa-14645	156	9	g.	g.	PROPN
ajfa-14645	156	10	(	(	PUNCT
ajfa-14645	156	11	2007	2007	NUM
ajfa-14645	156	12	,	,	PUNCT
ajfa-14645	156	13	may	may	AUX
ajfa-14645	156	14	)	)	PUNCT
ajfa-14645	156	15	.	.	PUNCT
ajfa-14645	157	1	stock	stock	NOUN
ajfa-14645	157	2	return	return	NOUN
ajfa-14645	157	3	predictability	predictability	NOUN
ajfa-14645	157	4	:	:	PUNCT
ajfa-14645	157	5	is	be	AUX
ajfa-14645	157	6	it	it	PRON
ajfa-14645	157	7	there	there	ADV
ajfa-14645	157	8	?	?	PUNCT
ajfa-14645	158	1	review	review	NOUN
ajfa-14645	158	2	of	of	ADP
ajfa-14645	158	3	financial	financial	ADJ
ajfa-14645	158	4	studies	study	NOUN
ajfa-14645	158	5	,	,	PUNCT
ajfa-14645	158	6	20(3	20(3	NOUN
ajfa-14645	158	7	)	)	PUNCT
ajfa-14645	158	8	,	,	PUNCT
ajfa-14645	158	9	651	651	NUM
ajfa-14645	158	10	-	-	SYM
ajfa-14645	158	11	707	707	NUM
ajfa-14645	158	12	.	.	PUNCT
ajfa-14645	159	1	https://doi.org/10.1093/rfs/hhl021	https://doi.org/10.1093/rfs/hhl021	PROPN
ajfa-14645	159	2	anthony	anthony	PROPN
ajfa-14645	159	3	,	,	PUNCT
ajfa-14645	159	4	j.	j.	PROPN
ajfa-14645	159	5	h.	h.	PROPN
ajfa-14645	159	6	(	(	PUNCT
ajfa-14645	159	7	1988	1988	NUM
ajfa-14645	159	8	)	)	PUNCT
ajfa-14645	159	9	.	.	PUNCT
ajfa-14645	160	1	the	the	DET
ajfa-14645	160	2	interrelation	interrelation	NOUN
ajfa-14645	160	3	of	of	ADP
ajfa-14645	160	4	stock	stock	NOUN
ajfa-14645	160	5	and	and	CCONJ
ajfa-14645	160	6	options	option	NOUN
ajfa-14645	160	7	market	market	NOUN
ajfa-14645	160	8	trading	trading	NOUN
ajfa-14645	160	9	-	-	PUNCT
ajfa-14645	160	10	volume	volume	NOUN
ajfa-14645	160	11	data	datum	NOUN
ajfa-14645	160	12	.	.	PUNCT
ajfa-14645	161	1	the	the	DET
ajfa-14645	161	2	journal	journal	PROPN
ajfa-14645	161	3	of	of	ADP
ajfa-14645	161	4	finance	finance	NOUN
ajfa-14645	161	5	,	,	PUNCT
ajfa-14645	161	6	43(4	43(4	NOUN
ajfa-14645	161	7	)	)	PUNCT
ajfa-14645	161	8	,	,	PUNCT
ajfa-14645	161	9	949	949	NUM
ajfa-14645	161	10	-	-	SYM
ajfa-14645	161	11	964	964	NUM
ajfa-14645	161	12	.	.	PUNCT
ajfa-14645	162	1	https://doi.org/10.1111/j.1540-6261.1988.tb02614.x	https://doi.org/10.1111/j.1540-6261.1988.tb02614.x	PROPN
ajfa-14645	162	2	antoniou	antoniou	PROPN
ajfa-14645	162	3	,	,	PUNCT
ajfa-14645	162	4	a.	a.	PROPN
ajfa-14645	162	5	,	,	PUNCT
ajfa-14645	162	6	&	&	CCONJ
ajfa-14645	162	7	garrett	garrett	PROPN
ajfa-14645	162	8	,	,	PUNCT
ajfa-14645	162	9	i.	i.	PROPN
ajfa-14645	162	10	(	(	PUNCT
ajfa-14645	162	11	1993	1993	NUM
ajfa-14645	162	12	)	)	PUNCT
ajfa-14645	162	13	.	.	PUNCT
ajfa-14645	163	1	to	to	ADP
ajfa-14645	163	2	what	what	DET
ajfa-14645	163	3	extent	extent	NOUN
ajfa-14645	163	4	did	do	AUX
ajfa-14645	163	5	stock	stock	NOUN
ajfa-14645	163	6	index	index	NOUN
ajfa-14645	163	7	futures	future	NOUN
ajfa-14645	163	8	contribute	contribute	VERB
ajfa-14645	163	9	to	to	ADP
ajfa-14645	163	10	the	the	DET
ajfa-14645	163	11	october	october	PROPN
ajfa-14645	163	12	1987	1987	NUM
ajfa-14645	163	13	stock	stock	NOUN
ajfa-14645	163	14	market	market	NOUN
ajfa-14645	163	15	crash	crash	NOUN
ajfa-14645	163	16	?	?	PUNCT
ajfa-14645	164	1	the	the	DET
ajfa-14645	164	2	economic	economic	ADJ
ajfa-14645	164	3	journal	journal	NOUN
ajfa-14645	164	4	,	,	PUNCT
ajfa-14645	164	5	103(421	103(421	NUM
ajfa-14645	164	6	)	)	PUNCT
ajfa-14645	164	7	,	,	PUNCT
ajfa-14645	164	8	1444	1444	NUM
ajfa-14645	164	9	-	-	SYM
ajfa-14645	164	10	1461	1461	NUM
ajfa-14645	164	11	.	.	PUNCT
ajfa-14645	165	1	https://doi.org/10.2307/2234476	https://doi.org/10.2307/2234476	DET
ajfa-14645	165	2	antoniou	antoniou	PROPN
ajfa-14645	165	3	,	,	PUNCT
ajfa-14645	165	4	a.	a.	PROPN
ajfa-14645	165	5	,	,	PUNCT
ajfa-14645	165	6	&	&	CCONJ
ajfa-14645	165	7	holmes	holmes	PROPN
ajfa-14645	165	8	,	,	PUNCT
ajfa-14645	165	9	p.	p.	NOUN
ajfa-14645	165	10	(	(	PUNCT
ajfa-14645	165	11	1995	1995	NUM
ajfa-14645	165	12	)	)	PUNCT
ajfa-14645	165	13	.	.	PUNCT
ajfa-14645	166	1	futures	future	NOUN
ajfa-14645	166	2	trading	trading	NOUN
ajfa-14645	166	3	,	,	PUNCT
ajfa-14645	166	4	information	information	NOUN
ajfa-14645	166	5	and	and	CCONJ
ajfa-14645	166	6	spot	spot	NOUN
ajfa-14645	166	7	price	price	NOUN
ajfa-14645	166	8	volatility	volatility	NOUN
ajfa-14645	166	9	:	:	PUNCT
ajfa-14645	166	10	evidence	evidence	NOUN
ajfa-14645	166	11	for	for	ADP
ajfa-14645	166	12	the	the	DET
ajfa-14645	166	13	ftse-100	ftse-100	PROPN
ajfa-14645	166	14	stock	stock	NOUN
ajfa-14645	166	15	index	index	NOUN
ajfa-14645	166	16	futures	future	NOUN
ajfa-14645	166	17	contract	contract	NOUN
ajfa-14645	166	18	using	use	VERB
ajfa-14645	166	19	garch	garch	NOUN
ajfa-14645	166	20	.	.	PUNCT
ajfa-14645	167	1	journal	journal	NOUN
ajfa-14645	167	2	of	of	ADP
ajfa-14645	167	3	banking	banking	NOUN
ajfa-14645	167	4	&	&	CCONJ
ajfa-14645	167	5	finance	finance	PROPN
ajfa-14645	167	6	,	,	PUNCT
ajfa-14645	167	7	19(1	19(1	NUM
ajfa-14645	167	8	)	)	PUNCT
ajfa-14645	167	9	,	,	PUNCT
ajfa-14645	167	10	117	117	NUM
ajfa-14645	167	11	-	-	SYM
ajfa-14645	167	12	129	129	NUM
ajfa-14645	167	13	.	.	PUNCT
ajfa-14645	168	1	https://doi.org/10.1016/0378-4266(94)00059-c	https://doi.org/10.1016/0378-4266(94)00059-c	PROPN
ajfa-14645	168	2	basdas	basda	NOUN
ajfa-14645	168	3	,	,	PUNCT
ajfa-14645	168	4	u.	u.	NOUN
ajfa-14645	168	5	(	(	PUNCT
ajfa-14645	168	6	2009	2009	NUM
ajfa-14645	168	7	,	,	PUNCT
ajfa-14645	168	8	october	october	PROPN
ajfa-14645	168	9	23	23	NUM
ajfa-14645	168	10	)	)	PUNCT
ajfa-14645	168	11	.	.	PUNCT
ajfa-14645	169	1	lead	lead	NOUN
ajfa-14645	169	2	-	-	PUNCT
ajfa-14645	169	3	lag	lag	NOUN
ajfa-14645	169	4	relationship	relationship	NOUN
ajfa-14645	169	5	between	between	ADP
ajfa-14645	169	6	the	the	DET
ajfa-14645	169	7	spot	spot	NOUN
ajfa-14645	169	8	index	index	NOUN
ajfa-14645	169	9	and	and	CCONJ
ajfa-14645	169	10	futures	future	NOUN
ajfa-14645	169	11	price	price	NOUN
ajfa-14645	169	12	for	for	ADP
ajfa-14645	169	13	the	the	DET
ajfa-14645	169	14	turkish	turkish	ADJ
ajfa-14645	169	15	derivatives	derivative	NOUN
ajfa-14645	169	16	exchange	exchange	NOUN
ajfa-14645	169	17	.	.	PUNCT
ajfa-14645	170	1	https://doi.org/10.2139/ssrn.1493147	https://doi.org/10.2139/ssrn.1493147	PROPN
ajfa-14645	170	2	berkman	berkman	PROPN
ajfa-14645	170	3	,	,	PUNCT
ajfa-14645	170	4	h.	h.	PROPN
ajfa-14645	170	5	,	,	PUNCT
ajfa-14645	170	6	brailsford	brailsford	NOUN
ajfa-14645	170	7	,	,	PUNCT
ajfa-14645	170	8	t.	t.	PROPN
ajfa-14645	170	9	,	,	PUNCT
ajfa-14645	170	10	&	&	CCONJ
ajfa-14645	170	11	frino	frino	PROPN
ajfa-14645	170	12	,	,	PUNCT
ajfa-14645	170	13	a.	a.	NOUN
ajfa-14645	170	14	(	(	PUNCT
ajfa-14645	170	15	2005	2005	NUM
ajfa-14645	170	16	)	)	PUNCT
ajfa-14645	170	17	.	.	PUNCT
ajfa-14645	171	1	a	a	DET
ajfa-14645	171	2	note	note	NOUN
ajfa-14645	171	3	on	on	ADP
ajfa-14645	171	4	execution	execution	NOUN
ajfa-14645	171	5	costs	cost	NOUN
ajfa-14645	171	6	for	for	ADP
ajfa-14645	171	7	stock	stock	NOUN
ajfa-14645	171	8	index	index	NOUN
ajfa-14645	171	9	futures	future	NOUN
ajfa-14645	171	10	:	:	PUNCT
ajfa-14645	171	11	information	information	NOUN
ajfa-14645	171	12	versus	versus	ADP
ajfa-14645	171	13	liquidity	liquidity	NOUN
ajfa-14645	171	14	effects	effect	NOUN
ajfa-14645	171	15	.	.	PUNCT
ajfa-14645	172	1	journal	journal	NOUN
ajfa-14645	172	2	of	of	ADP
ajfa-14645	172	3	banking	banking	NOUN
ajfa-14645	172	4	&	&	CCONJ
ajfa-14645	172	5	finance	finance	NOUN
ajfa-14645	172	6	,	,	PUNCT
ajfa-14645	172	7	29(3	29(3	NUM
ajfa-14645	172	8	)	)	PUNCT
ajfa-14645	172	9	,	,	PUNCT
ajfa-14645	172	10	565	565	NUM
ajfa-14645	172	11	-	-	SYM
ajfa-14645	172	12	577	577	NUM
ajfa-14645	172	13	.	.	PUNCT
ajfa-14645	173	1	https://doi.org/10.1016/s0378-4266(04)00048-2	https://doi.org/10.1016/s0378-4266(04)00048-2	PROPN
ajfa-14645	173	2	bessembinder	bessembinder	PROPN
ajfa-14645	173	3	,	,	PUNCT
ajfa-14645	173	4	h.	h.	PROPN
ajfa-14645	173	5	,	,	PUNCT
ajfa-14645	173	6	&	&	CCONJ
ajfa-14645	173	7	seguin	seguin	PROPN
ajfa-14645	173	8	,	,	PUNCT
ajfa-14645	173	9	p.	p.	PROPN
ajfa-14645	173	10	j.	j.	PROPN
ajfa-14645	173	11	(	(	PUNCT
ajfa-14645	173	12	1992	1992	NUM
ajfa-14645	173	13	)	)	PUNCT
ajfa-14645	173	14	.	.	PUNCT
ajfa-14645	174	1	futures	future	NOUN
ajfa-14645	174	2	-	-	PUNCT
ajfa-14645	174	3	trading	trading	NOUN
ajfa-14645	174	4	activity	activity	NOUN
ajfa-14645	174	5	and	and	CCONJ
ajfa-14645	174	6	stock	stock	NOUN
ajfa-14645	174	7	price	price	NOUN
ajfa-14645	174	8	volatility	volatility	NOUN
ajfa-14645	174	9	.	.	PUNCT
ajfa-14645	175	1	asian	asian	ADJ
ajfa-14645	175	2	journal	journal	PROPN
ajfa-14645	175	3	of	of	ADP
ajfa-14645	175	4	finance	finance	PROPN
ajfa-14645	175	5	&	&	CCONJ
ajfa-14645	175	6	accounting	accounting	PROPN
ajfa-14645	175	7	issn	issn	PROPN
ajfa-14645	175	8	1946	1946	NUM
ajfa-14645	175	9	-	-	PUNCT
ajfa-14645	175	10	052x	052x	PROPN
ajfa-14645	175	11	2019	2019	NUM
ajfa-14645	175	12	,	,	PUNCT
ajfa-14645	175	13	vol	vol	NOUN
ajfa-14645	175	14	.	.	PROPN
ajfa-14645	175	15	11	11	NUM
ajfa-14645	175	16	,	,	PUNCT
ajfa-14645	175	17	no	no	INTJ
ajfa-14645	175	18	.	.	NOUN
ajfa-14645	175	19	1	1	NUM
ajfa-14645	175	20	ajfa.macrothink.org/	ajfa.macrothink.org/	VERB
ajfa-14645	175	21	211	211	NUM
ajfa-14645	175	22	the	the	DET
ajfa-14645	175	23	journal	journal	NOUN
ajfa-14645	175	24	of	of	ADP
ajfa-14645	175	25	finance	finance	NOUN
ajfa-14645	175	26	,	,	PUNCT
ajfa-14645	175	27	47(5	47(5	NOUN
ajfa-14645	175	28	)	)	PUNCT
ajfa-14645	175	29	,	,	PUNCT
ajfa-14645	175	30	2015	2015	NUM
ajfa-14645	175	31	-	-	SYM
ajfa-14645	175	32	2034	2034	NUM
ajfa-14645	175	33	.	.	PUNCT
ajfa-14645	176	1	https://doi.org/10.1111/j.15406261.1992.tb04695.x	https://doi.org/10.1111/j.15406261.1992.tb04695.x	NOUN
ajfa-14645	176	2	bhagwat	bhagwat	PROPN
ajfa-14645	176	3	,	,	PUNCT
ajfa-14645	176	4	d.	d.	PROPN
ajfa-14645	176	5	s.	s.	PROPN
ajfa-14645	176	6	,	,	PUNCT
ajfa-14645	176	7	omre	omre	PROPN
ajfa-14645	176	8	,	,	PUNCT
ajfa-14645	176	9	r.	r.	PROPN
ajfa-14645	176	10	,	,	PUNCT
ajfa-14645	176	11	&	&	CCONJ
ajfa-14645	176	12	chand	chand	PROPN
ajfa-14645	176	13	,	,	PUNCT
ajfa-14645	176	14	d.	d.	PROPN
ajfa-14645	176	15	(	(	PUNCT
ajfa-14645	176	16	2012	2012	NUM
ajfa-14645	176	17	,	,	PUNCT
ajfa-14645	176	18	november	november	PROPN
ajfa-14645	176	19	)	)	PUNCT
ajfa-14645	176	20	.	.	PUNCT
ajfa-14645	177	1	an	an	DET
ajfa-14645	177	2	analysis	analysis	NOUN
ajfa-14645	177	3	of	of	ADP
ajfa-14645	177	4	indian	indian	ADJ
ajfa-14645	177	5	financial	financial	ADJ
ajfa-14645	177	6	derivatives	derivative	NOUN
ajfa-14645	177	7	market	market	NOUN
ajfa-14645	177	8	and	and	CCONJ
ajfa-14645	177	9	its	its	PRON
ajfa-14645	177	10	position	position	NOUN
ajfa-14645	177	11	in	in	ADP
ajfa-14645	177	12	global	global	ADJ
ajfa-14645	177	13	financial	financial	ADJ
ajfa-14645	177	14	derivatives	derivative	NOUN
ajfa-14645	177	15	market	market	NOUN
ajfa-14645	177	16	.	.	PUNCT
ajfa-14645	178	1	journal	journal	NOUN
ajfa-14645	178	2	of	of	ADP
ajfa-14645	178	3	business	business	PROPN
ajfa-14645	178	4	management	management	PROPN
ajfa-14645	178	5	&	&	CCONJ
ajfa-14645	178	6	social	social	PROPN
ajfa-14645	178	7	sciences	sciences	PROPN
ajfa-14645	178	8	research	research	NOUN
ajfa-14645	178	9	(	(	PUNCT
ajfa-14645	178	10	jbm&ssr	jbm&ssr	PROPN
ajfa-14645	178	11	)	)	PUNCT
ajfa-14645	178	12	,	,	PUNCT
ajfa-14645	178	13	1(2	1(2	NUM
ajfa-14645	178	14	)	)	PUNCT
ajfa-14645	178	15	,	,	PUNCT
ajfa-14645	178	16	45	45	NUM
ajfa-14645	178	17	-	-	SYM
ajfa-14645	178	18	59	59	NUM
ajfa-14645	178	19	.	.	PUNCT
ajfa-14645	179	1	bologna	bologna	NOUN
ajfa-14645	179	2	,	,	PUNCT
ajfa-14645	179	3	p.	p.	NOUN
ajfa-14645	179	4	,	,	PUNCT
ajfa-14645	179	5	&	&	CCONJ
ajfa-14645	179	6	cavallo	cavallo	PROPN
ajfa-14645	179	7	,	,	PUNCT
ajfa-14645	179	8	l.	l.	PROPN
ajfa-14645	179	9	(	(	PUNCT
ajfa-14645	179	10	2002	2002	NUM
ajfa-14645	179	11	)	)	PUNCT
ajfa-14645	179	12	.	.	PUNCT
ajfa-14645	180	1	does	do	AUX
ajfa-14645	180	2	the	the	DET
ajfa-14645	180	3	introduction	introduction	NOUN
ajfa-14645	180	4	of	of	ADP
ajfa-14645	180	5	stock	stock	NOUN
ajfa-14645	180	6	index	index	NOUN
ajfa-14645	180	7	futures	future	NOUN
ajfa-14645	180	8	effectively	effectively	ADV
ajfa-14645	180	9	reduce	reduce	VERB
ajfa-14645	180	10	stock	stock	NOUN
ajfa-14645	180	11	market	market	NOUN
ajfa-14645	180	12	volatility	volatility	NOUN
ajfa-14645	180	13	?	?	PUNCT
ajfa-14645	181	1	is	be	AUX
ajfa-14645	181	2	the	the	DET
ajfa-14645	181	3	'	'	PUNCT
ajfa-14645	181	4	futures	future	NOUN
ajfa-14645	181	5	effect	effect	NOUN
ajfa-14645	181	6	'	'	PUNCT
ajfa-14645	181	7	immediate	immediate	ADJ
ajfa-14645	181	8	?	?	PUNCT
ajfa-14645	181	9	evidence	evidence	NOUN
ajfa-14645	181	10	from	from	ADP
ajfa-14645	181	11	the	the	DET
ajfa-14645	181	12	italian	italian	ADJ
ajfa-14645	181	13	stock	stock	NOUN
ajfa-14645	181	14	exchange	exchange	NOUN
ajfa-14645	181	15	using	use	VERB
ajfa-14645	181	16	garch	garch	NOUN
ajfa-14645	181	17	.	.	PUNCT
ajfa-14645	182	1	applied	apply	VERB
ajfa-14645	182	2	financial	financial	ADJ
ajfa-14645	182	3	economics	economic	NOUN
ajfa-14645	182	4	,	,	PUNCT
ajfa-14645	182	5	12(3	12(3	NUM
ajfa-14645	182	6	)	)	PUNCT
ajfa-14645	182	7	,	,	PUNCT
ajfa-14645	182	8	183	183	NUM
ajfa-14645	182	9	-	-	SYM
ajfa-14645	182	10	192	192	NUM
ajfa-14645	182	11	.	.	PUNCT
ajfa-14645	183	1	https://doi.org/10.1080/09603100110088085	https://doi.org/10.1080/09603100110088085	PROPN
ajfa-14645	183	2	booth	booth	PROPN
ajfa-14645	183	3	,	,	PUNCT
ajfa-14645	183	4	g.	g.	PROPN
ajfa-14645	183	5	,	,	PUNCT
ajfa-14645	183	6	martikainen	martikainen	NOUN
ajfa-14645	183	7	,	,	PUNCT
ajfa-14645	183	8	t.	t.	PROPN
ajfa-14645	183	9	,	,	PUNCT
ajfa-14645	183	10	&	&	CCONJ
ajfa-14645	183	11	tse	tse	PROPN
ajfa-14645	183	12	,	,	PUNCT
ajfa-14645	183	13	y.	y.	PROPN
ajfa-14645	183	14	(	(	PUNCT
ajfa-14645	183	15	1997	1997	NUM
ajfa-14645	183	16	)	)	PUNCT
ajfa-14645	183	17	.	.	PUNCT
ajfa-14645	184	1	price	price	NOUN
ajfa-14645	184	2	and	and	CCONJ
ajfa-14645	184	3	volatility	volatility	NOUN
ajfa-14645	184	4	spillovers	spillover	NOUN
ajfa-14645	184	5	in	in	ADP
ajfa-14645	184	6	scandinavian	scandinavian	ADJ
ajfa-14645	184	7	stock	stock	NOUN
ajfa-14645	184	8	markets	market	NOUN
ajfa-14645	184	9	.	.	PUNCT
ajfa-14645	185	1	journal	journal	NOUN
ajfa-14645	185	2	of	of	ADP
ajfa-14645	185	3	banking	banking	NOUN
ajfa-14645	185	4	&	&	CCONJ
ajfa-14645	185	5	finance	finance	NOUN
ajfa-14645	185	6	,	,	PUNCT
ajfa-14645	185	7	21(6	21(6	PROPN
ajfa-14645	185	8	)	)	PUNCT
ajfa-14645	185	9	,	,	PUNCT
ajfa-14645	185	10	811	811	NUM
ajfa-14645	185	11	-	-	SYM
ajfa-14645	185	12	823	823	NUM
ajfa-14645	185	13	.	.	PUNCT
ajfa-14645	186	1	https://doi.org/10.1016/s03784266(97)00006-x	https://doi.org/10.1016/s03784266(97)00006-x	PROPN
ajfa-14645	186	2	bose	bose	PROPN
ajfa-14645	186	3	,	,	PUNCT
ajfa-14645	186	4	s.	s.	PROPN
ajfa-14645	186	5	(	(	PUNCT
ajfa-14645	186	6	2006	2006	NUM
ajfa-14645	186	7	,	,	PUNCT
ajfa-14645	186	8	jan	jan	PROPN
ajfa-14645	186	9	-	-	PROPN
ajfa-14645	186	10	june	june	PROPN
ajfa-14645	186	11	)	)	PUNCT
ajfa-14645	186	12	.	.	PUNCT
ajfa-14645	187	1	the	the	DET
ajfa-14645	187	2	indian	indian	ADJ
ajfa-14645	187	3	derivatives	derivative	NOUN
ajfa-14645	187	4	market	market	NOUN
ajfa-14645	187	5	revisited	revisit	VERB
ajfa-14645	187	6	.	.	PUNCT
ajfa-14645	188	1	money	money	NOUN
ajfa-14645	188	2	&	&	CCONJ
ajfa-14645	188	3	finance	finance	PROPN
ajfa-14645	188	4	,	,	PUNCT
ajfa-14645	188	5	icra	icra	PROPN
ajfa-14645	188	6	bulletin	bulletin	PROPN
ajfa-14645	188	7	,	,	PUNCT
ajfa-14645	188	8	pp	pp	PROPN
ajfa-14645	188	9	.	.	PUNCT
ajfa-14645	189	1	81	81	NUM
ajfa-14645	189	2	-	-	SYM
ajfa-14645	189	3	112	112	NUM
ajfa-14645	189	4	.	.	PUNCT
ajfa-14645	190	1	bose	bose	PROPN
ajfa-14645	190	2	,	,	PUNCT
ajfa-14645	190	3	s.	s.	PROPN
ajfa-14645	190	4	(	(	PUNCT
ajfa-14645	190	5	2007	2007	NUM
ajfa-14645	190	6	)	)	PUNCT
ajfa-14645	190	7	.	.	PUNCT
ajfa-14645	191	1	commodity	commodity	NOUN
ajfa-14645	191	2	futures	future	NOUN
ajfa-14645	191	3	market	market	NOUN
ajfa-14645	191	4	in	in	ADP
ajfa-14645	191	5	india	india	PROPN
ajfa-14645	191	6	:	:	PUNCT
ajfa-14645	191	7	a	a	DET
ajfa-14645	191	8	study	study	NOUN
ajfa-14645	191	9	of	of	ADP
ajfa-14645	191	10	trends	trend	NOUN
ajfa-14645	191	11	in	in	ADP
ajfa-14645	191	12	the	the	DET
ajfa-14645	191	13	notional	notional	ADJ
ajfa-14645	191	14	multicommodity	multicommodity	NOUN
ajfa-14645	191	15	indices	index	NOUN
ajfa-14645	191	16	.	.	PUNCT
ajfa-14645	192	1	money	money	NOUN
ajfa-14645	192	2	&	&	CCONJ
ajfa-14645	192	3	finance	finance	PROPN
ajfa-14645	192	4	,	,	PUNCT
ajfa-14645	192	5	icra	icra	PROPN
ajfa-14645	192	6	bulletin	bulletin	PROPN
ajfa-14645	192	7	,	,	PUNCT
ajfa-14645	192	8	3(3	3(3	NUM
ajfa-14645	192	9	)	)	PUNCT
ajfa-14645	192	10	.	.	PUNCT
ajfa-14645	193	1	bose	bose	PROPN
ajfa-14645	193	2	,	,	PUNCT
ajfa-14645	193	3	s.	s.	PROPN
ajfa-14645	193	4	(	(	PUNCT
ajfa-14645	193	5	2007	2007	NUM
ajfa-14645	193	6	)	)	PUNCT
ajfa-14645	193	7	.	.	PUNCT
ajfa-14645	194	1	contribution	contribution	NOUN
ajfa-14645	194	2	of	of	ADP
ajfa-14645	194	3	indian	indian	ADJ
ajfa-14645	194	4	index	index	NOUN
ajfa-14645	194	5	futures	future	NOUN
ajfa-14645	194	6	to	to	PART
ajfa-14645	194	7	price	price	VERB
ajfa-14645	194	8	formation	formation	NOUN
ajfa-14645	194	9	in	in	ADP
ajfa-14645	194	10	the	the	DET
ajfa-14645	194	11	stock	stock	NOUN
ajfa-14645	194	12	market	market	NOUN
ajfa-14645	194	13	.	.	PUNCT
ajfa-14645	195	1	money	money	NOUN
ajfa-14645	195	2	&	&	CCONJ
ajfa-14645	195	3	finance	finance	PROPN
ajfa-14645	195	4	,	,	PUNCT
ajfa-14645	195	5	icra	icra	PROPN
ajfa-14645	195	6	bulletin	bulletin	PROPN
ajfa-14645	195	7	,	,	PUNCT
ajfa-14645	195	8	3(1	3(1	NUM
ajfa-14645	195	9	)	)	PUNCT
ajfa-14645	195	10	.	.	PUNCT
ajfa-14645	196	1	boyle	boyle	PROPN
ajfa-14645	196	2	,	,	PUNCT
ajfa-14645	196	3	p.	p.	PROPN
ajfa-14645	196	4	p.	p.	PROPN
ajfa-14645	196	5	,	,	PUNCT
ajfa-14645	196	6	byoun	byoun	PROPN
ajfa-14645	196	7	,	,	PUNCT
ajfa-14645	196	8	s.	s.	PROPN
ajfa-14645	196	9	,	,	PUNCT
ajfa-14645	196	10	&	&	CCONJ
ajfa-14645	196	11	park	park	PROPN
ajfa-14645	196	12	,	,	PUNCT
ajfa-14645	196	13	h.	h.	PROPN
ajfa-14645	196	14	y.	y.	PROPN
ajfa-14645	196	15	(	(	PUNCT
ajfa-14645	196	16	2002	2002	NUM
ajfa-14645	196	17	)	)	PUNCT
ajfa-14645	196	18	.	.	PUNCT
ajfa-14645	197	1	thelead	thelead	NOUN
ajfa-14645	197	2	-	-	PUNCT
ajfa-14645	197	3	lagrelation	lagrelation	NOUN
ajfa-14645	197	4	between	between	ADP
ajfa-14645	197	5	spotand	spotand	NOUN
ajfa-14645	197	6	option	option	NOUN
ajfa-14645	197	7	markets	market	NOUN
ajfa-14645	197	8	and	and	CCONJ
ajfa-14645	197	9	implied	imply	VERB
ajfa-14645	197	10	volatility	volatility	NOUN
ajfa-14645	197	11	in	in	ADP
ajfa-14645	197	12	option	option	NOUN
ajfa-14645	197	13	prices	price	NOUN
ajfa-14645	197	14	.	.	PUNCT
ajfa-14645	198	1	research	research	NOUN
ajfa-14645	198	2	in	in	ADP
ajfa-14645	198	3	finance	finance	NOUN
ajfa-14645	198	4	,	,	PUNCT
ajfa-14645	198	5	19	19	NUM
ajfa-14645	198	6	,	,	PUNCT
ajfa-14645	198	7	269	269	NUM
ajfa-14645	198	8	-	-	SYM
ajfa-14645	198	9	284	284	NUM
ajfa-14645	198	10	.	.	PUNCT
ajfa-14645	199	1	https://doi.org/10.1016/s0196-3821(02)19012-5	https://doi.org/10.1016/s0196-3821(02)19012-5	NOUN
ajfa-14645	199	2	brooks	brooks	PROPN
ajfa-14645	199	3	,	,	PUNCT
ajfa-14645	199	4	c.	c.	PROPN
ajfa-14645	199	5	,	,	PUNCT
ajfa-14645	199	6	garrett	garrett	PROPN
ajfa-14645	199	7	,	,	PUNCT
ajfa-14645	199	8	i.	i.	PROPN
ajfa-14645	199	9	,	,	PUNCT
ajfa-14645	199	10	&	&	CCONJ
ajfa-14645	199	11	hinich	hinich	ADJ
ajfa-14645	199	12	,	,	PUNCT
ajfa-14645	199	13	m.	m.	NOUN
ajfa-14645	199	14	j.	j.	PROPN
ajfa-14645	199	15	(	(	PUNCT
ajfa-14645	199	16	1999	1999	NUM
ajfa-14645	199	17	)	)	PUNCT
ajfa-14645	199	18	.	.	PUNCT
ajfa-14645	200	1	an	an	DET
ajfa-14645	200	2	alternative	alternative	ADJ
ajfa-14645	200	3	approach	approach	NOUN
ajfa-14645	200	4	to	to	ADP
ajfa-14645	200	5	investigating	investigate	VERB
ajfa-14645	200	6	leadlag	leadlag	NOUN
ajfa-14645	200	7	relationships	relationship	NOUN
ajfa-14645	200	8	between	between	ADP
ajfa-14645	200	9	stock	stock	NOUN
ajfa-14645	200	10	and	and	CCONJ
ajfa-14645	200	11	stock	stock	NOUN
ajfa-14645	200	12	index	index	NOUN
ajfa-14645	200	13	futures	future	NOUN
ajfa-14645	200	14	markets	market	NOUN
ajfa-14645	200	15	.	.	PUNCT
ajfa-14645	201	1	applied	apply	VERB
ajfa-14645	201	2	financial	financial	ADJ
ajfa-14645	201	3	economics	economic	NOUN
ajfa-14645	201	4	,	,	PUNCT
ajfa-14645	201	5	9(6	9(6	NUM
ajfa-14645	201	6	)	)	PUNCT
ajfa-14645	201	7	,	,	PUNCT
ajfa-14645	201	8	605	605	NUM
ajfa-14645	201	9	-	-	SYM
ajfa-14645	201	10	613	613	NUM
ajfa-14645	201	11	.	.	PUNCT
ajfa-14645	202	1	https://doi.org/10.1080/096031099332050	https://doi.org/10.1080/096031099332050	PROPN
ajfa-14645	202	2	brooks	brooks	PROPN
ajfa-14645	202	3	,	,	PUNCT
ajfa-14645	202	4	c.	c.	PROPN
ajfa-14645	202	5	,	,	PUNCT
ajfa-14645	202	6	rew	rew	NOUN
ajfa-14645	202	7	,	,	PUNCT
ajfa-14645	202	8	a.	a.	NOUN
ajfa-14645	202	9	g.	g.	PROPN
ajfa-14645	202	10	,	,	PUNCT
ajfa-14645	202	11	&	&	CCONJ
ajfa-14645	202	12	ritson	ritson	PROPN
ajfa-14645	202	13	,	,	PUNCT
ajfa-14645	202	14	s.	s.	PROPN
ajfa-14645	202	15	(	(	PUNCT
ajfa-14645	202	16	2001	2001	NUM
ajfa-14645	202	17	)	)	PUNCT
ajfa-14645	202	18	.	.	PUNCT
ajfa-14645	203	1	a	a	DET
ajfa-14645	203	2	trading	trading	NOUN
ajfa-14645	203	3	strategy	strategy	NOUN
ajfa-14645	203	4	based	base	VERB
ajfa-14645	203	5	on	on	ADP
ajfa-14645	203	6	the	the	DET
ajfa-14645	203	7	lead	lead	ADJ
ajfa-14645	203	8	-	-	PUNCT
ajfa-14645	203	9	lag	lag	NOUN
ajfa-14645	203	10	relationship	relationship	NOUN
ajfa-14645	203	11	between	between	ADP
ajfa-14645	203	12	the	the	DET
ajfa-14645	203	13	spot	spot	NOUN
ajfa-14645	203	14	index	index	NOUN
ajfa-14645	203	15	and	and	CCONJ
ajfa-14645	203	16	futures	future	NOUN
ajfa-14645	203	17	contract	contract	NOUN
ajfa-14645	203	18	for	for	ADP
ajfa-14645	203	19	the	the	DET
ajfa-14645	203	20	ftse	ftse	PROPN
ajfa-14645	203	21	100	100	NUM
ajfa-14645	203	22	.	.	PUNCT
ajfa-14645	204	1	international	international	ADJ
ajfa-14645	204	2	journal	journal	PROPN
ajfa-14645	204	3	of	of	ADP
ajfa-14645	204	4	forecasting	forecasting	NOUN
ajfa-14645	204	5	,	,	PUNCT
ajfa-14645	204	6	17(1	17(1	NUM
ajfa-14645	204	7	)	)	PUNCT
ajfa-14645	204	8	,	,	PUNCT
ajfa-14645	204	9	31	31	NUM
ajfa-14645	204	10	-	-	SYM
ajfa-14645	204	11	44	44	NUM
ajfa-14645	204	12	.	.	PUNCT
ajfa-14645	205	1	https://doi.org/10.1016/s0169-2070(00)00062-5	https://doi.org/10.1016/s0169-2070(00)00062-5	NOUN
ajfa-14645	205	2	chakravarty	chakravarty	NOUN
ajfa-14645	205	3	,	,	PUNCT
ajfa-14645	205	4	s.	s.	PROPN
ajfa-14645	205	5	,	,	PUNCT
ajfa-14645	205	6	gulen	gulen	VERB
ajfa-14645	205	7	,	,	PUNCT
ajfa-14645	205	8	h.	h.	PROPN
ajfa-14645	205	9	,	,	PUNCT
ajfa-14645	205	10	&	&	CCONJ
ajfa-14645	205	11	mayhew	mayhew	PROPN
ajfa-14645	205	12	,	,	PUNCT
ajfa-14645	205	13	s.	s.	PROPN
ajfa-14645	205	14	(	(	PUNCT
ajfa-14645	205	15	2004	2004	NUM
ajfa-14645	205	16	)	)	PUNCT
ajfa-14645	205	17	.	.	PUNCT
ajfa-14645	206	1	informed	inform	VERB
ajfa-14645	206	2	trading	trading	NOUN
ajfa-14645	206	3	in	in	ADP
ajfa-14645	206	4	stock	stock	NOUN
ajfa-14645	206	5	and	and	CCONJ
ajfa-14645	206	6	option	option	NOUN
ajfa-14645	206	7	markets	market	NOUN
ajfa-14645	206	8	.	.	PUNCT
ajfa-14645	207	1	the	the	DET
ajfa-14645	207	2	journal	journal	NOUN
ajfa-14645	207	3	of	of	ADP
ajfa-14645	207	4	finance	finance	NOUN
ajfa-14645	207	5	,	,	PUNCT
ajfa-14645	207	6	59(3	59(3	NUM
ajfa-14645	207	7	)	)	PUNCT
ajfa-14645	207	8	,	,	PUNCT
ajfa-14645	207	9	1235	1235	NUM
ajfa-14645	207	10	-	-	SYM
ajfa-14645	207	11	1258	1258	NUM
ajfa-14645	207	12	.	.	PUNCT
ajfa-14645	208	1	https://doi.org/10.1111/j.15406261.2004.00661.x	https://doi.org/10.1111/j.15406261.2004.00661.x	X
ajfa-14645	209	1	chan	chan	PROPN
ajfa-14645	209	2	,	,	PUNCT
ajfa-14645	209	3	k.	k.	PROPN
ajfa-14645	209	4	(	(	PUNCT
ajfa-14645	209	5	1992	1992	NUM
ajfa-14645	209	6	)	)	PUNCT
ajfa-14645	209	7	.	.	PUNCT
ajfa-14645	210	1	a	a	DET
ajfa-14645	210	2	further	further	ADJ
ajfa-14645	210	3	analysis	analysis	NOUN
ajfa-14645	210	4	of	of	ADP
ajfa-14645	210	5	the	the	DET
ajfa-14645	210	6	lead	lead	ADJ
ajfa-14645	210	7	-	-	PUNCT
ajfa-14645	210	8	lag	lag	NOUN
ajfa-14645	210	9	relationship	relationship	NOUN
ajfa-14645	210	10	between	between	ADP
ajfa-14645	210	11	the	the	DET
ajfa-14645	210	12	cash	cash	NOUN
ajfa-14645	210	13	market	market	NOUN
ajfa-14645	210	14	and	and	CCONJ
ajfa-14645	210	15	stock	stock	NOUN
ajfa-14645	210	16	index	index	NOUN
ajfa-14645	210	17	futures	future	NOUN
ajfa-14645	210	18	market	market	NOUN
ajfa-14645	210	19	.	.	PUNCT
ajfa-14645	211	1	the	the	DET
ajfa-14645	211	2	review	review	NOUN
ajfa-14645	211	3	financial	financial	ADJ
ajfa-14645	211	4	studies	study	NOUN
ajfa-14645	211	5	,	,	PUNCT
ajfa-14645	211	6	5(1	5(1	NUM
ajfa-14645	211	7	)	)	PUNCT
ajfa-14645	211	8	,	,	PUNCT
ajfa-14645	211	9	123	123	NUM
ajfa-14645	211	10	-	-	SYM
ajfa-14645	211	11	152	152	NUM
ajfa-14645	211	12	.	.	PUNCT
ajfa-14645	212	1	https://doi.org/10.1093/rfs/5.1.123	https://doi.org/10.1093/rfs/5.1.123	VERB
ajfa-14645	212	2	chan	chan	PROPN
ajfa-14645	212	3	,	,	PUNCT
ajfa-14645	212	4	k.	k.	PROPN
ajfa-14645	212	5	,	,	PUNCT
ajfa-14645	212	6	&	&	CCONJ
ajfa-14645	212	7	chung	chung	PROPN
ajfa-14645	212	8	,	,	PUNCT
ajfa-14645	212	9	y.	y.	PROPN
ajfa-14645	212	10	(	(	PUNCT
ajfa-14645	212	11	1993	1993	NUM
ajfa-14645	212	12	)	)	PUNCT
ajfa-14645	212	13	.	.	PUNCT
ajfa-14645	213	1	intraday	intraday	NOUN
ajfa-14645	213	2	relationships	relationship	NOUN
ajfa-14645	213	3	among	among	ADP
ajfa-14645	213	4	index	index	NOUN
ajfa-14645	213	5	arbitrage	arbitrage	NOUN
ajfa-14645	213	6	,	,	PUNCT
ajfa-14645	213	7	spot	spot	NOUN
ajfa-14645	213	8	and	and	CCONJ
ajfa-14645	213	9	futures	future	NOUN
ajfa-14645	213	10	price	price	NOUN
ajfa-14645	213	11	volatility	volatility	NOUN
ajfa-14645	213	12	,	,	PUNCT
ajfa-14645	213	13	and	and	CCONJ
ajfa-14645	213	14	spot	spot	NOUN
ajfa-14645	213	15	market	market	NOUN
ajfa-14645	213	16	volume	volume	NOUN
ajfa-14645	213	17	:	:	PUNCT
ajfa-14645	213	18	a	a	DET
ajfa-14645	213	19	transactions	transaction	NOUN
ajfa-14645	213	20	data	datum	NOUN
ajfa-14645	213	21	test	test	NOUN
ajfa-14645	213	22	.	.	PUNCT
ajfa-14645	214	1	journal	journal	NOUN
ajfa-14645	214	2	of	of	ADP
ajfa-14645	214	3	banking	banking	NOUN
ajfa-14645	214	4	&	&	CCONJ
ajfa-14645	214	5	finance	finance	PROPN
ajfa-14645	214	6	,	,	PUNCT
ajfa-14645	214	7	17(4	17(4	NUM
ajfa-14645	214	8	)	)	PUNCT
ajfa-14645	214	9	,	,	PUNCT
ajfa-14645	214	10	663	663	NUM
ajfa-14645	214	11	-	-	SYM
ajfa-14645	214	12	687	687	NUM
ajfa-14645	214	13	.	.	PUNCT
ajfa-14645	215	1	https://doi.org/10.1016/0378-4266(93)90006-y	https://doi.org/10.1016/0378-4266(93)90006-y	PROPN
ajfa-14645	215	2	chan	chan	PROPN
ajfa-14645	215	3	,	,	PUNCT
ajfa-14645	215	4	k.	k.	PROPN
ajfa-14645	215	5	,	,	PUNCT
ajfa-14645	215	6	chan	chan	PROPN
ajfa-14645	215	7	,	,	PUNCT
ajfa-14645	215	8	k.	k.	PROPN
ajfa-14645	215	9	,	,	PUNCT
ajfa-14645	215	10	&	&	CCONJ
ajfa-14645	215	11	karolyi	karolyi	PROPN
ajfa-14645	215	12	,	,	PUNCT
ajfa-14645	215	13	g.	g.	PROPN
ajfa-14645	215	14	(	(	PUNCT
ajfa-14645	215	15	1991	1991	NUM
ajfa-14645	215	16	)	)	PUNCT
ajfa-14645	215	17	.	.	PUNCT
ajfa-14645	216	1	intraday	intraday	NOUN
ajfa-14645	216	2	volatility	volatility	NOUN
ajfa-14645	216	3	in	in	ADP
ajfa-14645	216	4	the	the	DET
ajfa-14645	216	5	stock	stock	NOUN
ajfa-14645	216	6	index	index	NOUN
ajfa-14645	216	7	and	and	CCONJ
ajfa-14645	216	8	stock	stock	NOUN
ajfa-14645	216	9	index	index	NOUN
ajfa-14645	216	10	asian	asian	PROPN
ajfa-14645	216	11	journal	journal	NOUN
ajfa-14645	216	12	of	of	ADP
ajfa-14645	216	13	finance	finance	PROPN
ajfa-14645	216	14	&	&	CCONJ
ajfa-14645	216	15	accounting	accounting	PROPN
ajfa-14645	216	16	issn	issn	PROPN
ajfa-14645	216	17	1946	1946	NUM
ajfa-14645	216	18	-	-	PUNCT
ajfa-14645	216	19	052x	052x	PROPN
ajfa-14645	216	20	2019	2019	NUM
ajfa-14645	216	21	,	,	PUNCT
ajfa-14645	216	22	vol	vol	NOUN
ajfa-14645	216	23	.	.	PROPN
ajfa-14645	217	1	11	11	NUM
ajfa-14645	217	2	,	,	PUNCT
ajfa-14645	217	3	no	no	INTJ
ajfa-14645	217	4	.	.	NOUN
ajfa-14645	217	5	1	1	NUM
ajfa-14645	217	6	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	217	7	212	212	NUM
ajfa-14645	217	8	futures	future	NOUN
ajfa-14645	217	9	markets	market	NOUN
ajfa-14645	217	10	.	.	PUNCT
ajfa-14645	218	1	the	the	DET
ajfa-14645	218	2	review	review	NOUN
ajfa-14645	218	3	of	of	ADP
ajfa-14645	218	4	economic	economic	ADJ
ajfa-14645	218	5	studies	study	NOUN
ajfa-14645	218	6	,	,	PUNCT
ajfa-14645	218	7	4(4	4(4	NUM
ajfa-14645	218	8	)	)	PUNCT
ajfa-14645	218	9	,	,	PUNCT
ajfa-14645	218	10	657	657	NUM
ajfa-14645	218	11	-	-	SYM
ajfa-14645	218	12	684	684	NUM
ajfa-14645	218	13	.	.	PUNCT
ajfa-14645	219	1	https://doi.org/10.1093/rfs/4.4.657	https://doi.org/10.1093/rfs/4.4.657	NOUN
ajfa-14645	219	2	chan	chan	PROPN
ajfa-14645	219	3	,	,	PUNCT
ajfa-14645	219	4	s.-j	s.-j	PROPN
ajfa-14645	219	5	.	.	PROPN
ajfa-14645	219	6	,	,	PUNCT
ajfa-14645	219	7	lin	lin	PROPN
ajfa-14645	219	8	,	,	PUNCT
ajfa-14645	219	9	c.-c	c.-c	PROPN
ajfa-14645	219	10	.	.	PUNCT
ajfa-14645	219	11	,	,	PUNCT
ajfa-14645	219	12	&	&	CCONJ
ajfa-14645	219	13	lin	lin	PROPN
ajfa-14645	219	14	,	,	PUNCT
ajfa-14645	219	15	c.-h	c.-h	PROPN
ajfa-14645	219	16	.	.	PUNCT
ajfa-14645	220	1	(	(	PUNCT
ajfa-14645	220	2	n.d	n.d	PROPN
ajfa-14645	220	3	.	.	PROPN
ajfa-14645	220	4	)	)	PUNCT
ajfa-14645	220	5	.	.	PUNCT
ajfa-14645	221	1	the	the	DET
ajfa-14645	221	2	true	true	ADJ
ajfa-14645	221	3	cross	cross	NOUN
ajfa-14645	221	4	-	-	NOUN
ajfa-14645	221	5	correlation	correlation	NOUN
ajfa-14645	221	6	and	and	CCONJ
ajfa-14645	221	7	lead	lead	ADJ
ajfa-14645	221	8	-	-	PUNCT
ajfa-14645	221	9	lag	lag	NOUN
ajfa-14645	221	10	relationship	relationship	NOUN
ajfa-14645	221	11	between	between	ADP
ajfa-14645	221	12	index	index	NOUN
ajfa-14645	221	13	futures	future	NOUN
ajfa-14645	221	14	and	and	CCONJ
ajfa-14645	221	15	spot	spot	NOUN
ajfa-14645	221	16	with	with	ADP
ajfa-14645	221	17	missing	miss	VERB
ajfa-14645	221	18	observations	observation	NOUN
ajfa-14645	221	19	.	.	PUNCT
ajfa-14645	222	1	retrieved	retrieve	VERB
ajfa-14645	222	2	from	from	ADP
ajfa-14645	222	3	http://www.jgbm.org/page/9%20shih-ju%20chan.pdf	http://www.jgbm.org/page/9%20shih-ju%20chan.pdf	PROPN
ajfa-14645	222	4	chang	chang	PROPN
ajfa-14645	222	5	,	,	PUNCT
ajfa-14645	222	6	e.	e.	PROPN
ajfa-14645	222	7	,	,	PUNCT
ajfa-14645	222	8	chou	chou	PROPN
ajfa-14645	222	9	,	,	PUNCT
ajfa-14645	222	10	r.	r.	PROPN
ajfa-14645	222	11	y.	y.	PROPN
ajfa-14645	222	12	,	,	PUNCT
ajfa-14645	222	13	&	&	CCONJ
ajfa-14645	222	14	nelling	nelling	PROPN
ajfa-14645	222	15	,	,	PUNCT
ajfa-14645	222	16	e.	e.	PROPN
ajfa-14645	222	17	f.	f.	PROPN
ajfa-14645	222	18	(	(	PUNCT
ajfa-14645	222	19	2000	2000	NUM
ajfa-14645	222	20	)	)	PUNCT
ajfa-14645	222	21	.	.	PUNCT
ajfa-14645	223	1	market	market	NOUN
ajfa-14645	223	2	volatility	volatility	NOUN
ajfa-14645	223	3	and	and	CCONJ
ajfa-14645	223	4	the	the	DET
ajfa-14645	223	5	demand	demand	NOUN
ajfa-14645	223	6	for	for	ADP
ajfa-14645	223	7	hedging	hedge	VERB
ajfa-14645	223	8	in	in	ADP
ajfa-14645	223	9	stock	stock	NOUN
ajfa-14645	223	10	index	index	NOUN
ajfa-14645	223	11	futures	future	NOUN
ajfa-14645	223	12	.	.	PUNCT
ajfa-14645	224	1	the	the	DET
ajfa-14645	224	2	journal	journal	PROPN
ajfa-14645	224	3	of	of	ADP
ajfa-14645	224	4	futures	future	NOUN
ajfa-14645	224	5	markets	market	NOUN
ajfa-14645	224	6	,	,	PUNCT
ajfa-14645	224	7	20(2	20(2	NUM
ajfa-14645	224	8	)	)	PUNCT
ajfa-14645	224	9	,	,	PUNCT
ajfa-14645	224	10	105	105	NUM
ajfa-14645	224	11	-	-	SYM
ajfa-14645	224	12	125	125	NUM
ajfa-14645	224	13	.	.	PUNCT
ajfa-14645	225	1	https://doi.org/10.1002/(sici)1096-9934(200002)20:2<105::aid-fut1>3.0.co;2-q	https://doi.org/10.1002/(sici)1096-9934(200002)20:2<105::aid-fut1>3.0.co;2-q	PROPN
ajfa-14645	225	2	chiang	chiang	PROPN
ajfa-14645	225	3	,	,	PUNCT
ajfa-14645	225	4	r.	r.	PROPN
ajfa-14645	225	5	,	,	PUNCT
ajfa-14645	225	6	&	&	CCONJ
ajfa-14645	225	7	fong	fong	PROPN
ajfa-14645	225	8	,	,	PUNCT
ajfa-14645	225	9	w.-m	w.-m	PROPN
ajfa-14645	225	10	.	.	PUNCT
ajfa-14645	226	1	(	(	PUNCT
ajfa-14645	226	2	2001	2001	NUM
ajfa-14645	226	3	)	)	PUNCT
ajfa-14645	226	4	.	.	PUNCT
ajfa-14645	227	1	relative	relative	ADJ
ajfa-14645	227	2	informational	informational	ADJ
ajfa-14645	227	3	efficiency	efficiency	NOUN
ajfa-14645	227	4	of	of	ADP
ajfa-14645	227	5	cash	cash	NOUN
ajfa-14645	227	6	,	,	PUNCT
ajfa-14645	227	7	futures	future	NOUN
ajfa-14645	227	8	,	,	PUNCT
ajfa-14645	227	9	and	and	CCONJ
ajfa-14645	227	10	options	option	NOUN
ajfa-14645	227	11	markets	market	NOUN
ajfa-14645	227	12	:	:	PUNCT
ajfa-14645	227	13	the	the	DET
ajfa-14645	227	14	case	case	NOUN
ajfa-14645	227	15	of	of	ADP
ajfa-14645	227	16	an	an	DET
ajfa-14645	227	17	emerging	emerge	VERB
ajfa-14645	227	18	market	market	NOUN
ajfa-14645	227	19	.	.	PUNCT
ajfa-14645	228	1	journal	journal	NOUN
ajfa-14645	228	2	of	of	ADP
ajfa-14645	228	3	banking	banking	NOUN
ajfa-14645	228	4	&	&	CCONJ
ajfa-14645	228	5	finance	finance	PROPN
ajfa-14645	228	6	,	,	PUNCT
ajfa-14645	228	7	25(2	25(2	NUM
ajfa-14645	228	8	)	)	PUNCT
ajfa-14645	228	9	,	,	PUNCT
ajfa-14645	228	10	355375	355375	NUM
ajfa-14645	228	11	.	.	PUNCT
ajfa-14645	229	1	https://doi.org/10.1016/s0378-4266(99)00127-2	https://doi.org/10.1016/s0378-4266(99)00127-2	PROPN
ajfa-14645	229	2	choudhary	choudhary	PROPN
ajfa-14645	229	3	,	,	PUNCT
ajfa-14645	229	4	k.	k.	PROPN
ajfa-14645	229	5	,	,	PUNCT
ajfa-14645	229	6	&	&	CCONJ
ajfa-14645	229	7	bajaj	bajaj	PROPN
ajfa-14645	229	8	,	,	PUNCT
ajfa-14645	229	9	s.	s.	PROPN
ajfa-14645	229	10	(	(	PUNCT
ajfa-14645	229	11	2012	2012	NUM
ajfa-14645	229	12	)	)	PUNCT
ajfa-14645	229	13	.	.	PUNCT
ajfa-14645	230	1	intraday	intraday	NOUN
ajfa-14645	230	2	lead	lead	NOUN
ajfa-14645	230	3	/	/	SYM
ajfa-14645	230	4	lag	lag	NOUN
ajfa-14645	230	5	relationships	relationship	NOUN
ajfa-14645	230	6	between	between	ADP
ajfa-14645	230	7	the	the	DET
ajfa-14645	230	8	futures	future	NOUN
ajfa-14645	230	9	and	and	CCONJ
ajfa-14645	230	10	spot	spot	NOUN
ajfa-14645	230	11	market	market	NOUN
ajfa-14645	230	12	.	.	PUNCT
ajfa-14645	231	1	eurasian	eurasian	ADJ
ajfa-14645	231	2	journal	journal	PROPN
ajfa-14645	231	3	of	of	ADP
ajfa-14645	231	4	business	business	NOUN
ajfa-14645	231	5	and	and	CCONJ
ajfa-14645	231	6	economics	economic	NOUN
ajfa-14645	231	7	,	,	PUNCT
ajfa-14645	231	8	5(9	5(9	NUM
ajfa-14645	231	9	)	)	PUNCT
ajfa-14645	231	10	,	,	PUNCT
ajfa-14645	231	11	165	165	NUM
ajfa-14645	231	12	-	-	SYM
ajfa-14645	231	13	186	186	NUM
ajfa-14645	231	14	.	.	PUNCT
ajfa-14645	232	1	cornell	cornell	PROPN
ajfa-14645	232	2	,	,	PUNCT
ajfa-14645	232	3	b.	b.	PROPN
ajfa-14645	232	4	,	,	PUNCT
ajfa-14645	232	5	&	&	CCONJ
ajfa-14645	232	6	french	french	PROPN
ajfa-14645	232	7	,	,	PUNCT
ajfa-14645	232	8	k.	k.	PROPN
ajfa-14645	232	9	r.	r.	PROPN
ajfa-14645	232	10	(	(	PUNCT
ajfa-14645	232	11	1983	1983	NUM
ajfa-14645	232	12	)	)	PUNCT
ajfa-14645	232	13	.	.	PUNCT
ajfa-14645	233	1	taxes	taxis	NOUN
ajfa-14645	233	2	and	and	CCONJ
ajfa-14645	233	3	the	the	DET
ajfa-14645	233	4	pricing	pricing	NOUN
ajfa-14645	233	5	of	of	ADP
ajfa-14645	233	6	stock	stock	NOUN
ajfa-14645	233	7	index	index	NOUN
ajfa-14645	233	8	futures	future	NOUN
ajfa-14645	233	9	.	.	PUNCT
ajfa-14645	234	1	the	the	DET
ajfa-14645	234	2	journal	journal	PROPN
ajfa-14645	234	3	of	of	ADP
ajfa-14645	234	4	finance	finance	NOUN
ajfa-14645	234	5	,	,	PUNCT
ajfa-14645	234	6	38(3	38(3	NUM
ajfa-14645	234	7	)	)	PUNCT
ajfa-14645	234	8	,	,	PUNCT
ajfa-14645	234	9	675	675	NUM
ajfa-14645	234	10	-	-	SYM
ajfa-14645	234	11	694	694	NUM
ajfa-14645	234	12	.	.	PUNCT
ajfa-14645	235	1	https://doi.org/10.1111/j.1540-6261.1983.tb02496.x	https://doi.org/10.1111/j.1540-6261.1983.tb02496.x	PROPN
ajfa-14645	235	2	czerwonko	czerwonko	PROPN
ajfa-14645	235	3	,	,	PUNCT
ajfa-14645	235	4	m.	m.	NOUN
ajfa-14645	235	5	,	,	PUNCT
ajfa-14645	235	6	khoury	khoury	PROPN
ajfa-14645	235	7	,	,	PUNCT
ajfa-14645	235	8	n.	n.	NOUN
ajfa-14645	235	9	,	,	PUNCT
ajfa-14645	235	10	perrakis	perrakis	PROPN
ajfa-14645	235	11	,	,	PUNCT
ajfa-14645	235	12	s.	s.	PROPN
ajfa-14645	235	13	,	,	PUNCT
ajfa-14645	235	14	&	&	CCONJ
ajfa-14645	235	15	savor	savor	NOUN
ajfa-14645	235	16	,	,	PUNCT
ajfa-14645	235	17	m.	m.	NOUN
ajfa-14645	235	18	(	(	PUNCT
ajfa-14645	235	19	2010	2010	NUM
ajfa-14645	235	20	,	,	PUNCT
ajfa-14645	235	21	november	november	PROPN
ajfa-14645	235	22	)	)	PUNCT
ajfa-14645	235	23	.	.	PUNCT
ajfa-14645	236	1	one	one	NUM
ajfa-14645	236	2	security	security	NOUN
ajfa-14645	236	3	,	,	PUNCT
ajfa-14645	236	4	four	four	NUM
ajfa-14645	236	5	markets	market	NOUN
ajfa-14645	236	6	:	:	PUNCT
ajfa-14645	236	7	canada	canada	PROPN
ajfa-14645	236	8	-	-	PUNCT
ajfa-14645	236	9	us	us	PROPN
ajfa-14645	236	10	cross	cross	ADJ
ajfa-14645	236	11	-	-	ADJ
ajfa-14645	236	12	listed	list	VERB
ajfa-14645	236	13	options	option	NOUN
ajfa-14645	236	14	and	and	CCONJ
ajfa-14645	236	15	underlying	underlying	ADJ
ajfa-14645	236	16	equities	equity	NOUN
ajfa-14645	236	17	.	.	PUNCT
ajfa-14645	237	1	ssrn	ssrn	PROPN
ajfa-14645	237	2	electronic	electronic	ADJ
ajfa-14645	237	3	journal	journal	PROPN
ajfa-14645	237	4	.	.	PUNCT
ajfa-14645	238	1	https://doi.org/10.2139/ssrn.1717246	https://doi.org/10.2139/ssrn.1717246	PROPN
ajfa-14645	238	2	debasish	debasish	PROPN
ajfa-14645	238	3	,	,	PUNCT
ajfa-14645	238	4	s.	s.	PROPN
ajfa-14645	238	5	s.	s.	PROPN
ajfa-14645	238	6	(	(	PUNCT
ajfa-14645	238	7	2009	2009	NUM
ajfa-14645	238	8	)	)	PUNCT
ajfa-14645	238	9	.	.	PUNCT
ajfa-14645	239	1	an	an	DET
ajfa-14645	239	2	econometric	econometric	ADJ
ajfa-14645	239	3	analysis	analysis	NOUN
ajfa-14645	239	4	of	of	ADP
ajfa-14645	239	5	the	the	DET
ajfa-14645	239	6	lead‐lag	lead‐lag	NOUN
ajfa-14645	239	7	relationship	relationship	NOUN
ajfa-14645	239	8	between	between	ADP
ajfa-14645	239	9	india	india	PROPN
ajfa-14645	239	10	's	's	PART
ajfa-14645	239	11	nse	nse	NOUN
ajfa-14645	239	12	nifty	nifty	NOUN
ajfa-14645	239	13	and	and	CCONJ
ajfa-14645	239	14	its	its	PRON
ajfa-14645	239	15	derivative	derivative	ADJ
ajfa-14645	239	16	contracts	contract	NOUN
ajfa-14645	239	17	.	.	PUNCT
ajfa-14645	240	1	the	the	DET
ajfa-14645	240	2	journal	journal	NOUN
ajfa-14645	240	3	of	of	ADP
ajfa-14645	240	4	risk	risk	NOUN
ajfa-14645	240	5	finance	finance	NOUN
ajfa-14645	240	6	,	,	PUNCT
ajfa-14645	240	7	10(4	10(4	NUM
ajfa-14645	240	8	)	)	PUNCT
ajfa-14645	240	9	.	.	PUNCT
ajfa-14645	241	1	https://doi.org/10.1108/15265940910980650	https://doi.org/10.1108/15265940910980650	NOUN
ajfa-14645	241	2	debasish	debasish	PROPN
ajfa-14645	241	3	,	,	PUNCT
ajfa-14645	241	4	s.	s.	PROPN
ajfa-14645	241	5	s.	s.	PROPN
ajfa-14645	241	6	,	,	PUNCT
ajfa-14645	241	7	&	&	CCONJ
ajfa-14645	241	8	mishra	mishra	PROPN
ajfa-14645	241	9	,	,	PUNCT
ajfa-14645	241	10	b.	b.	PROPN
ajfa-14645	241	11	(	(	PUNCT
ajfa-14645	241	12	2008	2008	NUM
ajfa-14645	241	13	)	)	PUNCT
ajfa-14645	241	14	.	.	PUNCT
ajfa-14645	242	1	econometric	econometric	ADJ
ajfa-14645	242	2	analysis	analysis	NOUN
ajfa-14645	242	3	of	of	ADP
ajfa-14645	242	4	lead	lead	ADJ
ajfa-14645	242	5	-	-	PUNCT
ajfa-14645	242	6	lag	lag	NOUN
ajfa-14645	242	7	relationship	relationship	NOUN
ajfa-14645	242	8	between	between	ADP
ajfa-14645	242	9	nse	nse	NOUN
ajfa-14645	242	10	nifty	nifty	NOUN
ajfa-14645	242	11	and	and	CCONJ
ajfa-14645	242	12	its	its	PRON
ajfa-14645	242	13	derivative	derivative	ADJ
ajfa-14645	242	14	contracts	contract	NOUN
ajfa-14645	242	15	.	.	PUNCT
ajfa-14645	243	1	indian	indian	ADJ
ajfa-14645	243	2	management	management	PROPN
ajfa-14645	243	3	studies	study	NOUN
ajfa-14645	243	4	journal	journal	NOUN
ajfa-14645	243	5	,	,	PUNCT
ajfa-14645	243	6	12	12	NUM
ajfa-14645	243	7	,	,	PUNCT
ajfa-14645	243	8	81	81	NUM
ajfa-14645	243	9	-	-	SYM
ajfa-14645	243	10	100	100	NUM
ajfa-14645	243	11	.	.	PUNCT
ajfa-14645	244	1	dickey	dickey	PROPN
ajfa-14645	244	2	,	,	PUNCT
ajfa-14645	244	3	d.	d.	PROPN
ajfa-14645	244	4	a.	a.	PROPN
ajfa-14645	244	5	,	,	PUNCT
ajfa-14645	244	6	hasza	hasza	NOUN
ajfa-14645	244	7	,	,	PUNCT
ajfa-14645	244	8	d.	d.	PROPN
ajfa-14645	244	9	p.	p.	PROPN
ajfa-14645	244	10	,	,	PUNCT
ajfa-14645	244	11	&	&	CCONJ
ajfa-14645	244	12	fuller	full	ADJ
ajfa-14645	244	13	,	,	PUNCT
ajfa-14645	244	14	w.	w.	PROPN
ajfa-14645	244	15	a.	a.	PROPN
ajfa-14645	244	16	(	(	PUNCT
ajfa-14645	244	17	1984	1984	NUM
ajfa-14645	244	18	)	)	PUNCT
ajfa-14645	244	19	.	.	PUNCT
ajfa-14645	245	1	testing	test	VERB
ajfa-14645	245	2	for	for	ADP
ajfa-14645	245	3	unit	unit	NOUN
ajfa-14645	245	4	roots	root	NOUN
ajfa-14645	245	5	in	in	ADP
ajfa-14645	245	6	seasonal	seasonal	ADJ
ajfa-14645	245	7	time	time	NOUN
ajfa-14645	245	8	series	series	PROPN
ajfa-14645	245	9	.	.	PUNCT
ajfa-14645	246	1	journal	journal	PROPN
ajfa-14645	246	2	of	of	ADP
ajfa-14645	246	3	the	the	DET
ajfa-14645	246	4	american	american	PROPN
ajfa-14645	246	5	statistical	statistical	PROPN
ajfa-14645	246	6	association	association	PROPN
ajfa-14645	246	7	,	,	PUNCT
ajfa-14645	246	8	79(386	79(386	PROPN
ajfa-14645	246	9	)	)	PUNCT
ajfa-14645	246	10	,	,	PUNCT
ajfa-14645	246	11	355	355	NUM
ajfa-14645	246	12	-	-	SYM
ajfa-14645	246	13	367	367	NUM
ajfa-14645	246	14	.	.	PUNCT
ajfa-14645	247	1	https://doi.org/10.1080/01621459.1984.10478057	https://doi.org/10.1080/01621459.1984.10478057	VERB
ajfa-14645	247	2	diebold	diebold	PROPN
ajfa-14645	247	3	,	,	PUNCT
ajfa-14645	247	4	f.	f.	PROPN
ajfa-14645	247	5	x.	x.	PROPN
ajfa-14645	247	6	,	,	PUNCT
ajfa-14645	247	7	&	&	CCONJ
ajfa-14645	247	8	yilmaz	yilmaz	PROPN
ajfa-14645	247	9	,	,	PUNCT
ajfa-14645	247	10	k.	k.	PROPN
ajfa-14645	247	11	(	(	PUNCT
ajfa-14645	247	12	2009	2009	NUM
ajfa-14645	247	13	,	,	PUNCT
ajfa-14645	247	14	january	january	PROPN
ajfa-14645	247	15	)	)	PUNCT
ajfa-14645	247	16	.	.	PUNCT
ajfa-14645	248	1	measuring	measure	VERB
ajfa-14645	248	2	financial	financial	ADJ
ajfa-14645	248	3	asset	asset	NOUN
ajfa-14645	248	4	return	return	NOUN
ajfa-14645	248	5	and	and	CCONJ
ajfa-14645	248	6	volatility	volatility	NOUN
ajfa-14645	248	7	spillovers	spillover	NOUN
ajfa-14645	248	8	,	,	PUNCT
ajfa-14645	248	9	with	with	ADP
ajfa-14645	248	10	application	application	NOUN
ajfa-14645	248	11	to	to	ADP
ajfa-14645	248	12	global	global	ADJ
ajfa-14645	248	13	equity	equity	NOUN
ajfa-14645	248	14	markets	market	NOUN
ajfa-14645	248	15	.	.	PUNCT
ajfa-14645	249	1	the	the	DET
ajfa-14645	249	2	economic	economic	ADJ
ajfa-14645	249	3	journal	journal	NOUN
ajfa-14645	249	4	,	,	PUNCT
ajfa-14645	249	5	119(534	119(534	NUM
ajfa-14645	249	6	)	)	PUNCT
ajfa-14645	249	7	,	,	PUNCT
ajfa-14645	249	8	158171	158171	NUM
ajfa-14645	249	9	.	.	PUNCT
ajfa-14645	250	1	https://doi.org/10.1111/j.1468-0297.2008.02208.x	https://doi.org/10.1111/j.1468-0297.2008.02208.x	NOUN
ajfa-14645	250	2	domanski	domanski	NOUN
ajfa-14645	250	3	,	,	PUNCT
ajfa-14645	250	4	d.	d.	PROPN
ajfa-14645	250	5	,	,	PUNCT
ajfa-14645	250	6	&	&	CCONJ
ajfa-14645	250	7	heath	heath	PROPN
ajfa-14645	250	8	,	,	PUNCT
ajfa-14645	250	9	a.	a.	NOUN
ajfa-14645	250	10	(	(	PUNCT
ajfa-14645	250	11	2007	2007	NUM
ajfa-14645	250	12	,	,	PUNCT
ajfa-14645	250	13	march	march	PROPN
ajfa-14645	250	14	)	)	PUNCT
ajfa-14645	250	15	.	.	PUNCT
ajfa-14645	251	1	financial	financial	ADJ
ajfa-14645	251	2	investors	investor	NOUN
ajfa-14645	251	3	and	and	CCONJ
ajfa-14645	251	4	commodity	commodity	NOUN
ajfa-14645	251	5	markets	market	NOUN
ajfa-14645	251	6	.	.	PUNCT
ajfa-14645	252	1	bank	bank	NOUN
ajfa-14645	252	2	for	for	ADP
ajfa-14645	252	3	international	international	ADJ
ajfa-14645	252	4	settlements	settlement	NOUN
ajfa-14645	252	5	quarterly	quarterly	ADJ
ajfa-14645	252	6	review	review	NOUN
ajfa-14645	252	7	,	,	PUNCT
ajfa-14645	252	8	pp	pp	X
ajfa-14645	252	9	.	.	PUNCT
ajfa-14645	253	1	53	53	NUM
ajfa-14645	253	2	-	-	SYM
ajfa-14645	253	3	67	67	NUM
ajfa-14645	253	4	.	.	PUNCT
ajfa-14645	254	1	easley	easley	PROPN
ajfa-14645	254	2	,	,	PUNCT
ajfa-14645	254	3	d.	d.	PROPN
ajfa-14645	254	4	,	,	PUNCT
ajfa-14645	254	5	o'hara	o'hara	PROPN
ajfa-14645	254	6	,	,	PUNCT
ajfa-14645	254	7	m.	m.	NOUN
ajfa-14645	254	8	,	,	PUNCT
ajfa-14645	254	9	&	&	CCONJ
ajfa-14645	254	10	srinivas	srinivas	PROPN
ajfa-14645	254	11	,	,	PUNCT
ajfa-14645	254	12	p.	p.	PROPN
ajfa-14645	254	13	(	(	PUNCT
ajfa-14645	254	14	1998	1998	NUM
ajfa-14645	254	15	)	)	PUNCT
ajfa-14645	254	16	.	.	PUNCT
ajfa-14645	255	1	option	option	NOUN
ajfa-14645	255	2	volume	volume	NOUN
ajfa-14645	255	3	and	and	CCONJ
ajfa-14645	255	4	stock	stock	NOUN
ajfa-14645	255	5	prices	price	NOUN
ajfa-14645	255	6	:	:	PUNCT
ajfa-14645	255	7	evidence	evidence	NOUN
ajfa-14645	255	8	on	on	ADP
ajfa-14645	255	9	where	where	SCONJ
ajfa-14645	255	10	informed	inform	VERB
ajfa-14645	255	11	traders	trader	NOUN
ajfa-14645	255	12	trade	trade	VERB
ajfa-14645	255	13	.	.	PUNCT
ajfa-14645	256	1	the	the	DET
ajfa-14645	256	2	journal	journal	PROPN
ajfa-14645	256	3	of	of	ADP
ajfa-14645	256	4	finance	finance	NOUN
ajfa-14645	256	5	,	,	PUNCT
ajfa-14645	256	6	53(2	53(2	NUM
ajfa-14645	256	7	)	)	PUNCT
ajfa-14645	256	8	,	,	PUNCT
ajfa-14645	256	9	431	431	NUM
ajfa-14645	256	10	-	-	SYM
ajfa-14645	256	11	465	465	NUM
ajfa-14645	256	12	.	.	PUNCT
ajfa-14645	257	1	https://doi.org/10.1111/0022-1082.194060	https://doi.org/10.1111/0022-1082.194060	PROPN
ajfa-14645	257	2	edwards	edwards	PROPN
ajfa-14645	257	3	,	,	PUNCT
ajfa-14645	257	4	f.	f.	PROPN
ajfa-14645	257	5	r.	r.	PROPN
ajfa-14645	257	6	(	(	PUNCT
ajfa-14645	257	7	1988	1988	NUM
ajfa-14645	257	8	)	)	PUNCT
ajfa-14645	257	9	.	.	PUNCT
ajfa-14645	258	1	does	do	AUX
ajfa-14645	258	2	futures	future	NOUN
ajfa-14645	258	3	trading	trading	NOUN
ajfa-14645	258	4	increase	increase	VERB
ajfa-14645	258	5	stock	stock	NOUN
ajfa-14645	258	6	market	market	NOUN
ajfa-14645	258	7	volatility	volatility	NOUN
ajfa-14645	258	8	.	.	PUNCT
ajfa-14645	259	1	financial	financial	ADJ
ajfa-14645	259	2	analysts	analyst	NOUN
ajfa-14645	259	3	journal	journal	NOUN
ajfa-14645	259	4	,	,	PUNCT
ajfa-14645	259	5	44(1	44(1	PROPN
ajfa-14645	259	6	)	)	PUNCT
ajfa-14645	259	7	,	,	PUNCT
ajfa-14645	259	8	63	63	NUM
ajfa-14645	259	9	-	-	SYM
ajfa-14645	259	10	69	69	NUM
ajfa-14645	259	11	.	.	PUNCT
ajfa-14645	260	1	https://doi.org/10.2469/faj.v44.n1.63	https://doi.org/10.2469/faj.v44.n1.63	PROPN
ajfa-14645	260	2	asian	asian	PROPN
ajfa-14645	260	3	journal	journal	PROPN
ajfa-14645	260	4	of	of	ADP
ajfa-14645	260	5	finance	finance	PROPN
ajfa-14645	260	6	&	&	CCONJ
ajfa-14645	260	7	accounting	accounting	PROPN
ajfa-14645	260	8	issn	issn	PROPN
ajfa-14645	260	9	1946	1946	NUM
ajfa-14645	260	10	-	-	PUNCT
ajfa-14645	260	11	052x	052x	PROPN
ajfa-14645	260	12	2019	2019	NUM
ajfa-14645	260	13	,	,	PUNCT
ajfa-14645	260	14	vol	vol	NOUN
ajfa-14645	260	15	.	.	PROPN
ajfa-14645	260	16	11	11	NUM
ajfa-14645	260	17	,	,	PUNCT
ajfa-14645	260	18	no	no	INTJ
ajfa-14645	260	19	.	.	NOUN
ajfa-14645	260	20	1	1	NUM
ajfa-14645	260	21	ajfa.macrothink.org/	ajfa.macrothink.org/	PROPN
ajfa-14645	260	22	213	213	NUM
ajfa-14645	260	23	ekta	ekta	NOUN
ajfa-14645	260	24	.	.	PUNCT
ajfa-14645	261	1	(	(	PUNCT
ajfa-14645	261	2	2013	2013	NUM
ajfa-14645	261	3	,	,	PUNCT
ajfa-14645	261	4	december	december	PROPN
ajfa-14645	261	5	)	)	PUNCT
ajfa-14645	261	6	.	.	PUNCT
ajfa-14645	262	1	lead	lead	VERB
ajfa-14645	262	2	lag	lag	NOUN
ajfa-14645	262	3	relationship	relationship	NOUN
ajfa-14645	262	4	between	between	ADP
ajfa-14645	262	5	futures	future	NOUN
ajfa-14645	262	6	and	and	CCONJ
ajfa-14645	262	7	spot	spot	NOUN
ajfa-14645	262	8	market	market	NOUN
ajfa-14645	262	9	:	:	PUNCT
ajfa-14645	262	10	empirical	empirical	ADJ
ajfa-14645	262	11	evidence	evidence	NOUN
ajfa-14645	262	12	from	from	ADP
ajfa-14645	262	13	bank	bank	NOUN
ajfa-14645	262	14	nifty	nifty	ADJ
ajfa-14645	262	15	.	.	PUNCT
ajfa-14645	263	1	global	global	ADJ
ajfa-14645	263	2	research	research	NOUN
ajfa-14645	263	3	analysis	analysis	NOUN
ajfa-14645	263	4	,	,	PUNCT
ajfa-14645	263	5	2(12	2(12	NUM
ajfa-14645	263	6	)	)	PUNCT
ajfa-14645	263	7	,	,	PUNCT
ajfa-14645	263	8	162	162	NUM
ajfa-14645	263	9	-	-	SYM
ajfa-14645	263	10	163	163	NUM
ajfa-14645	263	11	.	.	PUNCT
ajfa-14645	264	1	engle	engle	PROPN
ajfa-14645	264	2	,	,	PUNCT
ajfa-14645	264	3	r.	r.	PROPN
ajfa-14645	264	4	,	,	PUNCT
ajfa-14645	264	5	&	&	CCONJ
ajfa-14645	264	6	granger	granger	PROPN
ajfa-14645	264	7	,	,	PUNCT
ajfa-14645	264	8	c.	c.	PROPN
ajfa-14645	264	9	(	(	PUNCT
ajfa-14645	264	10	1987	1987	NUM
ajfa-14645	264	11	)	)	PUNCT
ajfa-14645	264	12	.	.	PUNCT
ajfa-14645	265	1	co	co	NOUN
ajfa-14645	265	2	-	-	NOUN
ajfa-14645	265	3	integration	integration	NOUN
ajfa-14645	265	4	and	and	CCONJ
ajfa-14645	265	5	error	error	NOUN
ajfa-14645	265	6	-	-	PUNCT
ajfa-14645	265	7	correction	correction	NOUN
ajfa-14645	265	8	:	:	PUNCT
ajfa-14645	265	9	representation	representation	NOUN
ajfa-14645	265	10	,	,	PUNCT
ajfa-14645	265	11	estimation	estimation	NOUN
ajfa-14645	265	12	and	and	CCONJ
ajfa-14645	265	13	testing	testing	NOUN
ajfa-14645	265	14	.	.	PUNCT
ajfa-14645	266	1	econometrica	econometrica	PROPN
ajfa-14645	266	2	,	,	PUNCT
ajfa-14645	266	3	55(2	55(2	NUM
ajfa-14645	266	4	)	)	PUNCT
ajfa-14645	266	5	,	,	PUNCT
ajfa-14645	266	6	251	251	NUM
ajfa-14645	266	7	-	-	SYM
ajfa-14645	266	8	276	276	NUM
ajfa-14645	266	9	.	.	PUNCT
ajfa-14645	267	1	https://doi.org/10.2307/1913236	https://doi.org/10.2307/1913236	VERB
ajfa-14645	267	2	fitchratings	fitchrating	NOUN
ajfa-14645	267	3	.	.	PUNCT
ajfa-14645	268	1	(	(	PUNCT
ajfa-14645	268	2	2004	2004	NUM
ajfa-14645	268	3	)	)	PUNCT
ajfa-14645	268	4	.	.	PUNCT
ajfa-14645	269	1	fixed	fix	VERB
ajfa-14645	269	2	income	income	NOUN
ajfa-14645	269	3	derivatives	derivative	NOUN
ajfa-14645	269	4	---	---	PUNCT
ajfa-14645	269	5	a	a	DET
ajfa-14645	269	6	survey	survey	NOUN
ajfa-14645	269	7	of	of	ADP
ajfa-14645	269	8	the	the	DET
ajfa-14645	269	9	indian	indian	ADJ
ajfa-14645	269	10	market	market	NOUN
ajfa-14645	269	11	.	.	PUNCT
ajfa-14645	270	1	fleming	fleming	PROPN
ajfa-14645	270	2	,	,	PUNCT
ajfa-14645	270	3	j.	j.	PROPN
ajfa-14645	270	4	,	,	PUNCT
ajfa-14645	270	5	ostdiek	ostdiek	PROPN
ajfa-14645	270	6	,	,	PUNCT
ajfa-14645	270	7	b.	b.	PROPN
ajfa-14645	270	8	,	,	PUNCT
ajfa-14645	270	9	&	&	CCONJ
ajfa-14645	270	10	whaley	whaley	PROPN
ajfa-14645	270	11	,	,	PUNCT
ajfa-14645	270	12	r.	r.	PROPN
ajfa-14645	270	13	e.	e.	PROPN
ajfa-14645	270	14	(	(	PUNCT
ajfa-14645	270	15	1996	1996	NUM
ajfa-14645	270	16	)	)	PUNCT
ajfa-14645	270	17	.	.	PUNCT
ajfa-14645	271	1	trading	trading	NOUN
ajfa-14645	271	2	costs	cost	NOUN
ajfa-14645	271	3	and	and	CCONJ
ajfa-14645	271	4	the	the	DET
ajfa-14645	271	5	relative	relative	ADJ
ajfa-14645	271	6	rates	rate	NOUN
ajfa-14645	271	7	of	of	ADP
ajfa-14645	271	8	price	price	NOUN
ajfa-14645	271	9	discovery	discovery	NOUN
ajfa-14645	271	10	in	in	ADP
ajfa-14645	271	11	stock	stock	NOUN
ajfa-14645	271	12	,	,	PUNCT
ajfa-14645	271	13	futures	future	NOUN
ajfa-14645	271	14	and	and	CCONJ
ajfa-14645	271	15	options	option	NOUN
ajfa-14645	271	16	markets	market	NOUN
ajfa-14645	271	17	.	.	PUNCT
ajfa-14645	272	1	the	the	DET
ajfa-14645	272	2	journal	journal	PROPN
ajfa-14645	272	3	of	of	ADP
ajfa-14645	272	4	futures	future	NOUN
ajfa-14645	272	5	markets	market	NOUN
ajfa-14645	272	6	,	,	PUNCT
ajfa-14645	272	7	16(4	16(4	NUM
ajfa-14645	272	8	)	)	PUNCT
ajfa-14645	272	9	,	,	PUNCT
ajfa-14645	272	10	353387.https://doi.org/10.1002/(sici)1096-9934(199606)16:4<353::aid-fut1>3.0.co;2-h	353387.https://doi.org/10.1002/(sici)1096-9934(199606)16:4<353::aid-fut1>3.0.co;2-h	NUM
ajfa-14645	272	11	floros	floro	NOUN
ajfa-14645	272	12	,	,	PUNCT
ajfa-14645	272	13	c.	c.	PROPN
ajfa-14645	272	14	,	,	PUNCT
ajfa-14645	272	15	&	&	CCONJ
ajfa-14645	272	16	d.	d.	PROPN
ajfa-14645	272	17	vougas	vougas	PROPN
ajfa-14645	272	18	.	.	PUNCT
ajfa-14645	273	1	(	(	PUNCT
ajfa-14645	273	2	2007	2007	NUM
ajfa-14645	273	3	)	)	PUNCT
ajfa-14645	273	4	.	.	PUNCT
ajfa-14645	274	1	lead	lead	NOUN
ajfa-14645	274	2	-	-	PUNCT
ajfa-14645	274	3	lag	lag	NOUN
ajfa-14645	274	4	relationship	relationship	NOUN
ajfa-14645	274	5	between	between	ADP
ajfa-14645	274	6	futures	future	NOUN
ajfa-14645	274	7	and	and	CCONJ
ajfa-14645	274	8	spot	spot	NOUN
ajfa-14645	274	9	markets	market	NOUN
ajfa-14645	274	10	in	in	ADP
ajfa-14645	274	11	greece:1999	greece:1999	PROPN
ajfa-14645	274	12	2001	2001	NUM
ajfa-14645	274	13	.	.	PUNCT
ajfa-14645	275	1	international	international	ADJ
ajfa-14645	275	2	research	research	PROPN
ajfa-14645	275	3	journal	journal	NOUN
ajfa-14645	275	4	of	of	ADP
ajfa-14645	275	5	finance	finance	NOUN
ajfa-14645	275	6	and	and	CCONJ
ajfa-14645	275	7	economics	economic	NOUN
ajfa-14645	275	8	,	,	PUNCT
ajfa-14645	275	9	7	7	NUM
ajfa-14645	275	10	,	,	PUNCT
ajfa-14645	275	11	168	168	NUM
ajfa-14645	275	12	-	-	SYM
ajfa-14645	275	13	174	174	NUM
ajfa-14645	275	14	.	.	PUNCT
ajfa-14645	276	1	frino	frino	PROPN
ajfa-14645	276	2	,	,	PUNCT
ajfa-14645	276	3	a.	a.	NOUN
ajfa-14645	276	4	,	,	PUNCT
ajfa-14645	276	5	&	&	CCONJ
ajfa-14645	276	6	west	west	PROPN
ajfa-14645	276	7	,	,	PUNCT
ajfa-14645	276	8	a.	a.	NOUN
ajfa-14645	276	9	(	(	PUNCT
ajfa-14645	276	10	1999	1999	NUM
ajfa-14645	276	11	)	)	PUNCT
ajfa-14645	276	12	.	.	PUNCT
ajfa-14645	277	1	the	the	DET
ajfa-14645	277	2	lead	lead	ADJ
ajfa-14645	277	3	-	-	PUNCT
ajfa-14645	277	4	lag	lag	NOUN
ajfa-14645	277	5	relationship	relationship	NOUN
ajfa-14645	277	6	between	between	ADP
ajfa-14645	277	7	stock	stock	NOUN
ajfa-14645	277	8	indices	index	NOUN
ajfa-14645	277	9	and	and	CCONJ
ajfa-14645	277	10	stock	stock	NOUN
ajfa-14645	277	11	index	index	NOUN
ajfa-14645	277	12	futures	future	NOUN
ajfa-14645	277	13	contracts	contract	NOUN
ajfa-14645	277	14	:	:	PUNCT
ajfa-14645	277	15	further	further	ADJ
ajfa-14645	277	16	australian	australian	ADJ
ajfa-14645	277	17	evidence	evidence	NOUN
ajfa-14645	277	18	.	.	PUNCT
ajfa-14645	278	1	abacus	abacus	PROPN
ajfa-14645	278	2	,	,	PUNCT
ajfa-14645	278	3	35(3	35(3	NUM
ajfa-14645	278	4	)	)	PUNCT
ajfa-14645	278	5	,	,	PUNCT
ajfa-14645	278	6	333	333	NUM
ajfa-14645	278	7	-	-	SYM
ajfa-14645	278	8	341	341	NUM
ajfa-14645	278	9	.	.	PUNCT
ajfa-14645	279	1	https://doi.org/10.1111/1467-6281.00049	https://doi.org/10.1111/1467-6281.00049	PROPN
ajfa-14645	279	2	fung	fung	PROPN
ajfa-14645	279	3	,	,	PUNCT
ajfa-14645	279	4	j.	j.	PROPN
ajfa-14645	279	5	k.	k.	PROPN
ajfa-14645	279	6	,	,	PUNCT
ajfa-14645	279	7	jiang	jiang	PROPN
ajfa-14645	279	8	,	,	PUNCT
ajfa-14645	279	9	l.	l.	PROPN
ajfa-14645	279	10	,	,	PUNCT
ajfa-14645	279	11	&	&	CCONJ
ajfa-14645	279	12	cheng	cheng	PROPN
ajfa-14645	279	13	,	,	PUNCT
ajfa-14645	279	14	l.	l.	PROPN
ajfa-14645	279	15	t.	t.	PROPN
ajfa-14645	279	16	(	(	PUNCT
ajfa-14645	279	17	2001	2001	NUM
ajfa-14645	279	18	,	,	PUNCT
ajfa-14645	279	19	august	august	PROPN
ajfa-14645	279	20	)	)	PUNCT
ajfa-14645	279	21	.	.	PUNCT
ajfa-14645	280	1	the	the	DET
ajfa-14645	280	2	lead	lead	ADJ
ajfa-14645	280	3	-	-	PUNCT
ajfa-14645	280	4	lag	lag	NOUN
ajfa-14645	280	5	relation	relation	NOUN
ajfa-14645	280	6	between	between	ADP
ajfa-14645	280	7	spot	spot	NOUN
ajfa-14645	280	8	and	and	CCONJ
ajfa-14645	280	9	futures	future	NOUN
ajfa-14645	280	10	markets	market	NOUN
ajfa-14645	280	11	under	under	ADP
ajfa-14645	280	12	different	different	ADJ
ajfa-14645	280	13	short	short	ADJ
ajfa-14645	280	14	-	-	PUNCT
ajfa-14645	280	15	selling	sell	VERB
ajfa-14645	280	16	regimes	regime	NOUN
ajfa-14645	280	17	.	.	PUNCT
ajfa-14645	281	1	financial	financial	ADJ
ajfa-14645	281	2	review	review	PROPN
ajfa-14645	281	3	.	.	PUNCT
ajfa-14645	282	1	gakhar	gakhar	PROPN
ajfa-14645	282	2	,	,	PUNCT
ajfa-14645	282	3	d.	d.	PROPN
ajfa-14645	282	4	(	(	PUNCT
ajfa-14645	282	5	.	.	PROPN
ajfa-14645	282	6	,	,	PUNCT
ajfa-14645	282	7	&	&	CCONJ
ajfa-14645	282	8	meetu	meetu	PROPN
ajfa-14645	282	9	,	,	PUNCT
ajfa-14645	282	10	m.	m.	NOUN
ajfa-14645	282	11	(	(	PUNCT
ajfa-14645	282	12	2013	2013	NUM
ajfa-14645	282	13	,	,	PUNCT
ajfa-14645	282	14	march	march	PROPN
ajfa-14645	282	15	)	)	PUNCT
ajfa-14645	282	16	.	.	PUNCT
ajfa-14645	283	1	derivatives	derivative	NOUN
ajfa-14645	283	2	market	market	NOUN
ajfa-14645	283	3	in	in	ADP
ajfa-14645	283	4	india	india	PROPN
ajfa-14645	283	5	:	:	PUNCT
ajfa-14645	283	6	evolution	evolution	NOUN
ajfa-14645	283	7	,	,	PUNCT
ajfa-14645	283	8	trading	trading	NOUN
ajfa-14645	283	9	mechanism	mechanism	NOUN
ajfa-14645	283	10	and	and	CCONJ
ajfa-14645	283	11	future	future	ADJ
ajfa-14645	283	12	prospects	prospect	NOUN
ajfa-14645	283	13	.	.	PUNCT
ajfa-14645	284	1	international	international	ADJ
ajfa-14645	284	2	journal	journal	NOUN
ajfa-14645	284	3	of	of	ADP
ajfa-14645	284	4	marketing	marketing	NOUN
ajfa-14645	284	5	,	,	PUNCT
ajfa-14645	284	6	financial	financial	ADJ
ajfa-14645	284	7	services	service	NOUN
ajfa-14645	284	8	&	&	CCONJ
ajfa-14645	284	9	management	management	PROPN
ajfa-14645	284	10	research	research	NOUN
ajfa-14645	284	11	,	,	PUNCT
ajfa-14645	284	12	2(3	2(3	NUM
ajfa-14645	284	13	)	)	PUNCT
ajfa-14645	284	14	,	,	PUNCT
ajfa-14645	284	15	38	38	NUM
ajfa-14645	284	16	-	-	SYM
ajfa-14645	284	17	50	50	NUM
ajfa-14645	284	18	.	.	PUNCT
ajfa-14645	285	1	gupta	gupta	PROPN
ajfa-14645	285	2	,	,	PUNCT
ajfa-14645	285	3	d.	d.	PROPN
ajfa-14645	285	4	k.	k.	PROPN
ajfa-14645	285	5	,	,	PUNCT
ajfa-14645	285	6	&	&	CCONJ
ajfa-14645	285	7	singh	singh	PROPN
ajfa-14645	285	8	,	,	PUNCT
ajfa-14645	285	9	d.	d.	PROPN
ajfa-14645	285	10	b.	b.	PROPN
ajfa-14645	285	11	(	(	PUNCT
ajfa-14645	285	12	2007	2007	NUM
ajfa-14645	285	13	)	)	PUNCT
ajfa-14645	285	14	.	.	PUNCT
ajfa-14645	286	1	lead	lead	NOUN
ajfa-14645	286	2	-	-	PUNCT
ajfa-14645	286	3	lag	lag	NOUN
ajfa-14645	286	4	relationship	relationship	NOUN
ajfa-14645	286	5	and	and	CCONJ
ajfa-14645	286	6	information	information	NOUN
ajfa-14645	286	7	spillover	spillover	VERB
ajfa-14645	286	8	between	between	ADP
ajfa-14645	286	9	equity	equity	NOUN
ajfa-14645	286	10	futures	future	NOUN
ajfa-14645	286	11	and	and	CCONJ
ajfa-14645	286	12	cash	cash	NOUN
ajfa-14645	286	13	markets	market	NOUN
ajfa-14645	286	14	:	:	PUNCT
ajfa-14645	286	15	evidence	evidence	NOUN
ajfa-14645	286	16	from	from	ADP
ajfa-14645	286	17	national	national	ADJ
ajfa-14645	286	18	stock	stock	PROPN
ajfa-14645	286	19	exchange	exchange	PROPN
ajfa-14645	286	20	of	of	ADP
ajfa-14645	286	21	india	india	PROPN
ajfa-14645	286	22	.	.	PUNCT
ajfa-14645	287	1	retrieved	retrieve	VERB
ajfa-14645	287	2	from	from	ADP
ajfa-14645	287	3	http://www.nseindia.com/content/research/res_paper_final185.pdf	http://www.nseindia.com/content/research/res_paper_final185.pdf	NOUN
ajfa-14645	287	4	gupta	gupta	PROPN
ajfa-14645	287	5	,	,	PUNCT
ajfa-14645	287	6	k.	k.	PROPN
ajfa-14645	287	7	,	,	PUNCT
ajfa-14645	287	8	&	&	CCONJ
ajfa-14645	287	9	singh	singh	PROPN
ajfa-14645	287	10	,	,	PUNCT
ajfa-14645	287	11	b.	b.	PROPN
ajfa-14645	287	12	(	(	PUNCT
ajfa-14645	287	13	2006	2006	NUM
ajfa-14645	287	14	)	)	PUNCT
ajfa-14645	287	15	.	.	PUNCT
ajfa-14645	288	1	random	random	ADJ
ajfa-14645	288	2	walk	walk	NOUN
ajfa-14645	288	3	and	and	CCONJ
ajfa-14645	288	4	indian	indian	ADJ
ajfa-14645	288	5	equity	equity	NOUN
ajfa-14645	288	6	futures	future	NOUN
ajfa-14645	288	7	market	market	NOUN
ajfa-14645	288	8	.	.	PUNCT
ajfa-14645	289	1	the	the	DET
ajfa-14645	289	2	icfai	icfai	NUM
ajfa-14645	289	3	journal	journal	NOUN
ajfa-14645	289	4	of	of	ADP
ajfa-14645	289	5	derivatives	derivative	NOUN
ajfa-14645	289	6	market	market	NOUN
ajfa-14645	289	7	,	,	PUNCT
ajfa-14645	289	8	3(3	3(3	NUM
ajfa-14645	289	9	)	)	PUNCT
ajfa-14645	289	10	,	,	PUNCT
ajfa-14645	289	11	23	23	NUM
ajfa-14645	289	12	-	-	SYM
ajfa-14645	289	13	42	42	NUM
ajfa-14645	289	14	.	.	PUNCT
ajfa-14645	290	1	https://doi.org/10.2139/ssrn.874913	https://doi.org/10.2139/ssrn.874913	PROPN
ajfa-14645	290	2	gwilym	gwilym	NOUN
ajfa-14645	290	3	,	,	PUNCT
ajfa-14645	290	4	o.	o.	NOUN
ajfa-14645	290	5	a.	a.	PROPN
ajfa-14645	290	6	,	,	PUNCT
ajfa-14645	290	7	&	&	CCONJ
ajfa-14645	290	8	buckle	buckle	NOUN
ajfa-14645	290	9	,	,	PUNCT
ajfa-14645	290	10	m.	m.	NOUN
ajfa-14645	290	11	(	(	PUNCT
ajfa-14645	290	12	2001	2001	NUM
ajfa-14645	290	13	)	)	PUNCT
ajfa-14645	290	14	.	.	PUNCT
ajfa-14645	291	1	the	the	DET
ajfa-14645	291	2	lead	lead	ADJ
ajfa-14645	291	3	-	-	PUNCT
ajfa-14645	291	4	lag	lag	NOUN
ajfa-14645	291	5	relationship	relationship	NOUN
ajfa-14645	291	6	between	between	ADP
ajfa-14645	291	7	the	the	DET
ajfa-14645	291	8	ftse100	ftse100	PROPN
ajfa-14645	291	9	stock	stock	NOUN
ajfa-14645	291	10	index	index	NOUN
ajfa-14645	291	11	and	and	CCONJ
ajfa-14645	291	12	its	its	PRON
ajfa-14645	291	13	derivative	derivative	ADJ
ajfa-14645	291	14	contracts	contract	NOUN
ajfa-14645	291	15	.	.	PUNCT
ajfa-14645	292	1	applied	apply	VERB
ajfa-14645	292	2	financial	financial	ADJ
ajfa-14645	292	3	economics	economic	NOUN
ajfa-14645	292	4	,	,	PUNCT
ajfa-14645	292	5	11(4	11(4	NUM
ajfa-14645	292	6	)	)	PUNCT
ajfa-14645	292	7	,	,	PUNCT
ajfa-14645	292	8	385	385	NUM
ajfa-14645	292	9	-	-	SYM
ajfa-14645	292	10	393	393	NUM
ajfa-14645	292	11	.	.	PUNCT
ajfa-14645	293	1	https://doi.org/10.1080/096031001300313947	https://doi.org/10.1080/096031001300313947	PROPN
ajfa-14645	293	2	gwilym	gwilym	NOUN
ajfa-14645	293	3	,	,	PUNCT
ajfa-14645	293	4	o.	o.	NOUN
ajfa-14645	293	5	a.	a.	PROPN
ajfa-14645	293	6	,	,	PUNCT
ajfa-14645	293	7	&	&	CCONJ
ajfa-14645	293	8	buckle	buckle	NOUN
ajfa-14645	293	9	,	,	PUNCT
ajfa-14645	293	10	m.	m.	NOUN
ajfa-14645	293	11	(	(	PUNCT
ajfa-14645	293	12	2001	2001	NUM
ajfa-14645	293	13	)	)	PUNCT
ajfa-14645	293	14	.	.	PUNCT
ajfa-14645	294	1	the	the	DET
ajfa-14645	294	2	lead	lead	ADJ
ajfa-14645	294	3	-	-	PUNCT
ajfa-14645	294	4	lag	lag	NOUN
ajfa-14645	294	5	relationship	relationship	NOUN
ajfa-14645	294	6	between	between	ADP
ajfa-14645	294	7	the	the	DET
ajfa-14645	294	8	ftse100	ftse100	PROPN
ajfa-14645	294	9	stock	stock	NOUN
ajfa-14645	294	10	index	index	NOUN
ajfa-14645	294	11	and	and	CCONJ
ajfa-14645	294	12	its	its	PRON
ajfa-14645	294	13	derivative	derivative	ADJ
ajfa-14645	294	14	contracts	contract	NOUN
ajfa-14645	294	15	.	.	PUNCT
ajfa-14645	295	1	applied	apply	VERB
ajfa-14645	295	2	financial	financial	ADJ
ajfa-14645	295	3	economics	economic	NOUN
ajfa-14645	295	4	,	,	PUNCT
ajfa-14645	295	5	11(4	11(4	NUM
ajfa-14645	295	6	)	)	PUNCT
ajfa-14645	295	7	,	,	PUNCT
ajfa-14645	295	8	385	385	NUM
ajfa-14645	295	9	-	-	SYM
ajfa-14645	295	10	393	393	NUM
ajfa-14645	295	11	.	.	PUNCT
ajfa-14645	296	1	https://doi.org/10.1080/096031001300313947	https://doi.org/10.1080/096031001300313947	PROPN
ajfa-14645	296	2	hamid	hamid	PROPN
ajfa-14645	296	3	,	,	PUNCT
ajfa-14645	296	4	s.	s.	PROPN
ajfa-14645	296	5	a.	a.	PROPN
ajfa-14645	296	6	,	,	PUNCT
ajfa-14645	296	7	&	&	CCONJ
ajfa-14645	296	8	iqbal	iqbal	PROPN
ajfa-14645	296	9	,	,	PUNCT
ajfa-14645	296	10	z.	z.	PROPN
ajfa-14645	296	11	(	(	PUNCT
ajfa-14645	296	12	2004	2004	NUM
ajfa-14645	296	13	)	)	PUNCT
ajfa-14645	296	14	.	.	PUNCT
ajfa-14645	297	1	using	use	VERB
ajfa-14645	297	2	neural	neural	ADJ
ajfa-14645	297	3	networks	network	NOUN
ajfa-14645	297	4	for	for	ADP
ajfa-14645	297	5	forecasting	forecast	VERB
ajfa-14645	297	6	volatility	volatility	NOUN
ajfa-14645	297	7	of	of	ADP
ajfa-14645	297	8	s&p	s&p	PROPN
ajfa-14645	297	9	500	500	NUM
ajfa-14645	297	10	index	index	NOUN
ajfa-14645	297	11	futures	future	NOUN
ajfa-14645	297	12	prices	price	NOUN
ajfa-14645	297	13	.	.	PUNCT
ajfa-14645	298	1	journal	journal	PROPN
ajfa-14645	298	2	of	of	ADP
ajfa-14645	298	3	business	business	NOUN
ajfa-14645	298	4	research	research	NOUN
ajfa-14645	298	5	,	,	PUNCT
ajfa-14645	298	6	57(10	57(10	NUM
ajfa-14645	298	7	)	)	PUNCT
ajfa-14645	298	8	,	,	PUNCT
ajfa-14645	298	9	1116	1116	NUM
ajfa-14645	298	10	-	-	SYM
ajfa-14645	298	11	1125	1125	NUM
ajfa-14645	298	12	.	.	PUNCT
ajfa-14645	299	1	https://doi.org/10.1016/s0148-2963(03)00043-2	https://doi.org/10.1016/s0148-2963(03)00043-2	PROPN
ajfa-14645	299	2	haq	haq	PROPN
ajfa-14645	299	3	,	,	PUNCT
ajfa-14645	299	4	i.	i.	PROPN
ajfa-14645	299	5	u.	u.	PROPN
ajfa-14645	299	6	,	,	PUNCT
ajfa-14645	299	7	&	&	CCONJ
ajfa-14645	299	8	rao	rao	PROPN
ajfa-14645	299	9	,	,	PUNCT
ajfa-14645	299	10	k.	k.	PROPN
ajfa-14645	299	11	(	(	PUNCT
ajfa-14645	299	12	2012	2012	NUM
ajfa-14645	299	13	)	)	PUNCT
ajfa-14645	299	14	.	.	PUNCT
ajfa-14645	300	1	long	long	ADJ
ajfa-14645	300	2	run	run	NOUN
ajfa-14645	300	3	relationship	relationship	NOUN
ajfa-14645	300	4	between	between	ADP
ajfa-14645	300	5	spot	spot	NOUN
ajfa-14645	300	6	and	and	CCONJ
ajfa-14645	300	7	futures	future	NOUN
ajfa-14645	300	8	currency	currency	NOUN
ajfa-14645	300	9	rates	rate	NOUN
ajfa-14645	300	10	:	:	PUNCT
ajfa-14645	300	11	an	an	DET
ajfa-14645	300	12	empirical	empirical	ADJ
ajfa-14645	300	13	study	study	NOUN
ajfa-14645	300	14	on	on	ADP
ajfa-14645	300	15	currency	currency	NOUN
ajfa-14645	300	16	markets	market	NOUN
ajfa-14645	300	17	of	of	ADP
ajfa-14645	300	18	india	india	PROPN
ajfa-14645	300	19	.	.	PUNCT
ajfa-14645	301	1	smart	smart	ADJ
ajfa-14645	301	2	journal	journal	PROPN
ajfa-14645	301	3	of	of	ADP
ajfa-14645	301	4	business	business	NOUN
ajfa-14645	301	5	management	management	NOUN
ajfa-14645	301	6	studies	study	NOUN
ajfa-14645	301	7	,	,	PUNCT
ajfa-14645	301	8	8(2	8(2	NUM
ajfa-14645	301	9	)	)	PUNCT
ajfa-14645	301	10	,	,	PUNCT
ajfa-14645	301	11	29	29	NUM
ajfa-14645	301	12	-	-	SYM
ajfa-14645	301	13	35	35	NUM
ajfa-14645	301	14	.	.	PUNCT
ajfa-14645	302	1	hasbrouck	hasbrouck	PROPN
ajfa-14645	302	2	,	,	PUNCT
ajfa-14645	302	3	j.	j.	PROPN
ajfa-14645	302	4	(	(	PUNCT
ajfa-14645	302	5	1995	1995	NUM
ajfa-14645	302	6	)	)	PUNCT
ajfa-14645	302	7	.	.	PUNCT
ajfa-14645	303	1	one	one	NUM
ajfa-14645	303	2	security	security	NOUN
ajfa-14645	303	3	,	,	PUNCT
ajfa-14645	303	4	many	many	ADJ
ajfa-14645	303	5	markets	market	NOUN
ajfa-14645	303	6	:	:	PUNCT
ajfa-14645	303	7	determining	determine	VERB
ajfa-14645	303	8	the	the	DET
ajfa-14645	303	9	contributions	contribution	NOUN
ajfa-14645	303	10	to	to	ADP
ajfa-14645	303	11	price	price	VERB
ajfa-14645	303	12	asian	asian	ADJ
ajfa-14645	303	13	journal	journal	NOUN
ajfa-14645	303	14	of	of	ADP
ajfa-14645	303	15	finance	finance	PROPN
ajfa-14645	303	16	&	&	CCONJ
ajfa-14645	303	17	accounting	accounting	PROPN
ajfa-14645	303	18	issn	issn	PROPN
ajfa-14645	303	19	1946	1946	NUM
ajfa-14645	303	20	-	-	PUNCT
ajfa-14645	303	21	052x	052x	PROPN
ajfa-14645	303	22	2019	2019	NUM
ajfa-14645	303	23	,	,	PUNCT
ajfa-14645	303	24	vol	vol	NOUN
ajfa-14645	303	25	.	.	PROPN
ajfa-14645	303	26	11	11	NUM
ajfa-14645	303	27	,	,	PUNCT
ajfa-14645	303	28	no	no	INTJ
ajfa-14645	303	29	.	.	NOUN
ajfa-14645	303	30	1	1	NUM
ajfa-14645	303	31	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	303	32	214	214	NUM
ajfa-14645	303	33	discovery	discovery	NOUN
ajfa-14645	303	34	.	.	PUNCT
ajfa-14645	304	1	the	the	DET
ajfa-14645	304	2	journal	journal	PROPN
ajfa-14645	304	3	of	of	ADP
ajfa-14645	304	4	finance	finance	NOUN
ajfa-14645	304	5	,	,	PUNCT
ajfa-14645	304	6	50(4	50(4	NUM
ajfa-14645	304	7	)	)	PUNCT
ajfa-14645	304	8	,	,	PUNCT
ajfa-14645	304	9	1175	1175	NUM
ajfa-14645	304	10	-	-	SYM
ajfa-14645	304	11	1199	1199	NUM
ajfa-14645	304	12	.	.	PUNCT
ajfa-14645	305	1	https://doi.org/10.1111/j.15406261.1995.tb04054.x	https://doi.org/10.1111/j.15406261.1995.tb04054.x	PROPN
ajfa-14645	305	2	ismr	ismr	PROPN
ajfa-14645	305	3	.	.	PUNCT
ajfa-14645	306	1	(	(	PUNCT
ajfa-14645	306	2	2004	2004	NUM
ajfa-14645	306	3	)	)	PUNCT
ajfa-14645	306	4	.	.	PUNCT
ajfa-14645	307	1	indian	indian	ADJ
ajfa-14645	307	2	securities	security	NOUN
ajfa-14645	307	3	market	market	NOUN
ajfa-14645	307	4	:	:	PUNCT
ajfa-14645	307	5	a	a	DET
ajfa-14645	307	6	review	review	NOUN
ajfa-14645	307	7	.	.	PUNCT
ajfa-14645	308	1	national	national	ADJ
ajfa-14645	308	2	stock	stock	PROPN
ajfa-14645	308	3	exchange	exchange	PROPN
ajfa-14645	308	4	of	of	ADP
ajfa-14645	308	5	india	india	PROPN
ajfa-14645	308	6	limited	limited	PROPN
ajfa-14645	308	7	,	,	PUNCT
ajfa-14645	308	8	mumbai	mumbai	PROPN
ajfa-14645	308	9	,	,	PUNCT
ajfa-14645	308	10	india	india	PROPN
ajfa-14645	308	11	.	.	PUNCT
ajfa-14645	308	12	jackline	jackline	PROPN
ajfa-14645	308	13	,	,	PUNCT
ajfa-14645	308	14	s.	s.	PROPN
ajfa-14645	308	15	,	,	PUNCT
ajfa-14645	308	16	&	&	CCONJ
ajfa-14645	308	17	deo	deo	PROPN
ajfa-14645	308	18	,	,	PUNCT
ajfa-14645	308	19	d.	d.	PROPN
ajfa-14645	308	20	m.	m.	PROPN
ajfa-14645	308	21	(	(	PUNCT
ajfa-14645	308	22	2011	2011	NUM
ajfa-14645	308	23	)	)	PUNCT
ajfa-14645	308	24	.	.	PUNCT
ajfa-14645	309	1	price	price	NOUN
ajfa-14645	309	2	discovery	discovery	NOUN
ajfa-14645	309	3	in	in	ADP
ajfa-14645	309	4	indian	indian	ADJ
ajfa-14645	309	5	stock	stock	NOUN
ajfa-14645	309	6	market	market	NOUN
ajfa-14645	309	7	an	an	DET
ajfa-14645	309	8	empirical	empirical	ADJ
ajfa-14645	309	9	study	study	NOUN
ajfa-14645	309	10	with	with	ADP
ajfa-14645	309	11	the	the	DET
ajfa-14645	309	12	s&p	s&p	PROPN
ajfa-14645	309	13	cnx	cnx	PROPN
ajfa-14645	309	14	nifty	nifty	PROPN
ajfa-14645	309	15	index	index	PROPN
ajfa-14645	309	16	.	.	PUNCT
ajfa-14645	310	1	apjrbm	apjrbm	PROPN
ajfa-14645	310	2	,	,	PUNCT
ajfa-14645	310	3	2(1	2(1	NUM
ajfa-14645	310	4	)	)	PUNCT
ajfa-14645	310	5	,	,	PUNCT
ajfa-14645	310	6	56	56	NUM
ajfa-14645	310	7	-	-	SYM
ajfa-14645	310	8	65	65	NUM
ajfa-14645	310	9	.	.	PUNCT
ajfa-14645	311	1	jackline	jackline	PROPN
ajfa-14645	311	2	,	,	PUNCT
ajfa-14645	311	3	s.	s.	PROPN
ajfa-14645	311	4	,	,	PUNCT
ajfa-14645	311	5	&	&	CCONJ
ajfa-14645	311	6	deo	deo	PROPN
ajfa-14645	311	7	,	,	PUNCT
ajfa-14645	311	8	m.	m.	NOUN
ajfa-14645	311	9	(	(	PUNCT
ajfa-14645	311	10	2011	2011	NUM
ajfa-14645	311	11	,	,	PUNCT
ajfa-14645	311	12	july	july	PROPN
ajfa-14645	311	13	)	)	PUNCT
ajfa-14645	311	14	.	.	PUNCT
ajfa-14645	312	1	lead	lead	VERB
ajfa-14645	312	2	lag	lag	NOUN
ajfa-14645	312	3	relationship	relationship	NOUN
ajfa-14645	312	4	between	between	ADP
ajfa-14645	312	5	the	the	DET
ajfa-14645	312	6	futures	future	NOUN
ajfa-14645	312	7	and	and	CCONJ
ajfa-14645	312	8	spot	spot	NOUN
ajfa-14645	312	9	prices	price	NOUN
ajfa-14645	312	10	.	.	PUNCT
ajfa-14645	313	1	journal	journal	PROPN
ajfa-14645	313	2	of	of	ADP
ajfa-14645	313	3	economics	economic	NOUN
ajfa-14645	313	4	and	and	CCONJ
ajfa-14645	313	5	international	international	ADJ
ajfa-14645	313	6	finance	finance	NOUN
ajfa-14645	313	7	,	,	PUNCT
ajfa-14645	313	8	3(7	3(7	NUM
ajfa-14645	313	9	)	)	PUNCT
ajfa-14645	313	10	,	,	PUNCT
ajfa-14645	313	11	424	424	NUM
ajfa-14645	313	12	-	-	SYM
ajfa-14645	313	13	427	427	NUM
ajfa-14645	313	14	.	.	PUNCT
ajfa-14645	314	1	retrieved	retrieve	VERB
ajfa-14645	314	2	from	from	ADP
ajfa-14645	314	3	http://www.academicjournals.org/jeif	http://www.academicjournals.org/jeif	PROPN
ajfa-14645	314	4	jain	jain	PROPN
ajfa-14645	314	5	,	,	PUNCT
ajfa-14645	314	6	a.	a.	PROPN
ajfa-14645	314	7	,	,	PUNCT
ajfa-14645	314	8	&	&	CCONJ
ajfa-14645	314	9	biswal	biswal	PROPN
ajfa-14645	314	10	,	,	PUNCT
ajfa-14645	314	11	p.	p.	PROPN
ajfa-14645	314	12	c.	c.	PROPN
ajfa-14645	314	13	(	(	PUNCT
ajfa-14645	314	14	2012	2012	NUM
ajfa-14645	314	15	)	)	PUNCT
ajfa-14645	314	16	.	.	PUNCT
ajfa-14645	315	1	price	price	NOUN
ajfa-14645	315	2	discovery	discovery	NOUN
ajfa-14645	315	3	and	and	CCONJ
ajfa-14645	315	4	information	information	NOUN
ajfa-14645	315	5	sharing	sharing	NOUN
ajfa-14645	315	6	between	between	ADP
ajfa-14645	315	7	futures	future	NOUN
ajfa-14645	315	8	and	and	CCONJ
ajfa-14645	315	9	spot	spot	NOUN
ajfa-14645	315	10	market	market	NOUN
ajfa-14645	315	11	:	:	PUNCT
ajfa-14645	315	12	evidence	evidence	NOUN
ajfa-14645	315	13	from	from	ADP
ajfa-14645	315	14	india	india	PROPN
ajfa-14645	315	15	.	.	PUNCT
ajfa-14645	316	1	apad	apad	PROPN
ajfa-14645	316	2	2012	2012	NUM
ajfa-14645	316	3	conference	conference	NOUN
ajfa-14645	316	4	.	.	PUNCT
ajfa-14645	317	1	busan	busan	PROPN
ajfa-14645	317	2	,	,	PUNCT
ajfa-14645	317	3	south	south	PROPN
ajfa-14645	317	4	korea	korea	PROPN
ajfa-14645	317	5	.	.	PUNCT
ajfa-14645	318	1	https://doi.org/10.2139/ssrn.2136420	https://doi.org/10.2139/ssrn.2136420	NOUN
ajfa-14645	318	2	jogani	jogani	PROPN
ajfa-14645	318	3	,	,	PUNCT
ajfa-14645	318	4	a.	a.	PROPN
ajfa-14645	318	5	,	,	PUNCT
ajfa-14645	318	6	&	&	CCONJ
ajfa-14645	318	7	fernandes	fernandes	PROPN
ajfa-14645	318	8	,	,	PUNCT
ajfa-14645	318	9	k.	k.	PROPN
ajfa-14645	318	10	(	(	PUNCT
ajfa-14645	318	11	2003	2003	NUM
ajfa-14645	318	12	)	)	PUNCT
ajfa-14645	318	13	.	.	PUNCT
ajfa-14645	319	1	arbitrage	arbitrage	NOUN
ajfa-14645	319	2	in	in	ADP
ajfa-14645	319	3	india	india	PROPN
ajfa-14645	319	4	:	:	PUNCT
ajfa-14645	319	5	past	past	ADJ
ajfa-14645	319	6	,	,	PUNCT
ajfa-14645	319	7	present	present	ADJ
ajfa-14645	319	8	and	and	CCONJ
ajfa-14645	319	9	future	future	ADJ
ajfa-14645	319	10	.	.	PUNCT
ajfa-14645	320	1	in	in	ADP
ajfa-14645	320	2	s.	s.	PROPN
ajfa-14645	320	3	thomas	thomas	PROPN
ajfa-14645	320	4	(	(	PUNCT
ajfa-14645	320	5	ed	ed	NOUN
ajfa-14645	320	6	.	.	PUNCT
ajfa-14645	320	7	)	)	PUNCT
ajfa-14645	320	8	,	,	PUNCT
ajfa-14645	320	9	derivatives	derivative	NOUN
ajfa-14645	320	10	markets	market	NOUN
ajfa-14645	320	11	in	in	ADP
ajfa-14645	320	12	india	india	PROPN
ajfa-14645	320	13	.	.	PUNCT
ajfa-14645	321	1	tata	tata	PROPN
ajfa-14645	321	2	mcgraw	mcgraw	PROPN
ajfa-14645	321	3	-	-	PUNCT
ajfa-14645	321	4	hill	hill	NOUN
ajfa-14645	321	5	publishing	publish	VERB
ajfa-14645	321	6	company	company	NOUN
ajfa-14645	321	7	limited	limit	VERB
ajfa-14645	321	8	,	,	PUNCT
ajfa-14645	321	9	new	new	ADJ
ajfa-14645	321	10	delhi	delhi	PROPN
ajfa-14645	321	11	,	,	PUNCT
ajfa-14645	321	12	india	india	PROPN
ajfa-14645	321	13	.	.	PUNCT
ajfa-14645	322	1	johansen	johansen	PROPN
ajfa-14645	322	2	,	,	PUNCT
ajfa-14645	322	3	s.	s.	PROPN
ajfa-14645	322	4	(	(	PUNCT
ajfa-14645	322	5	1991	1991	NUM
ajfa-14645	322	6	)	)	PUNCT
ajfa-14645	322	7	.	.	PUNCT
ajfa-14645	323	1	estimation	estimation	NOUN
ajfa-14645	323	2	and	and	CCONJ
ajfa-14645	323	3	hypothesis	hypothesis	NOUN
ajfa-14645	323	4	testing	testing	NOUN
ajfa-14645	323	5	of	of	ADP
ajfa-14645	323	6	cointegration	cointegration	NOUN
ajfa-14645	323	7	vectors	vector	NOUN
ajfa-14645	323	8	in	in	ADP
ajfa-14645	323	9	gaussian	gaussian	ADJ
ajfa-14645	323	10	vector	vector	NOUN
ajfa-14645	323	11	autoregressive	autoregressive	ADJ
ajfa-14645	323	12	models	model	NOUN
ajfa-14645	323	13	.	.	PUNCT
ajfa-14645	324	1	econometrica	econometrica	PROPN
ajfa-14645	324	2	,	,	PUNCT
ajfa-14645	324	3	59(6	59(6	NUM
ajfa-14645	324	4	)	)	PUNCT
ajfa-14645	324	5	,	,	PUNCT
ajfa-14645	324	6	1551	1551	NUM
ajfa-14645	324	7	-	-	SYM
ajfa-14645	324	8	1580	1580	NUM
ajfa-14645	324	9	.	.	PUNCT
ajfa-14645	325	1	https://doi.org/10.2307/2938278	https://doi.org/10.2307/2938278	PROPN
ajfa-14645	325	2	jong	jong	PROPN
ajfa-14645	325	3	,	,	PUNCT
ajfa-14645	325	4	f.	f.	PROPN
ajfa-14645	325	5	d.	d.	PROPN
ajfa-14645	325	6	,	,	PUNCT
ajfa-14645	325	7	&	&	CCONJ
ajfa-14645	325	8	donders	donder	NOUN
ajfa-14645	325	9	,	,	PUNCT
ajfa-14645	325	10	m.	m.	NOUN
ajfa-14645	325	11	w.	w.	PROPN
ajfa-14645	325	12	(	(	PUNCT
ajfa-14645	325	13	1998	1998	NUM
ajfa-14645	325	14	)	)	PUNCT
ajfa-14645	325	15	.	.	PUNCT
ajfa-14645	326	1	intraday	intraday	NOUN
ajfa-14645	326	2	lead	lead	ADJ
ajfa-14645	326	3	-	-	PUNCT
ajfa-14645	326	4	lag	lag	NOUN
ajfa-14645	326	5	relationships	relationship	NOUN
ajfa-14645	326	6	between	between	ADP
ajfa-14645	326	7	the	the	DET
ajfa-14645	326	8	futures-	futures-	NOUN
ajfa-14645	326	9	,	,	PUNCT
ajfa-14645	326	10	options	option	NOUN
ajfa-14645	326	11	and	and	CCONJ
ajfa-14645	326	12	stock	stock	NOUN
ajfa-14645	326	13	market	market	NOUN
ajfa-14645	326	14	.	.	PUNCT
ajfa-14645	327	1	european	european	PROPN
ajfa-14645	327	2	finance	finance	PROPN
ajfa-14645	327	3	review	review	PROPN
ajfa-14645	327	4	,	,	PUNCT
ajfa-14645	327	5	1(3	1(3	NUM
ajfa-14645	327	6	)	)	PUNCT
ajfa-14645	327	7	,	,	PUNCT
ajfa-14645	327	8	337	337	NUM
ajfa-14645	327	9	-	-	SYM
ajfa-14645	327	10	359	359	NUM
ajfa-14645	327	11	.	.	PUNCT
ajfa-14645	328	1	https://doi.org/10.1023/a:1009765322522	https://doi.org/10.1023/a:1009765322522	PROPN
ajfa-14645	328	2	jong	jong	PROPN
ajfa-14645	328	3	,	,	PUNCT
ajfa-14645	328	4	f.	f.	PROPN
ajfa-14645	328	5	d.	d.	PROPN
ajfa-14645	328	6	,	,	PUNCT
ajfa-14645	328	7	&	&	CCONJ
ajfa-14645	328	8	nijman	nijman	NOUN
ajfa-14645	328	9	,	,	PUNCT
ajfa-14645	328	10	t.	t.	PROPN
ajfa-14645	328	11	(	(	PUNCT
ajfa-14645	328	12	1997	1997	NUM
ajfa-14645	328	13	)	)	PUNCT
ajfa-14645	328	14	.	.	PUNCT
ajfa-14645	329	1	high	high	ADJ
ajfa-14645	329	2	frequency	frequency	NOUN
ajfa-14645	329	3	analysis	analysis	NOUN
ajfa-14645	329	4	of	of	ADP
ajfa-14645	329	5	lead	lead	ADJ
ajfa-14645	329	6	-	-	PUNCT
ajfa-14645	329	7	lag	lag	NOUN
ajfa-14645	329	8	relationships	relationship	NOUN
ajfa-14645	329	9	between	between	ADP
ajfa-14645	329	10	financial	financial	ADJ
ajfa-14645	329	11	markets	market	NOUN
ajfa-14645	329	12	.	.	PUNCT
ajfa-14645	330	1	journal	journal	NOUN
ajfa-14645	330	2	of	of	ADP
ajfa-14645	330	3	empirical	empirical	ADJ
ajfa-14645	330	4	finance	finance	NOUN
ajfa-14645	330	5	,	,	PUNCT
ajfa-14645	330	6	4(2	4(2	NUM
ajfa-14645	330	7	-	-	PUNCT
ajfa-14645	330	8	3	3	NUM
ajfa-14645	330	9	)	)	PUNCT
ajfa-14645	330	10	,	,	PUNCT
ajfa-14645	330	11	259	259	NUM
ajfa-14645	330	12	-	-	SYM
ajfa-14645	330	13	277	277	NUM
ajfa-14645	330	14	.	.	PUNCT
ajfa-14645	331	1	https://doi.org/10.1016/s0927-5398(97)00009-1	https://doi.org/10.1016/s0927-5398(97)00009-1	PROPN
ajfa-14645	331	2	jr	jr	PROPN
ajfa-14645	331	3	.	.	PROPN
ajfa-14645	331	4	,	,	PUNCT
ajfa-14645	331	5	j.	j.	PROPN
ajfa-14645	331	6	f.	f.	PROPN
ajfa-14645	331	7	,	,	PUNCT
ajfa-14645	331	8	&	&	CCONJ
ajfa-14645	331	9	carter	carter	PROPN
ajfa-14645	331	10	,	,	PUNCT
ajfa-14645	331	11	d.	d.	PROPN
ajfa-14645	331	12	a.	a.	PROPN
ajfa-14645	331	13	(	(	PUNCT
ajfa-14645	331	14	2000	2000	NUM
ajfa-14645	331	15	)	)	PUNCT
ajfa-14645	331	16	.	.	PUNCT
ajfa-14645	332	1	evidence	evidence	NOUN
ajfa-14645	332	2	on	on	ADP
ajfa-14645	332	3	the	the	DET
ajfa-14645	332	4	financial	financial	ADJ
ajfa-14645	332	5	characteristics	characteristic	NOUN
ajfa-14645	332	6	of	of	ADP
ajfa-14645	332	7	banks	bank	NOUN
ajfa-14645	332	8	that	that	PRON
ajfa-14645	332	9	do	do	VERB
ajfa-14645	332	10	and	and	CCONJ
ajfa-14645	332	11	do	do	AUX
ajfa-14645	332	12	not	not	PART
ajfa-14645	332	13	use	use	VERB
ajfa-14645	332	14	derivatives	derivative	NOUN
ajfa-14645	332	15	.	.	PUNCT
ajfa-14645	333	1	the	the	DET
ajfa-14645	333	2	quarterly	quarterly	ADJ
ajfa-14645	333	3	review	review	NOUN
ajfa-14645	333	4	of	of	ADP
ajfa-14645	333	5	economics	economic	NOUN
ajfa-14645	333	6	and	and	CCONJ
ajfa-14645	333	7	finance	finance	NOUN
ajfa-14645	333	8	,	,	PUNCT
ajfa-14645	333	9	40(4	40(4	NUM
ajfa-14645	333	10	)	)	PUNCT
ajfa-14645	333	11	,	,	PUNCT
ajfa-14645	333	12	431	431	NUM
ajfa-14645	333	13	-	-	SYM
ajfa-14645	333	14	449	449	NUM
ajfa-14645	333	15	.	.	PUNCT
ajfa-14645	334	1	https://doi.org/10.1016/s1062-9769(00)00050-8	https://doi.org/10.1016/s1062-9769(00)00050-8	PROPN
ajfa-14645	334	2	kang	kang	PROPN
ajfa-14645	334	3	,	,	PUNCT
ajfa-14645	334	4	j.	j.	PROPN
ajfa-14645	334	5	,	,	PUNCT
ajfa-14645	334	6	lee	lee	PROPN
ajfa-14645	334	7	,	,	PUNCT
ajfa-14645	334	8	c.	c.	PROPN
ajfa-14645	334	9	j.	j.	PROPN
ajfa-14645	334	10	,	,	PUNCT
ajfa-14645	334	11	&	&	CCONJ
ajfa-14645	334	12	lee	lee	PROPN
ajfa-14645	334	13	,	,	PUNCT
ajfa-14645	334	14	s.	s.	PROPN
ajfa-14645	334	15	(	(	PUNCT
ajfa-14645	334	16	2006	2006	NUM
ajfa-14645	334	17	)	)	PUNCT
ajfa-14645	334	18	.	.	PUNCT
ajfa-14645	335	1	an	an	DET
ajfa-14645	335	2	empirical	empirical	ADJ
ajfa-14645	335	3	investigation	investigation	NOUN
ajfa-14645	335	4	of	of	ADP
ajfa-14645	335	5	the	the	DET
ajfa-14645	335	6	lead	lead	ADJ
ajfa-14645	335	7	-	-	PUNCT
ajfa-14645	335	8	lag	lag	NOUN
ajfa-14645	335	9	relations	relation	NOUN
ajfa-14645	335	10	of	of	ADP
ajfa-14645	335	11	returns	return	NOUN
ajfa-14645	335	12	and	and	CCONJ
ajfa-14645	335	13	volatilities	volatility	NOUN
ajfa-14645	335	14	among	among	ADP
ajfa-14645	335	15	the	the	DET
ajfa-14645	335	16	kospi200	kospi200	PROPN
ajfa-14645	335	17	spot	spot	NOUN
ajfa-14645	335	18	,	,	PUNCT
ajfa-14645	335	19	futures	future	NOUN
ajfa-14645	335	20	and	and	CCONJ
ajfa-14645	335	21	options	option	NOUN
ajfa-14645	335	22	markets	market	NOUN
ajfa-14645	335	23	and	and	CCONJ
ajfa-14645	335	24	their	their	PRON
ajfa-14645	335	25	explanations	explanation	NOUN
ajfa-14645	335	26	.	.	PUNCT
ajfa-14645	336	1	journal	journal	NOUN
ajfa-14645	336	2	of	of	ADP
ajfa-14645	336	3	emerging	emerge	VERB
ajfa-14645	336	4	market	market	NOUN
ajfa-14645	336	5	finance	finance	NOUN
ajfa-14645	336	6	,	,	PUNCT
ajfa-14645	336	7	5(3	5(3	NUM
ajfa-14645	336	8	)	)	PUNCT
ajfa-14645	336	9	,	,	PUNCT
ajfa-14645	336	10	235	235	NUM
ajfa-14645	336	11	-	-	SYM
ajfa-14645	336	12	261	261	NUM
ajfa-14645	336	13	.	.	PUNCT
ajfa-14645	337	1	https://doi.org/10.1177/097265270600500303	https://doi.org/10.1177/097265270600500303	X
ajfa-14645	337	2	karathanassis	karathanassis	PROPN
ajfa-14645	337	3	,	,	PUNCT
ajfa-14645	337	4	g.	g.	PROPN
ajfa-14645	337	5	,	,	PUNCT
ajfa-14645	337	6	&	&	CCONJ
ajfa-14645	337	7	i.sogiakas	i.sogiakas	PROPN
ajfa-14645	337	8	,	,	PUNCT
ajfa-14645	337	9	v.	v.	CCONJ
ajfa-14645	337	10	(	(	PUNCT
ajfa-14645	337	11	2010	2010	NUM
ajfa-14645	337	12	)	)	PUNCT
ajfa-14645	337	13	.	.	PUNCT
ajfa-14645	338	1	spill	spill	NOUN
ajfa-14645	338	2	over	over	ADP
ajfa-14645	338	3	effects	effect	NOUN
ajfa-14645	338	4	of	of	ADP
ajfa-14645	338	5	futures	future	NOUN
ajfa-14645	338	6	contracts	contract	NOUN
ajfa-14645	338	7	initiation	initiation	NOUN
ajfa-14645	338	8	on	on	ADP
ajfa-14645	338	9	the	the	DET
ajfa-14645	338	10	cash	cash	NOUN
ajfa-14645	338	11	market	market	NOUN
ajfa-14645	338	12	:	:	PUNCT
ajfa-14645	338	13	a	a	DET
ajfa-14645	338	14	regime	regime	NOUN
ajfa-14645	338	15	shift	shift	NOUN
ajfa-14645	338	16	approach	approach	NOUN
ajfa-14645	338	17	.	.	PUNCT
ajfa-14645	339	1	review	review	NOUN
ajfa-14645	339	2	of	of	ADP
ajfa-14645	339	3	quantitative	quantitative	ADJ
ajfa-14645	339	4	finance	finance	NOUN
ajfa-14645	339	5	and	and	CCONJ
ajfa-14645	339	6	accounting	accounting	NOUN
ajfa-14645	339	7	,	,	PUNCT
ajfa-14645	339	8	34(1	34(1	NUM
ajfa-14645	339	9	)	)	PUNCT
ajfa-14645	339	10	.	.	PUNCT
ajfa-14645	340	1	https://doi.org/10.1007/s11156-009-0149-4	https://doi.org/10.1007/s11156-009-0149-4	NUM
ajfa-14645	340	2	karim	karim	PROPN
ajfa-14645	340	3	,	,	PUNCT
ajfa-14645	340	4	m.	m.	PROPN
ajfa-14645	340	5	z.	z.	PROPN
ajfa-14645	340	6	,	,	PUNCT
ajfa-14645	340	7	&	&	CCONJ
ajfa-14645	340	8	gee	gee	PROPN
ajfa-14645	340	9	,	,	PUNCT
ajfa-14645	340	10	c.	c.	PROPN
ajfa-14645	340	11	s.	s.	PROPN
ajfa-14645	340	12	(	(	PUNCT
ajfa-14645	340	13	2005	2005	NUM
ajfa-14645	340	14	)	)	PUNCT
ajfa-14645	340	15	.	.	PUNCT
ajfa-14645	341	1	the	the	DET
ajfa-14645	341	2	lead	lead	ADJ
ajfa-14645	341	3	-	-	PUNCT
ajfa-14645	341	4	lag	lag	NOUN
ajfa-14645	341	5	relationship	relationship	NOUN
ajfa-14645	341	6	between	between	ADP
ajfa-14645	341	7	stock	stock	NOUN
ajfa-14645	341	8	index	index	NOUN
ajfa-14645	341	9	futures	future	NOUN
ajfa-14645	341	10	and	and	CCONJ
ajfa-14645	341	11	spot	spot	NOUN
ajfa-14645	341	12	market	market	NOUN
ajfa-14645	341	13	in	in	ADP
ajfa-14645	341	14	malaysia	malaysia	PROPN
ajfa-14645	341	15	:	:	PUNCT
ajfa-14645	341	16	a	a	DET
ajfa-14645	341	17	cointegration	cointegration	NOUN
ajfa-14645	341	18	and	and	CCONJ
ajfa-14645	341	19	error	error	NOUN
ajfa-14645	341	20	correction	correction	NOUN
ajfa-14645	341	21	model	model	NOUN
ajfa-14645	341	22	approach	approach	NOUN
ajfa-14645	341	23	.	.	PUNCT
ajfa-14645	342	1	chulalongkorn	chulalongkorn	ADJ
ajfa-14645	342	2	journal	journal	PROPN
ajfa-14645	342	3	of	of	ADP
ajfa-14645	342	4	economics	economic	NOUN
ajfa-14645	342	5	,	,	PUNCT
ajfa-14645	342	6	17(1	17(1	NUM
ajfa-14645	342	7	)	)	PUNCT
ajfa-14645	342	8	,	,	PUNCT
ajfa-14645	342	9	53	53	NUM
ajfa-14645	342	10	-	-	SYM
ajfa-14645	342	11	72	72	NUM
ajfa-14645	342	12	.	.	PUNCT
ajfa-14645	343	1	asian	asian	ADJ
ajfa-14645	343	2	journal	journal	PROPN
ajfa-14645	343	3	of	of	ADP
ajfa-14645	343	4	finance	finance	PROPN
ajfa-14645	343	5	&	&	CCONJ
ajfa-14645	343	6	accounting	accounting	PROPN
ajfa-14645	343	7	issn	issn	PROPN
ajfa-14645	343	8	1946	1946	NUM
ajfa-14645	343	9	-	-	PUNCT
ajfa-14645	343	10	052x	052x	PROPN
ajfa-14645	343	11	2019	2019	NUM
ajfa-14645	343	12	,	,	PUNCT
ajfa-14645	343	13	vol	vol	NOUN
ajfa-14645	343	14	.	.	PROPN
ajfa-14645	343	15	11	11	NUM
ajfa-14645	343	16	,	,	PUNCT
ajfa-14645	343	17	no	no	INTJ
ajfa-14645	343	18	.	.	NOUN
ajfa-14645	343	19	1	1	NUM
ajfa-14645	343	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	343	21	215	215	NUM
ajfa-14645	343	22	karmakar	karmakar	NOUN
ajfa-14645	343	23	,	,	PUNCT
ajfa-14645	343	24	m.	m.	NOUN
ajfa-14645	343	25	(	(	PUNCT
ajfa-14645	343	26	2005	2005	NUM
ajfa-14645	343	27	,	,	PUNCT
ajfa-14645	343	28	july	july	PROPN
ajfa-14645	343	29	september	september	PROPN
ajfa-14645	343	30	)	)	PUNCT
ajfa-14645	343	31	.	.	PUNCT
ajfa-14645	344	1	modeling	model	VERB
ajfa-14645	344	2	conditional	conditional	ADJ
ajfa-14645	344	3	volatility	volatility	NOUN
ajfa-14645	344	4	of	of	ADP
ajfa-14645	344	5	the	the	DET
ajfa-14645	344	6	indian	indian	ADJ
ajfa-14645	344	7	stock	stock	NOUN
ajfa-14645	344	8	markets	market	NOUN
ajfa-14645	344	9	.	.	PUNCT
ajfa-14645	345	1	vikalpa	vikalpa	NOUN
ajfa-14645	345	2	,	,	PUNCT
ajfa-14645	345	3	30(3	30(3	NUM
ajfa-14645	345	4	)	)	PUNCT
ajfa-14645	345	5	,	,	PUNCT
ajfa-14645	345	6	21	21	NUM
ajfa-14645	345	7	-	-	SYM
ajfa-14645	345	8	37	37	NUM
ajfa-14645	345	9	.	.	PUNCT
ajfa-14645	346	1	https://doi.org/10.1177/0256090920050303	https://doi.org/10.1177/0256090920050303	X
ajfa-14645	347	1	kavussanos	kavussano	NOUN
ajfa-14645	347	2	,	,	PUNCT
ajfa-14645	347	3	m.	m.	NOUN
ajfa-14645	347	4	g.	g.	PROPN
ajfa-14645	347	5	,	,	PUNCT
ajfa-14645	347	6	visvikis	visvikis	PROPN
ajfa-14645	347	7	,	,	PUNCT
ajfa-14645	347	8	i.	i.	PROPN
ajfa-14645	347	9	d.	d.	PROPN
ajfa-14645	347	10	,	,	PUNCT
ajfa-14645	347	11	&	&	CCONJ
ajfa-14645	347	12	alexakis	alexakis	PROPN
ajfa-14645	347	13	,	,	PUNCT
ajfa-14645	347	14	p.	p.	PROPN
ajfa-14645	347	15	d.	d.	PROPN
ajfa-14645	347	16	(	(	PUNCT
ajfa-14645	347	17	2008	2008	NUM
ajfa-14645	347	18	)	)	PUNCT
ajfa-14645	347	19	.	.	PUNCT
ajfa-14645	348	1	the	the	DET
ajfa-14645	348	2	lead	lead	ADJ
ajfa-14645	348	3	-	-	PUNCT
ajfa-14645	348	4	lag	lag	NOUN
ajfa-14645	348	5	relationship	relationship	NOUN
ajfa-14645	348	6	between	between	ADP
ajfa-14645	348	7	cash	cash	NOUN
ajfa-14645	348	8	and	and	CCONJ
ajfa-14645	348	9	stock	stock	NOUN
ajfa-14645	348	10	index	index	NOUN
ajfa-14645	348	11	futures	future	NOUN
ajfa-14645	348	12	in	in	ADP
ajfa-14645	348	13	a	a	DET
ajfa-14645	348	14	new	new	ADJ
ajfa-14645	348	15	market	market	NOUN
ajfa-14645	348	16	.	.	PUNCT
ajfa-14645	349	1	european	european	ADJ
ajfa-14645	349	2	financial	financial	ADJ
ajfa-14645	349	3	management	management	PROPN
ajfa-14645	349	4	,	,	PUNCT
ajfa-14645	349	5	14(5	14(5	NUM
ajfa-14645	349	6	)	)	PUNCT
ajfa-14645	349	7	,	,	PUNCT
ajfa-14645	349	8	1007	1007	NUM
ajfa-14645	349	9	-	-	SYM
ajfa-14645	349	10	1025	1025	NUM
ajfa-14645	349	11	.	.	PUNCT
ajfa-14645	350	1	https://doi.org/10.1111/j.1468-036x.2007.00412.x	https://doi.org/10.1111/j.1468-036x.2007.00412.x	PROPN
ajfa-14645	350	2	kawaller	kawaller	PROPN
ajfa-14645	350	3	,	,	PUNCT
ajfa-14645	350	4	i.	i.	PROPN
ajfa-14645	350	5	g.	g.	PROPN
ajfa-14645	350	6	,	,	PUNCT
ajfa-14645	350	7	koch	koch	PROPN
ajfa-14645	350	8	,	,	PUNCT
ajfa-14645	350	9	p.	p.	PROPN
ajfa-14645	350	10	d.	d.	PROPN
ajfa-14645	350	11	,	,	PUNCT
ajfa-14645	350	12	&	&	CCONJ
ajfa-14645	350	13	koch	koch	PROPN
ajfa-14645	350	14	,	,	PUNCT
ajfa-14645	350	15	t.	t.	PROPN
ajfa-14645	350	16	w.	w.	PROPN
ajfa-14645	350	17	(	(	PUNCT
ajfa-14645	350	18	1987	1987	NUM
ajfa-14645	350	19	)	)	PUNCT
ajfa-14645	350	20	.	.	PUNCT
ajfa-14645	351	1	the	the	DET
ajfa-14645	351	2	temporal	temporal	ADJ
ajfa-14645	351	3	price	price	NOUN
ajfa-14645	351	4	relationship	relationship	NOUN
ajfa-14645	351	5	between	between	ADP
ajfa-14645	351	6	s&p	s&p	PROPN
ajfa-14645	351	7	500	500	NUM
ajfa-14645	351	8	futures	future	NOUN
ajfa-14645	351	9	and	and	CCONJ
ajfa-14645	351	10	the	the	DET
ajfa-14645	351	11	s&p	s&p	PROPN
ajfa-14645	351	12	500	500	NUM
ajfa-14645	351	13	index	index	NOUN
ajfa-14645	351	14	.	.	PUNCT
ajfa-14645	352	1	the	the	DET
ajfa-14645	352	2	journal	journal	PROPN
ajfa-14645	352	3	of	of	ADP
ajfa-14645	352	4	finance	finance	NOUN
ajfa-14645	352	5	,	,	PUNCT
ajfa-14645	352	6	42(5	42(5	NUM
ajfa-14645	352	7	)	)	PUNCT
ajfa-14645	352	8	,	,	PUNCT
ajfa-14645	352	9	1309	1309	NUM
ajfa-14645	352	10	-	-	SYM
ajfa-14645	352	11	1329	1329	NUM
ajfa-14645	352	12	.	.	PUNCT
ajfa-14645	353	1	https://doi.org/10.1111/j.1540-6261.1987.tb04368.x	https://doi.org/10.1111/j.1540-6261.1987.tb04368.x	PROPN
ajfa-14645	353	2	kawaller	kawaller	NOUN
ajfa-14645	353	3	,	,	PUNCT
ajfa-14645	353	4	i.	i.	PROPN
ajfa-14645	353	5	g.	g.	PROPN
ajfa-14645	353	6	,	,	PUNCT
ajfa-14645	353	7	koch	koch	PROPN
ajfa-14645	353	8	,	,	PUNCT
ajfa-14645	353	9	p.	p.	PROPN
ajfa-14645	353	10	d.	d.	PROPN
ajfa-14645	353	11	,	,	PUNCT
ajfa-14645	353	12	&	&	CCONJ
ajfa-14645	353	13	koch	koch	PROPN
ajfa-14645	353	14	,	,	PUNCT
ajfa-14645	353	15	t.	t.	PROPN
ajfa-14645	353	16	w.	w.	PROPN
ajfa-14645	353	17	(	(	PUNCT
ajfa-14645	353	18	1990	1990	NUM
ajfa-14645	353	19	)	)	PUNCT
ajfa-14645	353	20	.	.	PUNCT
ajfa-14645	354	1	intraday	intraday	NOUN
ajfa-14645	354	2	relationships	relationship	NOUN
ajfa-14645	354	3	between	between	ADP
ajfa-14645	354	4	volatility	volatility	NOUN
ajfa-14645	354	5	in	in	ADP
ajfa-14645	354	6	s&p	s&p	PROPN
ajfa-14645	354	7	500	500	NUM
ajfa-14645	354	8	futures	future	NOUN
ajfa-14645	354	9	prices	price	NOUN
ajfa-14645	354	10	and	and	CCONJ
ajfa-14645	354	11	volatility	volatility	NOUN
ajfa-14645	354	12	in	in	ADP
ajfa-14645	354	13	the	the	DET
ajfa-14645	354	14	s&p	s&p	PROPN
ajfa-14645	354	15	500	500	NUM
ajfa-14645	354	16	index	index	NOUN
ajfa-14645	354	17	.	.	PUNCT
ajfa-14645	355	1	journal	journal	PROPN
ajfa-14645	355	2	of	of	ADP
ajfa-14645	355	3	banking	banking	NOUN
ajfa-14645	355	4	&	&	CCONJ
ajfa-14645	355	5	finance	finance	NOUN
ajfa-14645	355	6	,	,	PUNCT
ajfa-14645	355	7	14(2	14(2	NUM
ajfa-14645	355	8	-	-	SYM
ajfa-14645	355	9	3	3	NUM
ajfa-14645	355	10	)	)	PUNCT
ajfa-14645	355	11	,	,	PUNCT
ajfa-14645	355	12	373	373	NUM
ajfa-14645	355	13	-	-	SYM
ajfa-14645	355	14	397	397	NUM
ajfa-14645	355	15	.	.	PUNCT
ajfa-14645	356	1	https://doi.org/10.1016/0378-4266(90)90055-7	https://doi.org/10.1016/0378-4266(90)90055-7	NOUN
ajfa-14645	356	2	kenourgios	kenourgio	NOUN
ajfa-14645	356	3	,	,	PUNCT
ajfa-14645	356	4	d.	d.	PROPN
ajfa-14645	356	5	(	(	PUNCT
ajfa-14645	356	6	2004	2004	NUM
ajfa-14645	356	7	,	,	PUNCT
ajfa-14645	356	8	october	october	PROPN
ajfa-14645	356	9	)	)	PUNCT
ajfa-14645	356	10	.	.	PUNCT
ajfa-14645	357	1	price	price	NOUN
ajfa-14645	357	2	discovery	discovery	NOUN
ajfa-14645	357	3	in	in	ADP
ajfa-14645	357	4	the	the	DET
ajfa-14645	357	5	athens	athens	PROPN
ajfa-14645	357	6	derivatives	derivative	NOUN
ajfa-14645	357	7	exchange	exchange	NOUN
ajfa-14645	357	8	:	:	PUNCT
ajfa-14645	357	9	evidence	evidence	NOUN
ajfa-14645	357	10	for	for	ADP
ajfa-14645	357	11	the	the	DET
ajfa-14645	357	12	ftse	ftse	PROPN
ajfa-14645	357	13	/	/	SYM
ajfa-14645	357	14	ase-20	ase-20	NOUN
ajfa-14645	357	15	futures	future	NOUN
ajfa-14645	357	16	market	market	NOUN
ajfa-14645	357	17	.	.	PUNCT
ajfa-14645	358	1	economic	economic	ADJ
ajfa-14645	358	2	and	and	CCONJ
ajfa-14645	358	3	business	business	NOUN
ajfa-14645	358	4	review	review	PROPN
ajfa-14645	358	5	,	,	PUNCT
ajfa-14645	358	6	6(3	6(3	NUM
ajfa-14645	358	7	)	)	PUNCT
ajfa-14645	358	8	,	,	PUNCT
ajfa-14645	358	9	229243	229243	NUM
ajfa-14645	358	10	.	.	PUNCT
ajfa-14645	359	1	kumar	kumar	PROPN
ajfa-14645	359	2	,	,	PUNCT
ajfa-14645	359	3	u.	u.	PROPN
ajfa-14645	359	4	,	,	PUNCT
ajfa-14645	359	5	&	&	CCONJ
ajfa-14645	359	6	tse	tse	PROPN
ajfa-14645	359	7	,	,	PUNCT
ajfa-14645	359	8	y.	y.	PROPN
ajfa-14645	359	9	(	(	PUNCT
ajfa-14645	359	10	2009	2009	NUM
ajfa-14645	359	11	)	)	PUNCT
ajfa-14645	359	12	.	.	PUNCT
ajfa-14645	360	1	single	single	ADJ
ajfa-14645	360	2	-	-	PUNCT
ajfa-14645	360	3	stock	stock	NOUN
ajfa-14645	360	4	futures	future	NOUN
ajfa-14645	360	5	:	:	PUNCT
ajfa-14645	360	6	evidence	evidence	NOUN
ajfa-14645	360	7	from	from	ADP
ajfa-14645	360	8	the	the	DET
ajfa-14645	360	9	indian	indian	ADJ
ajfa-14645	360	10	securities	security	NOUN
ajfa-14645	360	11	market	market	NOUN
ajfa-14645	360	12	.	.	PUNCT
ajfa-14645	361	1	global	global	ADJ
ajfa-14645	361	2	finance	finance	PROPN
ajfa-14645	361	3	journal	journal	NOUN
ajfa-14645	361	4	,	,	PUNCT
ajfa-14645	361	5	20(3	20(3	NOUN
ajfa-14645	361	6	)	)	PUNCT
ajfa-14645	361	7	,	,	PUNCT
ajfa-14645	361	8	220	220	NUM
ajfa-14645	361	9	-	-	SYM
ajfa-14645	361	10	234	234	NUM
ajfa-14645	361	11	.	.	PUNCT
ajfa-14645	362	1	https://doi.org/10.1016/j.gfj.2009.06.004	https://doi.org/10.1016/j.gfj.2009.06.004	PROPN
ajfa-14645	362	2	kummer	kummer	PROPN
ajfa-14645	362	3	,	,	PUNCT
ajfa-14645	362	4	s.	s.	PROPN
ajfa-14645	362	5	,	,	PUNCT
ajfa-14645	362	6	&	&	CCONJ
ajfa-14645	362	7	pauletto	pauletto	NOUN
ajfa-14645	362	8	,	,	PUNCT
ajfa-14645	362	9	c.	c.	PROPN
ajfa-14645	362	10	(	(	PUNCT
ajfa-14645	362	11	2012	2012	NUM
ajfa-14645	362	12	,	,	PUNCT
ajfa-14645	362	13	may	may	AUX
ajfa-14645	362	14	3	3	NUM
ajfa-14645	362	15	)	)	PUNCT
ajfa-14645	362	16	.	.	PUNCT
ajfa-14645	363	1	the	the	DET
ajfa-14645	363	2	history	history	NOUN
ajfa-14645	363	3	of	of	ADP
ajfa-14645	363	4	derivatives	derivative	NOUN
ajfa-14645	363	5	:	:	PUNCT
ajfa-14645	363	6	a	a	DET
ajfa-14645	363	7	few	few	ADJ
ajfa-14645	363	8	milestones	milestone	NOUN
ajfa-14645	363	9	.	.	PUNCT
ajfa-14645	364	1	efta	efta	NOUN
ajfa-14645	364	2	seminar	seminar	NOUN
ajfa-14645	364	3	on	on	ADP
ajfa-14645	364	4	regulation	regulation	NOUN
ajfa-14645	364	5	of	of	ADP
ajfa-14645	364	6	derivatives	derivative	NOUN
ajfa-14645	364	7	markets	market	NOUN
ajfa-14645	364	8	.	.	PUNCT
ajfa-14645	365	1	zurich	zurich	PROPN
ajfa-14645	365	2	.	.	PUNCT
ajfa-14645	365	3	lee	lee	PROPN
ajfa-14645	365	4	,	,	PUNCT
ajfa-14645	365	5	b.-s	b.-s	PROPN
ajfa-14645	365	6	.	.	PUNCT
ajfa-14645	365	7	,	,	PUNCT
ajfa-14645	365	8	&	&	CCONJ
ajfa-14645	365	9	rui	rui	PROPN
ajfa-14645	365	10	,	,	PUNCT
ajfa-14645	365	11	o.	o.	PROPN
ajfa-14645	365	12	m.	m.	NOUN
ajfa-14645	365	13	(	(	PUNCT
ajfa-14645	365	14	2002	2002	NUM
ajfa-14645	365	15	)	)	PUNCT
ajfa-14645	365	16	.	.	PUNCT
ajfa-14645	366	1	the	the	DET
ajfa-14645	366	2	dynamic	dynamic	ADJ
ajfa-14645	366	3	relationship	relationship	NOUN
ajfa-14645	366	4	between	between	ADP
ajfa-14645	366	5	stock	stock	NOUN
ajfa-14645	366	6	returns	return	NOUN
ajfa-14645	366	7	and	and	CCONJ
ajfa-14645	366	8	trading	trading	NOUN
ajfa-14645	366	9	volume	volume	NOUN
ajfa-14645	366	10	:	:	PUNCT
ajfa-14645	366	11	domestic	domestic	ADJ
ajfa-14645	366	12	and	and	CCONJ
ajfa-14645	366	13	cross	cross	ADJ
ajfa-14645	366	14	-	-	ADJ
ajfa-14645	366	15	country	country	ADJ
ajfa-14645	366	16	evidence	evidence	NOUN
ajfa-14645	366	17	.	.	PUNCT
ajfa-14645	367	1	journal	journal	NOUN
ajfa-14645	367	2	of	of	ADP
ajfa-14645	367	3	banking	banking	NOUN
ajfa-14645	367	4	&	&	CCONJ
ajfa-14645	367	5	finance	finance	PROPN
ajfa-14645	367	6	,	,	PUNCT
ajfa-14645	367	7	26(1	26(1	NUM
ajfa-14645	367	8	)	)	PUNCT
ajfa-14645	367	9	,	,	PUNCT
ajfa-14645	367	10	51	51	NUM
ajfa-14645	367	11	-	-	SYM
ajfa-14645	367	12	78	78	NUM
ajfa-14645	367	13	.	.	PUNCT
ajfa-14645	368	1	https://doi.org/10.1016/s0378-4266(00)00173-4	https://doi.org/10.1016/s0378-4266(00)00173-4	PROPN
ajfa-14645	368	2	lipuma	lipuma	PROPN
ajfa-14645	368	3	,	,	PUNCT
ajfa-14645	368	4	e.	e.	PROPN
ajfa-14645	368	5	,	,	PUNCT
ajfa-14645	368	6	&	&	CCONJ
ajfa-14645	368	7	lee	lee	PROPN
ajfa-14645	368	8	,	,	PUNCT
ajfa-14645	368	9	b.	b.	PROPN
ajfa-14645	368	10	(	(	PUNCT
ajfa-14645	368	11	2005	2005	NUM
ajfa-14645	368	12	)	)	PUNCT
ajfa-14645	368	13	.	.	PUNCT
ajfa-14645	369	1	financial	financial	ADJ
ajfa-14645	369	2	derivatives	derivative	NOUN
ajfa-14645	369	3	and	and	CCONJ
ajfa-14645	369	4	the	the	DET
ajfa-14645	369	5	rise	rise	NOUN
ajfa-14645	369	6	of	of	ADP
ajfa-14645	369	7	circulation	circulation	NOUN
ajfa-14645	369	8	.	.	PUNCT
ajfa-14645	370	1	economy	economy	NOUN
ajfa-14645	370	2	and	and	CCONJ
ajfa-14645	370	3	society	society	NOUN
ajfa-14645	370	4	,	,	PUNCT
ajfa-14645	370	5	34(3	34(3	NUM
ajfa-14645	370	6	)	)	PUNCT
ajfa-14645	370	7	,	,	PUNCT
ajfa-14645	370	8	404	404	NUM
ajfa-14645	370	9	-	-	SYM
ajfa-14645	370	10	427	427	NUM
ajfa-14645	370	11	.	.	PUNCT
ajfa-14645	371	1	https://doi.org/10.1080/03085140500111931	https://doi.org/10.1080/03085140500111931	ADJ
ajfa-14645	371	2	mackinlay	mackinlay	NOUN
ajfa-14645	371	3	,	,	PUNCT
ajfa-14645	371	4	a.	a.	NOUN
ajfa-14645	371	5	,	,	PUNCT
ajfa-14645	371	6	&	&	CCONJ
ajfa-14645	371	7	ramaswamy	ramaswamy	PROPN
ajfa-14645	371	8	,	,	PUNCT
ajfa-14645	371	9	k.	k.	PROPN
ajfa-14645	371	10	(	(	PUNCT
ajfa-14645	371	11	1988	1988	NUM
ajfa-14645	371	12	)	)	PUNCT
ajfa-14645	371	13	.	.	PUNCT
ajfa-14645	372	1	index	index	NOUN
ajfa-14645	372	2	-	-	PUNCT
ajfa-14645	372	3	futures	future	NOUN
ajfa-14645	372	4	arbitrage	arbitrage	NOUN
ajfa-14645	372	5	and	and	CCONJ
ajfa-14645	372	6	the	the	DET
ajfa-14645	372	7	behavior	behavior	NOUN
ajfa-14645	372	8	of	of	ADP
ajfa-14645	372	9	stock	stock	NOUN
ajfa-14645	372	10	index	index	NOUN
ajfa-14645	372	11	futures	future	NOUN
ajfa-14645	372	12	prices	price	NOUN
ajfa-14645	372	13	.	.	PUNCT
ajfa-14645	373	1	review	review	NOUN
ajfa-14645	373	2	of	of	ADP
ajfa-14645	373	3	financial	financial	ADJ
ajfa-14645	373	4	studies	study	NOUN
ajfa-14645	373	5	,	,	PUNCT
ajfa-14645	373	6	1(2	1(2	NUM
ajfa-14645	373	7	)	)	PUNCT
ajfa-14645	373	8	,	,	PUNCT
ajfa-14645	373	9	137	137	NUM
ajfa-14645	373	10	-	-	SYM
ajfa-14645	373	11	158	158	NUM
ajfa-14645	373	12	.	.	PUNCT
ajfa-14645	374	1	https://doi.org/10.1093/rfs/1.2.137	https://doi.org/10.1093/rfs/1.2.137	NOUN
ajfa-14645	374	2	mall	mall	NOUN
ajfa-14645	374	3	,	,	PUNCT
ajfa-14645	374	4	m.	m.	NOUN
ajfa-14645	374	5	,	,	PUNCT
ajfa-14645	374	6	bal	bal	PROPN
ajfa-14645	374	7	,	,	PUNCT
ajfa-14645	374	8	r.	r.	PROPN
ajfa-14645	374	9	k.	k.	PROPN
ajfa-14645	374	10	,	,	PUNCT
ajfa-14645	374	11	&	&	CCONJ
ajfa-14645	374	12	mishra	mishra	PROPN
ajfa-14645	374	13	,	,	PUNCT
ajfa-14645	374	14	p.	p.	PROPN
ajfa-14645	374	15	k.	k.	PROPN
ajfa-14645	375	1	(	(	PUNCT
ajfa-14645	375	2	2012	2012	NUM
ajfa-14645	375	3	,	,	PUNCT
ajfa-14645	375	4	february	february	PROPN
ajfa-14645	375	5	)	)	PUNCT
ajfa-14645	375	6	.	.	PUNCT
ajfa-14645	376	1	relation	relation	NOUN
ajfa-14645	376	2	between	between	ADP
ajfa-14645	376	3	spot	spot	NOUN
ajfa-14645	376	4	and	and	CCONJ
ajfa-14645	376	5	index	index	NOUN
ajfa-14645	376	6	futures	future	NOUN
ajfa-14645	376	7	market	market	NOUN
ajfa-14645	376	8	in	in	ADP
ajfa-14645	376	9	india	india	PROPN
ajfa-14645	376	10	.	.	PUNCT
ajfa-14645	377	1	international	international	ADJ
ajfa-14645	377	2	journal	journal	PROPN
ajfa-14645	377	3	of	of	ADP
ajfa-14645	377	4	research	research	NOUN
ajfa-14645	377	5	in	in	ADP
ajfa-14645	377	6	finance	finance	NOUN
ajfa-14645	377	7	&	&	CCONJ
ajfa-14645	377	8	marketing	marketing	NOUN
ajfa-14645	377	9	,	,	PUNCT
ajfa-14645	377	10	2(2	2(2	NUM
ajfa-14645	377	11	)	)	PUNCT
ajfa-14645	377	12	,	,	PUNCT
ajfa-14645	377	13	104	104	NUM
ajfa-14645	377	14	-	-	SYM
ajfa-14645	377	15	111	111	NUM
ajfa-14645	377	16	.	.	PUNCT
ajfa-14645	377	17	retrieved	retrieve	VERB
ajfa-14645	377	18	from	from	ADP
ajfa-14645	377	19	http://www.mairec.org	http://www.mairec.org	PROPN
ajfa-14645	377	20	maniar	maniar	NOUN
ajfa-14645	377	21	,	,	PUNCT
ajfa-14645	377	22	h.	h.	PROPN
ajfa-14645	377	23	m.	m.	NOUN
ajfa-14645	377	24	(	(	PUNCT
ajfa-14645	377	25	2011	2011	NUM
ajfa-14645	377	26	,	,	PUNCT
ajfa-14645	377	27	march	march	PROPN
ajfa-14645	377	28	)	)	PUNCT
ajfa-14645	377	29	.	.	PUNCT
ajfa-14645	378	1	arbitrage	arbitrage	NOUN
ajfa-14645	378	2	opportunities	opportunity	NOUN
ajfa-14645	378	3	in	in	ADP
ajfa-14645	378	4	intraday	intraday	NOUN
ajfa-14645	378	5	trading	trading	NOUN
ajfa-14645	378	6	between	between	ADP
ajfa-14645	378	7	futures	future	NOUN
ajfa-14645	378	8	,	,	PUNCT
ajfa-14645	378	9	options	option	NOUN
ajfa-14645	378	10	and	and	CCONJ
ajfa-14645	378	11	cash	cash	NOUN
ajfa-14645	378	12	markets	market	NOUN
ajfa-14645	378	13	a	a	DET
ajfa-14645	378	14	case	case	NOUN
ajfa-14645	378	15	study	study	NOUN
ajfa-14645	378	16	on	on	ADP
ajfa-14645	378	17	nse	nse	PROPN
ajfa-14645	378	18	india	india	PROPN
ajfa-14645	378	19	.	.	PUNCT
ajfa-14645	379	1	finance	finance	PROPN
ajfa-14645	379	2	india	india	PROPN
ajfa-14645	379	3	,	,	PUNCT
ajfa-14645	379	4	25(1	25(1	NUM
ajfa-14645	379	5	)	)	PUNCT
ajfa-14645	379	6	,	,	PUNCT
ajfa-14645	379	7	163	163	NUM
ajfa-14645	379	8	-	-	SYM
ajfa-14645	379	9	190	190	NUM
ajfa-14645	379	10	.	.	PUNCT
ajfa-14645	379	11	martens	martens	PROPN
ajfa-14645	379	12	,	,	PUNCT
ajfa-14645	379	13	m.	m.	NOUN
ajfa-14645	379	14	(	(	PUNCT
ajfa-14645	379	15	2002	2002	NUM
ajfa-14645	379	16	)	)	PUNCT
ajfa-14645	379	17	.	.	PUNCT
ajfa-14645	380	1	measuring	measure	VERB
ajfa-14645	380	2	and	and	CCONJ
ajfa-14645	380	3	forecasting	forecasting	NOUN
ajfa-14645	380	4	s&p	s&p	PROPN
ajfa-14645	380	5	500	500	NUM
ajfa-14645	380	6	index	index	NOUN
ajfa-14645	380	7	-	-	PUNCT
ajfa-14645	380	8	futures	future	NOUN
ajfa-14645	380	9	volatility	volatility	NOUN
ajfa-14645	380	10	using	use	VERB
ajfa-14645	380	11	highfrequency	highfrequency	NOUN
ajfa-14645	380	12	data	data	PROPN
ajfa-14645	380	13	.	.	PUNCT
ajfa-14645	381	1	journal	journal	PROPN
ajfa-14645	381	2	of	of	ADP
ajfa-14645	381	3	futures	future	NOUN
ajfa-14645	381	4	markets	market	NOUN
ajfa-14645	381	5	,	,	PUNCT
ajfa-14645	381	6	22(6	22(6	NUM
ajfa-14645	381	7	)	)	PUNCT
ajfa-14645	381	8	,	,	PUNCT
ajfa-14645	381	9	497	497	NUM
ajfa-14645	381	10	-	-	SYM
ajfa-14645	381	11	518	518	NUM
ajfa-14645	381	12	.	.	PUNCT
ajfa-14645	382	1	https://doi.org/10.1002/fut.10016	https://doi.org/10.1002/fut.10016	PROPN
ajfa-14645	382	2	maurer	maurer	PROPN
ajfa-14645	382	3	,	,	PUNCT
ajfa-14645	382	4	b.	b.	PROPN
ajfa-14645	382	5	(	(	PUNCT
ajfa-14645	382	6	2002	2002	NUM
ajfa-14645	382	7	)	)	PUNCT
ajfa-14645	382	8	.	.	PUNCT
ajfa-14645	383	1	repressed	repressed	ADJ
ajfa-14645	383	2	futures	future	NOUN
ajfa-14645	383	3	:	:	PUNCT
ajfa-14645	383	4	financial	financial	ADJ
ajfa-14645	383	5	derivatives	derivative	NOUN
ajfa-14645	383	6	'	'	PART
ajfa-14645	383	7	theological	theological	ADJ
ajfa-14645	383	8	unconscious	unconscious	ADJ
ajfa-14645	383	9	.	.	PUNCT
ajfa-14645	384	1	economy	economy	NOUN
ajfa-14645	384	2	and	and	CCONJ
ajfa-14645	384	3	society	society	NOUN
ajfa-14645	384	4	,	,	PUNCT
ajfa-14645	384	5	31(1	31(1	NUM
ajfa-14645	384	6	)	)	PUNCT
ajfa-14645	384	7	,	,	PUNCT
ajfa-14645	384	8	15	15	NUM
ajfa-14645	384	9	-	-	SYM
ajfa-14645	384	10	36	36	NUM
ajfa-14645	384	11	.	.	PUNCT
ajfa-14645	385	1	https://doi.org/10.1080/03085140120109231	https://doi.org/10.1080/03085140120109231	ADJ
ajfa-14645	385	2	min	min	PROPN
ajfa-14645	385	3	,	,	PUNCT
ajfa-14645	385	4	j.	j.	PROPN
ajfa-14645	385	5	h.	h.	PROPN
ajfa-14645	385	6	,	,	PUNCT
ajfa-14645	385	7	&	&	CCONJ
ajfa-14645	385	8	najand	najand	PROPN
ajfa-14645	385	9	,	,	PUNCT
ajfa-14645	385	10	m.	m.	NOUN
ajfa-14645	385	11	(	(	PUNCT
ajfa-14645	385	12	1999	1999	NUM
ajfa-14645	385	13	)	)	PUNCT
ajfa-14645	385	14	.	.	PUNCT
ajfa-14645	386	1	a	a	DET
ajfa-14645	386	2	further	further	ADJ
ajfa-14645	386	3	investigation	investigation	NOUN
ajfa-14645	386	4	of	of	ADP
ajfa-14645	386	5	the	the	DET
ajfa-14645	386	6	lead	lead	ADJ
ajfa-14645	386	7	-	-	PUNCT
ajfa-14645	386	8	lag	lag	NOUN
ajfa-14645	386	9	relationship	relationship	NOUN
ajfa-14645	386	10	between	between	ADP
ajfa-14645	386	11	asian	asian	ADJ
ajfa-14645	386	12	journal	journal	NOUN
ajfa-14645	386	13	of	of	ADP
ajfa-14645	386	14	finance	finance	PROPN
ajfa-14645	386	15	&	&	CCONJ
ajfa-14645	386	16	accounting	accounting	PROPN
ajfa-14645	386	17	issn	issn	PROPN
ajfa-14645	386	18	1946	1946	NUM
ajfa-14645	386	19	-	-	PUNCT
ajfa-14645	386	20	052x	052x	PROPN
ajfa-14645	386	21	2019	2019	NUM
ajfa-14645	386	22	,	,	PUNCT
ajfa-14645	386	23	vol	vol	NOUN
ajfa-14645	386	24	.	.	PROPN
ajfa-14645	386	25	11	11	NUM
ajfa-14645	386	26	,	,	PUNCT
ajfa-14645	386	27	no	no	INTJ
ajfa-14645	386	28	.	.	NOUN
ajfa-14645	386	29	1	1	NUM
ajfa-14645	386	30	ajfa.macrothink.org/	ajfa.macrothink.org/	PROPN
ajfa-14645	386	31	216	216	NUM
ajfa-14645	386	32	the	the	DET
ajfa-14645	386	33	spot	spot	NOUN
ajfa-14645	386	34	market	market	NOUN
ajfa-14645	386	35	and	and	CCONJ
ajfa-14645	386	36	stock	stock	NOUN
ajfa-14645	386	37	index	index	NOUN
ajfa-14645	386	38	futures	future	NOUN
ajfa-14645	386	39	:	:	PUNCT
ajfa-14645	386	40	early	early	ADJ
ajfa-14645	386	41	evidence	evidence	NOUN
ajfa-14645	386	42	from	from	ADP
ajfa-14645	386	43	korea	korea	PROPN
ajfa-14645	386	44	.	.	PUNCT
ajfa-14645	387	1	journal	journal	PROPN
ajfa-14645	387	2	of	of	ADP
ajfa-14645	387	3	futures	future	NOUN
ajfa-14645	387	4	markets	market	NOUN
ajfa-14645	387	5	,	,	PUNCT
ajfa-14645	387	6	19(2	19(2	NUM
ajfa-14645	387	7	)	)	PUNCT
ajfa-14645	387	8	,	,	PUNCT
ajfa-14645	387	9	217	217	NUM
ajfa-14645	387	10	-	-	SYM
ajfa-14645	387	11	232	232	NUM
ajfa-14645	387	12	.	.	PUNCT
ajfa-14645	388	1	https://doi.org/10.1002/(sici)1096-9934(199904)19:2<217::aidfut5>3.0.co;2-8	https://doi.org/10.1002/(sici)1096-9934(199904)19:2<217::aidfut5>3.0.co;2-8	PROPN
ajfa-14645	388	2	nam	nam	PROPN
ajfa-14645	388	3	,	,	PUNCT
ajfa-14645	388	4	s.	s.	PROPN
ajfa-14645	388	5	o.	o.	PROPN
ajfa-14645	388	6	,	,	PUNCT
ajfa-14645	388	7	oh	oh	INTJ
ajfa-14645	388	8	,	,	PUNCT
ajfa-14645	388	9	s.	s.	PROPN
ajfa-14645	388	10	,	,	PUNCT
ajfa-14645	388	11	kim	kim	PROPN
ajfa-14645	388	12	,	,	PUNCT
ajfa-14645	388	13	h.	h.	PROPN
ajfa-14645	388	14	k.	k.	PROPN
ajfa-14645	388	15	,	,	PUNCT
ajfa-14645	388	16	&	&	CCONJ
ajfa-14645	388	17	kim	kim	PROPN
ajfa-14645	388	18	,	,	PUNCT
ajfa-14645	388	19	b.	b.	PROPN
ajfa-14645	388	20	c.	c.	PROPN
ajfa-14645	388	21	(	(	PUNCT
ajfa-14645	388	22	2006	2006	NUM
ajfa-14645	388	23	)	)	PUNCT
ajfa-14645	388	24	.	.	PUNCT
ajfa-14645	389	1	an	an	DET
ajfa-14645	389	2	empirical	empirical	ADJ
ajfa-14645	389	3	analysis	analysis	NOUN
ajfa-14645	389	4	of	of	ADP
ajfa-14645	389	5	the	the	DET
ajfa-14645	389	6	price	price	NOUN
ajfa-14645	389	7	discovery	discovery	NOUN
ajfa-14645	389	8	and	and	CCONJ
ajfa-14645	389	9	the	the	DET
ajfa-14645	389	10	pricing	pricing	NOUN
ajfa-14645	389	11	bias	bias	NOUN
ajfa-14645	389	12	in	in	ADP
ajfa-14645	389	13	the	the	DET
ajfa-14645	389	14	kospi	kospi	NOUN
ajfa-14645	389	15	200	200	NUM
ajfa-14645	389	16	stock	stock	NOUN
ajfa-14645	389	17	index	index	NOUN
ajfa-14645	389	18	derivatives	derivative	NOUN
ajfa-14645	389	19	markets	market	NOUN
ajfa-14645	389	20	.	.	PUNCT
ajfa-14645	390	1	international	international	ADJ
ajfa-14645	390	2	review	review	NOUN
ajfa-14645	390	3	of	of	ADP
ajfa-14645	390	4	financial	financial	ADJ
ajfa-14645	390	5	analysis	analysis	NOUN
ajfa-14645	390	6	,	,	PUNCT
ajfa-14645	390	7	15	15	NUM
ajfa-14645	390	8	,	,	PUNCT
ajfa-14645	390	9	398	398	NUM
ajfa-14645	390	10	-	-	SYM
ajfa-14645	390	11	414	414	NUM
ajfa-14645	390	12	.	.	PUNCT
ajfa-14645	391	1	https://doi.org/10.1016/j.irfa.2006.02.003	https://doi.org/10.1016/j.irfa.2006.02.003	ADJ
ajfa-14645	391	2	o'connor	o'connor	NOUN
ajfa-14645	391	3	,	,	PUNCT
ajfa-14645	391	4	m.	m.	NOUN
ajfa-14645	391	5	l.	l.	PROPN
ajfa-14645	391	6	(	(	PUNCT
ajfa-14645	391	7	1999	1999	NUM
ajfa-14645	391	8	)	)	PUNCT
ajfa-14645	391	9	.	.	PUNCT
ajfa-14645	392	1	the	the	DET
ajfa-14645	392	2	cross	cross	ADJ
ajfa-14645	392	3	-	-	ADJ
ajfa-14645	392	4	sectional	sectional	ADJ
ajfa-14645	392	5	relationship	relationship	NOUN
ajfa-14645	392	6	between	between	ADP
ajfa-14645	392	7	trading	trading	NOUN
ajfa-14645	392	8	costs	cost	NOUN
ajfa-14645	392	9	and	and	CCONJ
ajfa-14645	392	10	lead	lead	VERB
ajfa-14645	392	11	/	/	SYM
ajfa-14645	392	12	lag	lag	NOUN
ajfa-14645	392	13	effects	effect	NOUN
ajfa-14645	392	14	in	in	ADP
ajfa-14645	392	15	stock	stock	NOUN
ajfa-14645	392	16	&	&	CCONJ
ajfa-14645	392	17	option	option	NOUN
ajfa-14645	392	18	markets	market	NOUN
ajfa-14645	392	19	.	.	PUNCT
ajfa-14645	393	1	the	the	DET
ajfa-14645	393	2	financial	financial	PROPN
ajfa-14645	393	3	review	review	PROPN
ajfa-14645	393	4	,	,	PUNCT
ajfa-14645	393	5	34(4	34(4	NUM
ajfa-14645	393	6	)	)	PUNCT
ajfa-14645	393	7	,	,	PUNCT
ajfa-14645	393	8	95	95	NUM
ajfa-14645	393	9	-	-	SYM
ajfa-14645	393	10	117	117	NUM
ajfa-14645	393	11	.	.	PUNCT
ajfa-14645	394	1	https://doi.org/10.1111/j.1540-6288.1999.tb00471.x	https://doi.org/10.1111/j.1540-6288.1999.tb00471.x	ADP
ajfa-14645	394	2	okur	okur	NOUN
ajfa-14645	394	3	,	,	PUNCT
ajfa-14645	394	4	m.	m.	NOUN
ajfa-14645	394	5	,	,	PUNCT
ajfa-14645	394	6	&	&	CCONJ
ajfa-14645	394	7	cevik	cevik	PROPN
ajfa-14645	394	8	,	,	PUNCT
ajfa-14645	394	9	e.	e.	PROPN
ajfa-14645	394	10	i.	i.	PROPN
ajfa-14645	394	11	(	(	PUNCT
ajfa-14645	394	12	2012	2012	NUM
ajfa-14645	394	13	)	)	PUNCT
ajfa-14645	394	14	.	.	PUNCT
ajfa-14645	395	1	testing	test	VERB
ajfa-14645	395	2	intraday	intraday	NOUN
ajfa-14645	395	3	volatility	volatility	NOUN
ajfa-14645	395	4	spillovers	spillover	NOUN
ajfa-14645	395	5	in	in	ADP
ajfa-14645	395	6	turkish	turkish	ADJ
ajfa-14645	395	7	capital	capital	NOUN
ajfa-14645	395	8	markets	market	NOUN
ajfa-14645	395	9	:	:	PUNCT
ajfa-14645	395	10	evidence	evidence	NOUN
ajfa-14645	395	11	from	from	ADP
ajfa-14645	395	12	ise	ise	PROPN
ajfa-14645	395	13	.	.	PUNCT
ajfa-14645	396	1	ekonomska	ekonomska	ADJ
ajfa-14645	396	2	istraživanja	istraživanja	ADJ
ajfa-14645	396	3	-	-	PUNCT
ajfa-14645	396	4	economic	economic	ADJ
ajfa-14645	396	5	research	research	NOUN
ajfa-14645	396	6	,	,	PUNCT
ajfa-14645	396	7	26(3	26(3	NUM
ajfa-14645	396	8	)	)	PUNCT
ajfa-14645	396	9	,	,	PUNCT
ajfa-14645	396	10	99	99	NUM
ajfa-14645	396	11	-	-	SYM
ajfa-14645	396	12	116	116	NUM
ajfa-14645	396	13	.	.	PUNCT
ajfa-14645	397	1	https://doi.org/10.1080/1331677x.2013.11517624	https://doi.org/10.1080/1331677x.2013.11517624	PRON
ajfa-14645	397	2	pallavi	pallavi	PROPN
ajfa-14645	397	3	,	,	PUNCT
ajfa-14645	397	4	e.	e.	PROPN
ajfa-14645	397	5	,	,	PUNCT
ajfa-14645	397	6	&	&	CCONJ
ajfa-14645	397	7	ravindra	ravindra	PROPN
ajfa-14645	397	8	,	,	PUNCT
ajfa-14645	397	9	d.	d.	PROPN
ajfa-14645	397	10	p.	p.	PROPN
ajfa-14645	397	11	(	(	PUNCT
ajfa-14645	397	12	2012	2012	NUM
ajfa-14645	397	13	,	,	PUNCT
ajfa-14645	397	14	january	january	PROPN
ajfa-14645	397	15	)	)	PUNCT
ajfa-14645	397	16	.	.	PUNCT
ajfa-14645	398	1	financial	financial	ADJ
ajfa-14645	398	2	derivatives	derivative	NOUN
ajfa-14645	398	3	in	in	ADP
ajfa-14645	398	4	india	india	PROPN
ajfa-14645	398	5	:	:	PUNCT
ajfa-14645	398	6	development	development	NOUN
ajfa-14645	398	7	pattern	pattern	NOUN
ajfa-14645	398	8	and	and	CCONJ
ajfa-14645	398	9	trading	trading	NOUN
ajfa-14645	398	10	impact	impact	NOUN
ajfa-14645	398	11	on	on	ADP
ajfa-14645	398	12	the	the	DET
ajfa-14645	398	13	volatility	volatility	NOUN
ajfa-14645	398	14	of	of	ADP
ajfa-14645	398	15	nse	nse	NOUN
ajfa-14645	398	16	.	.	PUNCT
ajfa-14645	399	1	international	international	ADJ
ajfa-14645	399	2	journal	journal	PROPN
ajfa-14645	399	3	of	of	ADP
ajfa-14645	399	4	research	research	NOUN
ajfa-14645	399	5	in	in	ADP
ajfa-14645	399	6	commerce	commerce	PROPN
ajfa-14645	399	7	,	,	PUNCT
ajfa-14645	399	8	it	it	PRON
ajfa-14645	399	9	&	&	CCONJ
ajfa-14645	399	10	management	management	NOUN
ajfa-14645	399	11	,	,	PUNCT
ajfa-14645	399	12	2(1	2(1	NUM
ajfa-14645	399	13	)	)	PUNCT
ajfa-14645	399	14	,	,	PUNCT
ajfa-14645	399	15	89	89	NUM
ajfa-14645	399	16	-	-	SYM
ajfa-14645	399	17	93	93	NUM
ajfa-14645	399	18	.	.	PUNCT
ajfa-14645	400	1	pesaran	pesaran	VERB
ajfa-14645	400	2	,	,	PUNCT
ajfa-14645	400	3	m.	m.	PROPN
ajfa-14645	400	4	h.	h.	PROPN
ajfa-14645	400	5	,	,	PUNCT
ajfa-14645	400	6	shin	shin	PROPN
ajfa-14645	400	7	,	,	PUNCT
ajfa-14645	400	8	y.	y.	PROPN
ajfa-14645	400	9	,	,	PUNCT
ajfa-14645	400	10	&	&	CCONJ
ajfa-14645	400	11	smith	smith	PROPN
ajfa-14645	400	12	,	,	PUNCT
ajfa-14645	400	13	r.	r.	PROPN
ajfa-14645	400	14	j.	j.	PROPN
ajfa-14645	400	15	(	(	PUNCT
ajfa-14645	400	16	2001	2001	NUM
ajfa-14645	400	17	)	)	PUNCT
ajfa-14645	400	18	.	.	PUNCT
ajfa-14645	401	1	bounds	bound	VERB
ajfa-14645	401	2	testing	test	VERB
ajfa-14645	401	3	approaches	approach	NOUN
ajfa-14645	401	4	to	to	ADP
ajfa-14645	401	5	the	the	DET
ajfa-14645	401	6	analysis	analysis	NOUN
ajfa-14645	401	7	of	of	ADP
ajfa-14645	401	8	level	level	NOUN
ajfa-14645	401	9	relationships	relationship	NOUN
ajfa-14645	401	10	.	.	PUNCT
ajfa-14645	402	1	journal	journal	NOUN
ajfa-14645	402	2	of	of	ADP
ajfa-14645	402	3	applied	applied	ADJ
ajfa-14645	402	4	econometrics	econometric	NOUN
ajfa-14645	402	5	,	,	PUNCT
ajfa-14645	402	6	16	16	NUM
ajfa-14645	402	7	,	,	PUNCT
ajfa-14645	402	8	289	289	NUM
ajfa-14645	402	9	-	-	SYM
ajfa-14645	402	10	326	326	NUM
ajfa-14645	402	11	.	.	PUNCT
ajfa-14645	403	1	https://doi.org/10.1002/jae.616	https://doi.org/10.1002/jae.616	PROPN
ajfa-14645	403	2	pindyck	pindyck	PROPN
ajfa-14645	403	3	,	,	PUNCT
ajfa-14645	403	4	r.	r.	PROPN
ajfa-14645	403	5	s.	s.	PROPN
ajfa-14645	403	6	(	(	PUNCT
ajfa-14645	403	7	2001	2001	NUM
ajfa-14645	403	8	)	)	PUNCT
ajfa-14645	403	9	.	.	PUNCT
ajfa-14645	404	1	the	the	DET
ajfa-14645	404	2	dynamics	dynamic	NOUN
ajfa-14645	404	3	of	of	ADP
ajfa-14645	404	4	commodity	commodity	NOUN
ajfa-14645	404	5	spot	spot	NOUN
ajfa-14645	404	6	and	and	CCONJ
ajfa-14645	404	7	futures	future	NOUN
ajfa-14645	404	8	markets	market	NOUN
ajfa-14645	404	9	:	:	PUNCT
ajfa-14645	404	10	a	a	DET
ajfa-14645	404	11	primer	primer	NOUN
ajfa-14645	404	12	.	.	PUNCT
ajfa-14645	405	1	the	the	DET
ajfa-14645	405	2	energy	energy	NOUN
ajfa-14645	405	3	journal	journal	NOUN
ajfa-14645	405	4	,	,	PUNCT
ajfa-14645	405	5	22(3	22(3	NUM
ajfa-14645	405	6	)	)	PUNCT
ajfa-14645	405	7	,	,	PUNCT
ajfa-14645	405	8	1	1	NUM
ajfa-14645	405	9	-	-	SYM
ajfa-14645	405	10	29	29	NUM
ajfa-14645	405	11	.	.	PUNCT
ajfa-14645	406	1	https://doi.org/10.5547/issn0195-6574-ej-vol22-no3-1	https://doi.org/10.5547/issn0195-6574-ej-vol22-no3-1	PROPN
ajfa-14645	406	2	pizzi	pizzi	PROPN
ajfa-14645	406	3	,	,	PUNCT
ajfa-14645	406	4	m.	m.	NOUN
ajfa-14645	406	5	a.	a.	PROPN
ajfa-14645	406	6	,	,	PUNCT
ajfa-14645	406	7	economopoulos	economopoulo	NOUN
ajfa-14645	406	8	,	,	PUNCT
ajfa-14645	406	9	a.	a.	PROPN
ajfa-14645	406	10	j.	j.	PROPN
ajfa-14645	406	11	,	,	PUNCT
ajfa-14645	406	12	&	&	CCONJ
ajfa-14645	406	13	o'neill	o'neill	PROPN
ajfa-14645	406	14	,	,	PUNCT
ajfa-14645	406	15	h.	h.	PROPN
ajfa-14645	406	16	m.	m.	PROPN
ajfa-14645	406	17	(	(	PUNCT
ajfa-14645	406	18	1998	1998	NUM
ajfa-14645	406	19	)	)	PUNCT
ajfa-14645	406	20	.	.	PUNCT
ajfa-14645	407	1	an	an	DET
ajfa-14645	407	2	examination	examination	NOUN
ajfa-14645	407	3	of	of	ADP
ajfa-14645	407	4	the	the	DET
ajfa-14645	407	5	relationship	relationship	NOUN
ajfa-14645	407	6	between	between	ADP
ajfa-14645	407	7	stock	stock	NOUN
ajfa-14645	407	8	index	index	NOUN
ajfa-14645	407	9	cash	cash	NOUN
ajfa-14645	407	10	and	and	CCONJ
ajfa-14645	407	11	futures	future	NOUN
ajfa-14645	407	12	markets	market	NOUN
ajfa-14645	407	13	:	:	PUNCT
ajfa-14645	407	14	a	a	DET
ajfa-14645	407	15	co	co	NOUN
ajfa-14645	407	16	-	-	NOUN
ajfa-14645	407	17	integration	integration	NOUN
ajfa-14645	407	18	approach	approach	NOUN
ajfa-14645	407	19	.	.	PUNCT
ajfa-14645	408	1	the	the	DET
ajfa-14645	408	2	journal	journal	PROPN
ajfa-14645	408	3	of	of	ADP
ajfa-14645	408	4	futures	future	NOUN
ajfa-14645	408	5	markets	market	NOUN
ajfa-14645	408	6	,	,	PUNCT
ajfa-14645	408	7	18(3	18(3	NUM
ajfa-14645	408	8	)	)	PUNCT
ajfa-14645	408	9	,	,	PUNCT
ajfa-14645	408	10	297	297	NUM
ajfa-14645	408	11	-	-	SYM
ajfa-14645	408	12	305	305	NUM
ajfa-14645	408	13	.	.	PUNCT
ajfa-14645	409	1	https://doi.org/10.1002/(sici)10969934(199805)18:3<297::aid-fut4>3.0.co;2-3	https://doi.org/10.1002/(sici)10969934(199805)18:3<297::aid-fut4>3.0.co;2-3	PROPN
ajfa-14645	409	2	poshakwale	poshakwale	NOUN
ajfa-14645	409	3	,	,	PUNCT
ajfa-14645	409	4	s.	s.	PROPN
ajfa-14645	409	5	(	(	PUNCT
ajfa-14645	409	6	2002	2002	NUM
ajfa-14645	409	7	)	)	PUNCT
ajfa-14645	409	8	.	.	PUNCT
ajfa-14645	410	1	the	the	DET
ajfa-14645	410	2	random	random	ADJ
ajfa-14645	410	3	walk	walk	NOUN
ajfa-14645	410	4	hypothesis	hypothesis	NOUN
ajfa-14645	410	5	in	in	ADP
ajfa-14645	410	6	the	the	DET
ajfa-14645	410	7	emerging	emerge	VERB
ajfa-14645	410	8	indian	indian	ADJ
ajfa-14645	410	9	stock	stock	NOUN
ajfa-14645	410	10	market	market	NOUN
ajfa-14645	410	11	.	.	PUNCT
ajfa-14645	411	1	journal	journal	PROPN
ajfa-14645	411	2	of	of	ADP
ajfa-14645	411	3	business	business	NOUN
ajfa-14645	411	4	finance	finance	PROPN
ajfa-14645	411	5	&	&	CCONJ
ajfa-14645	411	6	accounting	accounting	PROPN
ajfa-14645	411	7	,	,	PUNCT
ajfa-14645	411	8	29(9	29(9	NOUN
ajfa-14645	411	9	-	-	SYM
ajfa-14645	411	10	10	10	NUM
ajfa-14645	411	11	)	)	PUNCT
ajfa-14645	411	12	,	,	PUNCT
ajfa-14645	411	13	1275	1275	NUM
ajfa-14645	411	14	-	-	SYM
ajfa-14645	411	15	1299	1299	NUM
ajfa-14645	411	16	.	.	PUNCT
ajfa-14645	412	1	https://doi.org/10.1111/1468-5957.00469	https://doi.org/10.1111/1468-5957.00469	PROPN
ajfa-14645	412	2	poterba	poterba	PROPN
ajfa-14645	412	3	,	,	PUNCT
ajfa-14645	412	4	j.	j.	PROPN
ajfa-14645	412	5	m.	m.	PROPN
ajfa-14645	412	6	,	,	PUNCT
ajfa-14645	412	7	&	&	CCONJ
ajfa-14645	412	8	summers	summers	PROPN
ajfa-14645	412	9	,	,	PUNCT
ajfa-14645	412	10	l.	l.	PROPN
ajfa-14645	412	11	h.	h.	PROPN
ajfa-14645	412	12	(	(	PUNCT
ajfa-14645	412	13	1986	1986	NUM
ajfa-14645	412	14	,	,	PUNCT
ajfa-14645	412	15	december	december	PROPN
ajfa-14645	412	16	)	)	PUNCT
ajfa-14645	412	17	.	.	PUNCT
ajfa-14645	413	1	the	the	DET
ajfa-14645	413	2	persistence	persistence	NOUN
ajfa-14645	413	3	of	of	ADP
ajfa-14645	413	4	volatility	volatility	NOUN
ajfa-14645	413	5	and	and	CCONJ
ajfa-14645	413	6	stock	stock	NOUN
ajfa-14645	413	7	market	market	NOUN
ajfa-14645	413	8	fluctuations	fluctuation	NOUN
ajfa-14645	413	9	.	.	PUNCT
ajfa-14645	414	1	american	american	PROPN
ajfa-14645	414	2	economic	economic	PROPN
ajfa-14645	414	3	review	review	PROPN
ajfa-14645	414	4	,	,	PUNCT
ajfa-14645	414	5	1142	1142	NUM
ajfa-14645	414	6	-	-	SYM
ajfa-14645	414	7	1151	1151	NUM
ajfa-14645	414	8	.	.	PUNCT
ajfa-14645	415	1	purohit	purohit	PROPN
ajfa-14645	415	2	,	,	PUNCT
ajfa-14645	415	3	d.	d.	PROPN
ajfa-14645	415	4	,	,	PUNCT
ajfa-14645	415	5	chhatwal	chhatwal	PROPN
ajfa-14645	415	6	,	,	PUNCT
ajfa-14645	415	7	h.	h.	PROPN
ajfa-14645	415	8	,	,	PUNCT
ajfa-14645	415	9	&	&	CCONJ
ajfa-14645	415	10	puri	puri	PROPN
ajfa-14645	415	11	,	,	PUNCT
ajfa-14645	415	12	h.	h.	PROPN
ajfa-14645	415	13	(	(	PUNCT
ajfa-14645	415	14	2012	2012	NUM
ajfa-14645	415	15	,	,	PUNCT
ajfa-14645	415	16	july	july	PROPN
ajfa-14645	415	17	)	)	PUNCT
ajfa-14645	415	18	.	.	PUNCT
ajfa-14645	416	1	an	an	DET
ajfa-14645	416	2	empirical	empirical	ADJ
ajfa-14645	416	3	investigation	investigation	NOUN
ajfa-14645	416	4	into	into	ADP
ajfa-14645	416	5	causal	causal	ADJ
ajfa-14645	416	6	relationship	relationship	NOUN
ajfa-14645	416	7	between	between	ADP
ajfa-14645	416	8	spot	spot	NOUN
ajfa-14645	416	9	and	and	CCONJ
ajfa-14645	416	10	future	future	ADJ
ajfa-14645	416	11	prices	price	NOUN
ajfa-14645	416	12	of	of	ADP
ajfa-14645	416	13	crude	crude	ADJ
ajfa-14645	416	14	oil	oil	NOUN
ajfa-14645	416	15	.	.	PUNCT
ajfa-14645	417	1	international	international	ADJ
ajfa-14645	417	2	journal	journal	PROPN
ajfa-14645	417	3	of	of	ADP
ajfa-14645	417	4	research	research	NOUN
ajfa-14645	417	5	in	in	ADP
ajfa-14645	417	6	commerce	commerce	PROPN
ajfa-14645	417	7	,	,	PUNCT
ajfa-14645	417	8	economics	economic	NOUN
ajfa-14645	417	9	and	and	CCONJ
ajfa-14645	417	10	management	management	NOUN
ajfa-14645	417	11	,	,	PUNCT
ajfa-14645	417	12	2(7	2(7	NUM
ajfa-14645	417	13	)	)	PUNCT
ajfa-14645	417	14	,	,	PUNCT
ajfa-14645	417	15	24	24	NUM
ajfa-14645	417	16	-	-	SYM
ajfa-14645	417	17	29	29	NUM
ajfa-14645	417	18	.	.	PUNCT
ajfa-14645	418	1	ryoo	ryoo	NOUN
ajfa-14645	418	2	,	,	PUNCT
ajfa-14645	418	3	h.	h.	PROPN
ajfa-14645	418	4	j.	j.	PROPN
ajfa-14645	418	5	,	,	PUNCT
ajfa-14645	418	6	&	&	CCONJ
ajfa-14645	418	7	smith	smith	PROPN
ajfa-14645	418	8	,	,	PUNCT
ajfa-14645	418	9	g.	g.	PROPN
ajfa-14645	418	10	(	(	PUNCT
ajfa-14645	418	11	2004	2004	NUM
ajfa-14645	418	12	)	)	PUNCT
ajfa-14645	418	13	.	.	PUNCT
ajfa-14645	419	1	the	the	DET
ajfa-14645	419	2	impact	impact	NOUN
ajfa-14645	419	3	of	of	ADP
ajfa-14645	419	4	stock	stock	NOUN
ajfa-14645	419	5	index	index	NOUN
ajfa-14645	419	6	futures	future	NOUN
ajfa-14645	419	7	on	on	ADP
ajfa-14645	419	8	the	the	DET
ajfa-14645	419	9	korean	korean	ADJ
ajfa-14645	419	10	stock	stock	NOUN
ajfa-14645	419	11	market	market	NOUN
ajfa-14645	419	12	.	.	PUNCT
ajfa-14645	420	1	applied	apply	VERB
ajfa-14645	420	2	financial	financial	ADJ
ajfa-14645	420	3	economics	economic	NOUN
ajfa-14645	420	4	,	,	PUNCT
ajfa-14645	420	5	14	14	NUM
ajfa-14645	420	6	,	,	PUNCT
ajfa-14645	420	7	243	243	NUM
ajfa-14645	420	8	-	-	SYM
ajfa-14645	420	9	251	251	NUM
ajfa-14645	420	10	.	.	PUNCT
ajfa-14645	421	1	https://doi.org/10.1080/0960310042000201183	https://doi.org/10.1080/0960310042000201183	NOUN
ajfa-14645	421	2	ryoo	ryoo	NOUN
ajfa-14645	421	3	,	,	PUNCT
ajfa-14645	421	4	h.-j	h.-j	PROPN
ajfa-14645	421	5	.	.	PROPN
ajfa-14645	421	6	,	,	PUNCT
ajfa-14645	421	7	&	&	CCONJ
ajfa-14645	421	8	smith	smith	PROPN
ajfa-14645	421	9	,	,	PUNCT
ajfa-14645	421	10	g.	g.	PROPN
ajfa-14645	421	11	(	(	PUNCT
ajfa-14645	421	12	2004	2004	NUM
ajfa-14645	421	13	)	)	PUNCT
ajfa-14645	421	14	.	.	PUNCT
ajfa-14645	422	1	the	the	DET
ajfa-14645	422	2	impact	impact	NOUN
ajfa-14645	422	3	of	of	ADP
ajfa-14645	422	4	stock	stock	NOUN
ajfa-14645	422	5	index	index	NOUN
ajfa-14645	422	6	futures	future	NOUN
ajfa-14645	422	7	on	on	ADP
ajfa-14645	422	8	the	the	DET
ajfa-14645	422	9	korean	korean	ADJ
ajfa-14645	422	10	stock	stock	NOUN
ajfa-14645	422	11	market	market	NOUN
ajfa-14645	422	12	.	.	PUNCT
ajfa-14645	423	1	applied	apply	VERB
ajfa-14645	423	2	financial	financial	ADJ
ajfa-14645	423	3	economics	economic	NOUN
ajfa-14645	423	4	,	,	PUNCT
ajfa-14645	423	5	14(4	14(4	NUM
ajfa-14645	423	6	)	)	PUNCT
ajfa-14645	423	7	,	,	PUNCT
ajfa-14645	423	8	243	243	NUM
ajfa-14645	423	9	-	-	SYM
ajfa-14645	423	10	251	251	NUM
ajfa-14645	423	11	.	.	PUNCT
ajfa-14645	424	1	https://doi.org/10.1080/0960310042000201183	https://doi.org/10.1080/0960310042000201183	PROPN
ajfa-14645	424	2	s	s	PROPN
ajfa-14645	424	3	,	,	PUNCT
ajfa-14645	424	4	m.	m.	NOUN
ajfa-14645	424	5	s.	s.	PROPN
ajfa-14645	424	6	,	,	PUNCT
ajfa-14645	424	7	&	&	CCONJ
ajfa-14645	424	8	v	v	PROPN
ajfa-14645	424	9	,	,	PUNCT
ajfa-14645	424	10	d.	d.	PROPN
ajfa-14645	424	11	r.	r.	PROPN
ajfa-14645	424	12	(	(	PUNCT
ajfa-14645	424	13	2014	2014	NUM
ajfa-14645	424	14	,	,	PUNCT
ajfa-14645	424	15	mar	mar	PROPN
ajfa-14645	424	16	-	-	PUNCT
ajfa-14645	424	17	apr	apr	PROPN
ajfa-14645	424	18	)	)	PUNCT
ajfa-14645	424	19	.	.	PUNCT
ajfa-14645	425	1	a	a	DET
ajfa-14645	425	2	study	study	NOUN
ajfa-14645	425	3	of	of	ADP
ajfa-14645	425	4	derivatives	derivative	NOUN
ajfa-14645	425	5	market	market	NOUN
ajfa-14645	425	6	in	in	ADP
ajfa-14645	425	7	india	india	PROPN
ajfa-14645	425	8	and	and	CCONJ
ajfa-14645	425	9	its	its	PRON
ajfa-14645	425	10	current	current	ADJ
ajfa-14645	425	11	asian	asian	ADJ
ajfa-14645	425	12	journal	journal	NOUN
ajfa-14645	425	13	of	of	ADP
ajfa-14645	425	14	finance	finance	PROPN
ajfa-14645	425	15	&	&	CCONJ
ajfa-14645	425	16	accounting	accounting	PROPN
ajfa-14645	425	17	issn	issn	PROPN
ajfa-14645	425	18	1946	1946	NUM
ajfa-14645	425	19	-	-	PUNCT
ajfa-14645	425	20	052x	052x	PROPN
ajfa-14645	425	21	2019	2019	NUM
ajfa-14645	425	22	,	,	PUNCT
ajfa-14645	425	23	vol	vol	NOUN
ajfa-14645	425	24	.	.	PROPN
ajfa-14645	425	25	11	11	NUM
ajfa-14645	425	26	,	,	PUNCT
ajfa-14645	425	27	no	no	INTJ
ajfa-14645	425	28	.	.	NOUN
ajfa-14645	425	29	1	1	NUM
ajfa-14645	425	30	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-14645	425	31	217	217	NUM
ajfa-14645	425	32	position	position	NOUN
ajfa-14645	425	33	in	in	ADP
ajfa-14645	425	34	global	global	ADJ
ajfa-14645	425	35	financial	financial	ADJ
ajfa-14645	425	36	derivatives	derivative	NOUN
ajfa-14645	425	37	markets	market	NOUN
ajfa-14645	425	38	.	.	PUNCT
ajfa-14645	426	1	iosr	iosr	ADJ
ajfa-14645	426	2	journal	journal	PROPN
ajfa-14645	426	3	of	of	ADP
ajfa-14645	426	4	economics	economic	NOUN
ajfa-14645	426	5	and	and	CCONJ
ajfa-14645	426	6	finance	finance	NOUN
ajfa-14645	426	7	(	(	PUNCT
ajfa-14645	426	8	iosr	iosr	NOUN
ajfa-14645	426	9	-	-	PUNCT
ajfa-14645	426	10	jef	jef	PROPN
ajfa-14645	426	11	)	)	PUNCT
ajfa-14645	426	12	,	,	PUNCT
ajfa-14645	426	13	3(3	3(3	NUM
ajfa-14645	426	14	)	)	PUNCT
ajfa-14645	426	15	,	,	PUNCT
ajfa-14645	426	16	25	25	NUM
ajfa-14645	426	17	-	-	SYM
ajfa-14645	426	18	42	42	NUM
ajfa-14645	426	19	.	.	PUNCT
ajfa-14645	427	1	https://doi.org/10.9790/5933-0332542	https://doi.org/10.9790/5933-0332542	PROPN
ajfa-14645	427	2	salinger	salinger	NOUN
ajfa-14645	427	3	,	,	PUNCT
ajfa-14645	427	4	m.	m.	NOUN
ajfa-14645	427	5	a.	a.	NOUN
ajfa-14645	427	6	(	(	PUNCT
ajfa-14645	427	7	1989	1989	NUM
ajfa-14645	427	8	)	)	PUNCT
ajfa-14645	427	9	.	.	PUNCT
ajfa-14645	428	1	stock	stock	NOUN
ajfa-14645	428	2	market	market	NOUN
ajfa-14645	428	3	margin	margin	NOUN
ajfa-14645	428	4	requirements	requirement	NOUN
ajfa-14645	428	5	and	and	CCONJ
ajfa-14645	428	6	volatility	volatility	NOUN
ajfa-14645	428	7	:	:	PUNCT
ajfa-14645	428	8	implications	implication	NOUN
ajfa-14645	428	9	for	for	ADP
ajfa-14645	428	10	regulation	regulation	NOUN
ajfa-14645	428	11	of	of	ADP
ajfa-14645	428	12	stock	stock	NOUN
ajfa-14645	428	13	index	index	NOUN
ajfa-14645	428	14	futures	future	NOUN
ajfa-14645	428	15	.	.	PUNCT
ajfa-14645	429	1	journal	journal	PROPN
ajfa-14645	429	2	of	of	ADP
ajfa-14645	429	3	financial	financial	ADJ
ajfa-14645	429	4	services	service	NOUN
ajfa-14645	429	5	research	research	NOUN
ajfa-14645	429	6	,	,	PUNCT
ajfa-14645	429	7	3(2	3(2	NUM
ajfa-14645	429	8	-	-	SYM
ajfa-14645	429	9	3	3	NUM
ajfa-14645	429	10	)	)	PUNCT
ajfa-14645	429	11	,	,	PUNCT
ajfa-14645	429	12	121	121	NUM
ajfa-14645	429	13	-	-	SYM
ajfa-14645	429	14	138	138	NUM
ajfa-14645	429	15	.	.	PUNCT
ajfa-14645	430	1	https://doi.org/10.1007/bf00122797	https://doi.org/10.1007/bf00122797	PROPN
ajfa-14645	430	2	silvapulle	silvapulle	NOUN
ajfa-14645	430	3	,	,	PUNCT
ajfa-14645	430	4	p.	p.	NOUN
ajfa-14645	430	5	,	,	PUNCT
ajfa-14645	430	6	&	&	CCONJ
ajfa-14645	430	7	a.moosa	a.moosa	PROPN
ajfa-14645	430	8	,	,	PUNCT
ajfa-14645	430	9	i.	i.	PROPN
ajfa-14645	430	10	(	(	PUNCT
ajfa-14645	430	11	1999	1999	NUM
ajfa-14645	430	12	)	)	PUNCT
ajfa-14645	430	13	.	.	PUNCT
ajfa-14645	431	1	the	the	DET
ajfa-14645	431	2	relationship	relationship	NOUN
ajfa-14645	431	3	between	between	ADP
ajfa-14645	431	4	spot	spot	NOUN
ajfa-14645	431	5	and	and	CCONJ
ajfa-14645	431	6	futures	future	NOUN
ajfa-14645	431	7	prices	price	NOUN
ajfa-14645	431	8	:	:	PUNCT
ajfa-14645	431	9	evidence	evidence	NOUN
ajfa-14645	431	10	from	from	ADP
ajfa-14645	431	11	the	the	DET
ajfa-14645	431	12	crude	crude	ADJ
ajfa-14645	431	13	oil	oil	NOUN
ajfa-14645	431	14	market	market	NOUN
ajfa-14645	431	15	.	.	PUNCT
ajfa-14645	432	1	the	the	DET
ajfa-14645	432	2	journal	journal	PROPN
ajfa-14645	432	3	of	of	ADP
ajfa-14645	432	4	futures	future	NOUN
ajfa-14645	432	5	markets	market	NOUN
ajfa-14645	432	6	,	,	PUNCT
ajfa-14645	432	7	19(2	19(2	NUM
ajfa-14645	432	8	)	)	PUNCT
ajfa-14645	432	9	,	,	PUNCT
ajfa-14645	432	10	175	175	NUM
ajfa-14645	432	11	-	-	SYM
ajfa-14645	432	12	193	193	NUM
ajfa-14645	432	13	.	.	PUNCT
ajfa-14645	433	1	https://doi.org/10.1002/(sici)1096-9934(199904)19:2<175::aid-fut3>3.0.co;2-h	https://doi.org/10.1002/(sici)1096-9934(199904)19:2<175::aid-fut3>3.0.co;2-h	PROPN
ajfa-14645	433	2	songyoo	songyoo	NOUN
ajfa-14645	433	3	,	,	PUNCT
ajfa-14645	433	4	k.	k.	PROPN
ajfa-14645	433	5	(	(	PUNCT
ajfa-14645	433	6	2013	2013	NUM
ajfa-14645	433	7	,	,	PUNCT
ajfa-14645	433	8	january	january	PROPN
ajfa-14645	433	9	)	)	PUNCT
ajfa-14645	433	10	.	.	PUNCT
ajfa-14645	434	1	technical	technical	ADJ
ajfa-14645	434	2	trading	trading	NOUN
ajfa-14645	434	3	strategy	strategy	NOUN
ajfa-14645	434	4	in	in	ADP
ajfa-14645	434	5	spot	spot	NOUN
ajfa-14645	434	6	and	and	CCONJ
ajfa-14645	434	7	future	future	ADJ
ajfa-14645	434	8	markets	market	NOUN
ajfa-14645	434	9	:	:	PUNCT
ajfa-14645	434	10	arbitrage	arbitrage	NOUN
ajfa-14645	434	11	signaling	signal	VERB
ajfa-14645	434	12	.	.	PUNCT
ajfa-14645	435	1	cmri	cmri	ADJ
ajfa-14645	435	2	working	working	PROPN
ajfa-14645	435	3	paper	paper	PROPN
ajfa-14645	435	4	6/2013	6/2013	PROPN
ajfa-14645	435	5	.	.	PUNCT
ajfa-14645	436	1	srinivasan	srinivasan	NOUN
ajfa-14645	436	2	,	,	PUNCT
ajfa-14645	436	3	p.	p.	NOUN
ajfa-14645	436	4	(	(	PUNCT
ajfa-14645	436	5	2011	2011	NUM
ajfa-14645	436	6	)	)	PUNCT
ajfa-14645	436	7	.	.	PUNCT
ajfa-14645	437	1	stock	stock	NOUN
ajfa-14645	437	2	futures	futures	PROPN
ajfa-14645	437	3	trading	trading	NOUN
ajfa-14645	437	4	information	information	NOUN
ajfa-14645	437	5	and	and	CCONJ
ajfa-14645	437	6	spot	spot	NOUN
ajfa-14645	437	7	price	price	NOUN
ajfa-14645	437	8	volatility	volatility	NOUN
ajfa-14645	437	9	:	:	PUNCT
ajfa-14645	437	10	evidence	evidence	NOUN
ajfa-14645	437	11	from	from	ADP
ajfa-14645	437	12	the	the	DET
ajfa-14645	437	13	indian	indian	ADJ
ajfa-14645	437	14	pharmaceutical	pharmaceutical	NOUN
ajfa-14645	437	15	sector	sector	NOUN
ajfa-14645	437	16	.	.	PUNCT
ajfa-14645	438	1	asia	asia	PROPN
ajfa-14645	438	2	-	-	PUNCT
ajfa-14645	438	3	pacific	pacific	PROPN
ajfa-14645	438	4	journal	journal	PROPN
ajfa-14645	438	5	of	of	ADP
ajfa-14645	438	6	management	management	NOUN
ajfa-14645	438	7	research	research	NOUN
ajfa-14645	438	8	and	and	CCONJ
ajfa-14645	438	9	innovation	innovation	NOUN
ajfa-14645	438	10	,	,	PUNCT
ajfa-14645	438	11	7(1	7(1	NUM
ajfa-14645	438	12	)	)	PUNCT
ajfa-14645	438	13	,	,	PUNCT
ajfa-14645	438	14	81	81	NUM
ajfa-14645	438	15	-	-	SYM
ajfa-14645	438	16	91	91	NUM
ajfa-14645	438	17	.	.	PUNCT
ajfa-14645	439	1	https://doi.org/10.1177/097324701100700105	https://doi.org/10.1177/097324701100700105	ADJ
ajfa-14645	439	2	srinivasan	srinivasan	NOUN
ajfa-14645	439	3	,	,	PUNCT
ajfa-14645	439	4	p.	p.	NOUN
ajfa-14645	439	5	,	,	PUNCT
ajfa-14645	439	6	srinivasan	srinivasan	NOUN
ajfa-14645	439	7	,	,	PUNCT
ajfa-14645	439	8	k.	k.	PROPN
ajfa-14645	439	9	,	,	PUNCT
ajfa-14645	439	10	&	&	CCONJ
ajfa-14645	439	11	deo	deo	PROPN
ajfa-14645	439	12	,	,	PUNCT
ajfa-14645	439	13	m.	m.	NOUN
ajfa-14645	439	14	(	(	PUNCT
ajfa-14645	439	15	2009	2009	NUM
ajfa-14645	439	16	)	)	PUNCT
ajfa-14645	439	17	.	.	PUNCT
ajfa-14645	440	1	impact	impact	NOUN
ajfa-14645	440	2	of	of	ADP
ajfa-14645	440	3	derivatives	derivative	NOUN
ajfa-14645	440	4	and	and	CCONJ
ajfa-14645	440	5	asymmetric	asymmetric	ADJ
ajfa-14645	440	6	effect	effect	NOUN
ajfa-14645	440	7	on	on	ADP
ajfa-14645	440	8	indian	indian	ADJ
ajfa-14645	440	9	stock	stock	NOUN
ajfa-14645	440	10	market	market	NOUN
ajfa-14645	440	11	volatility	volatility	NOUN
ajfa-14645	440	12	.	.	PUNCT
ajfa-14645	441	1	asia	asia	PROPN
ajfa-14645	441	2	-	-	PUNCT
ajfa-14645	441	3	pacific	pacific	PROPN
ajfa-14645	441	4	journal	journal	PROPN
ajfa-14645	441	5	of	of	ADP
ajfa-14645	441	6	management	management	NOUN
ajfa-14645	441	7	research	research	NOUN
ajfa-14645	441	8	and	and	CCONJ
ajfa-14645	441	9	innovation	innovation	NOUN
ajfa-14645	441	10	,	,	PUNCT
ajfa-14645	441	11	5(1	5(1	NUM
ajfa-14645	441	12	)	)	PUNCT
ajfa-14645	441	13	,	,	PUNCT
ajfa-14645	441	14	11	11	NUM
ajfa-14645	441	15	-	-	SYM
ajfa-14645	441	16	18	18	NUM
ajfa-14645	441	17	.	.	PUNCT
ajfa-14645	442	1	https://doi.org/10.1177/097324700900500302	https://doi.org/10.1177/097324700900500302	PROPN
ajfa-14645	442	2	stephan	stephan	PROPN
ajfa-14645	442	3	,	,	PUNCT
ajfa-14645	442	4	j.	j.	PROPN
ajfa-14645	442	5	a.	a.	PROPN
ajfa-14645	442	6	,	,	PUNCT
ajfa-14645	442	7	&	&	CCONJ
ajfa-14645	442	8	whaley	whaley	PROPN
ajfa-14645	442	9	,	,	PUNCT
ajfa-14645	442	10	r.	r.	PROPN
ajfa-14645	442	11	e.	e.	PROPN
ajfa-14645	442	12	(	(	PUNCT
ajfa-14645	442	13	1990	1990	NUM
ajfa-14645	442	14	)	)	PUNCT
ajfa-14645	442	15	.	.	PUNCT
ajfa-14645	443	1	intraday	intraday	NOUN
ajfa-14645	443	2	price	price	NOUN
ajfa-14645	443	3	change	change	NOUN
ajfa-14645	443	4	and	and	CCONJ
ajfa-14645	443	5	trading	trading	NOUN
ajfa-14645	443	6	volume	volume	NOUN
ajfa-14645	443	7	relations	relation	NOUN
ajfa-14645	443	8	in	in	ADP
ajfa-14645	443	9	the	the	DET
ajfa-14645	443	10	stock	stock	NOUN
ajfa-14645	443	11	and	and	CCONJ
ajfa-14645	443	12	stock	stock	NOUN
ajfa-14645	443	13	option	option	NOUN
ajfa-14645	443	14	markets	market	NOUN
ajfa-14645	443	15	.	.	PUNCT
ajfa-14645	444	1	the	the	DET
ajfa-14645	444	2	journal	journal	NOUN
ajfa-14645	444	3	of	of	ADP
ajfa-14645	444	4	finance	finance	NOUN
ajfa-14645	444	5	,	,	PUNCT
ajfa-14645	444	6	45(1	45(1	NOUN
ajfa-14645	444	7	)	)	PUNCT
ajfa-14645	444	8	,	,	PUNCT
ajfa-14645	444	9	191	191	NUM
ajfa-14645	444	10	-	-	SYM
ajfa-14645	444	11	220	220	NUM
ajfa-14645	444	12	.	.	PUNCT
ajfa-14645	445	1	https://doi.org/10.1111/j.1540-6261.1990.tb05087.x	https://doi.org/10.1111/j.1540-6261.1990.tb05087.x	PROPN
ajfa-14645	445	2	stoll	stoll	PROPN
ajfa-14645	445	3	,	,	PUNCT
ajfa-14645	445	4	h.	h.	PROPN
ajfa-14645	445	5	r.	r.	PROPN
ajfa-14645	445	6	,	,	PUNCT
ajfa-14645	445	7	&	&	CCONJ
ajfa-14645	445	8	whaley	whaley	PROPN
ajfa-14645	445	9	,	,	PUNCT
ajfa-14645	445	10	r.	r.	PROPN
ajfa-14645	445	11	e.	e.	PROPN
ajfa-14645	445	12	(	(	PUNCT
ajfa-14645	445	13	1990	1990	NUM
ajfa-14645	445	14	)	)	PUNCT
ajfa-14645	445	15	.	.	PUNCT
ajfa-14645	446	1	the	the	DET
ajfa-14645	446	2	dynamics	dynamic	NOUN
ajfa-14645	446	3	of	of	ADP
ajfa-14645	446	4	stock	stock	NOUN
ajfa-14645	446	5	index	index	NOUN
ajfa-14645	446	6	and	and	CCONJ
ajfa-14645	446	7	stock	stock	NOUN
ajfa-14645	446	8	index	index	NOUN
ajfa-14645	446	9	futures	future	NOUN
ajfa-14645	446	10	returns	return	NOUN
ajfa-14645	446	11	.	.	PUNCT
ajfa-14645	447	1	journal	journal	NOUN
ajfa-14645	447	2	of	of	ADP
ajfa-14645	447	3	financial	financial	ADJ
ajfa-14645	447	4	and	and	CCONJ
ajfa-14645	447	5	quantitative	quantitative	ADJ
ajfa-14645	447	6	analysis	analysis	NOUN
ajfa-14645	447	7	,	,	PUNCT
ajfa-14645	447	8	25(4	25(4	NOUN
ajfa-14645	447	9	)	)	PUNCT
ajfa-14645	447	10	,	,	PUNCT
ajfa-14645	447	11	441	441	NUM
ajfa-14645	447	12	-	-	SYM
ajfa-14645	447	13	468	468	NUM
ajfa-14645	447	14	.	.	PUNCT
ajfa-14645	448	1	https://doi.org/10.2307/2331010	https://doi.org/10.2307/2331010	PROPN
ajfa-14645	448	2	stoll	stoll	PROPN
ajfa-14645	448	3	,	,	PUNCT
ajfa-14645	448	4	h.	h.	PROPN
ajfa-14645	448	5	,	,	PUNCT
ajfa-14645	448	6	&	&	CCONJ
ajfa-14645	448	7	whaley	whaley	PROPN
ajfa-14645	448	8	,	,	PUNCT
ajfa-14645	448	9	r.	r.	PROPN
ajfa-14645	448	10	(	(	PUNCT
ajfa-14645	448	11	1990	1990	NUM
ajfa-14645	448	12	)	)	PUNCT
ajfa-14645	448	13	.	.	PUNCT
ajfa-14645	449	1	stock	stock	NOUN
ajfa-14645	449	2	market	market	NOUN
ajfa-14645	449	3	structure	structure	NOUN
ajfa-14645	449	4	and	and	CCONJ
ajfa-14645	449	5	volatility	volatility	NOUN
ajfa-14645	449	6	.	.	PUNCT
ajfa-14645	450	1	review	review	NOUN
ajfa-14645	450	2	of	of	ADP
ajfa-14645	450	3	financial	financial	ADJ
ajfa-14645	450	4	studies	study	NOUN
ajfa-14645	450	5	,	,	PUNCT
ajfa-14645	450	6	3(1	3(1	NUM
ajfa-14645	450	7	)	)	PUNCT
ajfa-14645	450	8	,	,	PUNCT
ajfa-14645	450	9	37	37	NUM
ajfa-14645	450	10	-	-	SYM
ajfa-14645	450	11	71	71	NUM
ajfa-14645	450	12	.	.	PUNCT
ajfa-14645	450	13	https://doi.org/10.1093/rfs/3.1.37	https://doi.org/10.1093/rfs/3.1.37	PROPN
ajfa-14645	450	14	subrahmanyam	subrahmanyam	PROPN
ajfa-14645	450	15	,	,	PUNCT
ajfa-14645	450	16	a.	a.	NOUN
ajfa-14645	450	17	(	(	PUNCT
ajfa-14645	450	18	1991	1991	NUM
ajfa-14645	450	19	)	)	PUNCT
ajfa-14645	450	20	.	.	PUNCT
ajfa-14645	451	1	a	a	DET
ajfa-14645	451	2	theory	theory	NOUN
ajfa-14645	451	3	of	of	ADP
ajfa-14645	451	4	trading	trading	NOUN
ajfa-14645	451	5	in	in	ADP
ajfa-14645	451	6	stock	stock	NOUN
ajfa-14645	451	7	index	index	NOUN
ajfa-14645	451	8	futures	future	NOUN
ajfa-14645	451	9	.	.	PUNCT
ajfa-14645	452	1	review	review	NOUN
ajfa-14645	452	2	of	of	ADP
ajfa-14645	452	3	financial	financial	ADJ
ajfa-14645	452	4	studies	study	NOUN
ajfa-14645	452	5	,	,	PUNCT
ajfa-14645	452	6	4(1	4(1	NOUN
ajfa-14645	452	7	)	)	PUNCT
ajfa-14645	452	8	,	,	PUNCT
ajfa-14645	452	9	17	17	NUM
ajfa-14645	452	10	-	-	SYM
ajfa-14645	452	11	51	51	NUM
ajfa-14645	452	12	.	.	PUNCT
ajfa-14645	452	13	https://doi.org/10.1093/rfs/4.1.17	https://doi.org/10.1093/rfs/4.1.17	ADJ
ajfa-14645	452	14	sudhan	sudhan	PROPN
ajfa-14645	452	15	,	,	PUNCT
ajfa-14645	452	16	r.	r.	PROPN
ajfa-14645	452	17	i.	i.	PROPN
ajfa-14645	452	18	,	,	PUNCT
ajfa-14645	452	19	&	&	CCONJ
ajfa-14645	452	20	prithiviraj	prithiviraj	PROPN
ajfa-14645	452	21	,	,	PUNCT
ajfa-14645	452	22	g.	g.	PROPN
ajfa-14645	452	23	(	(	PUNCT
ajfa-14645	452	24	2012	2012	NUM
ajfa-14645	452	25	,	,	PUNCT
ajfa-14645	452	26	august	august	PROPN
ajfa-14645	452	27	10	10	NUM
ajfa-14645	452	28	)	)	PUNCT
ajfa-14645	452	29	.	.	PUNCT
ajfa-14645	453	1	a	a	DET
ajfa-14645	453	2	study	study	NOUN
ajfa-14645	453	3	on	on	ADP
ajfa-14645	453	4	lead	lead	NOUN
ajfa-14645	453	5	lag	lag	NOUN
ajfa-14645	453	6	relationship	relationship	NOUN
ajfa-14645	453	7	between	between	ADP
ajfa-14645	453	8	selected	select	VERB
ajfa-14645	453	9	index	index	NOUN
ajfa-14645	453	10	in	in	ADP
ajfa-14645	453	11	indian	indian	ADJ
ajfa-14645	453	12	financial	financial	ADJ
ajfa-14645	453	13	markets	market	NOUN
ajfa-14645	453	14	.	.	PUNCT
ajfa-14645	454	1	international	international	ADJ
ajfa-14645	454	2	conference	conference	NOUN
ajfa-14645	454	3	on	on	ADP
ajfa-14645	454	4	synchornising	synchornise	VERB
ajfa-14645	454	5	management	management	NOUN
ajfa-14645	454	6	thoeries	thoerie	NOUN
ajfa-14645	454	7	and	and	CCONJ
ajfa-14645	454	8	business	business	NOUN
ajfa-14645	454	9	practices	practice	NOUN
ajfa-14645	454	10	:	:	PUNCT
ajfa-14645	454	11	challenges	challenge	VERB
ajfa-14645	454	12	ahead	ahead	ADV
ajfa-14645	454	13	.	.	PUNCT
ajfa-14645	455	1	chidambaram	chidambaram	PROPN
ajfa-14645	455	2	,	,	PUNCT
ajfa-14645	455	3	india	india	PROPN
ajfa-14645	455	4	:	:	PUNCT
ajfa-14645	455	5	annamalai	annamalai	PROPN
ajfa-14645	455	6	university	university	PROPN
ajfa-14645	455	7	.	.	PUNCT
ajfa-14645	456	1	retrieved	retrieve	VERB
ajfa-14645	456	2	from	from	ADP
ajfa-14645	456	3	http://ssrn.com/abstract=2187230	http://ssrn.com/abstract=2187230	PROPN
ajfa-14645	456	4	sundaram	sundaram	PROPN
ajfa-14645	456	5	,	,	PUNCT
ajfa-14645	456	6	r.	r.	PROPN
ajfa-14645	456	7	k.	k.	PROPN
ajfa-14645	456	8	(	(	PUNCT
ajfa-14645	456	9	2013	2013	NUM
ajfa-14645	456	10	,	,	PUNCT
ajfa-14645	456	11	february	february	PROPN
ajfa-14645	456	12	)	)	PUNCT
ajfa-14645	456	13	.	.	PUNCT
ajfa-14645	457	1	derivatives	derivative	NOUN
ajfa-14645	457	2	in	in	ADP
ajfa-14645	457	3	financial	financial	ADJ
ajfa-14645	457	4	market	market	NOUN
ajfa-14645	457	5	development	development	NOUN
ajfa-14645	457	6	.	.	PUNCT
ajfa-14645	458	1	retrieved	retrieve	VERB
ajfa-14645	458	2	from	from	ADP
ajfa-14645	458	3	www.theigc.org	www.theigc.org	PROPN
ajfa-14645	458	4	:	:	PUNCT
ajfa-14645	458	5	http://pages.stern.nyu.edu/	http://pages.stern.nyu.edu/	PROPN
ajfa-14645	458	6	e	e	PROPN
ajfa-14645	458	7	rsundara	rsundara	PROPN
ajfa-14645	458	8	tse	tse	PROPN
ajfa-14645	458	9	,	,	PUNCT
ajfa-14645	458	10	y.	y.	PROPN
ajfa-14645	458	11	(	(	PUNCT
ajfa-14645	458	12	1999	1999	NUM
ajfa-14645	458	13	)	)	PUNCT
ajfa-14645	458	14	.	.	PUNCT
ajfa-14645	459	1	price	price	NOUN
ajfa-14645	459	2	discovery	discovery	NOUN
ajfa-14645	459	3	and	and	CCONJ
ajfa-14645	459	4	volatility	volatility	NOUN
ajfa-14645	459	5	spillovers	spillover	NOUN
ajfa-14645	459	6	in	in	ADP
ajfa-14645	459	7	the	the	DET
ajfa-14645	459	8	djia	djia	PROPN
ajfa-14645	459	9	index	index	PROPN
ajfa-14645	459	10	and	and	CCONJ
ajfa-14645	459	11	futures	future	NOUN
ajfa-14645	459	12	markets	market	NOUN
ajfa-14645	459	13	.	.	PUNCT
ajfa-14645	460	1	journal	journal	PROPN
ajfa-14645	460	2	of	of	ADP
ajfa-14645	460	3	futures	future	NOUN
ajfa-14645	460	4	markets	market	NOUN
ajfa-14645	460	5	,	,	PUNCT
ajfa-14645	460	6	19(8	19(8	NUM
ajfa-14645	460	7	)	)	PUNCT
ajfa-14645	460	8	,	,	PUNCT
ajfa-14645	460	9	911	911	NUM
ajfa-14645	460	10	-	-	SYM
ajfa-14645	460	11	930	930	NUM
ajfa-14645	460	12	.	.	PUNCT
ajfa-14645	461	1	https://doi.org/10.1002/(sici)10969934(199912)19:8<911::aid-fut4>3.0.co;2-q	https://doi.org/10.1002/(sici)10969934(199912)19:8<911::aid-fut4>3.0.co;2-q	X
ajfa-14645	461	2	tse	tse	PROPN
ajfa-14645	461	3	,	,	PUNCT
ajfa-14645	461	4	y.	y.	PROPN
ajfa-14645	461	5	k.	k.	PROPN
ajfa-14645	462	1	(	(	PUNCT
ajfa-14645	462	2	1995	1995	NUM
ajfa-14645	462	3	)	)	PUNCT
ajfa-14645	462	4	.	.	PUNCT
ajfa-14645	463	1	lead	lead	NOUN
ajfa-14645	463	2	-	-	PUNCT
ajfa-14645	463	3	lag	lag	NOUN
ajfa-14645	463	4	relationship	relationship	NOUN
ajfa-14645	463	5	between	between	ADP
ajfa-14645	463	6	spot	spot	NOUN
ajfa-14645	463	7	index	index	NOUN
ajfa-14645	463	8	and	and	CCONJ
ajfa-14645	463	9	futures	future	NOUN
ajfa-14645	463	10	price	price	NOUN
ajfa-14645	463	11	of	of	ADP
ajfa-14645	463	12	the	the	DET
ajfa-14645	463	13	nikkei	nikkei	PROPN
ajfa-14645	463	14	stock	stock	PROPN
ajfa-14645	463	15	average	average	PROPN
ajfa-14645	463	16	.	.	PUNCT
ajfa-14645	464	1	journal	journal	PROPN
ajfa-14645	464	2	of	of	ADP
ajfa-14645	464	3	forecasting	forecasting	NOUN
ajfa-14645	464	4	,	,	PUNCT
ajfa-14645	464	5	14(7	14(7	NUM
ajfa-14645	464	6	)	)	PUNCT
ajfa-14645	464	7	,	,	PUNCT
ajfa-14645	464	8	553	553	NUM
ajfa-14645	464	9	-	-	SYM
ajfa-14645	464	10	563	563	NUM
ajfa-14645	464	11	.	.	PUNCT
ajfa-14645	465	1	https://doi.org/10.1002/for.3980140702	https://doi.org/10.1002/for.3980140702	PROPN
ajfa-14645	465	2	asian	asian	PROPN
ajfa-14645	465	3	journal	journal	PROPN
ajfa-14645	465	4	of	of	ADP
ajfa-14645	465	5	finance	finance	PROPN
ajfa-14645	465	6	&	&	CCONJ
ajfa-14645	465	7	accounting	accounting	PROPN
ajfa-14645	465	8	issn	issn	PROPN
ajfa-14645	465	9	1946	1946	NUM
ajfa-14645	465	10	-	-	PUNCT
ajfa-14645	465	11	052x	052x	PROPN
ajfa-14645	465	12	2019	2019	NUM
ajfa-14645	465	13	,	,	PUNCT
ajfa-14645	465	14	vol	vol	NOUN
ajfa-14645	465	15	.	.	PROPN
ajfa-14645	465	16	11	11	NUM
ajfa-14645	465	17	,	,	PUNCT
ajfa-14645	465	18	no	no	INTJ
ajfa-14645	465	19	.	.	NOUN
ajfa-14645	465	20	1	1	NUM
ajfa-14645	465	21	ajfa.macrothink.org/	ajfa.macrothink.org/	PROPN
ajfa-14645	465	22	218	218	NUM
ajfa-14645	465	23	tse	tse	NOUN
ajfa-14645	465	24	,	,	PUNCT
ajfa-14645	465	25	y.	y.	PROPN
ajfa-14645	465	26	k.	k.	PROPN
ajfa-14645	465	27	,	,	PUNCT
ajfa-14645	465	28	&	&	CCONJ
ajfa-14645	465	29	chan	chan	PROPN
ajfa-14645	465	30	,	,	PUNCT
ajfa-14645	465	31	w.-s	w.-	NOUN
ajfa-14645	465	32	.	.	PUNCT
ajfa-14645	466	1	(	(	PUNCT
ajfa-14645	466	2	2010	2010	NUM
ajfa-14645	466	3	)	)	PUNCT
ajfa-14645	466	4	.	.	PUNCT
ajfa-14645	467	1	the	the	DET
ajfa-14645	467	2	lead	lead	ADJ
ajfa-14645	467	3	-	-	PUNCT
ajfa-14645	467	4	lag	lag	NOUN
ajfa-14645	467	5	relationship	relationship	NOUN
ajfa-14645	467	6	between	between	ADP
ajfa-14645	467	7	the	the	DET
ajfa-14645	467	8	s&p	s&p	PROPN
ajfa-14645	467	9	500	500	NUM
ajfa-14645	467	10	spot	spot	NOUN
ajfa-14645	467	11	and	and	CCONJ
ajfa-14645	467	12	futures	future	NOUN
ajfa-14645	467	13	markets	market	NOUN
ajfa-14645	467	14	:	:	PUNCT
ajfa-14645	467	15	an	an	DET
ajfa-14645	467	16	intraday	intraday	ADJ
ajfa-14645	467	17	-	-	PUNCT
ajfa-14645	467	18	data	data	NOUN
ajfa-14645	467	19	analysis	analysis	NOUN
ajfa-14645	467	20	using	use	VERB
ajfa-14645	467	21	threshold	threshold	NOUN
ajfa-14645	467	22	regression	regression	NOUN
ajfa-14645	467	23	model	model	NOUN
ajfa-14645	467	24	.	.	PUNCT
ajfa-14645	468	1	the	the	DET
ajfa-14645	468	2	japanese	japanese	ADJ
ajfa-14645	468	3	economic	economic	PROPN
ajfa-14645	468	4	review	review	NOUN
ajfa-14645	468	5	,	,	PUNCT
ajfa-14645	468	6	research	research	NOUN
ajfa-14645	468	7	collection	collection	NOUN
ajfa-14645	468	8	school	school	NOUN
ajfa-14645	468	9	of	of	ADP
ajfa-14645	468	10	economics	economic	NOUN
ajfa-14645	468	11	(	(	PUNCT
ajfa-14645	468	12	open	open	ADJ
ajfa-14645	468	13	access	access	NOUN
ajfa-14645	468	14	)	)	PUNCT
ajfa-14645	468	15	paper	paper	NOUN
ajfa-14645	468	16	492	492	NUM
ajfa-14645	468	17	.	.	PUNCT
ajfa-14645	469	1	https://doi.org/10.1111/j.1468-5876.2009.00481.x	https://doi.org/10.1111/j.1468-5876.2009.00481.x	PROPN
ajfa-14645	469	2	unlu	unlu	ADJ
ajfa-14645	469	3	,	,	PUNCT
ajfa-14645	469	4	u.	u.	PROPN
ajfa-14645	469	5	,	,	PUNCT
ajfa-14645	469	6	&	&	CCONJ
ajfa-14645	469	7	ersoy	ersoy	PROPN
ajfa-14645	469	8	,	,	PUNCT
ajfa-14645	469	9	e.	e.	PROPN
ajfa-14645	469	10	(	(	PUNCT
ajfa-14645	469	11	2012	2012	NUM
ajfa-14645	469	12	)	)	PUNCT
ajfa-14645	469	13	.	.	PUNCT
ajfa-14645	470	1	the	the	DET
ajfa-14645	470	2	causal	causal	ADJ
ajfa-14645	470	3	relationship	relationship	NOUN
ajfa-14645	470	4	between	between	ADP
ajfa-14645	470	5	foreign	foreign	ADJ
ajfa-14645	470	6	currency	currency	NOUN
ajfa-14645	470	7	futures	future	NOUN
ajfa-14645	470	8	and	and	CCONJ
ajfa-14645	470	9	spot	spot	NOUN
ajfa-14645	470	10	markets	market	NOUN
ajfa-14645	470	11	:	:	PUNCT
ajfa-14645	470	12	evidence	evidence	NOUN
ajfa-14645	470	13	from	from	ADP
ajfa-14645	470	14	turkey	turkey	PROPN
ajfa-14645	470	15	.	.	PUNCT
ajfa-14645	471	1	investment	investment	NOUN
ajfa-14645	471	2	management	management	NOUN
ajfa-14645	471	3	and	and	CCONJ
ajfa-14645	471	4	financial	financial	ADJ
ajfa-14645	471	5	innovations	innovation	NOUN
ajfa-14645	471	6	,	,	PUNCT
ajfa-14645	471	7	9(2	9(2	NUM
ajfa-14645	471	8	)	)	PUNCT
ajfa-14645	471	9	,	,	PUNCT
ajfa-14645	471	10	208	208	NUM
ajfa-14645	471	11	-	-	SYM
ajfa-14645	471	12	212	212	NUM
ajfa-14645	471	13	.	.	PUNCT
ajfa-14645	472	1	vashishtha	vashishtha	VERB
ajfa-14645	472	2	,	,	PUNCT
ajfa-14645	472	3	a.	a.	PROPN
ajfa-14645	472	4	,	,	PUNCT
ajfa-14645	472	5	&	&	CCONJ
ajfa-14645	472	6	kumar	kumar	PROPN
ajfa-14645	472	7	,	,	PUNCT
ajfa-14645	472	8	s.	s.	PROPN
ajfa-14645	472	9	(	(	PUNCT
ajfa-14645	472	10	2010	2010	NUM
ajfa-14645	472	11	)	)	PUNCT
ajfa-14645	472	12	.	.	PUNCT
ajfa-14645	473	1	development	development	NOUN
ajfa-14645	473	2	of	of	ADP
ajfa-14645	473	3	financial	financial	ADJ
ajfa-14645	473	4	derivatives	derivative	NOUN
ajfa-14645	473	5	market	market	NOUN
ajfa-14645	473	6	in	in	ADP
ajfa-14645	473	7	indiaa	indiaa	ADJ
ajfa-14645	473	8	case	case	NOUN
ajfa-14645	473	9	study	study	NOUN
ajfa-14645	473	10	.	.	PUNCT
ajfa-14645	474	1	international	international	ADJ
ajfa-14645	474	2	research	research	PROPN
ajfa-14645	474	3	journal	journal	NOUN
ajfa-14645	474	4	of	of	ADP
ajfa-14645	474	5	finance	finance	NOUN
ajfa-14645	474	6	and	and	CCONJ
ajfa-14645	474	7	economics	economic	NOUN
ajfa-14645	474	8	,	,	PUNCT
ajfa-14645	474	9	37	37	NUM
ajfa-14645	474	10	,	,	PUNCT
ajfa-14645	474	11	15	15	NUM
ajfa-14645	474	12	-	-	SYM
ajfa-14645	474	13	29	29	NUM
ajfa-14645	474	14	.	.	PUNCT
ajfa-14645	475	1	wahab	wahab	PROPN
ajfa-14645	475	2	,	,	PUNCT
ajfa-14645	475	3	m.	m.	NOUN
ajfa-14645	475	4	,	,	PUNCT
ajfa-14645	475	5	&	&	CCONJ
ajfa-14645	475	6	lashgari	lashgari	PROPN
ajfa-14645	475	7	,	,	PUNCT
ajfa-14645	475	8	m.	m.	NOUN
ajfa-14645	475	9	(	(	PUNCT
ajfa-14645	475	10	1993	1993	NUM
ajfa-14645	475	11	)	)	PUNCT
ajfa-14645	475	12	.	.	PUNCT
ajfa-14645	476	1	price	price	NOUN
ajfa-14645	476	2	dynamics	dynamic	NOUN
ajfa-14645	476	3	and	and	CCONJ
ajfa-14645	476	4	error	error	NOUN
ajfa-14645	476	5	correction	correction	NOUN
ajfa-14645	476	6	in	in	ADP
ajfa-14645	476	7	stock	stock	NOUN
ajfa-14645	476	8	index	index	NOUN
ajfa-14645	476	9	and	and	CCONJ
ajfa-14645	476	10	stock	stock	NOUN
ajfa-14645	476	11	index	index	NOUN
ajfa-14645	476	12	futures	future	NOUN
ajfa-14645	476	13	markets	market	NOUN
ajfa-14645	476	14	:	:	PUNCT
ajfa-14645	476	15	a	a	DET
ajfa-14645	476	16	co	co	NOUN
ajfa-14645	476	17	-	-	NOUN
ajfa-14645	476	18	integration	integration	NOUN
ajfa-14645	476	19	approach	approach	NOUN
ajfa-14645	476	20	.	.	PUNCT
ajfa-14645	477	1	the	the	DET
ajfa-14645	477	2	journal	journal	PROPN
ajfa-14645	477	3	of	of	ADP
ajfa-14645	477	4	futures	future	NOUN
ajfa-14645	477	5	markets	market	NOUN
ajfa-14645	477	6	,	,	PUNCT
ajfa-14645	477	7	13(7	13(7	NUM
ajfa-14645	477	8	)	)	PUNCT
ajfa-14645	477	9	,	,	PUNCT
ajfa-14645	477	10	711	711	NUM
ajfa-14645	477	11	-	-	SYM
ajfa-14645	477	12	742	742	NUM
ajfa-14645	477	13	.	.	PUNCT
ajfa-14645	478	1	https://doi.org/10.1002/fut.3990130702	https://doi.org/10.1002/fut.3990130702	PROPN
ajfa-14645	478	2	weber	weber	PROPN
ajfa-14645	478	3	,	,	PUNCT
ajfa-14645	478	4	e.	e.	PROPN
ajfa-14645	478	5	j.	j.	PROPN
ajfa-14645	478	6	(	(	PUNCT
ajfa-14645	478	7	2008	2008	NUM
ajfa-14645	478	8	)	)	PUNCT
ajfa-14645	478	9	.	.	PUNCT
ajfa-14645	479	1	a	a	DET
ajfa-14645	479	2	short	short	ADJ
ajfa-14645	479	3	history	history	NOUN
ajfa-14645	479	4	of	of	ADP
ajfa-14645	479	5	derivative	derivative	ADJ
ajfa-14645	479	6	security	security	NOUN
ajfa-14645	479	7	markets	market	NOUN
ajfa-14645	479	8	.	.	PUNCT
ajfa-14645	480	1	crawley	crawley	PROPN
ajfa-14645	480	2	wa	wa	PROPN
ajfa-14645	480	3	6009	6009	NUM
ajfa-14645	480	4	,	,	PUNCT
ajfa-14645	480	5	australia	australia	PROPN
ajfa-14645	480	6	:	:	PUNCT
ajfa-14645	480	7	business	business	NOUN
ajfa-14645	480	8	school	school	PROPN
ajfa-14645	480	9	,	,	PUNCT
ajfa-14645	480	10	university	university	NOUN
ajfa-14645	480	11	of	of	ADP
ajfa-14645	480	12	western	western	PROPN
ajfa-14645	480	13	australia	australia	PROPN
ajfa-14645	480	14	.	.	PUNCT
ajfa-14645	481	1	retrieved	retrieve	VERB
ajfa-14645	481	2	from	from	ADP
ajfa-14645	481	3	https://doi.org/10.2139/ssrn.1141689	https://doi.org/10.2139/ssrn.1141689	PROPN
ajfa-14645	481	4	xie	xie	PROPN
ajfa-14645	481	5	,	,	PUNCT
ajfa-14645	481	6	s.	s.	PROPN
ajfa-14645	481	7	,	,	PUNCT
ajfa-14645	481	8	&	&	CCONJ
ajfa-14645	481	9	huang	huang	PROPN
ajfa-14645	481	10	,	,	PUNCT
ajfa-14645	481	11	j.	j.	PROPN
ajfa-14645	481	12	(	(	PUNCT
ajfa-14645	481	13	2013	2013	NUM
ajfa-14645	481	14	,	,	PUNCT
ajfa-14645	481	15	july	july	PROPN
ajfa-14645	481	16	)	)	PUNCT
ajfa-14645	481	17	.	.	PUNCT
ajfa-14645	482	1	price	price	NOUN
ajfa-14645	482	2	discovery	discovery	NOUN
ajfa-14645	482	3	function	function	NOUN
ajfa-14645	482	4	of	of	ADP
ajfa-14645	482	5	index	index	NOUN
ajfa-14645	482	6	futures	future	NOUN
ajfa-14645	482	7	in	in	ADP
ajfa-14645	482	8	china	china	PROPN
ajfa-14645	482	9	:	:	PUNCT
ajfa-14645	482	10	evidence	evidence	NOUN
ajfa-14645	482	11	from	from	ADP
ajfa-14645	482	12	daily	daily	ADJ
ajfa-14645	482	13	closing	closing	NOUN
ajfa-14645	482	14	prices	price	NOUN
ajfa-14645	482	15	.	.	PUNCT
ajfa-14645	483	1	economic	economic	ADJ
ajfa-14645	483	2	and	and	CCONJ
ajfa-14645	483	3	political	political	ADJ
ajfa-14645	483	4	studies	study	NOUN
ajfa-14645	483	5	,	,	PUNCT
ajfa-14645	483	6	1(2	1(2	NUM
ajfa-14645	483	7	)	)	PUNCT
ajfa-14645	483	8	,	,	PUNCT
ajfa-14645	483	9	40	40	NUM
ajfa-14645	483	10	-	-	SYM
ajfa-14645	483	11	54	54	NUM
ajfa-14645	483	12	.	.	PUNCT
ajfa-14645	484	1	https://doi.org/10.1080/20954816.2013.11673859	https://doi.org/10.1080/20954816.2013.11673859	PROPN
ajfa-14645	484	2	zakaria	zakaria	PROPN
ajfa-14645	484	3	,	,	PUNCT
ajfa-14645	484	4	z.	z.	PROPN
ajfa-14645	484	5	,	,	PUNCT
ajfa-14645	484	6	&	&	CCONJ
ajfa-14645	484	7	shamsuddin	shamsuddin	PROPN
ajfa-14645	484	8	,	,	PUNCT
ajfa-14645	484	9	s.	s.	PROPN
ajfa-14645	484	10	(	(	PUNCT
ajfa-14645	484	11	2012	2012	NUM
ajfa-14645	484	12	)	)	PUNCT
ajfa-14645	484	13	.	.	PUNCT
ajfa-14645	485	1	relationship	relationship	NOUN
ajfa-14645	485	2	between	between	ADP
ajfa-14645	485	3	stock	stock	NOUN
ajfa-14645	485	4	futures	future	NOUN
ajfa-14645	485	5	index	index	NOUN
ajfa-14645	485	6	and	and	CCONJ
ajfa-14645	485	7	cash	cash	NOUN
ajfa-14645	485	8	prices	price	NOUN
ajfa-14645	485	9	index	index	NOUN
ajfa-14645	485	10	:	:	PUNCT
ajfa-14645	485	11	empirical	empirical	ADJ
ajfa-14645	485	12	evidence	evidence	NOUN
ajfa-14645	485	13	based	base	VERB
ajfa-14645	485	14	on	on	ADP
ajfa-14645	485	15	malaysia	malaysia	PROPN
ajfa-14645	485	16	data	data	PROPN
ajfa-14645	485	17	.	.	PUNCT
ajfa-14645	486	1	journal	journal	PROPN
ajfa-14645	486	2	of	of	ADP
ajfa-14645	486	3	business	business	NOUN
ajfa-14645	486	4	studies	study	NOUN
ajfa-14645	486	5	quarterly	quarterly	ADV
ajfa-14645	486	6	,	,	PUNCT
ajfa-14645	486	7	4(2	4(2	NUM
ajfa-14645	486	8	)	)	PUNCT
ajfa-14645	486	9	,	,	PUNCT
ajfa-14645	486	10	103	103	NUM
ajfa-14645	486	11	-	-	SYM
ajfa-14645	486	12	112	112	NUM
ajfa-14645	486	13	.	.	PUNCT
ajfa-14645	487	1	zhong	zhong	PROPN
ajfa-14645	487	2	,	,	PUNCT
ajfa-14645	487	3	m.	m.	NOUN
ajfa-14645	487	4	,	,	PUNCT
ajfa-14645	487	5	darrat	darrat	NOUN
ajfa-14645	487	6	,	,	PUNCT
ajfa-14645	487	7	a.	a.	PROPN
ajfa-14645	487	8	f.	f.	PROPN
ajfa-14645	487	9	,	,	PUNCT
ajfa-14645	487	10	&	&	CCONJ
ajfa-14645	487	11	otero	otero	PROPN
ajfa-14645	487	12	,	,	PUNCT
ajfa-14645	487	13	r.	r.	PROPN
ajfa-14645	487	14	(	(	PUNCT
ajfa-14645	487	15	2004	2004	NUM
ajfa-14645	487	16	)	)	PUNCT
ajfa-14645	487	17	.	.	PUNCT
ajfa-14645	488	1	price	price	NOUN
ajfa-14645	488	2	discovery	discovery	NOUN
ajfa-14645	488	3	and	and	CCONJ
ajfa-14645	488	4	volatility	volatility	NOUN
ajfa-14645	488	5	spillovers	spillover	NOUN
ajfa-14645	488	6	in	in	ADP
ajfa-14645	488	7	index	index	NOUN
ajfa-14645	488	8	futures	future	NOUN
ajfa-14645	488	9	markets	market	NOUN
ajfa-14645	488	10	:	:	PUNCT
ajfa-14645	488	11	some	some	DET
ajfa-14645	488	12	evidence	evidence	NOUN
ajfa-14645	488	13	from	from	ADP
ajfa-14645	488	14	mexico	mexico	PROPN
ajfa-14645	488	15	.	.	PUNCT
ajfa-14645	489	1	journal	journal	PROPN
ajfa-14645	489	2	of	of	ADP
ajfa-14645	489	3	banking	banking	NOUN
ajfa-14645	489	4	&	&	CCONJ
ajfa-14645	489	5	finance	finance	NOUN
ajfa-14645	489	6	,	,	PUNCT
ajfa-14645	489	7	28(12	28(12	NUM
ajfa-14645	489	8	)	)	PUNCT
ajfa-14645	489	9	,	,	PUNCT
ajfa-14645	489	10	30373054	30373054	NUM
ajfa-14645	489	11	.	.	PUNCT
ajfa-14645	490	1	https://doi.org/10.1016/j.jbankfin.2004.05.001	https://doi.org/10.1016/j.jbankfin.2004.05.001	NOUN
ajfa-14645	490	2	copyright	copyright	NOUN
ajfa-14645	490	3	disclaimer	disclaimer	NOUN
ajfa-14645	490	4	copyright	copyright	NOUN
ajfa-14645	490	5	for	for	ADP
ajfa-14645	490	6	this	this	DET
ajfa-14645	490	7	article	article	NOUN
ajfa-14645	490	8	is	be	AUX
ajfa-14645	490	9	retained	retain	VERB
ajfa-14645	490	10	by	by	ADP
ajfa-14645	490	11	the	the	DET
ajfa-14645	490	12	author(s	author(s	PROPN
ajfa-14645	490	13	)	)	PUNCT
ajfa-14645	490	14	,	,	PUNCT
ajfa-14645	490	15	with	with	ADP
ajfa-14645	490	16	first	first	ADJ
ajfa-14645	490	17	publication	publication	NOUN
ajfa-14645	490	18	rights	right	NOUN
ajfa-14645	490	19	granted	grant	VERB
ajfa-14645	490	20	to	to	ADP
ajfa-14645	490	21	the	the	DET
ajfa-14645	490	22	journal	journal	NOUN
ajfa-14645	490	23	.	.	PUNCT
ajfa-14645	491	1	this	this	PRON
ajfa-14645	491	2	is	be	AUX
ajfa-14645	491	3	an	an	DET
ajfa-14645	491	4	open	open	ADJ
ajfa-14645	491	5	-	-	PUNCT
ajfa-14645	491	6	access	access	NOUN
ajfa-14645	491	7	article	article	NOUN
ajfa-14645	491	8	distributed	distribute	VERB
ajfa-14645	491	9	under	under	ADP
ajfa-14645	491	10	the	the	DET
ajfa-14645	491	11	terms	term	NOUN
ajfa-14645	491	12	and	and	CCONJ
ajfa-14645	491	13	conditions	condition	NOUN
ajfa-14645	491	14	of	of	ADP
ajfa-14645	491	15	the	the	DET
ajfa-14645	491	16	creative	creative	ADJ
ajfa-14645	491	17	commons	common	NOUN
ajfa-14645	491	18	attribution	attribution	NOUN
ajfa-14645	491	19	license	license	NOUN
ajfa-14645	491	20	(	(	PUNCT
ajfa-14645	491	21	http://creativecommons.org/licenses/by/3.0/	http://creativecommons.org/licenses/by/3.0/	PROPN
ajfa-14645	491	22	)	)	PUNCT
ajfa-14645	491	23	.	.	PUNCT