id	sid	tid	token	lemma	pos
ajfa-14866	1	1	microsoft	microsoft	PROPN
ajfa-14866	1	2	word	word	NOUN
ajfa-14866	1	3	14866	14866	NUM
ajfa-14866	1	4	-	-	PUNCT
ajfa-14866	1	5	53743	53743	NUM
ajfa-14866	1	6	-	-	PUNCT
ajfa-14866	1	7	1	1	NUM
ajfa-14866	1	8	-	-	PUNCT
ajfa-14866	1	9	sm(1)-writer2	sm(1)-writer2	NOUN
ajfa-14866	1	10	-	-	PUNCT
ajfa-14866	1	11	new	new	ADJ
ajfa-14866	1	12	asian	asian	ADJ
ajfa-14866	1	13	journal	journal	NOUN
ajfa-14866	1	14	of	of	ADP
ajfa-14866	1	15	finance	finance	PROPN
ajfa-14866	1	16	&	&	CCONJ
ajfa-14866	1	17	accounting	accounting	PROPN
ajfa-14866	1	18	issn	issn	PROPN
ajfa-14866	1	19	1946	1946	NUM
ajfa-14866	1	20	-	-	PUNCT
ajfa-14866	1	21	052x	052x	PROPN
ajfa-14866	1	22	2019	2019	NUM
ajfa-14866	1	23	,	,	PUNCT
ajfa-14866	1	24	vol	vol	NOUN
ajfa-14866	1	25	.	.	PROPN
ajfa-14866	1	26	11	11	NUM
ajfa-14866	1	27	,	,	PUNCT
ajfa-14866	1	28	no	no	INTJ
ajfa-14866	1	29	.	.	NOUN
ajfa-14866	1	30	1	1	NUM
ajfa-14866	1	31	307	307	NUM
ajfa-14866	1	32	ajfa.macrothink.org	ajfa.macrothink.org	NOUN
ajfa-14866	1	33	does	do	AUX
ajfa-14866	1	34	nifty	nifty	ADJ
ajfa-14866	1	35	index	index	NOUN
ajfa-14866	1	36	inclusion	inclusion	NOUN
ajfa-14866	1	37	(	(	PUNCT
ajfa-14866	1	38	still	still	ADV
ajfa-14866	1	39	)	)	PUNCT
ajfa-14866	1	40	convey	convey	VERB
ajfa-14866	1	41	information	information	NOUN
ajfa-14866	1	42	?	?	PUNCT
ajfa-14866	2	1	a	a	DET
ajfa-14866	2	2	comprehensive	comprehensive	ADJ
ajfa-14866	2	3	empirical	empirical	ADJ
ajfa-14866	2	4	examination	examination	NOUN
ajfa-14866	2	5	in	in	ADP
ajfa-14866	2	6	the	the	DET
ajfa-14866	2	7	indian	indian	ADJ
ajfa-14866	2	8	stock	stock	NOUN
ajfa-14866	2	9	market	market	PROPN
ajfa-14866	2	10	dr	dr	PROPN
ajfa-14866	2	11	srikanth	srikanth	PROPN
ajfa-14866	2	12	parthasarathy	parthasarathy	PROPN
ajfa-14866	2	13	associate	associate	NOUN
ajfa-14866	2	14	professor	professor	NOUN
ajfa-14866	2	15	rajalakshmi	rajalakshmi	VERB
ajfa-14866	2	16	school	school	NOUN
ajfa-14866	2	17	of	of	ADP
ajfa-14866	2	18	business	business	NOUN
ajfa-14866	2	19	,	,	PUNCT
ajfa-14866	2	20	chennai-600124	chennai-600124	VERB
ajfa-14866	2	21	tel	tel	ADP
ajfa-14866	2	22	:	:	PUNCT
ajfa-14866	2	23	98	98	NUM
ajfa-14866	2	24	-	-	PUNCT
ajfa-14866	2	25	8480	8480	NUM
ajfa-14866	2	26	-	-	PUNCT
ajfa-14866	2	27	6248	6248	NUM
ajfa-14866	2	28	email	email	NOUN
ajfa-14866	2	29	:	:	PUNCT
ajfa-14866	2	30	psrikanth2011@gmail.com	psrikanth2011@gmail.com	X
ajfa-14866	2	31	received	receive	VERB
ajfa-14866	2	32	:	:	PUNCT
ajfa-14866	2	33	jan	jan	PROPN
ajfa-14866	2	34	.	.	PROPN
ajfa-14866	2	35	9	9	NUM
ajfa-14866	2	36	,	,	PUNCT
ajfa-14866	2	37	2019	2019	NUM
ajfa-14866	2	38	accepted	accept	VERB
ajfa-14866	2	39	:	:	PUNCT
ajfa-14866	2	40	feb	feb	PROPN
ajfa-14866	2	41	.	.	PROPN
ajfa-14866	2	42	24	24	NUM
ajfa-14866	2	43	,	,	PUNCT
ajfa-14866	2	44	2019	2019	NUM
ajfa-14866	2	45	published	publish	VERB
ajfa-14866	2	46	:	:	PUNCT
ajfa-14866	2	47	june	june	PROPN
ajfa-14866	2	48	1	1	NUM
ajfa-14866	2	49	,	,	PUNCT
ajfa-14866	2	50	2019	2019	NUM
ajfa-14866	2	51	doi:10.5296	doi:10.5296	NOUN
ajfa-14866	2	52	/	/	SYM
ajfa-14866	2	53	ajfa.v11i1.14866	ajfa.v11i1.14866	PROPN
ajfa-14866	2	54	url	url	PROPN
ajfa-14866	2	55	:	:	PUNCT
ajfa-14866	2	56	https://doi.org/10.5296/ajfa.v11i1.14866	https://doi.org/10.5296/ajfa.v11i1.14866	X
ajfa-14866	3	1	abstract	abstract	VERB
ajfa-14866	3	2	the	the	DET
ajfa-14866	3	3	objective	objective	NOUN
ajfa-14866	3	4	of	of	ADP
ajfa-14866	3	5	this	this	DET
ajfa-14866	3	6	study	study	NOUN
ajfa-14866	3	7	is	be	AUX
ajfa-14866	3	8	to	to	PART
ajfa-14866	3	9	conduct	conduct	VERB
ajfa-14866	3	10	a	a	DET
ajfa-14866	3	11	comprehensive	comprehensive	ADJ
ajfa-14866	3	12	empirical	empirical	ADJ
ajfa-14866	3	13	examination	examination	NOUN
ajfa-14866	3	14	of	of	ADP
ajfa-14866	3	15	the	the	DET
ajfa-14866	3	16	s&p	s&p	PROPN
ajfa-14866	3	17	cnx	cnx	PROPN
ajfa-14866	3	18	nifty	nifty	ADJ
ajfa-14866	3	19	index	index	NOUN
ajfa-14866	3	20	additions	addition	NOUN
ajfa-14866	3	21	,	,	PUNCT
ajfa-14866	3	22	for	for	ADP
ajfa-14866	3	23	the	the	DET
ajfa-14866	3	24	complete	complete	ADJ
ajfa-14866	3	25	period	period	NOUN
ajfa-14866	3	26	(	(	PUNCT
ajfa-14866	3	27	2000	2000	NUM
ajfa-14866	3	28	2018	2018	NUM
ajfa-14866	3	29	)	)	PUNCT
ajfa-14866	3	30	,	,	PUNCT
ajfa-14866	3	31	first	first	ADJ
ajfa-14866	3	32	sub	sub	NOUN
ajfa-14866	3	33	period	period	NOUN
ajfa-14866	3	34	(	(	PUNCT
ajfa-14866	3	35	2000	2000	NUM
ajfa-14866	3	36	-	-	SYM
ajfa-14866	3	37	2009	2009	NUM
ajfa-14866	3	38	)	)	PUNCT
ajfa-14866	3	39	and	and	CCONJ
ajfa-14866	3	40	second	second	ADJ
ajfa-14866	3	41	sub	sub	NOUN
ajfa-14866	3	42	period	period	NOUN
ajfa-14866	3	43	(	(	PUNCT
ajfa-14866	3	44	2010	2010	NUM
ajfa-14866	3	45	-	-	SYM
ajfa-14866	3	46	2018	2018	NUM
ajfa-14866	3	47	)	)	PUNCT
ajfa-14866	3	48	,	,	PUNCT
ajfa-14866	3	49	using	use	VERB
ajfa-14866	3	50	both	both	CCONJ
ajfa-14866	3	51	the	the	DET
ajfa-14866	3	52	price	price	NOUN
ajfa-14866	3	53	and	and	CCONJ
ajfa-14866	3	54	non	non	ADJ
ajfa-14866	3	55	-	-	ADJ
ajfa-14866	3	56	price	price	ADJ
ajfa-14866	3	57	effects	effect	NOUN
ajfa-14866	3	58	and	and	CCONJ
ajfa-14866	3	59	the	the	DET
ajfa-14866	3	60	explanations	explanation	NOUN
ajfa-14866	3	61	surrounding	surround	VERB
ajfa-14866	3	62	them	they	PRON
ajfa-14866	3	63	in	in	ADP
ajfa-14866	3	64	the	the	DET
ajfa-14866	3	65	indian	indian	ADJ
ajfa-14866	3	66	stock	stock	NOUN
ajfa-14866	3	67	market	market	NOUN
ajfa-14866	3	68	.	.	PUNCT
ajfa-14866	4	1	this	this	DET
ajfa-14866	4	2	event	event	NOUN
ajfa-14866	4	3	methodology	methodology	NOUN
ajfa-14866	4	4	is	be	AUX
ajfa-14866	4	5	used	use	VERB
ajfa-14866	4	6	with	with	ADP
ajfa-14866	4	7	three	three	NUM
ajfa-14866	4	8	abnormal	abnormal	ADJ
ajfa-14866	4	9	return	return	NOUN
ajfa-14866	4	10	computational	computational	ADJ
ajfa-14866	4	11	methods	method	NOUN
ajfa-14866	4	12	,	,	PUNCT
ajfa-14866	4	13	around	around	ADP
ajfa-14866	4	14	the	the	DET
ajfa-14866	4	15	announcement	announcement	NOUN
ajfa-14866	4	16	and	and	CCONJ
ajfa-14866	4	17	inclusion	inclusion	NOUN
ajfa-14866	4	18	dates	date	NOUN
ajfa-14866	4	19	of	of	ADP
ajfa-14866	4	20	index	index	NOUN
ajfa-14866	4	21	addition	addition	NOUN
ajfa-14866	4	22	,	,	PUNCT
ajfa-14866	4	23	in	in	ADP
ajfa-14866	4	24	order	order	NOUN
ajfa-14866	4	25	to	to	PART
ajfa-14866	4	26	improve	improve	VERB
ajfa-14866	4	27	the	the	DET
ajfa-14866	4	28	robustness	robustness	NOUN
ajfa-14866	4	29	and	and	CCONJ
ajfa-14866	4	30	reliability	reliability	NOUN
ajfa-14866	4	31	of	of	ADP
ajfa-14866	4	32	the	the	DET
ajfa-14866	4	33	results	result	NOUN
ajfa-14866	4	34	.	.	PUNCT
ajfa-14866	5	1	the	the	DET
ajfa-14866	5	2	results	result	NOUN
ajfa-14866	5	3	show	show	VERB
ajfa-14866	5	4	that	that	SCONJ
ajfa-14866	5	5	the	the	DET
ajfa-14866	5	6	nifty	nifty	ADJ
ajfa-14866	5	7	index	index	NOUN
ajfa-14866	5	8	additions	addition	NOUN
ajfa-14866	5	9	are	be	AUX
ajfa-14866	5	10	associated	associate	VERB
ajfa-14866	5	11	with	with	ADP
ajfa-14866	5	12	significant	significant	ADJ
ajfa-14866	5	13	permanent	permanent	ADJ
ajfa-14866	5	14	abnormal	abnormal	ADJ
ajfa-14866	5	15	returns	return	NOUN
ajfa-14866	5	16	in	in	ADP
ajfa-14866	5	17	the	the	DET
ajfa-14866	5	18	complete	complete	ADJ
ajfa-14866	5	19	,	,	PUNCT
ajfa-14866	5	20	first	first	ADJ
ajfa-14866	5	21	and	and	CCONJ
ajfa-14866	5	22	second	second	ADJ
ajfa-14866	5	23	period	period	NOUN
ajfa-14866	5	24	.	.	PUNCT
ajfa-14866	6	1	however	however	ADV
ajfa-14866	6	2	,	,	PUNCT
ajfa-14866	6	3	the	the	DET
ajfa-14866	6	4	index	index	NOUN
ajfa-14866	6	5	effect	effect	NOUN
ajfa-14866	6	6	has	have	AUX
ajfa-14866	6	7	diminished	diminish	VERB
ajfa-14866	6	8	in	in	ADP
ajfa-14866	6	9	the	the	DET
ajfa-14866	6	10	second	second	ADJ
ajfa-14866	6	11	period	period	NOUN
ajfa-14866	6	12	.	.	PUNCT
ajfa-14866	7	1	the	the	DET
ajfa-14866	7	2	information	information	NOUN
ajfa-14866	7	3	related	relate	VERB
ajfa-14866	7	4	explanations	explanation	NOUN
ajfa-14866	7	5	dominate	dominate	VERB
ajfa-14866	7	6	in	in	ADP
ajfa-14866	7	7	the	the	DET
ajfa-14866	7	8	complete	complete	ADJ
ajfa-14866	7	9	and	and	CCONJ
ajfa-14866	7	10	first	first	ADJ
ajfa-14866	7	11	period	period	NOUN
ajfa-14866	7	12	.	.	PUNCT
ajfa-14866	8	1	the	the	DET
ajfa-14866	8	2	second	second	ADJ
ajfa-14866	8	3	period	period	NOUN
ajfa-14866	8	4	finds	find	VERB
ajfa-14866	8	5	support	support	NOUN
ajfa-14866	8	6	for	for	ADP
ajfa-14866	8	7	the	the	DET
ajfa-14866	8	8	downward	downward	ADJ
ajfa-14866	8	9	sloping	slope	VERB
ajfa-14866	8	10	demand	demand	NOUN
ajfa-14866	8	11	curve	curve	NOUN
ajfa-14866	8	12	hypothesis	hypothesis	NOUN
ajfa-14866	8	13	.	.	PUNCT
ajfa-14866	9	1	i	i	PRON
ajfa-14866	9	2	extend	extend	VERB
ajfa-14866	9	3	the	the	DET
ajfa-14866	9	4	existing	exist	VERB
ajfa-14866	9	5	literature	literature	NOUN
ajfa-14866	9	6	to	to	ADP
ajfa-14866	9	7	a	a	DET
ajfa-14866	9	8	hitherto	hitherto	NOUN
ajfa-14866	9	9	unexplored	unexplored	ADJ
ajfa-14866	9	10	new	new	ADJ
ajfa-14866	9	11	sample	sample	NOUN
ajfa-14866	9	12	period	period	NOUN
ajfa-14866	9	13	(	(	PUNCT
ajfa-14866	9	14	2010	2010	NUM
ajfa-14866	9	15	-	-	SYM
ajfa-14866	9	16	2018	2018	NUM
ajfa-14866	9	17	)	)	PUNCT
ajfa-14866	9	18	in	in	ADP
ajfa-14866	9	19	order	order	NOUN
ajfa-14866	9	20	to	to	PART
ajfa-14866	9	21	examine	examine	VERB
ajfa-14866	9	22	the	the	DET
ajfa-14866	9	23	price	price	NOUN
ajfa-14866	9	24	and	and	CCONJ
ajfa-14866	9	25	non	non	ADJ
ajfa-14866	9	26	-	-	ADJ
ajfa-14866	9	27	price	price	ADJ
ajfa-14866	9	28	effects	effect	NOUN
ajfa-14866	9	29	around	around	ADP
ajfa-14866	9	30	nifty	nifty	ADJ
ajfa-14866	9	31	index	index	NOUN
ajfa-14866	9	32	additions	addition	NOUN
ajfa-14866	9	33	.	.	PUNCT
ajfa-14866	10	1	keywords	keyword	NOUN
ajfa-14866	10	2	:	:	PUNCT
ajfa-14866	10	3	india	india	PROPN
ajfa-14866	10	4	,	,	PUNCT
ajfa-14866	10	5	financial	financial	ADJ
ajfa-14866	10	6	markets	market	NOUN
ajfa-14866	10	7	,	,	PUNCT
ajfa-14866	10	8	index	index	NOUN
ajfa-14866	10	9	inclusions	inclusion	NOUN
ajfa-14866	10	10	,	,	PUNCT
ajfa-14866	10	11	nifty	nifty	ADJ
ajfa-14866	10	12	index	index	NOUN
ajfa-14866	10	13	,	,	PUNCT
ajfa-14866	10	14	demand	demand	VERB
ajfa-14866	10	15	curves	curve	NOUN
ajfa-14866	10	16	asian	asian	ADJ
ajfa-14866	10	17	journal	journal	NOUN
ajfa-14866	10	18	of	of	ADP
ajfa-14866	10	19	finance	finance	PROPN
ajfa-14866	10	20	&	&	CCONJ
ajfa-14866	10	21	accounting	accounting	PROPN
ajfa-14866	10	22	issn	issn	PROPN
ajfa-14866	10	23	1946	1946	NUM
ajfa-14866	10	24	-	-	PUNCT
ajfa-14866	10	25	052x	052x	PROPN
ajfa-14866	10	26	2019	2019	NUM
ajfa-14866	10	27	,	,	PUNCT
ajfa-14866	10	28	vol	vol	NOUN
ajfa-14866	10	29	.	.	PROPN
ajfa-14866	10	30	11	11	NUM
ajfa-14866	10	31	,	,	PUNCT
ajfa-14866	10	32	no	no	INTJ
ajfa-14866	10	33	.	.	NOUN
ajfa-14866	10	34	1	1	NUM
ajfa-14866	10	35	308	308	NUM
ajfa-14866	10	36	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	10	37	1	1	NUM
ajfa-14866	10	38	.	.	PUNCT
ajfa-14866	11	1	introduction	introduction	NOUN
ajfa-14866	11	2	the	the	DET
ajfa-14866	11	3	index	index	NOUN
ajfa-14866	11	4	inclusion	inclusion	NOUN
ajfa-14866	11	5	effects	effect	NOUN
ajfa-14866	11	6	have	have	VERB
ajfa-14866	11	7	fascinated	fascinated	ADJ
ajfa-14866	11	8	researchers	researcher	NOUN
ajfa-14866	11	9	and	and	CCONJ
ajfa-14866	11	10	the	the	DET
ajfa-14866	11	11	price	price	NOUN
ajfa-14866	11	12	effects	effect	NOUN
ajfa-14866	11	13	are	be	AUX
ajfa-14866	11	14	well	well	ADV
ajfa-14866	11	15	documented	document	VERB
ajfa-14866	11	16	since	since	SCONJ
ajfa-14866	11	17	1986	1986	NUM
ajfa-14866	11	18	in	in	ADP
ajfa-14866	11	19	developed	develop	VERB
ajfa-14866	11	20	economies	economy	NOUN
ajfa-14866	11	21	and	and	CCONJ
ajfa-14866	11	22	since	since	SCONJ
ajfa-14866	11	23	2000	2000	NUM
ajfa-14866	11	24	in	in	ADP
ajfa-14866	11	25	the	the	DET
ajfa-14866	11	26	emerging	emerge	VERB
ajfa-14866	11	27	economies	economy	NOUN
ajfa-14866	11	28	.	.	PUNCT
ajfa-14866	12	1	the	the	DET
ajfa-14866	12	2	earlier	early	ADJ
ajfa-14866	12	3	research	research	NOUN
ajfa-14866	12	4	focused	focus	VERB
ajfa-14866	12	5	mainly	mainly	ADV
ajfa-14866	12	6	on	on	ADP
ajfa-14866	12	7	the	the	DET
ajfa-14866	12	8	price	price	NOUN
ajfa-14866	12	9	effects	effect	NOUN
ajfa-14866	12	10	,	,	PUNCT
ajfa-14866	12	11	however	however	ADV
ajfa-14866	12	12	,	,	PUNCT
ajfa-14866	12	13	the	the	DET
ajfa-14866	12	14	recent	recent	ADJ
ajfa-14866	12	15	research	research	NOUN
ajfa-14866	12	16	have	have	AUX
ajfa-14866	12	17	additionally	additionally	ADV
ajfa-14866	12	18	considered	consider	VERB
ajfa-14866	12	19	the	the	DET
ajfa-14866	12	20	non	non	ADJ
ajfa-14866	12	21	-	-	ADJ
ajfa-14866	12	22	price	price	ADJ
ajfa-14866	12	23	attributes	attribute	NOUN
ajfa-14866	12	24	like	like	ADP
ajfa-14866	12	25	liquidity	liquidity	NOUN
ajfa-14866	12	26	,	,	PUNCT
ajfa-14866	12	27	information	information	NOUN
ajfa-14866	12	28	and	and	CCONJ
ajfa-14866	12	29	other	other	ADJ
ajfa-14866	12	30	attributes	attribute	NOUN
ajfa-14866	12	31	.	.	PUNCT
ajfa-14866	13	1	the	the	DET
ajfa-14866	13	2	index	index	NOUN
ajfa-14866	13	3	inclusion	inclusion	NOUN
ajfa-14866	13	4	effect	effect	NOUN
ajfa-14866	13	5	is	be	AUX
ajfa-14866	13	6	interesting	interesting	ADJ
ajfa-14866	13	7	,	,	PUNCT
ajfa-14866	13	8	as	as	SCONJ
ajfa-14866	13	9	apparently	apparently	ADV
ajfa-14866	13	10	the	the	DET
ajfa-14866	13	11	index	index	NOUN
ajfa-14866	13	12	inclusion	inclusion	NOUN
ajfa-14866	13	13	is	be	AUX
ajfa-14866	13	14	an	an	DET
ajfa-14866	13	15	information	information	NOUN
ajfa-14866	13	16	free	free	ADJ
ajfa-14866	13	17	event	event	NOUN
ajfa-14866	13	18	because	because	SCONJ
ajfa-14866	13	19	the	the	DET
ajfa-14866	13	20	decision	decision	NOUN
ajfa-14866	13	21	to	to	PART
ajfa-14866	13	22	include	include	VERB
ajfa-14866	13	23	stocks	stock	NOUN
ajfa-14866	13	24	into	into	ADP
ajfa-14866	13	25	index	index	NOUN
ajfa-14866	13	26	is	be	AUX
ajfa-14866	13	27	made	make	VERB
ajfa-14866	13	28	using	use	VERB
ajfa-14866	13	29	publicly	publicly	ADV
ajfa-14866	13	30	available	available	ADJ
ajfa-14866	13	31	information	information	NOUN
ajfa-14866	13	32	.	.	PUNCT
ajfa-14866	14	1	if	if	SCONJ
ajfa-14866	14	2	information	information	NOUN
ajfa-14866	14	3	content	content	NOUN
ajfa-14866	14	4	is	be	AUX
ajfa-14866	14	5	not	not	PART
ajfa-14866	14	6	the	the	DET
ajfa-14866	14	7	primary	primary	ADJ
ajfa-14866	14	8	explanation	explanation	NOUN
ajfa-14866	14	9	,	,	PUNCT
ajfa-14866	14	10	it	it	PRON
ajfa-14866	14	11	provides	provide	VERB
ajfa-14866	14	12	a	a	DET
ajfa-14866	14	13	perfect	perfect	ADJ
ajfa-14866	14	14	setting	setting	NOUN
ajfa-14866	14	15	to	to	PART
ajfa-14866	14	16	examine	examine	VERB
ajfa-14866	14	17	whether	whether	SCONJ
ajfa-14866	14	18	stocks	stock	NOUN
ajfa-14866	14	19	have	have	VERB
ajfa-14866	14	20	horizontal	horizontal	ADJ
ajfa-14866	14	21	demand	demand	NOUN
ajfa-14866	14	22	curves	curve	NOUN
ajfa-14866	14	23	.	.	PUNCT
ajfa-14866	15	1	this	this	PRON
ajfa-14866	15	2	has	have	VERB
ajfa-14866	15	3	important	important	ADJ
ajfa-14866	15	4	implications	implication	NOUN
ajfa-14866	15	5	as	as	ADP
ajfa-14866	15	6	one	one	NUM
ajfa-14866	15	7	of	of	ADP
ajfa-14866	15	8	the	the	DET
ajfa-14866	15	9	key	key	ADJ
ajfa-14866	15	10	assumptions	assumption	NOUN
ajfa-14866	15	11	in	in	ADP
ajfa-14866	15	12	finance	finance	NOUN
ajfa-14866	15	13	theory	theory	NOUN
ajfa-14866	15	14	is	be	AUX
ajfa-14866	15	15	the	the	DET
ajfa-14866	15	16	horizontal	horizontal	ADJ
ajfa-14866	15	17	demand	demand	NOUN
ajfa-14866	15	18	curve	curve	NOUN
ajfa-14866	15	19	in	in	ADP
ajfa-14866	15	20	which	which	PRON
ajfa-14866	15	21	investors	investor	NOUN
ajfa-14866	15	22	can	can	AUX
ajfa-14866	15	23	buy	buy	VERB
ajfa-14866	15	24	and	and	CCONJ
ajfa-14866	15	25	sell	sell	VERB
ajfa-14866	15	26	stocks	stock	NOUN
ajfa-14866	15	27	without	without	ADP
ajfa-14866	15	28	affecting	affect	VERB
ajfa-14866	15	29	the	the	DET
ajfa-14866	15	30	price	price	NOUN
ajfa-14866	15	31	.	.	PUNCT
ajfa-14866	16	1	the	the	DET
ajfa-14866	16	2	two	two	NUM
ajfa-14866	16	3	pillars	pillar	NOUN
ajfa-14866	16	4	of	of	ADP
ajfa-14866	16	5	modern	modern	ADJ
ajfa-14866	16	6	finance	finance	NOUN
ajfa-14866	16	7	,	,	PUNCT
ajfa-14866	16	8	the	the	DET
ajfa-14866	16	9	modigliani	modigliani	PROPN
ajfa-14866	16	10	miller	miller	PROPN
ajfa-14866	16	11	theorem	theorem	PROPN
ajfa-14866	16	12	(	(	PUNCT
ajfa-14866	16	13	mm	mm	NOUN
ajfa-14866	16	14	)	)	PUNCT
ajfa-14866	16	15	(	(	PUNCT
ajfa-14866	16	16	modigliani	modigliani	PROPN
ajfa-14866	16	17	and	and	CCONJ
ajfa-14866	16	18	miller	miller	PROPN
ajfa-14866	16	19	,	,	PUNCT
ajfa-14866	16	20	1958	1958	NUM
ajfa-14866	16	21	)	)	PUNCT
ajfa-14866	16	22	and	and	CCONJ
ajfa-14866	16	23	the	the	DET
ajfa-14866	16	24	capital	capital	NOUN
ajfa-14866	16	25	asset	asset	NOUN
ajfa-14866	16	26	pricing	pricing	NOUN
ajfa-14866	16	27	models	model	NOUN
ajfa-14866	16	28	(	(	PUNCT
ajfa-14866	16	29	capm	capm	PROPN
ajfa-14866	16	30	)	)	PUNCT
ajfa-14866	16	31	(	(	PUNCT
ajfa-14866	16	32	sharpe	sharpe	NOUN
ajfa-14866	16	33	,	,	PUNCT
ajfa-14866	16	34	1964	1964	NUM
ajfa-14866	16	35	)	)	PUNCT
ajfa-14866	16	36	predict	predict	VERB
ajfa-14866	16	37	horizontal	horizontal	ADJ
ajfa-14866	16	38	demand	demand	NOUN
ajfa-14866	16	39	curves	curve	NOUN
ajfa-14866	16	40	for	for	ADP
ajfa-14866	16	41	stocks	stock	NOUN
ajfa-14866	16	42	.	.	PUNCT
ajfa-14866	17	1	the	the	DET
ajfa-14866	17	2	home	home	NOUN
ajfa-14866	17	3	leverage	leverage	NOUN
ajfa-14866	17	4	explanation	explanation	NOUN
ajfa-14866	17	5	of	of	ADP
ajfa-14866	17	6	mm	mm	PROPN
ajfa-14866	17	7	and	and	CCONJ
ajfa-14866	17	8	efficient	efficient	ADJ
ajfa-14866	17	9	market	market	NOUN
ajfa-14866	17	10	hypothesis	hypothesis	NOUN
ajfa-14866	17	11	(	(	PUNCT
ajfa-14866	17	12	emh	emh	PROPN
ajfa-14866	17	13	)	)	PUNCT
ajfa-14866	17	14	,	,	PUNCT
ajfa-14866	17	15	the	the	DET
ajfa-14866	17	16	foundation	foundation	NOUN
ajfa-14866	17	17	stone	stone	NOUN
ajfa-14866	17	18	of	of	ADP
ajfa-14866	17	19	capm	capm	PROPN
ajfa-14866	17	20	,	,	PUNCT
ajfa-14866	17	21	assume	assume	VERB
ajfa-14866	17	22	horizontal	horizontal	ADJ
ajfa-14866	17	23	demand	demand	NOUN
ajfa-14866	17	24	curves	curve	NOUN
ajfa-14866	17	25	for	for	ADP
ajfa-14866	17	26	stocks	stock	NOUN
ajfa-14866	17	27	.	.	PUNCT
ajfa-14866	18	1	if	if	SCONJ
ajfa-14866	18	2	stocks	stock	NOUN
ajfa-14866	18	3	have	have	VERB
ajfa-14866	18	4	long	long	ADJ
ajfa-14866	18	5	term	term	NOUN
ajfa-14866	18	6	downward	downward	ADJ
ajfa-14866	18	7	sloping	slope	VERB
ajfa-14866	18	8	demand	demand	NOUN
ajfa-14866	18	9	curve	curve	NOUN
ajfa-14866	18	10	(	(	PUNCT
ajfa-14866	18	11	dsdc	dsdc	NOUN
ajfa-14866	18	12	hypothesis	hypothesis	NOUN
ajfa-14866	18	13	)	)	PUNCT
ajfa-14866	18	14	,	,	PUNCT
ajfa-14866	18	15	the	the	DET
ajfa-14866	18	16	added	add	VERB
ajfa-14866	18	17	stocks	stock	NOUN
ajfa-14866	18	18	face	face	VERB
ajfa-14866	18	19	increased	increase	VERB
ajfa-14866	18	20	demand	demand	NOUN
ajfa-14866	18	21	and	and	CCONJ
ajfa-14866	18	22	buying	buy	VERB
ajfa-14866	18	23	pressure	pressure	NOUN
ajfa-14866	18	24	which	which	PRON
ajfa-14866	18	25	can	can	AUX
ajfa-14866	18	26	not	not	PART
ajfa-14866	18	27	be	be	AUX
ajfa-14866	18	28	satisfied	satisfied	ADJ
ajfa-14866	18	29	without	without	ADP
ajfa-14866	18	30	a	a	DET
ajfa-14866	18	31	shift	shift	NOUN
ajfa-14866	18	32	in	in	ADP
ajfa-14866	18	33	the	the	DET
ajfa-14866	18	34	demand	demand	NOUN
ajfa-14866	18	35	curve	curve	NOUN
ajfa-14866	18	36	,	,	PUNCT
ajfa-14866	18	37	as	as	SCONJ
ajfa-14866	18	38	stocks	stock	NOUN
ajfa-14866	18	39	are	be	AUX
ajfa-14866	18	40	not	not	PART
ajfa-14866	18	41	perfect	perfect	ADJ
ajfa-14866	18	42	substitutes	substitute	NOUN
ajfa-14866	18	43	.	.	PUNCT
ajfa-14866	19	1	then	then	ADV
ajfa-14866	19	2	the	the	DET
ajfa-14866	19	3	price	price	NOUN
ajfa-14866	19	4	effects	effect	NOUN
ajfa-14866	19	5	following	follow	VERB
ajfa-14866	19	6	index	index	NOUN
ajfa-14866	19	7	additions	addition	NOUN
ajfa-14866	19	8	should	should	AUX
ajfa-14866	19	9	be	be	AUX
ajfa-14866	19	10	permanent	permanent	ADJ
ajfa-14866	19	11	as	as	SCONJ
ajfa-14866	19	12	evidenced	evidence	VERB
ajfa-14866	19	13	by	by	ADP
ajfa-14866	19	14	shleifer	shleifer	NOUN
ajfa-14866	19	15	(	(	PUNCT
ajfa-14866	19	16	1986	1986	NUM
ajfa-14866	19	17	)	)	PUNCT
ajfa-14866	19	18	,	,	PUNCT
ajfa-14866	19	19	lynch	lynch	PROPN
ajfa-14866	19	20	and	and	CCONJ
ajfa-14866	19	21	mendenhall	mendenhall	NOUN
ajfa-14866	19	22	(	(	PUNCT
ajfa-14866	19	23	1987	1987	NUM
ajfa-14866	19	24	)	)	PUNCT
ajfa-14866	19	25	and	and	CCONJ
ajfa-14866	19	26	wurgler	wurgler	NOUN
ajfa-14866	19	27	and	and	CCONJ
ajfa-14866	19	28	zhuravskya	zhuravskya	PROPN
ajfa-14866	19	29	(	(	PUNCT
ajfa-14866	19	30	2002	2002	NUM
ajfa-14866	19	31	)	)	PUNCT
ajfa-14866	19	32	.	.	PUNCT
ajfa-14866	20	1	the	the	DET
ajfa-14866	20	2	short	short	ADJ
ajfa-14866	20	3	run	run	VERB
ajfa-14866	20	4	downward	downward	ADJ
ajfa-14866	20	5	sloping	sloping	NOUN
ajfa-14866	20	6	curve	curve	NOUN
ajfa-14866	20	7	implies	imply	VERB
ajfa-14866	20	8	that	that	SCONJ
ajfa-14866	20	9	the	the	DET
ajfa-14866	20	10	price	price	NOUN
ajfa-14866	20	11	effects	effect	NOUN
ajfa-14866	20	12	are	be	AUX
ajfa-14866	20	13	due	due	ADJ
ajfa-14866	20	14	to	to	ADP
ajfa-14866	20	15	the	the	DET
ajfa-14866	20	16	short	short	ADJ
ajfa-14866	20	17	term	term	NOUN
ajfa-14866	20	18	demand	demand	NOUN
ajfa-14866	20	19	of	of	ADP
ajfa-14866	20	20	the	the	DET
ajfa-14866	20	21	index	index	NOUN
ajfa-14866	20	22	funds	fund	NOUN
ajfa-14866	20	23	tracking	track	VERB
ajfa-14866	20	24	the	the	DET
ajfa-14866	20	25	index	index	NOUN
ajfa-14866	20	26	.	.	PUNCT
ajfa-14866	21	1	the	the	DET
ajfa-14866	21	2	stock	stock	NOUN
ajfa-14866	21	3	prices	price	NOUN
ajfa-14866	21	4	will	will	AUX
ajfa-14866	21	5	revert	revert	VERB
ajfa-14866	21	6	back	back	ADV
ajfa-14866	21	7	to	to	ADP
ajfa-14866	21	8	its	its	PRON
ajfa-14866	21	9	original	original	ADJ
ajfa-14866	21	10	level	level	NOUN
ajfa-14866	21	11	once	once	SCONJ
ajfa-14866	21	12	the	the	DET
ajfa-14866	21	13	index	index	NOUN
ajfa-14866	21	14	funds	fund	NOUN
ajfa-14866	21	15	complete	complete	VERB
ajfa-14866	21	16	their	their	PRON
ajfa-14866	21	17	portfolio	portfolio	NOUN
ajfa-14866	21	18	rebalancing	rebalancing	NOUN
ajfa-14866	21	19	to	to	PART
ajfa-14866	21	20	track	track	VERB
ajfa-14866	21	21	the	the	DET
ajfa-14866	21	22	index	index	NOUN
ajfa-14866	21	23	(	(	PUNCT
ajfa-14866	21	24	price	price	NOUN
ajfa-14866	21	25	pressure	pressure	NOUN
ajfa-14866	21	26	hypothesis	hypothesis	NOUN
ajfa-14866	21	27	,	,	PUNCT
ajfa-14866	21	28	pph	pph	PROPN
ajfa-14866	21	29	)	)	PUNCT
ajfa-14866	21	30	.	.	PUNCT
ajfa-14866	22	1	the	the	DET
ajfa-14866	22	2	evidence	evidence	NOUN
ajfa-14866	22	3	by	by	ADP
ajfa-14866	22	4	harris	harris	PROPN
ajfa-14866	22	5	and	and	CCONJ
ajfa-14866	22	6	gurel	gurel	PROPN
ajfa-14866	22	7	(	(	PUNCT
ajfa-14866	22	8	1986	1986	NUM
ajfa-14866	22	9	)	)	PUNCT
ajfa-14866	22	10	and	and	CCONJ
ajfa-14866	22	11	vespro	vespro	ADJ
ajfa-14866	22	12	(	(	PUNCT
ajfa-14866	22	13	2006	2006	NUM
ajfa-14866	22	14	)	)	PUNCT
ajfa-14866	22	15	is	be	AUX
ajfa-14866	22	16	consistent	consistent	ADJ
ajfa-14866	22	17	with	with	ADP
ajfa-14866	22	18	this	this	DET
ajfa-14866	22	19	hypothesis	hypothesis	NOUN
ajfa-14866	22	20	.	.	PUNCT
ajfa-14866	23	1	the	the	DET
ajfa-14866	23	2	price	price	NOUN
ajfa-14866	23	3	effects	effect	NOUN
ajfa-14866	23	4	following	follow	VERB
ajfa-14866	23	5	index	index	NOUN
ajfa-14866	23	6	additions	addition	NOUN
ajfa-14866	23	7	,	,	PUNCT
ajfa-14866	23	8	however	however	ADV
ajfa-14866	23	9	,	,	PUNCT
ajfa-14866	23	10	are	be	AUX
ajfa-14866	23	11	also	also	ADV
ajfa-14866	23	12	consistent	consistent	ADJ
ajfa-14866	23	13	with	with	ADP
ajfa-14866	23	14	horizontal	horizontal	ADJ
ajfa-14866	23	15	demand	demand	NOUN
ajfa-14866	23	16	curves	curve	NOUN
ajfa-14866	23	17	,	,	PUNCT
ajfa-14866	23	18	if	if	SCONJ
ajfa-14866	23	19	the	the	DET
ajfa-14866	23	20	price	price	NOUN
ajfa-14866	23	21	effects	effect	NOUN
ajfa-14866	23	22	are	be	AUX
ajfa-14866	23	23	due	due	ADJ
ajfa-14866	23	24	to	to	PART
ajfa-14866	23	25	increase	increase	VERB
ajfa-14866	23	26	in	in	ADP
ajfa-14866	23	27	expected	expect	VERB
ajfa-14866	23	28	cash	cash	NOUN
ajfa-14866	23	29	flow	flow	NOUN
ajfa-14866	23	30	or	or	CCONJ
ajfa-14866	23	31	due	due	ADP
ajfa-14866	23	32	to	to	ADP
ajfa-14866	23	33	reduction	reduction	NOUN
ajfa-14866	23	34	in	in	ADP
ajfa-14866	23	35	the	the	DET
ajfa-14866	23	36	discount	discount	NOUN
ajfa-14866	23	37	rate	rate	NOUN
ajfa-14866	23	38	.	.	PUNCT
ajfa-14866	24	1	the	the	DET
ajfa-14866	24	2	increase	increase	NOUN
ajfa-14866	24	3	in	in	ADP
ajfa-14866	24	4	expected	expect	VERB
ajfa-14866	24	5	cash	cash	NOUN
ajfa-14866	24	6	flow	flow	NOUN
ajfa-14866	24	7	can	can	AUX
ajfa-14866	24	8	happen	happen	VERB
ajfa-14866	24	9	if	if	SCONJ
ajfa-14866	24	10	index	index	NOUN
ajfa-14866	24	11	additions	addition	NOUN
ajfa-14866	24	12	convey	convey	VERB
ajfa-14866	24	13	positive	positive	ADJ
ajfa-14866	24	14	information	information	NOUN
ajfa-14866	24	15	about	about	ADP
ajfa-14866	24	16	the	the	DET
ajfa-14866	24	17	prospects	prospect	NOUN
ajfa-14866	24	18	of	of	ADP
ajfa-14866	24	19	the	the	DET
ajfa-14866	24	20	firm	firm	NOUN
ajfa-14866	24	21	(	(	PUNCT
ajfa-14866	24	22	certification	certification	NOUN
ajfa-14866	24	23	hypothesis	hypothesis	NOUN
ajfa-14866	24	24	,	,	PUNCT
ajfa-14866	24	25	jain	jain	PROPN
ajfa-14866	24	26	(	(	PUNCT
ajfa-14866	24	27	1987	1987	NUM
ajfa-14866	24	28	)	)	PUNCT
ajfa-14866	24	29	and	and	CCONJ
ajfa-14866	24	30	dhillon	dhillon	PROPN
ajfa-14866	24	31	and	and	CCONJ
ajfa-14866	24	32	johnson	johnson	PROPN
ajfa-14866	24	33	(	(	PUNCT
ajfa-14866	24	34	1991	1991	NUM
ajfa-14866	24	35	)	)	PUNCT
ajfa-14866	24	36	)	)	PUNCT
ajfa-14866	24	37	.	.	PUNCT
ajfa-14866	25	1	next	next	ADJ
ajfa-14866	25	2	,	,	PUNCT
ajfa-14866	25	3	investor	investor	NOUN
ajfa-14866	25	4	awareness	awareness	NOUN
ajfa-14866	25	5	or	or	CCONJ
ajfa-14866	25	6	greater	great	ADJ
ajfa-14866	25	7	interest	interest	NOUN
ajfa-14866	25	8	in	in	ADP
ajfa-14866	25	9	the	the	DET
ajfa-14866	25	10	stocks	stock	NOUN
ajfa-14866	25	11	added	add	VERB
ajfa-14866	25	12	to	to	ADP
ajfa-14866	25	13	an	an	DET
ajfa-14866	25	14	index	index	NOUN
ajfa-14866	25	15	could	could	AUX
ajfa-14866	25	16	be	be	AUX
ajfa-14866	25	17	the	the	DET
ajfa-14866	25	18	reason	reason	NOUN
ajfa-14866	25	19	for	for	ADP
ajfa-14866	25	20	increase	increase	NOUN
ajfa-14866	25	21	in	in	ADP
ajfa-14866	25	22	expected	expect	VERB
ajfa-14866	25	23	cash	cash	NOUN
ajfa-14866	25	24	flow	flow	NOUN
ajfa-14866	25	25	if	if	SCONJ
ajfa-14866	25	26	companies	company	NOUN
ajfa-14866	25	27	are	be	AUX
ajfa-14866	25	28	forced	force	VERB
ajfa-14866	25	29	to	to	PART
ajfa-14866	25	30	become	become	VERB
ajfa-14866	25	31	more	more	ADV
ajfa-14866	25	32	efficient	efficient	ADJ
ajfa-14866	25	33	due	due	ADP
ajfa-14866	25	34	to	to	ADP
ajfa-14866	25	35	increased	increase	VERB
ajfa-14866	25	36	monitoring	monitoring	NOUN
ajfa-14866	25	37	by	by	ADP
ajfa-14866	25	38	investors	investor	NOUN
ajfa-14866	25	39	and	and	CCONJ
ajfa-14866	25	40	analysts	analyst	NOUN
ajfa-14866	25	41	(	(	PUNCT
ajfa-14866	25	42	denis	denis	PROPN
ajfa-14866	25	43	et	et	PROPN
ajfa-14866	25	44	al	al	PROPN
ajfa-14866	25	45	.	.	PROPN
ajfa-14866	26	1	(	(	PUNCT
ajfa-14866	26	2	2003	2003	NUM
ajfa-14866	26	3	)	)	PUNCT
ajfa-14866	26	4	and	and	CCONJ
ajfa-14866	26	5	chen	chen	PROPN
ajfa-14866	26	6	et	et	PROPN
ajfa-14866	26	7	al	al	PROPN
ajfa-14866	26	8	.	.	PROPN
ajfa-14866	27	1	(	(	PUNCT
ajfa-14866	27	2	2004	2004	NUM
ajfa-14866	27	3	)	)	PUNCT
ajfa-14866	27	4	.	.	PUNCT
ajfa-14866	28	1	the	the	DET
ajfa-14866	28	2	decrease	decrease	NOUN
ajfa-14866	28	3	in	in	ADP
ajfa-14866	28	4	discount	discount	NOUN
ajfa-14866	28	5	rate	rate	NOUN
ajfa-14866	28	6	can	can	AUX
ajfa-14866	28	7	happen	happen	VERB
ajfa-14866	28	8	if	if	SCONJ
ajfa-14866	28	9	liquidity	liquidity	NOUN
ajfa-14866	28	10	improves	improve	VERB
ajfa-14866	28	11	post	post	NOUN
ajfa-14866	28	12	index	index	NOUN
ajfa-14866	28	13	addition	addition	NOUN
ajfa-14866	28	14	.	.	PUNCT
ajfa-14866	29	1	increased	increase	VERB
ajfa-14866	29	2	interest	interest	NOUN
ajfa-14866	29	3	in	in	ADP
ajfa-14866	29	4	index	index	NOUN
ajfa-14866	29	5	stocks	stock	NOUN
ajfa-14866	29	6	may	may	AUX
ajfa-14866	29	7	cause	cause	VERB
ajfa-14866	29	8	more	more	ADV
ajfa-14866	29	9	efficient	efficient	ADJ
ajfa-14866	29	10	information	information	NOUN
ajfa-14866	29	11	production	production	NOUN
ajfa-14866	29	12	leading	lead	VERB
ajfa-14866	29	13	to	to	ADP
ajfa-14866	29	14	reduced	reduce	VERB
ajfa-14866	29	15	information	information	NOUN
ajfa-14866	29	16	asymmetry	asymmetry	NOUN
ajfa-14866	29	17	and	and	CCONJ
ajfa-14866	29	18	consequently	consequently	ADV
ajfa-14866	29	19	improved	improve	VERB
ajfa-14866	29	20	liquidity	liquidity	NOUN
ajfa-14866	29	21	(	(	PUNCT
ajfa-14866	29	22	amihud	amihud	PROPN
ajfa-14866	29	23	and	and	CCONJ
ajfa-14866	29	24	mendelson	mendelson	PROPN
ajfa-14866	29	25	(	(	PUNCT
ajfa-14866	29	26	1986	1986	NUM
ajfa-14866	29	27	)	)	PUNCT
ajfa-14866	29	28	,	,	PUNCT
ajfa-14866	29	29	chen	chen	PROPN
ajfa-14866	29	30	et	et	PROPN
ajfa-14866	29	31	al	al	PROPN
ajfa-14866	29	32	.	.	PROPN
ajfa-14866	30	1	(	(	PUNCT
ajfa-14866	30	2	2003	2003	NUM
ajfa-14866	30	3	)	)	PUNCT
ajfa-14866	30	4	and	and	CCONJ
ajfa-14866	30	5	hradzil	hradzil	VERB
ajfa-14866	30	6	et	et	PROPN
ajfa-14866	30	7	al	al	PROPN
ajfa-14866	30	8	.	.	PUNCT
ajfa-14866	31	1	(	(	PUNCT
ajfa-14866	31	2	2007	2007	NUM
ajfa-14866	31	3	)	)	PUNCT
ajfa-14866	31	4	)	)	PUNCT
ajfa-14866	31	5	.	.	PUNCT
ajfa-14866	32	1	emh	emh	PROPN
ajfa-14866	32	2	asserts	assert	VERB
ajfa-14866	32	3	that	that	SCONJ
ajfa-14866	32	4	all	all	DET
ajfa-14866	32	5	information	information	NOUN
ajfa-14866	32	6	,	,	PUNCT
ajfa-14866	32	7	both	both	CCONJ
ajfa-14866	32	8	public	public	ADJ
ajfa-14866	32	9	and	and	CCONJ
ajfa-14866	32	10	private	private	ADJ
ajfa-14866	32	11	,	,	PUNCT
ajfa-14866	32	12	is	be	AUX
ajfa-14866	32	13	reflected	reflect	VERB
ajfa-14866	32	14	in	in	ADP
ajfa-14866	32	15	the	the	DET
ajfa-14866	32	16	stock	stock	NOUN
ajfa-14866	32	17	prices	price	NOUN
ajfa-14866	32	18	quickly	quickly	ADV
ajfa-14866	32	19	.	.	PUNCT
ajfa-14866	33	1	the	the	DET
ajfa-14866	33	2	implication	implication	NOUN
ajfa-14866	33	3	is	be	AUX
ajfa-14866	33	4	that	that	SCONJ
ajfa-14866	33	5	active	active	ADJ
ajfa-14866	33	6	portfolio	portfolio	NOUN
ajfa-14866	33	7	management	management	NOUN
ajfa-14866	33	8	is	be	AUX
ajfa-14866	33	9	useless	useless	ADJ
ajfa-14866	33	10	,	,	PUNCT
ajfa-14866	33	11	as	as	SCONJ
ajfa-14866	33	12	it	it	PRON
ajfa-14866	33	13	will	will	AUX
ajfa-14866	33	14	be	be	AUX
ajfa-14866	33	15	impossible	impossible	ADJ
ajfa-14866	33	16	to	to	PART
ajfa-14866	33	17	use	use	VERB
ajfa-14866	33	18	the	the	DET
ajfa-14866	33	19	information	information	NOUN
ajfa-14866	33	20	to	to	PART
ajfa-14866	33	21	make	make	VERB
ajfa-14866	33	22	consistent	consistent	ADJ
ajfa-14866	33	23	economic	economic	ADJ
ajfa-14866	33	24	gains	gain	NOUN
ajfa-14866	33	25	.	.	PUNCT
ajfa-14866	34	1	the	the	DET
ajfa-14866	34	2	ascendancy	ascendancy	NOUN
ajfa-14866	34	3	of	of	ADP
ajfa-14866	34	4	this	this	DET
ajfa-14866	34	5	paradigm	paradigm	NOUN
ajfa-14866	34	6	caused	cause	VERB
ajfa-14866	34	7	a	a	DET
ajfa-14866	34	8	shift	shift	NOUN
ajfa-14866	34	9	from	from	ADP
ajfa-14866	34	10	the	the	DET
ajfa-14866	34	11	active	active	ADJ
ajfa-14866	34	12	to	to	ADP
ajfa-14866	34	13	passive	passive	ADJ
ajfa-14866	34	14	investment	investment	NOUN
ajfa-14866	34	15	strategies	strategy	NOUN
ajfa-14866	34	16	like	like	ADP
ajfa-14866	34	17	the	the	DET
ajfa-14866	34	18	index	index	NOUN
ajfa-14866	34	19	funds	fund	NOUN
ajfa-14866	34	20	.	.	PUNCT
ajfa-14866	35	1	consequently	consequently	ADV
ajfa-14866	35	2	,	,	PUNCT
ajfa-14866	35	3	this	this	PRON
ajfa-14866	35	4	could	could	AUX
ajfa-14866	35	5	lead	lead	VERB
ajfa-14866	35	6	to	to	ADP
ajfa-14866	35	7	buying	buy	VERB
ajfa-14866	35	8	and	and	CCONJ
ajfa-14866	35	9	selling	sell	VERB
ajfa-14866	35	10	pressure	pressure	NOUN
ajfa-14866	35	11	during	during	ADP
ajfa-14866	35	12	index	index	NOUN
ajfa-14866	35	13	revisions	revision	NOUN
ajfa-14866	35	14	leading	lead	VERB
ajfa-14866	35	15	to	to	ADP
ajfa-14866	35	16	asian	asian	ADJ
ajfa-14866	35	17	journal	journal	NOUN
ajfa-14866	35	18	of	of	ADP
ajfa-14866	35	19	finance	finance	PROPN
ajfa-14866	35	20	&	&	CCONJ
ajfa-14866	35	21	accounting	accounting	PROPN
ajfa-14866	35	22	issn	issn	PROPN
ajfa-14866	35	23	1946	1946	NUM
ajfa-14866	35	24	-	-	PUNCT
ajfa-14866	35	25	052x	052x	PROPN
ajfa-14866	35	26	2019	2019	NUM
ajfa-14866	35	27	,	,	PUNCT
ajfa-14866	35	28	vol	vol	NOUN
ajfa-14866	35	29	.	.	PROPN
ajfa-14866	35	30	11	11	NUM
ajfa-14866	35	31	,	,	PUNCT
ajfa-14866	35	32	no	no	INTJ
ajfa-14866	35	33	.	.	NOUN
ajfa-14866	35	34	1	1	NUM
ajfa-14866	35	35	309	309	NUM
ajfa-14866	35	36	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	35	37	significant	significant	ADJ
ajfa-14866	35	38	price	price	NOUN
ajfa-14866	35	39	effects	effect	NOUN
ajfa-14866	35	40	.	.	PUNCT
ajfa-14866	36	1	further	far	ADV
ajfa-14866	36	2	,	,	PUNCT
ajfa-14866	36	3	emh	emh	PROPN
ajfa-14866	36	4	asserts	assert	VERB
ajfa-14866	36	5	that	that	SCONJ
ajfa-14866	36	6	all	all	DET
ajfa-14866	36	7	public	public	ADJ
ajfa-14866	36	8	information	information	NOUN
ajfa-14866	36	9	will	will	AUX
ajfa-14866	36	10	be	be	AUX
ajfa-14866	36	11	quickly	quickly	ADV
ajfa-14866	36	12	and	and	CCONJ
ajfa-14866	36	13	correctly	correctly	ADV
ajfa-14866	36	14	incorporated	incorporate	VERB
ajfa-14866	36	15	in	in	ADP
ajfa-14866	36	16	the	the	DET
ajfa-14866	36	17	stock	stock	NOUN
ajfa-14866	36	18	prices	price	NOUN
ajfa-14866	36	19	.	.	PUNCT
ajfa-14866	37	1	hence	hence	ADV
ajfa-14866	37	2	,	,	PUNCT
ajfa-14866	37	3	the	the	DET
ajfa-14866	37	4	index	index	NOUN
ajfa-14866	37	5	addition	addition	NOUN
ajfa-14866	37	6	announcements	announcement	NOUN
ajfa-14866	37	7	,	,	PUNCT
ajfa-14866	37	8	made	make	VERB
ajfa-14866	37	9	with	with	ADP
ajfa-14866	37	10	public	public	ADJ
ajfa-14866	37	11	available	available	ADJ
ajfa-14866	37	12	information	information	NOUN
ajfa-14866	37	13	,	,	PUNCT
ajfa-14866	37	14	should	should	AUX
ajfa-14866	37	15	not	not	PART
ajfa-14866	37	16	have	have	VERB
ajfa-14866	37	17	any	any	DET
ajfa-14866	37	18	impact	impact	NOUN
ajfa-14866	37	19	on	on	ADP
ajfa-14866	37	20	the	the	DET
ajfa-14866	37	21	prices	price	NOUN
ajfa-14866	37	22	.	.	PUNCT
ajfa-14866	38	1	even	even	ADV
ajfa-14866	38	2	if	if	SCONJ
ajfa-14866	38	3	we	we	PRON
ajfa-14866	38	4	assume	assume	VERB
ajfa-14866	38	5	information	information	NOUN
ajfa-14866	38	6	content	content	NOUN
ajfa-14866	38	7	in	in	ADP
ajfa-14866	38	8	index	index	NOUN
ajfa-14866	38	9	additions	addition	NOUN
ajfa-14866	38	10	,	,	PUNCT
ajfa-14866	38	11	the	the	DET
ajfa-14866	38	12	information	information	NOUN
ajfa-14866	38	13	should	should	AUX
ajfa-14866	38	14	be	be	AUX
ajfa-14866	38	15	quickly	quickly	ADV
ajfa-14866	38	16	reflected	reflect	VERB
ajfa-14866	38	17	in	in	ADP
ajfa-14866	38	18	the	the	DET
ajfa-14866	38	19	prices	price	NOUN
ajfa-14866	38	20	.	.	PUNCT
ajfa-14866	39	1	therefore	therefore	ADV
ajfa-14866	39	2	,	,	PUNCT
ajfa-14866	39	3	this	this	DET
ajfa-14866	39	4	empirical	empirical	ADJ
ajfa-14866	39	5	examination	examination	NOUN
ajfa-14866	39	6	also	also	ADV
ajfa-14866	39	7	has	have	VERB
ajfa-14866	39	8	implications	implication	NOUN
ajfa-14866	39	9	for	for	ADP
ajfa-14866	39	10	the	the	DET
ajfa-14866	39	11	market	market	NOUN
ajfa-14866	39	12	efficiency	efficiency	NOUN
ajfa-14866	39	13	in	in	ADP
ajfa-14866	39	14	the	the	DET
ajfa-14866	39	15	indian	indian	ADJ
ajfa-14866	39	16	stock	stock	NOUN
ajfa-14866	39	17	market	market	NOUN
ajfa-14866	39	18	.	.	PUNCT
ajfa-14866	40	1	these	these	DET
ajfa-14866	40	2	studies	study	NOUN
ajfa-14866	40	3	on	on	ADP
ajfa-14866	40	4	index	index	NOUN
ajfa-14866	40	5	inclusion	inclusion	NOUN
ajfa-14866	40	6	,	,	PUNCT
ajfa-14866	40	7	providing	provide	VERB
ajfa-14866	40	8	clarity	clarity	NOUN
ajfa-14866	40	9	on	on	ADP
ajfa-14866	40	10	the	the	DET
ajfa-14866	40	11	price	price	NOUN
ajfa-14866	40	12	and	and	CCONJ
ajfa-14866	40	13	non	non	ADJ
ajfa-14866	40	14	-	-	ADJ
ajfa-14866	40	15	price	price	ADJ
ajfa-14866	40	16	effects	effect	NOUN
ajfa-14866	40	17	,	,	PUNCT
ajfa-14866	40	18	have	have	VERB
ajfa-14866	40	19	important	important	ADJ
ajfa-14866	40	20	implications	implication	NOUN
ajfa-14866	40	21	for	for	ADP
ajfa-14866	40	22	both	both	CCONJ
ajfa-14866	40	23	the	the	DET
ajfa-14866	40	24	investors	investor	NOUN
ajfa-14866	40	25	,	,	PUNCT
ajfa-14866	40	26	investment	investment	NOUN
ajfa-14866	40	27	managers	manager	NOUN
ajfa-14866	40	28	and	and	CCONJ
ajfa-14866	40	29	corporate	corporate	ADJ
ajfa-14866	40	30	finance	finance	NOUN
ajfa-14866	40	31	managers	manager	NOUN
ajfa-14866	40	32	alike	alike	ADV
ajfa-14866	40	33	.	.	PUNCT
ajfa-14866	41	1	further	far	ADV
ajfa-14866	41	2	,	,	PUNCT
ajfa-14866	41	3	the	the	DET
ajfa-14866	41	4	managers	manager	NOUN
ajfa-14866	41	5	of	of	ADP
ajfa-14866	41	6	companies	company	NOUN
ajfa-14866	41	7	can	can	AUX
ajfa-14866	41	8	prioritise	prioritise	VERB
ajfa-14866	41	9	their	their	PRON
ajfa-14866	41	10	choices	choice	NOUN
ajfa-14866	41	11	and	and	CCONJ
ajfa-14866	41	12	decision	decision	NOUN
ajfa-14866	41	13	-	-	PUNCT
ajfa-14866	41	14	making	making	NOUN
ajfa-14866	41	15	depending	depend	VERB
ajfa-14866	41	16	on	on	ADP
ajfa-14866	41	17	its	its	PRON
ajfa-14866	41	18	impact	impact	NOUN
ajfa-14866	41	19	and	and	CCONJ
ajfa-14866	41	20	importance	importance	NOUN
ajfa-14866	41	21	.	.	PUNCT
ajfa-14866	42	1	this	this	DET
ajfa-14866	42	2	study	study	NOUN
ajfa-14866	42	3	examines	examine	VERB
ajfa-14866	42	4	the	the	DET
ajfa-14866	42	5	price	price	NOUN
ajfa-14866	42	6	and	and	CCONJ
ajfa-14866	42	7	trading	trading	NOUN
ajfa-14866	42	8	volume	volume	NOUN
ajfa-14866	42	9	changes	change	NOUN
ajfa-14866	42	10	in	in	ADP
ajfa-14866	42	11	the	the	DET
ajfa-14866	42	12	nifty	nifty	ADJ
ajfa-14866	42	13	index	index	NOUN
ajfa-14866	42	14	constituents	constituent	NOUN
ajfa-14866	42	15	using	use	VERB
ajfa-14866	42	16	a	a	DET
ajfa-14866	42	17	sample	sample	NOUN
ajfa-14866	42	18	of	of	ADP
ajfa-14866	42	19	50	50	NUM
ajfa-14866	42	20	index	index	NOUN
ajfa-14866	42	21	additions	addition	NOUN
ajfa-14866	42	22	for	for	ADP
ajfa-14866	42	23	the	the	DET
ajfa-14866	42	24	complete	complete	ADJ
ajfa-14866	42	25	period	period	NOUN
ajfa-14866	42	26	between	between	ADP
ajfa-14866	42	27	april	april	PROPN
ajfa-14866	42	28	2000	2000	NUM
ajfa-14866	42	29	and	and	CCONJ
ajfa-14866	42	30	march	march	PROPN
ajfa-14866	42	31	2018	2018	NUM
ajfa-14866	42	32	.	.	PUNCT
ajfa-14866	43	1	also	also	ADV
ajfa-14866	43	2	,	,	PUNCT
ajfa-14866	43	3	the	the	DET
ajfa-14866	43	4	full	full	ADJ
ajfa-14866	43	5	sample	sample	NOUN
ajfa-14866	43	6	is	be	AUX
ajfa-14866	43	7	further	far	ADV
ajfa-14866	43	8	divided	divide	VERB
ajfa-14866	43	9	into	into	ADP
ajfa-14866	43	10	sub	sub	NOUN
ajfa-14866	43	11	periods	period	NOUN
ajfa-14866	43	12	namely	namely	ADV
ajfa-14866	43	13	,	,	PUNCT
ajfa-14866	43	14	march	march	PROPN
ajfa-14866	43	15	2000	2000	NUM
ajfa-14866	43	16	to	to	ADP
ajfa-14866	43	17	december	december	PROPN
ajfa-14866	43	18	2009	2009	NUM
ajfa-14866	43	19	and	and	CCONJ
ajfa-14866	43	20	january	january	PROPN
ajfa-14866	43	21	2010	2010	NUM
ajfa-14866	43	22	to	to	ADP
ajfa-14866	43	23	march	march	PROPN
ajfa-14866	43	24	2018	2018	NUM
ajfa-14866	43	25	in	in	ADP
ajfa-14866	43	26	order	order	NOUN
ajfa-14866	43	27	to	to	PART
ajfa-14866	43	28	examine	examine	VERB
ajfa-14866	43	29	the	the	DET
ajfa-14866	43	30	price	price	NOUN
ajfa-14866	43	31	and	and	CCONJ
ajfa-14866	43	32	trading	trading	NOUN
ajfa-14866	43	33	volume	volume	NOUN
ajfa-14866	43	34	changes	change	NOUN
ajfa-14866	43	35	in	in	ADP
ajfa-14866	43	36	the	the	DET
ajfa-14866	43	37	sub	sub	NOUN
ajfa-14866	43	38	periods	period	NOUN
ajfa-14866	43	39	and	and	CCONJ
ajfa-14866	43	40	delineate	delineate	VERB
ajfa-14866	43	41	the	the	DET
ajfa-14866	43	42	various	various	ADJ
ajfa-14866	43	43	explanations	explanation	NOUN
ajfa-14866	43	44	surrounding	surround	VERB
ajfa-14866	43	45	index	index	NOUN
ajfa-14866	43	46	additions	addition	NOUN
ajfa-14866	43	47	in	in	ADP
ajfa-14866	43	48	the	the	DET
ajfa-14866	43	49	subperiods	subperiod	NOUN
ajfa-14866	43	50	.	.	PUNCT
ajfa-14866	44	1	the	the	DET
ajfa-14866	44	2	objective	objective	NOUN
ajfa-14866	44	3	of	of	ADP
ajfa-14866	44	4	this	this	DET
ajfa-14866	44	5	study	study	NOUN
ajfa-14866	44	6	is	be	AUX
ajfa-14866	44	7	to	to	PART
ajfa-14866	44	8	conduct	conduct	VERB
ajfa-14866	44	9	a	a	DET
ajfa-14866	44	10	comprehensive	comprehensive	ADJ
ajfa-14866	44	11	empirical	empirical	ADJ
ajfa-14866	44	12	examination	examination	NOUN
ajfa-14866	44	13	of	of	ADP
ajfa-14866	44	14	the	the	DET
ajfa-14866	44	15	s&p	s&p	PROPN
ajfa-14866	44	16	cnx	cnx	PROPN
ajfa-14866	44	17	nifty	nifty	ADJ
ajfa-14866	44	18	index	index	NOUN
ajfa-14866	44	19	additions	addition	NOUN
ajfa-14866	44	20	from	from	ADP
ajfa-14866	44	21	2000	2000	NUM
ajfa-14866	44	22	to	to	ADP
ajfa-14866	44	23	2018	2018	NUM
ajfa-14866	44	24	focusing	focus	VERB
ajfa-14866	44	25	on	on	ADP
ajfa-14866	44	26	both	both	CCONJ
ajfa-14866	44	27	the	the	DET
ajfa-14866	44	28	price	price	NOUN
ajfa-14866	44	29	and	and	CCONJ
ajfa-14866	44	30	non	non	ADJ
ajfa-14866	44	31	-	-	ADJ
ajfa-14866	44	32	price	price	ADJ
ajfa-14866	44	33	effects	effect	NOUN
ajfa-14866	44	34	and	and	CCONJ
ajfa-14866	44	35	the	the	DET
ajfa-14866	44	36	explanations	explanation	NOUN
ajfa-14866	44	37	surrounding	surround	VERB
ajfa-14866	44	38	them	they	PRON
ajfa-14866	44	39	.	.	PUNCT
ajfa-14866	45	1	the	the	DET
ajfa-14866	45	2	article	article	NOUN
ajfa-14866	45	3	proceeds	proceed	VERB
ajfa-14866	45	4	as	as	SCONJ
ajfa-14866	45	5	follows	follow	VERB
ajfa-14866	45	6	,	,	PUNCT
ajfa-14866	45	7	the	the	DET
ajfa-14866	45	8	next	next	ADJ
ajfa-14866	45	9	section	section	NOUN
ajfa-14866	45	10	reviews	review	VERB
ajfa-14866	45	11	the	the	DET
ajfa-14866	45	12	literature	literature	NOUN
ajfa-14866	45	13	so	so	ADV
ajfa-14866	45	14	far	far	ADV
ajfa-14866	45	15	and	and	CCONJ
ajfa-14866	45	16	develops	develop	VERB
ajfa-14866	45	17	the	the	DET
ajfa-14866	45	18	hypothesis	hypothesis	NOUN
ajfa-14866	45	19	.	.	PUNCT
ajfa-14866	46	1	the	the	DET
ajfa-14866	46	2	third	third	ADJ
ajfa-14866	46	3	section	section	NOUN
ajfa-14866	46	4	details	detail	VERB
ajfa-14866	46	5	the	the	DET
ajfa-14866	46	6	data	datum	NOUN
ajfa-14866	46	7	and	and	CCONJ
ajfa-14866	46	8	methodology	methodology	NOUN
ajfa-14866	46	9	.	.	PUNCT
ajfa-14866	47	1	the	the	DET
ajfa-14866	47	2	fourth	fourth	ADJ
ajfa-14866	47	3	section	section	NOUN
ajfa-14866	47	4	reports	report	NOUN
ajfa-14866	47	5	and	and	CCONJ
ajfa-14866	47	6	discusses	discuss	VERB
ajfa-14866	47	7	the	the	DET
ajfa-14866	47	8	results	result	NOUN
ajfa-14866	47	9	of	of	ADP
ajfa-14866	47	10	the	the	DET
ajfa-14866	47	11	comprehensive	comprehensive	ADJ
ajfa-14866	47	12	empirical	empirical	ADJ
ajfa-14866	47	13	investigation	investigation	NOUN
ajfa-14866	47	14	.	.	PUNCT
ajfa-14866	48	1	the	the	DET
ajfa-14866	48	2	fifth	fifth	ADJ
ajfa-14866	48	3	section	section	NOUN
ajfa-14866	48	4	concludes	conclude	VERB
ajfa-14866	48	5	.	.	PUNCT
ajfa-14866	49	1	2	2	X
ajfa-14866	49	2	.	.	X
ajfa-14866	49	3	literature	literature	NOUN
ajfa-14866	49	4	review	review	VERB
ajfa-14866	49	5	the	the	DET
ajfa-14866	49	6	prior	prior	ADJ
ajfa-14866	49	7	research	research	NOUN
ajfa-14866	49	8	has	have	AUX
ajfa-14866	49	9	evidenced	evidence	VERB
ajfa-14866	49	10	significant	significant	ADJ
ajfa-14866	49	11	price	price	NOUN
ajfa-14866	49	12	and	and	CCONJ
ajfa-14866	49	13	non	non	ADJ
ajfa-14866	49	14	-	-	ADJ
ajfa-14866	49	15	price	price	ADJ
ajfa-14866	49	16	effects	effect	NOUN
ajfa-14866	49	17	on	on	ADP
ajfa-14866	49	18	the	the	DET
ajfa-14866	49	19	announcement	announcement	NOUN
ajfa-14866	49	20	day	day	NOUN
ajfa-14866	49	21	(	(	PUNCT
ajfa-14866	49	22	ad	ad	NOUN
ajfa-14866	49	23	)	)	PUNCT
ajfa-14866	49	24	and	and	CCONJ
ajfa-14866	49	25	the	the	DET
ajfa-14866	49	26	effective	effective	ADJ
ajfa-14866	49	27	date	date	NOUN
ajfa-14866	49	28	of	of	ADP
ajfa-14866	49	29	inclusion	inclusion	NOUN
ajfa-14866	49	30	(	(	PUNCT
ajfa-14866	49	31	ed	ed	NOUN
ajfa-14866	49	32	)	)	PUNCT
ajfa-14866	49	33	.	.	PUNCT
ajfa-14866	50	1	the	the	DET
ajfa-14866	50	2	explanations	explanation	NOUN
ajfa-14866	50	3	for	for	ADP
ajfa-14866	50	4	those	those	DET
ajfa-14866	50	5	effects	effect	NOUN
ajfa-14866	50	6	can	can	AUX
ajfa-14866	50	7	be	be	AUX
ajfa-14866	50	8	divided	divide	VERB
ajfa-14866	50	9	into	into	ADP
ajfa-14866	50	10	two	two	NUM
ajfa-14866	50	11	broad	broad	ADJ
ajfa-14866	50	12	categories	category	NOUN
ajfa-14866	50	13	namely	namely	ADV
ajfa-14866	50	14	,	,	PUNCT
ajfa-14866	50	15	information	information	NOUN
ajfa-14866	50	16	related	relate	VERB
ajfa-14866	50	17	theories	theory	NOUN
ajfa-14866	50	18	and	and	CCONJ
ajfa-14866	50	19	the	the	DET
ajfa-14866	50	20	demand	demand	NOUN
ajfa-14866	50	21	related	relate	VERB
ajfa-14866	50	22	theories	theory	NOUN
ajfa-14866	50	23	,	,	PUNCT
ajfa-14866	50	24	based	base	VERB
ajfa-14866	50	25	on	on	ADP
ajfa-14866	50	26	the	the	DET
ajfa-14866	50	27	assumption	assumption	NOUN
ajfa-14866	50	28	of	of	ADP
ajfa-14866	50	29	information	information	NOUN
ajfa-14866	50	30	content	content	NOUN
ajfa-14866	50	31	.	.	PUNCT
ajfa-14866	51	1	shliefer	shliefer	NOUN
ajfa-14866	51	2	(	(	PUNCT
ajfa-14866	51	3	1986	1986	NUM
ajfa-14866	51	4	)	)	PUNCT
ajfa-14866	51	5	and	and	CCONJ
ajfa-14866	51	6	harris	harris	PROPN
ajfa-14866	51	7	and	and	CCONJ
ajfa-14866	51	8	gurel	gurel	PROPN
ajfa-14866	51	9	(	(	PUNCT
ajfa-14866	51	10	1986	1986	NUM
ajfa-14866	51	11	)	)	PUNCT
ajfa-14866	51	12	are	be	AUX
ajfa-14866	51	13	the	the	DET
ajfa-14866	51	14	two	two	NUM
ajfa-14866	51	15	pioneering	pioneer	VERB
ajfa-14866	51	16	studies	study	NOUN
ajfa-14866	51	17	which	which	PRON
ajfa-14866	51	18	contributed	contribute	VERB
ajfa-14866	51	19	to	to	ADP
ajfa-14866	51	20	the	the	DET
ajfa-14866	51	21	basic	basic	ADJ
ajfa-14866	51	22	research	research	NOUN
ajfa-14866	51	23	design	design	NOUN
ajfa-14866	51	24	,	,	PUNCT
ajfa-14866	51	25	methodology	methodology	NOUN
ajfa-14866	51	26	and	and	CCONJ
ajfa-14866	51	27	empirical	empirical	ADJ
ajfa-14866	51	28	techniques	technique	NOUN
ajfa-14866	51	29	to	to	PART
ajfa-14866	51	30	analyse	analyse	VERB
ajfa-14866	51	31	index	index	NOUN
ajfa-14866	51	32	addition	addition	NOUN
ajfa-14866	51	33	and	and	CCONJ
ajfa-14866	51	34	are	be	AUX
ajfa-14866	51	35	used	use	VERB
ajfa-14866	51	36	by	by	ADP
ajfa-14866	51	37	the	the	DET
ajfa-14866	51	38	researchers	researcher	NOUN
ajfa-14866	51	39	till	till	SCONJ
ajfa-14866	51	40	date	date	NOUN
ajfa-14866	51	41	.	.	PUNCT
ajfa-14866	52	1	shleifer	shleifer	PROPN
ajfa-14866	52	2	(	(	PUNCT
ajfa-14866	52	3	1986	1986	NUM
ajfa-14866	52	4	)	)	PUNCT
ajfa-14866	52	5	analysed	analyse	VERB
ajfa-14866	52	6	s&p	s&p	PROPN
ajfa-14866	52	7	500	500	NUM
ajfa-14866	52	8	additions	addition	NOUN
ajfa-14866	52	9	for	for	ADP
ajfa-14866	52	10	the	the	DET
ajfa-14866	52	11	1976	1976	NUM
ajfa-14866	52	12	-	-	SYM
ajfa-14866	52	13	1983	1983	NUM
ajfa-14866	52	14	period	period	NOUN
ajfa-14866	52	15	and	and	CCONJ
ajfa-14866	52	16	evidenced	evidence	VERB
ajfa-14866	52	17	a	a	DET
ajfa-14866	52	18	permanent	permanent	ADJ
ajfa-14866	52	19	increase	increase	NOUN
ajfa-14866	52	20	of	of	ADP
ajfa-14866	52	21	3	3	NUM
ajfa-14866	52	22	%	%	NOUN
ajfa-14866	52	23	on	on	ADP
ajfa-14866	52	24	the	the	DET
ajfa-14866	52	25	announcement	announcement	NOUN
ajfa-14866	52	26	day	day	NOUN
ajfa-14866	52	27	which	which	PRON
ajfa-14866	52	28	persisted	persist	VERB
ajfa-14866	52	29	till	till	SCONJ
ajfa-14866	52	30	at	at	ADV
ajfa-14866	52	31	least	least	ADV
ajfa-14866	52	32	20	20	NUM
ajfa-14866	52	33	days	day	NOUN
ajfa-14866	52	34	after	after	ADP
ajfa-14866	52	35	inclusion	inclusion	NOUN
ajfa-14866	52	36	.	.	PUNCT
ajfa-14866	53	1	shleifer	shleifer	PROPN
ajfa-14866	53	2	(	(	PUNCT
ajfa-14866	53	3	1986	1986	NUM
ajfa-14866	53	4	)	)	PUNCT
ajfa-14866	53	5	found	find	VERB
ajfa-14866	53	6	support	support	NOUN
ajfa-14866	53	7	for	for	ADP
ajfa-14866	53	8	the	the	DET
ajfa-14866	53	9	dsdc	dsdc	NOUN
ajfa-14866	53	10	hypothesis	hypothesis	NOUN
ajfa-14866	53	11	which	which	PRON
ajfa-14866	53	12	was	be	AUX
ajfa-14866	53	13	later	later	ADV
ajfa-14866	53	14	supported	support	VERB
ajfa-14866	53	15	by	by	ADP
ajfa-14866	53	16	the	the	DET
ajfa-14866	53	17	lynch	lynch	NOUN
ajfa-14866	53	18	and	and	CCONJ
ajfa-14866	53	19	mendenhall	mendenhall	NOUN
ajfa-14866	53	20	(	(	PUNCT
ajfa-14866	53	21	1997	1997	NUM
ajfa-14866	53	22	)	)	PUNCT
ajfa-14866	53	23	and	and	CCONJ
ajfa-14866	53	24	wurgler	wurgler	NOUN
ajfa-14866	53	25	and	and	CCONJ
ajfa-14866	53	26	zhuravskaya	zhuravskaya	NOUN
ajfa-14866	53	27	(	(	PUNCT
ajfa-14866	53	28	2002	2002	NUM
ajfa-14866	53	29	)	)	PUNCT
ajfa-14866	53	30	.	.	PUNCT
ajfa-14866	54	1	harris	harris	PROPN
ajfa-14866	54	2	and	and	CCONJ
ajfa-14866	54	3	gurel	gurel	PROPN
ajfa-14866	54	4	(	(	PUNCT
ajfa-14866	54	5	1986	1986	NUM
ajfa-14866	54	6	)	)	PUNCT
ajfa-14866	54	7	examined	examine	VERB
ajfa-14866	54	8	the	the	DET
ajfa-14866	54	9	s&p	s&p	PROPN
ajfa-14866	54	10	500	500	NUM
ajfa-14866	54	11	additions	addition	NOUN
ajfa-14866	54	12	for	for	ADP
ajfa-14866	54	13	the	the	DET
ajfa-14866	54	14	1976	1976	NUM
ajfa-14866	54	15	-	-	SYM
ajfa-14866	54	16	1983	1983	NUM
ajfa-14866	54	17	period	period	NOUN
ajfa-14866	54	18	,	,	PUNCT
ajfa-14866	54	19	evidenced	evidence	VERB
ajfa-14866	54	20	a	a	DET
ajfa-14866	54	21	price	price	NOUN
ajfa-14866	54	22	increase	increase	NOUN
ajfa-14866	54	23	to	to	ADP
ajfa-14866	54	24	the	the	DET
ajfa-14866	54	25	tune	tune	NOUN
ajfa-14866	54	26	of	of	ADP
ajfa-14866	54	27	3.13	3.13	NUM
ajfa-14866	54	28	%	%	NOUN
ajfa-14866	54	29	post	post	NOUN
ajfa-14866	54	30	addition	addition	NOUN
ajfa-14866	54	31	and	and	CCONJ
ajfa-14866	54	32	documented	document	VERB
ajfa-14866	54	33	a	a	DET
ajfa-14866	54	34	systematic	systematic	ADJ
ajfa-14866	54	35	reversal	reversal	NOUN
ajfa-14866	54	36	in	in	ADP
ajfa-14866	54	37	support	support	NOUN
ajfa-14866	54	38	of	of	ADP
ajfa-14866	54	39	price	price	NOUN
ajfa-14866	54	40	pressure	pressure	NOUN
ajfa-14866	54	41	hypothesis	hypothesis	NOUN
ajfa-14866	54	42	.	.	PUNCT
ajfa-14866	55	1	elliot	elliot	PROPN
ajfa-14866	55	2	et	et	PROPN
ajfa-14866	55	3	al	al	PROPN
ajfa-14866	55	4	.	.	PROPN
ajfa-14866	56	1	(	(	PUNCT
ajfa-14866	56	2	2006	2006	NUM
ajfa-14866	56	3	)	)	PUNCT
ajfa-14866	56	4	analysing	analyse	VERB
ajfa-14866	56	5	the	the	DET
ajfa-14866	56	6	s&p	s&p	PROPN
ajfa-14866	56	7	500	500	NUM
ajfa-14866	56	8	additions	addition	NOUN
ajfa-14866	56	9	and	and	CCONJ
ajfa-14866	56	10	mase	mase	PROPN
ajfa-14866	56	11	(	(	PUNCT
ajfa-14866	56	12	2002	2002	NUM
ajfa-14866	56	13	)	)	PUNCT
ajfa-14866	56	14	studying	study	VERB
ajfa-14866	56	15	ftse	ftse	NOUN
ajfa-14866	56	16	100	100	NUM
ajfa-14866	56	17	inclusions	inclusion	NOUN
ajfa-14866	56	18	also	also	ADV
ajfa-14866	56	19	found	find	VERB
ajfa-14866	56	20	evidence	evidence	NOUN
ajfa-14866	56	21	in	in	ADP
ajfa-14866	56	22	support	support	NOUN
ajfa-14866	56	23	of	of	ADP
ajfa-14866	56	24	price	price	NOUN
ajfa-14866	56	25	pressure	pressure	NOUN
ajfa-14866	56	26	hypothesis	hypothesis	NOUN
ajfa-14866	56	27	.	.	PUNCT
ajfa-14866	57	1	in	in	ADP
ajfa-14866	57	2	the	the	DET
ajfa-14866	57	3	recent	recent	ADJ
ajfa-14866	57	4	studies	study	NOUN
ajfa-14866	57	5	on	on	ADP
ajfa-14866	57	6	the	the	DET
ajfa-14866	57	7	index	index	NOUN
ajfa-14866	57	8	revisions	revision	NOUN
ajfa-14866	57	9	,	,	PUNCT
ajfa-14866	57	10	hacibedel	hacibedel	PROPN
ajfa-14866	57	11	&	&	CCONJ
ajfa-14866	57	12	bommel	bommel	PROPN
ajfa-14866	57	13	(	(	PUNCT
ajfa-14866	57	14	2007	2007	NUM
ajfa-14866	57	15	)	)	PUNCT
ajfa-14866	57	16	,	,	PUNCT
ajfa-14866	57	17	daya	daya	PROPN
ajfa-14866	57	18	et	et	PROPN
ajfa-14866	57	19	al	al	PROPN
ajfa-14866	57	20	.	.	PROPN
ajfa-14866	57	21	(	(	PUNCT
ajfa-14866	57	22	2012	2012	NUM
ajfa-14866	57	23	)	)	PUNCT
ajfa-14866	57	24	and	and	CCONJ
ajfa-14866	57	25	kamal	kamal	PROPN
ajfa-14866	57	26	(	(	PUNCT
ajfa-14866	57	27	2014	2014	NUM
ajfa-14866	57	28	)	)	PUNCT
ajfa-14866	57	29	found	find	VERB
ajfa-14866	57	30	support	support	NOUN
ajfa-14866	57	31	for	for	ADP
ajfa-14866	57	32	the	the	DET
ajfa-14866	57	33	information	information	NOUN
ajfa-14866	57	34	based	base	VERB
ajfa-14866	57	35	theories	theory	NOUN
ajfa-14866	57	36	.	.	PUNCT
ajfa-14866	58	1	while	while	SCONJ
ajfa-14866	58	2	vespro	vespro	ADJ
ajfa-14866	58	3	(	(	PUNCT
ajfa-14866	58	4	2006	2006	NUM
ajfa-14866	58	5	)	)	PUNCT
ajfa-14866	58	6	,	,	PUNCT
ajfa-14866	58	7	asian	asian	ADJ
ajfa-14866	58	8	journal	journal	NOUN
ajfa-14866	58	9	of	of	ADP
ajfa-14866	58	10	finance	finance	PROPN
ajfa-14866	58	11	&	&	CCONJ
ajfa-14866	58	12	accounting	accounting	PROPN
ajfa-14866	58	13	issn	issn	PROPN
ajfa-14866	58	14	1946	1946	NUM
ajfa-14866	58	15	-	-	PUNCT
ajfa-14866	58	16	052x	052x	PROPN
ajfa-14866	58	17	2019	2019	NUM
ajfa-14866	58	18	,	,	PUNCT
ajfa-14866	58	19	vol	vol	NOUN
ajfa-14866	58	20	.	.	PROPN
ajfa-14866	58	21	11	11	NUM
ajfa-14866	58	22	,	,	PUNCT
ajfa-14866	58	23	no	no	INTJ
ajfa-14866	58	24	.	.	NOUN
ajfa-14866	58	25	1	1	NUM
ajfa-14866	58	26	310	310	NUM
ajfa-14866	58	27	ajfa.macrothink.org	ajfa.macrothink.org	PROPN
ajfa-14866	58	28	miller	miller	PROPN
ajfa-14866	58	29	&	&	CCONJ
ajfa-14866	58	30	ward	ward	PROPN
ajfa-14866	58	31	(	(	PUNCT
ajfa-14866	58	32	2015	2015	NUM
ajfa-14866	58	33	)	)	PUNCT
ajfa-14866	58	34	and	and	CCONJ
ajfa-14866	58	35	wang	wang	PROPN
ajfa-14866	58	36	et	et	PROPN
ajfa-14866	58	37	al	al	PROPN
ajfa-14866	58	38	.	.	PROPN
ajfa-14866	59	1	(	(	PUNCT
ajfa-14866	59	2	2015	2015	NUM
ajfa-14866	59	3	)	)	PUNCT
ajfa-14866	59	4	found	find	VERB
ajfa-14866	59	5	support	support	NOUN
ajfa-14866	59	6	for	for	ADP
ajfa-14866	59	7	the	the	DET
ajfa-14866	59	8	price	price	NOUN
ajfa-14866	59	9	pressure	pressure	NOUN
ajfa-14866	59	10	hypothesis	hypothesis	NOUN
ajfa-14866	59	11	,	,	PUNCT
ajfa-14866	59	12	cai	cai	PROPN
ajfa-14866	59	13	and	and	CCONJ
ajfa-14866	59	14	houge	houge	PROPN
ajfa-14866	59	15	(	(	PUNCT
ajfa-14866	59	16	2008	2008	NUM
ajfa-14866	59	17	)	)	PUNCT
ajfa-14866	59	18	and	and	CCONJ
ajfa-14866	59	19	fernandes	fernande	NOUN
ajfa-14866	59	20	and	and	CCONJ
ajfa-14866	59	21	mergulhao	mergulhao	ADJ
ajfa-14866	59	22	(	(	PUNCT
ajfa-14866	59	23	2016	2016	NUM
ajfa-14866	59	24	)	)	PUNCT
ajfa-14866	59	25	found	find	VERB
ajfa-14866	59	26	support	support	NOUN
ajfa-14866	59	27	for	for	ADP
ajfa-14866	59	28	the	the	DET
ajfa-14866	59	29	dsdc	dsdc	NOUN
ajfa-14866	59	30	hypothesis	hypothesis	NOUN
ajfa-14866	59	31	.	.	PUNCT
ajfa-14866	60	1	a	a	DET
ajfa-14866	60	2	few	few	ADJ
ajfa-14866	60	3	studies	study	NOUN
ajfa-14866	60	4	in	in	ADP
ajfa-14866	60	5	the	the	DET
ajfa-14866	60	6	developed	develop	VERB
ajfa-14866	60	7	markets	market	NOUN
ajfa-14866	60	8	have	have	AUX
ajfa-14866	60	9	evidenced	evidence	VERB
ajfa-14866	60	10	declining	decline	VERB
ajfa-14866	60	11	index	index	NOUN
ajfa-14866	60	12	effects	effect	NOUN
ajfa-14866	60	13	in	in	ADP
ajfa-14866	60	14	the	the	DET
ajfa-14866	60	15	recent	recent	ADJ
ajfa-14866	60	16	period	period	NOUN
ajfa-14866	60	17	,	,	PUNCT
ajfa-14866	60	18	soe	soe	PROPN
ajfa-14866	60	19	and	and	CCONJ
ajfa-14866	60	20	dash	dash	NOUN
ajfa-14866	60	21	(	(	PUNCT
ajfa-14866	60	22	2008	2008	NUM
ajfa-14866	60	23	)	)	PUNCT
ajfa-14866	60	24	,	,	PUNCT
ajfa-14866	60	25	kamal	kamal	PROPN
ajfa-14866	60	26	(	(	PUNCT
ajfa-14866	60	27	2014	2014	NUM
ajfa-14866	60	28	)	)	PUNCT
ajfa-14866	60	29	.	.	PUNCT
ajfa-14866	61	1	the	the	DET
ajfa-14866	61	2	studies	study	NOUN
ajfa-14866	61	3	focusing	focus	VERB
ajfa-14866	61	4	on	on	ADP
ajfa-14866	61	5	nifty	nifty	ADJ
ajfa-14866	61	6	index	index	NOUN
ajfa-14866	61	7	additions	addition	NOUN
ajfa-14866	61	8	in	in	ADP
ajfa-14866	61	9	the	the	DET
ajfa-14866	61	10	indian	indian	ADJ
ajfa-14866	61	11	market	market	NOUN
ajfa-14866	61	12	is	be	AUX
ajfa-14866	61	13	quite	quite	ADV
ajfa-14866	61	14	limited	limited	ADJ
ajfa-14866	61	15	.	.	PUNCT
ajfa-14866	62	1	the	the	DET
ajfa-14866	62	2	studies	study	NOUN
ajfa-14866	62	3	could	could	AUX
ajfa-14866	62	4	be	be	AUX
ajfa-14866	62	5	classified	classify	VERB
ajfa-14866	62	6	into	into	ADP
ajfa-14866	62	7	two	two	NUM
ajfa-14866	62	8	categories	category	NOUN
ajfa-14866	62	9	based	base	VERB
ajfa-14866	62	10	on	on	ADP
ajfa-14866	62	11	whether	whether	SCONJ
ajfa-14866	62	12	they	they	PRON
ajfa-14866	62	13	evidence	evidence	VERB
ajfa-14866	62	14	permanent	permanent	ADJ
ajfa-14866	62	15	effects	effect	NOUN
ajfa-14866	62	16	or	or	CCONJ
ajfa-14866	62	17	not	not	PART
ajfa-14866	62	18	.	.	PUNCT
ajfa-14866	63	1	the	the	DET
ajfa-14866	63	2	studies	study	NOUN
ajfa-14866	63	3	evidencing	evidence	VERB
ajfa-14866	63	4	lack	lack	NOUN
ajfa-14866	63	5	of	of	ADP
ajfa-14866	63	6	permanent	permanent	ADJ
ajfa-14866	63	7	effects	effect	NOUN
ajfa-14866	63	8	are	be	AUX
ajfa-14866	63	9	rahman	rahman	NOUN
ajfa-14866	63	10	and	and	CCONJ
ajfa-14866	63	11	rajib	rajib	NOUN
ajfa-14866	63	12	(	(	PUNCT
ajfa-14866	63	13	2014	2014	NUM
ajfa-14866	63	14	)	)	PUNCT
ajfa-14866	63	15	analysed	analyse	VERB
ajfa-14866	63	16	the	the	DET
ajfa-14866	63	17	price	price	NOUN
ajfa-14866	63	18	and	and	CCONJ
ajfa-14866	63	19	volume	volume	NOUN
ajfa-14866	63	20	effects	effect	NOUN
ajfa-14866	63	21	of	of	ADP
ajfa-14866	63	22	companies	company	NOUN
ajfa-14866	63	23	included	include	VERB
ajfa-14866	63	24	and	and	CCONJ
ajfa-14866	63	25	excluded	exclude	VERB
ajfa-14866	63	26	for	for	ADP
ajfa-14866	63	27	the	the	DET
ajfa-14866	63	28	nifty	nifty	ADJ
ajfa-14866	63	29	index	index	NOUN
ajfa-14866	63	30	during	during	ADP
ajfa-14866	63	31	the	the	DET
ajfa-14866	63	32	2008	2008	NUM
ajfa-14866	63	33	-	-	SYM
ajfa-14866	63	34	2010	2010	NUM
ajfa-14866	63	35	period	period	NOUN
ajfa-14866	63	36	,	,	PUNCT
ajfa-14866	63	37	found	find	VERB
ajfa-14866	63	38	evidence	evidence	NOUN
ajfa-14866	63	39	for	for	ADP
ajfa-14866	63	40	short	short	ADJ
ajfa-14866	63	41	term	term	NOUN
ajfa-14866	63	42	effects	effect	NOUN
ajfa-14866	63	43	for	for	ADP
ajfa-14866	63	44	both	both	CCONJ
ajfa-14866	63	45	the	the	DET
ajfa-14866	63	46	announcement	announcement	NOUN
ajfa-14866	63	47	day	day	NOUN
ajfa-14866	63	48	and	and	CCONJ
ajfa-14866	63	49	inclusion	inclusion	NOUN
ajfa-14866	63	50	day	day	NOUN
ajfa-14866	63	51	providing	provide	VERB
ajfa-14866	63	52	support	support	NOUN
ajfa-14866	63	53	to	to	ADP
ajfa-14866	63	54	pph	pph	PROPN
ajfa-14866	63	55	.	.	PUNCT
ajfa-14866	64	1	kumar	kumar	PROPN
ajfa-14866	64	2	(	(	PUNCT
ajfa-14866	64	3	2003	2003	NUM
ajfa-14866	64	4	)	)	PUNCT
ajfa-14866	64	5	evidenced	evidence	VERB
ajfa-14866	64	6	results	result	NOUN
ajfa-14866	64	7	similar	similar	ADJ
ajfa-14866	64	8	to	to	ADP
ajfa-14866	64	9	rahman	rahman	PROPN
ajfa-14866	64	10	and	and	CCONJ
ajfa-14866	64	11	rajib	rajib	NOUN
ajfa-14866	64	12	(	(	PUNCT
ajfa-14866	64	13	2014	2014	NUM
ajfa-14866	64	14	)	)	PUNCT
ajfa-14866	64	15	findings	finding	NOUN
ajfa-14866	64	16	.	.	PUNCT
ajfa-14866	65	1	however	however	ADV
ajfa-14866	65	2	,	,	PUNCT
ajfa-14866	65	3	parthasarathy	parthasarathy	PROPN
ajfa-14866	65	4	,	,	PUNCT
ajfa-14866	65	5	s.	s.	PROPN
ajfa-14866	65	6	(	(	PUNCT
ajfa-14866	65	7	2010	2010	NUM
ajfa-14866	65	8	)	)	PUNCT
ajfa-14866	65	9	,	,	PUNCT
ajfa-14866	65	10	examined	examine	VERB
ajfa-14866	65	11	the	the	DET
ajfa-14866	65	12	nifty	nifty	ADJ
ajfa-14866	65	13	index	index	NOUN
ajfa-14866	65	14	addition	addition	NOUN
ajfa-14866	65	15	between	between	ADP
ajfa-14866	65	16	1999	1999	NUM
ajfa-14866	65	17	and	and	CCONJ
ajfa-14866	65	18	2010	2010	NUM
ajfa-14866	65	19	,	,	PUNCT
ajfa-14866	65	20	and	and	CCONJ
ajfa-14866	65	21	evidenced	evidence	VERB
ajfa-14866	65	22	permanent	permanent	ADJ
ajfa-14866	65	23	abnormal	abnormal	ADJ
ajfa-14866	65	24	returns	return	NOUN
ajfa-14866	65	25	to	to	ADP
ajfa-14866	65	26	the	the	DET
ajfa-14866	65	27	tune	tune	NOUN
ajfa-14866	65	28	of	of	ADP
ajfa-14866	65	29	4.90	4.90	NUM
ajfa-14866	65	30	%	%	NOUN
ajfa-14866	65	31	.	.	PUNCT
ajfa-14866	66	1	but	but	CCONJ
ajfa-14866	66	2	the	the	DET
ajfa-14866	66	3	evidence	evidence	NOUN
ajfa-14866	66	4	for	for	ADP
ajfa-14866	66	5	permanent	permanent	ADJ
ajfa-14866	66	6	abnormal	abnormal	ADJ
ajfa-14866	66	7	volume	volume	NOUN
ajfa-14866	66	8	was	be	AUX
ajfa-14866	66	9	limited	limited	ADJ
ajfa-14866	66	10	.	.	PUNCT
ajfa-14866	67	1	this	this	DET
ajfa-14866	67	2	study	study	NOUN
ajfa-14866	67	3	found	find	VERB
ajfa-14866	67	4	support	support	NOUN
ajfa-14866	67	5	for	for	ADP
ajfa-14866	67	6	information	information	NOUN
ajfa-14866	67	7	related	relate	VERB
ajfa-14866	67	8	explanations	explanation	NOUN
ajfa-14866	67	9	.	.	PUNCT
ajfa-14866	68	1	chakrabarti	chakrabarti	PROPN
ajfa-14866	68	2	et	et	PROPN
ajfa-14866	68	3	al	al	PROPN
ajfa-14866	68	4	(	(	PUNCT
ajfa-14866	68	5	2005	2005	NUM
ajfa-14866	68	6	)	)	PUNCT
ajfa-14866	68	7	studied	study	VERB
ajfa-14866	68	8	additions	addition	NOUN
ajfa-14866	68	9	to	to	ADP
ajfa-14866	68	10	msci	msci	PROPN
ajfa-14866	68	11	india	india	PROPN
ajfa-14866	68	12	standard	standard	PROPN
ajfa-14866	68	13	index	index	NOUN
ajfa-14866	68	14	during	during	ADP
ajfa-14866	68	15	the	the	DET
ajfa-14866	68	16	1998	1998	NUM
ajfa-14866	68	17	-	-	SYM
ajfa-14866	68	18	2000	2000	NUM
ajfa-14866	68	19	period	period	NOUN
ajfa-14866	68	20	and	and	CCONJ
ajfa-14866	68	21	evidenced	evidence	VERB
ajfa-14866	68	22	permanent	permanent	ADJ
ajfa-14866	68	23	abnormal	abnormal	ADJ
ajfa-14866	68	24	returns	return	NOUN
ajfa-14866	68	25	post	post	VERB
ajfa-14866	68	26	announcement	announcement	NOUN
ajfa-14866	68	27	to	to	ADP
ajfa-14866	68	28	the	the	DET
ajfa-14866	68	29	tune	tune	NOUN
ajfa-14866	68	30	of	of	ADP
ajfa-14866	68	31	4.17	4.17	NUM
ajfa-14866	68	32	%	%	NOUN
ajfa-14866	68	33	and	and	CCONJ
ajfa-14866	68	34	found	find	VERB
ajfa-14866	68	35	support	support	NOUN
ajfa-14866	68	36	for	for	ADP
ajfa-14866	68	37	the	the	DET
ajfa-14866	68	38	information	information	NOUN
ajfa-14866	68	39	based	base	VERB
ajfa-14866	68	40	theories	theory	NOUN
ajfa-14866	68	41	.	.	PUNCT
ajfa-14866	69	1	the	the	DET
ajfa-14866	69	2	literature	literature	NOUN
ajfa-14866	69	3	review	review	NOUN
ajfa-14866	69	4	brings	bring	VERB
ajfa-14866	69	5	out	out	ADP
ajfa-14866	69	6	three	three	NUM
ajfa-14866	69	7	important	important	ADJ
ajfa-14866	69	8	points	point	NOUN
ajfa-14866	69	9	;	;	PUNCT
ajfa-14866	69	10	the	the	DET
ajfa-14866	69	11	empirical	empirical	ADJ
ajfa-14866	69	12	methodologies	methodology	NOUN
ajfa-14866	69	13	and	and	CCONJ
ajfa-14866	69	14	varying	vary	VERB
ajfa-14866	69	15	explanation	explanation	NOUN
ajfa-14866	69	16	in	in	ADP
ajfa-14866	69	17	such	such	ADJ
ajfa-14866	69	18	studies	study	NOUN
ajfa-14866	69	19	,	,	PUNCT
ajfa-14866	69	20	the	the	DET
ajfa-14866	69	21	importance	importance	NOUN
ajfa-14866	69	22	and	and	CCONJ
ajfa-14866	69	23	continuing	continue	VERB
ajfa-14866	69	24	interest	interest	NOUN
ajfa-14866	69	25	in	in	ADP
ajfa-14866	69	26	index	index	NOUN
ajfa-14866	69	27	revision	revision	NOUN
ajfa-14866	69	28	effects	effect	NOUN
ajfa-14866	69	29	across	across	ADP
ajfa-14866	69	30	the	the	DET
ajfa-14866	69	31	world	world	NOUN
ajfa-14866	69	32	and	and	CCONJ
ajfa-14866	69	33	the	the	DET
ajfa-14866	69	34	conflicting	conflict	VERB
ajfa-14866	69	35	evidence	evidence	NOUN
ajfa-14866	69	36	with	with	ADP
ajfa-14866	69	37	regard	regard	NOUN
ajfa-14866	69	38	to	to	ADP
ajfa-14866	69	39	the	the	DET
ajfa-14866	69	40	price	price	NOUN
ajfa-14866	69	41	effects	effect	NOUN
ajfa-14866	69	42	in	in	ADP
ajfa-14866	69	43	the	the	DET
ajfa-14866	69	44	indian	indian	ADJ
ajfa-14866	69	45	nifty	nifty	ADJ
ajfa-14866	69	46	additions	addition	NOUN
ajfa-14866	69	47	.	.	PUNCT
ajfa-14866	70	1	though	though	SCONJ
ajfa-14866	70	2	the	the	DET
ajfa-14866	70	3	sample	sample	NOUN
ajfa-14866	70	4	was	be	AUX
ajfa-14866	70	5	more	more	ADV
ajfa-14866	70	6	or	or	CCONJ
ajfa-14866	70	7	less	less	ADV
ajfa-14866	70	8	similar	similar	ADJ
ajfa-14866	70	9	,	,	PUNCT
ajfa-14866	70	10	as	as	SCONJ
ajfa-14866	70	11	all	all	DET
ajfa-14866	70	12	the	the	DET
ajfa-14866	70	13	indian	indian	ADJ
ajfa-14866	70	14	studies	study	NOUN
ajfa-14866	70	15	have	have	AUX
ajfa-14866	70	16	predominantly	predominantly	ADV
ajfa-14866	70	17	studied	study	VERB
ajfa-14866	70	18	the	the	DET
ajfa-14866	70	19	1999	1999	NUM
ajfa-14866	70	20	-	-	SYM
ajfa-14866	70	21	2009	2009	NUM
ajfa-14866	70	22	period	period	NOUN
ajfa-14866	70	23	,	,	PUNCT
ajfa-14866	70	24	the	the	DET
ajfa-14866	70	25	conflicting	conflict	VERB
ajfa-14866	70	26	evidence	evidence	NOUN
ajfa-14866	70	27	and	and	CCONJ
ajfa-14866	70	28	the	the	DET
ajfa-14866	70	29	varying	vary	VERB
ajfa-14866	70	30	explanations	explanation	NOUN
ajfa-14866	70	31	might	might	AUX
ajfa-14866	70	32	be	be	AUX
ajfa-14866	70	33	due	due	ADJ
ajfa-14866	70	34	to	to	ADP
ajfa-14866	70	35	the	the	DET
ajfa-14866	70	36	choice	choice	NOUN
ajfa-14866	70	37	of	of	ADP
ajfa-14866	70	38	the	the	DET
ajfa-14866	70	39	methodology	methodology	NOUN
ajfa-14866	70	40	and	and	CCONJ
ajfa-14866	70	41	the	the	DET
ajfa-14866	70	42	market	market	NOUN
ajfa-14866	70	43	index	index	NOUN
ajfa-14866	70	44	.	.	PUNCT
ajfa-14866	71	1	this	this	DET
ajfa-14866	71	2	study	study	NOUN
ajfa-14866	71	3	intends	intend	VERB
ajfa-14866	71	4	to	to	PART
ajfa-14866	71	5	resolve	resolve	VERB
ajfa-14866	71	6	this	this	DET
ajfa-14866	71	7	debate	debate	NOUN
ajfa-14866	71	8	by	by	ADP
ajfa-14866	71	9	conducting	conduct	VERB
ajfa-14866	71	10	a	a	DET
ajfa-14866	71	11	comprehensive	comprehensive	ADJ
ajfa-14866	71	12	examination	examination	NOUN
ajfa-14866	71	13	of	of	ADP
ajfa-14866	71	14	the	the	DET
ajfa-14866	71	15	price	price	NOUN
ajfa-14866	71	16	and	and	CCONJ
ajfa-14866	71	17	non	non	ADJ
ajfa-14866	71	18	-	-	ADJ
ajfa-14866	71	19	price	price	ADJ
ajfa-14866	71	20	effects	effect	NOUN
ajfa-14866	71	21	in	in	ADP
ajfa-14866	71	22	the	the	DET
ajfa-14866	71	23	2000	2000	NUM
ajfa-14866	71	24	-2009	-2009	NOUN
ajfa-14866	71	25	period	period	NOUN
ajfa-14866	71	26	.	.	PUNCT
ajfa-14866	72	1	this	this	DET
ajfa-14866	72	2	study	study	NOUN
ajfa-14866	72	3	also	also	ADV
ajfa-14866	72	4	makes	make	VERB
ajfa-14866	72	5	an	an	DET
ajfa-14866	72	6	important	important	ADJ
ajfa-14866	72	7	contribution	contribution	NOUN
ajfa-14866	72	8	by	by	ADP
ajfa-14866	72	9	extending	extend	VERB
ajfa-14866	72	10	the	the	DET
ajfa-14866	72	11	literature	literature	NOUN
ajfa-14866	72	12	to	to	ADP
ajfa-14866	72	13	the	the	DET
ajfa-14866	72	14	hitherto	hitherto	NOUN
ajfa-14866	72	15	unexplored	unexplore	VERB
ajfa-14866	72	16	recent	recent	ADJ
ajfa-14866	72	17	period	period	NOUN
ajfa-14866	72	18	till	till	SCONJ
ajfa-14866	72	19	2018	2018	NUM
ajfa-14866	72	20	.	.	PUNCT
ajfa-14866	73	1	to	to	ADP
ajfa-14866	73	2	my	my	PRON
ajfa-14866	73	3	best	good	ADJ
ajfa-14866	73	4	knowledge	knowledge	NOUN
ajfa-14866	73	5	,	,	PUNCT
ajfa-14866	73	6	no	no	DET
ajfa-14866	73	7	other	other	ADJ
ajfa-14866	73	8	study	study	NOUN
ajfa-14866	73	9	has	have	AUX
ajfa-14866	73	10	examined	examine	VERB
ajfa-14866	73	11	the	the	DET
ajfa-14866	73	12	nifty	nifty	ADJ
ajfa-14866	73	13	index	index	NOUN
ajfa-14866	73	14	additions	addition	NOUN
ajfa-14866	73	15	in	in	ADP
ajfa-14866	73	16	the	the	DET
ajfa-14866	73	17	recent	recent	ADJ
ajfa-14866	73	18	2000	2000	NUM
ajfa-14866	73	19	2018	2018	NUM
ajfa-14866	73	20	period	period	NOUN
ajfa-14866	73	21	.	.	PUNCT
ajfa-14866	74	1	this	this	DET
ajfa-14866	74	2	study	study	NOUN
ajfa-14866	74	3	is	be	AUX
ajfa-14866	74	4	very	very	ADV
ajfa-14866	74	5	important	important	ADJ
ajfa-14866	74	6	in	in	ADP
ajfa-14866	74	7	india	india	PROPN
ajfa-14866	74	8	for	for	ADP
ajfa-14866	74	9	many	many	ADJ
ajfa-14866	74	10	reasons	reason	NOUN
ajfa-14866	74	11	.	.	PUNCT
ajfa-14866	75	1	the	the	DET
ajfa-14866	75	2	indian	indian	ADJ
ajfa-14866	75	3	equity	equity	NOUN
ajfa-14866	75	4	market	market	NOUN
ajfa-14866	75	5	,	,	PUNCT
ajfa-14866	75	6	one	one	NUM
ajfa-14866	75	7	of	of	ADP
ajfa-14866	75	8	the	the	DET
ajfa-14866	75	9	fastest	fast	ADJ
ajfa-14866	75	10	growing	grow	VERB
ajfa-14866	75	11	economies	economy	NOUN
ajfa-14866	75	12	in	in	ADP
ajfa-14866	75	13	the	the	DET
ajfa-14866	75	14	world	world	NOUN
ajfa-14866	75	15	,	,	PUNCT
ajfa-14866	75	16	will	will	AUX
ajfa-14866	75	17	be	be	AUX
ajfa-14866	75	18	the	the	DET
ajfa-14866	75	19	fifth	fifth	ADJ
ajfa-14866	75	20	largest	large	ADJ
ajfa-14866	75	21	in	in	ADP
ajfa-14866	75	22	the	the	DET
ajfa-14866	75	23	world	world	NOUN
ajfa-14866	75	24	by	by	ADP
ajfa-14866	75	25	the	the	DET
ajfa-14866	75	26	end	end	NOUN
ajfa-14866	75	27	of	of	ADP
ajfa-14866	75	28	2018	2018	NUM
ajfa-14866	75	29	,	,	PUNCT
ajfa-14866	75	30	in	in	ADP
ajfa-14866	75	31	terms	term	NOUN
ajfa-14866	75	32	of	of	ADP
ajfa-14866	75	33	both	both	PRON
ajfa-14866	75	34	traded	trade	VERB
ajfa-14866	75	35	value	value	NOUN
ajfa-14866	75	36	and	and	CCONJ
ajfa-14866	75	37	market	market	NOUN
ajfa-14866	75	38	capitalization	capitalization	NOUN
ajfa-14866	75	39	.	.	PUNCT
ajfa-14866	76	1	this	this	DET
ajfa-14866	76	2	study	study	NOUN
ajfa-14866	76	3	also	also	ADV
ajfa-14866	76	4	addresses	address	VERB
ajfa-14866	76	5	the	the	DET
ajfa-14866	76	6	lack	lack	NOUN
ajfa-14866	76	7	of	of	ADP
ajfa-14866	76	8	comprehensive	comprehensive	ADJ
ajfa-14866	76	9	single	single	ADJ
ajfa-14866	76	10	country	country	NOUN
ajfa-14866	76	11	studies	study	NOUN
ajfa-14866	76	12	in	in	ADP
ajfa-14866	76	13	the	the	DET
ajfa-14866	76	14	emerging	emerge	VERB
ajfa-14866	76	15	markets	market	NOUN
ajfa-14866	76	16	similar	similar	ADJ
ajfa-14866	76	17	to	to	ADP
ajfa-14866	76	18	miller	miller	PROPN
ajfa-14866	76	19	&	&	CCONJ
ajfa-14866	76	20	ward	ward	PROPN
ajfa-14866	76	21	(	(	PUNCT
ajfa-14866	76	22	2015	2015	NUM
ajfa-14866	76	23	)	)	PUNCT
ajfa-14866	76	24	and	and	CCONJ
ajfa-14866	76	25	wang	wang	PROPN
ajfa-14866	76	26	et	et	PROPN
ajfa-14866	76	27	al	al	PROPN
ajfa-14866	76	28	.	.	PROPN
ajfa-14866	77	1	(	(	PUNCT
ajfa-14866	77	2	2015	2015	NUM
ajfa-14866	77	3	)	)	PUNCT
ajfa-14866	77	4	.	.	PUNCT
ajfa-14866	78	1	the	the	DET
ajfa-14866	78	2	effects	effect	NOUN
ajfa-14866	78	3	of	of	ADP
ajfa-14866	78	4	unique	unique	ADJ
ajfa-14866	78	5	regulatory	regulatory	ADJ
ajfa-14866	78	6	environment	environment	NOUN
ajfa-14866	78	7	,	,	PUNCT
ajfa-14866	78	8	level	level	NOUN
ajfa-14866	78	9	of	of	ADP
ajfa-14866	78	10	informational	informational	ADJ
ajfa-14866	78	11	efficiency	efficiency	NOUN
ajfa-14866	78	12	and	and	CCONJ
ajfa-14866	78	13	liquidity	liquidity	NOUN
ajfa-14866	78	14	can	can	AUX
ajfa-14866	78	15	be	be	AUX
ajfa-14866	78	16	understood	understand	VERB
ajfa-14866	78	17	by	by	ADP
ajfa-14866	78	18	these	these	DET
ajfa-14866	78	19	studies	study	NOUN
ajfa-14866	78	20	.	.	PUNCT
ajfa-14866	79	1	though	though	ADV
ajfa-14866	79	2	,	,	PUNCT
ajfa-14866	79	3	the	the	DET
ajfa-14866	79	4	price	price	NOUN
ajfa-14866	79	5	pressure	pressure	NOUN
ajfa-14866	79	6	hypothesis	hypothesis	NOUN
ajfa-14866	79	7	(	(	PUNCT
ajfa-14866	79	8	predominantly	predominantly	ADV
ajfa-14866	79	9	due	due	ADJ
ajfa-14866	79	10	to	to	ADP
ajfa-14866	79	11	the	the	DET
ajfa-14866	79	12	demand	demand	NOUN
ajfa-14866	79	13	from	from	ADP
ajfa-14866	79	14	index	index	NOUN
ajfa-14866	79	15	funds	fund	NOUN
ajfa-14866	79	16	tracking	track	VERB
ajfa-14866	79	17	the	the	DET
ajfa-14866	79	18	nifty	nifty	ADJ
ajfa-14866	79	19	index	index	NOUN
ajfa-14866	79	20	)	)	PUNCT
ajfa-14866	79	21	predicts	predict	VERB
ajfa-14866	79	22	temporary	temporary	ADJ
ajfa-14866	79	23	abnormal	abnormal	ADJ
ajfa-14866	79	24	price	price	NOUN
ajfa-14866	79	25	and	and	CCONJ
ajfa-14866	79	26	volume	volume	NOUN
ajfa-14866	79	27	effects	effect	NOUN
ajfa-14866	79	28	,	,	PUNCT
ajfa-14866	79	29	both	both	CCONJ
ajfa-14866	79	30	around	around	ADP
ajfa-14866	79	31	ad	ad	NOUN
ajfa-14866	79	32	and	and	CCONJ
ajfa-14866	79	33	ed	ed	NOUN
ajfa-14866	79	34	,	,	PUNCT
ajfa-14866	79	35	the	the	DET
ajfa-14866	79	36	ed	ed	NOUN
ajfa-14866	79	37	makes	make	VERB
ajfa-14866	79	38	more	more	ADJ
ajfa-14866	79	39	sense	sense	NOUN
ajfa-14866	79	40	as	as	SCONJ
ajfa-14866	79	41	index	index	NOUN
ajfa-14866	79	42	funds	fund	NOUN
ajfa-14866	79	43	will	will	AUX
ajfa-14866	79	44	know	know	VERB
ajfa-14866	79	45	the	the	DET
ajfa-14866	79	46	exact	exact	ADJ
ajfa-14866	79	47	weights	weight	NOUN
ajfa-14866	79	48	of	of	ADP
ajfa-14866	79	49	the	the	DET
ajfa-14866	79	50	added	add	VERB
ajfa-14866	79	51	stocks	stock	NOUN
ajfa-14866	79	52	in	in	ADP
ajfa-14866	79	53	the	the	DET
ajfa-14866	79	54	nifty	nifty	ADJ
ajfa-14866	79	55	index	index	NOUN
ajfa-14866	79	56	around	around	ADP
ajfa-14866	79	57	ed	ed	PROPN
ajfa-14866	79	58	rather	rather	ADV
ajfa-14866	79	59	than	than	ADP
ajfa-14866	79	60	ad	ad	NOUN
ajfa-14866	79	61	.	.	PUNCT
ajfa-14866	80	1	but	but	CCONJ
ajfa-14866	80	2	if	if	SCONJ
ajfa-14866	80	3	investors	investor	NOUN
ajfa-14866	80	4	believe	believe	VERB
ajfa-14866	80	5	dsdc	dsdc	NOUN
ajfa-14866	80	6	,	,	PUNCT
ajfa-14866	80	7	imperfect	imperfect	ADJ
ajfa-14866	80	8	substitutes	substitute	NOUN
ajfa-14866	80	9	and	and	CCONJ
ajfa-14866	80	10	permanent	permanent	ADJ
ajfa-14866	80	11	abnormal	abnormal	ADJ
ajfa-14866	80	12	returns	return	NOUN
ajfa-14866	80	13	,	,	PUNCT
ajfa-14866	80	14	it	it	PRON
ajfa-14866	80	15	makes	make	VERB
ajfa-14866	80	16	sense	sense	NOUN
ajfa-14866	80	17	for	for	SCONJ
ajfa-14866	80	18	them	they	PRON
ajfa-14866	80	19	to	to	PART
ajfa-14866	80	20	act	act	VERB
ajfa-14866	80	21	at	at	ADP
ajfa-14866	80	22	ad	ad	NOUN
ajfa-14866	80	23	.	.	PUNCT
ajfa-14866	81	1	similarly	similarly	ADV
ajfa-14866	81	2	,	,	PUNCT
ajfa-14866	81	3	if	if	SCONJ
ajfa-14866	81	4	investors	investor	NOUN
ajfa-14866	81	5	perceive	perceive	VERB
ajfa-14866	81	6	index	index	NOUN
ajfa-14866	81	7	addition	addition	NOUN
ajfa-14866	81	8	as	as	ADP
ajfa-14866	81	9	indicators	indicator	NOUN
ajfa-14866	81	10	of	of	ADP
ajfa-14866	81	11	future	future	ADJ
ajfa-14866	81	12	improved	improved	ADJ
ajfa-14866	81	13	performance	performance	NOUN
ajfa-14866	81	14	or	or	CCONJ
ajfa-14866	81	15	becoming	become	VERB
ajfa-14866	81	16	more	more	ADV
ajfa-14866	81	17	efficient	efficient	ADJ
ajfa-14866	81	18	in	in	ADP
ajfa-14866	81	19	incorporating	incorporate	VERB
ajfa-14866	81	20	information	information	NOUN
ajfa-14866	81	21	into	into	ADP
ajfa-14866	81	22	prices	price	NOUN
ajfa-14866	81	23	,	,	PUNCT
ajfa-14866	81	24	then	then	ADV
ajfa-14866	81	25	the	the	DET
ajfa-14866	81	26	abnormal	abnormal	ADJ
ajfa-14866	81	27	price	price	NOUN
ajfa-14866	81	28	asian	asian	ADJ
ajfa-14866	81	29	journal	journal	NOUN
ajfa-14866	81	30	of	of	ADP
ajfa-14866	81	31	finance	finance	PROPN
ajfa-14866	81	32	&	&	CCONJ
ajfa-14866	81	33	accounting	accounting	PROPN
ajfa-14866	81	34	issn	issn	PROPN
ajfa-14866	81	35	1946	1946	NUM
ajfa-14866	81	36	-	-	PUNCT
ajfa-14866	81	37	052x	052x	PROPN
ajfa-14866	81	38	2019	2019	NUM
ajfa-14866	81	39	,	,	PUNCT
ajfa-14866	81	40	vol	vol	NOUN
ajfa-14866	81	41	.	.	PROPN
ajfa-14866	81	42	11	11	NUM
ajfa-14866	81	43	,	,	PUNCT
ajfa-14866	81	44	no	no	INTJ
ajfa-14866	81	45	.	.	NOUN
ajfa-14866	81	46	1	1	NUM
ajfa-14866	81	47	311	311	NUM
ajfa-14866	81	48	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	81	49	effects	effect	NOUN
ajfa-14866	81	50	should	should	AUX
ajfa-14866	81	51	occur	occur	VERB
ajfa-14866	81	52	around	around	ADP
ajfa-14866	81	53	ad	ad	NOUN
ajfa-14866	81	54	.	.	PUNCT
ajfa-14866	82	1	in	in	ADP
ajfa-14866	82	2	this	this	DET
ajfa-14866	82	3	study	study	NOUN
ajfa-14866	82	4	,	,	PUNCT
ajfa-14866	82	5	the	the	DET
ajfa-14866	82	6	complete	complete	ADJ
ajfa-14866	82	7	period	period	NOUN
ajfa-14866	82	8	(	(	PUNCT
ajfa-14866	82	9	2000	2000	NUM
ajfa-14866	82	10	-2018	-2018	NOUN
ajfa-14866	82	11	)	)	PUNCT
ajfa-14866	82	12	is	be	AUX
ajfa-14866	82	13	divided	divide	VERB
ajfa-14866	82	14	into	into	ADP
ajfa-14866	82	15	two	two	NUM
ajfa-14866	82	16	sub	sub	NOUN
ajfa-14866	82	17	periodsi	periodsi	NOUN
ajfa-14866	82	18	;	;	PUNCT
ajfa-14866	82	19	2000	2000	NUM
ajfa-14866	82	20	-2009	-2009	NOUN
ajfa-14866	82	21	and	and	CCONJ
ajfa-14866	82	22	2010	2010	NUM
ajfa-14866	82	23	-2018	-2018	NOUN
ajfa-14866	82	24	.	.	PUNCT
ajfa-14866	83	1	if	if	SCONJ
ajfa-14866	83	2	the	the	DET
ajfa-14866	83	3	nifty	nifty	ADJ
ajfa-14866	83	4	index	index	NOUN
ajfa-14866	83	5	additions	addition	VERB
ajfa-14866	83	6	price	price	NOUN
ajfa-14866	83	7	effects	effect	NOUN
ajfa-14866	83	8	are	be	AUX
ajfa-14866	83	9	due	due	ADJ
ajfa-14866	83	10	to	to	PART
ajfa-14866	83	11	increase	increase	VERB
ajfa-14866	83	12	in	in	ADP
ajfa-14866	83	13	expected	expect	VERB
ajfa-14866	83	14	cash	cash	NOUN
ajfa-14866	83	15	flow	flow	NOUN
ajfa-14866	83	16	due	due	ADJ
ajfa-14866	83	17	to	to	ADP
ajfa-14866	83	18	certification	certification	NOUN
ajfa-14866	83	19	or	or	CCONJ
ajfa-14866	83	20	investor	investor	NOUN
ajfa-14866	83	21	awareness	awareness	NOUN
ajfa-14866	83	22	.	.	PUNCT
ajfa-14866	84	1	this	this	DET
ajfa-14866	84	2	study	study	NOUN
ajfa-14866	84	3	predicts	predict	VERB
ajfa-14866	84	4	an	an	DET
ajfa-14866	84	5	increase	increase	NOUN
ajfa-14866	84	6	in	in	ADP
ajfa-14866	84	7	the	the	DET
ajfa-14866	84	8	shareholding	shareholding	NOUN
ajfa-14866	84	9	of	of	ADP
ajfa-14866	84	10	retail	retail	ADJ
ajfa-14866	84	11	investors	investor	NOUN
ajfa-14866	84	12	and	and	CCONJ
ajfa-14866	84	13	institutions	institution	NOUN
ajfa-14866	84	14	(	(	PUNCT
ajfa-14866	84	15	other	other	ADJ
ajfa-14866	84	16	than	than	ADP
ajfa-14866	84	17	mutual	mutual	ADJ
ajfa-14866	84	18	funds	fund	NOUN
ajfa-14866	84	19	)	)	PUNCT
ajfa-14866	84	20	,	,	PUNCT
ajfa-14866	84	21	post	post	VERB
ajfa-14866	84	22	addition	addition	NOUN
ajfa-14866	84	23	.	.	PUNCT
ajfa-14866	85	1	if	if	SCONJ
ajfa-14866	85	2	the	the	DET
ajfa-14866	85	3	index	index	NOUN
ajfa-14866	85	4	addition	addition	NOUN
ajfa-14866	85	5	increases	increase	VERB
ajfa-14866	85	6	liquidity	liquidity	NOUN
ajfa-14866	85	7	,	,	PUNCT
ajfa-14866	85	8	thereby	thereby	ADV
ajfa-14866	85	9	reducing	reduce	VERB
ajfa-14866	85	10	the	the	DET
ajfa-14866	85	11	discount	discount	NOUN
ajfa-14866	85	12	rate	rate	NOUN
ajfa-14866	85	13	,	,	PUNCT
ajfa-14866	85	14	this	this	DET
ajfa-14866	85	15	study	study	NOUN
ajfa-14866	85	16	predicts	predict	VERB
ajfa-14866	85	17	an	an	DET
ajfa-14866	85	18	association	association	NOUN
ajfa-14866	85	19	between	between	ADP
ajfa-14866	85	20	liquidity	liquidity	NOUN
ajfa-14866	85	21	and	and	CCONJ
ajfa-14866	85	22	the	the	DET
ajfa-14866	85	23	permanent	permanent	ADJ
ajfa-14866	85	24	abnormal	abnormal	ADJ
ajfa-14866	85	25	returns	return	NOUN
ajfa-14866	85	26	around	around	ADP
ajfa-14866	85	27	ads	ad	NOUN
ajfa-14866	85	28	for	for	ADP
ajfa-14866	85	29	the	the	DET
ajfa-14866	85	30	complete	complete	ADJ
ajfa-14866	85	31	period	period	NOUN
ajfa-14866	85	32	and	and	CCONJ
ajfa-14866	85	33	the	the	DET
ajfa-14866	85	34	first	first	ADJ
ajfa-14866	85	35	sub	sub	NOUN
ajfa-14866	85	36	period	period	NOUN
ajfa-14866	85	37	.	.	PUNCT
ajfa-14866	86	1	the	the	DET
ajfa-14866	86	2	securities	securities	PROPN
ajfa-14866	86	3	exchange	exchange	PROPN
ajfa-14866	86	4	board	board	PROPN
ajfa-14866	86	5	of	of	ADP
ajfa-14866	86	6	india	india	PROPN
ajfa-14866	86	7	(	(	PUNCT
ajfa-14866	86	8	sebi	sebi	PROPN
ajfa-14866	86	9	)	)	PUNCT
ajfa-14866	86	10	,	,	PUNCT
ajfa-14866	86	11	since	since	SCONJ
ajfa-14866	86	12	2000	2000	NUM
ajfa-14866	86	13	,	,	PUNCT
ajfa-14866	86	14	had	have	AUX
ajfa-14866	86	15	initiated	initiate	VERB
ajfa-14866	86	16	steps2	steps2	ADV
ajfa-14866	86	17	to	to	PART
ajfa-14866	86	18	improve	improve	VERB
ajfa-14866	86	19	investor	investor	NOUN
ajfa-14866	86	20	protection	protection	NOUN
ajfa-14866	86	21	,	,	PUNCT
ajfa-14866	86	22	disclosure	disclosure	NOUN
ajfa-14866	86	23	norms	norm	NOUN
ajfa-14866	86	24	and	and	CCONJ
ajfa-14866	86	25	corporate	corporate	ADJ
ajfa-14866	86	26	governance	governance	NOUN
ajfa-14866	86	27	,	,	PUNCT
ajfa-14866	86	28	which	which	PRON
ajfa-14866	86	29	has	have	AUX
ajfa-14866	86	30	also	also	ADV
ajfa-14866	86	31	contributed	contribute	VERB
ajfa-14866	86	32	to	to	ADP
ajfa-14866	86	33	the	the	DET
ajfa-14866	86	34	growth	growth	NOUN
ajfa-14866	86	35	of	of	ADP
ajfa-14866	86	36	both	both	CCONJ
ajfa-14866	86	37	cash	cash	NOUN
ajfa-14866	86	38	and	and	CCONJ
ajfa-14866	86	39	mutual	mutual	ADJ
ajfa-14866	86	40	fund	fund	NOUN
ajfa-14866	86	41	segment	segment	NOUN
ajfa-14866	86	42	,	,	PUNCT
ajfa-14866	86	43	especially	especially	ADV
ajfa-14866	86	44	from	from	ADP
ajfa-14866	86	45	2009	2009	NUM
ajfa-14866	86	46	to	to	ADP
ajfa-14866	86	47	2018	2018	NUM
ajfa-14866	86	48	.	.	PUNCT
ajfa-14866	87	1	consequently	consequently	ADV
ajfa-14866	87	2	,	,	PUNCT
ajfa-14866	87	3	information	information	NOUN
ajfa-14866	87	4	asymmetry	asymmetry	NOUN
ajfa-14866	87	5	might	might	AUX
ajfa-14866	87	6	be	be	AUX
ajfa-14866	87	7	reduced	reduce	VERB
ajfa-14866	87	8	,	,	PUNCT
ajfa-14866	87	9	well	well	ADV
ajfa-14866	87	10	before	before	SCONJ
ajfa-14866	87	11	the	the	DET
ajfa-14866	87	12	stock	stock	NOUN
ajfa-14866	87	13	becomes	become	VERB
ajfa-14866	87	14	eligible	eligible	ADJ
ajfa-14866	87	15	for	for	ADP
ajfa-14866	87	16	nifty	nifty	ADJ
ajfa-14866	87	17	index	index	NOUN
ajfa-14866	87	18	addition	addition	NOUN
ajfa-14866	87	19	,	,	PUNCT
ajfa-14866	87	20	especially	especially	ADV
ajfa-14866	87	21	in	in	ADP
ajfa-14866	87	22	the	the	DET
ajfa-14866	87	23	later	later	ADJ
ajfa-14866	87	24	period	period	NOUN
ajfa-14866	87	25	.	.	PUNCT
ajfa-14866	88	1	therefore	therefore	ADV
ajfa-14866	88	2	,	,	PUNCT
ajfa-14866	88	3	this	this	DET
ajfa-14866	88	4	study	study	NOUN
ajfa-14866	88	5	predicts	predict	VERB
ajfa-14866	88	6	that	that	SCONJ
ajfa-14866	88	7	the	the	DET
ajfa-14866	88	8	dsdc	dsdc	NOUN
ajfa-14866	88	9	hypothesis	hypothesis	NOUN
ajfa-14866	88	10	might	might	AUX
ajfa-14866	88	11	be	be	AUX
ajfa-14866	88	12	the	the	DET
ajfa-14866	88	13	dominant	dominant	ADJ
ajfa-14866	88	14	explanation	explanation	NOUN
ajfa-14866	88	15	for	for	ADP
ajfa-14866	88	16	the	the	DET
ajfa-14866	88	17	permanent	permanent	ADJ
ajfa-14866	88	18	abnormal	abnormal	ADJ
ajfa-14866	88	19	returns	return	NOUN
ajfa-14866	88	20	around	around	ADP
ajfa-14866	88	21	ads	ad	NOUN
ajfa-14866	88	22	in	in	ADP
ajfa-14866	88	23	the	the	DET
ajfa-14866	88	24	second	second	ADJ
ajfa-14866	88	25	period	period	NOUN
ajfa-14866	88	26	.	.	PUNCT
ajfa-14866	89	1	3	3	X
ajfa-14866	89	2	.	.	X
ajfa-14866	89	3	data	datum	NOUN
ajfa-14866	89	4	and	and	CCONJ
ajfa-14866	89	5	methods	method	NOUN
ajfa-14866	89	6	3.1	3.1	NUM
ajfa-14866	89	7	nifty	nifty	ADJ
ajfa-14866	89	8	information	information	NOUN
ajfa-14866	89	9	the	the	DET
ajfa-14866	89	10	national	national	PROPN
ajfa-14866	89	11	stock	stock	PROPN
ajfa-14866	89	12	exchange	exchange	PROPN
ajfa-14866	89	13	(	(	PUNCT
ajfa-14866	89	14	nse	nse	NOUN
ajfa-14866	89	15	)	)	PUNCT
ajfa-14866	89	16	is	be	AUX
ajfa-14866	89	17	the	the	DET
ajfa-14866	89	18	largest	large	ADJ
ajfa-14866	89	19	stock	stock	NOUN
ajfa-14866	89	20	exchange	exchange	NOUN
ajfa-14866	89	21	in	in	ADP
ajfa-14866	89	22	india	india	PROPN
ajfa-14866	89	23	and	and	CCONJ
ajfa-14866	89	24	was	be	AUX
ajfa-14866	89	25	ranked	rank	VERB
ajfa-14866	89	26	tenth	tenth	NOUN
ajfa-14866	89	27	in	in	ADP
ajfa-14866	89	28	the	the	DET
ajfa-14866	89	29	world	world	NOUN
ajfa-14866	89	30	in	in	ADP
ajfa-14866	89	31	terms	term	NOUN
ajfa-14866	89	32	of	of	ADP
ajfa-14866	89	33	domestic	domestic	ADJ
ajfa-14866	89	34	market	market	NOUN
ajfa-14866	89	35	capitalization	capitalization	NOUN
ajfa-14866	89	36	in	in	ADP
ajfa-14866	89	37	20173	20173	NUM
ajfa-14866	89	38	.	.	PUNCT
ajfa-14866	90	1	a	a	DET
ajfa-14866	90	2	total	total	NOUN
ajfa-14866	90	3	of	of	ADP
ajfa-14866	90	4	1938	1938	NUM
ajfa-14866	90	5	companies	company	NOUN
ajfa-14866	90	6	are	be	AUX
ajfa-14866	90	7	listed	list	VERB
ajfa-14866	90	8	in	in	ADP
ajfa-14866	90	9	the	the	DET
ajfa-14866	90	10	nse	nse	NOUN
ajfa-14866	90	11	with	with	ADP
ajfa-14866	90	12	an	an	DET
ajfa-14866	90	13	annual	annual	ADJ
ajfa-14866	90	14	turnover	turnover	NOUN
ajfa-14866	90	15	of	of	ADP
ajfa-14866	90	16	approximately	approximately	ADV
ajfa-14866	90	17	us$	us$	SYM
ajfa-14866	90	18	1033	1033	NUM
ajfa-14866	90	19	billion	billion	NUM
ajfa-14866	90	20	in	in	ADP
ajfa-14866	90	21	2017	2017	NUM
ajfa-14866	90	22	-	-	SYM
ajfa-14866	90	23	2018	2018	NUM
ajfa-14866	90	24	and	and	CCONJ
ajfa-14866	90	25	market	market	NOUN
ajfa-14866	90	26	capitalisation	capitalisation	NOUN
ajfa-14866	90	27	of	of	ADP
ajfa-14866	90	28	approximately	approximately	ADV
ajfa-14866	90	29	us$	us$	SYM
ajfa-14866	90	30	2350	2350	NUM
ajfa-14866	90	31	billion	billion	NUM
ajfa-14866	90	32	as	as	ADP
ajfa-14866	90	33	on	on	ADP
ajfa-14866	90	34	march	march	PROPN
ajfa-14866	90	35	20184.aum	20184.aum	NUM
ajfa-14866	90	36	in	in	ADP
ajfa-14866	90	37	indian	indian	ADJ
ajfa-14866	90	38	mutual	mutual	ADJ
ajfa-14866	90	39	fund	fund	NOUN
ajfa-14866	90	40	industry	industry	NOUN
ajfa-14866	90	41	increased	increase	VERB
ajfa-14866	90	42	fivefold	fivefold	ADV
ajfa-14866	90	43	from	from	ADP
ajfa-14866	90	44	rs	rs	PROPN
ajfa-14866	90	45	4173	4173	NUM
ajfa-14866	90	46	billion	billion	NUM
ajfa-14866	90	47	between	between	ADP
ajfa-14866	90	48	march	march	PROPN
ajfa-14866	90	49	2009	2009	NUM
ajfa-14866	90	50	and	and	CCONJ
ajfa-14866	90	51	march	march	PROPN
ajfa-14866	90	52	2018	2018	NUM
ajfa-14866	90	53	.	.	PUNCT
ajfa-14866	91	1	the	the	DET
ajfa-14866	91	2	growth	growth	NOUN
ajfa-14866	91	3	in	in	ADP
ajfa-14866	91	4	equity	equity	NOUN
ajfa-14866	91	5	category	category	NOUN
ajfa-14866	91	6	in	in	ADP
ajfa-14866	91	7	the	the	DET
ajfa-14866	91	8	same	same	ADJ
ajfa-14866	91	9	period	period	NOUN
ajfa-14866	91	10	was	be	AUX
ajfa-14866	91	11	nearly	nearly	ADV
ajfa-14866	91	12	seven	seven	NUM
ajfa-14866	91	13	times	time	NOUN
ajfa-14866	91	14	.	.	PUNCT
ajfa-14866	92	1	further	far	ADV
ajfa-14866	92	2	,	,	PUNCT
ajfa-14866	92	3	midcap	midcap	VERB
ajfa-14866	92	4	mutual	mutual	ADJ
ajfa-14866	92	5	funds	fund	NOUN
ajfa-14866	92	6	have	have	AUX
ajfa-14866	92	7	also	also	ADV
ajfa-14866	92	8	grown	grow	VERB
ajfa-14866	92	9	exponentially	exponentially	ADV
ajfa-14866	92	10	in	in	ADP
ajfa-14866	92	11	the	the	DET
ajfa-14866	92	12	same	same	ADJ
ajfa-14866	92	13	period	period	NOUN
ajfa-14866	92	14	.	.	PUNCT
ajfa-14866	93	1	the	the	DET
ajfa-14866	93	2	nifty	nifty	ADJ
ajfa-14866	93	3	50	50	NUM
ajfa-14866	93	4	index	index	NOUN
ajfa-14866	93	5	(	(	PUNCT
ajfa-14866	93	6	nifty	nifty	ADJ
ajfa-14866	93	7	)	)	PUNCT
ajfa-14866	93	8	is	be	AUX
ajfa-14866	93	9	the	the	DET
ajfa-14866	93	10	flagship	flagship	NOUN
ajfa-14866	93	11	index	index	NOUN
ajfa-14866	93	12	of	of	ADP
ajfa-14866	93	13	the	the	DET
ajfa-14866	93	14	nse	nse	NOUN
ajfa-14866	93	15	tracking	track	VERB
ajfa-14866	93	16	the	the	DET
ajfa-14866	93	17	portfolio	portfolio	NOUN
ajfa-14866	93	18	of	of	ADP
ajfa-14866	93	19	fifty	fifty	NUM
ajfa-14866	93	20	large	large	ADJ
ajfa-14866	93	21	,	,	PUNCT
ajfa-14866	93	22	liquid	liquid	ADJ
ajfa-14866	93	23	,	,	PUNCT
ajfa-14866	93	24	blue	blue	ADJ
ajfa-14866	93	25	chip	chip	NOUN
ajfa-14866	93	26	companies	company	NOUN
ajfa-14866	93	27	and	and	CCONJ
ajfa-14866	93	28	capturing	capture	VERB
ajfa-14866	93	29	approximately	approximately	ADV
ajfa-14866	93	30	63	63	NUM
ajfa-14866	93	31	%	%	NOUN
ajfa-14866	93	32	of	of	ADP
ajfa-14866	93	33	its	its	PRON
ajfa-14866	93	34	equity	equity	NOUN
ajfa-14866	93	35	market	market	NOUN
ajfa-14866	93	36	capitalization	capitalization	NOUN
ajfa-14866	93	37	as	as	ADP
ajfa-14866	93	38	on	on	ADP
ajfa-14866	93	39	march	march	PROPN
ajfa-14866	93	40	,	,	PUNCT
ajfa-14866	93	41	2017.the	2017.the	DET
ajfa-14866	93	42	nifty	nifty	NOUN
ajfa-14866	93	43	is	be	AUX
ajfa-14866	93	44	owned	own	VERB
ajfa-14866	93	45	and	and	CCONJ
ajfa-14866	93	46	managed	manage	VERB
ajfa-14866	93	47	by	by	ADP
ajfa-14866	93	48	nse	nse	PROPN
ajfa-14866	93	49	indices	indices	PROPN
ajfa-14866	93	50	ltd	ltd	PROPN
ajfa-14866	93	51	.	.	PUNCT
ajfa-14866	94	1	the	the	DET
ajfa-14866	94	2	nifty	nifty	ADJ
ajfa-14866	94	3	index	index	NOUN
ajfa-14866	94	4	constituents	constituent	NOUN
ajfa-14866	94	5	are	be	AUX
ajfa-14866	94	6	selected	select	VERB
ajfa-14866	94	7	on	on	ADP
ajfa-14866	94	8	the	the	DET
ajfa-14866	94	9	basis	basis	NOUN
ajfa-14866	94	10	of	of	ADP
ajfa-14866	94	11	market	market	NOUN
ajfa-14866	94	12	capitalisation	capitalisation	NOUN
ajfa-14866	94	13	,	,	PUNCT
ajfa-14866	94	14	liquidity	liquidity	NOUN
ajfa-14866	94	15	and	and	CCONJ
ajfa-14866	94	16	industry	industry	NOUN
ajfa-14866	94	17	representation	representation	NOUN
ajfa-14866	94	18	.	.	PUNCT
ajfa-14866	95	1	the	the	DET
ajfa-14866	95	2	index	index	NOUN
ajfa-14866	95	3	is	be	AUX
ajfa-14866	95	4	normally	normally	ADV
ajfa-14866	95	5	reviewed	review	VERB
ajfa-14866	95	6	twice	twice	DET
ajfa-14866	95	7	a	a	DET
ajfa-14866	95	8	year	year	NOUN
ajfa-14866	95	9	with	with	ADP
ajfa-14866	95	10	a	a	DET
ajfa-14866	95	11	notice	notice	NOUN
ajfa-14866	95	12	period	period	NOUN
ajfa-14866	95	13	of	of	ADP
ajfa-14866	95	14	six	six	NUM
ajfa-14866	95	15	weeks	week	NOUN
ajfa-14866	95	16	.	.	PUNCT
ajfa-14866	96	1	the	the	DET
ajfa-14866	96	2	stocks	stock	NOUN
ajfa-14866	96	3	are	be	AUX
ajfa-14866	96	4	normally	normally	ADV
ajfa-14866	96	5	removed	remove	VERB
ajfa-14866	96	6	due	due	ADP
ajfa-14866	96	7	to	to	ADP
ajfa-14866	96	8	corporate	corporate	ADJ
ajfa-14866	96	9	actions	action	NOUN
ajfa-14866	96	10	like	like	ADP
ajfa-14866	96	11	restructuring	restructuring	NOUN
ajfa-14866	96	12	or	or	CCONJ
ajfa-14866	96	13	when	when	SCONJ
ajfa-14866	96	14	the	the	DET
ajfa-14866	96	15	free	free	ADJ
ajfa-14866	96	16	float	float	NOUN
ajfa-14866	96	17	market	market	NOUN
ajfa-14866	96	18	capitalisation	capitalisation	NOUN
ajfa-14866	96	19	of	of	ADP
ajfa-14866	96	20	the	the	DET
ajfa-14866	96	21	companies	company	NOUN
ajfa-14866	96	22	eligible	eligible	ADJ
ajfa-14866	96	23	for	for	ADP
ajfa-14866	96	24	inclusion	inclusion	NOUN
ajfa-14866	96	25	is	be	AUX
ajfa-14866	96	26	at	at	ADP
ajfa-14866	96	27	least	least	ADV
ajfa-14866	96	28	1.5	1.5	NUM
ajfa-14866	96	29	times	time	NOUN
ajfa-14866	96	30	the	the	DET
ajfa-14866	96	31	free	free	ADJ
ajfa-14866	96	32	float	float	NOUN
ajfa-14866	96	33	market	market	NOUN
ajfa-14866	96	34	capitalisation	capitalisation	NOUN
ajfa-14866	96	35	of	of	ADP
ajfa-14866	96	36	the	the	DET
ajfa-14866	96	37	smallest	small	ADJ
ajfa-14866	96	38	constituent	constituent	NOUN
ajfa-14866	96	39	in	in	ADP
ajfa-14866	96	40	the	the	DET
ajfa-14866	96	41	index	index	NOUN
ajfa-14866	96	42	.	.	PUNCT
ajfa-14866	97	1	3.2	3.2	NUM
ajfa-14866	97	2	sample	sample	NOUN
ajfa-14866	97	3	selection	selection	NOUN
ajfa-14866	97	4	the	the	DET
ajfa-14866	97	5	sample	sample	NOUN
ajfa-14866	97	6	period	period	NOUN
ajfa-14866	97	7	begins	begin	VERB
ajfa-14866	97	8	on	on	ADP
ajfa-14866	97	9	april	april	PROPN
ajfa-14866	97	10	2000	2000	NUM
ajfa-14866	97	11	and	and	CCONJ
ajfa-14866	97	12	ends	end	VERB
ajfa-14866	97	13	on	on	ADP
ajfa-14866	97	14	march	march	PROPN
ajfa-14866	97	15	2018	2018	NUM
ajfa-14866	97	16	to	to	PART
ajfa-14866	97	17	coincide	coincide	VERB
ajfa-14866	97	18	with	with	ADP
ajfa-14866	97	19	the	the	DET
ajfa-14866	97	20	start	start	NOUN
ajfa-14866	97	21	of	of	ADP
ajfa-14866	97	22	index	index	NOUN
ajfa-14866	97	23	funds	fund	NOUN
ajfa-14866	97	24	in	in	ADP
ajfa-14866	97	25	india	india	PROPN
ajfa-14866	97	26	and	and	CCONJ
ajfa-14866	97	27	chosen	choose	VERB
ajfa-14866	97	28	market	market	NOUN
ajfa-14866	97	29	index	index	NOUN
ajfa-14866	97	30	.	.	PUNCT
ajfa-14866	98	1	the	the	DET
ajfa-14866	98	2	daily	daily	ADJ
ajfa-14866	98	3	data	datum	NOUN
ajfa-14866	98	4	from	from	ADP
ajfa-14866	98	5	the	the	DET
ajfa-14866	98	6	nse	nse	NOUN
ajfa-14866	98	7	official	official	ADJ
ajfa-14866	98	8	website	website	NOUN
ajfa-14866	98	9	is	be	AUX
ajfa-14866	98	10	used	use	VERB
ajfa-14866	98	11	to	to	PART
ajfa-14866	98	12	calculate	calculate	VERB
ajfa-14866	98	13	the	the	DET
ajfa-14866	98	14	return	return	NOUN
ajfa-14866	98	15	and	and	CCONJ
ajfa-14866	98	16	volume	volume	NOUN
ajfa-14866	98	17	of	of	ADP
ajfa-14866	98	18	the	the	DET
ajfa-14866	98	19	added	add	VERB
ajfa-14866	98	20	stocks	stock	NOUN
ajfa-14866	98	21	and	and	CCONJ
ajfa-14866	98	22	the	the	DET
ajfa-14866	98	23	market	market	NOUN
ajfa-14866	98	24	index	index	NOUN
ajfa-14866	98	25	.	.	PUNCT
ajfa-14866	99	1	the	the	DET
ajfa-14866	99	2	data	datum	NOUN
ajfa-14866	99	3	is	be	AUX
ajfa-14866	99	4	adjusted	adjust	VERB
ajfa-14866	99	5	for	for	ADP
ajfa-14866	99	6	corporate	corporate	ADJ
ajfa-14866	99	7	actions	action	NOUN
ajfa-14866	99	8	like	like	ADP
ajfa-14866	99	9	stock	stock	NOUN
ajfa-14866	99	10	dividend	dividend	NOUN
ajfa-14866	99	11	and	and	CCONJ
ajfa-14866	99	12	stock	stock	NOUN
ajfa-14866	99	13	splits	split	NOUN
ajfa-14866	99	14	.	.	PUNCT
ajfa-14866	100	1	during	during	ADP
ajfa-14866	100	2	this	this	DET
ajfa-14866	100	3	sample	sample	NOUN
ajfa-14866	100	4	period	period	NOUN
ajfa-14866	100	5	,	,	PUNCT
ajfa-14866	100	6	71	71	NUM
ajfa-14866	100	7	companies	company	NOUN
ajfa-14866	100	8	were	be	AUX
ajfa-14866	100	9	added5	added5	ADJ
ajfa-14866	100	10	to	to	ADP
ajfa-14866	100	11	the	the	DET
ajfa-14866	100	12	nifty	nifty	ADJ
ajfa-14866	100	13	index	index	NOUN
ajfa-14866	100	14	and	and	CCONJ
ajfa-14866	100	15	from	from	ADP
ajfa-14866	100	16	this	this	DET
ajfa-14866	100	17	original	original	ADJ
ajfa-14866	100	18	sample	sample	NOUN
ajfa-14866	100	19	of	of	ADP
ajfa-14866	100	20	added	add	VERB
ajfa-14866	100	21	stocks	stock	NOUN
ajfa-14866	100	22	,	,	PUNCT
ajfa-14866	100	23	a	a	DET
ajfa-14866	100	24	‘	'	PUNCT
ajfa-14866	100	25	clean	clean	ADJ
ajfa-14866	100	26	sample	sample	NOUN
ajfa-14866	100	27	’	'	PUNCT
ajfa-14866	100	28	is	be	AUX
ajfa-14866	100	29	constructed	construct	VERB
ajfa-14866	100	30	.	.	PUNCT
ajfa-14866	101	1	as	as	ADP
ajfa-14866	101	2	in	in	ADP
ajfa-14866	101	3	chen	chen	PROPN
ajfa-14866	101	4	et	et	PROPN
ajfa-14866	101	5	al	al	PROPN
ajfa-14866	101	6	(	(	PUNCT
ajfa-14866	101	7	2003	2003	NUM
ajfa-14866	101	8	)	)	PUNCT
ajfa-14866	101	9	,	,	PUNCT
ajfa-14866	101	10	wurgler	wurgler	NOUN
ajfa-14866	101	11	and	and	CCONJ
ajfa-14866	101	12	zhuvarskya	zhuvarskya	NOUN
ajfa-14866	101	13	(	(	PUNCT
ajfa-14866	101	14	2002	2002	NUM
ajfa-14866	101	15	)	)	PUNCT
ajfa-14866	101	16	and	and	CCONJ
ajfa-14866	101	17	hradzil	hradzil	PROPN
ajfa-14866	101	18	(	(	PUNCT
ajfa-14866	101	19	2007	2007	NUM
ajfa-14866	101	20	)	)	PUNCT
ajfa-14866	101	21	,	,	PUNCT
ajfa-14866	101	22	only	only	ADV
ajfa-14866	101	23	clean	clean	ADJ
ajfa-14866	101	24	additions	addition	NOUN
ajfa-14866	101	25	that	that	PRON
ajfa-14866	101	26	did	do	AUX
ajfa-14866	101	27	not	not	PART
ajfa-14866	101	28	result	result	VERB
ajfa-14866	101	29	from	from	ADP
ajfa-14866	101	30	spin	spin	NOUN
ajfa-14866	101	31	-	-	PUNCT
ajfa-14866	101	32	off	off	NOUN
ajfa-14866	101	33	,	,	PUNCT
ajfa-14866	101	34	mergers	merger	NOUN
ajfa-14866	101	35	&	&	CCONJ
ajfa-14866	101	36	asian	asian	ADJ
ajfa-14866	101	37	journal	journal	PROPN
ajfa-14866	101	38	of	of	ADP
ajfa-14866	101	39	finance	finance	PROPN
ajfa-14866	101	40	&	&	CCONJ
ajfa-14866	101	41	accounting	accounting	PROPN
ajfa-14866	101	42	issn	issn	PROPN
ajfa-14866	101	43	1946	1946	NUM
ajfa-14866	101	44	-	-	PUNCT
ajfa-14866	101	45	052x	052x	PROPN
ajfa-14866	101	46	2019	2019	NUM
ajfa-14866	101	47	,	,	PUNCT
ajfa-14866	101	48	vol	vol	NOUN
ajfa-14866	101	49	.	.	PROPN
ajfa-14866	101	50	11	11	NUM
ajfa-14866	101	51	,	,	PUNCT
ajfa-14866	101	52	no	no	INTJ
ajfa-14866	101	53	.	.	NOUN
ajfa-14866	101	54	1	1	NUM
ajfa-14866	101	55	312	312	NUM
ajfa-14866	101	56	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	101	57	acquisitions	acquisition	NOUN
ajfa-14866	101	58	and	and	CCONJ
ajfa-14866	101	59	name	name	NOUN
ajfa-14866	101	60	changes	change	NOUN
ajfa-14866	101	61	are	be	AUX
ajfa-14866	101	62	considered	consider	VERB
ajfa-14866	101	63	reducing	reduce	VERB
ajfa-14866	101	64	the	the	DET
ajfa-14866	101	65	sample	sample	NOUN
ajfa-14866	101	66	to	to	ADP
ajfa-14866	101	67	60	60	NUM
ajfa-14866	101	68	.	.	PUNCT
ajfa-14866	102	1	in	in	ADP
ajfa-14866	102	2	two	two	NUM
ajfa-14866	102	3	cases	case	NOUN
ajfa-14866	102	4	,	,	PUNCT
ajfa-14866	102	5	the	the	DET
ajfa-14866	102	6	added	add	VERB
ajfa-14866	102	7	stocks	stock	NOUN
ajfa-14866	102	8	are	be	AUX
ajfa-14866	102	9	excluded	exclude	VERB
ajfa-14866	102	10	,	,	PUNCT
ajfa-14866	102	11	as	as	SCONJ
ajfa-14866	102	12	they	they	PRON
ajfa-14866	102	13	did	do	AUX
ajfa-14866	102	14	not	not	PART
ajfa-14866	102	15	have	have	VERB
ajfa-14866	102	16	at	at	ADV
ajfa-14866	102	17	least	least	ADV
ajfa-14866	102	18	three	three	NUM
ajfa-14866	102	19	clear	clear	ADJ
ajfa-14866	102	20	days	day	NOUN
ajfa-14866	102	21	between	between	ADP
ajfa-14866	102	22	the	the	DET
ajfa-14866	102	23	announcement	announcement	NOUN
ajfa-14866	102	24	date	date	NOUN
ajfa-14866	102	25	and	and	CCONJ
ajfa-14866	102	26	inclusion	inclusion	NOUN
ajfa-14866	102	27	date	date	NOUN
ajfa-14866	102	28	reducing	reduce	VERB
ajfa-14866	102	29	the	the	DET
ajfa-14866	102	30	sample	sample	NOUN
ajfa-14866	102	31	to	to	ADP
ajfa-14866	102	32	58	58	NUM
ajfa-14866	102	33	.	.	PUNCT
ajfa-14866	103	1	apart	apart	ADV
ajfa-14866	103	2	from	from	ADP
ajfa-14866	103	3	this	this	PRON
ajfa-14866	103	4	,	,	PUNCT
ajfa-14866	103	5	eight	eight	NUM
ajfa-14866	103	6	post	post	ADJ
ajfa-14866	103	7	-	-	ADJ
ajfa-14866	103	8	ipo	ipo	ADJ
ajfa-14866	103	9	stocks	stock	NOUN
ajfa-14866	103	10	having	have	VERB
ajfa-14866	103	11	less	less	ADJ
ajfa-14866	103	12	than	than	ADP
ajfa-14866	103	13	one	one	NUM
ajfa-14866	103	14	year	year	NOUN
ajfa-14866	103	15	trading	trading	NOUN
ajfa-14866	103	16	history	history	NOUN
ajfa-14866	103	17	are	be	AUX
ajfa-14866	103	18	also	also	ADV
ajfa-14866	103	19	excluded	exclude	VERB
ajfa-14866	103	20	to	to	PART
ajfa-14866	103	21	construct	construct	VERB
ajfa-14866	103	22	the	the	DET
ajfa-14866	103	23	‘	'	PUNCT
ajfa-14866	103	24	clean	clean	ADJ
ajfa-14866	103	25	’	'	PUNCT
ajfa-14866	103	26	additions	addition	NOUN
ajfa-14866	103	27	sample	sample	NOUN
ajfa-14866	103	28	of	of	ADP
ajfa-14866	103	29	50	50	NUM
ajfa-14866	103	30	added	add	VERB
ajfa-14866	103	31	stocks	stock	NOUN
ajfa-14866	103	32	to	to	PART
ajfa-14866	103	33	avoid	avoid	VERB
ajfa-14866	103	34	confounding	confound	VERB
ajfa-14866	103	35	effects	effect	NOUN
ajfa-14866	103	36	.	.	PUNCT
ajfa-14866	104	1	nse	nse	NOUN
ajfa-14866	104	2	normally	normally	ADV
ajfa-14866	104	3	makes	make	VERB
ajfa-14866	104	4	the	the	DET
ajfa-14866	104	5	announcement	announcement	NOUN
ajfa-14866	104	6	four	four	NUM
ajfa-14866	104	7	weeks	week	NOUN
ajfa-14866	104	8	before	before	ADP
ajfa-14866	104	9	the	the	DET
ajfa-14866	104	10	actual	actual	ADJ
ajfa-14866	104	11	inclusion	inclusion	NOUN
ajfa-14866	104	12	day	day	NOUN
ajfa-14866	104	13	.	.	PUNCT
ajfa-14866	105	1	the	the	DET
ajfa-14866	105	2	number	number	NOUN
ajfa-14866	105	3	of	of	ADP
ajfa-14866	105	4	days	day	NOUN
ajfa-14866	105	5	between	between	ADP
ajfa-14866	105	6	announcement	announcement	NOUN
ajfa-14866	105	7	and	and	CCONJ
ajfa-14866	105	8	inclusion	inclusion	NOUN
ajfa-14866	105	9	varies	vary	VERB
ajfa-14866	105	10	between	between	ADP
ajfa-14866	105	11	7	7	NUM
ajfa-14866	105	12	and	and	CCONJ
ajfa-14866	105	13	33	33	NUM
ajfa-14866	105	14	with	with	ADP
ajfa-14866	105	15	a	a	DET
ajfa-14866	105	16	mean	mean	NOUN
ajfa-14866	105	17	of	of	ADP
ajfa-14866	105	18	approx	approx	PROPN
ajfa-14866	105	19	25	25	NUM
ajfa-14866	105	20	days	day	NOUN
ajfa-14866	105	21	.	.	PUNCT
ajfa-14866	106	1	appendix	appendix	NOUN
ajfa-14866	106	2	1	1	NUM
ajfa-14866	106	3	lists	list	NOUN
ajfa-14866	106	4	the	the	DET
ajfa-14866	106	5	included	include	VERB
ajfa-14866	106	6	companies	company	NOUN
ajfa-14866	106	7	with	with	ADP
ajfa-14866	106	8	announcement	announcement	NOUN
ajfa-14866	106	9	and	and	CCONJ
ajfa-14866	106	10	inclusion	inclusion	NOUN
ajfa-14866	106	11	dates	date	NOUN
ajfa-14866	106	12	.	.	PUNCT
ajfa-14866	107	1	3.3	3.3	NUM
ajfa-14866	107	2	methodology	methodology	NOUN
ajfa-14866	107	3	this	this	DET
ajfa-14866	107	4	study	study	NOUN
ajfa-14866	107	5	uses	use	VERB
ajfa-14866	107	6	an	an	DET
ajfa-14866	107	7	event	event	NOUN
ajfa-14866	107	8	study	study	NOUN
ajfa-14866	107	9	methodology	methodology	NOUN
ajfa-14866	107	10	of	of	ADP
ajfa-14866	107	11	‘	'	PUNCT
ajfa-14866	107	12	brown	brown	ADJ
ajfa-14866	107	13	and	and	CCONJ
ajfa-14866	107	14	warner	warner	NOUN
ajfa-14866	107	15	’	'	PUNCT
ajfa-14866	107	16	with	with	SCONJ
ajfa-14866	107	17	two	two	NUM
ajfa-14866	107	18	event	event	NOUN
ajfa-14866	107	19	dates	date	VERB
ajfa-14866	107	20	for	for	ADP
ajfa-14866	107	21	each	each	DET
ajfa-14866	107	22	sample	sample	NOUN
ajfa-14866	107	23	;	;	PUNCT
ajfa-14866	107	24	the	the	DET
ajfa-14866	107	25	announcement	announcement	NOUN
ajfa-14866	107	26	date	date	NOUN
ajfa-14866	107	27	of	of	ADP
ajfa-14866	107	28	addition	addition	NOUN
ajfa-14866	107	29	(	(	PUNCT
ajfa-14866	107	30	ad	ad	NOUN
ajfa-14866	107	31	)	)	PUNCT
ajfa-14866	107	32	and	and	CCONJ
ajfa-14866	107	33	effective	effective	ADJ
ajfa-14866	107	34	date	date	NOUN
ajfa-14866	107	35	of	of	ADP
ajfa-14866	107	36	addition	addition	NOUN
ajfa-14866	107	37	(	(	PUNCT
ajfa-14866	107	38	ed	ed	NOUN
ajfa-14866	107	39	)	)	PUNCT
ajfa-14866	107	40	.	.	PUNCT
ajfa-14866	108	1	as	as	SCONJ
ajfa-14866	108	2	nse	nse	NOUN
ajfa-14866	108	3	normally	normally	ADV
ajfa-14866	108	4	announces	announce	VERB
ajfa-14866	108	5	the	the	DET
ajfa-14866	108	6	nifty	nifty	ADJ
ajfa-14866	108	7	index	index	NOUN
ajfa-14866	108	8	revisions	revision	NOUN
ajfa-14866	108	9	after	after	ADP
ajfa-14866	108	10	trading	trade	VERB
ajfa-14866	108	11	hours	hour	NOUN
ajfa-14866	108	12	,	,	PUNCT
ajfa-14866	108	13	the	the	DET
ajfa-14866	108	14	following	following	ADJ
ajfa-14866	108	15	day	day	NOUN
ajfa-14866	108	16	or	or	CCONJ
ajfa-14866	108	17	ad+1	ad+1	NOUN
ajfa-14866	108	18	is	be	AUX
ajfa-14866	108	19	the	the	DET
ajfa-14866	108	20	actual	actual	ADJ
ajfa-14866	108	21	announcement	announcement	NOUN
ajfa-14866	108	22	day	day	NOUN
ajfa-14866	108	23	.	.	PUNCT
ajfa-14866	109	1	the	the	DET
ajfa-14866	109	2	appropriate	appropriate	ADJ
ajfa-14866	109	3	choice	choice	NOUN
ajfa-14866	109	4	for	for	ADP
ajfa-14866	109	5	market	market	NOUN
ajfa-14866	109	6	index	index	NOUN
ajfa-14866	109	7	is	be	AUX
ajfa-14866	109	8	the	the	DET
ajfa-14866	109	9	cnx	cnx	PROPN
ajfa-14866	109	10	500	500	NUM
ajfa-14866	109	11	index	index	NOUN
ajfa-14866	109	12	(	(	PUNCT
ajfa-14866	109	13	a	a	DET
ajfa-14866	109	14	500	500	NUM
ajfa-14866	109	15	stock	stock	NOUN
ajfa-14866	109	16	portfolio),as	portfolio),as	NOUN
ajfa-14866	109	17	it	it	PRON
ajfa-14866	109	18	captures	capture	VERB
ajfa-14866	109	19	approximately	approximately	ADV
ajfa-14866	109	20	90	90	NUM
ajfa-14866	109	21	%	%	NOUN
ajfa-14866	109	22	of	of	ADP
ajfa-14866	109	23	nse	nse	NOUN
ajfa-14866	109	24	’s	’s	PART
ajfa-14866	109	25	equity	equity	NOUN
ajfa-14866	109	26	market	market	NOUN
ajfa-14866	109	27	capitalization	capitalization	NOUN
ajfa-14866	109	28	.	.	PUNCT
ajfa-14866	110	1	this	this	PRON
ajfa-14866	110	2	provides	provide	VERB
ajfa-14866	110	3	independence	independence	NOUN
ajfa-14866	110	4	between	between	ADP
ajfa-14866	110	5	the	the	DET
ajfa-14866	110	6	market	market	NOUN
ajfa-14866	110	7	portfolio	portfolio	NOUN
ajfa-14866	110	8	and	and	CCONJ
ajfa-14866	110	9	the	the	DET
ajfa-14866	110	10	index	index	NOUN
ajfa-14866	110	11	under	under	ADP
ajfa-14866	110	12	examination	examination	NOUN
ajfa-14866	110	13	as	as	ADP
ajfa-14866	110	14	in	in	ADP
ajfa-14866	110	15	chakrabarti	chakrabarti	PROPN
ajfa-14866	110	16	(	(	PUNCT
ajfa-14866	110	17	2008	2008	NUM
ajfa-14866	110	18	)	)	PUNCT
ajfa-14866	110	19	.	.	PUNCT
ajfa-14866	111	1	the	the	DET
ajfa-14866	111	2	choice	choice	NOUN
ajfa-14866	111	3	of	of	ADP
ajfa-14866	111	4	period	period	NOUN
ajfa-14866	111	5	of	of	ADP
ajfa-14866	111	6	study	study	NOUN
ajfa-14866	111	7	(	(	PUNCT
ajfa-14866	111	8	starting	start	VERB
ajfa-14866	111	9	from	from	ADP
ajfa-14866	111	10	2000	2000	NUM
ajfa-14866	111	11	)	)	PUNCT
ajfa-14866	111	12	is	be	AUX
ajfa-14866	111	13	also	also	ADV
ajfa-14866	111	14	due	due	ADJ
ajfa-14866	111	15	to	to	ADP
ajfa-14866	111	16	the	the	DET
ajfa-14866	111	17	choice	choice	NOUN
ajfa-14866	111	18	of	of	ADP
ajfa-14866	111	19	cnx	cnx	PROPN
ajfa-14866	111	20	500	500	NUM
ajfa-14866	111	21	as	as	SCONJ
ajfa-14866	111	22	the	the	DET
ajfa-14866	111	23	market	market	NOUN
ajfa-14866	111	24	index	index	NOUN
ajfa-14866	111	25	and	and	CCONJ
ajfa-14866	111	26	the	the	DET
ajfa-14866	111	27	daily	daily	ADJ
ajfa-14866	111	28	data	datum	NOUN
ajfa-14866	111	29	for	for	ADP
ajfa-14866	111	30	this	this	DET
ajfa-14866	111	31	index	index	NOUN
ajfa-14866	111	32	is	be	AUX
ajfa-14866	111	33	available	available	ADJ
ajfa-14866	111	34	only	only	ADV
ajfa-14866	111	35	from	from	ADP
ajfa-14866	111	36	june	june	PROPN
ajfa-14866	111	37	1999	1999	NUM
ajfa-14866	111	38	.	.	PUNCT
ajfa-14866	112	1	3.3.1	3.3.1	NUM
ajfa-14866	112	2	cumulative	cumulative	ADJ
ajfa-14866	112	3	abnormal	abnormal	ADJ
ajfa-14866	112	4	returns	return	NOUN
ajfa-14866	112	5	in	in	ADP
ajfa-14866	112	6	order	order	NOUN
ajfa-14866	112	7	to	to	PART
ajfa-14866	112	8	examine	examine	VERB
ajfa-14866	112	9	the	the	DET
ajfa-14866	112	10	index	index	NOUN
ajfa-14866	112	11	addition	addition	NOUN
ajfa-14866	112	12	effect	effect	NOUN
ajfa-14866	112	13	,	,	PUNCT
ajfa-14866	112	14	this	this	DET
ajfa-14866	112	15	cumulative	cumulative	ADJ
ajfa-14866	112	16	abnormal	abnormal	ADJ
ajfa-14866	112	17	return	return	NOUN
ajfa-14866	112	18	(	(	PUNCT
ajfa-14866	112	19	car	car	NOUN
ajfa-14866	112	20	)	)	PUNCT
ajfa-14866	112	21	is	be	AUX
ajfa-14866	112	22	calculated	calculate	VERB
ajfa-14866	112	23	around	around	ADP
ajfa-14866	112	24	the	the	DET
ajfa-14866	112	25	two	two	NUM
ajfa-14866	112	26	event	event	NOUN
ajfa-14866	112	27	dates	date	VERB
ajfa-14866	112	28	namely	namely	ADV
ajfa-14866	112	29	,	,	PUNCT
ajfa-14866	112	30	ad	ad	NOUN
ajfa-14866	112	31	and	and	CCONJ
ajfa-14866	112	32	ed	ed	NOUN
ajfa-14866	112	33	.	.	PUNCT
ajfa-14866	113	1	according	accord	VERB
ajfa-14866	113	2	to	to	ADP
ajfa-14866	113	3	kothari	kothari	PROPN
ajfa-14866	113	4	and	and	CCONJ
ajfa-14866	113	5	warmer	warm	ADJ
ajfa-14866	113	6	(	(	PUNCT
ajfa-14866	113	7	2007	2007	NUM
ajfa-14866	113	8	)	)	PUNCT
ajfa-14866	113	9	,	,	PUNCT
ajfa-14866	113	10	the	the	DET
ajfa-14866	113	11	difficulty	difficulty	NOUN
ajfa-14866	113	12	of	of	ADP
ajfa-14866	113	13	dealing	deal	VERB
ajfa-14866	113	14	with	with	ADP
ajfa-14866	113	15	statistical	statistical	ADJ
ajfa-14866	113	16	and	and	CCONJ
ajfa-14866	113	17	econometric	econometric	ADJ
ajfa-14866	113	18	inferences	inference	NOUN
ajfa-14866	113	19	in	in	ADP
ajfa-14866	113	20	event	event	NOUN
ajfa-14866	113	21	study	study	NOUN
ajfa-14866	113	22	methodology	methodology	NOUN
ajfa-14866	113	23	might	might	AUX
ajfa-14866	113	24	weaken	weaken	VERB
ajfa-14866	113	25	the	the	DET
ajfa-14866	113	26	robustness	robustness	NOUN
ajfa-14866	113	27	and	and	CCONJ
ajfa-14866	113	28	reliability	reliability	NOUN
ajfa-14866	113	29	of	of	ADP
ajfa-14866	113	30	the	the	DET
ajfa-14866	113	31	results	result	NOUN
ajfa-14866	113	32	.	.	PUNCT
ajfa-14866	114	1	consequently	consequently	ADV
ajfa-14866	114	2	,	,	PUNCT
ajfa-14866	114	3	many	many	ADJ
ajfa-14866	114	4	alternative	alternative	ADJ
ajfa-14866	114	5	models	model	NOUN
ajfa-14866	114	6	of	of	ADP
ajfa-14866	114	7	computing	compute	VERB
ajfa-14866	114	8	abnormal	abnormal	ADJ
ajfa-14866	114	9	returns	return	NOUN
ajfa-14866	114	10	have	have	AUX
ajfa-14866	114	11	been	be	AUX
ajfa-14866	114	12	used	use	VERB
ajfa-14866	114	13	in	in	ADP
ajfa-14866	114	14	the	the	DET
ajfa-14866	114	15	extant	extant	ADJ
ajfa-14866	114	16	literature	literature	NOUN
ajfa-14866	114	17	.	.	PUNCT
ajfa-14866	115	1	this	this	DET
ajfa-14866	115	2	study	study	NOUN
ajfa-14866	115	3	uses	use	VERB
ajfa-14866	115	4	three	three	NUM
ajfa-14866	115	5	abnormal	abnormal	ADJ
ajfa-14866	115	6	return	return	NOUN
ajfa-14866	115	7	computational	computational	ADJ
ajfa-14866	115	8	methods	method	NOUN
ajfa-14866	115	9	in	in	ADP
ajfa-14866	115	10	this	this	DET
ajfa-14866	115	11	study	study	NOUN
ajfa-14866	115	12	.	.	PUNCT
ajfa-14866	116	1	the	the	DET
ajfa-14866	116	2	first	first	ADJ
ajfa-14866	116	3	method	method	NOUN
ajfa-14866	116	4	of	of	ADP
ajfa-14866	116	5	computing	compute	VERB
ajfa-14866	116	6	the	the	DET
ajfa-14866	116	7	abnormal	abnormal	ADJ
ajfa-14866	116	8	return	return	NOUN
ajfa-14866	116	9	is	be	AUX
ajfa-14866	116	10	subtracting	subtract	VERB
ajfa-14866	116	11	the	the	DET
ajfa-14866	116	12	cnx	cnx	PROPN
ajfa-14866	116	13	500	500	NUM
ajfa-14866	116	14	index	index	NOUN
ajfa-14866	116	15	return	return	NOUN
ajfa-14866	116	16	from	from	ADP
ajfa-14866	116	17	the	the	DET
ajfa-14866	116	18	stock	stock	NOUN
ajfa-14866	116	19	return	return	NOUN
ajfa-14866	116	20	.	.	PUNCT
ajfa-14866	117	1	the	the	DET
ajfa-14866	117	2	car	car	NOUN
ajfa-14866	117	3	is	be	AUX
ajfa-14866	117	4	then	then	ADV
ajfa-14866	117	5	the	the	DET
ajfa-14866	117	6	aggregated	aggregate	VERB
ajfa-14866	117	7	abnormal	abnormal	ADJ
ajfa-14866	117	8	return(ar)over	return(ar)over	ADP
ajfa-14866	117	9	the	the	DET
ajfa-14866	117	10	estimation	estimation	NOUN
ajfa-14866	117	11	period	period	NOUN
ajfa-14866	117	12	as	as	SCONJ
ajfa-14866	117	13	the	the	DET
ajfa-14866	117	14	car	car	NOUN
ajfa-14866	117	15	represents	represent	VERB
ajfa-14866	117	16	the	the	DET
ajfa-14866	117	17	buy	buy	NOUN
ajfa-14866	117	18	and	and	CCONJ
ajfa-14866	117	19	hold	hold	VERB
ajfa-14866	117	20	return	return	NOUN
ajfa-14866	117	21	which	which	PRON
ajfa-14866	117	22	makes	make	VERB
ajfa-14866	117	23	sense	sense	NOUN
ajfa-14866	117	24	to	to	ADP
ajfa-14866	117	25	the	the	DET
ajfa-14866	117	26	investors	investor	NOUN
ajfa-14866	117	27	.	.	PUNCT
ajfa-14866	118	1	the	the	DET
ajfa-14866	118	2	daily	daily	ADJ
ajfa-14866	118	3	return	return	NOUN
ajfa-14866	118	4	is	be	AUX
ajfa-14866	118	5	the	the	DET
ajfa-14866	118	6	log	log	NOUN
ajfa-14866	118	7	return	return	NOUN
ajfa-14866	118	8	using	use	VERB
ajfa-14866	118	9	closing	closing	NOUN
ajfa-14866	118	10	price	price	NOUN
ajfa-14866	118	11	at	at	ADP
ajfa-14866	118	12	time	time	NOUN
ajfa-14866	118	13	t	t	PROPN
ajfa-14866	118	14	and	and	CCONJ
ajfa-14866	118	15	time	time	NOUN
ajfa-14866	118	16	t-1	t-1	PROPN
ajfa-14866	118	17	.	.	PUNCT
ajfa-14866	119	1	mcar	mcar	ADJ
ajfa-14866	119	2	abnormal	abnormal	ADJ
ajfa-14866	119	3	return	return	NOUN
ajfa-14866	119	4	arit	arit	ADP
ajfa-14866	119	5	=	=	SYM
ajfa-14866	119	6	ritrmt	ritrmt	NOUN
ajfa-14866	119	7	,	,	PUNCT
ajfa-14866	119	8	(	(	PUNCT
ajfa-14866	119	9	1	1	X
ajfa-14866	119	10	)	)	PUNCT
ajfa-14866	119	11	where	where	SCONJ
ajfa-14866	119	12	rit	rit	NOUN
ajfa-14866	119	13	is	be	AUX
ajfa-14866	119	14	the	the	DET
ajfa-14866	119	15	stock	stock	NOUN
ajfa-14866	119	16	return	return	NOUN
ajfa-14866	119	17	and	and	CCONJ
ajfa-14866	119	18	rmt	rmt	NOUN
ajfa-14866	119	19	is	be	AUX
ajfa-14866	119	20	the	the	DET
ajfa-14866	119	21	cnx	cnx	PROPN
ajfa-14866	119	22	500	500	NUM
ajfa-14866	119	23	index	index	NOUN
ajfa-14866	119	24	return	return	NOUN
ajfa-14866	119	25	on	on	ADP
ajfa-14866	119	26	day	day	NOUN
ajfa-14866	119	27	‘	'	PUNCT
ajfa-14866	119	28	t	t	NOUN
ajfa-14866	119	29	’	'	PUNCT
ajfa-14866	119	30	.	.	PUNCT
ajfa-14866	120	1	the	the	DET
ajfa-14866	120	2	second	second	ADJ
ajfa-14866	120	3	model	model	NOUN
ajfa-14866	120	4	for	for	ADP
ajfa-14866	120	5	calculating	calculate	VERB
ajfa-14866	120	6	abnormal	abnormal	ADJ
ajfa-14866	120	7	return	return	NOUN
ajfa-14866	120	8	in	in	ADP
ajfa-14866	120	9	this	this	DET
ajfa-14866	120	10	study	study	NOUN
ajfa-14866	120	11	is	be	AUX
ajfa-14866	120	12	the	the	DET
ajfa-14866	120	13	widely	widely	ADV
ajfa-14866	120	14	used	use	VERB
ajfa-14866	120	15	ols	ol	NOUN
ajfa-14866	120	16	market	market	NOUN
ajfa-14866	120	17	model	model	NOUN
ajfa-14866	120	18	where	where	SCONJ
ajfa-14866	120	19	the	the	DET
ajfa-14866	120	20	expected	expect	VERB
ajfa-14866	120	21	return	return	NOUN
ajfa-14866	120	22	is	be	AUX
ajfa-14866	120	23	calculated	calculate	VERB
ajfa-14866	120	24	as	as	ADP
ajfa-14866	120	25			ADJ
ajfa-14866	120	26			PROPN
ajfa-14866	120	27	,	,	PUNCT
ajfa-14866	120	28	]	]	X
ajfa-14866	120	29	[	[	PUNCT
ajfa-14866	120	30	miii	miii	X
ajfa-14866	120	31	rere	rere	PROPN
ajfa-14866	120	32			X
ajfa-14866	121	1			ADJ
ajfa-14866	121	2	(	(	PUNCT
ajfa-14866	121	3	2	2	NUM
ajfa-14866	121	4	)	)	PUNCT
ajfa-14866	121	5	where	where	SCONJ
ajfa-14866	121	6	,	,	PUNCT
ajfa-14866	121	7	i	i	PROPN
ajfa-14866	121	8	and	and	CCONJ
ajfa-14866	121	9	i	i	NUM
ajfa-14866	121	10	are	be	AUX
ajfa-14866	121	11	the	the	DET
ajfa-14866	121	12	model	model	NOUN
ajfa-14866	121	13	parameters	parameter	NOUN
ajfa-14866	121	14	and	and	CCONJ
ajfa-14866	121	15	mr	mr	PROPN
ajfa-14866	121	16	is	be	AUX
ajfa-14866	121	17	the	the	DET
ajfa-14866	121	18	cnx	cnx	PROPN
ajfa-14866	121	19	500	500	NUM
ajfa-14866	121	20	return	return	NOUN
ajfa-14866	121	21	and	and	CCONJ
ajfa-14866	121	22	the	the	DET
ajfa-14866	121	23	estimation	estimation	NOUN
ajfa-14866	121	24	window	window	NOUN
ajfa-14866	121	25	starts	start	VERB
ajfa-14866	121	26	130	130	NUM
ajfa-14866	121	27	days	day	NOUN
ajfa-14866	121	28	before	before	ADV
ajfa-14866	121	29	and	and	CCONJ
ajfa-14866	121	30	ends	end	VERB
ajfa-14866	121	31	10	10	NUM
ajfa-14866	121	32	days	day	NOUN
ajfa-14866	121	33	(	(	PUNCT
ajfa-14866	121	34	approximately	approximately	ADV
ajfa-14866	121	35	120	120	NUM
ajfa-14866	121	36	trading	trading	NOUN
ajfa-14866	121	37	days	day	NOUN
ajfa-14866	121	38	)	)	PUNCT
ajfa-14866	121	39	before	before	ADP
ajfa-14866	121	40	the	the	DET
ajfa-14866	121	41	index	index	NOUN
ajfa-14866	121	42	addition	addition	NOUN
ajfa-14866	121	43	ad	ad	NOUN
ajfa-14866	121	44	.	.	PUNCT
ajfa-14866	122	1	the	the	DET
ajfa-14866	122	2	abnormal	abnormal	ADJ
ajfa-14866	122	3	return	return	NOUN
ajfa-14866	122	4	is	be	AUX
ajfa-14866	122	5	,	,	PUNCT
ajfa-14866	122	6	asian	asian	ADJ
ajfa-14866	122	7	journal	journal	NOUN
ajfa-14866	122	8	of	of	ADP
ajfa-14866	122	9	finance	finance	PROPN
ajfa-14866	122	10	&	&	CCONJ
ajfa-14866	122	11	accounting	accounting	PROPN
ajfa-14866	122	12	issn	issn	PROPN
ajfa-14866	122	13	1946	1946	NUM
ajfa-14866	122	14	-	-	PUNCT
ajfa-14866	122	15	052x	052x	PROPN
ajfa-14866	122	16	2019	2019	NUM
ajfa-14866	122	17	,	,	PUNCT
ajfa-14866	122	18	vol	vol	NOUN
ajfa-14866	122	19	.	.	PROPN
ajfa-14866	122	20	11	11	NUM
ajfa-14866	122	21	,	,	PUNCT
ajfa-14866	122	22	no	no	INTJ
ajfa-14866	122	23	.	.	NOUN
ajfa-14866	122	24	1	1	NUM
ajfa-14866	122	25	313	313	NUM
ajfa-14866	122	26	ajfa.macrothink.org	ajfa.macrothink.org	PROPN
ajfa-14866	122	27	ocarabnormal	ocarabnormal	ADJ
ajfa-14866	122	28	return	return	NOUN
ajfa-14866	122	29			PROPN
ajfa-14866	122	30	,ˆˆ	,ˆˆ	PROPN
ajfa-14866	122	31	mtiiitit	mtiiitit	PROPN
ajfa-14866	122	32	rrar	rrar	NOUN
ajfa-14866	122	33			X
ajfa-14866	122	34			NUM
ajfa-14866	122	35	(	(	PUNCT
ajfa-14866	122	36	3	3	X
ajfa-14866	122	37	)	)	PUNCT
ajfa-14866	122	38	the	the	DET
ajfa-14866	122	39	abnormal	abnormal	ADJ
ajfa-14866	122	40	return	return	NOUN
ajfa-14866	122	41	calculated	calculate	VERB
ajfa-14866	122	42	by	by	ADP
ajfa-14866	122	43	the	the	DET
ajfa-14866	122	44	ols	ol	NOUN
ajfa-14866	122	45	market	market	NOUN
ajfa-14866	122	46	model6has	model6has	ADJ
ajfa-14866	122	47	two	two	NUM
ajfa-14866	122	48	key	key	ADJ
ajfa-14866	122	49	methodological	methodological	ADJ
ajfa-14866	122	50	problems	problem	NOUN
ajfa-14866	122	51	in	in	ADP
ajfa-14866	122	52	the	the	DET
ajfa-14866	122	53	context	context	NOUN
ajfa-14866	122	54	of	of	ADP
ajfa-14866	122	55	index	index	NOUN
ajfa-14866	122	56	revision	revision	NOUN
ajfa-14866	122	57	studies	study	NOUN
ajfa-14866	122	58	.	.	PUNCT
ajfa-14866	123	1	lynch	lynch	PROPN
ajfa-14866	123	2	and	and	CCONJ
ajfa-14866	123	3	mendenhall(1987	mendenhall(1987	NUM
ajfa-14866	123	4	)	)	PUNCT
ajfa-14866	123	5	point	point	VERB
ajfa-14866	123	6	out	out	ADP
ajfa-14866	123	7	that	that	SCONJ
ajfa-14866	123	8	abnormal	abnormal	ADJ
ajfa-14866	123	9	return	return	NOUN
ajfa-14866	123	10	might	might	AUX
ajfa-14866	123	11	be	be	AUX
ajfa-14866	123	12	biased	bias	VERB
ajfa-14866	123	13	downwards	downward	NOUN
ajfa-14866	123	14	,	,	PUNCT
ajfa-14866	123	15	as	as	SCONJ
ajfa-14866	123	16	stocks	stock	NOUN
ajfa-14866	123	17	added	add	VERB
ajfa-14866	123	18	to	to	ADP
ajfa-14866	123	19	the	the	DET
ajfa-14866	123	20	index	index	NOUN
ajfa-14866	123	21	are	be	AUX
ajfa-14866	123	22	likely	likely	ADJ
ajfa-14866	123	23	to	to	PART
ajfa-14866	123	24	have	have	AUX
ajfa-14866	123	25	performed	perform	VERB
ajfa-14866	123	26	well	well	ADV
ajfa-14866	123	27	just	just	ADV
ajfa-14866	123	28	prior	prior	ADV
ajfa-14866	123	29	to	to	ADP
ajfa-14866	123	30	the	the	DET
ajfa-14866	123	31	addition	addition	NOUN
ajfa-14866	123	32	and	and	CCONJ
ajfa-14866	123	33	using	use	VERB
ajfa-14866	123	34	the	the	DET
ajfa-14866	123	35	daily	daily	ADJ
ajfa-14866	123	36	data	datum	NOUN
ajfa-14866	123	37	to	to	PART
ajfa-14866	123	38	estimate	estimate	VERB
ajfa-14866	123	39	the	the	DET
ajfa-14866	123	40	model	model	NOUN
ajfa-14866	123	41	parameters	parameter	NOUN
ajfa-14866	123	42	may	may	AUX
ajfa-14866	123	43	produce	produce	VERB
ajfa-14866	123	44	upwardly	upwardly	NOUN
ajfa-14866	123	45	biased	bias	VERB
ajfa-14866	123	46	alpha	alpha	NOUN
ajfa-14866	123	47	estimates	estimate	NOUN
ajfa-14866	123	48	especially	especially	ADV
ajfa-14866	123	49	when	when	SCONJ
ajfa-14866	123	50	aggregated	aggregate	VERB
ajfa-14866	123	51	over	over	ADP
ajfa-14866	123	52	time	time	NOUN
ajfa-14866	123	53	.	.	PUNCT
ajfa-14866	124	1	the	the	DET
ajfa-14866	124	2	second	second	ADJ
ajfa-14866	124	3	methodological	methodological	ADJ
ajfa-14866	124	4	problem	problem	NOUN
ajfa-14866	124	5	is	be	AUX
ajfa-14866	124	6	the	the	DET
ajfa-14866	124	7	possible	possible	ADJ
ajfa-14866	124	8	shift	shift	NOUN
ajfa-14866	124	9	in	in	ADP
ajfa-14866	124	10	beta	beta	NOUN
ajfa-14866	124	11	,	,	PUNCT
ajfa-14866	124	12	post	post	VERB
ajfa-14866	124	13	addition	addition	NOUN
ajfa-14866	124	14	.	.	PUNCT
ajfa-14866	125	1	also	also	ADV
ajfa-14866	125	2	,	,	PUNCT
ajfa-14866	125	3	jain	jain	PROPN
ajfa-14866	125	4	(	(	PUNCT
ajfa-14866	125	5	1987	1987	NUM
ajfa-14866	125	6	)	)	PUNCT
ajfa-14866	125	7	shows	show	VERB
ajfa-14866	125	8	that	that	SCONJ
ajfa-14866	125	9	stocks	stock	NOUN
ajfa-14866	125	10	perform	perform	VERB
ajfa-14866	125	11	better	well	ADV
ajfa-14866	125	12	in	in	ADP
ajfa-14866	125	13	the	the	DET
ajfa-14866	125	14	pre	pre	NOUN
ajfa-14866	125	15	-	-	NOUN
ajfa-14866	125	16	addition	addition	ADJ
ajfa-14866	125	17	period	period	NOUN
ajfa-14866	125	18	and	and	CCONJ
ajfa-14866	125	19	estimation	estimation	NOUN
ajfa-14866	125	20	of	of	ADP
ajfa-14866	125	21	pre	pre	ADJ
ajfa-14866	125	22	event	event	NOUN
ajfa-14866	125	23	alphas	alpha	NOUN
ajfa-14866	125	24	and	and	CCONJ
ajfa-14866	125	25	betas	beta	NOUN
ajfa-14866	125	26	might	might	AUX
ajfa-14866	125	27	vitiate	vitiate	VERB
ajfa-14866	125	28	the	the	DET
ajfa-14866	125	29	abnormal	abnormal	ADJ
ajfa-14866	125	30	return	return	NOUN
ajfa-14866	125	31	estimates	estimate	NOUN
ajfa-14866	125	32	.	.	PUNCT
ajfa-14866	126	1	in	in	ADP
ajfa-14866	126	2	order	order	NOUN
ajfa-14866	126	3	to	to	PART
ajfa-14866	126	4	overcome	overcome	VERB
ajfa-14866	126	5	this	this	DET
ajfa-14866	126	6	bias	bias	NOUN
ajfa-14866	126	7	,	,	PUNCT
ajfa-14866	126	8	the	the	DET
ajfa-14866	126	9	market	market	NOUN
ajfa-14866	126	10	model	model	NOUN
ajfa-14866	126	11	for	for	ADP
ajfa-14866	126	12	‘	'	PUNCT
ajfa-14866	126	13	high	high	ADJ
ajfa-14866	126	14	’	'	PUNCT
ajfa-14866	126	15	alpha7	alpha7	NOUN
ajfa-14866	126	16	stocks	stock	NOUN
ajfa-14866	126	17	in	in	ADP
ajfa-14866	126	18	this	this	DET
ajfa-14866	126	19	study	study	NOUN
ajfa-14866	126	20	is	be	AUX
ajfa-14866	126	21	again	again	ADV
ajfa-14866	126	22	estimated	estimate	VERB
ajfa-14866	126	23	using	use	VERB
ajfa-14866	126	24	returns	return	NOUN
ajfa-14866	126	25	from	from	ADP
ajfa-14866	126	26	370	370	NUM
ajfa-14866	126	27	to	to	PART
ajfa-14866	126	28	251	251	NUM
ajfa-14866	126	29	days	day	NOUN
ajfa-14866	126	30	prior	prior	ADV
ajfa-14866	126	31	to	to	ADP
ajfa-14866	126	32	announcement	announcement	NOUN
ajfa-14866	126	33	day	day	NOUN
ajfa-14866	126	34	(	(	PUNCT
ajfa-14866	126	35	approximately	approximately	ADV
ajfa-14866	126	36	120	120	NUM
ajfa-14866	126	37	trading	trading	NOUN
ajfa-14866	126	38	days	day	NOUN
ajfa-14866	126	39	)	)	PUNCT
ajfa-14866	126	40	in	in	ADP
ajfa-14866	126	41	the	the	DET
ajfa-14866	126	42	spirit	spirit	PROPN
ajfa-14866	126	43	of	of	ADP
ajfa-14866	126	44	lynch	lynch	PROPN
ajfa-14866	126	45	and	and	CCONJ
ajfa-14866	126	46	mendenhall	mendenhall	NOUN
ajfa-14866	126	47	(	(	PUNCT
ajfa-14866	126	48	1987)8	1987)8	NUM
ajfa-14866	126	49	.	.	PUNCT
ajfa-14866	127	1	thirdly	thirdly	ADV
ajfa-14866	127	2	,	,	PUNCT
ajfa-14866	127	3	abnormal	abnormal	ADJ
ajfa-14866	127	4	return	return	NOUN
ajfa-14866	127	5	is	be	AUX
ajfa-14866	127	6	computed	compute	VERB
ajfa-14866	127	7	as	as	ADP
ajfa-14866	127	8	the	the	DET
ajfa-14866	127	9	stock	stock	NOUN
ajfa-14866	127	10	return	return	VERB
ajfa-14866	127	11	minus	minus	ADP
ajfa-14866	127	12	the	the	DET
ajfa-14866	127	13	‘	'	PUNCT
ajfa-14866	127	14	control	control	NOUN
ajfa-14866	127	15	sample	sample	NOUN
ajfa-14866	127	16	’	'	PUNCT
ajfa-14866	127	17	return	return	NOUN
ajfa-14866	127	18	(	(	PUNCT
ajfa-14866	127	19	ccar	ccar	NOUN
ajfa-14866	127	20	)	)	PUNCT
ajfa-14866	127	21	as	as	ADP
ajfa-14866	127	22	in	in	ADP
ajfa-14866	127	23	hradzil	hradzil	PROPN
ajfa-14866	127	24	(	(	PUNCT
ajfa-14866	127	25	2009	2009	NUM
ajfa-14866	127	26	)	)	PUNCT
ajfa-14866	127	27	.	.	PUNCT
ajfa-14866	128	1	the	the	DET
ajfa-14866	128	2	stocks	stock	NOUN
ajfa-14866	128	3	which	which	PRON
ajfa-14866	128	4	are	be	AUX
ajfa-14866	128	5	likely	likely	ADJ
ajfa-14866	128	6	candidates	candidate	NOUN
ajfa-14866	128	7	for	for	ADP
ajfa-14866	128	8	inclusion	inclusion	NOUN
ajfa-14866	128	9	in	in	ADP
ajfa-14866	128	10	the	the	DET
ajfa-14866	128	11	nifty	nifty	ADJ
ajfa-14866	128	12	index	index	NOUN
ajfa-14866	128	13	based	base	VERB
ajfa-14866	128	14	on	on	ADP
ajfa-14866	128	15	market	market	NOUN
ajfa-14866	128	16	capitalization	capitalization	NOUN
ajfa-14866	128	17	are	be	AUX
ajfa-14866	128	18	candidates	candidate	NOUN
ajfa-14866	128	19	for	for	ADP
ajfa-14866	128	20	control	control	NOUN
ajfa-14866	128	21	sample	sample	NOUN
ajfa-14866	128	22	in	in	ADP
ajfa-14866	128	23	this	this	DET
ajfa-14866	128	24	study	study	NOUN
ajfa-14866	128	25	.	.	PUNCT
ajfa-14866	129	1	normally	normally	ADV
ajfa-14866	129	2	,	,	PUNCT
ajfa-14866	129	3	eligible	eligible	ADJ
ajfa-14866	129	4	stocks	stock	NOUN
ajfa-14866	129	5	from	from	ADP
ajfa-14866	129	6	another	another	DET
ajfa-14866	129	7	index	index	NOUN
ajfa-14866	129	8	,	,	PUNCT
ajfa-14866	129	9	namely	namely	ADV
ajfa-14866	129	10	nifty	nifty	ADJ
ajfa-14866	129	11	junior	junior	ADJ
ajfa-14866	129	12	index9	index9	NOUN
ajfa-14866	129	13	is	be	AUX
ajfa-14866	129	14	added	add	VERB
ajfa-14866	129	15	to	to	ADP
ajfa-14866	129	16	the	the	DET
ajfa-14866	129	17	nifty	nifty	ADJ
ajfa-14866	129	18	index	index	NOUN
ajfa-14866	129	19	and	and	CCONJ
ajfa-14866	129	20	the	the	DET
ajfa-14866	129	21	deleted	delete	VERB
ajfa-14866	129	22	stocks	stock	NOUN
ajfa-14866	129	23	usually	usually	ADV
ajfa-14866	129	24	get	get	AUX
ajfa-14866	129	25	included	include	VERB
ajfa-14866	129	26	in	in	ADP
ajfa-14866	129	27	the	the	DET
ajfa-14866	129	28	nifty	nifty	ADJ
ajfa-14866	129	29	junior	junior	ADJ
ajfa-14866	129	30	index	index	NOUN
ajfa-14866	129	31	.	.	PUNCT
ajfa-14866	130	1	the	the	DET
ajfa-14866	130	2	top	top	ADJ
ajfa-14866	130	3	three	three	NUM
ajfa-14866	130	4	stocks	stock	NOUN
ajfa-14866	130	5	other	other	ADJ
ajfa-14866	130	6	than	than	ADP
ajfa-14866	130	7	the	the	DET
ajfa-14866	130	8	added	add	VERB
ajfa-14866	130	9	stocks	stock	NOUN
ajfa-14866	130	10	will	will	AUX
ajfa-14866	130	11	be	be	AUX
ajfa-14866	130	12	the	the	DET
ajfa-14866	130	13	control	control	NOUN
ajfa-14866	130	14	sample	sample	NOUN
ajfa-14866	130	15	since	since	SCONJ
ajfa-14866	130	16	they	they	PRON
ajfa-14866	130	17	had	have	AUX
ajfa-14866	130	18	been	be	AUX
ajfa-14866	130	19	considered	consider	VERB
ajfa-14866	130	20	for	for	ADP
ajfa-14866	130	21	addition	addition	NOUN
ajfa-14866	130	22	to	to	ADP
ajfa-14866	130	23	nifty	nifty	ADJ
ajfa-14866	130	24	index	index	NOUN
ajfa-14866	130	25	but	but	CCONJ
ajfa-14866	130	26	are	be	AUX
ajfa-14866	130	27	not	not	PART
ajfa-14866	130	28	included	include	VERB
ajfa-14866	130	29	and	and	CCONJ
ajfa-14866	130	30	will	will	AUX
ajfa-14866	130	31	be	be	AUX
ajfa-14866	130	32	the	the	DET
ajfa-14866	130	33	ideal	ideal	ADJ
ajfa-14866	130	34	candidates	candidate	NOUN
ajfa-14866	130	35	for	for	ADP
ajfa-14866	130	36	the	the	DET
ajfa-14866	130	37	control	control	NOUN
ajfa-14866	130	38	sample	sample	NOUN
ajfa-14866	130	39	.	.	PUNCT
ajfa-14866	131	1	the	the	DET
ajfa-14866	131	2	ratio	ratio	NOUN
ajfa-14866	131	3	of	of	ADP
ajfa-14866	131	4	control	control	NOUN
ajfa-14866	131	5	(	(	PUNCT
ajfa-14866	131	6	eligible	eligible	ADJ
ajfa-14866	131	7	)	)	PUNCT
ajfa-14866	131	8	stocks	stock	NOUN
ajfa-14866	131	9	to	to	ADP
ajfa-14866	131	10	added	add	VERB
ajfa-14866	131	11	stocks	stock	NOUN
ajfa-14866	131	12	is	be	AUX
ajfa-14866	131	13	three	three	NUM
ajfa-14866	131	14	to	to	ADP
ajfa-14866	131	15	one	one	NUM
ajfa-14866	131	16	.	.	PUNCT
ajfa-14866	132	1	3.3.2	3.3.2	NUM
ajfa-14866	132	2	abnormal	abnormal	ADJ
ajfa-14866	132	3	volume	volume	NOUN
ajfa-14866	132	4	the	the	DET
ajfa-14866	132	5	abnormal	abnormal	ADJ
ajfa-14866	132	6	volume	volume	NOUN
ajfa-14866	132	7	is	be	AUX
ajfa-14866	132	8	calculated	calculate	VERB
ajfa-14866	132	9	in	in	ADP
ajfa-14866	132	10	the	the	DET
ajfa-14866	132	11	spirit	spirit	NOUN
ajfa-14866	132	12	of	of	ADP
ajfa-14866	132	13	harris	harris	PROPN
ajfa-14866	132	14	and	and	CCONJ
ajfa-14866	132	15	gurel	gurel	PROPN
ajfa-14866	132	16	(	(	PUNCT
ajfa-14866	132	17	1986	1986	NUM
ajfa-14866	132	18	)	)	PUNCT
ajfa-14866	132	19	volume	volume	NOUN
ajfa-14866	132	20	ratio	ratio	NOUN
ajfa-14866	132	21	(	(	PUNCT
ajfa-14866	132	22	vr	vr	NOUN
ajfa-14866	132	23	)	)	PUNCT
ajfa-14866	132	24	=	=	SYM
ajfa-14866	132	25	(	(	PUNCT
ajfa-14866	132	26	vit	vit	PROPN
ajfa-14866	132	27	/	/	SYM
ajfa-14866	132	28	vmt	vmt	PROPN
ajfa-14866	132	29	)	)	PUNCT
ajfa-14866	132	30	÷	÷	NOUN
ajfa-14866	132	31	(	(	PUNCT
ajfa-14866	132	32	vi	vi	PROPN
ajfa-14866	132	33	/	/	SYM
ajfa-14866	132	34	vm	vm	NOUN
ajfa-14866	132	35	)	)	PUNCT
ajfa-14866	132	36	(	(	PUNCT
ajfa-14866	132	37	4	4	X
ajfa-14866	132	38	)	)	PUNCT
ajfa-14866	132	39	where	where	SCONJ
ajfa-14866	132	40	vitandvmt	vitandvmt	NOUN
ajfa-14866	132	41	are	be	AUX
ajfa-14866	132	42	the	the	DET
ajfa-14866	132	43	trading	trading	NOUN
ajfa-14866	132	44	volumes	volume	NOUN
ajfa-14866	132	45	of	of	ADP
ajfa-14866	132	46	the	the	DET
ajfa-14866	132	47	stock	stock	NOUN
ajfa-14866	132	48	and	and	CCONJ
ajfa-14866	132	49	the	the	DET
ajfa-14866	132	50	total	total	ADJ
ajfa-14866	132	51	nse	nse	NOUN
ajfa-14866	132	52	respectively	respectively	ADV
ajfa-14866	132	53	,	,	PUNCT
ajfa-14866	132	54	and	and	CCONJ
ajfa-14866	132	55	viandvm	viandvm	NOUN
ajfa-14866	132	56	are	be	AUX
ajfa-14866	132	57	the	the	DET
ajfa-14866	132	58	average	average	ADJ
ajfa-14866	132	59	trading	trading	NOUN
ajfa-14866	132	60	volumes	volume	NOUN
ajfa-14866	132	61	of	of	ADP
ajfa-14866	132	62	the	the	DET
ajfa-14866	132	63	stock	stock	NOUN
ajfa-14866	132	64	and	and	CCONJ
ajfa-14866	132	65	total	total	ADJ
ajfa-14866	132	66	nse	nse	NOUN
ajfa-14866	132	67	for	for	ADP
ajfa-14866	132	68	the	the	DET
ajfa-14866	132	69	period	period	NOUN
ajfa-14866	132	70	ad-70	ad-70	NOUN
ajfa-14866	132	71	through	through	ADP
ajfa-14866	132	72	ad-10	ad-10	PRON
ajfa-14866	132	73	.	.	PUNCT
ajfa-14866	133	1	the	the	DET
ajfa-14866	133	2	daily	daily	ADJ
ajfa-14866	133	3	vr	vr	PROPN
ajfa-14866	133	4	is	be	AUX
ajfa-14866	133	5	averaged	average	VERB
ajfa-14866	133	6	across	across	ADP
ajfa-14866	133	7	the	the	DET
ajfa-14866	133	8	various	various	ADJ
ajfa-14866	133	9	event	event	NOUN
ajfa-14866	133	10	windows	window	NOUN
ajfa-14866	133	11	and	and	CCONJ
ajfa-14866	133	12	the	the	DET
ajfa-14866	133	13	volume	volume	NOUN
ajfa-14866	133	14	ratio10should	ratio10should	AUX
ajfa-14866	133	15	have	have	VERB
ajfa-14866	133	16	a	a	DET
ajfa-14866	133	17	value	value	NOUN
ajfa-14866	133	18	of	of	ADP
ajfa-14866	133	19	‘	'	PUNCT
ajfa-14866	133	20	one	one	NUM
ajfa-14866	133	21	’	'	PUNCT
ajfa-14866	133	22	under	under	ADP
ajfa-14866	133	23	null	null	ADJ
ajfa-14866	133	24	hypothesis	hypothesis	NOUN
ajfa-14866	133	25	.	.	PUNCT
ajfa-14866	134	1	in	in	ADP
ajfa-14866	134	2	any	any	DET
ajfa-14866	134	3	event	event	NOUN
ajfa-14866	134	4	window	window	NOUN
ajfa-14866	134	5	,	,	PUNCT
ajfa-14866	134	6	the	the	DET
ajfa-14866	134	7	volume	volume	NOUN
ajfa-14866	134	8	ratio	ratio	NOUN
ajfa-14866	134	9	(	(	PUNCT
ajfa-14866	134	10	vr	vr	NOUN
ajfa-14866	134	11	)	)	PUNCT
ajfa-14866	134	12	should	should	AUX
ajfa-14866	134	13	be	be	AUX
ajfa-14866	134	14	significantly	significantly	ADV
ajfa-14866	134	15	greater	great	ADJ
ajfa-14866	134	16	than	than	ADP
ajfa-14866	134	17	one	one	NUM
ajfa-14866	134	18	.	.	PUNCT
ajfa-14866	135	1	3.3.3	3.3.3	NUM
ajfa-14866	135	2	liquidity	liquidity	NOUN
ajfa-14866	135	3	ratio	ratio	NOUN
ajfa-14866	135	4	the	the	DET
ajfa-14866	135	5	liquidity	liquidity	NOUN
ajfa-14866	135	6	measure	measure	NOUN
ajfa-14866	135	7	employed	employ	VERB
ajfa-14866	135	8	in	in	ADP
ajfa-14866	135	9	this	this	DET
ajfa-14866	135	10	study	study	NOUN
ajfa-14866	135	11	is	be	AUX
ajfa-14866	135	12	the	the	DET
ajfa-14866	135	13	ratio	ratio	NOUN
ajfa-14866	135	14	of	of	ADP
ajfa-14866	135	15	daily	daily	ADJ
ajfa-14866	135	16	rupee	rupee	NOUN
ajfa-14866	135	17	volume	volume	NOUN
ajfa-14866	135	18	of	of	ADP
ajfa-14866	135	19	the	the	DET
ajfa-14866	135	20	stock	stock	NOUN
ajfa-14866	135	21	to	to	ADP
ajfa-14866	135	22	the	the	DET
ajfa-14866	135	23	absolute	absolute	ADJ
ajfa-14866	135	24	stock	stock	NOUN
ajfa-14866	135	25	return	return	NOUN
ajfa-14866	135	26	as	as	ADP
ajfa-14866	135	27	in	in	ADP
ajfa-14866	135	28	amihud	amihud	PROPN
ajfa-14866	135	29	(	(	PUNCT
ajfa-14866	135	30	2002)11	2002)11	NUM
ajfa-14866	135	31	.	.	PUNCT
ajfa-14866	136	1	this	this	PRON
ajfa-14866	136	2	can	can	AUX
ajfa-14866	136	3	be	be	AUX
ajfa-14866	136	4	interpreted	interpret	VERB
ajfa-14866	136	5	as	as	ADP
ajfa-14866	136	6	the	the	DET
ajfa-14866	136	7	daily	daily	ADJ
ajfa-14866	136	8	price	price	NOUN
ajfa-14866	136	9	response	response	NOUN
ajfa-14866	136	10	to	to	ADP
ajfa-14866	136	11	one	one	NUM
ajfa-14866	136	12	rupee	rupee	NOUN
ajfa-14866	136	13	of	of	ADP
ajfa-14866	136	14	trading	trading	NOUN
ajfa-14866	136	15	value	value	NOUN
ajfa-14866	136	16	and	and	CCONJ
ajfa-14866	136	17	essentially	essentially	ADV
ajfa-14866	136	18	capturing	capture	VERB
ajfa-14866	136	19	the	the	DET
ajfa-14866	136	20	price	price	NOUN
ajfa-14866	136	21	impact	impact	NOUN
ajfa-14866	136	22	.	.	PUNCT
ajfa-14866	137	1	liquidity	liquidity	NOUN
ajfa-14866	137	2	ratio	ratio	NOUN
ajfa-14866	137	3	(	(	PUNCT
ajfa-14866	137	4	lr	lr	NOUN
ajfa-14866	137	5	)	)	PUNCT
ajfa-14866	137	6	=	=	NOUN
ajfa-14866	137	7	volit/	volit/	NUM
ajfa-14866	137	8	│	│	NUM
ajfa-14866	137	9	rit	rit	NOUN
ajfa-14866	137	10	│	│	X
ajfa-14866	137	11	÷	÷	NUM
ajfa-14866	137	12	voli/	voli/	NUM
ajfa-14866	137	13	│	│	X
ajfa-14866	137	14	ri	ri	NOUN
ajfa-14866	137	15	│	│	X
ajfa-14866	137	16	(	(	PUNCT
ajfa-14866	137	17	5	5	NUM
ajfa-14866	137	18	)	)	PUNCT
ajfa-14866	137	19	where	where	SCONJ
ajfa-14866	137	20	rit	rit	NOUN
ajfa-14866	137	21	is	be	AUX
ajfa-14866	137	22	the	the	DET
ajfa-14866	137	23	daily	daily	ADJ
ajfa-14866	137	24	stock	stock	NOUN
ajfa-14866	137	25	return	return	NOUN
ajfa-14866	137	26	and	and	CCONJ
ajfa-14866	137	27	volit	volit	NOUN
ajfa-14866	137	28	is	be	AUX
ajfa-14866	137	29	the	the	DET
ajfa-14866	137	30	daily	daily	ADJ
ajfa-14866	137	31	rupee	rupee	NOUN
ajfa-14866	137	32	volume	volume	NOUN
ajfa-14866	137	33	.	.	PUNCT
ajfa-14866	138	1	‘	'	PUNCT
ajfa-14866	138	2	voli/	voli/	NUM
ajfa-14866	138	3	│	│	X
ajfa-14866	138	4	ri	ri	NOUN
ajfa-14866	138	5	│	│	X
ajfa-14866	138	6	’is	’is	NOUN
ajfa-14866	138	7	the	the	DET
ajfa-14866	138	8	average	average	ADJ
ajfa-14866	138	9	liquidity	liquidity	NOUN
ajfa-14866	138	10	of	of	ADP
ajfa-14866	138	11	the	the	DET
ajfa-14866	138	12	stock	stock	NOUN
ajfa-14866	138	13	for	for	ADP
ajfa-14866	138	14	the	the	DET
ajfa-14866	138	15	period	period	NOUN
ajfa-14866	138	16	ad-70	ad-70	X
ajfa-14866	138	17	through	through	ADP
ajfa-14866	138	18	ad-10.the	ad-10.the	PROPN
ajfa-14866	138	19	liquidity	liquidity	NOUN
ajfa-14866	138	20	ratio	ratio	NOUN
ajfa-14866	138	21	is	be	AUX
ajfa-14866	138	22	averaged	average	VERB
ajfa-14866	138	23	across	across	ADP
ajfa-14866	138	24	the	the	DET
ajfa-14866	138	25	various	various	ADJ
ajfa-14866	138	26	event	event	NOUN
ajfa-14866	138	27	windows	window	NOUN
ajfa-14866	138	28	and	and	CCONJ
ajfa-14866	138	29	if	if	SCONJ
ajfa-14866	138	30	,	,	PUNCT
ajfa-14866	138	31	in	in	ADP
ajfa-14866	138	32	any	any	DET
ajfa-14866	138	33	event	event	NOUN
ajfa-14866	138	34	window	window	NOUN
ajfa-14866	138	35	,	,	PUNCT
ajfa-14866	138	36	the	the	DET
ajfa-14866	138	37	average	average	ADJ
ajfa-14866	138	38	liquidity	liquidity	NOUN
ajfa-14866	138	39	ratio	ratio	NOUN
ajfa-14866	138	40	is	be	AUX
ajfa-14866	138	41	significantly	significantly	ADV
ajfa-14866	138	42	greater	great	ADJ
ajfa-14866	138	43	than	than	ADP
ajfa-14866	138	44	one	one	NUM
ajfa-14866	138	45	,	,	PUNCT
ajfa-14866	138	46	then	then	ADV
ajfa-14866	138	47	it	it	PRON
ajfa-14866	138	48	is	be	AUX
ajfa-14866	138	49	said	say	VERB
ajfa-14866	138	50	to	to	PART
ajfa-14866	138	51	be	be	AUX
ajfa-14866	138	52	abnormal	abnormal	ADJ
ajfa-14866	138	53	for	for	ADP
ajfa-14866	138	54	that	that	DET
ajfa-14866	138	55	event	event	NOUN
ajfa-14866	138	56	window	window	NOUN
ajfa-14866	138	57	.	.	PUNCT
ajfa-14866	139	1	asian	asian	ADJ
ajfa-14866	139	2	journal	journal	PROPN
ajfa-14866	139	3	of	of	ADP
ajfa-14866	139	4	finance	finance	PROPN
ajfa-14866	139	5	&	&	CCONJ
ajfa-14866	139	6	accounting	accounting	PROPN
ajfa-14866	139	7	issn	issn	PROPN
ajfa-14866	139	8	1946	1946	NUM
ajfa-14866	139	9	-	-	PUNCT
ajfa-14866	139	10	052x	052x	PROPN
ajfa-14866	139	11	2019	2019	NUM
ajfa-14866	139	12	,	,	PUNCT
ajfa-14866	139	13	vol	vol	NOUN
ajfa-14866	139	14	.	.	PROPN
ajfa-14866	139	15	11	11	NUM
ajfa-14866	139	16	,	,	PUNCT
ajfa-14866	139	17	no	no	INTJ
ajfa-14866	139	18	.	.	NOUN
ajfa-14866	139	19	1	1	NUM
ajfa-14866	139	20	314	314	NUM
ajfa-14866	139	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	139	22	amihud	amihud	PROPN
ajfa-14866	139	23	(	(	PUNCT
ajfa-14866	139	24	2002	2002	NUM
ajfa-14866	139	25	)	)	PUNCT
ajfa-14866	139	26	has	have	AUX
ajfa-14866	139	27	discussed	discuss	VERB
ajfa-14866	139	28	the	the	DET
ajfa-14866	139	29	advantages	advantage	NOUN
ajfa-14866	139	30	of	of	ADP
ajfa-14866	139	31	this	this	DET
ajfa-14866	139	32	measure	measure	NOUN
ajfa-14866	139	33	and	and	CCONJ
ajfa-14866	139	34	disadvantages	disadvantage	NOUN
ajfa-14866	139	35	of	of	ADP
ajfa-14866	139	36	measures	measure	NOUN
ajfa-14866	139	37	like	like	ADP
ajfa-14866	139	38	rupee	rupee	NOUN
ajfa-14866	139	39	volume	volume	NOUN
ajfa-14866	139	40	and	and	CCONJ
ajfa-14866	139	41	turnover	turnover	NOUN
ajfa-14866	139	42	.	.	PUNCT
ajfa-14866	140	1	lastly	lastly	ADV
ajfa-14866	140	2	,	,	PUNCT
ajfa-14866	140	3	prior	prior	ADJ
ajfa-14866	140	4	researches	research	NOUN
ajfa-14866	140	5	have	have	AUX
ajfa-14866	140	6	indicated	indicate	VERB
ajfa-14866	140	7	that	that	SCONJ
ajfa-14866	140	8	the	the	DET
ajfa-14866	140	9	methodological	methodological	ADJ
ajfa-14866	140	10	issue	issue	NOUN
ajfa-14866	140	11	surrounding	surround	VERB
ajfa-14866	140	12	studies	study	NOUN
ajfa-14866	140	13	focusing	focus	VERB
ajfa-14866	140	14	on	on	ADP
ajfa-14866	140	15	single	single	ADJ
ajfa-14866	140	16	event	event	NOUN
ajfa-14866	140	17	change	change	NOUN
ajfa-14866	140	18	like	like	ADP
ajfa-14866	140	19	index	index	NOUN
ajfa-14866	140	20	addition	addition	NOUN
ajfa-14866	140	21	could	could	AUX
ajfa-14866	140	22	be	be	AUX
ajfa-14866	140	23	exposed	expose	VERB
ajfa-14866	140	24	to	to	ADP
ajfa-14866	140	25	biases	bias	NOUN
ajfa-14866	140	26	in	in	ADP
ajfa-14866	140	27	standard	standard	ADJ
ajfa-14866	140	28	errors	error	NOUN
ajfa-14866	140	29	associated	associate	VERB
ajfa-14866	140	30	with	with	ADP
ajfa-14866	140	31	date	date	NOUN
ajfa-14866	140	32	clustered	clustered	ADJ
ajfa-14866	140	33	event	event	NOUN
ajfa-14866	140	34	studies	study	NOUN
ajfa-14866	140	35	.	.	PUNCT
ajfa-14866	141	1	this	this	DET
ajfa-14866	141	2	impact	impact	NOUN
ajfa-14866	141	3	of	of	ADP
ajfa-14866	141	4	the	the	DET
ajfa-14866	141	5	bias	bias	NOUN
ajfa-14866	141	6	will	will	AUX
ajfa-14866	141	7	be	be	AUX
ajfa-14866	141	8	minimal	minimal	ADJ
ajfa-14866	141	9	for	for	ADP
ajfa-14866	141	10	this	this	DET
ajfa-14866	141	11	study	study	NOUN
ajfa-14866	141	12	as	as	ADP
ajfa-14866	141	13	on	on	ADP
ajfa-14866	141	14	an	an	DET
ajfa-14866	141	15	average	average	NOUN
ajfa-14866	141	16	less	less	ADJ
ajfa-14866	141	17	than	than	ADP
ajfa-14866	141	18	two	two	NUM
ajfa-14866	141	19	stocks	stock	NOUN
ajfa-14866	141	20	were	be	AUX
ajfa-14866	141	21	added	add	VERB
ajfa-14866	141	22	in	in	ADP
ajfa-14866	141	23	the	the	DET
ajfa-14866	141	24	biannual	biannual	ADJ
ajfa-14866	141	25	revisions	revision	NOUN
ajfa-14866	141	26	so	so	ADV
ajfa-14866	141	27	far	far	ADV
ajfa-14866	141	28	.	.	PUNCT
ajfa-14866	142	1	also	also	ADV
ajfa-14866	142	2	,	,	PUNCT
ajfa-14866	142	3	there	there	PRON
ajfa-14866	142	4	are	be	VERB
ajfa-14866	142	5	30	30	NUM
ajfa-14866	142	6	unique	unique	ADJ
ajfa-14866	142	7	ads	ad	NOUN
ajfa-14866	142	8	for	for	ADP
ajfa-14866	142	9	the	the	DET
ajfa-14866	142	10	50nifty	50nifty	NUM
ajfa-14866	142	11	additions	addition	NOUN
ajfa-14866	142	12	over	over	ADP
ajfa-14866	142	13	the	the	DET
ajfa-14866	142	14	18	18	NUM
ajfa-14866	142	15	year	year	NOUN
ajfa-14866	142	16	period	period	NOUN
ajfa-14866	142	17	.	.	PUNCT
ajfa-14866	143	1	4	4	X
ajfa-14866	143	2	.	.	NOUN
ajfa-14866	143	3	results	result	NOUN
ajfa-14866	143	4	and	and	CCONJ
ajfa-14866	143	5	discussion	discussion	NOUN
ajfa-14866	143	6	:	:	PUNCT
ajfa-14866	143	7	this	this	DET
ajfa-14866	143	8	section	section	NOUN
ajfa-14866	143	9	documents	document	VERB
ajfa-14866	143	10	the	the	DET
ajfa-14866	143	11	nifty	nifty	ADJ
ajfa-14866	143	12	index	index	NOUN
ajfa-14866	143	13	addition	addition	NOUN
ajfa-14866	143	14	premia	premia	NOUN
ajfa-14866	143	15	around	around	ADP
ajfa-14866	143	16	the	the	DET
ajfa-14866	143	17	announcement	announcement	NOUN
ajfa-14866	143	18	date	date	NOUN
ajfa-14866	143	19	(	(	PUNCT
ajfa-14866	143	20	ad+1	ad+1	NOUN
ajfa-14866	143	21	)	)	PUNCT
ajfa-14866	143	22	and	and	CCONJ
ajfa-14866	143	23	the	the	DET
ajfa-14866	143	24	effective	effective	ADJ
ajfa-14866	143	25	inclusion	inclusion	NOUN
ajfa-14866	143	26	day	day	NOUN
ajfa-14866	143	27	(	(	PUNCT
ajfa-14866	143	28	ed	ed	NOUN
ajfa-14866	143	29	)	)	PUNCT
ajfa-14866	143	30	.	.	PUNCT
ajfa-14866	144	1	in	in	ADP
ajfa-14866	144	2	order	order	NOUN
ajfa-14866	144	3	to	to	PART
ajfa-14866	144	4	analyse	analyse	VERB
ajfa-14866	144	5	the	the	DET
ajfa-14866	144	6	abnormal	abnormal	ADJ
ajfa-14866	144	7	returns	return	NOUN
ajfa-14866	144	8	and	and	CCONJ
ajfa-14866	144	9	disentangle	disentangle	VERB
ajfa-14866	144	10	the	the	DET
ajfa-14866	144	11	various	various	ADJ
ajfa-14866	144	12	explanations	explanation	NOUN
ajfa-14866	144	13	surrounding	surround	VERB
ajfa-14866	144	14	the	the	DET
ajfa-14866	144	15	price	price	NOUN
ajfa-14866	144	16	changes	change	NOUN
ajfa-14866	144	17	,	,	PUNCT
ajfa-14866	144	18	this	this	DET
ajfa-14866	144	19	study	study	NOUN
ajfa-14866	144	20	focuses	focus	VERB
ajfa-14866	144	21	on	on	ADP
ajfa-14866	144	22	the	the	DET
ajfa-14866	144	23	following	follow	VERB
ajfa-14866	144	24	event	event	NOUN
ajfa-14866	144	25	windows	window	NOUN
ajfa-14866	144	26	in	in	ADP
ajfa-14866	144	27	the	the	DET
ajfa-14866	144	28	spirit	spirit	NOUN
ajfa-14866	144	29	of	of	ADP
ajfa-14866	144	30	lynch	lynch	PROPN
ajfa-14866	144	31	and	and	CCONJ
ajfa-14866	144	32	mendenhall	mendenhall	NOUN
ajfa-14866	144	33	(	(	PUNCT
ajfa-14866	144	34	1987	1987	NUM
ajfa-14866	144	35	):	):	PUNCT
ajfa-14866	144	36	anticipation	anticipation	NOUN
ajfa-14866	144	37	window	window	NOUN
ajfa-14866	144	38	(	(	PUNCT
ajfa-14866	144	39	ad-10	ad-10	PRON
ajfa-14866	144	40	to	to	ADP
ajfa-14866	144	41	ad	ad	NOUN
ajfa-14866	144	42	)	)	PUNCT
ajfa-14866	144	43	;	;	PUNCT
ajfa-14866	144	44	announcement	announcement	NOUN
ajfa-14866	144	45	day	day	PROPN
ajfa-14866	144	46	(	(	PUNCT
ajfa-14866	144	47	ad+1	ad+1	NOUN
ajfa-14866	144	48	)	)	PUNCT
ajfa-14866	144	49	;	;	PUNCT
ajfa-14866	144	50	run	run	VERB
ajfa-14866	144	51	up	up	ADP
ajfa-14866	144	52	window	window	NOUN
ajfa-14866	144	53	(	(	PUNCT
ajfa-14866	144	54	ad+2	ad+2	ADP
ajfa-14866	144	55	to	to	ADP
ajfa-14866	144	56	ed-2	ed-2	NUM
ajfa-14866	144	57	)	)	PUNCT
ajfa-14866	144	58	;	;	PUNCT
ajfa-14866	144	59	ed	ed	NOUN
ajfa-14866	144	60	window	window	NOUN
ajfa-14866	144	61	(	(	PUNCT
ajfa-14866	144	62	ed-1	ed-1	NUM
ajfa-14866	144	63	to	to	ADP
ajfa-14866	144	64	ed	ed	NUM
ajfa-14866	144	65	)	)	PUNCT
ajfa-14866	144	66	;	;	PUNCT
ajfa-14866	144	67	release	release	NOUN
ajfa-14866	144	68	window	window	NOUN
ajfa-14866	144	69	(	(	PUNCT
ajfa-14866	144	70	ed+1	ed+1	NOUN
ajfa-14866	144	71	to	to	ADP
ajfa-14866	144	72	ed+3	ed+3	NUM
ajfa-14866	144	73	)	)	PUNCT
ajfa-14866	144	74	;	;	PUNCT
ajfa-14866	144	75	long	long	ADJ
ajfa-14866	144	76	term	term	NOUN
ajfa-14866	144	77	window	window	NOUN
ajfa-14866	144	78	(	(	PUNCT
ajfa-14866	144	79	ad+1	ad+1	NOUN
ajfa-14866	144	80	to	to	PART
ajfa-14866	144	81	ad+40	ad+40	VERB
ajfa-14866	144	82	or	or	CCONJ
ajfa-14866	144	83	ad40	ad40	PROPN
ajfa-14866	144	84	)	)	PUNCT
ajfa-14866	144	85	and	and	CCONJ
ajfa-14866	144	86	long	long	ADJ
ajfa-14866	144	87	term	term	NOUN
ajfa-14866	144	88	window	window	NOUN
ajfa-14866	144	89	(	(	PUNCT
ajfa-14866	144	90	ad+1	ad+1	NOUN
ajfa-14866	144	91	to	to	ADP
ajfa-14866	144	92	ad+60	ad+60	PROPN
ajfa-14866	144	93	or	or	CCONJ
ajfa-14866	144	94	ad60	ad60	PROPN
ajfa-14866	144	95	)	)	PUNCT
ajfa-14866	144	96	.	.	PUNCT
ajfa-14866	145	1	the	the	DET
ajfa-14866	145	2	car	car	NOUN
ajfa-14866	145	3	is	be	AUX
ajfa-14866	145	4	considered	consider	VERB
ajfa-14866	145	5	permanent	permanent	ADJ
ajfa-14866	145	6	in	in	ADP
ajfa-14866	145	7	this	this	DET
ajfa-14866	145	8	study	study	NOUN
ajfa-14866	145	9	,	,	PUNCT
ajfa-14866	145	10	if	if	SCONJ
ajfa-14866	145	11	it	it	PRON
ajfa-14866	145	12	is	be	AUX
ajfa-14866	145	13	permanent	permanent	ADJ
ajfa-14866	145	14	for	for	ADP
ajfa-14866	145	15	at	at	ADV
ajfa-14866	145	16	least	least	ADV
ajfa-14866	145	17	40	40	NUM
ajfa-14866	145	18	days	day	NOUN
ajfa-14866	145	19	from	from	ADP
ajfa-14866	145	20	adin	adin	ADJ
ajfa-14866	145	21	order	order	NOUN
ajfa-14866	145	22	to	to	PART
ajfa-14866	145	23	avoid	avoid	VERB
ajfa-14866	145	24	the	the	DET
ajfa-14866	145	25	noise	noise	NOUN
ajfa-14866	145	26	added	add	VERB
ajfa-14866	145	27	by	by	ADP
ajfa-14866	145	28	other	other	ADJ
ajfa-14866	145	29	events	event	NOUN
ajfa-14866	145	30	and	and	CCONJ
ajfa-14866	145	31	news	news	NOUN
ajfa-14866	145	32	.	.	PUNCT
ajfa-14866	146	1	4.1	4.1	NUM
ajfa-14866	146	2	complete	complete	ADJ
ajfa-14866	146	3	period	period	NOUN
ajfa-14866	146	4	2000	2000	NUM
ajfa-14866	146	5	-	-	SYM
ajfa-14866	146	6	2018	2018	NUM
ajfa-14866	146	7	table	table	NOUN
ajfa-14866	146	8	1	1	NUM
ajfa-14866	146	9	reports	report	NOUN
ajfa-14866	146	10	the	the	DET
ajfa-14866	146	11	mean	mean	ADJ
ajfa-14866	146	12	,	,	PUNCT
ajfa-14866	146	13	median	median	NOUN
ajfa-14866	146	14	and	and	CCONJ
ajfa-14866	146	15	the	the	DET
ajfa-14866	146	16	fraction	fraction	NOUN
ajfa-14866	146	17	of	of	ADP
ajfa-14866	146	18	added	add	VERB
ajfa-14866	146	19	stocks	stock	NOUN
ajfa-14866	146	20	with	with	ADP
ajfa-14866	146	21	positive	positive	ADJ
ajfa-14866	146	22	car	car	NOUN
ajfa-14866	146	23	for	for	ADP
ajfa-14866	146	24	all	all	DET
ajfa-14866	146	25	the	the	DET
ajfa-14866	146	26	chosen	choose	VERB
ajfa-14866	146	27	event	event	NOUN
ajfa-14866	146	28	windows	window	VERB
ajfa-14866	146	29	for	for	ADP
ajfa-14866	146	30	the	the	DET
ajfa-14866	146	31	clean	clean	ADJ
ajfa-14866	146	32	sample	sample	NOUN
ajfa-14866	146	33	for	for	ADP
ajfa-14866	146	34	the	the	DET
ajfa-14866	146	35	nifty	nifty	ADJ
ajfa-14866	146	36	index	index	NOUN
ajfa-14866	146	37	additions	addition	NOUN
ajfa-14866	146	38	for	for	ADP
ajfa-14866	146	39	the	the	DET
ajfa-14866	146	40	‘	'	PUNCT
ajfa-14866	146	41	complete	complete	ADJ
ajfa-14866	146	42	’	'	PUNCT
ajfa-14866	146	43	period.for	period.for	X
ajfa-14866	146	44	the	the	DET
ajfa-14866	146	45	complete	complete	ADJ
ajfa-14866	146	46	period	period	NOUN
ajfa-14866	146	47	20002018	20002018	NUM
ajfa-14866	146	48	,	,	PUNCT
ajfa-14866	146	49	table	table	NOUN
ajfa-14866	146	50	1	1	NUM
ajfa-14866	146	51	reports	report	VERB
ajfa-14866	146	52	a	a	DET
ajfa-14866	146	53	significant	significant	ADJ
ajfa-14866	146	54	ad+1	ad+1	NOUN
ajfa-14866	146	55	abnormal	abnormal	ADJ
ajfa-14866	146	56	return	return	NOUN
ajfa-14866	146	57	of	of	ADP
ajfa-14866	146	58	1.49	1.49	NUM
ajfa-14866	146	59	%	%	NOUN
ajfa-14866	146	60	that	that	PRON
ajfa-14866	146	61	persists	persist	VERB
ajfa-14866	146	62	not	not	PART
ajfa-14866	146	63	only	only	ADV
ajfa-14866	146	64	for	for	ADP
ajfa-14866	146	65	40	40	NUM
ajfa-14866	146	66	days	day	NOUN
ajfa-14866	146	67	(	(	PUNCT
ajfa-14866	146	68	3.50	3.50	NUM
ajfa-14866	146	69	%	%	NOUN
ajfa-14866	146	70	,	,	PUNCT
ajfa-14866	146	71	p	p	NOUN
ajfa-14866	146	72	-	-	PUNCT
ajfa-14866	146	73	value	value	NOUN
ajfa-14866	146	74	<	<	X
ajfa-14866	146	75	0.1)but	0.1)but	NOUN
ajfa-14866	146	76	also	also	ADV
ajfa-14866	146	77	for	for	ADP
ajfa-14866	146	78	60	60	NUM
ajfa-14866	146	79	days	day	NOUN
ajfa-14866	146	80	(	(	PUNCT
ajfa-14866	146	81	4.19	4.19	NUM
ajfa-14866	146	82	%	%	NOUN
ajfa-14866	146	83	,	,	PUNCT
ajfa-14866	146	84	p	p	NOUN
ajfa-14866	146	85	-	-	PUNCT
ajfa-14866	146	86	value	value	NOUN
ajfa-14866	146	87	<	<	NOUN
ajfa-14866	146	88	0.05	0.05	NUM
ajfa-14866	146	89	)	)	PUNCT
ajfa-14866	146	90	from	from	ADP
ajfa-14866	146	91	ad+1	ad+1	PROPN
ajfa-14866	146	92	.	.	PUNCT
ajfa-14866	147	1	the	the	DET
ajfa-14866	147	2	evidenced	evidence	VERB
ajfa-14866	147	3	significant	significant	ADJ
ajfa-14866	147	4	announcement	announcement	NOUN
ajfa-14866	147	5	day	day	NOUN
ajfa-14866	147	6	abnormal	abnormal	ADJ
ajfa-14866	147	7	return	return	NOUN
ajfa-14866	147	8	is	be	AUX
ajfa-14866	147	9	robust	robust	ADJ
ajfa-14866	147	10	to	to	PART
ajfa-14866	147	11	alternate	alternate	VERB
ajfa-14866	147	12	measures	measure	NOUN
ajfa-14866	147	13	of	of	ADP
ajfa-14866	147	14	abnormal	abnormal	ADJ
ajfa-14866	147	15	return	return	NOUN
ajfa-14866	147	16	computational	computational	ADJ
ajfa-14866	147	17	methods	method	NOUN
ajfa-14866	147	18	.	.	PUNCT
ajfa-14866	148	1	consistent	consistent	ADJ
ajfa-14866	148	2	with	with	ADP
ajfa-14866	148	3	the	the	DET
ajfa-14866	148	4	findings	finding	NOUN
ajfa-14866	148	5	of	of	ADP
ajfa-14866	148	6	chakrabarti	chakrabarti	PROPN
ajfa-14866	148	7	et	et	PROPN
ajfa-14866	148	8	al	al	PROPN
ajfa-14866	148	9	.	.	PROPN
ajfa-14866	149	1	(	(	PUNCT
ajfa-14866	149	2	2005	2005	NUM
ajfa-14866	149	3	)	)	PUNCT
ajfa-14866	149	4	and	and	CCONJ
ajfa-14866	149	5	hacibedel	hacibedel	PROPN
ajfa-14866	149	6	&	&	CCONJ
ajfa-14866	149	7	bommel	bommel	PROPN
ajfa-14866	149	8	(	(	PUNCT
ajfa-14866	149	9	2007	2007	NUM
ajfa-14866	149	10	)	)	PUNCT
ajfa-14866	149	11	,	,	PUNCT
ajfa-14866	149	12	this	this	DET
ajfa-14866	149	13	study	study	NOUN
ajfa-14866	149	14	evidenced	evidence	VERB
ajfa-14866	149	15	smaller	small	ADJ
ajfa-14866	149	16	index	index	NOUN
ajfa-14866	149	17	addition	addition	NOUN
ajfa-14866	149	18	effect	effect	NOUN
ajfa-14866	149	19	in	in	ADP
ajfa-14866	149	20	india	india	PROPN
ajfa-14866	149	21	compared	compare	VERB
ajfa-14866	149	22	to	to	ADP
ajfa-14866	149	23	the	the	DET
ajfa-14866	149	24	developed	develop	VERB
ajfa-14866	149	25	markets	market	NOUN
ajfa-14866	149	26	.	.	PUNCT
ajfa-14866	150	1	the	the	DET
ajfa-14866	150	2	evidenced	evidence	VERB
ajfa-14866	150	3	ad+1	ad+1	PROPN
ajfa-14866	150	4	return	return	NOUN
ajfa-14866	150	5	of	of	ADP
ajfa-14866	150	6	1.49	1.49	NUM
ajfa-14866	150	7	%	%	NOUN
ajfa-14866	150	8	is	be	AUX
ajfa-14866	150	9	comparatively	comparatively	ADV
ajfa-14866	150	10	smaller	small	ADJ
ajfa-14866	150	11	than	than	ADP
ajfa-14866	150	12	that	that	PRON
ajfa-14866	150	13	of	of	ADP
ajfa-14866	150	14	the	the	DET
ajfa-14866	150	15	developed	develop	VERB
ajfa-14866	150	16	markets	market	NOUN
ajfa-14866	150	17	.	.	PUNCT
ajfa-14866	151	1	also	also	ADV
ajfa-14866	151	2	,	,	PUNCT
ajfa-14866	151	3	the	the	DET
ajfa-14866	151	4	ad+1	ad+1	PROPN
ajfa-14866	151	5	abnormal	abnormal	ADJ
ajfa-14866	151	6	return	return	NOUN
ajfa-14866	151	7	,	,	PUNCT
ajfa-14866	151	8	for	for	ADP
ajfa-14866	151	9	the	the	DET
ajfa-14866	151	10	added	add	VERB
ajfa-14866	151	11	firms	firm	NOUN
ajfa-14866	151	12	,	,	PUNCT
ajfa-14866	151	13	is	be	AUX
ajfa-14866	151	14	significantly	significantly	ADV
ajfa-14866	151	15	larger	large	ADJ
ajfa-14866	151	16	than	than	ADP
ajfa-14866	151	17	for	for	ADP
ajfa-14866	151	18	the	the	DET
ajfa-14866	151	19	chosen	choose	VERB
ajfa-14866	151	20	control	control	NOUN
ajfa-14866	151	21	firms	firm	NOUN
ajfa-14866	151	22	.	.	PUNCT
ajfa-14866	152	1	the	the	DET
ajfa-14866	152	2	next	next	ADJ
ajfa-14866	152	3	important	important	ADJ
ajfa-14866	152	4	result	result	NOUN
ajfa-14866	152	5	,	,	PUNCT
ajfa-14866	152	6	from	from	ADP
ajfa-14866	152	7	table	table	NOUN
ajfa-14866	152	8	1	1	NUM
ajfa-14866	152	9	,	,	PUNCT
ajfa-14866	152	10	is	be	AUX
ajfa-14866	152	11	the	the	DET
ajfa-14866	152	12	abnormal	abnormal	ADJ
ajfa-14866	152	13	return	return	NOUN
ajfa-14866	152	14	around	around	ADP
ajfa-14866	152	15	the	the	DET
ajfa-14866	152	16	actual	actual	ADJ
ajfa-14866	152	17	inclusion	inclusion	NOUN
ajfa-14866	152	18	day	day	NOUN
ajfa-14866	152	19	return	return	NOUN
ajfa-14866	152	20	or	or	CCONJ
ajfa-14866	152	21	effective	effective	ADJ
ajfa-14866	152	22	day	day	NOUN
ajfa-14866	152	23	(	(	PUNCT
ajfa-14866	152	24	ed	ed	NOUN
ajfa-14866	152	25	)	)	PUNCT
ajfa-14866	152	26	.	.	PUNCT
ajfa-14866	153	1	the	the	DET
ajfa-14866	153	2	added	add	VERB
ajfa-14866	153	3	firms	firm	NOUN
ajfa-14866	153	4	experience	experience	VERB
ajfa-14866	153	5	a	a	DET
ajfa-14866	153	6	statistically	statistically	ADV
ajfa-14866	153	7	significant	significant	ADJ
ajfa-14866	153	8	ed	ed	NOUN
ajfa-14866	153	9	window	window	NOUN
ajfa-14866	153	10	mcar	mcar	NOUN
ajfa-14866	153	11	of	of	ADP
ajfa-14866	153	12	1.67	1.67	NUM
ajfa-14866	153	13	%	%	NOUN
ajfa-14866	153	14	for	for	ADP
ajfa-14866	153	15	the	the	DET
ajfa-14866	153	16	complete	complete	ADJ
ajfa-14866	153	17	period	period	NOUN
ajfa-14866	153	18	.	.	PUNCT
ajfa-14866	154	1	table	table	NOUN
ajfa-14866	154	2	1	1	NUM
ajfa-14866	154	3	reports	report	VERB
ajfa-14866	154	4	a	a	DET
ajfa-14866	154	5	partial	partial	ADJ
ajfa-14866	154	6	price	price	NOUN
ajfa-14866	154	7	reversal	reversal	NOUN
ajfa-14866	154	8	to	to	ADP
ajfa-14866	154	9	the	the	DET
ajfa-14866	154	10	tune	tune	NOUN
ajfa-14866	154	11	of	of	ADP
ajfa-14866	154	12	-1.5	-1.5	NOUN
ajfa-14866	154	13	%	%	NOUN
ajfa-14866	154	14	suggesting	suggest	VERB
ajfa-14866	154	15	more	more	ADJ
ajfa-14866	154	16	tests	test	NOUN
ajfa-14866	154	17	to	to	PART
ajfa-14866	154	18	examine	examine	VERB
ajfa-14866	154	19	the	the	DET
ajfa-14866	154	20	price	price	NOUN
ajfa-14866	154	21	pressure	pressure	NOUN
ajfa-14866	154	22	around	around	ADP
ajfa-14866	154	23	ed	ed	NOUN
ajfa-14866	154	24	.	.	PUNCT
ajfa-14866	154	25	table	table	NOUN
ajfa-14866	154	26	2	2	NUM
ajfa-14866	154	27	and	and	CCONJ
ajfa-14866	154	28	table	table	NOUN
ajfa-14866	154	29	3	3	NUM
ajfa-14866	154	30	present	present	VERB
ajfa-14866	154	31	the	the	DET
ajfa-14866	154	32	abnormal	abnormal	ADJ
ajfa-14866	154	33	volume	volume	NOUN
ajfa-14866	154	34	(	(	PUNCT
ajfa-14866	154	35	vr	vr	NOUN
ajfa-14866	154	36	)	)	PUNCT
ajfa-14866	154	37	results	result	NOUN
ajfa-14866	154	38	around	around	ADP
ajfa-14866	154	39	ad	ad	NOUN
ajfa-14866	154	40	and	and	CCONJ
ajfa-14866	154	41	ed	ed	NOUN
ajfa-14866	154	42	respectively	respectively	ADV
ajfa-14866	154	43	.	.	PUNCT
ajfa-14866	155	1	even	even	ADV
ajfa-14866	155	2	though	though	ADV
ajfa-14866	155	3	,	,	PUNCT
ajfa-14866	155	4	the	the	DET
ajfa-14866	155	5	mean	mean	NOUN
ajfa-14866	155	6	vr	vr	NOUN
ajfa-14866	155	7	is	be	AUX
ajfa-14866	155	8	greater	great	ADJ
ajfa-14866	155	9	than	than	ADP
ajfa-14866	155	10	one	one	NUM
ajfa-14866	155	11	for	for	ADP
ajfa-14866	155	12	most	most	ADJ
ajfa-14866	155	13	of	of	ADP
ajfa-14866	155	14	the	the	DET
ajfa-14866	155	15	days	day	NOUN
ajfa-14866	155	16	around	around	ADP
ajfa-14866	155	17	ad	ad	NOUN
ajfa-14866	155	18	and	and	CCONJ
ajfa-14866	155	19	the	the	DET
ajfa-14866	155	20	event	event	NOUN
ajfa-14866	155	21	windows	window	VERB
ajfa-14866	155	22	for	for	ADP
ajfa-14866	155	23	the	the	DET
ajfa-14866	155	24	complete	complete	ADJ
ajfa-14866	155	25	period	period	NOUN
ajfa-14866	155	26	,	,	PUNCT
ajfa-14866	155	27	the	the	DET
ajfa-14866	155	28	median	median	NOUN
ajfa-14866	155	29	along	along	ADP
ajfa-14866	155	30	with	with	ADP
ajfa-14866	155	31	the	the	DET
ajfa-14866	155	32	fraction	fraction	NOUN
ajfa-14866	155	33	of	of	ADP
ajfa-14866	155	34	stocks	stock	NOUN
ajfa-14866	155	35	with	with	ADP
ajfa-14866	155	36	vr	vr	PROPN
ajfa-14866	155	37	>	>	X
ajfa-14866	155	38	1	1	NUM
ajfa-14866	155	39	suggest	suggest	VERB
ajfa-14866	155	40	that	that	SCONJ
ajfa-14866	155	41	the	the	DET
ajfa-14866	155	42	high	high	ADJ
ajfa-14866	155	43	volume	volume	NOUN
ajfa-14866	155	44	outliers	outlier	NOUN
ajfa-14866	155	45	have	have	AUX
ajfa-14866	155	46	skewed	skew	VERB
ajfa-14866	155	47	the	the	DET
ajfa-14866	155	48	results	result	NOUN
ajfa-14866	155	49	.	.	PUNCT
ajfa-14866	156	1	the	the	DET
ajfa-14866	156	2	vr	vr	PROPN
ajfa-14866	156	3	is	be	AUX
ajfa-14866	156	4	significant	significant	ADJ
ajfa-14866	156	5	only	only	ADV
ajfa-14866	156	6	if	if	SCONJ
ajfa-14866	156	7	the	the	DET
ajfa-14866	156	8	statistical	statistical	ADJ
ajfa-14866	156	9	significance	significance	NOUN
ajfa-14866	156	10	suggested	suggest	VERB
ajfa-14866	156	11	by	by	ADP
ajfa-14866	156	12	the	the	DET
ajfa-14866	156	13	parametric	parametric	PROPN
ajfa-14866	156	14	t	t	PROPN
ajfa-14866	156	15	-	-	PUNCT
ajfa-14866	156	16	test	test	NOUN
ajfa-14866	156	17	is	be	AUX
ajfa-14866	156	18	confirmed	confirm	VERB
ajfa-14866	156	19	by	by	ADP
ajfa-14866	156	20	the	the	DET
ajfa-14866	156	21	non	non	ADJ
ajfa-14866	156	22	-	-	ADJ
ajfa-14866	156	23	parametric	parametric	ADJ
ajfa-14866	156	24	wilcoxon	wilcoxon	PROPN
ajfa-14866	156	25	signed	sign	VERB
ajfa-14866	156	26	rank	rank	NOUN
ajfa-14866	156	27	test	test	NOUN
ajfa-14866	156	28	.	.	PUNCT
ajfa-14866	157	1	it	it	PRON
ajfa-14866	157	2	is	be	AUX
ajfa-14866	157	3	seen	see	VERB
ajfa-14866	157	4	that	that	SCONJ
ajfa-14866	157	5	the	the	DET
ajfa-14866	157	6	mean	mean	INTJ
ajfa-14866	157	7	vr	vr	NOUN
ajfa-14866	157	8	is	be	AUX
ajfa-14866	157	9	not	not	PART
ajfa-14866	157	10	significantly	significantly	ADV
ajfa-14866	157	11	greater	great	ADJ
ajfa-14866	157	12	than	than	ADP
ajfa-14866	157	13	one	one	NUM
ajfa-14866	157	14	at	at	ADP
ajfa-14866	157	15	any	any	DET
ajfa-14866	157	16	reasonable	reasonable	ADJ
ajfa-14866	157	17	level	level	NOUN
ajfa-14866	157	18	of	of	ADP
ajfa-14866	157	19	significance	significance	NOUN
ajfa-14866	157	20	for	for	ADP
ajfa-14866	157	21	any	any	DET
ajfa-14866	157	22	event	event	NOUN
ajfa-14866	157	23	window	window	NOUN
ajfa-14866	157	24	asian	asian	ADJ
ajfa-14866	157	25	journal	journal	NOUN
ajfa-14866	157	26	of	of	ADP
ajfa-14866	157	27	finance	finance	PROPN
ajfa-14866	157	28	&	&	CCONJ
ajfa-14866	157	29	accounting	accounting	PROPN
ajfa-14866	157	30	issn	issn	PROPN
ajfa-14866	157	31	1946	1946	NUM
ajfa-14866	157	32	-	-	PUNCT
ajfa-14866	157	33	052x	052x	PROPN
ajfa-14866	157	34	2019	2019	NUM
ajfa-14866	157	35	,	,	PUNCT
ajfa-14866	157	36	vol	vol	NOUN
ajfa-14866	157	37	.	.	PROPN
ajfa-14866	157	38	11	11	NUM
ajfa-14866	157	39	,	,	PUNCT
ajfa-14866	157	40	no	no	INTJ
ajfa-14866	157	41	.	.	NOUN
ajfa-14866	157	42	1	1	NUM
ajfa-14866	157	43	315	315	NUM
ajfa-14866	157	44	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	157	45	ed	ed	NOUN
ajfa-14866	157	46	and	and	CCONJ
ajfa-14866	157	47	pressure	pressure	NOUN
ajfa-14866	157	48	release	release	NOUN
ajfa-14866	157	49	window	window	NOUN
ajfa-14866	157	50	for	for	ADP
ajfa-14866	157	51	the	the	DET
ajfa-14866	157	52	complete	complete	ADJ
ajfa-14866	157	53	period	period	NOUN
ajfa-14866	157	54	.	.	PUNCT
ajfa-14866	158	1	the	the	DET
ajfa-14866	158	2	significant	significant	ADJ
ajfa-14866	158	3	price	price	NOUN
ajfa-14866	158	4	effects	effect	NOUN
ajfa-14866	158	5	without	without	ADP
ajfa-14866	158	6	accompanying	accompany	VERB
ajfa-14866	158	7	volume	volume	NOUN
ajfa-14866	158	8	increase	increase	NOUN
ajfa-14866	158	9	in	in	ADP
ajfa-14866	158	10	the	the	DET
ajfa-14866	158	11	nifty	nifty	ADJ
ajfa-14866	158	12	index	index	NOUN
ajfa-14866	158	13	addition	addition	NOUN
ajfa-14866	158	14	are	be	AUX
ajfa-14866	158	15	different	different	ADJ
ajfa-14866	158	16	from	from	ADP
ajfa-14866	158	17	those	those	DET
ajfa-14866	158	18	other	other	ADJ
ajfa-14866	158	19	studies	study	NOUN
ajfa-14866	158	20	in	in	ADP
ajfa-14866	158	21	the	the	DET
ajfa-14866	158	22	developed	develop	VERB
ajfa-14866	158	23	markets	market	NOUN
ajfa-14866	158	24	beneish	beneish	VERB
ajfa-14866	158	25	and	and	CCONJ
ajfa-14866	158	26	whaley	whaley	NOUN
ajfa-14866	158	27	(	(	PUNCT
ajfa-14866	158	28	1996),hegde	1996),hegde	NUM
ajfa-14866	158	29	and	and	CCONJ
ajfa-14866	158	30	mcdermott	mcdermott	PROPN
ajfa-14866	158	31	(	(	PUNCT
ajfa-14866	158	32	1988	1988	NUM
ajfa-14866	158	33	)	)	PUNCT
ajfa-14866	158	34	,	,	PUNCT
ajfa-14866	158	35	chen	chen	PROPN
ajfa-14866	158	36	et	et	PROPN
ajfa-14866	158	37	al	al	PROPN
ajfa-14866	158	38	.	.	PROPN
ajfa-14866	159	1	(	(	PUNCT
ajfa-14866	159	2	2003	2003	NUM
ajfa-14866	159	3	)	)	PUNCT
ajfa-14866	159	4	and	and	CCONJ
ajfa-14866	159	5	hradzil	hradzil	PROPN
ajfa-14866	159	6	(	(	PUNCT
ajfa-14866	159	7	2009	2009	NUM
ajfa-14866	159	8	)	)	PUNCT
ajfa-14866	159	9	.	.	PUNCT
ajfa-14866	160	1	4.2	4.2	NUM
ajfa-14866	160	2	sub	sub	NOUN
ajfa-14866	160	3	period	period	NOUN
ajfa-14866	160	4	results	result	NOUN
ajfa-14866	160	5	table	table	NOUN
ajfa-14866	160	6	1	1	NUM
ajfa-14866	160	7	reports	report	VERB
ajfa-14866	160	8	a	a	DET
ajfa-14866	160	9	significant	significant	ADJ
ajfa-14866	160	10	ad+1	ad+1	NOUN
ajfa-14866	160	11	window12	window12	NOUN
ajfa-14866	160	12	abnormal	abnormal	ADJ
ajfa-14866	160	13	return	return	NOUN
ajfa-14866	160	14	of	of	ADP
ajfa-14866	160	15	2.32	2.32	NUM
ajfa-14866	160	16	%	%	NOUN
ajfa-14866	160	17	that	that	PRON
ajfa-14866	160	18	persists	persist	VERB
ajfa-14866	160	19	not	not	PART
ajfa-14866	160	20	only	only	ADV
ajfa-14866	160	21	for	for	ADP
ajfa-14866	160	22	40	40	NUM
ajfa-14866	160	23	days	day	NOUN
ajfa-14866	160	24	(	(	PUNCT
ajfa-14866	160	25	5.06	5.06	NUM
ajfa-14866	160	26	%	%	NOUN
ajfa-14866	160	27	,	,	PUNCT
ajfa-14866	160	28	p	p	NOUN
ajfa-14866	160	29	-	-	PUNCT
ajfa-14866	160	30	value	value	NOUN
ajfa-14866	160	31	<	<	NOUN
ajfa-14866	160	32	0.05	0.05	NUM
ajfa-14866	160	33	)	)	PUNCT
ajfa-14866	160	34	but	but	CCONJ
ajfa-14866	160	35	also	also	ADV
ajfa-14866	160	36	for	for	ADP
ajfa-14866	160	37	60	60	NUM
ajfa-14866	160	38	days	day	NOUN
ajfa-14866	160	39	(	(	PUNCT
ajfa-14866	160	40	6.28	6.28	NUM
ajfa-14866	160	41	%	%	NOUN
ajfa-14866	160	42	,	,	PUNCT
ajfa-14866	160	43	p	p	NOUN
ajfa-14866	160	44	-	-	PUNCT
ajfa-14866	160	45	value	value	NOUN
ajfa-14866	160	46	<	<	NOUN
ajfa-14866	160	47	0.05	0.05	NUM
ajfa-14866	160	48	)	)	PUNCT
ajfa-14866	160	49	from	from	ADP
ajfa-14866	160	50	ad+1	ad+1	PROPN
ajfa-14866	160	51	for	for	ADP
ajfa-14866	160	52	the	the	DET
ajfa-14866	160	53	first	first	ADJ
ajfa-14866	160	54	period	period	NOUN
ajfa-14866	160	55	.	.	PUNCT
ajfa-14866	161	1	this	this	DET
ajfa-14866	161	2	result	result	NOUN
ajfa-14866	161	3	contradicts	contradict	VERB
ajfa-14866	161	4	earlier	early	ADJ
ajfa-14866	161	5	studies	study	NOUN
ajfa-14866	161	6	in	in	ADP
ajfa-14866	161	7	the	the	DET
ajfa-14866	161	8	indian	indian	ADJ
ajfa-14866	161	9	stock	stock	NOUN
ajfa-14866	161	10	market	market	NOUN
ajfa-14866	161	11	which	which	PRON
ajfa-14866	161	12	have	have	AUX
ajfa-14866	161	13	evidenced	evidence	VERB
ajfa-14866	161	14	temporary	temporary	ADJ
ajfa-14866	161	15	abnormal	abnormal	ADJ
ajfa-14866	161	16	returns	return	NOUN
ajfa-14866	161	17	,	,	PUNCT
ajfa-14866	161	18	that	that	SCONJ
ajfa-14866	161	19	too	too	ADV
ajfa-14866	161	20	around	around	ADP
ajfa-14866	161	21	ed	ed	NOUN
ajfa-14866	161	22	only	only	ADV
ajfa-14866	161	23	.	.	PUNCT
ajfa-14866	162	1	the	the	DET
ajfa-14866	162	2	ocar	ocar	NOUN
ajfa-14866	162	3	and	and	CCONJ
ajfa-14866	162	4	the	the	DET
ajfa-14866	162	5	adjusted	adjust	VERB
ajfa-14866	162	6	ocar	ocar	NOUN
ajfa-14866	162	7	results	result	NOUN
ajfa-14866	162	8	for	for	ADP
ajfa-14866	162	9	ad40	ad40	PROPN
ajfa-14866	162	10	&	&	CCONJ
ajfa-14866	162	11	ad60	ad60	PROPN
ajfa-14866	162	12	permanent	permanent	ADJ
ajfa-14866	162	13	abnormal	abnormal	ADJ
ajfa-14866	162	14	return	return	NOUN
ajfa-14866	162	15	for	for	ADP
ajfa-14866	162	16	first	first	ADJ
ajfa-14866	162	17	period	period	NOUN
ajfa-14866	162	18	clearly	clearly	ADV
ajfa-14866	162	19	show	show	VERB
ajfa-14866	162	20	the	the	DET
ajfa-14866	162	21	dampening	dampening	ADJ
ajfa-14866	162	22	effect	effect	NOUN
ajfa-14866	162	23	of	of	ADP
ajfa-14866	162	24	high	high	ADJ
ajfa-14866	162	25	alpha	alpha	NOUN
ajfa-14866	162	26	stocks	stock	NOUN
ajfa-14866	162	27	.	.	PUNCT
ajfa-14866	163	1	these	these	DET
ajfa-14866	163	2	results	result	NOUN
ajfa-14866	163	3	suggest	suggest	VERB
ajfa-14866	163	4	that	that	SCONJ
ajfa-14866	163	5	the	the	DET
ajfa-14866	163	6	choice	choice	NOUN
ajfa-14866	163	7	of	of	ADP
ajfa-14866	163	8	market	market	NOUN
ajfa-14866	163	9	model	model	NOUN
ajfa-14866	163	10	for	for	ADP
ajfa-14866	163	11	abnormal	abnormal	ADJ
ajfa-14866	163	12	returns	return	NOUN
ajfa-14866	163	13	,	,	PUNCT
ajfa-14866	163	14	choice	choice	NOUN
ajfa-14866	163	15	of	of	ADP
ajfa-14866	163	16	market	market	NOUN
ajfa-14866	163	17	index	index	NOUN
ajfa-14866	163	18	and	and	CCONJ
ajfa-14866	163	19	the	the	DET
ajfa-14866	163	20	estimation	estimation	NOUN
ajfa-14866	163	21	period	period	NOUN
ajfa-14866	163	22	close	close	ADV
ajfa-14866	163	23	to	to	ADP
ajfa-14866	163	24	ad	ad	NOUN
ajfa-14866	163	25	might	might	AUX
ajfa-14866	163	26	be	be	AUX
ajfa-14866	163	27	the	the	DET
ajfa-14866	163	28	reasons	reason	NOUN
ajfa-14866	163	29	for	for	ADP
ajfa-14866	163	30	the	the	DET
ajfa-14866	163	31	lack	lack	NOUN
ajfa-14866	163	32	of	of	ADP
ajfa-14866	163	33	permanent	permanent	ADJ
ajfa-14866	163	34	abnormal	abnormal	ADJ
ajfa-14866	163	35	returns	return	NOUN
ajfa-14866	163	36	evidenced	evidence	VERB
ajfa-14866	163	37	by	by	ADP
ajfa-14866	163	38	earlier	early	ADJ
ajfa-14866	163	39	studies	study	NOUN
ajfa-14866	163	40	on	on	ADP
ajfa-14866	163	41	nifty	nifty	ADJ
ajfa-14866	163	42	index	index	NOUN
ajfa-14866	163	43	additions	addition	NOUN
ajfa-14866	163	44	for	for	ADP
ajfa-14866	163	45	the	the	DET
ajfa-14866	163	46	same	same	ADJ
ajfa-14866	163	47	period	period	NOUN
ajfa-14866	163	48	.	.	PUNCT
ajfa-14866	164	1	for	for	ADP
ajfa-14866	164	2	the	the	DET
ajfa-14866	164	3	second	second	ADJ
ajfa-14866	164	4	period	period	NOUN
ajfa-14866	164	5	,	,	PUNCT
ajfa-14866	164	6	table	table	NOUN
ajfa-14866	164	7	1	1	NUM
ajfa-14866	164	8	reports	report	VERB
ajfa-14866	164	9	a	a	DET
ajfa-14866	164	10	ad+1	ad+1	PROPN
ajfa-14866	164	11	abnormal	abnormal	ADJ
ajfa-14866	164	12	return	return	NOUN
ajfa-14866	164	13	of	of	ADP
ajfa-14866	164	14	1.24	1.24	NUM
ajfa-14866	164	15	%	%	NOUN
ajfa-14866	164	16	that	that	PRON
ajfa-14866	164	17	persists	persist	VERB
ajfa-14866	164	18	not	not	PART
ajfa-14866	164	19	only	only	ADV
ajfa-14866	164	20	for	for	ADP
ajfa-14866	164	21	40	40	NUM
ajfa-14866	164	22	days	day	NOUN
ajfa-14866	164	23	(	(	PUNCT
ajfa-14866	164	24	2.18	2.18	NUM
ajfa-14866	164	25	%	%	NOUN
ajfa-14866	164	26	)	)	PUNCT
ajfa-14866	164	27	but	but	CCONJ
ajfa-14866	164	28	also	also	ADV
ajfa-14866	164	29	for	for	ADP
ajfa-14866	164	30	60	60	NUM
ajfa-14866	164	31	days	day	NOUN
ajfa-14866	164	32	(	(	PUNCT
ajfa-14866	164	33	2.43	2.43	NUM
ajfa-14866	164	34	%	%	NOUN
ajfa-14866	164	35	)	)	PUNCT
ajfa-14866	164	36	from	from	ADP
ajfa-14866	164	37	ad+1.though	ad+1.though	PROPN
ajfa-14866	164	38	,	,	PUNCT
ajfa-14866	164	39	the	the	DET
ajfa-14866	164	40	index	index	NOUN
ajfa-14866	164	41	effect	effect	NOUN
ajfa-14866	164	42	appears	appear	VERB
ajfa-14866	164	43	to	to	PART
ajfa-14866	164	44	be	be	AUX
ajfa-14866	164	45	declining	decline	VERB
ajfa-14866	164	46	in	in	ADP
ajfa-14866	164	47	the	the	DET
ajfa-14866	164	48	recent	recent	ADJ
ajfa-14866	164	49	period	period	NOUN
ajfa-14866	164	50	similar	similar	ADJ
ajfa-14866	164	51	to	to	ADP
ajfa-14866	164	52	some	some	DET
ajfa-14866	164	53	studies	study	NOUN
ajfa-14866	164	54	in	in	ADP
ajfa-14866	164	55	the	the	DET
ajfa-14866	164	56	developed	develop	VERB
ajfa-14866	164	57	markets	market	NOUN
ajfa-14866	164	58	,	,	PUNCT
ajfa-14866	164	59	the	the	DET
ajfa-14866	164	60	ad40	ad40	PROPN
ajfa-14866	164	61	and	and	CCONJ
ajfa-14866	164	62	ad60	ad60	PROPN
ajfa-14866	164	63	permanent	permanent	ADJ
ajfa-14866	164	64	ccars	ccar	NOUN
ajfa-14866	164	65	in	in	ADP
ajfa-14866	164	66	the	the	DET
ajfa-14866	164	67	second	second	ADJ
ajfa-14866	164	68	period	period	NOUN
ajfa-14866	164	69	are	be	AUX
ajfa-14866	164	70	statistically	statistically	ADV
ajfa-14866	164	71	significant	significant	ADJ
ajfa-14866	164	72	at	at	ADP
ajfa-14866	164	73	2.57	2.57	NUM
ajfa-14866	164	74	%	%	NOUN
ajfa-14866	164	75	and	and	CCONJ
ajfa-14866	164	76	3.64	3.64	NUM
ajfa-14866	164	77	%	%	NOUN
ajfa-14866	164	78	respectively	respectively	ADV
ajfa-14866	164	79	.	.	PUNCT
ajfa-14866	165	1	the	the	DET
ajfa-14866	165	2	complete	complete	ADJ
ajfa-14866	165	3	period	period	NOUN
ajfa-14866	165	4	and	and	CCONJ
ajfa-14866	165	5	the	the	DET
ajfa-14866	165	6	sub	sub	NOUN
ajfa-14866	165	7	period	period	NOUN
ajfa-14866	165	8	results	result	NOUN
ajfa-14866	165	9	are	be	AUX
ajfa-14866	165	10	robust	robust	ADJ
ajfa-14866	165	11	to	to	PART
ajfa-14866	165	12	alternate	alternate	VERB
ajfa-14866	165	13	abnormal	abnormal	ADJ
ajfa-14866	165	14	return	return	NOUN
ajfa-14866	165	15	calculations	calculation	NOUN
ajfa-14866	165	16	.	.	PUNCT
ajfa-14866	166	1	overall	overall	ADV
ajfa-14866	166	2	,	,	PUNCT
ajfa-14866	166	3	the	the	DET
ajfa-14866	166	4	results	result	NOUN
ajfa-14866	166	5	evidence	evidence	VERB
ajfa-14866	166	6	significant	significant	ADJ
ajfa-14866	166	7	permanent	permanent	ADJ
ajfa-14866	166	8	abnormal	abnormal	ADJ
ajfa-14866	166	9	returns	return	NOUN
ajfa-14866	166	10	following	follow	VERB
ajfa-14866	166	11	index	index	NOUN
ajfa-14866	166	12	additions	addition	NOUN
ajfa-14866	166	13	for	for	ADP
ajfa-14866	166	14	the	the	DET
ajfa-14866	166	15	first	first	ADJ
ajfa-14866	166	16	period	period	NOUN
ajfa-14866	166	17	and	and	CCONJ
ajfa-14866	166	18	second	second	ADJ
ajfa-14866	166	19	period	period	NOUN
ajfa-14866	166	20	.	.	PUNCT
ajfa-14866	167	1	asian	asian	ADJ
ajfa-14866	167	2	journal	journal	PROPN
ajfa-14866	167	3	of	of	ADP
ajfa-14866	167	4	finance	finance	PROPN
ajfa-14866	167	5	&	&	CCONJ
ajfa-14866	167	6	accounting	accounting	PROPN
ajfa-14866	167	7	issn	issn	PROPN
ajfa-14866	167	8	1946	1946	NUM
ajfa-14866	167	9	-	-	PUNCT
ajfa-14866	167	10	052x	052x	PROPN
ajfa-14866	167	11	2019	2019	NUM
ajfa-14866	167	12	,	,	PUNCT
ajfa-14866	167	13	vol	vol	NOUN
ajfa-14866	167	14	.	.	PROPN
ajfa-14866	167	15	11	11	NUM
ajfa-14866	167	16	,	,	PUNCT
ajfa-14866	167	17	no	no	INTJ
ajfa-14866	167	18	.	.	NOUN
ajfa-14866	167	19	1	1	NUM
ajfa-14866	167	20	316	316	NUM
ajfa-14866	167	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	167	22	table	table	NOUN
ajfa-14866	167	23	1	1	NUM
ajfa-14866	167	24	.	.	PUNCT
ajfa-14866	167	25	long	long	ADJ
ajfa-14866	167	26	window	window	NOUN
ajfa-14866	167	27	statistics	statistic	NOUN
ajfa-14866	167	28	for	for	ADP
ajfa-14866	167	29	the	the	DET
ajfa-14866	167	30	daily	daily	ADJ
ajfa-14866	167	31	abnormal	abnormal	ADJ
ajfa-14866	167	32	returns	return	NOUN
ajfa-14866	167	33	using	use	VERB
ajfa-14866	167	34	multiple	multiple	ADJ
ajfa-14866	167	35	calculation	calculation	NOUN
ajfa-14866	167	36	methodology	methodology	NOUN
ajfa-14866	167	37	for	for	ADP
ajfa-14866	167	38	the	the	DET
ajfa-14866	167	39	clean	clean	ADJ
ajfa-14866	167	40	sample	sample	NOUN
ajfa-14866	167	41	added	add	VERB
ajfa-14866	167	42	to	to	ADP
ajfa-14866	167	43	nifty	nifty	ADJ
ajfa-14866	167	44	index	index	NOUN
ajfa-14866	167	45	during	during	ADP
ajfa-14866	167	46	the	the	DET
ajfa-14866	167	47	complete	complete	ADJ
ajfa-14866	167	48	period	period	NOUN
ajfa-14866	167	49	,	,	PUNCT
ajfa-14866	167	50	april	april	PROPN
ajfa-14866	167	51	2000	2000	NUM
ajfa-14866	167	52	march	march	PROPN
ajfa-14866	167	53	2018	2018	NUM
ajfa-14866	167	54	,	,	PUNCT
ajfa-14866	167	55	sub	sub	NOUN
ajfa-14866	167	56	period	period	NOUN
ajfa-14866	167	57	1	1	NUM
ajfa-14866	167	58	(	(	PUNCT
ajfa-14866	167	59	2000	2000	NUM
ajfa-14866	167	60	2009	2009	NUM
ajfa-14866	167	61	)	)	PUNCT
ajfa-14866	167	62	and	and	CCONJ
ajfa-14866	167	63	sub	sub	NOUN
ajfa-14866	167	64	period	period	NOUN
ajfa-14866	167	65	2	2	NUM
ajfa-14866	167	66	(	(	PUNCT
ajfa-14866	167	67	2010	2010	NUM
ajfa-14866	167	68	-	-	SYM
ajfa-14866	167	69	2018	2018	NUM
ajfa-14866	167	70	)	)	PUNCT
ajfa-14866	167	71	.	.	PUNCT
ajfa-14866	168	1	windows	window	NOUN
ajfa-14866	168	2	complete	complete	ADJ
ajfa-14866	168	3	period	period	NOUN
ajfa-14866	168	4	n	n	NOUN
ajfa-14866	168	5	=	=	SYM
ajfa-14866	168	6	50	50	NUM
ajfa-14866	168	7	i	i	NOUN
ajfa-14866	168	8	period	period	VERB
ajfa-14866	168	9	n=	n=	ADJ
ajfa-14866	168	10	23	23	NUM
ajfa-14866	168	11	ii	ii	NOUN
ajfa-14866	168	12	period	period	NOUN
ajfa-14866	168	13	n	n	PROPN
ajfa-14866	168	14	=	=	SYM
ajfa-14866	168	15	27	27	NUM
ajfa-14866	168	16	car	car	NOUN
ajfa-14866	168	17	in	in	ADP
ajfa-14866	168	18	%	%	NOUN
ajfa-14866	168	19	mcar	mcar	ADJ
ajfa-14866	168	20	ccar	ccar	NOUN
ajfa-14866	168	21	ocar	ocar	NOUN
ajfa-14866	168	22	mcar	mcar	ADJ
ajfa-14866	168	23	ccar	ccar	NOUN
ajfa-14866	168	24	ocar	ocar	NOUN
ajfa-14866	168	25	mcar	mcar	ADJ
ajfa-14866	168	26	ccar	ccar	NOUN
ajfa-14866	168	27	ocar	ocar	NOUN
ajfa-14866	168	28	anticipation	anticipation	NOUN
ajfa-14866	168	29	window	window	NOUN
ajfa-14866	169	1	mean	mean	NOUN
ajfa-14866	170	1	-0.70	-0.70	NUM
ajfa-14866	170	2	%	%	NOUN
ajfa-14866	170	3	-1.21	-1.21	ADJ
ajfa-14866	170	4	%	%	NOUN
ajfa-14866	170	5	-0.74	-0.74	NUM
ajfa-14866	170	6	%	%	NOUN
ajfa-14866	170	7	-0.90	-0.90	NUM
ajfa-14866	170	8	%	%	NOUN
ajfa-14866	170	9	-1.14	-1.14	PRON
ajfa-14866	170	10	%	%	NOUN
ajfa-14866	170	11	-0.94	-0.94	NUM
ajfa-14866	170	12	%	%	NOUN
ajfa-14866	170	13	-0.51	-0.51	NOUN
ajfa-14866	170	14	%	%	NOUN
ajfa-14866	170	15	-1.26	-1.26	NUM
ajfa-14866	170	16	%	%	NOUN
ajfa-14866	170	17	0.57	0.57	NUM
ajfa-14866	170	18	%	%	NOUN
ajfa-14866	170	19	ad-10	ad-10	PRON
ajfa-14866	170	20	;	;	PUNCT
ajfa-14866	170	21	ad	ad	NOUN
ajfa-14866	170	22	median	median	NOUN
ajfa-14866	170	23	-0.30	-0.30	NOUN
ajfa-14866	170	24	%	%	NOUN
ajfa-14866	170	25	-1.14	-1.14	NOUN
ajfa-14866	170	26	%	%	NOUN
ajfa-14866	170	27	-0.05	-0.05	ADJ
ajfa-14866	170	28	%	%	NOUN
ajfa-14866	170	29	-0.40	-0.40	NUM
ajfa-14866	170	30	%	%	NOUN
ajfa-14866	170	31	-1.76	-1.76	NUM
ajfa-14866	170	32	%	%	NOUN
ajfa-14866	170	33	-0.58	-0.58	NUM
ajfa-14866	170	34	%	%	NOUN
ajfa-14866	170	35	0.10	0.10	NUM
ajfa-14866	170	36	%	%	NOUN
ajfa-14866	170	37	-0.90	-0.90	NUM
ajfa-14866	170	38	%	%	NOUN
ajfa-14866	170	39	0.02	0.02	NUM
ajfa-14866	170	40	%	%	NOUN
ajfa-14866	170	41	car	car	NOUN
ajfa-14866	170	42	>	>	X
ajfa-14866	170	43	0	0	NUM
ajfa-14866	171	1	48	48	NUM
ajfa-14866	171	2	%	%	NOUN
ajfa-14866	171	3	40	40	NUM
ajfa-14866	171	4	%	%	NOUN
ajfa-14866	171	5	48	48	NUM
ajfa-14866	171	6	%	%	NOUN
ajfa-14866	171	7	43	43	NUM
ajfa-14866	171	8	%	%	NOUN
ajfa-14866	171	9	48	48	NUM
ajfa-14866	171	10	43	43	NUM
ajfa-14866	171	11	%	%	NOUN
ajfa-14866	171	12	52	52	NUM
ajfa-14866	171	13	%	%	NOUN
ajfa-14866	171	14	43	43	NUM
ajfa-14866	171	15	%	%	NOUN
ajfa-14866	171	16	52	52	NUM
ajfa-14866	171	17	%	%	NOUN
ajfa-14866	171	18	ad	ad	NOUN
ajfa-14866	171	19	window	window	NOUN
ajfa-14866	171	20	ad+1	ad+1	NOUN
ajfa-14866	171	21	mean	mean	VERB
ajfa-14866	171	22	1.49	1.49	NUM
ajfa-14866	171	23	%	%	NOUN
ajfa-14866	171	24	*	*	PUNCT
ajfa-14866	171	25	*	*	PROPN
ajfa-14866	171	26	1.94	1.94	NUM
ajfa-14866	171	27	%	%	NOUN
ajfa-14866	171	28	*	*	PUNCT
ajfa-14866	171	29	*	*	PROPN
ajfa-14866	171	30	1.25	1.25	NUM
ajfa-14866	171	31	%	%	NOUN
ajfa-14866	171	32	*	*	PUNCT
ajfa-14866	171	33	*	*	PROPN
ajfa-14866	171	34	2.32	2.32	NUM
ajfa-14866	171	35	%	%	NOUN
ajfa-14866	171	36	*	*	PUNCT
ajfa-14866	171	37	*	*	PROPN
ajfa-14866	171	38	3.32	3.32	NUM
ajfa-14866	171	39	%	%	NOUN
ajfa-14866	171	40	*	*	PUNCT
ajfa-14866	171	41	*	*	PROPN
ajfa-14866	171	42	1.96	1.96	NUM
ajfa-14866	171	43	%	%	NOUN
ajfa-14866	171	44	*	*	PUNCT
ajfa-14866	171	45	*	*	PROPN
ajfa-14866	171	46	1.24	1.24	NUM
ajfa-14866	171	47	%	%	NOUN
ajfa-14866	171	48	*	*	PUNCT
ajfa-14866	171	49	*	*	PROPN
ajfa-14866	171	50	1.19	1.19	NUM
ajfa-14866	171	51	%	%	NOUN
ajfa-14866	171	52	*	*	PUNCT
ajfa-14866	171	53	*	*	PROPN
ajfa-14866	171	54	1.32	1.32	NUM
ajfa-14866	171	55	%	%	NOUN
ajfa-14866	171	56	*	*	PUNCT
ajfa-14866	171	57	*	*	PUNCT
ajfa-14866	171	58	median	median	NOUN
ajfa-14866	171	59	2.30	2.30	NUM
ajfa-14866	171	60	%	%	NOUN
ajfa-14866	171	61	2.13	2.13	NUM
ajfa-14866	171	62	%	%	NOUN
ajfa-14866	171	63	2.15	2.15	NUM
ajfa-14866	171	64	%	%	NOUN
ajfa-14866	171	65	2.67	2.67	NUM
ajfa-14866	171	66	%	%	NOUN
ajfa-14866	171	67	2.81	2.81	NUM
ajfa-14866	171	68	%	%	NOUN
ajfa-14866	171	69	3.33	3.33	NUM
ajfa-14866	171	70	%	%	NOUN
ajfa-14866	171	71	1.53	1.53	NUM
ajfa-14866	171	72	1.76	1.76	NUM
ajfa-14866	171	73	%	%	NOUN
ajfa-14866	171	74	1.25	1.25	NUM
ajfa-14866	171	75	car	car	NOUN
ajfa-14866	171	76	>	>	X
ajfa-14866	171	77	0	0	NUM
ajfa-14866	172	1	66	66	NUM
ajfa-14866	172	2	%	%	NOUN
ajfa-14866	172	3	66	66	NUM
ajfa-14866	172	4	%	%	NOUN
ajfa-14866	172	5	62	62	NUM
ajfa-14866	172	6	%	%	NOUN
ajfa-14866	172	7	78	78	NUM
ajfa-14866	172	8	%	%	NOUN
ajfa-14866	172	9	74	74	NUM
ajfa-14866	172	10	%	%	NOUN
ajfa-14866	172	11	70	70	NUM
ajfa-14866	172	12	%	%	NOUN
ajfa-14866	172	13	78	78	NUM
ajfa-14866	172	14	%	%	NOUN
ajfa-14866	172	15	63	63	NUM
ajfa-14866	172	16	%	%	NOUN
ajfa-14866	172	17	81	81	NUM
ajfa-14866	172	18	%	%	NOUN
ajfa-14866	172	19	run	run	VERB
ajfa-14866	172	20	up	up	ADP
ajfa-14866	172	21	window	window	NOUN
ajfa-14866	172	22	mean	mean	NOUN
ajfa-14866	172	23	2.30	2.30	NUM
ajfa-14866	172	24	%	%	NOUN
ajfa-14866	172	25	*	*	NOUN
ajfa-14866	172	26	2.69	2.69	NUM
ajfa-14866	172	27	%	%	NOUN
ajfa-14866	172	28	*	*	NUM
ajfa-14866	172	29	2.83	2.83	NUM
ajfa-14866	172	30	%	%	NOUN
ajfa-14866	172	31	*	*	PUNCT
ajfa-14866	172	32	*	*	PROPN
ajfa-14866	172	33	3.66	3.66	NUM
ajfa-14866	172	34	%	%	NOUN
ajfa-14866	172	35	*	*	NOUN
ajfa-14866	172	36	3.41	3.41	NUM
ajfa-14866	172	37	%	%	NOUN
ajfa-14866	172	38	4.37	4.37	NUM
ajfa-14866	172	39	%	%	NOUN
ajfa-14866	172	40	*	*	NOUN
ajfa-14866	172	41	1.21	1.21	NUM
ajfa-14866	172	42	%	%	NOUN
ajfa-14866	172	43	2.10	2.10	NUM
ajfa-14866	172	44	%	%	NOUN
ajfa-14866	172	45	1.52	1.52	NUM
ajfa-14866	172	46	%	%	NOUN
ajfa-14866	172	47	ad+2;ed-2	ad+2;ed-2	NOUN
ajfa-14866	172	48	median	median	NOUN
ajfa-14866	172	49	3.40	3.40	NUM
ajfa-14866	172	50	%	%	NOUN
ajfa-14866	172	51	1.43	1.43	NUM
ajfa-14866	172	52	%	%	NOUN
ajfa-14866	172	53	1.58	1.58	NUM
ajfa-14866	172	54	%	%	NOUN
ajfa-14866	172	55	5.12	5.12	NUM
ajfa-14866	172	56	%	%	NOUN
ajfa-14866	172	57	5.23	5.23	NUM
ajfa-14866	172	58	%	%	NOUN
ajfa-14866	172	59	2.79	2.79	NUM
ajfa-14866	172	60	%	%	NOUN
ajfa-14866	172	61	1.90	1.90	NUM
ajfa-14866	172	62	%	%	NOUN
ajfa-14866	172	63	0.90	0.90	NUM
ajfa-14866	172	64	%	%	NOUN
ajfa-14866	172	65	0.61	0.61	NUM
ajfa-14866	172	66	%	%	NOUN
ajfa-14866	172	67	car	car	NOUN
ajfa-14866	172	68	>	>	X
ajfa-14866	172	69	0	0	NUM
ajfa-14866	173	1	62	62	NUM
ajfa-14866	173	2	%	%	NOUN
ajfa-14866	173	3	54	54	NUM
ajfa-14866	173	4	%	%	NOUN
ajfa-14866	173	5	58	58	NUM
ajfa-14866	173	6	%	%	NOUN
ajfa-14866	173	7	74	74	NUM
ajfa-14866	173	8	%	%	NOUN
ajfa-14866	173	9	61	61	NUM
ajfa-14866	173	10	%	%	NOUN
ajfa-14866	173	11	65	65	NUM
ajfa-14866	173	12	%	%	NOUN
ajfa-14866	173	13	52	52	NUM
ajfa-14866	173	14	%	%	NOUN
ajfa-14866	173	15	52	52	NUM
ajfa-14866	173	16	%	%	NOUN
ajfa-14866	173	17	52	52	NUM
ajfa-14866	173	18	%	%	NOUN
ajfa-14866	173	19	ed	ed	NOUN
ajfa-14866	173	20	window	window	NOUN
ajfa-14866	173	21	mean	mean	NOUN
ajfa-14866	173	22	1.67	1.67	NUM
ajfa-14866	173	23	%	%	NOUN
ajfa-14866	173	24	*	*	PUNCT
ajfa-14866	173	25	*	*	PROPN
ajfa-14866	173	26	1.63	1.63	NUM
ajfa-14866	173	27	%	%	NOUN
ajfa-14866	173	28	*	*	PUNCT
ajfa-14866	173	29	*	*	PROPN
ajfa-14866	173	30	1.42	1.42	NUM
ajfa-14866	173	31	%	%	NOUN
ajfa-14866	173	32	*	*	PUNCT
ajfa-14866	173	33	*	*	PROPN
ajfa-14866	173	34	1.81	1.81	NUM
ajfa-14866	173	35	%	%	NOUN
ajfa-14866	173	36	*	*	PUNCT
ajfa-14866	173	37	*	*	PROPN
ajfa-14866	173	38	1.72	1.72	NUM
ajfa-14866	173	39	%	%	NOUN
ajfa-14866	173	40	*	*	NOUN
ajfa-14866	173	41	1.22	1.22	NUM
ajfa-14866	173	42	%	%	NOUN
ajfa-14866	173	43	*	*	PUNCT
ajfa-14866	173	44	*	*	PUNCT
ajfa-14866	173	45	1.56	1.56	NUM
ajfa-14866	173	46	%	%	NOUN
ajfa-14866	173	47	*	*	PUNCT
ajfa-14866	173	48	*	*	PROPN
ajfa-14866	173	49	1.55	1.55	NUM
ajfa-14866	173	50	%	%	NOUN
ajfa-14866	173	51	*	*	PUNCT
ajfa-14866	173	52	*	*	PROPN
ajfa-14866	173	53	1.6	1.6	NUM
ajfa-14866	173	54	%	%	NOUN
ajfa-14866	173	55	*	*	PUNCT
ajfa-14866	173	56	*	*	NOUN
ajfa-14866	173	57	ed-1	ed-1	X
ajfa-14866	173	58	;	;	PUNCT
ajfa-14866	173	59	ed	ed	NOUN
ajfa-14866	173	60	median	median	NOUN
ajfa-14866	173	61	1.57	1.57	NUM
ajfa-14866	173	62	%	%	NOUN
ajfa-14866	173	63	1.34	1.34	NUM
ajfa-14866	173	64	%	%	NOUN
ajfa-14866	173	65	1.12	1.12	NUM
ajfa-14866	173	66	%	%	NOUN
ajfa-14866	173	67	2.10	2.10	NUM
ajfa-14866	173	68	%	%	NOUN
ajfa-14866	173	69	1.30	1.30	NUM
ajfa-14866	173	70	%	%	NOUN
ajfa-14866	173	71	1.10	1.10	NUM
ajfa-14866	173	72	%	%	NOUN
ajfa-14866	173	73	1.24	1.24	NUM
ajfa-14866	173	74	%	%	NOUN
ajfa-14866	173	75	1.34	1.34	NUM
ajfa-14866	173	76	%	%	NOUN
ajfa-14866	173	77	1.25	1.25	NUM
ajfa-14866	173	78	%	%	NOUN
ajfa-14866	173	79	car	car	NOUN
ajfa-14866	173	80	>	>	X
ajfa-14866	173	81	0	0	NUM
ajfa-14866	173	82	70	70	NUM
ajfa-14866	173	83	%	%	NOUN
ajfa-14866	173	84	76	76	NUM
ajfa-14866	173	85	%	%	NOUN
ajfa-14866	173	86	68	68	NUM
ajfa-14866	173	87	%	%	NOUN
ajfa-14866	173	88	70	70	NUM
ajfa-14866	173	89	%	%	NOUN
ajfa-14866	173	90	70	70	NUM
ajfa-14866	173	91	%	%	NOUN
ajfa-14866	173	92	61	61	NUM
ajfa-14866	173	93	%	%	NOUN
ajfa-14866	173	94	70	70	NUM
ajfa-14866	173	95	%	%	NOUN
ajfa-14866	173	96	81	81	NUM
ajfa-14866	173	97	%	%	NOUN
ajfa-14866	173	98	74	74	NUM
ajfa-14866	173	99	%	%	NOUN
ajfa-14866	173	100	pressure	pressure	NOUN
ajfa-14866	173	101	release	release	NOUN
ajfa-14866	173	102	mean	mean	NOUN
ajfa-14866	173	103	-1.50	-1.50	NUM
ajfa-14866	173	104	%	%	NOUN
ajfa-14866	173	105	*	*	PUNCT
ajfa-14866	173	106	*	*	PUNCT
ajfa-14866	173	107	-2.02	-2.02	NUM
ajfa-14866	173	108	%	%	NOUN
ajfa-14866	173	109	*	*	PUNCT
ajfa-14866	173	110	*	*	NOUN
ajfa-14866	173	111	-1.61	-1.61	NUM
ajfa-14866	173	112	%	%	NOUN
ajfa-14866	173	113	*	*	PUNCT
ajfa-14866	173	114	*	*	PUNCT
ajfa-14866	173	115	-2.03	-2.03	NUM
ajfa-14866	173	116	%	%	NOUN
ajfa-14866	173	117	*	*	PUNCT
ajfa-14866	173	118	-3.03	-3.03	NUM
ajfa-14866	173	119	%	%	NOUN
ajfa-14866	173	120	*	*	PUNCT
ajfa-14866	173	121	*	*	PUNCT
ajfa-14866	173	122	-2.49	-2.49	NUM
ajfa-14866	173	123	%	%	NOUN
ajfa-14866	173	124	-0.78	-0.78	NUM
ajfa-14866	173	125	%	%	NOUN
ajfa-14866	173	126	-1.11	-1.11	NUM
ajfa-14866	173	127	%	%	NOUN
ajfa-14866	173	128	-0.85	-0.85	NOUN
ajfa-14866	173	129	%	%	NOUN
ajfa-14866	173	130	ed+1;ed+3	ed+1;ed+3	NOUN
ajfa-14866	174	1	median	median	ADJ
ajfa-14866	174	2	-1.49	-1.49	NUM
ajfa-14866	174	3	%	%	NOUN
ajfa-14866	174	4	-1.04	-1.04	NOUN
ajfa-14866	174	5	%	%	NOUN
ajfa-14866	174	6	-1.16	-1.16	NUM
ajfa-14866	174	7	%	%	NOUN
ajfa-14866	174	8	-2.22	-2.22	ADJ
ajfa-14866	174	9	%	%	NOUN
ajfa-14866	174	10	-2.82	-2.82	ADJ
ajfa-14866	174	11	%	%	NOUN
ajfa-14866	174	12	-2.17	-2.17	NUM
ajfa-14866	174	13	%	%	NOUN
ajfa-14866	174	14	-0.93	-0.93	NUM
ajfa-14866	174	15	%	%	NOUN
ajfa-14866	174	16	-1.10	-1.10	NOUN
ajfa-14866	174	17	%	%	NOUN
ajfa-14866	174	18	-0.91	-0.91	NOUN
ajfa-14866	174	19	%	%	NOUN
ajfa-14866	174	20	car	car	NOUN
ajfa-14866	174	21	>	>	X
ajfa-14866	174	22	0	0	NUM
ajfa-14866	174	23	32	32	NUM
ajfa-14866	174	24	%	%	NOUN
ajfa-14866	174	25	24	24	NUM
ajfa-14866	174	26	%	%	NOUN
ajfa-14866	174	27	28	28	NUM
ajfa-14866	174	28	%	%	NOUN
ajfa-14866	174	29	26	26	NUM
ajfa-14866	174	30	%	%	NOUN
ajfa-14866	174	31	17	17	NUM
ajfa-14866	174	32	%	%	NOUN
ajfa-14866	174	33	22	22	NUM
ajfa-14866	174	34	%	%	NOUN
ajfa-14866	174	35	37	37	NUM
ajfa-14866	174	36	%	%	NOUN
ajfa-14866	174	37	30	30	NUM
ajfa-14866	174	38	%	%	NOUN
ajfa-14866	174	39	33	33	NUM
ajfa-14866	174	40	%	%	NOUN
ajfa-14866	174	41	permanent	permanent	ADJ
ajfa-14866	174	42	ad	ad	NOUN
ajfa-14866	174	43	40	40	NUM
ajfa-14866	174	44	mean	mean	NOUN
ajfa-14866	174	45	3.50	3.50	NUM
ajfa-14866	174	46	%	%	NOUN
ajfa-14866	174	47	*	*	PROPN
ajfa-14866	174	48	3.32	3.32	NUM
ajfa-14866	174	49	%	%	NOUN
ajfa-14866	174	50	*	*	NOUN
ajfa-14866	174	51	3.96	3.96	NUM
ajfa-14866	174	52	%	%	NOUN
ajfa-14866	174	53	*	*	NOUN
ajfa-14866	174	54	5.06	5.06	NUM
ajfa-14866	174	55	%	%	NOUN
ajfa-14866	174	56	*	*	PUNCT
ajfa-14866	174	57	*	*	PUNCT
ajfa-14866	174	58	3.53	3.53	NUM
ajfa-14866	174	59	%	%	NOUN
ajfa-14866	174	60	5.62	5.62	NUM
ajfa-14866	174	61	%	%	NOUN
ajfa-14866	174	62	*	*	NOUN
ajfa-14866	174	63	2.18	2.18	NUM
ajfa-14866	174	64	%	%	NOUN
ajfa-14866	174	65	3.06	3.06	NUM
ajfa-14866	174	66	%	%	NOUN
ajfa-14866	174	67	*	*	PROPN
ajfa-14866	174	68	2.57	2.57	NUM
ajfa-14866	174	69	%	%	NOUN
ajfa-14866	174	70	*	*	NOUN
ajfa-14866	174	71	ad+1	ad+1	PROPN
ajfa-14866	174	72	;	;	PUNCT
ajfa-14866	174	73	ad+40	ad+40	PROPN
ajfa-14866	174	74	median	median	NOUN
ajfa-14866	174	75	3.10	3.10	NUM
ajfa-14866	174	76	%	%	NOUN
ajfa-14866	174	77	1.62	1.62	NUM
ajfa-14866	174	78	%	%	NOUN
ajfa-14866	174	79	4.72	4.72	NUM
ajfa-14866	174	80	%	%	NOUN
ajfa-14866	174	81	3.98	3.98	NUM
ajfa-14866	174	82	%	%	NOUN
ajfa-14866	174	83	1.02	1.02	NUM
ajfa-14866	174	84	%	%	NOUN
ajfa-14866	174	85	8.09	8.09	NUM
ajfa-14866	174	86	%	%	NOUN
ajfa-14866	174	87	2.12	2.12	NUM
ajfa-14866	174	88	%	%	NOUN
ajfa-14866	174	89	4.19	4.19	NUM
ajfa-14866	174	90	%	%	NOUN
ajfa-14866	174	91	3.20	3.20	NUM
ajfa-14866	174	92	%	%	NOUN
ajfa-14866	174	93	car	car	NOUN
ajfa-14866	174	94	>	>	X
ajfa-14866	174	95	0	0	NUM
ajfa-14866	175	1	60	60	NUM
ajfa-14866	175	2	%	%	NOUN
ajfa-14866	175	3	56	56	NUM
ajfa-14866	175	4	%	%	NOUN
ajfa-14866	175	5	60	60	NUM
ajfa-14866	175	6	%	%	NOUN
ajfa-14866	175	7	65	65	NUM
ajfa-14866	175	8	%	%	NOUN
ajfa-14866	175	9	54	54	NUM
ajfa-14866	175	10	%	%	NOUN
ajfa-14866	175	11	61	61	NUM
ajfa-14866	175	12	%	%	NOUN
ajfa-14866	175	13	56	56	NUM
ajfa-14866	175	14	%	%	NOUN
ajfa-14866	175	15	56	56	NUM
ajfa-14866	175	16	%	%	NOUN
ajfa-14866	175	17	59	59	NUM
ajfa-14866	175	18	%	%	NOUN
ajfa-14866	175	19	permanent	permanent	ADJ
ajfa-14866	175	20	ad	ad	NOUN
ajfa-14866	175	21	60	60	NUM
ajfa-14866	175	22	mean	mean	NOUN
ajfa-14866	175	23	4.19	4.19	NUM
ajfa-14866	175	24	%	%	NOUN
ajfa-14866	175	25	*	*	PUNCT
ajfa-14866	175	26	*	*	NOUN
ajfa-14866	175	27	4.23	4.23	NUM
ajfa-14866	175	28	%	%	NOUN
ajfa-14866	175	29	*	*	NUM
ajfa-14866	175	30	4.49	4.49	NUM
ajfa-14866	175	31	%	%	NOUN
ajfa-14866	175	32	6.28	6.28	NUM
ajfa-14866	175	33	%	%	NOUN
ajfa-14866	175	34	*	*	PUNCT
ajfa-14866	175	35	*	*	PROPN
ajfa-14866	175	36	5.09	5.09	NUM
ajfa-14866	175	37	%	%	NOUN
ajfa-14866	175	38	*	*	PROPN
ajfa-14866	175	39	5.51	5.51	NUM
ajfa-14866	175	40	%	%	NOUN
ajfa-14866	175	41	2.43	2.43	NUM
ajfa-14866	175	42	%	%	NOUN
ajfa-14866	175	43	3.41	3.41	NUM
ajfa-14866	175	44	%	%	NOUN
ajfa-14866	175	45	*	*	PROPN
ajfa-14866	175	46	3.64	3.64	NUM
ajfa-14866	175	47	%	%	NOUN
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ajfa-14866	175	49	ad+1	ad+1	NOUN
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ajfa-14866	175	51	ad+60	ad+60	ADP
ajfa-14866	175	52	median	median	NOUN
ajfa-14866	175	53	4.12	4.12	NUM
ajfa-14866	175	54	%	%	NOUN
ajfa-14866	175	55	2.94	2.94	NUM
ajfa-14866	175	56	%	%	NOUN
ajfa-14866	175	57	2.73	2.73	NUM
ajfa-14866	175	58	%	%	NOUN
ajfa-14866	175	59	5.19	5.19	NUM
ajfa-14866	175	60	%	%	NOUN
ajfa-14866	175	61	2.24	2.24	NUM
ajfa-14866	175	62	%	%	NOUN
ajfa-14866	175	63	5.27	5.27	NUM
ajfa-14866	175	64	%	%	NOUN
ajfa-14866	175	65	3.86	3.86	NUM
ajfa-14866	175	66	%	%	NOUN
ajfa-14866	175	67	5.31	5.31	NUM
ajfa-14866	175	68	%	%	NOUN
ajfa-14866	175	69	2.54	2.54	NUM
ajfa-14866	175	70	%	%	NOUN
ajfa-14866	175	71	car	car	NOUN
ajfa-14866	175	72	>	>	X
ajfa-14866	175	73	0	0	NUM
ajfa-14866	175	74	60	60	NUM
ajfa-14866	175	75	%	%	NOUN
ajfa-14866	175	76	58	58	NUM
ajfa-14866	175	77	%	%	NOUN
ajfa-14866	175	78	60	60	NUM
ajfa-14866	175	79	%	%	NOUN
ajfa-14866	175	80	65	65	NUM
ajfa-14866	175	81	%	%	NOUN
ajfa-14866	175	82	54	54	NUM
ajfa-14866	175	83	%	%	NOUN
ajfa-14866	175	84	65	65	NUM
ajfa-14866	175	85	%	%	NOUN
ajfa-14866	175	86	56	56	NUM
ajfa-14866	175	87	%	%	NOUN
ajfa-14866	175	88	63	63	NUM
ajfa-14866	175	89	%	%	NOUN
ajfa-14866	175	90	59	59	NUM
ajfa-14866	175	91	%	%	NOUN
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ajfa-14866	175	94	reports	report	VERB
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ajfa-14866	175	97	window	window	NOUN
ajfa-14866	175	98	statistics	statistic	NOUN
ajfa-14866	175	99	for	for	ADP
ajfa-14866	175	100	the	the	DET
ajfa-14866	175	101	daily	daily	ADJ
ajfa-14866	175	102	abnormal	abnormal	ADJ
ajfa-14866	175	103	return	return	NOUN
ajfa-14866	175	104	for	for	ADP
ajfa-14866	175	105	the	the	DET
ajfa-14866	175	106	clean	clean	ADJ
ajfa-14866	175	107	sample	sample	NOUN
ajfa-14866	175	108	for	for	ADP
ajfa-14866	175	109	the	the	DET
ajfa-14866	175	110	complete	complete	ADJ
ajfa-14866	175	111	period	period	NOUN
ajfa-14866	175	112	(	(	PUNCT
ajfa-14866	175	113	2000	2000	NUM
ajfa-14866	175	114	-	-	SYM
ajfa-14866	175	115	2018	2018	NUM
ajfa-14866	175	116	)	)	PUNCT
ajfa-14866	175	117	,	,	PUNCT
ajfa-14866	175	118	first	first	ADJ
ajfa-14866	175	119	period	period	NOUN
ajfa-14866	175	120	(	(	PUNCT
ajfa-14866	175	121	2000	2000	NUM
ajfa-14866	175	122	2009	2009	NUM
ajfa-14866	175	123	)	)	PUNCT
ajfa-14866	175	124	and	and	CCONJ
ajfa-14866	175	125	second	second	ADJ
ajfa-14866	175	126	period	period	NOUN
ajfa-14866	175	127	(	(	PUNCT
ajfa-14866	175	128	2010	2010	NUM
ajfa-14866	175	129	2018	2018	NUM
ajfa-14866	175	130	)	)	PUNCT
ajfa-14866	175	131	.	.	PUNCT
ajfa-14866	176	1	using	use	VERB
ajfa-14866	176	2	the	the	DET
ajfa-14866	176	3	standard	standard	ADJ
ajfa-14866	176	4	event	event	NOUN
ajfa-14866	176	5	methodology	methodology	NOUN
ajfa-14866	176	6	,	,	PUNCT
ajfa-14866	176	7	the	the	DET
ajfa-14866	176	8	market	market	NOUN
ajfa-14866	176	9	adjusted	adjust	VERB
ajfa-14866	176	10	(	(	PUNCT
ajfa-14866	176	11	mcar	mcar	ADJ
ajfa-14866	176	12	):	):	PUNCT
ajfa-14866	176	13	‘	'	PUNCT
ajfa-14866	176	14	adjusted	adjust	VERB
ajfa-14866	176	15	’	'	PUNCT
ajfa-14866	176	16	market	market	NOUN
ajfa-14866	176	17	model	model	NOUN
ajfa-14866	176	18	adjusted	adjust	VERB
ajfa-14866	176	19	(	(	PUNCT
ajfa-14866	176	20	ocar	ocar	NOUN
ajfa-14866	176	21	)	)	PUNCT
ajfa-14866	176	22	;	;	PUNCT
ajfa-14866	176	23	control	control	NOUN
ajfa-14866	176	24	sample	sample	NOUN
ajfa-14866	176	25	adjusted	adjust	VERB
ajfa-14866	176	26	(	(	PUNCT
ajfa-14866	176	27	ccar	ccar	NOUN
ajfa-14866	176	28	)	)	PUNCT
ajfa-14866	176	29	,	,	PUNCT
ajfa-14866	176	30	buy	buy	VERB
ajfa-14866	176	31	and	and	CCONJ
ajfa-14866	176	32	hold	hold	VERB
ajfa-14866	176	33	,	,	PUNCT
ajfa-14866	176	34	cars	car	NOUN
ajfa-14866	176	35	using	use	VERB
ajfa-14866	176	36	daily	daily	ADJ
ajfa-14866	176	37	returns	return	NOUN
ajfa-14866	176	38	from	from	ADP
ajfa-14866	176	39	the	the	DET
ajfa-14866	176	40	nse	nse	NOUN
ajfa-14866	176	41	,	,	PUNCT
ajfa-14866	176	42	india	india	PROPN
ajfa-14866	176	43	official	official	ADJ
ajfa-14866	176	44	website	website	NOUN
ajfa-14866	176	45	(	(	PUNCT
ajfa-14866	176	46	equation	equation	NOUN
ajfa-14866	176	47	1,2	1,2	NUM
ajfa-14866	176	48	and	and	CCONJ
ajfa-14866	176	49	3	3	NUM
ajfa-14866	176	50	)	)	PUNCT
ajfa-14866	176	51	.	.	PUNCT
ajfa-14866	177	1	the	the	DET
ajfa-14866	177	2	market	market	NOUN
ajfa-14866	177	3	return	return	NOUN
ajfa-14866	177	4	is	be	AUX
ajfa-14866	177	5	represented	represent	VERB
ajfa-14866	177	6	by	by	ADP
ajfa-14866	177	7	the	the	DET
ajfa-14866	177	8	cnx	cnx	PROPN
ajfa-14866	177	9	500	500	NUM
ajfa-14866	177	10	index	index	NOUN
ajfa-14866	177	11	return	return	NOUN
ajfa-14866	177	12	.	.	PUNCT
ajfa-14866	178	1	the	the	DET
ajfa-14866	178	2	control	control	NOUN
ajfa-14866	178	3	sample	sample	NOUN
ajfa-14866	178	4	are	be	AUX
ajfa-14866	178	5	the	the	DET
ajfa-14866	178	6	other	other	ADJ
ajfa-14866	178	7	firms	firm	NOUN
ajfa-14866	178	8	which	which	PRON
ajfa-14866	178	9	satisfy	satisfy	VERB
ajfa-14866	178	10	all	all	DET
ajfa-14866	178	11	the	the	DET
ajfa-14866	178	12	addition	addition	NOUN
ajfa-14866	178	13	criteria	criterion	NOUN
ajfa-14866	178	14	,	,	PUNCT
ajfa-14866	178	15	however	however	ADV
ajfa-14866	178	16	were	be	AUX
ajfa-14866	178	17	not	not	PART
ajfa-14866	178	18	added	add	VERB
ajfa-14866	178	19	.	.	PUNCT
ajfa-14866	179	1	ad-10	ad-10	PRON
ajfa-14866	179	2	:	:	PUNCT
ajfa-14866	179	3	ad	ad	NOUN
ajfa-14866	179	4	car	car	NOUN
ajfa-14866	179	5	represents	represent	VERB
ajfa-14866	179	6	car	car	NOUN
ajfa-14866	179	7	from	from	ADP
ajfa-14866	179	8	ad-10	ad-10	PRON
ajfa-14866	179	9	to	to	ADP
ajfa-14866	179	10	ad	ad	NOUN
ajfa-14866	179	11	.	.	PUNCT
ajfa-14866	180	1	permanent	permanent	ADJ
ajfa-14866	180	2	ad	ad	NOUN
ajfa-14866	180	3	40	40	NUM
ajfa-14866	180	4	indicates	indicate	VERB
ajfa-14866	180	5	car	car	NOUN
ajfa-14866	180	6	from	from	ADP
ajfa-14866	180	7	ad+1	ad+1	PROPN
ajfa-14866	180	8	to	to	ADP
ajfa-14866	180	9	ad+40.the	ad+40.the	DET
ajfa-14866	180	10	mean	mean	ADJ
ajfa-14866	180	11	and	and	CCONJ
ajfa-14866	180	12	median	median	ADJ
ajfa-14866	180	13	car	car	NOUN
ajfa-14866	180	14	are	be	AUX
ajfa-14866	180	15	reported	report	VERB
ajfa-14866	180	16	.	.	PUNCT
ajfa-14866	181	1	car>0	car>0	PROPN
ajfa-14866	181	2	represents	represent	VERB
ajfa-14866	181	3	the	the	DET
ajfa-14866	181	4	fraction	fraction	NOUN
ajfa-14866	181	5	of	of	ADP
ajfa-14866	181	6	stocks	stock	NOUN
ajfa-14866	181	7	for	for	ADP
ajfa-14866	181	8	which	which	PRON
ajfa-14866	181	9	the	the	DET
ajfa-14866	181	10	car	car	NOUN
ajfa-14866	181	11	is	be	AUX
ajfa-14866	181	12	positive	positive	ADJ
ajfa-14866	181	13	.	.	PUNCT
ajfa-14866	182	1	values	value	NOUN
ajfa-14866	182	2	are	be	AUX
ajfa-14866	182	3	returns	return	NOUN
ajfa-14866	182	4	in	in	ADP
ajfa-14866	182	5	percentages	percentage	NOUN
ajfa-14866	182	6	and	and	CCONJ
ajfa-14866	182	7	*	*	NOUN
ajfa-14866	182	8	*	*	PUNCT
ajfa-14866	182	9	,	,	PUNCT
ajfa-14866	182	10	*	*	PUNCT
ajfa-14866	182	11	represents	represent	VERB
ajfa-14866	182	12	significance	significance	NOUN
ajfa-14866	182	13	(	(	PUNCT
ajfa-14866	182	14	t	t	NOUN
ajfa-14866	182	15	-test	-test	PROPN
ajfa-14866	182	16	)	)	PUNCT
ajfa-14866	182	17	at	at	ADP
ajfa-14866	182	18	5	5	NUM
ajfa-14866	182	19	%	%	NOUN
ajfa-14866	182	20	level	level	NOUN
ajfa-14866	182	21	and	and	CCONJ
ajfa-14866	182	22	10	10	NUM
ajfa-14866	182	23	%	%	NOUN
ajfa-14866	182	24	level	level	NOUN
ajfa-14866	182	25	respectively	respectively	ADV
ajfa-14866	182	26	.	.	PUNCT
ajfa-14866	183	1	the	the	DET
ajfa-14866	183	2	complete	complete	ADJ
ajfa-14866	183	3	period	period	NOUN
ajfa-14866	183	4	unadjusted	unadjuste	VERB
ajfa-14866	183	5	ad40	ad40	PROPN
ajfa-14866	183	6	&	&	CCONJ
ajfa-14866	183	7	ad60	ad60	PROPN
ajfa-14866	183	8	ocar	ocar	NOUN
ajfa-14866	183	9	are	be	AUX
ajfa-14866	183	10	2.86	2.86	NUM
ajfa-14866	183	11	%	%	NOUN
ajfa-14866	183	12	and	and	CCONJ
ajfa-14866	183	13	2.85	2.85	NUM
ajfa-14866	183	14	%	%	NOUN
ajfa-14866	183	15	respectively	respectively	ADV
ajfa-14866	183	16	.	.	PUNCT
ajfa-14866	184	1	the	the	DET
ajfa-14866	184	2	first	first	ADJ
ajfa-14866	184	3	period	period	NOUN
ajfa-14866	184	4	unadjusted	unadjuste	VERB
ajfa-14866	184	5	ad40	ad40	PROPN
ajfa-14866	184	6	&	&	CCONJ
ajfa-14866	184	7	ad60	ad60	PROPN
ajfa-14866	184	8	ocar	ocar	NOUN
ajfa-14866	184	9	are	be	AUX
ajfa-14866	184	10	4.39	4.39	NUM
ajfa-14866	184	11	%	%	NOUN
ajfa-14866	184	12	and	and	CCONJ
ajfa-14866	184	13	3.73	3.73	NUM
ajfa-14866	184	14	%	%	NOUN
ajfa-14866	184	15	respectively	respectively	ADV
ajfa-14866	184	16	.	.	PUNCT
ajfa-14866	185	1	the	the	DET
ajfa-14866	185	2	second	second	ADJ
ajfa-14866	185	3	period	period	NOUN
ajfa-14866	185	4	unadjusted	unadjuste	VERB
ajfa-14866	185	5	ad40	ad40	PROPN
ajfa-14866	185	6	&	&	CCONJ
ajfa-14866	185	7	ad60	ad60	PROPN
ajfa-14866	185	8	ocar	ocar	NOUN
ajfa-14866	185	9	are	be	AUX
ajfa-14866	185	10	1.57	1.57	NUM
ajfa-14866	185	11	%	%	NOUN
ajfa-14866	185	12	and	and	CCONJ
ajfa-14866	185	13	2.10	2.10	NUM
ajfa-14866	185	14	%	%	NOUN
ajfa-14866	185	15	respectively	respectively	ADV
ajfa-14866	185	16	.	.	PUNCT
ajfa-14866	186	1	this	this	DET
ajfa-14866	186	2	table	table	NOUN
ajfa-14866	186	3	reports	report	VERB
ajfa-14866	186	4	asian	asian	ADJ
ajfa-14866	186	5	journal	journal	NOUN
ajfa-14866	186	6	of	of	ADP
ajfa-14866	186	7	finance	finance	PROPN
ajfa-14866	186	8	&	&	CCONJ
ajfa-14866	186	9	accounting	accounting	PROPN
ajfa-14866	186	10	issn	issn	PROPN
ajfa-14866	186	11	1946	1946	NUM
ajfa-14866	186	12	-	-	PUNCT
ajfa-14866	186	13	052x	052x	PROPN
ajfa-14866	186	14	2019	2019	NUM
ajfa-14866	186	15	,	,	PUNCT
ajfa-14866	186	16	vol	vol	NOUN
ajfa-14866	186	17	.	.	PROPN
ajfa-14866	187	1	11	11	NUM
ajfa-14866	187	2	,	,	PUNCT
ajfa-14866	187	3	no	no	INTJ
ajfa-14866	187	4	.	.	NOUN
ajfa-14866	187	5	1	1	NUM
ajfa-14866	187	6	317	317	NUM
ajfa-14866	187	7	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	187	8	the	the	DET
ajfa-14866	187	9	long	long	ADJ
ajfa-14866	187	10	window	window	NOUN
ajfa-14866	187	11	statistics	statistic	NOUN
ajfa-14866	187	12	for	for	ADP
ajfa-14866	187	13	the	the	DET
ajfa-14866	187	14	daily	daily	ADJ
ajfa-14866	187	15	abnormal	abnormal	ADJ
ajfa-14866	187	16	return	return	NOUN
ajfa-14866	187	17	for	for	ADP
ajfa-14866	187	18	the	the	DET
ajfa-14866	187	19	clean	clean	ADJ
ajfa-14866	187	20	sample	sample	NOUN
ajfa-14866	187	21	for	for	ADP
ajfa-14866	187	22	the	the	DET
ajfa-14866	187	23	complete	complete	ADJ
ajfa-14866	187	24	period	period	NOUN
ajfa-14866	187	25	(	(	PUNCT
ajfa-14866	187	26	2000	2000	NUM
ajfa-14866	187	27	-	-	SYM
ajfa-14866	187	28	2018	2018	NUM
ajfa-14866	187	29	)	)	PUNCT
ajfa-14866	187	30	,	,	PUNCT
ajfa-14866	187	31	first	first	ADJ
ajfa-14866	187	32	period	period	NOUN
ajfa-14866	187	33	(	(	PUNCT
ajfa-14866	187	34	2000	2000	NUM
ajfa-14866	187	35	2009	2009	NUM
ajfa-14866	187	36	)	)	PUNCT
ajfa-14866	187	37	and	and	CCONJ
ajfa-14866	187	38	second	second	ADJ
ajfa-14866	187	39	period	period	NOUN
ajfa-14866	187	40	(	(	PUNCT
ajfa-14866	187	41	2010	2010	NUM
ajfa-14866	187	42	2018	2018	NUM
ajfa-14866	187	43	)	)	PUNCT
ajfa-14866	187	44	.	.	PUNCT
ajfa-14866	188	1	using	use	VERB
ajfa-14866	188	2	the	the	DET
ajfa-14866	188	3	standard	standard	ADJ
ajfa-14866	188	4	event	event	NOUN
ajfa-14866	188	5	methodology	methodology	NOUN
ajfa-14866	188	6	,	,	PUNCT
ajfa-14866	188	7	the	the	DET
ajfa-14866	188	8	market	market	NOUN
ajfa-14866	188	9	adjusted	adjust	VERB
ajfa-14866	188	10	(	(	PUNCT
ajfa-14866	188	11	mcar	mcar	ADJ
ajfa-14866	188	12	):	):	PUNCT
ajfa-14866	188	13	‘	'	PUNCT
ajfa-14866	188	14	adjusted	adjust	VERB
ajfa-14866	188	15	’	'	PUNCT
ajfa-14866	188	16	market	market	NOUN
ajfa-14866	188	17	model	model	NOUN
ajfa-14866	188	18	adjusted	adjust	VERB
ajfa-14866	188	19	(	(	PUNCT
ajfa-14866	188	20	ocar	ocar	NOUN
ajfa-14866	188	21	)	)	PUNCT
ajfa-14866	188	22	;	;	PUNCT
ajfa-14866	188	23	control	control	NOUN
ajfa-14866	188	24	sample	sample	NOUN
ajfa-14866	188	25	adjusted	adjust	VERB
ajfa-14866	188	26	(	(	PUNCT
ajfa-14866	188	27	ccar	ccar	NOUN
ajfa-14866	188	28	)	)	PUNCT
ajfa-14866	188	29	,	,	PUNCT
ajfa-14866	188	30	buy	buy	VERB
ajfa-14866	188	31	and	and	CCONJ
ajfa-14866	188	32	hold	hold	VERB
ajfa-14866	188	33	,	,	PUNCT
ajfa-14866	188	34	cars	car	NOUN
ajfa-14866	188	35	using	use	VERB
ajfa-14866	188	36	daily	daily	ADJ
ajfa-14866	188	37	returns	return	NOUN
ajfa-14866	188	38	from	from	ADP
ajfa-14866	188	39	the	the	DET
ajfa-14866	188	40	nse	nse	NOUN
ajfa-14866	188	41	,	,	PUNCT
ajfa-14866	188	42	india	india	PROPN
ajfa-14866	188	43	official	official	ADJ
ajfa-14866	188	44	website	website	NOUN
ajfa-14866	188	45	(	(	PUNCT
ajfa-14866	188	46	equation	equation	NOUN
ajfa-14866	188	47	1,2	1,2	NUM
ajfa-14866	188	48	and	and	CCONJ
ajfa-14866	188	49	3	3	NUM
ajfa-14866	188	50	)	)	PUNCT
ajfa-14866	188	51	.	.	PUNCT
ajfa-14866	189	1	the	the	DET
ajfa-14866	189	2	market	market	NOUN
ajfa-14866	189	3	return	return	NOUN
ajfa-14866	189	4	is	be	AUX
ajfa-14866	189	5	represented	represent	VERB
ajfa-14866	189	6	by	by	ADP
ajfa-14866	189	7	the	the	DET
ajfa-14866	189	8	cnx	cnx	PROPN
ajfa-14866	189	9	500	500	NUM
ajfa-14866	189	10	index	index	NOUN
ajfa-14866	189	11	return	return	NOUN
ajfa-14866	189	12	.	.	PUNCT
ajfa-14866	190	1	the	the	DET
ajfa-14866	190	2	control	control	NOUN
ajfa-14866	190	3	sample	sample	NOUN
ajfa-14866	190	4	are	be	AUX
ajfa-14866	190	5	the	the	DET
ajfa-14866	190	6	other	other	ADJ
ajfa-14866	190	7	firms	firm	NOUN
ajfa-14866	190	8	which	which	PRON
ajfa-14866	190	9	satisfy	satisfy	VERB
ajfa-14866	190	10	all	all	DET
ajfa-14866	190	11	the	the	DET
ajfa-14866	190	12	addition	addition	NOUN
ajfa-14866	190	13	criteria	criterion	NOUN
ajfa-14866	190	14	,	,	PUNCT
ajfa-14866	190	15	however	however	ADV
ajfa-14866	190	16	were	be	AUX
ajfa-14866	190	17	not	not	PART
ajfa-14866	190	18	added	add	VERB
ajfa-14866	190	19	.	.	PUNCT
ajfa-14866	191	1	ad-10	ad-10	PRON
ajfa-14866	191	2	:	:	PUNCT
ajfa-14866	191	3	ad	ad	NOUN
ajfa-14866	191	4	car	car	NOUN
ajfa-14866	191	5	represents	represent	VERB
ajfa-14866	191	6	car	car	NOUN
ajfa-14866	191	7	from	from	ADP
ajfa-14866	191	8	ad-10	ad-10	PRON
ajfa-14866	191	9	to	to	ADP
ajfa-14866	191	10	ad	ad	NOUN
ajfa-14866	191	11	.	.	PUNCT
ajfa-14866	192	1	permanent	permanent	ADJ
ajfa-14866	192	2	ad	ad	NOUN
ajfa-14866	192	3	40	40	NUM
ajfa-14866	192	4	indicates	indicate	VERB
ajfa-14866	192	5	car	car	NOUN
ajfa-14866	192	6	from	from	ADP
ajfa-14866	192	7	ad+1	ad+1	PROPN
ajfa-14866	192	8	to	to	ADP
ajfa-14866	192	9	ad+40.the	ad+40.the	DET
ajfa-14866	192	10	mean	mean	ADJ
ajfa-14866	192	11	and	and	CCONJ
ajfa-14866	192	12	median	median	ADJ
ajfa-14866	192	13	car	car	NOUN
ajfa-14866	192	14	are	be	AUX
ajfa-14866	192	15	reported	report	VERB
ajfa-14866	192	16	.	.	PUNCT
ajfa-14866	193	1	car>0	car>0	PROPN
ajfa-14866	193	2	represents	represent	VERB
ajfa-14866	193	3	the	the	DET
ajfa-14866	193	4	fraction	fraction	NOUN
ajfa-14866	193	5	of	of	ADP
ajfa-14866	193	6	stocks	stock	NOUN
ajfa-14866	193	7	for	for	ADP
ajfa-14866	193	8	which	which	PRON
ajfa-14866	193	9	the	the	DET
ajfa-14866	193	10	car	car	NOUN
ajfa-14866	193	11	is	be	AUX
ajfa-14866	193	12	positive	positive	ADJ
ajfa-14866	193	13	.	.	PUNCT
ajfa-14866	194	1	values	value	NOUN
ajfa-14866	194	2	are	be	AUX
ajfa-14866	194	3	returns	return	NOUN
ajfa-14866	194	4	in	in	ADP
ajfa-14866	194	5	percentages	percentage	NOUN
ajfa-14866	194	6	and	and	CCONJ
ajfa-14866	194	7	*	*	NOUN
ajfa-14866	194	8	*	*	PUNCT
ajfa-14866	194	9	,	,	PUNCT
ajfa-14866	194	10	*	*	PUNCT
ajfa-14866	194	11	represents	represent	VERB
ajfa-14866	194	12	significance	significance	NOUN
ajfa-14866	194	13	(	(	PUNCT
ajfa-14866	194	14	t	t	NOUN
ajfa-14866	194	15	-test	-test	PROPN
ajfa-14866	194	16	)	)	PUNCT
ajfa-14866	194	17	at	at	ADP
ajfa-14866	194	18	5	5	NUM
ajfa-14866	194	19	%	%	NOUN
ajfa-14866	194	20	level	level	NOUN
ajfa-14866	194	21	and	and	CCONJ
ajfa-14866	194	22	10	10	NUM
ajfa-14866	194	23	%	%	NOUN
ajfa-14866	194	24	level	level	NOUN
ajfa-14866	194	25	respectively	respectively	ADV
ajfa-14866	194	26	.	.	PUNCT
ajfa-14866	195	1	the	the	DET
ajfa-14866	195	2	complete	complete	ADJ
ajfa-14866	195	3	period	period	NOUN
ajfa-14866	195	4	unadjusted	unadjuste	VERB
ajfa-14866	195	5	ad40	ad40	PROPN
ajfa-14866	195	6	&	&	CCONJ
ajfa-14866	195	7	ad60	ad60	PROPN
ajfa-14866	195	8	ocar	ocar	NOUN
ajfa-14866	195	9	are	be	AUX
ajfa-14866	195	10	2.86	2.86	NUM
ajfa-14866	195	11	%	%	NOUN
ajfa-14866	195	12	and	and	CCONJ
ajfa-14866	195	13	2.85	2.85	NUM
ajfa-14866	195	14	%	%	NOUN
ajfa-14866	195	15	respectively	respectively	ADV
ajfa-14866	195	16	.	.	PUNCT
ajfa-14866	196	1	the	the	DET
ajfa-14866	196	2	first	first	ADJ
ajfa-14866	196	3	period	period	NOUN
ajfa-14866	196	4	unadjusted	unadjuste	VERB
ajfa-14866	196	5	ad40	ad40	PROPN
ajfa-14866	196	6	&	&	CCONJ
ajfa-14866	196	7	ad60	ad60	PROPN
ajfa-14866	196	8	ocar	ocar	NOUN
ajfa-14866	196	9	are	be	AUX
ajfa-14866	196	10	4.39	4.39	NUM
ajfa-14866	196	11	%	%	NOUN
ajfa-14866	196	12	and	and	CCONJ
ajfa-14866	196	13	3.73	3.73	NUM
ajfa-14866	196	14	%	%	NOUN
ajfa-14866	196	15	respectively	respectively	ADV
ajfa-14866	196	16	.	.	PUNCT
ajfa-14866	197	1	the	the	DET
ajfa-14866	197	2	second	second	ADJ
ajfa-14866	197	3	period	period	NOUN
ajfa-14866	197	4	unadjusted	unadjuste	VERB
ajfa-14866	197	5	ad40	ad40	PROPN
ajfa-14866	197	6	&	&	CCONJ
ajfa-14866	197	7	ad60	ad60	PROPN
ajfa-14866	197	8	ocar	ocar	NOUN
ajfa-14866	197	9	are	be	AUX
ajfa-14866	197	10	1.57	1.57	NUM
ajfa-14866	197	11	%	%	NOUN
ajfa-14866	197	12	and	and	CCONJ
ajfa-14866	197	13	2.10	2.10	NUM
ajfa-14866	197	14	%	%	NOUN
ajfa-14866	197	15	respectively	respectively	ADV
ajfa-14866	197	16	.	.	PUNCT
ajfa-14866	197	17	table	table	NOUN
ajfa-14866	197	18	2	2	NUM
ajfa-14866	197	19	.	.	PUNCT
ajfa-14866	197	20	daily	daily	ADJ
ajfa-14866	197	21	abnormal	abnormal	ADJ
ajfa-14866	197	22	volume	volume	NOUN
ajfa-14866	197	23	(	(	PUNCT
ajfa-14866	197	24	vr	vr	NOUN
ajfa-14866	197	25	)	)	PUNCT
ajfa-14866	197	26	for	for	ADP
ajfa-14866	197	27	the	the	DET
ajfa-14866	197	28	nifty	nifty	ADJ
ajfa-14866	197	29	index	index	NOUN
ajfa-14866	197	30	additions	addition	NOUN
ajfa-14866	197	31	during	during	ADP
ajfa-14866	197	32	the	the	DET
ajfa-14866	197	33	2000	2000	NUM
ajfa-14866	197	34	-	-	SYM
ajfa-14866	197	35	2018	2018	NUM
ajfa-14866	197	36	period	period	NOUN
ajfa-14866	197	37	day	day	NOUN
ajfa-14866	197	38	t	t	PROPN
ajfa-14866	197	39	/	/	SYM
ajfa-14866	197	40	event	event	NOUN
ajfa-14866	197	41	window	window	NOUN
ajfa-14866	197	42	mean	mean	VERB
ajfa-14866	197	43	vr	vr	NOUN
ajfa-14866	197	44	on	on	ADP
ajfa-14866	197	45	day	day	NOUN
ajfa-14866	197	46	t	t	PROPN
ajfa-14866	197	47	/	/	SYM
ajfa-14866	197	48	event	event	NOUN
ajfa-14866	197	49	window	window	NOUN
ajfa-14866	197	50	media	medium	NOUN
ajfa-14866	197	51	n	n	ADP
ajfa-14866	197	52	vr	vr	X
ajfa-14866	197	53	>	>	X
ajfa-14866	197	54	1	1	NUM
ajfa-14866	197	55	mean	mean	NOUN
ajfa-14866	197	56	vr	vr	NOUN
ajfa-14866	197	57	on	on	ADP
ajfa-14866	197	58	day	day	NOUN
ajfa-14866	197	59	t	t	PROPN
ajfa-14866	197	60	/	/	SYM
ajfa-14866	197	61	event	event	NOUN
ajfa-14866	197	62	window	window	NOUN
ajfa-14866	197	63	media	medium	NOUN
ajfa-14866	197	64	n	n	ADP
ajfa-14866	197	65	vr	vr	X
ajfa-14866	197	66	>	>	X
ajfa-14866	197	67	1	1	NUM
ajfa-14866	197	68	mean	mean	NOUN
ajfa-14866	197	69	vr	vr	NOUN
ajfa-14866	197	70	on	on	ADP
ajfa-14866	197	71	day	day	NOUN
ajfa-14866	197	72	t	t	PROPN
ajfa-14866	197	73	/	/	SYM
ajfa-14866	197	74	event	event	NOUN
ajfa-14866	197	75	window	window	NOUN
ajfa-14866	197	76	media	medium	NOUN
ajfa-14866	197	77	n	n	ADP
ajfa-14866	197	78	vr	vr	X
ajfa-14866	197	79	>	>	X
ajfa-14866	197	80	1	1	NUM
ajfa-14866	197	81	full	full	ADJ
ajfa-14866	197	82	period	period	NOUN
ajfa-14866	197	83	(	(	PUNCT
ajfa-14866	197	84	2000	2000	NUM
ajfa-14866	197	85	-	-	SYM
ajfa-14866	197	86	2018	2018	NUM
ajfa-14866	197	87	)	)	PUNCT
ajfa-14866	198	1	i	i	PRON
ajfa-14866	198	2	period	period	NOUN
ajfa-14866	198	3	(	(	PUNCT
ajfa-14866	198	4	2000	2000	NUM
ajfa-14866	198	5	-	-	SYM
ajfa-14866	198	6	2009	2009	NUM
ajfa-14866	198	7	)	)	PUNCT
ajfa-14866	198	8	ii	ii	NOUN
ajfa-14866	198	9	period	period	NOUN
ajfa-14866	198	10	(	(	PUNCT
ajfa-14866	198	11	2010	2010	NUM
ajfa-14866	198	12	-	-	SYM
ajfa-14866	198	13	2018	2018	NUM
ajfa-14866	198	14	)	)	PUNCT
ajfa-14866	198	15	ad-2	ad-2	NOUN
ajfa-14866	199	1	1.07	1.07	NUM
ajfa-14866	199	2	0.78	0.78	NUM
ajfa-14866	199	3	40	40	NUM
ajfa-14866	199	4	%	%	NOUN
ajfa-14866	199	5	1.04	1.04	NUM
ajfa-14866	199	6	0.58	0.58	NUM
ajfa-14866	199	7	30	30	NUM
ajfa-14866	199	8	%	%	NOUN
ajfa-14866	199	9	1.10	1.10	NUM
ajfa-14866	199	10	0.91	0.91	NUM
ajfa-14866	199	11	48	48	NUM
ajfa-14866	199	12	%	%	NOUN
ajfa-14866	199	13	ad-1	ad-1	NUM
ajfa-14866	199	14	1.05	1.05	NUM
ajfa-14866	199	15	0.71	0.71	NUM
ajfa-14866	199	16	36	36	NUM
ajfa-14866	199	17	%	%	NOUN
ajfa-14866	199	18	1.03	1.03	NUM
ajfa-14866	199	19	0.73	0.73	NUM
ajfa-14866	199	20	39	39	NUM
ajfa-14866	199	21	%	%	NOUN
ajfa-14866	199	22	1.07	1.07	NUM
ajfa-14866	199	23	0.69	0.69	NUM
ajfa-14866	199	24	33	33	NUM
ajfa-14866	199	25	%	%	NOUN
ajfa-14866	199	26	ad	ad	NOUN
ajfa-14866	199	27	1.15	1.15	NUM
ajfa-14866	199	28	0.93	0.93	NUM
ajfa-14866	199	29	46	46	NUM
ajfa-14866	199	30	%	%	NOUN
ajfa-14866	199	31	1.18	1.18	NUM
ajfa-14866	199	32	0.75	0.75	NUM
ajfa-14866	199	33	39	39	NUM
ajfa-14866	199	34	%	%	NOUN
ajfa-14866	199	35	1.13	1.13	NUM
ajfa-14866	199	36	*	*	NOUN
ajfa-14866	199	37	1.01	1.01	NUM
ajfa-14866	199	38	52	52	NUM
ajfa-14866	199	39	%	%	NOUN
ajfa-14866	199	40	ad+1	ad+1	PROPN
ajfa-14866	199	41	1.41	1.41	NUM
ajfa-14866	199	42	0.97	0.97	NUM
ajfa-14866	199	43	46	46	NUM
ajfa-14866	199	44	%	%	NOUN
ajfa-14866	199	45	1.51	1.51	NUM
ajfa-14866	199	46	0.92	0.92	NUM
ajfa-14866	199	47	35	35	NUM
ajfa-14866	199	48	%	%	NOUN
ajfa-14866	199	49	1.33	1.33	NUM
ajfa-14866	199	50	*	*	SYM
ajfa-14866	199	51	*	*	PUNCT
ajfa-14866	199	52	1.13	1.13	NUM
ajfa-14866	199	53	56	56	NUM
ajfa-14866	199	54	%	%	NOUN
ajfa-14866	199	55	ad+2	ad+2	PROPN
ajfa-14866	199	56	1.23	1.23	NUM
ajfa-14866	199	57	0.93	0.93	NUM
ajfa-14866	199	58	46	46	NUM
ajfa-14866	199	59	%	%	NOUN
ajfa-14866	199	60	1.39	1.39	NUM
ajfa-14866	199	61	0.93	0.93	NUM
ajfa-14866	199	62	43	43	NUM
ajfa-14866	199	63	%	%	NOUN
ajfa-14866	199	64	1.09	1.09	NUM
ajfa-14866	199	65	0.94	0.94	NUM
ajfa-14866	199	66	48	48	NUM
ajfa-14866	199	67	%	%	NOUN
ajfa-14866	199	68	ad+3	ad+3	NOUN
ajfa-14866	199	69	1.15	1.15	NUM
ajfa-14866	199	70	0.86	0.86	NUM
ajfa-14866	199	71	40	40	NUM
ajfa-14866	199	72	%	%	NOUN
ajfa-14866	199	73	1.37	1.37	NUM
ajfa-14866	199	74	0.85	0.85	NUM
ajfa-14866	199	75	39	39	NUM
ajfa-14866	199	76	%	%	NOUN
ajfa-14866	199	77	0.97	0.97	NUM
ajfa-14866	199	78	0.93	0.93	NUM
ajfa-14866	199	79	41	41	NUM
ajfa-14866	199	80	%	%	NOUN
ajfa-14866	199	81	ad+4	ad+4	NUM
ajfa-14866	199	82	1.20	1.20	NUM
ajfa-14866	199	83	0.82	0.82	NUM
ajfa-14866	199	84	40	40	NUM
ajfa-14866	199	85	%	%	NOUN
ajfa-14866	199	86	1.44	1.44	NUM
ajfa-14866	199	87	0.84	0.84	NUM
ajfa-14866	199	88	35	35	NUM
ajfa-14866	199	89	%	%	NOUN
ajfa-14866	199	90	0.99	0.99	NUM
ajfa-14866	199	91	0.81	0.81	NUM
ajfa-14866	199	92	44	44	NUM
ajfa-14866	199	93	%	%	NOUN
ajfa-14866	199	94	ad+5	ad+5	NOUN
ajfa-14866	199	95	1.17	1.17	NUM
ajfa-14866	199	96	0.77	0.77	NUM
ajfa-14866	199	97	36	36	NUM
ajfa-14866	199	98	%	%	NOUN
ajfa-14866	199	99	1.44	1.44	NUM
ajfa-14866	199	100	0.87	0.87	NUM
ajfa-14866	199	101	43	43	NUM
ajfa-14866	199	102	%	%	NOUN
ajfa-14866	199	103	0.94	0.94	NUM
ajfa-14866	199	104	0.74	0.74	NUM
ajfa-14866	199	105	30	30	NUM
ajfa-14866	199	106	%	%	NOUN
ajfa-14866	199	107	anticipation	anticipation	NOUN
ajfa-14866	199	108	window	window	NOUN
ajfa-14866	199	109	1.07	1.07	NUM
ajfa-14866	199	110	0.86	0.86	NUM
ajfa-14866	199	111	36	36	NUM
ajfa-14866	199	112	%	%	NOUN
ajfa-14866	199	113	1.13	1.13	NUM
ajfa-14866	199	114	0.80	0.80	NUM
ajfa-14866	199	115	35	35	NUM
ajfa-14866	199	116	%	%	NOUN
ajfa-14866	199	117	1.02	1.02	NUM
ajfa-14866	199	118	0.94	0.94	NUM
ajfa-14866	199	119	37	37	NUM
ajfa-14866	199	120	%	%	NOUN
ajfa-14866	199	121	ad	ad	NOUN
ajfa-14866	199	122	window	window	NOUN
ajfa-14866	199	123	ad+1	ad+1	PROPN
ajfa-14866	199	124	1.41	1.41	NUM
ajfa-14866	199	125	0.97	0.97	NUM
ajfa-14866	199	126	46	46	NUM
ajfa-14866	199	127	%	%	NOUN
ajfa-14866	199	128	1.51	1.51	NUM
ajfa-14866	199	129	0.92	0.92	NUM
ajfa-14866	199	130	35	35	NUM
ajfa-14866	199	131	%	%	NOUN
ajfa-14866	199	132	1.33	1.33	NUM
ajfa-14866	199	133	*	*	SYM
ajfa-14866	199	134	*	*	PUNCT
ajfa-14866	199	135	1.13	1.13	NUM
ajfa-14866	199	136	56	56	NUM
ajfa-14866	199	137	%	%	NOUN
ajfa-14866	199	138	run	run	NOUN
ajfa-14866	199	139	up	up	ADP
ajfa-14866	199	140	window	window	NOUN
ajfa-14866	199	141	1.23	1.23	NUM
ajfa-14866	199	142	0.98	0.98	NUM
ajfa-14866	199	143	48	48	NUM
ajfa-14866	199	144	%	%	NOUN
ajfa-14866	199	145	1.46	1.46	NUM
ajfa-14866	199	146	0.96	0.96	NUM
ajfa-14866	199	147	48	48	NUM
ajfa-14866	199	148	%	%	NOUN
ajfa-14866	199	149	1.04	1.04	NUM
ajfa-14866	199	150	0.99	0.99	NUM
ajfa-14866	199	151	48	48	NUM
ajfa-14866	199	152	%	%	NOUN
ajfa-14866	199	153	ed	ed	NOUN
ajfa-14866	199	154	window	window	NOUN
ajfa-14866	199	155	2.30	2.30	NUM
ajfa-14866	199	156	*	*	SYM
ajfa-14866	199	157	*	*	PROPN
ajfa-14866	199	158	1.86	1.86	NUM
ajfa-14866	199	159	86	86	NUM
ajfa-14866	199	160	%	%	NOUN
ajfa-14866	199	161	2.42	2.42	NUM
ajfa-14866	199	162	*	*	NOUN
ajfa-14866	199	163	*	*	PUNCT
ajfa-14866	200	1	1.61	1.61	NUM
ajfa-14866	200	2	78	78	NUM
ajfa-14866	200	3	%	%	NOUN
ajfa-14866	200	4	2.21	2.21	NUM
ajfa-14866	200	5	*	*	SYM
ajfa-14866	200	6	*	*	PUNCT
ajfa-14866	200	7	2.07	2.07	NUM
ajfa-14866	200	8	93	93	NUM
ajfa-14866	200	9	%	%	NOUN
ajfa-14866	200	10	ed1ed3	ed1ed3	NOUN
ajfa-14866	200	11	1.35	1.35	NUM
ajfa-14866	200	12	*	*	SYM
ajfa-14866	200	13	1.01	1.01	NUM
ajfa-14866	200	14	52	52	NUM
ajfa-14866	200	15	%	%	NOUN
ajfa-14866	200	16	1.65	1.65	NUM
ajfa-14866	200	17	*	*	NUM
ajfa-14866	200	18	1.10	1.10	NUM
ajfa-14866	200	19	57	57	NUM
ajfa-14866	200	20	%	%	NOUN
ajfa-14866	200	21	1.10	1.10	NUM
ajfa-14866	200	22	0.99	0.99	NUM
ajfa-14866	200	23	48	48	NUM
ajfa-14866	200	24	%	%	NOUN
ajfa-14866	200	25	ed+6	ed+6	NOUN
ajfa-14866	200	26	to	to	ADP
ajfa-14866	200	27	ed+15	ed+15	PROPN
ajfa-14866	200	28	1.43	1.43	NUM
ajfa-14866	200	29	0.92	0.92	NUM
ajfa-14866	200	30	44	44	NUM
ajfa-14866	200	31	%	%	NOUN
ajfa-14866	200	32	1.78	1.78	NUM
ajfa-14866	200	33	0.93	0.93	NUM
ajfa-14866	200	34	43	43	NUM
ajfa-14866	200	35	%	%	NOUN
ajfa-14866	200	36	1.14	1.14	NUM
ajfa-14866	200	37	0.91	0.91	NUM
ajfa-14866	200	38	44	44	NUM
ajfa-14866	200	39	%	%	NOUN
ajfa-14866	200	40	the	the	DET
ajfa-14866	200	41	samples	sample	NOUN
ajfa-14866	200	42	are	be	AUX
ajfa-14866	200	43	described	describe	VERB
ajfa-14866	200	44	in	in	ADP
ajfa-14866	200	45	sec	sec	PROPN
ajfa-14866	200	46	3.2	3.2	NUM
ajfa-14866	200	47	.	.	PUNCT
ajfa-14866	201	1	the	the	DET
ajfa-14866	201	2	volume	volume	NOUN
ajfa-14866	201	3	ratio	ratio	NOUN
ajfa-14866	201	4	(	(	PUNCT
ajfa-14866	201	5	vr	vr	NOUN
ajfa-14866	201	6	)	)	PUNCT
ajfa-14866	201	7	calculation	calculation	NOUN
ajfa-14866	201	8	is	be	AUX
ajfa-14866	201	9	explained	explain	VERB
ajfa-14866	201	10	in	in	ADP
ajfa-14866	201	11	sec	sec	PROPN
ajfa-14866	201	12	3.3.2	3.3.2	NUM
ajfa-14866	201	13	.	.	PUNCT
ajfa-14866	201	14	.	.	PUNCT
ajfa-14866	202	1	the	the	DET
ajfa-14866	202	2	vr	vr	PROPN
ajfa-14866	202	3	is	be	AUX
ajfa-14866	202	4	significant	significant	ADJ
ajfa-14866	202	5	only	only	ADV
ajfa-14866	202	6	if	if	SCONJ
ajfa-14866	202	7	the	the	DET
ajfa-14866	202	8	statistical	statistical	ADJ
ajfa-14866	202	9	significance	significance	NOUN
ajfa-14866	202	10	suggested	suggest	VERB
ajfa-14866	202	11	by	by	ADP
ajfa-14866	202	12	the	the	DET
ajfa-14866	202	13	parametric	parametric	PROPN
ajfa-14866	202	14	t	t	PROPN
ajfa-14866	202	15	-	-	PUNCT
ajfa-14866	202	16	test	test	NOUN
ajfa-14866	202	17	is	be	AUX
ajfa-14866	202	18	confirmed	confirm	VERB
ajfa-14866	202	19	by	by	ADP
ajfa-14866	202	20	the	the	DET
ajfa-14866	202	21	non	non	ADJ
ajfa-14866	202	22	-	-	ADJ
ajfa-14866	202	23	parametric	parametric	ADJ
ajfa-14866	202	24	wilcoxon	wilcoxon	PROPN
ajfa-14866	202	25	signed	sign	VERB
ajfa-14866	202	26	rank	rank	NOUN
ajfa-14866	202	27	test	test	NOUN
ajfa-14866	202	28	.	.	PUNCT
ajfa-14866	203	1	*	*	PUNCT
ajfa-14866	203	2	*	*	PUNCT
ajfa-14866	203	3	,	,	PUNCT
ajfa-14866	203	4	*	*	PUNCT
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ajfa-14866	203	6	significance	significance	NOUN
ajfa-14866	203	7	(	(	PUNCT
ajfa-14866	203	8	t	t	NOUN
ajfa-14866	203	9	-test	-test	PROPN
ajfa-14866	203	10	)	)	PUNCT
ajfa-14866	203	11	at	at	ADP
ajfa-14866	203	12	5	5	NUM
ajfa-14866	203	13	%	%	NOUN
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ajfa-14866	203	16	10	10	NUM
ajfa-14866	203	17	%	%	NOUN
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ajfa-14866	203	20	.	.	PUNCT
ajfa-14866	204	1	asian	asian	ADJ
ajfa-14866	204	2	journal	journal	PROPN
ajfa-14866	204	3	of	of	ADP
ajfa-14866	204	4	finance	finance	PROPN
ajfa-14866	204	5	&	&	CCONJ
ajfa-14866	204	6	accounting	accounting	PROPN
ajfa-14866	204	7	issn	issn	PROPN
ajfa-14866	204	8	1946	1946	NUM
ajfa-14866	204	9	-	-	PUNCT
ajfa-14866	204	10	052x	052x	PROPN
ajfa-14866	204	11	2019	2019	NUM
ajfa-14866	204	12	,	,	PUNCT
ajfa-14866	204	13	vol	vol	NOUN
ajfa-14866	204	14	.	.	PROPN
ajfa-14866	204	15	11	11	NUM
ajfa-14866	204	16	,	,	PUNCT
ajfa-14866	204	17	no	no	INTJ
ajfa-14866	204	18	.	.	NOUN
ajfa-14866	204	19	1	1	NUM
ajfa-14866	204	20	318	318	NUM
ajfa-14866	204	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	204	22	table	table	NOUN
ajfa-14866	204	23	3	3	NUM
ajfa-14866	204	24	.	.	PUNCT
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ajfa-14866	204	26	car	car	NOUN
ajfa-14866	204	27	from	from	ADP
ajfa-14866	204	28	ed+1	ed+1	PROPN
ajfa-14866	204	29	to	to	ADP
ajfa-14866	204	30	day	day	NOUN
ajfa-14866	204	31	t	t	PROPN
ajfa-14866	204	32	and	and	CCONJ
ajfa-14866	204	33	the	the	DET
ajfa-14866	204	34	mean	mean	ADJ
ajfa-14866	204	35	ar	ar	NOUN
ajfa-14866	204	36	on	on	ADP
ajfa-14866	204	37	day	day	PROPN
ajfa-14866	204	38	t	t	NOUN
ajfa-14866	204	39	for	for	ADP
ajfa-14866	204	40	the	the	DET
ajfa-14866	204	41	38	38	NUM
ajfa-14866	204	42	stocks	stock	NOUN
ajfa-14866	204	43	added	add	VERB
ajfa-14866	204	44	to	to	ADP
ajfa-14866	204	45	nifty	nifty	ADJ
ajfa-14866	204	46	index	index	NOUN
ajfa-14866	204	47	between	between	ADP
ajfa-14866	204	48	1999	1999	NUM
ajfa-14866	204	49	-	-	SYM
ajfa-14866	204	50	2018	2018	NUM
ajfa-14866	204	51	and	and	CCONJ
ajfa-14866	204	52	for	for	ADP
ajfa-14866	204	53	which	which	PRON
ajfa-14866	204	54	ed	ed	NOUN
ajfa-14866	204	55	abnormal	abnormal	ADJ
ajfa-14866	204	56	return	return	NOUN
ajfa-14866	204	57	is	be	AUX
ajfa-14866	204	58	greater	great	ADJ
ajfa-14866	204	59	than	than	ADP
ajfa-14866	204	60	zero	zero	NUM
ajfa-14866	204	61	.	.	PUNCT
ajfa-14866	205	1	day	day	NOUN
ajfa-14866	205	2	t	t	PROPN
ajfa-14866	205	3	mean	mean	PROPN
ajfa-14866	205	4	ar	ar	PROPN
ajfa-14866	205	5	on	on	ADP
ajfa-14866	205	6	day	day	NOUN
ajfa-14866	205	7	t	t	PROPN
ajfa-14866	205	8	median	median	PROPN
ajfa-14866	205	9	ar	ar	PROPN
ajfa-14866	205	10	>	>	X
ajfa-14866	205	11	0	0	PUNCT
ajfa-14866	206	1	mean	mean	NOUN
ajfa-14866	206	2	mcar	mcar	NOUN
ajfa-14866	206	3	from	from	ADP
ajfa-14866	206	4	ed+1	ed+1	PROPN
ajfa-14866	206	5	to	to	ADP
ajfa-14866	206	6	the	the	DET
ajfa-14866	206	7	day	day	NOUN
ajfa-14866	206	8	t	t	PROPN
ajfa-14866	206	9	mean	mean	PROPN
ajfa-14866	206	10	ar	ar	PROPN
ajfa-14866	206	11	on	on	ADP
ajfa-14866	206	12	day	day	NOUN
ajfa-14866	206	13	t	t	PROPN
ajfa-14866	206	14	median	median	ADJ
ajfa-14866	206	15	%	%	NOUN
ajfa-14866	206	16	of	of	ADP
ajfa-14866	206	17	stocks	stock	NOUN
ajfa-14866	206	18	ar	ar	VERB
ajfa-14866	206	19	>	>	X
ajfa-14866	206	20	0	0	PUNCT
ajfa-14866	207	1	mean	mean	NOUN
ajfa-14866	207	2	mcar	mcar	NOUN
ajfa-14866	207	3	from	from	ADP
ajfa-14866	207	4	ed+1	ed+1	PROPN
ajfa-14866	207	5	to	to	ADP
ajfa-14866	207	6	the	the	DET
ajfa-14866	207	7	day	day	NOUN
ajfa-14866	207	8	t	t	PROPN
ajfa-14866	207	9	mean	mean	PROPN
ajfa-14866	207	10	ar	ar	PROPN
ajfa-14866	207	11	on	on	ADP
ajfa-14866	207	12	day	day	NOUN
ajfa-14866	207	13	t	t	PROPN
ajfa-14866	207	14	median	median	PROPN
ajfa-14866	207	15	ar	ar	PROPN
ajfa-14866	207	16	>	>	X
ajfa-14866	207	17	0	0	PUNCT
ajfa-14866	208	1	mean	mean	NOUN
ajfa-14866	208	2	mcar	mcar	NOUN
ajfa-14866	208	3	from	from	ADP
ajfa-14866	208	4	ed+1	ed+1	PROPN
ajfa-14866	208	5	to	to	ADP
ajfa-14866	208	6	the	the	DET
ajfa-14866	208	7	day	day	NOUN
ajfa-14866	208	8	t	t	PROPN
ajfa-14866	208	9	full	full	ADJ
ajfa-14866	208	10	period	period	NOUN
ajfa-14866	208	11	mcar	mcar	NOUN
ajfa-14866	208	12	n	n	NOUN
ajfa-14866	208	13	=	=	SYM
ajfa-14866	208	14	38	38	NUM
ajfa-14866	208	15	i	i	PRON
ajfa-14866	208	16	period	period	NOUN
ajfa-14866	208	17	mcar	mcar	NOUN
ajfa-14866	208	18	n	n	NOUN
ajfa-14866	208	19	=	=	SYM
ajfa-14866	208	20	17	17	NUM
ajfa-14866	208	21	ii	ii	PROPN
ajfa-14866	208	22	period	period	NOUN
ajfa-14866	208	23	mcar	mcar	NOUN
ajfa-14866	208	24	n	n	CCONJ
ajfa-14866	208	25	=	=	SYM
ajfa-14866	208	26	21	21	NUM
ajfa-14866	208	27	ed-3	ed-3	NUM
ajfa-14866	208	28	0.59	0.59	NUM
ajfa-14866	208	29	%	%	NOUN
ajfa-14866	208	30	-0.13	-0.13	NUM
ajfa-14866	208	31	%	%	NOUN
ajfa-14866	208	32	47	47	NUM
ajfa-14866	208	33	%	%	NOUN
ajfa-14866	208	34	1.37	1.37	NUM
ajfa-14866	208	35	%	%	NOUN
ajfa-14866	208	36	1.11	1.11	NUM
ajfa-14866	208	37	%	%	NOUN
ajfa-14866	208	38	59	59	NUM
ajfa-14866	208	39	%	%	NOUN
ajfa-14866	208	40	-0.04	-0.04	NUM
ajfa-14866	208	41	%	%	NOUN
ajfa-14866	208	42	-0.48	-0.48	NUM
ajfa-14866	208	43	%	%	NOUN
ajfa-14866	208	44	38	38	NUM
ajfa-14866	208	45	%	%	NOUN
ajfa-14866	208	46	ed-2	ed-2	CCONJ
ajfa-14866	208	47	-0.05	-0.05	NUM
ajfa-14866	208	48	%	%	NOUN
ajfa-14866	208	49	-0.20	-0.20	NUM
ajfa-14866	208	50	%	%	NOUN
ajfa-14866	208	51	45	45	NUM
ajfa-14866	208	52	%	%	NOUN
ajfa-14866	208	53	-0.25	-0.25	NUM
ajfa-14866	208	54	%	%	NOUN
ajfa-14866	208	55	-1.37	-1.37	NOUN
ajfa-14866	208	56	%	%	NOUN
ajfa-14866	208	57	41	41	NUM
ajfa-14866	208	58	%	%	NOUN
ajfa-14866	208	59	0.11	0.11	NUM
ajfa-14866	208	60	%	%	NOUN
ajfa-14866	208	61	-0.09	-0.09	NUM
ajfa-14866	208	62	%	%	NOUN
ajfa-14866	208	63	48	48	NUM
ajfa-14866	208	64	%	%	NOUN
ajfa-14866	208	65	ed-1	ed-1	ADJ
ajfa-14866	208	66	1.28	1.28	NUM
ajfa-14866	208	67	%	%	NOUN
ajfa-14866	208	68	*	*	NOUN
ajfa-14866	208	69	1.54	1.54	NUM
ajfa-14866	208	70	%	%	NOUN
ajfa-14866	208	71	71	71	NUM
ajfa-14866	208	72	%	%	NOUN
ajfa-14866	208	73	1.31	1.31	NUM
ajfa-14866	208	74	%	%	NOUN
ajfa-14866	208	75	*	*	NOUN
ajfa-14866	208	76	2.09	2.09	NUM
ajfa-14866	208	77	%	%	NOUN
ajfa-14866	208	78	65	65	NUM
ajfa-14866	208	79	%	%	NOUN
ajfa-14866	208	80	1.25	1.25	NUM
ajfa-14866	208	81	%	%	NOUN
ajfa-14866	208	82	*	*	NOUN
ajfa-14866	208	83	1.52	1.52	NUM
ajfa-14866	208	84	%	%	NOUN
ajfa-14866	208	85	76	76	NUM
ajfa-14866	208	86	%	%	NOUN
ajfa-14866	208	87	ed	ed	NOUN
ajfa-14866	208	88	1.48	1.48	NUM
ajfa-14866	208	89	%	%	NOUN
ajfa-14866	208	90	*	*	NOUN
ajfa-14866	208	91	1.11	1.11	NUM
ajfa-14866	208	92	%	%	NOUN
ajfa-14866	208	93	79	79	NUM
ajfa-14866	208	94	%	%	NOUN
ajfa-14866	208	95	2.15	2.15	NUM
ajfa-14866	208	96	%	%	NOUN
ajfa-14866	208	97	*	*	PROPN
ajfa-14866	208	98	1.27	1.27	NUM
ajfa-14866	208	99	%	%	NOUN
ajfa-14866	208	100	82	82	NUM
ajfa-14866	208	101	%	%	NOUN
ajfa-14866	208	102	0.94	0.94	NUM
ajfa-14866	208	103	%	%	NOUN
ajfa-14866	208	104	*	*	NOUN
ajfa-14866	208	105	1.09	1.09	NUM
ajfa-14866	208	106	%	%	NOUN
ajfa-14866	208	107	76	76	NUM
ajfa-14866	208	108	%	%	NOUN
ajfa-14866	208	109	ed+1	ed+1	NOUN
ajfa-14866	208	110	-0.61	-0.61	NOUN
ajfa-14866	208	111	%	%	NOUN
ajfa-14866	208	112	-0.58	-0.58	NUM
ajfa-14866	208	113	%	%	NOUN
ajfa-14866	208	114	42	42	NUM
ajfa-14866	208	115	%	%	NOUN
ajfa-14866	208	116	-0.61	-0.61	NOUN
ajfa-14866	208	117	%	%	NOUN
ajfa-14866	208	118	-1.22	-1.22	NUM
ajfa-14866	208	119	%	%	NOUN
ajfa-14866	208	120	-0.64	-0.64	PRON
ajfa-14866	208	121	%	%	NOUN
ajfa-14866	208	122	35	35	NUM
ajfa-14866	208	123	%	%	NOUN
ajfa-14866	208	124	-1.22	-1.22	NUM
ajfa-14866	208	125	%	%	NOUN
ajfa-14866	208	126	-0.12	-0.12	NUM
ajfa-14866	208	127	%	%	NOUN
ajfa-14866	208	128	-0.51	-0.51	NOUN
ajfa-14866	208	129	%	%	NOUN
ajfa-14866	208	130	48	48	NUM
ajfa-14866	208	131	%	%	NOUN
ajfa-14866	208	132	-0.12	-0.12	NUM
ajfa-14866	208	133	%	%	NOUN
ajfa-14866	208	134	ed+2	ed+2	NUM
ajfa-14866	208	135	-0.46	-0.46	NUM
ajfa-14866	208	136	%	%	NOUN
ajfa-14866	208	137	-0.64	-0.64	PRON
ajfa-14866	208	138	%	%	NOUN
ajfa-14866	208	139	34	34	NUM
ajfa-14866	208	140	%	%	NOUN
ajfa-14866	208	141	-1.07	-1.07	NUM
ajfa-14866	208	142	%	%	NOUN
ajfa-14866	208	143	-0.46	-0.46	NUM
ajfa-14866	208	144	%	%	NOUN
ajfa-14866	208	145	-0.52	-0.52	NUM
ajfa-14866	208	146	%	%	NOUN
ajfa-14866	208	147	41	41	NUM
ajfa-14866	208	148	%	%	NOUN
ajfa-14866	208	149	-1.68	-1.68	NOUN
ajfa-14866	208	150	%	%	NOUN
ajfa-14866	208	151	-0.46	-0.46	NUM
ajfa-14866	208	152	%	%	NOUN
ajfa-14866	208	153	-0.69	-0.69	NOUN
ajfa-14866	208	154	%	%	NOUN
ajfa-14866	208	155	29	29	NUM
ajfa-14866	208	156	%	%	NOUN
ajfa-14866	208	157	-0.58	-0.58	NUM
ajfa-14866	208	158	%	%	NOUN
ajfa-14866	208	159	ed+3	ed+3	NOUN
ajfa-14866	208	160	-0.34	-0.34	NOUN
ajfa-14866	208	161	%	%	NOUN
ajfa-14866	208	162	0.02	0.02	NUM
ajfa-14866	208	163	%	%	NOUN
ajfa-14866	208	164	53	53	NUM
ajfa-14866	208	165	%	%	NOUN
ajfa-14866	208	166	-1.41	-1.41	NOUN
ajfa-14866	208	167	%	%	NOUN
ajfa-14866	208	168	*	*	PUNCT
ajfa-14866	208	169	-0.47	-0.47	NUM
ajfa-14866	208	170	%	%	NOUN
ajfa-14866	208	171	-0.28	-0.28	NUM
ajfa-14866	208	172	%	%	NOUN
ajfa-14866	208	173	47	47	NUM
ajfa-14866	208	174	%	%	NOUN
ajfa-14866	208	175	-2.15	-2.15	NUM
ajfa-14866	208	176	%	%	NOUN
ajfa-14866	208	177	*	*	PUNCT
ajfa-14866	208	178	-0.24	-0.24	NUM
ajfa-14866	208	179	%	%	NOUN
ajfa-14866	208	180	0.20	0.20	NUM
ajfa-14866	208	181	%	%	NOUN
ajfa-14866	208	182	57	57	NUM
ajfa-14866	208	183	%	%	NOUN
ajfa-14866	208	184	-0.82	-0.82	NUM
ajfa-14866	208	185	%	%	NOUN
ajfa-14866	208	186	ed+4	ed+4	ADP
ajfa-14866	208	187	0.41	0.41	NUM
ajfa-14866	208	188	%	%	NOUN
ajfa-14866	208	189	0.01	0.01	NUM
ajfa-14866	208	190	%	%	NOUN
ajfa-14866	208	191	50	50	NUM
ajfa-14866	208	192	%	%	NOUN
ajfa-14866	208	193	-1.00	-1.00	NUM
ajfa-14866	208	194	%	%	NOUN
ajfa-14866	208	195	0.29	0.29	NUM
ajfa-14866	208	196	%	%	NOUN
ajfa-14866	208	197	-0.92	-0.92	ADJ
ajfa-14866	208	198	%	%	NOUN
ajfa-14866	208	199	41	41	NUM
ajfa-14866	208	200	%	%	NOUN
ajfa-14866	208	201	-1.86	-1.86	NOUN
ajfa-14866	208	202	%	%	NOUN
ajfa-14866	208	203	0.51	0.51	NUM
ajfa-14866	208	204	%	%	NOUN
ajfa-14866	208	205	0.18	0.18	NUM
ajfa-14866	208	206	%	%	NOUN
ajfa-14866	208	207	57	57	NUM
ajfa-14866	208	208	%	%	NOUN
ajfa-14866	208	209	-0.30	-0.30	NOUN
ajfa-14866	208	210	%	%	NOUN
ajfa-14866	208	211	ed+5	ed+5	NOUN
ajfa-14866	208	212	0.18	0.18	NUM
ajfa-14866	208	213	%	%	NOUN
ajfa-14866	208	214	-0.56	-0.56	NUM
ajfa-14866	208	215	%	%	NOUN
ajfa-14866	208	216	45	45	NUM
ajfa-14866	208	217	%	%	NOUN
ajfa-14866	208	218	-0.82	-0.82	NUM
ajfa-14866	208	219	%	%	NOUN
ajfa-14866	208	220	0.47	0.47	NUM
ajfa-14866	208	221	%	%	NOUN
ajfa-14866	208	222	-0.27	-0.27	ADJ
ajfa-14866	208	223	%	%	NOUN
ajfa-14866	208	224	47	47	NUM
ajfa-14866	208	225	%	%	NOUN
ajfa-14866	208	226	-1.40	-1.40	NUM
ajfa-14866	208	227	%	%	NOUN
ajfa-14866	208	228	-0.05	-0.05	NUM
ajfa-14866	208	229	%	%	NOUN
ajfa-14866	209	1	-0.85	-0.85	NOUN
ajfa-14866	210	1	%	%	NOUN
ajfa-14866	211	1	43	43	NUM
ajfa-14866	211	2	%	%	NOUN
ajfa-14866	211	3	-0.35	-0.35	NUM
ajfa-14866	211	4	%	%	NOUN
ajfa-14866	211	5	ed+6	ed+6	ADJ
ajfa-14866	211	6	-0.08	-0.08	NUM
ajfa-14866	211	7	%	%	NOUN
ajfa-14866	211	8	-0.37	-0.37	NUM
ajfa-14866	211	9	%	%	NOUN
ajfa-14866	211	10	39	39	NUM
ajfa-14866	211	11	%	%	NOUN
ajfa-14866	211	12	-0.89	-0.89	NUM
ajfa-14866	211	13	%	%	NOUN
ajfa-14866	211	14	0.25	0.25	NUM
ajfa-14866	211	15	%	%	NOUN
ajfa-14866	211	16	-0.41	-0.41	NUM
ajfa-14866	211	17	%	%	NOUN
ajfa-14866	211	18	35	35	NUM
ajfa-14866	211	19	%	%	NOUN
ajfa-14866	211	20	-1.15	-1.15	NOUN
ajfa-14866	211	21	%	%	NOUN
ajfa-14866	211	22	-0.34	-0.34	NOUN
ajfa-14866	211	23	%	%	NOUN
ajfa-14866	211	24	-0.33	-0.33	ADJ
ajfa-14866	211	25	%	%	NOUN
ajfa-14866	211	26	43	43	NUM
ajfa-14866	211	27	%	%	NOUN
ajfa-14866	211	28	-0.69	-0.69	NOUN
ajfa-14866	211	29	%	%	NOUN
ajfa-14866	211	30	ed+7	ed+7	PROPN
ajfa-14866	211	31	0.41	0.41	NUM
ajfa-14866	211	32	%	%	NOUN
ajfa-14866	211	33	0.25	0.25	NUM
ajfa-14866	211	34	%	%	NOUN
ajfa-14866	211	35	63	63	NUM
ajfa-14866	211	36	%	%	NOUN
ajfa-14866	211	37	-0.49	-0.49	NOUN
ajfa-14866	211	38	%	%	NOUN
ajfa-14866	211	39	0.64	0.64	NUM
ajfa-14866	211	40	%	%	NOUN
ajfa-14866	211	41	0.35	0.35	NUM
ajfa-14866	211	42	%	%	NOUN
ajfa-14866	211	43	65	65	NUM
ajfa-14866	211	44	%	%	NOUN
ajfa-14866	211	45	-0.51	-0.51	NOUN
ajfa-14866	211	46	%	%	NOUN
ajfa-14866	211	47	0.23	0.23	NUM
ajfa-14866	211	48	%	%	NOUN
ajfa-14866	211	49	0.24	0.24	NUM
ajfa-14866	211	50	%	%	NOUN
ajfa-14866	211	51	62	62	NUM
ajfa-14866	211	52	%	%	NOUN
ajfa-14866	211	53	-0.47	-0.47	PRON
ajfa-14866	211	54	%	%	NOUN
ajfa-14866	211	55	ed+8	ed+8	NUM
ajfa-14866	211	56	0.67	0.67	NUM
ajfa-14866	211	57	%	%	NOUN
ajfa-14866	211	58	0.13	0.13	NUM
ajfa-14866	211	59	%	%	NOUN
ajfa-14866	211	60	55	55	NUM
ajfa-14866	211	61	%	%	NOUN
ajfa-14866	211	62	0.19	0.19	NUM
ajfa-14866	211	63	%	%	NOUN
ajfa-14866	211	64	0.86	0.86	NUM
ajfa-14866	211	65	%	%	NOUN
ajfa-14866	211	66	0.68	0.68	NUM
ajfa-14866	211	67	%	%	NOUN
ajfa-14866	211	68	59	59	NUM
ajfa-14866	211	69	%	%	NOUN
ajfa-14866	211	70	0.35	0.35	NUM
ajfa-14866	211	71	%	%	NOUN
ajfa-14866	211	72	0.52	0.52	NUM
ajfa-14866	211	73	%	%	NOUN
ajfa-14866	211	74	0.07	0.07	NUM
ajfa-14866	211	75	%	%	NOUN
ajfa-14866	211	76	52	52	NUM
ajfa-14866	211	77	%	%	NOUN
ajfa-14866	211	78	0.06	0.06	NUM
ajfa-14866	211	79	%	%	NOUN
ajfa-14866	211	80	ed+9	ed+9	NUM
ajfa-14866	211	81	0.77	0.77	NUM
ajfa-14866	211	82	%	%	NOUN
ajfa-14866	211	83	0.07	0.07	NUM
ajfa-14866	211	84	%	%	NOUN
ajfa-14866	211	85	50	50	NUM
ajfa-14866	211	86	%	%	NOUN
ajfa-14866	211	87	0.96	0.96	NUM
ajfa-14866	211	88	%	%	NOUN
ajfa-14866	211	89	1.42	1.42	NUM
ajfa-14866	211	90	%	%	NOUN
ajfa-14866	211	91	-0.06	-0.06	NUM
ajfa-14866	211	92	%	%	NOUN
ajfa-14866	211	93	47	47	NUM
ajfa-14866	211	94	%	%	NOUN
ajfa-14866	211	95	1.77	1.77	NUM
ajfa-14866	211	96	%	%	NOUN
ajfa-14866	211	97	0.25	0.25	NUM
ajfa-14866	211	98	%	%	NOUN
ajfa-14866	211	99	0.19	0.19	NUM
ajfa-14866	211	100	%	%	NOUN
ajfa-14866	211	101	52	52	NUM
ajfa-14866	211	102	%	%	NOUN
ajfa-14866	211	103	0.30	0.30	NUM
ajfa-14866	211	104	%	%	NOUN
ajfa-14866	211	105	ed+10	ed+10	NOUN
ajfa-14866	211	106	-0.48	-0.48	NOUN
ajfa-14866	211	107	%	%	NOUN
ajfa-14866	211	108	-0.27	-0.27	ADJ
ajfa-14866	211	109	%	%	NOUN
ajfa-14866	211	110	42	42	NUM
ajfa-14866	211	111	%	%	NOUN
ajfa-14866	211	112	0.47	0.47	NUM
ajfa-14866	211	113	%	%	NOUN
ajfa-14866	211	114	-1.53	-1.53	NUM
ajfa-14866	211	115	%	%	NOUN
ajfa-14866	211	116	-1.77	-1.77	ADJ
ajfa-14866	211	117	%	%	NOUN
ajfa-14866	211	118	35	35	NUM
ajfa-14866	211	119	%	%	NOUN
ajfa-14866	211	120	0.24	0.24	NUM
ajfa-14866	211	121	%	%	NOUN
ajfa-14866	211	122	0.37	0.37	NUM
ajfa-14866	211	123	%	%	NOUN
ajfa-14866	211	124	-0.03	-0.03	NUM
ajfa-14866	211	125	%	%	NOUN
ajfa-14866	211	126	48	48	NUM
ajfa-14866	211	127	%	%	NOUN
ajfa-14866	211	128	0.67	0.67	NUM
ajfa-14866	211	129	%	%	NOUN
ajfa-14866	211	130	this	this	DET
ajfa-14866	211	131	table	table	NOUN
ajfa-14866	211	132	reports	report	VERB
ajfa-14866	211	133	the	the	DET
ajfa-14866	211	134	mean	mean	ADJ
ajfa-14866	211	135	car	car	NOUN
ajfa-14866	211	136	from	from	ADP
ajfa-14866	211	137	ed+1	ed+1	PROPN
ajfa-14866	211	138	to	to	ADP
ajfa-14866	211	139	day	day	NOUN
ajfa-14866	211	140	t	t	PROPN
ajfa-14866	211	141	and	and	CCONJ
ajfa-14866	211	142	the	the	DET
ajfa-14866	211	143	mean	mean	ADJ
ajfa-14866	211	144	ar	ar	NOUN
ajfa-14866	211	145	on	on	ADP
ajfa-14866	211	146	day	day	PROPN
ajfa-14866	211	147	t	t	NOUN
ajfa-14866	211	148	for	for	ADP
ajfa-14866	211	149	the	the	DET
ajfa-14866	211	150	38	38	NUM
ajfa-14866	211	151	stocks	stock	NOUN
ajfa-14866	211	152	added	add	VERB
ajfa-14866	211	153	to	to	ADP
ajfa-14866	211	154	nifty	nifty	ADJ
ajfa-14866	211	155	index	index	NOUN
ajfa-14866	211	156	for	for	ADP
ajfa-14866	211	157	the	the	DET
ajfa-14866	211	158	full	full	ADJ
ajfa-14866	211	159	period	period	NOUN
ajfa-14866	211	160	(	(	PUNCT
ajfa-14866	211	161	2000	2000	NUM
ajfa-14866	211	162	-	-	SYM
ajfa-14866	211	163	2018	2018	NUM
ajfa-14866	211	164	)	)	PUNCT
ajfa-14866	211	165	,	,	PUNCT
ajfa-14866	211	166	first	first	ADJ
ajfa-14866	211	167	period	period	NOUN
ajfa-14866	211	168	(	(	PUNCT
ajfa-14866	211	169	2000	2000	NUM
ajfa-14866	211	170	2009	2009	NUM
ajfa-14866	211	171	)	)	PUNCT
ajfa-14866	211	172	and	and	CCONJ
ajfa-14866	211	173	second	second	ADJ
ajfa-14866	211	174	period	period	NOUN
ajfa-14866	211	175	(	(	PUNCT
ajfa-14866	211	176	2010	2010	NUM
ajfa-14866	211	177	2018	2018	NUM
ajfa-14866	211	178	)	)	PUNCT
ajfa-14866	211	179	and	and	CCONJ
ajfa-14866	211	180	for	for	ADP
ajfa-14866	211	181	which	which	PRON
ajfa-14866	211	182	ed	ed	NOUN
ajfa-14866	211	183	abnormal	abnormal	ADJ
ajfa-14866	211	184	return	return	NOUN
ajfa-14866	211	185	is	be	AUX
ajfa-14866	211	186	greater	great	ADJ
ajfa-14866	211	187	than	than	ADP
ajfa-14866	211	188	zero	zero	NUM
ajfa-14866	211	189	.	.	PUNCT
ajfa-14866	212	1	ar	ar	NOUN
ajfa-14866	212	2	>	>	X
ajfa-14866	212	3	0	0	PUNCT
ajfa-14866	212	4	represents	represent	VERB
ajfa-14866	212	5	the	the	DET
ajfa-14866	212	6	fraction	fraction	NOUN
ajfa-14866	212	7	of	of	ADP
ajfa-14866	212	8	stocks	stock	NOUN
ajfa-14866	212	9	for	for	ADP
ajfa-14866	212	10	which	which	PRON
ajfa-14866	212	11	the	the	DET
ajfa-14866	212	12	ar	ar	NOUN
ajfa-14866	212	13	is	be	AUX
ajfa-14866	212	14	positive	positive	ADJ
ajfa-14866	212	15	.	.	PUNCT
ajfa-14866	213	1	values	value	NOUN
ajfa-14866	213	2	are	be	AUX
ajfa-14866	213	3	returns	return	NOUN
ajfa-14866	213	4	in	in	ADP
ajfa-14866	213	5	percentages	percentage	NOUN
ajfa-14866	213	6	.	.	PUNCT
ajfa-14866	214	1	*	*	PUNCT
ajfa-14866	214	2	represents	represent	VERB
ajfa-14866	214	3	significance	significance	NOUN
ajfa-14866	214	4	(	(	PUNCT
ajfa-14866	214	5	t	t	NOUN
ajfa-14866	214	6	-test	-test	PROPN
ajfa-14866	214	7	)	)	PUNCT
ajfa-14866	214	8	at	at	ADP
ajfa-14866	214	9	5	5	NUM
ajfa-14866	214	10	%	%	NOUN
ajfa-14866	214	11	level	level	NOUN
ajfa-14866	214	12	respectively	respectively	ADV
ajfa-14866	214	13	.	.	PUNCT
ajfa-14866	215	1	the	the	DET
ajfa-14866	215	2	ii	ii	PROPN
ajfa-14866	215	3	period	period	NOUN
ajfa-14866	215	4	ed+1	ed+1	PROPN
ajfa-14866	215	5	to	to	ADP
ajfa-14866	215	6	ed+3	ed+3	NUM
ajfa-14866	215	7	car	car	NOUN
ajfa-14866	215	8	is	be	AUX
ajfa-14866	215	9	significant	significant	ADJ
ajfa-14866	215	10	at	at	ADP
ajfa-14866	215	11	10	10	NUM
ajfa-14866	215	12	%	%	NOUN
ajfa-14866	215	13	level	level	NOUN
ajfa-14866	215	14	.	.	PUNCT
ajfa-14866	216	1	table	table	NOUN
ajfa-14866	216	2	2	2	NUM
ajfa-14866	216	3	and	and	CCONJ
ajfa-14866	216	4	table	table	NOUN
ajfa-14866	216	5	3	3	NUM
ajfa-14866	216	6	present	present	VERB
ajfa-14866	216	7	the	the	DET
ajfa-14866	216	8	abnormal	abnormal	ADJ
ajfa-14866	216	9	volume	volume	NOUN
ajfa-14866	216	10	(	(	PUNCT
ajfa-14866	216	11	vr	vr	NOUN
ajfa-14866	216	12	)	)	PUNCT
ajfa-14866	216	13	results	result	NOUN
ajfa-14866	216	14	around	around	ADP
ajfa-14866	216	15	ad	ad	NOUN
ajfa-14866	216	16	and	and	CCONJ
ajfa-14866	216	17	ed	ed	NOUN
ajfa-14866	216	18	respectively	respectively	ADV
ajfa-14866	216	19	for	for	ADP
ajfa-14866	216	20	both	both	CCONJ
ajfa-14866	216	21	the	the	DET
ajfa-14866	216	22	sub	sub	NOUN
ajfa-14866	216	23	periods	period	NOUN
ajfa-14866	216	24	.	.	PUNCT
ajfa-14866	217	1	the	the	DET
ajfa-14866	217	2	mean	mean	ADJ
ajfa-14866	217	3	vr	vr	NOUN
ajfa-14866	217	4	is	be	AUX
ajfa-14866	217	5	not	not	PART
ajfa-14866	217	6	significantly	significantly	ADV
ajfa-14866	217	7	greater	great	ADJ
ajfa-14866	217	8	than	than	ADP
ajfa-14866	217	9	one	one	NUM
ajfa-14866	217	10	at	at	ADP
ajfa-14866	217	11	any	any	DET
ajfa-14866	217	12	reasonable	reasonable	ADJ
ajfa-14866	217	13	level	level	NOUN
ajfa-14866	217	14	of	of	ADP
ajfa-14866	217	15	significance	significance	NOUN
ajfa-14866	217	16	for	for	ADP
ajfa-14866	217	17	any	any	DET
ajfa-14866	217	18	event	event	NOUN
ajfa-14866	217	19	window	window	NOUN
ajfa-14866	217	20	except	except	SCONJ
ajfa-14866	217	21	for	for	ADP
ajfa-14866	217	22	the	the	DET
ajfa-14866	217	23	ed	ed	NOUN
ajfa-14866	217	24	and	and	CCONJ
ajfa-14866	217	25	pressure	pressure	NOUN
ajfa-14866	217	26	release	release	NOUN
ajfa-14866	217	27	window	window	NOUN
ajfa-14866	217	28	for	for	ADP
ajfa-14866	217	29	the	the	DET
ajfa-14866	217	30	first	first	ADJ
ajfa-14866	217	31	sub	sub	NOUN
ajfa-14866	217	32	period	period	NOUN
ajfa-14866	217	33	.	.	PUNCT
ajfa-14866	218	1	however	however	ADV
ajfa-14866	218	2	,	,	PUNCT
ajfa-14866	218	3	the	the	DET
ajfa-14866	218	4	ad+1	ad+1	PROPN
ajfa-14866	218	5	vr	vr	PROPN
ajfa-14866	218	6	is	be	AUX
ajfa-14866	218	7	significant	significant	ADJ
ajfa-14866	218	8	for	for	ADP
ajfa-14866	218	9	the	the	DET
ajfa-14866	218	10	second	second	ADJ
ajfa-14866	218	11	period	period	NOUN
ajfa-14866	218	12	.	.	PUNCT
ajfa-14866	219	1	overall	overall	ADV
ajfa-14866	219	2	,	,	PUNCT
ajfa-14866	219	3	there	there	PRON
ajfa-14866	219	4	is	be	VERB
ajfa-14866	219	5	no	no	DET
ajfa-14866	219	6	evidence	evidence	NOUN
ajfa-14866	219	7	of	of	ADP
ajfa-14866	219	8	significant	significant	ADJ
ajfa-14866	219	9	permanent	permanent	ADJ
ajfa-14866	219	10	abnormal	abnormal	ADJ
ajfa-14866	219	11	volume	volume	NOUN
ajfa-14866	219	12	for	for	ADP
ajfa-14866	219	13	the	the	DET
ajfa-14866	219	14	complete	complete	ADJ
ajfa-14866	219	15	period	period	NOUN
ajfa-14866	219	16	,	,	PUNCT
ajfa-14866	219	17	first	first	ADJ
ajfa-14866	219	18	sub	sub	NOUN
ajfa-14866	219	19	period	period	NOUN
ajfa-14866	219	20	and	and	CCONJ
ajfa-14866	219	21	second	second	ADJ
ajfa-14866	219	22	sub	sub	NOUN
ajfa-14866	219	23	period	period	NOUN
ajfa-14866	219	24	.	.	PUNCT
ajfa-14866	220	1	the	the	DET
ajfa-14866	220	2	significant	significant	ADJ
ajfa-14866	220	3	price	price	NOUN
ajfa-14866	220	4	effects	effect	NOUN
ajfa-14866	220	5	without	without	ADP
ajfa-14866	220	6	accompanying	accompany	VERB
ajfa-14866	220	7	volume	volume	NOUN
ajfa-14866	220	8	increase	increase	NOUN
ajfa-14866	220	9	in	in	ADP
ajfa-14866	220	10	the	the	DET
ajfa-14866	220	11	nifty	nifty	ADJ
ajfa-14866	220	12	index	index	NOUN
ajfa-14866	220	13	addition	addition	NOUN
ajfa-14866	220	14	are	be	AUX
ajfa-14866	220	15	different	different	ADJ
ajfa-14866	220	16	from	from	ADP
ajfa-14866	220	17	those	those	PRON
ajfa-14866	220	18	of	of	ADP
ajfa-14866	220	19	other	other	ADJ
ajfa-14866	220	20	studies	study	NOUN
ajfa-14866	220	21	in	in	ADP
ajfa-14866	220	22	the	the	DET
ajfa-14866	220	23	developed	develop	VERB
ajfa-14866	220	24	markets	market	NOUN
ajfa-14866	220	25	beneish	beneish	VERB
ajfa-14866	220	26	and	and	CCONJ
ajfa-14866	220	27	whaley	whaley	NOUN
ajfa-14866	220	28	(	(	PUNCT
ajfa-14866	220	29	1996	1996	NUM
ajfa-14866	220	30	)	)	PUNCT
ajfa-14866	220	31	,	,	PUNCT
ajfa-14866	220	32	hegde	hegde	PROPN
ajfa-14866	220	33	and	and	CCONJ
ajfa-14866	220	34	mcdermott	mcdermott	PROPN
ajfa-14866	220	35	(	(	PUNCT
ajfa-14866	220	36	1988	1988	NUM
ajfa-14866	220	37	)	)	PUNCT
ajfa-14866	220	38	,	,	PUNCT
ajfa-14866	220	39	chen	chen	PROPN
ajfa-14866	220	40	et	et	PROPN
ajfa-14866	220	41	al	al	PROPN
ajfa-14866	220	42	.	.	PROPN
ajfa-14866	221	1	(	(	PUNCT
ajfa-14866	221	2	2003	2003	NUM
ajfa-14866	221	3	)	)	PUNCT
ajfa-14866	221	4	and	and	CCONJ
ajfa-14866	221	5	hradzil	hradzil	PROPN
ajfa-14866	221	6	(	(	PUNCT
ajfa-14866	221	7	2009	2009	NUM
ajfa-14866	221	8	)	)	PUNCT
ajfa-14866	221	9	.	.	PUNCT
ajfa-14866	222	1	4.3	4.3	NUM
ajfa-14866	222	2	nifty	nifty	ADJ
ajfa-14866	222	3	index	index	NOUN
ajfa-14866	222	4	reconstitutions	reconstitution	NOUN
ajfa-14866	222	5	in	in	ADP
ajfa-14866	222	6	the	the	DET
ajfa-14866	222	7	context	context	NOUN
ajfa-14866	222	8	of	of	ADP
ajfa-14866	222	9	prior	prior	ADJ
ajfa-14866	222	10	research	research	NOUN
ajfa-14866	222	11	this	this	DET
ajfa-14866	222	12	study	study	NOUN
ajfa-14866	222	13	examines	examine	VERB
ajfa-14866	222	14	the	the	DET
ajfa-14866	222	15	prior	prior	ADJ
ajfa-14866	222	16	explanations	explanation	NOUN
ajfa-14866	222	17	in	in	ADP
ajfa-14866	222	18	the	the	DET
ajfa-14866	222	19	literature	literature	NOUN
ajfa-14866	222	20	in	in	ADP
ajfa-14866	222	21	the	the	DET
ajfa-14866	222	22	context	context	NOUN
ajfa-14866	222	23	of	of	ADP
ajfa-14866	222	24	the	the	DET
ajfa-14866	222	25	nifty	nifty	ADJ
ajfa-14866	222	26	index	index	NOUN
ajfa-14866	222	27	reconstitutions	reconstitution	NOUN
ajfa-14866	222	28	.	.	PUNCT
ajfa-14866	223	1	asian	asian	ADJ
ajfa-14866	223	2	journal	journal	PROPN
ajfa-14866	223	3	of	of	ADP
ajfa-14866	223	4	finance	finance	PROPN
ajfa-14866	223	5	&	&	CCONJ
ajfa-14866	223	6	accounting	accounting	PROPN
ajfa-14866	223	7	issn	issn	PROPN
ajfa-14866	223	8	1946	1946	NUM
ajfa-14866	223	9	-	-	PUNCT
ajfa-14866	223	10	052x	052x	PROPN
ajfa-14866	223	11	2019	2019	NUM
ajfa-14866	223	12	,	,	PUNCT
ajfa-14866	223	13	vol	vol	NOUN
ajfa-14866	223	14	.	.	PROPN
ajfa-14866	223	15	11	11	NUM
ajfa-14866	223	16	,	,	PUNCT
ajfa-14866	223	17	no	no	INTJ
ajfa-14866	223	18	.	.	NOUN
ajfa-14866	223	19	1	1	NUM
ajfa-14866	223	20	319	319	NUM
ajfa-14866	223	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	223	22	4.3.1	4.3.1	NUM
ajfa-14866	223	23	tests	test	NOUN
ajfa-14866	223	24	for	for	ADP
ajfa-14866	223	25	dsdc	dsdc	NOUN
ajfa-14866	223	26	hypothesis	hypothesis	NOUN
ajfa-14866	223	27	the	the	DET
ajfa-14866	223	28	evidence	evidence	NOUN
ajfa-14866	223	29	of	of	ADP
ajfa-14866	223	30	abnormal	abnormal	ADJ
ajfa-14866	223	31	volume	volume	NOUN
ajfa-14866	223	32	effects	effect	NOUN
ajfa-14866	223	33	so	so	ADV
ajfa-14866	223	34	far	far	ADV
ajfa-14866	223	35	,	,	PUNCT
ajfa-14866	223	36	is	be	AUX
ajfa-14866	223	37	not	not	PART
ajfa-14866	223	38	consistent	consistent	ADJ
ajfa-14866	223	39	with	with	ADP
ajfa-14866	223	40	the	the	DET
ajfa-14866	223	41	dsdc	dsdc	NOUN
ajfa-14866	223	42	hypothesis	hypothesis	NOUN
ajfa-14866	223	43	in	in	ADP
ajfa-14866	223	44	the	the	DET
ajfa-14866	223	45	complete	complete	ADJ
ajfa-14866	223	46	period	period	NOUN
ajfa-14866	223	47	and	and	CCONJ
ajfa-14866	223	48	first	first	ADJ
ajfa-14866	223	49	sub	sub	NOUN
ajfa-14866	223	50	period	period	NOUN
ajfa-14866	223	51	.	.	PUNCT
ajfa-14866	224	1	according	accord	VERB
ajfa-14866	224	2	to	to	ADP
ajfa-14866	224	3	beneish	beneish	PROPN
ajfa-14866	224	4	&	&	CCONJ
ajfa-14866	224	5	whaley	whaley	PROPN
ajfa-14866	224	6	(	(	PUNCT
ajfa-14866	224	7	1986	1986	NUM
ajfa-14866	224	8	)	)	PUNCT
ajfa-14866	224	9	,	,	PUNCT
ajfa-14866	224	10	price	price	NOUN
ajfa-14866	224	11	and	and	CCONJ
ajfa-14866	224	12	volume	volume	NOUN
ajfa-14866	224	13	increase	increase	NOUN
ajfa-14866	224	14	around	around	ADP
ajfa-14866	224	15	ad	ad	NOUN
ajfa-14866	224	16	is	be	AUX
ajfa-14866	224	17	evidence	evidence	NOUN
ajfa-14866	224	18	of	of	ADP
ajfa-14866	224	19	short	short	ADJ
ajfa-14866	224	20	term	term	NOUN
ajfa-14866	224	21	investors	investor	NOUN
ajfa-14866	224	22	front	front	ADJ
ajfa-14866	224	23	running	run	VERB
ajfa-14866	224	24	the	the	DET
ajfa-14866	224	25	index	index	NOUN
ajfa-14866	224	26	funds	fund	NOUN
ajfa-14866	224	27	indicating	indicate	VERB
ajfa-14866	224	28	the	the	DET
ajfa-14866	224	29	possibility	possibility	NOUN
ajfa-14866	224	30	of	of	ADP
ajfa-14866	224	31	downward	downward	ADJ
ajfa-14866	224	32	sloping	slope	VERB
ajfa-14866	224	33	demand	demand	NOUN
ajfa-14866	224	34	curves	curve	NOUN
ajfa-14866	224	35	.	.	PUNCT
ajfa-14866	225	1	the	the	DET
ajfa-14866	225	2	evidence	evidence	NOUN
ajfa-14866	225	3	of	of	ADP
ajfa-14866	225	4	abnormal	abnormal	ADJ
ajfa-14866	225	5	returns	return	NOUN
ajfa-14866	225	6	and	and	CCONJ
ajfa-14866	225	7	abnormal	abnormal	ADJ
ajfa-14866	225	8	volume	volume	NOUN
ajfa-14866	225	9	in	in	ADP
ajfa-14866	225	10	second	second	ADJ
ajfa-14866	225	11	sub	sub	NOUN
ajfa-14866	225	12	period	period	NOUN
ajfa-14866	225	13	is	be	AUX
ajfa-14866	225	14	so	so	ADV
ajfa-14866	225	15	far	far	ADV
ajfa-14866	225	16	consistent	consistent	ADJ
ajfa-14866	225	17	with	with	ADP
ajfa-14866	225	18	the	the	DET
ajfa-14866	225	19	previous	previous	ADJ
ajfa-14866	225	20	findings	finding	NOUN
ajfa-14866	225	21	for	for	ADP
ajfa-14866	225	22	dsdc	dsdc	NOUN
ajfa-14866	225	23	hypothesis	hypothesis	NOUN
ajfa-14866	225	24	shliefer	shliefer	NOUN
ajfa-14866	225	25	(	(	PUNCT
ajfa-14866	225	26	1986	1986	NUM
ajfa-14866	225	27	)	)	PUNCT
ajfa-14866	225	28	contends	contend	VERB
ajfa-14866	225	29	that	that	SCONJ
ajfa-14866	225	30	a	a	DET
ajfa-14866	225	31	significant	significant	ADJ
ajfa-14866	225	32	positive	positive	ADJ
ajfa-14866	225	33	slope	slope	NOUN
ajfa-14866	225	34	in	in	ADP
ajfa-14866	225	35	the	the	DET
ajfa-14866	225	36	cross	cross	NOUN
ajfa-14866	225	37	sectional	sectional	ADJ
ajfa-14866	225	38	regression	regression	NOUN
ajfa-14866	225	39	between	between	ADP
ajfa-14866	225	40	abnormal	abnormal	ADJ
ajfa-14866	225	41	ad	ad	NOUN
ajfa-14866	225	42	return	return	NOUN
ajfa-14866	225	43	and	and	CCONJ
ajfa-14866	225	44	volume	volume	NOUN
ajfa-14866	225	45	is	be	AUX
ajfa-14866	225	46	consistent	consistent	ADJ
ajfa-14866	225	47	with	with	ADP
ajfa-14866	225	48	dsdc	dsdc	NOUN
ajfa-14866	225	49	hypothesis	hypothesis	NOUN
ajfa-14866	225	50	.	.	PUNCT
ajfa-14866	226	1	in	in	ADP
ajfa-14866	226	2	order	order	NOUN
ajfa-14866	226	3	to	to	PART
ajfa-14866	226	4	complete	complete	VERB
ajfa-14866	226	5	the	the	DET
ajfa-14866	226	6	dsdc	dsdc	NOUN
ajfa-14866	226	7	analysis	analysis	NOUN
ajfa-14866	226	8	and	and	CCONJ
ajfa-14866	226	9	to	to	PART
ajfa-14866	226	10	delineate	delineate	VERB
ajfa-14866	226	11	which	which	DET
ajfa-14866	226	12	variables	variable	NOUN
ajfa-14866	226	13	explain	explain	VERB
ajfa-14866	226	14	the	the	DET
ajfa-14866	226	15	index	index	NOUN
ajfa-14866	226	16	addition	addition	NOUN
ajfa-14866	226	17	premia	premia	NOUN
ajfa-14866	226	18	,	,	PUNCT
ajfa-14866	226	19	this	this	DET
ajfa-14866	226	20	study	study	NOUN
ajfa-14866	226	21	uses	use	VERB
ajfa-14866	226	22	shliefer	shliefer	NOUN
ajfa-14866	226	23	(	(	PUNCT
ajfa-14866	226	24	1986	1986	NUM
ajfa-14866	226	25	)	)	PUNCT
ajfa-14866	226	26	cross	cross	VERB
ajfa-14866	226	27	sectional	sectional	ADJ
ajfa-14866	226	28	regression	regression	NOUN
ajfa-14866	226	29	on	on	ADP
ajfa-14866	226	30	various	various	ADJ
ajfa-14866	226	31	intervals	interval	NOUN
ajfa-14866	226	32	around	around	ADP
ajfa-14866	226	33	ad	ad	NOUN
ajfa-14866	226	34	namely	namely	ADV
ajfa-14866	226	35	,	,	PUNCT
ajfa-14866	226	36	ad+1	ad+1	NUM
ajfa-14866	226	37	;	;	PUNCT
ajfa-14866	226	38	ad+1	ad+1	PROPN
ajfa-14866	226	39	to	to	PART
ajfa-14866	226	40	ad+2	ad+2	VERB
ajfa-14866	226	41	;	;	PUNCT
ajfa-14866	226	42	ad+1	ad+1	PROPN
ajfa-14866	226	43	to	to	ADP
ajfa-14866	226	44	ad+3	ad+3	PROPN
ajfa-14866	226	45	.	.	PROPN
ajfa-14866	226	46	table	table	NOUN
ajfa-14866	226	47	513	513	NUM
ajfa-14866	226	48	,	,	PUNCT
ajfa-14866	226	49	panel	panel	NOUN
ajfa-14866	226	50	a	a	DET
ajfa-14866	226	51	reports	report	NOUN
ajfa-14866	226	52	only	only	ADV
ajfa-14866	226	53	the	the	DET
ajfa-14866	226	54	ad+1	ad+1	NOUN
ajfa-14866	226	55	to	to	PART
ajfa-14866	226	56	ad+2	ad+2	VERB
ajfa-14866	226	57	results14	results14	NOUN
ajfa-14866	226	58	.	.	PUNCT
ajfa-14866	227	1	ad2	ad2	PROPN
ajfa-14866	227	2	window	window	NOUN
ajfa-14866	227	3	car	car	NOUN
ajfa-14866	228	1	=	=	PUNCT
ajfa-14866	228	2	α	α	PROPN
ajfa-14866	228	3	+	+	X
ajfa-14866	228	4	ψ	ψ	X
ajfa-14866	228	5	*	*	PUNCT
ajfa-14866	228	6	ad2	ad2	PROPN
ajfa-14866	228	7	abvoli	abvoli	PROPN
ajfa-14866	228	8	+	+	CCONJ
ajfa-14866	228	9	εit	εit	PROPN
ajfa-14866	228	10	(	(	PUNCT
ajfa-14866	228	11	6	6	NUM
ajfa-14866	228	12	)	)	PUNCT
ajfa-14866	228	13	where	where	SCONJ
ajfa-14866	228	14	,	,	PUNCT
ajfa-14866	228	15	ad2	ad2	PROPN
ajfa-14866	228	16	window	window	NOUN
ajfa-14866	228	17	car	car	NOUN
ajfa-14866	228	18	is	be	AUX
ajfa-14866	228	19	the	the	DET
ajfa-14866	228	20	ad+1	ad+1	PROPN
ajfa-14866	228	21	to	to	PART
ajfa-14866	228	22	ad+2car	ad+2car	VERB
ajfa-14866	228	23	,	,	PUNCT
ajfa-14866	228	24	ad2abvol	ad2abvol	PUNCT
ajfa-14866	228	25	is	be	AUX
ajfa-14866	228	26	the	the	DET
ajfa-14866	228	27	mean	mean	ADJ
ajfa-14866	228	28	(	(	PUNCT
ajfa-14866	228	29	ad+1	ad+1	NOUN
ajfa-14866	228	30	and	and	CCONJ
ajfa-14866	228	31	ad+2	ad+2	NOUN
ajfa-14866	228	32	)	)	PUNCT
ajfa-14866	228	33	vr	vr	PROPN
ajfa-14866	228	34	.	.	PUNCT
ajfa-14866	229	1	the	the	DET
ajfa-14866	229	2	results	result	NOUN
ajfa-14866	229	3	show	show	VERB
ajfa-14866	229	4	that	that	SCONJ
ajfa-14866	229	5	the	the	DET
ajfa-14866	229	6	slope	slope	NOUN
ajfa-14866	229	7	estimate	estimate	NOUN
ajfa-14866	229	8	was	be	AUX
ajfa-14866	229	9	negative	negative	ADJ
ajfa-14866	229	10	for	for	ADP
ajfa-14866	229	11	the	the	DET
ajfa-14866	229	12	complete	complete	ADJ
ajfa-14866	229	13	period	period	NOUN
ajfa-14866	229	14	and	and	CCONJ
ajfa-14866	229	15	first	first	ADJ
ajfa-14866	229	16	period	period	NOUN
ajfa-14866	229	17	and	and	CCONJ
ajfa-14866	229	18	positive	positive	ADJ
ajfa-14866	229	19	at	at	ADP
ajfa-14866	229	20	10	10	NUM
ajfa-14866	229	21	%	%	NOUN
ajfa-14866	229	22	level	level	NOUN
ajfa-14866	229	23	of	of	ADP
ajfa-14866	229	24	significance	significance	NOUN
ajfa-14866	229	25	for	for	ADP
ajfa-14866	229	26	second	second	ADJ
ajfa-14866	229	27	period	period	NOUN
ajfa-14866	229	28	.	.	PUNCT
ajfa-14866	230	1	further	far	ADV
ajfa-14866	230	2	,	,	PUNCT
ajfa-14866	230	3	shliefer	shliefer	VERB
ajfa-14866	230	4	(	(	PUNCT
ajfa-14866	230	5	1986	1986	NUM
ajfa-14866	230	6	)	)	PUNCT
ajfa-14866	230	7	asserts	assert	VERB
ajfa-14866	230	8	that	that	SCONJ
ajfa-14866	230	9	due	due	ADP
ajfa-14866	230	10	to	to	ADP
ajfa-14866	230	11	standard	standard	ADJ
ajfa-14866	230	12	errors	error	NOUN
ajfa-14866	230	13	,	,	PUNCT
ajfa-14866	230	14	the	the	DET
ajfa-14866	230	15	slope	slope	NOUN
ajfa-14866	230	16	coefficient	coefficient	NOUN
ajfa-14866	230	17	may	may	AUX
ajfa-14866	230	18	be	be	AUX
ajfa-14866	230	19	biased	bias	VERB
ajfa-14866	230	20	towards	towards	ADP
ajfa-14866	230	21	zero	zero	NUM
ajfa-14866	230	22	and	and	CCONJ
ajfa-14866	230	23	suggested	suggest	VERB
ajfa-14866	230	24	introducing	introduce	VERB
ajfa-14866	230	25	usual	usual	ADJ
ajfa-14866	230	26	volume	volume	NOUN
ajfa-14866	230	27	usvol	usvol	NOUN
ajfa-14866	230	28	independently	independently	ADV
ajfa-14866	230	29	in	in	ADP
ajfa-14866	230	30	the	the	DET
ajfa-14866	230	31	regression	regression	NOUN
ajfa-14866	230	32	.	.	PUNCT
ajfa-14866	231	1	a	a	DET
ajfa-14866	231	2	significantly	significantly	ADV
ajfa-14866	231	3	positive	positive	ADJ
ajfa-14866	231	4	abnormal	abnormal	ADJ
ajfa-14866	231	5	volume	volume	NOUN
ajfa-14866	231	6	coefficient	coefficient	NOUN
ajfa-14866	231	7	and	and	CCONJ
ajfa-14866	231	8	significantly	significantly	ADV
ajfa-14866	231	9	negative	negative	ADJ
ajfa-14866	231	10	usual	usual	ADJ
ajfa-14866	231	11	volume	volume	NOUN
ajfa-14866	231	12	slope	slope	NOUN
ajfa-14866	231	13	coefficient	coefficient	NOUN
ajfa-14866	231	14	is	be	AUX
ajfa-14866	231	15	consistent	consistent	ADJ
ajfa-14866	231	16	with	with	ADP
ajfa-14866	231	17	dsdc	dsdc	NOUN
ajfa-14866	231	18	hypothesis	hypothesis	NOUN
ajfa-14866	231	19	.	.	PUNCT
ajfa-14866	232	1	ad2	ad2	PROPN
ajfa-14866	232	2	window	window	NOUN
ajfa-14866	232	3	car	car	NOUN
ajfa-14866	233	1	=	=	PUNCT
ajfa-14866	233	2	α	α	PROPN
ajfa-14866	233	3	+	+	X
ajfa-14866	233	4	ψ	ψ	X
ajfa-14866	233	5	*	*	PUNCT
ajfa-14866	233	6	ad2	ad2	PROPN
ajfa-14866	233	7	abvoli	abvoli	PROPN
ajfa-14866	233	8	+	+	CCONJ
ajfa-14866	233	9	µ	µ	PROPN
ajfa-14866	233	10	*	*	PUNCT
ajfa-14866	233	11	usvoli	usvoli	PROPN
ajfa-14866	233	12	+	+	CCONJ
ajfa-14866	233	13	εit	εit	VERB
ajfa-14866	233	14	(	(	PUNCT
ajfa-14866	233	15	7	7	NUM
ajfa-14866	233	16	)	)	PUNCT
ajfa-14866	233	17	where	where	SCONJ
ajfa-14866	233	18	,	,	PUNCT
ajfa-14866	233	19	usvol	usvol	NOUN
ajfa-14866	233	20	is	be	AUX
ajfa-14866	233	21	usual	usual	ADJ
ajfa-14866	233	22	volume	volume	NOUN
ajfa-14866	233	23	and	and	CCONJ
ajfa-14866	233	24	is	be	AUX
ajfa-14866	233	25	the	the	DET
ajfa-14866	233	26	mean	mean	ADJ
ajfa-14866	233	27	vr	vr	NOUN
ajfa-14866	233	28	from	from	ADP
ajfa-14866	233	29	ad-10	ad-10	PRON
ajfa-14866	233	30	to	to	ADP
ajfa-14866	233	31	ad-515	ad-515	PROPN
ajfa-14866	233	32	.	.	PUNCT
ajfa-14866	234	1	the	the	DET
ajfa-14866	234	2	results	result	NOUN
ajfa-14866	234	3	,	,	PUNCT
ajfa-14866	234	4	reported	report	VERB
ajfa-14866	234	5	in	in	ADP
ajfa-14866	234	6	table	table	NOUN
ajfa-14866	234	7	4	4	NUM
ajfa-14866	234	8	panel	panel	NOUN
ajfa-14866	234	9	a	a	PRON
ajfa-14866	234	10	,	,	PUNCT
ajfa-14866	234	11	show	show	VERB
ajfa-14866	234	12	that	that	SCONJ
ajfa-14866	234	13	the	the	DET
ajfa-14866	234	14	sign	sign	NOUN
ajfa-14866	234	15	of	of	ADP
ajfa-14866	234	16	the	the	DET
ajfa-14866	234	17	coefficients	coefficient	NOUN
ajfa-14866	234	18	are	be	AUX
ajfa-14866	234	19	of	of	ADP
ajfa-14866	234	20	the	the	DET
ajfa-14866	234	21	expected	expect	VERB
ajfa-14866	234	22	sign	sign	NOUN
ajfa-14866	234	23	for	for	ADP
ajfa-14866	234	24	both	both	CCONJ
ajfa-14866	234	25	the	the	DET
ajfa-14866	234	26	abvol	abvol	NOUN
ajfa-14866	234	27	and	and	CCONJ
ajfa-14866	234	28	usvol	usvol	NOUN
ajfa-14866	234	29	in	in	ADP
ajfa-14866	234	30	the	the	DET
ajfa-14866	234	31	complete	complete	ADJ
ajfa-14866	234	32	period	period	NOUN
ajfa-14866	234	33	and	and	CCONJ
ajfa-14866	234	34	the	the	DET
ajfa-14866	234	35	two	two	NUM
ajfa-14866	234	36	sub	sub	NOUN
ajfa-14866	234	37	periods	period	NOUN
ajfa-14866	234	38	.	.	PUNCT
ajfa-14866	235	1	however	however	ADV
ajfa-14866	235	2	,	,	PUNCT
ajfa-14866	235	3	though	though	SCONJ
ajfa-14866	235	4	the	the	DET
ajfa-14866	235	5	slope	slope	NOUN
ajfa-14866	235	6	coefficient	coefficient	NOUN
ajfa-14866	235	7	of	of	ADP
ajfa-14866	235	8	usvol	usvol	NOUN
ajfa-14866	235	9	is	be	AUX
ajfa-14866	235	10	negative	negative	ADJ
ajfa-14866	235	11	and	and	CCONJ
ajfa-14866	235	12	statistically	statistically	ADV
ajfa-14866	235	13	significant	significant	ADJ
ajfa-14866	235	14	at	at	ADP
ajfa-14866	235	15	10	10	NUM
ajfa-14866	235	16	%	%	NOUN
ajfa-14866	235	17	level	level	NOUN
ajfa-14866	235	18	in	in	ADP
ajfa-14866	235	19	the	the	DET
ajfa-14866	235	20	complete	complete	ADJ
ajfa-14866	235	21	period	period	NOUN
ajfa-14866	235	22	,	,	PUNCT
ajfa-14866	235	23	the	the	DET
ajfa-14866	235	24	slope	slope	NOUN
ajfa-14866	235	25	coefficient	coefficient	NOUN
ajfa-14866	235	26	of	of	ADP
ajfa-14866	235	27	abvol	abvol	NOUN
ajfa-14866	235	28	is	be	AUX
ajfa-14866	235	29	not	not	PART
ajfa-14866	235	30	significant	significant	ADJ
ajfa-14866	235	31	at	at	ADP
ajfa-14866	235	32	any	any	DET
ajfa-14866	235	33	level	level	NOUN
ajfa-14866	235	34	of	of	ADP
ajfa-14866	235	35	significance	significance	NOUN
ajfa-14866	235	36	suggesting	suggest	VERB
ajfa-14866	235	37	weak	weak	ADJ
ajfa-14866	235	38	support	support	NOUN
ajfa-14866	235	39	for	for	ADP
ajfa-14866	235	40	dsdc	dsdc	NOUN
ajfa-14866	235	41	hypothesis	hypothesis	NOUN
ajfa-14866	235	42	.	.	PUNCT
ajfa-14866	236	1	the	the	DET
ajfa-14866	236	2	first	first	ADJ
ajfa-14866	236	3	period	period	NOUN
ajfa-14866	236	4	regression	regression	NOUN
ajfa-14866	236	5	result	result	NOUN
ajfa-14866	236	6	coefficients	coefficient	NOUN
ajfa-14866	236	7	are	be	AUX
ajfa-14866	236	8	of	of	ADP
ajfa-14866	236	9	expected	expect	VERB
ajfa-14866	236	10	sign	sign	NOUN
ajfa-14866	236	11	but	but	CCONJ
ajfa-14866	236	12	not	not	PART
ajfa-14866	236	13	statistically	statistically	ADV
ajfa-14866	236	14	significant	significant	ADJ
ajfa-14866	236	15	.	.	PUNCT
ajfa-14866	237	1	in	in	ADP
ajfa-14866	237	2	the	the	DET
ajfa-14866	237	3	second	second	ADJ
ajfa-14866	237	4	period	period	NOUN
ajfa-14866	237	5	,	,	PUNCT
ajfa-14866	237	6	the	the	DET
ajfa-14866	237	7	coefficient	coefficient	NOUN
ajfa-14866	237	8	of	of	ADP
ajfa-14866	237	9	abvol	abvol	NOUN
ajfa-14866	237	10	is	be	AUX
ajfa-14866	237	11	positive	positive	ADJ
ajfa-14866	237	12	and	and	CCONJ
ajfa-14866	237	13	significant	significant	ADJ
ajfa-14866	237	14	at	at	ADP
ajfa-14866	237	15	5	5	NUM
ajfa-14866	237	16	%	%	NOUN
ajfa-14866	237	17	level	level	NOUN
ajfa-14866	237	18	.	.	PUNCT
ajfa-14866	238	1	the	the	DET
ajfa-14866	238	2	slope	slope	NOUN
ajfa-14866	238	3	coefficient	coefficient	NOUN
ajfa-14866	238	4	of	of	ADP
ajfa-14866	238	5	usvol	usvol	NOUN
ajfa-14866	238	6	is	be	AUX
ajfa-14866	238	7	negative	negative	ADJ
ajfa-14866	238	8	and	and	CCONJ
ajfa-14866	238	9	significant	significant	ADJ
ajfa-14866	238	10	at	at	ADP
ajfa-14866	238	11	5	5	NUM
ajfa-14866	238	12	%	%	NOUN
ajfa-14866	238	13	level	level	NOUN
ajfa-14866	238	14	.	.	PUNCT
ajfa-14866	239	1	the	the	DET
ajfa-14866	239	2	volume	volume	NOUN
ajfa-14866	239	3	results	result	VERB
ajfa-14866	239	4	along	along	ADP
ajfa-14866	239	5	with	with	ADP
ajfa-14866	239	6	these	these	DET
ajfa-14866	239	7	results	result	NOUN
ajfa-14866	239	8	are	be	AUX
ajfa-14866	239	9	consistent	consistent	ADJ
ajfa-14866	239	10	with	with	ADP
ajfa-14866	239	11	downward	downward	ADJ
ajfa-14866	239	12	sloping	sloping	NOUN
ajfa-14866	239	13	curves	curve	NOUN
ajfa-14866	239	14	in	in	ADP
ajfa-14866	239	15	the	the	DET
ajfa-14866	239	16	second	second	ADJ
ajfa-14866	239	17	period	period	NOUN
ajfa-14866	239	18	.	.	PUNCT
ajfa-14866	240	1	however	however	ADV
ajfa-14866	240	2	,	,	PUNCT
ajfa-14866	240	3	the	the	DET
ajfa-14866	240	4	results	result	NOUN
ajfa-14866	240	5	of	of	ADP
ajfa-14866	240	6	the	the	DET
ajfa-14866	240	7	complete	complete	ADJ
ajfa-14866	240	8	period	period	NOUN
ajfa-14866	240	9	and	and	CCONJ
ajfa-14866	240	10	first	first	ADJ
ajfa-14866	240	11	period	period	NOUN
ajfa-14866	240	12	are	be	AUX
ajfa-14866	240	13	not	not	PART
ajfa-14866	240	14	consistent	consistent	ADJ
ajfa-14866	240	15	with	with	ADP
ajfa-14866	240	16	the	the	DET
ajfa-14866	240	17	dsdc	dsdc	NOUN
ajfa-14866	240	18	hypothesis	hypothesis	NOUN
ajfa-14866	240	19	.	.	PUNCT
ajfa-14866	241	1	4.3.2	4.3.2	NUM
ajfa-14866	241	2	tests	test	NOUN
ajfa-14866	241	3	for	for	ADP
ajfa-14866	241	4	price	price	NOUN
ajfa-14866	241	5	pressure	pressure	NOUN
ajfa-14866	241	6	hypothesis	hypothesis	NOUN
ajfa-14866	241	7	the	the	DET
ajfa-14866	241	8	price	price	NOUN
ajfa-14866	241	9	pressure	pressure	NOUN
ajfa-14866	241	10	hypothesis	hypothesis	NOUN
ajfa-14866	241	11	also	also	ADV
ajfa-14866	241	12	posits	posit	VERB
ajfa-14866	241	13	a	a	DET
ajfa-14866	241	14	downward	downward	ADJ
ajfa-14866	241	15	sloping	slope	VERB
ajfa-14866	241	16	demand	demand	NOUN
ajfa-14866	241	17	curve	curve	NOUN
ajfa-14866	241	18	,	,	PUNCT
ajfa-14866	241	19	albeit	albeit	SCONJ
ajfa-14866	241	20	only	only	ADV
ajfa-14866	241	21	in	in	ADP
ajfa-14866	241	22	the	the	DET
ajfa-14866	241	23	short	short	ADJ
ajfa-14866	241	24	run	run	NOUN
ajfa-14866	241	25	.	.	PUNCT
ajfa-14866	242	1	also	also	ADV
ajfa-14866	242	2	,	,	PUNCT
ajfa-14866	242	3	the	the	DET
ajfa-14866	242	4	inclusion	inclusion	NOUN
ajfa-14866	242	5	or	or	CCONJ
ajfa-14866	242	6	effective	effective	ADJ
ajfa-14866	242	7	day	day	NOUN
ajfa-14866	242	8	abnormal	abnormal	ADJ
ajfa-14866	242	9	return	return	NOUN
ajfa-14866	242	10	is	be	AUX
ajfa-14866	242	11	expected	expect	VERB
ajfa-14866	242	12	to	to	PART
ajfa-14866	242	13	be	be	AUX
ajfa-14866	242	14	positive	positive	ADJ
ajfa-14866	242	15	due	due	ADP
ajfa-14866	242	16	to	to	ADP
ajfa-14866	242	17	indexing	indexing	NOUN
ajfa-14866	242	18	.	.	PUNCT
ajfa-14866	243	1	hence	hence	ADV
ajfa-14866	243	2	,	,	PUNCT
ajfa-14866	243	3	i	i	PRON
ajfa-14866	243	4	have	have	AUX
ajfa-14866	243	5	included	include	VERB
ajfa-14866	243	6	only	only	ADV
ajfa-14866	243	7	the	the	DET
ajfa-14866	243	8	stocks	stock	NOUN
ajfa-14866	243	9	with	with	ADP
ajfa-14866	243	10	positive	positive	ADJ
ajfa-14866	243	11	ed	ed	NOUN
ajfa-14866	243	12	window	window	NOUN
ajfa-14866	243	13	car	car	NOUN
ajfa-14866	243	14	as	as	ADP
ajfa-14866	243	15	asian	asian	ADJ
ajfa-14866	243	16	journal	journal	NOUN
ajfa-14866	243	17	of	of	ADP
ajfa-14866	243	18	finance	finance	PROPN
ajfa-14866	243	19	&	&	CCONJ
ajfa-14866	243	20	accounting	accounting	PROPN
ajfa-14866	243	21	issn	issn	PROPN
ajfa-14866	243	22	1946	1946	NUM
ajfa-14866	243	23	-	-	PUNCT
ajfa-14866	243	24	052x	052x	PROPN
ajfa-14866	243	25	2019	2019	NUM
ajfa-14866	243	26	,	,	PUNCT
ajfa-14866	243	27	vol	vol	NOUN
ajfa-14866	243	28	.	.	PROPN
ajfa-14866	243	29	11	11	NUM
ajfa-14866	243	30	,	,	PUNCT
ajfa-14866	243	31	no	no	INTJ
ajfa-14866	243	32	.	.	NOUN
ajfa-14866	243	33	1	1	NUM
ajfa-14866	243	34	320	320	NUM
ajfa-14866	243	35	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	243	36	this	this	PRON
ajfa-14866	243	37	more	more	ADV
ajfa-14866	243	38	appropriate	appropriate	ADJ
ajfa-14866	243	39	as	as	SCONJ
ajfa-14866	243	40	the	the	DET
ajfa-14866	243	41	price	price	NOUN
ajfa-14866	243	42	pressure	pressure	NOUN
ajfa-14866	243	43	hypothesis	hypothesis	NOUN
ajfa-14866	243	44	postulates	postulate	VERB
ajfa-14866	243	45	complete	complete	ADJ
ajfa-14866	243	46	reversion	reversion	NOUN
ajfa-14866	243	47	once	once	SCONJ
ajfa-14866	243	48	the	the	DET
ajfa-14866	243	49	excess	excess	ADJ
ajfa-14866	243	50	demand	demand	NOUN
ajfa-14866	243	51	is	be	AUX
ajfa-14866	243	52	satisfied	satisfied	ADJ
ajfa-14866	243	53	.	.	PUNCT
ajfa-14866	244	1	table	table	NOUN
ajfa-14866	244	2	3	3	NUM
ajfa-14866	244	3	presents	present	VERB
ajfa-14866	244	4	the	the	DET
ajfa-14866	244	5	mean	mean	ADJ
ajfa-14866	244	6	daily	daily	ADJ
ajfa-14866	244	7	return	return	NOUN
ajfa-14866	244	8	around	around	ADP
ajfa-14866	244	9	ed	ed	NOUN
ajfa-14866	244	10	along	along	ADP
ajfa-14866	244	11	with	with	ADP
ajfa-14866	244	12	the	the	DET
ajfa-14866	244	13	car	car	NOUN
ajfa-14866	244	14	from	from	ADP
ajfa-14866	244	15	ed+1	ed+1	PROPN
ajfa-14866	244	16	to	to	ADP
ajfa-14866	244	17	day	day	NOUN
ajfa-14866	244	18	t	t	PROPN
ajfa-14866	244	19	till	till	SCONJ
ajfa-14866	244	20	ed+10	ed+10	PROPN
ajfa-14866	244	21	.	.	PUNCT
ajfa-14866	245	1	the	the	DET
ajfa-14866	245	2	ed	ed	PROPN
ajfa-14866	245	3	window	window	NOUN
ajfa-14866	245	4	car	car	NOUN
ajfa-14866	245	5	for	for	ADP
ajfa-14866	245	6	the	the	DET
ajfa-14866	245	7	complete	complete	ADJ
ajfa-14866	245	8	period	period	NOUN
ajfa-14866	245	9	is	be	AUX
ajfa-14866	245	10	2.72	2.72	NUM
ajfa-14866	245	11	%	%	NOUN
ajfa-14866	245	12	with	with	ADP
ajfa-14866	245	13	a	a	DET
ajfa-14866	245	14	maximum	maximum	ADJ
ajfa-14866	245	15	cumulative	cumulative	ADJ
ajfa-14866	245	16	reversal	reversal	NOUN
ajfa-14866	245	17	in	in	ADP
ajfa-14866	245	18	ed+3	ed+3	NUM
ajfa-14866	245	19	of	of	ADP
ajfa-14866	245	20	-1.41	-1.41	NOUN
ajfa-14866	245	21	%	%	NOUN
ajfa-14866	245	22	.	.	PUNCT
ajfa-14866	246	1	the	the	DET
ajfa-14866	246	2	ed	ed	PROPN
ajfa-14866	246	3	window	window	NOUN
ajfa-14866	246	4	car	car	NOUN
ajfa-14866	246	5	for	for	ADP
ajfa-14866	246	6	the	the	DET
ajfa-14866	246	7	first	first	ADJ
ajfa-14866	246	8	period	period	NOUN
ajfa-14866	246	9	and	and	CCONJ
ajfa-14866	246	10	sub	sub	NOUN
ajfa-14866	246	11	period	period	NOUN
ajfa-14866	246	12	2	2	NUM
ajfa-14866	246	13	are	be	AUX
ajfa-14866	246	14	3.46	3.46	NUM
ajfa-14866	246	15	%	%	NOUN
ajfa-14866	246	16	and	and	CCONJ
ajfa-14866	246	17	2.61	2.61	NUM
ajfa-14866	246	18	%	%	NOUN
ajfa-14866	246	19	respectively	respectively	ADV
ajfa-14866	246	20	.	.	PUNCT
ajfa-14866	247	1	the	the	DET
ajfa-14866	247	2	maximum	maximum	ADJ
ajfa-14866	247	3	cumulative	cumulative	ADJ
ajfa-14866	247	4	reversals	reversal	NOUN
ajfa-14866	247	5	happen	happen	VERB
ajfa-14866	247	6	ated+3	ated+3	NOUN
ajfa-14866	247	7	in	in	ADP
ajfa-14866	247	8	both	both	CCONJ
ajfa-14866	247	9	the	the	DET
ajfa-14866	247	10	sub	sub	NOUN
ajfa-14866	247	11	periods	period	NOUN
ajfa-14866	247	12	at	at	ADP
ajfa-14866	247	13	-2.15	-2.15	NUM
ajfa-14866	247	14	and	and	CCONJ
ajfa-14866	247	15	-0.82	-0.82	NUM
ajfa-14866	247	16	%	%	NOUN
ajfa-14866	247	17	respectively	respectively	ADV
ajfa-14866	247	18	.	.	PUNCT
ajfa-14866	248	1	the	the	DET
ajfa-14866	248	2	price	price	NOUN
ajfa-14866	248	3	reversal	reversal	NOUN
ajfa-14866	248	4	appears	appear	VERB
ajfa-14866	248	5	partial	partial	ADJ
ajfa-14866	248	6	and	and	CCONJ
ajfa-14866	248	7	does	do	AUX
ajfa-14866	248	8	not	not	PART
ajfa-14866	248	9	support	support	VERB
ajfa-14866	248	10	the	the	DET
ajfa-14866	248	11	price	price	NOUN
ajfa-14866	248	12	pressure	pressure	NOUN
ajfa-14866	248	13	hypothesis	hypothesis	NOUN
ajfa-14866	248	14	.	.	PUNCT
ajfa-14866	249	1	if	if	SCONJ
ajfa-14866	249	2	the	the	DET
ajfa-14866	249	3	price	price	NOUN
ajfa-14866	249	4	reversal	reversal	NOUN
ajfa-14866	249	5	is	be	AUX
ajfa-14866	249	6	only	only	ADV
ajfa-14866	249	7	due	due	ADJ
ajfa-14866	249	8	to	to	ADP
ajfa-14866	249	9	short	short	ADJ
ajfa-14866	249	10	term	term	NOUN
ajfa-14866	249	11	price	price	NOUN
ajfa-14866	249	12	pressure	pressure	NOUN
ajfa-14866	249	13	,	,	PUNCT
ajfa-14866	249	14	then	then	ADV
ajfa-14866	249	15	the	the	DET
ajfa-14866	249	16	magnitude	magnitude	NOUN
ajfa-14866	249	17	of	of	ADP
ajfa-14866	249	18	reversal	reversal	NOUN
ajfa-14866	249	19	should	should	AUX
ajfa-14866	249	20	be	be	AUX
ajfa-14866	249	21	inversely	inversely	ADV
ajfa-14866	249	22	proportional	proportional	ADJ
ajfa-14866	249	23	to	to	ADP
ajfa-14866	249	24	ed	ed	PROPN
ajfa-14866	249	25	window	window	NOUN
ajfa-14866	249	26	car	car	NOUN
ajfa-14866	249	27	.	.	PUNCT
ajfa-14866	250	1	i	i	PRON
ajfa-14866	250	2	regress	regress	VERB
ajfa-14866	250	3	the	the	DET
ajfa-14866	250	4	pressure	pressure	NOUN
ajfa-14866	250	5	release	release	NOUN
ajfa-14866	250	6	window	window	NOUN
ajfa-14866	250	7	ed+1	ed+1	NOUN
ajfa-14866	250	8	to	to	ADP
ajfa-14866	250	9	ed+3	ed+3	NUM
ajfa-14866	250	10	car	car	NOUN
ajfa-14866	250	11	with	with	ADP
ajfa-14866	250	12	the	the	DET
ajfa-14866	250	13	ed	ed	PROPN
ajfa-14866	250	14	window	window	NOUN
ajfa-14866	250	15	car	car	NOUN
ajfa-14866	250	16	similar	similar	ADJ
ajfa-14866	250	17	to	to	ADP
ajfa-14866	250	18	elliot	elliot	PROPN
ajfa-14866	250	19	et	et	PROPN
ajfa-14866	250	20	al	al	PROPN
ajfa-14866	250	21	.	.	PROPN
ajfa-14866	251	1	(	(	PUNCT
ajfa-14866	251	2	2006	2006	NUM
ajfa-14866	251	3	)	)	PUNCT
ajfa-14866	251	4	pressure	pressure	NOUN
ajfa-14866	251	5	release	release	NOUN
ajfa-14866	251	6	window	window	NOUN
ajfa-14866	251	7	car	car	NOUN
ajfa-14866	251	8	=	=	SYM
ajfa-14866	251	9	α0	α0	ADJ
ajfa-14866	251	10	+	+	CCONJ
ajfa-14866	251	11	α1	α1	PROPN
ajfa-14866	251	12	ed	ed	NOUN
ajfa-14866	251	13	window	window	NOUN
ajfa-14866	251	14	car	car	NOUN
ajfa-14866	251	15	+	+	CCONJ
ajfa-14866	251	16	εit	εit	NOUN
ajfa-14866	251	17	(	(	PUNCT
ajfa-14866	251	18	8)	8)	NUM
ajfa-14866	251	19	if	if	SCONJ
ajfa-14866	251	20	the	the	DET
ajfa-14866	251	21	cross	cross	NOUN
ajfa-14866	251	22	sectional	sectional	ADJ
ajfa-14866	251	23	variation	variation	NOUN
ajfa-14866	251	24	in	in	ADP
ajfa-14866	251	25	the	the	DET
ajfa-14866	251	26	pressure	pressure	NOUN
ajfa-14866	251	27	release	release	NOUN
ajfa-14866	251	28	window	window	NOUN
ajfa-14866	251	29	is	be	AUX
ajfa-14866	251	30	correlated	correlate	VERB
ajfa-14866	251	31	with	with	ADP
ajfa-14866	251	32	the	the	DET
ajfa-14866	251	33	initial	initial	ADJ
ajfa-14866	251	34	ed	ed	PROPN
ajfa-14866	251	35	window	window	NOUN
ajfa-14866	251	36	price	price	NOUN
ajfa-14866	251	37	shock	shock	NOUN
ajfa-14866	251	38	,	,	PUNCT
ajfa-14866	251	39	then	then	ADV
ajfa-14866	251	40	the	the	DET
ajfa-14866	251	41	slope	slope	NOUN
ajfa-14866	251	42	coefficient	coefficient	NOUN
ajfa-14866	251	43	should	should	AUX
ajfa-14866	251	44	be	be	AUX
ajfa-14866	251	45	closer	close	ADJ
ajfa-14866	251	46	to	to	ADP
ajfa-14866	251	47	negative	negative	ADJ
ajfa-14866	251	48	one	one	NUM
ajfa-14866	251	49	.	.	PUNCT
ajfa-14866	252	1	table	table	NOUN
ajfa-14866	252	2	4	4	NUM
ajfa-14866	252	3	,	,	PUNCT
ajfa-14866	252	4	panel	panel	NOUN
ajfa-14866	252	5	c	c	PROPN
ajfa-14866	252	6	reports	report	VERB
ajfa-14866	252	7	the	the	DET
ajfa-14866	252	8	results	result	NOUN
ajfa-14866	252	9	of	of	ADP
ajfa-14866	252	10	the	the	DET
ajfa-14866	252	11	regression	regression	NOUN
ajfa-14866	252	12	and	and	CCONJ
ajfa-14866	252	13	though	though	SCONJ
ajfa-14866	252	14	the	the	DET
ajfa-14866	252	15	slope	slope	NOUN
ajfa-14866	252	16	coefficients	coefficient	NOUN
ajfa-14866	252	17	are	be	AUX
ajfa-14866	252	18	negative	negative	ADJ
ajfa-14866	252	19	,	,	PUNCT
ajfa-14866	252	20	they	they	PRON
ajfa-14866	252	21	are	be	AUX
ajfa-14866	252	22	neither	neither	ADV
ajfa-14866	252	23	significant	significant	ADJ
ajfa-14866	252	24	not	not	PART
ajfa-14866	252	25	closer	close	ADJ
ajfa-14866	252	26	to	to	AUX
ajfa-14866	252	27	negative	negative	ADJ
ajfa-14866	252	28	one	one	NUM
ajfa-14866	252	29	for	for	ADP
ajfa-14866	252	30	the	the	DET
ajfa-14866	252	31	complete	complete	ADJ
ajfa-14866	252	32	period	period	NOUN
ajfa-14866	252	33	,	,	PUNCT
ajfa-14866	252	34	first	first	ADJ
ajfa-14866	252	35	period	period	NOUN
ajfa-14866	252	36	and	and	CCONJ
ajfa-14866	252	37	second	second	ADJ
ajfa-14866	252	38	period	period	NOUN
ajfa-14866	252	39	.	.	PUNCT
ajfa-14866	253	1	therefore	therefore	ADV
ajfa-14866	253	2	,	,	PUNCT
ajfa-14866	253	3	it	it	PRON
ajfa-14866	253	4	seems	seem	VERB
ajfa-14866	253	5	reasonable	reasonable	ADJ
ajfa-14866	253	6	to	to	PART
ajfa-14866	253	7	conclude	conclude	VERB
ajfa-14866	253	8	that	that	SCONJ
ajfa-14866	253	9	the	the	DET
ajfa-14866	253	10	evidence	evidence	NOUN
ajfa-14866	253	11	in	in	ADP
ajfa-14866	253	12	support	support	NOUN
ajfa-14866	253	13	of	of	ADP
ajfa-14866	253	14	price	price	NOUN
ajfa-14866	253	15	pressure	pressure	NOUN
ajfa-14866	253	16	hypothesis	hypothesis	NOUN
ajfa-14866	253	17	is	be	AUX
ajfa-14866	253	18	limited	limit	VERB
ajfa-14866	253	19	at	at	ADP
ajfa-14866	253	20	best	good	ADJ
ajfa-14866	253	21	.	.	PUNCT
ajfa-14866	254	1	4.3.3	4.3.3	NUM
ajfa-14866	254	2	test	test	NOUN
ajfa-14866	254	3	for	for	ADP
ajfa-14866	254	4	investor	investor	NOUN
ajfa-14866	254	5	awareness	awareness	NOUN
ajfa-14866	254	6	and	and	CCONJ
ajfa-14866	254	7	certification	certification	NOUN
ajfa-14866	254	8	the	the	DET
ajfa-14866	254	9	assessment	assessment	NOUN
ajfa-14866	254	10	of	of	ADP
ajfa-14866	254	11	investor	investor	NOUN
ajfa-14866	254	12	awareness	awareness	NOUN
ajfa-14866	254	13	and	and	CCONJ
ajfa-14866	254	14	certification	certification	NOUN
ajfa-14866	254	15	is	be	AUX
ajfa-14866	254	16	difficult	difficult	ADJ
ajfa-14866	254	17	in	in	ADP
ajfa-14866	254	18	the	the	DET
ajfa-14866	254	19	absence	absence	NOUN
ajfa-14866	254	20	of	of	ADP
ajfa-14866	254	21	direct	direct	ADJ
ajfa-14866	254	22	measures	measure	NOUN
ajfa-14866	254	23	.	.	PUNCT
ajfa-14866	255	1	as	as	ADP
ajfa-14866	255	2	in	in	ADP
ajfa-14866	255	3	chen	chen	PROPN
ajfa-14866	255	4	et	et	PROPN
ajfa-14866	255	5	al	al	PROPN
ajfa-14866	255	6	.	.	PROPN
ajfa-14866	256	1	(	(	PUNCT
ajfa-14866	256	2	2003	2003	NUM
ajfa-14866	256	3	)	)	PUNCT
ajfa-14866	256	4	,	,	PUNCT
ajfa-14866	256	5	i	i	PRON
ajfa-14866	256	6	rely	rely	VERB
ajfa-14866	256	7	on	on	ADP
ajfa-14866	256	8	proxies	proxy	NOUN
ajfa-14866	256	9	like	like	ADP
ajfa-14866	256	10	percentage	percentage	NOUN
ajfa-14866	256	11	in	in	ADP
ajfa-14866	256	12	shareholding16	shareholding16	NOUN
ajfa-14866	256	13	of	of	ADP
ajfa-14866	256	14	mutual	mutual	ADJ
ajfa-14866	256	15	funds	fund	NOUN
ajfa-14866	256	16	and	and	CCONJ
ajfa-14866	256	17	non	non	ADJ
ajfa-14866	256	18	-	-	ADJ
ajfa-14866	256	19	mutual	mutual	ADJ
ajfa-14866	256	20	funds	fund	NOUN
ajfa-14866	256	21	.	.	PUNCT
ajfa-14866	257	1	the	the	DET
ajfa-14866	257	2	percentage	percentage	NOUN
ajfa-14866	257	3	of	of	ADP
ajfa-14866	257	4	shareholding	shareholding	NOUN
ajfa-14866	257	5	by	by	ADP
ajfa-14866	257	6	mutual	mutual	ADJ
ajfa-14866	257	7	funds	fund	NOUN
ajfa-14866	257	8	and	and	CCONJ
ajfa-14866	257	9	others	other	NOUN
ajfa-14866	257	10	before	before	ADP
ajfa-14866	257	11	announcement	announcement	NOUN
ajfa-14866	257	12	of	of	ADP
ajfa-14866	257	13	the	the	DET
ajfa-14866	257	14	index	index	NOUN
ajfa-14866	257	15	addition	addition	NOUN
ajfa-14866	257	16	is	be	AUX
ajfa-14866	257	17	compared	compare	VERB
ajfa-14866	257	18	with	with	ADP
ajfa-14866	257	19	the	the	DET
ajfa-14866	257	20	percentage	percentage	NOUN
ajfa-14866	257	21	of	of	ADP
ajfa-14866	257	22	shareholding	shareholding	NOUN
ajfa-14866	257	23	after	after	ADP
ajfa-14866	257	24	the	the	DET
ajfa-14866	257	25	effective	effective	ADJ
ajfa-14866	257	26	date	date	NOUN
ajfa-14866	257	27	of	of	ADP
ajfa-14866	257	28	addition	addition	NOUN
ajfa-14866	257	29	.	.	PUNCT
ajfa-14866	258	1	the	the	DET
ajfa-14866	258	2	percentage	percentage	NOUN
ajfa-14866	258	3	of	of	ADP
ajfa-14866	258	4	shareholding	shareholding	NOUN
ajfa-14866	258	5	data	datum	NOUN
ajfa-14866	258	6	before	before	SCONJ
ajfa-14866	258	7	ad	ad	NOUN
ajfa-14866	258	8	is	be	AUX
ajfa-14866	258	9	obtained	obtain	VERB
ajfa-14866	258	10	from	from	ADP
ajfa-14866	258	11	the	the	DET
ajfa-14866	258	12	quarter	quarter	NOUN
ajfa-14866	258	13	immediately	immediately	ADV
ajfa-14866	258	14	preceding	precede	VERB
ajfa-14866	258	15	the	the	DET
ajfa-14866	258	16	ad	ad	NOUN
ajfa-14866	258	17	.	.	PUNCT
ajfa-14866	259	1	the	the	DET
ajfa-14866	259	2	percentage	percentage	NOUN
ajfa-14866	259	3	of	of	ADP
ajfa-14866	259	4	shareholding	shareholding	NOUN
ajfa-14866	259	5	data	datum	NOUN
ajfa-14866	259	6	after	after	SCONJ
ajfa-14866	259	7	the	the	DET
ajfa-14866	259	8	effective	effective	ADJ
ajfa-14866	259	9	date	date	NOUN
ajfa-14866	259	10	is	be	AUX
ajfa-14866	259	11	obtained	obtain	VERB
ajfa-14866	259	12	is	be	AUX
ajfa-14866	259	13	obtained	obtain	VERB
ajfa-14866	259	14	six	six	NUM
ajfa-14866	259	15	months	month	NOUN
ajfa-14866	259	16	after	after	ADP
ajfa-14866	259	17	the	the	DET
ajfa-14866	259	18	effective	effective	ADJ
ajfa-14866	259	19	date	date	NOUN
ajfa-14866	259	20	similar	similar	ADJ
ajfa-14866	259	21	to	to	ADP
ajfa-14866	259	22	chen	chen	PROPN
ajfa-14866	259	23	et	et	PROPN
ajfa-14866	259	24	al	al	PROPN
ajfa-14866	259	25	.	.	PROPN
ajfa-14866	260	1	(	(	PUNCT
ajfa-14866	260	2	2003	2003	NUM
ajfa-14866	260	3	)	)	PUNCT
ajfa-14866	260	4	.	.	PUNCT
ajfa-14866	261	1	the	the	DET
ajfa-14866	261	2	mean	mean	ADJ
ajfa-14866	261	3	%	%	NOUN
ajfa-14866	261	4	change	change	NOUN
ajfa-14866	261	5	in	in	ADP
ajfa-14866	261	6	mutual	mutual	ADJ
ajfa-14866	261	7	funds	fund	NOUN
ajfa-14866	261	8	(	(	PUNCT
ajfa-14866	261	9	mf	mf	X
ajfa-14866	261	10	)	)	PUNCT
ajfa-14866	261	11	holding	holding	NOUN
ajfa-14866	261	12	and	and	CCONJ
ajfa-14866	261	13	the	the	DET
ajfa-14866	261	14	mean	mean	ADJ
ajfa-14866	261	15	%	%	NOUN
ajfa-14866	261	16	change	change	NOUN
ajfa-14866	261	17	in	in	ADP
ajfa-14866	261	18	non	non	ADJ
ajfa-14866	261	19	mfs	mfs	NOUN
ajfa-14866	261	20	holding	holding	NOUN
ajfa-14866	261	21	before	before	ADV
ajfa-14866	261	22	and	and	CCONJ
ajfa-14866	261	23	after	after	ADP
ajfa-14866	261	24	the	the	DET
ajfa-14866	261	25	nifty	nifty	ADJ
ajfa-14866	261	26	index	index	NOUN
ajfa-14866	261	27	additions	addition	NOUN
ajfa-14866	261	28	are	be	AUX
ajfa-14866	261	29	reported	report	VERB
ajfa-14866	261	30	in	in	ADP
ajfa-14866	261	31	table	table	NOUN
ajfa-14866	261	32	5	5	NUM
ajfa-14866	261	33	panel	panel	NOUN
ajfa-14866	261	34	d.	d.	PROPN
ajfa-14866	261	35	asian	asian	PROPN
ajfa-14866	261	36	journal	journal	PROPN
ajfa-14866	261	37	of	of	ADP
ajfa-14866	261	38	finance	finance	PROPN
ajfa-14866	261	39	&	&	CCONJ
ajfa-14866	261	40	accounting	accounting	PROPN
ajfa-14866	261	41	issn	issn	PROPN
ajfa-14866	261	42	1946	1946	NUM
ajfa-14866	261	43	-	-	PUNCT
ajfa-14866	261	44	052x	052x	PROPN
ajfa-14866	261	45	2019	2019	NUM
ajfa-14866	261	46	,	,	PUNCT
ajfa-14866	261	47	vol	vol	NOUN
ajfa-14866	261	48	.	.	PROPN
ajfa-14866	261	49	11	11	NUM
ajfa-14866	261	50	,	,	PUNCT
ajfa-14866	261	51	no	no	INTJ
ajfa-14866	261	52	.	.	NOUN
ajfa-14866	261	53	1	1	NUM
ajfa-14866	261	54	321	321	NUM
ajfa-14866	261	55	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	261	56	table	table	NOUN
ajfa-14866	261	57	4	4	NUM
ajfa-14866	261	58	.	.	PUNCT
ajfa-14866	261	59	univariate	univariate	ADJ
ajfa-14866	261	60	and	and	CCONJ
ajfa-14866	261	61	regression	regression	NOUN
ajfa-14866	261	62	results	result	VERB
ajfa-14866	261	63	nifty	nifty	ADJ
ajfa-14866	261	64	index	index	NOUN
ajfa-14866	261	65	additions	addition	NOUN
ajfa-14866	261	66	panel	panel	NOUN
ajfa-14866	261	67	a	a	DET
ajfa-14866	261	68	:	:	PUNCT
ajfa-14866	261	69	dsdc	dsdc	NOUN
ajfa-14866	261	70	hypothesis	hypothesis	NOUN
ajfa-14866	261	71	dependent	dependent	ADJ
ajfa-14866	261	72	variable	variable	PROPN
ajfa-14866	261	73	ad2	ad2	PROPN
ajfa-14866	261	74	abnormal	abnormal	ADJ
ajfa-14866	261	75	return	return	NOUN
ajfa-14866	261	76	complete	complete	ADJ
ajfa-14866	261	77	period	period	NOUN
ajfa-14866	262	1	n	n	NOUN
ajfa-14866	262	2	=	=	SYM
ajfa-14866	262	3	50	50	NUM
ajfa-14866	262	4	i	i	NOUN
ajfa-14866	262	5	period	period	NOUN
ajfa-14866	263	1	n	n	PROPN
ajfa-14866	263	2	=	=	SYM
ajfa-14866	263	3	23	23	NUM
ajfa-14866	263	4	ii	ii	NOUN
ajfa-14866	263	5	period	period	NOUN
ajfa-14866	263	6	n	n	PROPN
ajfa-14866	263	7	=	=	SYM
ajfa-14866	263	8	27	27	NUM
ajfa-14866	263	9	reg	reg	NOUN
ajfa-14866	263	10	1	1	NUM
ajfa-14866	263	11	reg2	reg2	NOUN
ajfa-14866	263	12	reg	reg	VERB
ajfa-14866	263	13	1	1	NUM
ajfa-14866	263	14	reg2	reg2	NOUN
ajfa-14866	263	15	reg	reg	VERB
ajfa-14866	263	16	1	1	NUM
ajfa-14866	263	17	reg2	reg2	NOUN
ajfa-14866	263	18	c	c	PROPN
ajfa-14866	263	19	0.016	0.016	NUM
ajfa-14866	263	20	0.025	0.025	NUM
ajfa-14866	263	21	*	*	PUNCT
ajfa-14866	263	22	*	*	PROPN
ajfa-14866	263	23	0.028	0.028	NUM
ajfa-14866	263	24	*	*	SYM
ajfa-14866	263	25	0.031	0.031	NUM
ajfa-14866	263	26	*	*	NOUN
ajfa-14866	263	27	-0.011	-0.011	NUM
ajfa-14866	263	28	0.008	0.008	NUM
ajfa-14866	263	29	prob	prob	NOUN
ajfa-14866	263	30	(	(	PUNCT
ajfa-14866	263	31	0.12	0.12	NUM
ajfa-14866	263	32	)	)	PUNCT
ajfa-14866	263	33	(	(	PUNCT
ajfa-14866	263	34	0.04	0.04	NUM
ajfa-14866	263	35	)	)	PUNCT
ajfa-14866	263	36	(	(	PUNCT
ajfa-14866	263	37	0.08	0.08	NUM
ajfa-14866	263	38	)	)	PUNCT
ajfa-14866	263	39	(	(	PUNCT
ajfa-14866	263	40	0.09	0.09	NUM
ajfa-14866	263	41	)	)	PUNCT
ajfa-14866	263	42	(	(	PUNCT
ajfa-14866	263	43	0.39	0.39	NUM
ajfa-14866	263	44	)	)	PUNCT
ajfa-14866	263	45	(	(	PUNCT
ajfa-14866	263	46	0.55	0.55	NUM
ajfa-14866	263	47	)	)	PUNCT
ajfa-14866	263	48	ad	ad	NOUN
ajfa-14866	263	49	abvol	abvol	NOUN
ajfa-14866	263	50	-0.003	-0.003	NOUN
ajfa-14866	263	51	0.003	0.003	NUM
ajfa-14866	263	52	-0.009	-0.009	SYM
ajfa-14866	263	53	-0.006	-0.006	PROPN
ajfa-14866	263	54	0.016	0.016	NUM
ajfa-14866	263	55	*	*	NOUN
ajfa-14866	263	56	0.024	0.024	NUM
ajfa-14866	263	57	*	*	PUNCT
ajfa-14866	263	58	*	*	NOUN
ajfa-14866	263	59	prob	prob	INTJ
ajfa-14866	263	60	(	(	PUNCT
ajfa-14866	263	61	0.58	0.58	NUM
ajfa-14866	263	62	)	)	PUNCT
ajfa-14866	263	63	(	(	PUNCT
ajfa-14866	263	64	0.49	0.49	NUM
ajfa-14866	263	65	)	)	PUNCT
ajfa-14866	263	66	(	(	PUNCT
ajfa-14866	263	67	0.26	0.26	NUM
ajfa-14866	263	68	)	)	PUNCT
ajfa-14866	263	69	(	(	PUNCT
ajfa-14866	263	70	0.57	0.57	NUM
ajfa-14866	263	71	)	)	PUNCT
ajfa-14866	263	72	(	(	PUNCT
ajfa-14866	263	73	0.09	0.09	NUM
ajfa-14866	263	74	)	)	PUNCT
ajfa-14866	263	75	(	(	PUNCT
ajfa-14866	263	76	0.01	0.01	NUM
ajfa-14866	263	77	)	)	PUNCT
ajfa-14866	263	78	usvol	usvol	NOUN
ajfa-14866	263	79	-0.018	-0.018	PUNCT
ajfa-14866	263	80	*	*	PUNCT
ajfa-14866	263	81	-0.008	-0.008	NOUN
ajfa-14866	263	82	-0.030	-0.030	PUNCT
ajfa-14866	263	83	*	*	PUNCT
ajfa-14866	263	84	*	*	NOUN
ajfa-14866	263	85	prob	prob	NOUN
ajfa-14866	263	86	(	(	PUNCT
ajfa-14866	263	87	0.09	0.09	NUM
ajfa-14866	263	88	)	)	PUNCT
ajfa-14866	263	89	(	(	PUNCT
ajfa-14866	263	90	0.64	0.64	NUM
ajfa-14866	263	91	)	)	PUNCT
ajfa-14866	263	92	(	(	PUNCT
ajfa-14866	263	93	0.02	0.02	NUM
ajfa-14866	263	94	)	)	PUNCT
ajfa-14866	263	95	r	r	NOUN
ajfa-14866	263	96	sq	sq	NUM
ajfa-14866	263	97	0.02	0.02	NUM
ajfa-14866	263	98	0.064	0.064	NUM
ajfa-14866	263	99	0.059	0.059	NUM
ajfa-14866	263	100	0.069	0.069	NUM
ajfa-14866	263	101	0.11	0.11	NUM
ajfa-14866	263	102	0.303	0.303	NUM
ajfa-14866	263	103	panel	panel	NOUN
ajfa-14866	263	104	b	b	NOUN
ajfa-14866	263	105	:	:	PUNCT
ajfa-14866	263	106	liquidity	liquidity	NOUN
ajfa-14866	263	107	hypothesis	hypothesis	NOUN
ajfa-14866	263	108	dependent	dependent	ADJ
ajfa-14866	263	109	variable	variable	ADJ
ajfa-14866	263	110	ad40	ad40	PROPN
ajfa-14866	263	111	abnormal	abnormal	ADJ
ajfa-14866	263	112	return	return	NOUN
ajfa-14866	263	113	complete	complete	ADJ
ajfa-14866	263	114	period	period	NOUN
ajfa-14866	264	1	n	n	NOUN
ajfa-14866	264	2	=	=	SYM
ajfa-14866	264	3	50	50	NUM
ajfa-14866	264	4	i	i	NOUN
ajfa-14866	264	5	period	period	NOUN
ajfa-14866	265	1	n	n	PROPN
ajfa-14866	265	2	=	=	SYM
ajfa-14866	265	3	23	23	NUM
ajfa-14866	265	4	ii	ii	NOUN
ajfa-14866	265	5	period	period	NOUN
ajfa-14866	265	6	n	n	NOUN
ajfa-14866	265	7	=	=	SYM
ajfa-14866	265	8	27	27	NUM
ajfa-14866	265	9	c	c	NOUN
ajfa-14866	265	10	0.001	0.001	NUM
ajfa-14866	265	11	-0.019	-0.019	NOUN
ajfa-14866	265	12	0.018	0.018	NUM
ajfa-14866	265	13	-0.026	-0.026	PUNCT
ajfa-14866	265	14	-0.018	-0.018	PUNCT
ajfa-14866	265	15	-0.011	-0.011	NUM
ajfa-14866	265	16	prob	prob	NOUN
ajfa-14866	265	17	(	(	PUNCT
ajfa-14866	265	18	0.98	0.98	NUM
ajfa-14866	265	19	)	)	PUNCT
ajfa-14866	265	20	(	(	PUNCT
ajfa-14866	265	21	0.63	0.63	NUM
ajfa-14866	265	22	)	)	PUNCT
ajfa-14866	265	23	(	(	PUNCT
ajfa-14866	265	24	0.80	0.80	NUM
ajfa-14866	265	25	)	)	PUNCT
ajfa-14866	265	26	(	(	PUNCT
ajfa-14866	265	27	0.68	0.68	NUM
ajfa-14866	265	28	)	)	PUNCT
ajfa-14866	265	29	(	(	PUNCT
ajfa-14866	265	30	0.77	0.77	NUM
ajfa-14866	265	31	)	)	PUNCT
ajfa-14866	265	32	(	(	PUNCT
ajfa-14866	265	33	0.12	0.12	NUM
ajfa-14866	265	34	)	)	PUNCT
ajfa-14866	266	1	ad40	ad40	PROPN
ajfa-14866	266	2	abvol	abvol	NOUN
ajfa-14866	266	3	0.027	0.027	NUM
ajfa-14866	266	4	0.01	0.01	NUM
ajfa-14866	266	5	0.022	0.022	NUM
ajfa-14866	266	6	-0.007	-0.007	NOUN
ajfa-14866	266	7	0.035	0.035	NUM
ajfa-14866	266	8	0.046	0.046	NUM
ajfa-14866	266	9	prob	prob	NOUN
ajfa-14866	266	10	(	(	PUNCT
ajfa-14866	266	11	0.38	0.38	NUM
ajfa-14866	266	12	)	)	PUNCT
ajfa-14866	266	13	(	(	PUNCT
ajfa-14866	266	14	0.72	0.72	NUM
ajfa-14866	266	15	)	)	PUNCT
ajfa-14866	266	16	(	(	PUNCT
ajfa-14866	266	17	0.56	0.56	NUM
ajfa-14866	266	18	)	)	PUNCT
ajfa-14866	266	19	(	(	PUNCT
ajfa-14866	266	20	0.85	0.85	NUM
ajfa-14866	266	21	)	)	PUNCT
ajfa-14866	266	22	(	(	PUNCT
ajfa-14866	266	23	0.51	0.51	NUM
ajfa-14866	266	24	)	)	PUNCT
ajfa-14866	266	25	(	(	PUNCT
ajfa-14866	266	26	0.15	0.15	NUM
ajfa-14866	266	27	)	)	PUNCT
ajfa-14866	266	28	ad40	ad40	PROPN
ajfa-14866	266	29	abliq	abliq	NOUN
ajfa-14866	266	30	0.023	0.023	NUM
ajfa-14866	266	31	*	*	NOUN
ajfa-14866	266	32	*	*	X
ajfa-14866	266	33	0.041	0.041	NUM
ajfa-14866	266	34	*	*	PUNCT
ajfa-14866	266	35	*	*	PROPN
ajfa-14866	266	36	-0.012	-0.012	INTJ
ajfa-14866	266	37	prob	prob	NOUN
ajfa-14866	266	38	(	(	PUNCT
ajfa-14866	266	39	0.03	0.03	NUM
ajfa-14866	266	40	)	)	PUNCT
ajfa-14866	266	41	(	(	PUNCT
ajfa-14866	266	42	0.02	0.02	NUM
ajfa-14866	266	43	)	)	PUNCT
ajfa-14866	266	44	(	(	PUNCT
ajfa-14866	266	45	0.34	0.34	NUM
ajfa-14866	266	46	)	)	PUNCT
ajfa-14866	266	47	r	r	NOUN
ajfa-14866	266	48	sq	sq	NUM
ajfa-14866	266	49	0.021	0.021	NUM
ajfa-14866	266	50	0.11	0.11	NUM
ajfa-14866	266	51	0.016	0.016	NUM
ajfa-14866	266	52	0.273	0.273	NUM
ajfa-14866	266	53	0.018	0.018	NUM
ajfa-14866	266	54	0.055	0.055	NUM
ajfa-14866	266	55	panel	panel	NOUN
ajfa-14866	266	56	c	c	NOUN
ajfa-14866	266	57	:	:	PUNCT
ajfa-14866	266	58	price	price	NOUN
ajfa-14866	266	59	pressure	pressure	NOUN
ajfa-14866	266	60	hypothesis	hypothesis	NOUN
ajfa-14866	266	61	dependent	dependent	ADJ
ajfa-14866	266	62	variable	variable	ADJ
ajfa-14866	266	63	ed	ed	NOUN
ajfa-14866	266	64	release	release	NOUN
ajfa-14866	266	65	window	window	NOUN
ajfa-14866	266	66	complete	complete	ADJ
ajfa-14866	266	67	period	period	NOUN
ajfa-14866	267	1	n	n	NOUN
ajfa-14866	267	2	=	=	SYM
ajfa-14866	267	3	38	38	NUM
ajfa-14866	267	4	i	i	PRON
ajfa-14866	267	5	period	period	NOUN
ajfa-14866	268	1	n	n	PROPN
ajfa-14866	268	2	=	=	SYM
ajfa-14866	268	3	18	18	NUM
ajfa-14866	268	4	ii	ii	PROPN
ajfa-14866	268	5	period	period	NOUN
ajfa-14866	268	6	n	n	NOUN
ajfa-14866	268	7	=	=	SYM
ajfa-14866	268	8	20	20	NUM
ajfa-14866	268	9	c	c	NOUN
ajfa-14866	268	10	-0.007	-0.007	PUNCT
ajfa-14866	268	11	-0.018	-0.018	PUNCT
ajfa-14866	268	12	-0.001	-0.001	X
ajfa-14866	268	13	prob	prob	NOUN
ajfa-14866	268	14	(	(	PUNCT
ajfa-14866	268	15	0.39	0.39	NUM
ajfa-14866	268	16	)	)	PUNCT
ajfa-14866	268	17	(	(	PUNCT
ajfa-14866	268	18	0.28	0.28	NUM
ajfa-14866	268	19	)	)	PUNCT
ajfa-14866	268	20	(	(	PUNCT
ajfa-14866	268	21	0.87	0.87	NUM
ajfa-14866	268	22	)	)	PUNCT
ajfa-14866	268	23	ed	ed	NOUN
ajfa-14866	268	24	window	window	NOUN
ajfa-14866	268	25	-0.257	-0.257	PROPN
ajfa-14866	268	26	-0.097	-0.097	X
ajfa-14866	268	27	-0.314	-0.314	VERB
ajfa-14866	268	28	(	(	PUNCT
ajfa-14866	268	29	0.26	0.26	NUM
ajfa-14866	268	30	)	)	PUNCT
ajfa-14866	268	31	(	(	PUNCT
ajfa-14866	268	32	0.81	0.81	NUM
ajfa-14866	268	33	)	)	PUNCT
ajfa-14866	268	34	(	(	PUNCT
ajfa-14866	268	35	0.28	0.28	NUM
ajfa-14866	268	36	)	)	PUNCT
ajfa-14866	268	37	r	r	NOUN
ajfa-14866	268	38	sq	sq	NUM
ajfa-14866	268	39	0.035	0.035	NUM
ajfa-14866	268	40	0.004	0.004	NUM
ajfa-14866	268	41	0.06	0.06	NUM
ajfa-14866	268	42	panel	panel	NOUN
ajfa-14866	268	43	d	d	NOUN
ajfa-14866	268	44	:	:	PUNCT
ajfa-14866	268	45	investor	investor	NOUN
ajfa-14866	268	46	awareness	awareness	NOUN
ajfa-14866	268	47	and	and	CCONJ
ajfa-14866	268	48	certification	certification	NOUN
ajfa-14866	268	49	hypothesis	hypothesis	NOUN
ajfa-14866	268	50	complete	complete	ADJ
ajfa-14866	268	51	period	period	NOUN
ajfa-14866	268	52	n=	n=	ADJ
ajfa-14866	268	53	50	50	NUM
ajfa-14866	268	54	i	i	PROPN
ajfa-14866	268	55	period	period	VERB
ajfa-14866	268	56	n=	n=	ADJ
ajfa-14866	268	57	23	23	NUM
ajfa-14866	268	58	ii	ii	PROPN
ajfa-14866	268	59	period	period	NOUN
ajfa-14866	268	60	n=	n=	ADJ
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ajfa-14866	268	62	mean	mean	NOUN
ajfa-14866	268	63	%	%	NOUN
ajfa-14866	268	64	change	change	NOUN
ajfa-14866	268	65	in	in	ADP
ajfa-14866	268	66	mfs	mfs	NOUN
ajfa-14866	268	67	holding	holding	NOUN
ajfa-14866	268	68	mean	mean	NOUN
ajfa-14866	268	69	-0.12	-0.12	NUM
ajfa-14866	268	70	%	%	NOUN
ajfa-14866	269	1	-0.53	-0.53	NOUN
ajfa-14866	269	2	%	%	NOUN
ajfa-14866	269	3	*	*	NOUN
ajfa-14866	269	4	0.22	0.22	NUM
ajfa-14866	269	5	%	%	NOUN
ajfa-14866	269	6	median	median	NOUN
ajfa-14866	269	7	0.04	0.04	NUM
ajfa-14866	269	8	%	%	NOUN
ajfa-14866	269	9	-0.44	-0.44	NUM
ajfa-14866	269	10	%	%	NOUN
ajfa-14866	269	11	0.20	0.20	NUM
ajfa-14866	269	12	%	%	NOUN
ajfa-14866	269	13	%	%	NOUN
ajfa-14866	269	14	change	change	NOUN
ajfa-14866	269	15	>	>	X
ajfa-14866	269	16	0	0	NUM
ajfa-14866	269	17	51.00	51.00	NUM
ajfa-14866	269	18	%	%	NOUN
ajfa-14866	269	19	41	41	NUM
ajfa-14866	269	20	%	%	NOUN
ajfa-14866	269	21	59.00	59.00	NUM
ajfa-14866	269	22	%	%	NOUN
ajfa-14866	269	23	mean	mean	NOUN
ajfa-14866	269	24	%	%	NOUN
ajfa-14866	269	25	change	change	NOUN
ajfa-14866	269	26	in	in	ADP
ajfa-14866	269	27	non	non	ADJ
ajfa-14866	269	28	mfs	mfs	NOUN
ajfa-14866	269	29	holding	holding	NOUN
ajfa-14866	269	30	mean	mean	NOUN
ajfa-14866	269	31	0.32	0.32	NUM
ajfa-14866	269	32	%	%	NOUN
ajfa-14866	269	33	*	*	NOUN
ajfa-14866	269	34	0.89	0.89	NUM
ajfa-14866	269	35	%	%	NOUN
ajfa-14866	269	36	*	*	PUNCT
ajfa-14866	269	37	-0.16	-0.16	NUM
ajfa-14866	269	38	%	%	INTJ
ajfa-14866	269	39	median	median	NOUN
ajfa-14866	269	40	0.17	0.17	NUM
ajfa-14866	269	41	%	%	NOUN
ajfa-14866	269	42	0.88	0.88	NUM
ajfa-14866	269	43	%	%	NOUN
ajfa-14866	269	44	-0.11	-0.11	NUM
ajfa-14866	269	45	%	%	NOUN
ajfa-14866	269	46	%	%	NOUN
ajfa-14866	269	47	change	change	NOUN
ajfa-14866	269	48	>	>	X
ajfa-14866	269	49	0	0	NUM
ajfa-14866	269	50	61	61	NUM
ajfa-14866	269	51	%	%	NOUN
ajfa-14866	269	52	73	73	NUM
ajfa-14866	269	53	%	%	NOUN
ajfa-14866	269	54	31	31	NUM
ajfa-14866	269	55	%	%	NOUN
ajfa-14866	269	56	asian	asian	ADJ
ajfa-14866	269	57	journal	journal	NOUN
ajfa-14866	269	58	of	of	ADP
ajfa-14866	269	59	finance	finance	PROPN
ajfa-14866	269	60	&	&	CCONJ
ajfa-14866	269	61	accounting	accounting	PROPN
ajfa-14866	269	62	issn	issn	PROPN
ajfa-14866	269	63	1946	1946	NUM
ajfa-14866	269	64	-	-	PUNCT
ajfa-14866	269	65	052x	052x	PROPN
ajfa-14866	269	66	2019	2019	NUM
ajfa-14866	269	67	,	,	PUNCT
ajfa-14866	269	68	vol	vol	NOUN
ajfa-14866	269	69	.	.	PROPN
ajfa-14866	269	70	11	11	NUM
ajfa-14866	269	71	,	,	PUNCT
ajfa-14866	269	72	no	no	INTJ
ajfa-14866	269	73	.	.	NOUN
ajfa-14866	269	74	1	1	NUM
ajfa-14866	269	75	322	322	NUM
ajfa-14866	269	76	ajfa.macrothink.org	ajfa.macrothink.org	VERB
ajfa-14866	269	77	the	the	DET
ajfa-14866	269	78	panel	panel	NOUN
ajfa-14866	269	79	a	a	DET
ajfa-14866	269	80	relates	relate	VERB
ajfa-14866	269	81	the	the	DET
ajfa-14866	269	82	abnormal	abnormal	ADJ
ajfa-14866	269	83	returns	return	NOUN
ajfa-14866	269	84	around	around	ADP
ajfa-14866	269	85	ad	ad	NOUN
ajfa-14866	269	86	with	with	ADP
ajfa-14866	269	87	the	the	DET
ajfa-14866	269	88	abnormal	abnormal	ADJ
ajfa-14866	269	89	volume	volume	NOUN
ajfa-14866	269	90	and	and	CCONJ
ajfa-14866	269	91	usual	usual	ADJ
ajfa-14866	269	92	volume	volume	NOUN
ajfa-14866	269	93	for	for	ADP
ajfa-14866	269	94	the	the	DET
ajfa-14866	269	95	complete	complete	ADJ
ajfa-14866	269	96	period	period	NOUN
ajfa-14866	269	97	and	and	CCONJ
ajfa-14866	269	98	first	first	ADJ
ajfa-14866	269	99	period	period	NOUN
ajfa-14866	269	100	and	and	CCONJ
ajfa-14866	269	101	second	second	ADJ
ajfa-14866	269	102	period	period	NOUN
ajfa-14866	269	103	.	.	PUNCT
ajfa-14866	270	1	the	the	DET
ajfa-14866	270	2	specified	specify	VERB
ajfa-14866	270	3	equations	equation	NOUN
ajfa-14866	270	4	are	be	AUX
ajfa-14866	270	5	ad2	ad2	PROPN
ajfa-14866	270	6	window	window	NOUN
ajfa-14866	270	7	car	car	NOUN
ajfa-14866	271	1	=	=	PUNCT
ajfa-14866	271	2	α	α	PROPN
ajfa-14866	271	3	+	+	X
ajfa-14866	271	4	ψ	ψ	X
ajfa-14866	271	5	*	*	PUNCT
ajfa-14866	271	6	ad2	ad2	PROPN
ajfa-14866	271	7	abvol	abvol	NOUN
ajfa-14866	271	8	+	+	CCONJ
ajfa-14866	271	9	εit	εit	PROPN
ajfa-14866	271	10	ad2	ad2	PROPN
ajfa-14866	271	11	window	window	NOUN
ajfa-14866	271	12	car	car	NOUN
ajfa-14866	272	1	=	=	PUNCT
ajfa-14866	272	2	α	α	PROPN
ajfa-14866	272	3	+	+	X
ajfa-14866	272	4	ψ	ψ	X
ajfa-14866	272	5	*	*	PUNCT
ajfa-14866	272	6	ad2	ad2	PROPN
ajfa-14866	272	7	abvol	abvol	NOUN
ajfa-14866	272	8	+	+	CCONJ
ajfa-14866	272	9	µ	µ	PROPN
ajfa-14866	272	10	*	*	PUNCT
ajfa-14866	272	11	usvol	usvol	NOUN
ajfa-14866	272	12	+	+	CCONJ
ajfa-14866	272	13	εit	εit	NOUN
ajfa-14866	272	14	.	.	PUNCT
ajfa-14866	273	1	the	the	DET
ajfa-14866	273	2	dependent	dependent	ADJ
ajfa-14866	273	3	variable	variable	NOUN
ajfa-14866	273	4	is	be	AUX
ajfa-14866	273	5	ad+1	ad+1	PROPN
ajfa-14866	273	6	to	to	PART
ajfa-14866	273	7	ad+2	ad+2	VERB
ajfa-14866	273	8	car	car	NOUN
ajfa-14866	273	9	.	.	PUNCT
ajfa-14866	274	1	abnormal	abnormal	ADJ
ajfa-14866	274	2	volume	volume	NOUN
ajfa-14866	274	3	isthe	isthe	ADJ
ajfa-14866	274	4	average	average	ADJ
ajfa-14866	274	5	vr	vr	NOUN
ajfa-14866	274	6	for	for	ADP
ajfa-14866	274	7	ad+1	ad+1	PROPN
ajfa-14866	274	8	and	and	CCONJ
ajfa-14866	274	9	ad+2	ad+2	INTJ
ajfa-14866	274	10	.	.	PUNCT
ajfa-14866	275	1	the	the	DET
ajfa-14866	275	2	usual	usual	ADJ
ajfa-14866	275	3	volume	volume	NOUN
ajfa-14866	275	4	is	be	AUX
ajfa-14866	275	5	the	the	DET
ajfa-14866	275	6	mean	mean	ADJ
ajfa-14866	275	7	vr	vr	NOUN
ajfa-14866	275	8	from	from	ADP
ajfa-14866	275	9	ad-10	ad-10	PRON
ajfa-14866	275	10	to	to	ADP
ajfa-14866	275	11	ad-5	ad-5	PROPN
ajfa-14866	275	12	.	.	PUNCT
ajfa-14866	276	1	the	the	DET
ajfa-14866	276	2	statistic	statistic	NOUN
ajfa-14866	276	3	and	and	CCONJ
ajfa-14866	276	4	associated	associate	VERB
ajfa-14866	276	5	p	p	NOUN
ajfa-14866	276	6	-	-	PUNCT
ajfa-14866	276	7	values	value	NOUN
ajfa-14866	276	8	are	be	AUX
ajfa-14866	276	9	given	give	VERB
ajfa-14866	276	10	.	.	PUNCT
ajfa-14866	277	1	*	*	PUNCT
ajfa-14866	277	2	*	*	PUNCT
ajfa-14866	277	3	,	,	PUNCT
ajfa-14866	277	4	*	*	PUNCT
ajfa-14866	277	5	represents	represent	VERB
ajfa-14866	277	6	significance	significance	NOUN
ajfa-14866	277	7	(	(	PUNCT
ajfa-14866	277	8	t	t	NOUN
ajfa-14866	277	9	-test	-test	PROPN
ajfa-14866	277	10	)	)	PUNCT
ajfa-14866	277	11	at	at	ADP
ajfa-14866	277	12	5	5	NUM
ajfa-14866	277	13	%	%	NOUN
ajfa-14866	277	14	level	level	NOUN
ajfa-14866	277	15	and	and	CCONJ
ajfa-14866	277	16	10	10	NUM
ajfa-14866	277	17	%	%	NOUN
ajfa-14866	277	18	level	level	NOUN
ajfa-14866	277	19	respectively	respectively	ADV
ajfa-14866	277	20	.	.	PUNCT
ajfa-14866	278	1	the	the	DET
ajfa-14866	278	2	panel	panel	NOUN
ajfa-14866	278	3	b	b	PROPN
ajfa-14866	278	4	relates	relate	VERB
ajfa-14866	278	5	the	the	DET
ajfa-14866	278	6	abnormal	abnormal	ADJ
ajfa-14866	278	7	return	return	NOUN
ajfa-14866	278	8	with	with	ADP
ajfa-14866	278	9	abnormal	abnormal	ADJ
ajfa-14866	278	10	volume	volume	NOUN
ajfa-14866	278	11	and	and	CCONJ
ajfa-14866	278	12	abnormal	abnormal	ADJ
ajfa-14866	278	13	liquidity	liquidity	NOUN
ajfa-14866	278	14	for	for	ADP
ajfa-14866	278	15	the	the	DET
ajfa-14866	278	16	complete	complete	ADJ
ajfa-14866	278	17	period	period	NOUN
ajfa-14866	278	18	and	and	CCONJ
ajfa-14866	278	19	first	first	ADJ
ajfa-14866	278	20	period	period	NOUN
ajfa-14866	278	21	and	and	CCONJ
ajfa-14866	278	22	second	second	ADJ
ajfa-14866	278	23	period	period	NOUN
ajfa-14866	278	24	.	.	PUNCT
ajfa-14866	279	1	the	the	DET
ajfa-14866	279	2	specified	specified	ADJ
ajfa-14866	279	3	equation	equation	NOUN
ajfa-14866	279	4	is	be	AUX
ajfa-14866	279	5	ad40	ad40	PROPN
ajfa-14866	279	6	car	car	NOUN
ajfa-14866	279	7	=	=	SYM
ajfa-14866	280	1	α0	α0	PROPN
ajfa-14866	280	2	+	+	ADJ
ajfa-14866	280	3	α1abvoli	α1abvoli	NOUN
ajfa-14866	280	4	+	+	CCONJ
ajfa-14866	280	5	α2abliqi	α2abliqi	NOUN
ajfa-14866	280	6	+	+	CCONJ
ajfa-14866	280	7	εit	εit	NOUN
ajfa-14866	280	8	car	car	NOUN
ajfa-14866	280	9	ad+1	ad+1	NOUN
ajfa-14866	280	10	to	to	ADP
ajfa-14866	280	11	ad+40(ad40	ad+40(ad40	PROPN
ajfa-14866	280	12	)	)	PUNCT
ajfa-14866	280	13	is	be	AUX
ajfa-14866	280	14	the	the	DET
ajfa-14866	280	15	dependent	dependent	ADJ
ajfa-14866	280	16	variable	variable	NOUN
ajfa-14866	280	17	.	.	PUNCT
ajfa-14866	281	1	ad40	ad40	PROPN
ajfa-14866	281	2	abvol	abvol	NOUN
ajfa-14866	281	3	is	be	AUX
ajfa-14866	281	4	the	the	DET
ajfa-14866	281	5	average	average	ADJ
ajfa-14866	281	6	vr	vr	NOUN
ajfa-14866	281	7	from	from	ADP
ajfa-14866	281	8	ad+1	ad+1	PROPN
ajfa-14866	281	9	to	to	PART
ajfa-14866	281	10	ad+40	ad+40	VERB
ajfa-14866	281	11	.	.	PUNCT
ajfa-14866	282	1	the	the	DET
ajfa-14866	282	2	abliq	abliq	NOUN
ajfa-14866	282	3	is	be	AUX
ajfa-14866	282	4	the	the	DET
ajfa-14866	282	5	average	average	ADJ
ajfa-14866	282	6	lr	lr	NOUN
ajfa-14866	282	7	from	from	ADP
ajfa-14866	282	8	ad+1	ad+1	PROPN
ajfa-14866	282	9	to	to	PART
ajfa-14866	282	10	ad+40	ad+40	VERB
ajfa-14866	282	11	.	.	PUNCT
ajfa-14866	283	1	the	the	DET
ajfa-14866	283	2	statistic	statistic	NOUN
ajfa-14866	283	3	and	and	CCONJ
ajfa-14866	283	4	associated	associate	VERB
ajfa-14866	283	5	p	p	NOUN
ajfa-14866	283	6	-	-	PUNCT
ajfa-14866	283	7	values	value	NOUN
ajfa-14866	283	8	are	be	AUX
ajfa-14866	283	9	given	give	VERB
ajfa-14866	283	10	.	.	PUNCT
ajfa-14866	284	1	*	*	PUNCT
ajfa-14866	284	2	*	*	PUNCT
ajfa-14866	284	3	,	,	PUNCT
ajfa-14866	284	4	*	*	PUNCT
ajfa-14866	284	5	represents	represent	VERB
ajfa-14866	284	6	significance	significance	NOUN
ajfa-14866	284	7	(	(	PUNCT
ajfa-14866	284	8	t	t	NOUN
ajfa-14866	284	9	-test	-test	PROPN
ajfa-14866	284	10	)	)	PUNCT
ajfa-14866	284	11	at	at	ADP
ajfa-14866	284	12	5	5	NUM
ajfa-14866	284	13	%	%	NOUN
ajfa-14866	284	14	level	level	NOUN
ajfa-14866	284	15	and	and	CCONJ
ajfa-14866	284	16	10	10	NUM
ajfa-14866	284	17	%	%	NOUN
ajfa-14866	284	18	level	level	NOUN
ajfa-14866	284	19	respectively	respectively	ADV
ajfa-14866	284	20	.	.	PUNCT
ajfa-14866	285	1	the	the	DET
ajfa-14866	285	2	panel	panel	NOUN
ajfa-14866	285	3	c	c	PROPN
ajfa-14866	285	4	relates	relate	VERB
ajfa-14866	285	5	the	the	DET
ajfa-14866	285	6	ed	ed	NOUN
ajfa-14866	285	7	release	release	NOUN
ajfa-14866	285	8	window	window	NOUN
ajfa-14866	285	9	car	car	NOUN
ajfa-14866	285	10	with	with	ADP
ajfa-14866	285	11	the	the	DET
ajfa-14866	285	12	ed	ed	PROPN
ajfa-14866	285	13	window	window	NOUN
ajfa-14866	285	14	car	car	NOUN
ajfa-14866	285	15	for	for	ADP
ajfa-14866	285	16	added	add	VERB
ajfa-14866	285	17	stocks	stock	NOUN
ajfa-14866	285	18	with	with	ADP
ajfa-14866	285	19	positive	positive	ADJ
ajfa-14866	285	20	ed	ed	NOUN
ajfa-14866	285	21	abnormal	abnormal	ADJ
ajfa-14866	285	22	return	return	NOUN
ajfa-14866	285	23	.	.	PUNCT
ajfa-14866	286	1	the	the	DET
ajfa-14866	286	2	specified	specified	ADJ
ajfa-14866	286	3	equation	equation	NOUN
ajfa-14866	286	4	is	be	AUX
ajfa-14866	286	5	pressure	pressure	NOUN
ajfa-14866	286	6	release	release	NOUN
ajfa-14866	286	7	window	window	NOUN
ajfa-14866	286	8	car	car	NOUN
ajfa-14866	286	9	=	=	SYM
ajfa-14866	286	10	α0	α0	ADJ
ajfa-14866	286	11	+	+	CCONJ
ajfa-14866	286	12	α1	α1	PROPN
ajfa-14866	286	13	ed	ed	NOUN
ajfa-14866	286	14	window	window	NOUN
ajfa-14866	286	15	car	car	NOUN
ajfa-14866	286	16	+	+	CCONJ
ajfa-14866	286	17	εit	εit	VERB
ajfa-14866	286	18	.	.	PUNCT
ajfa-14866	287	1	ed	ed	NOUN
ajfa-14866	287	2	release	release	NOUN
ajfa-14866	287	3	window	window	NOUN
ajfa-14866	287	4	car	car	NOUN
ajfa-14866	287	5	is	be	AUX
ajfa-14866	287	6	ed+1	ed+1	NUM
ajfa-14866	287	7	to	to	ADP
ajfa-14866	287	8	ed+3	ed+3	NUM
ajfa-14866	287	9	car	car	NOUN
ajfa-14866	287	10	.	.	PUNCT
ajfa-14866	288	1	ed	ed	NOUN
ajfa-14866	288	2	window	window	NOUN
ajfa-14866	288	3	car	car	NOUN
ajfa-14866	288	4	is	be	AUX
ajfa-14866	288	5	ed-1	ed-1	ADJ
ajfa-14866	288	6	to	to	ADP
ajfa-14866	288	7	ed	ed	PROPN
ajfa-14866	288	8	car	car	NOUN
ajfa-14866	288	9	.	.	PUNCT
ajfa-14866	289	1	the	the	DET
ajfa-14866	289	2	statistic	statistic	NOUN
ajfa-14866	289	3	and	and	CCONJ
ajfa-14866	289	4	associated	associate	VERB
ajfa-14866	289	5	p	p	NOUN
ajfa-14866	289	6	-	-	PUNCT
ajfa-14866	289	7	values	value	NOUN
ajfa-14866	289	8	are	be	AUX
ajfa-14866	289	9	reported	report	VERB
ajfa-14866	289	10	.	.	PUNCT
ajfa-14866	290	1	*	*	PUNCT
ajfa-14866	290	2	*	*	PUNCT
ajfa-14866	290	3	,	,	PUNCT
ajfa-14866	290	4	*	*	PUNCT
ajfa-14866	290	5	represents	represent	VERB
ajfa-14866	290	6	significance	significance	NOUN
ajfa-14866	290	7	(	(	PUNCT
ajfa-14866	290	8	t	t	NOUN
ajfa-14866	290	9	-test	-test	PROPN
ajfa-14866	290	10	)	)	PUNCT
ajfa-14866	290	11	at	at	ADP
ajfa-14866	290	12	5	5	NUM
ajfa-14866	290	13	%	%	NOUN
ajfa-14866	290	14	level	level	NOUN
ajfa-14866	290	15	and	and	CCONJ
ajfa-14866	290	16	10	10	NUM
ajfa-14866	290	17	%	%	NOUN
ajfa-14866	290	18	level	level	NOUN
ajfa-14866	290	19	respectively	respectively	ADV
ajfa-14866	290	20	.	.	PUNCT
ajfa-14866	291	1	panel	panel	NOUN
ajfa-14866	291	2	d	d	PROPN
ajfa-14866	291	3	compares	compare	VERB
ajfa-14866	291	4	the	the	DET
ajfa-14866	291	5	percentage	percentage	NOUN
ajfa-14866	291	6	of	of	ADP
ajfa-14866	291	7	shareholding	shareholding	NOUN
ajfa-14866	291	8	around	around	ADP
ajfa-14866	291	9	the	the	DET
ajfa-14866	291	10	nifty	nifty	ADJ
ajfa-14866	291	11	index	index	NOUN
ajfa-14866	291	12	additions	addition	NOUN
ajfa-14866	291	13	.	.	PUNCT
ajfa-14866	292	1	the	the	DET
ajfa-14866	292	2	percentage	percentage	NOUN
ajfa-14866	292	3	of	of	ADP
ajfa-14866	292	4	share	share	NOUN
ajfa-14866	292	5	holding	hold	VERB
ajfa-14866	292	6	data	datum	NOUN
ajfa-14866	292	7	before	before	SCONJ
ajfa-14866	292	8	ad	ad	NOUN
ajfa-14866	292	9	is	be	AUX
ajfa-14866	292	10	obtained	obtain	VERB
ajfa-14866	292	11	from	from	ADP
ajfa-14866	292	12	the	the	DET
ajfa-14866	292	13	quarter	quarter	NOUN
ajfa-14866	292	14	immediately	immediately	ADV
ajfa-14866	292	15	preceding	precede	VERB
ajfa-14866	292	16	the	the	DET
ajfa-14866	292	17	ad	ad	NOUN
ajfa-14866	292	18	.	.	PUNCT
ajfa-14866	293	1	the	the	DET
ajfa-14866	293	2	percentage	percentage	NOUN
ajfa-14866	293	3	of	of	ADP
ajfa-14866	293	4	share	share	NOUN
ajfa-14866	293	5	holding	hold	VERB
ajfa-14866	293	6	data	datum	NOUN
ajfa-14866	293	7	after	after	SCONJ
ajfa-14866	293	8	the	the	DET
ajfa-14866	293	9	effective	effective	ADJ
ajfa-14866	293	10	date	date	NOUN
ajfa-14866	293	11	is	be	AUX
ajfa-14866	293	12	obtained	obtain	VERB
ajfa-14866	293	13	is	be	AUX
ajfa-14866	293	14	obtained	obtain	VERB
ajfa-14866	293	15	six	six	NUM
ajfa-14866	293	16	months	month	NOUN
ajfa-14866	293	17	after	after	ADP
ajfa-14866	293	18	the	the	DET
ajfa-14866	293	19	effective	effective	ADJ
ajfa-14866	293	20	date	date	NOUN
ajfa-14866	293	21	.	.	PUNCT
ajfa-14866	294	1	*	*	PUNCT
ajfa-14866	294	2	*	*	PUNCT
ajfa-14866	294	3	,	,	PUNCT
ajfa-14866	294	4	*	*	PUNCT
ajfa-14866	294	5	represents	represent	VERB
ajfa-14866	294	6	significance	significance	NOUN
ajfa-14866	294	7	(	(	PUNCT
ajfa-14866	294	8	t	t	NOUN
ajfa-14866	294	9	-test	-test	PROPN
ajfa-14866	294	10	)	)	PUNCT
ajfa-14866	294	11	at	at	ADP
ajfa-14866	294	12	5	5	NUM
ajfa-14866	294	13	%	%	NOUN
ajfa-14866	294	14	level	level	NOUN
ajfa-14866	294	15	and	and	CCONJ
ajfa-14866	294	16	10	10	NUM
ajfa-14866	294	17	%	%	NOUN
ajfa-14866	294	18	level	level	NOUN
ajfa-14866	294	19	respectively	respectively	ADV
ajfa-14866	294	20	.	.	PUNCT
ajfa-14866	295	1	the	the	DET
ajfa-14866	295	2	non	non	ADJ
ajfa-14866	295	3	-	-	ADJ
ajfa-14866	295	4	mfs	mfs	ADJ
ajfa-14866	295	5	holding	holding	NOUN
ajfa-14866	295	6	includes	include	VERB
ajfa-14866	295	7	banks	bank	NOUN
ajfa-14866	295	8	,	,	PUNCT
ajfa-14866	295	9	insurance	insurance	NOUN
ajfa-14866	295	10	companies	company	NOUN
ajfa-14866	295	11	,	,	PUNCT
ajfa-14866	295	12	retail	retail	ADJ
ajfa-14866	295	13	investors	investor	NOUN
ajfa-14866	295	14	and	and	CCONJ
ajfa-14866	295	15	non	non	ADJ
ajfa-14866	295	16	-	-	ADJ
ajfa-14866	295	17	resident	resident	ADJ
ajfa-14866	295	18	indians	indians	PROPN
ajfa-14866	295	19	.	.	PUNCT
ajfa-14866	296	1	table	table	NOUN
ajfa-14866	296	2	4	4	NUM
ajfa-14866	296	3	panel	panel	NOUN
ajfa-14866	296	4	d	d	PROPN
ajfa-14866	296	5	reports	report	VERB
ajfa-14866	296	6	the	the	DET
ajfa-14866	296	7	paired	pair	VERB
ajfa-14866	296	8	changes	change	NOUN
ajfa-14866	296	9	where	where	SCONJ
ajfa-14866	296	10	the	the	DET
ajfa-14866	296	11	change	change	NOUN
ajfa-14866	296	12	for	for	ADP
ajfa-14866	296	13	each	each	DET
ajfa-14866	296	14	form	form	NOUN
ajfa-14866	296	15	is	be	AUX
ajfa-14866	296	16	calculated	calculate	VERB
ajfa-14866	296	17	before	before	ADP
ajfa-14866	296	18	calculating	calculate	VERB
ajfa-14866	296	19	the	the	DET
ajfa-14866	296	20	mean	mean	NOUN
ajfa-14866	296	21	and	and	CCONJ
ajfa-14866	296	22	median	median	NOUN
ajfa-14866	296	23	as	as	ADP
ajfa-14866	296	24	in	in	ADP
ajfa-14866	296	25	chen	chen	PROPN
ajfa-14866	296	26	et	et	PROPN
ajfa-14866	296	27	al	al	PROPN
ajfa-14866	296	28	.	.	PROPN
ajfa-14866	297	1	(	(	PUNCT
ajfa-14866	297	2	2003	2003	NUM
ajfa-14866	297	3	)	)	PUNCT
ajfa-14866	297	4	.	.	PUNCT
ajfa-14866	298	1	the	the	DET
ajfa-14866	298	2	mean	mean	ADJ
ajfa-14866	298	3	percentage	percentage	NOUN
ajfa-14866	298	4	change	change	NOUN
ajfa-14866	298	5	in	in	ADP
ajfa-14866	298	6	non	non	ADJ
ajfa-14866	298	7	-	-	ADJ
ajfa-14866	298	8	mf	mf	ADJ
ajfa-14866	298	9	shareholding	shareholding	NOUN
ajfa-14866	298	10	increases	increase	NOUN
ajfa-14866	298	11	by	by	ADP
ajfa-14866	298	12	a	a	DET
ajfa-14866	298	13	statistically	statistically	ADV
ajfa-14866	298	14	significant	significant	ADJ
ajfa-14866	298	15	0.32	0.32	NUM
ajfa-14866	298	16	%	%	NOUN
ajfa-14866	298	17	;	;	PUNCT
ajfa-14866	298	18	increases	increase	NOUN
ajfa-14866	298	19	by	by	ADP
ajfa-14866	298	20	a	a	DET
ajfa-14866	298	21	statistically	statistically	ADV
ajfa-14866	298	22	significant	significant	ADJ
ajfa-14866	298	23	0.89	0.89	NUM
ajfa-14866	298	24	%	%	NOUN
ajfa-14866	298	25	in	in	ADP
ajfa-14866	298	26	the	the	DET
ajfa-14866	298	27	first	first	ADJ
ajfa-14866	298	28	period	period	NOUN
ajfa-14866	298	29	;	;	PUNCT
ajfa-14866	298	30	and	and	CCONJ
ajfa-14866	298	31	reduces	reduce	VERB
ajfa-14866	298	32	by	by	ADP
ajfa-14866	298	33	0.16	0.16	NUM
ajfa-14866	298	34	%	%	NOUN
ajfa-14866	298	35	in	in	ADP
ajfa-14866	298	36	the	the	DET
ajfa-14866	298	37	second	second	ADJ
ajfa-14866	298	38	period	period	NOUN
ajfa-14866	298	39	.	.	PUNCT
ajfa-14866	299	1	the	the	DET
ajfa-14866	299	2	change	change	NOUN
ajfa-14866	299	3	in	in	ADP
ajfa-14866	299	4	the	the	DET
ajfa-14866	299	5	percentage	percentage	NOUN
ajfa-14866	299	6	of	of	ADP
ajfa-14866	299	7	non	non	ADJ
ajfa-14866	299	8	-	-	ADJ
ajfa-14866	299	9	mf	mf	ADJ
ajfa-14866	299	10	holding	holding	NOUN
ajfa-14866	299	11	is	be	AUX
ajfa-14866	299	12	large	large	ADJ
ajfa-14866	299	13	and	and	CCONJ
ajfa-14866	299	14	statistically	statistically	ADV
ajfa-14866	299	15	significant	significant	ADJ
ajfa-14866	299	16	for	for	ADP
ajfa-14866	299	17	the	the	DET
ajfa-14866	299	18	complete	complete	ADJ
ajfa-14866	299	19	period	period	NOUN
ajfa-14866	299	20	and	and	CCONJ
ajfa-14866	299	21	the	the	DET
ajfa-14866	299	22	first	first	ADJ
ajfa-14866	299	23	period	period	NOUN
ajfa-14866	299	24	.	.	PUNCT
ajfa-14866	300	1	asian	asian	ADJ
ajfa-14866	300	2	journal	journal	PROPN
ajfa-14866	300	3	of	of	ADP
ajfa-14866	300	4	finance	finance	PROPN
ajfa-14866	300	5	&	&	CCONJ
ajfa-14866	300	6	accounting	accounting	PROPN
ajfa-14866	300	7	issn	issn	PROPN
ajfa-14866	300	8	1946	1946	NUM
ajfa-14866	300	9	-	-	PUNCT
ajfa-14866	300	10	052x	052x	PROPN
ajfa-14866	300	11	2019	2019	NUM
ajfa-14866	300	12	,	,	PUNCT
ajfa-14866	300	13	vol	vol	NOUN
ajfa-14866	300	14	.	.	PROPN
ajfa-14866	300	15	11	11	NUM
ajfa-14866	300	16	,	,	PUNCT
ajfa-14866	300	17	no	no	INTJ
ajfa-14866	300	18	.	.	NOUN
ajfa-14866	300	19	1	1	NUM
ajfa-14866	300	20	323	323	NUM
ajfa-14866	300	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	300	22	when	when	SCONJ
ajfa-14866	300	23	the	the	DET
ajfa-14866	300	24	index	index	NOUN
ajfa-14866	300	25	funds	fund	NOUN
ajfa-14866	300	26	buys	buy	VERB
ajfa-14866	300	27	large	large	ADJ
ajfa-14866	300	28	amount	amount	NOUN
ajfa-14866	300	29	of	of	ADP
ajfa-14866	300	30	stock	stock	NOUN
ajfa-14866	300	31	following	follow	VERB
ajfa-14866	300	32	index	index	NOUN
ajfa-14866	300	33	additions	addition	NOUN
ajfa-14866	300	34	,	,	PUNCT
ajfa-14866	300	35	pressure	pressure	NOUN
ajfa-14866	300	36	is	be	AUX
ajfa-14866	300	37	exerted	exert	VERB
ajfa-14866	300	38	on	on	ADP
ajfa-14866	300	39	the	the	DET
ajfa-14866	300	40	non	non	NOUN
ajfa-14866	300	41	-	-	NOUN
ajfa-14866	300	42	mfs	mfs	NOUN
ajfa-14866	300	43	in	in	ADP
ajfa-14866	300	44	general	general	ADJ
ajfa-14866	300	45	and	and	CCONJ
ajfa-14866	300	46	non	non	ADJ
ajfa-14866	300	47	-	-	ADJ
ajfa-14866	300	48	institutional	institutional	ADJ
ajfa-14866	300	49	investors	investor	NOUN
ajfa-14866	300	50	in	in	ADP
ajfa-14866	300	51	particular	particular	ADJ
ajfa-14866	300	52	in	in	ADP
ajfa-14866	300	53	the	the	DET
ajfa-14866	300	54	direction	direction	NOUN
ajfa-14866	300	55	of	of	ADP
ajfa-14866	300	56	reduction	reduction	NOUN
ajfa-14866	300	57	in	in	ADP
ajfa-14866	300	58	the	the	DET
ajfa-14866	300	59	shareholding	shareholding	NOUN
ajfa-14866	300	60	in	in	ADP
ajfa-14866	300	61	the	the	DET
ajfa-14866	300	62	absence	absence	NOUN
ajfa-14866	300	63	of	of	ADP
ajfa-14866	300	64	opposite	opposite	ADJ
ajfa-14866	300	65	forces	force	NOUN
ajfa-14866	300	66	like	like	ADP
ajfa-14866	300	67	certification	certification	NOUN
ajfa-14866	300	68	or	or	CCONJ
ajfa-14866	300	69	investor	investor	NOUN
ajfa-14866	300	70	awareness	awareness	NOUN
ajfa-14866	300	71	chen	chen	PROPN
ajfa-14866	300	72	et	et	PROPN
ajfa-14866	300	73	al	al	PROPN
ajfa-14866	300	74	.	.	PROPN
ajfa-14866	301	1	(	(	PUNCT
ajfa-14866	301	2	2003	2003	NUM
ajfa-14866	301	3	)	)	PUNCT
ajfa-14866	301	4	.	.	PUNCT
ajfa-14866	302	1	even	even	ADV
ajfa-14866	302	2	though	though	ADV
ajfa-14866	302	3	,	,	PUNCT
ajfa-14866	302	4	index	index	NOUN
ajfa-14866	302	5	funds	fund	NOUN
ajfa-14866	302	6	have	have	AUX
ajfa-14866	302	7	grown	grow	VERB
ajfa-14866	302	8	compared	compare	VERB
ajfa-14866	302	9	to	to	ADP
ajfa-14866	302	10	the	the	DET
ajfa-14866	302	11	first	first	ADJ
ajfa-14866	302	12	period	period	NOUN
ajfa-14866	302	13	,	,	PUNCT
ajfa-14866	302	14	the	the	DET
ajfa-14866	302	15	substantial	substantial	ADJ
ajfa-14866	302	16	increase	increase	NOUN
ajfa-14866	302	17	in	in	ADP
ajfa-14866	302	18	percentage	percentage	NOUN
ajfa-14866	302	19	change	change	NOUN
ajfa-14866	302	20	in	in	ADP
ajfa-14866	302	21	non	non	ADJ
ajfa-14866	302	22	-	-	ADJ
ajfa-14866	302	23	mf	mf	ADJ
ajfa-14866	302	24	shareholding	shareholding	NOUN
ajfa-14866	302	25	supports	support	VERB
ajfa-14866	302	26	the	the	DET
ajfa-14866	302	27	investor	investor	NOUN
ajfa-14866	302	28	awareness	awareness	NOUN
ajfa-14866	302	29	and	and	CCONJ
ajfa-14866	302	30	certification	certification	NOUN
ajfa-14866	302	31	hypothesis	hypothesis	NOUN
ajfa-14866	302	32	in	in	ADP
ajfa-14866	302	33	the	the	DET
ajfa-14866	302	34	complete	complete	ADJ
ajfa-14866	302	35	period	period	NOUN
ajfa-14866	302	36	and	and	CCONJ
ajfa-14866	302	37	the	the	DET
ajfa-14866	302	38	first	first	ADJ
ajfa-14866	302	39	period	period	NOUN
ajfa-14866	302	40	.	.	PUNCT
ajfa-14866	303	1	the	the	DET
ajfa-14866	303	2	mean	mean	ADJ
ajfa-14866	303	3	percentage	percentage	NOUN
ajfa-14866	303	4	change	change	NOUN
ajfa-14866	303	5	in	in	ADP
ajfa-14866	303	6	mf	mf	NOUN
ajfa-14866	303	7	shareholding	shareholding	NOUN
ajfa-14866	303	8	falls	fall	VERB
ajfa-14866	303	9	by	by	ADP
ajfa-14866	303	10	0.12	0.12	NUM
ajfa-14866	303	11	%	%	NOUN
ajfa-14866	303	12	in	in	ADP
ajfa-14866	303	13	the	the	DET
ajfa-14866	303	14	complete	complete	ADJ
ajfa-14866	303	15	period	period	NOUN
ajfa-14866	303	16	;	;	PUNCT
ajfa-14866	303	17	falls	fall	VERB
ajfa-14866	303	18	by	by	ADP
ajfa-14866	303	19	a	a	DET
ajfa-14866	303	20	statistically	statistically	ADV
ajfa-14866	303	21	significant	significant	ADJ
ajfa-14866	303	22	0.53	0.53	NUM
ajfa-14866	303	23	%	%	NOUN
ajfa-14866	303	24	in	in	ADP
ajfa-14866	303	25	the	the	DET
ajfa-14866	303	26	first	first	ADJ
ajfa-14866	303	27	period	period	NOUN
ajfa-14866	303	28	and	and	CCONJ
ajfa-14866	303	29	increases	increase	NOUN
ajfa-14866	303	30	by	by	ADP
ajfa-14866	303	31	0.22	0.22	NUM
ajfa-14866	303	32	%	%	NOUN
ajfa-14866	303	33	in	in	ADP
ajfa-14866	303	34	the	the	DET
ajfa-14866	303	35	second	second	ADJ
ajfa-14866	303	36	period	period	NOUN
ajfa-14866	303	37	.	.	PUNCT
ajfa-14866	304	1	the	the	DET
ajfa-14866	304	2	increase	increase	NOUN
ajfa-14866	304	3	in	in	ADP
ajfa-14866	304	4	the	the	DET
ajfa-14866	304	5	percentage	percentage	NOUN
ajfa-14866	304	6	of	of	ADP
ajfa-14866	304	7	mf	mf	NOUN
ajfa-14866	304	8	shareholding	shareholding	NOUN
ajfa-14866	304	9	and	and	CCONJ
ajfa-14866	304	10	decrease	decrease	NOUN
ajfa-14866	304	11	in	in	ADP
ajfa-14866	304	12	the	the	DET
ajfa-14866	304	13	percentage	percentage	NOUN
ajfa-14866	304	14	of	of	ADP
ajfa-14866	304	15	non	non	ADJ
ajfa-14866	304	16	-	-	ADJ
ajfa-14866	304	17	mf	mf	ADJ
ajfa-14866	304	18	shareholding17	shareholding17	NOUN
ajfa-14866	304	19	in	in	ADP
ajfa-14866	304	20	the	the	DET
ajfa-14866	304	21	second	second	ADJ
ajfa-14866	304	22	period	period	NOUN
ajfa-14866	304	23	also	also	ADV
ajfa-14866	304	24	corroborate	corroborate	VERB
ajfa-14866	304	25	earlier	early	ADJ
ajfa-14866	304	26	evidence	evidence	NOUN
ajfa-14866	304	27	suggesting	suggest	VERB
ajfa-14866	304	28	that	that	SCONJ
ajfa-14866	304	29	the	the	DET
ajfa-14866	304	30	dsdc	dsdc	NOUN
ajfa-14866	304	31	hypothesis	hypothesis	NOUN
ajfa-14866	304	32	might	might	AUX
ajfa-14866	304	33	explain	explain	VERB
ajfa-14866	304	34	the	the	DET
ajfa-14866	304	35	price	price	NOUN
ajfa-14866	304	36	effects	effect	NOUN
ajfa-14866	304	37	in	in	ADP
ajfa-14866	304	38	that	that	DET
ajfa-14866	304	39	sub	sub	NOUN
ajfa-14866	304	40	period	period	NOUN
ajfa-14866	304	41	.	.	PUNCT
ajfa-14866	305	1	4.3.4	4.3.4	NUM
ajfa-14866	305	2	tests	test	NOUN
ajfa-14866	305	3	for	for	ADP
ajfa-14866	305	4	liquidity	liquidity	NOUN
ajfa-14866	305	5	hypothesis	hypothesis	NOUN
ajfa-14866	305	6	chen	chen	PROPN
ajfa-14866	305	7	et	et	PROPN
ajfa-14866	305	8	al	al	PROPN
ajfa-14866	305	9	(	(	PUNCT
ajfa-14866	305	10	2003	2003	NUM
ajfa-14866	305	11	)	)	PUNCT
ajfa-14866	305	12	contend	contend	VERB
ajfa-14866	305	13	that	that	SCONJ
ajfa-14866	305	14	liquidity	liquidity	NOUN
ajfa-14866	305	15	can	can	AUX
ajfa-14866	305	16	improve	improve	VERB
ajfa-14866	305	17	without	without	ADP
ajfa-14866	305	18	information	information	NOUN
ajfa-14866	305	19	production	production	NOUN
ajfa-14866	305	20	provided	provide	VERB
ajfa-14866	305	21	there	there	PRON
ajfa-14866	305	22	is	be	VERB
ajfa-14866	305	23	an	an	DET
ajfa-14866	305	24	increase	increase	NOUN
ajfa-14866	305	25	in	in	ADP
ajfa-14866	305	26	the	the	DET
ajfa-14866	305	27	trading	trading	NOUN
ajfa-14866	305	28	volume	volume	NOUN
ajfa-14866	305	29	.	.	PUNCT
ajfa-14866	306	1	the	the	DET
ajfa-14866	306	2	reason	reason	NOUN
ajfa-14866	306	3	being	be	AUX
ajfa-14866	306	4	the	the	DET
ajfa-14866	306	5	increase	increase	NOUN
ajfa-14866	306	6	in	in	ADP
ajfa-14866	306	7	trading	trading	NOUN
ajfa-14866	306	8	volume	volume	NOUN
ajfa-14866	306	9	normally	normally	ADV
ajfa-14866	306	10	lowers	lower	VERB
ajfa-14866	306	11	the	the	DET
ajfa-14866	306	12	cost	cost	NOUN
ajfa-14866	306	13	of	of	ADP
ajfa-14866	306	14	trading	trading	NOUN
ajfa-14866	306	15	by	by	ADP
ajfa-14866	306	16	reducing	reduce	VERB
ajfa-14866	306	17	the	the	DET
ajfa-14866	306	18	inventory	inventory	NOUN
ajfa-14866	306	19	cost	cost	NOUN
ajfa-14866	306	20	of	of	ADP
ajfa-14866	306	21	market	market	NOUN
ajfa-14866	306	22	makers	maker	NOUN
ajfa-14866	306	23	.	.	PUNCT
ajfa-14866	307	1	on	on	ADP
ajfa-14866	307	2	the	the	DET
ajfa-14866	307	3	other	other	ADJ
ajfa-14866	307	4	hand	hand	NOUN
ajfa-14866	307	5	,	,	PUNCT
ajfa-14866	307	6	indexing	indexing	NOUN
ajfa-14866	307	7	could	could	AUX
ajfa-14866	307	8	also	also	ADV
ajfa-14866	307	9	reduce	reduce	VERB
ajfa-14866	307	10	liquidity	liquidity	NOUN
ajfa-14866	307	11	.	.	PUNCT
ajfa-14866	308	1	the	the	DET
ajfa-14866	308	2	results	result	NOUN
ajfa-14866	308	3	in	in	ADP
ajfa-14866	308	4	table	table	NOUN
ajfa-14866	308	5	2	2	NUM
ajfa-14866	308	6	suggest	suggest	VERB
ajfa-14866	308	7	that	that	SCONJ
ajfa-14866	308	8	there	there	PRON
ajfa-14866	308	9	is	be	VERB
ajfa-14866	308	10	no	no	DET
ajfa-14866	308	11	significant	significant	ADJ
ajfa-14866	308	12	abnormal	abnormal	ADJ
ajfa-14866	308	13	volume	volume	NOUN
ajfa-14866	308	14	in	in	ADP
ajfa-14866	308	15	any	any	DET
ajfa-14866	308	16	chosen	choose	VERB
ajfa-14866	308	17	event	event	NOUN
ajfa-14866	308	18	windows	window	NOUN
ajfa-14866	308	19	,	,	PUNCT
ajfa-14866	308	20	except	except	SCONJ
ajfa-14866	308	21	ed	ed	PROPN
ajfa-14866	308	22	window	window	NOUN
ajfa-14866	308	23	for	for	ADP
ajfa-14866	308	24	both	both	CCONJ
ajfa-14866	308	25	the	the	DET
ajfa-14866	308	26	complete	complete	ADJ
ajfa-14866	308	27	period	period	NOUN
ajfa-14866	308	28	and	and	CCONJ
ajfa-14866	308	29	first	first	ADJ
ajfa-14866	308	30	period	period	NOUN
ajfa-14866	308	31	.	.	PUNCT
ajfa-14866	309	1	also	also	ADV
ajfa-14866	309	2	,	,	PUNCT
ajfa-14866	309	3	there	there	PRON
ajfa-14866	309	4	is	be	VERB
ajfa-14866	309	5	a	a	DET
ajfa-14866	309	6	significant	significant	ADJ
ajfa-14866	309	7	volume	volume	NOUN
ajfa-14866	309	8	increase	increase	NOUN
ajfa-14866	309	9	around	around	ADP
ajfa-14866	309	10	ad	ad	NOUN
ajfa-14866	309	11	,	,	PUNCT
ajfa-14866	309	12	only	only	ADV
ajfa-14866	309	13	for	for	ADP
ajfa-14866	309	14	the	the	DET
ajfa-14866	309	15	second	second	ADJ
ajfa-14866	309	16	period	period	NOUN
ajfa-14866	309	17	.	.	PUNCT
ajfa-14866	310	1	consequently	consequently	ADV
ajfa-14866	310	2	,	,	PUNCT
ajfa-14866	310	3	if	if	SCONJ
ajfa-14866	310	4	there	there	PRON
ajfa-14866	310	5	is	be	VERB
ajfa-14866	310	6	an	an	DET
ajfa-14866	310	7	increased	increase	VERB
ajfa-14866	310	8	interest	interest	NOUN
ajfa-14866	310	9	for	for	ADP
ajfa-14866	310	10	the	the	DET
ajfa-14866	310	11	added	add	VERB
ajfa-14866	310	12	stocks	stock	NOUN
ajfa-14866	310	13	,	,	PUNCT
ajfa-14866	310	14	liquidity	liquidity	NOUN
ajfa-14866	310	15	increase	increase	NOUN
ajfa-14866	310	16	could	could	AUX
ajfa-14866	310	17	be	be	AUX
ajfa-14866	310	18	due	due	ADJ
ajfa-14866	310	19	to	to	ADP
ajfa-14866	310	20	increased	increase	VERB
ajfa-14866	310	21	information	information	NOUN
ajfa-14866	310	22	production	production	NOUN
ajfa-14866	310	23	by	by	ADP
ajfa-14866	310	24	analysts	analyst	NOUN
ajfa-14866	310	25	and	and	CCONJ
ajfa-14866	310	26	others	other	NOUN
ajfa-14866	310	27	.	.	PUNCT
ajfa-14866	311	1	this	this	DET
ajfa-14866	311	2	study	study	NOUN
ajfa-14866	311	3	specifies	specify	VERB
ajfa-14866	311	4	a	a	DET
ajfa-14866	311	5	regression	regression	NOUN
ajfa-14866	311	6	model	model	NOUN
ajfa-14866	311	7	with	with	ADP
ajfa-14866	311	8	the	the	DET
ajfa-14866	311	9	permanent	permanent	ADJ
ajfa-14866	311	10	window	window	NOUN
ajfa-14866	311	11	car	car	NOUN
ajfa-14866	311	12	as	as	ADP
ajfa-14866	311	13	the	the	DET
ajfa-14866	311	14	dependent	dependent	ADJ
ajfa-14866	311	15	variable	variable	NOUN
ajfa-14866	311	16	and	and	CCONJ
ajfa-14866	311	17	the	the	DET
ajfa-14866	311	18	regressors	regressor	NOUN
ajfa-14866	311	19	are	be	AUX
ajfa-14866	311	20	proxies	proxy	NOUN
ajfa-14866	311	21	for	for	ADP
ajfa-14866	311	22	liquidity	liquidity	NOUN
ajfa-14866	311	23	(	(	PUNCT
ajfa-14866	311	24	liquidity	liquidity	NOUN
ajfa-14866	311	25	ratio	ratio	NOUN
ajfa-14866	311	26	)	)	PUNCT
ajfa-14866	311	27	and	and	CCONJ
ajfa-14866	311	28	volume	volume	NOUN
ajfa-14866	311	29	(	(	PUNCT
ajfa-14866	311	30	volume	volume	NOUN
ajfa-14866	311	31	ratio	ratio	NOUN
ajfa-14866	311	32	)	)	PUNCT
ajfa-14866	311	33	.	.	PUNCT
ajfa-14866	312	1	the	the	DET
ajfa-14866	312	2	model	model	NOUN
ajfa-14866	312	3	is	be	AUX
ajfa-14866	312	4	similar	similar	ADJ
ajfa-14866	312	5	in	in	ADP
ajfa-14866	312	6	spirit	spirit	PROPN
ajfa-14866	312	7	to	to	PART
ajfa-14866	312	8	beneish	beneish	VERB
ajfa-14866	312	9	and	and	CCONJ
ajfa-14866	312	10	gardner	gardner	NOUN
ajfa-14866	312	11	(	(	PUNCT
ajfa-14866	312	12	1995	1995	NUM
ajfa-14866	312	13	)	)	PUNCT
ajfa-14866	312	14	and	and	CCONJ
ajfa-14866	312	15	gregoriou	gregoriou	VERB
ajfa-14866	312	16	et	et	PROPN
ajfa-14866	312	17	al	al	PROPN
ajfa-14866	312	18	.	.	PUNCT
ajfa-14866	313	1	(	(	PUNCT
ajfa-14866	313	2	2006	2006	NUM
ajfa-14866	313	3	)	)	PUNCT
ajfa-14866	313	4	.	.	PUNCT
ajfa-14866	314	1	ad40	ad40	ADJ
ajfa-14866	314	2	car	car	NOUN
ajfa-14866	314	3	=	=	SYM
ajfa-14866	314	4	α0	α0	PROPN
ajfa-14866	314	5	+	+	ADJ
ajfa-14866	314	6	α1abvoli	α1abvoli	NOUN
ajfa-14866	314	7	+	+	CCONJ
ajfa-14866	314	8	α2abliqi	α2abliqi	NOUN
ajfa-14866	314	9	+	+	CCONJ
ajfa-14866	314	10	εit	εit	PROPN
ajfa-14866	314	11	(	(	PUNCT
ajfa-14866	314	12	9	9	NUM
ajfa-14866	314	13	)	)	PUNCT
ajfa-14866	314	14	where	where	SCONJ
ajfa-14866	314	15	,	,	PUNCT
ajfa-14866	314	16	ad40	ad40	PROPN
ajfa-14866	314	17	car	car	NOUN
ajfa-14866	314	18	is	be	AUX
ajfa-14866	314	19	the	the	DET
ajfa-14866	314	20	mcar	mcar	NOUN
ajfa-14866	314	21	from	from	ADP
ajfa-14866	314	22	ad+1	ad+1	PROPN
ajfa-14866	314	23	to	to	PART
ajfa-14866	314	24	ad+40	ad+40	VERB
ajfa-14866	314	25	,	,	PUNCT
ajfa-14866	314	26	abvol	abvol	NOUN
ajfa-14866	314	27	is	be	AUX
ajfa-14866	314	28	the	the	DET
ajfa-14866	314	29	mean	mean	ADJ
ajfa-14866	314	30	vr	vr	NOUN
ajfa-14866	314	31	and	and	CCONJ
ajfa-14866	314	32	abliq	abliq	NOUN
ajfa-14866	314	33	is	be	AUX
ajfa-14866	314	34	the	the	DET
ajfa-14866	314	35	mean	mean	ADJ
ajfa-14866	314	36	lr	lr	NOUN
ajfa-14866	314	37	for	for	ADP
ajfa-14866	314	38	the	the	DET
ajfa-14866	314	39	same	same	ADJ
ajfa-14866	314	40	period	period	NOUN
ajfa-14866	314	41	.	.	PUNCT
ajfa-14866	315	1	table	table	NOUN
ajfa-14866	315	2	4	4	NUM
ajfa-14866	315	3	,	,	PUNCT
ajfa-14866	315	4	panel	panel	NOUN
ajfa-14866	315	5	b	b	PROPN
ajfa-14866	315	6	presents	present	VERB
ajfa-14866	315	7	the	the	DET
ajfa-14866	315	8	results	result	NOUN
ajfa-14866	315	9	of	of	ADP
ajfa-14866	315	10	the	the	DET
ajfa-14866	315	11	cross	cross	NOUN
ajfa-14866	315	12	sectional	sectional	ADJ
ajfa-14866	315	13	regression	regression	NOUN
ajfa-14866	315	14	.	.	PUNCT
ajfa-14866	316	1	the	the	DET
ajfa-14866	316	2	variable	variable	ADJ
ajfa-14866	316	3	abvol	abvol	NOUN
ajfa-14866	316	4	,	,	PUNCT
ajfa-14866	316	5	though	though	SCONJ
ajfa-14866	316	6	positive	positive	ADJ
ajfa-14866	316	7	,	,	PUNCT
ajfa-14866	316	8	is	be	AUX
ajfa-14866	316	9	not	not	PART
ajfa-14866	316	10	significant	significant	ADJ
ajfa-14866	316	11	for	for	ADP
ajfa-14866	316	12	the	the	DET
ajfa-14866	316	13	complete	complete	ADJ
ajfa-14866	316	14	period	period	NOUN
ajfa-14866	316	15	,	,	PUNCT
ajfa-14866	316	16	first	first	ADJ
ajfa-14866	316	17	period	period	NOUN
ajfa-14866	316	18	and	and	CCONJ
ajfa-14866	316	19	second	second	ADJ
ajfa-14866	316	20	period	period	NOUN
ajfa-14866	316	21	.	.	PUNCT
ajfa-14866	317	1	the	the	DET
ajfa-14866	317	2	variable	variable	ADJ
ajfa-14866	317	3	abliq	abliq	NOUN
ajfa-14866	317	4	is	be	AUX
ajfa-14866	317	5	positive	positive	ADJ
ajfa-14866	317	6	and	and	CCONJ
ajfa-14866	317	7	statistically	statistically	ADV
ajfa-14866	317	8	significant	significant	ADJ
ajfa-14866	317	9	for	for	ADP
ajfa-14866	317	10	the	the	DET
ajfa-14866	317	11	complete	complete	ADJ
ajfa-14866	317	12	period	period	NOUN
ajfa-14866	317	13	and	and	CCONJ
ajfa-14866	317	14	first	first	ADJ
ajfa-14866	317	15	sub	sub	NOUN
ajfa-14866	317	16	period	period	NOUN
ajfa-14866	317	17	.	.	PUNCT
ajfa-14866	318	1	similar	similar	ADJ
ajfa-14866	318	2	results	result	NOUN
ajfa-14866	318	3	were	be	AUX
ajfa-14866	318	4	evidenced	evidence	VERB
ajfa-14866	318	5	with	with	ADP
ajfa-14866	318	6	ad60	ad60	PROPN
ajfa-14866	318	7	as	as	ADP
ajfa-14866	318	8	the	the	DET
ajfa-14866	318	9	dependent	dependent	ADJ
ajfa-14866	318	10	variable	variable	NOUN
ajfa-14866	318	11	.	.	PUNCT
ajfa-14866	319	1	these	these	DET
ajfa-14866	319	2	results	result	NOUN
ajfa-14866	319	3	corroborate	corroborate	VERB
ajfa-14866	319	4	the	the	DET
ajfa-14866	319	5	earlier	early	ADV
ajfa-14866	319	6	finding	find	VERB
ajfa-14866	319	7	that	that	SCONJ
ajfa-14866	319	8	information	information	NOUN
ajfa-14866	319	9	related	relate	VERB
ajfa-14866	319	10	effects	effect	NOUN
ajfa-14866	319	11	might	might	AUX
ajfa-14866	319	12	explain	explain	VERB
ajfa-14866	319	13	the	the	DET
ajfa-14866	319	14	permanent	permanent	ADJ
ajfa-14866	319	15	abnormal	abnormal	ADJ
ajfa-14866	319	16	return	return	NOUN
ajfa-14866	319	17	in	in	ADP
ajfa-14866	319	18	the	the	DET
ajfa-14866	319	19	complete	complete	ADJ
ajfa-14866	319	20	period	period	NOUN
ajfa-14866	319	21	and	and	CCONJ
ajfa-14866	319	22	first	first	ADJ
ajfa-14866	319	23	period	period	NOUN
ajfa-14866	319	24	.	.	PUNCT
ajfa-14866	320	1	the	the	DET
ajfa-14866	320	2	variable	variable	ADJ
ajfa-14866	320	3	abliq	abliq	NOUN
ajfa-14866	320	4	is	be	AUX
ajfa-14866	320	5	negative	negative	ADJ
ajfa-14866	320	6	and	and	CCONJ
ajfa-14866	320	7	not	not	PART
ajfa-14866	320	8	significant	significant	ADJ
ajfa-14866	320	9	in	in	ADP
ajfa-14866	320	10	the	the	DET
ajfa-14866	320	11	second	second	ADJ
ajfa-14866	320	12	sub	sub	NOUN
ajfa-14866	320	13	period	period	NOUN
ajfa-14866	320	14	suggesting	suggest	VERB
ajfa-14866	320	15	that	that	SCONJ
ajfa-14866	320	16	the	the	DET
ajfa-14866	320	17	information	information	NOUN
ajfa-14866	320	18	related	relate	VERB
ajfa-14866	320	19	effects	effect	NOUN
ajfa-14866	320	20	might	might	AUX
ajfa-14866	320	21	not	not	PART
ajfa-14866	320	22	explain	explain	VERB
ajfa-14866	320	23	the	the	DET
ajfa-14866	320	24	permanent	permanent	ADJ
ajfa-14866	320	25	abnormal	abnormal	ADJ
ajfa-14866	320	26	return	return	NOUN
ajfa-14866	320	27	in	in	ADP
ajfa-14866	320	28	second	second	ADJ
ajfa-14866	320	29	sub	sub	NOUN
ajfa-14866	320	30	period	period	NOUN
ajfa-14866	320	31	.	.	PUNCT
ajfa-14866	321	1	the	the	DET
ajfa-14866	321	2	results	result	NOUN
ajfa-14866	321	3	for	for	ADP
ajfa-14866	321	4	the	the	DET
ajfa-14866	321	5	first	first	ADJ
ajfa-14866	321	6	period	period	NOUN
ajfa-14866	321	7	is	be	AUX
ajfa-14866	321	8	similar	similar	ADJ
ajfa-14866	321	9	to	to	ADP
ajfa-14866	321	10	that	that	PRON
ajfa-14866	321	11	of	of	ADP
ajfa-14866	321	12	hacibedel	hacibedel	PROPN
ajfa-14866	321	13	&	&	CCONJ
ajfa-14866	321	14	von	von	PROPN
ajfa-14866	321	15	bommel	bommel	PROPN
ajfa-14866	321	16	(	(	PUNCT
ajfa-14866	321	17	2007	2007	NUM
ajfa-14866	321	18	)	)	PUNCT
ajfa-14866	321	19	that	that	SCONJ
ajfa-14866	321	20	index	index	NOUN
ajfa-14866	321	21	changes	change	NOUN
ajfa-14866	321	22	in	in	ADP
ajfa-14866	321	23	emerging	emerge	VERB
ajfa-14866	321	24	markets	market	NOUN
ajfa-14866	321	25	are	be	AUX
ajfa-14866	321	26	not	not	PART
ajfa-14866	321	27	information	information	NOUN
ajfa-14866	321	28	free	free	ADJ
ajfa-14866	321	29	events	event	NOUN
ajfa-14866	321	30	.	.	PUNCT
ajfa-14866	322	1	however	however	ADV
ajfa-14866	322	2	,	,	PUNCT
ajfa-14866	322	3	the	the	DET
ajfa-14866	322	4	second	second	ADJ
ajfa-14866	322	5	period	period	NOUN
ajfa-14866	322	6	results	result	NOUN
ajfa-14866	322	7	are	be	AUX
ajfa-14866	322	8	similar	similar	ADJ
ajfa-14866	322	9	to	to	ADP
ajfa-14866	322	10	that	that	PRON
ajfa-14866	322	11	of	of	ADP
ajfa-14866	322	12	the	the	DET
ajfa-14866	322	13	mature	mature	ADJ
ajfa-14866	322	14	markets	market	NOUN
ajfa-14866	322	15	.	.	PUNCT
ajfa-14866	323	1	asian	asian	ADJ
ajfa-14866	323	2	journal	journal	PROPN
ajfa-14866	323	3	of	of	ADP
ajfa-14866	323	4	finance	finance	PROPN
ajfa-14866	323	5	&	&	CCONJ
ajfa-14866	323	6	accounting	accounting	PROPN
ajfa-14866	323	7	issn	issn	PROPN
ajfa-14866	323	8	1946	1946	NUM
ajfa-14866	323	9	-	-	PUNCT
ajfa-14866	323	10	052x	052x	PROPN
ajfa-14866	323	11	2019	2019	NUM
ajfa-14866	323	12	,	,	PUNCT
ajfa-14866	323	13	vol	vol	NOUN
ajfa-14866	323	14	.	.	PROPN
ajfa-14866	323	15	11	11	NUM
ajfa-14866	323	16	,	,	PUNCT
ajfa-14866	323	17	no	no	INTJ
ajfa-14866	323	18	.	.	NOUN
ajfa-14866	323	19	1	1	NUM
ajfa-14866	323	20	324	324	NUM
ajfa-14866	323	21	ajfa.macrothink.org	ajfa.macrothink.org	VERB
ajfa-14866	323	22	the	the	DET
ajfa-14866	323	23	evidence	evidence	NOUN
ajfa-14866	323	24	suggesting	suggest	VERB
ajfa-14866	323	25	downward	downward	ADJ
ajfa-14866	323	26	sloping	slope	VERB
ajfa-14866	323	27	demand	demand	NOUN
ajfa-14866	323	28	curve	curve	NOUN
ajfa-14866	323	29	as	as	ADP
ajfa-14866	323	30	the	the	DET
ajfa-14866	323	31	explanation	explanation	NOUN
ajfa-14866	323	32	for	for	ADP
ajfa-14866	323	33	the	the	DET
ajfa-14866	323	34	permanent	permanent	ADJ
ajfa-14866	323	35	abnormal	abnormal	ADJ
ajfa-14866	323	36	returns	return	NOUN
ajfa-14866	323	37	in	in	ADP
ajfa-14866	323	38	the	the	DET
ajfa-14866	323	39	second	second	ADJ
ajfa-14866	323	40	period	period	NOUN
ajfa-14866	323	41	is	be	AUX
ajfa-14866	323	42	not	not	PART
ajfa-14866	323	43	consistent	consistent	ADJ
ajfa-14866	323	44	with	with	ADP
ajfa-14866	323	45	efficient	efficient	ADJ
ajfa-14866	323	46	market	market	NOUN
ajfa-14866	323	47	hypothesis	hypothesis	NOUN
ajfa-14866	323	48	(	(	PUNCT
ajfa-14866	323	49	emh	emh	PROPN
ajfa-14866	323	50	)	)	PUNCT
ajfa-14866	323	51	in	in	ADP
ajfa-14866	323	52	the	the	DET
ajfa-14866	323	53	indian	indian	ADJ
ajfa-14866	323	54	stock	stock	NOUN
ajfa-14866	323	55	market	market	NOUN
ajfa-14866	323	56	which	which	PRON
ajfa-14866	323	57	relies	rely	VERB
ajfa-14866	323	58	on	on	ADP
ajfa-14866	323	59	arbitrage	arbitrage	NOUN
ajfa-14866	323	60	and	and	CCONJ
ajfa-14866	323	61	price	price	NOUN
ajfa-14866	323	62	takers	taker	NOUN
ajfa-14866	323	63	in	in	ADP
ajfa-14866	323	64	competitive	competitive	ADJ
ajfa-14866	323	65	market	market	NOUN
ajfa-14866	323	66	.	.	PUNCT
ajfa-14866	324	1	further	far	ADV
ajfa-14866	324	2	,	,	PUNCT
ajfa-14866	324	3	the	the	DET
ajfa-14866	324	4	basic	basic	ADJ
ajfa-14866	324	5	assumption	assumption	NOUN
ajfa-14866	324	6	in	in	ADP
ajfa-14866	324	7	finance	finance	NOUN
ajfa-14866	324	8	theory	theory	NOUN
ajfa-14866	324	9	,	,	PUNCT
ajfa-14866	324	10	that	that	SCONJ
ajfa-14866	324	11	the	the	DET
ajfa-14866	324	12	price	price	NOUN
ajfa-14866	324	13	of	of	ADP
ajfa-14866	324	14	the	the	DET
ajfa-14866	324	15	stock	stock	NOUN
ajfa-14866	324	16	is	be	AUX
ajfa-14866	324	17	determined	determine	VERB
ajfa-14866	324	18	only	only	ADV
ajfa-14866	324	19	by	by	ADP
ajfa-14866	324	20	the	the	DET
ajfa-14866	324	21	information	information	NOUN
ajfa-14866	324	22	about	about	ADP
ajfa-14866	324	23	future	future	ADJ
ajfa-14866	324	24	cash	cash	NOUN
ajfa-14866	324	25	flows	flow	NOUN
ajfa-14866	324	26	and	and	CCONJ
ajfa-14866	324	27	appropriate	appropriate	ADJ
ajfa-14866	324	28	discount	discount	NOUN
ajfa-14866	324	29	rate	rate	NOUN
ajfa-14866	324	30	,	,	PUNCT
ajfa-14866	324	31	is	be	AUX
ajfa-14866	324	32	not	not	PART
ajfa-14866	324	33	consistent	consistent	ADJ
ajfa-14866	324	34	with	with	ADP
ajfa-14866	324	35	the	the	DET
ajfa-14866	324	36	downward	downward	ADJ
ajfa-14866	324	37	sloping	sloping	NOUN
ajfa-14866	324	38	curve	curve	NOUN
ajfa-14866	324	39	.	.	PUNCT
ajfa-14866	325	1	also	also	ADV
ajfa-14866	325	2	,	,	PUNCT
ajfa-14866	325	3	the	the	DET
ajfa-14866	325	4	slow	slow	ADJ
ajfa-14866	325	5	multi	multi	ADJ
ajfa-14866	325	6	day	day	NOUN
ajfa-14866	325	7	adjustment	adjustment	NOUN
ajfa-14866	325	8	to	to	ADP
ajfa-14866	325	9	index	index	NOUN
ajfa-14866	325	10	addition	addition	NOUN
ajfa-14866	325	11	announcement	announcement	NOUN
ajfa-14866	325	12	is	be	AUX
ajfa-14866	325	13	not	not	PART
ajfa-14866	325	14	consistent	consistent	ADJ
ajfa-14866	325	15	with	with	ADP
ajfa-14866	325	16	market	market	NOUN
ajfa-14866	325	17	efficiency	efficiency	NOUN
ajfa-14866	325	18	in	in	ADP
ajfa-14866	325	19	the	the	DET
ajfa-14866	325	20	indian	indian	ADJ
ajfa-14866	325	21	stock	stock	NOUN
ajfa-14866	325	22	market	market	NOUN
ajfa-14866	325	23	.	.	PUNCT
ajfa-14866	326	1	5	5	X
ajfa-14866	326	2	.	.	X
ajfa-14866	326	3	conclusion	conclusion	NOUN
ajfa-14866	326	4	this	this	DET
ajfa-14866	326	5	paper	paper	NOUN
ajfa-14866	326	6	documents	document	NOUN
ajfa-14866	326	7	the	the	DET
ajfa-14866	326	8	price	price	NOUN
ajfa-14866	326	9	and	and	CCONJ
ajfa-14866	326	10	non	non	ADJ
ajfa-14866	326	11	-	-	ADJ
ajfa-14866	326	12	price	price	ADJ
ajfa-14866	326	13	effects	effect	NOUN
ajfa-14866	326	14	of	of	ADP
ajfa-14866	326	15	the	the	DET
ajfa-14866	326	16	additions	addition	NOUN
ajfa-14866	326	17	to	to	ADP
ajfa-14866	326	18	nifty	nifty	ADJ
ajfa-14866	326	19	index	index	NOUN
ajfa-14866	326	20	during	during	ADP
ajfa-14866	326	21	2000	2000	NUM
ajfa-14866	326	22	-	-	SYM
ajfa-14866	326	23	2018	2018	NUM
ajfa-14866	326	24	.	.	PUNCT
ajfa-14866	327	1	the	the	DET
ajfa-14866	327	2	stocks	stock	NOUN
ajfa-14866	327	3	added	add	VERB
ajfa-14866	327	4	to	to	ADP
ajfa-14866	327	5	nifty	nifty	ADJ
ajfa-14866	327	6	index	index	NOUN
ajfa-14866	327	7	experience	experience	NOUN
ajfa-14866	327	8	a	a	DET
ajfa-14866	327	9	significant	significant	ADJ
ajfa-14866	327	10	permanent	permanent	ADJ
ajfa-14866	327	11	increase	increase	NOUN
ajfa-14866	327	12	in	in	ADP
ajfa-14866	327	13	abnormal	abnormal	ADJ
ajfa-14866	327	14	return	return	NOUN
ajfa-14866	327	15	subsequent	subsequent	ADJ
ajfa-14866	327	16	to	to	ADP
ajfa-14866	327	17	announcement	announcement	NOUN
ajfa-14866	327	18	and	and	CCONJ
ajfa-14866	327	19	inclusion	inclusion	NOUN
ajfa-14866	327	20	similar	similar	ADJ
ajfa-14866	327	21	to	to	ADP
ajfa-14866	327	22	the	the	DET
ajfa-14866	327	23	effect	effect	NOUN
ajfa-14866	327	24	seen	see	VERB
ajfa-14866	327	25	in	in	ADP
ajfa-14866	327	26	the	the	DET
ajfa-14866	327	27	developed	develop	VERB
ajfa-14866	327	28	markets	market	NOUN
ajfa-14866	327	29	.	.	PUNCT
ajfa-14866	328	1	but	but	CCONJ
ajfa-14866	328	2	the	the	DET
ajfa-14866	328	3	evidence	evidence	NOUN
ajfa-14866	328	4	of	of	ADP
ajfa-14866	328	5	permanent	permanent	ADJ
ajfa-14866	328	6	abnormal	abnormal	ADJ
ajfa-14866	328	7	volume	volume	NOUN
ajfa-14866	328	8	is	be	AUX
ajfa-14866	328	9	limited	limited	ADJ
ajfa-14866	328	10	,	,	PUNCT
ajfa-14866	328	11	unlike	unlike	ADP
ajfa-14866	328	12	the	the	DET
ajfa-14866	328	13	developed	develop	VERB
ajfa-14866	328	14	markets	market	NOUN
ajfa-14866	328	15	,	,	PUNCT
ajfa-14866	328	16	as	as	SCONJ
ajfa-14866	328	17	abnormal	abnormal	ADJ
ajfa-14866	328	18	volume	volume	NOUN
ajfa-14866	328	19	is	be	AUX
ajfa-14866	328	20	evidenced	evidence	VERB
ajfa-14866	328	21	only	only	ADV
ajfa-14866	328	22	around	around	ADP
ajfa-14866	328	23	announcement	announcement	NOUN
ajfa-14866	328	24	date	date	NOUN
ajfa-14866	328	25	and	and	CCONJ
ajfa-14866	328	26	inclusion	inclusion	NOUN
ajfa-14866	328	27	date	date	NOUN
ajfa-14866	328	28	.	.	PUNCT
ajfa-14866	329	1	there	there	PRON
ajfa-14866	329	2	is	be	VERB
ajfa-14866	329	3	clear	clear	ADJ
ajfa-14866	329	4	evidence	evidence	NOUN
ajfa-14866	329	5	that	that	SCONJ
ajfa-14866	329	6	the	the	DET
ajfa-14866	329	7	nifty	nifty	ADJ
ajfa-14866	329	8	index	index	NOUN
ajfa-14866	329	9	addition	addition	NOUN
ajfa-14866	329	10	during	during	ADP
ajfa-14866	329	11	the	the	DET
ajfa-14866	329	12	2000	2000	NUM
ajfa-14866	329	13	-2018	-2018	NOUN
ajfa-14866	329	14	is	be	AUX
ajfa-14866	329	15	associated	associate	VERB
ajfa-14866	329	16	with	with	ADP
ajfa-14866	329	17	permanent	permanent	ADJ
ajfa-14866	329	18	abnormal	abnormal	ADJ
ajfa-14866	329	19	return	return	NOUN
ajfa-14866	329	20	in	in	ADP
ajfa-14866	329	21	the	the	DET
ajfa-14866	329	22	complete	complete	NOUN
ajfa-14866	329	23	and	and	CCONJ
ajfa-14866	329	24	the	the	DET
ajfa-14866	329	25	sub	sub	NOUN
ajfa-14866	329	26	periods	period	NOUN
ajfa-14866	329	27	.	.	PUNCT
ajfa-14866	330	1	the	the	DET
ajfa-14866	330	2	statistically	statistically	ADV
ajfa-14866	330	3	and	and	CCONJ
ajfa-14866	330	4	economically	economically	ADV
ajfa-14866	330	5	significant	significant	ADJ
ajfa-14866	330	6	permanent	permanent	ADJ
ajfa-14866	330	7	abnormal	abnormal	ADJ
ajfa-14866	330	8	returns	return	NOUN
ajfa-14866	330	9	in	in	ADP
ajfa-14866	330	10	the	the	DET
ajfa-14866	330	11	complete	complete	ADJ
ajfa-14866	330	12	period	period	NOUN
ajfa-14866	330	13	and	and	CCONJ
ajfa-14866	330	14	first	first	ADJ
ajfa-14866	330	15	period	period	NOUN
ajfa-14866	330	16	contradict	contradict	VERB
ajfa-14866	330	17	some	some	PRON
ajfa-14866	330	18	of	of	ADP
ajfa-14866	330	19	the	the	DET
ajfa-14866	330	20	earlier	early	ADJ
ajfa-14866	330	21	studies	study	NOUN
ajfa-14866	330	22	on	on	ADP
ajfa-14866	330	23	nifty	nifty	ADJ
ajfa-14866	330	24	index	index	NOUN
ajfa-14866	330	25	addition	addition	NOUN
ajfa-14866	330	26	which	which	PRON
ajfa-14866	330	27	evidenced	evidence	VERB
ajfa-14866	330	28	temporary	temporary	ADJ
ajfa-14866	330	29	abnormal	abnormal	ADJ
ajfa-14866	330	30	returns	return	NOUN
ajfa-14866	330	31	around	around	ADP
ajfa-14866	330	32	the	the	DET
ajfa-14866	330	33	actual	actual	ADJ
ajfa-14866	330	34	inclusion	inclusion	NOUN
ajfa-14866	330	35	day	day	NOUN
ajfa-14866	330	36	.	.	PUNCT
ajfa-14866	331	1	among	among	ADP
ajfa-14866	331	2	the	the	DET
ajfa-14866	331	3	four	four	NUM
ajfa-14866	331	4	different	different	ADJ
ajfa-14866	331	5	views	view	NOUN
ajfa-14866	331	6	in	in	ADP
ajfa-14866	331	7	the	the	DET
ajfa-14866	331	8	extant	extant	ADJ
ajfa-14866	331	9	literature	literature	NOUN
ajfa-14866	331	10	information	information	NOUN
ajfa-14866	331	11	effect	effect	NOUN
ajfa-14866	331	12	,	,	PUNCT
ajfa-14866	331	13	liquidity	liquidity	NOUN
ajfa-14866	331	14	effect	effect	NOUN
ajfa-14866	331	15	,	,	PUNCT
ajfa-14866	331	16	downward	downward	ADJ
ajfa-14866	331	17	sloping	sloping	NOUN
ajfa-14866	331	18	curve	curve	NOUN
ajfa-14866	331	19	and	and	CCONJ
ajfa-14866	331	20	price	price	NOUN
ajfa-14866	331	21	pressure	pressure	NOUN
ajfa-14866	331	22	view	view	NOUN
ajfa-14866	331	23	,	,	PUNCT
ajfa-14866	331	24	the	the	DET
ajfa-14866	331	25	evidence	evidence	NOUN
ajfa-14866	331	26	appears	appear	VERB
ajfa-14866	331	27	to	to	PART
ajfa-14866	331	28	favour	favour	VERB
ajfa-14866	331	29	the	the	DET
ajfa-14866	331	30	information	information	NOUN
ajfa-14866	331	31	effect	effect	NOUN
ajfa-14866	331	32	as	as	ADP
ajfa-14866	331	33	the	the	DET
ajfa-14866	331	34	primary	primary	ADJ
ajfa-14866	331	35	explanation	explanation	NOUN
ajfa-14866	331	36	for	for	ADP
ajfa-14866	331	37	the	the	DET
ajfa-14866	331	38	permanent	permanent	ADJ
ajfa-14866	331	39	abnormal	abnormal	ADJ
ajfa-14866	331	40	return	return	NOUN
ajfa-14866	331	41	for	for	ADP
ajfa-14866	331	42	the	the	DET
ajfa-14866	331	43	complete	complete	ADJ
ajfa-14866	331	44	period	period	NOUN
ajfa-14866	331	45	and	and	CCONJ
ajfa-14866	331	46	the	the	DET
ajfa-14866	331	47	first	first	ADJ
ajfa-14866	331	48	period	period	NOUN
ajfa-14866	331	49	.	.	PUNCT
ajfa-14866	332	1	this	this	DET
ajfa-14866	332	2	study	study	NOUN
ajfa-14866	332	3	documents	document	VERB
ajfa-14866	332	4	a	a	DET
ajfa-14866	332	5	decrease	decrease	NOUN
ajfa-14866	332	6	in	in	ADP
ajfa-14866	332	7	the	the	DET
ajfa-14866	332	8	percentage	percentage	NOUN
ajfa-14866	332	9	of	of	ADP
ajfa-14866	332	10	mutual	mutual	ADJ
ajfa-14866	332	11	fund	fund	NOUN
ajfa-14866	332	12	shareholding	shareholding	NOUN
ajfa-14866	332	13	and	and	CCONJ
ajfa-14866	332	14	a	a	DET
ajfa-14866	332	15	significant	significant	ADJ
ajfa-14866	332	16	increase	increase	NOUN
ajfa-14866	332	17	in	in	ADP
ajfa-14866	332	18	the	the	DET
ajfa-14866	332	19	percentage	percentage	NOUN
ajfa-14866	332	20	of	of	ADP
ajfa-14866	332	21	non	non	ADJ
ajfa-14866	332	22	-	-	ADJ
ajfa-14866	332	23	mutual	mutual	ADJ
ajfa-14866	332	24	fund	fund	NOUN
ajfa-14866	332	25	shareholding	shareholding	NOUN
ajfa-14866	332	26	(	(	PUNCT
ajfa-14866	332	27	which	which	PRON
ajfa-14866	332	28	includes	include	VERB
ajfa-14866	332	29	retail	retail	ADJ
ajfa-14866	332	30	investors).this	investors).this	NOUN
ajfa-14866	332	31	along	along	ADP
ajfa-14866	332	32	with	with	ADP
ajfa-14866	332	33	increased	increase	VERB
ajfa-14866	332	34	liquidity	liquidity	NOUN
ajfa-14866	332	35	,	,	PUNCT
ajfa-14866	332	36	without	without	ADP
ajfa-14866	332	37	abnormal	abnormal	ADJ
ajfa-14866	332	38	volume	volume	NOUN
ajfa-14866	332	39	,	,	PUNCT
ajfa-14866	332	40	may	may	AUX
ajfa-14866	332	41	be	be	AUX
ajfa-14866	332	42	attributable	attributable	ADJ
ajfa-14866	332	43	to	to	ADP
ajfa-14866	332	44	the	the	DET
ajfa-14866	332	45	increase	increase	NOUN
ajfa-14866	332	46	in	in	ADP
ajfa-14866	332	47	investor	investor	NOUN
ajfa-14866	332	48	awareness	awareness	NOUN
ajfa-14866	332	49	,	,	PUNCT
ajfa-14866	332	50	greater	great	ADJ
ajfa-14866	332	51	market	market	NOUN
ajfa-14866	332	52	scrutiny	scrutiny	NOUN
ajfa-14866	332	53	and	and	CCONJ
ajfa-14866	332	54	certification	certification	NOUN
ajfa-14866	332	55	.	.	PUNCT
ajfa-14866	333	1	this	this	DET
ajfa-14866	333	2	study	study	NOUN
ajfa-14866	333	3	also	also	ADV
ajfa-14866	333	4	extends	extend	VERB
ajfa-14866	333	5	the	the	DET
ajfa-14866	333	6	previous	previous	ADJ
ajfa-14866	333	7	empirical	empirical	ADJ
ajfa-14866	333	8	literature	literature	NOUN
ajfa-14866	333	9	on	on	ADP
ajfa-14866	333	10	nifty	nifty	ADJ
ajfa-14866	333	11	index	index	NOUN
ajfa-14866	333	12	additions	addition	NOUN
ajfa-14866	333	13	to	to	ADP
ajfa-14866	333	14	the	the	DET
ajfa-14866	333	15	recent	recent	ADJ
ajfa-14866	333	16	(	(	PUNCT
ajfa-14866	333	17	2010	2010	NUM
ajfa-14866	333	18	-2018	-2018	NOUN
ajfa-14866	333	19	)	)	PUNCT
ajfa-14866	333	20	period	period	NOUN
ajfa-14866	333	21	as	as	SCONJ
ajfa-14866	333	22	it	it	PRON
ajfa-14866	333	23	reflects	reflect	VERB
ajfa-14866	333	24	the	the	DET
ajfa-14866	333	25	current	current	ADJ
ajfa-14866	333	26	economic	economic	ADJ
ajfa-14866	333	27	environment	environment	NOUN
ajfa-14866	333	28	.	.	PUNCT
ajfa-14866	334	1	the	the	DET
ajfa-14866	334	2	results	result	NOUN
ajfa-14866	334	3	show	show	VERB
ajfa-14866	334	4	that	that	SCONJ
ajfa-14866	334	5	index	index	NOUN
ajfa-14866	334	6	addition	addition	NOUN
ajfa-14866	334	7	effect	effect	NOUN
ajfa-14866	334	8	,	,	PUNCT
ajfa-14866	334	9	though	though	SCONJ
ajfa-14866	334	10	significant	significant	ADJ
ajfa-14866	334	11	,	,	PUNCT
ajfa-14866	334	12	has	have	AUX
ajfa-14866	334	13	diminished	diminish	VERB
ajfa-14866	334	14	in	in	ADP
ajfa-14866	334	15	the	the	DET
ajfa-14866	334	16	second	second	ADJ
ajfa-14866	334	17	sub	sub	NOUN
ajfa-14866	334	18	period	period	NOUN
ajfa-14866	334	19	.	.	PUNCT
ajfa-14866	335	1	the	the	DET
ajfa-14866	335	2	downward	downward	ADJ
ajfa-14866	335	3	sloping	slope	VERB
ajfa-14866	335	4	demand	demand	NOUN
ajfa-14866	335	5	curve	curve	NOUN
ajfa-14866	335	6	appears	appear	VERB
ajfa-14866	335	7	to	to	PART
ajfa-14866	335	8	be	be	AUX
ajfa-14866	335	9	the	the	DET
ajfa-14866	335	10	dominant	dominant	ADJ
ajfa-14866	335	11	explanation	explanation	NOUN
ajfa-14866	335	12	for	for	ADP
ajfa-14866	335	13	the	the	DET
ajfa-14866	335	14	evidenced	evidence	VERB
ajfa-14866	335	15	significant	significant	ADJ
ajfa-14866	335	16	permanent	permanent	ADJ
ajfa-14866	335	17	abnormal	abnormal	ADJ
ajfa-14866	335	18	return	return	NOUN
ajfa-14866	335	19	in	in	ADP
ajfa-14866	335	20	the	the	DET
ajfa-14866	335	21	second	second	ADJ
ajfa-14866	335	22	period	period	NOUN
ajfa-14866	335	23	.	.	PUNCT
ajfa-14866	336	1	the	the	DET
ajfa-14866	336	2	evidence	evidence	NOUN
ajfa-14866	336	3	in	in	ADP
ajfa-14866	336	4	favour	favour	NOUN
ajfa-14866	336	5	of	of	ADP
ajfa-14866	336	6	the	the	DET
ajfa-14866	336	7	price	price	NOUN
ajfa-14866	336	8	pressure	pressure	NOUN
ajfa-14866	336	9	hypothesis	hypothesis	NOUN
ajfa-14866	336	10	,	,	PUNCT
ajfa-14866	336	11	relevant	relevant	ADJ
ajfa-14866	336	12	around	around	ADP
ajfa-14866	336	13	the	the	DET
ajfa-14866	336	14	actual	actual	ADJ
ajfa-14866	336	15	inclusion	inclusion	NOUN
ajfa-14866	336	16	date	date	NOUN
ajfa-14866	336	17	,	,	PUNCT
ajfa-14866	336	18	is	be	AUX
ajfa-14866	336	19	limited	limited	ADJ
ajfa-14866	336	20	.	.	PUNCT
ajfa-14866	337	1	the	the	DET
ajfa-14866	337	2	findings	finding	NOUN
ajfa-14866	337	3	in	in	ADP
ajfa-14866	337	4	the	the	DET
ajfa-14866	337	5	paper	paper	NOUN
ajfa-14866	337	6	are	be	AUX
ajfa-14866	337	7	not	not	PART
ajfa-14866	337	8	consistent	consistent	ADJ
ajfa-14866	337	9	with	with	ADP
ajfa-14866	337	10	the	the	DET
ajfa-14866	337	11	efficient	efficient	ADJ
ajfa-14866	337	12	market	market	NOUN
ajfa-14866	337	13	hypothesis	hypothesis	NOUN
ajfa-14866	337	14	.	.	PUNCT
ajfa-14866	338	1	the	the	DET
ajfa-14866	338	2	evidence	evidence	NOUN
ajfa-14866	338	3	,	,	PUNCT
ajfa-14866	338	4	of	of	ADP
ajfa-14866	338	5	downward	downward	ADJ
ajfa-14866	338	6	sloping	slope	VERB
ajfa-14866	338	7	demand	demand	NOUN
ajfa-14866	338	8	curves	curve	NOUN
ajfa-14866	338	9	for	for	ADP
ajfa-14866	338	10	stocks	stock	NOUN
ajfa-14866	338	11	in	in	ADP
ajfa-14866	338	12	the	the	DET
ajfa-14866	338	13	indian	indian	ADJ
ajfa-14866	338	14	stock	stock	NOUN
ajfa-14866	338	15	market	market	NOUN
ajfa-14866	338	16	,	,	PUNCT
ajfa-14866	338	17	is	be	AUX
ajfa-14866	338	18	important	important	ADJ
ajfa-14866	338	19	to	to	ADP
ajfa-14866	338	20	investors	investor	NOUN
ajfa-14866	338	21	and	and	CCONJ
ajfa-14866	338	22	portfolio	portfolio	NOUN
ajfa-14866	338	23	managers	manager	NOUN
ajfa-14866	338	24	with	with	ADP
ajfa-14866	338	25	exposure	exposure	NOUN
ajfa-14866	338	26	to	to	ADP
ajfa-14866	338	27	the	the	DET
ajfa-14866	338	28	market	market	NOUN
ajfa-14866	338	29	as	as	SCONJ
ajfa-14866	338	30	there	there	PRON
ajfa-14866	338	31	is	be	VERB
ajfa-14866	338	32	potential	potential	ADJ
ajfa-14866	338	33	for	for	ADP
ajfa-14866	338	34	profitable	profitable	ADJ
ajfa-14866	338	35	trading	trading	NOUN
ajfa-14866	338	36	strategies	strategy	NOUN
ajfa-14866	338	37	.	.	PUNCT
ajfa-14866	339	1	this	this	DET
ajfa-14866	339	2	result	result	NOUN
ajfa-14866	339	3	is	be	AUX
ajfa-14866	339	4	also	also	ADV
ajfa-14866	339	5	important	important	ADJ
ajfa-14866	339	6	to	to	ADP
ajfa-14866	339	7	the	the	DET
ajfa-14866	339	8	regulators	regulator	NOUN
ajfa-14866	339	9	as	as	SCONJ
ajfa-14866	339	10	they	they	PRON
ajfa-14866	339	11	can	can	AUX
ajfa-14866	339	12	evaluate	evaluate	VERB
ajfa-14866	339	13	their	their	PRON
ajfa-14866	339	14	initiative	initiative	NOUN
ajfa-14866	339	15	towards	towards	ADP
ajfa-14866	339	16	investor	investor	NOUN
ajfa-14866	339	17	protection	protection	NOUN
ajfa-14866	339	18	,	,	PUNCT
ajfa-14866	339	19	disclosure	disclosure	NOUN
ajfa-14866	339	20	and	and	CCONJ
ajfa-14866	339	21	corporate	corporate	ADJ
ajfa-14866	339	22	governance	governance	NOUN
ajfa-14866	339	23	.	.	PUNCT
ajfa-14866	340	1	the	the	DET
ajfa-14866	340	2	study	study	NOUN
ajfa-14866	340	3	has	have	AUX
ajfa-14866	340	4	focused	focus	VERB
ajfa-14866	340	5	only	only	ADV
ajfa-14866	340	6	on	on	ADP
ajfa-14866	340	7	additions	addition	NOUN
ajfa-14866	340	8	to	to	ADP
ajfa-14866	340	9	the	the	DET
ajfa-14866	340	10	index	index	NOUN
ajfa-14866	340	11	and	and	CCONJ
ajfa-14866	340	12	did	do	AUX
ajfa-14866	340	13	not	not	PART
ajfa-14866	340	14	consider	consider	VERB
ajfa-14866	340	15	deletions	deletion	NOUN
ajfa-14866	340	16	from	from	ADP
ajfa-14866	340	17	the	the	DET
ajfa-14866	340	18	index	index	NOUN
ajfa-14866	340	19	.	.	PUNCT
ajfa-14866	341	1	also	also	ADV
ajfa-14866	341	2	the	the	DET
ajfa-14866	341	3	behavioural	behavioural	ADJ
ajfa-14866	341	4	biases	bias	NOUN
ajfa-14866	341	5	or	or	CCONJ
ajfa-14866	341	6	corporate	corporate	ADJ
ajfa-14866	341	7	governance	governance	NOUN
ajfa-14866	341	8	issues	issue	NOUN
ajfa-14866	341	9	as	as	ADP
ajfa-14866	341	10	the	the	DET
ajfa-14866	341	11	asian	asian	ADJ
ajfa-14866	341	12	journal	journal	NOUN
ajfa-14866	341	13	of	of	ADP
ajfa-14866	341	14	finance	finance	PROPN
ajfa-14866	341	15	&	&	CCONJ
ajfa-14866	341	16	accounting	accounting	PROPN
ajfa-14866	341	17	issn	issn	PROPN
ajfa-14866	341	18	1946	1946	NUM
ajfa-14866	341	19	-	-	PUNCT
ajfa-14866	341	20	052x	052x	PROPN
ajfa-14866	341	21	2019	2019	NUM
ajfa-14866	341	22	,	,	PUNCT
ajfa-14866	341	23	vol	vol	NOUN
ajfa-14866	341	24	.	.	PROPN
ajfa-14866	341	25	11	11	NUM
ajfa-14866	341	26	,	,	PUNCT
ajfa-14866	341	27	no	no	INTJ
ajfa-14866	341	28	.	.	NOUN
ajfa-14866	341	29	1	1	NUM
ajfa-14866	341	30	325	325	NUM
ajfa-14866	341	31	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	341	32	possible	possible	ADJ
ajfa-14866	341	33	explanations	explanation	NOUN
ajfa-14866	341	34	for	for	ADP
ajfa-14866	341	35	the	the	DET
ajfa-14866	341	36	index	index	NOUN
ajfa-14866	341	37	revision	revision	NOUN
ajfa-14866	341	38	effects	effect	NOUN
ajfa-14866	341	39	were	be	AUX
ajfa-14866	341	40	not	not	PART
ajfa-14866	341	41	part	part	NOUN
ajfa-14866	341	42	of	of	ADP
ajfa-14866	341	43	the	the	DET
ajfa-14866	341	44	study	study	NOUN
ajfa-14866	341	45	.	.	PUNCT
ajfa-14866	342	1	these	these	PRON
ajfa-14866	342	2	could	could	AUX
ajfa-14866	342	3	be	be	AUX
ajfa-14866	342	4	avenues	avenue	NOUN
ajfa-14866	342	5	for	for	ADP
ajfa-14866	342	6	future	future	ADJ
ajfa-14866	342	7	research	research	NOUN
ajfa-14866	342	8	.	.	PUNCT
ajfa-14866	343	1	notes	note	NOUN
ajfa-14866	343	2	note	note	VERB
ajfa-14866	343	3	1	1	NUM
ajfa-14866	343	4	.	.	PUNCT
ajfa-14866	344	1	as	as	SCONJ
ajfa-14866	344	2	the	the	DET
ajfa-14866	344	3	sample	sample	NOUN
ajfa-14866	344	4	size	size	NOUN
ajfa-14866	344	5	is	be	AUX
ajfa-14866	344	6	small	small	ADJ
ajfa-14866	344	7	,	,	PUNCT
ajfa-14866	344	8	three	three	NUM
ajfa-14866	344	9	periods	period	NOUN
ajfa-14866	344	10	are	be	AUX
ajfa-14866	344	11	not	not	PART
ajfa-14866	344	12	possible	possible	ADJ
ajfa-14866	344	13	.	.	PUNCT
ajfa-14866	345	1	however	however	ADV
ajfa-14866	345	2	,	,	PUNCT
ajfa-14866	345	3	i	i	PRON
ajfa-14866	345	4	changed	change	VERB
ajfa-14866	345	5	the	the	DET
ajfa-14866	345	6	sub	sub	NOUN
ajfa-14866	345	7	period	period	NOUN
ajfa-14866	345	8	to	to	ADP
ajfa-14866	345	9	2000	2000	NUM
ajfa-14866	345	10	-2010	-2010	PROPN
ajfa-14866	345	11	and	and	CCONJ
ajfa-14866	345	12	20112018	20112018	NUM
ajfa-14866	345	13	and	and	CCONJ
ajfa-14866	345	14	evidenced	evidence	VERB
ajfa-14866	345	15	similar	similar	ADJ
ajfa-14866	345	16	sub	sub	NOUN
ajfa-14866	345	17	period	period	NOUN
ajfa-14866	345	18	results	result	NOUN
ajfa-14866	345	19	.	.	PUNCT
ajfa-14866	346	1	note	note	VERB
ajfa-14866	346	2	2	2	NUM
ajfa-14866	346	3	.	.	NUM
ajfa-14866	346	4	https://www.sebi.gov.in/media/speeches/mar-2004/a-historical-perspective-of-the-securitiesmarket-reforms_2882.html	https://www.sebi.gov.in/media/speeches/mar-2004/a-historical-perspective-of-the-securitiesmarket-reforms_2882.html	NOUN
ajfa-14866	346	5	.	.	PUNCT
ajfa-14866	347	1	https://www.nseindia.com/education/content/prs_publications.htm	https://www.nseindia.com/education/content/prs_publications.htm	X
ajfa-14866	347	2	the	the	DET
ajfa-14866	347	3	index	index	NOUN
ajfa-14866	347	4	funds	fund	NOUN
ajfa-14866	347	5	including	include	VERB
ajfa-14866	347	6	etf	etf	NOUN
ajfa-14866	347	7	were	be	AUX
ajfa-14866	347	8	10	10	NUM
ajfa-14866	347	9	in	in	ADP
ajfa-14866	347	10	number	number	NOUN
ajfa-14866	347	11	in	in	ADP
ajfa-14866	347	12	2003	2003	NUM
ajfa-14866	347	13	.	.	PUNCT
ajfa-14866	348	1	it	it	PRON
ajfa-14866	348	2	increased	increase	VERB
ajfa-14866	348	3	to	to	ADP
ajfa-14866	348	4	32	32	NUM
ajfa-14866	348	5	in	in	ADP
ajfa-14866	348	6	2011	2011	NUM
ajfa-14866	348	7	and	and	CCONJ
ajfa-14866	348	8	67	67	NUM
ajfa-14866	348	9	in	in	ADP
ajfa-14866	348	10	2017	2017	NUM
ajfa-14866	348	11	.	.	PUNCT
ajfa-14866	349	1	note	note	VERB
ajfa-14866	349	2	3	3	NUM
ajfa-14866	349	3	.	.	PUNCT
ajfa-14866	349	4	according	accord	VERB
ajfa-14866	349	5	to	to	ADP
ajfa-14866	349	6	world	world	PROPN
ajfa-14866	349	7	federation	federation	PROPN
ajfa-14866	349	8	of	of	ADP
ajfa-14866	349	9	exchanges	exchange	NOUN
ajfa-14866	349	10	(	(	PUNCT
ajfa-14866	349	11	wfe	wfe	PROPN
ajfa-14866	349	12	)	)	PUNCT
ajfa-14866	349	13	note	note	VERB
ajfa-14866	349	14	4	4	NUM
ajfa-14866	349	15	.	.	PUNCT
ajfa-14866	349	16	source	source	NOUN
ajfa-14866	349	17	-	-	PUNCT
ajfa-14866	349	18	nse	nse	NOUN
ajfa-14866	349	19	website	website	NOUN
ajfa-14866	349	20	,	,	PUNCT
ajfa-14866	349	21	www.nseindia.com	www.nseindia.com	PROPN
ajfa-14866	349	22	note	note	VERB
ajfa-14866	349	23	5	5	NUM
ajfa-14866	349	24	.	.	PUNCT
ajfa-14866	350	1	i	i	PRON
ajfa-14866	350	2	did	do	AUX
ajfa-14866	350	3	not	not	PART
ajfa-14866	350	4	study	study	VERB
ajfa-14866	350	5	deletions	deletion	NOUN
ajfa-14866	350	6	from	from	ADP
ajfa-14866	350	7	nifty	nifty	ADJ
ajfa-14866	350	8	index	index	NOUN
ajfa-14866	350	9	as	as	SCONJ
ajfa-14866	350	10	the	the	DET
ajfa-14866	350	11	focus	focus	NOUN
ajfa-14866	350	12	of	of	ADP
ajfa-14866	350	13	this	this	DET
ajfa-14866	350	14	study	study	NOUN
ajfa-14866	350	15	is	be	AUX
ajfa-14866	350	16	nifty	nifty	ADJ
ajfa-14866	350	17	index	index	NOUN
ajfa-14866	350	18	additions	addition	NOUN
ajfa-14866	350	19	only	only	ADV
ajfa-14866	350	20	.	.	PUNCT
ajfa-14866	351	1	it	it	PRON
ajfa-14866	351	2	is	be	AUX
ajfa-14866	351	3	also	also	ADV
ajfa-14866	351	4	difficult	difficult	ADJ
ajfa-14866	351	5	to	to	PART
ajfa-14866	351	6	get	get	VERB
ajfa-14866	351	7	reasonable	reasonable	ADJ
ajfa-14866	351	8	sized	sized	ADJ
ajfa-14866	351	9	‘	'	PUNCT
ajfa-14866	351	10	clean	clean	ADJ
ajfa-14866	351	11	’	'	PUNCT
ajfa-14866	351	12	sample	sample	NOUN
ajfa-14866	351	13	as	as	SCONJ
ajfa-14866	351	14	comparatively	comparatively	ADV
ajfa-14866	351	15	more	more	ADJ
ajfa-14866	351	16	deletions	deletion	NOUN
ajfa-14866	351	17	happen	happen	VERB
ajfa-14866	351	18	due	due	ADJ
ajfa-14866	351	19	to	to	ADP
ajfa-14866	351	20	mergers	merger	NOUN
ajfa-14866	351	21	,	,	PUNCT
ajfa-14866	351	22	acquisitions	acquisition	NOUN
ajfa-14866	351	23	and	and	CCONJ
ajfa-14866	351	24	financial	financial	ADJ
ajfa-14866	351	25	distress	distress	NOUN
ajfa-14866	351	26	.	.	PUNCT
ajfa-14866	352	1	note	note	VERB
ajfa-14866	352	2	6	6	NUM
ajfa-14866	352	3	.	.	PUNCT
ajfa-14866	353	1	the	the	DET
ajfa-14866	353	2	indian	indian	ADJ
ajfa-14866	353	3	studies	study	NOUN
ajfa-14866	353	4	evidencing	evidence	VERB
ajfa-14866	353	5	lack	lack	NOUN
ajfa-14866	353	6	of	of	ADP
ajfa-14866	353	7	permanent	permanent	ADJ
ajfa-14866	353	8	abnormal	abnormal	ADJ
ajfa-14866	353	9	returns	return	NOUN
ajfa-14866	353	10	have	have	AUX
ajfa-14866	353	11	all	all	PRON
ajfa-14866	353	12	used	use	VERB
ajfa-14866	353	13	ols	ol	NOUN
ajfa-14866	353	14	market	market	NOUN
ajfa-14866	353	15	model	model	NOUN
ajfa-14866	353	16	with	with	ADP
ajfa-14866	353	17	estimation	estimation	NOUN
ajfa-14866	353	18	period	period	NOUN
ajfa-14866	353	19	very	very	ADV
ajfa-14866	353	20	similar	similar	ADJ
ajfa-14866	353	21	to	to	ADP
ajfa-14866	353	22	this	this	DET
ajfa-14866	353	23	study	study	NOUN
ajfa-14866	353	24	note	note	NOUN
ajfa-14866	353	25	7	7	NUM
ajfa-14866	353	26	.	.	SYM
ajfa-14866	353	27	nine	nine	NUM
ajfa-14866	353	28	added	add	VERB
ajfa-14866	353	29	stocks	stock	NOUN
ajfa-14866	353	30	with	with	ADP
ajfa-14866	353	31	alphas	alpha	NOUN
ajfa-14866	353	32	greater	great	ADJ
ajfa-14866	353	33	than	than	ADP
ajfa-14866	353	34	0.2	0.2	NUM
ajfa-14866	353	35	%	%	NOUN
ajfa-14866	353	36	were	be	AUX
ajfa-14866	353	37	part	part	NOUN
ajfa-14866	353	38	of	of	ADP
ajfa-14866	353	39	the	the	DET
ajfa-14866	353	40	adjusted	adjust	VERB
ajfa-14866	353	41	sample	sample	NOUN
ajfa-14866	353	42	.	.	PUNCT
ajfa-14866	354	1	note	note	VERB
ajfa-14866	354	2	8	8	NUM
ajfa-14866	354	3	.	.	PUNCT
ajfa-14866	355	1	lynch	lynch	PROPN
ajfa-14866	355	2	and	and	CCONJ
ajfa-14866	355	3	mendenhall	mendenhall	NOUN
ajfa-14866	355	4	(	(	PUNCT
ajfa-14866	355	5	1987	1987	NUM
ajfa-14866	355	6	)	)	PUNCT
ajfa-14866	355	7	used	use	VERB
ajfa-14866	355	8	returns	return	NOUN
ajfa-14866	355	9	from	from	ADP
ajfa-14866	355	10	872	872	NUM
ajfa-14866	355	11	to	to	PART
ajfa-14866	355	12	673	673	NUM
ajfa-14866	355	13	days	day	NOUN
ajfa-14866	355	14	prior	prior	ADV
ajfa-14866	355	15	to	to	ADP
ajfa-14866	355	16	ad	ad	NOUN
ajfa-14866	355	17	.	.	PUNCT
ajfa-14866	356	1	this	this	DET
ajfa-14866	356	2	period	period	NOUN
ajfa-14866	356	3	was	be	AUX
ajfa-14866	356	4	not	not	PART
ajfa-14866	356	5	used	use	VERB
ajfa-14866	356	6	in	in	ADP
ajfa-14866	356	7	this	this	DET
ajfa-14866	356	8	study	study	NOUN
ajfa-14866	356	9	lest	lest	SCONJ
ajfa-14866	356	10	the	the	DET
ajfa-14866	356	11	sample	sample	NOUN
ajfa-14866	356	12	size	size	NOUN
ajfa-14866	356	13	become	become	VERB
ajfa-14866	356	14	even	even	ADV
ajfa-14866	356	15	smaller	small	ADJ
ajfa-14866	356	16	due	due	ADJ
ajfa-14866	356	17	to	to	ADP
ajfa-14866	356	18	lack	lack	NOUN
ajfa-14866	356	19	of	of	ADP
ajfa-14866	356	20	data	datum	NOUN
ajfa-14866	356	21	.	.	PUNCT
ajfa-14866	357	1	note	note	VERB
ajfa-14866	357	2	9	9	NUM
ajfa-14866	357	3	.	.	PUNCT
ajfa-14866	357	4	nifty	nifty	ADJ
ajfa-14866	357	5	junior	junior	ADJ
ajfa-14866	357	6	index	index	NOUN
ajfa-14866	357	7	is	be	AUX
ajfa-14866	357	8	now	now	ADV
ajfa-14866	357	9	called	call	VERB
ajfa-14866	357	10	‘	'	PUNCT
ajfa-14866	357	11	nifty	nifty	ADJ
ajfa-14866	357	12	next	next	ADJ
ajfa-14866	357	13	50	50	NUM
ajfa-14866	357	14	index	index	NOUN
ajfa-14866	357	15	’	'	PUNCT
ajfa-14866	357	16	is	be	AUX
ajfa-14866	357	17	next	next	ADJ
ajfa-14866	357	18	only	only	ADV
ajfa-14866	357	19	to	to	ADP
ajfa-14866	357	20	nifty	nifty	ADJ
ajfa-14866	357	21	index	index	NOUN
ajfa-14866	357	22	in	in	ADP
ajfa-14866	357	23	terms	term	NOUN
ajfa-14866	357	24	of	of	ADP
ajfa-14866	357	25	market	market	NOUN
ajfa-14866	357	26	capitalization	capitalization	NOUN
ajfa-14866	357	27	and	and	CCONJ
ajfa-14866	357	28	liquidity	liquidity	NOUN
ajfa-14866	357	29	in	in	ADP
ajfa-14866	357	30	the	the	DET
ajfa-14866	357	31	indian	indian	ADJ
ajfa-14866	357	32	stock	stock	NOUN
ajfa-14866	357	33	market	market	NOUN
ajfa-14866	357	34	.	.	PUNCT
ajfa-14866	358	1	note	note	VERB
ajfa-14866	358	2	10	10	NUM
ajfa-14866	358	3	.	.	PUNCT
ajfa-14866	359	1	volume	volume	NOUN
ajfa-14866	359	2	in	in	ADP
ajfa-14866	359	3	this	this	DET
ajfa-14866	359	4	study	study	NOUN
ajfa-14866	359	5	is	be	AUX
ajfa-14866	359	6	the	the	DET
ajfa-14866	359	7	number	number	NOUN
ajfa-14866	359	8	of	of	ADP
ajfa-14866	359	9	shares	share	NOUN
ajfa-14866	359	10	traded	trade	VERB
ajfa-14866	359	11	.	.	PUNCT
ajfa-14866	360	1	the	the	DET
ajfa-14866	360	2	stock	stock	NOUN
ajfa-14866	360	3	volume	volume	NOUN
ajfa-14866	360	4	is	be	AUX
ajfa-14866	360	5	standarised	standarise	VERB
ajfa-14866	360	6	using	use	VERB
ajfa-14866	360	7	the	the	DET
ajfa-14866	360	8	total	total	ADJ
ajfa-14866	360	9	nse	nse	NOUN
ajfa-14866	360	10	market	market	NOUN
ajfa-14866	360	11	volume	volume	NOUN
ajfa-14866	360	12	.	.	PUNCT
ajfa-14866	361	1	the	the	DET
ajfa-14866	361	2	calculation	calculation	NOUN
ajfa-14866	361	3	of	of	ADP
ajfa-14866	361	4	volume	volume	NOUN
ajfa-14866	361	5	ratio	ratio	NOUN
ajfa-14866	361	6	takes	take	VERB
ajfa-14866	361	7	into	into	ADP
ajfa-14866	361	8	account	account	NOUN
ajfa-14866	361	9	the	the	DET
ajfa-14866	361	10	capitalization	capitalization	NOUN
ajfa-14866	361	11	changes	change	NOUN
ajfa-14866	361	12	note	note	VERB
ajfa-14866	361	13	11	11	NUM
ajfa-14866	361	14	.	.	PUNCT
ajfa-14866	362	1	amihud	amihud	PROPN
ajfa-14866	362	2	(	(	PUNCT
ajfa-14866	362	3	2002	2002	NUM
ajfa-14866	362	4	)	)	PUNCT
ajfa-14866	362	5	employed	employ	VERB
ajfa-14866	362	6	the	the	DET
ajfa-14866	362	7	illiquidity	illiquidity	NOUN
ajfa-14866	362	8	measure	measure	NOUN
ajfa-14866	362	9	,	,	PUNCT
ajfa-14866	362	10	whereas	whereas	SCONJ
ajfa-14866	362	11	this	this	DET
ajfa-14866	362	12	study	study	NOUN
ajfa-14866	362	13	uses	use	VERB
ajfa-14866	362	14	the	the	DET
ajfa-14866	362	15	reciprocal	reciprocal	ADJ
ajfa-14866	362	16	ie	ie	PROPN
ajfa-14866	362	17	.	.	PUNCT
ajfa-14866	362	18	liquidity	liquidity	NOUN
ajfa-14866	362	19	measure	measure	NOUN
ajfa-14866	362	20	note	note	VERB
ajfa-14866	362	21	12	12	NUM
ajfa-14866	362	22	.	.	PUNCT
ajfa-14866	363	1	the	the	DET
ajfa-14866	363	2	rationale	rationale	NOUN
ajfa-14866	363	3	behind	behind	ADP
ajfa-14866	363	4	the	the	DET
ajfa-14866	363	5	choice	choice	NOUN
ajfa-14866	363	6	of	of	ADP
ajfa-14866	363	7	ad	ad	NOUN
ajfa-14866	363	8	window	window	NOUN
ajfa-14866	363	9	(	(	PUNCT
ajfa-14866	363	10	ad+1	ad+1	NOUN
ajfa-14866	363	11	to	to	ADP
ajfa-14866	363	12	ad+3	ad+3	PROPN
ajfa-14866	363	13	)	)	PUNCT
ajfa-14866	363	14	for	for	ADP
ajfa-14866	363	15	the	the	DET
ajfa-14866	363	16	sub	sub	NOUN
ajfa-14866	363	17	period	period	NOUN
ajfa-14866	363	18	i	i	PRON
ajfa-14866	363	19	is	be	AUX
ajfa-14866	363	20	the	the	DET
ajfa-14866	363	21	fraction	fraction	NOUN
ajfa-14866	363	22	of	of	ADP
ajfa-14866	363	23	stocks	stock	NOUN
ajfa-14866	363	24	for	for	ADP
ajfa-14866	363	25	which	which	DET
ajfa-14866	363	26	car	car	NOUN
ajfa-14866	363	27	>	>	X
ajfa-14866	363	28	0	0	NUM
ajfa-14866	363	29	is	be	AUX
ajfa-14866	363	30	more	more	ADJ
ajfa-14866	363	31	than	than	ADP
ajfa-14866	363	32	50	50	NUM
ajfa-14866	363	33	%	%	NOUN
ajfa-14866	363	34	for	for	ADP
ajfa-14866	363	35	ad+1	ad+1	NOUN
ajfa-14866	363	36	,	,	PUNCT
ajfa-14866	363	37	ad+2	ad+2	PUNCT
ajfa-14866	363	38	and	and	CCONJ
ajfa-14866	363	39	ad+3	ad+3	PROPN
ajfa-14866	363	40	(	(	PUNCT
ajfa-14866	363	41	neither	neither	CCONJ
ajfa-14866	363	42	ad	ad	NOUN
ajfa-14866	363	43	nor	nor	CCONJ
ajfa-14866	363	44	ad+4	ad+4	NUM
ajfa-14866	363	45	satisfied	satisfy	VERB
ajfa-14866	363	46	the	the	DET
ajfa-14866	363	47	above	above	ADJ
ajfa-14866	363	48	criterion	criterion	NOUN
ajfa-14866	363	49	for	for	ADP
ajfa-14866	363	50	sub	sub	NOUN
ajfa-14866	363	51	period	period	NOUN
ajfa-14866	363	52	i	i	PROPN
ajfa-14866	363	53	)	)	PUNCT
ajfa-14866	363	54	.	.	PUNCT
ajfa-14866	364	1	note	note	VERB
ajfa-14866	364	2	13	13	NUM
ajfa-14866	364	3	.	.	PUNCT
ajfa-14866	365	1	all	all	DET
ajfa-14866	365	2	the	the	DET
ajfa-14866	365	3	regression	regression	NOUN
ajfa-14866	365	4	results	result	NOUN
ajfa-14866	365	5	reported	report	VERB
ajfa-14866	365	6	in	in	ADP
ajfa-14866	365	7	this	this	DET
ajfa-14866	365	8	study	study	NOUN
ajfa-14866	365	9	are	be	AUX
ajfa-14866	365	10	based	base	VERB
ajfa-14866	365	11	on	on	ADP
ajfa-14866	365	12	mcar	mcar	NOUN
ajfa-14866	365	13	.	.	PUNCT
ajfa-14866	366	1	however	however	ADV
ajfa-14866	366	2	,	,	PUNCT
ajfa-14866	366	3	this	this	DET
ajfa-14866	366	4	study	study	NOUN
ajfa-14866	366	5	evidenced	evidence	VERB
ajfa-14866	366	6	similar	similar	ADJ
ajfa-14866	366	7	results	result	NOUN
ajfa-14866	366	8	using	use	VERB
ajfa-14866	366	9	ccar	ccar	NOUN
ajfa-14866	366	10	and	and	CCONJ
ajfa-14866	366	11	ocar	ocar	NOUN
ajfa-14866	366	12	.	.	PUNCT
ajfa-14866	367	1	note	note	VERB
ajfa-14866	367	2	14	14	NUM
ajfa-14866	367	3	.	.	PUNCT
ajfa-14866	367	4	ad+1	ad+1	PROPN
ajfa-14866	367	5	and	and	CCONJ
ajfa-14866	367	6	ad+1	ad+1	NOUN
ajfa-14866	367	7	to	to	ADP
ajfa-14866	367	8	ad+3	ad+3	PROPN
ajfa-14866	367	9	results	result	NOUN
ajfa-14866	367	10	are	be	AUX
ajfa-14866	367	11	similar	similar	ADJ
ajfa-14866	367	12	to	to	ADP
ajfa-14866	367	13	the	the	DET
ajfa-14866	367	14	reported	report	VERB
ajfa-14866	367	15	ad+1	ad+1	PROPN
ajfa-14866	367	16	to	to	PART
ajfa-14866	367	17	ad+2	ad+2	VERB
ajfa-14866	367	18	results	result	NOUN
ajfa-14866	367	19	.	.	PUNCT
ajfa-14866	368	1	asian	asian	ADJ
ajfa-14866	368	2	journal	journal	PROPN
ajfa-14866	368	3	of	of	ADP
ajfa-14866	368	4	finance	finance	PROPN
ajfa-14866	368	5	&	&	CCONJ
ajfa-14866	368	6	accounting	accounting	PROPN
ajfa-14866	368	7	issn	issn	PROPN
ajfa-14866	368	8	1946	1946	NUM
ajfa-14866	368	9	-	-	PUNCT
ajfa-14866	368	10	052x	052x	PROPN
ajfa-14866	368	11	2019	2019	NUM
ajfa-14866	368	12	,	,	PUNCT
ajfa-14866	368	13	vol	vol	NOUN
ajfa-14866	368	14	.	.	PROPN
ajfa-14866	368	15	11	11	NUM
ajfa-14866	368	16	,	,	PUNCT
ajfa-14866	368	17	no	no	INTJ
ajfa-14866	368	18	.	.	NOUN
ajfa-14866	368	19	1	1	NUM
ajfa-14866	368	20	326	326	NUM
ajfa-14866	368	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	368	22	note	note	NOUN
ajfa-14866	368	23	15	15	NUM
ajfa-14866	368	24	.	.	PUNCT
ajfa-14866	369	1	i	i	PRON
ajfa-14866	369	2	also	also	ADV
ajfa-14866	369	3	used	use	VERB
ajfa-14866	369	4	mean	mean	VERB
ajfa-14866	369	5	vr	vr	NOUN
ajfa-14866	369	6	of	of	ADP
ajfa-14866	369	7	ad-10	ad-10	PRON
ajfa-14866	369	8	to	to	ADP
ajfa-14866	369	9	ad-4	ad-4	ADP
ajfa-14866	369	10	,	,	PUNCT
ajfa-14866	369	11	ad-10	ad-10	ADV
ajfa-14866	369	12	to	to	PART
ajfa-14866	369	13	ad-3	ad-3	PUNCT
ajfa-14866	369	14	and	and	CCONJ
ajfa-14866	369	15	evidenced	evidence	VERB
ajfa-14866	369	16	similar	similar	ADJ
ajfa-14866	369	17	results	result	NOUN
ajfa-14866	369	18	.	.	PUNCT
ajfa-14866	370	1	note	note	VERB
ajfa-14866	370	2	16	16	NUM
ajfa-14866	370	3	.	.	PUNCT
ajfa-14866	371	1	chen	chen	PROPN
ajfa-14866	371	2	et	et	PROPN
ajfa-14866	371	3	al	al	PROPN
ajfa-14866	371	4	.	.	PROPN
ajfa-14866	371	5	and	and	CCONJ
ajfa-14866	371	6	other	other	ADJ
ajfa-14866	371	7	studies	study	NOUN
ajfa-14866	371	8	analyse	analyse	VERB
ajfa-14866	371	9	the	the	DET
ajfa-14866	371	10	number	number	NOUN
ajfa-14866	371	11	of	of	ADP
ajfa-14866	371	12	shareholders	shareholder	NOUN
ajfa-14866	371	13	and	and	CCONJ
ajfa-14866	371	14	the	the	DET
ajfa-14866	371	15	number	number	NOUN
ajfa-14866	371	16	of	of	ADP
ajfa-14866	371	17	trades	trade	NOUN
ajfa-14866	371	18	.	.	PUNCT
ajfa-14866	372	1	these	these	DET
ajfa-14866	372	2	data	datum	NOUN
ajfa-14866	372	3	are	be	AUX
ajfa-14866	372	4	not	not	PART
ajfa-14866	372	5	available	available	ADJ
ajfa-14866	372	6	in	in	ADP
ajfa-14866	372	7	the	the	DET
ajfa-14866	372	8	nse	nse	NOUN
ajfa-14866	372	9	indian	indian	ADJ
ajfa-14866	372	10	official	official	ADJ
ajfa-14866	372	11	website	website	NOUN
ajfa-14866	372	12	for	for	ADP
ajfa-14866	372	13	the	the	DET
ajfa-14866	372	14	complete	complete	ADJ
ajfa-14866	372	15	period	period	NOUN
ajfa-14866	372	16	.	.	PUNCT
ajfa-14866	373	1	the	the	DET
ajfa-14866	373	2	number	number	NOUN
ajfa-14866	373	3	of	of	ADP
ajfa-14866	373	4	shareholders	shareholder	NOUN
ajfa-14866	373	5	data	datum	NOUN
ajfa-14866	373	6	and	and	CCONJ
ajfa-14866	373	7	number	number	NOUN
ajfa-14866	373	8	of	of	ADP
ajfa-14866	373	9	trades	trade	NOUN
ajfa-14866	373	10	data	datum	NOUN
ajfa-14866	373	11	are	be	AUX
ajfa-14866	373	12	available	available	ADJ
ajfa-14866	373	13	only	only	ADV
ajfa-14866	373	14	from	from	ADP
ajfa-14866	373	15	2007	2007	NUM
ajfa-14866	373	16	and	and	CCONJ
ajfa-14866	373	17	2011	2011	NUM
ajfa-14866	373	18	respectively	respectively	ADV
ajfa-14866	373	19	.	.	PUNCT
ajfa-14866	374	1	the	the	DET
ajfa-14866	374	2	total	total	ADJ
ajfa-14866	374	3	mutual	mutual	ADJ
ajfa-14866	374	4	fund	fund	NOUN
ajfa-14866	374	5	data	datum	NOUN
ajfa-14866	374	6	is	be	AUX
ajfa-14866	374	7	used	use	VERB
ajfa-14866	374	8	in	in	ADP
ajfa-14866	374	9	this	this	DET
ajfa-14866	374	10	study	study	NOUN
ajfa-14866	374	11	due	due	ADP
ajfa-14866	374	12	to	to	ADP
ajfa-14866	374	13	non	non	NOUN
ajfa-14866	374	14	-	-	NOUN
ajfa-14866	374	15	availability	availability	NOUN
ajfa-14866	374	16	of	of	ADP
ajfa-14866	374	17	required	require	VERB
ajfa-14866	374	18	index	index	NOUN
ajfa-14866	374	19	data	datum	NOUN
ajfa-14866	374	20	.	.	PUNCT
ajfa-14866	375	1	note	note	VERB
ajfa-14866	375	2	17	17	NUM
ajfa-14866	375	3	.	.	PUNCT
ajfa-14866	376	1	when	when	SCONJ
ajfa-14866	376	2	the	the	DET
ajfa-14866	376	3	mean	mean	ADJ
ajfa-14866	376	4	percentage	percentage	NOUN
ajfa-14866	376	5	change	change	NOUN
ajfa-14866	376	6	in	in	ADP
ajfa-14866	376	7	retail	retail	ADJ
ajfa-14866	376	8	shareholding	shareholding	NOUN
ajfa-14866	376	9	alone	alone	ADV
ajfa-14866	376	10	was	be	AUX
ajfa-14866	376	11	considered	consider	VERB
ajfa-14866	376	12	,	,	PUNCT
ajfa-14866	376	13	it	it	PRON
ajfa-14866	376	14	was	be	AUX
ajfa-14866	376	15	found	find	VERB
ajfa-14866	376	16	to	to	PART
ajfa-14866	376	17	be	be	AUX
ajfa-14866	376	18	negative	negative	ADJ
ajfa-14866	376	19	and	and	CCONJ
ajfa-14866	376	20	significant	significant	ADJ
ajfa-14866	376	21	-0.32	-0.32	ADJ
ajfa-14866	376	22	%	%	NOUN
ajfa-14866	376	23	for	for	ADP
ajfa-14866	376	24	sub	sub	NOUN
ajfa-14866	376	25	period	period	NOUN
ajfa-14866	376	26	2	2	NUM
ajfa-14866	376	27	and	and	CCONJ
ajfa-14866	376	28	a	a	DET
ajfa-14866	376	29	positive	positive	ADJ
ajfa-14866	376	30	0.15	0.15	NUM
ajfa-14866	376	31	%	%	NOUN
ajfa-14866	376	32	for	for	ADP
ajfa-14866	376	33	sub	sub	NOUN
ajfa-14866	376	34	period	period	NOUN
ajfa-14866	376	35	1	1	NUM
ajfa-14866	376	36	corroborating	corroborate	VERB
ajfa-14866	376	37	the	the	DET
ajfa-14866	376	38	earlier	early	ADJ
ajfa-14866	376	39	evidence	evidence	NOUN
ajfa-14866	376	40	.	.	PUNCT
ajfa-14866	377	1	asian	asian	ADJ
ajfa-14866	377	2	journal	journal	PROPN
ajfa-14866	377	3	of	of	ADP
ajfa-14866	377	4	finance	finance	PROPN
ajfa-14866	377	5	&	&	CCONJ
ajfa-14866	377	6	accounting	accounting	PROPN
ajfa-14866	377	7	issn	issn	PROPN
ajfa-14866	377	8	1946	1946	NUM
ajfa-14866	377	9	-	-	PUNCT
ajfa-14866	377	10	052x	052x	PROPN
ajfa-14866	377	11	2019	2019	NUM
ajfa-14866	377	12	,	,	PUNCT
ajfa-14866	377	13	vol	vol	NOUN
ajfa-14866	377	14	.	.	PROPN
ajfa-14866	377	15	11	11	NUM
ajfa-14866	377	16	,	,	PUNCT
ajfa-14866	377	17	no	no	INTJ
ajfa-14866	377	18	.	.	NOUN
ajfa-14866	377	19	1	1	NUM
ajfa-14866	377	20	327	327	NUM
ajfa-14866	377	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	377	22	references	reference	NOUN
ajfa-14866	377	23	amihud	amihud	ADV
ajfa-14866	377	24	,	,	PUNCT
ajfa-14866	377	25	y.	y.	PROPN
ajfa-14866	377	26	(	(	PUNCT
ajfa-14866	377	27	2002	2002	NUM
ajfa-14866	377	28	)	)	PUNCT
ajfa-14866	377	29	.	.	PUNCT
ajfa-14866	378	1	illiquidity	illiquidity	NOUN
ajfa-14866	378	2	and	and	CCONJ
ajfa-14866	378	3	stock	stock	NOUN
ajfa-14866	378	4	returns	return	NOUN
ajfa-14866	378	5	:	:	PUNCT
ajfa-14866	378	6	cross	cross	NOUN
ajfa-14866	378	7	section	section	NOUN
ajfa-14866	378	8	and	and	CCONJ
ajfa-14866	378	9	time	time	NOUN
ajfa-14866	378	10	series	series	PROPN
ajfa-14866	378	11	effects.journal	effects.journal	PROPN
ajfa-14866	378	12	of	of	ADP
ajfa-14866	378	13	financial	financial	ADJ
ajfa-14866	378	14	markets	market	NOUN
ajfa-14866	378	15	,	,	PUNCT
ajfa-14866	378	16	5	5	NUM
ajfa-14866	378	17	,	,	PUNCT
ajfa-14866	378	18	31	31	NUM
ajfa-14866	378	19	-	-	SYM
ajfa-14866	378	20	56	56	NUM
ajfa-14866	378	21	.	.	PUNCT
ajfa-14866	379	1	https://doi.org/10.1016/s1386-4181(01)00024-6	https://doi.org/10.1016/s1386-4181(01)00024-6	PROPN
ajfa-14866	379	2	amihud	amihud	PROPN
ajfa-14866	379	3	,	,	PUNCT
ajfa-14866	379	4	y.	y.	PROPN
ajfa-14866	379	5	,	,	PUNCT
ajfa-14866	379	6	mendelson	mendelson	PROPN
ajfa-14866	379	7	,	,	PUNCT
ajfa-14866	379	8	h.	h.	PROPN
ajfa-14866	379	9	,	,	PUNCT
ajfa-14866	379	10	(	(	PUNCT
ajfa-14866	379	11	1986	1986	NUM
ajfa-14866	379	12	)	)	PUNCT
ajfa-14866	379	13	.	.	PUNCT
ajfa-14866	380	1	asset	asset	NOUN
ajfa-14866	380	2	pricing	pricing	NOUN
ajfa-14866	380	3	and	and	CCONJ
ajfa-14866	380	4	the	the	DET
ajfa-14866	380	5	bid	bid	NOUN
ajfa-14866	380	6	-	-	PUNCT
ajfa-14866	380	7	ask	ask	NOUN
ajfa-14866	380	8	spread	spread	NOUN
ajfa-14866	380	9	,	,	PUNCT
ajfa-14866	380	10	journal	journal	NOUN
ajfa-14866	380	11	of	of	ADP
ajfa-14866	380	12	financial	financial	ADJ
ajfa-14866	380	13	economics	economic	NOUN
ajfa-14866	380	14	,	,	PUNCT
ajfa-14866	380	15	17(2	17(2	NUM
ajfa-14866	380	16	)	)	PUNCT
ajfa-14866	380	17	,	,	PUNCT
ajfa-14866	380	18	223	223	NUM
ajfa-14866	380	19	-	-	SYM
ajfa-14866	380	20	249	249	NUM
ajfa-14866	380	21	.	.	PUNCT
ajfa-14866	381	1	barberis	barberis	PROPN
ajfa-14866	381	2	,	,	PUNCT
ajfa-14866	381	3	n.	n.	NOUN
ajfa-14866	381	4	,	,	PUNCT
ajfa-14866	381	5	shliefer	shliefer	NOUN
ajfa-14866	381	6	,	,	PUNCT
ajfa-14866	381	7	a.	a.	NOUN
ajfa-14866	381	8	,	,	PUNCT
ajfa-14866	381	9	wurgler	wurgler	NOUN
ajfa-14866	381	10	,	,	PUNCT
ajfa-14866	381	11	j.	j.	PROPN
ajfa-14866	381	12	,	,	PUNCT
ajfa-14866	381	13	(	(	PUNCT
ajfa-14866	381	14	2005	2005	NUM
ajfa-14866	381	15	)	)	PUNCT
ajfa-14866	381	16	.	.	PUNCT
ajfa-14866	382	1	comovemen	comovemen	PROPN
ajfa-14866	382	2	.	.	PUNCT
ajfa-14866	383	1	journal	journal	PROPN
ajfa-14866	383	2	of	of	ADP
ajfa-14866	383	3	financial	financial	ADJ
ajfa-14866	383	4	economics	economic	NOUN
ajfa-14866	383	5	,	,	PUNCT
ajfa-14866	383	6	75	75	NUM
ajfa-14866	383	7	,	,	PUNCT
ajfa-14866	383	8	283	283	NUM
ajfa-14866	383	9	-	-	SYM
ajfa-14866	383	10	317	317	NUM
ajfa-14866	383	11	.	.	PUNCT
ajfa-14866	384	1	beneish	beneish	PROPN
ajfa-14866	384	2	,	,	PUNCT
ajfa-14866	384	3	m.	m.	NOUN
ajfa-14866	384	4	gardner	gardner	PROPN
ajfa-14866	384	5	,	,	PUNCT
ajfa-14866	384	6	j.	j.	PROPN
ajfa-14866	384	7	(	(	PUNCT
ajfa-14866	384	8	1995	1995	NUM
ajfa-14866	384	9	)	)	PUNCT
ajfa-14866	384	10	.	.	PUNCT
ajfa-14866	385	1	information	information	NOUN
ajfa-14866	385	2	costs	cost	NOUN
ajfa-14866	385	3	and	and	CCONJ
ajfa-14866	385	4	liquidity	liquidity	NOUN
ajfa-14866	385	5	effects	effect	NOUN
ajfa-14866	385	6	from	from	ADP
ajfa-14866	385	7	changes	change	NOUN
ajfa-14866	385	8	in	in	ADP
ajfa-14866	385	9	the	the	DET
ajfa-14866	385	10	dow	dow	PROPN
ajfa-14866	385	11	jones	jones	PROPN
ajfa-14866	385	12	industrial	industrial	PROPN
ajfa-14866	385	13	average	average	ADJ
ajfa-14866	385	14	list	list	NOUN
ajfa-14866	385	15	.	.	PUNCT
ajfa-14866	386	1	journal	journal	NOUN
ajfa-14866	386	2	of	of	ADP
ajfa-14866	386	3	financial	financial	ADJ
ajfa-14866	386	4	and	and	CCONJ
ajfa-14866	386	5	quantitative	quantitative	ADJ
ajfa-14866	386	6	analysis	analysis	NOUN
ajfa-14866	386	7	,	,	PUNCT
ajfa-14866	386	8	30	30	NUM
ajfa-14866	386	9	,	,	PUNCT
ajfa-14866	386	10	135	135	NUM
ajfa-14866	386	11	-	-	SYM
ajfa-14866	386	12	137	137	NUM
ajfa-14866	386	13	beneish	beneish	ADJ
ajfa-14866	386	14	,	,	PUNCT
ajfa-14866	386	15	m.d	m.d	PROPN
ajfa-14866	386	16	.	.	PROPN
ajfa-14866	386	17	,	,	PUNCT
ajfa-14866	386	18	whaley	whaley	PROPN
ajfa-14866	386	19	,	,	PUNCT
ajfa-14866	386	20	r.e	r.e	PROPN
ajfa-14866	386	21	.	.	PROPN
ajfa-14866	386	22	,	,	PUNCT
ajfa-14866	386	23	(	(	PUNCT
ajfa-14866	386	24	1996	1996	NUM
ajfa-14866	386	25	)	)	PUNCT
ajfa-14866	386	26	.	.	PUNCT
ajfa-14866	387	1	the	the	DET
ajfa-14866	387	2	anatomy	anatomy	NOUN
ajfa-14866	387	3	of	of	ADP
ajfa-14866	387	4	the	the	DET
ajfa-14866	387	5	s&p	s&p	PROPN
ajfa-14866	387	6	game	game	NOUN
ajfa-14866	387	7	:	:	PUNCT
ajfa-14866	387	8	the	the	DET
ajfa-14866	387	9	effect	effect	NOUN
ajfa-14866	387	10	of	of	ADP
ajfa-14866	387	11	changing	change	VERB
ajfa-14866	387	12	rules	rule	NOUN
ajfa-14866	387	13	,	,	PUNCT
ajfa-14866	387	14	journal	journal	NOUN
ajfa-14866	387	15	of	of	ADP
ajfa-14866	387	16	finance	finance	NOUN
ajfa-14866	387	17	,	,	PUNCT
ajfa-14866	387	18	51	51	NUM
ajfa-14866	387	19	,	,	PUNCT
ajfa-14866	387	20	1909	1909	NUM
ajfa-14866	387	21	-	-	SYM
ajfa-14866	387	22	1930	1930	NUM
ajfa-14866	387	23	.	.	PUNCT
ajfa-14866	388	1	brown	brown	PROPN
ajfa-14866	388	2	,	,	PUNCT
ajfa-14866	388	3	s.j	s.j	PROPN
ajfa-14866	388	4	.	.	PROPN
ajfa-14866	388	5	,	,	PUNCT
ajfa-14866	388	6	warner	warner	PROPN
ajfa-14866	388	7	,	,	PUNCT
ajfa-14866	388	8	j.b	j.b	PROPN
ajfa-14866	388	9	.	.	PROPN
ajfa-14866	388	10	,	,	PUNCT
ajfa-14866	388	11	(	(	PUNCT
ajfa-14866	388	12	1985	1985	NUM
ajfa-14866	388	13	)	)	PUNCT
ajfa-14866	388	14	.	.	PUNCT
ajfa-14866	389	1	using	use	VERB
ajfa-14866	389	2	daily	daily	ADJ
ajfa-14866	389	3	stock	stock	NOUN
ajfa-14866	389	4	returns	return	NOUN
ajfa-14866	389	5	:	:	PUNCT
ajfa-14866	389	6	the	the	DET
ajfa-14866	389	7	case	case	NOUN
ajfa-14866	389	8	of	of	ADP
ajfa-14866	389	9	event	event	NOUN
ajfa-14866	389	10	studies	study	NOUN
ajfa-14866	389	11	,	,	PUNCT
ajfa-14866	389	12	journal	journal	NOUN
ajfa-14866	389	13	of	of	ADP
ajfa-14866	389	14	financial	financial	ADJ
ajfa-14866	389	15	economics	economic	NOUN
ajfa-14866	389	16	,	,	PUNCT
ajfa-14866	389	17	14(1	14(1	NUM
ajfa-14866	389	18	)	)	PUNCT
ajfa-14866	389	19	,	,	PUNCT
ajfa-14866	389	20	3	3	NUM
ajfa-14866	389	21	-	-	SYM
ajfa-14866	389	22	31	31	NUM
ajfa-14866	389	23	.	.	PUNCT
ajfa-14866	390	1	cai	cai	PROPN
ajfa-14866	390	2	,	,	PUNCT
ajfa-14866	390	3	j.	j.	PROPN
ajfa-14866	390	4	and	and	CCONJ
ajfa-14866	390	5	houge	houge	PROPN
ajfa-14866	390	6	,	,	PUNCT
ajfa-14866	390	7	t.	t.	PROPN
ajfa-14866	390	8	,	,	PUNCT
ajfa-14866	390	9	(	(	PUNCT
ajfa-14866	390	10	2008	2008	NUM
ajfa-14866	390	11	)	)	PUNCT
ajfa-14866	390	12	.	.	PUNCT
ajfa-14866	391	1	long	long	ADJ
ajfa-14866	391	2	-	-	PUNCT
ajfa-14866	391	3	term	term	NOUN
ajfa-14866	391	4	impact	impact	NOUN
ajfa-14866	391	5	of	of	ADP
ajfa-14866	391	6	russell	russell	PROPN
ajfa-14866	391	7	2000	2000	NUM
ajfa-14866	391	8	index	index	NOUN
ajfa-14866	391	9	rebalancing	rebalancing	NOUN
ajfa-14866	391	10	,	,	PUNCT
ajfa-14866	391	11	financial	financial	ADJ
ajfa-14866	391	12	analysts	analyst	NOUN
ajfa-14866	391	13	journal	journal	NOUN
ajfa-14866	391	14	,	,	PUNCT
ajfa-14866	391	15	64(4	64(4	NUM
ajfa-14866	391	16	)	)	PUNCT
ajfa-14866	391	17	,	,	PUNCT
ajfa-14866	391	18	76	76	NUM
ajfa-14866	391	19	-	-	SYM
ajfa-14866	391	20	91	91	NUM
ajfa-14866	391	21	.	.	PUNCT
ajfa-14866	392	1	https://doi.org/10.2469/faj.v64.n4.7	https://doi.org/10.2469/faj.v64.n4.7	ADJ
ajfa-14866	392	2	chakrabarti	chakrabarti	NOUN
ajfa-14866	392	3	,	,	PUNCT
ajfa-14866	392	4	r.	r.	PROPN
ajfa-14866	392	5	,	,	PUNCT
ajfa-14866	392	6	huang	huang	PROPN
ajfa-14866	392	7	,	,	PUNCT
ajfa-14866	392	8	w.	w.	PROPN
ajfa-14866	392	9	,	,	PUNCT
ajfa-14866	392	10	jayaraman	jayaraman	NOUN
ajfa-14866	392	11	,	,	PUNCT
ajfa-14866	392	12	n.	n.	PROPN
ajfa-14866	392	13	,	,	PUNCT
ajfa-14866	392	14	lee	lee	PROPN
ajfa-14866	392	15	,	,	PUNCT
ajfa-14866	392	16	j.	j.	PROPN
ajfa-14866	392	17	,	,	PUNCT
ajfa-14866	392	18	(	(	PUNCT
ajfa-14866	392	19	2005	2005	NUM
ajfa-14866	392	20	)	)	PUNCT
ajfa-14866	392	21	.	.	PUNCT
ajfa-14866	393	1	price	price	NOUN
ajfa-14866	393	2	and	and	CCONJ
ajfa-14866	393	3	volume	volume	NOUN
ajfa-14866	393	4	effects	effect	NOUN
ajfa-14866	393	5	of	of	ADP
ajfa-14866	393	6	changes	change	NOUN
ajfa-14866	393	7	in	in	ADP
ajfa-14866	393	8	the	the	DET
ajfa-14866	393	9	msci	msci	PROPN
ajfa-14866	393	10	indices	index	NOUN
ajfa-14866	393	11	-	-	PUNCT
ajfa-14866	393	12	nature	nature	NOUN
ajfa-14866	393	13	and	and	CCONJ
ajfa-14866	393	14	causes	cause	NOUN
ajfa-14866	393	15	,	,	PUNCT
ajfa-14866	393	16	journal	journal	NOUN
ajfa-14866	393	17	of	of	ADP
ajfa-14866	393	18	banking	banking	NOUN
ajfa-14866	393	19	and	and	CCONJ
ajfa-14866	393	20	finance	finance	NOUN
ajfa-14866	393	21	,	,	PUNCT
ajfa-14866	393	22	5	5	NUM
ajfa-14866	393	23	,	,	PUNCT
ajfa-14866	393	24	1237	1237	NUM
ajfa-14866	393	25	-	-	SYM
ajfa-14866	393	26	1264	1264	NUM
ajfa-14866	393	27	.	.	PUNCT
ajfa-14866	394	1	https://doi.org/10.1016/j.jbankfin.2004.04.002	https://doi.org/10.1016/j.jbankfin.2004.04.002	NOUN
ajfa-14866	394	2	chen	chen	PROPN
ajfa-14866	394	3	,	,	PUNCT
ajfa-14866	394	4	h.	h.	PROPN
ajfa-14866	394	5	,	,	PUNCT
ajfa-14866	394	6	noronha	noronha	NOUN
ajfa-14866	394	7	,	,	PUNCT
ajfa-14866	394	8	g.	g.	PROPN
ajfa-14866	394	9	,	,	PUNCT
ajfa-14866	394	10	singhal	singhal	PROPN
ajfa-14866	394	11	,	,	PUNCT
ajfa-14866	394	12	v.	v.	PROPN
ajfa-14866	394	13	,	,	PUNCT
ajfa-14866	394	14	(	(	PUNCT
ajfa-14866	394	15	2004).the	2004).the	DET
ajfa-14866	394	16	price	price	NOUN
ajfa-14866	394	17	response	response	NOUN
ajfa-14866	394	18	to	to	ADP
ajfa-14866	394	19	s&p	s&p	PROPN
ajfa-14866	394	20	500	500	NUM
ajfa-14866	394	21	additions	addition	NOUN
ajfa-14866	394	22	and	and	CCONJ
ajfa-14866	394	23	deletions	deletion	NOUN
ajfa-14866	394	24	:	:	PUNCT
ajfa-14866	394	25	evidence	evidence	NOUN
ajfa-14866	394	26	of	of	ADP
ajfa-14866	394	27	asymmetry	asymmetry	NOUN
ajfa-14866	394	28	and	and	CCONJ
ajfa-14866	394	29	a	a	DET
ajfa-14866	394	30	new	new	ADJ
ajfa-14866	394	31	explanation	explanation	NOUN
ajfa-14866	394	32	,	,	PUNCT
ajfa-14866	394	33	journal	journal	NOUN
ajfa-14866	394	34	of	of	ADP
ajfa-14866	394	35	finance	finance	NOUN
ajfa-14866	394	36	,	,	PUNCT
ajfa-14866	394	37	59(4),1901	59(4),1901	NUM
ajfa-14866	394	38	-	-	SYM
ajfa-14866	394	39	1929	1929	NUM
ajfa-14866	394	40	.	.	PUNCT
ajfa-14866	395	1	daya	daya	PROPN
ajfa-14866	395	2	,	,	PUNCT
ajfa-14866	395	3	w.	w.	PROPN
ajfa-14866	395	4	,	,	PUNCT
ajfa-14866	395	5	mazouz	mazouz	NOUN
ajfa-14866	395	6	,	,	PUNCT
ajfa-14866	395	7	k.	k.	PROPN
ajfa-14866	395	8	and	and	CCONJ
ajfa-14866	395	9	freeman	freeman	PROPN
ajfa-14866	395	10	,	,	PUNCT
ajfa-14866	395	11	m.	m.	NOUN
ajfa-14866	395	12	,	,	PUNCT
ajfa-14866	395	13	(	(	PUNCT
ajfa-14866	395	14	2012	2012	NUM
ajfa-14866	395	15	)	)	PUNCT
ajfa-14866	395	16	.	.	PUNCT
ajfa-14866	396	1	information	information	NOUN
ajfa-14866	396	2	efficiency	efficiency	NOUN
ajfa-14866	396	3	changes	change	NOUN
ajfa-14866	396	4	following	follow	VERB
ajfa-14866	396	5	ftse	ftse	PROPN
ajfa-14866	396	6	100	100	NUM
ajfa-14866	396	7	index	index	NOUN
ajfa-14866	396	8	revisions	revision	NOUN
ajfa-14866	396	9	,	,	PUNCT
ajfa-14866	396	10	journal	journal	NOUN
ajfa-14866	396	11	of	of	ADP
ajfa-14866	396	12	international	international	ADJ
ajfa-14866	396	13	financial	financial	ADJ
ajfa-14866	396	14	markets	market	NOUN
ajfa-14866	396	15	,	,	PUNCT
ajfa-14866	396	16	institutions	institution	NOUN
ajfa-14866	396	17	and	and	CCONJ
ajfa-14866	396	18	money	money	NOUN
ajfa-14866	396	19	,	,	PUNCT
ajfa-14866	396	20	22(4	22(4	NUM
ajfa-14866	396	21	)	)	PUNCT
ajfa-14866	396	22	,	,	PUNCT
ajfa-14866	396	23	1054	1054	NUM
ajfa-14866	396	24	-	-	SYM
ajfa-14866	396	25	1069	1069	NUM
ajfa-14866	396	26	.	.	PUNCT
ajfa-14866	397	1	https://doi.org/10.1016/j.intfin.2012.01.002	https://doi.org/10.1016/j.intfin.2012.01.002	PROPN
ajfa-14866	397	2	denis	denis	PROPN
ajfa-14866	397	3	,	,	PUNCT
ajfa-14866	397	4	d.k	d.k	PROPN
ajfa-14866	397	5	.	.	PROPN
ajfa-14866	397	6	,	,	PUNCT
ajfa-14866	397	7	mcconnell	mcconnell	PROPN
ajfa-14866	397	8	,	,	PUNCT
ajfa-14866	397	9	j.j	j.j	PROPN
ajfa-14866	397	10	.	.	PROPN
ajfa-14866	397	11	,	,	PUNCT
ajfa-14866	397	12	ovtchinnikov	ovtchinnikov	PROPN
ajfa-14866	397	13	,	,	PUNCT
ajfa-14866	397	14	a.v	a.v	PROPN
ajfa-14866	397	15	.	.	PROPN
ajfa-14866	397	16	,	,	PUNCT
ajfa-14866	397	17	yu	yu	PROPN
ajfa-14866	397	18	,	,	PUNCT
ajfa-14866	397	19	y.	y.	PROPN
ajfa-14866	397	20	,	,	PUNCT
ajfa-14866	397	21	(	(	PUNCT
ajfa-14866	397	22	2003	2003	NUM
ajfa-14866	397	23	)	)	PUNCT
ajfa-14866	397	24	.	.	PUNCT
ajfa-14866	398	1	s&p	s&p	PROPN
ajfa-14866	398	2	500	500	NUM
ajfa-14866	398	3	index	index	NOUN
ajfa-14866	398	4	additions	addition	NOUN
ajfa-14866	398	5	and	and	CCONJ
ajfa-14866	398	6	earnings	earning	NOUN
ajfa-14866	398	7	expectations	expectation	NOUN
ajfa-14866	398	8	.	.	PUNCT
ajfa-14866	399	1	journal	journal	PROPN
ajfa-14866	399	2	of	of	ADP
ajfa-14866	399	3	finance	finance	NOUN
ajfa-14866	399	4	,	,	PUNCT
ajfa-14866	399	5	58(5	58(5	NUM
ajfa-14866	399	6	)	)	PUNCT
ajfa-14866	399	7	,	,	PUNCT
ajfa-14866	399	8	1821	1821	NUM
ajfa-14866	399	9	-	-	SYM
ajfa-14866	399	10	1840	1840	NUM
ajfa-14866	399	11	.	.	PUNCT
ajfa-14866	400	1	dhillon	dhillon	PROPN
ajfa-14866	400	2	,	,	PUNCT
ajfa-14866	400	3	u.	u.	PROPN
ajfa-14866	400	4	,	,	PUNCT
ajfa-14866	400	5	johnson	johnson	PROPN
ajfa-14866	400	6	,	,	PUNCT
ajfa-14866	400	7	h.	h.	PROPN
ajfa-14866	400	8	,	,	PUNCT
ajfa-14866	400	9	(	(	PUNCT
ajfa-14866	400	10	1991	1991	NUM
ajfa-14866	400	11	)	)	PUNCT
ajfa-14866	400	12	.	.	PUNCT
ajfa-14866	401	1	changes	change	NOUN
ajfa-14866	401	2	in	in	ADP
ajfa-14866	401	3	the	the	DET
ajfa-14866	401	4	standard	standard	NOUN
ajfa-14866	401	5	and	and	CCONJ
ajfa-14866	401	6	poor	poor	ADJ
ajfa-14866	401	7	’s	’s	PART
ajfa-14866	401	8	500	500	NUM
ajfa-14866	401	9	list	list	NOUN
ajfa-14866	401	10	,	,	PUNCT
ajfa-14866	401	11	journal	journal	NOUN
ajfa-14866	401	12	of	of	ADP
ajfa-14866	401	13	business	business	NOUN
ajfa-14866	401	14	,	,	PUNCT
ajfa-14866	401	15	64	64	NUM
ajfa-14866	401	16	,	,	PUNCT
ajfa-14866	401	17	75	75	NUM
ajfa-14866	401	18	-	-	SYM
ajfa-14866	401	19	85	85	NUM
ajfa-14866	401	20	.	.	PUNCT
ajfa-14866	402	1	elliot	elliot	PROPN
ajfa-14866	402	2	,	,	PUNCT
ajfa-14866	402	3	w.	w.	PROPN
ajfa-14866	402	4	,	,	PUNCT
ajfa-14866	402	5	van	van	PROPN
ajfa-14866	402	6	ness	ness	PROPN
ajfa-14866	402	7	,	,	PUNCT
ajfa-14866	402	8	b.	b.	PROPN
ajfa-14866	402	9	,	,	PUNCT
ajfa-14866	402	10	walker	walker	PROPN
ajfa-14866	402	11	,	,	PUNCT
ajfa-14866	402	12	m.	m.	NOUN
ajfa-14866	402	13	,	,	PUNCT
ajfa-14866	402	14	warr	warr	PROPN
ajfa-14866	402	15	,	,	PUNCT
ajfa-14866	402	16	r.	r.	PROPN
ajfa-14866	402	17	,	,	PUNCT
ajfa-14866	402	18	(	(	PUNCT
ajfa-14866	402	19	2006	2006	NUM
ajfa-14866	402	20	)	)	PUNCT
ajfa-14866	402	21	.	.	PUNCT
ajfa-14866	403	1	what	what	PRON
ajfa-14866	403	2	drives	drive	VERB
ajfa-14866	403	3	the	the	DET
ajfa-14866	403	4	s&p	s&p	PROPN
ajfa-14866	403	5	500	500	NUM
ajfa-14866	403	6	inclusion	inclusion	NOUN
ajfa-14866	403	7	effect	effect	NOUN
ajfa-14866	403	8	?	?	PUNCT
ajfa-14866	403	9	,	,	PUNCT
ajfa-14866	403	10	an	an	DET
ajfa-14866	403	11	analytical	analytical	ADJ
ajfa-14866	403	12	survey	survey	NOUN
ajfa-14866	403	13	.	.	PUNCT
ajfa-14866	404	1	financial	financial	ADJ
ajfa-14866	404	2	management	management	NOUN
ajfa-14866	404	3	,	,	PUNCT
ajfa-14866	404	4	35(4),31	35(4),31	NUM
ajfa-14866	404	5	-	-	SYM
ajfa-14866	404	6	48	48	NUM
ajfa-14866	404	7	.	.	PUNCT
ajfa-14866	405	1	fernandes	fernande	NOUN
ajfa-14866	405	2	,	,	PUNCT
ajfa-14866	405	3	m.	m.	NOUN
ajfa-14866	405	4	,	,	PUNCT
ajfa-14866	405	5	mergulhão	mergulhão	PROPN
ajfa-14866	405	6	,	,	PUNCT
ajfa-14866	405	7	j.	j.	PROPN
ajfa-14866	405	8	,	,	PUNCT
ajfa-14866	405	9	(	(	PUNCT
ajfa-14866	405	10	2016	2016	NUM
ajfa-14866	405	11	)	)	PUNCT
ajfa-14866	405	12	.	.	PUNCT
ajfa-14866	406	1	anticipatory	anticipatory	ADJ
ajfa-14866	406	2	effects	effect	NOUN
ajfa-14866	406	3	in	in	ADP
ajfa-14866	406	4	the	the	DET
ajfa-14866	406	5	ftse	ftse	PROPN
ajfa-14866	406	6	100	100	NUM
ajfa-14866	406	7	index	index	NOUN
ajfa-14866	406	8	revisions	revision	NOUN
ajfa-14866	406	9	.	.	PUNCT
ajfa-14866	407	1	journal	journal	NOUN
ajfa-14866	407	2	of	of	ADP
ajfa-14866	407	3	empirical	empirical	ADJ
ajfa-14866	407	4	finance	finance	NOUN
ajfa-14866	407	5	,	,	PUNCT
ajfa-14866	407	6	37	37	NUM
ajfa-14866	407	7	,	,	PUNCT
ajfa-14866	407	8	79	79	NUM
ajfa-14866	407	9	-	-	SYM
ajfa-14866	407	10	90	90	NUM
ajfa-14866	407	11	.	.	PUNCT
ajfa-14866	408	1	https://doi.org/10.1016/j.jempfin.2016.02.009	https://doi.org/10.1016/j.jempfin.2016.02.009	NOUN
ajfa-14866	408	2	.	.	PUNCT
ajfa-14866	409	1	gregoriou	gregoriou	NOUN
ajfa-14866	409	2	,	,	PUNCT
ajfa-14866	409	3	a.	a.	NOUN
ajfa-14866	409	4	,	,	PUNCT
ajfa-14866	409	5	ioannidis	ioannidis	NOUN
ajfa-14866	409	6	,	,	PUNCT
ajfa-14866	409	7	c.	c.	NOUN
ajfa-14866	409	8	(	(	PUNCT
ajfa-14866	409	9	2006	2006	NUM
ajfa-14866	409	10	)	)	PUNCT
ajfa-14866	409	11	.	.	PUNCT
ajfa-14866	410	1	information	information	NOUN
ajfa-14866	410	2	costs	cost	NOUN
ajfa-14866	410	3	and	and	CCONJ
ajfa-14866	410	4	liquidity	liquidity	NOUN
ajfa-14866	410	5	effects	effect	NOUN
ajfa-14866	410	6	from	from	ADP
ajfa-14866	410	7	changes	change	NOUN
ajfa-14866	410	8	in	in	ADP
ajfa-14866	410	9	the	the	DET
ajfa-14866	410	10	ftse	ftse	PROPN
ajfa-14866	410	11	100	100	NUM
ajfa-14866	410	12	list	list	NOUN
ajfa-14866	410	13	,	,	PUNCT
ajfa-14866	410	14	the	the	DET
ajfa-14866	410	15	european	european	PROPN
ajfa-14866	410	16	journal	journal	PROPN
ajfa-14866	410	17	of	of	ADP
ajfa-14866	410	18	finance	finance	NOUN
ajfa-14866	410	19	,	,	PUNCT
ajfa-14866	410	20	12(4	12(4	NUM
ajfa-14866	410	21	)	)	PUNCT
ajfa-14866	410	22	,	,	PUNCT
ajfa-14866	410	23	347	347	NUM
ajfa-14866	410	24	-	-	SYM
ajfa-14866	410	25	360	360	NUM
ajfa-14866	410	26	.	.	PUNCT
ajfa-14866	411	1	asian	asian	ADJ
ajfa-14866	411	2	journal	journal	PROPN
ajfa-14866	411	3	of	of	ADP
ajfa-14866	411	4	finance	finance	PROPN
ajfa-14866	411	5	&	&	CCONJ
ajfa-14866	411	6	accounting	accounting	PROPN
ajfa-14866	411	7	issn	issn	PROPN
ajfa-14866	411	8	1946	1946	NUM
ajfa-14866	411	9	-	-	PUNCT
ajfa-14866	411	10	052x	052x	PROPN
ajfa-14866	411	11	2019	2019	NUM
ajfa-14866	411	12	,	,	PUNCT
ajfa-14866	411	13	vol	vol	NOUN
ajfa-14866	411	14	.	.	PROPN
ajfa-14866	411	15	11	11	NUM
ajfa-14866	411	16	,	,	PUNCT
ajfa-14866	411	17	no	no	INTJ
ajfa-14866	411	18	.	.	NOUN
ajfa-14866	411	19	1	1	NUM
ajfa-14866	411	20	328	328	NUM
ajfa-14866	411	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	411	22	harris	harris	PROPN
ajfa-14866	411	23	,	,	PUNCT
ajfa-14866	411	24	l.	l.	PROPN
ajfa-14866	411	25	,	,	PUNCT
ajfa-14866	411	26	&	&	CCONJ
ajfa-14866	411	27	gurel	gurel	PROPN
ajfa-14866	411	28	,	,	PUNCT
ajfa-14866	411	29	e.	e.	PROPN
ajfa-14866	411	30	(	(	PUNCT
ajfa-14866	411	31	1986	1986	NUM
ajfa-14866	411	32	)	)	PUNCT
ajfa-14866	411	33	.	.	PUNCT
ajfa-14866	412	1	price	price	NOUN
ajfa-14866	412	2	and	and	CCONJ
ajfa-14866	412	3	volume	volume	NOUN
ajfa-14866	412	4	effects	effect	NOUN
ajfa-14866	412	5	associated	associate	VERB
ajfa-14866	412	6	with	with	ADP
ajfa-14866	412	7	changes	change	NOUN
ajfa-14866	412	8	in	in	ADP
ajfa-14866	412	9	the	the	DET
ajfa-14866	412	10	s&p	s&p	PROPN
ajfa-14866	412	11	500	500	NUM
ajfa-14866	412	12	list	list	NOUN
ajfa-14866	412	13	,	,	PUNCT
ajfa-14866	412	14	new	new	ADJ
ajfa-14866	412	15	evidence	evidence	NOUN
ajfa-14866	412	16	for	for	ADP
ajfa-14866	412	17	the	the	DET
ajfa-14866	412	18	existence	existence	NOUN
ajfa-14866	412	19	of	of	ADP
ajfa-14866	412	20	price	price	NOUN
ajfa-14866	412	21	pressures	pressure	NOUN
ajfa-14866	412	22	.	.	PUNCT
ajfa-14866	413	1	journal	journal	PROPN
ajfa-14866	413	2	of	of	ADP
ajfa-14866	413	3	finance	finance	NOUN
ajfa-14866	413	4	,	,	PUNCT
ajfa-14866	413	5	41	41	NUM
ajfa-14866	413	6	,	,	PUNCT
ajfa-14866	413	7	815	815	NUM
ajfa-14866	413	8	-	-	SYM
ajfa-14866	413	9	829	829	NUM
ajfa-14866	413	10	.	.	PUNCT
ajfa-14866	414	1	hacibedel	hacibedel	PROPN
ajfa-14866	414	2	,	,	PUNCT
ajfa-14866	414	3	b.	b.	PROPN
ajfa-14866	414	4	,	,	PUNCT
ajfa-14866	414	5	(	(	PUNCT
ajfa-14866	414	6	2008	2008	NUM
ajfa-14866	414	7	)	)	PUNCT
ajfa-14866	414	8	.	.	PUNCT
ajfa-14866	415	1	index	index	NOUN
ajfa-14866	415	2	changes	change	NOUN
ajfa-14866	415	3	in	in	ADP
ajfa-14866	415	4	emerging	emerge	VERB
ajfa-14866	415	5	markets	market	NOUN
ajfa-14866	415	6	.	.	PUNCT
ajfa-14866	416	1	swedish	swedish	PROPN
ajfa-14866	416	2	institute	institute	PROPN
ajfa-14866	416	3	of	of	ADP
ajfa-14866	416	4	financial	financial	ADJ
ajfa-14866	416	5	research	research	NOUN
ajfa-14866	416	6	working	working	NOUN
ajfa-14866	416	7	paper	paper	NOUN
ajfa-14866	416	8	,	,	PUNCT
ajfa-14866	416	9	saltmatagatan	saltmatagatan	PROPN
ajfa-14866	416	10	,	,	PUNCT
ajfa-14866	416	11	19a	19a	NUM
ajfa-14866	416	12	,	,	PUNCT
ajfa-14866	416	13	se-113	se-113	PROPN
ajfa-14866	416	14	,	,	PUNCT
ajfa-14866	416	15	59	59	NUM
ajfa-14866	416	16	,	,	PUNCT
ajfa-14866	416	17	stockholm	stockholm	PROPN
ajfa-14866	416	18	,	,	PUNCT
ajfa-14866	416	19	sweden	sweden	PROPN
ajfa-14866	416	20	.	.	PUNCT
ajfa-14866	417	1	hacibedel	hacibedel	PROPN
ajfa-14866	417	2	,	,	PUNCT
ajfa-14866	417	3	b.	b.	PROPN
ajfa-14866	417	4	and	and	CCONJ
ajfa-14866	417	5	van	van	PROPN
ajfa-14866	417	6	bommel	bommel	PROPN
ajfa-14866	417	7	,	,	PUNCT
ajfa-14866	417	8	j.	j.	PROPN
ajfa-14866	417	9	(	(	PUNCT
ajfa-14866	417	10	2007	2007	NUM
ajfa-14866	417	11	)	)	PUNCT
ajfa-14866	417	12	.	.	PUNCT
ajfa-14866	418	1	do	do	AUX
ajfa-14866	418	2	emerging	emerge	VERB
ajfa-14866	418	3	markets	market	NOUN
ajfa-14866	418	4	benefit	benefit	VERB
ajfa-14866	418	5	from	from	ADP
ajfa-14866	418	6	index	index	NOUN
ajfa-14866	418	7	inclusion	inclusion	NOUN
ajfa-14866	418	8	?	?	PUNCT
ajfa-14866	418	9	.	.	PUNCT
ajfa-14866	419	1	in	in	ADP
ajfa-14866	419	2	money	money	NOUN
ajfa-14866	419	3	macro	macro	NOUN
ajfa-14866	419	4	and	and	CCONJ
ajfa-14866	419	5	finance	finance	NOUN
ajfa-14866	419	6	(	(	PUNCT
ajfa-14866	419	7	mmf	mmf	NOUN
ajfa-14866	419	8	)	)	PUNCT
ajfa-14866	419	9	research	research	NOUN
ajfa-14866	419	10	group	group	NOUN
ajfa-14866	419	11	conference	conference	NOUN
ajfa-14866	419	12	2006	2006	NUM
ajfa-14866	419	13	,	,	PUNCT
ajfa-14866	419	14	128	128	NUM
ajfa-14866	419	15	.	.	PUNCT
ajfa-14866	419	16	hegde	hegde	PROPN
ajfa-14866	419	17	,	,	PUNCT
ajfa-14866	419	18	s.	s.	PROPN
ajfa-14866	419	19	p.	p.	PROPN
ajfa-14866	419	20	and	and	CCONJ
ajfa-14866	419	21	j.	j.	PROPN
ajfa-14866	419	22	b.	b.	PROPN
ajfa-14866	419	23	mcdermott	mcdermott	PROPN
ajfa-14866	419	24	(	(	PUNCT
ajfa-14866	419	25	2003	2003	NUM
ajfa-14866	419	26	)	)	PUNCT
ajfa-14866	419	27	.	.	PUNCT
ajfa-14866	420	1	the	the	DET
ajfa-14866	420	2	liquidity	liquidity	NOUN
ajfa-14866	420	3	effects	effect	NOUN
ajfa-14866	420	4	of	of	ADP
ajfa-14866	420	5	revisions	revision	NOUN
ajfa-14866	420	6	to	to	ADP
ajfa-14866	420	7	the	the	DET
ajfa-14866	420	8	s&p	s&p	PROPN
ajfa-14866	420	9	500	500	NUM
ajfa-14866	420	10	index	index	NOUN
ajfa-14866	420	11	:	:	PUNCT
ajfa-14866	420	12	an	an	DET
ajfa-14866	420	13	empirical	empirical	ADJ
ajfa-14866	420	14	analysis	analysis	NOUN
ajfa-14866	420	15	.	.	PUNCT
ajfa-14866	421	1	journal	journal	NOUN
ajfa-14866	421	2	of	of	ADP
ajfa-14866	421	3	financial	financial	ADJ
ajfa-14866	421	4	markets	market	NOUN
ajfa-14866	421	5	,	,	PUNCT
ajfa-14866	421	6	6(3	6(3	NUM
ajfa-14866	421	7	)	)	PUNCT
ajfa-14866	421	8	,	,	PUNCT
ajfa-14866	421	9	413	413	NUM
ajfa-14866	421	10	-	-	SYM
ajfa-14866	421	11	459	459	NUM
ajfa-14866	421	12	hrazdil	hrazdil	NOUN
ajfa-14866	421	13	,	,	PUNCT
ajfa-14866	421	14	k.	k.	PROPN
ajfa-14866	421	15	,	,	PUNCT
ajfa-14866	421	16	(	(	PUNCT
ajfa-14866	421	17	2009	2009	NUM
ajfa-14866	421	18	)	)	PUNCT
ajfa-14866	421	19	.	.	PUNCT
ajfa-14866	422	1	the	the	DET
ajfa-14866	422	2	price	price	NOUN
ajfa-14866	422	3	,	,	PUNCT
ajfa-14866	422	4	liquidity	liquidity	NOUN
ajfa-14866	422	5	and	and	CCONJ
ajfa-14866	422	6	information	information	NOUN
ajfa-14866	422	7	asymmetry	asymmetry	NOUN
ajfa-14866	422	8	changes	change	NOUN
ajfa-14866	422	9	associated	associate	VERB
ajfa-14866	422	10	with	with	ADP
ajfa-14866	422	11	new	new	ADJ
ajfa-14866	422	12	s&p	s&p	PROPN
ajfa-14866	422	13	500	500	NUM
ajfa-14866	422	14	additions	addition	NOUN
ajfa-14866	422	15	.	.	PUNCT
ajfa-14866	423	1	managerial	managerial	ADJ
ajfa-14866	423	2	finance	finance	NOUN
ajfa-14866	423	3	,	,	PUNCT
ajfa-14866	423	4	3(7	3(7	NUM
ajfa-14866	423	5	)	)	PUNCT
ajfa-14866	423	6	,	,	PUNCT
ajfa-14866	423	7	579	579	NUM
ajfa-14866	423	8	-	-	SYM
ajfa-14866	423	9	605	605	NUM
ajfa-14866	423	10	.	.	PUNCT
ajfa-14866	424	1	https://doi.org/10.1108/03074350910960337	https://doi.org/10.1108/03074350910960337	NOUN
ajfa-14866	424	2	jain	jain	PROPN
ajfa-14866	424	3	,	,	PUNCT
ajfa-14866	424	4	p.c	p.c	PROPN
ajfa-14866	424	5	.	.	PROPN
ajfa-14866	424	6	,	,	PUNCT
ajfa-14866	424	7	(	(	PUNCT
ajfa-14866	424	8	1987	1987	NUM
ajfa-14866	424	9	)	)	PUNCT
ajfa-14866	424	10	.	.	PUNCT
ajfa-14866	425	1	the	the	DET
ajfa-14866	425	2	effect	effect	NOUN
ajfa-14866	425	3	on	on	ADP
ajfa-14866	425	4	stock	stock	NOUN
ajfa-14866	425	5	price	price	NOUN
ajfa-14866	425	6	of	of	ADP
ajfa-14866	425	7	inclusion	inclusion	NOUN
ajfa-14866	425	8	in	in	ADP
ajfa-14866	425	9	or	or	CCONJ
ajfa-14866	425	10	exclusion	exclusion	NOUN
ajfa-14866	425	11	from	from	ADP
ajfa-14866	425	12	the	the	DET
ajfa-14866	425	13	s&p	s&p	PROPN
ajfa-14866	425	14	500	500	NUM
ajfa-14866	425	15	.	.	PUNCT
ajfa-14866	426	1	financial	financial	ADJ
ajfa-14866	426	2	analyst	analyst	NOUN
ajfa-14866	426	3	journal	journal	NOUN
ajfa-14866	426	4	,	,	PUNCT
ajfa-14866	426	5	43	43	NUM
ajfa-14866	426	6	,	,	PUNCT
ajfa-14866	426	7	58	58	NUM
ajfa-14866	426	8	-	-	SYM
ajfa-14866	426	9	65	65	NUM
ajfa-14866	426	10	.	.	PUNCT
ajfa-14866	427	1	kamal	kamal	PROPN
ajfa-14866	427	2	,	,	PUNCT
ajfa-14866	427	3	r.	r.	PROPN
ajfa-14866	427	4	,	,	PUNCT
ajfa-14866	427	5	lawrence	lawrence	PROPN
ajfa-14866	427	6	,	,	PUNCT
ajfa-14866	427	7	e.r	e.r	PROPN
ajfa-14866	427	8	.	.	PROPN
ajfa-14866	427	9	,	,	PUNCT
ajfa-14866	427	10	mccabe	mccabe	PROPN
ajfa-14866	427	11	,	,	PUNCT
ajfa-14866	427	12	g.	g.	PROPN
ajfa-14866	427	13	prakash	prakash	PROPN
ajfa-14866	427	14	,	,	PUNCT
ajfa-14866	427	15	a.j	a.j	PROPN
ajfa-14866	427	16	.	.	PROPN
ajfa-14866	427	17	,	,	PUNCT
ajfa-14866	427	18	(	(	PUNCT
ajfa-14866	427	19	2012	2012	NUM
ajfa-14866	427	20	)	)	PUNCT
ajfa-14866	427	21	.	.	PUNCT
ajfa-14866	428	1	additions	addition	NOUN
ajfa-14866	428	2	to	to	ADP
ajfa-14866	428	3	s&p	s&p	PROPN
ajfa-14866	428	4	500	500	NUM
ajfa-14866	428	5	index	index	NOUN
ajfa-14866	428	6	:	:	PUNCT
ajfa-14866	428	7	not	not	PART
ajfa-14866	428	8	so	so	ADV
ajfa-14866	428	9	informative	informative	ADJ
ajfa-14866	428	10	any	any	PRON
ajfa-14866	428	11	more	more	ADJ
ajfa-14866	428	12	,	,	PUNCT
ajfa-14866	428	13	managerial	managerial	ADJ
ajfa-14866	428	14	finance	finance	NOUN
ajfa-14866	428	15	,	,	PUNCT
ajfa-14866	428	16	38(4	38(4	NUM
ajfa-14866	428	17	)	)	PUNCT
ajfa-14866	428	18	,	,	PUNCT
ajfa-14866	428	19	380	380	NUM
ajfa-14866	428	20	-	-	SYM
ajfa-14866	428	21	402	402	NUM
ajfa-14866	428	22	.	.	PUNCT
ajfa-14866	429	1	https://doi.org/10.1108/03074350910960337	https://doi.org/10.1108/03074350910960337	PROPN
ajfa-14866	430	1	kothari	kothari	PROPN
ajfa-14866	430	2	,	,	PUNCT
ajfa-14866	430	3	s.p	s.p	PROPN
ajfa-14866	430	4	.	.	PROPN
ajfa-14866	430	5	and	and	CCONJ
ajfa-14866	430	6	warner	warner	PROPN
ajfa-14866	430	7	,	,	PUNCT
ajfa-14866	430	8	j.b	j.b	PROPN
ajfa-14866	430	9	.	.	PUNCT
ajfa-14866	430	10	(	(	PUNCT
ajfa-14866	430	11	2007	2007	NUM
ajfa-14866	430	12	)	)	PUNCT
ajfa-14866	430	13	.	.	PUNCT
ajfa-14866	431	1	econometrics	econometric	NOUN
ajfa-14866	431	2	of	of	ADP
ajfa-14866	431	3	event	event	NOUN
ajfa-14866	431	4	studies	study	NOUN
ajfa-14866	431	5	.	.	PUNCT
ajfa-14866	432	1	handbook	handbook	NOUN
ajfa-14866	432	2	of	of	ADP
ajfa-14866	432	3	corporate	corporate	ADJ
ajfa-14866	432	4	finance	finance	NOUN
ajfa-14866	432	5	:	:	PUNCT
ajfa-14866	432	6	empirical	empirical	ADJ
ajfa-14866	432	7	corporate	corporate	ADJ
ajfa-14866	432	8	finance	finance	NOUN
ajfa-14866	432	9	.	.	PUNCT
ajfa-14866	433	1	b.	b.	PROPN
ajfa-14866	433	2	espeneckbo	espeneckbo	PROPN
ajfa-14866	433	3	kumar	kumar	PROPN
ajfa-14866	433	4	,	,	PUNCT
ajfa-14866	433	5	s.s.s	s.s.s	PROPN
ajfa-14866	433	6	.	.	PUNCT
ajfa-14866	433	7	,	,	PUNCT
ajfa-14866	433	8	(	(	PUNCT
ajfa-14866	433	9	2005	2005	NUM
ajfa-14866	433	10	)	)	PUNCT
ajfa-14866	433	11	,	,	PUNCT
ajfa-14866	433	12	price	price	NOUN
ajfa-14866	433	13	and	and	CCONJ
ajfa-14866	433	14	volume	volume	NOUN
ajfa-14866	433	15	effects	effect	NOUN
ajfa-14866	433	16	of	of	ADP
ajfa-14866	433	17	s&p	s&p	PROPN
ajfa-14866	433	18	nifty	nifty	ADJ
ajfa-14866	433	19	index	index	NOUN
ajfa-14866	433	20	reorganizations	reorganization	NOUN
ajfa-14866	433	21	,	,	PUNCT
ajfa-14866	433	22	nse	nse	NOUN
ajfa-14866	433	23	research	research	NOUN
ajfa-14866	433	24	initiative	initiative	NOUN
ajfa-14866	433	25	,	,	PUNCT
ajfa-14866	433	26	working	working	NOUN
ajfa-14866	433	27	paper	paper	NOUN
ajfa-14866	433	28	no	no	INTJ
ajfa-14866	433	29	.	.	PROPN
ajfa-14866	433	30	90	90	NUM
ajfa-14866	433	31	.	.	X
ajfa-14866	433	32	http://www.nseindia.com/content/research/comppaper90.pdf	http://www.nseindia.com/content/research/comppaper90.pdf	X
ajfa-14866	433	33	.	.	PUNCT
ajfa-14866	433	34	lynch	lynch	PROPN
ajfa-14866	433	35	,	,	PUNCT
ajfa-14866	433	36	a.	a.	PROPN
ajfa-14866	433	37	,	,	PUNCT
ajfa-14866	433	38	mendenhall	mendenhall	PROPN
ajfa-14866	433	39	,	,	PUNCT
ajfa-14866	433	40	r.	r.	PROPN
ajfa-14866	433	41	(	(	PUNCT
ajfa-14866	433	42	1997	1997	NUM
ajfa-14866	433	43	)	)	PUNCT
ajfa-14866	433	44	.	.	PUNCT
ajfa-14866	434	1	new	new	ADJ
ajfa-14866	434	2	evidence	evidence	NOUN
ajfa-14866	434	3	on	on	ADP
ajfa-14866	434	4	stock	stock	NOUN
ajfa-14866	434	5	price	price	NOUN
ajfa-14866	434	6	effects	effect	NOUN
ajfa-14866	434	7	associated	associate	VERB
ajfa-14866	434	8	with	with	ADP
ajfa-14866	434	9	changes	change	NOUN
ajfa-14866	434	10	in	in	ADP
ajfa-14866	434	11	the	the	DET
ajfa-14866	434	12	s&p	s&p	PROPN
ajfa-14866	434	13	500	500	NUM
ajfa-14866	434	14	.	.	PUNCT
ajfa-14866	435	1	journal	journal	PROPN
ajfa-14866	435	2	of	of	ADP
ajfa-14866	435	3	business	business	NOUN
ajfa-14866	435	4	,	,	PUNCT
ajfa-14866	435	5	70	70	NUM
ajfa-14866	435	6	,	,	PUNCT
ajfa-14866	435	7	351	351	NUM
ajfa-14866	435	8	-	-	SYM
ajfa-14866	435	9	384	384	NUM
ajfa-14866	435	10	.	.	PUNCT
ajfa-14866	436	1	mackinlay	mackinlay	PROPN
ajfa-14866	436	2	,	,	PUNCT
ajfa-14866	436	3	a.c	a.c	PROPN
ajfa-14866	436	4	.	.	PROPN
ajfa-14866	436	5	(	(	PUNCT
ajfa-14866	436	6	1997	1997	NUM
ajfa-14866	436	7	)	)	PUNCT
ajfa-14866	436	8	.	.	PUNCT
ajfa-14866	437	1	event	event	NOUN
ajfa-14866	437	2	studies	study	NOUN
ajfa-14866	437	3	in	in	ADP
ajfa-14866	437	4	economics	economic	NOUN
ajfa-14866	437	5	and	and	CCONJ
ajfa-14866	437	6	finance	finance	NOUN
ajfa-14866	437	7	,	,	PUNCT
ajfa-14866	437	8	journal	journal	NOUN
ajfa-14866	437	9	of	of	ADP
ajfa-14866	437	10	economic	economic	ADJ
ajfa-14866	437	11	literature	literature	NOUN
ajfa-14866	437	12	,	,	PUNCT
ajfa-14866	437	13	35(1	35(1	NUM
ajfa-14866	437	14	)	)	PUNCT
ajfa-14866	437	15	,	,	PUNCT
ajfa-14866	437	16	13	13	NUM
ajfa-14866	437	17	-	-	SYM
ajfa-14866	437	18	39	39	NUM
ajfa-14866	437	19	.	.	PUNCT
ajfa-14866	438	1	merton	merton	PROPN
ajfa-14866	438	2	,	,	PUNCT
ajfa-14866	438	3	r.c	r.c	PROPN
ajfa-14866	438	4	.	.	PROPN
ajfa-14866	438	5	(	(	PUNCT
ajfa-14866	438	6	1987	1987	NUM
ajfa-14866	438	7	)	)	PUNCT
ajfa-14866	438	8	.	.	PUNCT
ajfa-14866	439	1	a	a	DET
ajfa-14866	439	2	simple	simple	ADJ
ajfa-14866	439	3	model	model	NOUN
ajfa-14866	439	4	of	of	ADP
ajfa-14866	439	5	capital	capital	NOUN
ajfa-14866	439	6	market	market	NOUN
ajfa-14866	439	7	equilibrium	equilibrium	NOUN
ajfa-14866	439	8	with	with	ADP
ajfa-14866	439	9	incomplete	incomplete	ADJ
ajfa-14866	439	10	information	information	NOUN
ajfa-14866	439	11	.	.	PUNCT
ajfa-14866	440	1	journal	journal	PROPN
ajfa-14866	440	2	of	of	ADP
ajfa-14866	440	3	finance	finance	NOUN
ajfa-14866	440	4	,	,	PUNCT
ajfa-14866	440	5	42	42	NUM
ajfa-14866	440	6	,	,	PUNCT
ajfa-14866	440	7	483	483	NUM
ajfa-14866	440	8	-	-	SYM
ajfa-14866	440	9	510	510	NUM
ajfa-14866	440	10	.	.	PUNCT
ajfa-14866	441	1	miller	miller	PROPN
ajfa-14866	441	2	,	,	PUNCT
ajfa-14866	441	3	c.	c.	PROPN
ajfa-14866	441	4	and	and	CCONJ
ajfa-14866	441	5	ward	ward	NOUN
ajfa-14866	441	6	,	,	PUNCT
ajfa-14866	441	7	m.	m.	NOUN
ajfa-14866	441	8	(	(	PUNCT
ajfa-14866	441	9	2015	2015	NUM
ajfa-14866	441	10	)	)	PUNCT
ajfa-14866	441	11	.	.	PUNCT
ajfa-14866	442	1	the	the	DET
ajfa-14866	442	2	market	market	NOUN
ajfa-14866	442	3	impact	impact	NOUN
ajfa-14866	442	4	on	on	ADP
ajfa-14866	442	5	shares	share	NOUN
ajfa-14866	442	6	entering	enter	VERB
ajfa-14866	442	7	or	or	CCONJ
ajfa-14866	442	8	leaving	leave	VERB
ajfa-14866	442	9	jse	jse	PROPN
ajfa-14866	442	10	indices	index	NOUN
ajfa-14866	442	11	,	,	PUNCT
ajfa-14866	442	12	investment	investment	NOUN
ajfa-14866	442	13	analysts	analyst	NOUN
ajfa-14866	442	14	journal	journal	NOUN
ajfa-14866	442	15	,	,	PUNCT
ajfa-14866	442	16	44(1	44(1	PROPN
ajfa-14866	442	17	)	)	PUNCT
ajfa-14866	442	18	,	,	PUNCT
ajfa-14866	442	19	84	84	NUM
ajfa-14866	442	20	-	-	SYM
ajfa-14866	442	21	101	101	NUM
ajfa-14866	442	22	.	.	PUNCT
ajfa-14866	443	1	https://doi.org/10.1080/10293523.2015.994450	https://doi.org/10.1080/10293523.2015.994450	X
ajfa-14866	443	2	.	.	PUNCT
ajfa-14866	444	1	modigliani	modigliani	PROPN
ajfa-14866	444	2	,	,	PUNCT
ajfa-14866	444	3	f.	f.	PROPN
ajfa-14866	444	4	;	;	PUNCT
ajfa-14866	444	5	miller	miller	PROPN
ajfa-14866	444	6	,	,	PUNCT
ajfa-14866	444	7	m.	m.	NOUN
ajfa-14866	444	8	(	(	PUNCT
ajfa-14866	444	9	1958	1958	NUM
ajfa-14866	444	10	)	)	PUNCT
ajfa-14866	444	11	.	.	PUNCT
ajfa-14866	445	1	the	the	DET
ajfa-14866	445	2	cost	cost	NOUN
ajfa-14866	445	3	of	of	ADP
ajfa-14866	445	4	capital	capital	NOUN
ajfa-14866	445	5	,	,	PUNCT
ajfa-14866	445	6	corporation	corporation	NOUN
ajfa-14866	445	7	finance	finance	NOUN
ajfa-14866	445	8	and	and	CCONJ
ajfa-14866	445	9	the	the	DET
ajfa-14866	445	10	theory	theory	NOUN
ajfa-14866	445	11	of	of	ADP
ajfa-14866	445	12	investment	investment	NOUN
ajfa-14866	445	13	.	.	PUNCT
ajfa-14866	446	1	american	american	PROPN
ajfa-14866	446	2	economic	economic	PROPN
ajfa-14866	446	3	review	review	PROPN
ajfa-14866	446	4	,	,	PUNCT
ajfa-14866	446	5	48(3	48(3	PROPN
ajfa-14866	446	6	)	)	PUNCT
ajfa-14866	446	7	,	,	PUNCT
ajfa-14866	446	8	261–297	261–297	NUM
ajfa-14866	446	9	parthasarathy	parthasarathy	NOUN
ajfa-14866	446	10	,	,	PUNCT
ajfa-14866	446	11	s.	s.	PROPN
ajfa-14866	446	12	(	(	PUNCT
ajfa-14866	446	13	2010	2010	NUM
ajfa-14866	446	14	)	)	PUNCT
ajfa-14866	446	15	.	.	PUNCT
ajfa-14866	447	1	price	price	NOUN
ajfa-14866	447	2	and	and	CCONJ
ajfa-14866	447	3	volume	volume	NOUN
ajfa-14866	447	4	effects	effect	NOUN
ajfa-14866	447	5	associated	associate	VERB
ajfa-14866	447	6	with	with	ADP
ajfa-14866	447	7	index	index	NOUN
ajfa-14866	447	8	additions	addition	NOUN
ajfa-14866	447	9	-	-	PUNCT
ajfa-14866	447	10	evidence	evidence	NOUN
ajfa-14866	447	11	from	from	ADP
ajfa-14866	447	12	the	the	DET
ajfa-14866	447	13	indian	indian	ADJ
ajfa-14866	447	14	stock	stock	NOUN
ajfa-14866	447	15	market	market	NOUN
ajfa-14866	447	16	.	.	PUNCT
ajfa-14866	448	1	asian	asian	ADJ
ajfa-14866	448	2	journal	journal	PROPN
ajfa-14866	448	3	of	of	ADP
ajfa-14866	448	4	finance	finance	NOUN
ajfa-14866	448	5	and	and	CCONJ
ajfa-14866	448	6	accounting	accounting	NOUN
ajfa-14866	448	7	,	,	PUNCT
ajfa-14866	448	8	2(2	2(2	NUM
ajfa-14866	448	9	)	)	PUNCT
ajfa-14866	448	10	,	,	PUNCT
ajfa-14866	448	11	55	55	NUM
ajfa-14866	448	12	-	-	SYM
ajfa-14866	448	13	76	76	NUM
ajfa-14866	448	14	.	.	PUNCT
ajfa-14866	449	1	https://doi.org/10.5296/ajfa.v2i2.469	https://doi.org/10.5296/ajfa.v2i2.469	NOUN
ajfa-14866	449	2	asian	asian	PROPN
ajfa-14866	449	3	journal	journal	PROPN
ajfa-14866	449	4	of	of	ADP
ajfa-14866	449	5	finance	finance	PROPN
ajfa-14866	449	6	&	&	CCONJ
ajfa-14866	449	7	accounting	accounting	PROPN
ajfa-14866	449	8	issn	issn	PROPN
ajfa-14866	449	9	1946	1946	NUM
ajfa-14866	449	10	-	-	PUNCT
ajfa-14866	449	11	052x	052x	PROPN
ajfa-14866	449	12	2019	2019	NUM
ajfa-14866	449	13	,	,	PUNCT
ajfa-14866	449	14	vol	vol	NOUN
ajfa-14866	449	15	.	.	PROPN
ajfa-14866	449	16	11	11	NUM
ajfa-14866	449	17	,	,	PUNCT
ajfa-14866	449	18	no	no	INTJ
ajfa-14866	449	19	.	.	NOUN
ajfa-14866	449	20	1	1	NUM
ajfa-14866	449	21	329	329	NUM
ajfa-14866	449	22	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	449	23	rahman	rahman	PROPN
ajfa-14866	449	24	,	,	PUNCT
ajfa-14866	449	25	a.rajib	a.rajib	ADV
ajfa-14866	449	26	,	,	PUNCT
ajfa-14866	449	27	p.	p.	NOUN
ajfa-14866	449	28	,	,	PUNCT
ajfa-14866	449	29	(	(	PUNCT
ajfa-14866	449	30	2014	2014	NUM
ajfa-14866	449	31	)	)	PUNCT
ajfa-14866	449	32	.	.	PUNCT
ajfa-14866	450	1	associated	associate	VERB
ajfa-14866	450	2	effects	effect	NOUN
ajfa-14866	450	3	of	of	ADP
ajfa-14866	450	4	index	index	NOUN
ajfa-14866	450	5	composition	composition	NOUN
ajfa-14866	450	6	changes	change	NOUN
ajfa-14866	450	7	:	:	PUNCT
ajfa-14866	450	8	an	an	DET
ajfa-14866	450	9	evidence	evidence	NOUN
ajfa-14866	450	10	from	from	ADP
ajfa-14866	450	11	the	the	DET
ajfa-14866	450	12	s&p	s&p	PROPN
ajfa-14866	450	13	cnx	cnx	PROPN
ajfa-14866	450	14	nifty	nifty	ADJ
ajfa-14866	450	15	50	50	NUM
ajfa-14866	450	16	index	index	NOUN
ajfa-14866	450	17	.	.	PUNCT
ajfa-14866	451	1	managerial	managerial	ADJ
ajfa-14866	451	2	finance	finance	NOUN
ajfa-14866	451	3	,	,	PUNCT
ajfa-14866	451	4	40(4	40(4	NUM
ajfa-14866	451	5	)	)	PUNCT
ajfa-14866	451	6	,	,	PUNCT
ajfa-14866	451	7	376	376	NUM
ajfa-14866	451	8	-	-	SYM
ajfa-14866	451	9	394	394	NUM
ajfa-14866	451	10	.	.	PUNCT
ajfa-14866	452	1	https://doi.org/10.1108/mf-01-2013-0010	https://doi.org/10.1108/mf-01-2013-0010	PROPN
ajfa-14866	452	2	sharpe	sharpe	PROPN
ajfa-14866	452	3	,	,	PUNCT
ajfa-14866	452	4	w.f	w.f	PROPN
ajfa-14866	452	5	.	.	PROPN
ajfa-14866	452	6	(	(	PUNCT
ajfa-14866	452	7	1964	1964	NUM
ajfa-14866	452	8	)	)	PUNCT
ajfa-14866	452	9	.	.	PUNCT
ajfa-14866	453	1	capital	capital	NOUN
ajfa-14866	453	2	asset	asset	NOUN
ajfa-14866	453	3	prices	price	NOUN
ajfa-14866	453	4	:	:	PUNCT
ajfa-14866	453	5	a	a	DET
ajfa-14866	453	6	theory	theory	NOUN
ajfa-14866	453	7	of	of	ADP
ajfa-14866	453	8	market	market	NOUN
ajfa-14866	453	9	equilibrium	equilibrium	NOUN
ajfa-14866	453	10	under	under	ADP
ajfa-14866	453	11	conditions	condition	NOUN
ajfa-14866	453	12	of	of	ADP
ajfa-14866	453	13	risk	risk	NOUN
ajfa-14866	453	14	.	.	PUNCT
ajfa-14866	454	1	journal	journal	NOUN
ajfa-14866	454	2	of	of	ADP
ajfa-14866	454	3	finance	finance	NOUN
ajfa-14866	454	4	,	,	PUNCT
ajfa-14866	454	5	19(3	19(3	NUM
ajfa-14866	454	6	)	)	PUNCT
ajfa-14866	454	7	,	,	PUNCT
ajfa-14866	454	8	425	425	NUM
ajfa-14866	454	9	-	-	SYM
ajfa-14866	454	10	442	442	NUM
ajfa-14866	454	11	.	.	PUNCT
ajfa-14866	455	1	shleifer	shleifer	PROPN
ajfa-14866	455	2	,	,	PUNCT
ajfa-14866	455	3	a.	a.	NOUN
ajfa-14866	455	4	(	(	PUNCT
ajfa-14866	455	5	1986	1986	NUM
ajfa-14866	455	6	)	)	PUNCT
ajfa-14866	455	7	.	.	PUNCT
ajfa-14866	456	1	do	do	AUX
ajfa-14866	456	2	demand	demand	NOUN
ajfa-14866	456	3	curve	curve	NOUN
ajfa-14866	456	4	for	for	ADP
ajfa-14866	456	5	stocks	stock	NOUN
ajfa-14866	456	6	slope	slope	VERB
ajfa-14866	456	7	down	down	ADP
ajfa-14866	456	8	?	?	PUNCT
ajfa-14866	457	1	journal	journal	NOUN
ajfa-14866	457	2	of	of	ADP
ajfa-14866	457	3	finance	finance	NOUN
ajfa-14866	457	4	,	,	PUNCT
ajfa-14866	457	5	41	41	NUM
ajfa-14866	457	6	,	,	PUNCT
ajfa-14866	457	7	579	579	NUM
ajfa-14866	457	8	-	-	SYM
ajfa-14866	457	9	590	590	NUM
ajfa-14866	457	10	.	.	PUNCT
ajfa-14866	457	11	soe	soe	PROPN
ajfa-14866	457	12	,	,	PUNCT
ajfa-14866	457	13	a.m.	a.m.	NOUN
ajfa-14866	457	14	and	and	CCONJ
ajfa-14866	457	15	dash	dash	NOUN
ajfa-14866	457	16	,	,	PUNCT
ajfa-14866	457	17	s.	s.	PROPN
ajfa-14866	457	18	(	(	PUNCT
ajfa-14866	457	19	2008	2008	NUM
ajfa-14866	457	20	)	)	PUNCT
ajfa-14866	457	21	.	.	PUNCT
ajfa-14866	458	1	the	the	DET
ajfa-14866	458	2	shrinking	shrink	VERB
ajfa-14866	458	3	index	index	NOUN
ajfa-14866	458	4	effect	effect	NOUN
ajfa-14866	458	5	:	:	PUNCT
ajfa-14866	458	6	a	a	DET
ajfa-14866	458	7	global	global	ADJ
ajfa-14866	458	8	perspective	perspective	NOUN
ajfa-14866	458	9	,	,	PUNCT
ajfa-14866	458	10	available	available	ADJ
ajfa-14866	458	11	at	at	ADP
ajfa-14866	458	12	ssrn	ssrn	PROPN
ajfa-14866	458	13	1568122	1568122	NUM
ajfa-14866	458	14	.	.	PUNCT
ajfa-14866	459	1	vespro	vespro	PROPN
ajfa-14866	459	2	,	,	PUNCT
ajfa-14866	459	3	c.	c.	PROPN
ajfa-14866	459	4	,	,	PUNCT
ajfa-14866	459	5	(	(	PUNCT
ajfa-14866	459	6	2006	2006	NUM
ajfa-14866	459	7	)	)	PUNCT
ajfa-14866	459	8	.	.	PUNCT
ajfa-14866	460	1	stock	stock	NOUN
ajfa-14866	460	2	price	price	NOUN
ajfa-14866	460	3	and	and	CCONJ
ajfa-14866	460	4	volume	volume	NOUN
ajfa-14866	460	5	effects	effect	NOUN
ajfa-14866	460	6	associated	associate	VERB
ajfa-14866	460	7	with	with	ADP
ajfa-14866	460	8	compositional	compositional	ADJ
ajfa-14866	460	9	changes	change	NOUN
ajfa-14866	460	10	in	in	ADP
ajfa-14866	460	11	european	european	ADJ
ajfa-14866	460	12	stock	stock	NOUN
ajfa-14866	460	13	indices	index	NOUN
ajfa-14866	460	14	.	.	PUNCT
ajfa-14866	461	1	european	european	ADJ
ajfa-14866	461	2	financial	financial	ADJ
ajfa-14866	461	3	management	management	NOUN
ajfa-14866	461	4	,	,	PUNCT
ajfa-14866	461	5	12(1	12(1	NUM
ajfa-14866	461	6	)	)	PUNCT
ajfa-14866	461	7	,	,	PUNCT
ajfa-14866	461	8	103	103	NUM
ajfa-14866	461	9	-	-	SYM
ajfa-14866	461	10	127	127	NUM
ajfa-14866	461	11	.	.	PUNCT
ajfa-14866	462	1	wang	wang	PROPN
ajfa-14866	462	2	,	,	PUNCT
ajfa-14866	462	3	c.	c.	PROPN
ajfa-14866	462	4	,	,	PUNCT
ajfa-14866	462	5	murgulov	murgulov	PROPN
ajfa-14866	462	6	,	,	PUNCT
ajfa-14866	462	7	z.	z.	PROPN
ajfa-14866	462	8	and	and	CCONJ
ajfa-14866	462	9	haman	haman	PROPN
ajfa-14866	462	10	,	,	PUNCT
ajfa-14866	462	11	j.	j.	PROPN
ajfa-14866	462	12	(	(	PUNCT
ajfa-14866	462	13	2015	2015	NUM
ajfa-14866	462	14	)	)	PUNCT
ajfa-14866	462	15	.	.	PUNCT
ajfa-14866	463	1	impact	impact	NOUN
ajfa-14866	463	2	of	of	ADP
ajfa-14866	463	3	changes	change	NOUN
ajfa-14866	463	4	in	in	ADP
ajfa-14866	463	5	the	the	DET
ajfa-14866	463	6	csi	csi	ADJ
ajfa-14866	463	7	300	300	NUM
ajfa-14866	463	8	index	index	NOUN
ajfa-14866	463	9	constituents	constituent	NOUN
ajfa-14866	463	10	,	,	PUNCT
ajfa-14866	463	11	emerging	emerge	VERB
ajfa-14866	463	12	markets	market	NOUN
ajfa-14866	463	13	review	review	NOUN
ajfa-14866	463	14	,	,	PUNCT
ajfa-14866	463	15	24	24	NUM
ajfa-14866	463	16	,	,	PUNCT
ajfa-14866	463	17	13	13	NUM
ajfa-14866	463	18	-	-	SYM
ajfa-14866	463	19	33	33	NUM
ajfa-14866	463	20	.	.	PUNCT
ajfa-14866	464	1	https://doi.org/10.1016/j.ememar.2015.05.005	https://doi.org/10.1016/j.ememar.2015.05.005	NUM
ajfa-14866	464	2	wurgler	wurgler	NOUN
ajfa-14866	464	3	,	,	PUNCT
ajfa-14866	464	4	j.	j.	PROPN
ajfa-14866	464	5	,	,	PUNCT
ajfa-14866	464	6	zhuravskaya	zhuravskaya	PROPN
ajfa-14866	464	7	,	,	PUNCT
ajfa-14866	464	8	e.	e.	PROPN
ajfa-14866	464	9	(	(	PUNCT
ajfa-14866	464	10	2002	2002	NUM
ajfa-14866	464	11	)	)	PUNCT
ajfa-14866	464	12	.	.	PUNCT
ajfa-14866	465	1	does	do	AUX
ajfa-14866	465	2	arbitrage	arbitrage	NOUN
ajfa-14866	465	3	flatten	flatten	VERB
ajfa-14866	465	4	demand	demand	NOUN
ajfa-14866	465	5	curve	curve	NOUN
ajfa-14866	465	6	for	for	ADP
ajfa-14866	465	7	stocks	stock	NOUN
ajfa-14866	465	8	?	?	PUNCT
ajfa-14866	466	1	journal	journal	NOUN
ajfa-14866	466	2	of	of	ADP
ajfa-14866	466	3	business	business	NOUN
ajfa-14866	466	4	,	,	PUNCT
ajfa-14866	466	5	75	75	NUM
ajfa-14866	466	6	,	,	PUNCT
ajfa-14866	466	7	583	583	NUM
ajfa-14866	466	8	-	-	SYM
ajfa-14866	466	9	608	608	NUM
ajfa-14866	466	10	.	.	PUNCT
ajfa-14866	467	1	asian	asian	ADJ
ajfa-14866	467	2	journal	journal	PROPN
ajfa-14866	467	3	of	of	ADP
ajfa-14866	467	4	finance	finance	PROPN
ajfa-14866	467	5	&	&	CCONJ
ajfa-14866	467	6	accounting	accounting	PROPN
ajfa-14866	467	7	issn	issn	PROPN
ajfa-14866	467	8	1946	1946	NUM
ajfa-14866	467	9	-	-	PUNCT
ajfa-14866	467	10	052x	052x	PROPN
ajfa-14866	467	11	2019	2019	NUM
ajfa-14866	467	12	,	,	PUNCT
ajfa-14866	467	13	vol	vol	NOUN
ajfa-14866	467	14	.	.	PROPN
ajfa-14866	467	15	11	11	NUM
ajfa-14866	467	16	,	,	PUNCT
ajfa-14866	467	17	no	no	INTJ
ajfa-14866	467	18	.	.	NOUN
ajfa-14866	467	19	1	1	NUM
ajfa-14866	467	20	330	330	NUM
ajfa-14866	467	21	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	467	22	appendix-1	appendix-1	NOUN
ajfa-14866	467	23	ad	ad	NOUN
ajfa-14866	467	24	stock	stock	NOUN
ajfa-14866	467	25	symbol	symbol	NOUN
ajfa-14866	467	26	ed	ed	NOUN
ajfa-14866	467	27	trading	trading	NOUN
ajfa-14866	467	28	days	day	NOUN
ajfa-14866	467	29	24	24	NUM
ajfa-14866	467	30	-	-	PUNCT
ajfa-14866	467	31	apr-00	apr-00	PRON
ajfa-14866	467	32	hcl	hcl	PROPN
ajfa-14866	467	33	-	-	PUNCT
ajfa-14866	467	34	insys	insys	NOUN
ajfa-14866	467	35	24	24	NUM
ajfa-14866	467	36	-	-	PUNCT
ajfa-14866	467	37	may-00	may-00	NUM
ajfa-14866	467	38	19	19	NUM
ajfa-14866	467	39	24	24	NUM
ajfa-14866	467	40	-	-	PUNCT
ajfa-14866	467	41	apr-00	apr-00	NOUN
ajfa-14866	467	42	zeetele	zeetele	PROPN
ajfa-14866	467	43	24	24	NUM
ajfa-14866	467	44	-	-	PUNCT
ajfa-14866	467	45	may-00	may-00	NUM
ajfa-14866	467	46	19	19	NUM
ajfa-14866	467	47	20	20	NUM
ajfa-14866	467	48	-	-	PUNCT
ajfa-14866	467	49	jul-00	jul-00	NUM
ajfa-14866	467	50	digitaleqp	digitaleqp	PROPN
ajfa-14866	467	51	1	1	NUM
ajfa-14866	467	52	-	-	PUNCT
ajfa-14866	467	53	sep-00	sep-00	NUM
ajfa-14866	467	54	28	28	NUM
ajfa-14866	467	55	26	26	NUM
ajfa-14866	467	56	-	-	PUNCT
ajfa-14866	467	57	apr-00	apr-00	NOUN
ajfa-14866	467	58	dabur	dabur	ADJ
ajfa-14866	467	59	5	5	NUM
ajfa-14866	467	60	-	-	PUNCT
ajfa-14866	467	61	oct-00	oct-00	ADJ
ajfa-14866	467	62	8	8	NUM
ajfa-14866	467	63	6	6	NUM
ajfa-14866	467	64	-	-	PUNCT
ajfa-14866	467	65	dec-01	dec-01	VERB
ajfa-14866	467	66	sunpharma	sunpharma	NOUN
ajfa-14866	467	67	17	17	NUM
ajfa-14866	467	68	-	-	PUNCT
ajfa-14866	467	69	jan-02	jan-02	CCONJ
ajfa-14866	467	70	26	26	NUM
ajfa-14866	467	71	6	6	NUM
ajfa-14866	467	72	-	-	PUNCT
ajfa-14866	467	73	dec-01	dec-01	VERB
ajfa-14866	467	74	wipro	wipro	ADJ
ajfa-14866	467	75	17	17	NUM
ajfa-14866	467	76	-	-	PUNCT
ajfa-14866	467	77	jan-02	jan-02	CCONJ
ajfa-14866	467	78	26	26	NUM
ajfa-14866	467	79	15	15	NUM
ajfa-14866	467	80	-	-	PUNCT
ajfa-14866	467	81	apr-02	apr-02	ADJ
ajfa-14866	467	82	vsnl	vsnl	ADV
ajfa-14866	467	83	31	31	NUM
ajfa-14866	467	84	-	-	PUNCT
ajfa-14866	467	85	may-02	may-02	ADJ
ajfa-14866	467	86	31	31	NUM
ajfa-14866	467	87	16	16	NUM
ajfa-14866	467	88	-	-	PUNCT
ajfa-14866	467	89	sep-02	sep-02	NOUN
ajfa-14866	467	90	sci	sci	PROPN
ajfa-14866	467	91	10	10	NUM
ajfa-14866	467	92	-	-	PUNCT
ajfa-14866	467	93	oct-02	oct-02	NUM
ajfa-14866	467	94	15	15	NUM
ajfa-14866	467	95	16	16	NUM
ajfa-14866	467	96	-	-	PUNCT
ajfa-14866	467	97	sep-02	sep-02	NOUN
ajfa-14866	467	98	bpcl	bpcl	NOUN
ajfa-14866	467	99	28	28	NUM
ajfa-14866	467	100	-	-	PUNCT
ajfa-14866	467	101	oct-02	oct-02	NUM
ajfa-14866	467	102	26	26	NUM
ajfa-14866	467	103	16	16	NUM
ajfa-14866	467	104	-	-	PUNCT
ajfa-14866	467	105	sep-02	sep-02	ADV
ajfa-14866	467	106	hcltech	hcltech	ADJ
ajfa-14866	467	107	28	28	NUM
ajfa-14866	467	108	-	-	PUNCT
ajfa-14866	467	109	oct-02	oct-02	NUM
ajfa-14866	467	110	26	26	NUM
ajfa-14866	467	111	13	13	NUM
ajfa-14866	467	112	-	-	PUNCT
ajfa-14866	467	113	mar-03	mar-03	VERB
ajfa-14866	467	114	gail	gail	PROPN
ajfa-14866	467	115	2	2	NUM
ajfa-14866	467	116	-	-	PUNCT
ajfa-14866	467	117	may-03	may-03	NUM
ajfa-14866	467	118	30	30	NUM
ajfa-14866	467	119	13	13	NUM
ajfa-14866	467	120	-	-	PUNCT
ajfa-14866	467	121	mar-03	mar-03	VERB
ajfa-14866	467	122	natalum	natalum	PROPN
ajfa-14866	467	123	2	2	NUM
ajfa-14866	467	124	-	-	PUNCT
ajfa-14866	467	125	may-03	may-03	NUM
ajfa-14866	467	126	30	30	NUM
ajfa-14866	467	127	16	16	NUM
ajfa-14866	467	128	-	-	PUNCT
ajfa-14866	467	129	jun-03	jun-03	NUM
ajfa-14866	467	130	sail	sail	NOUN
ajfa-14866	467	131	4	4	NUM
ajfa-14866	467	132	-	-	PUNCT
ajfa-14866	467	133	aug-03	aug-03	NUM
ajfa-14866	467	134	33	33	NUM
ajfa-14866	467	135	16	16	NUM
ajfa-14866	467	136	-	-	PUNCT
ajfa-14866	467	137	jan-04	jan-04	NOUN
ajfa-14866	467	138	bhartiairtel	bhartiairtel	PROPN
ajfa-14866	467	139	1	1	NUM
ajfa-14866	467	140	-	-	PUNCT
ajfa-14866	467	141	mar-04	mar-04	ADP
ajfa-14866	467	142	27	27	NUM
ajfa-14866	467	143	26	26	NUM
ajfa-14866	467	144	-	-	PUNCT
ajfa-14866	467	145	mar-04	mar-04	NOUN
ajfa-14866	467	146	ongc	ongc	NOUN
ajfa-14866	467	147	12	12	NUM
ajfa-14866	467	148	-	-	PUNCT
ajfa-14866	467	149	apr-04	apr-04	NUM
ajfa-14866	467	150	8	8	NUM
ajfa-14866	467	151	12	12	NUM
ajfa-14866	467	152	-	-	PUNCT
ajfa-14866	467	153	may-06	may-06	NOUN
ajfa-14866	467	154	siemens	siemen	VERB
ajfa-14866	467	155	27	27	NUM
ajfa-14866	467	156	-	-	PUNCT
ajfa-14866	467	157	jun-06	jun-06	NOUN
ajfa-14866	467	158	31	31	NUM
ajfa-14866	467	159	20	20	NUM
ajfa-14866	467	160	-	-	PUNCT
ajfa-14866	467	161	feb-07	feb-07	NOUN
ajfa-14866	467	162	ster	ster	NOUN
ajfa-14866	467	163	4	4	NUM
ajfa-14866	467	164	-	-	PUNCT
ajfa-14866	467	165	apr-07	apr-07	NUM
ajfa-14866	467	166	28	28	NUM
ajfa-14866	467	167	10	10	NUM
ajfa-14866	467	168	-	-	PUNCT
ajfa-14866	467	169	aug-07	aug-07	NOUN
ajfa-14866	467	170	ntpc	ntpc	ADJ
ajfa-14866	467	171	24	24	NUM
ajfa-14866	467	172	-	-	PUNCT
ajfa-14866	467	173	sep-07	sep-07	NUM
ajfa-14866	467	174	28	28	NUM
ajfa-14866	467	175	11	11	NUM
ajfa-14866	467	176	-	-	PUNCT
ajfa-14866	467	177	sep-07	sep-07	NOUN
ajfa-14866	467	178	unitech	unitech	ADJ
ajfa-14866	467	179	5	5	NUM
ajfa-14866	467	180	-	-	NUM
ajfa-14866	467	181	oct-07	oct-07	NUM
ajfa-14866	467	182	15	15	NUM
ajfa-14866	467	183	10	10	NUM
ajfa-14866	467	184	-	-	PUNCT
ajfa-14866	467	185	feb-09	feb-09	NOUN
ajfa-14866	467	186	axisbank	axisbank	NOUN
ajfa-14866	467	187	27	27	NUM
ajfa-14866	467	188	-	-	SYM
ajfa-14866	467	189	mar-09	mar-09	NUM
ajfa-14866	467	190	28	28	NUM
ajfa-14866	467	191	19	19	NUM
ajfa-14866	467	192	-	-	PUNCT
ajfa-14866	467	193	may-09	may-09	VERB
ajfa-14866	467	194	jindalstel	jindalstel	NOUN
ajfa-14866	467	195	17	17	NUM
ajfa-14866	467	196	-	-	PUNCT
ajfa-14866	467	197	jun-09	jun-09	PROPN
ajfa-14866	467	198	19	19	NUM
ajfa-14866	467	199	4	4	NUM
ajfa-14866	467	200	-	-	PUNCT
ajfa-14866	467	201	sep-09	sep-09	NUM
ajfa-14866	467	202	jpassociat	jpassociat	NOUN
ajfa-14866	467	203	22	22	NUM
ajfa-14866	467	204	-	-	PUNCT
ajfa-14866	467	205	oct-09	oct-09	NUM
ajfa-14866	467	206	28	28	NUM
ajfa-14866	467	207	4	4	NUM
ajfa-14866	467	208	-	-	PUNCT
ajfa-14866	467	209	sep-09	sep-09	ADP
ajfa-14866	467	210	idfc	idfc	NOUN
ajfa-14866	467	211	22	22	NUM
ajfa-14866	467	212	-	-	PUNCT
ajfa-14866	467	213	oct-09	oct-09	NUM
ajfa-14866	467	214	28	28	NUM
ajfa-14866	467	215	24	24	NUM
ajfa-14866	467	216	-	-	PUNCT
ajfa-14866	467	217	feb-10	feb-10	NUM
ajfa-14866	467	218	kotakbank	kotakbank	PROPN
ajfa-14866	467	219	8	8	NUM
ajfa-14866	467	220	-	-	PUNCT
ajfa-14866	467	221	apr-10	apr-10	PRON
ajfa-14866	467	222	26	26	NUM
ajfa-14866	467	223	19	19	NUM
ajfa-14866	467	224	-	-	PUNCT
ajfa-14866	467	225	aug-10	aug-10	CCONJ
ajfa-14866	467	226	sesagoa	sesagoa	PROPN
ajfa-14866	467	227	1	1	NUM
ajfa-14866	467	228	-	-	PUNCT
ajfa-14866	467	229	oct-10	oct-10	NUM
ajfa-14866	467	230	29	29	NUM
ajfa-14866	467	231	19	19	NUM
ajfa-14866	467	232	-	-	PUNCT
ajfa-14866	467	233	aug-10	aug-10	PRON
ajfa-14866	467	234	drreddy	drreddy	NOUN
ajfa-14866	467	235	1	1	NUM
ajfa-14866	467	236	-	-	PUNCT
ajfa-14866	467	237	oct-10	oct-10	NUM
ajfa-14866	467	238	28	28	NUM
ajfa-14866	467	239	19	19	NUM
ajfa-14866	467	240	-	-	PUNCT
ajfa-14866	467	241	aug-10	aug-10	PRON
ajfa-14866	467	242	bajajauto	bajajauto	NOUN
ajfa-14866	467	243	1	1	NUM
ajfa-14866	467	244	-	-	PUNCT
ajfa-14866	467	245	oct-10	oct-10	NUM
ajfa-14866	467	246	28	28	NUM
ajfa-14866	467	247	14	14	NUM
ajfa-14866	467	248	-	-	PUNCT
ajfa-14866	467	249	mar-12	mar-12	NOUN
ajfa-14866	467	250	asianpaints	asianpaint	NOUN
ajfa-14866	467	251	27	27	NUM
ajfa-14866	467	252	-	-	PUNCT
ajfa-14866	467	253	apr-12	apr-12	NOUN
ajfa-14866	467	254	28	28	NUM
ajfa-14866	467	255	14	14	NUM
ajfa-14866	467	256	-	-	PUNCT
ajfa-14866	467	257	mar-12	mar-12	NOUN
ajfa-14866	467	258	bankbar	bankbar	NOUN
ajfa-14866	467	259	27	27	NUM
ajfa-14866	467	260	-	-	PUNCT
ajfa-14866	467	261	apr-12	apr-12	NOUN
ajfa-14866	467	262	28	28	NUM
ajfa-14866	467	263	16	16	NUM
ajfa-14866	467	264	-	-	PUNCT
ajfa-14866	467	265	aug-12	aug-12	NOUN
ajfa-14866	467	266	lupin	lupin	PROPN
ajfa-14866	467	267	28	28	NUM
ajfa-14866	467	268	-	-	PUNCT
ajfa-14866	467	269	sep-12	sep-12	NOUN
ajfa-14866	467	270	28	28	NUM
ajfa-14866	467	271	16	16	NUM
ajfa-14866	467	272	-	-	PUNCT
ajfa-14866	467	273	aug-12	aug-12	NOUN
ajfa-14866	467	274	ultratech	ultratech	NOUN
ajfa-14866	467	275	.	.	PUNCT
ajfa-14866	468	1	28	28	NUM
ajfa-14866	468	2	-	-	PUNCT
ajfa-14866	468	3	sep-12	sep-12	NOUN
ajfa-14866	468	4	28	28	NUM
ajfa-14866	468	5	13	13	NUM
ajfa-14866	468	6	-	-	PUNCT
ajfa-14866	468	7	feb-13	feb-13	NOUN
ajfa-14866	468	8	indusind	indusind	ADJ
ajfa-14866	468	9	1	1	NUM
ajfa-14866	468	10	-	-	NUM
ajfa-14866	468	11	apr-13	apr-13	NUM
ajfa-14866	468	12	29	29	NUM
ajfa-14866	468	13	13	13	NUM
ajfa-14866	468	14	-	-	PUNCT
ajfa-14866	468	15	feb-13	feb-13	NUM
ajfa-14866	468	16	nmdc	nmdc	NOUN
ajfa-14866	468	17	1	1	NUM
ajfa-14866	468	18	-	-	SYM
ajfa-14866	468	19	apr-13	apr-13	NUM
ajfa-14866	468	20	29	29	NUM
ajfa-14866	468	21	27	27	NUM
ajfa-14866	468	22	-	-	PUNCT
ajfa-14866	468	23	feb-14	feb-14	NUM
ajfa-14866	468	24	techm	techm	NOUN
ajfa-14866	468	25	28	28	NUM
ajfa-14866	468	26	-	-	PUNCT
ajfa-14866	468	27	mar-14	mar-14	NUM
ajfa-14866	468	28	19	19	NUM
ajfa-14866	468	29	27	27	NUM
ajfa-14866	468	30	-	-	PUNCT
ajfa-14866	468	31	feb-14	feb-14	NUM
ajfa-14866	468	32	mcdowell	mcdowell	PROPN
ajfa-14866	468	33	-	-	PUNCT
ajfa-14866	468	34	n	n	PRON
ajfa-14866	468	35	28	28	NUM
ajfa-14866	468	36	-	-	PUNCT
ajfa-14866	468	37	mar-14	mar-14	NUM
ajfa-14866	468	38	19	19	NUM
ajfa-14866	468	39	21	21	NUM
ajfa-14866	468	40	-	-	PUNCT
ajfa-14866	468	41	aug-14	aug-14	NOUN
ajfa-14866	468	42	zeel	zeel	NOUN
ajfa-14866	468	43	19	19	NUM
ajfa-14866	468	44	-	-	PUNCT
ajfa-14866	468	45	sep-14	sep-14	NUM
ajfa-14866	468	46	18	18	NUM
ajfa-14866	468	47	20	20	NUM
ajfa-14866	468	48	-	-	PUNCT
ajfa-14866	468	49	feb-15	feb-15	PRON
ajfa-14866	468	50	idea	idea	NOUN
ajfa-14866	468	51	27	27	NUM
ajfa-14866	468	52	-	-	PUNCT
ajfa-14866	468	53	mar-15	mar-15	NUM
ajfa-14866	468	54	23	23	NUM
ajfa-14866	468	55	20	20	NUM
ajfa-14866	468	56	-	-	PUNCT
ajfa-14866	468	57	feb-15	feb-15	NUM
ajfa-14866	468	58	yesbank	yesbank	NOUN
ajfa-14866	468	59	27	27	NUM
ajfa-14866	468	60	-	-	PUNCT
ajfa-14866	468	61	mar-15	mar-15	NUM
ajfa-14866	468	62	23	23	NUM
ajfa-14866	468	63	asian	asian	ADJ
ajfa-14866	468	64	journal	journal	NOUN
ajfa-14866	468	65	of	of	ADP
ajfa-14866	468	66	finance	finance	PROPN
ajfa-14866	468	67	&	&	CCONJ
ajfa-14866	468	68	accounting	accounting	PROPN
ajfa-14866	468	69	issn	issn	PROPN
ajfa-14866	468	70	1946	1946	NUM
ajfa-14866	468	71	-	-	PUNCT
ajfa-14866	468	72	052x	052x	PROPN
ajfa-14866	468	73	2019	2019	NUM
ajfa-14866	468	74	,	,	PUNCT
ajfa-14866	468	75	vol	vol	NOUN
ajfa-14866	468	76	.	.	PROPN
ajfa-14866	468	77	11	11	NUM
ajfa-14866	468	78	,	,	PUNCT
ajfa-14866	468	79	no	no	INTJ
ajfa-14866	468	80	.	.	NOUN
ajfa-14866	468	81	1	1	NUM
ajfa-14866	468	82	331	331	NUM
ajfa-14866	468	83	ajfa.macrothink.org	ajfa.macrothink.org	ADJ
ajfa-14866	468	84	29	29	NUM
ajfa-14866	468	85	-	-	PUNCT
ajfa-14866	468	86	apr-15	apr-15	ADP
ajfa-14866	468	87	boschltd	boschltd	PROPN
ajfa-14866	468	88	29	29	NUM
ajfa-14866	468	89	-	-	PUNCT
ajfa-14866	468	90	may-15	may-15	NOUN
ajfa-14866	468	91	18	18	NUM
ajfa-14866	468	92	12	12	NUM
ajfa-14866	468	93	-	-	PUNCT
ajfa-14866	468	94	aug-15	aug-15	NOUN
ajfa-14866	468	95	adaniport	adaniport	NOUN
ajfa-14866	468	96	28	28	NUM
ajfa-14866	468	97	-	-	PUNCT
ajfa-14866	468	98	sep-15	sep-15	NUM
ajfa-14866	468	99	29	29	NUM
ajfa-14866	468	100	22	22	NUM
ajfa-14866	468	101	-	-	PUNCT
ajfa-14866	468	102	feb-16	feb-16	NOUN
ajfa-14866	468	103	auropharma	auropharma	NOUN
ajfa-14866	468	104	1	1	NUM
ajfa-14866	468	105	-	-	PUNCT
ajfa-14866	468	106	apr-16	apr-16	NOUN
ajfa-14866	468	107	24	24	NUM
ajfa-14866	468	108	22	22	NUM
ajfa-14866	468	109	-	-	PUNCT
ajfa-14866	468	110	feb-16	feb-16	NOUN
ajfa-14866	468	111	infratel	infratel	PROPN
ajfa-14866	468	112	1	1	NUM
ajfa-14866	468	113	-	-	PUNCT
ajfa-14866	468	114	apr-16	apr-16	NOUN
ajfa-14866	468	115	24	24	NUM
ajfa-14866	468	116	22	22	NUM
ajfa-14866	468	117	-	-	PUNCT
ajfa-14866	468	118	feb-16	feb-16	NOUN
ajfa-14866	468	119	eichermot	eichermot	NOUN
ajfa-14866	468	120	1	1	NUM
ajfa-14866	468	121	-	-	PUNCT
ajfa-14866	468	122	apr-16	apr-16	NOUN
ajfa-14866	468	123	24	24	NUM
ajfa-14866	468	124	16	16	NUM
ajfa-14866	468	125	-	-	PUNCT
ajfa-14866	468	126	feb-17	feb-17	NOUN
ajfa-14866	468	127	indbulhsg	indbulhsg	ADJ
ajfa-14866	468	128	31	31	NUM
ajfa-14866	468	129	-	-	PUNCT
ajfa-14866	468	130	mar-17	mar-17	PART
ajfa-14866	468	131	27	27	NUM
ajfa-14866	468	132	16	16	NUM
ajfa-14866	468	133	-	-	PUNCT
ajfa-14866	468	134	feb-17	feb-17	NOUN
ajfa-14866	468	135	ioc	ioc	PROPN
ajfa-14866	468	136	31	31	NUM
ajfa-14866	468	137	-	-	PUNCT
ajfa-14866	468	138	mar-17	mar-17	PART
ajfa-14866	468	139	27	27	NUM
ajfa-14866	468	140	28	28	NUM
ajfa-14866	468	141	-	-	PUNCT
ajfa-14866	468	142	aug-17	aug-17	ADV
ajfa-14866	468	143	bajfinance	bajfinance	NOUN
ajfa-14866	468	144	29	29	NUM
ajfa-14866	468	145	-	-	SYM
ajfa-14866	468	146	sep-17	sep-17	NUM
ajfa-14866	468	147	22	22	NUM
ajfa-14866	468	148	28	28	NUM
ajfa-14866	468	149	-	-	PUNCT
ajfa-14866	468	150	aug-17	aug-17	ADV
ajfa-14866	468	151	hpcl	hpcl	NOUN
ajfa-14866	468	152	29	29	NUM
ajfa-14866	468	153	-	-	SYM
ajfa-14866	468	154	sep-17	sep-17	NUM
ajfa-14866	468	155	22	22	NUM
ajfa-14866	468	156	28	28	NUM
ajfa-14866	468	157	-	-	PUNCT
ajfa-14866	468	158	aug-17	aug-17	ADV
ajfa-14866	468	159	upl	upl	PROPN
ajfa-14866	468	160	29	29	NUM
ajfa-14866	468	161	-	-	PUNCT
ajfa-14866	468	162	sep-17	sep-17	NUM
ajfa-14866	468	163	22	22	NUM
ajfa-14866	468	164	21	21	NUM
ajfa-14866	468	165	-	-	PUNCT
ajfa-14866	468	166	feb-18	feb-18	NUM
ajfa-14866	468	167	bajfinsv	bajfinsv	NOUN
ajfa-14866	468	168	2	2	NUM
ajfa-14866	468	169	-	-	PUNCT
ajfa-14866	468	170	apr-18	apr-18	NOUN
ajfa-14866	468	171	27	27	NUM
ajfa-14866	468	172	21	21	NUM
ajfa-14866	468	173	-	-	PUNCT
ajfa-14866	468	174	feb-18	feb-18	NOUN
ajfa-14866	468	175	titan	titan	NOUN
ajfa-14866	468	176	2	2	NUM
ajfa-14866	468	177	-	-	PUNCT
ajfa-14866	468	178	apr-18	apr-18	NOUN
ajfa-14866	468	179	27	27	NUM