id	sid	tid	token	lemma	pos
ajfa-16782	1	1	microsoft	microsoft	PROPN
ajfa-16782	1	2	word	word	NOUN
ajfa-16782	1	3	16782	16782	NUM
ajfa-16782	1	4	-	-	SYM
ajfa-16782	1	5	59740	59740	NUM
ajfa-16782	1	6	-	-	PUNCT
ajfa-16782	1	7	1	1	NUM
ajfa-16782	1	8	-	-	PUNCT
ajfa-16782	1	9	sm	sm	NOUN
ajfa-16782	1	10	(	(	PUNCT
ajfa-16782	1	11	1)-writer2	1)-writer2	NUM
ajfa-16782	1	12	-	-	PUNCT
ajfa-16782	1	13	new	new	ADJ
ajfa-16782	1	14	asian	asian	ADJ
ajfa-16782	1	15	journal	journal	NOUN
ajfa-16782	1	16	of	of	ADP
ajfa-16782	1	17	finance	finance	PROPN
ajfa-16782	1	18	&	&	CCONJ
ajfa-16782	1	19	accounting	accounting	PROPN
ajfa-16782	1	20	issn	issn	PROPN
ajfa-16782	1	21	1946	1946	NUM
ajfa-16782	1	22	-	-	PUNCT
ajfa-16782	1	23	052x	052x	NOUN
ajfa-16782	1	24	2020	2020	NUM
ajfa-16782	1	25	,	,	PUNCT
ajfa-16782	1	26	vol	vol	NOUN
ajfa-16782	1	27	.	.	PROPN
ajfa-16782	1	28	12	12	NUM
ajfa-16782	1	29	,	,	PUNCT
ajfa-16782	1	30	no	no	INTJ
ajfa-16782	1	31	.	.	NOUN
ajfa-16782	1	32	2	2	NUM
ajfa-16782	1	33	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	1	34	39	39	NUM
ajfa-16782	1	35	neoclassical	neoclassical	ADJ
ajfa-16782	1	36	asset	asset	NOUN
ajfa-16782	1	37	pricing	pricing	NOUN
ajfa-16782	1	38	tests	test	NOUN
ajfa-16782	1	39	in	in	ADP
ajfa-16782	1	40	sri	sri	PROPN
ajfa-16782	1	41	lanka	lanka	PROPN
ajfa-16782	1	42	:	:	PUNCT
ajfa-16782	1	43	a	a	DET
ajfa-16782	1	44	structural	structural	ADJ
ajfa-16782	1	45	empirical	empirical	ADJ
ajfa-16782	1	46	review	review	NOUN
ajfa-16782	1	47	n.	n.	PROPN
ajfa-16782	1	48	s.	s.	PROPN
ajfa-16782	1	49	nanayakkara	nanayakkara	PROPN
ajfa-16782	1	50	(	(	PUNCT
ajfa-16782	1	51	corresponding	correspond	VERB
ajfa-16782	1	52	author	author	NOUN
ajfa-16782	1	53	)	)	PUNCT
ajfa-16782	1	54	department	department	NOUN
ajfa-16782	1	55	of	of	ADP
ajfa-16782	1	56	finance	finance	NOUN
ajfa-16782	1	57	,	,	PUNCT
ajfa-16782	1	58	faculty	faculty	NOUN
ajfa-16782	1	59	of	of	ADP
ajfa-16782	1	60	management	management	NOUN
ajfa-16782	1	61	studies	study	NOUN
ajfa-16782	1	62	and	and	CCONJ
ajfa-16782	1	63	commerce	commerce	PROPN
ajfa-16782	1	64	university	university	PROPN
ajfa-16782	1	65	of	of	ADP
ajfa-16782	1	66	sri	sri	PROPN
ajfa-16782	1	67	jayewardenepura	jayewardenepura	PROPN
ajfa-16782	1	68	,	,	PUNCT
ajfa-16782	1	69	sri	sri	PROPN
ajfa-16782	1	70	lanka	lanka	PROPN
ajfa-16782	1	71	e	e	PROPN
ajfa-16782	1	72	-	-	NOUN
ajfa-16782	1	73	mail	mail	NOUN
ajfa-16782	1	74	:	:	PUNCT
ajfa-16782	1	75	neelangie@sjp.ac.lk	neelangie@sjp.ac.lk	X
ajfa-16782	2	1	p.	p.	PROPN
ajfa-16782	2	2	d.	d.	PROPN
ajfa-16782	2	3	nimal	nimal	PROPN
ajfa-16782	2	4	department	department	PROPN
ajfa-16782	2	5	of	of	ADP
ajfa-16782	2	6	finance	finance	NOUN
ajfa-16782	2	7	,	,	PUNCT
ajfa-16782	2	8	faculty	faculty	NOUN
ajfa-16782	2	9	of	of	ADP
ajfa-16782	2	10	management	management	NOUN
ajfa-16782	2	11	studies	study	NOUN
ajfa-16782	2	12	and	and	CCONJ
ajfa-16782	2	13	commerce	commerce	PROPN
ajfa-16782	2	14	university	university	PROPN
ajfa-16782	2	15	of	of	ADP
ajfa-16782	2	16	sri	sri	PROPN
ajfa-16782	2	17	jayewardenepura	jayewardenepura	PROPN
ajfa-16782	2	18	,	,	PUNCT
ajfa-16782	2	19	sri	sri	PROPN
ajfa-16782	2	20	lanka	lanka	PROPN
ajfa-16782	2	21	e	e	PROPN
ajfa-16782	2	22	-	-	NOUN
ajfa-16782	2	23	mail	mail	NOUN
ajfa-16782	2	24	:	:	PUNCT
ajfa-16782	2	25	pdnimal@sjp.ac.lk	pdnimal@sjp.ac.lk	PROPN
ajfa-16782	2	26	y.	y.	PROPN
ajfa-16782	2	27	k.	k.	PROPN
ajfa-16782	3	1	weerakoon	weerakoon	PROPN
ajfa-16782	3	2	department	department	PROPN
ajfa-16782	3	3	of	of	ADP
ajfa-16782	3	4	finance	finance	NOUN
ajfa-16782	3	5	,	,	PUNCT
ajfa-16782	3	6	faculty	faculty	NOUN
ajfa-16782	3	7	of	of	ADP
ajfa-16782	3	8	management	management	NOUN
ajfa-16782	3	9	studies	study	NOUN
ajfa-16782	3	10	and	and	CCONJ
ajfa-16782	3	11	commerce	commerce	PROPN
ajfa-16782	3	12	university	university	PROPN
ajfa-16782	3	13	of	of	ADP
ajfa-16782	3	14	sri	sri	PROPN
ajfa-16782	3	15	jayewardenepura	jayewardenepura	PROPN
ajfa-16782	3	16	,	,	PUNCT
ajfa-16782	3	17	sri	sri	PROPN
ajfa-16782	3	18	lanka	lanka	PROPN
ajfa-16782	3	19	e	e	PROPN
ajfa-16782	3	20	-	-	NOUN
ajfa-16782	3	21	mail	mail	NOUN
ajfa-16782	3	22	:	:	PUNCT
ajfa-16782	3	23	weerakon@sjp.ac.lk	weerakon@sjp.ac.lk	PROPN
ajfa-16782	3	24	received	receive	VERB
ajfa-16782	3	25	:	:	PUNCT
ajfa-16782	3	26	april	april	PROPN
ajfa-16782	3	27	1	1	NUM
ajfa-16782	3	28	,	,	PUNCT
ajfa-16782	3	29	2020	2020	NUM
ajfa-16782	3	30	accepted	accept	VERB
ajfa-16782	3	31	:	:	PUNCT
ajfa-16782	3	32	sep	sep	PROPN
ajfa-16782	3	33	.	.	PROPN
ajfa-16782	3	34	30	30	NUM
ajfa-16782	3	35	,	,	PUNCT
ajfa-16782	3	36	2020	2020	NUM
ajfa-16782	3	37	published	publish	VERB
ajfa-16782	3	38	:	:	PUNCT
ajfa-16782	3	39	december	december	PROPN
ajfa-16782	3	40	1	1	NUM
ajfa-16782	3	41	,	,	PUNCT
ajfa-16782	3	42	2020	2020	NUM
ajfa-16782	3	43	doi:10.5296	doi:10.5296	NOUN
ajfa-16782	3	44	/	/	SYM
ajfa-16782	3	45	ajfa.v12i2.16782	ajfa.v12i2.16782	PROPN
ajfa-16782	3	46	url	url	PROPN
ajfa-16782	3	47	:	:	PUNCT
ajfa-16782	3	48	https://doi.org/10.5296/ajfa.v12i2.16782	https://doi.org/10.5296/ajfa.v12i2.16782	X
ajfa-16782	3	49	abstract	abstract	ADJ
ajfa-16782	3	50	neoclassical	neoclassical	ADJ
ajfa-16782	3	51	asset	asset	NOUN
ajfa-16782	3	52	pricing	pricing	NOUN
ajfa-16782	3	53	models	model	NOUN
ajfa-16782	3	54	try	try	VERB
ajfa-16782	3	55	to	to	PART
ajfa-16782	3	56	explain	explain	VERB
ajfa-16782	3	57	cross	cross	VERB
ajfa-16782	3	58	sectional	sectional	ADJ
ajfa-16782	3	59	variation	variation	NOUN
ajfa-16782	3	60	in	in	ADP
ajfa-16782	3	61	stock	stock	NOUN
ajfa-16782	3	62	returns	return	NOUN
ajfa-16782	3	63	.	.	PUNCT
ajfa-16782	4	1	this	this	DET
ajfa-16782	4	2	study	study	NOUN
ajfa-16782	4	3	critically	critically	ADV
ajfa-16782	4	4	reviews	review	VERB
ajfa-16782	4	5	the	the	DET
ajfa-16782	4	6	findings	finding	NOUN
ajfa-16782	4	7	of	of	ADP
ajfa-16782	4	8	empirical	empirical	ADJ
ajfa-16782	4	9	investigations	investigation	NOUN
ajfa-16782	4	10	on	on	ADP
ajfa-16782	4	11	neoclassical	neoclassical	ADJ
ajfa-16782	4	12	asset	asset	NOUN
ajfa-16782	4	13	pricing	pricing	NOUN
ajfa-16782	4	14	models	model	NOUN
ajfa-16782	4	15	in	in	ADP
ajfa-16782	4	16	the	the	DET
ajfa-16782	4	17	colombo	colombo	NOUN
ajfa-16782	4	18	stock	stock	NOUN
ajfa-16782	4	19	exchange	exchange	PROPN
ajfa-16782	4	20	(	(	PUNCT
ajfa-16782	4	21	cse	cse	PROPN
ajfa-16782	4	22	)	)	PUNCT
ajfa-16782	4	23	,	,	PUNCT
ajfa-16782	4	24	sri	sri	PROPN
ajfa-16782	4	25	lanka	lanka	PROPN
ajfa-16782	4	26	.	.	PUNCT
ajfa-16782	5	1	the	the	DET
ajfa-16782	5	2	study	study	NOUN
ajfa-16782	5	3	uses	use	VERB
ajfa-16782	5	4	the	the	DET
ajfa-16782	5	5	structural	structural	ADJ
ajfa-16782	5	6	empirical	empirical	ADJ
ajfa-16782	5	7	review	review	NOUN
ajfa-16782	5	8	(	(	PUNCT
ajfa-16782	5	9	ser	ser	NOUN
ajfa-16782	5	10	)	)	PUNCT
ajfa-16782	5	11	methodology	methodology	NOUN
ajfa-16782	5	12	to	to	PART
ajfa-16782	5	13	capture	capture	VERB
ajfa-16782	5	14	a	a	DET
ajfa-16782	5	15	holistic	holistic	ADJ
ajfa-16782	5	16	view	view	NOUN
ajfa-16782	5	17	of	of	ADP
ajfa-16782	5	18	empirical	empirical	ADJ
ajfa-16782	5	19	investigations	investigation	NOUN
ajfa-16782	5	20	carried	carry	VERB
ajfa-16782	5	21	out	out	ADP
ajfa-16782	5	22	in	in	ADP
ajfa-16782	5	23	the	the	DET
ajfa-16782	5	24	cse	cse	NOUN
ajfa-16782	5	25	from	from	ADP
ajfa-16782	5	26	the	the	DET
ajfa-16782	5	27	year	year	NOUN
ajfa-16782	5	28	1997	1997	NUM
ajfa-16782	5	29	to	to	ADP
ajfa-16782	5	30	2017	2017	NUM
ajfa-16782	5	31	.	.	PUNCT
ajfa-16782	6	1	the	the	DET
ajfa-16782	6	2	pioneering	pioneering	ADJ
ajfa-16782	6	3	capital	capital	NOUN
ajfa-16782	6	4	asset	asset	NOUN
ajfa-16782	6	5	pricing	pricing	NOUN
ajfa-16782	6	6	model	model	NOUN
ajfa-16782	6	7	(	(	PUNCT
ajfa-16782	6	8	capm	capm	PROPN
ajfa-16782	6	9	)	)	PUNCT
ajfa-16782	6	10	(	(	PUNCT
ajfa-16782	6	11	sharpe	sharpe	NOUN
ajfa-16782	6	12	,	,	PUNCT
ajfa-16782	6	13	1964	1964	NUM
ajfa-16782	6	14	;	;	PUNCT
ajfa-16782	6	15	lintner	lintner	NOUN
ajfa-16782	6	16	,	,	PUNCT
ajfa-16782	6	17	1965	1965	NUM
ajfa-16782	6	18	:	:	PUNCT
ajfa-16782	6	19	black	black	ADJ
ajfa-16782	6	20	,	,	PUNCT
ajfa-16782	6	21	1972	1972	NUM
ajfa-16782	6	22	)	)	PUNCT
ajfa-16782	6	23	(	(	PUNCT
ajfa-16782	6	24	slb	slb	PROPN
ajfa-16782	6	25	)	)	PUNCT
ajfa-16782	6	26	states	state	VERB
ajfa-16782	6	27	that	that	SCONJ
ajfa-16782	6	28	market	market	NOUN
ajfa-16782	6	29	betas	beta	NOUN
ajfa-16782	6	30	of	of	ADP
ajfa-16782	6	31	stocks	stock	NOUN
ajfa-16782	6	32	are	be	AUX
ajfa-16782	6	33	sufficient	sufficient	ADJ
ajfa-16782	6	34	to	to	PART
ajfa-16782	6	35	explain	explain	VERB
ajfa-16782	6	36	the	the	DET
ajfa-16782	6	37	cross	cross	NOUN
ajfa-16782	6	38	sectional	sectional	ADJ
ajfa-16782	6	39	variation	variation	NOUN
ajfa-16782	6	40	of	of	ADP
ajfa-16782	6	41	stock	stock	NOUN
ajfa-16782	6	42	returns	return	NOUN
ajfa-16782	6	43	.	.	PUNCT
ajfa-16782	7	1	alternatively	alternatively	ADV
ajfa-16782	7	2	there	there	PRON
ajfa-16782	7	3	are	be	VERB
ajfa-16782	7	4	multifactor	multifactor	NOUN
ajfa-16782	7	5	models	model	NOUN
ajfa-16782	7	6	(	(	PUNCT
ajfa-16782	7	7	ross	ross	PROPN
ajfa-16782	7	8	,	,	PUNCT
ajfa-16782	7	9	1976	1976	NUM
ajfa-16782	7	10	;	;	PUNCT
ajfa-16782	7	11	chen	chen	PROPN
ajfa-16782	7	12	,	,	PUNCT
ajfa-16782	7	13	1986	1986	NUM
ajfa-16782	7	14	;	;	PUNCT
ajfa-16782	7	15	asian	asian	ADJ
ajfa-16782	7	16	journal	journal	NOUN
ajfa-16782	7	17	of	of	ADP
ajfa-16782	7	18	finance	finance	PROPN
ajfa-16782	7	19	&	&	CCONJ
ajfa-16782	7	20	accounting	accounting	PROPN
ajfa-16782	7	21	issn	issn	PROPN
ajfa-16782	7	22	1946	1946	NUM
ajfa-16782	7	23	-	-	PUNCT
ajfa-16782	7	24	052x	052x	NOUN
ajfa-16782	7	25	2020	2020	NUM
ajfa-16782	7	26	,	,	PUNCT
ajfa-16782	7	27	vol	vol	NOUN
ajfa-16782	7	28	.	.	PROPN
ajfa-16782	7	29	12	12	NUM
ajfa-16782	7	30	,	,	PUNCT
ajfa-16782	7	31	no	no	INTJ
ajfa-16782	7	32	.	.	NOUN
ajfa-16782	7	33	2	2	NUM
ajfa-16782	7	34	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	7	35	40	40	NUM
ajfa-16782	7	36	fama	fama	NOUN
ajfa-16782	7	37	and	and	CCONJ
ajfa-16782	7	38	french	french	ADJ
ajfa-16782	7	39	,	,	PUNCT
ajfa-16782	7	40	1993	1993	NUM
ajfa-16782	7	41	,	,	PUNCT
ajfa-16782	7	42	2015	2015	NUM
ajfa-16782	7	43	;	;	PUNCT
ajfa-16782	7	44	cahart	cahart	NOUN
ajfa-16782	7	45	,	,	PUNCT
ajfa-16782	7	46	1997	1997	NUM
ajfa-16782	7	47	)	)	PUNCT
ajfa-16782	7	48	that	that	SCONJ
ajfa-16782	7	49	state	state	NOUN
ajfa-16782	7	50	stock	stock	NOUN
ajfa-16782	7	51	returns	return	NOUN
ajfa-16782	7	52	are	be	AUX
ajfa-16782	7	53	driven	drive	VERB
ajfa-16782	7	54	by	by	ADP
ajfa-16782	7	55	multiple	multiple	ADJ
ajfa-16782	7	56	risk	risk	NOUN
ajfa-16782	7	57	factors	factor	NOUN
ajfa-16782	7	58	.	.	PUNCT
ajfa-16782	8	1	similar	similar	ADJ
ajfa-16782	8	2	to	to	ADP
ajfa-16782	8	3	other	other	ADJ
ajfa-16782	8	4	markets	market	NOUN
ajfa-16782	8	5	the	the	DET
ajfa-16782	8	6	findings	finding	NOUN
ajfa-16782	8	7	on	on	ADP
ajfa-16782	8	8	the	the	DET
ajfa-16782	8	9	slb	slb	PROPN
ajfa-16782	8	10	model	model	NOUN
ajfa-16782	8	11	are	be	AUX
ajfa-16782	8	12	not	not	PART
ajfa-16782	8	13	consistent	consistent	ADJ
ajfa-16782	8	14	in	in	ADP
ajfa-16782	8	15	the	the	DET
ajfa-16782	8	16	cse	cse	NOUN
ajfa-16782	8	17	.	.	PUNCT
ajfa-16782	9	1	the	the	DET
ajfa-16782	9	2	fama	fama	NOUN
ajfa-16782	9	3	and	and	CCONJ
ajfa-16782	9	4	french	french	ADJ
ajfa-16782	9	5	(	(	PUNCT
ajfa-16782	9	6	1993	1993	NUM
ajfa-16782	9	7	)	)	PUNCT
ajfa-16782	9	8	and	and	CCONJ
ajfa-16782	9	9	the	the	DET
ajfa-16782	9	10	cahart	cahart	NOUN
ajfa-16782	9	11	(	(	PUNCT
ajfa-16782	9	12	1997	1997	NUM
ajfa-16782	9	13	)	)	PUNCT
ajfa-16782	9	14	models	model	NOUN
ajfa-16782	9	15	are	be	AUX
ajfa-16782	9	16	supported	support	VERB
ajfa-16782	9	17	in	in	ADP
ajfa-16782	9	18	the	the	DET
ajfa-16782	9	19	cse	cse	NOUN
ajfa-16782	9	20	which	which	PRON
ajfa-16782	9	21	is	be	AUX
ajfa-16782	9	22	consistent	consistent	ADJ
ajfa-16782	9	23	with	with	ADP
ajfa-16782	9	24	other	other	ADJ
ajfa-16782	9	25	markets	market	NOUN
ajfa-16782	9	26	,	,	PUNCT
ajfa-16782	9	27	but	but	CCONJ
ajfa-16782	9	28	the	the	DET
ajfa-16782	9	29	explanatory	explanatory	ADJ
ajfa-16782	9	30	powers	power	NOUN
ajfa-16782	9	31	of	of	ADP
ajfa-16782	9	32	them	they	PRON
ajfa-16782	9	33	are	be	AUX
ajfa-16782	9	34	substantially	substantially	ADV
ajfa-16782	9	35	low	low	ADJ
ajfa-16782	9	36	in	in	ADP
ajfa-16782	9	37	the	the	DET
ajfa-16782	9	38	sri	sri	ADJ
ajfa-16782	9	39	lankan	lankan	PROPN
ajfa-16782	9	40	context	context	NOUN
ajfa-16782	9	41	.	.	PUNCT
ajfa-16782	10	1	contrasting	contrast	VERB
ajfa-16782	10	2	the	the	DET
ajfa-16782	10	3	findings	finding	NOUN
ajfa-16782	10	4	of	of	ADP
ajfa-16782	10	5	a	a	DET
ajfa-16782	10	6	significant	significant	ADJ
ajfa-16782	10	7	impact	impact	NOUN
ajfa-16782	10	8	of	of	ADP
ajfa-16782	10	9	macroeconomic	macroeconomic	ADJ
ajfa-16782	10	10	factors	factor	NOUN
ajfa-16782	10	11	on	on	ADP
ajfa-16782	10	12	stock	stock	NOUN
ajfa-16782	10	13	returns	return	NOUN
ajfa-16782	10	14	in	in	ADP
ajfa-16782	10	15	developed	develop	VERB
ajfa-16782	10	16	markets	market	NOUN
ajfa-16782	10	17	,	,	PUNCT
ajfa-16782	10	18	the	the	DET
ajfa-16782	10	19	impact	impact	NOUN
ajfa-16782	10	20	of	of	ADP
ajfa-16782	10	21	them	they	PRON
ajfa-16782	10	22	in	in	ADP
ajfa-16782	10	23	the	the	DET
ajfa-16782	10	24	cse	cse	NOUN
ajfa-16782	10	25	are	be	AUX
ajfa-16782	10	26	temporary	temporary	ADJ
ajfa-16782	10	27	.	.	PUNCT
ajfa-16782	11	1	the	the	DET
ajfa-16782	11	2	overall	overall	ADJ
ajfa-16782	11	3	findings	finding	NOUN
ajfa-16782	11	4	of	of	ADP
ajfa-16782	11	5	the	the	DET
ajfa-16782	11	6	applicability	applicability	NOUN
ajfa-16782	11	7	of	of	ADP
ajfa-16782	11	8	neoclassical	neoclassical	ADJ
ajfa-16782	11	9	asset	asset	NOUN
ajfa-16782	11	10	pricing	pricing	NOUN
ajfa-16782	11	11	models	model	NOUN
ajfa-16782	11	12	in	in	ADP
ajfa-16782	11	13	the	the	DET
ajfa-16782	11	14	cse	cse	NOUN
ajfa-16782	11	15	are	be	AUX
ajfa-16782	11	16	inconsistent	inconsistent	ADJ
ajfa-16782	11	17	and	and	CCONJ
ajfa-16782	11	18	inconclusive	inconclusive	ADJ
ajfa-16782	11	19	and	and	CCONJ
ajfa-16782	11	20	the	the	DET
ajfa-16782	11	21	study	study	NOUN
ajfa-16782	11	22	identifies	identify	VERB
ajfa-16782	11	23	two	two	NUM
ajfa-16782	11	24	reasons	reason	NOUN
ajfa-16782	11	25	that	that	PRON
ajfa-16782	11	26	may	may	AUX
ajfa-16782	11	27	have	have	AUX
ajfa-16782	11	28	contributed	contribute	VERB
ajfa-16782	11	29	to	to	ADP
ajfa-16782	11	30	such	such	ADJ
ajfa-16782	11	31	results	result	NOUN
ajfa-16782	11	32	.	.	PUNCT
ajfa-16782	12	1	firstly	firstly	ADV
ajfa-16782	12	2	,	,	PUNCT
ajfa-16782	12	3	it	it	PRON
ajfa-16782	12	4	recognises	recognise	VERB
ajfa-16782	12	5	that	that	SCONJ
ajfa-16782	12	6	the	the	DET
ajfa-16782	12	7	inherent	inherent	ADJ
ajfa-16782	12	8	limitations	limitation	NOUN
ajfa-16782	12	9	of	of	ADP
ajfa-16782	12	10	neoclassical	neoclassical	ADJ
ajfa-16782	12	11	asset	asset	NOUN
ajfa-16782	12	12	pricing	pricing	NOUN
ajfa-16782	12	13	models	model	NOUN
ajfa-16782	12	14	may	may	AUX
ajfa-16782	12	15	have	have	AUX
ajfa-16782	12	16	affected	affect	VERB
ajfa-16782	12	17	the	the	DET
ajfa-16782	12	18	findings	finding	NOUN
ajfa-16782	12	19	in	in	ADP
ajfa-16782	12	20	the	the	DET
ajfa-16782	12	21	cse	cse	NOUN
ajfa-16782	12	22	.	.	PUNCT
ajfa-16782	13	1	secondly	secondly	ADV
ajfa-16782	13	2	,	,	PUNCT
ajfa-16782	13	3	it	it	PRON
ajfa-16782	13	4	supports	support	VERB
ajfa-16782	13	5	the	the	DET
ajfa-16782	13	6	argument	argument	NOUN
ajfa-16782	13	7	that	that	SCONJ
ajfa-16782	13	8	neoclassical	neoclassical	ADJ
ajfa-16782	13	9	models	model	NOUN
ajfa-16782	13	10	,	,	PUNCT
ajfa-16782	13	11	as	as	SCONJ
ajfa-16782	13	12	they	they	PRON
ajfa-16782	13	13	are	be	AUX
ajfa-16782	13	14	may	may	AUX
ajfa-16782	13	15	not	not	PART
ajfa-16782	13	16	be	be	AUX
ajfa-16782	13	17	applicable	applicable	ADJ
ajfa-16782	13	18	in	in	ADP
ajfa-16782	13	19	emerging	emerge	VERB
ajfa-16782	13	20	or	or	CCONJ
ajfa-16782	13	21	frontier	frontier	NOUN
ajfa-16782	13	22	markets	market	NOUN
ajfa-16782	13	23	,	,	PUNCT
ajfa-16782	13	24	thus	thus	ADV
ajfa-16782	13	25	they	they	PRON
ajfa-16782	13	26	may	may	AUX
ajfa-16782	13	27	need	need	VERB
ajfa-16782	13	28	to	to	PART
ajfa-16782	13	29	be	be	AUX
ajfa-16782	13	30	augmented	augment	VERB
ajfa-16782	13	31	with	with	ADP
ajfa-16782	13	32	characteristics	characteristic	NOUN
ajfa-16782	13	33	of	of	ADP
ajfa-16782	13	34	such	such	ADJ
ajfa-16782	13	35	markets	market	NOUN
ajfa-16782	13	36	to	to	PART
ajfa-16782	13	37	make	make	VERB
ajfa-16782	13	38	them	they	PRON
ajfa-16782	13	39	more	more	ADV
ajfa-16782	13	40	applicable	applicable	ADJ
ajfa-16782	13	41	.	.	PUNCT
ajfa-16782	14	1	keywords	keyword	NOUN
ajfa-16782	14	2	:	:	PUNCT
ajfa-16782	14	3	neoclassical	neoclassical	ADJ
ajfa-16782	14	4	,	,	PUNCT
ajfa-16782	14	5	asset	asset	NOUN
ajfa-16782	14	6	pricing	pricing	NOUN
ajfa-16782	14	7	,	,	PUNCT
ajfa-16782	14	8	returns	return	NOUN
ajfa-16782	14	9	,	,	PUNCT
ajfa-16782	14	10	factor	factor	NOUN
ajfa-16782	14	11	models	model	NOUN
ajfa-16782	14	12	,	,	PUNCT
ajfa-16782	14	13	frontier	frontier	NOUN
ajfa-16782	14	14	market	market	NOUN
ajfa-16782	14	15	jel	jel	PROPN
ajfa-16782	14	16	classification	classification	PROPN
ajfa-16782	14	17	:	:	PUNCT
ajfa-16782	14	18	g12	g12	PROPN
ajfa-16782	14	19	,	,	PUNCT
ajfa-16782	14	20	g	g	PROPN
ajfa-16782	14	21	15	15	NUM
ajfa-16782	14	22	,	,	PUNCT
ajfa-16782	14	23	g23	g23	PROPN
ajfa-16782	14	24	asian	asian	ADJ
ajfa-16782	14	25	journal	journal	PROPN
ajfa-16782	14	26	of	of	ADP
ajfa-16782	14	27	finance	finance	PROPN
ajfa-16782	14	28	&	&	CCONJ
ajfa-16782	14	29	accounting	accounting	PROPN
ajfa-16782	14	30	issn	issn	PROPN
ajfa-16782	14	31	1946	1946	NUM
ajfa-16782	14	32	-	-	PUNCT
ajfa-16782	14	33	052x	052x	NOUN
ajfa-16782	14	34	2020	2020	NUM
ajfa-16782	14	35	,	,	PUNCT
ajfa-16782	14	36	vol	vol	NOUN
ajfa-16782	14	37	.	.	PROPN
ajfa-16782	14	38	12	12	NUM
ajfa-16782	14	39	,	,	PUNCT
ajfa-16782	14	40	no	no	INTJ
ajfa-16782	14	41	.	.	NOUN
ajfa-16782	14	42	2	2	NUM
ajfa-16782	14	43	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	14	44	41	41	NUM
ajfa-16782	14	45	1	1	NUM
ajfa-16782	14	46	.	.	PUNCT
ajfa-16782	15	1	introduction	introduction	NOUN
ajfa-16782	15	2	neoclassical	neoclassical	ADJ
ajfa-16782	15	3	asset	asset	NOUN
ajfa-16782	15	4	pricing	pricing	NOUN
ajfa-16782	15	5	models	model	NOUN
ajfa-16782	15	6	try	try	VERB
ajfa-16782	15	7	to	to	PART
ajfa-16782	15	8	explain	explain	VERB
ajfa-16782	15	9	cross	cross	VERB
ajfa-16782	15	10	sectional	sectional	ADJ
ajfa-16782	15	11	variation	variation	NOUN
ajfa-16782	15	12	of	of	ADP
ajfa-16782	15	13	stock	stock	NOUN
ajfa-16782	15	14	returns	return	NOUN
ajfa-16782	15	15	.	.	PUNCT
ajfa-16782	16	1	the	the	DET
ajfa-16782	16	2	pioneering	pioneering	ADJ
ajfa-16782	16	3	capital	capital	NOUN
ajfa-16782	16	4	asset	asset	NOUN
ajfa-16782	16	5	pricing	pricing	NOUN
ajfa-16782	16	6	model	model	NOUN
ajfa-16782	16	7	(	(	PUNCT
ajfa-16782	16	8	capm	capm	PROPN
ajfa-16782	16	9	)	)	PUNCT
ajfa-16782	16	10	(	(	PUNCT
ajfa-16782	16	11	sharpe	sharpe	NOUN
ajfa-16782	16	12	,	,	PUNCT
ajfa-16782	16	13	1964	1964	NUM
ajfa-16782	16	14	;	;	PUNCT
ajfa-16782	16	15	lintner	lintner	NOUN
ajfa-16782	16	16	,	,	PUNCT
ajfa-16782	16	17	1965	1965	NUM
ajfa-16782	16	18	;	;	PUNCT
ajfa-16782	16	19	black	black	ADJ
ajfa-16782	16	20	,	,	PUNCT
ajfa-16782	16	21	1972	1972	NUM
ajfa-16782	16	22	)	)	PUNCT
ajfa-16782	16	23	(	(	PUNCT
ajfa-16782	16	24	slb	slb	PROPN
ajfa-16782	16	25	)	)	PUNCT
ajfa-16782	16	26	relates	relate	VERB
ajfa-16782	16	27	the	the	DET
ajfa-16782	16	28	stock	stock	NOUN
ajfa-16782	16	29	return	return	NOUN
ajfa-16782	16	30	to	to	ADP
ajfa-16782	16	31	a	a	DET
ajfa-16782	16	32	measure	measure	NOUN
ajfa-16782	16	33	of	of	ADP
ajfa-16782	16	34	its	its	PRON
ajfa-16782	16	35	systematic	systematic	ADJ
ajfa-16782	16	36	risk	risk	NOUN
ajfa-16782	16	37	,	,	PUNCT
ajfa-16782	16	38	beta	beta	NOUN
ajfa-16782	16	39	.	.	PUNCT
ajfa-16782	17	1	according	accord	VERB
ajfa-16782	17	2	to	to	ADP
ajfa-16782	17	3	the	the	DET
ajfa-16782	17	4	slb	slb	PROPN
ajfa-16782	17	5	model	model	NOUN
ajfa-16782	17	6	the	the	DET
ajfa-16782	17	7	expected	expect	VERB
ajfa-16782	17	8	returns	return	NOUN
ajfa-16782	17	9	of	of	ADP
ajfa-16782	17	10	securities	security	NOUN
ajfa-16782	17	11	are	be	AUX
ajfa-16782	17	12	a	a	DET
ajfa-16782	17	13	positive	positive	ADJ
ajfa-16782	17	14	linear	linear	NOUN
ajfa-16782	17	15	function	function	NOUN
ajfa-16782	17	16	of	of	ADP
ajfa-16782	17	17	their	their	PRON
ajfa-16782	17	18	market	market	NOUN
ajfa-16782	17	19	betas	beta	NOUN
ajfa-16782	17	20	;	;	PUNCT
ajfa-16782	17	21	and	and	CCONJ
ajfa-16782	17	22	market	market	NOUN
ajfa-16782	17	23	betas	beta	NOUN
ajfa-16782	17	24	suffice	suffice	VERB
ajfa-16782	17	25	to	to	PART
ajfa-16782	17	26	describe	describe	VERB
ajfa-16782	17	27	the	the	DET
ajfa-16782	17	28	cross	cross	NOUN
ajfa-16782	17	29	section	section	NOUN
ajfa-16782	17	30	of	of	ADP
ajfa-16782	17	31	expected	expect	VERB
ajfa-16782	17	32	returns	return	NOUN
ajfa-16782	17	33	.	.	PUNCT
ajfa-16782	18	1	early	early	ADJ
ajfa-16782	18	2	studies	study	NOUN
ajfa-16782	18	3	support	support	VERB
ajfa-16782	18	4	the	the	DET
ajfa-16782	18	5	linear	linear	ADJ
ajfa-16782	18	6	relationship	relationship	NOUN
ajfa-16782	18	7	between	between	ADP
ajfa-16782	18	8	average	average	ADJ
ajfa-16782	18	9	return	return	NOUN
ajfa-16782	18	10	and	and	CCONJ
ajfa-16782	18	11	beta	beta	NOUN
ajfa-16782	18	12	(	(	PUNCT
ajfa-16782	18	13	black	black	ADJ
ajfa-16782	18	14	,	,	PUNCT
ajfa-16782	18	15	jensen	jensen	PROPN
ajfa-16782	18	16	&	&	CCONJ
ajfa-16782	18	17	scholes	scholes	PROPN
ajfa-16782	18	18	,	,	PUNCT
ajfa-16782	18	19	1972	1972	NUM
ajfa-16782	18	20	;	;	PUNCT
ajfa-16782	18	21	fama	fama	PROPN
ajfa-16782	18	22	&	&	CCONJ
ajfa-16782	18	23	macbeth	macbeth	PROPN
ajfa-16782	18	24	,	,	PUNCT
ajfa-16782	18	25	1973	1973	NUM
ajfa-16782	18	26	)	)	PUNCT
ajfa-16782	18	27	.	.	PUNCT
ajfa-16782	19	1	subsequent	subsequent	ADJ
ajfa-16782	19	2	empirical	empirical	ADJ
ajfa-16782	19	3	studies	study	NOUN
ajfa-16782	19	4	found	find	VERB
ajfa-16782	19	5	anomalies	anomaly	NOUN
ajfa-16782	19	6	to	to	ADP
ajfa-16782	19	7	the	the	DET
ajfa-16782	19	8	slb	slb	PROPN
ajfa-16782	19	9	model	model	NOUN
ajfa-16782	19	10	that	that	PRON
ajfa-16782	19	11	were	be	AUX
ajfa-16782	19	12	not	not	PART
ajfa-16782	19	13	captured	capture	VERB
ajfa-16782	19	14	by	by	ADP
ajfa-16782	19	15	beta	beta	NOUN
ajfa-16782	19	16	alone	alone	ADV
ajfa-16782	19	17	(	(	PUNCT
ajfa-16782	19	18	basu	basu	PROPN
ajfa-16782	19	19	,	,	PUNCT
ajfa-16782	19	20	1983	1983	NUM
ajfa-16782	19	21	;	;	PUNCT
ajfa-16782	19	22	banz	banz	NOUN
ajfa-16782	19	23	,	,	PUNCT
ajfa-16782	19	24	1981	1981	NUM
ajfa-16782	19	25	;	;	PUNCT
ajfa-16782	19	26	stattman	stattman	NOUN
ajfa-16782	19	27	,	,	PUNCT
ajfa-16782	19	28	1980	1980	NUM
ajfa-16782	19	29	;	;	PUNCT
ajfa-16782	19	30	bhandari	bhandari	NOUN
ajfa-16782	19	31	,	,	PUNCT
ajfa-16782	19	32	1988	1988	NUM
ajfa-16782	19	33	)	)	PUNCT
ajfa-16782	19	34	.	.	PUNCT
ajfa-16782	20	1	as	as	SCONJ
ajfa-16782	20	2	campbell	campbell	PROPN
ajfa-16782	20	3	(	(	PUNCT
ajfa-16782	20	4	2000	2000	NUM
ajfa-16782	20	5	)	)	PUNCT
ajfa-16782	20	6	reflects	reflect	VERB
ajfa-16782	20	7	,	,	PUNCT
ajfa-16782	20	8	the	the	DET
ajfa-16782	20	9	empirical	empirical	ADJ
ajfa-16782	20	10	anomalies	anomaly	NOUN
ajfa-16782	20	11	and	and	CCONJ
ajfa-16782	20	12	puzzles	puzzle	NOUN
ajfa-16782	20	13	stimulates	stimulate	VERB
ajfa-16782	20	14	the	the	DET
ajfa-16782	20	15	development	development	NOUN
ajfa-16782	20	16	of	of	ADP
ajfa-16782	20	17	new	new	ADJ
ajfa-16782	20	18	models	model	NOUN
ajfa-16782	20	19	in	in	ADP
ajfa-16782	20	20	asset	asset	NOUN
ajfa-16782	20	21	pricing	pricing	NOUN
ajfa-16782	20	22	,	,	PUNCT
ajfa-16782	20	23	hence	hence	ADV
ajfa-16782	20	24	the	the	DET
ajfa-16782	20	25	inconclusive	inconclusive	ADJ
ajfa-16782	20	26	evidence	evidence	NOUN
ajfa-16782	20	27	on	on	ADP
ajfa-16782	20	28	the	the	DET
ajfa-16782	20	29	slb	slb	PROPN
ajfa-16782	20	30	model	model	NOUN
ajfa-16782	20	31	led	lead	VERB
ajfa-16782	20	32	to	to	ADP
ajfa-16782	20	33	the	the	DET
ajfa-16782	20	34	development	development	NOUN
ajfa-16782	20	35	of	of	ADP
ajfa-16782	20	36	extensions	extension	NOUN
ajfa-16782	20	37	to	to	ADP
ajfa-16782	20	38	the	the	DET
ajfa-16782	20	39	slb	slb	PROPN
ajfa-16782	20	40	model	model	PROPN
ajfa-16782	20	41	(	(	PUNCT
ajfa-16782	20	42	mayers	mayer	NOUN
ajfa-16782	20	43	,	,	PUNCT
ajfa-16782	20	44	1972	1972	NUM
ajfa-16782	20	45	;	;	PUNCT
ajfa-16782	20	46	merton	merton	PROPN
ajfa-16782	20	47	,	,	PUNCT
ajfa-16782	20	48	1973	1973	NUM
ajfa-16782	20	49	;	;	PUNCT
ajfa-16782	20	50	breeden	breeden	PROPN
ajfa-16782	20	51	,	,	PUNCT
ajfa-16782	20	52	1979	1979	NUM
ajfa-16782	20	53	)	)	PUNCT
ajfa-16782	20	54	and	and	CCONJ
ajfa-16782	20	55	other	other	ADJ
ajfa-16782	20	56	theoretical	theoretical	ADJ
ajfa-16782	20	57	models	model	NOUN
ajfa-16782	20	58	such	such	ADJ
ajfa-16782	20	59	as	as	ADP
ajfa-16782	20	60	arbitrage	arbitrage	NOUN
ajfa-16782	20	61	pricing	pricing	NOUN
ajfa-16782	20	62	theory	theory	NOUN
ajfa-16782	20	63	(	(	PUNCT
ajfa-16782	20	64	apt	apt	ADJ
ajfa-16782	20	65	)	)	PUNCT
ajfa-16782	20	66	(	(	PUNCT
ajfa-16782	20	67	ross	ross	PROPN
ajfa-16782	20	68	,	,	PUNCT
ajfa-16782	20	69	1976	1976	NUM
ajfa-16782	20	70	)	)	PUNCT
ajfa-16782	20	71	for	for	ADP
ajfa-16782	20	72	the	the	DET
ajfa-16782	20	73	variation	variation	NOUN
ajfa-16782	20	74	of	of	ADP
ajfa-16782	20	75	returns	return	NOUN
ajfa-16782	20	76	.	.	PUNCT
ajfa-16782	21	1	on	on	ADP
ajfa-16782	21	2	the	the	DET
ajfa-16782	21	3	other	other	ADJ
ajfa-16782	21	4	hand	hand	NOUN
ajfa-16782	21	5	,	,	PUNCT
ajfa-16782	21	6	atheoretical	atheoretical	ADJ
ajfa-16782	21	7	factor	factor	NOUN
ajfa-16782	21	8	models	model	NOUN
ajfa-16782	21	9	were	be	AUX
ajfa-16782	21	10	developed	develop	VERB
ajfa-16782	21	11	to	to	PART
ajfa-16782	21	12	fit	fit	VERB
ajfa-16782	21	13	the	the	DET
ajfa-16782	21	14	anomalous	anomalous	ADJ
ajfa-16782	21	15	empirical	empirical	ADJ
ajfa-16782	21	16	evidence	evidence	NOUN
ajfa-16782	21	17	to	to	ADP
ajfa-16782	21	18	the	the	DET
ajfa-16782	21	19	slb	slb	PROPN
ajfa-16782	21	20	model	model	PROPN
ajfa-16782	21	21	(	(	PUNCT
ajfa-16782	21	22	fama	fama	NOUN
ajfa-16782	21	23	and	and	CCONJ
ajfa-16782	21	24	french	french	ADJ
ajfa-16782	21	25	,	,	PUNCT
ajfa-16782	21	26	1993	1993	NUM
ajfa-16782	21	27	;	;	PUNCT
ajfa-16782	21	28	2015	2015	NUM
ajfa-16782	21	29	;	;	PUNCT
ajfa-16782	21	30	cahart	cahart	NOUN
ajfa-16782	21	31	,	,	PUNCT
ajfa-16782	21	32	1997	1997	NUM
ajfa-16782	21	33	)	)	PUNCT
ajfa-16782	21	34	.	.	PUNCT
ajfa-16782	22	1	though	though	SCONJ
ajfa-16782	22	2	there	there	PRON
ajfa-16782	22	3	is	be	VERB
ajfa-16782	22	4	no	no	DET
ajfa-16782	22	5	consensus	consensus	NOUN
ajfa-16782	22	6	on	on	ADP
ajfa-16782	22	7	a	a	DET
ajfa-16782	22	8	specific	specific	ADJ
ajfa-16782	22	9	asset	asset	NOUN
ajfa-16782	22	10	pricing	pricing	NOUN
ajfa-16782	22	11	model	model	NOUN
ajfa-16782	22	12	,	,	PUNCT
ajfa-16782	22	13	neoclassical	neoclassical	ADJ
ajfa-16782	22	14	models	model	NOUN
ajfa-16782	22	15	are	be	AUX
ajfa-16782	22	16	widely	widely	ADV
ajfa-16782	22	17	used	use	VERB
ajfa-16782	22	18	in	in	ADP
ajfa-16782	22	19	empirical	empirical	ADJ
ajfa-16782	22	20	research	research	NOUN
ajfa-16782	22	21	around	around	ADP
ajfa-16782	22	22	the	the	DET
ajfa-16782	22	23	world	world	NOUN
ajfa-16782	22	24	.	.	PUNCT
ajfa-16782	23	1	there	there	PRON
ajfa-16782	23	2	are	be	VERB
ajfa-16782	23	3	studies	study	NOUN
ajfa-16782	23	4	that	that	PRON
ajfa-16782	23	5	review	review	VERB
ajfa-16782	23	6	neoclassical	neoclassical	ADJ
ajfa-16782	23	7	asset	asset	NOUN
ajfa-16782	23	8	pricing	pricing	NOUN
ajfa-16782	23	9	tests	test	NOUN
ajfa-16782	23	10	in	in	ADP
ajfa-16782	23	11	markets	market	NOUN
ajfa-16782	23	12	around	around	ADP
ajfa-16782	23	13	the	the	DET
ajfa-16782	23	14	world	world	NOUN
ajfa-16782	23	15	.	.	PUNCT
ajfa-16782	24	1	dimson	dimson	NOUN
ajfa-16782	24	2	and	and	CCONJ
ajfa-16782	24	3	mussavian	mussavian	PROPN
ajfa-16782	24	4	(	(	PUNCT
ajfa-16782	24	5	1999	1999	NUM
ajfa-16782	24	6	)	)	PUNCT
ajfa-16782	24	7	analyse	analyse	VERB
ajfa-16782	24	8	the	the	DET
ajfa-16782	24	9	development	development	NOUN
ajfa-16782	24	10	of	of	ADP
ajfa-16782	24	11	asset	asset	NOUN
ajfa-16782	24	12	pricing	pricing	NOUN
ajfa-16782	24	13	theories	theory	NOUN
ajfa-16782	24	14	,	,	PUNCT
ajfa-16782	24	15	and	and	CCONJ
ajfa-16782	24	16	highlight	highlight	VERB
ajfa-16782	24	17	the	the	DET
ajfa-16782	24	18	fact	fact	NOUN
ajfa-16782	24	19	that	that	SCONJ
ajfa-16782	24	20	asset	asset	NOUN
ajfa-16782	24	21	pricing	pricing	NOUN
ajfa-16782	24	22	literature	literature	NOUN
ajfa-16782	24	23	is	be	AUX
ajfa-16782	24	24	a	a	DET
ajfa-16782	24	25	coherent	coherent	ADJ
ajfa-16782	24	26	body	body	NOUN
ajfa-16782	24	27	of	of	ADP
ajfa-16782	24	28	theory	theory	NOUN
ajfa-16782	24	29	rather	rather	ADV
ajfa-16782	24	30	than	than	ADP
ajfa-16782	24	31	a	a	DET
ajfa-16782	24	32	disjointed	disjointed	ADJ
ajfa-16782	24	33	collection	collection	NOUN
ajfa-16782	24	34	of	of	ADP
ajfa-16782	24	35	publications	publication	NOUN
ajfa-16782	24	36	.	.	PUNCT
ajfa-16782	25	1	campbell	campbell	PROPN
ajfa-16782	25	2	(	(	PUNCT
ajfa-16782	25	3	2000	2000	NUM
ajfa-16782	25	4	)	)	PUNCT
ajfa-16782	25	5	focuses	focus	VERB
ajfa-16782	25	6	on	on	ADP
ajfa-16782	25	7	the	the	DET
ajfa-16782	25	8	interplay	interplay	NOUN
ajfa-16782	25	9	between	between	ADP
ajfa-16782	25	10	theory	theory	NOUN
ajfa-16782	25	11	and	and	CCONJ
ajfa-16782	25	12	empirical	empirical	ADJ
ajfa-16782	25	13	work	work	NOUN
ajfa-16782	25	14	on	on	ADP
ajfa-16782	25	15	the	the	DET
ajfa-16782	25	16	development	development	NOUN
ajfa-16782	25	17	of	of	ADP
ajfa-16782	25	18	asset	asset	NOUN
ajfa-16782	25	19	pricing	pricing	NOUN
ajfa-16782	25	20	literature	literature	NOUN
ajfa-16782	25	21	for	for	ADP
ajfa-16782	25	22	a	a	DET
ajfa-16782	25	23	period	period	NOUN
ajfa-16782	25	24	of	of	ADP
ajfa-16782	25	25	twenty	twenty	NUM
ajfa-16782	25	26	years	year	NOUN
ajfa-16782	25	27	.	.	PUNCT
ajfa-16782	26	1	celik	celik	VERB
ajfa-16782	26	2	(	(	PUNCT
ajfa-16782	26	3	2012	2012	NUM
ajfa-16782	26	4	)	)	PUNCT
ajfa-16782	26	5	provides	provide	VERB
ajfa-16782	26	6	a	a	DET
ajfa-16782	26	7	comprehensive	comprehensive	ADJ
ajfa-16782	26	8	review	review	NOUN
ajfa-16782	26	9	of	of	ADP
ajfa-16782	26	10	asset	asset	NOUN
ajfa-16782	26	11	pricing	pricing	NOUN
ajfa-16782	26	12	models	model	NOUN
ajfa-16782	26	13	and	and	CCONJ
ajfa-16782	26	14	historical	historical	ADJ
ajfa-16782	26	15	stream	stream	NOUN
ajfa-16782	26	16	of	of	ADP
ajfa-16782	26	17	empirical	empirical	ADJ
ajfa-16782	26	18	research	research	NOUN
ajfa-16782	26	19	from	from	ADP
ajfa-16782	26	20	the	the	DET
ajfa-16782	26	21	year	year	NOUN
ajfa-16782	26	22	1974	1974	NUM
ajfa-16782	26	23	to	to	ADP
ajfa-16782	26	24	2005	2005	NUM
ajfa-16782	26	25	.	.	PUNCT
ajfa-16782	27	1	he	he	PRON
ajfa-16782	27	2	states	state	VERB
ajfa-16782	27	3	,	,	PUNCT
ajfa-16782	27	4	factors	factor	NOUN
ajfa-16782	27	5	that	that	PRON
ajfa-16782	27	6	affect	affect	VERB
ajfa-16782	27	7	asset	asset	NOUN
ajfa-16782	27	8	pricing	pricing	NOUN
ajfa-16782	27	9	vary	vary	VERB
ajfa-16782	27	10	through	through	ADP
ajfa-16782	27	11	time	time	NOUN
ajfa-16782	27	12	yet	yet	CCONJ
ajfa-16782	27	13	the	the	DET
ajfa-16782	27	14	theoretical	theoretical	ADJ
ajfa-16782	27	15	framework	framework	NOUN
ajfa-16782	27	16	is	be	AUX
ajfa-16782	27	17	still	still	ADV
ajfa-16782	27	18	useful	useful	ADJ
ajfa-16782	27	19	to	to	PART
ajfa-16782	27	20	incorporate	incorporate	VERB
ajfa-16782	27	21	the	the	DET
ajfa-16782	27	22	changing	change	VERB
ajfa-16782	27	23	factors	factor	NOUN
ajfa-16782	27	24	into	into	ADP
ajfa-16782	27	25	pricing	pricing	NOUN
ajfa-16782	27	26	models	model	NOUN
ajfa-16782	27	27	.	.	PUNCT
ajfa-16782	28	1	the	the	DET
ajfa-16782	28	2	empirical	empirical	ADJ
ajfa-16782	28	3	reviews	review	NOUN
ajfa-16782	28	4	in	in	ADP
ajfa-16782	28	5	asset	asset	NOUN
ajfa-16782	28	6	pricing	pricing	NOUN
ajfa-16782	28	7	literature	literature	NOUN
ajfa-16782	28	8	are	be	AUX
ajfa-16782	28	9	centred	centre	VERB
ajfa-16782	28	10	on	on	ADP
ajfa-16782	28	11	developed	develop	VERB
ajfa-16782	28	12	markets	market	NOUN
ajfa-16782	28	13	where	where	SCONJ
ajfa-16782	28	14	neoclassical	neoclassical	ADJ
ajfa-16782	28	15	theories	theory	NOUN
ajfa-16782	28	16	and	and	CCONJ
ajfa-16782	28	17	empirical	empirical	ADJ
ajfa-16782	28	18	models	model	NOUN
ajfa-16782	28	19	were	be	AUX
ajfa-16782	28	20	originated	originate	VERB
ajfa-16782	28	21	.	.	PUNCT
ajfa-16782	29	1	though	though	SCONJ
ajfa-16782	29	2	these	these	DET
ajfa-16782	29	3	theories	theory	NOUN
ajfa-16782	29	4	and	and	CCONJ
ajfa-16782	29	5	models	model	NOUN
ajfa-16782	29	6	are	be	AUX
ajfa-16782	29	7	later	later	ADV
ajfa-16782	29	8	adopted	adopt	VERB
ajfa-16782	29	9	in	in	ADP
ajfa-16782	29	10	emerging	emerge	VERB
ajfa-16782	29	11	and	and	CCONJ
ajfa-16782	29	12	frontier	frontier	NOUN
ajfa-16782	29	13	markets	market	NOUN
ajfa-16782	29	14	it	it	PRON
ajfa-16782	29	15	is	be	AUX
ajfa-16782	29	16	hard	hard	ADJ
ajfa-16782	29	17	to	to	PART
ajfa-16782	29	18	find	find	VERB
ajfa-16782	29	19	studies	study	NOUN
ajfa-16782	29	20	that	that	PRON
ajfa-16782	29	21	use	use	VERB
ajfa-16782	29	22	systematic	systematic	ADJ
ajfa-16782	29	23	reviews	review	NOUN
ajfa-16782	29	24	that	that	PRON
ajfa-16782	29	25	provide	provide	VERB
ajfa-16782	29	26	a	a	DET
ajfa-16782	29	27	holistic	holistic	ADJ
ajfa-16782	29	28	view	view	NOUN
ajfa-16782	29	29	of	of	ADP
ajfa-16782	29	30	asset	asset	NOUN
ajfa-16782	29	31	pricing	pricing	NOUN
ajfa-16782	29	32	tests	test	NOUN
ajfa-16782	29	33	in	in	ADP
ajfa-16782	29	34	such	such	ADJ
ajfa-16782	29	35	markets	market	NOUN
ajfa-16782	29	36	.	.	PUNCT
ajfa-16782	30	1	according	accord	VERB
ajfa-16782	30	2	to	to	ADP
ajfa-16782	30	3	berger	berger	PROPN
ajfa-16782	30	4	et	et	PROPN
ajfa-16782	30	5	al	al	PROPN
ajfa-16782	30	6	.	.	PROPN
ajfa-16782	30	7	(	(	PUNCT
ajfa-16782	30	8	2011	2011	NUM
ajfa-16782	30	9	)	)	PUNCT
ajfa-16782	30	10	frontier	frontier	NOUN
ajfa-16782	30	11	markets	market	NOUN
ajfa-16782	30	12	have	have	VERB
ajfa-16782	30	13	low	low	ADJ
ajfa-16782	30	14	integration	integration	NOUN
ajfa-16782	30	15	with	with	ADP
ajfa-16782	30	16	the	the	DET
ajfa-16782	30	17	world	world	NOUN
ajfa-16782	30	18	market	market	NOUN
ajfa-16782	30	19	and	and	CCONJ
ajfa-16782	30	20	thereby	thereby	ADV
ajfa-16782	30	21	offer	offer	VERB
ajfa-16782	30	22	significant	significant	ADJ
ajfa-16782	30	23	diversification	diversification	NOUN
ajfa-16782	30	24	benefits	benefit	NOUN
ajfa-16782	30	25	to	to	ADP
ajfa-16782	30	26	international	international	ADJ
ajfa-16782	30	27	investors	investor	NOUN
ajfa-16782	30	28	.	.	PUNCT
ajfa-16782	31	1	therefore	therefore	ADV
ajfa-16782	31	2	reviews	review	NOUN
ajfa-16782	31	3	of	of	ADP
ajfa-16782	31	4	this	this	DET
ajfa-16782	31	5	nature	nature	NOUN
ajfa-16782	31	6	will	will	AUX
ajfa-16782	31	7	provide	provide	VERB
ajfa-16782	31	8	an	an	DET
ajfa-16782	31	9	insight	insight	NOUN
ajfa-16782	31	10	to	to	ADP
ajfa-16782	31	11	the	the	DET
ajfa-16782	31	12	frontier	frontier	NOUN
ajfa-16782	31	13	markets	market	NOUN
ajfa-16782	31	14	and	and	CCONJ
ajfa-16782	31	15	shed	shed	VERB
ajfa-16782	31	16	light	light	NOUN
ajfa-16782	31	17	to	to	ADP
ajfa-16782	31	18	the	the	DET
ajfa-16782	31	19	inquiry	inquiry	NOUN
ajfa-16782	31	20	,	,	PUNCT
ajfa-16782	31	21	whether	whether	SCONJ
ajfa-16782	31	22	asset	asset	NOUN
ajfa-16782	31	23	pricing	pricing	NOUN
ajfa-16782	31	24	models	model	NOUN
ajfa-16782	31	25	that	that	PRON
ajfa-16782	31	26	are	be	AUX
ajfa-16782	31	27	originated	originate	VERB
ajfa-16782	31	28	in	in	ADP
ajfa-16782	31	29	developed	develop	VERB
ajfa-16782	31	30	markets	market	NOUN
ajfa-16782	31	31	are	be	AUX
ajfa-16782	31	32	applicable	applicable	ADJ
ajfa-16782	31	33	to	to	ADP
ajfa-16782	31	34	emerging	emerge	VERB
ajfa-16782	31	35	and	and	CCONJ
ajfa-16782	31	36	frontier	frontier	NOUN
ajfa-16782	31	37	markets	market	NOUN
ajfa-16782	31	38	.	.	PUNCT
ajfa-16782	32	1	the	the	DET
ajfa-16782	32	2	colombo	colombo	NOUN
ajfa-16782	32	3	stock	stock	PROPN
ajfa-16782	32	4	exchange	exchange	PROPN
ajfa-16782	32	5	(	(	PUNCT
ajfa-16782	32	6	cse	cse	NOUN
ajfa-16782	32	7	)	)	PUNCT
ajfa-16782	32	8	in	in	ADP
ajfa-16782	32	9	sri	sri	PROPN
ajfa-16782	32	10	lanka	lanka	PROPN
ajfa-16782	32	11	is	be	AUX
ajfa-16782	32	12	a	a	DET
ajfa-16782	32	13	frontier	frontier	NOUN
ajfa-16782	32	14	market	market	NOUN
ajfa-16782	32	15	established	establish	VERB
ajfa-16782	32	16	in	in	ADP
ajfa-16782	32	17	1985	1985	NUM
ajfa-16782	32	18	.	.	PUNCT
ajfa-16782	33	1	it	it	PRON
ajfa-16782	33	2	has	have	VERB
ajfa-16782	33	3	around	around	ADV
ajfa-16782	33	4	us$	us$	SYM
ajfa-16782	33	5	20	20	NUM
ajfa-16782	33	6	billion	billion	NUM
ajfa-16782	33	7	market	market	NOUN
ajfa-16782	33	8	capitalisation	capitalisation	NOUN
ajfa-16782	33	9	with	with	ADP
ajfa-16782	33	10	about	about	ADV
ajfa-16782	33	11	300	300	NUM
ajfa-16782	33	12	listed	list	VERB
ajfa-16782	33	13	companies	company	NOUN
ajfa-16782	33	14	as	as	ADP
ajfa-16782	33	15	of	of	ADP
ajfa-16782	33	16	december	december	PROPN
ajfa-16782	33	17	2017	2017	NUM
ajfa-16782	33	18	.	.	PUNCT
ajfa-16782	34	1	even	even	ADV
ajfa-16782	34	2	though	though	SCONJ
ajfa-16782	34	3	cse	cse	NOUN
ajfa-16782	34	4	is	be	AUX
ajfa-16782	34	5	a	a	DET
ajfa-16782	34	6	contrastingly	contrastingly	ADV
ajfa-16782	34	7	smaller	small	ADJ
ajfa-16782	34	8	market	market	NOUN
ajfa-16782	34	9	,	,	PUNCT
ajfa-16782	34	10	tests	test	NOUN
ajfa-16782	34	11	of	of	ADP
ajfa-16782	34	12	neoclassical	neoclassical	ADJ
ajfa-16782	34	13	asset	asset	NOUN
ajfa-16782	34	14	pricing	pricing	NOUN
ajfa-16782	34	15	models	model	NOUN
ajfa-16782	34	16	are	be	AUX
ajfa-16782	34	17	carried	carry	VERB
ajfa-16782	34	18	out	out	ADP
ajfa-16782	34	19	in	in	ADP
ajfa-16782	34	20	sri	sri	PROPN
ajfa-16782	34	21	lanka	lanka	PROPN
ajfa-16782	34	22	similar	similar	ADJ
ajfa-16782	34	23	to	to	ADP
ajfa-16782	34	24	other	other	ADJ
ajfa-16782	34	25	emerging	emerge	VERB
ajfa-16782	34	26	and	and	CCONJ
ajfa-16782	34	27	frontier	frontier	NOUN
ajfa-16782	34	28	markets	market	NOUN
ajfa-16782	34	29	(	(	PUNCT
ajfa-16782	34	30	samarakoon	samarakoon	NOUN
ajfa-16782	34	31	,	,	PUNCT
ajfa-16782	34	32	1997	1997	NUM
ajfa-16782	34	33	;	;	PUNCT
ajfa-16782	34	34	nimal	nimal	PROPN
ajfa-16782	34	35	,	,	PUNCT
ajfa-16782	34	36	1997	1997	NUM
ajfa-16782	34	37	:	:	PUNCT
ajfa-16782	34	38	anuradha	anuradha	PROPN
ajfa-16782	34	39	,	,	PUNCT
ajfa-16782	34	40	2008	2008	NUM
ajfa-16782	34	41	;	;	PUNCT
ajfa-16782	34	42	nanayakkara	nanayakkara	NOUN
ajfa-16782	34	43	,	,	PUNCT
ajfa-16782	34	44	2008	2008	NUM
ajfa-16782	34	45	;	;	PUNCT
ajfa-16782	34	46	randeniya	randeniya	NOUN
ajfa-16782	34	47	&	&	CCONJ
ajfa-16782	34	48	wijerathna	wijerathna	NOUN
ajfa-16782	34	49	,	,	PUNCT
ajfa-16782	34	50	2012	2012	NUM
ajfa-16782	34	51	;	;	PUNCT
ajfa-16782	34	52	kongahawatte	kongahawatte	PROPN
ajfa-16782	34	53	&	&	CCONJ
ajfa-16782	34	54	nimal	nimal	PROPN
ajfa-16782	34	55	,	,	PUNCT
ajfa-16782	34	56	2015	2015	NUM
ajfa-16782	34	57	;	;	PUNCT
ajfa-16782	34	58	abeysekara	abeysekara	PROPN
ajfa-16782	34	59	&	&	CCONJ
ajfa-16782	34	60	nimal	nimal	PROPN
ajfa-16782	34	61	,	,	PUNCT
ajfa-16782	34	62	2017	2017	NUM
ajfa-16782	34	63	)	)	PUNCT
ajfa-16782	34	64	.	.	PUNCT
ajfa-16782	35	1	therefore	therefore	ADV
ajfa-16782	35	2	,	,	PUNCT
ajfa-16782	35	3	the	the	DET
ajfa-16782	35	4	asian	asian	ADJ
ajfa-16782	35	5	journal	journal	NOUN
ajfa-16782	35	6	of	of	ADP
ajfa-16782	35	7	finance	finance	PROPN
ajfa-16782	35	8	&	&	CCONJ
ajfa-16782	35	9	accounting	accounting	PROPN
ajfa-16782	35	10	issn	issn	PROPN
ajfa-16782	35	11	1946	1946	NUM
ajfa-16782	35	12	-	-	PUNCT
ajfa-16782	35	13	052x	052x	NOUN
ajfa-16782	35	14	2020	2020	NUM
ajfa-16782	35	15	,	,	PUNCT
ajfa-16782	35	16	vol	vol	NOUN
ajfa-16782	35	17	.	.	PROPN
ajfa-16782	35	18	12	12	NUM
ajfa-16782	35	19	,	,	PUNCT
ajfa-16782	35	20	no	no	INTJ
ajfa-16782	35	21	.	.	NOUN
ajfa-16782	35	22	2	2	NUM
ajfa-16782	35	23	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	35	24	42	42	NUM
ajfa-16782	35	25	purpose	purpose	NOUN
ajfa-16782	35	26	of	of	ADP
ajfa-16782	35	27	this	this	DET
ajfa-16782	35	28	study	study	NOUN
ajfa-16782	35	29	is	be	AUX
ajfa-16782	35	30	to	to	PART
ajfa-16782	35	31	review	review	VERB
ajfa-16782	35	32	the	the	DET
ajfa-16782	35	33	existing	exist	VERB
ajfa-16782	35	34	empirical	empirical	ADJ
ajfa-16782	35	35	asset	asset	NOUN
ajfa-16782	35	36	pricing	pricing	NOUN
ajfa-16782	35	37	literature	literature	NOUN
ajfa-16782	35	38	in	in	ADP
ajfa-16782	35	39	the	the	DET
ajfa-16782	35	40	cse	cse	NOUN
ajfa-16782	35	41	to	to	PART
ajfa-16782	35	42	identify	identify	VERB
ajfa-16782	35	43	the	the	DET
ajfa-16782	35	44	extent	extent	NOUN
ajfa-16782	35	45	to	to	ADP
ajfa-16782	35	46	which	which	PRON
ajfa-16782	35	47	neoclassical	neoclassical	ADJ
ajfa-16782	35	48	asset	asset	NOUN
ajfa-16782	35	49	pricing	pricing	NOUN
ajfa-16782	35	50	tests	test	NOUN
ajfa-16782	35	51	can	can	AUX
ajfa-16782	35	52	capture	capture	VERB
ajfa-16782	35	53	the	the	DET
ajfa-16782	35	54	cross	cross	NOUN
ajfa-16782	35	55	sectional	sectional	ADJ
ajfa-16782	35	56	variation	variation	NOUN
ajfa-16782	35	57	of	of	ADP
ajfa-16782	35	58	stock	stock	NOUN
ajfa-16782	35	59	returns	return	NOUN
ajfa-16782	35	60	in	in	ADP
ajfa-16782	35	61	the	the	DET
ajfa-16782	35	62	market	market	NOUN
ajfa-16782	35	63	.	.	PUNCT
ajfa-16782	36	1	the	the	DET
ajfa-16782	36	2	study	study	NOUN
ajfa-16782	36	3	provides	provide	VERB
ajfa-16782	36	4	a	a	DET
ajfa-16782	36	5	comprehensive	comprehensive	ADJ
ajfa-16782	36	6	systematic	systematic	ADJ
ajfa-16782	36	7	literature	literature	NOUN
ajfa-16782	36	8	review	review	NOUN
ajfa-16782	36	9	of	of	ADP
ajfa-16782	36	10	empirical	empirical	ADJ
ajfa-16782	36	11	findings	finding	NOUN
ajfa-16782	36	12	on	on	ADP
ajfa-16782	36	13	neoclassical	neoclassical	ADJ
ajfa-16782	36	14	asset	asset	NOUN
ajfa-16782	36	15	pricing	pricing	NOUN
ajfa-16782	36	16	tests	test	NOUN
ajfa-16782	36	17	,	,	PUNCT
ajfa-16782	36	18	during	during	ADP
ajfa-16782	36	19	the	the	DET
ajfa-16782	36	20	period	period	NOUN
ajfa-16782	36	21	from	from	ADP
ajfa-16782	36	22	1997	1997	NUM
ajfa-16782	36	23	to	to	ADP
ajfa-16782	36	24	2017	2017	NUM
ajfa-16782	36	25	in	in	ADP
ajfa-16782	36	26	sri	sri	PROPN
ajfa-16782	36	27	lanka	lanka	PROPN
ajfa-16782	36	28	.	.	PUNCT
ajfa-16782	37	1	the	the	DET
ajfa-16782	37	2	study	study	NOUN
ajfa-16782	37	3	uses	use	VERB
ajfa-16782	37	4	the	the	DET
ajfa-16782	37	5	structured	structured	ADJ
ajfa-16782	37	6	empirical	empirical	ADJ
ajfa-16782	37	7	review	review	NOUN
ajfa-16782	37	8	(	(	PUNCT
ajfa-16782	37	9	ser	ser	NOUN
ajfa-16782	37	10	)	)	PUNCT
ajfa-16782	37	11	methodology	methodology	NOUN
ajfa-16782	37	12	similar	similar	ADJ
ajfa-16782	37	13	to	to	PART
ajfa-16782	37	14	celik	celik	VERB
ajfa-16782	37	15	(	(	PUNCT
ajfa-16782	37	16	2012	2012	NUM
ajfa-16782	37	17	)	)	PUNCT
ajfa-16782	37	18	and	and	CCONJ
ajfa-16782	37	19	jesson	jesson	NOUN
ajfa-16782	37	20	and	and	CCONJ
ajfa-16782	37	21	lacey	lacey	PROPN
ajfa-16782	37	22	(	(	PUNCT
ajfa-16782	37	23	2006	2006	NUM
ajfa-16782	37	24	)	)	PUNCT
ajfa-16782	37	25	.	.	PUNCT
ajfa-16782	38	1	the	the	DET
ajfa-16782	38	2	study	study	NOUN
ajfa-16782	38	3	is	be	AUX
ajfa-16782	38	4	significant	significant	ADJ
ajfa-16782	38	5	in	in	ADP
ajfa-16782	38	6	sri	sri	PROPN
ajfa-16782	38	7	lankan	lankan	PROPN
ajfa-16782	38	8	context	context	NOUN
ajfa-16782	38	9	since	since	SCONJ
ajfa-16782	38	10	it	it	PRON
ajfa-16782	38	11	covers	cover	VERB
ajfa-16782	38	12	twenty	twenty	NUM
ajfa-16782	38	13	years	year	NOUN
ajfa-16782	38	14	of	of	ADP
ajfa-16782	38	15	empirical	empirical	ADJ
ajfa-16782	38	16	investigations	investigation	NOUN
ajfa-16782	38	17	on	on	ADP
ajfa-16782	38	18	asset	asset	NOUN
ajfa-16782	38	19	pricing	pricing	NOUN
ajfa-16782	38	20	tests	test	NOUN
ajfa-16782	38	21	in	in	ADP
ajfa-16782	38	22	cse	cse	PROPN
ajfa-16782	38	23	.	.	PUNCT
ajfa-16782	39	1	in	in	ADP
ajfa-16782	39	2	the	the	DET
ajfa-16782	39	3	global	global	ADJ
ajfa-16782	39	4	context	context	NOUN
ajfa-16782	39	5	it	it	PRON
ajfa-16782	39	6	will	will	AUX
ajfa-16782	39	7	provide	provide	VERB
ajfa-16782	39	8	an	an	DET
ajfa-16782	39	9	insight	insight	NOUN
ajfa-16782	39	10	to	to	ADP
ajfa-16782	39	11	a	a	DET
ajfa-16782	39	12	frontier	frontier	NOUN
ajfa-16782	39	13	market	market	NOUN
ajfa-16782	39	14	and	and	CCONJ
ajfa-16782	39	15	will	will	AUX
ajfa-16782	39	16	be	be	AUX
ajfa-16782	39	17	a	a	DET
ajfa-16782	39	18	pivotal	pivotal	ADJ
ajfa-16782	39	19	point	point	NOUN
ajfa-16782	39	20	for	for	ADP
ajfa-16782	39	21	the	the	DET
ajfa-16782	39	22	consideration	consideration	NOUN
ajfa-16782	39	23	of	of	ADP
ajfa-16782	39	24	alternative	alternative	ADJ
ajfa-16782	39	25	approaches	approach	NOUN
ajfa-16782	39	26	in	in	ADP
ajfa-16782	39	27	asset	asset	NOUN
ajfa-16782	39	28	pricing	pricing	NOUN
ajfa-16782	39	29	tests	test	NOUN
ajfa-16782	39	30	in	in	ADP
ajfa-16782	39	31	such	such	ADJ
ajfa-16782	39	32	markets	market	NOUN
ajfa-16782	39	33	.	.	PUNCT
ajfa-16782	40	1	the	the	DET
ajfa-16782	40	2	remainder	remainder	NOUN
ajfa-16782	40	3	of	of	ADP
ajfa-16782	40	4	this	this	DET
ajfa-16782	40	5	paper	paper	NOUN
ajfa-16782	40	6	is	be	AUX
ajfa-16782	40	7	structured	structure	VERB
ajfa-16782	40	8	as	as	SCONJ
ajfa-16782	40	9	follows	follow	VERB
ajfa-16782	40	10	:	:	PUNCT
ajfa-16782	40	11	section	section	NOUN
ajfa-16782	40	12	2	2	NUM
ajfa-16782	40	13	,	,	PUNCT
ajfa-16782	40	14	the	the	DET
ajfa-16782	40	15	literature	literature	NOUN
ajfa-16782	40	16	review	review	NOUN
ajfa-16782	40	17	which	which	PRON
ajfa-16782	40	18	includes	include	VERB
ajfa-16782	40	19	a	a	DET
ajfa-16782	40	20	brief	brief	ADJ
ajfa-16782	40	21	theoretical	theoretical	ADJ
ajfa-16782	40	22	development	development	NOUN
ajfa-16782	40	23	and	and	CCONJ
ajfa-16782	40	24	empirical	empirical	ADJ
ajfa-16782	40	25	findings	finding	NOUN
ajfa-16782	40	26	of	of	ADP
ajfa-16782	40	27	the	the	DET
ajfa-16782	40	28	neoclassical	neoclassical	ADJ
ajfa-16782	40	29	asset	asset	NOUN
ajfa-16782	40	30	pricing	pricing	NOUN
ajfa-16782	40	31	models	model	NOUN
ajfa-16782	40	32	.	.	PUNCT
ajfa-16782	41	1	section	section	NOUN
ajfa-16782	41	2	3	3	NUM
ajfa-16782	41	3	describes	describe	VERB
ajfa-16782	41	4	the	the	DET
ajfa-16782	41	5	structured	structured	ADJ
ajfa-16782	41	6	empirical	empirical	ADJ
ajfa-16782	41	7	review	review	NOUN
ajfa-16782	41	8	(	(	PUNCT
ajfa-16782	41	9	ser	ser	NOUN
ajfa-16782	41	10	)	)	PUNCT
ajfa-16782	41	11	methodology	methodology	NOUN
ajfa-16782	41	12	which	which	PRON
ajfa-16782	41	13	is	be	AUX
ajfa-16782	41	14	adopted	adopt	VERB
ajfa-16782	41	15	in	in	ADP
ajfa-16782	41	16	this	this	DET
ajfa-16782	41	17	study	study	NOUN
ajfa-16782	41	18	.	.	PUNCT
ajfa-16782	42	1	section	section	NOUN
ajfa-16782	42	2	3.2	3.2	NUM
ajfa-16782	42	3	shows	show	VERB
ajfa-16782	42	4	the	the	DET
ajfa-16782	42	5	classification	classification	NOUN
ajfa-16782	42	6	and	and	CCONJ
ajfa-16782	42	7	number	number	NOUN
ajfa-16782	42	8	of	of	ADP
ajfa-16782	42	9	local	local	ADJ
ajfa-16782	42	10	studies	study	NOUN
ajfa-16782	42	11	selected	select	VERB
ajfa-16782	42	12	for	for	ADP
ajfa-16782	42	13	this	this	DET
ajfa-16782	42	14	review	review	NOUN
ajfa-16782	42	15	.	.	PUNCT
ajfa-16782	43	1	section	section	NOUN
ajfa-16782	43	2	4	4	NUM
ajfa-16782	43	3	elaborates	elaborate	VERB
ajfa-16782	43	4	the	the	DET
ajfa-16782	43	5	findings	finding	NOUN
ajfa-16782	43	6	of	of	ADP
ajfa-16782	43	7	sri	sri	PROPN
ajfa-16782	43	8	lankan	lankan	PROPN
ajfa-16782	43	9	studies	study	NOUN
ajfa-16782	43	10	with	with	ADP
ajfa-16782	43	11	an	an	DET
ajfa-16782	43	12	overview	overview	NOUN
ajfa-16782	43	13	of	of	ADP
ajfa-16782	43	14	sri	sri	ADJ
ajfa-16782	43	15	lankan	lankan	ADJ
ajfa-16782	43	16	investigations	investigation	NOUN
ajfa-16782	43	17	.	.	PUNCT
ajfa-16782	44	1	section	section	NOUN
ajfa-16782	44	2	5	5	NUM
ajfa-16782	44	3	discusses	discuss	VERB
ajfa-16782	44	4	the	the	DET
ajfa-16782	44	5	sri	sri	PROPN
ajfa-16782	44	6	lankan	lankan	PROPN
ajfa-16782	44	7	findings	finding	NOUN
ajfa-16782	44	8	in	in	ADP
ajfa-16782	44	9	relation	relation	NOUN
ajfa-16782	44	10	to	to	ADP
ajfa-16782	44	11	the	the	DET
ajfa-16782	44	12	findings	finding	NOUN
ajfa-16782	44	13	of	of	ADP
ajfa-16782	44	14	other	other	ADJ
ajfa-16782	44	15	markets	market	NOUN
ajfa-16782	44	16	.	.	PUNCT
ajfa-16782	45	1	section	section	NOUN
ajfa-16782	45	2	6	6	NUM
ajfa-16782	45	3	concludes	conclude	VERB
ajfa-16782	45	4	the	the	DET
ajfa-16782	45	5	study	study	NOUN
ajfa-16782	45	6	with	with	ADP
ajfa-16782	45	7	future	future	ADJ
ajfa-16782	45	8	direction	direction	NOUN
ajfa-16782	45	9	for	for	ADP
ajfa-16782	45	10	research	research	NOUN
ajfa-16782	45	11	.	.	PUNCT
ajfa-16782	46	1	2	2	X
ajfa-16782	46	2	.	.	X
ajfa-16782	46	3	literature	literature	NOUN
ajfa-16782	46	4	review	review	VERB
ajfa-16782	46	5	neoclassical	neoclassical	ADJ
ajfa-16782	46	6	asset	asset	NOUN
ajfa-16782	46	7	pricing	pricing	NOUN
ajfa-16782	46	8	models	model	NOUN
ajfa-16782	46	9	are	be	AUX
ajfa-16782	46	10	built	build	VERB
ajfa-16782	46	11	upon	upon	SCONJ
ajfa-16782	46	12	the	the	DET
ajfa-16782	46	13	assumptions	assumption	NOUN
ajfa-16782	46	14	that	that	PRON
ajfa-16782	46	15	;	;	PUNCT
ajfa-16782	46	16	investors	investor	NOUN
ajfa-16782	46	17	are	be	AUX
ajfa-16782	46	18	rational	rational	ADJ
ajfa-16782	46	19	,	,	PUNCT
ajfa-16782	46	20	markets	market	NOUN
ajfa-16782	46	21	are	be	AUX
ajfa-16782	46	22	highly	highly	ADV
ajfa-16782	46	23	efficient	efficient	ADJ
ajfa-16782	46	24	and	and	CCONJ
ajfa-16782	46	25	investors	investor	NOUN
ajfa-16782	46	26	exploit	exploit	VERB
ajfa-16782	46	27	potential	potential	ADJ
ajfa-16782	46	28	arbitrage	arbitrage	NOUN
ajfa-16782	46	29	opportunities	opportunity	NOUN
ajfa-16782	46	30	(	(	PUNCT
ajfa-16782	46	31	dimson	dimson	NOUN
ajfa-16782	46	32	&	&	CCONJ
ajfa-16782	46	33	mussavian	mussavian	PROPN
ajfa-16782	46	34	,	,	PUNCT
ajfa-16782	46	35	1999	1999	NUM
ajfa-16782	46	36	)	)	PUNCT
ajfa-16782	46	37	.	.	PUNCT
ajfa-16782	47	1	markowitz	markowitz	PROPN
ajfa-16782	47	2	(	(	PUNCT
ajfa-16782	47	3	1952	1952	NUM
ajfa-16782	47	4	)	)	PUNCT
ajfa-16782	47	5	portfolio	portfolio	NOUN
ajfa-16782	47	6	theory	theory	NOUN
ajfa-16782	47	7	and	and	CCONJ
ajfa-16782	47	8	tobin	tobin	PROPN
ajfa-16782	47	9	(	(	PUNCT
ajfa-16782	47	10	1958	1958	NUM
ajfa-16782	47	11	)	)	PUNCT
ajfa-16782	47	12	separation	separation	NOUN
ajfa-16782	47	13	theorem	theorem	NOUN
ajfa-16782	47	14	led	lead	VERB
ajfa-16782	47	15	to	to	ADP
ajfa-16782	47	16	the	the	DET
ajfa-16782	47	17	development	development	NOUN
ajfa-16782	47	18	of	of	ADP
ajfa-16782	47	19	pioneering	pioneer	VERB
ajfa-16782	47	20	capital	capital	NOUN
ajfa-16782	47	21	asset	asset	NOUN
ajfa-16782	47	22	pricing	pricing	NOUN
ajfa-16782	47	23	model	model	NOUN
ajfa-16782	47	24	(	(	PUNCT
ajfa-16782	47	25	capm	capm	PROPN
ajfa-16782	47	26	)	)	PUNCT
ajfa-16782	47	27	(	(	PUNCT
ajfa-16782	47	28	sharpe	sharpe	NOUN
ajfa-16782	47	29	,	,	PUNCT
ajfa-16782	47	30	1964	1964	NUM
ajfa-16782	47	31	;	;	PUNCT
ajfa-16782	47	32	lintner	lintner	NOUN
ajfa-16782	47	33	,	,	PUNCT
ajfa-16782	47	34	1965	1965	NUM
ajfa-16782	47	35	;	;	PUNCT
ajfa-16782	47	36	black	black	ADJ
ajfa-16782	47	37	,	,	PUNCT
ajfa-16782	47	38	1972	1972	NUM
ajfa-16782	47	39	)	)	PUNCT
ajfa-16782	47	40	(	(	PUNCT
ajfa-16782	47	41	slb	slb	PROPN
ajfa-16782	47	42	)	)	PUNCT
ajfa-16782	47	43	.	.	PUNCT
ajfa-16782	48	1	according	accord	VERB
ajfa-16782	48	2	to	to	ADP
ajfa-16782	48	3	the	the	DET
ajfa-16782	48	4	slb	slb	PROPN
ajfa-16782	48	5	model	model	NOUN
ajfa-16782	48	6	;	;	PUNCT
ajfa-16782	48	7	if	if	SCONJ
ajfa-16782	48	8	all	all	DET
ajfa-16782	48	9	investors	investor	NOUN
ajfa-16782	48	10	are	be	AUX
ajfa-16782	48	11	single	single	ADJ
ajfa-16782	48	12	period	period	NOUN
ajfa-16782	48	13	mean	mean	NOUN
ajfa-16782	48	14	variance	variance	NOUN
ajfa-16782	48	15	optimisers	optimiser	NOUN
ajfa-16782	48	16	,	,	PUNCT
ajfa-16782	48	17	then	then	ADV
ajfa-16782	48	18	the	the	DET
ajfa-16782	48	19	market	market	NOUN
ajfa-16782	48	20	portfolio	portfolio	NOUN
ajfa-16782	48	21	is	be	AUX
ajfa-16782	48	22	mean	mean	ADJ
ajfa-16782	48	23	-	-	PUNCT
ajfa-16782	48	24	variance	variance	NOUN
ajfa-16782	48	25	efficient	efficient	ADJ
ajfa-16782	48	26	,	,	PUNCT
ajfa-16782	48	27	which	which	PRON
ajfa-16782	48	28	implies	imply	VERB
ajfa-16782	48	29	a	a	DET
ajfa-16782	48	30	positive	positive	ADJ
ajfa-16782	48	31	beta	beta	NOUN
ajfa-16782	48	32	return	return	NOUN
ajfa-16782	48	33	relationship	relationship	NOUN
ajfa-16782	48	34	between	between	ADP
ajfa-16782	48	35	all	all	DET
ajfa-16782	48	36	assets	asset	NOUN
ajfa-16782	48	37	and	and	CCONJ
ajfa-16782	48	38	the	the	DET
ajfa-16782	48	39	market	market	NOUN
ajfa-16782	48	40	portfolio	portfolio	NOUN
ajfa-16782	48	41	and	and	CCONJ
ajfa-16782	48	42	market	market	NOUN
ajfa-16782	48	43	betas	beta	NOUN
ajfa-16782	48	44	suffice	suffice	VERB
ajfa-16782	48	45	to	to	PART
ajfa-16782	48	46	describe	describe	VERB
ajfa-16782	48	47	the	the	DET
ajfa-16782	48	48	cross	cross	NOUN
ajfa-16782	48	49	section	section	NOUN
ajfa-16782	48	50	of	of	ADP
ajfa-16782	48	51	stock	stock	NOUN
ajfa-16782	48	52	returns	return	NOUN
ajfa-16782	48	53	(	(	PUNCT
ajfa-16782	48	54	fama	fama	PROPN
ajfa-16782	48	55	&	&	CCONJ
ajfa-16782	48	56	french	french	PROPN
ajfa-16782	48	57	,	,	PUNCT
ajfa-16782	48	58	1992	1992	NUM
ajfa-16782	48	59	)	)	PUNCT
ajfa-16782	48	60	.	.	PUNCT
ajfa-16782	49	1	mayers	mayers	PROPN
ajfa-16782	49	2	(	(	PUNCT
ajfa-16782	49	3	1972	1972	NUM
ajfa-16782	49	4	)	)	PUNCT
ajfa-16782	49	5	extends	extend	VERB
ajfa-16782	49	6	the	the	DET
ajfa-16782	49	7	one	one	NUM
ajfa-16782	49	8	period	period	NOUN
ajfa-16782	49	9	two	two	NUM
ajfa-16782	49	10	parameter	parameter	NOUN
ajfa-16782	49	11	slb	slb	PROPN
ajfa-16782	49	12	model	model	PROPN
ajfa-16782	49	13	to	to	PART
ajfa-16782	49	14	include	include	VERB
ajfa-16782	49	15	non	non	ADJ
ajfa-16782	49	16	-	-	ADJ
ajfa-16782	49	17	marketable	marketable	ADJ
ajfa-16782	49	18	asset	asset	NOUN
ajfa-16782	49	19	,	,	PUNCT
ajfa-16782	49	20	human	human	ADJ
ajfa-16782	49	21	capital	capital	NOUN
ajfa-16782	49	22	.	.	PUNCT
ajfa-16782	50	1	the	the	DET
ajfa-16782	50	2	model	model	NOUN
ajfa-16782	50	3	assumes	assume	VERB
ajfa-16782	50	4	holding	hold	VERB
ajfa-16782	50	5	of	of	ADP
ajfa-16782	50	6	specific	specific	ADJ
ajfa-16782	50	7	marketable	marketable	ADJ
ajfa-16782	50	8	asset	asset	NOUN
ajfa-16782	50	9	by	by	ADP
ajfa-16782	50	10	an	an	DET
ajfa-16782	50	11	investor	investor	NOUN
ajfa-16782	50	12	is	be	AUX
ajfa-16782	50	13	partly	partly	ADV
ajfa-16782	50	14	determined	determine	VERB
ajfa-16782	50	15	by	by	ADP
ajfa-16782	50	16	the	the	DET
ajfa-16782	50	17	relationship	relationship	NOUN
ajfa-16782	50	18	between	between	ADP
ajfa-16782	50	19	returns	return	NOUN
ajfa-16782	50	20	on	on	ADP
ajfa-16782	50	21	the	the	DET
ajfa-16782	50	22	assets	asset	NOUN
ajfa-16782	50	23	and	and	CCONJ
ajfa-16782	50	24	the	the	DET
ajfa-16782	50	25	payoffs	payoff	NOUN
ajfa-16782	50	26	on	on	ADP
ajfa-16782	50	27	the	the	DET
ajfa-16782	50	28	specific	specific	ADJ
ajfa-16782	50	29	non	non	ADJ
ajfa-16782	50	30	-	-	ADJ
ajfa-16782	50	31	marketable	marketable	ADJ
ajfa-16782	50	32	asset	asset	NOUN
ajfa-16782	50	33	held	hold	VERB
ajfa-16782	50	34	by	by	ADP
ajfa-16782	50	35	the	the	DET
ajfa-16782	50	36	investor	investor	NOUN
ajfa-16782	50	37	(	(	PUNCT
ajfa-16782	50	38	fama	fama	PROPN
ajfa-16782	50	39	&	&	CCONJ
ajfa-16782	50	40	schwert	schwert	PROPN
ajfa-16782	50	41	,	,	PUNCT
ajfa-16782	50	42	1977	1977	NUM
ajfa-16782	50	43	)	)	PUNCT
ajfa-16782	50	44	.	.	PUNCT
ajfa-16782	51	1	merton	merton	PROPN
ajfa-16782	51	2	(	(	PUNCT
ajfa-16782	51	3	1973	1973	NUM
ajfa-16782	51	4	)	)	PUNCT
ajfa-16782	51	5	develops	develop	VERB
ajfa-16782	51	6	an	an	DET
ajfa-16782	51	7	intertemporal	intertemporal	ADJ
ajfa-16782	51	8	capm	capm	NOUN
ajfa-16782	51	9	(	(	PUNCT
ajfa-16782	51	10	icapm	icapm	NOUN
ajfa-16782	51	11	)	)	PUNCT
ajfa-16782	51	12	with	with	ADP
ajfa-16782	51	13	the	the	DET
ajfa-16782	51	14	assumption	assumption	NOUN
ajfa-16782	51	15	that	that	SCONJ
ajfa-16782	51	16	time	time	NOUN
ajfa-16782	51	17	flows	flow	VERB
ajfa-16782	51	18	continuously	continuously	ADV
ajfa-16782	51	19	rather	rather	ADV
ajfa-16782	51	20	than	than	ADP
ajfa-16782	51	21	discretely	discretely	ADV
ajfa-16782	51	22	.	.	PUNCT
ajfa-16782	52	1	breeden	breeden	PROPN
ajfa-16782	52	2	(	(	PUNCT
ajfa-16782	52	3	1979	1979	NUM
ajfa-16782	52	4	)	)	PUNCT
ajfa-16782	52	5	derives	derive	VERB
ajfa-16782	52	6	the	the	DET
ajfa-16782	52	7	consumption	consumption	NOUN
ajfa-16782	52	8	capm	capm	NOUN
ajfa-16782	52	9	(	(	PUNCT
ajfa-16782	52	10	ccapm	ccapm	NOUN
ajfa-16782	52	11	)	)	PUNCT
ajfa-16782	52	12	where	where	SCONJ
ajfa-16782	52	13	,	,	PUNCT
ajfa-16782	52	14	the	the	DET
ajfa-16782	52	15	single	single	ADJ
ajfa-16782	52	16	beta	beta	NOUN
ajfa-16782	52	17	model	model	NOUN
ajfa-16782	52	18	in	in	ADP
ajfa-16782	52	19	multi	multi	PROPN
ajfa-16782	52	20	good	good	ADJ
ajfa-16782	52	21	,	,	PUNCT
ajfa-16782	52	22	continuous	continuous	ADJ
ajfa-16782	52	23	time	time	NOUN
ajfa-16782	52	24	with	with	ADP
ajfa-16782	52	25	uncertain	uncertain	ADJ
ajfa-16782	52	26	consumption	consumption	NOUN
ajfa-16782	52	27	goods	good	NOUN
ajfa-16782	52	28	’	'	PUNCT
ajfa-16782	52	29	prices	price	NOUN
ajfa-16782	52	30	and	and	CCONJ
ajfa-16782	52	31	investment	investment	NOUN
ajfa-16782	52	32	opportunities	opportunity	NOUN
ajfa-16782	52	33	.	.	PUNCT
ajfa-16782	53	1	fabozzi	fabozzi	NOUN
ajfa-16782	53	2	and	and	CCONJ
ajfa-16782	53	3	francis	francis	PROPN
ajfa-16782	53	4	(	(	PUNCT
ajfa-16782	53	5	1978	1978	NUM
ajfa-16782	53	6	)	)	PUNCT
ajfa-16782	53	7	test	test	NOUN
ajfa-16782	53	8	stability	stability	NOUN
ajfa-16782	53	9	of	of	ADP
ajfa-16782	53	10	beta	beta	NOUN
ajfa-16782	53	11	over	over	ADP
ajfa-16782	53	12	bull	bull	NOUN
ajfa-16782	53	13	and	and	CCONJ
ajfa-16782	53	14	bear	bear	NOUN
ajfa-16782	53	15	markets	market	NOUN
ajfa-16782	53	16	,	,	PUNCT
ajfa-16782	53	17	and	and	CCONJ
ajfa-16782	53	18	finds	find	VERB
ajfa-16782	53	19	that	that	SCONJ
ajfa-16782	54	1	beta	beta	NOUN
ajfa-16782	54	2	corresponding	corresponding	NOUN
ajfa-16782	54	3	to	to	PART
ajfa-16782	54	4	bear	bear	VERB
ajfa-16782	54	5	market	market	NOUN
ajfa-16782	54	6	may	may	AUX
ajfa-16782	54	7	be	be	AUX
ajfa-16782	54	8	more	more	ADV
ajfa-16782	54	9	appropriate	appropriate	ADJ
ajfa-16782	54	10	measure	measure	NOUN
ajfa-16782	54	11	of	of	ADP
ajfa-16782	54	12	portfolio	portfolio	NOUN
ajfa-16782	54	13	risk	risk	NOUN
ajfa-16782	54	14	than	than	ADP
ajfa-16782	54	15	the	the	DET
ajfa-16782	54	16	conventional	conventional	ADJ
ajfa-16782	54	17	single	single	ADJ
ajfa-16782	54	18	beta	beta	NOUN
ajfa-16782	54	19	.	.	PUNCT
ajfa-16782	55	1	similarly	similarly	ADV
ajfa-16782	55	2	pettengill	pettengill	NOUN
ajfa-16782	55	3	,	,	PUNCT
ajfa-16782	55	4	sundaram	sundaram	PROPN
ajfa-16782	55	5	and	and	CCONJ
ajfa-16782	55	6	mathur	mathur	PROPN
ajfa-16782	55	7	(	(	PUNCT
ajfa-16782	55	8	1995	1995	NUM
ajfa-16782	55	9	)	)	PUNCT
ajfa-16782	55	10	test	test	NOUN
ajfa-16782	55	11	the	the	DET
ajfa-16782	55	12	conditional	conditional	ADJ
ajfa-16782	55	13	relationship	relationship	NOUN
ajfa-16782	55	14	between	between	ADP
ajfa-16782	55	15	beta	beta	NOUN
ajfa-16782	55	16	and	and	CCONJ
ajfa-16782	55	17	return	return	NOUN
ajfa-16782	55	18	;	;	PUNCT
ajfa-16782	55	19	it	it	PRON
ajfa-16782	55	20	supports	support	VERB
ajfa-16782	55	21	that	that	SCONJ
ajfa-16782	55	22	there	there	PRON
ajfa-16782	55	23	is	be	VERB
ajfa-16782	55	24	a	a	DET
ajfa-16782	55	25	positive	positive	ADJ
ajfa-16782	55	26	(	(	PUNCT
ajfa-16782	55	27	negative	negative	ADJ
ajfa-16782	55	28	)	)	PUNCT
ajfa-16782	55	29	relationship	relationship	NOUN
ajfa-16782	55	30	between	between	ADP
ajfa-16782	55	31	beta	beta	NOUN
ajfa-16782	55	32	and	and	CCONJ
ajfa-16782	55	33	stock	stock	NOUN
ajfa-16782	55	34	returns	return	NOUN
ajfa-16782	55	35	during	during	ADP
ajfa-16782	55	36	the	the	DET
ajfa-16782	55	37	periods	period	NOUN
ajfa-16782	55	38	of	of	ADP
ajfa-16782	55	39	up	up	ADP
ajfa-16782	55	40	(	(	PUNCT
ajfa-16782	55	41	down	down	ADJ
ajfa-16782	55	42	)	)	PUNCT
ajfa-16782	55	43	markets	market	NOUN
ajfa-16782	55	44	.	.	PUNCT
ajfa-16782	56	1	asian	asian	ADJ
ajfa-16782	56	2	journal	journal	PROPN
ajfa-16782	56	3	of	of	ADP
ajfa-16782	56	4	finance	finance	PROPN
ajfa-16782	56	5	&	&	CCONJ
ajfa-16782	56	6	accounting	accounting	PROPN
ajfa-16782	56	7	issn	issn	PROPN
ajfa-16782	56	8	1946	1946	NUM
ajfa-16782	56	9	-	-	PUNCT
ajfa-16782	56	10	052x	052x	NOUN
ajfa-16782	56	11	2020	2020	NUM
ajfa-16782	56	12	,	,	PUNCT
ajfa-16782	56	13	vol	vol	NOUN
ajfa-16782	56	14	.	.	PROPN
ajfa-16782	56	15	12	12	NUM
ajfa-16782	56	16	,	,	PUNCT
ajfa-16782	56	17	no	no	INTJ
ajfa-16782	56	18	.	.	NOUN
ajfa-16782	56	19	2	2	NUM
ajfa-16782	56	20	ajfa.macrothink.org/	ajfa.macrothink.org/	PROPN
ajfa-16782	56	21	43	43	NUM
ajfa-16782	56	22	ross	ross	NOUN
ajfa-16782	56	23	(	(	PUNCT
ajfa-16782	56	24	1976	1976	NUM
ajfa-16782	56	25	)	)	PUNCT
ajfa-16782	56	26	develops	develop	VERB
ajfa-16782	56	27	the	the	DET
ajfa-16782	56	28	arbitrage	arbitrage	NOUN
ajfa-16782	56	29	pricing	pricing	NOUN
ajfa-16782	56	30	theory	theory	NOUN
ajfa-16782	56	31	(	(	PUNCT
ajfa-16782	56	32	apt	apt	ADJ
ajfa-16782	56	33	)	)	PUNCT
ajfa-16782	56	34	as	as	ADP
ajfa-16782	56	35	an	an	DET
ajfa-16782	56	36	alternative	alternative	ADJ
ajfa-16782	56	37	theoretical	theoretical	ADJ
ajfa-16782	56	38	explanation	explanation	NOUN
ajfa-16782	56	39	for	for	ADP
ajfa-16782	56	40	variation	variation	NOUN
ajfa-16782	56	41	of	of	ADP
ajfa-16782	56	42	stock	stock	NOUN
ajfa-16782	56	43	returns	return	NOUN
ajfa-16782	56	44	.	.	PUNCT
ajfa-16782	57	1	apt	apt	ADJ
ajfa-16782	57	2	points	point	VERB
ajfa-16782	57	3	out	out	ADP
ajfa-16782	57	4	that	that	SCONJ
ajfa-16782	57	5	the	the	DET
ajfa-16782	57	6	slb	slb	PROPN
ajfa-16782	57	7	conclusion	conclusion	NOUN
ajfa-16782	57	8	can	can	AUX
ajfa-16782	57	9	also	also	ADV
ajfa-16782	57	10	be	be	AUX
ajfa-16782	57	11	reached	reach	VERB
ajfa-16782	57	12	;	;	PUNCT
ajfa-16782	57	13	using	use	VERB
ajfa-16782	57	14	an	an	DET
ajfa-16782	57	15	asymptotic	asymptotic	ADJ
ajfa-16782	57	16	no	no	DET
ajfa-16782	57	17	-	-	PUNCT
ajfa-16782	57	18	arbitrage	arbitrage	NOUN
ajfa-16782	57	19	argument	argument	NOUN
ajfa-16782	57	20	with	with	ADP
ajfa-16782	57	21	the	the	DET
ajfa-16782	57	22	assumption	assumption	NOUN
ajfa-16782	57	23	that	that	SCONJ
ajfa-16782	57	24	market	market	NOUN
ajfa-16782	57	25	portfolio	portfolio	NOUN
ajfa-16782	57	26	is	be	AUX
ajfa-16782	57	27	the	the	DET
ajfa-16782	57	28	only	only	ADJ
ajfa-16782	57	29	source	source	NOUN
ajfa-16782	57	30	of	of	ADP
ajfa-16782	57	31	common	common	ADJ
ajfa-16782	57	32	,	,	PUNCT
ajfa-16782	57	33	undiversifiable	undiversifiable	ADJ
ajfa-16782	57	34	risk	risk	NOUN
ajfa-16782	57	35	.	.	PUNCT
ajfa-16782	58	1	therefore	therefore	ADV
ajfa-16782	58	2	,	,	PUNCT
ajfa-16782	58	3	if	if	SCONJ
ajfa-16782	58	4	there	there	PRON
ajfa-16782	58	5	are	be	VERB
ajfa-16782	58	6	several	several	ADJ
ajfa-16782	58	7	common	common	ADJ
ajfa-16782	58	8	factors	factor	NOUN
ajfa-16782	58	9	that	that	PRON
ajfa-16782	58	10	generate	generate	VERB
ajfa-16782	58	11	undiversifiable	undiversifiable	ADJ
ajfa-16782	58	12	risk	risk	NOUN
ajfa-16782	58	13	,	,	PUNCT
ajfa-16782	58	14	then	then	ADV
ajfa-16782	58	15	a	a	DET
ajfa-16782	58	16	multifactor	multifactor	NOUN
ajfa-16782	58	17	model	model	NOUN
ajfa-16782	58	18	holds	hold	VERB
ajfa-16782	58	19	(	(	PUNCT
ajfa-16782	58	20	campbell	campbell	PROPN
ajfa-16782	58	21	,	,	PUNCT
ajfa-16782	58	22	2000	2000	NUM
ajfa-16782	58	23	)	)	PUNCT
ajfa-16782	58	24	.	.	PUNCT
ajfa-16782	59	1	chen	chen	PROPN
ajfa-16782	59	2	et	et	PROPN
ajfa-16782	59	3	al	al	PROPN
ajfa-16782	59	4	.	.	PROPN
ajfa-16782	59	5	(	(	PUNCT
ajfa-16782	59	6	1986	1986	NUM
ajfa-16782	59	7	)	)	PUNCT
ajfa-16782	59	8	try	try	VERB
ajfa-16782	59	9	to	to	PART
ajfa-16782	59	10	identify	identify	VERB
ajfa-16782	59	11	the	the	DET
ajfa-16782	59	12	specific	specific	ADJ
ajfa-16782	59	13	macroeconomic	macroeconomic	ADJ
ajfa-16782	59	14	variables	variable	NOUN
ajfa-16782	59	15	to	to	PART
ajfa-16782	59	16	test	test	VERB
ajfa-16782	59	17	the	the	DET
ajfa-16782	59	18	effect	effect	NOUN
ajfa-16782	59	19	of	of	ADP
ajfa-16782	59	20	economic	economic	ADJ
ajfa-16782	59	21	forces	force	NOUN
ajfa-16782	59	22	within	within	ADP
ajfa-16782	59	23	an	an	DET
ajfa-16782	59	24	apt	apt	ADJ
ajfa-16782	59	25	(	(	PUNCT
ajfa-16782	59	26	ross	ross	PROPN
ajfa-16782	59	27	,	,	PUNCT
ajfa-16782	59	28	1976	1976	NUM
ajfa-16782	59	29	)	)	PUNCT
ajfa-16782	59	30	framework	framework	NOUN
ajfa-16782	59	31	.	.	PUNCT
ajfa-16782	60	1	the	the	DET
ajfa-16782	60	2	study	study	NOUN
ajfa-16782	60	3	selects	select	VERB
ajfa-16782	60	4	the	the	DET
ajfa-16782	60	5	economic	economic	ADJ
ajfa-16782	60	6	state	state	NOUN
ajfa-16782	60	7	factors	factor	NOUN
ajfa-16782	60	8	which	which	PRON
ajfa-16782	60	9	are	be	AUX
ajfa-16782	60	10	expected	expect	VERB
ajfa-16782	60	11	to	to	PART
ajfa-16782	60	12	systematically	systematically	ADV
ajfa-16782	60	13	influence	influence	VERB
ajfa-16782	60	14	the	the	DET
ajfa-16782	60	15	asset	asset	NOUN
ajfa-16782	60	16	risk	risk	NOUN
ajfa-16782	60	17	and	and	CCONJ
ajfa-16782	60	18	finds	find	VERB
ajfa-16782	60	19	that	that	SCONJ
ajfa-16782	60	20	,	,	PUNCT
ajfa-16782	60	21	though	though	SCONJ
ajfa-16782	60	22	these	these	DET
ajfa-16782	60	23	macroeconomic	macroeconomic	ADJ
ajfa-16782	60	24	variables	variable	NOUN
ajfa-16782	60	25	are	be	AUX
ajfa-16782	60	26	not	not	PART
ajfa-16782	60	27	exhaustive	exhaustive	ADJ
ajfa-16782	60	28	,	,	PUNCT
ajfa-16782	60	29	the	the	DET
ajfa-16782	60	30	selected	select	VERB
ajfa-16782	60	31	variables	variable	NOUN
ajfa-16782	60	32	appear	appear	VERB
ajfa-16782	60	33	to	to	PART
ajfa-16782	60	34	outperform	outperform	VERB
ajfa-16782	60	35	other	other	ADJ
ajfa-16782	60	36	potential	potential	ADJ
ajfa-16782	60	37	pricing	pricing	NOUN
ajfa-16782	60	38	factors	factor	NOUN
ajfa-16782	60	39	.	.	PUNCT
ajfa-16782	61	1	early	early	ADJ
ajfa-16782	61	2	work	work	NOUN
ajfa-16782	61	3	by	by	ADP
ajfa-16782	61	4	black	black	ADJ
ajfa-16782	61	5	,	,	PUNCT
ajfa-16782	61	6	jensen	jensen	PROPN
ajfa-16782	61	7	and	and	CCONJ
ajfa-16782	61	8	scholes	schole	NOUN
ajfa-16782	61	9	(	(	PUNCT
ajfa-16782	61	10	1972	1972	NUM
ajfa-16782	61	11	)	)	PUNCT
ajfa-16782	61	12	;	;	PUNCT
ajfa-16782	61	13	fama	fama	PROPN
ajfa-16782	61	14	and	and	CCONJ
ajfa-16782	61	15	macbeth	macbeth	PROPN
ajfa-16782	61	16	(	(	PUNCT
ajfa-16782	61	17	1973	1973	NUM
ajfa-16782	61	18	)	)	PUNCT
ajfa-16782	61	19	were	be	AUX
ajfa-16782	61	20	supportive	supportive	ADJ
ajfa-16782	61	21	to	to	ADP
ajfa-16782	61	22	the	the	DET
ajfa-16782	61	23	slb	slb	PROPN
ajfa-16782	61	24	model	model	NOUN
ajfa-16782	61	25	,	,	PUNCT
ajfa-16782	61	26	but	but	CCONJ
ajfa-16782	61	27	subsequent	subsequent	ADJ
ajfa-16782	61	28	studies	study	NOUN
ajfa-16782	61	29	find	find	VERB
ajfa-16782	61	30	empirical	empirical	ADJ
ajfa-16782	61	31	contradictions	contradiction	NOUN
ajfa-16782	61	32	to	to	ADP
ajfa-16782	61	33	the	the	DET
ajfa-16782	61	34	slb	slb	PROPN
ajfa-16782	61	35	model	model	PROPN
ajfa-16782	61	36	.	.	PUNCT
ajfa-16782	62	1	banz	banz	PROPN
ajfa-16782	62	2	(	(	PUNCT
ajfa-16782	62	3	1981	1981	NUM
ajfa-16782	62	4	)	)	PUNCT
ajfa-16782	62	5	reports	report	VERB
ajfa-16782	62	6	the	the	DET
ajfa-16782	62	7	size	size	NOUN
ajfa-16782	62	8	effect	effect	NOUN
ajfa-16782	62	9	,	,	PUNCT
ajfa-16782	62	10	where	where	SCONJ
ajfa-16782	62	11	small	small	ADJ
ajfa-16782	62	12	stocks	stock	NOUN
ajfa-16782	62	13	have	have	VERB
ajfa-16782	62	14	higher	high	ADJ
ajfa-16782	62	15	average	average	ADJ
ajfa-16782	62	16	excess	excess	ADJ
ajfa-16782	62	17	returns	return	NOUN
ajfa-16782	62	18	which	which	PRON
ajfa-16782	62	19	can	can	AUX
ajfa-16782	62	20	not	not	PART
ajfa-16782	62	21	be	be	AUX
ajfa-16782	62	22	explained	explain	VERB
ajfa-16782	62	23	by	by	ADP
ajfa-16782	62	24	the	the	DET
ajfa-16782	62	25	slb	slb	PROPN
ajfa-16782	62	26	model	model	PROPN
ajfa-16782	62	27	.	.	PUNCT
ajfa-16782	63	1	stattaman	stattaman	NOUN
ajfa-16782	63	2	(	(	PUNCT
ajfa-16782	63	3	1980	1980	NUM
ajfa-16782	63	4	)	)	PUNCT
ajfa-16782	63	5	;	;	PUNCT
ajfa-16782	63	6	rosenberg	rosenberg	PROPN
ajfa-16782	63	7	,	,	PUNCT
ajfa-16782	63	8	reid	reid	PROPN
ajfa-16782	63	9	and	and	CCONJ
ajfa-16782	63	10	lanstein	lanstein	ADJ
ajfa-16782	63	11	(	(	PUNCT
ajfa-16782	63	12	1984	1984	NUM
ajfa-16782	63	13	)	)	PUNCT
ajfa-16782	63	14	find	find	VERB
ajfa-16782	63	15	that	that	SCONJ
ajfa-16782	63	16	average	average	ADJ
ajfa-16782	63	17	return	return	NOUN
ajfa-16782	63	18	on	on	ADP
ajfa-16782	63	19	stocks	stock	NOUN
ajfa-16782	63	20	are	be	AUX
ajfa-16782	63	21	positively	positively	ADV
ajfa-16782	63	22	related	relate	VERB
ajfa-16782	63	23	to	to	ADP
ajfa-16782	63	24	the	the	DET
ajfa-16782	63	25	ratio	ratio	NOUN
ajfa-16782	63	26	of	of	ADP
ajfa-16782	63	27	firm	firm	NOUN
ajfa-16782	63	28	’s	’s	PART
ajfa-16782	63	29	book	book	NOUN
ajfa-16782	63	30	value	value	NOUN
ajfa-16782	63	31	of	of	ADP
ajfa-16782	63	32	common	common	ADJ
ajfa-16782	63	33	equity	equity	NOUN
ajfa-16782	63	34	(	(	PUNCT
ajfa-16782	63	35	be	be	AUX
ajfa-16782	63	36	)	)	PUNCT
ajfa-16782	63	37	,	,	PUNCT
ajfa-16782	63	38	to	to	ADP
ajfa-16782	63	39	its	its	PRON
ajfa-16782	63	40	market	market	NOUN
ajfa-16782	63	41	value	value	NOUN
ajfa-16782	63	42	(	(	PUNCT
ajfa-16782	63	43	me	i	PRON
ajfa-16782	63	44	)	)	PUNCT
ajfa-16782	63	45	.	.	PUNCT
ajfa-16782	64	1	bhandari	bhandari	PROPN
ajfa-16782	64	2	(	(	PUNCT
ajfa-16782	64	3	1988	1988	NUM
ajfa-16782	64	4	)	)	PUNCT
ajfa-16782	64	5	reports	report	VERB
ajfa-16782	64	6	a	a	DET
ajfa-16782	64	7	positive	positive	ADJ
ajfa-16782	64	8	relation	relation	NOUN
ajfa-16782	64	9	between	between	ADP
ajfa-16782	64	10	leverage	leverage	NOUN
ajfa-16782	64	11	and	and	CCONJ
ajfa-16782	64	12	average	average	ADJ
ajfa-16782	64	13	return	return	NOUN
ajfa-16782	64	14	.	.	PUNCT
ajfa-16782	65	1	basu	basu	PROPN
ajfa-16782	65	2	(	(	PUNCT
ajfa-16782	65	3	1983	1983	NUM
ajfa-16782	65	4	)	)	PUNCT
ajfa-16782	65	5	shows	show	VERB
ajfa-16782	65	6	the	the	DET
ajfa-16782	65	7	earnings	earning	NOUN
ajfa-16782	65	8	-	-	PUNCT
ajfa-16782	65	9	price	price	NOUN
ajfa-16782	65	10	ratio	ratio	NOUN
ajfa-16782	65	11	(	(	PUNCT
ajfa-16782	65	12	e	e	NOUN
ajfa-16782	65	13	/	/	SYM
ajfa-16782	65	14	p	p	NOUN
ajfa-16782	65	15	)	)	PUNCT
ajfa-16782	65	16	help	help	NOUN
ajfa-16782	65	17	explain	explain	VERB
ajfa-16782	65	18	the	the	DET
ajfa-16782	65	19	cross	cross	NOUN
ajfa-16782	65	20	section	section	NOUN
ajfa-16782	65	21	of	of	ADP
ajfa-16782	65	22	returns	return	NOUN
ajfa-16782	65	23	and	and	CCONJ
ajfa-16782	65	24	ball	ball	NOUN
ajfa-16782	65	25	(	(	PUNCT
ajfa-16782	65	26	1978	1978	NUM
ajfa-16782	65	27	)	)	PUNCT
ajfa-16782	65	28	argues	argue	VERB
ajfa-16782	65	29	that	that	SCONJ
ajfa-16782	65	30	e	e	NOUN
ajfa-16782	65	31	/	/	SYM
ajfa-16782	65	32	p	p	X
ajfa-16782	65	33	is	be	AUX
ajfa-16782	65	34	a	a	DET
ajfa-16782	65	35	catch	catch	NOUN
ajfa-16782	65	36	-	-	PUNCT
ajfa-16782	65	37	all	all	DET
ajfa-16782	65	38	proxy	proxy	NOUN
ajfa-16782	65	39	for	for	ADP
ajfa-16782	65	40	unnamed	unnamed	ADJ
ajfa-16782	65	41	factors	factor	NOUN
ajfa-16782	65	42	in	in	ADP
ajfa-16782	65	43	expected	expect	VERB
ajfa-16782	65	44	returns	return	NOUN
ajfa-16782	65	45	.	.	PUNCT
ajfa-16782	66	1	in	in	ADP
ajfa-16782	66	2	1993	1993	NUM
ajfa-16782	66	3	based	base	VERB
ajfa-16782	66	4	on	on	ADP
ajfa-16782	66	5	the	the	DET
ajfa-16782	66	6	general	general	ADJ
ajfa-16782	66	7	pattern	pattern	NOUN
ajfa-16782	66	8	in	in	ADP
ajfa-16782	66	9	stock	stock	NOUN
ajfa-16782	66	10	returns	return	NOUN
ajfa-16782	66	11	jegadeesh	jegadeesh	NOUN
ajfa-16782	66	12	and	and	CCONJ
ajfa-16782	66	13	titman	titman	NOUN
ajfa-16782	66	14	provide	provide	VERB
ajfa-16782	66	15	evidence	evidence	NOUN
ajfa-16782	66	16	on	on	ADP
ajfa-16782	66	17	the	the	DET
ajfa-16782	66	18	momentum	momentum	NOUN
ajfa-16782	66	19	anomaly	anomaly	NOUN
ajfa-16782	66	20	,	,	PUNCT
ajfa-16782	66	21	where	where	SCONJ
ajfa-16782	66	22	stocks	stock	NOUN
ajfa-16782	66	23	with	with	ADP
ajfa-16782	66	24	high	high	ADJ
ajfa-16782	66	25	/	/	SYM
ajfa-16782	66	26	low	low	ADJ
ajfa-16782	66	27	returns	return	NOUN
ajfa-16782	66	28	over	over	ADP
ajfa-16782	66	29	the	the	DET
ajfa-16782	66	30	past	past	ADJ
ajfa-16782	66	31	three	three	NUM
ajfa-16782	66	32	to	to	PART
ajfa-16782	66	33	twelve	twelve	NUM
ajfa-16782	66	34	months	month	NOUN
ajfa-16782	66	35	tend	tend	VERB
ajfa-16782	66	36	to	to	PART
ajfa-16782	66	37	outperform	outperform	VERB
ajfa-16782	66	38	/	/	SYM
ajfa-16782	66	39	underperform	underperform	NOUN
ajfa-16782	66	40	in	in	ADP
ajfa-16782	66	41	the	the	DET
ajfa-16782	66	42	next	next	ADJ
ajfa-16782	66	43	three	three	NUM
ajfa-16782	66	44	to	to	PART
ajfa-16782	66	45	twelve	twelve	NUM
ajfa-16782	66	46	months	month	NOUN
ajfa-16782	66	47	.	.	PUNCT
ajfa-16782	67	1	anomalous	anomalous	ADJ
ajfa-16782	67	2	evidence	evidence	NOUN
ajfa-16782	67	3	to	to	ADP
ajfa-16782	67	4	the	the	DET
ajfa-16782	67	5	slb	slb	PROPN
ajfa-16782	67	6	model	model	NOUN
ajfa-16782	67	7	led	lead	VERB
ajfa-16782	67	8	to	to	ADP
ajfa-16782	67	9	the	the	DET
ajfa-16782	67	10	development	development	NOUN
ajfa-16782	67	11	of	of	ADP
ajfa-16782	67	12	atheoritical	atheoritical	ADJ
ajfa-16782	67	13	multifactor	multifactor	NOUN
ajfa-16782	67	14	models	model	NOUN
ajfa-16782	67	15	,	,	PUNCT
ajfa-16782	67	16	where	where	SCONJ
ajfa-16782	67	17	factors	factor	NOUN
ajfa-16782	67	18	were	be	AUX
ajfa-16782	67	19	chosen	choose	VERB
ajfa-16782	67	20	to	to	PART
ajfa-16782	67	21	fit	fit	VERB
ajfa-16782	67	22	the	the	DET
ajfa-16782	67	23	empirical	empirical	ADJ
ajfa-16782	67	24	evidence	evidence	NOUN
ajfa-16782	67	25	rather	rather	ADV
ajfa-16782	67	26	than	than	ADP
ajfa-16782	67	27	its	its	PRON
ajfa-16782	67	28	adherence	adherence	NOUN
ajfa-16782	67	29	to	to	ADP
ajfa-16782	67	30	the	the	DET
ajfa-16782	67	31	theory	theory	NOUN
ajfa-16782	67	32	.	.	PUNCT
ajfa-16782	68	1	fama	fama	PROPN
ajfa-16782	68	2	and	and	CCONJ
ajfa-16782	68	3	french	french	ADJ
ajfa-16782	68	4	(	(	PUNCT
ajfa-16782	68	5	1992	1992	NUM
ajfa-16782	68	6	)	)	PUNCT
ajfa-16782	68	7	use	use	VERB
ajfa-16782	68	8	multifactor	multifactor	NOUN
ajfa-16782	68	9	models	model	NOUN
ajfa-16782	68	10	and	and	CCONJ
ajfa-16782	68	11	find	find	VERB
ajfa-16782	68	12	that	that	DET
ajfa-16782	68	13	size	size	NOUN
ajfa-16782	68	14	,	,	PUNCT
ajfa-16782	68	15	be	be	AUX
ajfa-16782	68	16	/	/	PRON
ajfa-16782	68	17	me	i	PRON
ajfa-16782	68	18	absorb	absorb	VERB
ajfa-16782	68	19	the	the	DET
ajfa-16782	68	20	apparent	apparent	ADJ
ajfa-16782	68	21	roles	role	NOUN
ajfa-16782	68	22	of	of	ADP
ajfa-16782	68	23	leverage	leverage	NOUN
ajfa-16782	68	24	and	and	CCONJ
ajfa-16782	68	25	e	e	NOUN
ajfa-16782	68	26	/	/	SYM
ajfa-16782	68	27	p	p	NOUN
ajfa-16782	68	28	in	in	ADP
ajfa-16782	68	29	average	average	ADJ
ajfa-16782	68	30	returns	return	NOUN
ajfa-16782	68	31	.	.	PUNCT
ajfa-16782	69	1	consistent	consistent	ADJ
ajfa-16782	69	2	with	with	ADP
ajfa-16782	69	3	the	the	DET
ajfa-16782	69	4	findings	finding	NOUN
ajfa-16782	69	5	,	,	PUNCT
ajfa-16782	69	6	fama	fama	PROPN
ajfa-16782	69	7	and	and	CCONJ
ajfa-16782	69	8	french	french	ADJ
ajfa-16782	69	9	(	(	PUNCT
ajfa-16782	69	10	1993	1993	NUM
ajfa-16782	69	11	)	)	PUNCT
ajfa-16782	69	12	introduce	introduce	VERB
ajfa-16782	69	13	the	the	DET
ajfa-16782	69	14	three	three	NUM
ajfa-16782	69	15	factor	factor	NOUN
ajfa-16782	69	16	model	model	NOUN
ajfa-16782	69	17	(	(	PUNCT
ajfa-16782	69	18	ff3fm	ff3fm	NOUN
ajfa-16782	69	19	)	)	PUNCT
ajfa-16782	69	20	which	which	PRON
ajfa-16782	69	21	includes	include	VERB
ajfa-16782	69	22	the	the	DET
ajfa-16782	69	23	factors	factor	NOUN
ajfa-16782	69	24	;	;	PUNCT
ajfa-16782	69	25	the	the	DET
ajfa-16782	69	26	return	return	NOUN
ajfa-16782	69	27	on	on	ADP
ajfa-16782	69	28	a	a	DET
ajfa-16782	69	29	broad	broad	ADJ
ajfa-16782	69	30	market	market	NOUN
ajfa-16782	69	31	index	index	NOUN
ajfa-16782	69	32	,	,	PUNCT
ajfa-16782	69	33	the	the	DET
ajfa-16782	69	34	excess	excess	ADJ
ajfa-16782	69	35	return	return	NOUN
ajfa-16782	69	36	on	on	ADP
ajfa-16782	69	37	a	a	DET
ajfa-16782	69	38	portfolio	portfolio	NOUN
ajfa-16782	69	39	of	of	ADP
ajfa-16782	69	40	small	small	ADJ
ajfa-16782	69	41	stocks	stock	NOUN
ajfa-16782	69	42	over	over	ADP
ajfa-16782	69	43	a	a	DET
ajfa-16782	69	44	portfolio	portfolio	NOUN
ajfa-16782	69	45	of	of	ADP
ajfa-16782	69	46	large	large	ADJ
ajfa-16782	69	47	stocks	stock	NOUN
ajfa-16782	69	48	and	and	CCONJ
ajfa-16782	69	49	the	the	DET
ajfa-16782	69	50	excess	excess	ADJ
ajfa-16782	69	51	return	return	NOUN
ajfa-16782	69	52	on	on	ADP
ajfa-16782	69	53	a	a	DET
ajfa-16782	69	54	portfolio	portfolio	NOUN
ajfa-16782	69	55	of	of	ADP
ajfa-16782	69	56	high	high	ADJ
ajfa-16782	69	57	be	be	AUX
ajfa-16782	69	58	/	/	SYM
ajfa-16782	69	59	me	i	PRON
ajfa-16782	69	60	stocks	stock	NOUN
ajfa-16782	69	61	over	over	ADP
ajfa-16782	69	62	a	a	DET
ajfa-16782	69	63	portfolio	portfolio	NOUN
ajfa-16782	69	64	of	of	ADP
ajfa-16782	69	65	low	low	ADJ
ajfa-16782	69	66	be	be	AUX
ajfa-16782	69	67	/	/	SYM
ajfa-16782	69	68	me	me	PROPN
ajfa-16782	69	69	stocks	stock	NOUN
ajfa-16782	69	70	.	.	PUNCT
ajfa-16782	70	1	cahart	cahart	NOUN
ajfa-16782	70	2	(	(	PUNCT
ajfa-16782	70	3	1997	1997	NUM
ajfa-16782	70	4	)	)	PUNCT
ajfa-16782	70	5	augments	augment	VERB
ajfa-16782	70	6	ff3fm	ff3fm	ADJ
ajfa-16782	70	7	with	with	ADP
ajfa-16782	70	8	momentum	momentum	NOUN
ajfa-16782	70	9	factor	factor	NOUN
ajfa-16782	70	10	(	(	PUNCT
ajfa-16782	70	11	jegadeesh	jegadeesh	NOUN
ajfa-16782	70	12	&	&	CCONJ
ajfa-16782	70	13	titman	titman	NOUN
ajfa-16782	70	14	,	,	PUNCT
ajfa-16782	70	15	1993	1993	NUM
ajfa-16782	70	16	)	)	PUNCT
ajfa-16782	70	17	,	,	PUNCT
ajfa-16782	70	18	to	to	PART
ajfa-16782	70	19	develop	develop	VERB
ajfa-16782	70	20	the	the	DET
ajfa-16782	70	21	cahart	cahart	NOUN
ajfa-16782	70	22	four	four	NUM
ajfa-16782	70	23	factor	factor	NOUN
ajfa-16782	70	24	model	model	NOUN
ajfa-16782	70	25	(	(	PUNCT
ajfa-16782	70	26	c4fm	c4fm	PROPN
ajfa-16782	70	27	)	)	PUNCT
ajfa-16782	70	28	.	.	PUNCT
ajfa-16782	71	1	in	in	ADP
ajfa-16782	71	2	2015	2015	NUM
ajfa-16782	71	3	,	,	PUNCT
ajfa-16782	71	4	fama	fama	PROPN
ajfa-16782	71	5	and	and	CCONJ
ajfa-16782	71	6	french	french	ADJ
ajfa-16782	71	7	relate	relate	VERB
ajfa-16782	71	8	profitability	profitability	NOUN
ajfa-16782	71	9	(	(	PUNCT
ajfa-16782	71	10	novy	novy	PROPN
ajfa-16782	71	11	marx	marx	PROPN
ajfa-16782	71	12	,	,	PUNCT
ajfa-16782	71	13	2013	2013	NUM
ajfa-16782	71	14	)	)	PUNCT
ajfa-16782	71	15	and	and	CCONJ
ajfa-16782	71	16	investment	investment	NOUN
ajfa-16782	71	17	(	(	PUNCT
ajfa-16782	71	18	titman	titman	NOUN
ajfa-16782	71	19	,	,	PUNCT
ajfa-16782	71	20	wei	wei	PROPN
ajfa-16782	71	21	,	,	PUNCT
ajfa-16782	71	22	&	&	CCONJ
ajfa-16782	71	23	xie	xie	PROPN
ajfa-16782	71	24	,	,	PUNCT
ajfa-16782	71	25	2004	2004	NUM
ajfa-16782	71	26	)	)	PUNCT
ajfa-16782	71	27	factors	factor	NOUN
ajfa-16782	71	28	to	to	PART
ajfa-16782	71	29	average	average	ADJ
ajfa-16782	71	30	returns	return	NOUN
ajfa-16782	71	31	and	and	CCONJ
ajfa-16782	71	32	introduce	introduce	VERB
ajfa-16782	71	33	the	the	DET
ajfa-16782	71	34	fama	fama	NOUN
ajfa-16782	71	35	and	and	CCONJ
ajfa-16782	71	36	french	french	ADJ
ajfa-16782	71	37	five	five	NUM
ajfa-16782	71	38	factor	factor	NOUN
ajfa-16782	71	39	model	model	NOUN
ajfa-16782	71	40	(	(	PUNCT
ajfa-16782	71	41	ff5fm	ff5fm	NOUN
ajfa-16782	71	42	)	)	PUNCT
ajfa-16782	71	43	by	by	ADP
ajfa-16782	71	44	augmenting	augment	VERB
ajfa-16782	71	45	profitability	profitability	NOUN
ajfa-16782	71	46	and	and	CCONJ
ajfa-16782	71	47	investment	investment	NOUN
ajfa-16782	71	48	factors	factor	NOUN
ajfa-16782	71	49	to	to	ADP
ajfa-16782	71	50	the	the	DET
ajfa-16782	71	51	existing	exist	VERB
ajfa-16782	71	52	ff3fm	ff3fm	NOUN
ajfa-16782	71	53	.	.	PUNCT
ajfa-16782	72	1	according	accord	VERB
ajfa-16782	72	2	to	to	ADP
ajfa-16782	72	3	dempsey	dempsey	PROPN
ajfa-16782	72	4	(	(	PUNCT
ajfa-16782	72	5	2013	2013	NUM
ajfa-16782	72	6	)	)	PUNCT
ajfa-16782	72	7	the	the	DET
ajfa-16782	72	8	trend	trend	NOUN
ajfa-16782	72	9	of	of	ADP
ajfa-16782	72	10	adding	add	VERB
ajfa-16782	72	11	factors	factor	NOUN
ajfa-16782	72	12	to	to	PART
ajfa-16782	72	13	better	well	ADV
ajfa-16782	72	14	explain	explain	VERB
ajfa-16782	72	15	observed	observed	ADJ
ajfa-16782	72	16	price	price	NOUN
ajfa-16782	72	17	behaviours	behaviour	NOUN
ajfa-16782	72	18	has	have	AUX
ajfa-16782	72	19	continued	continue	VERB
ajfa-16782	72	20	to	to	PART
ajfa-16782	72	21	dominate	dominate	VERB
ajfa-16782	72	22	asset	asset	NOUN
ajfa-16782	72	23	pricing	pricing	NOUN
ajfa-16782	72	24	theory	theory	NOUN
ajfa-16782	72	25	.	.	PUNCT
ajfa-16782	73	1	the	the	DET
ajfa-16782	73	2	above	above	ADJ
ajfa-16782	73	3	asset	asset	NOUN
ajfa-16782	73	4	pricing	pricing	NOUN
ajfa-16782	73	5	tests	test	NOUN
ajfa-16782	73	6	commonly	commonly	ADV
ajfa-16782	73	7	use	use	VERB
ajfa-16782	73	8	either	either	CCONJ
ajfa-16782	73	9	cross	cross	VERB
ajfa-16782	73	10	sectional	sectional	ADJ
ajfa-16782	73	11	regression	regression	NOUN
ajfa-16782	73	12	approach	approach	NOUN
ajfa-16782	73	13	of	of	ADP
ajfa-16782	73	14	fama	fama	PROPN
ajfa-16782	73	15	and	and	CCONJ
ajfa-16782	73	16	macbeth	macbeth	PROPN
ajfa-16782	73	17	(	(	PUNCT
ajfa-16782	73	18	1973	1973	NUM
ajfa-16782	73	19	)	)	PUNCT
ajfa-16782	73	20	or	or	CCONJ
ajfa-16782	73	21	the	the	DET
ajfa-16782	73	22	time	time	NOUN
ajfa-16782	73	23	series	series	PROPN
ajfa-16782	73	24	regression	regression	PROPN
ajfa-16782	73	25	approach	approach	NOUN
ajfa-16782	73	26	which	which	PRON
ajfa-16782	73	27	centres	centre	VERB
ajfa-16782	73	28	on	on	ADP
ajfa-16782	73	29	the	the	DET
ajfa-16782	73	30	grs	grs	PROPN
ajfa-16782	73	31	test	test	NOUN
ajfa-16782	73	32	of	of	ADP
ajfa-16782	73	33	gibbons	gibbon	NOUN
ajfa-16782	73	34	,	,	PUNCT
ajfa-16782	73	35	ross	ross	PROPN
ajfa-16782	73	36	and	and	CCONJ
ajfa-16782	73	37	shanken	shanken	VERB
ajfa-16782	73	38	(	(	PUNCT
ajfa-16782	73	39	grs	grs	PROPN
ajfa-16782	73	40	)	)	PUNCT
ajfa-16782	73	41	(	(	PUNCT
ajfa-16782	73	42	1989	1989	NUM
ajfa-16782	73	43	)	)	PUNCT
ajfa-16782	73	44	.	.	PUNCT
ajfa-16782	74	1	according	accord	VERB
ajfa-16782	74	2	to	to	ADP
ajfa-16782	74	3	fama	fama	PROPN
ajfa-16782	74	4	(	(	PUNCT
ajfa-16782	74	5	2015	2015	NUM
ajfa-16782	74	6	)	)	PUNCT
ajfa-16782	74	7	time	time	NOUN
ajfa-16782	74	8	series	series	NOUN
ajfa-16782	74	9	and	and	CCONJ
ajfa-16782	74	10	cross	cross	VERB
ajfa-16782	74	11	sectional	sectional	ADJ
ajfa-16782	74	12	regression	regression	NOUN
ajfa-16782	74	13	approaches	approach	NOUN
ajfa-16782	74	14	to	to	PART
ajfa-16782	74	15	test	test	VERB
ajfa-16782	74	16	asset	asset	NOUN
ajfa-16782	74	17	pricing	pricing	NOUN
ajfa-16782	74	18	models	model	NOUN
ajfa-16782	74	19	are	be	AUX
ajfa-16782	74	20	not	not	PART
ajfa-16782	74	21	competitors	competitor	NOUN
ajfa-16782	74	22	but	but	CCONJ
ajfa-16782	74	23	complements	complement	NOUN
ajfa-16782	74	24	.	.	PUNCT
ajfa-16782	75	1	therefore	therefore	ADV
ajfa-16782	75	2	,	,	PUNCT
ajfa-16782	75	3	tests	test	NOUN
ajfa-16782	75	4	in	in	ADP
ajfa-16782	75	5	asset	asset	NOUN
ajfa-16782	75	6	pricing	pricing	NOUN
ajfa-16782	75	7	include	include	VERB
ajfa-16782	75	8	both	both	DET
ajfa-16782	75	9	time	time	NOUN
ajfa-16782	75	10	series	series	NOUN
ajfa-16782	75	11	and	and	CCONJ
ajfa-16782	75	12	cross	cross	VERB
ajfa-16782	75	13	sectional	sectional	ADJ
ajfa-16782	75	14	analysis	analysis	NOUN
ajfa-16782	75	15	.	.	PUNCT
ajfa-16782	76	1	asian	asian	ADJ
ajfa-16782	76	2	journal	journal	PROPN
ajfa-16782	76	3	of	of	ADP
ajfa-16782	76	4	finance	finance	PROPN
ajfa-16782	76	5	&	&	CCONJ
ajfa-16782	76	6	accounting	accounting	PROPN
ajfa-16782	76	7	issn	issn	PROPN
ajfa-16782	76	8	1946	1946	NUM
ajfa-16782	76	9	-	-	PUNCT
ajfa-16782	76	10	052x	052x	NOUN
ajfa-16782	76	11	2020	2020	NUM
ajfa-16782	76	12	,	,	PUNCT
ajfa-16782	76	13	vol	vol	NOUN
ajfa-16782	76	14	.	.	PROPN
ajfa-16782	76	15	12	12	NUM
ajfa-16782	76	16	,	,	PUNCT
ajfa-16782	76	17	no	no	INTJ
ajfa-16782	76	18	.	.	NOUN
ajfa-16782	76	19	2	2	NUM
ajfa-16782	76	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	76	21	44	44	NUM
ajfa-16782	76	22	mehrling	mehrle	VERB
ajfa-16782	76	23	(	(	PUNCT
ajfa-16782	76	24	2007	2007	NUM
ajfa-16782	76	25	)	)	PUNCT
ajfa-16782	76	26	refers	refer	VERB
ajfa-16782	76	27	the	the	DET
ajfa-16782	76	28	slb	slb	PROPN
ajfa-16782	76	29	model	model	NOUN
ajfa-16782	76	30	as	as	ADP
ajfa-16782	76	31	the	the	DET
ajfa-16782	76	32	revolutionary	revolutionary	ADJ
ajfa-16782	76	33	idea	idea	NOUN
ajfa-16782	76	34	that	that	PRON
ajfa-16782	76	35	runs	run	VERB
ajfa-16782	76	36	through	through	ADP
ajfa-16782	76	37	finance	finance	NOUN
ajfa-16782	76	38	theory	theory	NOUN
ajfa-16782	76	39	.	.	PUNCT
ajfa-16782	77	1	the	the	DET
ajfa-16782	77	2	neoclassical	neoclassical	ADJ
ajfa-16782	77	3	asset	asset	NOUN
ajfa-16782	77	4	pricing	pricing	NOUN
ajfa-16782	77	5	models	model	NOUN
ajfa-16782	77	6	have	have	AUX
ajfa-16782	77	7	been	be	AUX
ajfa-16782	77	8	continually	continually	ADV
ajfa-16782	77	9	and	and	CCONJ
ajfa-16782	77	10	extensively	extensively	ADV
ajfa-16782	77	11	tested	test	VERB
ajfa-16782	77	12	in	in	ADP
ajfa-16782	77	13	developed	develop	VERB
ajfa-16782	77	14	markets	market	NOUN
ajfa-16782	77	15	and	and	CCONJ
ajfa-16782	77	16	they	they	PRON
ajfa-16782	77	17	have	have	AUX
ajfa-16782	77	18	been	be	AUX
ajfa-16782	77	19	reviewed	review	VERB
ajfa-16782	77	20	for	for	ADP
ajfa-16782	77	21	their	their	PRON
ajfa-16782	77	22	applicability	applicability	NOUN
ajfa-16782	77	23	and	and	CCONJ
ajfa-16782	77	24	consistency	consistency	NOUN
ajfa-16782	77	25	.	.	PUNCT
ajfa-16782	78	1	similarly	similarly	ADV
ajfa-16782	78	2	these	these	DET
ajfa-16782	78	3	models	model	NOUN
ajfa-16782	78	4	are	be	AUX
ajfa-16782	78	5	tested	test	VERB
ajfa-16782	78	6	in	in	ADP
ajfa-16782	78	7	emerging	emerge	VERB
ajfa-16782	78	8	and	and	CCONJ
ajfa-16782	78	9	frontier	frontier	NOUN
ajfa-16782	78	10	markets	market	NOUN
ajfa-16782	78	11	,	,	PUNCT
ajfa-16782	78	12	yet	yet	CCONJ
ajfa-16782	78	13	it	it	PRON
ajfa-16782	78	14	is	be	AUX
ajfa-16782	78	15	rare	rare	ADJ
ajfa-16782	78	16	to	to	PART
ajfa-16782	78	17	find	find	VERB
ajfa-16782	78	18	reviews	review	NOUN
ajfa-16782	78	19	that	that	PRON
ajfa-16782	78	20	provide	provide	VERB
ajfa-16782	78	21	a	a	DET
ajfa-16782	78	22	holistic	holistic	ADJ
ajfa-16782	78	23	view	view	NOUN
ajfa-16782	78	24	of	of	ADP
ajfa-16782	78	25	applicability	applicability	NOUN
ajfa-16782	78	26	and	and	CCONJ
ajfa-16782	78	27	consistency	consistency	NOUN
ajfa-16782	78	28	of	of	ADP
ajfa-16782	78	29	these	these	DET
ajfa-16782	78	30	models	model	NOUN
ajfa-16782	78	31	in	in	ADP
ajfa-16782	78	32	the	the	DET
ajfa-16782	78	33	smaller	small	ADJ
ajfa-16782	78	34	markets	market	NOUN
ajfa-16782	78	35	.	.	PUNCT
ajfa-16782	79	1	therefore	therefore	ADV
ajfa-16782	79	2	this	this	DET
ajfa-16782	79	3	study	study	NOUN
ajfa-16782	79	4	reviews	review	VERB
ajfa-16782	79	5	twenty	twenty	NUM
ajfa-16782	79	6	years	year	NOUN
ajfa-16782	79	7	of	of	ADP
ajfa-16782	79	8	empirical	empirical	ADJ
ajfa-16782	79	9	investigations	investigation	NOUN
ajfa-16782	79	10	in	in	ADP
ajfa-16782	79	11	neoclassical	neoclassical	ADJ
ajfa-16782	79	12	asset	asset	NOUN
ajfa-16782	79	13	pricing	pricing	NOUN
ajfa-16782	79	14	models	model	NOUN
ajfa-16782	79	15	in	in	ADP
ajfa-16782	79	16	the	the	DET
ajfa-16782	79	17	cse	cse	NOUN
ajfa-16782	79	18	to	to	PART
ajfa-16782	79	19	find	find	VERB
ajfa-16782	79	20	whether	whether	SCONJ
ajfa-16782	79	21	these	these	DET
ajfa-16782	79	22	models	model	NOUN
ajfa-16782	79	23	provide	provide	VERB
ajfa-16782	79	24	similar	similar	ADJ
ajfa-16782	79	25	results	result	NOUN
ajfa-16782	79	26	to	to	ADP
ajfa-16782	79	27	that	that	PRON
ajfa-16782	79	28	of	of	ADP
ajfa-16782	79	29	developed	develop	VERB
ajfa-16782	79	30	markets	market	NOUN
ajfa-16782	79	31	.	.	PUNCT
ajfa-16782	80	1	3	3	X
ajfa-16782	80	2	.	.	X
ajfa-16782	80	3	methodology	methodology	NOUN
ajfa-16782	80	4	and	and	CCONJ
ajfa-16782	80	5	data	datum	NOUN
ajfa-16782	80	6	3.1	3.1	NUM
ajfa-16782	80	7	structural	structural	ADJ
ajfa-16782	80	8	empirical	empirical	ADJ
ajfa-16782	80	9	review	review	NOUN
ajfa-16782	80	10	(	(	PUNCT
ajfa-16782	80	11	ser	ser	NOUN
ajfa-16782	80	12	)	)	PUNCT
ajfa-16782	80	13	the	the	DET
ajfa-16782	80	14	study	study	NOUN
ajfa-16782	80	15	uses	use	VERB
ajfa-16782	80	16	structural	structural	ADJ
ajfa-16782	80	17	empirical	empirical	ADJ
ajfa-16782	80	18	review	review	NOUN
ajfa-16782	80	19	(	(	PUNCT
ajfa-16782	80	20	ser	ser	NOUN
ajfa-16782	80	21	)	)	PUNCT
ajfa-16782	80	22	methodology	methodology	NOUN
ajfa-16782	80	23	to	to	PART
ajfa-16782	80	24	systematically	systematically	ADV
ajfa-16782	80	25	review	review	VERB
ajfa-16782	80	26	existing	exist	VERB
ajfa-16782	80	27	neoclassical	neoclassical	ADJ
ajfa-16782	80	28	asset	asset	NOUN
ajfa-16782	80	29	pricing	pricing	NOUN
ajfa-16782	80	30	investigations	investigation	NOUN
ajfa-16782	80	31	in	in	ADP
ajfa-16782	80	32	sri	sri	PROPN
ajfa-16782	80	33	lanka	lanka	PROPN
ajfa-16782	80	34	.	.	PUNCT
ajfa-16782	81	1	ser	ser	PROPN
ajfa-16782	81	2	is	be	AUX
ajfa-16782	81	3	specifically	specifically	ADV
ajfa-16782	81	4	designed	design	VERB
ajfa-16782	81	5	and	and	CCONJ
ajfa-16782	81	6	developed	develop	VERB
ajfa-16782	81	7	to	to	PART
ajfa-16782	81	8	analyse	analyse	VERB
ajfa-16782	81	9	research	research	NOUN
ajfa-16782	81	10	papers	paper	NOUN
ajfa-16782	81	11	’	'	PUNCT
ajfa-16782	81	12	evidence	evidence	NOUN
ajfa-16782	81	13	and	and	CCONJ
ajfa-16782	81	14	interpreting	interpret	VERB
ajfa-16782	81	15	results	result	NOUN
ajfa-16782	81	16	in	in	ADP
ajfa-16782	81	17	a	a	DET
ajfa-16782	81	18	robust	robust	ADJ
ajfa-16782	81	19	framework	framework	NOUN
ajfa-16782	81	20	(	(	PUNCT
ajfa-16782	81	21	celik	celik	VERB
ajfa-16782	81	22	,	,	PUNCT
ajfa-16782	81	23	2012	2012	NUM
ajfa-16782	81	24	)	)	PUNCT
ajfa-16782	81	25	.	.	PUNCT
ajfa-16782	82	1	according	accord	VERB
ajfa-16782	82	2	to	to	ADP
ajfa-16782	82	3	jesson	jesson	NOUN
ajfa-16782	82	4	and	and	CCONJ
ajfa-16782	82	5	lacey	lacey	PROPN
ajfa-16782	82	6	(	(	PUNCT
ajfa-16782	82	7	2006	2006	NUM
ajfa-16782	82	8	)	)	PUNCT
ajfa-16782	82	9	a	a	DET
ajfa-16782	82	10	systematic	systematic	ADJ
ajfa-16782	82	11	review	review	NOUN
ajfa-16782	82	12	is	be	AUX
ajfa-16782	82	13	considered	consider	VERB
ajfa-16782	82	14	a	a	DET
ajfa-16782	82	15	quasiexperiment	quasiexperiment	NOUN
ajfa-16782	82	16	which	which	PRON
ajfa-16782	82	17	derives	derive	VERB
ajfa-16782	82	18	results	result	NOUN
ajfa-16782	82	19	from	from	ADP
ajfa-16782	82	20	data	datum	NOUN
ajfa-16782	82	21	already	already	ADV
ajfa-16782	82	22	described	describe	VERB
ajfa-16782	82	23	in	in	ADP
ajfa-16782	82	24	published	publish	VERB
ajfa-16782	82	25	literature	literature	NOUN
ajfa-16782	82	26	.	.	PUNCT
ajfa-16782	83	1	it	it	PRON
ajfa-16782	83	2	is	be	AUX
ajfa-16782	83	3	a	a	DET
ajfa-16782	83	4	comprehensive	comprehensive	ADJ
ajfa-16782	83	5	and	and	CCONJ
ajfa-16782	83	6	if	if	SCONJ
ajfa-16782	83	7	possible	possible	ADJ
ajfa-16782	83	8	a	a	DET
ajfa-16782	83	9	complete	complete	ADJ
ajfa-16782	83	10	review	review	NOUN
ajfa-16782	83	11	of	of	ADP
ajfa-16782	83	12	published	publish	VERB
ajfa-16782	83	13	articles	article	NOUN
ajfa-16782	83	14	selected	select	VERB
ajfa-16782	83	15	to	to	PART
ajfa-16782	83	16	address	address	VERB
ajfa-16782	83	17	a	a	DET
ajfa-16782	83	18	specific	specific	ADJ
ajfa-16782	83	19	question	question	NOUN
ajfa-16782	83	20	.	.	PUNCT
ajfa-16782	84	1	ser	ser	NOUN
ajfa-16782	84	2	develops	develop	VERB
ajfa-16782	84	3	explicit	explicit	ADJ
ajfa-16782	84	4	statement	statement	NOUN
ajfa-16782	84	5	of	of	ADP
ajfa-16782	84	6	selection	selection	NOUN
ajfa-16782	84	7	criteria	criterion	NOUN
ajfa-16782	84	8	to	to	ADP
ajfa-16782	84	9	the	the	DET
ajfa-16782	84	10	studies	study	NOUN
ajfa-16782	84	11	that	that	PRON
ajfa-16782	84	12	are	be	AUX
ajfa-16782	84	13	to	to	PART
ajfa-16782	84	14	be	be	AUX
ajfa-16782	84	15	reviewed	review	VERB
ajfa-16782	84	16	(	(	PUNCT
ajfa-16782	84	17	kahn	kahn	PROPN
ajfa-16782	84	18	,	,	PUNCT
ajfa-16782	84	19	kunz	kunz	PROPN
ajfa-16782	84	20	,	,	PUNCT
ajfa-16782	84	21	kleijnen	kleijnen	PROPN
ajfa-16782	84	22	,	,	PUNCT
ajfa-16782	84	23	&	&	CCONJ
ajfa-16782	84	24	antes	antes	PROPN
ajfa-16782	84	25	,	,	PUNCT
ajfa-16782	84	26	2003	2003	NUM
ajfa-16782	84	27	)	)	PUNCT
ajfa-16782	84	28	.	.	PUNCT
ajfa-16782	85	1	this	this	DET
ajfa-16782	85	2	study	study	NOUN
ajfa-16782	85	3	uses	use	VERB
ajfa-16782	85	4	ser	ser	NOUN
ajfa-16782	85	5	for	for	ADP
ajfa-16782	85	6	a	a	DET
ajfa-16782	85	7	comprehensive	comprehensive	ADJ
ajfa-16782	85	8	analysis	analysis	NOUN
ajfa-16782	85	9	of	of	ADP
ajfa-16782	85	10	empirical	empirical	ADJ
ajfa-16782	85	11	evidence	evidence	NOUN
ajfa-16782	85	12	on	on	ADP
ajfa-16782	85	13	neoclassical	neoclassical	ADJ
ajfa-16782	85	14	asset	asset	NOUN
ajfa-16782	85	15	pricing	pricing	NOUN
ajfa-16782	85	16	tests	test	NOUN
ajfa-16782	85	17	in	in	ADP
ajfa-16782	85	18	the	the	DET
ajfa-16782	85	19	cse	cse	NOUN
ajfa-16782	85	20	.	.	PUNCT
ajfa-16782	86	1	the	the	DET
ajfa-16782	86	2	study	study	NOUN
ajfa-16782	86	3	uses	use	VERB
ajfa-16782	86	4	three	three	NUM
ajfa-16782	86	5	search	search	NOUN
ajfa-16782	86	6	methods	method	NOUN
ajfa-16782	86	7	to	to	PART
ajfa-16782	86	8	identify	identify	VERB
ajfa-16782	86	9	and	and	CCONJ
ajfa-16782	86	10	gather	gather	VERB
ajfa-16782	86	11	the	the	DET
ajfa-16782	86	12	relevant	relevant	ADJ
ajfa-16782	86	13	empirical	empirical	ADJ
ajfa-16782	86	14	investigations	investigation	NOUN
ajfa-16782	86	15	.	.	PUNCT
ajfa-16782	87	1	the	the	DET
ajfa-16782	87	2	first	first	ADJ
ajfa-16782	87	3	search	search	NOUN
ajfa-16782	87	4	method	method	NOUN
ajfa-16782	87	5	was	be	AUX
ajfa-16782	87	6	based	base	VERB
ajfa-16782	87	7	on	on	ADP
ajfa-16782	87	8	two	two	NUM
ajfa-16782	87	9	selection	selection	NOUN
ajfa-16782	87	10	/	/	SYM
ajfa-16782	87	11	elimination	elimination	NOUN
ajfa-16782	87	12	criteria	criterion	NOUN
ajfa-16782	87	13	,	,	PUNCT
ajfa-16782	87	14	which	which	PRON
ajfa-16782	87	15	were	be	AUX
ajfa-16782	87	16	developed	develop	VERB
ajfa-16782	87	17	on	on	ADP
ajfa-16782	87	18	the	the	DET
ajfa-16782	87	19	evolution	evolution	NOUN
ajfa-16782	87	20	of	of	ADP
ajfa-16782	87	21	neoclassical	neoclassical	ADJ
ajfa-16782	87	22	asset	asset	NOUN
ajfa-16782	87	23	pricing	pricing	NOUN
ajfa-16782	87	24	models	model	NOUN
ajfa-16782	87	25	.	.	PUNCT
ajfa-16782	88	1	the	the	DET
ajfa-16782	88	2	initial	initial	ADJ
ajfa-16782	88	3	selection	selection	NOUN
ajfa-16782	88	4	criterion	criterion	NOUN
ajfa-16782	88	5	was	be	AUX
ajfa-16782	88	6	to	to	PART
ajfa-16782	88	7	search	search	VERB
ajfa-16782	88	8	literature	literature	NOUN
ajfa-16782	88	9	in	in	ADP
ajfa-16782	88	10	the	the	DET
ajfa-16782	88	11	web	web	NOUN
ajfa-16782	88	12	based	base	VERB
ajfa-16782	88	13	on	on	ADP
ajfa-16782	88	14	key	key	ADJ
ajfa-16782	88	15	terms	term	NOUN
ajfa-16782	88	16	of	of	ADP
ajfa-16782	88	17	asset	asset	NOUN
ajfa-16782	88	18	pricing	pricing	NOUN
ajfa-16782	88	19	.	.	PUNCT
ajfa-16782	89	1	the	the	DET
ajfa-16782	89	2	terms	term	NOUN
ajfa-16782	89	3	used	use	VERB
ajfa-16782	89	4	with	with	ADP
ajfa-16782	89	5	the	the	DET
ajfa-16782	89	6	word	word	NOUN
ajfa-16782	89	7	sri	sri	PROPN
ajfa-16782	89	8	lanka	lanka	PROPN
ajfa-16782	89	9	were	be	AUX
ajfa-16782	89	10	:	:	PUNCT
ajfa-16782	89	11	asset	asset	NOUN
ajfa-16782	89	12	pricing	pricing	NOUN
ajfa-16782	89	13	,	,	PUNCT
ajfa-16782	89	14	capm	capm	PROPN
ajfa-16782	89	15	,	,	PUNCT
ajfa-16782	89	16	beta	beta	NOUN
ajfa-16782	89	17	,	,	PUNCT
ajfa-16782	89	18	anomalies	anomaly	NOUN
ajfa-16782	89	19	,	,	PUNCT
ajfa-16782	89	20	size	size	NOUN
ajfa-16782	89	21	,	,	PUNCT
ajfa-16782	89	22	be	be	AUX
ajfa-16782	89	23	/	/	SYM
ajfa-16782	89	24	me	i	PRON
ajfa-16782	89	25	,	,	PUNCT
ajfa-16782	89	26	momentum	momentum	NOUN
ajfa-16782	89	27	,	,	PUNCT
ajfa-16782	89	28	macroeconomic	macroeconomic	ADJ
ajfa-16782	89	29	variables	variable	NOUN
ajfa-16782	89	30	,	,	PUNCT
ajfa-16782	89	31	apt	apt	ADJ
ajfa-16782	89	32	,	,	PUNCT
ajfa-16782	89	33	ff3fm	ff3fm	NOUN
ajfa-16782	89	34	,	,	PUNCT
ajfa-16782	89	35	c4fm	c4fm	NOUN
ajfa-16782	89	36	and	and	CCONJ
ajfa-16782	89	37	ff5fm	ff5fm	VERB
ajfa-16782	89	38	.	.	PUNCT
ajfa-16782	90	1	they	they	PRON
ajfa-16782	90	2	were	be	AUX
ajfa-16782	90	3	used	use	VERB
ajfa-16782	90	4	in	in	ADP
ajfa-16782	90	5	different	different	ADJ
ajfa-16782	90	6	sets	set	NOUN
ajfa-16782	90	7	coupled	couple	VERB
ajfa-16782	90	8	with	with	ADP
ajfa-16782	90	9	the	the	DET
ajfa-16782	90	10	word	word	NOUN
ajfa-16782	90	11	sri	sri	PROPN
ajfa-16782	90	12	lanka	lanka	PROPN
ajfa-16782	90	13	.	.	PUNCT
ajfa-16782	91	1	thereafter	thereafter	ADV
ajfa-16782	91	2	,	,	PUNCT
ajfa-16782	91	3	the	the	DET
ajfa-16782	91	4	study	study	NOUN
ajfa-16782	91	5	uses	use	VERB
ajfa-16782	91	6	an	an	DET
ajfa-16782	91	7	elimination	elimination	NOUN
ajfa-16782	91	8	criterion	criterion	NOUN
ajfa-16782	91	9	that	that	PRON
ajfa-16782	91	10	the	the	DET
ajfa-16782	91	11	relevant	relevant	ADJ
ajfa-16782	91	12	study	study	NOUN
ajfa-16782	91	13	should	should	AUX
ajfa-16782	91	14	consider	consider	VERB
ajfa-16782	91	15	the	the	DET
ajfa-16782	91	16	cse	cse	NOUN
ajfa-16782	91	17	as	as	ADP
ajfa-16782	91	18	a	a	DET
ajfa-16782	91	19	whole	whole	NOUN
ajfa-16782	91	20	,	,	PUNCT
ajfa-16782	91	21	and	and	CCONJ
ajfa-16782	91	22	further	far	ADV
ajfa-16782	91	23	that	that	SCONJ
ajfa-16782	91	24	the	the	DET
ajfa-16782	91	25	investigation	investigation	NOUN
ajfa-16782	91	26	should	should	AUX
ajfa-16782	91	27	be	be	AUX
ajfa-16782	91	28	carried	carry	VERB
ajfa-16782	91	29	out	out	ADP
ajfa-16782	91	30	during	during	ADP
ajfa-16782	91	31	the	the	DET
ajfa-16782	91	32	period	period	NOUN
ajfa-16782	91	33	,	,	PUNCT
ajfa-16782	91	34	1997	1997	NUM
ajfa-16782	91	35	to	to	ADP
ajfa-16782	91	36	2017	2017	NUM
ajfa-16782	91	37	.	.	PUNCT
ajfa-16782	92	1	the	the	DET
ajfa-16782	92	2	search	search	NOUN
ajfa-16782	92	3	considers	consider	VERB
ajfa-16782	92	4	sri	sri	PROPN
ajfa-16782	92	5	lankan	lankan	ADJ
ajfa-16782	92	6	and	and	CCONJ
ajfa-16782	92	7	international	international	ADJ
ajfa-16782	92	8	journal	journal	NOUN
ajfa-16782	92	9	articles	article	NOUN
ajfa-16782	92	10	and	and	CCONJ
ajfa-16782	92	11	proceedings	proceeding	NOUN
ajfa-16782	92	12	in	in	ADP
ajfa-16782	92	13	academic	academic	ADJ
ajfa-16782	92	14	conferences	conference	NOUN
ajfa-16782	92	15	.	.	PUNCT
ajfa-16782	93	1	a	a	DET
ajfa-16782	93	2	second	second	ADJ
ajfa-16782	93	3	search	search	NOUN
ajfa-16782	93	4	method	method	NOUN
ajfa-16782	93	5	was	be	AUX
ajfa-16782	93	6	developed	develop	VERB
ajfa-16782	93	7	based	base	VERB
ajfa-16782	93	8	on	on	ADP
ajfa-16782	93	9	the	the	DET
ajfa-16782	93	10	articles	article	NOUN
ajfa-16782	93	11	retrieved	retrieve	VERB
ajfa-16782	93	12	through	through	ADP
ajfa-16782	93	13	the	the	DET
ajfa-16782	93	14	first	first	ADJ
ajfa-16782	93	15	method	method	NOUN
ajfa-16782	93	16	.	.	PUNCT
ajfa-16782	94	1	the	the	DET
ajfa-16782	94	2	reference	reference	NOUN
ajfa-16782	94	3	lists	list	NOUN
ajfa-16782	94	4	of	of	ADP
ajfa-16782	94	5	the	the	DET
ajfa-16782	94	6	studies	study	NOUN
ajfa-16782	94	7	were	be	AUX
ajfa-16782	94	8	explored	explore	VERB
ajfa-16782	94	9	to	to	PART
ajfa-16782	94	10	find	find	VERB
ajfa-16782	94	11	studies	study	NOUN
ajfa-16782	94	12	which	which	PRON
ajfa-16782	94	13	may	may	AUX
ajfa-16782	94	14	not	not	PART
ajfa-16782	94	15	have	have	AUX
ajfa-16782	94	16	been	be	AUX
ajfa-16782	94	17	found	find	VERB
ajfa-16782	94	18	in	in	ADP
ajfa-16782	94	19	the	the	DET
ajfa-16782	94	20	first	first	ADJ
ajfa-16782	94	21	search	search	NOUN
ajfa-16782	94	22	.	.	PUNCT
ajfa-16782	95	1	a	a	DET
ajfa-16782	95	2	third	third	ADJ
ajfa-16782	95	3	search	search	NOUN
ajfa-16782	95	4	method	method	NOUN
ajfa-16782	95	5	was	be	AUX
ajfa-16782	95	6	to	to	PART
ajfa-16782	95	7	investigate	investigate	VERB
ajfa-16782	95	8	research	research	NOUN
ajfa-16782	95	9	gate	gate	NOUN
ajfa-16782	95	10	,	,	PUNCT
ajfa-16782	95	11	social	social	ADJ
ajfa-16782	95	12	science	science	NOUN
ajfa-16782	95	13	research	research	NOUN
ajfa-16782	95	14	network	network	NOUN
ajfa-16782	95	15	(	(	PUNCT
ajfa-16782	95	16	ssrn	ssrn	PROPN
ajfa-16782	95	17	)	)	PUNCT
ajfa-16782	95	18	,	,	PUNCT
ajfa-16782	95	19	and	and	CCONJ
ajfa-16782	95	20	google	google	PROPN
ajfa-16782	95	21	scholar	scholar	NOUN
ajfa-16782	95	22	profiles	profile	NOUN
ajfa-16782	95	23	of	of	ADP
ajfa-16782	95	24	authors	author	NOUN
ajfa-16782	95	25	of	of	ADP
ajfa-16782	95	26	the	the	DET
ajfa-16782	95	27	articles	article	NOUN
ajfa-16782	95	28	retrieved	retrieve	VERB
ajfa-16782	95	29	up	up	ADP
ajfa-16782	95	30	to	to	ADP
ajfa-16782	95	31	this	this	DET
ajfa-16782	95	32	stage	stage	NOUN
ajfa-16782	95	33	,	,	PUNCT
ajfa-16782	95	34	to	to	PART
ajfa-16782	95	35	find	find	VERB
ajfa-16782	95	36	any	any	DET
ajfa-16782	95	37	studies	study	NOUN
ajfa-16782	95	38	that	that	PRON
ajfa-16782	95	39	may	may	AUX
ajfa-16782	95	40	not	not	PART
ajfa-16782	95	41	have	have	AUX
ajfa-16782	95	42	been	be	AUX
ajfa-16782	95	43	identified	identify	VERB
ajfa-16782	95	44	yet	yet	ADV
ajfa-16782	95	45	.	.	PUNCT
ajfa-16782	96	1	asian	asian	ADJ
ajfa-16782	96	2	journal	journal	PROPN
ajfa-16782	96	3	of	of	ADP
ajfa-16782	96	4	finance	finance	PROPN
ajfa-16782	96	5	&	&	CCONJ
ajfa-16782	96	6	accounting	accounting	PROPN
ajfa-16782	96	7	issn	issn	PROPN
ajfa-16782	96	8	1946	1946	NUM
ajfa-16782	96	9	-	-	PUNCT
ajfa-16782	96	10	052x	052x	NOUN
ajfa-16782	96	11	2020	2020	NUM
ajfa-16782	96	12	,	,	PUNCT
ajfa-16782	96	13	vol	vol	NOUN
ajfa-16782	96	14	.	.	PROPN
ajfa-16782	96	15	12	12	NUM
ajfa-16782	96	16	,	,	PUNCT
ajfa-16782	96	17	no	no	INTJ
ajfa-16782	96	18	.	.	NOUN
ajfa-16782	96	19	2	2	NUM
ajfa-16782	96	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	96	21	45	45	NUM
ajfa-16782	96	22	3.2	3.2	NUM
ajfa-16782	96	23	data	datum	NOUN
ajfa-16782	96	24	initially	initially	ADV
ajfa-16782	96	25	the	the	DET
ajfa-16782	96	26	search	search	NOUN
ajfa-16782	96	27	collected	collect	VERB
ajfa-16782	96	28	44	44	NUM
ajfa-16782	96	29	articles	article	NOUN
ajfa-16782	96	30	based	base	VERB
ajfa-16782	96	31	on	on	ADP
ajfa-16782	96	32	the	the	DET
ajfa-16782	96	33	key	key	ADJ
ajfa-16782	96	34	words	word	NOUN
ajfa-16782	96	35	identified	identify	VERB
ajfa-16782	96	36	through	through	ADP
ajfa-16782	96	37	asset	asset	NOUN
ajfa-16782	96	38	pricing	pricing	NOUN
ajfa-16782	96	39	literature	literature	NOUN
ajfa-16782	96	40	.	.	PUNCT
ajfa-16782	97	1	however	however	ADV
ajfa-16782	97	2	,	,	PUNCT
ajfa-16782	97	3	the	the	DET
ajfa-16782	97	4	applications	application	NOUN
ajfa-16782	97	5	of	of	ADP
ajfa-16782	97	6	elimination	elimination	NOUN
ajfa-16782	97	7	criteria	criterion	NOUN
ajfa-16782	97	8	resulted	result	VERB
ajfa-16782	97	9	23	23	NUM
ajfa-16782	97	10	articles	article	NOUN
ajfa-16782	97	11	which	which	PRON
ajfa-16782	97	12	are	be	AUX
ajfa-16782	97	13	compared	compare	VERB
ajfa-16782	97	14	,	,	PUNCT
ajfa-16782	97	15	contrasted	contrast	VERB
ajfa-16782	97	16	,	,	PUNCT
ajfa-16782	97	17	and	and	CCONJ
ajfa-16782	97	18	critically	critically	ADV
ajfa-16782	97	19	reviewed	review	VERB
ajfa-16782	97	20	in	in	ADP
ajfa-16782	97	21	this	this	DET
ajfa-16782	97	22	study	study	NOUN
ajfa-16782	97	23	.	.	PUNCT
ajfa-16782	98	1	the	the	DET
ajfa-16782	98	2	database	database	NOUN
ajfa-16782	98	3	of	of	ADP
ajfa-16782	98	4	studies	study	NOUN
ajfa-16782	98	5	was	be	AUX
ajfa-16782	98	6	coded	code	VERB
ajfa-16782	98	7	based	base	VERB
ajfa-16782	98	8	on	on	ADP
ajfa-16782	98	9	the	the	DET
ajfa-16782	98	10	asset	asset	NOUN
ajfa-16782	98	11	pricing	pricing	NOUN
ajfa-16782	98	12	model	model	NOUN
ajfa-16782	98	13	used	use	VERB
ajfa-16782	98	14	in	in	ADP
ajfa-16782	98	15	the	the	DET
ajfa-16782	98	16	study	study	NOUN
ajfa-16782	98	17	.	.	PUNCT
ajfa-16782	99	1	if	if	SCONJ
ajfa-16782	99	2	a	a	DET
ajfa-16782	99	3	study	study	NOUN
ajfa-16782	99	4	has	have	AUX
ajfa-16782	99	5	investigated	investigate	VERB
ajfa-16782	99	6	more	more	ADJ
ajfa-16782	99	7	than	than	ADP
ajfa-16782	99	8	one	one	NUM
ajfa-16782	99	9	model	model	NOUN
ajfa-16782	99	10	it	it	PRON
ajfa-16782	99	11	was	be	AUX
ajfa-16782	99	12	coded	code	VERB
ajfa-16782	99	13	under	under	ADP
ajfa-16782	99	14	each	each	DET
ajfa-16782	99	15	asset	asset	NOUN
ajfa-16782	99	16	pricing	pricing	NOUN
ajfa-16782	99	17	model	model	NOUN
ajfa-16782	99	18	.	.	PUNCT
ajfa-16782	100	1	table	table	NOUN
ajfa-16782	100	2	1	1	NUM
ajfa-16782	100	3	depicts	depict	VERB
ajfa-16782	100	4	the	the	DET
ajfa-16782	100	5	relevant	relevant	ADJ
ajfa-16782	100	6	code	code	NOUN
ajfa-16782	100	7	,	,	PUNCT
ajfa-16782	100	8	the	the	DET
ajfa-16782	100	9	asset	asset	NOUN
ajfa-16782	100	10	pricing	pricing	NOUN
ajfa-16782	100	11	model	model	NOUN
ajfa-16782	100	12	,	,	PUNCT
ajfa-16782	100	13	the	the	DET
ajfa-16782	100	14	originators	originator	NOUN
ajfa-16782	100	15	and	and	CCONJ
ajfa-16782	100	16	number	number	NOUN
ajfa-16782	100	17	of	of	ADP
ajfa-16782	100	18	studies	study	NOUN
ajfa-16782	100	19	reviewed	review	VERB
ajfa-16782	100	20	in	in	ADP
ajfa-16782	100	21	this	this	DET
ajfa-16782	100	22	study	study	NOUN
ajfa-16782	100	23	.	.	PUNCT
ajfa-16782	101	1	table	table	NOUN
ajfa-16782	101	2	1	1	NUM
ajfa-16782	101	3	.	.	PUNCT
ajfa-16782	102	1	a	a	DET
ajfa-16782	102	2	structural	structural	ADJ
ajfa-16782	102	3	empirical	empirical	ADJ
ajfa-16782	102	4	review	review	NOUN
ajfa-16782	102	5	(	(	PUNCT
ajfa-16782	102	6	ser	ser	NOUN
ajfa-16782	102	7	):	):	PUNCT
ajfa-16782	102	8	application	application	NOUN
ajfa-16782	102	9	of	of	ADP
ajfa-16782	102	10	neoclassical	neoclassical	ADJ
ajfa-16782	102	11	asset	asset	NOUN
ajfa-16782	102	12	pricing	pricing	NOUN
ajfa-16782	102	13	models	model	NOUN
ajfa-16782	102	14	in	in	ADP
ajfa-16782	102	15	sri	sri	PROPN
ajfa-16782	102	16	lanka	lanka	PROPN
ajfa-16782	102	17	.	.	PUNCT
ajfa-16782	103	1	code	code	VERB
ajfa-16782	103	2	the	the	DET
ajfa-16782	103	3	model	model	NOUN
ajfa-16782	103	4	originators	originator	NOUN
ajfa-16782	103	5	number	number	NOUN
ajfa-16782	103	6	of	of	ADP
ajfa-16782	103	7	studies	study	NOUN
ajfa-16782	103	8	ca	can	AUX
ajfa-16782	103	9	00	00	NUM
ajfa-16782	103	10	capital	capital	NOUN
ajfa-16782	103	11	asset	asset	NOUN
ajfa-16782	103	12	pricing	pricing	NOUN
ajfa-16782	103	13	model	model	NOUN
ajfa-16782	103	14	(	(	PUNCT
ajfa-16782	103	15	capm	capm	PROPN
ajfa-16782	103	16	)	)	PUNCT
ajfa-16782	103	17	sharpe	sharpe	PROPN
ajfa-16782	103	18	(	(	PUNCT
ajfa-16782	103	19	1964	1964	NUM
ajfa-16782	103	20	)	)	PUNCT
ajfa-16782	103	21	;	;	PUNCT
ajfa-16782	103	22	lintner	lintner	X
ajfa-16782	103	23	(	(	PUNCT
ajfa-16782	103	24	1965	1965	NUM
ajfa-16782	103	25	)	)	PUNCT
ajfa-16782	103	26	;	;	PUNCT
ajfa-16782	103	27	black	black	ADJ
ajfa-16782	103	28	(	(	PUNCT
ajfa-16782	103	29	1972	1972	NUM
ajfa-16782	103	30	)	)	PUNCT
ajfa-16782	103	31	13	13	NUM
ajfa-16782	103	32	ap	ap	NOUN
ajfa-16782	103	33	00	00	PUNCT
ajfa-16782	103	34	arbitrage	arbitrage	NOUN
ajfa-16782	103	35	pricing	pricing	NOUN
ajfa-16782	103	36	theory	theory	NOUN
ajfa-16782	103	37	(	(	PUNCT
ajfa-16782	103	38	apt	apt	ADJ
ajfa-16782	103	39	)	)	PUNCT
ajfa-16782	103	40	ross	ross	PROPN
ajfa-16782	103	41	(	(	PUNCT
ajfa-16782	103	42	1976	1976	NUM
ajfa-16782	103	43	)	)	PUNCT
ajfa-16782	103	44	01	01	NUM
ajfa-16782	103	45	cc	cc	PROPN
ajfa-16782	103	46	00	00	PUNCT
ajfa-16782	104	1	capm	capm	PROPN
ajfa-16782	104	2	conditional	conditional	ADJ
ajfa-16782	104	3	on	on	ADP
ajfa-16782	104	4	market	market	NOUN
ajfa-16782	104	5	condition	condition	NOUN
ajfa-16782	104	6	pettengill	pettengill	NOUN
ajfa-16782	104	7	et	et	PROPN
ajfa-16782	104	8	al	al	PROPN
ajfa-16782	104	9	.	.	PROPN
ajfa-16782	105	1	(	(	PUNCT
ajfa-16782	105	2	1995	1995	NUM
ajfa-16782	105	3	)	)	PUNCT
ajfa-16782	105	4	02	02	NUM
ajfa-16782	106	1	tf	tf	NUM
ajfa-16782	106	2	00	00	NUM
ajfa-16782	106	3	fama	fama	PROPN
ajfa-16782	106	4	and	and	CCONJ
ajfa-16782	106	5	french	french	ADJ
ajfa-16782	106	6	three	three	NUM
ajfa-16782	106	7	factor	factor	NOUN
ajfa-16782	106	8	model	model	NOUN
ajfa-16782	106	9	(	(	PUNCT
ajfa-16782	106	10	ff3fm	ff3fm	NUM
ajfa-16782	106	11	)	)	PUNCT
ajfa-16782	106	12	fama	fama	NOUN
ajfa-16782	106	13	&	&	CCONJ
ajfa-16782	106	14	french	french	PROPN
ajfa-16782	106	15	(	(	PUNCT
ajfa-16782	106	16	1993	1993	NUM
ajfa-16782	106	17	)	)	PUNCT
ajfa-16782	106	18	07	07	NUM
ajfa-16782	106	19	mo	mo	PROPN
ajfa-16782	106	20	-00	-00	PROPN
ajfa-16782	106	21	momentum	momentum	NOUN
ajfa-16782	106	22	jegadeesh	jegadeesh	NOUN
ajfa-16782	106	23	&	&	CCONJ
ajfa-16782	106	24	titman	titman	PROPN
ajfa-16782	106	25	(	(	PUNCT
ajfa-16782	106	26	1993	1993	NUM
ajfa-16782	106	27	)	)	PUNCT
ajfa-16782	106	28	02	02	NUM
ajfa-16782	106	29	cf	cf	NOUN
ajfa-16782	106	30	00	00	NUM
ajfa-16782	106	31	cahart	cahart	NOUN
ajfa-16782	106	32	four	four	NUM
ajfa-16782	106	33	factor	factor	NOUN
ajfa-16782	106	34	model	model	NOUN
ajfa-16782	106	35	(	(	PUNCT
ajfa-16782	106	36	c4fm	c4fm	NOUN
ajfa-16782	106	37	)	)	PUNCT
ajfa-16782	106	38	cahart	cahart	NOUN
ajfa-16782	106	39	(	(	PUNCT
ajfa-16782	106	40	1997	1997	NUM
ajfa-16782	106	41	)	)	PUNCT
ajfa-16782	106	42	02	02	NUM
ajfa-16782	107	1	ff	ff	NUM
ajfa-16782	107	2	00	00	PUNCT
ajfa-16782	107	3	fama	fama	PROPN
ajfa-16782	107	4	and	and	CCONJ
ajfa-16782	107	5	french	french	ADJ
ajfa-16782	107	6	five	five	NUM
ajfa-16782	107	7	factor	factor	NOUN
ajfa-16782	107	8	model(ff5fm	model(ff5fm	NOUN
ajfa-16782	107	9	)	)	PUNCT
ajfa-16782	107	10	fama	fama	PROPN
ajfa-16782	107	11	&	&	CCONJ
ajfa-16782	107	12	french	french	PROPN
ajfa-16782	107	13	(	(	PUNCT
ajfa-16782	107	14	2015	2015	NUM
ajfa-16782	107	15	)	)	PUNCT
ajfa-16782	107	16	00	00	PUNCT
ajfa-16782	108	1	ma	ma	PROPN
ajfa-16782	108	2	-00	-00	PROPN
ajfa-16782	108	3	macroeconomic	macroeconomic	ADJ
ajfa-16782	108	4	variables/	variables/	NUM
ajfa-16782	108	5	asset	asset	NOUN
ajfa-16782	108	6	pricing	pricing	NOUN
ajfa-16782	108	7	(	(	PUNCT
ajfa-16782	108	8	chen	chen	PROPN
ajfa-16782	108	9	et	et	PROPN
ajfa-16782	108	10	al	al	PROPN
ajfa-16782	108	11	.	.	PROPN
ajfa-16782	108	12	,	,	PUNCT
ajfa-16782	108	13	1986	1986	NUM
ajfa-16782	108	14	)	)	PUNCT
ajfa-16782	108	15	04	04	NUM
ajfa-16782	108	16	source	source	NOUN
ajfa-16782	108	17	:	:	PUNCT
ajfa-16782	108	18	author	author	NOUN
ajfa-16782	108	19	4	4	NUM
ajfa-16782	108	20	.	.	PUNCT
ajfa-16782	108	21	findings	finding	VERB
ajfa-16782	108	22	4.1	4.1	NUM
ajfa-16782	108	23	overview	overview	NOUN
ajfa-16782	108	24	of	of	ADP
ajfa-16782	108	25	sri	sri	PROPN
ajfa-16782	108	26	lankan	lankan	PROPN
ajfa-16782	108	27	studies	study	NOUN
ajfa-16782	108	28	the	the	DET
ajfa-16782	108	29	study	study	NOUN
ajfa-16782	108	30	includes	include	VERB
ajfa-16782	108	31	empirical	empirical	ADJ
ajfa-16782	108	32	investigations	investigation	NOUN
ajfa-16782	108	33	of	of	ADP
ajfa-16782	108	34	neoclassical	neoclassical	ADJ
ajfa-16782	108	35	asset	asset	NOUN
ajfa-16782	108	36	pricing	pricing	NOUN
ajfa-16782	108	37	models	model	NOUN
ajfa-16782	108	38	in	in	ADP
ajfa-16782	108	39	the	the	DET
ajfa-16782	108	40	cse	cse	NOUN
ajfa-16782	108	41	for	for	ADP
ajfa-16782	108	42	a	a	DET
ajfa-16782	108	43	period	period	NOUN
ajfa-16782	108	44	of	of	ADP
ajfa-16782	108	45	twenty	twenty	NUM
ajfa-16782	108	46	years	year	NOUN
ajfa-16782	108	47	from	from	ADP
ajfa-16782	108	48	1997	1997	NUM
ajfa-16782	108	49	to	to	ADP
ajfa-16782	108	50	2017	2017	NUM
ajfa-16782	108	51	.	.	PUNCT
ajfa-16782	109	1	the	the	DET
ajfa-16782	109	2	empirical	empirical	ADJ
ajfa-16782	109	3	tests	test	NOUN
ajfa-16782	109	4	of	of	ADP
ajfa-16782	109	5	asset	asset	NOUN
ajfa-16782	109	6	pricing	pricing	NOUN
ajfa-16782	109	7	in	in	ADP
ajfa-16782	109	8	sri	sri	PROPN
ajfa-16782	109	9	lanka	lanka	PROPN
ajfa-16782	109	10	demonstrate	demonstrate	VERB
ajfa-16782	109	11	that	that	SCONJ
ajfa-16782	109	12	they	they	PRON
ajfa-16782	109	13	have	have	AUX
ajfa-16782	109	14	evolved	evolve	VERB
ajfa-16782	109	15	consistently	consistently	ADV
ajfa-16782	109	16	with	with	ADP
ajfa-16782	109	17	the	the	DET
ajfa-16782	109	18	developments	development	NOUN
ajfa-16782	109	19	in	in	ADP
ajfa-16782	109	20	the	the	DET
ajfa-16782	109	21	neoclassical	neoclassical	ADJ
ajfa-16782	109	22	literature	literature	NOUN
ajfa-16782	109	23	.	.	PUNCT
ajfa-16782	110	1	according	accord	VERB
ajfa-16782	110	2	to	to	ADP
ajfa-16782	110	3	the	the	DET
ajfa-16782	110	4	table	table	NOUN
ajfa-16782	110	5	1	1	NUM
ajfa-16782	110	6	most	most	ADJ
ajfa-16782	110	7	of	of	ADP
ajfa-16782	110	8	the	the	DET
ajfa-16782	110	9	studies	study	NOUN
ajfa-16782	110	10	during	during	ADP
ajfa-16782	110	11	the	the	DET
ajfa-16782	110	12	twenty	twenty	NUM
ajfa-16782	110	13	-	-	PUNCT
ajfa-16782	110	14	year	year	NOUN
ajfa-16782	110	15	period	period	NOUN
ajfa-16782	110	16	from	from	ADP
ajfa-16782	110	17	1997	1997	NUM
ajfa-16782	110	18	to	to	ADP
ajfa-16782	110	19	2017	2017	NUM
ajfa-16782	110	20	test	test	NOUN
ajfa-16782	110	21	the	the	DET
ajfa-16782	110	22	slb	slb	PROPN
ajfa-16782	110	23	model	model	NOUN
ajfa-16782	110	24	and	and	CCONJ
ajfa-16782	110	25	some	some	DET
ajfa-16782	110	26	studies	study	NOUN
ajfa-16782	110	27	use	use	VERB
ajfa-16782	110	28	extensions	extension	NOUN
ajfa-16782	110	29	to	to	ADP
ajfa-16782	110	30	slb	slb	PROPN
ajfa-16782	110	31	model	model	PROPN
ajfa-16782	110	32	conditional	conditional	PROPN
ajfa-16782	110	33	to	to	ADP
ajfa-16782	110	34	market	market	NOUN
ajfa-16782	110	35	conditions	condition	NOUN
ajfa-16782	110	36	.	.	PUNCT
ajfa-16782	111	1	there	there	PRON
ajfa-16782	111	2	are	be	VERB
ajfa-16782	111	3	studies	study	NOUN
ajfa-16782	111	4	that	that	PRON
ajfa-16782	111	5	test	test	VERB
ajfa-16782	111	6	atheoretical	atheoretical	ADJ
ajfa-16782	111	7	factor	factor	NOUN
ajfa-16782	111	8	models	model	NOUN
ajfa-16782	111	9	such	such	ADJ
ajfa-16782	111	10	as	as	ADP
ajfa-16782	111	11	ff3fm	ff3fm	NUM
ajfa-16782	111	12	,	,	PUNCT
ajfa-16782	111	13	c4fm	c4fm	NOUN
ajfa-16782	111	14	in	in	ADP
ajfa-16782	111	15	different	different	ADJ
ajfa-16782	111	16	time	time	NOUN
ajfa-16782	111	17	intervals	interval	NOUN
ajfa-16782	111	18	in	in	ADP
ajfa-16782	111	19	the	the	DET
ajfa-16782	111	20	cse	cse	NOUN
ajfa-16782	111	21	.	.	PUNCT
ajfa-16782	112	1	however	however	ADV
ajfa-16782	112	2	,	,	PUNCT
ajfa-16782	112	3	the	the	DET
ajfa-16782	112	4	test	test	NOUN
ajfa-16782	112	5	of	of	ADP
ajfa-16782	112	6	ff5fm	ff5fm	PROPN
ajfa-16782	112	7	is	be	AUX
ajfa-16782	112	8	harder	hard	ADJ
ajfa-16782	112	9	to	to	PART
ajfa-16782	112	10	find	find	VERB
ajfa-16782	112	11	in	in	ADP
ajfa-16782	112	12	the	the	DET
ajfa-16782	112	13	sri	sri	ADJ
ajfa-16782	112	14	lankan	lankan	PROPN
ajfa-16782	112	15	market	market	NOUN
ajfa-16782	112	16	.	.	PUNCT
ajfa-16782	113	1	there	there	PRON
ajfa-16782	113	2	are	be	VERB
ajfa-16782	113	3	studies	study	NOUN
ajfa-16782	113	4	that	that	PRON
ajfa-16782	113	5	consider	consider	VERB
ajfa-16782	113	6	the	the	DET
ajfa-16782	113	7	momentum	momentum	NOUN
ajfa-16782	113	8	anomaly	anomaly	NOUN
ajfa-16782	113	9	and	and	CCONJ
ajfa-16782	113	10	tests	test	NOUN
ajfa-16782	113	11	of	of	ADP
ajfa-16782	113	12	macroeconomic	macroeconomic	ADJ
ajfa-16782	113	13	variables	variable	NOUN
ajfa-16782	113	14	based	base	VERB
ajfa-16782	113	15	on	on	ADP
ajfa-16782	113	16	apt	apt	ADJ
ajfa-16782	113	17	(	(	PUNCT
ajfa-16782	113	18	1976	1976	NUM
ajfa-16782	113	19	)	)	PUNCT
ajfa-16782	113	20	and	and	CCONJ
ajfa-16782	113	21	chen	chen	PROPN
ajfa-16782	113	22	et	et	PROPN
ajfa-16782	113	23	al	al	PROPN
ajfa-16782	113	24	.	.	PROPN
ajfa-16782	114	1	(	(	PUNCT
ajfa-16782	114	2	1986	1986	NUM
ajfa-16782	114	3	)	)	PUNCT
ajfa-16782	114	4	framework	framework	NOUN
ajfa-16782	114	5	.	.	PUNCT
ajfa-16782	115	1	asian	asian	ADJ
ajfa-16782	115	2	journal	journal	PROPN
ajfa-16782	115	3	of	of	ADP
ajfa-16782	115	4	finance	finance	PROPN
ajfa-16782	115	5	&	&	CCONJ
ajfa-16782	115	6	accounting	accounting	PROPN
ajfa-16782	115	7	issn	issn	PROPN
ajfa-16782	115	8	1946	1946	NUM
ajfa-16782	115	9	-	-	PUNCT
ajfa-16782	115	10	052x	052x	NOUN
ajfa-16782	115	11	2020	2020	NUM
ajfa-16782	115	12	,	,	PUNCT
ajfa-16782	115	13	vol	vol	NOUN
ajfa-16782	115	14	.	.	PROPN
ajfa-16782	115	15	12	12	NUM
ajfa-16782	115	16	,	,	PUNCT
ajfa-16782	115	17	no	no	INTJ
ajfa-16782	115	18	.	.	NOUN
ajfa-16782	115	19	2	2	NUM
ajfa-16782	115	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	115	21	46	46	NUM
ajfa-16782	115	22	the	the	DET
ajfa-16782	115	23	table	table	NOUN
ajfa-16782	115	24	2	2	NUM
ajfa-16782	115	25	shows	show	VERB
ajfa-16782	115	26	empirical	empirical	ADJ
ajfa-16782	115	27	investigations	investigation	NOUN
ajfa-16782	115	28	in	in	ADP
ajfa-16782	115	29	the	the	DET
ajfa-16782	115	30	cse	cse	NOUN
ajfa-16782	115	31	that	that	PRON
ajfa-16782	115	32	test	test	VERB
ajfa-16782	115	33	the	the	DET
ajfa-16782	115	34	relationship	relationship	NOUN
ajfa-16782	115	35	between	between	ADP
ajfa-16782	115	36	beta	beta	NOUN
ajfa-16782	115	37	and	and	CCONJ
ajfa-16782	115	38	cross	cross	NOUN
ajfa-16782	115	39	section	section	NOUN
ajfa-16782	115	40	of	of	ADP
ajfa-16782	115	41	stock	stock	NOUN
ajfa-16782	115	42	returns	return	NOUN
ajfa-16782	115	43	during	during	ADP
ajfa-16782	115	44	the	the	DET
ajfa-16782	115	45	period	period	NOUN
ajfa-16782	115	46	from	from	ADP
ajfa-16782	115	47	1997	1997	NUM
ajfa-16782	115	48	to	to	ADP
ajfa-16782	115	49	2017	2017	NUM
ajfa-16782	115	50	.	.	PUNCT
ajfa-16782	116	1	these	these	DET
ajfa-16782	116	2	studies	study	NOUN
ajfa-16782	116	3	are	be	AUX
ajfa-16782	116	4	extended	extend	VERB
ajfa-16782	116	5	to	to	PART
ajfa-16782	116	6	include	include	VERB
ajfa-16782	116	7	tests	test	NOUN
ajfa-16782	116	8	of	of	ADP
ajfa-16782	116	9	anomalous	anomalous	ADJ
ajfa-16782	116	10	evidence	evidence	NOUN
ajfa-16782	116	11	to	to	ADP
ajfa-16782	116	12	the	the	DET
ajfa-16782	116	13	slb	slb	PROPN
ajfa-16782	116	14	model	model	NOUN
ajfa-16782	116	15	in	in	ADP
ajfa-16782	116	16	the	the	DET
ajfa-16782	116	17	cse	cse	NOUN
ajfa-16782	116	18	such	such	ADJ
ajfa-16782	116	19	as	as	ADP
ajfa-16782	116	20	;	;	PUNCT
ajfa-16782	116	21	be	be	AUX
ajfa-16782	116	22	/	/	SYM
ajfa-16782	116	23	me	i	PRON
ajfa-16782	116	24	,	,	PUNCT
ajfa-16782	116	25	size	size	NOUN
ajfa-16782	116	26	,	,	PUNCT
ajfa-16782	116	27	e	e	NOUN
ajfa-16782	116	28	/	/	SYM
ajfa-16782	116	29	p	p	NOUN
ajfa-16782	116	30	,	,	PUNCT
ajfa-16782	116	31	leverage	leverage	NOUN
ajfa-16782	116	32	and	and	CCONJ
ajfa-16782	116	33	liquidity	liquidity	NOUN
ajfa-16782	116	34	.	.	PUNCT
ajfa-16782	117	1	the	the	DET
ajfa-16782	117	2	column	column	NOUN
ajfa-16782	117	3	1	1	NUM
ajfa-16782	117	4	of	of	ADP
ajfa-16782	117	5	table	table	NOUN
ajfa-16782	117	6	2	2	NUM
ajfa-16782	117	7	shows	show	VERB
ajfa-16782	117	8	the	the	DET
ajfa-16782	117	9	reference	reference	NOUN
ajfa-16782	117	10	of	of	ADP
ajfa-16782	117	11	the	the	DET
ajfa-16782	117	12	study	study	NOUN
ajfa-16782	117	13	,	,	PUNCT
ajfa-16782	117	14	column	column	NOUN
ajfa-16782	117	15	2	2	NUM
ajfa-16782	117	16	depicts	depict	VERB
ajfa-16782	117	17	the	the	DET
ajfa-16782	117	18	time	time	NOUN
ajfa-16782	117	19	period	period	NOUN
ajfa-16782	117	20	of	of	ADP
ajfa-16782	117	21	the	the	DET
ajfa-16782	117	22	study	study	NOUN
ajfa-16782	117	23	while	while	SCONJ
ajfa-16782	117	24	column	column	NOUN
ajfa-16782	117	25	3	3	NUM
ajfa-16782	117	26	depicts	depict	VERB
ajfa-16782	117	27	the	the	DET
ajfa-16782	117	28	test	test	NOUN
ajfa-16782	117	29	employed	employ	VERB
ajfa-16782	117	30	.	.	PUNCT
ajfa-16782	118	1	when	when	SCONJ
ajfa-16782	118	2	the	the	DET
ajfa-16782	118	3	earlier	early	ADJ
ajfa-16782	118	4	studies	study	NOUN
ajfa-16782	118	5	are	be	AUX
ajfa-16782	118	6	considered	consider	VERB
ajfa-16782	118	7	,	,	PUNCT
ajfa-16782	118	8	the	the	DET
ajfa-16782	118	9	time	time	NOUN
ajfa-16782	118	10	periods	period	NOUN
ajfa-16782	118	11	of	of	ADP
ajfa-16782	118	12	the	the	DET
ajfa-16782	118	13	tests	test	NOUN
ajfa-16782	118	14	are	be	AUX
ajfa-16782	118	15	shorter	short	ADJ
ajfa-16782	118	16	while	while	SCONJ
ajfa-16782	118	17	later	later	ADJ
ajfa-16782	118	18	studies	study	NOUN
ajfa-16782	118	19	have	have	AUX
ajfa-16782	118	20	included	include	VERB
ajfa-16782	118	21	fifteen	fifteen	NUM
ajfa-16782	118	22	years	year	NOUN
ajfa-16782	118	23	or	or	CCONJ
ajfa-16782	118	24	more	more	ADJ
ajfa-16782	118	25	data	datum	NOUN
ajfa-16782	118	26	.	.	PUNCT
ajfa-16782	119	1	these	these	DET
ajfa-16782	119	2	studies	study	NOUN
ajfa-16782	119	3	have	have	AUX
ajfa-16782	119	4	employed	employ	VERB
ajfa-16782	119	5	both	both	DET
ajfa-16782	119	6	fama	fama	NOUN
ajfa-16782	119	7	and	and	CCONJ
ajfa-16782	119	8	macbeth	macbeth	PROPN
ajfa-16782	119	9	(	(	PUNCT
ajfa-16782	119	10	1973	1973	NUM
ajfa-16782	119	11	)	)	PUNCT
ajfa-16782	119	12	and	and	CCONJ
ajfa-16782	119	13	grs	grs	NUM
ajfa-16782	119	14	test	test	NOUN
ajfa-16782	119	15	of	of	ADP
ajfa-16782	119	16	gibbons	gibbon	NOUN
ajfa-16782	119	17	,	,	PUNCT
ajfa-16782	119	18	ross	ross	PROPN
ajfa-16782	119	19	and	and	CCONJ
ajfa-16782	119	20	shanken	shanken	VERB
ajfa-16782	119	21	(	(	PUNCT
ajfa-16782	119	22	grs	grs	PROPN
ajfa-16782	119	23	)	)	PUNCT
ajfa-16782	119	24	(	(	PUNCT
ajfa-16782	119	25	1989	1989	NUM
ajfa-16782	119	26	)	)	PUNCT
ajfa-16782	119	27	to	to	PART
ajfa-16782	119	28	test	test	VERB
ajfa-16782	119	29	the	the	DET
ajfa-16782	119	30	models	model	NOUN
ajfa-16782	119	31	.	.	PUNCT
ajfa-16782	120	1	4.2	4.2	NUM
ajfa-16782	120	2	findings	finding	NOUN
ajfa-16782	120	3	of	of	ADP
ajfa-16782	120	4	sri	sri	PROPN
ajfa-16782	120	5	lankan	lankan	PROPN
ajfa-16782	120	6	studies	study	NOUN
ajfa-16782	120	7	confirming	confirm	VERB
ajfa-16782	120	8	existing	exist	VERB
ajfa-16782	120	9	asset	asset	NOUN
ajfa-16782	120	10	pricing	pricing	NOUN
ajfa-16782	120	11	literature	literature	NOUN
ajfa-16782	120	12	,	,	PUNCT
ajfa-16782	120	13	sri	sri	PROPN
ajfa-16782	120	14	lankan	lankan	PROPN
ajfa-16782	120	15	literature	literature	PROPN
ajfa-16782	120	16	finds	find	VERB
ajfa-16782	120	17	that	that	SCONJ
ajfa-16782	120	18	beta	beta	NOUN
ajfa-16782	120	19	as	as	ADP
ajfa-16782	120	20	a	a	DET
ajfa-16782	120	21	measure	measure	NOUN
ajfa-16782	120	22	of	of	ADP
ajfa-16782	120	23	systematic	systematic	ADJ
ajfa-16782	120	24	risk	risk	NOUN
ajfa-16782	120	25	is	be	AUX
ajfa-16782	120	26	not	not	PART
ajfa-16782	120	27	consistent	consistent	ADJ
ajfa-16782	120	28	in	in	ADP
ajfa-16782	120	29	explaining	explain	VERB
ajfa-16782	120	30	cross	cross	ADJ
ajfa-16782	120	31	sectional	sectional	ADJ
ajfa-16782	120	32	variation	variation	NOUN
ajfa-16782	120	33	of	of	ADP
ajfa-16782	120	34	stock	stock	NOUN
ajfa-16782	120	35	returns	return	NOUN
ajfa-16782	120	36	in	in	ADP
ajfa-16782	120	37	the	the	DET
ajfa-16782	120	38	cse	cse	NOUN
ajfa-16782	120	39	.	.	PUNCT
ajfa-16782	121	1	initial	initial	ADJ
ajfa-16782	121	2	studies	study	NOUN
ajfa-16782	121	3	by	by	ADP
ajfa-16782	121	4	samarakoon	samarakoon	NOUN
ajfa-16782	121	5	(	(	PUNCT
ajfa-16782	121	6	1997	1997	NUM
ajfa-16782	121	7	)	)	PUNCT
ajfa-16782	121	8	and	and	CCONJ
ajfa-16782	121	9	nimal	nimal	PROPN
ajfa-16782	121	10	(	(	PUNCT
ajfa-16782	121	11	1997	1997	NUM
ajfa-16782	121	12	)	)	PUNCT
ajfa-16782	121	13	test	test	NOUN
ajfa-16782	121	14	the	the	DET
ajfa-16782	121	15	slb	slb	PROPN
ajfa-16782	121	16	model	model	NOUN
ajfa-16782	121	17	together	together	ADV
ajfa-16782	121	18	with	with	ADP
ajfa-16782	121	19	anomalous	anomalous	ADJ
ajfa-16782	121	20	evidence	evidence	NOUN
ajfa-16782	121	21	to	to	ADP
ajfa-16782	121	22	the	the	DET
ajfa-16782	121	23	slb	slb	PROPN
ajfa-16782	121	24	in	in	ADP
ajfa-16782	121	25	the	the	DET
ajfa-16782	121	26	cse	cse	NOUN
ajfa-16782	121	27	.	.	PUNCT
ajfa-16782	122	1	these	these	DET
ajfa-16782	122	2	studies	study	NOUN
ajfa-16782	122	3	confirm	confirm	VERB
ajfa-16782	122	4	existing	exist	VERB
ajfa-16782	122	5	literature	literature	NOUN
ajfa-16782	122	6	on	on	ADP
ajfa-16782	122	7	beta	beta	NOUN
ajfa-16782	122	8	return	return	NOUN
ajfa-16782	122	9	relations	relation	NOUN
ajfa-16782	122	10	while	while	SCONJ
ajfa-16782	122	11	providing	provide	VERB
ajfa-16782	122	12	inconsistent	inconsistent	ADJ
ajfa-16782	122	13	findings	finding	NOUN
ajfa-16782	122	14	on	on	ADP
ajfa-16782	122	15	anomalies	anomaly	NOUN
ajfa-16782	122	16	to	to	ADP
ajfa-16782	122	17	the	the	DET
ajfa-16782	122	18	slb	slb	PROPN
ajfa-16782	122	19	model	model	NOUN
ajfa-16782	122	20	.	.	PUNCT
ajfa-16782	123	1	furthermore	furthermore	ADV
ajfa-16782	123	2	,	,	PUNCT
ajfa-16782	123	3	the	the	DET
ajfa-16782	123	4	more	more	ADV
ajfa-16782	123	5	recent	recent	ADJ
ajfa-16782	123	6	studies	study	NOUN
ajfa-16782	123	7	of	of	ADP
ajfa-16782	123	8	slb	slb	PROPN
ajfa-16782	123	9	confirm	confirm	VERB
ajfa-16782	123	10	that	that	SCONJ
ajfa-16782	123	11	beta	beta	NOUN
ajfa-16782	123	12	can	can	AUX
ajfa-16782	123	13	not	not	PART
ajfa-16782	123	14	be	be	AUX
ajfa-16782	123	15	used	use	VERB
ajfa-16782	123	16	to	to	PART
ajfa-16782	123	17	explain	explain	VERB
ajfa-16782	123	18	cross	cross	VERB
ajfa-16782	123	19	sectional	sectional	ADJ
ajfa-16782	123	20	variation	variation	NOUN
ajfa-16782	123	21	of	of	ADP
ajfa-16782	123	22	returns	return	NOUN
ajfa-16782	123	23	in	in	ADP
ajfa-16782	123	24	the	the	DET
ajfa-16782	123	25	cse	cse	NOUN
ajfa-16782	123	26	(	(	PUNCT
ajfa-16782	123	27	thilakarathne	thilakarathne	NOUN
ajfa-16782	123	28	&	&	CCONJ
ajfa-16782	123	29	jayasinghe	jayasinghe	PROPN
ajfa-16782	123	30	,	,	PUNCT
ajfa-16782	123	31	2014	2014	NUM
ajfa-16782	123	32	)	)	PUNCT
ajfa-16782	123	33	.	.	PUNCT
ajfa-16782	124	1	rathnasekara	rathnasekara	NOUN
ajfa-16782	124	2	(	(	PUNCT
ajfa-16782	124	3	2017	2017	NUM
ajfa-16782	124	4	)	)	PUNCT
ajfa-16782	124	5	finds	find	VERB
ajfa-16782	124	6	that	that	SCONJ
ajfa-16782	124	7	there	there	PRON
ajfa-16782	124	8	is	be	VERB
ajfa-16782	124	9	no	no	DET
ajfa-16782	124	10	statistically	statistically	ADV
ajfa-16782	124	11	significant	significant	ADJ
ajfa-16782	124	12	evidence	evidence	NOUN
ajfa-16782	124	13	to	to	PART
ajfa-16782	124	14	constitute	constitute	VERB
ajfa-16782	124	15	the	the	DET
ajfa-16782	124	16	slb	slb	PROPN
ajfa-16782	124	17	model	model	NOUN
ajfa-16782	124	18	and	and	CCONJ
ajfa-16782	124	19	raises	raise	VERB
ajfa-16782	124	20	the	the	DET
ajfa-16782	124	21	joint	joint	ADJ
ajfa-16782	124	22	hypothesis	hypothesis	NOUN
ajfa-16782	124	23	problem	problem	NOUN
ajfa-16782	124	24	where	where	SCONJ
ajfa-16782	124	25	the	the	DET
ajfa-16782	124	26	market	market	NOUN
ajfa-16782	124	27	inefficiency	inefficiency	NOUN
ajfa-16782	124	28	may	may	AUX
ajfa-16782	124	29	have	have	AUX
ajfa-16782	124	30	affected	affect	VERB
ajfa-16782	124	31	the	the	DET
ajfa-16782	124	32	results	result	NOUN
ajfa-16782	124	33	.	.	PUNCT
ajfa-16782	125	1	therefore	therefore	ADV
ajfa-16782	125	2	,	,	PUNCT
ajfa-16782	125	3	it	it	PRON
ajfa-16782	125	4	is	be	AUX
ajfa-16782	125	5	apparent	apparent	ADJ
ajfa-16782	125	6	during	during	ADP
ajfa-16782	125	7	the	the	DET
ajfa-16782	125	8	period	period	NOUN
ajfa-16782	125	9	of	of	ADP
ajfa-16782	125	10	this	this	DET
ajfa-16782	125	11	review	review	NOUN
ajfa-16782	125	12	that	that	SCONJ
ajfa-16782	125	13	beta	beta	NOUN
ajfa-16782	125	14	is	be	AUX
ajfa-16782	125	15	rejected	reject	VERB
ajfa-16782	125	16	and	and	CCONJ
ajfa-16782	125	17	evidences	evidence	NOUN
ajfa-16782	125	18	on	on	ADP
ajfa-16782	125	19	anomalies	anomaly	NOUN
ajfa-16782	125	20	are	be	AUX
ajfa-16782	125	21	inconclusive	inconclusive	ADJ
ajfa-16782	125	22	in	in	ADP
ajfa-16782	125	23	sri	sri	PROPN
ajfa-16782	125	24	lanka	lanka	PROPN
ajfa-16782	125	25	.	.	PUNCT
ajfa-16782	126	1	fama	fama	PROPN
ajfa-16782	126	2	(	(	PUNCT
ajfa-16782	126	3	1998	1998	NUM
ajfa-16782	126	4	)	)	PUNCT
ajfa-16782	126	5	argues	argue	VERB
ajfa-16782	126	6	that	that	SCONJ
ajfa-16782	126	7	asset	asset	NOUN
ajfa-16782	126	8	pricing	pricing	NOUN
ajfa-16782	126	9	anomalies	anomaly	NOUN
ajfa-16782	126	10	can	can	AUX
ajfa-16782	126	11	be	be	AUX
ajfa-16782	126	12	made	make	VERB
ajfa-16782	126	13	marginal	marginal	ADJ
ajfa-16782	126	14	or	or	CCONJ
ajfa-16782	126	15	disappear	disappear	VERB
ajfa-16782	126	16	by	by	ADP
ajfa-16782	126	17	exposing	expose	VERB
ajfa-16782	126	18	them	they	PRON
ajfa-16782	126	19	to	to	ADP
ajfa-16782	126	20	different	different	ADJ
ajfa-16782	126	21	models	model	NOUN
ajfa-16782	126	22	or	or	CCONJ
ajfa-16782	126	23	statistical	statistical	ADJ
ajfa-16782	126	24	approaches	approach	NOUN
ajfa-16782	126	25	.	.	PUNCT
ajfa-16782	127	1	based	base	VERB
ajfa-16782	127	2	on	on	ADP
ajfa-16782	127	3	a	a	DET
ajfa-16782	127	4	similar	similar	ADJ
ajfa-16782	127	5	argument	argument	NOUN
ajfa-16782	127	6	sri	sri	PROPN
ajfa-16782	127	7	lankan	lankan	PROPN
ajfa-16782	127	8	studies	study	NOUN
ajfa-16782	127	9	try	try	VERB
ajfa-16782	127	10	to	to	PART
ajfa-16782	127	11	defend	defend	VERB
ajfa-16782	127	12	the	the	DET
ajfa-16782	127	13	slb	slb	PROPN
ajfa-16782	127	14	model	model	NOUN
ajfa-16782	127	15	with	with	ADP
ajfa-16782	127	16	extensions	extension	NOUN
ajfa-16782	127	17	to	to	ADP
ajfa-16782	127	18	the	the	DET
ajfa-16782	127	19	model	model	NOUN
ajfa-16782	127	20	and	and	CCONJ
ajfa-16782	127	21	employing	employ	VERB
ajfa-16782	127	22	different	different	ADJ
ajfa-16782	127	23	statistical	statistical	ADJ
ajfa-16782	127	24	approaches	approach	NOUN
ajfa-16782	127	25	.	.	PUNCT
ajfa-16782	128	1	as	as	SCONJ
ajfa-16782	128	2	depicted	depict	VERB
ajfa-16782	128	3	in	in	ADP
ajfa-16782	128	4	the	the	DET
ajfa-16782	128	5	table	table	NOUN
ajfa-16782	128	6	2	2	NUM
ajfa-16782	128	7	,	,	PUNCT
ajfa-16782	128	8	anuradha	anuradha	PROPN
ajfa-16782	128	9	(	(	PUNCT
ajfa-16782	128	10	2008	2008	NUM
ajfa-16782	128	11	)	)	PUNCT
ajfa-16782	128	12	investigates	investigate	VERB
ajfa-16782	128	13	the	the	DET
ajfa-16782	128	14	conditional	conditional	ADJ
ajfa-16782	128	15	relations	relation	NOUN
ajfa-16782	128	16	in	in	ADP
ajfa-16782	128	17	the	the	DET
ajfa-16782	128	18	sri	sri	ADJ
ajfa-16782	128	19	lankan	lankan	PROPN
ajfa-16782	128	20	market	market	NOUN
ajfa-16782	128	21	.	.	PUNCT
ajfa-16782	129	1	the	the	DET
ajfa-16782	129	2	study	study	NOUN
ajfa-16782	129	3	finds	find	VERB
ajfa-16782	129	4	that	that	SCONJ
ajfa-16782	129	5	there	there	PRON
ajfa-16782	129	6	is	be	VERB
ajfa-16782	129	7	a	a	DET
ajfa-16782	129	8	significant	significant	ADJ
ajfa-16782	129	9	positive	positive	ADJ
ajfa-16782	129	10	(	(	PUNCT
ajfa-16782	129	11	negative	negative	ADJ
ajfa-16782	129	12	)	)	PUNCT
ajfa-16782	129	13	relationship	relationship	NOUN
ajfa-16782	129	14	between	between	ADP
ajfa-16782	129	15	beta	beta	NOUN
ajfa-16782	129	16	and	and	CCONJ
ajfa-16782	129	17	return	return	VERB
ajfa-16782	129	18	in	in	ADP
ajfa-16782	129	19	up	up	ADP
ajfa-16782	129	20	(	(	PUNCT
ajfa-16782	129	21	down	down	ADJ
ajfa-16782	129	22	)	)	PUNCT
ajfa-16782	129	23	markets	market	NOUN
ajfa-16782	129	24	for	for	ADP
ajfa-16782	129	25	both	both	CCONJ
ajfa-16782	129	26	individual	individual	NOUN
ajfa-16782	129	27	and	and	CCONJ
ajfa-16782	129	28	portfolio	portfolio	NOUN
ajfa-16782	129	29	of	of	ADP
ajfa-16782	129	30	stocks	stock	NOUN
ajfa-16782	129	31	.	.	PUNCT
ajfa-16782	130	1	it	it	PRON
ajfa-16782	130	2	concludes	conclude	VERB
ajfa-16782	130	3	that	that	SCONJ
ajfa-16782	130	4	beta	beta	NOUN
ajfa-16782	130	5	can	can	AUX
ajfa-16782	130	6	not	not	PART
ajfa-16782	130	7	be	be	AUX
ajfa-16782	130	8	rejected	reject	VERB
ajfa-16782	130	9	since	since	SCONJ
ajfa-16782	130	10	it	it	PRON
ajfa-16782	130	11	shows	show	VERB
ajfa-16782	130	12	a	a	DET
ajfa-16782	130	13	significant	significant	ADJ
ajfa-16782	130	14	relationship	relationship	NOUN
ajfa-16782	130	15	subject	subject	ADJ
ajfa-16782	130	16	to	to	ADP
ajfa-16782	130	17	the	the	DET
ajfa-16782	130	18	condition	condition	NOUN
ajfa-16782	130	19	of	of	ADP
ajfa-16782	130	20	the	the	DET
ajfa-16782	130	21	market	market	NOUN
ajfa-16782	130	22	.	.	PUNCT
ajfa-16782	131	1	nimal	nimal	PROPN
ajfa-16782	131	2	and	and	CCONJ
ajfa-16782	131	3	fernando	fernando	PROPN
ajfa-16782	131	4	(	(	PUNCT
ajfa-16782	131	5	2013	2013	NUM
ajfa-16782	131	6	)	)	PUNCT
ajfa-16782	131	7	defends	defend	VERB
ajfa-16782	131	8	the	the	DET
ajfa-16782	131	9	same	same	ADJ
ajfa-16782	131	10	argument	argument	NOUN
ajfa-16782	131	11	in	in	ADP
ajfa-16782	131	12	the	the	DET
ajfa-16782	131	13	continued	continue	VERB
ajfa-16782	131	14	use	use	NOUN
ajfa-16782	131	15	of	of	ADP
ajfa-16782	131	16	beta	beta	NOUN
ajfa-16782	131	17	as	as	ADP
ajfa-16782	131	18	a	a	DET
ajfa-16782	131	19	measure	measure	NOUN
ajfa-16782	131	20	of	of	ADP
ajfa-16782	131	21	systematic	systematic	ADJ
ajfa-16782	131	22	risk	risk	NOUN
ajfa-16782	131	23	in	in	ADP
ajfa-16782	131	24	cse	cse	NOUN
ajfa-16782	131	25	.	.	PUNCT
ajfa-16782	132	1	further	far	ADV
ajfa-16782	132	2	to	to	PART
ajfa-16782	132	3	find	find	VERB
ajfa-16782	132	4	a	a	DET
ajfa-16782	132	5	better	well	ADJ
ajfa-16782	132	6	applicability	applicability	NOUN
ajfa-16782	132	7	of	of	ADP
ajfa-16782	132	8	the	the	DET
ajfa-16782	132	9	slb	slb	PROPN
ajfa-16782	132	10	model	model	NOUN
ajfa-16782	132	11	in	in	ADP
ajfa-16782	132	12	the	the	DET
ajfa-16782	132	13	cse	cse	NOUN
ajfa-16782	132	14	,	,	PUNCT
ajfa-16782	132	15	fernando	fernando	PROPN
ajfa-16782	132	16	and	and	CCONJ
ajfa-16782	132	17	nimal	nimal	PROPN
ajfa-16782	132	18	(	(	PUNCT
ajfa-16782	132	19	2009	2009	NUM
ajfa-16782	132	20	)	)	PUNCT
ajfa-16782	132	21	apply	apply	VERB
ajfa-16782	132	22	two	two	NUM
ajfa-16782	132	23	pass	pass	NOUN
ajfa-16782	132	24	ols	ol	NOUN
ajfa-16782	132	25	regression	regression	NOUN
ajfa-16782	132	26	for	for	ADP
ajfa-16782	132	27	a	a	DET
ajfa-16782	132	28	simulated	simulate	VERB
ajfa-16782	132	29	artificial	artificial	ADJ
ajfa-16782	132	30	market	market	NOUN
ajfa-16782	132	31	.	.	PUNCT
ajfa-16782	133	1	the	the	DET
ajfa-16782	133	2	study	study	NOUN
ajfa-16782	133	3	finds	find	VERB
ajfa-16782	133	4	that	that	SCONJ
ajfa-16782	133	5	two	two	NUM
ajfa-16782	133	6	pass	pass	NOUN
ajfa-16782	133	7	ols	ol	NOUN
ajfa-16782	133	8	regression	regression	NOUN
ajfa-16782	133	9	approach	approach	NOUN
ajfa-16782	133	10	has	have	VERB
ajfa-16782	133	11	merely	merely	ADV
ajfa-16782	133	12	less	less	ADJ
ajfa-16782	133	13	than	than	ADP
ajfa-16782	133	14	ten	ten	NUM
ajfa-16782	133	15	percent	percent	NOUN
ajfa-16782	133	16	possibility	possibility	NOUN
ajfa-16782	133	17	of	of	ADP
ajfa-16782	133	18	detecting	detect	VERB
ajfa-16782	133	19	slb	slb	PROPN
ajfa-16782	133	20	even	even	ADV
ajfa-16782	133	21	when	when	SCONJ
ajfa-16782	133	22	it	it	PRON
ajfa-16782	133	23	exists	exist	VERB
ajfa-16782	133	24	in	in	ADP
ajfa-16782	133	25	the	the	DET
ajfa-16782	133	26	market	market	NOUN
ajfa-16782	133	27	.	.	PUNCT
ajfa-16782	134	1	since	since	SCONJ
ajfa-16782	134	2	power	power	NOUN
ajfa-16782	134	3	of	of	ADP
ajfa-16782	134	4	fama	fama	NOUN
ajfa-16782	134	5	and	and	CCONJ
ajfa-16782	134	6	macbeth	macbeth	PROPN
ajfa-16782	134	7	(	(	PUNCT
ajfa-16782	134	8	1973	1973	NUM
ajfa-16782	134	9	)	)	PUNCT
ajfa-16782	134	10	test	test	NOUN
ajfa-16782	134	11	is	be	AUX
ajfa-16782	134	12	very	very	ADV
ajfa-16782	134	13	low	low	ADJ
ajfa-16782	134	14	the	the	DET
ajfa-16782	134	15	study	study	NOUN
ajfa-16782	134	16	suggests	suggest	VERB
ajfa-16782	134	17	that	that	SCONJ
ajfa-16782	134	18	existing	exist	VERB
ajfa-16782	134	19	empirical	empirical	ADJ
ajfa-16782	134	20	evidence	evidence	NOUN
ajfa-16782	134	21	on	on	ADP
ajfa-16782	134	22	slb	slb	PROPN
ajfa-16782	134	23	using	use	VERB
ajfa-16782	134	24	two	two	NUM
ajfa-16782	134	25	pass	pass	NOUN
ajfa-16782	134	26	ols	ol	NOUN
ajfa-16782	134	27	in	in	ADP
ajfa-16782	134	28	the	the	DET
ajfa-16782	134	29	cse	cse	NOUN
ajfa-16782	134	30	should	should	AUX
ajfa-16782	134	31	be	be	AUX
ajfa-16782	134	32	interpreted	interpret	VERB
ajfa-16782	134	33	with	with	ADP
ajfa-16782	134	34	caution	caution	NOUN
ajfa-16782	134	35	.	.	PUNCT
ajfa-16782	135	1	the	the	DET
ajfa-16782	135	2	study	study	NOUN
ajfa-16782	135	3	suggests	suggest	VERB
ajfa-16782	135	4	more	more	ADV
ajfa-16782	135	5	powerful	powerful	ADJ
ajfa-16782	135	6	tests	test	NOUN
ajfa-16782	135	7	like	like	ADP
ajfa-16782	135	8	gibbons	gibbon	NOUN
ajfa-16782	135	9	,	,	PUNCT
ajfa-16782	135	10	ross	ross	PROPN
ajfa-16782	135	11	,	,	PUNCT
ajfa-16782	135	12	and	and	CCONJ
ajfa-16782	135	13	shanken	shanken	VERB
ajfa-16782	135	14	(	(	PUNCT
ajfa-16782	135	15	grs	grs	PROPN
ajfa-16782	135	16	)	)	PUNCT
ajfa-16782	135	17	(	(	PUNCT
ajfa-16782	135	18	1989	1989	NUM
ajfa-16782	135	19	)	)	PUNCT
ajfa-16782	135	20	in	in	ADP
ajfa-16782	135	21	making	make	VERB
ajfa-16782	135	22	judgments	judgment	NOUN
ajfa-16782	135	23	on	on	ADP
ajfa-16782	135	24	the	the	DET
ajfa-16782	135	25	slb	slb	PROPN
ajfa-16782	135	26	model	model	NOUN
ajfa-16782	135	27	in	in	ADP
ajfa-16782	135	28	sri	sri	PROPN
ajfa-16782	135	29	lanka	lanka	PROPN
ajfa-16782	135	30	.	.	PUNCT
ajfa-16782	136	1	in	in	ADP
ajfa-16782	136	2	neoclassical	neoclassical	ADJ
ajfa-16782	136	3	literature	literature	NOUN
ajfa-16782	136	4	the	the	DET
ajfa-16782	136	5	empirical	empirical	ADJ
ajfa-16782	136	6	evidence	evidence	NOUN
ajfa-16782	136	7	against	against	ADP
ajfa-16782	136	8	the	the	DET
ajfa-16782	136	9	slb	slb	PROPN
ajfa-16782	136	10	model	model	NOUN
ajfa-16782	136	11	led	lead	VERB
ajfa-16782	136	12	to	to	ADP
ajfa-16782	136	13	the	the	DET
ajfa-16782	136	14	development	development	NOUN
ajfa-16782	136	15	of	of	ADP
ajfa-16782	136	16	new	new	ADJ
ajfa-16782	136	17	theoretical	theoretical	ADJ
ajfa-16782	136	18	arguments	argument	NOUN
ajfa-16782	136	19	(	(	PUNCT
ajfa-16782	136	20	ross	ross	PROPN
ajfa-16782	136	21	,	,	PUNCT
ajfa-16782	136	22	1976	1976	NUM
ajfa-16782	136	23	;	;	PUNCT
ajfa-16782	136	24	chen	chen	PROPN
ajfa-16782	136	25	et	et	PROPN
ajfa-16782	136	26	al	al	PROPN
ajfa-16782	136	27	.	.	PROPN
ajfa-16782	136	28	,	,	PUNCT
ajfa-16782	136	29	1986	1986	NUM
ajfa-16782	136	30	)	)	PUNCT
ajfa-16782	136	31	in	in	ADP
ajfa-16782	136	32	the	the	DET
ajfa-16782	136	33	form	form	NOUN
ajfa-16782	136	34	of	of	ADP
ajfa-16782	136	35	factor	factor	NOUN
ajfa-16782	136	36	models	model	NOUN
ajfa-16782	136	37	to	to	PART
ajfa-16782	136	38	explain	explain	VERB
ajfa-16782	136	39	stock	stock	NOUN
ajfa-16782	136	40	returns	return	NOUN
ajfa-16782	136	41	.	.	PUNCT
ajfa-16782	137	1	the	the	DET
ajfa-16782	137	2	table	table	NOUN
ajfa-16782	137	3	3	3	NUM
ajfa-16782	137	4	depicts	depict	VERB
ajfa-16782	137	5	the	the	DET
ajfa-16782	137	6	evidence	evidence	NOUN
ajfa-16782	137	7	on	on	ADP
ajfa-16782	137	8	factor	factor	NOUN
ajfa-16782	137	9	models	model	NOUN
ajfa-16782	137	10	in	in	ADP
ajfa-16782	137	11	asset	asset	NOUN
ajfa-16782	137	12	pricing	pricing	NOUN
ajfa-16782	137	13	employed	employ	VERB
ajfa-16782	137	14	in	in	ADP
ajfa-16782	137	15	the	the	DET
ajfa-16782	137	16	sri	sri	ADJ
ajfa-16782	137	17	lankan	lankan	PROPN
ajfa-16782	137	18	market	market	NOUN
ajfa-16782	137	19	.	.	PUNCT
ajfa-16782	138	1	gunasekarage	gunasekarage	NOUN
ajfa-16782	138	2	et	et	PROPN
ajfa-16782	138	3	al	al	PROPN
ajfa-16782	138	4	.	.	PROPN
ajfa-16782	139	1	(	(	PUNCT
ajfa-16782	139	2	2004	2004	NUM
ajfa-16782	139	3	)	)	PUNCT
ajfa-16782	139	4	find	find	VERB
ajfa-16782	139	5	that	that	SCONJ
ajfa-16782	139	6	the	the	DET
ajfa-16782	139	7	shocks	shock	NOUN
ajfa-16782	139	8	to	to	ADP
ajfa-16782	139	9	economic	economic	ADJ
ajfa-16782	139	10	variables	variable	NOUN
ajfa-16782	139	11	explain	explain	VERB
ajfa-16782	139	12	only	only	ADV
ajfa-16782	139	13	a	a	DET
ajfa-16782	139	14	minority	minority	NOUN
ajfa-16782	139	15	of	of	ADP
ajfa-16782	139	16	the	the	DET
ajfa-16782	139	17	forecast	forecast	NOUN
ajfa-16782	139	18	variance	variance	NOUN
ajfa-16782	139	19	error	error	NOUN
ajfa-16782	139	20	of	of	ADP
ajfa-16782	139	21	the	the	DET
ajfa-16782	139	22	market	market	NOUN
ajfa-16782	139	23	index	index	NOUN
ajfa-16782	139	24	asian	asian	ADJ
ajfa-16782	139	25	journal	journal	NOUN
ajfa-16782	139	26	of	of	ADP
ajfa-16782	139	27	finance	finance	PROPN
ajfa-16782	139	28	&	&	CCONJ
ajfa-16782	139	29	accounting	accounting	PROPN
ajfa-16782	139	30	issn	issn	PROPN
ajfa-16782	139	31	1946	1946	NUM
ajfa-16782	139	32	-	-	PUNCT
ajfa-16782	139	33	052x	052x	NOUN
ajfa-16782	139	34	2020	2020	NUM
ajfa-16782	139	35	,	,	PUNCT
ajfa-16782	139	36	vol	vol	NOUN
ajfa-16782	139	37	.	.	PROPN
ajfa-16782	139	38	12	12	NUM
ajfa-16782	139	39	,	,	PUNCT
ajfa-16782	139	40	no	no	INTJ
ajfa-16782	139	41	.	.	NOUN
ajfa-16782	139	42	2	2	NUM
ajfa-16782	139	43	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	139	44	47	47	NUM
ajfa-16782	139	45	of	of	ADP
ajfa-16782	139	46	sri	sri	PROPN
ajfa-16782	139	47	lanka	lanka	PROPN
ajfa-16782	139	48	and	and	CCONJ
ajfa-16782	139	49	that	that	SCONJ
ajfa-16782	139	50	the	the	DET
ajfa-16782	139	51	affects	affect	NOUN
ajfa-16782	139	52	did	do	AUX
ajfa-16782	139	53	not	not	PART
ajfa-16782	139	54	persist	persist	VERB
ajfa-16782	139	55	in	in	ADP
ajfa-16782	139	56	the	the	DET
ajfa-16782	139	57	long	long	ADJ
ajfa-16782	139	58	run	run	NOUN
ajfa-16782	139	59	.	.	PUNCT
ajfa-16782	140	1	menike	menike	PROPN
ajfa-16782	140	2	et	et	PROPN
ajfa-16782	140	3	al	al	PROPN
ajfa-16782	140	4	.	.	PROPN
ajfa-16782	141	1	(	(	PUNCT
ajfa-16782	141	2	2015	2015	NUM
ajfa-16782	141	3	)	)	PUNCT
ajfa-16782	141	4	find	find	VERB
ajfa-16782	141	5	that	that	SCONJ
ajfa-16782	141	6	stock	stock	NOUN
ajfa-16782	141	7	prices	price	NOUN
ajfa-16782	141	8	in	in	ADP
ajfa-16782	141	9	sri	sri	PROPN
ajfa-16782	141	10	lanka	lanka	PROPN
ajfa-16782	141	11	are	be	AUX
ajfa-16782	141	12	sensitive	sensitive	ADJ
ajfa-16782	141	13	to	to	ADP
ajfa-16782	141	14	both	both	PRON
ajfa-16782	141	15	firm	firm	ADJ
ajfa-16782	141	16	level	level	NOUN
ajfa-16782	141	17	variables	variable	NOUN
ajfa-16782	141	18	and	and	CCONJ
ajfa-16782	141	19	changes	change	NOUN
ajfa-16782	141	20	in	in	ADP
ajfa-16782	141	21	macroeconomic	macroeconomic	ADJ
ajfa-16782	141	22	fundamentals	fundamental	NOUN
ajfa-16782	141	23	.	.	PUNCT
ajfa-16782	142	1	furthermore	furthermore	ADV
ajfa-16782	142	2	,	,	PUNCT
ajfa-16782	142	3	kongahawatte	kongahawatte	NOUN
ajfa-16782	142	4	and	and	CCONJ
ajfa-16782	142	5	nimal	nimal	PROPN
ajfa-16782	142	6	(	(	PUNCT
ajfa-16782	142	7	2015	2015	NUM
ajfa-16782	142	8	)	)	PUNCT
ajfa-16782	142	9	table	table	NOUN
ajfa-16782	142	10	2	2	NUM
ajfa-16782	142	11	.	.	PUNCT
ajfa-16782	143	1	the	the	DET
ajfa-16782	143	2	relationship	relationship	NOUN
ajfa-16782	143	3	between	between	ADP
ajfa-16782	143	4	explanatory	explanatory	ADJ
ajfa-16782	143	5	factors	factor	NOUN
ajfa-16782	143	6	and	and	CCONJ
ajfa-16782	143	7	stock	stock	NOUN
ajfa-16782	143	8	returns	return	NOUN
ajfa-16782	143	9	in	in	ADP
ajfa-16782	143	10	sri	sri	PROPN
ajfa-16782	143	11	lanka	lanka	PROPN
ajfa-16782	143	12	19972017	19972017	NUM
ajfa-16782	143	13	the	the	DET
ajfa-16782	143	14	table	table	NOUN
ajfa-16782	143	15	depicts	depict	VERB
ajfa-16782	143	16	tests	test	NOUN
ajfa-16782	143	17	of	of	ADP
ajfa-16782	143	18	asset	asset	NOUN
ajfa-16782	143	19	pricing	pricing	NOUN
ajfa-16782	143	20	in	in	ADP
ajfa-16782	143	21	the	the	DET
ajfa-16782	143	22	sri	sri	ADJ
ajfa-16782	143	23	lankan	lankan	PROPN
ajfa-16782	143	24	market	market	NOUN
ajfa-16782	143	25	from	from	ADP
ajfa-16782	143	26	1997	1997	NUM
ajfa-16782	143	27	to	to	ADP
ajfa-16782	143	28	2017	2017	NUM
ajfa-16782	143	29	.	.	PUNCT
ajfa-16782	144	1	the	the	DET
ajfa-16782	144	2	first	first	ADJ
ajfa-16782	144	3	column	column	NOUN
ajfa-16782	144	4	is	be	AUX
ajfa-16782	144	5	the	the	DET
ajfa-16782	144	6	reference	reference	NOUN
ajfa-16782	144	7	of	of	ADP
ajfa-16782	144	8	the	the	DET
ajfa-16782	144	9	empirical	empirical	ADJ
ajfa-16782	144	10	investigation	investigation	NOUN
ajfa-16782	144	11	and	and	CCONJ
ajfa-16782	144	12	the	the	DET
ajfa-16782	144	13	second	second	NOUN
ajfa-16782	144	14	is	be	AUX
ajfa-16782	144	15	the	the	DET
ajfa-16782	144	16	period	period	NOUN
ajfa-16782	144	17	of	of	ADP
ajfa-16782	144	18	the	the	DET
ajfa-16782	144	19	study	study	NOUN
ajfa-16782	144	20	.	.	PUNCT
ajfa-16782	145	1	the	the	DET
ajfa-16782	145	2	methodology	methodology	NOUN
ajfa-16782	145	3	applied	apply	VERB
ajfa-16782	145	4	is	be	AUX
ajfa-16782	145	5	in	in	ADP
ajfa-16782	145	6	the	the	DET
ajfa-16782	145	7	third	third	ADJ
ajfa-16782	145	8	column	column	NOUN
ajfa-16782	145	9	.	.	PUNCT
ajfa-16782	146	1	then	then	ADV
ajfa-16782	146	2	the	the	DET
ajfa-16782	146	3	relationship	relationship	NOUN
ajfa-16782	146	4	of	of	ADP
ajfa-16782	146	5	beta	beta	NOUN
ajfa-16782	146	6	,	,	PUNCT
ajfa-16782	146	7	be	be	AUX
ajfa-16782	146	8	/	/	SYM
ajfa-16782	146	9	me	i	PRON
ajfa-16782	146	10	,	,	PUNCT
ajfa-16782	146	11	size	size	NOUN
ajfa-16782	146	12	,	,	PUNCT
ajfa-16782	146	13	e	e	NOUN
ajfa-16782	146	14	/	/	SYM
ajfa-16782	146	15	p	p	NOUN
ajfa-16782	146	16	,	,	PUNCT
ajfa-16782	146	17	leverage	leverage	NOUN
ajfa-16782	146	18	and	and	CCONJ
ajfa-16782	146	19	liquidity	liquidity	NOUN
ajfa-16782	146	20	are	be	AUX
ajfa-16782	146	21	depicted	depict	VERB
ajfa-16782	146	22	.	.	PUNCT
ajfa-16782	147	1	when	when	SCONJ
ajfa-16782	147	2	a	a	DET
ajfa-16782	147	3	specific	specific	ADJ
ajfa-16782	147	4	variable	variable	NOUN
ajfa-16782	147	5	is	be	AUX
ajfa-16782	147	6	not	not	PART
ajfa-16782	147	7	tested	test	VERB
ajfa-16782	147	8	in	in	ADP
ajfa-16782	147	9	the	the	DET
ajfa-16782	147	10	relevant	relevant	ADJ
ajfa-16782	147	11	investigation	investigation	NOUN
ajfa-16782	147	12	it	it	PRON
ajfa-16782	147	13	is	be	AUX
ajfa-16782	147	14	marked	mark	VERB
ajfa-16782	147	15	(	(	PUNCT
ajfa-16782	147	16	-	-	INTJ
ajfa-16782	147	17	)	)	PUNCT
ajfa-16782	147	18	.	.	PUNCT
ajfa-16782	148	1	study	study	VERB
ajfa-16782	148	2	whether	whether	SCONJ
ajfa-16782	148	3	systematic	systematic	ADJ
ajfa-16782	148	4	risk	risk	NOUN
ajfa-16782	148	5	factors	factor	NOUN
ajfa-16782	148	6	;	;	PUNCT
ajfa-16782	148	7	size	size	NOUN
ajfa-16782	148	8	and	and	CCONJ
ajfa-16782	148	9	be	be	AUX
ajfa-16782	148	10	/	/	SYM
ajfa-16782	148	11	me	i	PRON
ajfa-16782	148	12	anomalies	anomaly	NOUN
ajfa-16782	148	13	can	can	AUX
ajfa-16782	148	14	be	be	AUX
ajfa-16782	148	15	subsumed	subsume	VERB
ajfa-16782	148	16	through	through	ADP
ajfa-16782	148	17	macro	macro	ADJ
ajfa-16782	148	18	-	-	ADJ
ajfa-16782	148	19	economic	economic	ADJ
ajfa-16782	148	20	factors	factor	NOUN
ajfa-16782	148	21	in	in	ADP
ajfa-16782	148	22	the	the	DET
ajfa-16782	148	23	cse	cse	NOUN
ajfa-16782	148	24	.	.	PUNCT
ajfa-16782	149	1	the	the	DET
ajfa-16782	149	2	study	study	NOUN
ajfa-16782	149	3	finds	find	VERB
ajfa-16782	149	4	that	that	DET
ajfa-16782	149	5	size	size	NOUN
ajfa-16782	149	6	and	and	CCONJ
ajfa-16782	149	7	be	be	AUX
ajfa-16782	149	8	/	/	SYM
ajfa-16782	149	9	me	i	PRON
ajfa-16782	149	10	become	become	VERB
ajfa-16782	149	11	insignificant	insignificant	ADJ
ajfa-16782	149	12	with	with	ADP
ajfa-16782	149	13	the	the	DET
ajfa-16782	149	14	inclusion	inclusion	NOUN
ajfa-16782	149	15	of	of	ADP
ajfa-16782	149	16	macro	macro	ADJ
ajfa-16782	149	17	factors	factor	NOUN
ajfa-16782	149	18	and	and	CCONJ
ajfa-16782	149	19	that	that	SCONJ
ajfa-16782	149	20	the	the	DET
ajfa-16782	149	21	effect	effect	NOUN
ajfa-16782	149	22	of	of	ADP
ajfa-16782	149	23	macroeconomic	macroeconomic	ADJ
ajfa-16782	149	24	variables	variable	NOUN
ajfa-16782	149	25	are	be	AUX
ajfa-16782	149	26	temporary	temporary	ADJ
ajfa-16782	149	27	in	in	ADP
ajfa-16782	149	28	sri	sri	PROPN
ajfa-16782	149	29	lanka	lanka	PROPN
ajfa-16782	149	30	unlike	unlike	ADP
ajfa-16782	149	31	studies	study	NOUN
ajfa-16782	149	32	such	such	ADJ
ajfa-16782	149	33	as	as	ADP
ajfa-16782	149	34	chen	chen	PROPN
ajfa-16782	149	35	(	(	PUNCT
ajfa-16782	149	36	1986	1986	NUM
ajfa-16782	149	37	)	)	PUNCT
ajfa-16782	149	38	.	.	PUNCT
ajfa-16782	150	1	atheoritical	atheoritical	ADJ
ajfa-16782	150	2	asset	asset	NOUN
ajfa-16782	150	3	pricing	pricing	NOUN
ajfa-16782	150	4	models	model	NOUN
ajfa-16782	150	5	argue	argue	VERB
ajfa-16782	150	6	that	that	SCONJ
ajfa-16782	150	7	anomalies	anomaly	NOUN
ajfa-16782	150	8	in	in	ADP
ajfa-16782	150	9	asset	asset	NOUN
ajfa-16782	150	10	pricing	pricing	NOUN
ajfa-16782	150	11	can	can	AUX
ajfa-16782	150	12	be	be	AUX
ajfa-16782	150	13	described	describe	VERB
ajfa-16782	150	14	through	through	ADP
ajfa-16782	150	15	parsimonious	parsimonious	ADJ
ajfa-16782	150	16	multifactor	multifactor	NOUN
ajfa-16782	150	17	models	model	NOUN
ajfa-16782	150	18	,	,	PUNCT
ajfa-16782	150	19	where	where	SCONJ
ajfa-16782	150	20	the	the	DET
ajfa-16782	150	21	factors	factor	NOUN
ajfa-16782	150	22	are	be	AUX
ajfa-16782	150	23	chosen	choose	VERB
ajfa-16782	150	24	to	to	PART
ajfa-16782	150	25	fit	fit	VERB
ajfa-16782	150	26	the	the	DET
ajfa-16782	150	27	empirical	empirical	ADJ
ajfa-16782	150	28	evidence	evidence	NOUN
ajfa-16782	150	29	(	(	PUNCT
ajfa-16782	150	30	campbell	campbell	PROPN
ajfa-16782	150	31	,	,	PUNCT
ajfa-16782	150	32	2000	2000	NUM
ajfa-16782	150	33	)	)	PUNCT
ajfa-16782	150	34	.	.	PUNCT
ajfa-16782	151	1	table	table	NOUN
ajfa-16782	151	2	3	3	NUM
ajfa-16782	151	3	shows	show	VERB
ajfa-16782	151	4	the	the	DET
ajfa-16782	151	5	findings	finding	NOUN
ajfa-16782	151	6	of	of	ADP
ajfa-16782	151	7	atheoritical	atheoritical	ADJ
ajfa-16782	151	8	factor	factor	NOUN
ajfa-16782	151	9	models	model	NOUN
ajfa-16782	151	10	;	;	PUNCT
ajfa-16782	151	11	ff3fm	ff3fm	NUM
ajfa-16782	151	12	(	(	PUNCT
ajfa-16782	151	13	1993	1993	NUM
ajfa-16782	151	14	)	)	PUNCT
ajfa-16782	151	15	,	,	PUNCT
ajfa-16782	151	16	c4fm	c4fm	X
ajfa-16782	151	17	(	(	PUNCT
ajfa-16782	151	18	1997	1997	NUM
ajfa-16782	151	19	)	)	PUNCT
ajfa-16782	151	20	and	and	CCONJ
ajfa-16782	151	21	ff5fm	ff5fm	ADJ
ajfa-16782	151	22	(	(	PUNCT
ajfa-16782	151	23	2015	2015	NUM
ajfa-16782	151	24	)	)	PUNCT
ajfa-16782	151	25	that	that	PRON
ajfa-16782	151	26	are	be	AUX
ajfa-16782	151	27	empirically	empirically	ADV
ajfa-16782	151	28	tested	test	VERB
ajfa-16782	151	29	in	in	ADP
ajfa-16782	151	30	the	the	DET
ajfa-16782	151	31	sri	sri	ADJ
ajfa-16782	151	32	lankan	lankan	PROPN
ajfa-16782	151	33	market	market	NOUN
ajfa-16782	151	34	.	.	PUNCT
ajfa-16782	152	1	nanayakkara	nanayakkara	NOUN
ajfa-16782	152	2	(	(	PUNCT
ajfa-16782	152	3	2008	2008	NUM
ajfa-16782	152	4	)	)	PUNCT
ajfa-16782	152	5	tests	test	VERB
ajfa-16782	152	6	ff3fm	ff3fm	NUM
ajfa-16782	152	7	(	(	PUNCT
ajfa-16782	152	8	1993	1993	NUM
ajfa-16782	152	9	)	)	PUNCT
ajfa-16782	152	10	and	and	CCONJ
ajfa-16782	152	11	establishes	establish	VERB
ajfa-16782	152	12	that	that	DET
ajfa-16782	152	13	market	market	NOUN
ajfa-16782	152	14	,	,	PUNCT
ajfa-16782	152	15	size	size	NOUN
ajfa-16782	152	16	and	and	CCONJ
ajfa-16782	152	17	be	be	AUX
ajfa-16782	152	18	/	/	SYM
ajfa-16782	152	19	me	i	PRON
ajfa-16782	152	20	factors	factor	NOUN
ajfa-16782	152	21	collectively	collectively	ADV
ajfa-16782	152	22	capture	capture	VERB
ajfa-16782	152	23	much	much	ADJ
ajfa-16782	152	24	of	of	ADP
ajfa-16782	152	25	the	the	DET
ajfa-16782	152	26	variation	variation	NOUN
ajfa-16782	152	27	of	of	ADP
ajfa-16782	152	28	stock	stock	NOUN
ajfa-16782	152	29	returns	return	NOUN
ajfa-16782	152	30	in	in	ADP
ajfa-16782	152	31	the	the	DET
ajfa-16782	152	32	cse	cse	NOUN
ajfa-16782	152	33	than	than	SCONJ
ajfa-16782	152	34	the	the	DET
ajfa-16782	152	35	single	single	ADJ
ajfa-16782	152	36	factor	factor	NOUN
ajfa-16782	152	37	,	,	PUNCT
ajfa-16782	152	38	beta	beta	NOUN
ajfa-16782	152	39	.	.	PUNCT
ajfa-16782	152	40	senevirathna	senevirathna	PROPN
ajfa-16782	152	41	and	and	CCONJ
ajfa-16782	152	42	nimal	nimal	PROPN
ajfa-16782	152	43	(	(	PUNCT
ajfa-16782	152	44	2009	2009	NUM
ajfa-16782	152	45	)	)	PUNCT
ajfa-16782	152	46	test	test	NOUN
ajfa-16782	152	47	the	the	DET
ajfa-16782	152	48	economic	economic	ADJ
ajfa-16782	152	49	rationale	rationale	NOUN
ajfa-16782	152	50	behind	behind	ADP
ajfa-16782	152	51	the	the	DET
ajfa-16782	152	52	ff3fm	ff3fm	NOUN
ajfa-16782	152	53	through	through	ADP
ajfa-16782	152	54	the	the	DET
ajfa-16782	152	55	characteristics	characteristic	NOUN
ajfa-16782	152	56	of	of	ADP
ajfa-16782	152	57	size	size	NOUN
ajfa-16782	152	58	and	and	CCONJ
ajfa-16782	152	59	be	be	AUX
ajfa-16782	152	60	/	/	SYM
ajfa-16782	152	61	me	i	PRON
ajfa-16782	152	62	factors	factor	VERB
ajfa-16782	152	63	similar	similar	ADJ
ajfa-16782	152	64	to	to	ADP
ajfa-16782	152	65	the	the	DET
ajfa-16782	152	66	argument	argument	NOUN
ajfa-16782	152	67	built	build	VERB
ajfa-16782	152	68	by	by	ADP
ajfa-16782	152	69	fama	fama	NOUN
ajfa-16782	152	70	and	and	CCONJ
ajfa-16782	152	71	french	french	ADJ
ajfa-16782	152	72	(	(	PUNCT
ajfa-16782	152	73	1995	1995	NUM
ajfa-16782	152	74	)	)	PUNCT
ajfa-16782	152	75	.	.	PUNCT
ajfa-16782	153	1	it	it	PRON
ajfa-16782	153	2	finds	find	VERB
ajfa-16782	153	3	mixed	mixed	ADJ
ajfa-16782	153	4	evidence	evidence	NOUN
ajfa-16782	153	5	for	for	ADP
ajfa-16782	153	6	the	the	DET
ajfa-16782	153	7	three	three	NUM
ajfa-16782	153	8	factors	factor	NOUN
ajfa-16782	153	9	when	when	SCONJ
ajfa-16782	153	10	explaining	explain	VERB
ajfa-16782	153	11	company	company	NOUN
ajfa-16782	153	12	earnings	earning	NOUN
ajfa-16782	153	13	and	and	CCONJ
ajfa-16782	153	14	it	it	PRON
ajfa-16782	153	15	does	do	AUX
ajfa-16782	153	16	not	not	PART
ajfa-16782	153	17	find	find	VERB
ajfa-16782	153	18	any	any	DET
ajfa-16782	153	19	reliable	reliable	ADJ
ajfa-16782	153	20	link	link	NOUN
ajfa-16782	153	21	between	between	ADP
ajfa-16782	153	22	common	common	ADJ
ajfa-16782	153	23	risk	risk	NOUN
ajfa-16782	153	24	factors	factor	NOUN
ajfa-16782	153	25	in	in	ADP
ajfa-16782	153	26	earnings	earning	NOUN
ajfa-16782	153	27	and	and	CCONJ
ajfa-16782	153	28	stock	stock	NOUN
ajfa-16782	153	29	returns	return	NOUN
ajfa-16782	153	30	.	.	PUNCT
ajfa-16782	154	1	the	the	DET
ajfa-16782	154	2	most	most	ADV
ajfa-16782	154	3	crucial	crucial	ADJ
ajfa-16782	154	4	finding	finding	NOUN
ajfa-16782	154	5	of	of	ADP
ajfa-16782	154	6	the	the	DET
ajfa-16782	154	7	study	study	NOUN
ajfa-16782	154	8	is	be	AUX
ajfa-16782	154	9	that	that	SCONJ
ajfa-16782	154	10	;	;	PUNCT
ajfa-16782	154	11	though	though	SCONJ
ajfa-16782	154	12	the	the	DET
ajfa-16782	154	13	three	three	NUM
ajfa-16782	154	14	factors	factor	NOUN
ajfa-16782	154	15	capture	capture	VERB
ajfa-16782	154	16	much	much	ADJ
ajfa-16782	154	17	of	of	ADP
ajfa-16782	154	18	the	the	DET
ajfa-16782	154	19	variation	variation	NOUN
ajfa-16782	154	20	in	in	ADP
ajfa-16782	154	21	returns	return	NOUN
ajfa-16782	154	22	,	,	PUNCT
ajfa-16782	154	23	it	it	PRON
ajfa-16782	154	24	is	be	AUX
ajfa-16782	154	25	the	the	DET
ajfa-16782	154	26	market	market	NOUN
ajfa-16782	154	27	factor	factor	NOUN
ajfa-16782	154	28	that	that	PRON
ajfa-16782	154	29	captures	capture	VERB
ajfa-16782	154	30	most	most	ADJ
ajfa-16782	154	31	of	of	ADP
ajfa-16782	154	32	the	the	DET
ajfa-16782	154	33	variation	variation	NOUN
ajfa-16782	154	34	.	.	PUNCT
ajfa-16782	155	1	asian	asian	ADJ
ajfa-16782	155	2	journal	journal	PROPN
ajfa-16782	155	3	of	of	ADP
ajfa-16782	155	4	finance	finance	PROPN
ajfa-16782	155	5	&	&	CCONJ
ajfa-16782	155	6	accounting	accounting	PROPN
ajfa-16782	155	7	issn	issn	PROPN
ajfa-16782	155	8	1946	1946	NUM
ajfa-16782	155	9	-	-	PUNCT
ajfa-16782	155	10	052x	052x	NOUN
ajfa-16782	155	11	2020	2020	NUM
ajfa-16782	155	12	,	,	PUNCT
ajfa-16782	155	13	vol	vol	NOUN
ajfa-16782	155	14	.	.	PROPN
ajfa-16782	155	15	12	12	NUM
ajfa-16782	155	16	,	,	PUNCT
ajfa-16782	155	17	no	no	INTJ
ajfa-16782	155	18	.	.	NOUN
ajfa-16782	155	19	2	2	NUM
ajfa-16782	155	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	155	21	48	48	NUM
ajfa-16782	155	22	dayaratne	dayaratne	NOUN
ajfa-16782	155	23	(	(	PUNCT
ajfa-16782	155	24	2010	2010	NUM
ajfa-16782	155	25	)	)	PUNCT
ajfa-16782	155	26	compares	compare	VERB
ajfa-16782	155	27	capm	capm	PROPN
ajfa-16782	155	28	and	and	CCONJ
ajfa-16782	155	29	ff3fm	ff3fm	NOUN
ajfa-16782	155	30	in	in	ADP
ajfa-16782	155	31	predicting	predict	VERB
ajfa-16782	155	32	stock	stock	NOUN
ajfa-16782	155	33	returns	return	NOUN
ajfa-16782	155	34	during	during	ADP
ajfa-16782	155	35	the	the	DET
ajfa-16782	155	36	market	market	NOUN
ajfa-16782	155	37	crisis	crisis	NOUN
ajfa-16782	155	38	and	and	CCONJ
ajfa-16782	155	39	non	non	ADJ
ajfa-16782	155	40	-	-	ADJ
ajfa-16782	155	41	crisis	crisis	ADJ
ajfa-16782	155	42	periods	period	NOUN
ajfa-16782	155	43	,	,	PUNCT
ajfa-16782	155	44	and	and	CCONJ
ajfa-16782	155	45	concludes	conclude	VERB
ajfa-16782	155	46	that	that	SCONJ
ajfa-16782	155	47	three	three	NUM
ajfa-16782	155	48	factor	factor	NOUN
ajfa-16782	155	49	model	model	NOUN
ajfa-16782	155	50	is	be	AUX
ajfa-16782	155	51	a	a	DET
ajfa-16782	155	52	better	well	ADJ
ajfa-16782	155	53	model	model	NOUN
ajfa-16782	155	54	in	in	ADP
ajfa-16782	155	55	capturing	capture	VERB
ajfa-16782	155	56	the	the	DET
ajfa-16782	155	57	variations	variation	NOUN
ajfa-16782	155	58	in	in	ADP
ajfa-16782	155	59	return	return	NOUN
ajfa-16782	155	60	during	during	ADP
ajfa-16782	155	61	both	both	DET
ajfa-16782	155	62	crisis	crisis	NOUN
ajfa-16782	155	63	and	and	CCONJ
ajfa-16782	155	64	non	non	ADJ
ajfa-16782	155	65	-	-	ADJ
ajfa-16782	155	66	crisis	crisis	ADJ
ajfa-16782	155	67	periods	period	NOUN
ajfa-16782	155	68	.	.	PUNCT
ajfa-16782	156	1	randeniya	randeniya	NOUN
ajfa-16782	156	2	and	and	CCONJ
ajfa-16782	156	3	wijerathna	wijerathna	NOUN
ajfa-16782	156	4	(	(	PUNCT
ajfa-16782	156	5	2012	2012	NUM
ajfa-16782	156	6	)	)	PUNCT
ajfa-16782	156	7	compare	compare	VERB
ajfa-16782	156	8	capm	capm	PROPN
ajfa-16782	156	9	and	and	CCONJ
ajfa-16782	156	10	ff3fm	ff3fm	NOUN
ajfa-16782	156	11	to	to	PART
ajfa-16782	156	12	find	find	VERB
ajfa-16782	156	13	whether	whether	SCONJ
ajfa-16782	156	14	these	these	DET
ajfa-16782	156	15	risk	risk	NOUN
ajfa-16782	156	16	factors	factor	NOUN
ajfa-16782	156	17	can	can	AUX
ajfa-16782	156	18	capture	capture	VERB
ajfa-16782	156	19	the	the	DET
ajfa-16782	156	20	different	different	ADJ
ajfa-16782	156	21	characteristics	characteristic	NOUN
ajfa-16782	156	22	of	of	ADP
ajfa-16782	156	23	the	the	DET
ajfa-16782	156	24	market	market	NOUN
ajfa-16782	156	25	before	before	ADP
ajfa-16782	156	26	and	and	CCONJ
ajfa-16782	156	27	after	after	ADP
ajfa-16782	156	28	the	the	DET
ajfa-16782	156	29	war	war	NOUN
ajfa-16782	156	30	in	in	ADP
ajfa-16782	156	31	sri	sri	PROPN
ajfa-16782	156	32	lanka	lanka	PROPN
ajfa-16782	156	33	.	.	PUNCT
ajfa-16782	157	1	they	they	PRON
ajfa-16782	157	2	find	find	VERB
ajfa-16782	157	3	that	that	SCONJ
ajfa-16782	157	4	small	small	ADJ
ajfa-16782	157	5	capitalisation	capitalisation	NOUN
ajfa-16782	157	6	,	,	PUNCT
ajfa-16782	157	7	high	high	ADJ
ajfa-16782	157	8	be	be	AUX
ajfa-16782	157	9	/	/	PRON
ajfa-16782	157	10	me	i	PRON
ajfa-16782	157	11	stocks	stock	NOUN
ajfa-16782	157	12	tend	tend	VERB
ajfa-16782	157	13	to	to	PART
ajfa-16782	157	14	outperform	outperform	VERB
ajfa-16782	157	15	the	the	DET
ajfa-16782	157	16	market	market	NOUN
ajfa-16782	157	17	,	,	PUNCT
ajfa-16782	157	18	and	and	CCONJ
ajfa-16782	157	19	their	their	PRON
ajfa-16782	157	20	study	study	NOUN
ajfa-16782	157	21	suggests	suggest	VERB
ajfa-16782	157	22	ff3fm	ff3fm	NOUN
ajfa-16782	157	23	is	be	AUX
ajfa-16782	157	24	better	well	ADJ
ajfa-16782	157	25	than	than	ADP
ajfa-16782	157	26	capm	capm	PROPN
ajfa-16782	157	27	during	during	ADP
ajfa-16782	157	28	the	the	DET
ajfa-16782	157	29	period	period	NOUN
ajfa-16782	157	30	,	,	PUNCT
ajfa-16782	157	31	but	but	CCONJ
ajfa-16782	157	32	the	the	DET
ajfa-16782	157	33	explanatory	explanatory	ADJ
ajfa-16782	157	34	power	power	NOUN
ajfa-16782	157	35	of	of	ADP
ajfa-16782	157	36	the	the	DET
ajfa-16782	157	37	model	model	NOUN
ajfa-16782	157	38	is	be	AUX
ajfa-16782	157	39	low	low	ADJ
ajfa-16782	157	40	compared	compare	VERB
ajfa-16782	157	41	to	to	ADP
ajfa-16782	157	42	the	the	DET
ajfa-16782	157	43	findings	finding	NOUN
ajfa-16782	157	44	of	of	ADP
ajfa-16782	157	45	developed	develop	VERB
ajfa-16782	157	46	markets	market	NOUN
ajfa-16782	157	47	.	.	PUNCT
ajfa-16782	158	1	in	in	ADP
ajfa-16782	158	2	1993	1993	NUM
ajfa-16782	158	3	jegadeesh	jegadeesh	NOUN
ajfa-16782	158	4	and	and	CCONJ
ajfa-16782	158	5	titman	titman	NOUN
ajfa-16782	158	6	find	find	VERB
ajfa-16782	158	7	evidence	evidence	NOUN
ajfa-16782	158	8	of	of	ADP
ajfa-16782	158	9	momentum	momentum	NOUN
ajfa-16782	158	10	where	where	SCONJ
ajfa-16782	158	11	stocks	stock	NOUN
ajfa-16782	158	12	that	that	PRON
ajfa-16782	158	13	perform	perform	VERB
ajfa-16782	158	14	the	the	DET
ajfa-16782	158	15	best	good	ADJ
ajfa-16782	158	16	(	(	PUNCT
ajfa-16782	158	17	worst	bad	ADJ
ajfa-16782	158	18	)	)	PUNCT
ajfa-16782	158	19	over	over	ADP
ajfa-16782	158	20	a	a	DET
ajfa-16782	158	21	three	three	NUM
ajfa-16782	158	22	to	to	PART
ajfa-16782	158	23	twelve	twelve	NUM
ajfa-16782	158	24	months	month	NOUN
ajfa-16782	158	25	period	period	NOUN
ajfa-16782	158	26	tend	tend	VERB
ajfa-16782	158	27	to	to	PART
ajfa-16782	158	28	continue	continue	VERB
ajfa-16782	158	29	to	to	PART
ajfa-16782	158	30	perform	perform	VERB
ajfa-16782	158	31	well	well	ADV
ajfa-16782	158	32	(	(	PUNCT
ajfa-16782	158	33	poorly	poorly	ADV
ajfa-16782	158	34	)	)	PUNCT
ajfa-16782	158	35	over	over	ADP
ajfa-16782	158	36	subsequent	subsequent	ADJ
ajfa-16782	158	37	three	three	NUM
ajfa-16782	158	38	to	to	PART
ajfa-16782	158	39	twelve	twelve	NUM
ajfa-16782	158	40	months	month	NOUN
ajfa-16782	158	41	and	and	CCONJ
ajfa-16782	158	42	that	that	SCONJ
ajfa-16782	158	43	the	the	DET
ajfa-16782	158	44	momentum	momentum	NOUN
ajfa-16782	158	45	strategies	strategy	NOUN
ajfa-16782	158	46	are	be	AUX
ajfa-16782	158	47	consitently	consitently	ADV
ajfa-16782	158	48	profitable	profitable	ADJ
ajfa-16782	158	49	.	.	PUNCT
ajfa-16782	159	1	pathirawasam	pathirawasam	PROPN
ajfa-16782	159	2	and	and	CCONJ
ajfa-16782	159	3	weerakoon	weerakoon	ADV
ajfa-16782	159	4	(	(	PUNCT
ajfa-16782	159	5	2008	2008	NUM
ajfa-16782	159	6	)	)	PUNCT
ajfa-16782	159	7	examine	examine	VERB
ajfa-16782	159	8	the	the	DET
ajfa-16782	159	9	profitability	profitability	NOUN
ajfa-16782	159	10	of	of	ADP
ajfa-16782	159	11	momentum	momentum	NOUN
ajfa-16782	159	12	strategy	strategy	NOUN
ajfa-16782	159	13	in	in	ADP
ajfa-16782	159	14	the	the	DET
ajfa-16782	159	15	sri	sri	PROPN
ajfa-16782	159	16	lankan	lankan	PROPN
ajfa-16782	159	17	context	context	NOUN
ajfa-16782	159	18	,	,	PUNCT
ajfa-16782	159	19	and	and	CCONJ
ajfa-16782	159	20	find	find	VERB
ajfa-16782	159	21	that	that	SCONJ
ajfa-16782	159	22	the	the	DET
ajfa-16782	159	23	most	most	ADV
ajfa-16782	159	24	successful	successful	ADJ
ajfa-16782	159	25	momentum	momentum	NOUN
ajfa-16782	159	26	strategy	strategy	NOUN
ajfa-16782	159	27	in	in	ADP
ajfa-16782	159	28	cse	cse	PROPN
ajfa-16782	159	29	is	be	AUX
ajfa-16782	159	30	selecting	select	VERB
ajfa-16782	159	31	stocks	stock	NOUN
ajfa-16782	159	32	based	base	VERB
ajfa-16782	159	33	on	on	ADP
ajfa-16782	159	34	their	their	PRON
ajfa-16782	159	35	returns	return	NOUN
ajfa-16782	159	36	over	over	ADP
ajfa-16782	159	37	the	the	DET
ajfa-16782	159	38	past	past	ADJ
ajfa-16782	159	39	twelve	twelve	NUM
ajfa-16782	159	40	months	month	NOUN
ajfa-16782	159	41	and	and	CCONJ
ajfa-16782	159	42	then	then	ADV
ajfa-16782	159	43	holding	hold	VERB
ajfa-16782	159	44	them	they	PRON
ajfa-16782	159	45	for	for	ADP
ajfa-16782	159	46	next	next	ADJ
ajfa-16782	159	47	nine	nine	NUM
ajfa-16782	159	48	months	month	NOUN
ajfa-16782	159	49	.	.	PUNCT
ajfa-16782	160	1	anuradha	anuradha	PROPN
ajfa-16782	160	2	and	and	CCONJ
ajfa-16782	160	3	nimal	nimal	PROPN
ajfa-16782	160	4	(	(	PUNCT
ajfa-16782	160	5	2013	2013	NUM
ajfa-16782	160	6	)	)	PUNCT
ajfa-16782	160	7	test	test	NOUN
ajfa-16782	160	8	momentum	momentum	NOUN
ajfa-16782	160	9	effect	effect	NOUN
ajfa-16782	160	10	immediately	immediately	ADV
ajfa-16782	160	11	and	and	CCONJ
ajfa-16782	160	12	with	with	ADP
ajfa-16782	160	13	one	one	NUM
ajfa-16782	160	14	month	month	NOUN
ajfa-16782	160	15	lag	lag	NOUN
ajfa-16782	160	16	using	use	VERB
ajfa-16782	160	17	return	return	NOUN
ajfa-16782	160	18	for	for	ADP
ajfa-16782	160	19	the	the	DET
ajfa-16782	160	20	period	period	NOUN
ajfa-16782	160	21	of	of	ADP
ajfa-16782	160	22	twenty	twenty	NUM
ajfa-16782	160	23	years	year	NOUN
ajfa-16782	160	24	with	with	ADP
ajfa-16782	160	25	overlapping	overlap	VERB
ajfa-16782	160	26	holding	hold	VERB
ajfa-16782	160	27	periods	period	NOUN
ajfa-16782	160	28	.	.	PUNCT
ajfa-16782	161	1	similar	similar	ADJ
ajfa-16782	161	2	to	to	ADP
ajfa-16782	161	3	previous	previous	ADJ
ajfa-16782	161	4	findings	finding	NOUN
ajfa-16782	161	5	the	the	DET
ajfa-16782	161	6	study	study	NOUN
ajfa-16782	161	7	concludes	conclude	VERB
ajfa-16782	161	8	that	that	SCONJ
ajfa-16782	161	9	stocks	stock	NOUN
ajfa-16782	161	10	selected	select	VERB
ajfa-16782	161	11	based	base	VERB
ajfa-16782	161	12	on	on	ADP
ajfa-16782	161	13	past	past	ADJ
ajfa-16782	161	14	twelve	twelve	NUM
ajfa-16782	161	15	months	month	NOUN
ajfa-16782	161	16	return	return	VERB
ajfa-16782	161	17	and	and	CCONJ
ajfa-16782	161	18	holding	hold	VERB
ajfa-16782	161	19	them	they	PRON
ajfa-16782	161	20	for	for	ADP
ajfa-16782	161	21	the	the	DET
ajfa-16782	161	22	next	next	ADJ
ajfa-16782	161	23	six	six	NUM
ajfa-16782	161	24	months	month	NOUN
ajfa-16782	161	25	is	be	AUX
ajfa-16782	161	26	most	most	ADV
ajfa-16782	161	27	profitable	profitable	ADJ
ajfa-16782	161	28	in	in	ADP
ajfa-16782	161	29	cse	cse	NOUN
ajfa-16782	161	30	.	.	PUNCT
ajfa-16782	162	1	these	these	DET
ajfa-16782	162	2	profits	profit	NOUN
ajfa-16782	162	3	in	in	ADP
ajfa-16782	162	4	the	the	DET
ajfa-16782	162	5	cse	cse	NOUN
ajfa-16782	162	6	initiate	initiate	VERB
ajfa-16782	162	7	the	the	DET
ajfa-16782	162	8	momentum	momentum	NOUN
ajfa-16782	162	9	arguments	argument	NOUN
ajfa-16782	162	10	in	in	ADP
ajfa-16782	162	11	the	the	DET
ajfa-16782	162	12	sri	sri	ADJ
ajfa-16782	162	13	lankan	lankan	PROPN
ajfa-16782	162	14	market	market	NOUN
ajfa-16782	162	15	whether	whether	SCONJ
ajfa-16782	162	16	;	;	PUNCT
ajfa-16782	162	17	it	it	PRON
ajfa-16782	162	18	is	be	AUX
ajfa-16782	162	19	a	a	DET
ajfa-16782	162	20	result	result	NOUN
ajfa-16782	162	21	of	of	ADP
ajfa-16782	162	22	market	market	NOUN
ajfa-16782	162	23	inefficiency	inefficiency	NOUN
ajfa-16782	162	24	(	(	PUNCT
ajfa-16782	162	25	campbell	campbell	PROPN
ajfa-16782	162	26	,	,	PUNCT
ajfa-16782	162	27	2000	2000	NUM
ajfa-16782	162	28	;	;	PUNCT
ajfa-16782	162	29	jegadeesh	jegadeesh	NOUN
ajfa-16782	162	30	&	&	CCONJ
ajfa-16782	162	31	titman	titman	PROPN
ajfa-16782	162	32	,	,	PUNCT
ajfa-16782	162	33	1999	1999	NUM
ajfa-16782	162	34	)	)	PUNCT
ajfa-16782	162	35	,	,	PUNCT
ajfa-16782	162	36	it	it	PRON
ajfa-16782	162	37	is	be	AUX
ajfa-16782	162	38	a	a	DET
ajfa-16782	162	39	product	product	NOUN
ajfa-16782	162	40	of	of	ADP
ajfa-16782	162	41	data	datum	NOUN
ajfa-16782	162	42	mining	mining	NOUN
ajfa-16782	162	43	or	or	CCONJ
ajfa-16782	162	44	it	it	PRON
ajfa-16782	162	45	arise	arise	VERB
ajfa-16782	162	46	because	because	SCONJ
ajfa-16782	162	47	of	of	ADP
ajfa-16782	162	48	inherent	inherent	ADJ
ajfa-16782	162	49	biases	bias	NOUN
ajfa-16782	162	50	in	in	ADP
ajfa-16782	162	51	the	the	DET
ajfa-16782	162	52	way	way	NOUN
ajfa-16782	162	53	that	that	PRON
ajfa-16782	162	54	investors	investor	NOUN
ajfa-16782	162	55	interpret	interpret	VERB
ajfa-16782	162	56	information	information	NOUN
ajfa-16782	162	57	(	(	PUNCT
ajfa-16782	162	58	barberis	barberis	PROPN
ajfa-16782	162	59	et	et	PROPN
ajfa-16782	162	60	al	al	PROPN
ajfa-16782	162	61	.	.	PROPN
ajfa-16782	162	62	,	,	PUNCT
ajfa-16782	162	63	1998	1998	NUM
ajfa-16782	162	64	;	;	PUNCT
ajfa-16782	162	65	daniel	daniel	PROPN
ajfa-16782	162	66	et	et	PROPN
ajfa-16782	162	67	al	al	PROPN
ajfa-16782	162	68	.	.	PROPN
ajfa-16782	162	69	,	,	PUNCT
ajfa-16782	162	70	1998	1998	NUM
ajfa-16782	162	71	)	)	PUNCT
ajfa-16782	162	72	.	.	PUNCT
ajfa-16782	163	1	asian	asian	ADJ
ajfa-16782	163	2	journal	journal	PROPN
ajfa-16782	163	3	of	of	ADP
ajfa-16782	163	4	finance	finance	PROPN
ajfa-16782	163	5	&	&	CCONJ
ajfa-16782	163	6	accounting	accounting	PROPN
ajfa-16782	163	7	issn	issn	PROPN
ajfa-16782	163	8	1946	1946	NUM
ajfa-16782	163	9	-	-	PUNCT
ajfa-16782	163	10	052x	052x	NOUN
ajfa-16782	163	11	2020	2020	NUM
ajfa-16782	163	12	,	,	PUNCT
ajfa-16782	163	13	vol	vol	NOUN
ajfa-16782	163	14	.	.	PROPN
ajfa-16782	163	15	12	12	NUM
ajfa-16782	163	16	,	,	PUNCT
ajfa-16782	163	17	no	no	INTJ
ajfa-16782	163	18	.	.	NOUN
ajfa-16782	163	19	2	2	NUM
ajfa-16782	163	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	163	21	49	49	NUM
ajfa-16782	163	22	table	table	NOUN
ajfa-16782	163	23	3	3	NUM
ajfa-16782	163	24	.	.	PUNCT
ajfa-16782	163	25	tests	test	NOUN
ajfa-16782	163	26	of	of	ADP
ajfa-16782	163	27	multifactor	multifactor	NOUN
ajfa-16782	163	28	asset	asset	NOUN
ajfa-16782	163	29	pricing	pricing	NOUN
ajfa-16782	163	30	models	model	NOUN
ajfa-16782	163	31	in	in	ADP
ajfa-16782	163	32	sri	sri	PROPN
ajfa-16782	163	33	lanka	lanka	PROPN
ajfa-16782	163	34	1997	1997	NUM
ajfa-16782	163	35	-	-	SYM
ajfa-16782	163	36	2017	2017	NUM
ajfa-16782	163	37	the	the	DET
ajfa-16782	163	38	table	table	NOUN
ajfa-16782	163	39	depicts	depict	VERB
ajfa-16782	163	40	tests	test	NOUN
ajfa-16782	163	41	of	of	ADP
ajfa-16782	163	42	multifactor	multifactor	NOUN
ajfa-16782	163	43	asset	asset	NOUN
ajfa-16782	163	44	pricing	pricing	NOUN
ajfa-16782	163	45	models	model	NOUN
ajfa-16782	163	46	in	in	ADP
ajfa-16782	163	47	the	the	DET
ajfa-16782	163	48	sri	sri	ADJ
ajfa-16782	163	49	lankan	lankan	PROPN
ajfa-16782	163	50	market	market	NOUN
ajfa-16782	163	51	during	during	ADP
ajfa-16782	163	52	the	the	DET
ajfa-16782	163	53	period	period	NOUN
ajfa-16782	163	54	1997	1997	NUM
ajfa-16782	163	55	to	to	ADP
ajfa-16782	163	56	2017	2017	NUM
ajfa-16782	163	57	.	.	PUNCT
ajfa-16782	164	1	the	the	DET
ajfa-16782	164	2	first	first	ADJ
ajfa-16782	164	3	column	column	NOUN
ajfa-16782	164	4	is	be	AUX
ajfa-16782	164	5	the	the	DET
ajfa-16782	164	6	reference	reference	NOUN
ajfa-16782	164	7	of	of	ADP
ajfa-16782	164	8	the	the	DET
ajfa-16782	164	9	empirical	empirical	ADJ
ajfa-16782	164	10	investigation	investigation	NOUN
ajfa-16782	164	11	.	.	PUNCT
ajfa-16782	165	1	second	second	ADJ
ajfa-16782	165	2	column	column	NOUN
ajfa-16782	165	3	depicts	depict	VERB
ajfa-16782	165	4	the	the	DET
ajfa-16782	165	5	nature	nature	NOUN
ajfa-16782	165	6	of	of	ADP
ajfa-16782	165	7	the	the	DET
ajfa-16782	165	8	investigation	investigation	NOUN
ajfa-16782	165	9	and	and	CCONJ
ajfa-16782	165	10	the	the	DET
ajfa-16782	165	11	third	third	ADJ
ajfa-16782	165	12	column	column	NOUN
ajfa-16782	165	13	shows	show	VERB
ajfa-16782	165	14	the	the	DET
ajfa-16782	165	15	time	time	NOUN
ajfa-16782	165	16	period	period	NOUN
ajfa-16782	165	17	considered	consider	VERB
ajfa-16782	165	18	.	.	PUNCT
ajfa-16782	166	1	the	the	DET
ajfa-16782	166	2	fourth	fourth	ADJ
ajfa-16782	166	3	column	column	NOUN
ajfa-16782	166	4	depicts	depict	VERB
ajfa-16782	166	5	the	the	DET
ajfa-16782	166	6	multifactor	multifactor	NOUN
ajfa-16782	166	7	models	model	NOUN
ajfa-16782	166	8	/	/	SYM
ajfa-16782	166	9	s	s	VERB
ajfa-16782	166	10	investigated	investigate	VERB
ajfa-16782	166	11	in	in	ADP
ajfa-16782	166	12	respective	respective	ADJ
ajfa-16782	166	13	studies	study	NOUN
ajfa-16782	166	14	.	.	PUNCT
ajfa-16782	167	1	with	with	ADP
ajfa-16782	167	2	the	the	DET
ajfa-16782	167	3	evidence	evidence	NOUN
ajfa-16782	167	4	of	of	ADP
ajfa-16782	167	5	momentum	momentum	NOUN
ajfa-16782	167	6	(	(	PUNCT
ajfa-16782	167	7	jegadeesh	jegadeesh	NOUN
ajfa-16782	167	8	&	&	CCONJ
ajfa-16782	167	9	titman	titman	NOUN
ajfa-16782	167	10	,	,	PUNCT
ajfa-16782	167	11	1993	1993	NUM
ajfa-16782	167	12	)	)	PUNCT
ajfa-16782	167	13	anomaly	anomaly	NOUN
ajfa-16782	167	14	,	,	PUNCT
ajfa-16782	167	15	cahart	cahart	NOUN
ajfa-16782	167	16	four	four	NUM
ajfa-16782	167	17	factor	factor	NOUN
ajfa-16782	167	18	model	model	NOUN
ajfa-16782	167	19	(	(	PUNCT
ajfa-16782	167	20	c4fm	c4fm	PROPN
ajfa-16782	167	21	)	)	PUNCT
ajfa-16782	167	22	(	(	PUNCT
ajfa-16782	167	23	1997	1997	NUM
ajfa-16782	167	24	)	)	PUNCT
ajfa-16782	167	25	extends	extend	VERB
ajfa-16782	167	26	the	the	DET
ajfa-16782	167	27	ff3fm	ff3fm	PROPN
ajfa-16782	167	28	(	(	PUNCT
ajfa-16782	167	29	1993	1993	NUM
ajfa-16782	167	30	)	)	PUNCT
ajfa-16782	167	31	by	by	ADP
ajfa-16782	167	32	adding	add	VERB
ajfa-16782	167	33	momentum	momentum	NOUN
ajfa-16782	167	34	as	as	ADP
ajfa-16782	167	35	a	a	DET
ajfa-16782	167	36	risk	risk	NOUN
ajfa-16782	167	37	factor	factor	NOUN
ajfa-16782	167	38	of	of	ADP
ajfa-16782	167	39	return	return	NOUN
ajfa-16782	167	40	.	.	PUNCT
ajfa-16782	168	1	the	the	DET
ajfa-16782	168	2	c4fm	c4fm	PROPN
ajfa-16782	168	3	model	model	NOUN
ajfa-16782	168	4	finds	find	VERB
ajfa-16782	168	5	that	that	SCONJ
ajfa-16782	168	6	there	there	PRON
ajfa-16782	168	7	is	be	VERB
ajfa-16782	168	8	a	a	DET
ajfa-16782	168	9	common	common	ADJ
ajfa-16782	168	10	pattern	pattern	NOUN
ajfa-16782	168	11	of	of	ADP
ajfa-16782	168	12	returns	return	NOUN
ajfa-16782	168	13	in	in	ADP
ajfa-16782	168	14	many	many	ADJ
ajfa-16782	168	15	regions	region	NOUN
ajfa-16782	168	16	including	include	VERB
ajfa-16782	168	17	asia	asia	PROPN
ajfa-16782	168	18	pacific	pacific	PROPN
ajfa-16782	168	19	.	.	PUNCT
ajfa-16782	169	1	riyath	riyath	PROPN
ajfa-16782	169	2	and	and	CCONJ
ajfa-16782	169	3	nimal	nimal	PROPN
ajfa-16782	169	4	(	(	PUNCT
ajfa-16782	169	5	2014	2014	NUM
ajfa-16782	169	6	)	)	PUNCT
ajfa-16782	169	7	test	test	NOUN
ajfa-16782	169	8	the	the	DET
ajfa-16782	169	9	c4fm	c4fm	PROPN
ajfa-16782	169	10	(	(	PUNCT
ajfa-16782	169	11	1997	1997	NUM
ajfa-16782	169	12	)	)	PUNCT
ajfa-16782	169	13	for	for	ADP
ajfa-16782	169	14	a	a	DET
ajfa-16782	169	15	period	period	NOUN
ajfa-16782	169	16	of	of	ADP
ajfa-16782	169	17	seventeen	seventeen	NUM
ajfa-16782	169	18	years	year	NOUN
ajfa-16782	169	19	in	in	ADP
ajfa-16782	169	20	sri	sri	PROPN
ajfa-16782	169	21	lanka	lanka	PROPN
ajfa-16782	169	22	.	.	PUNCT
ajfa-16782	170	1	it	it	PRON
ajfa-16782	170	2	is	be	AUX
ajfa-16782	170	3	a	a	DET
ajfa-16782	170	4	comprehensive	comprehensive	ADJ
ajfa-16782	170	5	study	study	NOUN
ajfa-16782	170	6	that	that	PRON
ajfa-16782	170	7	tests	test	VERB
ajfa-16782	170	8	capm	capm	PROPN
ajfa-16782	170	9	,	,	PUNCT
ajfa-16782	170	10	ff3fm	ff3fm	NUM
ajfa-16782	170	11	,	,	PUNCT
ajfa-16782	170	12	c4fm	c4fm	NOUN
ajfa-16782	170	13	,	,	PUNCT
ajfa-16782	170	14	and	and	CCONJ
ajfa-16782	170	15	reward	reward	VERB
ajfa-16782	170	16	beta	beta	NOUN
ajfa-16782	170	17	model	model	NOUN
ajfa-16782	170	18	using	use	VERB
ajfa-16782	170	19	both	both	DET
ajfa-16782	170	20	fama	fama	NOUN
ajfa-16782	170	21	and	and	CCONJ
ajfa-16782	170	22	macbeth	macbeth	PROPN
ajfa-16782	170	23	(	(	PUNCT
ajfa-16782	170	24	1973	1973	NUM
ajfa-16782	170	25	)	)	PUNCT
ajfa-16782	170	26	and	and	CCONJ
ajfa-16782	170	27	grs	grs	NUM
ajfa-16782	170	28	(	(	PUNCT
ajfa-16782	170	29	1989	1989	NUM
ajfa-16782	170	30	)	)	PUNCT
ajfa-16782	170	31	for	for	ADP
ajfa-16782	170	32	non	non	ADJ
ajfa-16782	170	33	-	-	ADJ
ajfa-16782	170	34	financial	financial	ADJ
ajfa-16782	170	35	firms	firm	NOUN
ajfa-16782	170	36	in	in	ADP
ajfa-16782	170	37	sri	sri	PROPN
ajfa-16782	170	38	lanka	lanka	PROPN
ajfa-16782	170	39	.	.	PUNCT
ajfa-16782	171	1	the	the	DET
ajfa-16782	171	2	study	study	NOUN
ajfa-16782	171	3	shows	show	VERB
ajfa-16782	171	4	an	an	DET
ajfa-16782	171	5	insignificant	insignificant	ADJ
ajfa-16782	171	6	positive	positive	ADJ
ajfa-16782	171	7	market	market	NOUN
ajfa-16782	171	8	factor	factor	NOUN
ajfa-16782	171	9	,	,	PUNCT
ajfa-16782	171	10	a	a	DET
ajfa-16782	171	11	be	be	NOUN
ajfa-16782	171	12	/	/	SYM
ajfa-16782	171	13	me	i	PRON
ajfa-16782	171	14	premium	premium	NOUN
ajfa-16782	171	15	and	and	CCONJ
ajfa-16782	171	16	a	a	DET
ajfa-16782	171	17	significant	significant	ADJ
ajfa-16782	171	18	momentum	momentum	NOUN
ajfa-16782	171	19	factor	factor	NOUN
ajfa-16782	171	20	.	.	PUNCT
ajfa-16782	172	1	the	the	DET
ajfa-16782	172	2	size	size	NOUN
ajfa-16782	172	3	effect	effect	NOUN
ajfa-16782	172	4	is	be	AUX
ajfa-16782	172	5	weak	weak	ADJ
ajfa-16782	172	6	which	which	PRON
ajfa-16782	172	7	adds	add	VERB
ajfa-16782	172	8	to	to	ADP
ajfa-16782	172	9	the	the	DET
ajfa-16782	172	10	evidence	evidence	NOUN
ajfa-16782	172	11	that	that	SCONJ
ajfa-16782	172	12	there	there	PRON
ajfa-16782	172	13	is	be	VERB
ajfa-16782	172	14	no	no	DET
ajfa-16782	172	15	persistent	persistent	ADJ
ajfa-16782	172	16	pattern	pattern	NOUN
ajfa-16782	172	17	related	relate	VERB
ajfa-16782	172	18	to	to	ADP
ajfa-16782	172	19	size	size	NOUN
ajfa-16782	172	20	and	and	CCONJ
ajfa-16782	172	21	return	return	NOUN
ajfa-16782	172	22	in	in	ADP
ajfa-16782	172	23	cse	cse	PROPN
ajfa-16782	172	24	.	.	PUNCT
ajfa-16782	173	1	abeysekara	abeysekara	PROPN
ajfa-16782	173	2	and	and	CCONJ
ajfa-16782	173	3	nimal	nimal	PROPN
ajfa-16782	173	4	(	(	PUNCT
ajfa-16782	173	5	2016	2016	NUM
ajfa-16782	173	6	,	,	PUNCT
ajfa-16782	173	7	2017	2017	NUM
ajfa-16782	173	8	)	)	PUNCT
ajfa-16782	173	9	is	be	AUX
ajfa-16782	173	10	a	a	DET
ajfa-16782	173	11	similar	similar	ADJ
ajfa-16782	173	12	inclusive	inclusive	ADJ
ajfa-16782	173	13	study	study	NOUN
ajfa-16782	173	14	of	of	ADP
ajfa-16782	173	15	asset	asset	NOUN
ajfa-16782	173	16	pricing	pricing	NOUN
ajfa-16782	173	17	models	model	NOUN
ajfa-16782	173	18	in	in	ADP
ajfa-16782	173	19	sri	sri	PROPN
ajfa-16782	173	20	lanka	lanka	PROPN
ajfa-16782	173	21	that	that	PRON
ajfa-16782	173	22	covers	cover	VERB
ajfa-16782	173	23	a	a	DET
ajfa-16782	173	24	period	period	NOUN
ajfa-16782	173	25	of	of	ADP
ajfa-16782	173	26	fourteen	fourteen	NUM
ajfa-16782	173	27	years	year	NOUN
ajfa-16782	173	28	,	,	PUNCT
ajfa-16782	173	29	and	and	CCONJ
ajfa-16782	173	30	it	it	PRON
ajfa-16782	173	31	considers	consider	VERB
ajfa-16782	173	32	all	all	DET
ajfa-16782	173	33	firms	firm	NOUN
ajfa-16782	173	34	and	and	CCONJ
ajfa-16782	173	35	non	non	ADJ
ajfa-16782	173	36	-	-	ADJ
ajfa-16782	173	37	financial	financial	ADJ
ajfa-16782	173	38	firms	firm	NOUN
ajfa-16782	173	39	in	in	ADP
ajfa-16782	173	40	the	the	DET
ajfa-16782	173	41	cse	cse	NOUN
ajfa-16782	173	42	.	.	PUNCT
ajfa-16782	174	1	the	the	DET
ajfa-16782	174	2	study	study	NOUN
ajfa-16782	174	3	rejects	reject	VERB
ajfa-16782	174	4	capm	capm	PROPN
ajfa-16782	174	5	based	base	VERB
ajfa-16782	174	6	on	on	ADP
ajfa-16782	174	7	grs	grs	NUM
ajfa-16782	174	8	f	f	NOUN
ajfa-16782	174	9	-	-	PUNCT
ajfa-16782	174	10	statistic	statistic	NOUN
ajfa-16782	174	11	and	and	CCONJ
ajfa-16782	174	12	finds	find	VERB
ajfa-16782	174	13	that	that	SCONJ
ajfa-16782	174	14	there	there	PRON
ajfa-16782	174	15	is	be	VERB
ajfa-16782	174	16	a	a	DET
ajfa-16782	174	17	considerable	considerable	ADJ
ajfa-16782	174	18	drop	drop	NOUN
ajfa-16782	174	19	in	in	ADP
ajfa-16782	174	20	grs	grs	PROPN
ajfa-16782	174	21	values	value	NOUN
ajfa-16782	174	22	for	for	ADP
ajfa-16782	174	23	the	the	DET
ajfa-16782	174	24	ff3fm	ff3fm	NOUN
ajfa-16782	174	25	and	and	CCONJ
ajfa-16782	174	26	c4fm	c4fm	NOUN
ajfa-16782	174	27	respectively	respectively	ADV
ajfa-16782	174	28	.	.	PUNCT
ajfa-16782	175	1	thus	thus	ADV
ajfa-16782	175	2	both	both	DET
ajfa-16782	175	3	studies	study	NOUN
ajfa-16782	175	4	confirm	confirm	VERB
ajfa-16782	175	5	that	that	SCONJ
ajfa-16782	175	6	the	the	DET
ajfa-16782	175	7	capm	capm	PROPN
ajfa-16782	175	8	does	do	AUX
ajfa-16782	175	9	not	not	PART
ajfa-16782	175	10	hold	hold	VERB
ajfa-16782	175	11	in	in	ADP
ajfa-16782	175	12	the	the	DET
ajfa-16782	175	13	cse	cse	NOUN
ajfa-16782	175	14	,	,	PUNCT
ajfa-16782	175	15	ff3fm	ff3fm	PROPN
ajfa-16782	175	16	and	and	CCONJ
ajfa-16782	175	17	c4fm	c4fm	PROPN
ajfa-16782	175	18	has	have	VERB
ajfa-16782	175	19	the	the	DET
ajfa-16782	175	20	ability	ability	NOUN
ajfa-16782	175	21	to	to	PART
ajfa-16782	175	22	explain	explain	VERB
ajfa-16782	175	23	cross	cross	VERB
ajfa-16782	175	24	sectional	sectional	ADJ
ajfa-16782	175	25	variation	variation	NOUN
ajfa-16782	175	26	of	of	ADP
ajfa-16782	175	27	stock	stock	NOUN
ajfa-16782	175	28	returns	return	NOUN
ajfa-16782	175	29	in	in	ADP
ajfa-16782	175	30	the	the	DET
ajfa-16782	175	31	cse	cse	NOUN
ajfa-16782	175	32	,	,	PUNCT
ajfa-16782	175	33	while	while	SCONJ
ajfa-16782	175	34	c4fm	c4fm	PROPN
ajfa-16782	175	35	perform	perform	VERB
ajfa-16782	175	36	marginally	marginally	ADV
ajfa-16782	175	37	well	well	ADV
ajfa-16782	175	38	than	than	ADP
ajfa-16782	175	39	the	the	DET
ajfa-16782	175	40	ff3fm	ff3fm	NOUN
ajfa-16782	175	41	.	.	PUNCT
ajfa-16782	176	1	5	5	NUM
ajfa-16782	176	2	.	.	X
ajfa-16782	176	3	discussion	discussion	NOUN
ajfa-16782	176	4	neoclassical	neoclassical	ADJ
ajfa-16782	176	5	asset	asset	NOUN
ajfa-16782	176	6	pricing	pricing	NOUN
ajfa-16782	176	7	literature	literature	NOUN
ajfa-16782	176	8	is	be	AUX
ajfa-16782	176	9	a	a	DET
ajfa-16782	176	10	coherent	coherent	ADJ
ajfa-16782	176	11	body	body	NOUN
ajfa-16782	176	12	of	of	ADP
ajfa-16782	176	13	theory	theory	NOUN
ajfa-16782	176	14	rather	rather	ADV
ajfa-16782	176	15	than	than	ADP
ajfa-16782	176	16	a	a	DET
ajfa-16782	176	17	disjointed	disjointed	ADJ
ajfa-16782	176	18	collection	collection	NOUN
ajfa-16782	176	19	of	of	ADP
ajfa-16782	176	20	publications	publication	NOUN
ajfa-16782	176	21	(	(	PUNCT
ajfa-16782	176	22	dimson	dimson	NOUN
ajfa-16782	176	23	&	&	CCONJ
ajfa-16782	176	24	mussavian	mussavian	PROPN
ajfa-16782	176	25	,	,	PUNCT
ajfa-16782	176	26	1999	1999	NUM
ajfa-16782	176	27	)	)	PUNCT
ajfa-16782	176	28	.	.	PUNCT
ajfa-16782	177	1	sri	sri	PROPN
ajfa-16782	177	2	lankan	lankan	PROPN
ajfa-16782	177	3	asset	asset	PROPN
ajfa-16782	177	4	pricing	pricing	NOUN
ajfa-16782	177	5	literature	literature	NOUN
ajfa-16782	177	6	has	have	AUX
ajfa-16782	177	7	aligned	align	VERB
ajfa-16782	177	8	with	with	ADP
ajfa-16782	177	9	the	the	DET
ajfa-16782	177	10	evolution	evolution	NOUN
ajfa-16782	177	11	of	of	ADP
ajfa-16782	177	12	neoclassical	neoclassical	ADJ
ajfa-16782	177	13	theory	theory	NOUN
ajfa-16782	177	14	by	by	ADP
ajfa-16782	177	15	initiating	initiate	VERB
ajfa-16782	177	16	with	with	ADP
ajfa-16782	177	17	the	the	DET
ajfa-16782	177	18	pioneering	pioneering	ADJ
ajfa-16782	177	19	slb	slb	PROPN
ajfa-16782	177	20	model	model	NOUN
ajfa-16782	177	21	,	,	PUNCT
ajfa-16782	177	22	and	and	CCONJ
ajfa-16782	177	23	empirically	empirically	ADV
ajfa-16782	177	24	investigating	investigate	VERB
ajfa-16782	177	25	the	the	DET
ajfa-16782	177	26	milestone	milestone	NOUN
ajfa-16782	177	27	developments	development	NOUN
ajfa-16782	177	28	in	in	ADP
ajfa-16782	177	29	neoclassical	neoclassical	ADJ
ajfa-16782	177	30	asset	asset	NOUN
ajfa-16782	177	31	pricing	pricing	NOUN
ajfa-16782	177	32	tests	test	NOUN
ajfa-16782	177	33	in	in	ADP
ajfa-16782	177	34	asian	asian	ADJ
ajfa-16782	177	35	journal	journal	NOUN
ajfa-16782	177	36	of	of	ADP
ajfa-16782	177	37	finance	finance	PROPN
ajfa-16782	177	38	&	&	CCONJ
ajfa-16782	177	39	accounting	accounting	PROPN
ajfa-16782	177	40	issn	issn	PROPN
ajfa-16782	177	41	1946	1946	NUM
ajfa-16782	177	42	-	-	PUNCT
ajfa-16782	177	43	052x	052x	NOUN
ajfa-16782	177	44	2020	2020	NUM
ajfa-16782	177	45	,	,	PUNCT
ajfa-16782	177	46	vol	vol	NOUN
ajfa-16782	177	47	.	.	PROPN
ajfa-16782	178	1	12	12	NUM
ajfa-16782	178	2	,	,	PUNCT
ajfa-16782	178	3	no	no	INTJ
ajfa-16782	178	4	.	.	NOUN
ajfa-16782	178	5	2	2	NUM
ajfa-16782	178	6	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	178	7	50	50	NUM
ajfa-16782	178	8	the	the	DET
ajfa-16782	178	9	cse	cse	PROPN
ajfa-16782	178	10	.	.	PUNCT
ajfa-16782	178	11	ryan	ryan	PROPN
ajfa-16782	178	12	et	et	PROPN
ajfa-16782	178	13	al	al	PROPN
ajfa-16782	178	14	.	.	PROPN
ajfa-16782	179	1	(	(	PUNCT
ajfa-16782	179	2	2002	2002	NUM
ajfa-16782	179	3	)	)	PUNCT
ajfa-16782	179	4	state	state	NOUN
ajfa-16782	179	5	neoclassical	neoclassical	ADJ
ajfa-16782	179	6	asset	asset	NOUN
ajfa-16782	179	7	pricing	pricing	NOUN
ajfa-16782	179	8	has	have	AUX
ajfa-16782	179	9	reached	reach	VERB
ajfa-16782	179	10	a	a	DET
ajfa-16782	179	11	very	very	ADV
ajfa-16782	179	12	high	high	ADJ
ajfa-16782	179	13	degree	degree	NOUN
ajfa-16782	179	14	of	of	ADP
ajfa-16782	179	15	sophistication	sophistication	NOUN
ajfa-16782	179	16	but	but	CCONJ
ajfa-16782	179	17	there	there	PRON
ajfa-16782	179	18	are	be	VERB
ajfa-16782	179	19	many	many	ADJ
ajfa-16782	179	20	new	new	ADJ
ajfa-16782	179	21	questions	question	NOUN
ajfa-16782	179	22	and	and	CCONJ
ajfa-16782	179	23	unresolved	unresolved	ADJ
ajfa-16782	179	24	problems	problem	NOUN
ajfa-16782	179	25	in	in	ADP
ajfa-16782	179	26	the	the	DET
ajfa-16782	179	27	existing	exist	VERB
ajfa-16782	179	28	literature	literature	NOUN
ajfa-16782	179	29	,	,	PUNCT
ajfa-16782	179	30	including	include	VERB
ajfa-16782	179	31	issues	issue	NOUN
ajfa-16782	179	32	relating	relate	VERB
ajfa-16782	179	33	to	to	ADP
ajfa-16782	179	34	its	its	PRON
ajfa-16782	179	35	fundamental	fundamental	ADJ
ajfa-16782	179	36	assumptions	assumption	NOUN
ajfa-16782	179	37	.	.	PUNCT
ajfa-16782	180	1	this	this	DET
ajfa-16782	180	2	review	review	NOUN
ajfa-16782	180	3	of	of	ADP
ajfa-16782	180	4	two	two	NUM
ajfa-16782	180	5	decades	decade	NOUN
ajfa-16782	180	6	of	of	ADP
ajfa-16782	180	7	neoclassical	neoclassical	ADJ
ajfa-16782	180	8	asset	asset	NOUN
ajfa-16782	180	9	pricing	pricing	NOUN
ajfa-16782	180	10	tests	test	NOUN
ajfa-16782	180	11	in	in	ADP
ajfa-16782	180	12	sri	sri	PROPN
ajfa-16782	180	13	lanka	lanka	PROPN
ajfa-16782	180	14	confirms	confirm	VERB
ajfa-16782	180	15	the	the	DET
ajfa-16782	180	16	findings	finding	NOUN
ajfa-16782	180	17	in	in	ADP
ajfa-16782	180	18	other	other	ADJ
ajfa-16782	180	19	markets	market	NOUN
ajfa-16782	180	20	.	.	PUNCT
ajfa-16782	181	1	it	it	PRON
ajfa-16782	181	2	provides	provide	VERB
ajfa-16782	181	3	evidence	evidence	NOUN
ajfa-16782	181	4	that	that	SCONJ
ajfa-16782	181	5	the	the	DET
ajfa-16782	181	6	rational	rational	ADJ
ajfa-16782	181	7	slb	slb	PROPN
ajfa-16782	181	8	model	model	NOUN
ajfa-16782	181	9	is	be	AUX
ajfa-16782	181	10	not	not	PART
ajfa-16782	181	11	supported	support	VERB
ajfa-16782	181	12	and	and	CCONJ
ajfa-16782	181	13	that	that	SCONJ
ajfa-16782	181	14	the	the	DET
ajfa-16782	181	15	single	single	ADJ
ajfa-16782	181	16	factor	factor	NOUN
ajfa-16782	181	17	beta	beta	NOUN
ajfa-16782	181	18	alone	alone	ADV
ajfa-16782	181	19	can	can	AUX
ajfa-16782	181	20	not	not	PART
ajfa-16782	181	21	capture	capture	VERB
ajfa-16782	181	22	the	the	DET
ajfa-16782	181	23	variation	variation	NOUN
ajfa-16782	181	24	of	of	ADP
ajfa-16782	181	25	cross	cross	NOUN
ajfa-16782	181	26	section	section	NOUN
ajfa-16782	181	27	of	of	ADP
ajfa-16782	181	28	stock	stock	NOUN
ajfa-16782	181	29	returns	return	NOUN
ajfa-16782	181	30	in	in	ADP
ajfa-16782	181	31	the	the	DET
ajfa-16782	181	32	cse	cse	NOUN
ajfa-16782	181	33	.	.	PUNCT
ajfa-16782	182	1	these	these	DET
ajfa-16782	182	2	inconsistencies	inconsistency	NOUN
ajfa-16782	182	3	provide	provide	VERB
ajfa-16782	182	4	the	the	DET
ajfa-16782	182	5	basis	basis	NOUN
ajfa-16782	182	6	for	for	ADP
ajfa-16782	182	7	the	the	DET
ajfa-16782	182	8	investigations	investigation	NOUN
ajfa-16782	182	9	of	of	ADP
ajfa-16782	182	10	a	a	DET
ajfa-16782	182	11	conditional	conditional	ADJ
ajfa-16782	182	12	relationship	relationship	NOUN
ajfa-16782	182	13	between	between	ADP
ajfa-16782	182	14	beta	beta	NOUN
ajfa-16782	182	15	and	and	CCONJ
ajfa-16782	182	16	return	return	NOUN
ajfa-16782	182	17	,	,	PUNCT
ajfa-16782	182	18	and	and	CCONJ
ajfa-16782	182	19	sri	sri	PROPN
ajfa-16782	182	20	lankan	lankan	PROPN
ajfa-16782	182	21	literature	literature	PROPN
ajfa-16782	182	22	finds	find	VERB
ajfa-16782	182	23	that	that	SCONJ
ajfa-16782	182	24	beta	beta	NOUN
ajfa-16782	182	25	explains	explain	VERB
ajfa-16782	182	26	stock	stock	NOUN
ajfa-16782	182	27	returns	return	NOUN
ajfa-16782	182	28	based	base	VERB
ajfa-16782	182	29	on	on	ADP
ajfa-16782	182	30	the	the	DET
ajfa-16782	182	31	condition	condition	NOUN
ajfa-16782	182	32	of	of	ADP
ajfa-16782	182	33	the	the	DET
ajfa-16782	182	34	market	market	NOUN
ajfa-16782	182	35	(	(	PUNCT
ajfa-16782	182	36	anuradha	anuradha	PROPN
ajfa-16782	182	37	,	,	PUNCT
ajfa-16782	182	38	2008	2008	NUM
ajfa-16782	182	39	;	;	PUNCT
ajfa-16782	182	40	nimal	nimal	PROPN
ajfa-16782	182	41	&	&	CCONJ
ajfa-16782	182	42	fernando	fernando	PROPN
ajfa-16782	182	43	,	,	PUNCT
ajfa-16782	182	44	2013	2013	NUM
ajfa-16782	182	45	)	)	PUNCT
ajfa-16782	182	46	.	.	PUNCT
ajfa-16782	183	1	however	however	ADV
ajfa-16782	183	2	it	it	PRON
ajfa-16782	183	3	is	be	AUX
ajfa-16782	183	4	hard	hard	ADJ
ajfa-16782	183	5	to	to	PART
ajfa-16782	183	6	find	find	VERB
ajfa-16782	183	7	the	the	DET
ajfa-16782	183	8	tests	test	NOUN
ajfa-16782	183	9	of	of	ADP
ajfa-16782	183	10	dynamic	dynamic	ADJ
ajfa-16782	183	11	versions	version	NOUN
ajfa-16782	183	12	of	of	ADP
ajfa-16782	183	13	the	the	DET
ajfa-16782	183	14	slb	slb	PROPN
ajfa-16782	183	15	model	model	PROPN
ajfa-16782	183	16	(	(	PUNCT
ajfa-16782	183	17	mayers	mayer	NOUN
ajfa-16782	183	18	,	,	PUNCT
ajfa-16782	183	19	1972	1972	NUM
ajfa-16782	183	20	;	;	PUNCT
ajfa-16782	183	21	merton	merton	PROPN
ajfa-16782	183	22	,	,	PUNCT
ajfa-16782	183	23	1973	1973	NUM
ajfa-16782	183	24	;	;	PUNCT
ajfa-16782	183	25	breeden	breeden	PROPN
ajfa-16782	183	26	,	,	PUNCT
ajfa-16782	183	27	1979	1979	NUM
ajfa-16782	183	28	)	)	PUNCT
ajfa-16782	183	29	in	in	ADP
ajfa-16782	183	30	the	the	DET
ajfa-16782	183	31	cse	cse	NOUN
ajfa-16782	183	32	which	which	PRON
ajfa-16782	183	33	relaxes	relax	VERB
ajfa-16782	183	34	the	the	DET
ajfa-16782	183	35	assumption	assumption	NOUN
ajfa-16782	183	36	of	of	ADP
ajfa-16782	183	37	a	a	DET
ajfa-16782	183	38	single	single	ADJ
ajfa-16782	183	39	period	period	NOUN
ajfa-16782	183	40	mode	mode	NOUN
ajfa-16782	183	41	.	.	PUNCT
ajfa-16782	184	1	neoclassical	neoclassical	ADJ
ajfa-16782	184	2	asset	asset	NOUN
ajfa-16782	184	3	pricing	pricing	NOUN
ajfa-16782	184	4	literature	literature	NOUN
ajfa-16782	184	5	debate	debate	VERB
ajfa-16782	184	6	many	many	ADJ
ajfa-16782	184	7	reasons	reason	NOUN
ajfa-16782	184	8	for	for	ADP
ajfa-16782	184	9	the	the	DET
ajfa-16782	184	10	inapplicability	inapplicability	NOUN
ajfa-16782	184	11	of	of	ADP
ajfa-16782	184	12	the	the	DET
ajfa-16782	184	13	slb	slb	PROPN
ajfa-16782	184	14	model	model	NOUN
ajfa-16782	184	15	in	in	ADP
ajfa-16782	184	16	asset	asset	NOUN
ajfa-16782	184	17	markets	market	NOUN
ajfa-16782	184	18	.	.	PUNCT
ajfa-16782	185	1	a	a	DET
ajfa-16782	185	2	main	main	ADJ
ajfa-16782	185	3	argument	argument	NOUN
ajfa-16782	185	4	by	by	ADP
ajfa-16782	185	5	campbell	campbell	PROPN
ajfa-16782	185	6	(	(	PUNCT
ajfa-16782	185	7	2000	2000	NUM
ajfa-16782	185	8	)	)	PUNCT
ajfa-16782	185	9	,	,	PUNCT
ajfa-16782	185	10	states	state	VERB
ajfa-16782	185	11	that	that	SCONJ
ajfa-16782	185	12	anomalies	anomaly	NOUN
ajfa-16782	185	13	provide	provide	VERB
ajfa-16782	185	14	genuine	genuine	ADJ
ajfa-16782	185	15	evidence	evidence	NOUN
ajfa-16782	185	16	against	against	ADP
ajfa-16782	185	17	the	the	DET
ajfa-16782	185	18	slb	slb	PROPN
ajfa-16782	185	19	model	model	NOUN
ajfa-16782	185	20	but	but	CCONJ
ajfa-16782	185	21	not	not	PART
ajfa-16782	185	22	against	against	ADP
ajfa-16782	185	23	the	the	DET
ajfa-16782	185	24	broader	broad	ADJ
ajfa-16782	185	25	concept	concept	NOUN
ajfa-16782	185	26	in	in	ADP
ajfa-16782	185	27	which	which	PRON
ajfa-16782	185	28	there	there	PRON
ajfa-16782	185	29	are	be	VERB
ajfa-16782	185	30	multiple	multiple	ADJ
ajfa-16782	185	31	risk	risk	NOUN
ajfa-16782	185	32	fators	fator	NOUN
ajfa-16782	185	33	that	that	PRON
ajfa-16782	185	34	may	may	AUX
ajfa-16782	185	35	explain	explain	VERB
ajfa-16782	185	36	stock	stock	NOUN
ajfa-16782	185	37	returns	return	NOUN
ajfa-16782	185	38	.	.	PUNCT
ajfa-16782	186	1	we	we	PRON
ajfa-16782	186	2	find	find	VERB
ajfa-16782	186	3	evidence	evidence	NOUN
ajfa-16782	186	4	for	for	ADP
ajfa-16782	186	5	mulitfactor	mulitfactor	NOUN
ajfa-16782	186	6	explanation	explanation	NOUN
ajfa-16782	186	7	of	of	ADP
ajfa-16782	186	8	stock	stock	NOUN
ajfa-16782	186	9	returns	return	NOUN
ajfa-16782	186	10	through	through	ADP
ajfa-16782	186	11	factor	factor	NOUN
ajfa-16782	186	12	models	model	NOUN
ajfa-16782	186	13	(	(	PUNCT
ajfa-16782	186	14	ross	ross	PROPN
ajfa-16782	186	15	,	,	PUNCT
ajfa-16782	186	16	1976	1976	NUM
ajfa-16782	186	17	;	;	PUNCT
ajfa-16782	186	18	chen	chen	PROPN
ajfa-16782	186	19	at	at	ADP
ajfa-16782	186	20	al	al	PROPN
ajfa-16782	186	21	,	,	PUNCT
ajfa-16782	186	22	1986	1986	NUM
ajfa-16782	186	23	;	;	PUNCT
ajfa-16782	186	24	fama	fama	PROPN
ajfa-16782	186	25	and	and	CCONJ
ajfa-16782	186	26	french	french	ADJ
ajfa-16782	186	27	,	,	PUNCT
ajfa-16782	186	28	1993,1996	1993,1996	NUM
ajfa-16782	186	29	)	)	PUNCT
ajfa-16782	186	30	in	in	ADP
ajfa-16782	186	31	the	the	DET
ajfa-16782	186	32	cse	cse	NOUN
ajfa-16782	186	33	.	.	PUNCT
ajfa-16782	187	1	while	while	SCONJ
ajfa-16782	187	2	early	early	ADJ
ajfa-16782	187	3	studies	study	NOUN
ajfa-16782	187	4	were	be	AUX
ajfa-16782	187	5	not	not	PART
ajfa-16782	187	6	supportive	supportive	ADJ
ajfa-16782	187	7	to	to	ADP
ajfa-16782	187	8	the	the	DET
ajfa-16782	187	9	factor	factor	NOUN
ajfa-16782	187	10	models	model	NOUN
ajfa-16782	187	11	,	,	PUNCT
ajfa-16782	187	12	the	the	DET
ajfa-16782	187	13	recent	recent	ADJ
ajfa-16782	187	14	studies	study	NOUN
ajfa-16782	187	15	provide	provide	VERB
ajfa-16782	187	16	evidence	evidence	NOUN
ajfa-16782	187	17	of	of	ADP
ajfa-16782	187	18	multiple	multiple	ADJ
ajfa-16782	187	19	risk	risk	NOUN
ajfa-16782	187	20	factors	factor	NOUN
ajfa-16782	187	21	in	in	ADP
ajfa-16782	187	22	the	the	DET
ajfa-16782	187	23	cse	cse	NOUN
ajfa-16782	187	24	.	.	PUNCT
ajfa-16782	188	1	however	however	ADV
ajfa-16782	188	2	,	,	PUNCT
ajfa-16782	188	3	one	one	PRON
ajfa-16782	188	4	should	should	AUX
ajfa-16782	188	5	be	be	AUX
ajfa-16782	188	6	cautious	cautious	ADJ
ajfa-16782	188	7	when	when	SCONJ
ajfa-16782	188	8	interpreting	interpreting	NOUN
ajfa-16782	188	9	results	result	NOUN
ajfa-16782	188	10	of	of	ADP
ajfa-16782	188	11	multifactor	multifactor	NOUN
ajfa-16782	188	12	models	model	NOUN
ajfa-16782	188	13	in	in	ADP
ajfa-16782	188	14	cse	cse	PROPN
ajfa-16782	188	15	since	since	SCONJ
ajfa-16782	188	16	the	the	DET
ajfa-16782	188	17	explanatory	explanatory	ADJ
ajfa-16782	188	18	power	power	NOUN
ajfa-16782	188	19	of	of	ADP
ajfa-16782	188	20	the	the	DET
ajfa-16782	188	21	models	model	NOUN
ajfa-16782	188	22	are	be	AUX
ajfa-16782	188	23	not	not	PART
ajfa-16782	188	24	as	as	ADV
ajfa-16782	188	25	strong	strong	ADJ
ajfa-16782	188	26	as	as	ADP
ajfa-16782	188	27	the	the	DET
ajfa-16782	188	28	findings	finding	NOUN
ajfa-16782	188	29	in	in	ADP
ajfa-16782	188	30	developed	develop	VERB
ajfa-16782	188	31	markets	market	NOUN
ajfa-16782	188	32	.	.	PUNCT
ajfa-16782	189	1	harvey	harvey	NOUN
ajfa-16782	189	2	(	(	PUNCT
ajfa-16782	189	3	1995	1995	NUM
ajfa-16782	189	4	)	)	PUNCT
ajfa-16782	189	5	studying	study	VERB
ajfa-16782	189	6	emerging	emerge	VERB
ajfa-16782	189	7	markets	market	NOUN
ajfa-16782	189	8	develops	develop	VERB
ajfa-16782	189	9	a	a	DET
ajfa-16782	189	10	debate	debate	NOUN
ajfa-16782	189	11	that	that	SCONJ
ajfa-16782	189	12	,	,	PUNCT
ajfa-16782	189	13	asset	asset	NOUN
ajfa-16782	189	14	pricing	pricing	NOUN
ajfa-16782	189	15	models	model	NOUN
ajfa-16782	189	16	as	as	SCONJ
ajfa-16782	189	17	specified	specify	VERB
ajfa-16782	189	18	are	be	AUX
ajfa-16782	189	19	unable	unable	ADJ
ajfa-16782	189	20	to	to	PART
ajfa-16782	189	21	explain	explain	VERB
ajfa-16782	189	22	the	the	DET
ajfa-16782	189	23	cross	cross	NOUN
ajfa-16782	189	24	section	section	NOUN
ajfa-16782	189	25	of	of	ADP
ajfa-16782	189	26	expected	expect	VERB
ajfa-16782	189	27	returns	return	NOUN
ajfa-16782	189	28	,	,	PUNCT
ajfa-16782	189	29	because	because	SCONJ
ajfa-16782	189	30	the	the	DET
ajfa-16782	189	31	equities	equity	NOUN
ajfa-16782	189	32	exposure	exposure	NOUN
ajfa-16782	189	33	to	to	ADP
ajfa-16782	189	34	commonly	commonly	ADV
ajfa-16782	189	35	used	use	VERB
ajfa-16782	189	36	risk	risk	NOUN
ajfa-16782	189	37	factors	factor	NOUN
ajfa-16782	189	38	are	be	AUX
ajfa-16782	189	39	different	different	ADJ
ajfa-16782	189	40	in	in	ADP
ajfa-16782	189	41	these	these	DET
ajfa-16782	189	42	markets	market	NOUN
ajfa-16782	189	43	.	.	PUNCT
ajfa-16782	190	1	alles	alle	NOUN
ajfa-16782	190	2	and	and	CCONJ
ajfa-16782	190	3	murray	murray	PROPN
ajfa-16782	190	4	(	(	PUNCT
ajfa-16782	190	5	2009	2009	NUM
ajfa-16782	190	6	)	)	PUNCT
ajfa-16782	190	7	argue	argue	VERB
ajfa-16782	190	8	that	that	SCONJ
ajfa-16782	190	9	investors	investor	NOUN
ajfa-16782	190	10	in	in	ADP
ajfa-16782	190	11	emerging	emerge	VERB
ajfa-16782	190	12	and	and	CCONJ
ajfa-16782	190	13	frontier	frontier	NOUN
ajfa-16782	190	14	markets	market	NOUN
ajfa-16782	190	15	should	should	AUX
ajfa-16782	190	16	be	be	AUX
ajfa-16782	190	17	concerned	concern	VERB
ajfa-16782	190	18	about	about	ADP
ajfa-16782	190	19	both	both	CCONJ
ajfa-16782	190	20	systematic	systematic	ADJ
ajfa-16782	190	21	and	and	CCONJ
ajfa-16782	190	22	unsystematic	unsystematic	ADJ
ajfa-16782	190	23	risk	risk	NOUN
ajfa-16782	190	24	than	than	ADP
ajfa-16782	190	25	beta	beta	NOUN
ajfa-16782	190	26	alone	alone	ADV
ajfa-16782	190	27	.	.	PUNCT
ajfa-16782	191	1	therefore	therefore	ADV
ajfa-16782	191	2	,	,	PUNCT
ajfa-16782	191	3	cse	cse	NOUN
ajfa-16782	191	4	tests	test	NOUN
ajfa-16782	191	5	can	can	AUX
ajfa-16782	191	6	be	be	AUX
ajfa-16782	191	7	further	far	ADV
ajfa-16782	191	8	developed	develop	VERB
ajfa-16782	191	9	by	by	ADP
ajfa-16782	191	10	augmenting	augment	VERB
ajfa-16782	191	11	existing	exist	VERB
ajfa-16782	191	12	neoclassical	neoclassical	ADJ
ajfa-16782	191	13	models	model	NOUN
ajfa-16782	191	14	with	with	ADP
ajfa-16782	191	15	unique	unique	ADJ
ajfa-16782	191	16	characteristics	characteristic	NOUN
ajfa-16782	191	17	identified	identify	VERB
ajfa-16782	191	18	in	in	ADP
ajfa-16782	191	19	the	the	DET
ajfa-16782	191	20	frontier	frontier	NOUN
ajfa-16782	191	21	markets	market	NOUN
ajfa-16782	191	22	.	.	PUNCT
ajfa-16782	192	1	models	model	NOUN
ajfa-16782	192	2	such	such	ADJ
ajfa-16782	192	3	as	as	ADP
ajfa-16782	192	4	liquidity	liquidity	NOUN
ajfa-16782	192	5	adjusted	adjust	VERB
ajfa-16782	192	6	capm	capm	PROPN
ajfa-16782	192	7	(	(	PUNCT
ajfa-16782	192	8	lcapm	lcapm	NOUN
ajfa-16782	192	9	)	)	PUNCT
ajfa-16782	192	10	(	(	PUNCT
ajfa-16782	192	11	acharya	acharya	PROPN
ajfa-16782	192	12	&	&	CCONJ
ajfa-16782	192	13	pederesen	pederesen	PROPN
ajfa-16782	192	14	,	,	PUNCT
ajfa-16782	192	15	2005	2005	NUM
ajfa-16782	192	16	)	)	PUNCT
ajfa-16782	192	17	;	;	PUNCT
ajfa-16782	192	18	three	three	NUM
ajfa-16782	192	19	moment	moment	NOUN
ajfa-16782	192	20	capm	capm	PROPN
ajfa-16782	192	21	(	(	PUNCT
ajfa-16782	192	22	kraus	kraus	PROPN
ajfa-16782	192	23	and	and	CCONJ
ajfa-16782	192	24	litzenberger	litzenberger	NOUN
ajfa-16782	192	25	,	,	PUNCT
ajfa-16782	192	26	1976	1976	NUM
ajfa-16782	192	27	)	)	PUNCT
ajfa-16782	192	28	may	may	AUX
ajfa-16782	192	29	perform	perform	VERB
ajfa-16782	192	30	better	well	ADV
ajfa-16782	192	31	in	in	ADP
ajfa-16782	192	32	the	the	DET
ajfa-16782	192	33	cse	cse	NOUN
ajfa-16782	192	34	.	.	PUNCT
ajfa-16782	193	1	another	another	DET
ajfa-16782	193	2	argument	argument	NOUN
ajfa-16782	193	3	in	in	ADP
ajfa-16782	193	4	neoclassical	neoclassical	ADJ
ajfa-16782	193	5	literature	literature	NOUN
ajfa-16782	193	6	is	be	AUX
ajfa-16782	193	7	where	where	SCONJ
ajfa-16782	193	8	roll	roll	NOUN
ajfa-16782	193	9	(	(	PUNCT
ajfa-16782	193	10	1977	1977	NUM
ajfa-16782	193	11	)	)	PUNCT
ajfa-16782	193	12	takes	take	VERB
ajfa-16782	193	13	the	the	DET
ajfa-16782	193	14	extreme	extreme	ADJ
ajfa-16782	193	15	position	position	NOUN
ajfa-16782	193	16	that	that	PRON
ajfa-16782	193	17	slb	slb	PROPN
ajfa-16782	193	18	is	be	AUX
ajfa-16782	193	19	actually	actually	ADV
ajfa-16782	193	20	untestable	untestable	ADJ
ajfa-16782	193	21	,	,	PUNCT
ajfa-16782	193	22	because	because	SCONJ
ajfa-16782	193	23	any	any	DET
ajfa-16782	193	24	negative	negative	ADJ
ajfa-16782	193	25	results	result	NOUN
ajfa-16782	193	26	might	might	AUX
ajfa-16782	193	27	be	be	AUX
ajfa-16782	193	28	due	due	ADJ
ajfa-16782	193	29	to	to	ADP
ajfa-16782	193	30	errors	error	NOUN
ajfa-16782	193	31	in	in	ADP
ajfa-16782	193	32	the	the	DET
ajfa-16782	193	33	proxy	proxy	NOUN
ajfa-16782	193	34	used	use	VERB
ajfa-16782	193	35	as	as	ADP
ajfa-16782	193	36	the	the	DET
ajfa-16782	193	37	market	market	NOUN
ajfa-16782	193	38	.	.	PUNCT
ajfa-16782	194	1	shanken	shanken	PROPN
ajfa-16782	194	2	(	(	PUNCT
ajfa-16782	194	3	1987	1987	NUM
ajfa-16782	194	4	)	)	PUNCT
ajfa-16782	194	5	has	have	AUX
ajfa-16782	194	6	shown	show	VERB
ajfa-16782	194	7	that	that	SCONJ
ajfa-16782	194	8	empirical	empirical	ADJ
ajfa-16782	194	9	results	result	NOUN
ajfa-16782	194	10	can	can	AUX
ajfa-16782	194	11	only	only	ADV
ajfa-16782	194	12	be	be	AUX
ajfa-16782	194	13	reconciled	reconcile	VERB
ajfa-16782	194	14	with	with	ADP
ajfa-16782	194	15	the	the	DET
ajfa-16782	194	16	capm	capm	NOUN
ajfa-16782	194	17	if	if	SCONJ
ajfa-16782	194	18	the	the	DET
ajfa-16782	194	19	correlation	correlation	NOUN
ajfa-16782	194	20	of	of	ADP
ajfa-16782	194	21	the	the	DET
ajfa-16782	194	22	proxy	proxy	NOUN
ajfa-16782	194	23	with	with	ADP
ajfa-16782	194	24	the	the	DET
ajfa-16782	194	25	true	true	ADJ
ajfa-16782	194	26	market	market	NOUN
ajfa-16782	194	27	is	be	AUX
ajfa-16782	194	28	quite	quite	ADV
ajfa-16782	194	29	high	high	ADJ
ajfa-16782	194	30	.	.	PUNCT
ajfa-16782	195	1	therefore	therefore	ADV
ajfa-16782	195	2	,	,	PUNCT
ajfa-16782	195	3	it	it	PRON
ajfa-16782	195	4	highlights	highlight	VERB
ajfa-16782	195	5	the	the	DET
ajfa-16782	195	6	inquiry	inquiry	NOUN
ajfa-16782	195	7	whether	whether	SCONJ
ajfa-16782	195	8	the	the	DET
ajfa-16782	195	9	index	index	NOUN
ajfa-16782	195	10	in	in	ADP
ajfa-16782	195	11	the	the	DET
ajfa-16782	195	12	cse	cse	NOUN
ajfa-16782	195	13	correlates	correlate	VERB
ajfa-16782	195	14	to	to	ADP
ajfa-16782	195	15	the	the	DET
ajfa-16782	195	16	true	true	ADJ
ajfa-16782	195	17	market	market	NOUN
ajfa-16782	195	18	in	in	ADP
ajfa-16782	195	19	sri	sri	PROPN
ajfa-16782	195	20	lanka	lanka	PROPN
ajfa-16782	195	21	.	.	PUNCT
ajfa-16782	196	1	furthermore	furthermore	ADV
ajfa-16782	196	2	,	,	PUNCT
ajfa-16782	196	3	behavioural	behavioural	ADJ
ajfa-16782	196	4	finance	finance	NOUN
ajfa-16782	196	5	builds	build	VERB
ajfa-16782	196	6	the	the	DET
ajfa-16782	196	7	contrary	contrary	ADJ
ajfa-16782	196	8	debate	debate	NOUN
ajfa-16782	196	9	that	that	SCONJ
ajfa-16782	196	10	investors	investor	NOUN
ajfa-16782	196	11	are	be	AUX
ajfa-16782	196	12	not	not	PART
ajfa-16782	196	13	always	always	ADV
ajfa-16782	196	14	rational	rational	ADJ
ajfa-16782	196	15	.	.	PUNCT
ajfa-16782	197	1	behavioural	behavioural	ADJ
ajfa-16782	197	2	researchers	researcher	NOUN
ajfa-16782	197	3	(	(	PUNCT
ajfa-16782	197	4	shefrin	shefrin	NOUN
ajfa-16782	197	5	,	,	PUNCT
ajfa-16782	197	6	2009	2009	NUM
ajfa-16782	197	7	;	;	PUNCT
ajfa-16782	197	8	statman	statman	NOUN
ajfa-16782	197	9	,	,	PUNCT
ajfa-16782	197	10	1999;black	1999;black	PROPN
ajfa-16782	197	11	,	,	PUNCT
ajfa-16782	197	12	1986	1986	NUM
ajfa-16782	197	13	;	;	PUNCT
ajfa-16782	197	14	delong	delong	PROPN
ajfa-16782	197	15	et	et	PROPN
ajfa-16782	197	16	al	al	PROPN
ajfa-16782	197	17	.	.	PROPN
ajfa-16782	197	18	,	,	PUNCT
ajfa-16782	197	19	1990	1990	NUM
ajfa-16782	197	20	)	)	PUNCT
ajfa-16782	197	21	argue	argue	VERB
ajfa-16782	197	22	that	that	SCONJ
ajfa-16782	197	23	investors	investor	NOUN
ajfa-16782	197	24	form	form	VERB
ajfa-16782	197	25	beliefs	belief	NOUN
ajfa-16782	197	26	based	base	VERB
ajfa-16782	197	27	on	on	ADP
ajfa-16782	197	28	psychological	psychological	ADJ
ajfa-16782	197	29	biases	bias	NOUN
ajfa-16782	197	30	and	and	CCONJ
ajfa-16782	197	31	heuristics	heuristic	NOUN
ajfa-16782	197	32	thus	thus	ADV
ajfa-16782	197	33	security	security	NOUN
ajfa-16782	197	34	prices	price	NOUN
ajfa-16782	197	35	reflect	reflect	VERB
ajfa-16782	197	36	both	both	CCONJ
ajfa-16782	197	37	a	a	DET
ajfa-16782	197	38	rational	rational	ADJ
ajfa-16782	197	39	and	and	CCONJ
ajfa-16782	197	40	an	an	DET
ajfa-16782	197	41	irrational	irrational	ADJ
ajfa-16782	197	42	components	component	NOUN
ajfa-16782	197	43	.	.	PUNCT
ajfa-16782	198	1	the	the	DET
ajfa-16782	198	2	lack	lack	NOUN
ajfa-16782	198	3	of	of	ADP
ajfa-16782	198	4	support	support	NOUN
ajfa-16782	198	5	for	for	ADP
ajfa-16782	198	6	neoclassical	neoclassical	ADJ
ajfa-16782	198	7	asset	asset	NOUN
ajfa-16782	198	8	pricing	pricing	NOUN
ajfa-16782	198	9	tests	test	NOUN
ajfa-16782	198	10	in	in	ADP
ajfa-16782	198	11	sri	sri	PROPN
ajfa-16782	198	12	lanka	lanka	PROPN
ajfa-16782	198	13	may	may	AUX
ajfa-16782	198	14	be	be	AUX
ajfa-16782	198	15	caused	cause	VERB
ajfa-16782	198	16	by	by	ADP
ajfa-16782	198	17	the	the	DET
ajfa-16782	198	18	behavioural	behavioural	ADJ
ajfa-16782	198	19	component	component	NOUN
ajfa-16782	198	20	in	in	ADP
ajfa-16782	198	21	asset	asset	NOUN
ajfa-16782	198	22	prices	price	NOUN
ajfa-16782	198	23	.	.	PUNCT
ajfa-16782	199	1	asian	asian	ADJ
ajfa-16782	199	2	journal	journal	PROPN
ajfa-16782	199	3	of	of	ADP
ajfa-16782	199	4	finance	finance	PROPN
ajfa-16782	199	5	&	&	CCONJ
ajfa-16782	199	6	accounting	accounting	PROPN
ajfa-16782	199	7	issn	issn	PROPN
ajfa-16782	199	8	1946	1946	NUM
ajfa-16782	199	9	-	-	PUNCT
ajfa-16782	199	10	052x	052x	NOUN
ajfa-16782	199	11	2020	2020	NUM
ajfa-16782	199	12	,	,	PUNCT
ajfa-16782	199	13	vol	vol	NOUN
ajfa-16782	199	14	.	.	PROPN
ajfa-16782	199	15	12	12	NUM
ajfa-16782	199	16	,	,	PUNCT
ajfa-16782	199	17	no	no	INTJ
ajfa-16782	199	18	.	.	NOUN
ajfa-16782	199	19	2	2	NUM
ajfa-16782	199	20	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	199	21	51	51	NUM
ajfa-16782	199	22	6	6	NUM
ajfa-16782	199	23	.	.	PUNCT
ajfa-16782	200	1	conclusion	conclusion	NOUN
ajfa-16782	200	2	neoclassical	neoclassical	ADJ
ajfa-16782	200	3	asset	asset	NOUN
ajfa-16782	200	4	pricing	pricing	NOUN
ajfa-16782	200	5	models	model	NOUN
ajfa-16782	200	6	try	try	VERB
ajfa-16782	200	7	to	to	PART
ajfa-16782	200	8	explain	explain	VERB
ajfa-16782	200	9	cross	cross	VERB
ajfa-16782	200	10	sectional	sectional	ADJ
ajfa-16782	200	11	variation	variation	NOUN
ajfa-16782	200	12	of	of	ADP
ajfa-16782	200	13	stock	stock	NOUN
ajfa-16782	200	14	returns	return	NOUN
ajfa-16782	200	15	in	in	ADP
ajfa-16782	200	16	asset	asset	NOUN
ajfa-16782	200	17	markets	market	NOUN
ajfa-16782	200	18	,	,	PUNCT
ajfa-16782	200	19	and	and	CCONJ
ajfa-16782	200	20	the	the	DET
ajfa-16782	200	21	original	original	ADJ
ajfa-16782	200	22	model	model	NOUN
ajfa-16782	200	23	assumes	assume	VERB
ajfa-16782	200	24	that	that	SCONJ
ajfa-16782	200	25	market	market	NOUN
ajfa-16782	200	26	betas	beta	NOUN
ajfa-16782	200	27	can	can	AUX
ajfa-16782	200	28	capture	capture	VERB
ajfa-16782	200	29	the	the	DET
ajfa-16782	200	30	total	total	ADJ
ajfa-16782	200	31	systematic	systematic	ADJ
ajfa-16782	200	32	variation	variation	NOUN
ajfa-16782	200	33	of	of	ADP
ajfa-16782	200	34	returns	return	NOUN
ajfa-16782	200	35	.	.	PUNCT
ajfa-16782	201	1	later	later	ADV
ajfa-16782	201	2	empirical	empirical	ADJ
ajfa-16782	201	3	investigations	investigation	NOUN
ajfa-16782	201	4	uncovered	uncover	VERB
ajfa-16782	201	5	anomalies	anomaly	NOUN
ajfa-16782	201	6	to	to	ADP
ajfa-16782	201	7	slb	slb	PROPN
ajfa-16782	201	8	model	model	NOUN
ajfa-16782	201	9	which	which	PRON
ajfa-16782	201	10	led	lead	VERB
ajfa-16782	201	11	to	to	ADP
ajfa-16782	201	12	development	development	NOUN
ajfa-16782	201	13	of	of	ADP
ajfa-16782	201	14	augmented	augment	VERB
ajfa-16782	201	15	asset	asset	NOUN
ajfa-16782	201	16	pricing	pricing	NOUN
ajfa-16782	201	17	theories	theory	NOUN
ajfa-16782	201	18	and	and	CCONJ
ajfa-16782	201	19	models	model	NOUN
ajfa-16782	201	20	.	.	PUNCT
ajfa-16782	202	1	although	although	SCONJ
ajfa-16782	202	2	there	there	PRON
ajfa-16782	202	3	are	be	VERB
ajfa-16782	202	4	inconsistent	inconsistent	ADJ
ajfa-16782	202	5	and	and	CCONJ
ajfa-16782	202	6	inconclusive	inconclusive	ADJ
ajfa-16782	202	7	evidence	evidence	NOUN
ajfa-16782	202	8	of	of	ADP
ajfa-16782	202	9	neoclassical	neoclassical	ADJ
ajfa-16782	202	10	asset	asset	NOUN
ajfa-16782	202	11	pricing	pricing	NOUN
ajfa-16782	202	12	models	model	NOUN
ajfa-16782	202	13	,	,	PUNCT
ajfa-16782	202	14	it	it	PRON
ajfa-16782	202	15	remains	remain	VERB
ajfa-16782	202	16	a	a	DET
ajfa-16782	202	17	strong	strong	ADJ
ajfa-16782	202	18	body	body	NOUN
ajfa-16782	202	19	of	of	ADP
ajfa-16782	202	20	knowledge	knowledge	NOUN
ajfa-16782	202	21	that	that	PRON
ajfa-16782	202	22	is	be	AUX
ajfa-16782	202	23	applicable	applicable	ADJ
ajfa-16782	202	24	until	until	ADP
ajfa-16782	202	25	the	the	DET
ajfa-16782	202	26	present	present	NOUN
ajfa-16782	202	27	(	(	PUNCT
ajfa-16782	202	28	dimson	dimson	NOUN
ajfa-16782	202	29	&	&	CCONJ
ajfa-16782	202	30	mussavian	mussavian	PROPN
ajfa-16782	202	31	,	,	PUNCT
ajfa-16782	202	32	1999	1999	NUM
ajfa-16782	202	33	)	)	PUNCT
ajfa-16782	202	34	.	.	PUNCT
ajfa-16782	203	1	in	in	ADP
ajfa-16782	203	2	this	this	DET
ajfa-16782	203	3	background	background	NOUN
ajfa-16782	203	4	,	,	PUNCT
ajfa-16782	203	5	this	this	DET
ajfa-16782	203	6	study	study	NOUN
ajfa-16782	203	7	critically	critically	ADV
ajfa-16782	203	8	reviews	review	VERB
ajfa-16782	203	9	two	two	NUM
ajfa-16782	203	10	decades	decade	NOUN
ajfa-16782	203	11	of	of	ADP
ajfa-16782	203	12	neoclassical	neoclassical	ADJ
ajfa-16782	203	13	asset	asset	NOUN
ajfa-16782	203	14	pricing	pricing	NOUN
ajfa-16782	203	15	tests	test	NOUN
ajfa-16782	203	16	in	in	ADP
ajfa-16782	203	17	the	the	DET
ajfa-16782	203	18	frontier	frontier	NOUN
ajfa-16782	203	19	market	market	NOUN
ajfa-16782	203	20	sri	sri	PROPN
ajfa-16782	203	21	lanka	lanka	PROPN
ajfa-16782	203	22	.	.	PUNCT
ajfa-16782	204	1	to	to	PART
ajfa-16782	204	2	select	select	VERB
ajfa-16782	204	3	the	the	DET
ajfa-16782	204	4	relevant	relevant	ADJ
ajfa-16782	204	5	literature	literature	NOUN
ajfa-16782	204	6	in	in	ADP
ajfa-16782	204	7	the	the	DET
ajfa-16782	204	8	colombo	colombo	NOUN
ajfa-16782	204	9	stock	stock	NOUN
ajfa-16782	204	10	exchange	exchange	PROPN
ajfa-16782	204	11	(	(	PUNCT
ajfa-16782	204	12	cse	cse	PROPN
ajfa-16782	204	13	)	)	PUNCT
ajfa-16782	204	14	the	the	DET
ajfa-16782	204	15	study	study	NOUN
ajfa-16782	204	16	employs	employ	VERB
ajfa-16782	204	17	structural	structural	ADJ
ajfa-16782	204	18	empirical	empirical	ADJ
ajfa-16782	204	19	review	review	NOUN
ajfa-16782	204	20	(	(	PUNCT
ajfa-16782	204	21	ser	ser	NOUN
ajfa-16782	204	22	)	)	PUNCT
ajfa-16782	204	23	methodology	methodology	NOUN
ajfa-16782	204	24	,	,	PUNCT
ajfa-16782	204	25	which	which	PRON
ajfa-16782	204	26	is	be	AUX
ajfa-16782	204	27	a	a	DET
ajfa-16782	204	28	quasi	quasi	NOUN
ajfa-16782	204	29	-	-	NOUN
ajfa-16782	204	30	experiment	experiment	NOUN
ajfa-16782	204	31	that	that	PRON
ajfa-16782	204	32	derives	derive	VERB
ajfa-16782	204	33	a	a	DET
ajfa-16782	204	34	conclusion	conclusion	NOUN
ajfa-16782	204	35	from	from	ADP
ajfa-16782	204	36	the	the	DET
ajfa-16782	204	37	data	datum	NOUN
ajfa-16782	204	38	already	already	ADV
ajfa-16782	204	39	published	publish	VERB
ajfa-16782	204	40	.	.	PUNCT
ajfa-16782	205	1	it	it	PRON
ajfa-16782	205	2	develops	develop	VERB
ajfa-16782	205	3	a	a	DET
ajfa-16782	205	4	clear	clear	ADJ
ajfa-16782	205	5	selection	selection	NOUN
ajfa-16782	205	6	and	and	CCONJ
ajfa-16782	205	7	elimination	elimination	NOUN
ajfa-16782	205	8	criteria	criterion	NOUN
ajfa-16782	205	9	to	to	PART
ajfa-16782	205	10	identify	identify	VERB
ajfa-16782	205	11	relevant	relevant	ADJ
ajfa-16782	205	12	studies	study	NOUN
ajfa-16782	205	13	to	to	PART
ajfa-16782	205	14	be	be	AUX
ajfa-16782	205	15	reviewed	review	VERB
ajfa-16782	205	16	.	.	PUNCT
ajfa-16782	206	1	based	base	VERB
ajfa-16782	206	2	on	on	ADP
ajfa-16782	206	3	the	the	DET
ajfa-16782	206	4	criteria	criterion	NOUN
ajfa-16782	206	5	this	this	DET
ajfa-16782	206	6	study	study	NOUN
ajfa-16782	206	7	specifically	specifically	ADV
ajfa-16782	206	8	compare	compare	VERB
ajfa-16782	206	9	,	,	PUNCT
ajfa-16782	206	10	contrast	contrast	NOUN
ajfa-16782	206	11	,	,	PUNCT
ajfa-16782	206	12	and	and	CCONJ
ajfa-16782	206	13	critically	critically	ADV
ajfa-16782	206	14	review	review	VERB
ajfa-16782	206	15	23	23	NUM
ajfa-16782	206	16	empirical	empirical	ADJ
ajfa-16782	206	17	investigations	investigation	NOUN
ajfa-16782	206	18	on	on	ADP
ajfa-16782	206	19	neoclassical	neoclassical	ADJ
ajfa-16782	206	20	asset	asset	NOUN
ajfa-16782	206	21	pricing	pricing	NOUN
ajfa-16782	206	22	tests	test	NOUN
ajfa-16782	206	23	in	in	ADP
ajfa-16782	206	24	the	the	DET
ajfa-16782	206	25	cse	cse	NOUN
ajfa-16782	206	26	,	,	PUNCT
ajfa-16782	206	27	for	for	ADP
ajfa-16782	206	28	a	a	DET
ajfa-16782	206	29	period	period	NOUN
ajfa-16782	206	30	of	of	ADP
ajfa-16782	206	31	twenty	twenty	NUM
ajfa-16782	206	32	years	year	NOUN
ajfa-16782	206	33	from	from	ADP
ajfa-16782	206	34	the	the	DET
ajfa-16782	206	35	year	year	NOUN
ajfa-16782	206	36	1997	1997	NUM
ajfa-16782	206	37	to	to	ADP
ajfa-16782	206	38	2017	2017	NUM
ajfa-16782	206	39	.	.	PUNCT
ajfa-16782	207	1	confirming	confirm	VERB
ajfa-16782	207	2	the	the	DET
ajfa-16782	207	3	existing	exist	VERB
ajfa-16782	207	4	findings	finding	NOUN
ajfa-16782	207	5	the	the	DET
ajfa-16782	207	6	slb	slb	PROPN
ajfa-16782	207	7	model	model	NOUN
ajfa-16782	207	8	is	be	AUX
ajfa-16782	207	9	not	not	PART
ajfa-16782	207	10	supported	support	VERB
ajfa-16782	207	11	in	in	ADP
ajfa-16782	207	12	the	the	DET
ajfa-16782	207	13	sri	sri	ADJ
ajfa-16782	207	14	lankan	lankan	PROPN
ajfa-16782	207	15	market	market	NOUN
ajfa-16782	207	16	,	,	PUNCT
ajfa-16782	207	17	while	while	SCONJ
ajfa-16782	207	18	a	a	DET
ajfa-16782	207	19	conditional	conditional	ADJ
ajfa-16782	207	20	relationship	relationship	NOUN
ajfa-16782	207	21	between	between	ADP
ajfa-16782	207	22	beta	beta	NOUN
ajfa-16782	207	23	and	and	CCONJ
ajfa-16782	207	24	returns	return	NOUN
ajfa-16782	207	25	are	be	AUX
ajfa-16782	207	26	established	establish	VERB
ajfa-16782	207	27	.	.	PUNCT
ajfa-16782	208	1	the	the	DET
ajfa-16782	208	2	findings	finding	NOUN
ajfa-16782	208	3	of	of	ADP
ajfa-16782	208	4	the	the	DET
ajfa-16782	208	5	multifactor	multifactor	NOUN
ajfa-16782	208	6	asset	asset	NOUN
ajfa-16782	208	7	pricing	pricing	NOUN
ajfa-16782	208	8	models	model	NOUN
ajfa-16782	208	9	are	be	AUX
ajfa-16782	208	10	not	not	PART
ajfa-16782	208	11	consistent	consistent	ADJ
ajfa-16782	208	12	with	with	ADP
ajfa-16782	208	13	other	other	ADJ
ajfa-16782	208	14	markets	market	NOUN
ajfa-16782	208	15	.	.	PUNCT
ajfa-16782	209	1	the	the	DET
ajfa-16782	209	2	review	review	NOUN
ajfa-16782	209	3	finds	find	VERB
ajfa-16782	209	4	a	a	DET
ajfa-16782	209	5	temporary	temporary	ADJ
ajfa-16782	209	6	effect	effect	NOUN
ajfa-16782	209	7	of	of	ADP
ajfa-16782	209	8	macroeconomic	macroeconomic	ADJ
ajfa-16782	209	9	variables	variable	NOUN
ajfa-16782	209	10	on	on	ADP
ajfa-16782	209	11	stock	stock	NOUN
ajfa-16782	209	12	returns	return	NOUN
ajfa-16782	209	13	in	in	ADP
ajfa-16782	209	14	sri	sri	PROPN
ajfa-16782	209	15	lanka	lanka	PROPN
ajfa-16782	209	16	.	.	PUNCT
ajfa-16782	210	1	though	though	SCONJ
ajfa-16782	210	2	the	the	DET
ajfa-16782	210	3	atheoritical	atheoritical	ADJ
ajfa-16782	210	4	ff3fm	ff3fm	NOUN
ajfa-16782	210	5	was	be	AUX
ajfa-16782	210	6	not	not	PART
ajfa-16782	210	7	initially	initially	ADV
ajfa-16782	210	8	supported	support	VERB
ajfa-16782	210	9	,	,	PUNCT
ajfa-16782	210	10	the	the	DET
ajfa-16782	210	11	longer	long	ADJ
ajfa-16782	210	12	period	period	NOUN
ajfa-16782	210	13	studies	study	NOUN
ajfa-16782	210	14	support	support	VERB
ajfa-16782	210	15	the	the	DET
ajfa-16782	210	16	model	model	NOUN
ajfa-16782	210	17	.	.	PUNCT
ajfa-16782	211	1	these	these	DET
ajfa-16782	211	2	studies	study	NOUN
ajfa-16782	211	3	suggest	suggest	VERB
ajfa-16782	211	4	it	it	PRON
ajfa-16782	211	5	is	be	AUX
ajfa-16782	211	6	the	the	DET
ajfa-16782	211	7	market	market	NOUN
ajfa-16782	211	8	factor	factor	NOUN
ajfa-16782	211	9	that	that	PRON
ajfa-16782	211	10	includes	include	VERB
ajfa-16782	211	11	multiple	multiple	ADJ
ajfa-16782	211	12	sources	source	NOUN
ajfa-16782	211	13	of	of	ADP
ajfa-16782	211	14	risk	risk	NOUN
ajfa-16782	211	15	,	,	PUNCT
ajfa-16782	211	16	which	which	PRON
ajfa-16782	211	17	captures	capture	VERB
ajfa-16782	211	18	much	much	ADJ
ajfa-16782	211	19	of	of	ADP
ajfa-16782	211	20	the	the	DET
ajfa-16782	211	21	variation	variation	NOUN
ajfa-16782	211	22	in	in	ADP
ajfa-16782	211	23	the	the	DET
ajfa-16782	211	24	cse	cse	NOUN
ajfa-16782	211	25	.	.	PUNCT
ajfa-16782	212	1	the	the	DET
ajfa-16782	212	2	recent	recent	ADJ
ajfa-16782	212	3	studies	study	NOUN
ajfa-16782	212	4	conclude	conclude	VERB
ajfa-16782	212	5	c4fm	c4fm	PROPN
ajfa-16782	212	6	provides	provide	VERB
ajfa-16782	212	7	a	a	DET
ajfa-16782	212	8	better	well	ADJ
ajfa-16782	212	9	explanation	explanation	NOUN
ajfa-16782	212	10	than	than	ADP
ajfa-16782	212	11	the	the	DET
ajfa-16782	212	12	slb	slb	PROPN
ajfa-16782	212	13	and	and	CCONJ
ajfa-16782	212	14	the	the	DET
ajfa-16782	212	15	ff3fm	ff3fm	NUM
ajfa-16782	212	16	,	,	PUNCT
ajfa-16782	212	17	but	but	CCONJ
ajfa-16782	212	18	the	the	DET
ajfa-16782	212	19	explanatory	explanatory	ADJ
ajfa-16782	212	20	powers	power	NOUN
ajfa-16782	212	21	of	of	ADP
ajfa-16782	212	22	these	these	DET
ajfa-16782	212	23	models	model	NOUN
ajfa-16782	212	24	are	be	AUX
ajfa-16782	212	25	quiet	quiet	ADJ
ajfa-16782	212	26	low	low	ADJ
ajfa-16782	212	27	compared	compare	VERB
ajfa-16782	212	28	to	to	ADP
ajfa-16782	212	29	the	the	DET
ajfa-16782	212	30	findings	finding	NOUN
ajfa-16782	212	31	in	in	ADP
ajfa-16782	212	32	developed	develop	VERB
ajfa-16782	212	33	markets	market	NOUN
ajfa-16782	212	34	.	.	PUNCT
ajfa-16782	213	1	next	next	ADV
ajfa-16782	213	2	,	,	PUNCT
ajfa-16782	213	3	the	the	DET
ajfa-16782	213	4	review	review	NOUN
ajfa-16782	213	5	discusses	discuss	VERB
ajfa-16782	213	6	the	the	DET
ajfa-16782	213	7	debates	debate	NOUN
ajfa-16782	213	8	set	set	VERB
ajfa-16782	213	9	forth	forth	ADP
ajfa-16782	213	10	for	for	ADP
ajfa-16782	213	11	the	the	DET
ajfa-16782	213	12	inconsistencies	inconsistency	NOUN
ajfa-16782	213	13	and	and	CCONJ
ajfa-16782	213	14	inconclusive	inconclusive	ADJ
ajfa-16782	213	15	evidence	evidence	NOUN
ajfa-16782	213	16	of	of	ADP
ajfa-16782	213	17	neoclassical	neoclassical	ADJ
ajfa-16782	213	18	asset	asset	NOUN
ajfa-16782	213	19	pricing	pricing	NOUN
ajfa-16782	213	20	tests	test	NOUN
ajfa-16782	213	21	,	,	PUNCT
ajfa-16782	213	22	specifically	specifically	ADV
ajfa-16782	213	23	in	in	ADP
ajfa-16782	213	24	frontier	frontier	NOUN
ajfa-16782	213	25	markets	market	NOUN
ajfa-16782	213	26	such	such	ADJ
ajfa-16782	213	27	as	as	ADP
ajfa-16782	213	28	cse	cse	PROPN
ajfa-16782	213	29	.	.	PUNCT
ajfa-16782	214	1	campbell	campbell	PROPN
ajfa-16782	214	2	(	(	PUNCT
ajfa-16782	214	3	2000	2000	NUM
ajfa-16782	214	4	)	)	PUNCT
ajfa-16782	214	5	argues	argue	VERB
ajfa-16782	214	6	that	that	SCONJ
ajfa-16782	214	7	in	in	ADP
ajfa-16782	214	8	asset	asset	NOUN
ajfa-16782	214	9	pricing	price	VERB
ajfa-16782	214	10	the	the	DET
ajfa-16782	214	11	concept	concept	NOUN
ajfa-16782	214	12	of	of	ADP
ajfa-16782	214	13	multiple	multiple	ADJ
ajfa-16782	214	14	risk	risk	NOUN
ajfa-16782	214	15	factors	factor	NOUN
ajfa-16782	214	16	prevail	prevail	VERB
ajfa-16782	214	17	over	over	ADP
ajfa-16782	214	18	a	a	DET
ajfa-16782	214	19	single	single	ADJ
ajfa-16782	214	20	factor	factor	NOUN
ajfa-16782	214	21	asset	asset	NOUN
ajfa-16782	214	22	pricing	pricing	NOUN
ajfa-16782	214	23	model	model	NOUN
ajfa-16782	214	24	.	.	PUNCT
ajfa-16782	215	1	harvey	harvey	PROPN
ajfa-16782	215	2	(	(	PUNCT
ajfa-16782	215	3	1995	1995	NUM
ajfa-16782	215	4	)	)	PUNCT
ajfa-16782	215	5	debates	debate	NOUN
ajfa-16782	215	6	that	that	SCONJ
ajfa-16782	215	7	neoclassical	neoclassical	ADJ
ajfa-16782	215	8	model	model	NOUN
ajfa-16782	215	9	as	as	ADP
ajfa-16782	215	10	specified	specify	VERB
ajfa-16782	215	11	lack	lack	NOUN
ajfa-16782	215	12	support	support	NOUN
ajfa-16782	215	13	in	in	ADP
ajfa-16782	215	14	emerging	emerge	VERB
ajfa-16782	215	15	markets	market	NOUN
ajfa-16782	215	16	,	,	PUNCT
ajfa-16782	215	17	because	because	SCONJ
ajfa-16782	215	18	the	the	DET
ajfa-16782	215	19	assets	asset	NOUN
ajfa-16782	215	20	’	'	PUNCT
ajfa-16782	215	21	exposure	exposure	NOUN
ajfa-16782	215	22	to	to	ADP
ajfa-16782	215	23	risk	risk	NOUN
ajfa-16782	215	24	factors	factor	NOUN
ajfa-16782	215	25	is	be	AUX
ajfa-16782	215	26	different	different	ADJ
ajfa-16782	215	27	.	.	PUNCT
ajfa-16782	216	1	alles	alle	NOUN
ajfa-16782	216	2	and	and	CCONJ
ajfa-16782	216	3	murray	murray	PROPN
ajfa-16782	216	4	(	(	PUNCT
ajfa-16782	216	5	2009	2009	NUM
ajfa-16782	216	6	)	)	PUNCT
ajfa-16782	216	7	highlight	highlight	VERB
ajfa-16782	216	8	the	the	DET
ajfa-16782	216	9	unique	unique	ADJ
ajfa-16782	216	10	characteristics	characteristic	NOUN
ajfa-16782	216	11	of	of	ADP
ajfa-16782	216	12	the	the	DET
ajfa-16782	216	13	emerging	emerge	VERB
ajfa-16782	216	14	and	and	CCONJ
ajfa-16782	216	15	frontier	frontier	NOUN
ajfa-16782	216	16	markets	market	NOUN
ajfa-16782	216	17	that	that	PRON
ajfa-16782	216	18	set	set	VERB
ajfa-16782	216	19	them	they	PRON
ajfa-16782	216	20	apart	apart	ADV
ajfa-16782	216	21	from	from	ADP
ajfa-16782	216	22	developed	develop	VERB
ajfa-16782	216	23	markets	market	NOUN
ajfa-16782	216	24	.	.	PUNCT
ajfa-16782	217	1	the	the	DET
ajfa-16782	217	2	viability	viability	NOUN
ajfa-16782	217	3	of	of	ADP
ajfa-16782	217	4	using	use	VERB
ajfa-16782	217	5	the	the	DET
ajfa-16782	217	6	cse	cse	NOUN
ajfa-16782	217	7	as	as	ADP
ajfa-16782	217	8	a	a	DET
ajfa-16782	217	9	reflection	reflection	NOUN
ajfa-16782	217	10	of	of	ADP
ajfa-16782	217	11	the	the	DET
ajfa-16782	217	12	true	true	ADJ
ajfa-16782	217	13	market	market	NOUN
ajfa-16782	217	14	of	of	ADP
ajfa-16782	217	15	sri	sri	PROPN
ajfa-16782	217	16	lanka	lanka	PROPN
ajfa-16782	217	17	is	be	AUX
ajfa-16782	217	18	discussed	discuss	VERB
ajfa-16782	217	19	with	with	ADP
ajfa-16782	217	20	shanken	shanken	ADJ
ajfa-16782	217	21	(	(	PUNCT
ajfa-16782	217	22	1987	1987	NUM
ajfa-16782	217	23	)	)	PUNCT
ajfa-16782	217	24	critique	critique	NOUN
ajfa-16782	217	25	.	.	PUNCT
ajfa-16782	218	1	finally	finally	ADV
ajfa-16782	218	2	the	the	DET
ajfa-16782	218	3	bahavioural	bahavioural	ADJ
ajfa-16782	218	4	argument	argument	NOUN
ajfa-16782	218	5	inquires	inquire	VERB
ajfa-16782	218	6	whether	whether	SCONJ
ajfa-16782	218	7	investors	investor	NOUN
ajfa-16782	218	8	in	in	ADP
ajfa-16782	218	9	the	the	DET
ajfa-16782	218	10	sri	sri	ADJ
ajfa-16782	218	11	lankan	lankan	PROPN
ajfa-16782	218	12	market	market	NOUN
ajfa-16782	218	13	are	be	AUX
ajfa-16782	218	14	rational	rational	ADJ
ajfa-16782	218	15	.	.	PUNCT
ajfa-16782	219	1	the	the	DET
ajfa-16782	219	2	findings	finding	NOUN
ajfa-16782	219	3	of	of	ADP
ajfa-16782	219	4	this	this	DET
ajfa-16782	219	5	review	review	NOUN
ajfa-16782	219	6	supports	support	VERB
ajfa-16782	219	7	the	the	DET
ajfa-16782	219	8	argument	argument	NOUN
ajfa-16782	219	9	that	that	SCONJ
ajfa-16782	219	10	neoclassical	neoclassical	ADJ
ajfa-16782	219	11	models	model	NOUN
ajfa-16782	219	12	should	should	AUX
ajfa-16782	219	13	be	be	AUX
ajfa-16782	219	14	augmented	augment	VERB
ajfa-16782	219	15	with	with	ADP
ajfa-16782	219	16	characteristics	characteristic	NOUN
ajfa-16782	219	17	of	of	ADP
ajfa-16782	219	18	emerging	emerge	VERB
ajfa-16782	219	19	and	and	CCONJ
ajfa-16782	219	20	frontier	frontier	NOUN
ajfa-16782	219	21	markets	market	NOUN
ajfa-16782	219	22	to	to	PART
ajfa-16782	219	23	make	make	VERB
ajfa-16782	219	24	them	they	PRON
ajfa-16782	219	25	more	more	ADV
ajfa-16782	219	26	applicable	applicable	ADJ
ajfa-16782	219	27	to	to	ADP
ajfa-16782	219	28	sri	sri	PROPN
ajfa-16782	219	29	lanka	lanka	PROPN
ajfa-16782	219	30	while	while	SCONJ
ajfa-16782	219	31	being	be	AUX
ajfa-16782	219	32	aware	aware	ADJ
ajfa-16782	219	33	of	of	ADP
ajfa-16782	219	34	the	the	DET
ajfa-16782	219	35	inherent	inherent	ADJ
ajfa-16782	219	36	limitations	limitation	NOUN
ajfa-16782	219	37	of	of	ADP
ajfa-16782	219	38	neoclassical	neoclassical	ADJ
ajfa-16782	219	39	asset	asset	NOUN
ajfa-16782	219	40	pricing	pricing	NOUN
ajfa-16782	219	41	models	model	NOUN
ajfa-16782	219	42	which	which	PRON
ajfa-16782	219	43	may	may	AUX
ajfa-16782	219	44	have	have	AUX
ajfa-16782	219	45	affected	affect	VERB
ajfa-16782	219	46	the	the	DET
ajfa-16782	219	47	findings	finding	NOUN
ajfa-16782	219	48	.	.	PUNCT
ajfa-16782	220	1	references	reference	NOUN
ajfa-16782	220	2	abeysekera	abeysekera	NOUN
ajfa-16782	220	3	,	,	PUNCT
ajfa-16782	220	4	a.	a.	NOUN
ajfa-16782	220	5	p.	p.	PROPN
ajfa-16782	220	6	,	,	PUNCT
ajfa-16782	220	7	&	&	CCONJ
ajfa-16782	220	8	nimal	nimal	PROPN
ajfa-16782	220	9	,	,	PUNCT
ajfa-16782	220	10	p.	p.	PROPN
ajfa-16782	220	11	d.	d.	PROPN
ajfa-16782	220	12	(	(	PUNCT
ajfa-16782	220	13	2016	2016	NUM
ajfa-16782	220	14	)	)	PUNCT
ajfa-16782	220	15	.	.	PUNCT
ajfa-16782	221	1	the	the	DET
ajfa-16782	221	2	impact	impact	NOUN
ajfa-16782	221	3	of	of	ADP
ajfa-16782	221	4	the	the	DET
ajfa-16782	221	5	financial	financial	ADJ
ajfa-16782	221	6	sector	sector	NOUN
ajfa-16782	221	7	on	on	ADP
ajfa-16782	221	8	asset	asset	NOUN
ajfa-16782	221	9	pricing	pricing	NOUN
ajfa-16782	221	10	tests	test	NOUN
ajfa-16782	221	11	:	:	PUNCT
ajfa-16782	221	12	evidence	evidence	NOUN
ajfa-16782	221	13	from	from	ADP
ajfa-16782	221	14	the	the	DET
ajfa-16782	221	15	colombo	colombo	NOUN
ajfa-16782	221	16	stock	stock	NOUN
ajfa-16782	221	17	exchange	exchange	PROPN
ajfa-16782	221	18	.	.	PUNCT
ajfa-16782	222	1	asian	asian	ADJ
ajfa-16782	222	2	journal	journal	PROPN
ajfa-16782	222	3	of	of	ADP
ajfa-16782	222	4	finance	finance	NOUN
ajfa-16782	222	5	and	and	CCONJ
ajfa-16782	222	6	accounting	accounting	NOUN
ajfa-16782	222	7	,	,	PUNCT
ajfa-16782	222	8	8(2	8(2	NUM
ajfa-16782	222	9	)	)	PUNCT
ajfa-16782	222	10	,	,	PUNCT
ajfa-16782	222	11	113	113	NUM
ajfa-16782	222	12	-	-	SYM
ajfa-16782	222	13	125	125	NUM
ajfa-16782	222	14	.	.	PUNCT
ajfa-16782	223	1	https://doi.org/10.5296/ajfa.v8i2.10056	https://doi.org/10.5296/ajfa.v8i2.10056	PROPN
ajfa-16782	223	2	asian	asian	PROPN
ajfa-16782	223	3	journal	journal	NOUN
ajfa-16782	223	4	of	of	ADP
ajfa-16782	223	5	finance	finance	PROPN
ajfa-16782	223	6	&	&	CCONJ
ajfa-16782	223	7	accounting	accounting	PROPN
ajfa-16782	223	8	issn	issn	PROPN
ajfa-16782	223	9	1946	1946	NUM
ajfa-16782	223	10	-	-	PUNCT
ajfa-16782	223	11	052x	052x	NOUN
ajfa-16782	223	12	2020	2020	NUM
ajfa-16782	223	13	,	,	PUNCT
ajfa-16782	223	14	vol	vol	NOUN
ajfa-16782	223	15	.	.	PROPN
ajfa-16782	223	16	12	12	NUM
ajfa-16782	223	17	,	,	PUNCT
ajfa-16782	223	18	no	no	INTJ
ajfa-16782	223	19	.	.	NOUN
ajfa-16782	223	20	2	2	NUM
ajfa-16782	223	21	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	223	22	52	52	NUM
ajfa-16782	223	23	abeysekera	abeysekera	NOUN
ajfa-16782	223	24	,	,	PUNCT
ajfa-16782	223	25	a.	a.	NOUN
ajfa-16782	223	26	p.	p.	PROPN
ajfa-16782	223	27	,	,	PUNCT
ajfa-16782	223	28	&	&	CCONJ
ajfa-16782	223	29	nimal	nimal	PROPN
ajfa-16782	223	30	,	,	PUNCT
ajfa-16782	223	31	p.	p.	PROPN
ajfa-16782	223	32	d.	d.	PROPN
ajfa-16782	223	33	(	(	PUNCT
ajfa-16782	223	34	2017	2017	NUM
ajfa-16782	223	35	)	)	PUNCT
ajfa-16782	223	36	.	.	PUNCT
ajfa-16782	224	1	the	the	DET
ajfa-16782	224	2	four	four	NUM
ajfa-16782	224	3	factor	factor	NOUN
ajfa-16782	224	4	model	model	NOUN
ajfa-16782	224	5	and	and	CCONJ
ajfa-16782	224	6	stock	stock	NOUN
ajfa-16782	224	7	returns	return	NOUN
ajfa-16782	224	8	:	:	PUNCT
ajfa-16782	224	9	evidence	evidence	NOUN
ajfa-16782	224	10	from	from	ADP
ajfa-16782	224	11	sri	sri	PROPN
ajfa-16782	224	12	lanka	lanka	PROPN
ajfa-16782	224	13	.	.	PUNCT
ajfa-16782	225	1	afro	afro	PROPN
ajfa-16782	225	2	-	-	PUNCT
ajfa-16782	225	3	asian	asian	ADJ
ajfa-16782	225	4	journal	journal	NOUN
ajfa-16782	225	5	of	of	ADP
ajfa-16782	225	6	finance	finance	NOUN
ajfa-16782	225	7	and	and	CCONJ
ajfa-16782	225	8	accounting	accounting	NOUN
ajfa-16782	225	9	,	,	PUNCT
ajfa-16782	225	10	7(1	7(1	NUM
ajfa-16782	225	11	)	)	PUNCT
ajfa-16782	225	12	.	.	PUNCT
ajfa-16782	226	1	https://doi.org/10.1504/aajfa.2017.082924	https://doi.org/10.1504/aajfa.2017.082924	PROPN
ajfa-16782	226	2	acharya	acharya	PROPN
ajfa-16782	226	3	,	,	PUNCT
ajfa-16782	226	4	v.	v.	PROPN
ajfa-16782	226	5	v.	v.	ADP
ajfa-16782	226	6	,	,	PUNCT
ajfa-16782	226	7	&	&	CCONJ
ajfa-16782	226	8	pederesen	pederesen	PROPN
ajfa-16782	226	9	,	,	PUNCT
ajfa-16782	226	10	l.	l.	PROPN
ajfa-16782	226	11	h.	h.	PROPN
ajfa-16782	226	12	(	(	PUNCT
ajfa-16782	226	13	2005	2005	NUM
ajfa-16782	226	14	)	)	PUNCT
ajfa-16782	226	15	.	.	PUNCT
ajfa-16782	227	1	asset	asset	NOUN
ajfa-16782	227	2	pricing	pricing	NOUN
ajfa-16782	227	3	with	with	ADP
ajfa-16782	227	4	liquidity	liquidity	NOUN
ajfa-16782	227	5	.	.	PUNCT
ajfa-16782	228	1	journal	journal	PROPN
ajfa-16782	228	2	of	of	ADP
ajfa-16782	228	3	financial	financial	ADJ
ajfa-16782	228	4	economics	economic	NOUN
ajfa-16782	228	5	.	.	PUNCT
ajfa-16782	229	1	https://doi.org/10.1016/j.jfineco.2004.06.007	https://doi.org/10.1016/j.jfineco.2004.06.007	ADJ
ajfa-16782	229	2	alles	alle	NOUN
ajfa-16782	229	3	,	,	PUNCT
ajfa-16782	229	4	l.	l.	PROPN
ajfa-16782	229	5	,	,	PUNCT
ajfa-16782	229	6	&	&	CCONJ
ajfa-16782	229	7	murray	murray	PROPN
ajfa-16782	229	8	,	,	PUNCT
ajfa-16782	229	9	l.	l.	PROPN
ajfa-16782	229	10	(	(	PUNCT
ajfa-16782	229	11	2009	2009	NUM
ajfa-16782	229	12	)	)	PUNCT
ajfa-16782	229	13	.	.	PUNCT
ajfa-16782	230	1	risk	risk	NOUN
ajfa-16782	230	2	factors	factor	NOUN
ajfa-16782	230	3	sri	sri	VERB
ajfa-16782	230	4	lankan	lankan	PROPN
ajfa-16782	230	5	capital	capital	PROPN
ajfa-16782	230	6	mrket	mrket	NOUN
ajfa-16782	230	7	.	.	PUNCT
ajfa-16782	231	1	sri	sri	PROPN
ajfa-16782	231	2	lankan	lankan	PROPN
ajfa-16782	231	3	journal	journal	PROPN
ajfa-16782	231	4	of	of	ADP
ajfa-16782	231	5	management	management	NOUN
ajfa-16782	231	6	,	,	PUNCT
ajfa-16782	231	7	14(1	14(1	NUM
ajfa-16782	231	8	)	)	PUNCT
ajfa-16782	231	9	,	,	PUNCT
ajfa-16782	231	10	34	34	NUM
ajfa-16782	231	11	-	-	SYM
ajfa-16782	231	12	48	48	NUM
ajfa-16782	231	13	.	.	PUNCT
ajfa-16782	232	1	https://doi.org/10.4038/sllim.v1i1.427	https://doi.org/10.4038/sllim.v1i1.427	NOUN
ajfa-16782	232	2	anuradha	anuradha	PROPN
ajfa-16782	232	3	,	,	PUNCT
ajfa-16782	232	4	p.	p.	NOUN
ajfa-16782	232	5	a.	a.	NOUN
ajfa-16782	232	6	(	(	PUNCT
ajfa-16782	232	7	2008	2008	NUM
ajfa-16782	232	8	)	)	PUNCT
ajfa-16782	232	9	.	.	PUNCT
ajfa-16782	233	1	the	the	DET
ajfa-16782	233	2	conditional	conditional	ADJ
ajfa-16782	233	3	relation	relation	NOUN
ajfa-16782	233	4	between	between	ADP
ajfa-16782	233	5	beta	beta	NOUN
ajfa-16782	233	6	and	and	CCONJ
ajfa-16782	233	7	returns	return	NOUN
ajfa-16782	233	8	:	:	PUNCT
ajfa-16782	233	9	evidence	evidence	NOUN
ajfa-16782	233	10	from	from	ADP
ajfa-16782	233	11	sri	sri	PROPN
ajfa-16782	233	12	lanka	lanka	PROPN
ajfa-16782	233	13	.	.	PUNCT
ajfa-16782	234	1	fifth	fifth	ADJ
ajfa-16782	234	2	international	international	ADJ
ajfa-16782	234	3	conference	conference	NOUN
ajfa-16782	234	4	of	of	ADP
ajfa-16782	234	5	business	business	NOUN
ajfa-16782	234	6	management	management	NOUN
ajfa-16782	234	7	,	,	PUNCT
ajfa-16782	234	8	university	university	NOUN
ajfa-16782	234	9	of	of	ADP
ajfa-16782	234	10	sri	sri	PROPN
ajfa-16782	234	11	jayewardenepura	jayewardenepura	PROPN
ajfa-16782	234	12	,	,	PUNCT
ajfa-16782	234	13	(	(	PUNCT
ajfa-16782	234	14	pp	pp	ADJ
ajfa-16782	234	15	.	.	PUNCT
ajfa-16782	235	1	32	32	NUM
ajfa-16782	235	2	-	-	SYM
ajfa-16782	235	3	44	44	NUM
ajfa-16782	235	4	)	)	PUNCT
ajfa-16782	235	5	.	.	PUNCT
ajfa-16782	236	1	anuradha	anuradha	PROPN
ajfa-16782	236	2	,	,	PUNCT
ajfa-16782	236	3	p.	p.	PROPN
ajfa-16782	236	4	,	,	PUNCT
ajfa-16782	236	5	&	&	CCONJ
ajfa-16782	236	6	nimal	nimal	PROPN
ajfa-16782	236	7	,	,	PUNCT
ajfa-16782	236	8	p.	p.	PROPN
ajfa-16782	236	9	d.	d.	PROPN
ajfa-16782	236	10	(	(	PUNCT
ajfa-16782	236	11	2013	2013	NUM
ajfa-16782	236	12	)	)	PUNCT
ajfa-16782	236	13	.	.	PUNCT
ajfa-16782	237	1	momenttum	momenttum	NOUN
ajfa-16782	237	2	in	in	ADP
ajfa-16782	237	3	stock	stock	NOUN
ajfa-16782	237	4	returns	return	NOUN
ajfa-16782	237	5	:	:	PUNCT
ajfa-16782	237	6	evidence	evidence	NOUN
ajfa-16782	237	7	from	from	ADP
ajfa-16782	237	8	sri	sri	PROPN
ajfa-16782	237	9	lanka	lanka	PROPN
ajfa-16782	237	10	.	.	PUNCT
ajfa-16782	238	1	proceedings	proceeding	NOUN
ajfa-16782	238	2	of	of	ADP
ajfa-16782	238	3	the	the	DET
ajfa-16782	238	4	annual	annual	ADJ
ajfa-16782	238	5	research	research	NOUN
ajfa-16782	238	6	symposium	symposium	NOUN
ajfa-16782	238	7	.	.	PUNCT
ajfa-16782	239	1	ball	ball	PROPN
ajfa-16782	239	2	,	,	PUNCT
ajfa-16782	239	3	r.	r.	PROPN
ajfa-16782	239	4	(	(	PUNCT
ajfa-16782	239	5	1978	1978	NUM
ajfa-16782	239	6	)	)	PUNCT
ajfa-16782	239	7	.	.	PUNCT
ajfa-16782	240	1	anomalies	anomaly	NOUN
ajfa-16782	240	2	in	in	ADP
ajfa-16782	240	3	relationship	relationship	NOUN
ajfa-16782	240	4	between	between	ADP
ajfa-16782	240	5	securities	security	NOUN
ajfa-16782	240	6	'	'	PART
ajfa-16782	240	7	yields	yield	NOUN
ajfa-16782	240	8	and	and	CCONJ
ajfa-16782	240	9	yield	yield	NOUN
ajfa-16782	240	10	surrogates	surrogate	NOUN
ajfa-16782	240	11	.	.	PUNCT
ajfa-16782	241	1	journal	journal	NOUN
ajfa-16782	241	2	of	of	ADP
ajfa-16782	241	3	financial	financial	ADJ
ajfa-16782	241	4	economics	economic	NOUN
ajfa-16782	241	5	,	,	PUNCT
ajfa-16782	241	6	6(2	6(2	NUM
ajfa-16782	241	7	-	-	SYM
ajfa-16782	241	8	3	3	NUM
ajfa-16782	241	9	)	)	PUNCT
ajfa-16782	241	10	,	,	PUNCT
ajfa-16782	241	11	103	103	NUM
ajfa-16782	241	12	-	-	SYM
ajfa-16782	241	13	126	126	NUM
ajfa-16782	241	14	.	.	PUNCT
ajfa-16782	242	1	https://doi.org/10.1016/0304405x(78)90026-0	https://doi.org/10.1016/0304405x(78)90026-0	ADJ
ajfa-16782	242	2	banz	banz	NOUN
ajfa-16782	242	3	,	,	PUNCT
ajfa-16782	242	4	r.	r.	PROPN
ajfa-16782	242	5	w.	w.	PROPN
ajfa-16782	242	6	(	(	PUNCT
ajfa-16782	242	7	1981	1981	NUM
ajfa-16782	242	8	)	)	PUNCT
ajfa-16782	242	9	.	.	PUNCT
ajfa-16782	243	1	the	the	DET
ajfa-16782	243	2	relationship	relationship	NOUN
ajfa-16782	243	3	between	between	ADP
ajfa-16782	243	4	return	return	NOUN
ajfa-16782	243	5	and	and	CCONJ
ajfa-16782	243	6	market	market	NOUN
ajfa-16782	243	7	value	value	NOUN
ajfa-16782	243	8	of	of	ADP
ajfa-16782	243	9	common	common	ADJ
ajfa-16782	243	10	stocks	stock	NOUN
ajfa-16782	243	11	.	.	PUNCT
ajfa-16782	244	1	journal	journal	NOUN
ajfa-16782	244	2	of	of	ADP
ajfa-16782	244	3	financial	financial	ADJ
ajfa-16782	244	4	economics	economic	NOUN
ajfa-16782	244	5	,	,	PUNCT
ajfa-16782	244	6	9	9	NUM
ajfa-16782	244	7	,	,	PUNCT
ajfa-16782	244	8	3	3	NUM
ajfa-16782	244	9	-	-	SYM
ajfa-16782	244	10	18	18	NUM
ajfa-16782	244	11	.	.	PUNCT
ajfa-16782	245	1	https://doi.org/10.1016/0304-405x(81)90018-0	https://doi.org/10.1016/0304-405x(81)90018-0	PROPN
ajfa-16782	245	2	barberis	barberis	PROPN
ajfa-16782	245	3	,	,	PUNCT
ajfa-16782	245	4	n.	n.	NOUN
ajfa-16782	245	5	,	,	PUNCT
ajfa-16782	245	6	shleifer	shleifer	PROPN
ajfa-16782	245	7	,	,	PUNCT
ajfa-16782	245	8	a.	a.	PROPN
ajfa-16782	245	9	,	,	PUNCT
ajfa-16782	245	10	&	&	CCONJ
ajfa-16782	245	11	vishny	vishny	PROPN
ajfa-16782	245	12	,	,	PUNCT
ajfa-16782	245	13	r.	r.	PROPN
ajfa-16782	245	14	(	(	PUNCT
ajfa-16782	245	15	1998	1998	NUM
ajfa-16782	245	16	)	)	PUNCT
ajfa-16782	245	17	.	.	PUNCT
ajfa-16782	246	1	a	a	DET
ajfa-16782	246	2	model	model	NOUN
ajfa-16782	246	3	of	of	ADP
ajfa-16782	246	4	investor	investor	NOUN
ajfa-16782	246	5	sentiment	sentiment	NOUN
ajfa-16782	246	6	.	.	PUNCT
ajfa-16782	247	1	journal	journal	NOUN
ajfa-16782	247	2	of	of	ADP
ajfa-16782	247	3	financial	financial	ADJ
ajfa-16782	247	4	economics	economic	NOUN
ajfa-16782	247	5	,	,	PUNCT
ajfa-16782	247	6	49	49	NUM
ajfa-16782	247	7	,	,	PUNCT
ajfa-16782	247	8	307	307	NUM
ajfa-16782	247	9	-	-	SYM
ajfa-16782	247	10	343	343	NUM
ajfa-16782	247	11	.	.	PUNCT
ajfa-16782	248	1	https://doi.org/10.1016/s0304-405x(98)00027-0	https://doi.org/10.1016/s0304-405x(98)00027-0	PROPN
ajfa-16782	248	2	basu	basu	PROPN
ajfa-16782	248	3	,	,	PUNCT
ajfa-16782	248	4	s.	s.	PROPN
ajfa-16782	248	5	(	(	PUNCT
ajfa-16782	248	6	1983	1983	NUM
ajfa-16782	248	7	)	)	PUNCT
ajfa-16782	248	8	.	.	PUNCT
ajfa-16782	249	1	the	the	DET
ajfa-16782	249	2	relationship	relationship	NOUN
ajfa-16782	249	3	between	between	ADP
ajfa-16782	249	4	earnings	earning	NOUN
ajfa-16782	249	5	yield	yield	NOUN
ajfa-16782	249	6	,	,	PUNCT
ajfa-16782	249	7	market	market	NOUN
ajfa-16782	249	8	value	value	NOUN
ajfa-16782	249	9	,	,	PUNCT
ajfa-16782	249	10	and	and	CCONJ
ajfa-16782	249	11	return	return	VERB
ajfa-16782	249	12	for	for	ADP
ajfa-16782	249	13	nyse	nyse	PROPN
ajfa-16782	249	14	common	common	PROPN
ajfa-16782	249	15	stock	stock	NOUN
ajfa-16782	249	16	:	:	PUNCT
ajfa-16782	249	17	further	further	ADJ
ajfa-16782	249	18	evidence	evidence	NOUN
ajfa-16782	249	19	.	.	PUNCT
ajfa-16782	250	1	journal	journal	NOUN
ajfa-16782	250	2	of	of	ADP
ajfa-16782	250	3	fiancial	fiancial	ADJ
ajfa-16782	250	4	economics	economic	NOUN
ajfa-16782	250	5	,	,	PUNCT
ajfa-16782	250	6	12	12	NUM
ajfa-16782	250	7	,	,	PUNCT
ajfa-16782	250	8	129	129	NUM
ajfa-16782	250	9	-	-	SYM
ajfa-16782	250	10	156	156	NUM
ajfa-16782	250	11	.	.	PUNCT
ajfa-16782	251	1	https://doi.org/10.1016/0304-405x(83)90031-4	https://doi.org/10.1016/0304-405x(83)90031-4	PROPN
ajfa-16782	251	2	berger	berger	PROPN
ajfa-16782	251	3	,	,	PUNCT
ajfa-16782	251	4	d.	d.	PROPN
ajfa-16782	251	5	,	,	PUNCT
ajfa-16782	251	6	pukthuanthong	pukthuanthong	PROPN
ajfa-16782	251	7	,	,	PUNCT
ajfa-16782	251	8	k.	k.	PROPN
ajfa-16782	251	9	,	,	PUNCT
ajfa-16782	251	10	&	&	CCONJ
ajfa-16782	251	11	yang	yang	PROPN
ajfa-16782	251	12	,	,	PUNCT
ajfa-16782	251	13	j.	j.	PROPN
ajfa-16782	251	14	(	(	PUNCT
ajfa-16782	251	15	2011	2011	NUM
ajfa-16782	251	16	)	)	PUNCT
ajfa-16782	251	17	.	.	PUNCT
ajfa-16782	252	1	international	international	ADJ
ajfa-16782	252	2	diversification	diversification	NOUN
ajfa-16782	252	3	with	with	ADP
ajfa-16782	252	4	frontier	frontier	NOUN
ajfa-16782	252	5	markets	market	NOUN
ajfa-16782	252	6	.	.	PUNCT
ajfa-16782	253	1	journal	journal	NOUN
ajfa-16782	253	2	of	of	ADP
ajfa-16782	253	3	financial	financial	ADJ
ajfa-16782	253	4	economics	economic	NOUN
ajfa-16782	253	5	,	,	PUNCT
ajfa-16782	253	6	227	227	NUM
ajfa-16782	253	7	-	-	SYM
ajfa-16782	253	8	242	242	NUM
ajfa-16782	253	9	.	.	PUNCT
ajfa-16782	254	1	https://doi.org/10.1016/j.jfineco.2011.02.009	https://doi.org/10.1016/j.jfineco.2011.02.009	NUM
ajfa-16782	254	2	bhandari	bhandari	PROPN
ajfa-16782	254	3	,	,	PUNCT
ajfa-16782	254	4	l.	l.	PROPN
ajfa-16782	254	5	c.	c.	PROPN
ajfa-16782	254	6	(	(	PUNCT
ajfa-16782	254	7	1988	1988	NUM
ajfa-16782	254	8	)	)	PUNCT
ajfa-16782	254	9	.	.	PUNCT
ajfa-16782	255	1	debt	debt	NOUN
ajfa-16782	255	2	/	/	SYM
ajfa-16782	255	3	equity	equity	NOUN
ajfa-16782	255	4	ratio	ratio	NOUN
ajfa-16782	255	5	and	and	CCONJ
ajfa-16782	255	6	expected	expect	VERB
ajfa-16782	255	7	common	common	ADJ
ajfa-16782	255	8	stock	stock	NOUN
ajfa-16782	255	9	retrun	retrun	NOUN
ajfa-16782	255	10	:	:	PUNCT
ajfa-16782	255	11	empirical	empirical	ADJ
ajfa-16782	255	12	evidence	evidence	NOUN
ajfa-16782	255	13	.	.	PUNCT
ajfa-16782	256	1	journal	journal	NOUN
ajfa-16782	256	2	of	of	ADP
ajfa-16782	256	3	finance	finance	NOUN
ajfa-16782	256	4	,	,	PUNCT
ajfa-16782	256	5	43	43	NUM
ajfa-16782	256	6	,	,	PUNCT
ajfa-16782	256	7	507	507	NUM
ajfa-16782	256	8	-	-	SYM
ajfa-16782	256	9	528	528	NUM
ajfa-16782	256	10	.	.	PUNCT
ajfa-16782	257	1	https://doi.org/10.1111/j.15406261.1988.tb03952.x	https://doi.org/10.1111/j.15406261.1988.tb03952.x	PROPN
ajfa-16782	257	2	black	black	PROPN
ajfa-16782	257	3	,	,	PUNCT
ajfa-16782	257	4	f.	f.	PROPN
ajfa-16782	257	5	(	(	PUNCT
ajfa-16782	257	6	1986	1986	NUM
ajfa-16782	257	7	)	)	PUNCT
ajfa-16782	257	8	.	.	PUNCT
ajfa-16782	258	1	noise	noise	NOUN
ajfa-16782	258	2	.	.	PUNCT
ajfa-16782	259	1	the	the	DET
ajfa-16782	259	2	journal	journal	PROPN
ajfa-16782	259	3	of	of	ADP
ajfa-16782	259	4	finance	finance	NOUN
ajfa-16782	259	5	,	,	PUNCT
ajfa-16782	259	6	41(3	41(3	NUM
ajfa-16782	259	7	)	)	PUNCT
ajfa-16782	259	8	,	,	PUNCT
ajfa-16782	259	9	529	529	NUM
ajfa-16782	259	10	-	-	SYM
ajfa-16782	259	11	543	543	NUM
ajfa-16782	259	12	.	.	PUNCT
ajfa-16782	260	1	https://doi.org/10.1111/j.1540-6261.1986.tb04513.x	https://doi.org/10.1111/j.1540-6261.1986.tb04513.x	INTJ
ajfa-16782	260	2	black	black	ADJ
ajfa-16782	260	3	,	,	PUNCT
ajfa-16782	260	4	f.	f.	PROPN
ajfa-16782	260	5	,	,	PUNCT
ajfa-16782	260	6	jensen	jensen	PROPN
ajfa-16782	260	7	,	,	PUNCT
ajfa-16782	260	8	&	&	CCONJ
ajfa-16782	260	9	scholes	scholes	PROPN
ajfa-16782	260	10	.	.	PUNCT
ajfa-16782	261	1	(	(	PUNCT
ajfa-16782	261	2	1972	1972	NUM
ajfa-16782	261	3	)	)	PUNCT
ajfa-16782	261	4	.	.	PUNCT
ajfa-16782	262	1	the	the	DET
ajfa-16782	262	2	capital	capital	NOUN
ajfa-16782	262	3	asset	asset	NOUN
ajfa-16782	262	4	pricing	pricing	NOUN
ajfa-16782	262	5	model	model	NOUN
ajfa-16782	262	6	;	;	PUNCT
ajfa-16782	262	7	some	some	DET
ajfa-16782	262	8	empirical	empirical	ADJ
ajfa-16782	262	9	tests	test	NOUN
ajfa-16782	262	10	.	.	PUNCT
ajfa-16782	263	1	new	new	PROPN
ajfa-16782	263	2	york	york	PROPN
ajfa-16782	263	3	:	:	PUNCT
ajfa-16782	263	4	praeger	praeger	NOUN
ajfa-16782	263	5	publishers	publisher	NOUN
ajfa-16782	263	6	.	.	PUNCT
ajfa-16782	264	1	blume	blume	PROPN
ajfa-16782	264	2	,	,	PUNCT
ajfa-16782	264	3	m.	m.	PROPN
ajfa-16782	264	4	e.	e.	PROPN
ajfa-16782	264	5	(	(	PUNCT
ajfa-16782	264	6	1993	1993	NUM
ajfa-16782	264	7	)	)	PUNCT
ajfa-16782	264	8	.	.	PUNCT
ajfa-16782	265	1	the	the	DET
ajfa-16782	265	2	capital	capital	NOUN
ajfa-16782	265	3	asset	asset	NOUN
ajfa-16782	265	4	pricing	pricing	NOUN
ajfa-16782	265	5	model	model	NOUN
ajfa-16782	265	6	and	and	CCONJ
ajfa-16782	265	7	the	the	DET
ajfa-16782	265	8	capm	capm	PROPN
ajfa-16782	265	9	literature	literature	PROPN
ajfa-16782	265	10	.	.	PUNCT
ajfa-16782	266	1	aimr	aimr	NOUN
ajfa-16782	266	2	conference	conference	NOUN
ajfa-16782	266	3	proceedings	proceeding	NOUN
ajfa-16782	266	4	(	(	PUNCT
ajfa-16782	266	5	pp	pp	ADJ
ajfa-16782	266	6	.	.	PUNCT
ajfa-16782	267	1	5	5	NUM
ajfa-16782	267	2	-	-	SYM
ajfa-16782	267	3	10	10	NUM
ajfa-16782	267	4	)	)	PUNCT
ajfa-16782	267	5	.	.	PUNCT
ajfa-16782	268	1	cfa	cfa	PROPN
ajfa-16782	268	2	institute	institute	PROPN
ajfa-16782	268	3	.	.	PUNCT
ajfa-16782	269	1	https://doi.org/10.2469/dig.v35.n2.1671	https://doi.org/10.2469/dig.v35.n2.1671	ADJ
ajfa-16782	269	2	asian	asian	ADJ
ajfa-16782	269	3	journal	journal	NOUN
ajfa-16782	269	4	of	of	ADP
ajfa-16782	269	5	finance	finance	PROPN
ajfa-16782	269	6	&	&	CCONJ
ajfa-16782	269	7	accounting	accounting	PROPN
ajfa-16782	269	8	issn	issn	PROPN
ajfa-16782	269	9	1946	1946	NUM
ajfa-16782	269	10	-	-	PUNCT
ajfa-16782	269	11	052x	052x	NOUN
ajfa-16782	269	12	2020	2020	NUM
ajfa-16782	269	13	,	,	PUNCT
ajfa-16782	269	14	vol	vol	NOUN
ajfa-16782	269	15	.	.	PROPN
ajfa-16782	269	16	12	12	NUM
ajfa-16782	269	17	,	,	PUNCT
ajfa-16782	269	18	no	no	INTJ
ajfa-16782	269	19	.	.	NOUN
ajfa-16782	269	20	2	2	NUM
ajfa-16782	269	21	ajfa.macrothink.org/	ajfa.macrothink.org/	PROPN
ajfa-16782	269	22	53	53	NUM
ajfa-16782	269	23	breeden	breeden	PROPN
ajfa-16782	269	24	,	,	PUNCT
ajfa-16782	269	25	d.	d.	PROPN
ajfa-16782	269	26	t.	t.	PROPN
ajfa-16782	269	27	(	(	PUNCT
ajfa-16782	269	28	1979	1979	NUM
ajfa-16782	269	29	)	)	PUNCT
ajfa-16782	269	30	.	.	PUNCT
ajfa-16782	270	1	an	an	DET
ajfa-16782	270	2	intertemporal	intertemporal	ADJ
ajfa-16782	270	3	asset	asset	NOUN
ajfa-16782	270	4	pricing	pricing	NOUN
ajfa-16782	270	5	model	model	NOUN
ajfa-16782	270	6	with	with	ADP
ajfa-16782	270	7	stochhastic	stochhastic	ADJ
ajfa-16782	270	8	consumption	consumption	NOUN
ajfa-16782	270	9	and	and	CCONJ
ajfa-16782	270	10	investment	investment	NOUN
ajfa-16782	270	11	oppertunities	oppertunitie	NOUN
ajfa-16782	270	12	.	.	PUNCT
ajfa-16782	271	1	journal	journal	NOUN
ajfa-16782	271	2	of	of	ADP
ajfa-16782	271	3	financial	financial	ADJ
ajfa-16782	271	4	economics	economic	NOUN
ajfa-16782	271	5	,	,	PUNCT
ajfa-16782	271	6	7(3	7(3	NUM
ajfa-16782	271	7	)	)	PUNCT
ajfa-16782	271	8	,	,	PUNCT
ajfa-16782	271	9	265	265	NUM
ajfa-16782	271	10	-	-	SYM
ajfa-16782	271	11	296	296	NUM
ajfa-16782	271	12	.	.	PUNCT
ajfa-16782	272	1	https://doi.org/10.1016/0304-405x(79)90016-3	https://doi.org/10.1016/0304-405x(79)90016-3	NOUN
ajfa-16782	272	2	brown	brown	NOUN
ajfa-16782	272	3	,	,	PUNCT
ajfa-16782	272	4	p.	p.	PROPN
ajfa-16782	272	5	,	,	PUNCT
ajfa-16782	272	6	&	&	CCONJ
ajfa-16782	272	7	walter	walter	PROPN
ajfa-16782	272	8	,	,	PUNCT
ajfa-16782	272	9	t.	t.	PROPN
ajfa-16782	272	10	(	(	PUNCT
ajfa-16782	272	11	2013	2013	NUM
ajfa-16782	272	12	)	)	PUNCT
ajfa-16782	272	13	.	.	PUNCT
ajfa-16782	273	1	the	the	DET
ajfa-16782	273	2	capm	capm	PROPN
ajfa-16782	273	3	:	:	PUNCT
ajfa-16782	273	4	theoritical	theoritical	ADJ
ajfa-16782	273	5	validity	validity	NOUN
ajfa-16782	273	6	,	,	PUNCT
ajfa-16782	273	7	empirical	empirical	ADJ
ajfa-16782	273	8	intractability	intractability	NOUN
ajfa-16782	273	9	and	and	CCONJ
ajfa-16782	273	10	practical	practical	ADJ
ajfa-16782	273	11	applications	application	NOUN
ajfa-16782	273	12	.	.	PUNCT
ajfa-16782	274	1	abacus	abacus	PROPN
ajfa-16782	274	2	,	,	PUNCT
ajfa-16782	274	3	49	49	NUM
ajfa-16782	274	4	,	,	PUNCT
ajfa-16782	274	5	44	44	NUM
ajfa-16782	274	6	-	-	SYM
ajfa-16782	274	7	50	50	NUM
ajfa-16782	274	8	.	.	PUNCT
ajfa-16782	275	1	http://dx.doi.org/10.1111/j.14676281.2012.00383.x	http://dx.doi.org/10.1111/j.14676281.2012.00383.x	PROPN
ajfa-16782	275	2	cahart	cahart	NOUN
ajfa-16782	275	3	,	,	PUNCT
ajfa-16782	275	4	m.	m.	NOUN
ajfa-16782	275	5	m.	m.	NOUN
ajfa-16782	275	6	(	(	PUNCT
ajfa-16782	275	7	1997	1997	NUM
ajfa-16782	275	8	)	)	PUNCT
ajfa-16782	275	9	.	.	PUNCT
ajfa-16782	276	1	on	on	ADP
ajfa-16782	276	2	persistence	persistence	NOUN
ajfa-16782	276	3	in	in	ADP
ajfa-16782	276	4	mutual	mutual	ADJ
ajfa-16782	276	5	fund	fund	NOUN
ajfa-16782	276	6	performance	performance	NOUN
ajfa-16782	276	7	.	.	PUNCT
ajfa-16782	277	1	the	the	DET
ajfa-16782	277	2	journal	journal	PROPN
ajfa-16782	277	3	of	of	ADP
ajfa-16782	277	4	finance	finance	NOUN
ajfa-16782	277	5	,	,	PUNCT
ajfa-16782	277	6	57	57	NUM
ajfa-16782	277	7	-	-	SYM
ajfa-16782	277	8	82	82	NUM
ajfa-16782	277	9	.	.	PUNCT
ajfa-16782	278	1	https://doi.org/10.1111/j.1540-6261.1997.tb03808.x	https://doi.org/10.1111/j.1540-6261.1997.tb03808.x	PROPN
ajfa-16782	278	2	campbell	campbell	PROPN
ajfa-16782	278	3	,	,	PUNCT
ajfa-16782	278	4	j.	j.	PROPN
ajfa-16782	278	5	y.	y.	PROPN
ajfa-16782	278	6	(	(	PUNCT
ajfa-16782	278	7	2000	2000	NUM
ajfa-16782	278	8	)	)	PUNCT
ajfa-16782	278	9	.	.	PUNCT
ajfa-16782	279	1	asset	asset	NOUN
ajfa-16782	279	2	pricing	pricing	NOUN
ajfa-16782	279	3	at	at	ADP
ajfa-16782	279	4	the	the	DET
ajfa-16782	279	5	millennium	millennium	NOUN
ajfa-16782	279	6	.	.	PUNCT
ajfa-16782	280	1	the	the	DET
ajfa-16782	280	2	journal	journal	PROPN
ajfa-16782	280	3	of	of	ADP
ajfa-16782	280	4	finance	finance	NOUN
ajfa-16782	280	5	,	,	PUNCT
ajfa-16782	280	6	lv(4	lv(4	PROPN
ajfa-16782	280	7	)	)	PUNCT
ajfa-16782	280	8	,	,	PUNCT
ajfa-16782	280	9	15151561.http://dx.doi.org/10.1111/j.1540-6261.1997.tb04826.x	15151561.http://dx.doi.org/10.1111/j.1540-6261.1997.tb04826.x	NUM
ajfa-16782	280	10	celik	celik	X
ajfa-16782	280	11	,	,	PUNCT
ajfa-16782	280	12	s.	s.	PROPN
ajfa-16782	280	13	(	(	PUNCT
ajfa-16782	280	14	2012	2012	NUM
ajfa-16782	280	15	)	)	PUNCT
ajfa-16782	280	16	.	.	PUNCT
ajfa-16782	281	1	theoritical	theoritical	ADJ
ajfa-16782	281	2	and	and	CCONJ
ajfa-16782	281	3	empirical	empirical	ADJ
ajfa-16782	281	4	reveiw	reveiw	NOUN
ajfa-16782	281	5	of	of	ADP
ajfa-16782	281	6	asset	asset	NOUN
ajfa-16782	281	7	pricing	pricing	NOUN
ajfa-16782	281	8	models	model	NOUN
ajfa-16782	281	9	:	:	PUNCT
ajfa-16782	281	10	a	a	DET
ajfa-16782	281	11	structural	structural	ADJ
ajfa-16782	281	12	synthesis	synthesis	NOUN
ajfa-16782	281	13	.	.	PUNCT
ajfa-16782	282	1	international	international	ADJ
ajfa-16782	282	2	journal	journal	PROPN
ajfa-16782	282	3	of	of	ADP
ajfa-16782	282	4	economics	economic	NOUN
ajfa-16782	282	5	and	and	CCONJ
ajfa-16782	282	6	financial	financial	ADJ
ajfa-16782	282	7	issues	issue	NOUN
ajfa-16782	282	8	,	,	PUNCT
ajfa-16782	282	9	141	141	NUM
ajfa-16782	282	10	-	-	SYM
ajfa-16782	282	11	178	178	NUM
ajfa-16782	282	12	.	.	PUNCT
ajfa-16782	283	1	chen	chen	PROPN
ajfa-16782	283	2	,	,	PUNCT
ajfa-16782	283	3	n.	n.	NOUN
ajfa-16782	283	4	,	,	PUNCT
ajfa-16782	283	5	roll	roll	NOUN
ajfa-16782	283	6	,	,	PUNCT
ajfa-16782	283	7	r.	r.	PROPN
ajfa-16782	283	8	,	,	PUNCT
ajfa-16782	283	9	&	&	CCONJ
ajfa-16782	283	10	ross	ross	PROPN
ajfa-16782	283	11	,	,	PUNCT
ajfa-16782	283	12	s.	s.	PROPN
ajfa-16782	283	13	a.	a.	PROPN
ajfa-16782	283	14	(	(	PUNCT
ajfa-16782	283	15	1986	1986	NUM
ajfa-16782	283	16	)	)	PUNCT
ajfa-16782	283	17	.	.	PUNCT
ajfa-16782	284	1	economic	economic	ADJ
ajfa-16782	284	2	forces	force	NOUN
ajfa-16782	284	3	and	and	CCONJ
ajfa-16782	284	4	stock	stock	NOUN
ajfa-16782	284	5	market	market	NOUN
ajfa-16782	284	6	.	.	PUNCT
ajfa-16782	285	1	journal	journal	NOUN
ajfa-16782	285	2	of	of	ADP
ajfa-16782	285	3	business	business	NOUN
ajfa-16782	285	4	,	,	PUNCT
ajfa-16782	285	5	59(3	59(3	NUM
ajfa-16782	285	6	)	)	PUNCT
ajfa-16782	285	7	,	,	PUNCT
ajfa-16782	285	8	383	383	NUM
ajfa-16782	285	9	-	-	SYM
ajfa-16782	285	10	403	403	NUM
ajfa-16782	285	11	.	.	PUNCT
ajfa-16782	286	1	https://doi.org/10.1086/296344	https://doi.org/10.1086/296344	PROPN
ajfa-16782	286	2	daniel	daniel	PROPN
ajfa-16782	286	3	,	,	PUNCT
ajfa-16782	286	4	k.	k.	PROPN
ajfa-16782	286	5	,	,	PUNCT
ajfa-16782	286	6	hirshleifer	hirshleifer	PROPN
ajfa-16782	286	7	,	,	PUNCT
ajfa-16782	286	8	d.	d.	PROPN
ajfa-16782	286	9	,	,	PUNCT
ajfa-16782	286	10	&	&	CCONJ
ajfa-16782	286	11	subrahmanyam	subrahmanyam	PROPN
ajfa-16782	286	12	,	,	PUNCT
ajfa-16782	286	13	a.	a.	NOUN
ajfa-16782	286	14	(	(	PUNCT
ajfa-16782	286	15	1998	1998	NUM
ajfa-16782	286	16	)	)	PUNCT
ajfa-16782	286	17	.	.	PUNCT
ajfa-16782	287	1	investor	investor	NOUN
ajfa-16782	287	2	psychlogy	psychlogy	NOUN
ajfa-16782	287	3	and	and	CCONJ
ajfa-16782	287	4	security	security	NOUN
ajfa-16782	287	5	market	market	NOUN
ajfa-16782	287	6	under	under	ADP
ajfa-16782	287	7	and	and	CCONJ
ajfa-16782	287	8	overreaction	overreaction	NOUN
ajfa-16782	287	9	.	.	PUNCT
ajfa-16782	288	1	the	the	DET
ajfa-16782	288	2	journal	journal	PROPN
ajfa-16782	288	3	of	of	ADP
ajfa-16782	288	4	finance	finance	NOUN
ajfa-16782	288	5	,	,	PUNCT
ajfa-16782	288	6	53(6	53(6	PROPN
ajfa-16782	288	7	)	)	PUNCT
ajfa-16782	288	8	,	,	PUNCT
ajfa-16782	288	9	1839	1839	NUM
ajfa-16782	288	10	-	-	SYM
ajfa-16782	288	11	1885	1885	NUM
ajfa-16782	288	12	.	.	PUNCT
ajfa-16782	289	1	https://doi.org/10.1111/0022-1082.00077	https://doi.org/10.1111/0022-1082.00077	PROPN
ajfa-16782	289	2	dayaratne	dayaratne	PROPN
ajfa-16782	289	3	,	,	PUNCT
ajfa-16782	289	4	d.	d.	PROPN
ajfa-16782	289	5	a.	a.	PROPN
ajfa-16782	289	6	(	(	PUNCT
ajfa-16782	289	7	2010	2010	NUM
ajfa-16782	289	8	)	)	PUNCT
ajfa-16782	289	9	.	.	PUNCT
ajfa-16782	290	1	validation	validation	NOUN
ajfa-16782	290	2	of	of	ADP
ajfa-16782	290	3	asset	asset	NOUN
ajfa-16782	290	4	pricing	pricing	NOUN
ajfa-16782	290	5	models	model	NOUN
ajfa-16782	290	6	during	during	ADP
ajfa-16782	290	7	crisis	crisis	NOUN
ajfa-16782	290	8	and	and	CCONJ
ajfa-16782	290	9	non	non	NOUN
ajfa-16782	290	10	crisis	crisis	NOUN
ajfa-16782	290	11	periods	period	NOUN
ajfa-16782	290	12	:	:	PUNCT
ajfa-16782	290	13	a	a	DET
ajfa-16782	290	14	comparative	comparative	ADJ
ajfa-16782	290	15	analysis	analysis	NOUN
ajfa-16782	290	16	of	of	ADP
ajfa-16782	290	17	stock	stock	NOUN
ajfa-16782	290	18	markets	market	NOUN
ajfa-16782	290	19	in	in	ADP
ajfa-16782	290	20	sri	sri	PROPN
ajfa-16782	290	21	lanka	lanka	PROPN
ajfa-16782	290	22	and	and	CCONJ
ajfa-16782	290	23	the	the	DET
ajfa-16782	290	24	us	us	PROPN
ajfa-16782	290	25	.	.	PUNCT
ajfa-16782	291	1	phd	phd	NOUN
ajfa-16782	291	2	thesis	thesis	PROPN
ajfa-16782	291	3	,	,	PUNCT
ajfa-16782	291	4	university	university	NOUN
ajfa-16782	291	5	of	of	ADP
ajfa-16782	291	6	colombo	colombo	NOUN
ajfa-16782	291	7	.	.	PUNCT
ajfa-16782	292	1	delong	delong	PROPN
ajfa-16782	292	2	,	,	PUNCT
ajfa-16782	292	3	j.	j.	PROPN
ajfa-16782	292	4	,	,	PUNCT
ajfa-16782	292	5	shleifer	shleifer	PROPN
ajfa-16782	292	6	,	,	PUNCT
ajfa-16782	292	7	a.	a.	NOUN
ajfa-16782	292	8	,	,	PUNCT
ajfa-16782	292	9	summers	summer	NOUN
ajfa-16782	292	10	,	,	PUNCT
ajfa-16782	292	11	l.	l.	PROPN
ajfa-16782	292	12	h.	h.	PROPN
ajfa-16782	292	13	,	,	PUNCT
ajfa-16782	292	14	&	&	CCONJ
ajfa-16782	292	15	waldmann	waldmann	PROPN
ajfa-16782	292	16	,	,	PUNCT
ajfa-16782	292	17	r.	r.	PROPN
ajfa-16782	292	18	j.	j.	PROPN
ajfa-16782	292	19	(	(	PUNCT
ajfa-16782	292	20	1990	1990	NUM
ajfa-16782	292	21	)	)	PUNCT
ajfa-16782	292	22	.	.	PUNCT
ajfa-16782	293	1	noise	noise	NOUN
ajfa-16782	293	2	trader	trader	NOUN
ajfa-16782	293	3	risk	risk	NOUN
ajfa-16782	293	4	in	in	ADP
ajfa-16782	293	5	financial	financial	ADJ
ajfa-16782	293	6	markets	market	NOUN
ajfa-16782	293	7	.	.	PUNCT
ajfa-16782	294	1	journal	journal	NOUN
ajfa-16782	294	2	of	of	ADP
ajfa-16782	294	3	political	political	ADJ
ajfa-16782	294	4	economy	economy	NOUN
ajfa-16782	294	5	,	,	PUNCT
ajfa-16782	294	6	98(4	98(4	NUM
ajfa-16782	294	7	)	)	PUNCT
ajfa-16782	294	8	,	,	PUNCT
ajfa-16782	294	9	703	703	NUM
ajfa-16782	294	10	-	-	SYM
ajfa-16782	294	11	38	38	NUM
ajfa-16782	294	12	.	.	PUNCT
ajfa-16782	295	1	http://dx.doi.org/10.1086/261703	http://dx.doi.org/10.1086/261703	PROPN
ajfa-16782	295	2	dempsey	dempsey	PROPN
ajfa-16782	295	3	,	,	PUNCT
ajfa-16782	295	4	m.	m.	NOUN
ajfa-16782	295	5	(	(	PUNCT
ajfa-16782	295	6	2013	2013	NUM
ajfa-16782	295	7	)	)	PUNCT
ajfa-16782	295	8	.	.	PUNCT
ajfa-16782	296	1	the	the	DET
ajfa-16782	296	2	capital	capital	NOUN
ajfa-16782	296	3	asset	asset	NOUN
ajfa-16782	296	4	pricing	pricing	NOUN
ajfa-16782	296	5	model	model	NOUN
ajfa-16782	296	6	(	(	PUNCT
ajfa-16782	296	7	capm	capm	PROPN
ajfa-16782	296	8	):	):	PUNCT
ajfa-16782	296	9	the	the	DET
ajfa-16782	296	10	history	history	NOUN
ajfa-16782	296	11	of	of	ADP
ajfa-16782	296	12	failed	fail	VERB
ajfa-16782	296	13	revolutionary	revolutionary	ADJ
ajfa-16782	296	14	idea	idea	NOUN
ajfa-16782	296	15	in	in	ADP
ajfa-16782	296	16	finance	finance	NOUN
ajfa-16782	296	17	?	?	PUNCT
ajfa-16782	297	1	abacus	abacus	PROPN
ajfa-16782	297	2	,	,	PUNCT
ajfa-16782	297	3	49	49	NUM
ajfa-16782	297	4	.	.	PUNCT
ajfa-16782	298	1	https://doi.org/10.1111/j.14676281.2012.00379.x	https://doi.org/10.1111/j.14676281.2012.00379.x	X
ajfa-16782	298	2	dimson	dimson	NOUN
ajfa-16782	298	3	,	,	PUNCT
ajfa-16782	298	4	e.	e.	PROPN
ajfa-16782	298	5	,	,	PUNCT
ajfa-16782	298	6	&	&	CCONJ
ajfa-16782	298	7	mussavian	mussavian	PROPN
ajfa-16782	298	8	,	,	PUNCT
ajfa-16782	298	9	m.	m.	NOUN
ajfa-16782	298	10	(	(	PUNCT
ajfa-16782	298	11	1999	1999	NUM
ajfa-16782	298	12	)	)	PUNCT
ajfa-16782	298	13	.	.	PUNCT
ajfa-16782	299	1	three	three	NUM
ajfa-16782	299	2	centuries	century	NOUN
ajfa-16782	299	3	of	of	ADP
ajfa-16782	299	4	asset	asset	NOUN
ajfa-16782	299	5	pricing	pricing	NOUN
ajfa-16782	299	6	.	.	PUNCT
ajfa-16782	300	1	joutnal	joutnal	ADJ
ajfa-16782	300	2	of	of	ADP
ajfa-16782	300	3	banking	banking	NOUN
ajfa-16782	300	4	and	and	CCONJ
ajfa-16782	300	5	finance	finance	NOUN
ajfa-16782	300	6	,	,	PUNCT
ajfa-16782	300	7	1745	1745	NUM
ajfa-16782	300	8	-	-	SYM
ajfa-16782	300	9	1769	1769	NUM
ajfa-16782	300	10	.	.	PUNCT
ajfa-16782	301	1	https://doi.org/10.1016/s0378-4266(99)00037-0	https://doi.org/10.1016/s0378-4266(99)00037-0	PROPN
ajfa-16782	301	2	fabozzi	fabozzi	PROPN
ajfa-16782	301	3	,	,	PUNCT
ajfa-16782	301	4	f.	f.	PROPN
ajfa-16782	301	5	j.	j.	PROPN
ajfa-16782	301	6	,	,	PUNCT
ajfa-16782	301	7	&	&	CCONJ
ajfa-16782	301	8	francis	francis	PROPN
ajfa-16782	301	9	,	,	PUNCT
ajfa-16782	301	10	j.	j.	PROPN
ajfa-16782	301	11	c.	c.	PROPN
ajfa-16782	301	12	(	(	PUNCT
ajfa-16782	301	13	1978	1978	NUM
ajfa-16782	301	14	)	)	PUNCT
ajfa-16782	301	15	.	.	PUNCT
ajfa-16782	302	1	beta	beta	NOUN
ajfa-16782	302	2	as	as	ADP
ajfa-16782	302	3	a	a	DET
ajfa-16782	302	4	random	random	ADJ
ajfa-16782	302	5	coefficient	coefficient	NOUN
ajfa-16782	302	6	.	.	PUNCT
ajfa-16782	303	1	journal	journal	NOUN
ajfa-16782	303	2	of	of	ADP
ajfa-16782	303	3	financial	financial	ADJ
ajfa-16782	303	4	and	and	CCONJ
ajfa-16782	303	5	quantitative	quantitative	ADJ
ajfa-16782	303	6	analysis	analysis	NOUN
ajfa-16782	303	7	,	,	PUNCT
ajfa-16782	303	8	13(1	13(1	NUM
ajfa-16782	303	9	)	)	PUNCT
ajfa-16782	303	10	,	,	PUNCT
ajfa-16782	303	11	101	101	NUM
ajfa-16782	303	12	-	-	SYM
ajfa-16782	303	13	116	116	NUM
ajfa-16782	303	14	.	.	PUNCT
ajfa-16782	304	1	https://doi.org/10.2307/2330525	https://doi.org/10.2307/2330525	X
ajfa-16782	304	2	fama	fama	PROPN
ajfa-16782	304	3	,	,	PUNCT
ajfa-16782	304	4	e.	e.	PROPN
ajfa-16782	304	5	f.	f.	PROPN
ajfa-16782	304	6	(	(	PUNCT
ajfa-16782	304	7	1970	1970	NUM
ajfa-16782	304	8	)	)	PUNCT
ajfa-16782	304	9	.	.	PUNCT
ajfa-16782	305	1	efficient	efficient	ADJ
ajfa-16782	305	2	capital	capital	NOUN
ajfa-16782	305	3	markets	market	NOUN
ajfa-16782	305	4	:	:	PUNCT
ajfa-16782	305	5	a	a	DET
ajfa-16782	305	6	review	review	NOUN
ajfa-16782	305	7	of	of	ADP
ajfa-16782	305	8	theory	theory	NOUN
ajfa-16782	305	9	and	and	CCONJ
ajfa-16782	305	10	empirical	empirical	ADJ
ajfa-16782	305	11	work	work	NOUN
ajfa-16782	305	12	.	.	PUNCT
ajfa-16782	306	1	journal	journal	PROPN
ajfa-16782	306	2	of	of	ADP
ajfa-16782	306	3	finance	finance	NOUN
ajfa-16782	306	4	,	,	PUNCT
ajfa-16782	306	5	25(2	25(2	NUM
ajfa-16782	306	6	)	)	PUNCT
ajfa-16782	306	7	,	,	PUNCT
ajfa-16782	306	8	383	383	NUM
ajfa-16782	306	9	-	-	SYM
ajfa-16782	306	10	417	417	NUM
ajfa-16782	306	11	.	.	PUNCT
ajfa-16782	307	1	https://doi.org/10.2307/2325486	https://doi.org/10.2307/2325486	PROPN
ajfa-16782	307	2	fama	fama	PROPN
ajfa-16782	307	3	,	,	PUNCT
ajfa-16782	307	4	e.	e.	PROPN
ajfa-16782	307	5	f.	f.	PROPN
ajfa-16782	307	6	,	,	PUNCT
ajfa-16782	307	7	&	&	CCONJ
ajfa-16782	307	8	french	french	PROPN
ajfa-16782	307	9	,	,	PUNCT
ajfa-16782	307	10	k.	k.	PROPN
ajfa-16782	307	11	r.	r.	PROPN
ajfa-16782	307	12	(	(	PUNCT
ajfa-16782	307	13	1992a	1992a	NUM
ajfa-16782	307	14	)	)	PUNCT
ajfa-16782	307	15	.	.	PUNCT
ajfa-16782	308	1	the	the	DET
ajfa-16782	308	2	cross	cross	NOUN
ajfa-16782	308	3	section	section	NOUN
ajfa-16782	308	4	of	of	ADP
ajfa-16782	308	5	expected	expect	VERB
ajfa-16782	308	6	stock	stock	NOUN
ajfa-16782	308	7	returns	return	NOUN
ajfa-16782	308	8	.	.	PUNCT
ajfa-16782	309	1	the	the	DET
ajfa-16782	309	2	journal	journal	PROPN
ajfa-16782	309	3	of	of	ADP
ajfa-16782	309	4	finance	finance	PROPN
ajfa-16782	309	5	,	,	PUNCT
ajfa-16782	309	6	47(2	47(2	PROPN
ajfa-16782	309	7	)	)	PUNCT
ajfa-16782	309	8	,	,	PUNCT
ajfa-16782	309	9	427	427	NUM
ajfa-16782	309	10	-	-	SYM
ajfa-16782	309	11	465	465	NUM
ajfa-16782	309	12	.	.	PUNCT
ajfa-16782	310	1	https://dx.doi.org/10.1111/j.1540-6261.1992.tb04396.x	https://dx.doi.org/10.1111/j.1540-6261.1992.tb04396.x	PUNCT
ajfa-16782	310	2	fama	fama	NOUN
ajfa-16782	310	3	,	,	PUNCT
ajfa-16782	310	4	e.	e.	PROPN
ajfa-16782	310	5	f.	f.	PROPN
ajfa-16782	310	6	,	,	PUNCT
ajfa-16782	310	7	&	&	CCONJ
ajfa-16782	310	8	french	french	PROPN
ajfa-16782	310	9	,	,	PUNCT
ajfa-16782	310	10	k.	k.	PROPN
ajfa-16782	310	11	r.	r.	PROPN
ajfa-16782	310	12	(	(	PUNCT
ajfa-16782	310	13	1993b	1993b	NUM
ajfa-16782	310	14	)	)	PUNCT
ajfa-16782	310	15	.	.	PUNCT
ajfa-16782	311	1	common	common	ADJ
ajfa-16782	311	2	risk	risk	NOUN
ajfa-16782	311	3	factors	factor	NOUN
ajfa-16782	311	4	in	in	ADP
ajfa-16782	311	5	the	the	DET
ajfa-16782	311	6	stocks	stock	NOUN
ajfa-16782	311	7	and	and	CCONJ
ajfa-16782	311	8	bonds	bond	NOUN
ajfa-16782	311	9	.	.	PUNCT
ajfa-16782	312	1	journal	journal	PROPN
ajfa-16782	312	2	of	of	ADP
ajfa-16782	312	3	finance	finance	NOUN
ajfa-16782	312	4	,	,	PUNCT
ajfa-16782	312	5	33(1	33(1	NUM
ajfa-16782	312	6	)	)	PUNCT
ajfa-16782	312	7	,	,	PUNCT
ajfa-16782	312	8	3	3	NUM
ajfa-16782	312	9	-	-	SYM
ajfa-16782	312	10	56	56	NUM
ajfa-16782	312	11	.	.	PUNCT
ajfa-16782	313	1	https://dx.doi.org/10.1016/0304-405x(93)90023-5	https://dx.doi.org/10.1016/0304-405x(93)90023-5	PROPN
ajfa-16782	313	2	asian	asian	ADJ
ajfa-16782	313	3	journal	journal	PROPN
ajfa-16782	313	4	of	of	ADP
ajfa-16782	313	5	finance	finance	PROPN
ajfa-16782	313	6	&	&	CCONJ
ajfa-16782	313	7	accounting	accounting	PROPN
ajfa-16782	313	8	issn	issn	PROPN
ajfa-16782	313	9	1946	1946	NUM
ajfa-16782	313	10	-	-	PUNCT
ajfa-16782	313	11	052x	052x	NOUN
ajfa-16782	313	12	2020	2020	NUM
ajfa-16782	313	13	,	,	PUNCT
ajfa-16782	313	14	vol	vol	NOUN
ajfa-16782	313	15	.	.	PROPN
ajfa-16782	313	16	12	12	NUM
ajfa-16782	313	17	,	,	PUNCT
ajfa-16782	313	18	no	no	INTJ
ajfa-16782	313	19	.	.	NOUN
ajfa-16782	313	20	2	2	NUM
ajfa-16782	313	21	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	313	22	54	54	NUM
ajfa-16782	313	23	french	french	NOUN
ajfa-16782	313	24	,	,	PUNCT
ajfa-16782	313	25	k.	k.	PROPN
ajfa-16782	313	26	r.	r.	PROPN
ajfa-16782	313	27	,	,	PUNCT
ajfa-16782	313	28	&	&	CCONJ
ajfa-16782	313	29	fama	fama	PROPN
ajfa-16782	313	30	,	,	PUNCT
ajfa-16782	313	31	e.	e.	PROPN
ajfa-16782	313	32	f.	f.	PROPN
ajfa-16782	313	33	(	(	PUNCT
ajfa-16782	313	34	1995	1995	NUM
ajfa-16782	313	35	)	)	PUNCT
ajfa-16782	313	36	.	.	PUNCT
ajfa-16782	314	1	size	size	NOUN
ajfa-16782	314	2	and	and	CCONJ
ajfa-16782	314	3	book	book	NOUN
ajfa-16782	314	4	-	-	PUNCT
ajfa-16782	314	5	to	to	ADP
ajfa-16782	314	6	-	-	PUNCT
ajfa-16782	314	7	market	market	NOUN
ajfa-16782	314	8	factors	factor	NOUN
ajfa-16782	314	9	in	in	ADP
ajfa-16782	314	10	earnings	earning	NOUN
ajfa-16782	314	11	and	and	CCONJ
ajfa-16782	314	12	returns	return	NOUN
ajfa-16782	314	13	.	.	PUNCT
ajfa-16782	315	1	journal	journal	NOUN
ajfa-16782	315	2	of	of	ADP
ajfa-16782	315	3	finance	finance	NOUN
ajfa-16782	315	4	,	,	PUNCT
ajfa-16782	315	5	50(1	50(1	PROPN
ajfa-16782	315	6	)	)	PUNCT
ajfa-16782	315	7	,	,	PUNCT
ajfa-16782	315	8	131	131	NUM
ajfa-16782	315	9	-	-	SYM
ajfa-16782	315	10	155	155	NUM
ajfa-16782	315	11	.	.	PUNCT
ajfa-16782	316	1	https://doi.org/10.1111/j.1540-6261.1995.tb05169.x	https://doi.org/10.1111/j.1540-6261.1995.tb05169.x	DET
ajfa-16782	316	2	fama	fama	PROPN
ajfa-16782	316	3	,	,	PUNCT
ajfa-16782	316	4	e.	e.	PROPN
ajfa-16782	316	5	f.	f.	PROPN
ajfa-16782	316	6	,	,	PUNCT
ajfa-16782	316	7	&	&	CCONJ
ajfa-16782	316	8	french	french	PROPN
ajfa-16782	316	9	,	,	PUNCT
ajfa-16782	316	10	k.	k.	PROPN
ajfa-16782	316	11	r.	r.	PROPN
ajfa-16782	316	12	(	(	PUNCT
ajfa-16782	316	13	2015c	2015c	NUM
ajfa-16782	316	14	)	)	PUNCT
ajfa-16782	316	15	.	.	PUNCT
ajfa-16782	317	1	a	a	DET
ajfa-16782	317	2	five	five	NUM
ajfa-16782	317	3	factor	factor	NOUN
ajfa-16782	317	4	asset	asset	NOUN
ajfa-16782	317	5	pricing	pricing	NOUN
ajfa-16782	317	6	model	model	NOUN
ajfa-16782	317	7	.	.	PUNCT
ajfa-16782	318	1	journal	journal	PROPN
ajfa-16782	318	2	of	of	ADP
ajfa-16782	318	3	financial	financial	ADJ
ajfa-16782	318	4	economics	economic	NOUN
ajfa-16782	318	5	,	,	PUNCT
ajfa-16782	318	6	1	1	NUM
ajfa-16782	318	7	-	-	SYM
ajfa-16782	318	8	22	22	NUM
ajfa-16782	318	9	.	.	PUNCT
ajfa-16782	319	1	https://doi.org/10.1016/j.jfineco.2014.10.010	https://doi.org/10.1016/j.jfineco.2014.10.010	PROPN
ajfa-16782	319	2	fama	fama	PROPN
ajfa-16782	319	3	,	,	PUNCT
ajfa-16782	319	4	e.	e.	PROPN
ajfa-16782	319	5	f.	f.	PROPN
ajfa-16782	319	6	,	,	PUNCT
ajfa-16782	319	7	&	&	CCONJ
ajfa-16782	319	8	macbeth	macbeth	PROPN
ajfa-16782	319	9	,	,	PUNCT
ajfa-16782	319	10	j.	j.	PROPN
ajfa-16782	319	11	d.	d.	PROPN
ajfa-16782	319	12	(	(	PUNCT
ajfa-16782	319	13	1973	1973	NUM
ajfa-16782	319	14	)	)	PUNCT
ajfa-16782	319	15	.	.	PUNCT
ajfa-16782	320	1	risk	risk	NOUN
ajfa-16782	320	2	,	,	PUNCT
ajfa-16782	320	3	return	return	NOUN
ajfa-16782	320	4	and	and	CCONJ
ajfa-16782	320	5	equilibrium	equilibrium	NOUN
ajfa-16782	320	6	:	:	PUNCT
ajfa-16782	320	7	empirical	empirical	ADJ
ajfa-16782	320	8	tests	test	NOUN
ajfa-16782	320	9	.	.	PUNCT
ajfa-16782	321	1	journal	journal	NOUN
ajfa-16782	321	2	of	of	ADP
ajfa-16782	321	3	political	political	ADJ
ajfa-16782	321	4	economy	economy	NOUN
ajfa-16782	321	5	,	,	PUNCT
ajfa-16782	321	6	81(3	81(3	NUM
ajfa-16782	321	7	)	)	PUNCT
ajfa-16782	321	8	.	.	PUNCT
ajfa-16782	322	1	https://doi.org/10.1086/260061	https://doi.org/10.1086/260061	PROPN
ajfa-16782	322	2	fama	fama	PROPN
ajfa-16782	322	3	,	,	PUNCT
ajfa-16782	322	4	e.	e.	PROPN
ajfa-16782	322	5	f.	f.	PROPN
ajfa-16782	322	6	,	,	PUNCT
ajfa-16782	322	7	&	&	CCONJ
ajfa-16782	322	8	schwert	schwert	PROPN
ajfa-16782	322	9	,	,	PUNCT
ajfa-16782	322	10	g.	g.	PROPN
ajfa-16782	322	11	w.	w.	PROPN
ajfa-16782	322	12	(	(	PUNCT
ajfa-16782	322	13	1977	1977	NUM
ajfa-16782	322	14	)	)	PUNCT
ajfa-16782	322	15	.	.	PUNCT
ajfa-16782	323	1	human	human	ADJ
ajfa-16782	323	2	capital	capital	NOUN
ajfa-16782	323	3	and	and	CCONJ
ajfa-16782	323	4	capital	capital	NOUN
ajfa-16782	323	5	market	market	NOUN
ajfa-16782	323	6	equilibrium	equilibrium	NOUN
ajfa-16782	323	7	.	.	PUNCT
ajfa-16782	324	1	journal	journal	NOUN
ajfa-16782	324	2	of	of	ADP
ajfa-16782	324	3	financial	financial	ADJ
ajfa-16782	324	4	economics	economic	NOUN
ajfa-16782	324	5	,	,	PUNCT
ajfa-16782	324	6	4	4	NUM
ajfa-16782	324	7	,	,	PUNCT
ajfa-16782	324	8	95	95	NUM
ajfa-16782	324	9	-	-	SYM
ajfa-16782	324	10	125	125	NUM
ajfa-16782	324	11	.	.	PUNCT
ajfa-16782	325	1	https://doi.org/10.1016/0304-405x(77)90038-1	https://doi.org/10.1016/0304-405x(77)90038-1	PROPN
ajfa-16782	325	2	fernando	fernando	PROPN
ajfa-16782	325	3	,	,	PUNCT
ajfa-16782	325	4	s.	s.	PROPN
ajfa-16782	325	5	,	,	PUNCT
ajfa-16782	325	6	&	&	CCONJ
ajfa-16782	325	7	nimal	nimal	PROPN
ajfa-16782	325	8	,	,	PUNCT
ajfa-16782	325	9	p.	p.	PROPN
ajfa-16782	325	10	d.	d.	PROPN
ajfa-16782	325	11	(	(	PUNCT
ajfa-16782	325	12	2009	2009	NUM
ajfa-16782	325	13	)	)	PUNCT
ajfa-16782	325	14	.	.	PUNCT
ajfa-16782	326	1	the	the	DET
ajfa-16782	326	2	power	power	NOUN
ajfa-16782	326	3	of	of	ADP
ajfa-16782	326	4	two	two	NUM
ajfa-16782	326	5	pass	pass	PROPN
ajfa-16782	326	6	ols	ol	NOUN
ajfa-16782	326	7	test	test	NOUN
ajfa-16782	326	8	of	of	ADP
ajfa-16782	326	9	the	the	DET
ajfa-16782	326	10	capm	capm	PROPN
ajfa-16782	326	11	:	:	PUNCT
ajfa-16782	326	12	simulation	simulation	NOUN
ajfa-16782	326	13	analysis	analysis	NOUN
ajfa-16782	326	14	of	of	ADP
ajfa-16782	326	15	cse	cse	PROPN
ajfa-16782	326	16	.	.	PUNCT
ajfa-16782	327	1	4th	4th	ADJ
ajfa-16782	327	2	international	international	ADJ
ajfa-16782	327	3	conference	conference	NOUN
ajfa-16782	327	4	of	of	ADP
ajfa-16782	327	5	management	management	NOUN
ajfa-16782	327	6	and	and	CCONJ
ajfa-16782	327	7	finance	finance	NOUN
ajfa-16782	327	8	(	(	PUNCT
ajfa-16782	327	9	pp	pp	ADJ
ajfa-16782	327	10	.	.	PUNCT
ajfa-16782	328	1	434	434	NUM
ajfa-16782	328	2	-	-	NUM
ajfa-16782	328	3	442	442	NUM
ajfa-16782	328	4	)	)	PUNCT
ajfa-16782	328	5	.	.	PUNCT
ajfa-16782	329	1	colombo	colombo	NOUN
ajfa-16782	329	2	:	:	PUNCT
ajfa-16782	329	3	university	university	NOUN
ajfa-16782	329	4	of	of	ADP
ajfa-16782	329	5	colombo	colombo	NOUN
ajfa-16782	329	6	.	.	PUNCT
ajfa-16782	330	1	https://doi.org/10.2139/ssrn.1590044	https://doi.org/10.2139/ssrn.1590044	PROPN
ajfa-16782	330	2	gibbons	gibbon	NOUN
ajfa-16782	330	3	,	,	PUNCT
ajfa-16782	330	4	m.	m.	PROPN
ajfa-16782	330	5	r.	r.	PROPN
ajfa-16782	330	6	,	,	PUNCT
ajfa-16782	330	7	ross	ross	PROPN
ajfa-16782	330	8	,	,	PUNCT
ajfa-16782	330	9	s.	s.	PROPN
ajfa-16782	330	10	a.	a.	PROPN
ajfa-16782	330	11	,	,	PUNCT
ajfa-16782	330	12	&	&	CCONJ
ajfa-16782	330	13	shanken	shanken	PROPN
ajfa-16782	330	14	,	,	PUNCT
ajfa-16782	330	15	j.	j.	PROPN
ajfa-16782	330	16	(	(	PUNCT
ajfa-16782	330	17	1989	1989	NUM
ajfa-16782	330	18	)	)	PUNCT
ajfa-16782	330	19	.	.	PUNCT
ajfa-16782	331	1	a	a	DET
ajfa-16782	331	2	test	test	NOUN
ajfa-16782	331	3	of	of	ADP
ajfa-16782	331	4	efficiency	efficiency	NOUN
ajfa-16782	331	5	of	of	ADP
ajfa-16782	331	6	a	a	DET
ajfa-16782	331	7	given	give	VERB
ajfa-16782	331	8	protfolio	protfolio	NOUN
ajfa-16782	331	9	.	.	PUNCT
ajfa-16782	332	1	econometrica	econometrica	PROPN
ajfa-16782	332	2	,	,	PUNCT
ajfa-16782	332	3	57(5	57(5	NOUN
ajfa-16782	332	4	)	)	PUNCT
ajfa-16782	332	5	,	,	PUNCT
ajfa-16782	332	6	1121	1121	NUM
ajfa-16782	332	7	-	-	SYM
ajfa-16782	332	8	1152	1152	NUM
ajfa-16782	332	9	.	.	PUNCT
ajfa-16782	333	1	https://doi.org/10.2307/1913625	https://doi.org/10.2307/1913625	NUM
ajfa-16782	333	2	gunasekarage	gunasekarage	NOUN
ajfa-16782	333	3	,	,	PUNCT
ajfa-16782	333	4	a.	a.	NOUN
ajfa-16782	333	5	,	,	PUNCT
ajfa-16782	333	6	pisedtasalasai	pisedtasalasai	ADJ
ajfa-16782	333	7	,	,	PUNCT
ajfa-16782	333	8	a.	a.	NOUN
ajfa-16782	333	9	,	,	PUNCT
ajfa-16782	333	10	&	&	CCONJ
ajfa-16782	333	11	power	power	NOUN
ajfa-16782	333	12	,	,	PUNCT
ajfa-16782	333	13	d.	d.	PROPN
ajfa-16782	333	14	m.	m.	PROPN
ajfa-16782	333	15	(	(	PUNCT
ajfa-16782	333	16	2004	2004	NUM
ajfa-16782	333	17	)	)	PUNCT
ajfa-16782	333	18	.	.	PUNCT
ajfa-16782	334	1	macroeconomic	macroeconomic	ADJ
ajfa-16782	334	2	influence	influence	NOUN
ajfa-16782	334	3	on	on	ADP
ajfa-16782	334	4	the	the	DET
ajfa-16782	334	5	stock	stock	NOUN
ajfa-16782	334	6	market	market	NOUN
ajfa-16782	334	7	:	:	PUNCT
ajfa-16782	334	8	evidence	evidence	NOUN
ajfa-16782	334	9	from	from	ADP
ajfa-16782	334	10	an	an	DET
ajfa-16782	334	11	emerging	emerge	VERB
ajfa-16782	334	12	market	market	NOUN
ajfa-16782	334	13	in	in	ADP
ajfa-16782	334	14	south	south	PROPN
ajfa-16782	334	15	asia	asia	PROPN
ajfa-16782	334	16	.	.	PUNCT
ajfa-16782	335	1	journal	journal	PROPN
ajfa-16782	335	2	of	of	ADP
ajfa-16782	335	3	emerging	emerge	VERB
ajfa-16782	335	4	market	market	NOUN
ajfa-16782	335	5	finance	finance	NOUN
ajfa-16782	335	6	,	,	PUNCT
ajfa-16782	335	7	3(3	3(3	NUM
ajfa-16782	335	8	)	)	PUNCT
ajfa-16782	335	9	,	,	PUNCT
ajfa-16782	335	10	285	285	NUM
ajfa-16782	335	11	-	-	SYM
ajfa-16782	335	12	305	305	NUM
ajfa-16782	335	13	.	.	PUNCT
ajfa-16782	336	1	https://doi.org/10.1177/097265270400300304	https://doi.org/10.1177/097265270400300304	PROPN
ajfa-16782	336	2	harvey	harvey	PROPN
ajfa-16782	336	3	,	,	PUNCT
ajfa-16782	336	4	c.	c.	PROPN
ajfa-16782	336	5	r.	r.	PROPN
ajfa-16782	336	6	(	(	PUNCT
ajfa-16782	336	7	1995	1995	NUM
ajfa-16782	336	8	)	)	PUNCT
ajfa-16782	336	9	.	.	PUNCT
ajfa-16782	337	1	predictable	predictable	ADJ
ajfa-16782	337	2	risk	risk	NOUN
ajfa-16782	337	3	and	and	CCONJ
ajfa-16782	337	4	returns	return	NOUN
ajfa-16782	337	5	in	in	ADP
ajfa-16782	337	6	emerging	emerge	VERB
ajfa-16782	337	7	markets	market	NOUN
ajfa-16782	337	8	.	.	PUNCT
ajfa-16782	338	1	the	the	DET
ajfa-16782	338	2	review	review	NOUN
ajfa-16782	338	3	of	of	ADP
ajfa-16782	338	4	financial	financial	ADJ
ajfa-16782	338	5	studies	study	NOUN
ajfa-16782	338	6	,	,	PUNCT
ajfa-16782	338	7	773	773	NUM
ajfa-16782	338	8	-	-	SYM
ajfa-16782	338	9	816	816	NUM
ajfa-16782	338	10	.	.	PUNCT
ajfa-16782	339	1	https://doi.org/10.1093/rfs/8.3.773	https://doi.org/10.1093/rfs/8.3.773	PROPN
ajfa-16782	339	2	hearn	hearn	PROPN
ajfa-16782	339	3	,	,	PUNCT
ajfa-16782	339	4	b.	b.	PROPN
ajfa-16782	339	5	(	(	PUNCT
ajfa-16782	339	6	2010	2010	NUM
ajfa-16782	339	7	)	)	PUNCT
ajfa-16782	339	8	.	.	PUNCT
ajfa-16782	340	1	time	time	NOUN
ajfa-16782	340	2	varying	vary	VERB
ajfa-16782	340	3	size	size	NOUN
ajfa-16782	340	4	and	and	CCONJ
ajfa-16782	340	5	liquidity	liquidity	NOUN
ajfa-16782	340	6	effects	effect	NOUN
ajfa-16782	340	7	in	in	ADP
ajfa-16782	340	8	south	south	ADJ
ajfa-16782	340	9	asian	asian	ADJ
ajfa-16782	340	10	equity	equity	NOUN
ajfa-16782	340	11	markets	market	NOUN
ajfa-16782	340	12	:	:	PUNCT
ajfa-16782	340	13	a	a	DET
ajfa-16782	340	14	study	study	NOUN
ajfa-16782	340	15	of	of	ADP
ajfa-16782	340	16	blue	blue	ADJ
ajfa-16782	340	17	-	-	PUNCT
ajfa-16782	340	18	chip	chip	NOUN
ajfa-16782	340	19	industry	industry	NOUN
ajfa-16782	340	20	stocks	stock	NOUN
ajfa-16782	340	21	.	.	PUNCT
ajfa-16782	341	1	international	international	ADJ
ajfa-16782	341	2	review	review	NOUN
ajfa-16782	341	3	of	of	ADP
ajfa-16782	341	4	financial	financial	ADJ
ajfa-16782	341	5	analysis	analysis	NOUN
ajfa-16782	341	6	,	,	PUNCT
ajfa-16782	341	7	19(4	19(4	NOUN
ajfa-16782	341	8	)	)	PUNCT
ajfa-16782	341	9	,	,	PUNCT
ajfa-16782	341	10	242	242	NUM
ajfa-16782	341	11	-	-	SYM
ajfa-16782	341	12	257	257	NUM
ajfa-16782	341	13	.	.	PUNCT
ajfa-16782	342	1	https://dx.doi.org/10.1016/j.irfa.2010.08.007	https://dx.doi.org/10.1016/j.irfa.2010.08.007	PROPN
ajfa-16782	342	2	jegadeesh	jegadeesh	NOUN
ajfa-16782	342	3	,	,	PUNCT
ajfa-16782	342	4	n.	n.	NOUN
ajfa-16782	342	5	,	,	PUNCT
ajfa-16782	342	6	&	&	CCONJ
ajfa-16782	342	7	titman	titman	PROPN
ajfa-16782	342	8	,	,	PUNCT
ajfa-16782	342	9	s.	s.	PROPN
ajfa-16782	342	10	(	(	PUNCT
ajfa-16782	342	11	1993a	1993a	NUM
ajfa-16782	342	12	)	)	PUNCT
ajfa-16782	342	13	.	.	PUNCT
ajfa-16782	343	1	return	return	VERB
ajfa-16782	343	2	to	to	ADP
ajfa-16782	343	3	buying	buy	VERB
ajfa-16782	343	4	winners	winner	NOUN
ajfa-16782	343	5	and	and	CCONJ
ajfa-16782	343	6	selling	sell	VERB
ajfa-16782	343	7	losers	loser	NOUN
ajfa-16782	343	8	:	:	PUNCT
ajfa-16782	343	9	implication	implication	NOUN
ajfa-16782	343	10	for	for	ADP
ajfa-16782	343	11	stock	stock	NOUN
ajfa-16782	343	12	market	market	NOUN
ajfa-16782	343	13	efficiency	efficiency	NOUN
ajfa-16782	343	14	.	.	PUNCT
ajfa-16782	344	1	the	the	DET
ajfa-16782	344	2	journal	journal	PROPN
ajfa-16782	344	3	of	of	ADP
ajfa-16782	344	4	finance	finance	NOUN
ajfa-16782	344	5	,	,	PUNCT
ajfa-16782	344	6	48(1	48(1	NOUN
ajfa-16782	344	7	)	)	PUNCT
ajfa-16782	344	8	,	,	PUNCT
ajfa-16782	344	9	65	65	NUM
ajfa-16782	344	10	-	-	SYM
ajfa-16782	344	11	91	91	NUM
ajfa-16782	344	12	.	.	PUNCT
ajfa-16782	345	1	https://dx.doi.org/10.1111/j.1540-6261.1993.tb04702.x	https://dx.doi.org/10.1111/j.1540-6261.1993.tb04702.x	PROPN
ajfa-16782	345	2	jegadeesh	jegadeesh	PROPN
ajfa-16782	345	3	,	,	PUNCT
ajfa-16782	345	4	n.	n.	NOUN
ajfa-16782	345	5	,	,	PUNCT
ajfa-16782	345	6	&	&	CCONJ
ajfa-16782	345	7	titman	titman	PROPN
ajfa-16782	345	8	,	,	PUNCT
ajfa-16782	345	9	s.	s.	PROPN
ajfa-16782	345	10	(	(	PUNCT
ajfa-16782	345	11	1999b	1999b	NUM
ajfa-16782	345	12	)	)	PUNCT
ajfa-16782	345	13	.	.	PUNCT
ajfa-16782	346	1	profitability	profitability	NOUN
ajfa-16782	346	2	of	of	ADP
ajfa-16782	346	3	momentum	momentum	NOUN
ajfa-16782	346	4	strategies	strategy	NOUN
ajfa-16782	346	5	:	:	PUNCT
ajfa-16782	346	6	an	an	DET
ajfa-16782	346	7	evaluation	evaluation	NOUN
ajfa-16782	346	8	of	of	ADP
ajfa-16782	346	9	alternative	alternative	ADJ
ajfa-16782	346	10	explanations	explanation	NOUN
ajfa-16782	346	11	.	.	PUNCT
ajfa-16782	347	1	working	work	VERB
ajfa-16782	347	2	paper	paper	NOUN
ajfa-16782	347	3	,	,	PUNCT
ajfa-16782	347	4	national	national	ADJ
ajfa-16782	347	5	bureau	bureau	PROPN
ajfa-16782	347	6	of	of	ADP
ajfa-16782	347	7	economic	economic	ADJ
ajfa-16782	347	8	research	research	NOUN
ajfa-16782	347	9	,	,	PUNCT
ajfa-16782	347	10	cambridge	cambridge	PROPN
ajfa-16782	347	11	.	.	PUNCT
ajfa-16782	348	1	https://doi.org/10.3386/w7159	https://doi.org/10.3386/w7159	PROPN
ajfa-16782	348	2	jesson	jesson	PROPN
ajfa-16782	348	3	,	,	PUNCT
ajfa-16782	348	4	j.	j.	PROPN
ajfa-16782	348	5	,	,	PUNCT
ajfa-16782	348	6	&	&	CCONJ
ajfa-16782	348	7	lacey	lacey	PROPN
ajfa-16782	348	8	,	,	PUNCT
ajfa-16782	348	9	f.	f.	PROPN
ajfa-16782	348	10	(	(	PUNCT
ajfa-16782	348	11	2006	2006	NUM
ajfa-16782	348	12	)	)	PUNCT
ajfa-16782	348	13	.	.	PUNCT
ajfa-16782	349	1	how	how	SCONJ
ajfa-16782	349	2	to	to	PART
ajfa-16782	349	3	do	do	VERB
ajfa-16782	349	4	(	(	PUNCT
ajfa-16782	349	5	or	or	CCONJ
ajfa-16782	349	6	not	not	PART
ajfa-16782	349	7	to	to	PART
ajfa-16782	349	8	do	do	VERB
ajfa-16782	349	9	)	)	PUNCT
ajfa-16782	349	10	a	a	DET
ajfa-16782	349	11	critical	critical	ADJ
ajfa-16782	349	12	literature	literature	NOUN
ajfa-16782	349	13	review	review	NOUN
ajfa-16782	349	14	.	.	PUNCT
ajfa-16782	350	1	pharmacy	pharmacy	NOUN
ajfa-16782	350	2	education	education	NOUN
ajfa-16782	350	3	,	,	PUNCT
ajfa-16782	350	4	6(2	6(2	NUM
ajfa-16782	350	5	)	)	PUNCT
ajfa-16782	350	6	,	,	PUNCT
ajfa-16782	350	7	139	139	NUM
ajfa-16782	350	8	-	-	SYM
ajfa-16782	350	9	148	148	NUM
ajfa-16782	350	10	.	.	PUNCT
ajfa-16782	351	1	https://doi.org/10.1080/15602210600616218	https://doi.org/10.1080/15602210600616218	X
ajfa-16782	352	1	kahn	kahn	PROPN
ajfa-16782	352	2	,	,	PUNCT
ajfa-16782	352	3	k.	k.	PROPN
ajfa-16782	352	4	s.	s.	PROPN
ajfa-16782	352	5	,	,	PUNCT
ajfa-16782	352	6	kunz	kunz	PROPN
ajfa-16782	352	7	,	,	PUNCT
ajfa-16782	352	8	r.	r.	PROPN
ajfa-16782	352	9	,	,	PUNCT
ajfa-16782	352	10	kleijnen	kleijnen	PROPN
ajfa-16782	352	11	,	,	PUNCT
ajfa-16782	352	12	r.	r.	PROPN
ajfa-16782	352	13	,	,	PUNCT
ajfa-16782	352	14	&	&	CCONJ
ajfa-16782	352	15	antes	antes	PROPN
ajfa-16782	352	16	,	,	PUNCT
ajfa-16782	352	17	j.	j.	PROPN
ajfa-16782	352	18	(	(	PUNCT
ajfa-16782	352	19	2003	2003	NUM
ajfa-16782	352	20	)	)	PUNCT
ajfa-16782	352	21	.	.	PUNCT
ajfa-16782	353	1	systematic	systematic	ADJ
ajfa-16782	353	2	reviews	review	NOUN
ajfa-16782	353	3	to	to	PART
ajfa-16782	353	4	support	support	VERB
ajfa-16782	353	5	evidence	evidence	NOUN
ajfa-16782	353	6	based	base	VERB
ajfa-16782	353	7	medicine	medicine	NOUN
ajfa-16782	353	8	.	.	PUNCT
ajfa-16782	354	1	oxford	oxford	NOUN
ajfa-16782	354	2	:	:	PUNCT
ajfa-16782	354	3	oxford	oxford	PROPN
ajfa-16782	354	4	university	university	NOUN
ajfa-16782	354	5	press	press	NOUN
ajfa-16782	354	6	.	.	PUNCT
ajfa-16782	355	1	https://doi.org/10.1002/bjs.4475	https://doi.org/10.1002/bjs.4475	PROPN
ajfa-16782	355	2	kongahawatte	kongahawatte	NOUN
ajfa-16782	355	3	,	,	PUNCT
ajfa-16782	355	4	s.	s.	PROPN
ajfa-16782	355	5	d.	d.	PROPN
ajfa-16782	355	6	,	,	PUNCT
ajfa-16782	355	7	&	&	CCONJ
ajfa-16782	355	8	nimal	nimal	PROPN
ajfa-16782	355	9	,	,	PUNCT
ajfa-16782	355	10	p.	p.	PROPN
ajfa-16782	355	11	d.	d.	PROPN
ajfa-16782	355	12	(	(	PUNCT
ajfa-16782	355	13	2015	2015	NUM
ajfa-16782	355	14	)	)	PUNCT
ajfa-16782	355	15	.	.	PUNCT
ajfa-16782	356	1	impact	impact	NOUN
ajfa-16782	356	2	of	of	ADP
ajfa-16782	356	3	macroeconomic	macroeconomic	ADJ
ajfa-16782	356	4	variables	variable	NOUN
ajfa-16782	356	5	on	on	ADP
ajfa-16782	356	6	size	size	NOUN
ajfa-16782	356	7	and	and	CCONJ
ajfa-16782	356	8	book	book	NOUN
ajfa-16782	356	9	to	to	ADP
ajfa-16782	356	10	market	market	NOUN
ajfa-16782	356	11	effects	effect	NOUN
ajfa-16782	356	12	in	in	ADP
ajfa-16782	356	13	stock	stock	NOUN
ajfa-16782	356	14	returns	return	NOUN
ajfa-16782	356	15	;	;	PUNCT
ajfa-16782	356	16	evidence	evidence	NOUN
ajfa-16782	356	17	from	from	ADP
ajfa-16782	356	18	sri	sri	PROPN
ajfa-16782	356	19	lanka	lanka	PROPN
ajfa-16782	356	20	.	.	PUNCT
ajfa-16782	357	1	12th	12th	ADJ
ajfa-16782	357	2	international	international	ADJ
ajfa-16782	357	3	conference	conference	NOUN
ajfa-16782	357	4	on	on	ADP
ajfa-16782	357	5	business	business	NOUN
ajfa-16782	357	6	management	management	NOUN
ajfa-16782	357	7	.	.	PUNCT
ajfa-16782	358	1	colombo	colombo	NOUN
ajfa-16782	358	2	:	:	PUNCT
ajfa-16782	358	3	icbm	icbm	PROPN
ajfa-16782	358	4	,	,	PUNCT
ajfa-16782	358	5	usjp	usjp	PROPN
ajfa-16782	358	6	.	.	PUNCT
ajfa-16782	359	1	kraus	kraus	PROPN
ajfa-16782	359	2	,	,	PUNCT
ajfa-16782	359	3	a.	a.	PROPN
ajfa-16782	359	4	,	,	PUNCT
ajfa-16782	359	5	&	&	CCONJ
ajfa-16782	359	6	litzenberger	litzenberger	PROPN
ajfa-16782	359	7	,	,	PUNCT
ajfa-16782	359	8	r.	r.	PROPN
ajfa-16782	359	9	h.	h.	PROPN
ajfa-16782	359	10	(	(	PUNCT
ajfa-16782	359	11	1976	1976	NUM
ajfa-16782	359	12	)	)	PUNCT
ajfa-16782	359	13	.	.	PUNCT
ajfa-16782	360	1	skewness	skewness	NOUN
ajfa-16782	360	2	preference	preference	NOUN
ajfa-16782	360	3	and	and	CCONJ
ajfa-16782	360	4	the	the	DET
ajfa-16782	360	5	valuation	valuation	NOUN
ajfa-16782	360	6	of	of	ADP
ajfa-16782	360	7	risk	risk	NOUN
ajfa-16782	360	8	assets	asset	NOUN
ajfa-16782	360	9	.	.	PUNCT
ajfa-16782	361	1	journal	journal	PROPN
ajfa-16782	361	2	of	of	ADP
ajfa-16782	361	3	finance	finance	NOUN
ajfa-16782	361	4	,	,	PUNCT
ajfa-16782	361	5	31(4	31(4	NUM
ajfa-16782	361	6	)	)	PUNCT
ajfa-16782	361	7	,	,	PUNCT
ajfa-16782	361	8	1085	1085	NUM
ajfa-16782	361	9	-	-	SYM
ajfa-16782	361	10	1100	1100	NUM
ajfa-16782	361	11	.	.	PUNCT
ajfa-16782	362	1	https://doi.org/10.2307/2326275	https://doi.org/10.2307/2326275	PROPN
ajfa-16782	362	2	asian	asian	PROPN
ajfa-16782	362	3	journal	journal	PROPN
ajfa-16782	362	4	of	of	ADP
ajfa-16782	362	5	finance	finance	PROPN
ajfa-16782	362	6	&	&	CCONJ
ajfa-16782	362	7	accounting	accounting	PROPN
ajfa-16782	362	8	issn	issn	PROPN
ajfa-16782	362	9	1946	1946	NUM
ajfa-16782	362	10	-	-	PUNCT
ajfa-16782	362	11	052x	052x	NOUN
ajfa-16782	362	12	2020	2020	NUM
ajfa-16782	362	13	,	,	PUNCT
ajfa-16782	362	14	vol	vol	NOUN
ajfa-16782	362	15	.	.	PROPN
ajfa-16782	362	16	12	12	NUM
ajfa-16782	362	17	,	,	PUNCT
ajfa-16782	362	18	no	no	INTJ
ajfa-16782	362	19	.	.	NOUN
ajfa-16782	362	20	2	2	NUM
ajfa-16782	362	21	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	362	22	55	55	NUM
ajfa-16782	362	23	lintner	lintner	NOUN
ajfa-16782	362	24	,	,	PUNCT
ajfa-16782	362	25	j.	j.	PROPN
ajfa-16782	362	26	(	(	PUNCT
ajfa-16782	362	27	1965	1965	NUM
ajfa-16782	362	28	)	)	PUNCT
ajfa-16782	362	29	.	.	PUNCT
ajfa-16782	363	1	the	the	DET
ajfa-16782	363	2	valuation	valuation	NOUN
ajfa-16782	363	3	of	of	ADP
ajfa-16782	363	4	risk	risk	NOUN
ajfa-16782	363	5	assets	asset	NOUN
ajfa-16782	363	6	and	and	CCONJ
ajfa-16782	363	7	the	the	DET
ajfa-16782	363	8	selection	selection	NOUN
ajfa-16782	363	9	of	of	ADP
ajfa-16782	363	10	risky	risky	ADJ
ajfa-16782	363	11	investments	investment	NOUN
ajfa-16782	363	12	in	in	ADP
ajfa-16782	363	13	stock	stock	NOUN
ajfa-16782	363	14	portfolios	portfolio	NOUN
ajfa-16782	363	15	and	and	CCONJ
ajfa-16782	363	16	capital	capital	NOUN
ajfa-16782	363	17	budgets	budget	NOUN
ajfa-16782	363	18	.	.	PUNCT
ajfa-16782	364	1	review	review	NOUN
ajfa-16782	364	2	of	of	ADP
ajfa-16782	364	3	economics	economic	NOUN
ajfa-16782	364	4	and	and	CCONJ
ajfa-16782	364	5	statistics	statistic	NOUN
ajfa-16782	364	6	,	,	PUNCT
ajfa-16782	364	7	47	47	NUM
ajfa-16782	364	8	,	,	PUNCT
ajfa-16782	364	9	13	13	NUM
ajfa-16782	364	10	-	-	SYM
ajfa-16782	364	11	37	37	NUM
ajfa-16782	364	12	.	.	PUNCT
ajfa-16782	365	1	https://doi.org/10.2307/1924119	https://doi.org/10.2307/1924119	PROPN
ajfa-16782	365	2	markowitz	markowitz	PROPN
ajfa-16782	365	3	,	,	PUNCT
ajfa-16782	365	4	h.	h.	PROPN
ajfa-16782	365	5	(	(	PUNCT
ajfa-16782	365	6	1952	1952	NUM
ajfa-16782	365	7	)	)	PUNCT
ajfa-16782	365	8	.	.	PUNCT
ajfa-16782	366	1	portfolio	portfolio	NOUN
ajfa-16782	366	2	selection	selection	NOUN
ajfa-16782	366	3	.	.	PUNCT
ajfa-16782	367	1	the	the	DET
ajfa-16782	367	2	journal	journal	PROPN
ajfa-16782	367	3	of	of	ADP
ajfa-16782	367	4	finance	finance	NOUN
ajfa-16782	367	5	,	,	PUNCT
ajfa-16782	367	6	77	77	NUM
ajfa-16782	367	7	-	-	SYM
ajfa-16782	367	8	91	91	NUM
ajfa-16782	367	9	.	.	PUNCT
ajfa-16782	368	1	https://doi.org/10.1111/j.1540-6261.1952.tb01525.x	https://doi.org/10.1111/j.1540-6261.1952.tb01525.x	PROPN
ajfa-16782	368	2	mayers	mayers	PROPN
ajfa-16782	368	3	,	,	PUNCT
ajfa-16782	368	4	d.	d.	PROPN
ajfa-16782	368	5	(	(	PUNCT
ajfa-16782	368	6	1972	1972	NUM
ajfa-16782	368	7	)	)	PUNCT
ajfa-16782	368	8	.	.	PUNCT
ajfa-16782	369	1	nonmarketable	nonmarketable	ADJ
ajfa-16782	369	2	assets	asset	NOUN
ajfa-16782	369	3	and	and	CCONJ
ajfa-16782	369	4	capital	capital	NOUN
ajfa-16782	369	5	market	market	NOUN
ajfa-16782	369	6	equlibrium	equlibrium	NOUN
ajfa-16782	369	7	under	under	ADP
ajfa-16782	369	8	uncertainty	uncertainty	NOUN
ajfa-16782	369	9	.	.	PUNCT
ajfa-16782	370	1	in	in	ADP
ajfa-16782	370	2	studies	study	NOUN
ajfa-16782	370	3	in	in	ADP
ajfa-16782	370	4	theory	theory	NOUN
ajfa-16782	370	5	of	of	ADP
ajfa-16782	370	6	capital	capital	NOUN
ajfa-16782	370	7	markets	market	NOUN
ajfa-16782	370	8	(	(	PUNCT
ajfa-16782	370	9	pp	pp	ADJ
ajfa-16782	370	10	.	.	PUNCT
ajfa-16782	371	1	223	223	NUM
ajfa-16782	371	2	-	-	NUM
ajfa-16782	371	3	248	248	NUM
ajfa-16782	371	4	)	)	PUNCT
ajfa-16782	371	5	.	.	PUNCT
ajfa-16782	372	1	new	new	PROPN
ajfa-16782	372	2	york	york	PROPN
ajfa-16782	372	3	:	:	PUNCT
ajfa-16782	372	4	praeger	praeger	NOUN
ajfa-16782	372	5	.	.	PUNCT
ajfa-16782	373	1	mehrling	mehrle	VERB
ajfa-16782	373	2	,	,	PUNCT
ajfa-16782	373	3	p.	p.	NOUN
ajfa-16782	373	4	(	(	PUNCT
ajfa-16782	373	5	2007	2007	NUM
ajfa-16782	373	6	)	)	PUNCT
ajfa-16782	373	7	.	.	PUNCT
ajfa-16782	374	1	fisher	fisher	PROPN
ajfa-16782	374	2	black	black	PROPN
ajfa-16782	374	3	and	and	CCONJ
ajfa-16782	374	4	the	the	DET
ajfa-16782	374	5	revolutionary	revolutionary	ADJ
ajfa-16782	374	6	idea	idea	NOUN
ajfa-16782	374	7	of	of	ADP
ajfa-16782	374	8	finance	finance	NOUN
ajfa-16782	374	9	.	.	PUNCT
ajfa-16782	375	1	new	new	ADJ
ajfa-16782	375	2	jersy	jersy	PROPN
ajfa-16782	375	3	:	:	PUNCT
ajfa-16782	375	4	john	john	PROPN
ajfa-16782	375	5	wiley	wiley	PROPN
ajfa-16782	375	6	and	and	CCONJ
ajfa-16782	375	7	sons	son	NOUN
ajfa-16782	375	8	.	.	PUNCT
ajfa-16782	376	1	menike	menike	PROPN
ajfa-16782	376	2	,	,	PUNCT
ajfa-16782	376	3	l.	l.	PROPN
ajfa-16782	376	4	m.	m.	PROPN
ajfa-16782	376	5	,	,	PUNCT
ajfa-16782	376	6	dunusinghe	dunusinghe	PROPN
ajfa-16782	376	7	,	,	PUNCT
ajfa-16782	376	8	p.	p.	NOUN
ajfa-16782	376	9	m.	m.	NOUN
ajfa-16782	376	10	,	,	PUNCT
ajfa-16782	376	11	&	&	CCONJ
ajfa-16782	376	12	ranasinghe	ranasinghe	NOUN
ajfa-16782	376	13	,	,	PUNCT
ajfa-16782	376	14	a.	a.	NOUN
ajfa-16782	376	15	(	(	PUNCT
ajfa-16782	376	16	2015	2015	NUM
ajfa-16782	376	17	)	)	PUNCT
ajfa-16782	376	18	.	.	PUNCT
ajfa-16782	377	1	macroeconomic	macroeconomic	ADJ
ajfa-16782	377	2	and	and	CCONJ
ajfa-16782	377	3	firm	firm	ADJ
ajfa-16782	377	4	specific	specific	ADJ
ajfa-16782	377	5	determinents	determinent	NOUN
ajfa-16782	377	6	of	of	ADP
ajfa-16782	377	7	stock	stock	NOUN
ajfa-16782	377	8	returns	return	NOUN
ajfa-16782	377	9	:	:	PUNCT
ajfa-16782	377	10	a	a	DET
ajfa-16782	377	11	comparative	comparative	ADJ
ajfa-16782	377	12	analysis	analysis	NOUN
ajfa-16782	377	13	of	of	ADP
ajfa-16782	377	14	stock	stock	NOUN
ajfa-16782	377	15	markets	market	NOUN
ajfa-16782	377	16	in	in	ADP
ajfa-16782	377	17	sri	sri	PROPN
ajfa-16782	377	18	lanka	lanka	PROPN
ajfa-16782	377	19	and	and	CCONJ
ajfa-16782	377	20	in	in	ADP
ajfa-16782	377	21	the	the	DET
ajfa-16782	377	22	united	united	ADJ
ajfa-16782	377	23	kingdom	kingdom	PROPN
ajfa-16782	377	24	.	.	PUNCT
ajfa-16782	378	1	journal	journal	PROPN
ajfa-16782	378	2	of	of	ADP
ajfa-16782	378	3	finance	finance	NOUN
ajfa-16782	378	4	and	and	CCONJ
ajfa-16782	378	5	accounting	accounting	NOUN
ajfa-16782	378	6	,	,	PUNCT
ajfa-16782	378	7	3(4	3(4	NUM
ajfa-16782	378	8	)	)	PUNCT
ajfa-16782	378	9	,	,	PUNCT
ajfa-16782	378	10	86	86	NUM
ajfa-16782	378	11	-	-	SYM
ajfa-16782	378	12	96	96	NUM
ajfa-16782	378	13	.	.	PUNCT
ajfa-16782	379	1	https://doi.org/10.11648/j.jfa.20150304.14	https://doi.org/10.11648/j.jfa.20150304.14	PRON
ajfa-16782	379	2	merton	merton	PROPN
ajfa-16782	379	3	,	,	PUNCT
ajfa-16782	379	4	r.	r.	PROPN
ajfa-16782	379	5	c.	c.	PROPN
ajfa-16782	379	6	(	(	PUNCT
ajfa-16782	379	7	1973	1973	NUM
ajfa-16782	379	8	)	)	PUNCT
ajfa-16782	379	9	.	.	PUNCT
ajfa-16782	380	1	an	an	DET
ajfa-16782	380	2	intertemporal	intertemporal	ADJ
ajfa-16782	380	3	capital	capital	NOUN
ajfa-16782	380	4	asset	asset	NOUN
ajfa-16782	380	5	pricing	pricing	NOUN
ajfa-16782	380	6	model	model	NOUN
ajfa-16782	380	7	.	.	PUNCT
ajfa-16782	381	1	econometrica	econometrica	PROPN
ajfa-16782	381	2	,	,	PUNCT
ajfa-16782	381	3	867	867	NUM
ajfa-16782	381	4	-	-	SYM
ajfa-16782	381	5	887	887	NUM
ajfa-16782	381	6	.	.	PUNCT
ajfa-16782	382	1	https://doi.org/10.2307/1913811	https://doi.org/10.2307/1913811	DET
ajfa-16782	382	2	nanayakkara	nanayakkara	NOUN
ajfa-16782	382	3	,	,	PUNCT
ajfa-16782	382	4	n.	n.	PROPN
ajfa-16782	382	5	s.	s.	PROPN
ajfa-16782	382	6	(	(	PUNCT
ajfa-16782	382	7	2008	2008	NUM
ajfa-16782	382	8	)	)	PUNCT
ajfa-16782	382	9	.	.	PUNCT
ajfa-16782	383	1	three	three	NUM
ajfa-16782	383	2	factor	factor	NOUN
ajfa-16782	383	3	asset	asset	NOUN
ajfa-16782	383	4	pricing	pricing	NOUN
ajfa-16782	383	5	model	model	NOUN
ajfa-16782	383	6	:	:	PUNCT
ajfa-16782	383	7	explaining	explain	VERB
ajfa-16782	383	8	cross	cross	NOUN
ajfa-16782	383	9	section	section	NOUN
ajfa-16782	383	10	of	of	ADP
ajfa-16782	383	11	stock	stock	NOUN
ajfa-16782	383	12	returns	return	NOUN
ajfa-16782	383	13	in	in	ADP
ajfa-16782	383	14	sri	sri	PROPN
ajfa-16782	383	15	lanka	lanka	PROPN
ajfa-16782	383	16	.	.	PUNCT
ajfa-16782	384	1	international	international	ADJ
ajfa-16782	384	2	coference	coference	NOUN
ajfa-16782	384	3	in	in	ADP
ajfa-16782	384	4	business	business	NOUN
ajfa-16782	384	5	management	management	NOUN
ajfa-16782	384	6	2008	2008	NUM
ajfa-16782	384	7	.	.	PUNCT
ajfa-16782	385	1	colombo	colombo	NOUN
ajfa-16782	385	2	:	:	PUNCT
ajfa-16782	386	1	usjp	usjp	ADJ
ajfa-16782	386	2	.	.	PUNCT
ajfa-16782	387	1	nimal	nimal	PROPN
ajfa-16782	387	2	,	,	PUNCT
ajfa-16782	387	3	p.	p.	PROPN
ajfa-16782	387	4	d.	d.	PROPN
ajfa-16782	387	5	(	(	PUNCT
ajfa-16782	387	6	1997	1997	NUM
ajfa-16782	387	7	)	)	PUNCT
ajfa-16782	387	8	.	.	PUNCT
ajfa-16782	388	1	relationship	relationship	NOUN
ajfa-16782	388	2	between	between	ADP
ajfa-16782	388	3	stock	stock	NOUN
ajfa-16782	388	4	returns	return	NOUN
ajfa-16782	388	5	and	and	CCONJ
ajfa-16782	388	6	selected	select	VERB
ajfa-16782	388	7	fundamental	fundamental	ADJ
ajfa-16782	388	8	variables	variable	NOUN
ajfa-16782	388	9	:	:	PUNCT
ajfa-16782	388	10	evidence	evidence	NOUN
ajfa-16782	388	11	from	from	ADP
ajfa-16782	388	12	sri	sri	PROPN
ajfa-16782	388	13	lanka	lanka	PROPN
ajfa-16782	388	14	.	.	PUNCT
ajfa-16782	389	1	sri	sri	PROPN
ajfa-16782	389	2	lanka	lanka	PROPN
ajfa-16782	389	3	journal	journal	PROPN
ajfa-16782	389	4	of	of	ADP
ajfa-16782	389	5	management	management	NOUN
ajfa-16782	389	6	,	,	PUNCT
ajfa-16782	389	7	2(3	2(3	NUM
ajfa-16782	389	8	)	)	PUNCT
ajfa-16782	389	9	.	.	PUNCT
ajfa-16782	390	1	nimal	nimal	PROPN
ajfa-16782	390	2	,	,	PUNCT
ajfa-16782	390	3	p.	p.	PROPN
ajfa-16782	390	4	,	,	PUNCT
ajfa-16782	390	5	&	&	CCONJ
ajfa-16782	390	6	fernando	fernando	PROPN
ajfa-16782	390	7	,	,	PUNCT
ajfa-16782	390	8	s.	s.	PROPN
ajfa-16782	390	9	(	(	PUNCT
ajfa-16782	390	10	2013	2013	NUM
ajfa-16782	390	11	)	)	PUNCT
ajfa-16782	390	12	.	.	PUNCT
ajfa-16782	391	1	the	the	DET
ajfa-16782	391	2	conditional	conditional	ADJ
ajfa-16782	391	3	relation	relation	NOUN
ajfa-16782	391	4	between	between	ADP
ajfa-16782	391	5	beta	beta	NOUN
ajfa-16782	391	6	and	and	CCONJ
ajfa-16782	391	7	returns	return	NOUN
ajfa-16782	391	8	:	:	PUNCT
ajfa-16782	391	9	evidence	evidence	NOUN
ajfa-16782	391	10	from	from	ADP
ajfa-16782	391	11	japan	japan	PROPN
ajfa-16782	391	12	and	and	CCONJ
ajfa-16782	391	13	sri	sri	PROPN
ajfa-16782	391	14	lanka	lanka	PROPN
ajfa-16782	391	15	.	.	PUNCT
ajfa-16782	392	1	the	the	DET
ajfa-16782	392	2	hikone	hikone	PROPN
ajfa-16782	392	3	ronso	ronso	PROPN
ajfa-16782	392	4	,	,	PUNCT
ajfa-16782	392	5	395	395	NUM
ajfa-16782	392	6	,	,	PUNCT
ajfa-16782	392	7	94	94	NUM
ajfa-16782	392	8	-	-	SYM
ajfa-16782	392	9	116	116	NUM
ajfa-16782	392	10	.	.	PUNCT
ajfa-16782	393	1	novy	novy	PROPN
ajfa-16782	393	2	marx	marx	PROPN
ajfa-16782	393	3	,	,	PUNCT
ajfa-16782	393	4	r.	r.	PROPN
ajfa-16782	393	5	(	(	PUNCT
ajfa-16782	393	6	2013	2013	NUM
ajfa-16782	393	7	)	)	PUNCT
ajfa-16782	393	8	.	.	PUNCT
ajfa-16782	394	1	the	the	DET
ajfa-16782	394	2	other	other	ADJ
ajfa-16782	394	3	side	side	NOUN
ajfa-16782	394	4	of	of	ADP
ajfa-16782	394	5	value	value	NOUN
ajfa-16782	394	6	:	:	PUNCT
ajfa-16782	394	7	the	the	DET
ajfa-16782	394	8	gross	gross	ADJ
ajfa-16782	394	9	profitability	profitability	NOUN
ajfa-16782	394	10	premium	premium	NOUN
ajfa-16782	394	11	.	.	PUNCT
ajfa-16782	395	1	journal	journal	NOUN
ajfa-16782	395	2	of	of	ADP
ajfa-16782	395	3	financial	financial	ADJ
ajfa-16782	395	4	economics	economic	NOUN
ajfa-16782	395	5	,	,	PUNCT
ajfa-16782	395	6	1	1	NUM
ajfa-16782	395	7	-	-	SYM
ajfa-16782	395	8	28	28	NUM
ajfa-16782	395	9	.	.	PUNCT
ajfa-16782	396	1	https://doi.org/10.1016/j.jfineco.2013.01.003	https://doi.org/10.1016/j.jfineco.2013.01.003	PROPN
ajfa-16782	396	2	pathirawasam	pathirawasam	PROPN
ajfa-16782	396	3	,	,	PUNCT
ajfa-16782	396	4	c.	c.	PROPN
ajfa-16782	396	5	,	,	PUNCT
ajfa-16782	396	6	&	&	CCONJ
ajfa-16782	396	7	weerakoon	weerakoon	PROPN
ajfa-16782	396	8	banda	banda	PROPN
ajfa-16782	396	9	,	,	PUNCT
ajfa-16782	396	10	y.	y.	PROPN
ajfa-16782	396	11	k.	k.	PROPN
ajfa-16782	396	12	(	(	PUNCT
ajfa-16782	396	13	2008	2008	NUM
ajfa-16782	396	14	)	)	PUNCT
ajfa-16782	396	15	.	.	PUNCT
ajfa-16782	397	1	profitability	profitability	NOUN
ajfa-16782	397	2	of	of	ADP
ajfa-16782	397	3	momentum	momentum	NOUN
ajfa-16782	397	4	and	and	CCONJ
ajfa-16782	397	5	contrarian	contrarian	ADJ
ajfa-16782	397	6	strategies	strategy	NOUN
ajfa-16782	397	7	in	in	ADP
ajfa-16782	397	8	the	the	DET
ajfa-16782	397	9	colombo	colombo	NOUN
ajfa-16782	397	10	stock	stock	NOUN
ajfa-16782	397	11	exchange	exchange	NOUN
ajfa-16782	397	12	.	.	PUNCT
ajfa-16782	398	1	the	the	DET
ajfa-16782	398	2	fifth	fifth	ADJ
ajfa-16782	398	3	international	international	ADJ
ajfa-16782	398	4	conference	conference	NOUN
ajfa-16782	398	5	on	on	ADP
ajfa-16782	398	6	business	business	NOUN
ajfa-16782	398	7	management	management	NOUN
ajfa-16782	398	8	(	(	PUNCT
ajfa-16782	398	9	pp	pp	ADJ
ajfa-16782	398	10	.	.	PUNCT
ajfa-16782	399	1	27	27	NUM
ajfa-16782	399	2	-	-	SYM
ajfa-16782	399	3	31	31	NUM
ajfa-16782	399	4	)	)	PUNCT
ajfa-16782	399	5	.	.	PUNCT
ajfa-16782	400	1	colombo	colombo	NOUN
ajfa-16782	400	2	:	:	PUNCT
ajfa-16782	400	3	fmsc	fmsc	NOUN
ajfa-16782	400	4	,	,	PUNCT
ajfa-16782	400	5	university	university	NOUN
ajfa-16782	400	6	of	of	ADP
ajfa-16782	400	7	sri	sri	PROPN
ajfa-16782	400	8	jayewardenepura	jayewardenepura	PROPN
ajfa-16782	400	9	.	.	PUNCT
ajfa-16782	401	1	pettengill	pettengill	PROPN
ajfa-16782	401	2	,	,	PUNCT
ajfa-16782	401	3	n.	n.	PROPN
ajfa-16782	401	4	g.	g.	PROPN
ajfa-16782	401	5	,	,	PUNCT
ajfa-16782	401	6	sundaram	sundaram	PROPN
ajfa-16782	401	7	,	,	PUNCT
ajfa-16782	401	8	s.	s.	PROPN
ajfa-16782	401	9	,	,	PUNCT
ajfa-16782	401	10	&	&	CCONJ
ajfa-16782	401	11	mathur	mathur	PROPN
ajfa-16782	401	12	,	,	PUNCT
ajfa-16782	401	13	i.	i.	PROPN
ajfa-16782	401	14	(	(	PUNCT
ajfa-16782	401	15	1995	1995	NUM
ajfa-16782	401	16	)	)	PUNCT
ajfa-16782	401	17	.	.	PUNCT
ajfa-16782	402	1	the	the	DET
ajfa-16782	402	2	conditional	conditional	ADJ
ajfa-16782	402	3	relation	relation	NOUN
ajfa-16782	402	4	between	between	ADP
ajfa-16782	402	5	beta	beta	NOUN
ajfa-16782	402	6	and	and	CCONJ
ajfa-16782	402	7	returns	return	NOUN
ajfa-16782	402	8	.	.	PUNCT
ajfa-16782	403	1	the	the	DET
ajfa-16782	403	2	journal	journal	NOUN
ajfa-16782	403	3	of	of	ADP
ajfa-16782	403	4	financial	financial	ADJ
ajfa-16782	403	5	and	and	CCONJ
ajfa-16782	403	6	quantitative	quantitative	ADJ
ajfa-16782	403	7	analysis	analysis	NOUN
ajfa-16782	403	8	,	,	PUNCT
ajfa-16782	403	9	30(1	30(1	NUM
ajfa-16782	403	10	)	)	PUNCT
ajfa-16782	403	11	,	,	PUNCT
ajfa-16782	403	12	101	101	NUM
ajfa-16782	403	13	-	-	SYM
ajfa-16782	403	14	116	116	NUM
ajfa-16782	403	15	.	.	PUNCT
ajfa-16782	404	1	https://doi.org/10.2307/2331255	https://doi.org/10.2307/2331255	NOUN
ajfa-16782	404	2	randeniya	randeniya	PROPN
ajfa-16782	404	3	,	,	PUNCT
ajfa-16782	404	4	r.	r.	PROPN
ajfa-16782	404	5	,	,	PUNCT
ajfa-16782	404	6	&	&	CCONJ
ajfa-16782	404	7	wijerathna	wijerathna	PROPN
ajfa-16782	404	8	,	,	PUNCT
ajfa-16782	404	9	j.	j.	PROPN
ajfa-16782	404	10	k.	k.	PROPN
ajfa-16782	404	11	(	(	PUNCT
ajfa-16782	404	12	2012	2012	NUM
ajfa-16782	404	13	)	)	PUNCT
ajfa-16782	404	14	.	.	PUNCT
ajfa-16782	405	1	the	the	DET
ajfa-16782	405	2	application	application	NOUN
ajfa-16782	405	3	of	of	ADP
ajfa-16782	405	4	the	the	DET
ajfa-16782	405	5	fama	fama	NOUN
ajfa-16782	405	6	and	and	CCONJ
ajfa-16782	405	7	french	french	ADJ
ajfa-16782	405	8	model	model	NOUN
ajfa-16782	405	9	for	for	ADP
ajfa-16782	405	10	sri	sri	PROPN
ajfa-16782	405	11	lankan	lankan	PROPN
ajfa-16782	405	12	stock	stock	NOUN
ajfa-16782	405	13	market	market	NOUN
ajfa-16782	405	14	.	.	PUNCT
ajfa-16782	406	1	annual	annual	ADJ
ajfa-16782	406	2	research	research	NOUN
ajfa-16782	406	3	symposium	symposium	NOUN
ajfa-16782	406	4	2012	2012	NUM
ajfa-16782	406	5	university	university	NOUN
ajfa-16782	406	6	of	of	ADP
ajfa-16782	406	7	coombol	coombol	PROPN
ajfa-16782	406	8	.	.	PUNCT
ajfa-16782	407	1	colombo	colombo	NOUN
ajfa-16782	407	2	:	:	PUNCT
ajfa-16782	407	3	university	university	NOUN
ajfa-16782	407	4	of	of	ADP
ajfa-16782	407	5	colombo	colombo	NOUN
ajfa-16782	407	6	.	.	PUNCT
ajfa-16782	408	1	rathnasekara	rathnasekara	PROPN
ajfa-16782	408	2	,	,	PUNCT
ajfa-16782	408	3	r.	r.	PROPN
ajfa-16782	408	4	d.	d.	PROPN
ajfa-16782	408	5	(	(	PUNCT
ajfa-16782	408	6	2017	2017	NUM
ajfa-16782	408	7	)	)	PUNCT
ajfa-16782	408	8	.	.	PUNCT
ajfa-16782	409	1	testing	test	VERB
ajfa-16782	409	2	stock	stock	NOUN
ajfa-16782	409	3	market	market	NOUN
ajfa-16782	409	4	efficience	efficience	NOUN
ajfa-16782	409	5	and	and	CCONJ
ajfa-16782	409	6	the	the	DET
ajfa-16782	409	7	asset	asset	NOUN
ajfa-16782	409	8	pricing	pricing	NOUN
ajfa-16782	409	9	model	model	NOUN
ajfa-16782	409	10	:	:	PUNCT
ajfa-16782	409	11	some	some	DET
ajfa-16782	409	12	evidence	evidence	NOUN
ajfa-16782	409	13	from	from	ADP
ajfa-16782	409	14	sri	sri	PROPN
ajfa-16782	409	15	lanka	lanka	PROPN
ajfa-16782	409	16	.	.	PUNCT
ajfa-16782	410	1	the	the	DET
ajfa-16782	410	2	journal	journal	NOUN
ajfa-16782	410	3	of	of	ADP
ajfa-16782	410	4	developing	develop	VERB
ajfa-16782	410	5	areas	area	NOUN
ajfa-16782	410	6	,	,	PUNCT
ajfa-16782	410	7	51(4	51(4	NUM
ajfa-16782	410	8	)	)	PUNCT
ajfa-16782	410	9	,	,	PUNCT
ajfa-16782	410	10	317	317	NUM
ajfa-16782	410	11	-	-	SYM
ajfa-16782	410	12	330	330	NUM
ajfa-16782	410	13	.	.	PUNCT
ajfa-16782	411	1	https://doi.org/10.1353/jda.2017.0104	https://doi.org/10.1353/jda.2017.0104	PROPN
ajfa-16782	411	2	asian	asian	PROPN
ajfa-16782	411	3	journal	journal	PROPN
ajfa-16782	411	4	of	of	ADP
ajfa-16782	411	5	finance	finance	PROPN
ajfa-16782	411	6	&	&	CCONJ
ajfa-16782	411	7	accounting	accounting	PROPN
ajfa-16782	411	8	issn	issn	PROPN
ajfa-16782	411	9	1946	1946	NUM
ajfa-16782	411	10	-	-	PUNCT
ajfa-16782	411	11	052x	052x	NOUN
ajfa-16782	411	12	2020	2020	NUM
ajfa-16782	411	13	,	,	PUNCT
ajfa-16782	411	14	vol	vol	NOUN
ajfa-16782	411	15	.	.	PROPN
ajfa-16782	411	16	12	12	NUM
ajfa-16782	411	17	,	,	PUNCT
ajfa-16782	411	18	no	no	INTJ
ajfa-16782	411	19	.	.	NOUN
ajfa-16782	411	20	2	2	NUM
ajfa-16782	411	21	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	411	22	56	56	NUM
ajfa-16782	411	23	riyath	riyath	NOUN
ajfa-16782	411	24	,	,	PUNCT
ajfa-16782	411	25	m.	m.	NOUN
ajfa-16782	411	26	i.	i.	PROPN
ajfa-16782	411	27	,	,	PUNCT
ajfa-16782	411	28	&	&	CCONJ
ajfa-16782	411	29	nimal	nimal	PROPN
ajfa-16782	411	30	,	,	PUNCT
ajfa-16782	411	31	p.	p.	PROPN
ajfa-16782	411	32	d.	d.	PROPN
ajfa-16782	411	33	(	(	PUNCT
ajfa-16782	411	34	2014	2014	NUM
ajfa-16782	411	35	)	)	PUNCT
ajfa-16782	411	36	.	.	PUNCT
ajfa-16782	412	1	comparative	comparative	ADJ
ajfa-16782	412	2	study	study	NOUN
ajfa-16782	412	3	on	on	ADP
ajfa-16782	412	4	asset	asset	NOUN
ajfa-16782	412	5	pricing	pricing	NOUN
ajfa-16782	412	6	models	model	NOUN
ajfa-16782	412	7	in	in	ADP
ajfa-16782	412	8	explaining	explain	VERB
ajfa-16782	412	9	cross	cross	NOUN
ajfa-16782	412	10	sectional	sectional	ADJ
ajfa-16782	412	11	variation	variation	NOUN
ajfa-16782	412	12	of	of	ADP
ajfa-16782	412	13	stock	stock	NOUN
ajfa-16782	412	14	returns	return	NOUN
ajfa-16782	412	15	in	in	ADP
ajfa-16782	412	16	the	the	DET
ajfa-16782	412	17	colombo	colombo	NOUN
ajfa-16782	412	18	stock	stock	NOUN
ajfa-16782	412	19	exchange	exchange	NOUN
ajfa-16782	412	20	.	.	PUNCT
ajfa-16782	413	1	roll	roll	NOUN
ajfa-16782	413	2	,	,	PUNCT
ajfa-16782	413	3	r.	r.	PROPN
ajfa-16782	413	4	(	(	PUNCT
ajfa-16782	413	5	1977	1977	NUM
ajfa-16782	413	6	)	)	PUNCT
ajfa-16782	413	7	.	.	PUNCT
ajfa-16782	414	1	a	a	DET
ajfa-16782	414	2	critique	critique	NOUN
ajfa-16782	414	3	of	of	ADP
ajfa-16782	414	4	the	the	DET
ajfa-16782	414	5	asset	asset	NOUN
ajfa-16782	414	6	pricing	pricing	NOUN
ajfa-16782	414	7	theory	theory	NOUN
ajfa-16782	414	8	's	's	PART
ajfa-16782	414	9	testspart	testspart	NOUN
ajfa-16782	414	10	1	1	NUM
ajfa-16782	414	11	:	:	PUNCT
ajfa-16782	414	12	on	on	ADP
ajfa-16782	414	13	past	past	NOUN
ajfa-16782	414	14	and	and	CCONJ
ajfa-16782	414	15	potential	potential	ADJ
ajfa-16782	414	16	testability	testability	NOUN
ajfa-16782	414	17	of	of	ADP
ajfa-16782	414	18	theory	theory	NOUN
ajfa-16782	414	19	.	.	PUNCT
ajfa-16782	415	1	journal	journal	NOUN
ajfa-16782	415	2	of	of	ADP
ajfa-16782	415	3	financial	financial	ADJ
ajfa-16782	415	4	economics	economic	NOUN
ajfa-16782	415	5	,	,	PUNCT
ajfa-16782	415	6	4(2	4(2	NUM
ajfa-16782	415	7	)	)	PUNCT
ajfa-16782	415	8	,	,	PUNCT
ajfa-16782	415	9	129	129	NUM
ajfa-16782	415	10	-	-	SYM
ajfa-16782	415	11	176	176	NUM
ajfa-16782	415	12	.	.	PUNCT
ajfa-16782	416	1	ttps://doi.org/10.1016/0304-405x(77)90009-5	ttps://doi.org/10.1016/0304-405x(77)90009-5	PROPN
ajfa-16782	416	2	rosenberg	rosenberg	PROPN
ajfa-16782	416	3	,	,	PUNCT
ajfa-16782	416	4	b.	b.	PROPN
ajfa-16782	416	5	,	,	PUNCT
ajfa-16782	416	6	reid	reid	PROPN
ajfa-16782	416	7	,	,	PUNCT
ajfa-16782	416	8	k.	k.	PROPN
ajfa-16782	416	9	,	,	PUNCT
ajfa-16782	416	10	&	&	CCONJ
ajfa-16782	416	11	lanstein	lanstein	PROPN
ajfa-16782	416	12	,	,	PUNCT
ajfa-16782	416	13	r.	r.	PROPN
ajfa-16782	416	14	(	(	PUNCT
ajfa-16782	416	15	1984	1984	NUM
ajfa-16782	416	16	)	)	PUNCT
ajfa-16782	416	17	.	.	PUNCT
ajfa-16782	417	1	persuvasive	persuvasive	ADJ
ajfa-16782	417	2	evidence	evidence	NOUN
ajfa-16782	417	3	of	of	ADP
ajfa-16782	417	4	market	market	NOUN
ajfa-16782	417	5	efficiency	efficiency	NOUN
ajfa-16782	417	6	.	.	PUNCT
ajfa-16782	418	1	journal	journal	PROPN
ajfa-16782	418	2	of	of	ADP
ajfa-16782	418	3	portfolio	portfolio	NOUN
ajfa-16782	418	4	management	management	NOUN
ajfa-16782	418	5	,	,	PUNCT
ajfa-16782	418	6	9	9	NUM
ajfa-16782	418	7	-	-	SYM
ajfa-16782	418	8	17	17	NUM
ajfa-16782	418	9	.	.	PUNCT
ajfa-16782	419	1	https://doi.org/10.3905/jpm.1985.409007	https://doi.org/10.3905/jpm.1985.409007	PROPN
ajfa-16782	419	2	ross	ross	PROPN
ajfa-16782	419	3	,	,	PUNCT
ajfa-16782	419	4	s.	s.	PROPN
ajfa-16782	419	5	a.	a.	PROPN
ajfa-16782	419	6	(	(	PUNCT
ajfa-16782	419	7	1976	1976	NUM
ajfa-16782	419	8	)	)	PUNCT
ajfa-16782	419	9	.	.	PUNCT
ajfa-16782	420	1	the	the	DET
ajfa-16782	420	2	arbitrage	arbitrage	NOUN
ajfa-16782	420	3	theory	theory	NOUN
ajfa-16782	420	4	of	of	ADP
ajfa-16782	420	5	capital	capital	NOUN
ajfa-16782	420	6	asset	asset	NOUN
ajfa-16782	420	7	pricing	pricing	NOUN
ajfa-16782	420	8	.	.	PUNCT
ajfa-16782	421	1	journal	journal	NOUN
ajfa-16782	421	2	of	of	ADP
ajfa-16782	421	3	economic	economic	ADJ
ajfa-16782	421	4	theory	theory	NOUN
ajfa-16782	421	5	,	,	PUNCT
ajfa-16782	421	6	13	13	NUM
ajfa-16782	421	7	,	,	PUNCT
ajfa-16782	421	8	341	341	NUM
ajfa-16782	421	9	-	-	SYM
ajfa-16782	421	10	360	360	NUM
ajfa-16782	421	11	.	.	PUNCT
ajfa-16782	422	1	https://doi.org/10.1016/0022-0531(76)90046-6	https://doi.org/10.1016/0022-0531(76)90046-6	PROPN
ajfa-16782	422	2	ryan	ryan	PROPN
ajfa-16782	422	3	,	,	PUNCT
ajfa-16782	422	4	b.	b.	PROPN
ajfa-16782	422	5	,	,	PUNCT
ajfa-16782	422	6	scapens	scapens	PROPN
ajfa-16782	422	7	,	,	PUNCT
ajfa-16782	422	8	r.	r.	PROPN
ajfa-16782	422	9	,	,	PUNCT
ajfa-16782	422	10	&	&	CCONJ
ajfa-16782	422	11	theobald	theobald	NOUN
ajfa-16782	422	12	,	,	PUNCT
ajfa-16782	422	13	m.	m.	NOUN
ajfa-16782	422	14	(	(	PUNCT
ajfa-16782	422	15	2002	2002	NUM
ajfa-16782	422	16	)	)	PUNCT
ajfa-16782	422	17	.	.	PUNCT
ajfa-16782	423	1	research	research	NOUN
ajfa-16782	423	2	method	method	NOUN
ajfa-16782	423	3	and	and	CCONJ
ajfa-16782	423	4	methodology	methodology	NOUN
ajfa-16782	423	5	in	in	ADP
ajfa-16782	423	6	finance	finance	NOUN
ajfa-16782	423	7	and	and	CCONJ
ajfa-16782	423	8	accounting	accounting	NOUN
ajfa-16782	423	9	.	.	PUNCT
ajfa-16782	424	1	south	south	ADJ
ajfa-16782	424	2	western	western	PROPN
ajfa-16782	424	3	.	.	PUNCT
ajfa-16782	425	1	samarakoon	samarakoon	NOUN
ajfa-16782	425	2	,	,	PUNCT
ajfa-16782	425	3	l.	l.	PROPN
ajfa-16782	425	4	p.	p.	PROPN
ajfa-16782	425	5	(	(	PUNCT
ajfa-16782	425	6	1997	1997	NUM
ajfa-16782	425	7	)	)	PUNCT
ajfa-16782	425	8	.	.	PUNCT
ajfa-16782	426	1	the	the	DET
ajfa-16782	426	2	cross	cross	NOUN
ajfa-16782	426	3	section	section	NOUN
ajfa-16782	426	4	of	of	ADP
ajfa-16782	426	5	expected	expect	VERB
ajfa-16782	426	6	stock	stock	NOUN
ajfa-16782	426	7	returns	return	NOUN
ajfa-16782	426	8	in	in	ADP
ajfa-16782	426	9	sri	sri	PROPN
ajfa-16782	426	10	lanka	lanka	PROPN
ajfa-16782	426	11	.	.	PUNCT
ajfa-16782	427	1	sri	sri	PROPN
ajfa-16782	427	2	lanka	lanka	PROPN
ajfa-16782	427	3	journal	journal	PROPN
ajfa-16782	427	4	of	of	ADP
ajfa-16782	427	5	management	management	NOUN
ajfa-16782	427	6	,	,	PUNCT
ajfa-16782	427	7	233	233	NUM
ajfa-16782	427	8	-	-	SYM
ajfa-16782	427	9	246	246	NUM
ajfa-16782	427	10	.	.	PUNCT
ajfa-16782	428	1	samarakoon	samarakoon	NOUN
ajfa-16782	428	2	,	,	PUNCT
ajfa-16782	428	3	l.	l.	PROPN
ajfa-16782	428	4	p.	p.	PROPN
ajfa-16782	428	5	(	(	PUNCT
ajfa-16782	428	6	1998	1998	NUM
ajfa-16782	428	7	(	(	PUNCT
ajfa-16782	428	8	revised	revise	VERB
ajfa-16782	428	9	nov	nov	PROPN
ajfa-16782	428	10	2009	2009	NUM
ajfa-16782	428	11	)	)	PUNCT
ajfa-16782	428	12	)	)	PUNCT
ajfa-16782	428	13	.	.	PUNCT
ajfa-16782	429	1	an	an	DET
ajfa-16782	429	2	empirical	empirical	ADJ
ajfa-16782	429	3	analysis	analysis	NOUN
ajfa-16782	429	4	of	of	ADP
ajfa-16782	429	5	the	the	DET
ajfa-16782	429	6	relationship	relationship	NOUN
ajfa-16782	429	7	between	between	ADP
ajfa-16782	429	8	fundamentals	fundamental	NOUN
ajfa-16782	429	9	and	and	CCONJ
ajfa-16782	429	10	stock	stock	NOUN
ajfa-16782	429	11	returns	return	NOUN
ajfa-16782	429	12	in	in	ADP
ajfa-16782	429	13	sri	sri	PROPN
ajfa-16782	429	14	lanka	lanka	PROPN
ajfa-16782	429	15	.	.	PUNCT
ajfa-16782	430	1	research	research	NOUN
ajfa-16782	430	2	monograph	monograph	PROPN
ajfa-16782	430	3	.	.	PUNCT
ajfa-16782	431	1	senevirathna	senevirathna	PROPN
ajfa-16782	431	2	,	,	PUNCT
ajfa-16782	431	3	s.	s.	PROPN
ajfa-16782	431	4	m.	m.	PROPN
ajfa-16782	431	5	,	,	PUNCT
ajfa-16782	431	6	&	&	CCONJ
ajfa-16782	431	7	nimal	nimal	PROPN
ajfa-16782	431	8	,	,	PUNCT
ajfa-16782	431	9	p.	p.	PROPN
ajfa-16782	431	10	d.	d.	PROPN
ajfa-16782	431	11	(	(	PUNCT
ajfa-16782	431	12	2009	2009	NUM
ajfa-16782	431	13	)	)	PUNCT
ajfa-16782	431	14	.	.	PUNCT
ajfa-16782	432	1	size	size	NOUN
ajfa-16782	432	2	and	and	CCONJ
ajfa-16782	432	3	book	book	NOUN
ajfa-16782	432	4	to	to	ADP
ajfa-16782	432	5	market	market	NOUN
ajfa-16782	432	6	factors	factor	NOUN
ajfa-16782	432	7	in	in	ADP
ajfa-16782	432	8	explaining	explain	VERB
ajfa-16782	432	9	equity	equity	NOUN
ajfa-16782	432	10	returns	return	NOUN
ajfa-16782	432	11	and	and	CCONJ
ajfa-16782	432	12	earnings	earning	NOUN
ajfa-16782	432	13	:	:	PUNCT
ajfa-16782	432	14	evidence	evidence	NOUN
ajfa-16782	432	15	from	from	ADP
ajfa-16782	432	16	sri	sri	PROPN
ajfa-16782	432	17	lanka	lanka	PROPN
ajfa-16782	432	18	.	.	PUNCT
ajfa-16782	433	1	4th	4th	ADJ
ajfa-16782	433	2	international	international	ADJ
ajfa-16782	433	3	conference	conference	NOUN
ajfa-16782	433	4	of	of	ADP
ajfa-16782	433	5	management	management	NOUN
ajfa-16782	433	6	and	and	CCONJ
ajfa-16782	433	7	finance	finance	NOUN
ajfa-16782	433	8	(	(	PUNCT
ajfa-16782	433	9	pp	pp	ADJ
ajfa-16782	433	10	.	.	PUNCT
ajfa-16782	434	1	458	458	NUM
ajfa-16782	434	2	-	-	PUNCT
ajfa-16782	434	3	466	466	NUM
ajfa-16782	434	4	)	)	PUNCT
ajfa-16782	434	5	.	.	PUNCT
ajfa-16782	435	1	university	university	NOUN
ajfa-16782	435	2	of	of	ADP
ajfa-16782	435	3	colombo	colombo	NOUN
ajfa-16782	435	4	.	.	PUNCT
ajfa-16782	436	1	shafana	shafana	PROPN
ajfa-16782	436	2	,	,	PUNCT
ajfa-16782	436	3	m.	m.	NOUN
ajfa-16782	436	4	a.	a.	PROPN
ajfa-16782	436	5	,	,	PUNCT
ajfa-16782	436	6	rimziya	rimziya	PROPN
ajfa-16782	436	7	,	,	PUNCT
ajfa-16782	436	8	a.	a.	PROPN
ajfa-16782	436	9	f.	f.	PROPN
ajfa-16782	436	10	,	,	PUNCT
ajfa-16782	436	11	&	&	CCONJ
ajfa-16782	436	12	jariya	jariya	PROPN
ajfa-16782	436	13	,	,	PUNCT
ajfa-16782	436	14	a.	a.	NOUN
ajfa-16782	436	15	i.	i.	PROPN
ajfa-16782	436	16	(	(	PUNCT
ajfa-16782	436	17	2013	2013	NUM
ajfa-16782	436	18	)	)	PUNCT
ajfa-16782	436	19	.	.	PUNCT
ajfa-16782	437	1	reltionship	reltionship	NOUN
ajfa-16782	437	2	between	between	ADP
ajfa-16782	437	3	stock	stock	NOUN
ajfa-16782	437	4	returns	return	NOUN
ajfa-16782	437	5	and	and	CCONJ
ajfa-16782	437	6	firm	firm	ADJ
ajfa-16782	437	7	size	size	NOUN
ajfa-16782	437	8	and	and	CCONJ
ajfa-16782	437	9	book	book	NOUN
ajfa-16782	437	10	to	to	ADP
ajfa-16782	437	11	market	market	NOUN
ajfa-16782	437	12	equity	equity	NOUN
ajfa-16782	437	13	:	:	PUNCT
ajfa-16782	437	14	empirical	empirical	ADJ
ajfa-16782	437	15	evidence	evidence	NOUN
ajfa-16782	437	16	from	from	ADP
ajfa-16782	437	17	selected	select	VERB
ajfa-16782	437	18	companies	company	NOUN
ajfa-16782	437	19	listed	list	VERB
ajfa-16782	437	20	on	on	ADP
ajfa-16782	437	21	milanka	milanka	NOUN
ajfa-16782	437	22	price	price	NOUN
ajfa-16782	437	23	index	index	NOUN
ajfa-16782	437	24	in	in	ADP
ajfa-16782	437	25	colombo	colombo	NOUN
ajfa-16782	437	26	stock	stock	NOUN
ajfa-16782	437	27	exchange	exchange	NOUN
ajfa-16782	437	28	.	.	PUNCT
ajfa-16782	438	1	ournal	ournal	ADJ
ajfa-16782	438	2	of	of	ADP
ajfa-16782	438	3	emerging	emerge	VERB
ajfa-16782	438	4	trends	trend	NOUN
ajfa-16782	438	5	and	and	CCONJ
ajfa-16782	438	6	management	management	NOUN
ajfa-16782	438	7	sciences	science	NOUN
ajfa-16782	438	8	,	,	PUNCT
ajfa-16782	438	9	4(2	4(2	NUM
ajfa-16782	438	10	)	)	PUNCT
ajfa-16782	438	11	,	,	PUNCT
ajfa-16782	438	12	217	217	NUM
ajfa-16782	438	13	-	-	SYM
ajfa-16782	438	14	225	225	NUM
ajfa-16782	438	15	.	.	PUNCT
ajfa-16782	439	1	shanken	shanken	VERB
ajfa-16782	439	2	,	,	PUNCT
ajfa-16782	439	3	j.	j.	PROPN
ajfa-16782	439	4	(	(	PUNCT
ajfa-16782	439	5	1987	1987	NUM
ajfa-16782	439	6	)	)	PUNCT
ajfa-16782	439	7	.	.	PUNCT
ajfa-16782	440	1	multivariate	multivariate	NOUN
ajfa-16782	440	2	proxies	proxy	NOUN
ajfa-16782	440	3	and	and	CCONJ
ajfa-16782	440	4	asset	asset	NOUN
ajfa-16782	440	5	pricing	pricing	NOUN
ajfa-16782	440	6	relations	relation	NOUN
ajfa-16782	440	7	:	:	PUNCT
ajfa-16782	440	8	living	live	VERB
ajfa-16782	440	9	with	with	ADP
ajfa-16782	440	10	the	the	DET
ajfa-16782	440	11	roll	roll	NOUN
ajfa-16782	440	12	critique	critique	NOUN
ajfa-16782	440	13	.	.	PUNCT
ajfa-16782	441	1	journal	journal	NOUN
ajfa-16782	441	2	of	of	ADP
ajfa-16782	441	3	financial	financial	ADJ
ajfa-16782	441	4	economics	economic	NOUN
ajfa-16782	441	5	,	,	PUNCT
ajfa-16782	441	6	91	91	NUM
ajfa-16782	441	7	-	-	SYM
ajfa-16782	441	8	110	110	NUM
ajfa-16782	441	9	.	.	PUNCT
ajfa-16782	442	1	https://doi.org/10.1016/0304405x(87)90062-6	https://doi.org/10.1016/0304405x(87)90062-6	PROPN
ajfa-16782	442	2	sharpe	sharpe	PROPN
ajfa-16782	442	3	,	,	PUNCT
ajfa-16782	442	4	w.	w.	PROPN
ajfa-16782	442	5	(	(	PUNCT
ajfa-16782	442	6	1964	1964	NUM
ajfa-16782	442	7	)	)	PUNCT
ajfa-16782	442	8	.	.	PUNCT
ajfa-16782	443	1	capital	capital	NOUN
ajfa-16782	443	2	asset	asset	NOUN
ajfa-16782	443	3	prices	price	NOUN
ajfa-16782	443	4	:	:	PUNCT
ajfa-16782	443	5	a	a	DET
ajfa-16782	443	6	theory	theory	NOUN
ajfa-16782	443	7	of	of	ADP
ajfa-16782	443	8	market	market	NOUN
ajfa-16782	443	9	equilibrium	equilibrium	NOUN
ajfa-16782	443	10	under	under	ADP
ajfa-16782	443	11	conditions	condition	NOUN
ajfa-16782	443	12	of	of	ADP
ajfa-16782	443	13	risk	risk	NOUN
ajfa-16782	443	14	.	.	PUNCT
ajfa-16782	444	1	journal	journal	NOUN
ajfa-16782	444	2	of	of	ADP
ajfa-16782	444	3	finance(19	finance(19	NOUN
ajfa-16782	444	4	)	)	PUNCT
ajfa-16782	444	5	.	.	PUNCT
ajfa-16782	445	1	https://doi.org/10.1111/j.1540-6261.1964.tb02865.x	https://doi.org/10.1111/j.1540-6261.1964.tb02865.x	PROPN
ajfa-16782	445	2	shefrin	shefrin	NOUN
ajfa-16782	445	3	,	,	PUNCT
ajfa-16782	445	4	h.	h.	PROPN
ajfa-16782	445	5	(	(	PUNCT
ajfa-16782	445	6	2009	2009	NUM
ajfa-16782	445	7	)	)	PUNCT
ajfa-16782	445	8	.	.	PUNCT
ajfa-16782	446	1	behavioralizing	behavioralize	VERB
ajfa-16782	446	2	finance	finance	NOUN
ajfa-16782	446	3	.	.	PUNCT
ajfa-16782	447	1	foundation	foundation	NOUN
ajfa-16782	447	2	and	and	CCONJ
ajfa-16782	447	3	trends	trend	NOUN
ajfa-16782	447	4	in	in	ADP
ajfa-16782	447	5	finance	finance	NOUN
ajfa-16782	447	6	,	,	PUNCT
ajfa-16782	447	7	4(1	4(1	X
ajfa-16782	447	8	-	-	SYM
ajfa-16782	447	9	2	2	NUM
ajfa-16782	447	10	)	)	PUNCT
ajfa-16782	447	11	,	,	PUNCT
ajfa-16782	447	12	pp	pp	ADJ
ajfa-16782	447	13	.	.	PUNCT
ajfa-16782	447	14	1184	1184	NUM
ajfa-16782	447	15	.	.	PUNCT
ajfa-16782	448	1	https://doi.org/10.1561/0500000030	https://doi.org/10.1561/0500000030	PROPN
ajfa-16782	448	2	statman	statman	NOUN
ajfa-16782	448	3	,	,	PUNCT
ajfa-16782	448	4	m.	m.	NOUN
ajfa-16782	448	5	(	(	PUNCT
ajfa-16782	448	6	1999	1999	NUM
ajfa-16782	448	7	)	)	PUNCT
ajfa-16782	448	8	.	.	PUNCT
ajfa-16782	449	1	behavioral	behavioral	ADJ
ajfa-16782	449	2	finance	finance	NOUN
ajfa-16782	449	3	:	:	PUNCT
ajfa-16782	449	4	past	past	ADJ
ajfa-16782	449	5	battles	battle	NOUN
ajfa-16782	449	6	and	and	CCONJ
ajfa-16782	449	7	future	future	ADJ
ajfa-16782	449	8	engagements	engagement	NOUN
ajfa-16782	449	9	.	.	PUNCT
ajfa-16782	450	1	financial	financial	ADJ
ajfa-16782	450	2	analysts	analyst	NOUN
ajfa-16782	450	3	journal	journal	NOUN
ajfa-16782	450	4	,	,	PUNCT
ajfa-16782	450	5	18	18	NUM
ajfa-16782	450	6	-	-	SYM
ajfa-16782	450	7	27	27	NUM
ajfa-16782	450	8	.	.	PUNCT
ajfa-16782	451	1	https://doi.org/10.2469/faj.v55.n6.2311	https://doi.org/10.2469/faj.v55.n6.2311	NOUN
ajfa-16782	451	2	stattman	stattman	PROPN
ajfa-16782	451	3	,	,	PUNCT
ajfa-16782	451	4	d.	d.	PROPN
ajfa-16782	451	5	(	(	PUNCT
ajfa-16782	451	6	1980	1980	NUM
ajfa-16782	451	7	)	)	PUNCT
ajfa-16782	451	8	.	.	PUNCT
ajfa-16782	452	1	book	book	NOUN
ajfa-16782	452	2	value	value	NOUN
ajfa-16782	452	3	and	and	CCONJ
ajfa-16782	452	4	stock	stock	NOUN
ajfa-16782	452	5	returns	return	NOUN
ajfa-16782	452	6	.	.	PUNCT
ajfa-16782	453	1	a	a	DET
ajfa-16782	453	2	journal	journal	NOUN
ajfa-16782	453	3	of	of	ADP
ajfa-16782	453	4	selected	select	VERB
ajfa-16782	453	5	papers	paper	NOUN
ajfa-16782	453	6	,	,	PUNCT
ajfa-16782	453	7	4	4	NUM
ajfa-16782	453	8	,	,	PUNCT
ajfa-16782	453	9	25	25	NUM
ajfa-16782	453	10	-	-	SYM
ajfa-16782	453	11	45	45	NUM
ajfa-16782	453	12	.	.	PUNCT
ajfa-16782	454	1	thilakarathne	thilakarathne	NOUN
ajfa-16782	454	2	,	,	PUNCT
ajfa-16782	454	3	p.	p.	NOUN
ajfa-16782	454	4	m.	m.	NOUN
ajfa-16782	454	5	,	,	PUNCT
ajfa-16782	454	6	&	&	CCONJ
ajfa-16782	454	7	jayasinghe	jayasinghe	PROPN
ajfa-16782	454	8	,	,	PUNCT
ajfa-16782	454	9	y.	y.	PROPN
ajfa-16782	454	10	n.	n.	PROPN
ajfa-16782	454	11	(	(	PUNCT
ajfa-16782	454	12	2014	2014	NUM
ajfa-16782	454	13	)	)	PUNCT
ajfa-16782	454	14	.	.	PUNCT
ajfa-16782	455	1	validity	validity	NOUN
ajfa-16782	455	2	of	of	ADP
ajfa-16782	455	3	beta	beta	NOUN
ajfa-16782	455	4	in	in	ADP
ajfa-16782	455	5	explaining	explain	VERB
ajfa-16782	455	6	expected	expect	VERB
ajfa-16782	455	7	returns	return	NOUN
ajfa-16782	455	8	of	of	ADP
ajfa-16782	455	9	securities	security	NOUN
ajfa-16782	455	10	listed	list	VERB
ajfa-16782	455	11	in	in	ADP
ajfa-16782	455	12	the	the	DET
ajfa-16782	455	13	colombo	colombo	NOUN
ajfa-16782	455	14	stock	stock	NOUN
ajfa-16782	455	15	exchange	exchange	PROPN
ajfa-16782	455	16	,	,	PUNCT
ajfa-16782	455	17	sri	sri	PROPN
ajfa-16782	455	18	lanka	lanka	PROPN
ajfa-16782	455	19	.	.	PUNCT
ajfa-16782	456	1	journal	journal	PROPN
ajfa-16782	456	2	of	of	ADP
ajfa-16782	456	3	financing	financing	NOUN
ajfa-16782	456	4	and	and	CCONJ
ajfa-16782	456	5	accounting	accounting	NOUN
ajfa-16782	456	6	,	,	PUNCT
ajfa-16782	456	7	2(4	2(4	NUM
ajfa-16782	456	8	)	)	PUNCT
ajfa-16782	456	9	,	,	PUNCT
ajfa-16782	456	10	95	95	NUM
ajfa-16782	456	11	-	-	SYM
ajfa-16782	456	12	100	100	NUM
ajfa-16782	456	13	.	.	PUNCT
ajfa-16782	457	1	https://doi.org/10.11648/j.jfa.20140204.12	https://doi.org/10.11648/j.jfa.20140204.12	PROPN
ajfa-16782	457	2	asian	asian	PROPN
ajfa-16782	457	3	journal	journal	PROPN
ajfa-16782	457	4	of	of	ADP
ajfa-16782	457	5	finance	finance	PROPN
ajfa-16782	457	6	&	&	CCONJ
ajfa-16782	457	7	accounting	accounting	PROPN
ajfa-16782	457	8	issn	issn	PROPN
ajfa-16782	457	9	1946	1946	NUM
ajfa-16782	457	10	-	-	PUNCT
ajfa-16782	457	11	052x	052x	NOUN
ajfa-16782	457	12	2020	2020	NUM
ajfa-16782	457	13	,	,	PUNCT
ajfa-16782	457	14	vol	vol	NOUN
ajfa-16782	457	15	.	.	PROPN
ajfa-16782	457	16	12	12	NUM
ajfa-16782	457	17	,	,	PUNCT
ajfa-16782	457	18	no	no	INTJ
ajfa-16782	457	19	.	.	NOUN
ajfa-16782	457	20	2	2	NUM
ajfa-16782	457	21	ajfa.macrothink.org/	ajfa.macrothink.org/	NOUN
ajfa-16782	457	22	57	57	NUM
ajfa-16782	457	23	titman	titman	NOUN
ajfa-16782	457	24	,	,	PUNCT
ajfa-16782	457	25	s.	s.	PROPN
ajfa-16782	457	26	,	,	PUNCT
ajfa-16782	457	27	wei	wei	PROPN
ajfa-16782	457	28	,	,	PUNCT
ajfa-16782	457	29	k.	k.	PROPN
ajfa-16782	457	30	,	,	PUNCT
ajfa-16782	457	31	&	&	CCONJ
ajfa-16782	457	32	xie	xie	PROPN
ajfa-16782	457	33	,	,	PUNCT
ajfa-16782	457	34	f.	f.	PROPN
ajfa-16782	457	35	(	(	PUNCT
ajfa-16782	457	36	2004	2004	NUM
ajfa-16782	457	37	)	)	PUNCT
ajfa-16782	457	38	.	.	PUNCT
ajfa-16782	458	1	capital	capital	NOUN
ajfa-16782	458	2	investments	investment	NOUN
ajfa-16782	458	3	and	and	CCONJ
ajfa-16782	458	4	stock	stock	NOUN
ajfa-16782	458	5	returns	return	NOUN
ajfa-16782	458	6	.	.	PUNCT
ajfa-16782	459	1	journal	journal	NOUN
ajfa-16782	459	2	of	of	ADP
ajfa-16782	459	3	financial	financial	ADJ
ajfa-16782	459	4	and	and	CCONJ
ajfa-16782	459	5	quantitative	quantitative	ADJ
ajfa-16782	459	6	analysis	analysis	NOUN
ajfa-16782	459	7	,	,	PUNCT
ajfa-16782	459	8	677	677	NUM
ajfa-16782	459	9	-	-	SYM
ajfa-16782	459	10	700	700	NUM
ajfa-16782	459	11	.	.	PUNCT
ajfa-16782	460	1	https://doi.org/10.1017/s0022109000003173	https://doi.org/10.1017/s0022109000003173	NUM
ajfa-16782	460	2	bibliography	bibliography	NOUN
ajfa-16782	460	3	tobin	tobin	NOUN
ajfa-16782	460	4	,	,	PUNCT
ajfa-16782	460	5	j.	j.	PROPN
ajfa-16782	460	6	(	(	PUNCT
ajfa-16782	460	7	1958	1958	NUM
ajfa-16782	460	8	)	)	PUNCT
ajfa-16782	460	9	.	.	PUNCT
ajfa-16782	461	1	estimation	estimation	NOUN
ajfa-16782	461	2	of	of	ADP
ajfa-16782	461	3	relationships	relationship	NOUN
ajfa-16782	461	4	for	for	ADP
ajfa-16782	461	5	limited	limited	ADJ
ajfa-16782	461	6	dependent	dependent	ADJ
ajfa-16782	461	7	variables	variable	NOUN
ajfa-16782	461	8	.	.	PUNCT
ajfa-16782	462	1	econometrica	econometrica	PROPN
ajfa-16782	462	2	,	,	PUNCT
ajfa-16782	462	3	26	26	NUM
ajfa-16782	462	4	,	,	PUNCT
ajfa-16782	462	5	24	24	NUM
ajfa-16782	462	6	-	-	SYM
ajfa-16782	462	7	36	36	NUM
ajfa-16782	462	8	.	.	PUNCT
ajfa-16782	463	1	https://doi.org/10.2307/1907382	https://doi.org/10.2307/1907382	NOUN