id	sid	tid	token	lemma	pos
ajfa-1827	1	1	microsoft	microsoft	PROPN
ajfa-1827	1	2	word	word	NOUN
ajfa-1827	1	3	efficiency	efficiency	NOUN
ajfa-1827	1	4	or	or	CCONJ
ajfa-1827	1	5	persistence	persistence	NOUN
ajfa-1827	1	6	empirical	empirical	ADJ
ajfa-1827	1	7	evidence	evidence	NOUN
ajfa-1827	1	8	-	-	PUNCT
ajfa-1827	1	9	writer2	writer2	VERB
ajfa-1827	1	10	-	-	ADJ
ajfa-1827	1	11	new	new	ADJ
ajfa-1827	1	12	fina	fina	NOUN
ajfa-1827	1	13	contr	contr	VERB
ajfa-1827	1	14	receive	receive	VERB
ajfa-1827	1	15	doi:10.5	doi:10.5	NOUN
ajfa-1827	1	16	abstra	abstra	PROPN
ajfa-1827	1	17	today	today	NOUN
ajfa-1827	1	18	,	,	PUNCT
ajfa-1827	1	19	times	time	NOUN
ajfa-1827	1	20	o	o	PROPN
ajfa-1827	1	21	detectio	detectio	PROPN
ajfa-1827	1	22	statistic	statistic	PROPN
ajfa-1827	1	23	in	in	ADP
ajfa-1827	1	24	pract	pract	PROPN
ajfa-1827	1	25	classifie	classifie	PROPN
ajfa-1827	2	1	january	january	PROPN
ajfa-1827	2	2	property	property	NOUN
ajfa-1827	2	3	keywo	keywo	PROPN
ajfa-1827	2	4	ancial	ancial	NOUN
ajfa-1827	2	5	m	m	PROPN
ajfa-1827	2	6	e	e	NOUN
ajfa-1827	2	7	ractual	ractual	ADJ
ajfa-1827	2	8	teac	teac	PROPN
ajfa-1827	2	9	t	t	PROPN
ajfa-1827	2	10	ed	ed	NOUN
ajfa-1827	2	11	:	:	PUNCT
ajfa-1827	3	1	may	may	AUX
ajfa-1827	3	2	21	21	NUM
ajfa-1827	3	3	,	,	PUNCT
ajfa-1827	3	4	5296	5296	NUM
ajfa-1827	3	5	/	/	SYM
ajfa-1827	3	6	ajfa.v4	ajfa.v4	PROPN
ajfa-1827	3	7	ct	ct	ADP
ajfa-1827	3	8	:	:	PUNCT
ajfa-1827	3	9	the	the	DET
ajfa-1827	3	10	assump	assump	NOUN
ajfa-1827	3	11	of	of	ADP
ajfa-1827	3	12	crisis	crisis	NOUN
ajfa-1827	3	13	,	,	PUNCT
ajfa-1827	3	14	an	an	DET
ajfa-1827	3	15	on	on	NOUN
ajfa-1827	3	16	of	of	ADP
ajfa-1827	3	17	long	long	ADJ
ajfa-1827	3	18	m	m	NOUN
ajfa-1827	3	19	cal	cal	ADJ
ajfa-1827	3	20	analysis	analysis	NOUN
ajfa-1827	3	21	tical	tical	ADJ
ajfa-1827	3	22	terms	term	NOUN
ajfa-1827	3	23	,	,	PUNCT
ajfa-1827	3	24	ed	ed	NOUN
ajfa-1827	3	25	into	into	ADP
ajfa-1827	3	26	thre	thre	NOUN
ajfa-1827	3	27	y	y	PROPN
ajfa-1827	3	28	2000	2000	NUM
ajfa-1827	3	29	to	to	ADP
ajfa-1827	3	30	d	d	PROPN
ajfa-1827	3	31	y	y	PROPN
ajfa-1827	3	32	of	of	ADP
ajfa-1827	3	33	of	of	ADP
ajfa-1827	3	34	long	long	ADJ
ajfa-1827	3	35	rds	rd	NOUN
ajfa-1827	3	36	:	:	PUNCT
ajfa-1827	3	37	efficie	efficie	PROPN
ajfa-1827	3	38	market	market	PROPN
ajfa-1827	3	39	empiri	empiri	PROPN
ajfa-1827	3	40	her	she	PRON
ajfa-1827	3	41	in	in	ADP
ajfa-1827	3	42	finan	finan	PROPN
ajfa-1827	3	43	ihec	ihec	PROPN
ajfa-1827	4	1	c	c	PROPN
ajfa-1827	4	2	tel	tel	PROPN
ajfa-1827	4	3	:	:	PUNCT
ajfa-1827	4	4	216	216	NUM
ajfa-1827	4	5	-	-	SYM
ajfa-1827	4	6	22	22	NUM
ajfa-1827	4	7	,	,	PUNCT
ajfa-1827	4	8	2012	2012	NUM
ajfa-1827	4	9	a	a	DET
ajfa-1827	4	10	4i2.1827	4i2.1827	ADJ
ajfa-1827	4	11	ption	ption	NOUN
ajfa-1827	4	12	of	of	ADP
ajfa-1827	4	13	eff	eff	PROPN
ajfa-1827	4	14	nd	nd	PROPN
ajfa-1827	4	15	is	be	AUX
ajfa-1827	4	16	challe	challe	NOUN
ajfa-1827	4	17	memory	memory	NOUN
ajfa-1827	4	18	.	.	PUNCT
ajfa-1827	5	1	th	th	X
ajfa-1827	5	2	such	such	ADJ
ajfa-1827	5	3	as	as	ADP
ajfa-1827	5	4	r	r	NOUN
ajfa-1827	5	5	/	/	SYM
ajfa-1827	5	6	s	s	VERB
ajfa-1827	5	7	our	our	PRON
ajfa-1827	5	8	researc	researc	NOUN
ajfa-1827	5	9	ee	ee	ADP
ajfa-1827	5	10	groups	group	NOUN
ajfa-1827	5	11	a	a	DET
ajfa-1827	5	12	december	december	PROPN
ajfa-1827	5	13	g	g	PROPN
ajfa-1827	5	14	rang	ring	VERB
ajfa-1827	5	15	depen	depen	NOUN
ajfa-1827	5	16	ency	ency	NOUN
ajfa-1827	5	17	,	,	PUNCT
ajfa-1827	5	18	long	long	ADV
ajfa-1827	5	19	s	s	PART
ajfa-1827	5	20	betwe	betwe	ADJ
ajfa-1827	5	21	cal	cal	PROPN
ajfa-1827	5	22	evi	evi	PROPN
ajfa-1827	5	23	flife	flife	PROPN
ajfa-1827	5	24	nce	nce	NOUN
ajfa-1827	5	25	,	,	PUNCT
ajfa-1827	5	26	money	money	NOUN
ajfa-1827	5	27	carthage	carthage	NOUN
ajfa-1827	5	28	pr	pr	NOUN
ajfa-1827	5	29	2	2	NUM
ajfa-1827	5	30	-	-	SYM
ajfa-1827	5	31	80	80	NUM
ajfa-1827	5	32	-	-	PUNCT
ajfa-1827	5	33	2093	2093	NUM
ajfa-1827	5	34	accepted	accept	VERB
ajfa-1827	5	35	:	:	PUNCT
ajfa-1827	5	36	de	de	X
ajfa-1827	5	37	url	url	PROPN
ajfa-1827	5	38	:	:	PUNCT
ajfa-1827	5	39	htt	htt	NOUN
ajfa-1827	5	40	ficient	ficient	NOUN
ajfa-1827	5	41	capit	capit	PROPN
ajfa-1827	5	42	enged	enge	VERB
ajfa-1827	5	43	by	by	ADP
ajfa-1827	5	44	r	r	NOUN
ajfa-1827	5	45	his	his	PRON
ajfa-1827	5	46	study	study	NOUN
ajfa-1827	5	47	aim	aim	VERB
ajfa-1827	5	48	s	s	X
ajfa-1827	5	49	,	,	PUNCT
ajfa-1827	5	50	its	its	PRON
ajfa-1827	5	51	corolla	corolla	NOUN
ajfa-1827	5	52	ch	ch	NOUN
ajfa-1827	5	53	was	be	AUX
ajfa-1827	5	54	cond	cond	NOUN
ajfa-1827	5	55	according	accord	VERB
ajfa-1827	5	56	to	to	ADP
ajfa-1827	5	57	2010	2010	NUM
ajfa-1827	5	58	.	.	PUNCT
ajfa-1827	6	1	the	the	DET
ajfa-1827	6	2	ndence	ndence	NOUN
ajfa-1827	6	3	tend	tend	VERB
ajfa-1827	6	4	memory	memory	NOUN
ajfa-1827	6	5	,	,	PUNCT
ajfa-1827	6	6	a	a	DET
ajfa-1827	6	7	379	379	NUM
ajfa-1827	6	8	een	een	NOUN
ajfa-1827	6	9	eff	eff	PROPN
ajfa-1827	6	10	idence	idence	NOUN
ajfa-1827	6	11	el	el	PROPN
ajfa-1827	6	12	kaouther	kaouther	PROPN
ajfa-1827	6	13	,	,	PUNCT
ajfa-1827	6	14	and	and	CCONJ
ajfa-1827	6	15	banks	bank	NOUN
ajfa-1827	6	16	,	,	PUNCT
ajfa-1827	6	17	résidence-2	résidence-2	NUM
ajfa-1827	6	18	e	e	NOUN
ajfa-1827	6	19	-	-	NOUN
ajfa-1827	6	20	mail	mail	NOUN
ajfa-1827	6	21	:	:	PUNCT
ajfa-1827	6	22	fl	fl	NUM
ajfa-1827	6	23	ecember	ecember	PROPN
ajfa-1827	6	24	15	15	NUM
ajfa-1827	6	25	tp://dx.doi.o	tp://dx.doi.o	PROPN
ajfa-1827	6	26	tal	tal	PROPN
ajfa-1827	6	27	markets	market	NOUN
ajfa-1827	6	28	research	research	NOUN
ajfa-1827	6	29	sho	sho	NOUN
ajfa-1827	6	30	ms	ms	PROPN
ajfa-1827	6	31	to	to	PART
ajfa-1827	6	32	test	test	VERB
ajfa-1827	6	33	th	th	X
ajfa-1827	6	34	ary	ary	PROPN
ajfa-1827	6	35	named	name	VERB
ajfa-1827	6	36	h	h	NOUN
ajfa-1827	6	37	ducted	ducte	VERB
ajfa-1827	6	38	on	on	ADP
ajfa-1827	6	39	d	d	X
ajfa-1827	6	40	o	o	X
ajfa-1827	6	41	their	their	PRON
ajfa-1827	6	42	leve	leve	NOUN
ajfa-1827	6	43	results	result	VERB
ajfa-1827	6	44	ob	ob	ADP
ajfa-1827	6	45	d	d	NOUN
ajfa-1827	6	46	to	to	PART
ajfa-1827	6	47	be	be	AUX
ajfa-1827	6	48	assoc	assoc	NOUN
ajfa-1827	6	49	analysis	analysis	NOUN
ajfa-1827	6	50	r	r	NOUN
ajfa-1827	6	51	/	/	SYM
ajfa-1827	6	52	asian	asian	ADJ
ajfa-1827	6	53	ficiency	ficiency	NOUN
ajfa-1827	6	54	on	on	ADP
ajfa-1827	6	55	dai	dai	PROPN
ajfa-1827	6	56	,	,	PUNCT
ajfa-1827	6	57	phd	phd	PROPN
ajfa-1827	6	58	institute	institute	NOUN
ajfa-1827	6	59	of	of	ADP
ajfa-1827	6	60	016	016	NUM
ajfa-1827	6	61	tunis	tunis	NOUN
ajfa-1827	6	62	,	,	PUNCT
ajfa-1827	6	63	flifelkaouthe	flifelkaouthe	DET
ajfa-1827	6	64	5	5	NUM
ajfa-1827	6	65	,	,	PUNCT
ajfa-1827	6	66	2012	2012	NUM
ajfa-1827	6	67	p	p	X
ajfa-1827	6	68	org/10.5296	org/10.5296	PROPN
ajfa-1827	6	69	is	be	AUX
ajfa-1827	6	70	very	very	ADV
ajfa-1827	6	71	con	con	NOUN
ajfa-1827	6	72	owing	owe	VERB
ajfa-1827	6	73	that	that	SCONJ
ajfa-1827	6	74	he	he	PRON
ajfa-1827	6	75	existence	existence	PROPN
ajfa-1827	6	76	hurst	hurst	PROPN
ajfa-1827	6	77	expon	expon	ADV
ajfa-1827	6	78	daily	daily	ADJ
ajfa-1827	6	79	data	datum	NOUN
ajfa-1827	6	80	on	on	ADP
ajfa-1827	6	81	els	el	NOUN
ajfa-1827	6	82	of	of	ADP
ajfa-1827	6	83	devel	devel	NOUN
ajfa-1827	6	84	btained	btaine	VERB
ajfa-1827	6	85	allo	allo	PROPN
ajfa-1827	6	86	ciated	ciate	VERB
ajfa-1827	6	87	with	with	ADP
ajfa-1827	6	88	s	s	PROPN
ajfa-1827	6	89	,	,	PUNCT
ajfa-1827	6	90	hurst	hurst	PROPN
ajfa-1827	6	91	ex	ex	PROPN
ajfa-1827	6	92	n	n	PROPN
ajfa-1827	6	93	journal	journal	PROPN
ajfa-1827	6	94	of	of	ADP
ajfa-1827	6	95	f	f	PROPN
ajfa-1827	6	96	y	y	PROPN
ajfa-1827	6	97	and	and	CCONJ
ajfa-1827	6	98	p	p	NOUN
ajfa-1827	6	99	ly	ly	ADP
ajfa-1827	6	100	data	datum	NOUN
ajfa-1827	6	101	f	f	PROPN
ajfa-1827	6	102	higher	high	ADJ
ajfa-1827	6	103	com	com	NOUN
ajfa-1827	6	104	tunisia	tunisia	PROPN
ajfa-1827	6	105	er@yahoo.f	er@yahoo.f	PROPN
ajfa-1827	6	106	published	publish	VERB
ajfa-1827	6	107	:	:	PUNCT
ajfa-1827	6	108	d	d	X
ajfa-1827	6	109	/ajfa.v4i2.1	/ajfa.v4i2.1	SYM
ajfa-1827	6	110	ntroversial	ntroversial	ADJ
ajfa-1827	6	111	,	,	PUNCT
ajfa-1827	6	112	the	the	DET
ajfa-1827	6	113	pricing	pricing	NOUN
ajfa-1827	6	114	of	of	ADP
ajfa-1827	6	115	the	the	DET
ajfa-1827	6	116	pers	per	NOUN
ajfa-1827	6	117	nent	nent	NOUN
ajfa-1827	6	118	and	and	CCONJ
ajfa-1827	6	119	the	the	DET
ajfa-1827	6	120	n	n	PRON
ajfa-1827	6	121	stock	stock	NOUN
ajfa-1827	6	122	retu	retu	ADJ
ajfa-1827	6	123	lopment	lopment	NOUN
ajfa-1827	7	1	ov	ov	INTJ
ajfa-1827	7	2	we	we	PRON
ajfa-1827	7	3	d	d	PROPN
ajfa-1827	7	4	us	we	PRON
ajfa-1827	7	5	to	to	ADP
ajfa-1827	7	6	relatively	relatively	ADV
ajfa-1827	7	7	th	th	X
ajfa-1827	7	8	xponent	xponent	PROPN
ajfa-1827	7	9	,	,	PUNCT
ajfa-1827	7	10	ar	ar	PROPN
ajfa-1827	7	11	finance	finance	PROPN
ajfa-1827	7	12	&	&	CCONJ
ajfa-1827	7	13	ac	ac	PROPN
ajfa-1827	7	14	issn	issn	PROPN
ajfa-1827	7	15	19	19	NUM
ajfa-1827	7	16	2012	2012	NUM
ajfa-1827	7	17	,	,	PUNCT
ajfa-1827	7	18	vol	vol	NOUN
ajfa-1827	7	19	.	.	PUNCT
ajfa-1827	8	1	www.macrothi	www.macrothi	X
ajfa-1827	8	2	persiste	persiste	VERB
ajfa-1827	8	3	a	a	DET
ajfa-1827	8	4	mmercial	mmercial	NOUN
ajfa-1827	9	1	s	s	X
ajfa-1827	9	2	fr	fr	ADJ
ajfa-1827	9	3	december	december	PROPN
ajfa-1827	9	4	1	1	NUM
ajfa-1827	9	5	1827	1827	NUM
ajfa-1827	9	6	especially	especially	ADV
ajfa-1827	9	7	g	g	PROPN
ajfa-1827	9	8	was	be	AUX
ajfa-1827	9	9	disto	disto	ADJ
ajfa-1827	9	10	sistence	sistence	NOUN
ajfa-1827	9	11	effe	effe	PROPN
ajfa-1827	9	12	e	e	PROPN
ajfa-1827	9	13	arfima	arfima	PROPN
ajfa-1827	9	14	urns	urn	NOUN
ajfa-1827	9	15	of	of	ADP
ajfa-1827	9	16	21	21	NUM
ajfa-1827	9	17	c	c	PROPN
ajfa-1827	9	18	ver	ver	NOUN
ajfa-1827	9	19	the	the	DET
ajfa-1827	9	20	peri	peri	PROPN
ajfa-1827	9	21	conclude	conclude	VERB
ajfa-1827	9	22	hin	hin	PROPN
ajfa-1827	9	23	stocks	stock	NOUN
ajfa-1827	9	24	rfima	rfima	PROPN
ajfa-1827	9	25	mod	mod	PROPN
ajfa-1827	9	26	ccounting	ccounte	VERB
ajfa-1827	9	27	946	946	NUM
ajfa-1827	9	28	-	-	PUNCT
ajfa-1827	9	29	052x	052x	NOUN
ajfa-1827	9	30	4	4	NUM
ajfa-1827	9	31	,	,	PUNCT
ajfa-1827	9	32	no	no	INTJ
ajfa-1827	9	33	.	.	NOUN
ajfa-1827	9	34	2	2	NUM
ajfa-1827	9	35	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	9	36	nce	nce	NOUN
ajfa-1827	9	37	:	:	PUNCT
ajfa-1827	9	38	tudies	tudie	NOUN
ajfa-1827	9	39	7	7	NUM
ajfa-1827	9	40	,	,	PUNCT
ajfa-1827	9	41	2012	2012	NUM
ajfa-1827	9	42	in	in	ADP
ajfa-1827	9	43	these	these	PRON
ajfa-1827	9	44	orted	orte	VERB
ajfa-1827	9	45	by	by	ADP
ajfa-1827	9	46	ect	ect	X
ajfa-1827	9	47	using	use	VERB
ajfa-1827	9	48	process	process	NOUN
ajfa-1827	9	49	.	.	PUNCT
ajfa-1827	10	1	countries	country	NOUN
ajfa-1827	10	2	od	od	ADV
ajfa-1827	10	3	from	from	ADP
ajfa-1827	10	4	that	that	PRON
ajfa-1827	10	5	the	the	DET
ajfa-1827	10	6	del	del	PROPN
ajfa-1827	10	7	1	1	PROPN
ajfa-1827	10	8	.	.	PUNCT
ajfa-1827	11	1	intro	intro	VERB
ajfa-1827	11	2	validat	validat	PROPN
ajfa-1827	11	3	efficien	efficien	NOUN
ajfa-1827	11	4	assess	assess	VERB
ajfa-1827	11	5	t	t	NOUN
ajfa-1827	11	6	accord	accord	NOUN
ajfa-1827	11	7	events	event	NOUN
ajfa-1827	11	8	anticipa	anticipa	ADV
ajfa-1827	11	9	using	use	VERB
ajfa-1827	11	10	so	so	SCONJ
ajfa-1827	11	11	we	we	PRON
ajfa-1827	11	12	can	can	AUX
ajfa-1827	11	13	on	on	ADP
ajfa-1827	11	14	certa	certa	PROPN
ajfa-1827	11	15	long	long	ADV
ajfa-1827	11	16	as	as	ADP
ajfa-1827	11	17	in	in	ADP
ajfa-1827	11	18	the	the	PRON
ajfa-1827	11	19	sp	sp	ADP
ajfa-1827	11	20	unpre	unpre	NOUN
ajfa-1827	11	21	indepe	indepe	PROPN
ajfa-1827	11	22	havin	havin	PROPN
ajfa-1827	11	23	normal	normal	ADJ
ajfa-1827	11	24	to	to	ADP
ajfa-1827	11	25	the	the	DET
ajfa-1827	11	26	n	n	NOUN
ajfa-1827	11	27	these	these	PRON
ajfa-1827	11	28	c	c	NOUN
ajfa-1827	11	29	are	be	AUX
ajfa-1827	11	30	norm	norm	VERB
ajfa-1827	11	31	existenc	existenc	NOUN
ajfa-1827	11	32	because	because	SCONJ
ajfa-1827	11	33	driving	drive	VERB
ajfa-1827	11	34	refereed	refereed	ADJ
ajfa-1827	11	35	howeve	howeve	NOUN
ajfa-1827	11	36	can	can	AUX
ajfa-1827	11	37	be	be	AUX
ajfa-1827	11	38	price	price	NOUN
ajfa-1827	11	39	qu	qu	NOUN
ajfa-1827	11	40	memory	memory	NOUN
ajfa-1827	11	41	impacts	impact	VERB
ajfa-1827	11	42	prices	price	NOUN
ajfa-1827	11	43	a	a	DET
ajfa-1827	11	44	term	term	NOUN
ajfa-1827	11	45	wh	wh	NOUN
ajfa-1827	11	46	in	in	ADP
ajfa-1827	11	47	gener	gener	PROPN
ajfa-1827	11	48	memory	memory	PROPN
ajfa-1827	11	49	them	they	PRON
ajfa-1827	11	50	an	an	DET
ajfa-1827	11	51	1	1	NUM
ajfa-1827	11	52	in	in	ADP
ajfa-1827	11	53	his	his	PRON
ajfa-1827	11	54	the	the	DET
ajfa-1827	11	55	by	by	ADP
ajfa-1827	11	56	brown	brown	NOUN
ajfa-1827	11	57	,	,	PUNCT
ajfa-1827	11	58	2	2	NUM
ajfa-1827	11	59	the	the	DET
ajfa-1827	11	60	phen	phen	PROPN
ajfa-1827	11	61	joseph	joseph	PROPN
ajfa-1827	11	62	inte	inte	PROPN
ajfa-1827	11	63	seven	seven	NUM
ajfa-1827	11	64	-	-	PUNCT
ajfa-1827	11	65	year	year	NOUN
ajfa-1827	11	66	mean	mean	NOUN
ajfa-1827	11	67	are	be	AUX
ajfa-1827	11	68	ex	ex	X
ajfa-1827	11	69	series	series	NOUN
ajfa-1827	11	70	.	.	PUNCT
ajfa-1827	12	1	oduction	oduction	NOUN
ajfa-1827	12	2	ed	ed	NOUN
ajfa-1827	12	3	by	by	ADP
ajfa-1827	12	4	thous	thous	NOUN
ajfa-1827	12	5	nt	nt	ADP
ajfa-1827	12	6	capital	capital	PROPN
ajfa-1827	12	7	m	m	VERB
ajfa-1827	12	8	the	the	DET
ajfa-1827	12	9	securitie	securitie	NOUN
ajfa-1827	12	10	ing	ing	ADJ
ajfa-1827	12	11	to	to	ADP
ajfa-1827	12	12	the	the	DET
ajfa-1827	12	13	th	th	X
ajfa-1827	12	14	and	and	CCONJ
ajfa-1827	12	15	accurat	accurat	NOUN
ajfa-1827	12	16	ated	ate	VERB
ajfa-1827	12	17	events	event	NOUN
ajfa-1827	12	18	ome	ome	ADP
ajfa-1827	12	19	mathem	mathem	NOUN
ajfa-1827	12	20	n	n	PRON
ajfa-1827	12	21	say	say	VERB
ajfa-1827	12	22	that	that	SCONJ
ajfa-1827	12	23	m	m	PROPN
ajfa-1827	12	24	ain	ain	PROPN
ajfa-1827	12	25	informa	informa	VERB
ajfa-1827	12	26	the	the	DET
ajfa-1827	12	27	market	market	NOUN
ajfa-1827	12	28	peculation	peculation	NOUN
ajfa-1827	12	29	t	t	PROPN
ajfa-1827	12	30	edictable	edictable	ADJ
ajfa-1827	12	31	be	be	AUX
ajfa-1827	12	32	endent	endent	NOUN
ajfa-1827	12	33	,	,	PUNCT
ajfa-1827	12	34	sinc	sinc	PROPN
ajfa-1827	12	35	ng	ng	PROPN
ajfa-1827	12	36	a	a	DET
ajfa-1827	12	37	norma	norma	PROPN
ajfa-1827	12	38	gaussian	gaussian	PROPN
ajfa-1827	12	39	l	l	PROPN
ajfa-1827	12	40	normal	normal	ADJ
ajfa-1827	12	41	one	one	NUM
ajfa-1827	12	42	.	.	PUNCT
ajfa-1827	13	1	characteristi	characteristi	PROPN
ajfa-1827	13	2	mal	mal	ADJ
ajfa-1827	13	3	and	and	CCONJ
ajfa-1827	13	4	wi	wi	PROPN
ajfa-1827	13	5	ce	ce	PROPN
ajfa-1827	13	6	of	of	ADP
ajfa-1827	13	7	smal	smal	PROPN
ajfa-1827	13	8	e	e	PROPN
ajfa-1827	13	9	rational	rational	ADJ
ajfa-1827	13	10	ag	ag	PROPN
ajfa-1827	13	11	prices	price	NOUN
ajfa-1827	13	12	to	to	ADP
ajfa-1827	13	13	th	th	PROPN
ajfa-1827	13	14	d	d	PROPN
ajfa-1827	13	15	and	and	CCONJ
ajfa-1827	13	16	corres	corre	NOUN
ajfa-1827	13	17	er	er	INTJ
ajfa-1827	13	18	,	,	PUNCT
ajfa-1827	13	19	an	an	DET
ajfa-1827	13	20	impe	impe	NOUN
ajfa-1827	13	21	more	more	ADV
ajfa-1827	13	22	or	or	CCONJ
ajfa-1827	13	23	les	les	X
ajfa-1827	13	24	uickly	uickly	ADJ
ajfa-1827	13	25	rega	rega	PROPN
ajfa-1827	13	26	y2	y2	PROPN
ajfa-1827	13	27	this	this	PRON
ajfa-1827	13	28	me	i	PRON
ajfa-1827	13	29	s	s	VERB
ajfa-1827	13	30	on	on	ADP
ajfa-1827	13	31	profits	profit	NOUN
ajfa-1827	13	32	and	and	CCONJ
ajfa-1827	13	33	the	the	DET
ajfa-1827	13	34	fund	fund	NOUN
ajfa-1827	13	35	hen	hen	VERB
ajfa-1827	13	36	the	the	DET
ajfa-1827	13	37	pric	pric	ADJ
ajfa-1827	13	38	ral	ral	NOUN
ajfa-1827	14	1	the	the	DET
ajfa-1827	14	2	hypo	hypo	PROPN
ajfa-1827	14	3	y	y	PROPN
ajfa-1827	14	4	(	(	PUNCT
ajfa-1827	14	5	total	total	PROPN
ajfa-1827	14	6	inde	inde	PROPN
ajfa-1827	14	7	nd	nd	X
ajfa-1827	14	8	therefore	therefore	ADV
ajfa-1827	14	9	esis	esis	NOUN
ajfa-1827	14	10	entitled	entitle	VERB
ajfa-1827	14	11	theor	theor	PROPN
ajfa-1827	14	12	a	a	DET
ajfa-1827	14	13	biologist	biologist	NOUN
ajfa-1827	14	14	)	)	PUNCT
ajfa-1827	14	15	,	,	PUNCT
ajfa-1827	14	16	whic	whic	ADJ
ajfa-1827	14	17	nomenon	nomenon	NOUN
ajfa-1827	14	18	of	of	ADP
ajfa-1827	14	19	long	long	ADJ
ajfa-1827	14	20	erprets	erpret	NOUN
ajfa-1827	14	21	pharaoh	pharaoh	PROPN
ajfa-1827	14	22	's	's	PART
ajfa-1827	14	23	d	d	NOUN
ajfa-1827	14	24	drought	drought	NOUN
ajfa-1827	14	25	to	to	ADP
ajfa-1827	14	26	seven	seven	NUM
ajfa-1827	14	27	xtremely	xtremely	ADV
ajfa-1827	14	28	long	long	ADV
ajfa-1827	14	29	.	.	PUNCT
ajfa-1827	15	1	th	th	X
ajfa-1827	15	2	sands	sand	NOUN
ajfa-1827	15	3	empir	empir	NOUN
ajfa-1827	15	4	markets	market	NOUN
ajfa-1827	15	5	requ	requ	AUX
ajfa-1827	15	6	es	es	ADV
ajfa-1827	15	7	traded	trade	VERB
ajfa-1827	15	8	on	on	ADP
ajfa-1827	15	9	heory	heory	NOUN
ajfa-1827	15	10	of	of	ADP
ajfa-1827	15	11	eff	eff	PROPN
ajfa-1827	15	12	tely	tely	ADV
ajfa-1827	15	13	reflect	reflect	VERB
ajfa-1827	15	14	are	be	AUX
ajfa-1827	16	1	integrat	integrat	NOUN
ajfa-1827	16	2	matical	matical	ADJ
ajfa-1827	16	3	mod	mod	ADJ
ajfa-1827	16	4	markets	market	NOUN
ajfa-1827	16	5	are	be	AUX
ajfa-1827	16	6	e	e	ADP
ajfa-1827	16	7	ation	ation	NOUN
ajfa-1827	16	8	are	be	AUX
ajfa-1827	16	9	un	un	PROPN
ajfa-1827	16	10	authorities	authority	NOUN
ajfa-1827	16	11	theory	theory	NOUN
ajfa-1827	16	12	of	of	ADP
ajfa-1827	16	13	b	b	PROPN
ajfa-1827	16	14	fore	fore	NOUN
ajfa-1827	16	15	the	the	DET
ajfa-1827	16	16	imp	imp	PROPN
ajfa-1827	16	17	ce	ce	PROPN
ajfa-1827	17	1	no	no	DET
ajfa-1827	17	2	one	one	NOUN
ajfa-1827	17	3	ca	can	AUX
ajfa-1827	17	4	al	al	PROPN
ajfa-1827	17	5	distributio	distributio	PROPN
ajfa-1827	17	6	aw	aw	INTJ
ajfa-1827	17	7	.	.	PUNCT
ajfa-1827	18	1	there	there	ADV
ajfa-1827	18	2	i	i	PRON
ajfa-1827	18	3	ics	ic	NOUN
ajfa-1827	18	4	refer	refer	VERB
ajfa-1827	18	5	em	em	PRON
ajfa-1827	18	6	ithout	ithout	NOUN
ajfa-1827	18	7	mem	mem	ADJ
ajfa-1827	18	8	l	l	NOUN
ajfa-1827	18	9	or	or	CCONJ
ajfa-1827	18	10	low	low	ADJ
ajfa-1827	18	11	a	a	DET
ajfa-1827	18	12	gents	gent	NOUN
ajfa-1827	18	13	,	,	PUNCT
ajfa-1827	18	14	calle	calle	PROPN
ajfa-1827	18	15	heir	heir	PROPN
ajfa-1827	18	16	equilib	equilib	PROPN
ajfa-1827	18	17	sponds	spond	NOUN
ajfa-1827	18	18	to	to	ADP
ajfa-1827	18	19	th	th	NUM
ajfa-1827	18	20	erfect	erfect	PROPN
ajfa-1827	18	21	marke	marke	PROPN
ajfa-1827	18	22	ss	ss	PROPN
ajfa-1827	18	23	correlated	correlate	VERB
ajfa-1827	18	24	ins	in	VERB
ajfa-1827	18	25	its	its	PRON
ajfa-1827	18	26	equi	equi	NOUN
ajfa-1827	18	27	eans	ean	VERB
ajfa-1827	18	28	that	that	SCONJ
ajfa-1827	18	29	th	th	PROPN
ajfa-1827	18	30	s	s	PROPN
ajfa-1827	18	31	,	,	PUNCT
ajfa-1827	18	32	interest	interest	PROPN
ajfa-1827	18	33	damental	damental	PROPN
ajfa-1827	18	34	va	va	PROPN
ajfa-1827	18	35	ce	ce	PROPN
ajfa-1827	18	36	returns	return	NOUN
ajfa-1827	18	37	to	to	ADP
ajfa-1827	18	38	othesis	othesis	NOUN
ajfa-1827	18	39	of	of	ADP
ajfa-1827	18	40	ef	ef	PROPN
ajfa-1827	18	41	ependence	ependence	NOUN
ajfa-1827	18	42	o	o	NOUN
ajfa-1827	19	1	e	e	NOUN
ajfa-1827	19	2	we	we	PRON
ajfa-1827	19	3	can	can	AUX
ajfa-1827	19	4	not	not	PART
ajfa-1827	19	5	ry	ry	VERB
ajfa-1827	19	6	of	of	ADP
ajfa-1827	19	7	speculation	speculation	NOUN
ajfa-1827	19	8	,	,	PUNCT
ajfa-1827	19	9	ch	ch	PROPN
ajfa-1827	19	10	is	be	AUX
ajfa-1827	19	11	the	the	DET
ajfa-1827	19	12	basis	basis	NOUN
ajfa-1827	19	13	of	of	ADP
ajfa-1827	19	14	memory	memory	NOUN
ajfa-1827	19	15	is	be	AUX
ajfa-1827	19	16	also	also	ADV
ajfa-1827	19	17	k	k	PROPN
ajfa-1827	19	18	dream	dream	NOUN
ajfa-1827	19	19	:	:	PUNCT
ajfa-1827	19	20	he	he	PRON
ajfa-1827	19	21	saw	see	VERB
ajfa-1827	19	22	se	se	PROPN
ajfa-1827	19	23	n	n	PRON
ajfa-1827	19	24	years	year	NOUN
ajfa-1827	19	25	good	good	ADJ
ajfa-1827	19	26	harv	harv	NOUN
ajfa-1827	19	27	he	he	PRON
ajfa-1827	19	28	presence	presence	NOUN
ajfa-1827	19	29	of	of	ADP
ajfa-1827	19	30	lon	lon	PROPN
ajfa-1827	19	31	rical	rical	PROPN
ajfa-1827	19	32	testing	testing	NOUN
ajfa-1827	19	33	uires	uire	VERB
ajfa-1827	19	34	that	that	SCONJ
ajfa-1827	19	35	a	a	PRON
ajfa-1827	19	36	n	n	DET
ajfa-1827	19	37	the	the	DET
ajfa-1827	19	38	market	market	NOUN
ajfa-1827	19	39	ficiency	ficiency	NOUN
ajfa-1827	19	40	,	,	PUNCT
ajfa-1827	19	41	fin	fin	NOUN
ajfa-1827	19	42	the	the	DET
ajfa-1827	19	43	expect	expect	NOUN
ajfa-1827	19	44	ted	te	VERB
ajfa-1827	19	45	into	into	ADP
ajfa-1827	19	46	exis	exis	PROPN
ajfa-1827	19	47	del	del	PROPN
ajfa-1827	19	48	.	.	PROPN
ajfa-1827	19	49	efficient	efficient	PROPN
ajfa-1827	19	50	wh	wh	PROPN
ajfa-1827	19	51	nable	nable	ADJ
ajfa-1827	19	52	to	to	ADP
ajfa-1827	19	53	infl	infl	PROPN
ajfa-1827	19	54	can	can	AUX
ajfa-1827	19	55	preven	preven	PROPN
ajfa-1827	19	56	achelier1	achelier1	PROPN
ajfa-1827	19	57	,	,	PUNCT
ajfa-1827	19	58	th	th	X
ajfa-1827	19	59	plementatio	plementatio	NOUN
ajfa-1827	19	60	an	an	DET
ajfa-1827	19	61	use	use	NOUN
ajfa-1827	19	62	the	the	DET
ajfa-1827	19	63	p	p	NOUN
ajfa-1827	19	64	on	on	ADP
ajfa-1827	19	65	,	,	PUNCT
ajfa-1827	19	66	that	that	PRON
ajfa-1827	19	67	is	be	AUX
ajfa-1827	19	68	is	be	AUX
ajfa-1827	19	69	no	no	DET
ajfa-1827	19	70	exces	exce	NOUN
ajfa-1827	19	71	mpirically	mpirically	ADV
ajfa-1827	19	72	to	to	ADP
ajfa-1827	19	73	ory	ory	NOUN
ajfa-1827	19	74	.	.	PUNCT
ajfa-1827	20	1	this	this	PRON
ajfa-1827	20	2	m	m	VERB
ajfa-1827	20	3	autocorrelati	autocorrelati	PROPN
ajfa-1827	20	4	ed	ed	NOUN
ajfa-1827	20	5	in	in	ADP
ajfa-1827	20	6	the	the	DET
ajfa-1827	20	7	jar	jar	NOUN
ajfa-1827	20	8	brium	brium	NOUN
ajfa-1827	20	9	:	:	PUNCT
ajfa-1827	20	10	"	"	PUNCT
ajfa-1827	20	11	mea	mea	INTJ
ajfa-1827	20	12	he	he	PRON
ajfa-1827	20	13	theory	theory	NOUN
ajfa-1827	20	14	of	of	ADP
ajfa-1827	20	15	et	et	NOUN
ajfa-1827	20	16	may	may	AUX
ajfa-1827	20	17	hav	hav	VERB
ajfa-1827	20	18	d.	d.	PROPN
ajfa-1827	20	19	low	low	PROPN
ajfa-1827	20	20	auto	auto	PROPN
ajfa-1827	20	21	ilibrium	ilibrium	NOUN
ajfa-1827	20	22	val	val	NOUN
ajfa-1827	20	23	he	he	PRON
ajfa-1827	20	24	price	price	VERB
ajfa-1827	20	25	sl	sl	NOUN
ajfa-1827	20	26	rates	rate	NOUN
ajfa-1827	20	27	....	....	PUNCT
ajfa-1827	20	28	lon	lon	PROPN
ajfa-1827	20	29	alue	alue	PROPN
ajfa-1827	20	30	.	.	PUNCT
ajfa-1827	21	1	these	these	DET
ajfa-1827	21	2	o	o	X
ajfa-1827	21	3	the	the	DET
ajfa-1827	21	4	standar	standar	NOUN
ajfa-1827	21	5	fficiency	fficiency	NOUN
ajfa-1827	21	6	i	i	PRON
ajfa-1827	21	7	m	m	VERB
ajfa-1827	21	8	of	of	ADP
ajfa-1827	21	9	returns	return	NOUN
ajfa-1827	21	10	)	)	PUNCT
ajfa-1827	22	1	w	w	AUX
ajfa-1827	22	2	predict	predict	VERB
ajfa-1827	22	3	futu	futu	PROPN
ajfa-1827	22	4	,	,	PUNCT
ajfa-1827	22	5	backed	back	VERB
ajfa-1827	22	6	march	march	PROPN
ajfa-1827	22	7	29	29	NUM
ajfa-1827	22	8	most	most	ADJ
ajfa-1827	22	9	pricing	pricing	NOUN
ajfa-1827	22	10	mod	mod	PROPN
ajfa-1827	22	11	known	know	VERB
ajfa-1827	22	12	as	as	ADP
ajfa-1827	22	13	joseph	joseph	PROPN
ajfa-1827	22	14	even	even	ADV
ajfa-1827	22	15	lean	lean	ADJ
ajfa-1827	22	16	cows	cow	NOUN
ajfa-1827	22	17	se	se	PROPN
ajfa-1827	22	18	est	est	PROPN
ajfa-1827	22	19	(	(	PUNCT
ajfa-1827	22	20	mignon	mignon	NOUN
ajfa-1827	22	21	(	(	PUNCT
ajfa-1827	22	22	199	199	NUM
ajfa-1827	22	23	ng	ng	PROPN
ajfa-1827	22	24	memory	memory	NOUN
ajfa-1827	22	25	in	in	ADP
ajfa-1827	22	26	tim	tim	PROPN
ajfa-1827	22	27	380	380	NUM
ajfa-1827	22	28	g	g	NOUN
ajfa-1827	22	29	on	on	ADP
ajfa-1827	22	30	all	all	DET
ajfa-1827	22	31	fina	fina	NOUN
ajfa-1827	22	32	market	market	NOUN
ajfa-1827	22	33	is	be	AUX
ajfa-1827	22	34	e	e	NOUN
ajfa-1827	22	35	t	t	NOUN
ajfa-1827	22	36	at	at	ADP
ajfa-1827	22	37	any	any	DET
ajfa-1827	22	38	time	time	NOUN
ajfa-1827	22	39	nancial	nancial	PROPN
ajfa-1827	22	40	mar	mar	PROPN
ajfa-1827	22	41	tations	tation	NOUN
ajfa-1827	22	42	expr	expr	NOUN
ajfa-1827	22	43	sting	ste	VERB
ajfa-1827	22	44	course	course	NOUN
ajfa-1827	22	45	hen	hen	NOUN
ajfa-1827	22	46	investor	investor	NOUN
ajfa-1827	22	47	fluence	fluence	NOUN
ajfa-1827	22	48	the	the	DET
ajfa-1827	22	49	nt	nt	NOUN
ajfa-1827	22	50	and	and	CCONJ
ajfa-1827	22	51	suppr	suppr	NOUN
ajfa-1827	22	52	he	he	PRON
ajfa-1827	22	53	differenc	differenc	VERB
ajfa-1827	22	54	on	on	ADP
ajfa-1827	22	55	of	of	ADP
ajfa-1827	22	56	the	the	DET
ajfa-1827	22	57	eve	eve	NOUN
ajfa-1827	22	58	past	past	NOUN
ajfa-1827	22	59	to	to	PART
ajfa-1827	22	60	make	make	VERB
ajfa-1827	22	61	to	to	PART
ajfa-1827	22	62	say	say	VERB
ajfa-1827	22	63	that	that	SCONJ
ajfa-1827	22	64	sive	sive	ADJ
ajfa-1827	22	65	deviati	deviati	NOUN
ajfa-1827	22	66	o	o	PROPN
ajfa-1827	22	67	uncorrelat	uncorrelat	PROPN
ajfa-1827	22	68	means	mean	VERB
ajfa-1827	22	69	that	that	SCONJ
ajfa-1827	22	70	t	t	PROPN
ajfa-1827	22	71	ion	ion	NOUN
ajfa-1827	22	72	in	in	ADP
ajfa-1827	22	73	the	the	DET
ajfa-1827	22	74	rgon	rgon	NOUN
ajfa-1827	22	75	of	of	ADP
ajfa-1827	22	76	fam	fam	NOUN
ajfa-1827	22	77	an	an	DET
ajfa-1827	22	78	reverting	revert	VERB
ajfa-1827	22	79	f	f	NOUN
ajfa-1827	22	80	random	random	ADJ
ajfa-1827	22	81	wa	wa	NOUN
ajfa-1827	22	82	e	e	PROPN
ajfa-1827	22	83	a	a	DET
ajfa-1827	22	84	memory	memory	NOUN
ajfa-1827	22	85	ocorrelation	ocorrelation	NOUN
ajfa-1827	22	86	lue	lue	NOUN
ajfa-1827	22	87	.	.	PUNCT
ajfa-1827	23	1	conver	conver	PROPN
ajfa-1827	23	2	owly	owly	PROPN
ajfa-1827	23	3	integ	integ	PROPN
ajfa-1827	23	4	ng	ng	PROPN
ajfa-1827	23	5	memory	memory	NOUN
ajfa-1827	23	6	differences	difference	NOUN
ajfa-1827	23	7	rd	rd	VERB
ajfa-1827	23	8	equilibriu	equilibriu	PROPN
ajfa-1827	23	9	mplies	mplie	NOUN
ajfa-1827	23	10	that	that	PRON
ajfa-1827	23	11	th	th	INTJ
ajfa-1827	23	12	which	which	PRON
ajfa-1827	23	13	mean	mean	VERB
ajfa-1827	23	14	ure	ure	VERB
ajfa-1827	23	15	returns	return	NOUN
ajfa-1827	23	16	to	to	ADP
ajfa-1827	23	17	9	9	NUM
ajfa-1827	23	18	,	,	PUNCT
ajfa-1827	23	19	1900	1900	NUM
ajfa-1827	23	20	,	,	PUNCT
ajfa-1827	23	21	he	he	PRON
ajfa-1827	23	22	introd	introd	NOUN
ajfa-1827	23	23	dels	del	NOUN
ajfa-1827	23	24	in	in	ADP
ajfa-1827	23	25	finance	finance	NOUN
ajfa-1827	23	26	,	,	PUNCT
ajfa-1827	23	27	in	in	ADP
ajfa-1827	23	28	effect	effect	NOUN
ajfa-1827	23	29	.	.	PUNCT
ajfa-1827	24	1	(	(	PUNCT
ajfa-1827	24	2	mandelb	mandelb	VERB
ajfa-1827	24	3	even	even	ADV
ajfa-1827	24	4	large	large	ADJ
ajfa-1827	24	5	monito	monito	PROPN
ajfa-1827	24	6	98	98	NUM
ajfa-1827	24	7	)	)	PUNCT
ajfa-1827	24	8	,	,	PUNCT
ajfa-1827	24	9	p.191	p.191	NUM
ajfa-1827	24	10	)	)	PUNCT
ajfa-1827	24	11	.	.	PUNCT
ajfa-1827	25	1	this	this	PRON
ajfa-1827	25	2	m	m	VERB
ajfa-1827	25	3	me	me	PROPN
ajfa-1827	25	4	series	series	NOUN
ajfa-1827	25	5	,	,	PUNCT
ajfa-1827	25	6	refers	refer	VERB
ajfa-1827	25	7	t	t	PROPN
ajfa-1827	25	8	asian	asian	ADJ
ajfa-1827	25	9	ancial	ancial	ADJ
ajfa-1827	25	10	mark	mark	NOUN
ajfa-1827	25	11	efficient	efficient	ADJ
ajfa-1827	25	12	wh	wh	PROPN
ajfa-1827	25	13	e	e	NOUN
ajfa-1827	25	14	is	be	AUX
ajfa-1827	25	15	reflected	reflect	VERB
ajfa-1827	25	16	rkets	rket	NOUN
ajfa-1827	25	17	incorp	incorp	PROPN
ajfa-1827	25	18	ressed	resse	VERB
ajfa-1827	25	19	abou	abou	PROPN
ajfa-1827	25	20	es	es	PROPN
ajfa-1827	25	21	,	,	PUNCT
ajfa-1827	25	22	and	and	CCONJ
ajfa-1827	25	23	it	it	PRON
ajfa-1827	25	24	wo	will	AUX
ajfa-1827	25	25	rs	rs	VERB
ajfa-1827	25	26	with	with	ADP
ajfa-1827	25	27	insi	insi	ADJ
ajfa-1827	25	28	price	price	NOUN
ajfa-1827	25	29	of	of	ADP
ajfa-1827	25	30	sec	sec	PROPN
ajfa-1827	25	31	ress	ress	PROPN
ajfa-1827	25	32	insider	insider	PROPN
ajfa-1827	25	33	t	t	PROPN
ajfa-1827	25	34	ces	ces	X
ajfa-1827	25	35	between	between	ADP
ajfa-1827	25	36	ent	ent	NOUN
ajfa-1827	25	37	.	.	PUNCT
ajfa-1827	26	1	e	e	PROPN
ajfa-1827	26	2	future	future	ADJ
ajfa-1827	26	3	prof	prof	PROPN
ajfa-1827	26	4	t	t	PROPN
ajfa-1827	26	5	the	the	DET
ajfa-1827	26	6	distrib	distrib	NOUN
ajfa-1827	26	7	ion	ion	NOUN
ajfa-1827	26	8	from	from	ADP
ajfa-1827	26	9	th	th	NUM
ajfa-1827	26	10	ted	te	VERB
ajfa-1827	26	11	price	price	NOUN
ajfa-1827	26	12	ser	ser	NOUN
ajfa-1827	26	13	the	the	DET
ajfa-1827	26	14	action	action	NOUN
ajfa-1827	26	15	o	o	PROPN
ajfa-1827	26	16	series	series	NOUN
ajfa-1827	26	17	of	of	ADP
ajfa-1827	26	18	p	p	PROPN
ajfa-1827	26	19	ma	ma	PROPN
ajfa-1827	26	20	,	,	PUNCT
ajfa-1827	26	21	knowle	knowle	PROPN
ajfa-1827	26	22	g	g	PROPN
ajfa-1827	26	23	behavior	behavior	NOUN
ajfa-1827	26	24	"	"	PUNCT
ajfa-1827	26	25	alk	alk	PROPN
ajfa-1827	26	26	and	and	CCONJ
ajfa-1827	26	27	mar	mar	PROPN
ajfa-1827	26	28	y	y	PROPN
ajfa-1827	26	29	effect	effect	NOUN
ajfa-1827	26	30	.	.	PUNCT
ajfa-1827	27	1	em	em	PRON
ajfa-1827	27	2	ns	ns	INTJ
ajfa-1827	27	3	mean	mean	VERB
ajfa-1827	27	4	a	a	DET
ajfa-1827	27	5	s	s	NOUN
ajfa-1827	27	6	rsely	rsely	ADV
ajfa-1827	27	7	,	,	PUNCT
ajfa-1827	27	8	high	high	ADJ
ajfa-1827	27	9	grates	grate	NOUN
ajfa-1827	27	10	inform	inform	NOUN
ajfa-1827	27	11	reflects	reflect	VERB
ajfa-1827	27	12	la	la	DET
ajfa-1827	27	13	persist	persist	NOUN
ajfa-1827	27	14	and	and	CCONJ
ajfa-1827	27	15	um	um	INTJ
ajfa-1827	27	16	.	.	PUNCT
ajfa-1827	28	1	he	he	PRON
ajfa-1827	28	2	return	return	VERB
ajfa-1827	28	3	ser	ser	NOUN
ajfa-1827	28	4	s	s	PART
ajfa-1827	28	5	the	the	DET
ajfa-1827	28	6	absenc	absenc	NOUN
ajfa-1827	28	7	o	o	NOUN
ajfa-1827	28	8	from	from	ADP
ajfa-1827	28	9	past	past	NOUN
ajfa-1827	28	10	duced	duce	VERB
ajfa-1827	28	11	the	the	DET
ajfa-1827	28	12	use	use	NOUN
ajfa-1827	28	13	of	of	ADP
ajfa-1827	28	14	th	th	NOUN
ajfa-1827	28	15	ncluding	nclude	VERB
ajfa-1827	28	16	the	the	DET
ajfa-1827	28	17	blac	blac	NOUN
ajfa-1827	28	18	rot	rot	VERB
ajfa-1827	28	19	and	and	CCONJ
ajfa-1827	28	20	wallis	wallis	PROPN
ajfa-1827	28	21	19	19	NUM
ajfa-1827	28	22	or	or	CCONJ
ajfa-1827	28	23	and	and	CCONJ
ajfa-1827	28	24	joseph	joseph	PROPN
ajfa-1827	28	25	con	con	PROPN
ajfa-1827	28	26	means	mean	VERB
ajfa-1827	28	27	that	that	SCONJ
ajfa-1827	28	28	the	the	DET
ajfa-1827	28	29	pe	pe	PROPN
ajfa-1827	28	30	o	o	NOUN
ajfa-1827	28	31	lasting	last	VERB
ajfa-1827	28	32	consequ	consequ	NOUN
ajfa-1827	28	33	n	n	PRON
ajfa-1827	28	34	journal	journal	NOUN
ajfa-1827	28	35	of	of	ADP
ajfa-1827	28	36	f	f	PROPN
ajfa-1827	28	37	kets	kets	PROPN
ajfa-1827	28	38	in	in	ADP
ajfa-1827	28	39	the	the	DET
ajfa-1827	28	40	w	w	PROPN
ajfa-1827	28	41	hen	hen	PROPN
ajfa-1827	28	42	all	all	DET
ajfa-1827	28	43	relev	relev	NOUN
ajfa-1827	28	44	d	d	NOUN
ajfa-1827	28	45	in	in	ADP
ajfa-1827	28	46	the	the	DET
ajfa-1827	28	47	pric	pric	NOUN
ajfa-1827	28	48	orate	orate	PROPN
ajfa-1827	28	49	the	the	DET
ajfa-1827	28	50	co	co	ADJ
ajfa-1827	28	51	ut	ut	PROPN
ajfa-1827	28	52	future	future	PROPN
ajfa-1827	28	53	eve	eve	PROPN
ajfa-1827	28	54	ould	ould	AUX
ajfa-1827	28	55	be	be	AUX
ajfa-1827	28	56	usel	usel	X
ajfa-1827	28	57	de	de	X
ajfa-1827	28	58	informat	informat	ADJ
ajfa-1827	28	59	curities	curitie	NOUN
ajfa-1827	28	60	,	,	PUNCT
ajfa-1827	28	61	wh	wh	NOUN
ajfa-1827	28	62	trading	trading	NOUN
ajfa-1827	28	63	.	.	PUNCT
ajfa-1827	29	1	n	n	PRON
ajfa-1827	29	2	pt	pt	INTJ
ajfa-1827	29	3	and	and	CCONJ
ajfa-1827	29	4	pt-1	pt-1	ADV
ajfa-1827	29	5	fits	fit	VERB
ajfa-1827	29	6	.	.	PUNCT
ajfa-1827	30	1	bution	bution	NOUN
ajfa-1827	30	2	of	of	ADP
ajfa-1827	30	3	de	de	X
ajfa-1827	30	4	e	e	PROPN
ajfa-1827	30	5	mean	mean	VERB
ajfa-1827	30	6	.	.	PUNCT
ajfa-1827	31	1	th	th	X
ajfa-1827	31	2	ries	rie	NOUN
ajfa-1827	31	3	.	.	PUNCT
ajfa-1827	32	1	stock	stock	NOUN
ajfa-1827	32	2	m	m	PROPN
ajfa-1827	32	3	of	of	ADP
ajfa-1827	32	4	arbitrageu	arbitrageu	ADJ
ajfa-1827	32	5	prices	price	NOUN
ajfa-1827	32	6	is	be	AUX
ajfa-1827	32	7	ra	ra	PROPN
ajfa-1827	32	8	edgeable	edgeable	ADJ
ajfa-1827	32	9	pro	pro	NOUN
ajfa-1827	32	10	.	.	PUNCT
ajfa-1827	33	1	the	the	DET
ajfa-1827	33	2	mark	mark	NOUN
ajfa-1827	33	3	rtingale	rtingale	PROPN
ajfa-1827	33	4	.	.	PUNCT
ajfa-1827	34	1	mpirically	mpirically	ADV
ajfa-1827	34	2	,	,	PUNCT
ajfa-1827	34	3	t	t	PROPN
ajfa-1827	34	4	hort	hort	PROPN
ajfa-1827	34	5	memor	memor	PROPN
ajfa-1827	34	6	autocorrelat	autocorrelat	PROPN
ajfa-1827	34	7	mation	mation	PROPN
ajfa-1827	34	8	on	on	ADP
ajfa-1827	34	9	asting	aste	VERB
ajfa-1827	34	10	devia	devia	PROPN
ajfa-1827	34	11	d	d	PROPN
ajfa-1827	34	12	can	can	AUX
ajfa-1827	34	13	not	not	PART
ajfa-1827	34	14	be	be	AUX
ajfa-1827	34	15	ries	rie	NOUN
ajfa-1827	34	16	are	be	AUX
ajfa-1827	34	17	char	char	ADJ
ajfa-1827	34	18	ce	ce	PROPN
ajfa-1827	34	19	of	of	ADP
ajfa-1827	34	20	serial	serial	PROPN
ajfa-1827	34	21	c	c	NOUN
ajfa-1827	34	22	returns	return	NOUN
ajfa-1827	34	23	.	.	PUNCT
ajfa-1827	35	1	the	the	DET
ajfa-1827	35	2	he	he	PROPN
ajfa-1827	35	3	brownian	brownian	ADJ
ajfa-1827	35	4	mov	mov	NOUN
ajfa-1827	35	5	ck	ck	NOUN
ajfa-1827	35	6	-	-	PUNCT
ajfa-1827	35	7	scholes	schole	NOUN
ajfa-1827	35	8	(	(	PUNCT
ajfa-1827	35	9	1973	1973	NUM
ajfa-1827	35	10	)	)	PUNCT
ajfa-1827	35	11	68	68	NUM
ajfa-1827	35	12	)	)	PUNCT
ajfa-1827	35	13	.	.	PUNCT
ajfa-1827	36	1	it	it	PRON
ajfa-1827	36	2	refers	refer	VERB
ajfa-1827	36	3	to	to	ADP
ajfa-1827	36	4	a	a	DET
ajfa-1827	36	5	ncludes	nclude	NOUN
ajfa-1827	36	6	that	that	SCONJ
ajfa-1827	36	7	this	this	DET
ajfa-1827	36	8	w	w	NOUN
ajfa-1827	36	9	eriods	eriod	NOUN
ajfa-1827	36	10	when	when	SCONJ
ajfa-1827	36	11	the	the	DET
ajfa-1827	36	12	se	se	X
ajfa-1827	36	13	uences	uence	NOUN
ajfa-1827	36	14	but	but	CCONJ
ajfa-1827	36	15	not	not	PART
ajfa-1827	36	16	a	a	DET
ajfa-1827	36	17	p	p	NOUN
ajfa-1827	36	18	finance	finance	NOUN
ajfa-1827	36	19	&	&	CCONJ
ajfa-1827	36	20	ac	ac	PROPN
ajfa-1827	36	21	issn	issn	PROPN
ajfa-1827	36	22	19	19	NUM
ajfa-1827	36	23	2012	2012	NUM
ajfa-1827	36	24	,	,	PUNCT
ajfa-1827	36	25	vol	vol	NOUN
ajfa-1827	36	26	.	.	PUNCT
ajfa-1827	37	1	www.macrothi	www.macrothi	PUNCT
ajfa-1827	37	2	world	world	NOUN
ajfa-1827	37	3	,	,	PUNCT
ajfa-1827	37	4	the	the	DET
ajfa-1827	37	5	th	th	X
ajfa-1827	37	6	vant	vant	NOUN
ajfa-1827	37	7	inform	inform	NOUN
ajfa-1827	37	8	ce	ce	PROPN
ajfa-1827	37	9	of	of	ADP
ajfa-1827	37	10	securit	securit	VERB
ajfa-1827	37	11	onsequences	onsequence	NOUN
ajfa-1827	37	12	ents	ent	NOUN
ajfa-1827	37	13	.	.	PUNCT
ajfa-1827	38	1	all	all	DET
ajfa-1827	38	2	kn	kn	PROPN
ajfa-1827	38	3	less	less	ADJ
ajfa-1827	38	4	to	to	PART
ajfa-1827	38	5	try	try	VERB
ajfa-1827	38	6	to	to	PART
ajfa-1827	38	7	tion	tion	VERB
ajfa-1827	38	8	or	or	CCONJ
ajfa-1827	38	9	a	a	DET
ajfa-1827	38	10	m	m	NOUN
ajfa-1827	38	11	hich	hich	NOUN
ajfa-1827	38	12	will	will	AUX
ajfa-1827	38	13	be	be	AUX
ajfa-1827	38	14	noted	note	VERB
ajfa-1827	38	15	t	t	NOUN
ajfa-1827	38	16	are	be	AUX
ajfa-1827	38	17	eviations	eviation	NOUN
ajfa-1827	38	18	fo	fo	SCONJ
ajfa-1827	38	19	he	he	PRON
ajfa-1827	38	20	deviation	deviation	NOUN
ajfa-1827	38	21	market	market	NOUN
ajfa-1827	38	22	fluc	fluc	PROPN
ajfa-1827	38	23	urs	urs	PROPN
ajfa-1827	38	24	is	be	AUX
ajfa-1827	38	25	effec	effec	PROPN
ajfa-1827	38	26	apidly	apidly	ADV
ajfa-1827	38	27	disap	disap	PROPN
ajfa-1827	38	28	ofessionals	ofessional	NOUN
ajfa-1827	38	29	,	,	PUNCT
ajfa-1827	38	30	ket	ket	PROPN
ajfa-1827	38	31	is	be	AUX
ajfa-1827	38	32	efficie	efficie	ADJ
ajfa-1827	38	33	the	the	DET
ajfa-1827	38	34	series	series	NOUN
ajfa-1827	38	35	o	o	X
ajfa-1827	38	36	ry	ry	PROPN
ajfa-1827	38	37	.	.	PUNCT
ajfa-1827	39	1	in	in	ADP
ajfa-1827	39	2	this	this	PRON
ajfa-1827	39	3	c	c	NOUN
ajfa-1827	39	4	ations	ation	NOUN
ajfa-1827	39	5	reflec	reflec	VERB
ajfa-1827	39	6	the	the	DET
ajfa-1827	39	7	fundam	fundam	ADJ
ajfa-1827	39	8	ations	ation	NOUN
ajfa-1827	39	9	betw	betw	VERB
ajfa-1827	39	10	reduced	reduce	VERB
ajfa-1827	39	11	in	in	ADP
ajfa-1827	39	12	racterized	racterize	VERB
ajfa-1827	39	13	b	b	NUM
ajfa-1827	39	14	correlation	correlation	NOUN
ajfa-1827	39	15	b	b	PROPN
ajfa-1827	39	16	e	e	NOUN
ajfa-1827	39	17	controver	controver	NOUN
ajfa-1827	39	18	vement	vement	NOUN
ajfa-1827	39	19	in	in	ADP
ajfa-1827	39	20	finance	finance	NOUN
ajfa-1827	39	21	)	)	PUNCT
ajfa-1827	39	22	.	.	PUNCT
ajfa-1827	40	1	a	a	DET
ajfa-1827	40	2	passage	passage	NOUN
ajfa-1827	40	3	in	in	ADP
ajfa-1827	40	4	the	the	DET
ajfa-1827	40	5	b	b	NOUN
ajfa-1827	40	6	was	be	AUX
ajfa-1827	40	7	a	a	DET
ajfa-1827	40	8	planned	planned	ADJ
ajfa-1827	40	9	ser	ser	NOUN
ajfa-1827	40	10	eries	erie	NOUN
ajfa-1827	40	11	is	be	AUX
ajfa-1827	40	12	above	above	ADV
ajfa-1827	40	13	(	(	PUNCT
ajfa-1827	40	14	or	or	CCONJ
ajfa-1827	40	15	permanent	permanent	ADJ
ajfa-1827	40	16	shock	shock	NOUN
ajfa-1827	40	17	ccounting	ccounte	VERB
ajfa-1827	40	18	946	946	NUM
ajfa-1827	40	19	-	-	PUNCT
ajfa-1827	40	20	052x	052x	NOUN
ajfa-1827	40	21	4	4	NUM
ajfa-1827	40	22	,	,	PUNCT
ajfa-1827	40	23	no	no	INTJ
ajfa-1827	40	24	.	.	NOUN
ajfa-1827	40	25	2	2	NUM
ajfa-1827	40	26	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	40	27	heory	heory	NOUN
ajfa-1827	40	28	of	of	ADP
ajfa-1827	40	29	mation	mation	PROPN
ajfa-1827	40	30	to	to	ADP
ajfa-1827	40	31	ties	tie	NOUN
ajfa-1827	40	32	.	.	PUNCT
ajfa-1827	41	1	s	s	X
ajfa-1827	41	2	of	of	ADP
ajfa-1827	41	3	past	past	NOUN
ajfa-1827	41	4	nown	nown	NOUN
ajfa-1827	41	5	or	or	CCONJ
ajfa-1827	41	6	o	o	NOUN
ajfa-1827	41	7	predict	predict	VERB
ajfa-1827	41	8	monopoly	monopoly	NOUN
ajfa-1827	41	9	e	e	NOUN
ajfa-1827	41	10	true	true	ADJ
ajfa-1827	41	11	as	as	ADP
ajfa-1827	41	12	e	e	NOUN
ajfa-1827	41	13	:	:	PUNCT
ajfa-1827	41	14	ollows	ollow	VERB
ajfa-1827	41	15	a	a	DET
ajfa-1827	41	16	n	n	NOUN
ajfa-1827	41	17	returns	return	VERB
ajfa-1827	41	18	ctuations	ctuation	NOUN
ajfa-1827	41	19	tive	tive	PROPN
ajfa-1827	41	20	,	,	PUNCT
ajfa-1827	41	21	the	the	DET
ajfa-1827	41	22	ppearing	ppearing	NOUN
ajfa-1827	41	23	,	,	PUNCT
ajfa-1827	41	24	end	end	NOUN
ajfa-1827	41	25	by	by	ADP
ajfa-1827	41	26	ent	ent	NOUN
ajfa-1827	41	27	,	,	PUNCT
ajfa-1827	41	28	well	well	ADV
ajfa-1827	41	29	of	of	ADP
ajfa-1827	41	30	prices	price	NOUN
ajfa-1827	41	31	case	case	NOUN
ajfa-1827	41	32	,	,	PUNCT
ajfa-1827	41	33	the	the	DET
ajfa-1827	41	34	ct	ct	PROPN
ajfa-1827	41	35	a	a	DET
ajfa-1827	41	36	long	long	ADJ
ajfa-1827	41	37	mentals	mental	NOUN
ajfa-1827	41	38	,	,	PUNCT
ajfa-1827	41	39	ween	ween	X
ajfa-1827	41	40	the	the	DET
ajfa-1827	41	41	the	the	DET
ajfa-1827	41	42	long	long	ADJ
ajfa-1827	41	43	by	by	ADP
ajfa-1827	41	44	a	a	DET
ajfa-1827	41	45	zero	zero	NUM
ajfa-1827	41	46	between	between	ADP
ajfa-1827	41	47	sy	sy	PROPN
ajfa-1827	41	48	about	about	ADP
ajfa-1827	41	49	e	e	PROPN
ajfa-1827	41	50	(	(	PUNCT
ajfa-1827	41	51	discovered	discover	VERB
ajfa-1827	41	52	bible	bible	PROPN
ajfa-1827	41	53	where	where	SCONJ
ajfa-1827	41	54	ries	rie	NOUN
ajfa-1827	41	55	of	of	ADP
ajfa-1827	41	56	r	r	NOUN
ajfa-1827	41	57	below	below	ADV
ajfa-1827	41	58	)	)	PUNCT
ajfa-1827	42	1	its	its	PRON
ajfa-1827	42	2	to	to	ADP
ajfa-1827	42	3	the	the	DET
ajfa-1827	42	4	said	said	NOUN
ajfa-1827	42	5	this	this	PRON
ajfa-1827	42	6	is	be	AUX
ajfa-1827	42	7	profitab	profitab	NOUN
ajfa-1827	42	8	simultan	simultan	PROPN
ajfa-1827	42	9	thus	thus	ADV
ajfa-1827	42	10	,	,	PUNCT
ajfa-1827	42	11	th	th	X
ajfa-1827	42	12	finance	finance	NOUN
ajfa-1827	42	13	several	several	ADJ
ajfa-1827	42	14	were	be	AUX
ajfa-1827	42	15	us	we	PRON
ajfa-1827	42	16	fact	fact	NOUN
ajfa-1827	42	17	that	that	SCONJ
ajfa-1827	42	18	highligh	highligh	NOUN
ajfa-1827	42	19	fox	fox	NOUN
ajfa-1827	42	20	an	an	DET
ajfa-1827	42	21	jacobse	jacobse	NOUN
ajfa-1827	42	22	finally	finally	ADV
ajfa-1827	42	23	,	,	PUNCT
ajfa-1827	42	24	market	market	VERB
ajfa-1827	42	25	the	the	DET
ajfa-1827	42	26	obj	obj	PROPN
ajfa-1827	42	27	sample	sample	NOUN
ajfa-1827	42	28	importa	importa	NOUN
ajfa-1827	42	29	between	between	ADP
ajfa-1827	42	30	sample	sample	PROPN
ajfa-1827	42	31	uk	uk	PROPN
ajfa-1827	42	32	,	,	PUNCT
ajfa-1827	42	33	the	the	DET
ajfa-1827	42	34	south	south	NOUN
ajfa-1827	42	35	a	a	DET
ajfa-1827	42	36	emergin	emergin	NOUN
ajfa-1827	42	37	in	in	ADP
ajfa-1827	42	38	what	what	PRON
ajfa-1827	42	39	long	long	ADV
ajfa-1827	42	40	me	i	PRON
ajfa-1827	42	41	r	r	NOUN
ajfa-1827	42	42	/	/	SYM
ajfa-1827	42	43	s	s	NOUN
ajfa-1827	42	44	and	and	CCONJ
ajfa-1827	42	45	present	present	ADJ
ajfa-1827	42	46	2	2	NUM
ajfa-1827	42	47	.	.	PUNCT
ajfa-1827	43	1	liter	liter	VERB
ajfa-1827	43	2	the	the	DET
ajfa-1827	43	3	ph	ph	ADJ
ajfa-1827	43	4	astronom	astronom	NOUN
ajfa-1827	43	5	depende	depende	X
ajfa-1827	43	6	(	(	PUNCT
ajfa-1827	43	7	1951	1951	NUM
ajfa-1827	43	8	,	,	PUNCT
ajfa-1827	43	9	(	(	PUNCT
ajfa-1827	43	10	1978	1978	NUM
ajfa-1827	43	11	)	)	PUNCT
ajfa-1827	43	12	,	,	PUNCT
ajfa-1827	43	13	been	be	AUX
ajfa-1827	43	14	th	th	VERB
ajfa-1827	43	15	diebold	diebold	VERB
ajfa-1827	43	16	rudebu	rudebu	NOUN
ajfa-1827	43	17	structur	structur	NOUN
ajfa-1827	43	18	the	the	DET
ajfa-1827	43	19	inte	inte	NOUN
ajfa-1827	43	20	from	from	ADP
ajfa-1827	43	21	m	m	PROPN
ajfa-1827	43	22	figar	figar	NOUN
ajfa-1827	43	23	the	the	DET
ajfa-1827	43	24	dev	dev	NOUN
ajfa-1827	43	25	process	process	NOUN
ajfa-1827	43	26	that	that	PRON
ajfa-1827	43	27	the	the	DET
ajfa-1827	43	28	pr	pr	NOUN
ajfa-1827	43	29	bility	bility	NOUN
ajfa-1827	43	30	(	(	PUNCT
ajfa-1827	43	31	low	low	ADV
ajfa-1827	43	32	neously	neously	ADV
ajfa-1827	43	33	adv	adv	PROPN
ajfa-1827	43	34	he	he	PRON
ajfa-1827	43	35	ability	ability	NOUN
ajfa-1827	43	36	to	to	PART
ajfa-1827	43	37	,	,	PUNCT
ajfa-1827	43	38	both	both	CCONJ
ajfa-1827	43	39	from	from	ADP
ajfa-1827	43	40	l	l	PROPN
ajfa-1827	43	41	statistical	statistical	ADJ
ajfa-1827	43	42	t	t	NOUN
ajfa-1827	43	43	sed	se	VERB
ajfa-1827	43	44	.	.	PUNCT
ajfa-1827	44	1	indeed	indeed	ADV
ajfa-1827	44	2	,	,	PUNCT
ajfa-1827	44	3	t	t	PROPN
ajfa-1827	44	4	the	the	DET
ajfa-1827	44	5	s	s	PROPN
ajfa-1827	44	6	&	&	CCONJ
ajfa-1827	44	7	p5	p5	PROPN
ajfa-1827	44	8	hts	hts	PROPN
ajfa-1827	44	9	the	the	DET
ajfa-1827	44	10	depe	depe	NOUN
ajfa-1827	44	11	d	d	PROPN
ajfa-1827	44	12	farahman	farahman	NOUN
ajfa-1827	44	13	en	en	X
ajfa-1827	44	14	(	(	PUNCT
ajfa-1827	44	15	1996	1996	NUM
ajfa-1827	44	16	)	)	PUNCT
ajfa-1827	44	17	st	st	PROPN
ajfa-1827	44	18	,	,	PUNCT
ajfa-1827	44	19	golaka	golaka	PROPN
ajfa-1827	44	20	an	an	DET
ajfa-1827	44	21	using	use	VERB
ajfa-1827	44	22	daily	daily	ADJ
ajfa-1827	44	23	jective	jective	NOUN
ajfa-1827	44	24	of	of	ADP
ajfa-1827	44	25	th	th	PRON
ajfa-1827	44	26	of	of	ADP
ajfa-1827	44	27	21	21	NUM
ajfa-1827	44	28	stock	stock	NOUN
ajfa-1827	44	29	ance	ance	NOUN
ajfa-1827	44	30	in	in	ADP
ajfa-1827	44	31	the	the	DET
ajfa-1827	44	32	e	e	PROPN
ajfa-1827	44	33	n	n	CCONJ
ajfa-1827	44	34	long	long	ADJ
ajfa-1827	44	35	mem	mem	X
ajfa-1827	44	36	includes	include	VERB
ajfa-1827	44	37	th	th	PROPN
ajfa-1827	44	38	e	e	PROPN
ajfa-1827	44	39	japan	japan	PROPN
ajfa-1827	44	40	,	,	PUNCT
ajfa-1827	44	41	and	and	CCONJ
ajfa-1827	44	42	africa	africa	PROPN
ajfa-1827	44	43	,	,	PUNCT
ajfa-1827	45	1	egy	egy	PROPN
ajfa-1827	45	2	ng	ng	PROPN
ajfa-1827	45	3	powers	power	NOUN
ajfa-1827	45	4	o	o	PROPN
ajfa-1827	45	5	t	t	PROPN
ajfa-1827	45	6	follows	follow	VERB
ajfa-1827	45	7	we	we	PRON
ajfa-1827	45	8	emory	emory	PROPN
ajfa-1827	45	9	,	,	PUNCT
ajfa-1827	45	10	we	we	PRON
ajfa-1827	45	11	w	w	VERB
ajfa-1827	45	12	d	d	X
ajfa-1827	45	13	the	the	DET
ajfa-1827	45	14	arfi	arfi	NOUN
ajfa-1827	45	15	the	the	DET
ajfa-1827	45	16	results	result	NOUN
ajfa-1827	45	17	.	.	PUNCT
ajfa-1827	46	1	rature	rature	VERB
ajfa-1827	46	2	revi	revi	PROPN
ajfa-1827	46	3	henomenon	henomenon	PROPN
ajfa-1827	46	4	mer	mer	PROPN
ajfa-1827	46	5	newco	newco	PROPN
ajfa-1827	46	6	ence	ence	PROPN
ajfa-1827	46	7	structu	structu	PROPN
ajfa-1827	46	8	1957	1957	NUM
ajfa-1827	46	9	)	)	PUNCT
ajfa-1827	46	10	,	,	PUNCT
ajfa-1827	46	11	man	man	VERB
ajfa-1827	46	12	the	the	DET
ajfa-1827	46	13	search	search	NOUN
ajfa-1827	46	14	he	he	PRON
ajfa-1827	46	15	subject	subject	VERB
ajfa-1827	46	16	o	o	PROPN
ajfa-1827	46	17	d	d	NOUN
ajfa-1827	46	18	and	and	CCONJ
ajfa-1827	46	19	rud	rud	PROPN
ajfa-1827	46	20	usch	usch	PROPN
ajfa-1827	46	21	(	(	PUNCT
ajfa-1827	46	22	1991	1991	NUM
ajfa-1827	46	23	)	)	PUNCT
ajfa-1827	46	24	re	re	VERB
ajfa-1827	46	25	interest	interest	NOUN
ajfa-1827	46	26	ra	ra	PROPN
ajfa-1827	46	27	erest	erest	ADV
ajfa-1827	46	28	in	in	ADP
ajfa-1827	46	29	rese	rese	NOUN
ajfa-1827	46	30	modeling	model	VERB
ajfa-1827	46	31	the	the	DET
ajfa-1827	46	32	rch	rch	NOUN
ajfa-1827	46	33	(	(	PUNCT
ajfa-1827	46	34	fractio	fractio	ADJ
ajfa-1827	46	35	velopment	velopment	ADJ
ajfa-1827	46	36	o	o	PROPN
ajfa-1827	46	37	ses	ses	PROPN
ajfa-1827	46	38	,	,	PUNCT
ajfa-1827	46	39	they	they	PRON
ajfa-1827	46	40	are	be	AUX
ajfa-1827	46	41	roponents	roponent	NOUN
ajfa-1827	46	42	o	o	NOUN
ajfa-1827	46	43	dependence	dependence	NOUN
ajfa-1827	46	44	vocate	vocate	VERB
ajfa-1827	46	45	the	the	DET
ajfa-1827	46	46	a	a	DET
ajfa-1827	46	47	predict	predict	NOUN
ajfa-1827	46	48	futu	futu	PROPN
ajfa-1827	46	49	an	an	DET
ajfa-1827	46	50	academ	academ	ADJ
ajfa-1827	46	51	tools	tool	NOUN
ajfa-1827	46	52	for	for	ADP
ajfa-1827	46	53	th	th	NOUN
ajfa-1827	46	54	,	,	PUNCT
ajfa-1827	46	55	the	the	DET
ajfa-1827	46	56	study	study	NOUN
ajfa-1827	46	57	o	o	NOUN
ajfa-1827	46	58	500	500	NUM
ajfa-1827	46	59	can	can	AUX
ajfa-1827	46	60	be	be	AUX
ajfa-1827	46	61	c	c	NOUN
ajfa-1827	46	62	endencies	endencie	NOUN
ajfa-1827	46	63	lo	lo	PROPN
ajfa-1827	46	64	nd	nd	INTJ
ajfa-1827	46	65	(	(	PUNCT
ajfa-1827	46	66	1999	1999	NUM
ajfa-1827	46	67	)	)	PUNCT
ajfa-1827	46	68	tudied	tudie	VERB
ajfa-1827	46	69	the	the	DET
ajfa-1827	46	70	lo	lo	PROPN
ajfa-1827	46	71	nd	nd	ADV
ajfa-1827	46	72	nath	nath	NOUN
ajfa-1827	46	73	(	(	PUNCT
ajfa-1827	46	74	200	200	NUM
ajfa-1827	46	75	y	y	PROPN
ajfa-1827	46	76	nifty	nifty	ADJ
ajfa-1827	46	77	ind	ind	NOUN
ajfa-1827	46	78	he	he	PRON
ajfa-1827	46	79	paper	paper	VERB
ajfa-1827	46	80	is	be	AUX
ajfa-1827	46	81	k	k	PROPN
ajfa-1827	46	82	markets	market	NOUN
ajfa-1827	46	83	w	w	ADP
ajfa-1827	46	84	economy	economy	NOUN
ajfa-1827	46	85	,	,	PUNCT
ajfa-1827	46	86	as	as	SCONJ
ajfa-1827	46	87	mory	mory	NOUN
ajfa-1827	46	88	in	in	ADP
ajfa-1827	46	89	stoc	stoc	NOUN
ajfa-1827	46	90	he	he	PRON
ajfa-1827	46	91	developed	develop	VERB
ajfa-1827	46	92	d	d	PROPN
ajfa-1827	46	93	the	the	DET
ajfa-1827	46	94	usa	usa	PROPN
ajfa-1827	46	95	,	,	PUNCT
ajfa-1827	46	96	ypt	ypt	PROPN
ajfa-1827	46	97	,	,	PUNCT
ajfa-1827	46	98	saudi	saudi	PROPN
ajfa-1827	46	99	a	a	PRON
ajfa-1827	46	100	of	of	ADP
ajfa-1827	46	101	turkey	turkey	NOUN
ajfa-1827	46	102	,	,	PUNCT
ajfa-1827	46	103	i	i	PRON
ajfa-1827	46	104	e	e	NOUN
ajfa-1827	46	105	will	will	AUX
ajfa-1827	46	106	expos	expos	NOUN
ajfa-1827	46	107	will	will	AUX
ajfa-1827	46	108	then	then	ADV
ajfa-1827	46	109	se	se	VERB
ajfa-1827	46	110	i	i	PRON
ajfa-1827	46	111	m	m	VERB
ajfa-1827	46	112	a	a	DET
ajfa-1827	46	113	model	model	ADJ
ajfa-1827	46	114	iew	iew	PROPN
ajfa-1827	46	115	of	of	ADP
ajfa-1827	46	116	long	long	ADJ
ajfa-1827	46	117	m	m	PROPN
ajfa-1827	46	118	omb	omb	NOUN
ajfa-1827	46	119	and	and	CCONJ
ajfa-1827	46	120	th	th	X
ajfa-1827	46	121	ure	ure	NOUN
ajfa-1827	46	122	of	of	ADP
ajfa-1827	46	123	long	long	ADJ
ajfa-1827	46	124	ndelbrot	ndelbrot	PROPN
ajfa-1827	46	125	an	an	PRON
ajfa-1827	46	126	for	for	ADP
ajfa-1827	46	127	depend	depend	NOUN
ajfa-1827	46	128	of	of	ADP
ajfa-1827	46	129	many	many	ADJ
ajfa-1827	46	130	co	co	NOUN
ajfa-1827	46	131	debusch	debusch	NOUN
ajfa-1827	46	132	(	(	PUNCT
ajfa-1827	46	133	19	19	NUM
ajfa-1827	46	134	)	)	PUNCT
ajfa-1827	46	135	on	on	ADP
ajfa-1827	46	136	consum	consum	ADJ
ajfa-1827	46	137	ates	ates	PROPN
ajfa-1827	46	138	or	or	CCONJ
ajfa-1827	46	139	lo	lo	PROPN
ajfa-1827	46	140	(	(	PUNCT
ajfa-1827	46	141	earch	earch	PROPN
ajfa-1827	46	142	on	on	ADP
ajfa-1827	46	143	lo	lo	PROPN
ajfa-1827	46	144	e	e	PROPN
ajfa-1827	46	145	volatility	volatility	NOUN
ajfa-1827	46	146	onally	onally	ADV
ajfa-1827	46	147	see	see	VERB
ajfa-1827	46	148	b	b	PROPN
ajfa-1827	46	149	of	of	ADP
ajfa-1827	46	150	these	these	DET
ajfa-1827	46	151	var	var	NOUN
ajfa-1827	46	152	e	e	NOUN
ajfa-1827	46	153	relatively	relatively	ADV
ajfa-1827	46	154	of	of	ADP
ajfa-1827	46	155	efficienc	efficienc	NOUN
ajfa-1827	46	156	e	e	X
ajfa-1827	46	157	where	where	SCONJ
ajfa-1827	46	158	de	de	ADP
ajfa-1827	46	159	absence	absence	NOUN
ajfa-1827	46	160	of	of	ADP
ajfa-1827	46	161	lo	lo	PROPN
ajfa-1827	46	162	ure	ure	PROPN
ajfa-1827	46	163	perform	perform	VERB
ajfa-1827	46	164	ic	ic	NOUN
ajfa-1827	46	165	or	or	CCONJ
ajfa-1827	46	166	practic	practic	ADJ
ajfa-1827	46	167	he	he	PRON
ajfa-1827	46	168	developm	developm	VERB
ajfa-1827	46	169	of	of	ADP
ajfa-1827	46	170	hsieh	hsieh	PROPN
ajfa-1827	46	171	(	(	PUNCT
ajfa-1827	46	172	19	19	NUM
ajfa-1827	46	173	considered	consider	VERB
ajfa-1827	46	174	f	f	PROPN
ajfa-1827	46	175	ong	ong	ADJ
ajfa-1827	46	176	-	-	PUNCT
ajfa-1827	46	177	term	term	NOUN
ajfa-1827	46	178	ret	ret	PROPN
ajfa-1827	46	179	studied	study	VERB
ajfa-1827	46	180	the	the	DET
ajfa-1827	46	181	ong	ong	ADJ
ajfa-1827	46	182	-	-	PUNCT
ajfa-1827	46	183	term	term	NOUN
ajfa-1827	46	184	de	de	X
ajfa-1827	46	185	01	01	NUM
ajfa-1827	46	186	)	)	PUNCT
ajfa-1827	46	187	attempt	attempt	NOUN
ajfa-1827	46	188	dices	dice	NOUN
ajfa-1827	46	189	.	.	PROPN
ajfa-1827	46	190	to	to	PART
ajfa-1827	46	191	test	test	VERB
ajfa-1827	46	192	stoc	stoc	VERB
ajfa-1827	46	193	with	with	ADP
ajfa-1827	46	194	a	a	DET
ajfa-1827	46	195	wider	wide	ADJ
ajfa-1827	46	196	s	s	PRON
ajfa-1827	46	197	an	an	DET
ajfa-1827	46	198	attempt	attempt	NOUN
ajfa-1827	46	199	ck	ck	ADP
ajfa-1827	46	200	returns	return	VERB
ajfa-1827	46	201	an	an	DET
ajfa-1827	46	202	d	d	NOUN
ajfa-1827	46	203	stock	stock	NOUN
ajfa-1827	46	204	mar	mar	PROPN
ajfa-1827	46	205	it	it	PRON
ajfa-1827	46	206	also	also	ADV
ajfa-1827	46	207	inclu	inclu	PROPN
ajfa-1827	46	208	arabia	arabia	PROPN
ajfa-1827	46	209	,	,	PUNCT
ajfa-1827	46	210	sou	sou	PROPN
ajfa-1827	46	211	indonesia	indonesia	PROPN
ajfa-1827	46	212	,	,	PUNCT
ajfa-1827	46	213	b	b	X
ajfa-1827	46	214	se	se	X
ajfa-1827	46	215	,	,	PUNCT
ajfa-1827	46	216	first	first	ADV
ajfa-1827	46	217	,	,	PUNCT
ajfa-1827	46	218	a	a	DET
ajfa-1827	46	219	li	li	NOUN
ajfa-1827	46	220	et	et	NOUN
ajfa-1827	46	221	out	out	ADP
ajfa-1827	46	222	,	,	PUNCT
ajfa-1827	46	223	in	in	ADP
ajfa-1827	46	224	th	th	NUM
ajfa-1827	46	225	l	l	NOUN
ajfa-1827	46	226	,	,	PUNCT
ajfa-1827	46	227	then	then	ADV
ajfa-1827	46	228	we	we	PRON
ajfa-1827	46	229	memory	memory	NOUN
ajfa-1827	46	230	app	app	PROPN
ajfa-1827	46	231	he	he	PRON
ajfa-1827	46	232	chemist	chemist	NOUN
ajfa-1827	46	233	g	g	NOUN
ajfa-1827	46	234	-	-	PUNCT
ajfa-1827	46	235	term	term	NOUN
ajfa-1827	46	236	beca	beca	NOUN
ajfa-1827	47	1	nd	nd	PROPN
ajfa-1827	47	2	wallis	wallis	PROPN
ajfa-1827	47	3	(	(	PUNCT
ajfa-1827	47	4	dence	dence	NOUN
ajfa-1827	47	5	struct	struct	NOUN
ajfa-1827	47	6	ontributions	ontribution	NOUN
ajfa-1827	47	7	989	989	NUM
ajfa-1827	47	8	)	)	PUNCT
ajfa-1827	47	9	and	and	CCONJ
ajfa-1827	47	10	s	s	VERB
ajfa-1827	47	11	mption	mption	NOUN
ajfa-1827	47	12	,	,	PUNCT
ajfa-1827	47	13	she	she	PRON
ajfa-1827	47	14	(	(	PUNCT
ajfa-1827	47	15	1991	1991	NUM
ajfa-1827	47	16	)	)	PUNCT
ajfa-1827	47	17	on	on	ADP
ajfa-1827	47	18	th	th	NUM
ajfa-1827	47	19	ng	ng	PROPN
ajfa-1827	47	20	memory	memory	NOUN
ajfa-1827	47	21	of	of	ADP
ajfa-1827	47	22	the	the	DET
ajfa-1827	47	23	serie	serie	PROPN
ajfa-1827	47	24	bollerslev	bollerslev	NOUN
ajfa-1827	47	25	a	a	DET
ajfa-1827	47	26	rious	rious	ADJ
ajfa-1827	47	27	resear	resear	NOUN
ajfa-1827	47	28	rare	rare	ADJ
ajfa-1827	47	29	in	in	ADP
ajfa-1827	47	30	the	the	DET
ajfa-1827	47	31	381	381	NUM
ajfa-1827	47	32	cy	cy	NOUN
ajfa-1827	47	33	seem	seem	VERB
ajfa-1827	47	34	to	to	ADP
ajfa-1827	47	35	ependence	ependence	PROPN
ajfa-1827	47	36	b	b	PROPN
ajfa-1827	47	37	ong	ong	PROPN
ajfa-1827	47	38	memor	memor	PROPN
ajfa-1827	47	39	mance	mance	NOUN
ajfa-1827	47	40	from	from	ADP
ajfa-1827	47	41	p	p	DET
ajfa-1827	47	42	cal	cal	ADJ
ajfa-1827	47	43	point	point	NOUN
ajfa-1827	47	44	of	of	ADP
ajfa-1827	47	45	ment	ment	NOUN
ajfa-1827	47	46	of	of	ADP
ajfa-1827	47	47	chao	chao	PROPN
ajfa-1827	47	48	991	991	NUM
ajfa-1827	47	49	)	)	PUNCT
ajfa-1827	47	50	in	in	ADP
ajfa-1827	47	51	the	the	DET
ajfa-1827	47	52	following	follow	VERB
ajfa-1827	47	53	a	a	DET
ajfa-1827	47	54	turns	turn	NOUN
ajfa-1827	47	55	of	of	ADP
ajfa-1827	47	56	the	the	DET
ajfa-1827	47	57	e	e	NOUN
ajfa-1827	47	58	returns	return	NOUN
ajfa-1827	47	59	of	of	ADP
ajfa-1827	47	60	ependencies	ependencie	NOUN
ajfa-1827	47	61	ted	te	VERB
ajfa-1827	47	62	to	to	PART
ajfa-1827	47	63	test	test	VERB
ajfa-1827	47	64	th	th	X
ajfa-1827	47	65	ck	ck	PROPN
ajfa-1827	47	66	index	index	NOUN
ajfa-1827	47	67	ret	ret	PROPN
ajfa-1827	47	68	developme	developme	PROPN
ajfa-1827	47	69	t	t	PROPN
ajfa-1827	47	70	to	to	PART
ajfa-1827	47	71	provide	provide	VERB
ajfa-1827	47	72	nd	nd	INTJ
ajfa-1827	47	73	the	the	DET
ajfa-1827	47	74	level	level	NOUN
ajfa-1827	47	75	rkets	rket	NOUN
ajfa-1827	47	76	of	of	ADP
ajfa-1827	47	77	us	we	PRON
ajfa-1827	47	78	udes	ude	NOUN
ajfa-1827	47	79	,	,	PUNCT
ajfa-1827	47	80	in	in	ADP
ajfa-1827	47	81	add	add	VERB
ajfa-1827	47	82	uth	uth	PROPN
ajfa-1827	47	83	korea	korea	PROPN
ajfa-1827	47	84	,	,	PUNCT
ajfa-1827	47	85	brazil	brazil	PROPN
ajfa-1827	47	86	,	,	PUNCT
ajfa-1827	47	87	mexi	mexi	PROPN
ajfa-1827	47	88	iterature	iterature	PROPN
ajfa-1827	47	89	rev	rev	VERB
ajfa-1827	47	90	he	he	PRON
ajfa-1827	47	91	second	second	ADV
ajfa-1827	47	92	se	se	PROPN
ajfa-1827	47	93	will	will	AUX
ajfa-1827	47	94	show	show	VERB
ajfa-1827	47	95	peared	peare	VERB
ajfa-1827	47	96	in	in	ADP
ajfa-1827	47	97	t	t	PROPN
ajfa-1827	47	98	student	student	NOUN
ajfa-1827	47	99	.	.	PUNCT
ajfa-1827	48	1	t	t	PROPN
ajfa-1827	48	2	ame	ame	PROPN
ajfa-1827	48	3	import	import	PROPN
ajfa-1827	48	4	(	(	PUNCT
ajfa-1827	48	5	1968	1968	NUM
ajfa-1827	48	6	)	)	PUNCT
ajfa-1827	48	7	,	,	PUNCT
ajfa-1827	48	8	ma	ma	PROPN
ajfa-1827	48	9	tures	ture	NOUN
ajfa-1827	48	10	in	in	ADP
ajfa-1827	48	11	lon	lon	PROPN
ajfa-1827	48	12	.	.	PUNCT
ajfa-1827	49	1	among	among	ADP
ajfa-1827	49	2	th	th	X
ajfa-1827	49	3	sowell	sowell	PROPN
ajfa-1827	49	4	(	(	PUNCT
ajfa-1827	49	5	19	19	NUM
ajfa-1827	49	6	ea	ea	NOUN
ajfa-1827	49	7	(	(	PUNCT
ajfa-1827	49	8	1991	1991	NUM
ajfa-1827	49	9	)	)	PUNCT
ajfa-1827	49	10	a	a	DET
ajfa-1827	49	11	he	he	PRON
ajfa-1827	49	12	stock	stock	NOUN
ajfa-1827	49	13	ma	ma	PROPN
ajfa-1827	49	14	y	y	PROPN
ajfa-1827	49	15	is	be	AUX
ajfa-1827	49	16	further	far	ADV
ajfa-1827	49	17	es	es	VERB
ajfa-1827	49	18	through	through	ADP
ajfa-1827	49	19	a	a	PRON
ajfa-1827	49	20	and	and	CCONJ
ajfa-1827	49	21	mikkel	mikkel	PROPN
ajfa-1827	49	22	rch	rch	PROPN
ajfa-1827	49	23	studies	studies	PROPN
ajfa-1827	49	24	literature	literature	PROPN
ajfa-1827	49	25	.	.	PUNCT
ajfa-1827	50	1	b	b	X
ajfa-1827	50	2	asian	asian	ADJ
ajfa-1827	50	3	o	o	X
ajfa-1827	50	4	accept	accept	VERB
ajfa-1827	50	5	th	th	PRON
ajfa-1827	50	6	between	between	ADP
ajfa-1827	50	7	ob	ob	ADP
ajfa-1827	50	8	ry	ry	NOUN
ajfa-1827	50	9	in	in	ADP
ajfa-1827	50	10	these	these	PRON
ajfa-1827	50	11	s	s	PART
ajfa-1827	50	12	past	past	ADJ
ajfa-1827	50	13	one	one	NUM
ajfa-1827	50	14	is	be	AUX
ajfa-1827	50	15	o	o	PROPN
ajfa-1827	50	16	f	f	NOUN
ajfa-1827	50	17	view	view	NOUN
ajfa-1827	50	18	.	.	PUNCT
ajfa-1827	51	1	os	os	PROPN
ajfa-1827	51	2	theory	theory	NOUN
ajfa-1827	51	3	on	on	ADP
ajfa-1827	51	4	u.s	u.s	PROPN
ajfa-1827	51	5	.	.	PROPN
ajfa-1827	51	6	marke	marke	PROPN
ajfa-1827	51	7	random	random	PROPN
ajfa-1827	51	8	wa	wa	PROPN
ajfa-1827	51	9	dow	dow	PROPN
ajfa-1827	51	10	jones	jones	PROPN
ajfa-1827	51	11	f	f	PROPN
ajfa-1827	51	12	major	major	PROPN
ajfa-1827	51	13	ma	ma	PROPN
ajfa-1827	51	14	s	s	PROPN
ajfa-1827	51	15	indices	index	NOUN
ajfa-1827	51	16	of	of	ADP
ajfa-1827	51	17	he	he	PRON
ajfa-1827	51	18	presence	presence	NOUN
ajfa-1827	51	19	turns	turn	VERB
ajfa-1827	51	20	for	for	ADP
ajfa-1827	51	21	lo	lo	PROPN
ajfa-1827	51	22	nt	not	PART
ajfa-1827	51	23	spectrum	spectrum	NOUN
ajfa-1827	51	24	e	e	PROPN
ajfa-1827	51	25	further	far	ADV
ajfa-1827	51	26	inte	inte	VERB
ajfa-1827	51	27	l	l	NOUN
ajfa-1827	51	28	of	of	ADP
ajfa-1827	51	29	stock	stock	PROPN
ajfa-1827	51	30	m	m	PROPN
ajfa-1827	51	31	sa	sa	PROPN
ajfa-1827	51	32	,	,	PUNCT
ajfa-1827	51	33	the	the	DET
ajfa-1827	51	34	fran	fran	PROPN
ajfa-1827	51	35	dition	dition	NOUN
ajfa-1827	51	36	to	to	ADP
ajfa-1827	51	37	the	the	DET
ajfa-1827	51	38	argentina	argentina	PROPN
ajfa-1827	51	39	,	,	PUNCT
ajfa-1827	51	40	ico	ico	PROPN
ajfa-1827	51	41	,	,	PUNCT
ajfa-1827	51	42	china	china	PROPN
ajfa-1827	51	43	,	,	PUNCT
ajfa-1827	51	44	view	view	NOUN
ajfa-1827	51	45	of	of	ADP
ajfa-1827	51	46	rese	rese	PROPN
ajfa-1827	51	47	ection	ection	PROPN
ajfa-1827	51	48	,	,	PUNCT
ajfa-1827	51	49	the	the	DET
ajfa-1827	51	50	c	c	NOUN
ajfa-1827	51	51	the	the	DET
ajfa-1827	51	52	empiric	empiric	NOUN
ajfa-1827	51	53	he	he	PRON
ajfa-1827	51	54	year	year	NOUN
ajfa-1827	51	55	18	18	NUM
ajfa-1827	51	56	the	the	DET
ajfa-1827	51	57	fact	fact	NOUN
ajfa-1827	51	58	th	th	X
ajfa-1827	51	59	tant	tant	PROPN
ajfa-1827	51	60	researc	researc	PROPN
ajfa-1827	51	61	ndelbrot	ndelbrot	NOUN
ajfa-1827	51	62	(	(	PUNCT
ajfa-1827	51	63	1	1	NUM
ajfa-1827	51	64	g	g	NOUN
ajfa-1827	51	65	-	-	PUNCT
ajfa-1827	51	66	term	term	NOUN
ajfa-1827	51	67	econ	econ	NOUN
ajfa-1827	51	68	hese	hese	PROPN
ajfa-1827	51	69	studies	study	NOUN
ajfa-1827	51	70	992	992	NUM
ajfa-1827	51	71	)	)	PUNCT
ajfa-1827	51	72	on	on	ADP
ajfa-1827	51	73	the	the	DET
ajfa-1827	51	74	and	and	CCONJ
ajfa-1827	51	75	backus	backus	PROPN
ajfa-1827	51	76	arket	arket	NOUN
ajfa-1827	51	77	.	.	PUNCT
ajfa-1827	52	1	highlighted	highlight	VERB
ajfa-1827	52	2	arfima	arfima	PROPN
ajfa-1827	52	3	p	p	PROPN
ajfa-1827	52	4	lsen	lsen	PROPN
ajfa-1827	52	5	(	(	PUNCT
ajfa-1827	52	6	1996	1996	NUM
ajfa-1827	52	7	)	)	PUNCT
ajfa-1827	52	8	of	of	ADP
ajfa-1827	52	9	the	the	DET
ajfa-1827	52	10	fore	fore	NOUN
ajfa-1827	52	11	baillie	baillie	PROPN
ajfa-1827	52	12	(	(	PUNCT
ajfa-1827	52	13	199	199	NUM
ajfa-1827	52	14	n	n	PRON
ajfa-1827	52	15	journal	journal	NOUN
ajfa-1827	52	16	of	of	ADP
ajfa-1827	52	17	f	f	PROPN
ajfa-1827	52	18	e	e	PROPN
ajfa-1827	52	19	predictab	predictab	PROPN
ajfa-1827	52	20	bservations	bservation	NOUN
ajfa-1827	52	21	ame	ame	PROPN
ajfa-1827	52	22	series	series	PROPN
ajfa-1827	52	23	.	.	PUNCT
ajfa-1827	53	1	observed	observe	VERB
ajfa-1827	53	2	to	to	ADP
ajfa-1827	53	3	b	b	PROPN
ajfa-1827	53	4	n	n	CCONJ
ajfa-1827	53	5	economic	economic	PROPN
ajfa-1827	53	6	t	t	PROPN
ajfa-1827	53	7	raises	raise	VERB
ajfa-1827	53	8	man	man	NOUN
ajfa-1827	53	9	lk	lk	PROPN
ajfa-1827	53	10	,	,	PUNCT
ajfa-1827	53	11	the	the	DET
ajfa-1827	53	12	same	same	ADJ
ajfa-1827	53	13	industrial	industrial	NOUN
ajfa-1827	53	14	.	.	PUNCT
ajfa-1827	54	1	o	o	NOUN
ajfa-1827	54	2	arket	arket	NOUN
ajfa-1827	54	3	indice	indice	NOUN
ajfa-1827	54	4	seven	seven	NUM
ajfa-1827	54	5	indus	indus	NOUN
ajfa-1827	54	6	of	of	ADP
ajfa-1827	54	7	long	long	ADV
ajfa-1827	54	8	me	i	PRON
ajfa-1827	54	9	ng	ng	PROPN
ajfa-1827	54	10	memory	memory	PROPN
ajfa-1827	54	11	m	m	PROPN
ajfa-1827	54	12	in	in	ADP
ajfa-1827	54	13	terms	term	NOUN
ajfa-1827	54	14	o	o	X
ajfa-1827	54	15	ernational	ernational	ADJ
ajfa-1827	54	16	e	e	NOUN
ajfa-1827	54	17	market	market	NOUN
ajfa-1827	54	18	devel	devel	NOUN
ajfa-1827	54	19	nce	nce	NOUN
ajfa-1827	54	20	,	,	PUNCT
ajfa-1827	54	21	the	the	DET
ajfa-1827	54	22	ger	ger	NOUN
ajfa-1827	54	23	e	e	NOUN
ajfa-1827	54	24	emerging	emerge	VERB
ajfa-1827	54	25	m	m	PROPN
ajfa-1827	54	26	australia	australia	PROPN
ajfa-1827	54	27	,	,	PUNCT
ajfa-1827	54	28	india	india	PROPN
ajfa-1827	54	29	and	and	CCONJ
ajfa-1827	54	30	r	r	NOUN
ajfa-1827	54	31	earches	earche	VERB
ajfa-1827	54	32	mad	mad	ADJ
ajfa-1827	54	33	concept	concept	NOUN
ajfa-1827	54	34	of	of	ADP
ajfa-1827	54	35	h	h	PROPN
ajfa-1827	54	36	cal	cal	PROPN
ajfa-1827	54	37	evidenc	evidenc	PROPN
ajfa-1827	54	38	895	895	NUM
ajfa-1827	54	39	from	from	ADP
ajfa-1827	54	40	o	o	NOUN
ajfa-1827	54	41	hat	hat	NOUN
ajfa-1827	54	42	time	time	NOUN
ajfa-1827	54	43	ser	ser	NOUN
ajfa-1827	54	44	ch	ch	NOUN
ajfa-1827	54	45	topic	topic	NOUN
ajfa-1827	54	46	in	in	ADP
ajfa-1827	54	47	972	972	NUM
ajfa-1827	54	48	)	)	PUNCT
ajfa-1827	54	49	and	and	CCONJ
ajfa-1827	54	50	m	m	NOUN
ajfa-1827	54	51	nomic	nomic	ADJ
ajfa-1827	54	52	and	and	CCONJ
ajfa-1827	54	53	s	s	VERB
ajfa-1827	54	54	may	may	AUX
ajfa-1827	54	55	be	be	AUX
ajfa-1827	54	56	m	m	PROPN
ajfa-1827	54	57	e	e	NOUN
ajfa-1827	54	58	real	real	ADJ
ajfa-1827	54	59	prod	prod	NOUN
ajfa-1827	54	60	s	s	NOUN
ajfa-1827	54	61	and	and	CCONJ
ajfa-1827	54	62	zin	zin	NOUN
ajfa-1827	54	63	(	(	PUNCT
ajfa-1827	54	64	d	d	NOUN
ajfa-1827	54	65	by	by	ADP
ajfa-1827	54	66	recent	recent	ADJ
ajfa-1827	54	67	process	process	NOUN
ajfa-1827	54	68	,	,	PUNCT
ajfa-1827	54	69	lead	lead	VERB
ajfa-1827	54	70	integrated	integrate	VERB
ajfa-1827	54	71	ecast	ecast	ADJ
ajfa-1827	54	72	series	series	NOUN
ajfa-1827	54	73	96	96	NUM
ajfa-1827	54	74	)	)	PUNCT
ajfa-1827	54	75	,	,	PUNCT
ajfa-1827	54	76	doukha	doukha	NOUN
ajfa-1827	54	77	finance	finance	PROPN
ajfa-1827	54	78	&	&	CCONJ
ajfa-1827	54	79	ac	ac	PROPN
ajfa-1827	54	80	issn	issn	PROPN
ajfa-1827	54	81	19	19	NUM
ajfa-1827	54	82	2012	2012	NUM
ajfa-1827	54	83	,	,	PUNCT
ajfa-1827	54	84	vol	vol	NOUN
ajfa-1827	54	85	.	.	PUNCT
ajfa-1827	55	1	www.macrothi	www.macrothi	DET
ajfa-1827	55	2	bility	bility	NOUN
ajfa-1827	55	3	of	of	ADP
ajfa-1827	55	4	sh	sh	NOUN
ajfa-1827	55	5	of	of	ADP
ajfa-1827	55	6	short	short	NOUN
ajfa-1827	55	7	-	-	PUNCT
ajfa-1827	55	8	te	te	NOUN
ajfa-1827	55	9	be	be	AUX
ajfa-1827	55	10	a	a	DET
ajfa-1827	55	11	crucial	crucial	ADJ
ajfa-1827	55	12	c	c	NOUN
ajfa-1827	55	13	and	and	CCONJ
ajfa-1827	55	14	financ	financ	PROPN
ajfa-1827	55	15	ny	ny	PROPN
ajfa-1827	55	16	doubts	doubt	VERB
ajfa-1827	55	17	a	a	DET
ajfa-1827	55	18	e	e	NOUN
ajfa-1827	55	19	way	way	NOUN
ajfa-1827	55	20	peter	peter	PROPN
ajfa-1827	55	21	opong	opong	PROPN
ajfa-1827	55	22	,	,	PUNCT
ajfa-1827	55	23	mu	mu	PROPN
ajfa-1827	55	24	es	es	PROPN
ajfa-1827	55	25	of	of	ADP
ajfa-1827	55	26	engla	engla	PROPN
ajfa-1827	55	27	strialized	strialize	VERB
ajfa-1827	55	28	co	co	PROPN
ajfa-1827	55	29	emory	emory	PROPN
ajfa-1827	55	30	in	in	ADP
ajfa-1827	55	31	th	th	PROPN
ajfa-1827	55	32	y	y	NOUN
ajfa-1827	55	33	using	use	VERB
ajfa-1827	55	34	data	datum	NOUN
ajfa-1827	55	35	of	of	ADP
ajfa-1827	55	36	size	size	NOUN
ajfa-1827	55	37	,	,	PUNCT
ajfa-1827	55	38	liqui	liqui	NOUN
ajfa-1827	55	39	evidence	evidence	NOUN
ajfa-1827	55	40	on	on	ADP
ajfa-1827	55	41	lopment	lopment	NOUN
ajfa-1827	55	42	.	.	PUNCT
ajfa-1827	56	1	w	w	PROPN
ajfa-1827	56	2	rmany	rmany	NOUN
ajfa-1827	56	3	the	the	DET
ajfa-1827	56	4	i	i	PROPN
ajfa-1827	56	5	markets	market	NOUN
ajfa-1827	56	6	of	of	ADP
ajfa-1827	56	7	those	those	PRON
ajfa-1827	56	8	of	of	ADP
ajfa-1827	56	9	th	th	X
ajfa-1827	56	10	russia	russia	PROPN
ajfa-1827	56	11	.	.	PUNCT
ajfa-1827	57	1	de	de	ADV
ajfa-1827	57	2	on	on	ADP
ajfa-1827	57	3	the	the	DET
ajfa-1827	57	4	co	co	PROPN
ajfa-1827	57	5	hurst	hurst	PROPN
ajfa-1827	57	6	expon	expon	PROPN
ajfa-1827	57	7	ce	ce	PROPN
ajfa-1827	57	8	.	.	PUNCT
ajfa-1827	58	1	finally	finally	ADV
ajfa-1827	58	2	,	,	PUNCT
ajfa-1827	58	3	observations	observation	NOUN
ajfa-1827	58	4	ries	rie	NOUN
ajfa-1827	58	5	may	may	AUX
ajfa-1827	58	6	e	e	NOUN
ajfa-1827	58	7	n	n	DET
ajfa-1827	58	8	economic	economic	ADJ
ajfa-1827	58	9	mcleod	mcleod	PROPN
ajfa-1827	58	10	an	an	DET
ajfa-1827	58	11	financial	financial	PROPN
ajfa-1827	58	12	se	se	PROPN
ajfa-1827	58	13	mentioned	mention	VERB
ajfa-1827	58	14	t	t	PROPN
ajfa-1827	58	15	duct	duct	NOUN
ajfa-1827	58	16	,	,	PUNCT
ajfa-1827	58	17	dieb	dieb	PROPN
ajfa-1827	58	18	(	(	PUNCT
ajfa-1827	58	19	1993	1993	NUM
ajfa-1827	58	20	)	)	PUNCT
ajfa-1827	58	21	on	on	ADP
ajfa-1827	58	22	t	t	PROPN
ajfa-1827	58	23	developmen	developman	NOUN
ajfa-1827	58	24	ding	de	VERB
ajfa-1827	58	25	to	to	ADP
ajfa-1827	58	26	the	the	DET
ajfa-1827	58	27	garch	garch	NOUN
ajfa-1827	58	28	)	)	PUNCT
ajfa-1827	58	29	.	.	PUNCT
ajfa-1827	59	1	through	through	ADP
ajfa-1827	59	2	a	a	DET
ajfa-1827	59	3	an	an	PRON
ajfa-1827	59	4	et	et	NOUN
ajfa-1827	59	5	al	al	PROPN
ajfa-1827	59	6	.	.	PUNCT
ajfa-1827	60	1	(	(	PUNCT
ajfa-1827	60	2	20	20	NUM
ajfa-1827	60	3	ccounting	ccounte	VERB
ajfa-1827	60	4	946	946	NUM
ajfa-1827	60	5	-	-	PUNCT
ajfa-1827	60	6	052x	052x	NOUN
ajfa-1827	60	7	4	4	NUM
ajfa-1827	60	8	,	,	PUNCT
ajfa-1827	60	9	no	no	INTJ
ajfa-1827	60	10	.	.	NOUN
ajfa-1827	60	11	2	2	NUM
ajfa-1827	60	12	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	60	13	hort	hort	NOUN
ajfa-1827	60	14	-	-	PUNCT
ajfa-1827	60	15	term	term	NOUN
ajfa-1827	60	16	erm	erm	PROPN
ajfa-1827	60	17	)	)	PUNCT
ajfa-1827	60	18	but	but	CCONJ
ajfa-1827	60	19	l	l	NOUN
ajfa-1827	60	20	issue	issue	NOUN
ajfa-1827	60	21	in	in	ADP
ajfa-1827	60	22	cial	cial	ADJ
ajfa-1827	60	23	data	datum	NOUN
ajfa-1827	60	24	about	about	ADP
ajfa-1827	60	25	the	the	DET
ajfa-1827	60	26	rs	rs	NOUN
ajfa-1827	60	27	(	(	PUNCT
ajfa-1827	60	28	1994	1994	NUM
ajfa-1827	60	29	)	)	PUNCT
ajfa-1827	60	30	ulholland	ulholland	NOUN
ajfa-1827	60	31	,	,	PUNCT
ajfa-1827	60	32	and	and	CCONJ
ajfa-1827	60	33	,	,	PUNCT
ajfa-1827	60	34	and	and	CCONJ
ajfa-1827	60	35	ountries	ountrie	NOUN
ajfa-1827	60	36	.	.	PUNCT
ajfa-1827	61	1	he	he	PRON
ajfa-1827	61	2	indian	indian	VERB
ajfa-1827	61	3	a	a	PRON
ajfa-1827	61	4	from	from	ADP
ajfa-1827	61	5	a	a	DET
ajfa-1827	61	6	idity	idity	NOUN
ajfa-1827	61	7	and	and	CCONJ
ajfa-1827	61	8	n	n	DET
ajfa-1827	61	9	the	the	DET
ajfa-1827	61	10	link	link	NOUN
ajfa-1827	61	11	while	while	SCONJ
ajfa-1827	61	12	the	the	DET
ajfa-1827	61	13	italy	italy	PROPN
ajfa-1827	61	14	,	,	PUNCT
ajfa-1827	61	15	the	the	DET
ajfa-1827	61	16	tunisia	tunisia	NOUN
ajfa-1827	61	17	,	,	PUNCT
ajfa-1827	61	18	he	he	PRON
ajfa-1827	61	19	seven	seven	NUM
ajfa-1827	61	20	oncept	oncept	NOUN
ajfa-1827	61	21	of	of	ADP
ajfa-1827	61	22	nent	nent	NOUN
ajfa-1827	61	23	,	,	PUNCT
ajfa-1827	61	24	the	the	DET
ajfa-1827	61	25	we	we	PRON
ajfa-1827	61	26	will	will	AUX
ajfa-1827	61	27	s	s	PROPN
ajfa-1827	61	28	of	of	ADP
ajfa-1827	61	29	the	the	DET
ajfa-1827	61	30	exhibit	exhibit	NOUN
ajfa-1827	62	1	a	a	DET
ajfa-1827	62	2	s.	s.	PROPN
ajfa-1827	62	3	hurst	hurst	PROPN
ajfa-1827	62	4	nd	nd	PROPN
ajfa-1827	62	5	hipel	hipel	PROPN
ajfa-1827	62	6	eries	erie	NOUN
ajfa-1827	62	7	has	have	VERB
ajfa-1827	62	8	those	those	PRON
ajfa-1827	62	9	of	of	ADP
ajfa-1827	62	10	old	old	ADJ
ajfa-1827	62	11	and	and	CCONJ
ajfa-1827	62	12	the	the	DET
ajfa-1827	62	13	term	term	NOUN
ajfa-1827	62	14	nts	nt	NOUN
ajfa-1827	62	15	back	back	NOUN
ajfa-1827	62	16	process	process	NOUN
ajfa-1827	62	17	despite	despite	SCONJ
ajfa-1827	62	18	arfima	arfima	PROPN
ajfa-1827	62	19	003	003	NUM
ajfa-1827	62	20	)	)	PUNCT
ajfa-1827	62	21	and	and	CCONJ
ajfa-1827	62	22	robinso	robinso	NOUN
ajfa-1827	62	23	integrat	integrat	NOUN
ajfa-1827	62	24	davidso	davidso	VERB
ajfa-1827	62	25	nonline	nonline	PROPN
ajfa-1827	62	26	includin	includin	PROPN
ajfa-1827	62	27	of	of	ADP
ajfa-1827	62	28	exch	exch	PROPN
ajfa-1827	62	29	markets	market	NOUN
ajfa-1827	62	30	timotej	timotej	NOUN
ajfa-1827	62	31	analysis	analysis	NOUN
ajfa-1827	62	32	to	to	ADP
ajfa-1827	62	33	perfo	perfo	PROPN
ajfa-1827	62	34	suggest	suggest	VERB
ajfa-1827	62	35	czech	czech	PROPN
ajfa-1827	62	36	r	r	NOUN
ajfa-1827	62	37	of	of	ADP
ajfa-1827	62	38	lrd	lrd	PROPN
ajfa-1827	62	39	time	time	PROPN
ajfa-1827	62	40	w	w	PROPN
ajfa-1827	62	41	represen	represen	PROPN
ajfa-1827	62	42	david	david	PROPN
ajfa-1827	62	43	,	,	PUNCT
ajfa-1827	62	44	showing	show	VERB
ajfa-1827	62	45	evidenc	evidenc	NOUN
ajfa-1827	62	46	of	of	ADP
ajfa-1827	62	47	the	the	DET
ajfa-1827	62	48	volatilit	volatilit	NOUN
ajfa-1827	62	49	dissimil	dissimil	NOUN
ajfa-1827	62	50	manage	manage	VERB
ajfa-1827	62	51	we	we	PRON
ajfa-1827	62	52	pro	pro	X
ajfa-1827	62	53	indices	index	NOUN
ajfa-1827	62	54	averag	averag	PROPN
ajfa-1827	62	55	david	david	PROPN
ajfa-1827	62	56	g	g	PROPN
ajfa-1827	62	57	country	country	PROPN
ajfa-1827	62	58	period	period	NOUN
ajfa-1827	63	1	f	f	PROPN
ajfa-1827	63	2	present	present	ADJ
ajfa-1827	63	3	3	3	X
ajfa-1827	63	4	.	.	PUNCT
ajfa-1827	63	5	meth	meth	NOUN
ajfa-1827	63	6	to	to	ADP
ajfa-1827	63	7	dete	dete	PROPN
ajfa-1827	63	8	mandel	mandel	PROPN
ajfa-1827	63	9	standard	standard	PROPN
ajfa-1827	63	10	floods	flood	NOUN
ajfa-1827	63	11	.	.	PUNCT
ajfa-1827	64	1	ahurs	ahur	NOUN
ajfa-1827	64	2	the	the	PRON
ajfa-1827	64	3	in	in	ADP
ajfa-1827	64	4	hydrolo	hydrolo	NOUN
ajfa-1827	64	5	could	could	AUX
ajfa-1827	64	6	e	e	VERB
ajfa-1827	64	7	capacity	capacity	NOUN
ajfa-1827	64	8	on	on	ADP
ajfa-1827	64	9	(	(	PUNCT
ajfa-1827	64	10	1994	1994	NUM
ajfa-1827	64	11	,	,	PUNCT
ajfa-1827	64	12	2	2	NUM
ajfa-1827	64	13	tion	tion	NOUN
ajfa-1827	64	14	.	.	PUNCT
ajfa-1827	65	1	on	on	ADP
ajfa-1827	65	2	and	and	CCONJ
ajfa-1827	65	3	tera	tera	PROPN
ajfa-1827	65	4	earity	earity	NOUN
ajfa-1827	65	5	of	of	ADP
ajfa-1827	65	6	tim	tim	PROPN
ajfa-1827	65	7	ng	ng	PROPN
ajfa-1827	65	8	for	for	ADP
ajfa-1827	65	9	exam	exam	NOUN
ajfa-1827	65	10	hange	hange	PROPN
ajfa-1827	65	11	rates	rate	NOUN
ajfa-1827	65	12	s	s	PART
ajfa-1827	65	13	(	(	PUNCT
ajfa-1827	65	14	willinger	willinger	X
ajfa-1827	65	15	j	j	PROPN
ajfa-1827	65	16	jagric	jagric	PROPN
ajfa-1827	65	17	,	,	PUNCT
ajfa-1827	65	18	bo	bo	PROPN
ajfa-1827	65	19	s	s	VERB
ajfa-1827	65	20	of	of	ADP
ajfa-1827	65	21	long	long	ADJ
ajfa-1827	65	22	-	-	PUNCT
ajfa-1827	65	23	ra	ra	NOUN
ajfa-1827	65	24	orm	orm	NOUN
ajfa-1827	65	25	an	an	DET
ajfa-1827	65	26	anal	anal	ADJ
ajfa-1827	65	27	t	t	NOUN
ajfa-1827	65	28	that	that	PRON
ajfa-1827	65	29	we	we	PRON
ajfa-1827	65	30	ca	can	AUX
ajfa-1827	65	31	republic	republic	NOUN
ajfa-1827	65	32	,	,	PUNCT
ajfa-1827	66	1	h	h	NOUN
ajfa-1827	66	2	d	d	PROPN
ajfa-1827	66	3	(	(	PUNCT
ajfa-1827	66	4	poland	poland	PROPN
ajfa-1827	66	5	an	an	DET
ajfa-1827	66	6	window	window	NOUN
ajfa-1827	66	7	,	,	PUNCT
ajfa-1827	66	8	th	th	X
ajfa-1827	66	9	ntative	ntative	PROPN
ajfa-1827	66	10	for	for	ADP
ajfa-1827	66	11	t	t	PROPN
ajfa-1827	66	12	mcmillan	mcmillan	PROPN
ajfa-1827	66	13	,	,	PUNCT
ajfa-1827	66	14	g	g	ADP
ajfa-1827	66	15	that	that	DET
ajfa-1827	66	16	afric	afric	PROPN
ajfa-1827	66	17	ce	ce	PROPN
ajfa-1827	66	18	of	of	ADP
ajfa-1827	66	19	long	long	PROPN
ajfa-1827	66	20	m	m	VERB
ajfa-1827	66	21	uk	uk	PROPN
ajfa-1827	66	22	and	and	CCONJ
ajfa-1827	66	23	u	u	PRON
ajfa-1827	67	1	ty	ty	INTJ
ajfa-1827	67	2	is	be	AUX
ajfa-1827	67	3	mixed	mixed	ADJ
ajfa-1827	67	4	.	.	PUNCT
ajfa-1827	68	1	lar	lar	ADJ
ajfa-1827	68	2	across	across	ADP
ajfa-1827	68	3	m	m	PROPN
ajfa-1827	68	4	ement	ement	NOUN
ajfa-1827	68	5	strate	strate	NOUN
ajfa-1827	68	6	opose	opose	NOUN
ajfa-1827	68	7	to	to	PART
ajfa-1827	68	8	co	co	VERB
ajfa-1827	68	9	through	through	ADP
ajfa-1827	68	10	m	m	PROPN
ajfa-1827	68	11	e	e	NOUN
ajfa-1827	68	12	)	)	PUNCT
ajfa-1827	68	13	and	and	CCONJ
ajfa-1827	68	14	the	the	DET
ajfa-1827	68	15	w	w	PROPN
ajfa-1827	68	16	g.	g.	PROPN
ajfa-1827	68	17	mcmilla	mcmilla	PROPN
ajfa-1827	68	18	y	y	PROPN
ajfa-1827	68	19	indices	indice	VERB
ajfa-1827	68	20	cla	cla	NOUN
ajfa-1827	68	21	from	from	ADP
ajfa-1827	68	22	janua	janua	NOUN
ajfa-1827	68	23	in	in	ADP
ajfa-1827	68	24	long	long	ADJ
ajfa-1827	68	25	mem	mem	X
ajfa-1827	68	26	hodology	hodology	NOUN
ajfa-1827	68	27	ect	ect	VERB
ajfa-1827	68	28	the	the	DET
ajfa-1827	68	29	dep	dep	NOUN
ajfa-1827	68	30	lbrot	lbrot	PROPN
ajfa-1827	68	31	sugge	sugge	NOUN
ajfa-1827	69	1	d	d	PROPN
ajfa-1827	69	2	deviation	deviation	NOUN
ajfa-1827	69	3	st	st	PROPN
ajfa-1827	69	4	exponent	exponent	PROPN
ajfa-1827	69	5	nvention	nvention	NOUN
ajfa-1827	69	6	of	of	ADP
ajfa-1827	69	7	ogical	ogical	ADJ
ajfa-1827	69	8	series	series	NOUN
ajfa-1827	69	9	exhibit	exhibit	VERB
ajfa-1827	69	10	the	the	DET
ajfa-1827	69	11	l	l	NOUN
ajfa-1827	69	12	y	y	NOUN
ajfa-1827	69	13	by	by	ADP
ajfa-1827	69	14	the	the	DET
ajfa-1827	69	15	sta	sta	NOUN
ajfa-1827	69	16	2003	2003	NUM
ajfa-1827	69	17	)	)	PUNCT
ajfa-1827	70	1	provid	provid	PROPN
ajfa-1827	70	2	asvirta	asvirta	ADV
ajfa-1827	70	3	(	(	PUNCT
ajfa-1827	70	4	200	200	NUM
ajfa-1827	70	5	me	me	PROPN
ajfa-1827	70	6	series	series	NOUN
ajfa-1827	70	7	.	.	PUNCT
ajfa-1827	71	1	mple	mple	PROPN
ajfa-1827	71	2	:	:	PUNCT
ajfa-1827	71	3	financ	financ	PROPN
ajfa-1827	71	4	(	(	PUNCT
ajfa-1827	71	5	ferrara	ferrara	NOUN
ajfa-1827	71	6	an	an	DET
ajfa-1827	71	7	r	r	NOUN
ajfa-1827	71	8	et	et	NOUN
ajfa-1827	71	9	al	al	PROPN
ajfa-1827	71	10	(	(	PUNCT
ajfa-1827	71	11	1999	1999	NUM
ajfa-1827	71	12	oris	oris	PROPN
ajfa-1827	71	13	podobn	podobn	ADJ
ajfa-1827	71	14	ange	ange	NOUN
ajfa-1827	71	15	depend	depend	VERB
ajfa-1827	71	16	lysis	lysis	NOUN
ajfa-1827	71	17	of	of	ADP
ajfa-1827	71	18	lrd	lrd	PROPN
ajfa-1827	71	19	an	an	DET
ajfa-1827	71	20	divide	divide	NOUN
ajfa-1827	71	21	the	the	DET
ajfa-1827	71	22	hungary	hungary	NOUN
ajfa-1827	71	23	,	,	PUNCT
ajfa-1827	71	24	ru	ru	PROPN
ajfa-1827	71	25	nd	nd	PROPN
ajfa-1827	71	26	slovakia	slovakia	PROPN
ajfa-1827	71	27	he	he	PRON
ajfa-1827	71	28	results	result	VERB
ajfa-1827	71	29	the	the	DET
ajfa-1827	71	30	markets	market	NOUN
ajfa-1827	71	31	pako	pako	NOUN
ajfa-1827	71	32	and	and	CCONJ
ajfa-1827	71	33	can	can	AUX
ajfa-1827	71	34	marke	marke	VERB
ajfa-1827	71	35	memory	memory	NOUN
ajfa-1827	71	36	in	in	ADP
ajfa-1827	71	37	v	v	NUM
ajfa-1827	71	38	usa	usa	PROPN
ajfa-1827	71	39	show	show	NOUN
ajfa-1827	71	40	.	.	PUNCT
ajfa-1827	72	1	these	these	DET
ajfa-1827	72	2	resu	resu	PROPN
ajfa-1827	72	3	markets	market	NOUN
ajfa-1827	72	4	and	and	CCONJ
ajfa-1827	72	5	egies	egie	NOUN
ajfa-1827	72	6	.	.	PUNCT
ajfa-1827	73	1	ntinue	ntinue	VERB
ajfa-1827	73	2	the	the	DET
ajfa-1827	73	3	modeling	modeling	NOUN
ajfa-1827	73	4	a	a	DET
ajfa-1827	73	5	work	work	NOUN
ajfa-1827	73	6	of	of	ADP
ajfa-1827	73	7	tim	tim	PROPN
ajfa-1827	73	8	an	an	PROPN
ajfa-1827	73	9	,	,	PUNCT
ajfa-1827	73	10	pako	pako	PROPN
ajfa-1827	73	11	th	th	PROPN
ajfa-1827	73	12	assified	assifie	VERB
ajfa-1827	73	13	into	into	ADP
ajfa-1827	73	14	ary	ary	PROPN
ajfa-1827	73	15	2000	2000	NUM
ajfa-1827	73	16	to	to	ADP
ajfa-1827	73	17	mory	mory	PROPN
ajfa-1827	73	18	time	time	NOUN
ajfa-1827	73	19	s	s	PART
ajfa-1827	73	20	pendence	pendence	NOUN
ajfa-1827	73	21	o	o	NOUN
ajfa-1827	73	22	ests	est	NOUN
ajfa-1827	73	23	using	use	VERB
ajfa-1827	73	24	t	t	PROPN
ajfa-1827	73	25	)	)	PUNCT
ajfa-1827	73	26	that	that	PRON
ajfa-1827	73	27	was	be	AUX
ajfa-1827	74	1	o	o	PROPN
ajfa-1827	74	2	t	t	NOUN
ajfa-1827	74	3	f	f	PROPN
ajfa-1827	74	4	hurst	hurst	PROPN
ajfa-1827	74	5	is	be	AUX
ajfa-1827	74	6	s.	s.	PROPN
ajfa-1827	74	7	this	this	PRON
ajfa-1827	74	8	is	be	AUX
ajfa-1827	74	9	fr	fr	PROPN
ajfa-1827	74	10	long	long	PROPN
ajfa-1827	74	11	memor	memor	PROPN
ajfa-1827	74	12	andard	andard	PROPN
ajfa-1827	74	13	devia	devia	PROPN
ajfa-1827	74	14	de	de	PROPN
ajfa-1827	74	15	an	an	DET
ajfa-1827	74	16	overv	overv	NOUN
ajfa-1827	74	17	02	02	NUM
ajfa-1827	74	18	)	)	PUNCT
ajfa-1827	74	19	,	,	PUNCT
ajfa-1827	74	20	in	in	ADP
ajfa-1827	74	21	turn	turn	NOUN
ajfa-1827	74	22	since	since	ADV
ajfa-1827	74	23	then	then	ADV
ajfa-1827	74	24	ce	ce	PROPN
ajfa-1827	74	25	on	on	ADP
ajfa-1827	74	26	a	a	DET
ajfa-1827	74	27	serie	serie	NOUN
ajfa-1827	74	28	nd	nd	AUX
ajfa-1827	74	29	guégan	guégan	VERB
ajfa-1827	74	30	9	9	NUM
ajfa-1827	74	31	)	)	PUNCT
ajfa-1827	74	32	)	)	PUNCT
ajfa-1827	74	33	.	.	PUNCT
ajfa-1827	75	1	nik	nik	PROPN
ajfa-1827	75	2	,	,	PUNCT
ajfa-1827	75	3	marko	marko	PROPN
ajfa-1827	75	4	dence	dence	NOUN
ajfa-1827	75	5	(	(	PUNCT
ajfa-1827	75	6	lrd	lrd	PROPN
ajfa-1827	75	7	d	d	PROPN
ajfa-1827	75	8	in	in	ADP
ajfa-1827	75	9	the	the	DET
ajfa-1827	75	10	cap	cap	NOUN
ajfa-1827	75	11	e	e	PROPN
ajfa-1827	75	12	stock	stock	PROPN
ajfa-1827	75	13	mar	mar	PROPN
ajfa-1827	75	14	ussia	ussia	PROPN
ajfa-1827	75	15	,	,	PUNCT
ajfa-1827	75	16	and	and	CCONJ
ajfa-1827	75	17	s	s	VERB
ajfa-1827	75	18	a	a	PRON
ajfa-1827	75	19	)	)	PUNCT
ajfa-1827	75	20	.	.	PUNCT
ajfa-1827	76	1	addition	addition	NOUN
ajfa-1827	76	2	show	show	VERB
ajfa-1827	76	3	som	som	NOUN
ajfa-1827	76	4	in	in	ADP
ajfa-1827	76	5	transitio	transitio	PROPN
ajfa-1827	76	6	thupayaga	thupayaga	NOUN
ajfa-1827	76	7	ets	ets	PROPN
ajfa-1827	76	8	(	(	PUNCT
ajfa-1827	76	9	largely	largely	ADV
ajfa-1827	76	10	)	)	PUNCT
ajfa-1827	76	11	volatility	volatility	NOUN
ajfa-1827	76	12	is	be	AUX
ajfa-1827	76	13	short	short	ADJ
ajfa-1827	76	14	mem	mem	ADJ
ajfa-1827	76	15	ults	ult	NOUN
ajfa-1827	76	16	show	show	VERB
ajfa-1827	76	17	th	th	PRON
ajfa-1827	76	18	this	this	PRON
ajfa-1827	76	19	may	may	AUX
ajfa-1827	76	20	ha	ha	INTJ
ajfa-1827	76	21	work	work	VERB
ajfa-1827	76	22	on	on	ADP
ajfa-1827	76	23	lo	lo	PROPN
ajfa-1827	76	24	arfima	arfima	PROPN
ajfa-1827	76	25	(	(	PUNCT
ajfa-1827	76	26	motej	motej	NOUN
ajfa-1827	76	27	jagric	jagric	ADJ
ajfa-1827	76	28	upayagale	upayagale	NOUN
ajfa-1827	76	29	,	,	PUNCT
ajfa-1827	76	30	o	o	NOUN
ajfa-1827	76	31	three	three	NUM
ajfa-1827	76	32	grou	grou	ADJ
ajfa-1827	76	33	december	december	PROPN
ajfa-1827	76	34	series	series	NOUN
ajfa-1827	76	35	.	.	PUNCT
ajfa-1827	77	1	of	of	ADP
ajfa-1827	77	2	long	long	ADJ
ajfa-1827	77	3	-	-	PUNCT
ajfa-1827	77	4	term	term	NOUN
ajfa-1827	77	5	the	the	DET
ajfa-1827	77	6	statistic	statistic	NOUN
ajfa-1827	77	7	originally	originally	ADV
ajfa-1827	77	8	d	d	ADP
ajfa-1827	77	9	the	the	DET
ajfa-1827	77	10	study	study	NOUN
ajfa-1827	77	11	from	from	ADP
ajfa-1827	77	12	his	his	PRON
ajfa-1827	77	13	stu	stu	PROPN
ajfa-1827	77	14	ry	ry	PROPN
ajfa-1827	77	15	process	process	NOUN
ajfa-1827	77	16	.	.	PUNCT
ajfa-1827	78	1	ation	ation	PROPN
ajfa-1827	78	2	of	of	ADP
ajfa-1827	78	3	t	t	PROPN
ajfa-1827	78	4	s	s	PART
ajfa-1827	78	5	382	382	NUM
ajfa-1827	78	6	view	view	NOUN
ajfa-1827	78	7	of	of	ADP
ajfa-1827	78	8	the	the	DET
ajfa-1827	78	9	n	n	NOUN
ajfa-1827	78	10	,	,	PUNCT
ajfa-1827	78	11	they	they	PRON
ajfa-1827	78	12	studi	studi	PROPN
ajfa-1827	78	13	n	n	CCONJ
ajfa-1827	78	14	,	,	PUNCT
ajfa-1827	78	15	this	this	DET
ajfa-1827	78	16	conc	conc	NOUN
ajfa-1827	78	17	es	es	NOUN
ajfa-1827	78	18	of	of	ADP
ajfa-1827	78	19	inflati	inflati	NOUN
ajfa-1827	78	20	(	(	PUNCT
ajfa-1827	78	21	2001	2001	NUM
ajfa-1827	78	22	)	)	PUNCT
ajfa-1827	78	23	)	)	PUNCT
ajfa-1827	79	1	an	an	DET
ajfa-1827	79	2	kolanovic	kolanovic	PROPN
ajfa-1827	79	3	d	d	PROPN
ajfa-1827	79	4	)	)	PUNCT
ajfa-1827	79	5	based	base	VERB
ajfa-1827	79	6	on	on	ADP
ajfa-1827	79	7	pital	pital	ADJ
ajfa-1827	79	8	market	market	NOUN
ajfa-1827	79	9	rkets	rket	NOUN
ajfa-1827	79	10	into	into	ADP
ajfa-1827	79	11	tw	tw	NOUN
ajfa-1827	79	12	slovenia	slovenia	PROPN
ajfa-1827	79	13	)	)	PUNCT
ajfa-1827	79	14	,	,	PUNCT
ajfa-1827	79	15	a	a	DET
ajfa-1827	79	16	nally	nally	ADV
ajfa-1827	79	17	,	,	PUNCT
ajfa-1827	79	18	if	if	SCONJ
ajfa-1827	79	19	the	the	DET
ajfa-1827	79	20	me	i	PRON
ajfa-1827	79	21	addition	addition	NOUN
ajfa-1827	79	22	on	on	ADP
ajfa-1827	79	23	economie	economie	PROPN
ajfa-1827	79	24	ale	ale	PROPN
ajfa-1827	79	25	,	,	PUNCT
ajfa-1827	79	26	(	(	PUNCT
ajfa-1827	79	27	2009	2009	NUM
ajfa-1827	79	28	)	)	PUNCT
ajfa-1827	79	29	)	)	PUNCT
ajfa-1827	79	30	display	display	VERB
ajfa-1827	79	31	a	a	DET
ajfa-1827	79	32	very	very	ADV
ajfa-1827	79	33	mixed	mixed	ADJ
ajfa-1827	79	34	mory	mory	NOUN
ajfa-1827	79	35	in	in	ADP
ajfa-1827	79	36	retu	retu	ADJ
ajfa-1827	79	37	hat	hat	NOUN
ajfa-1827	79	38	the	the	DET
ajfa-1827	79	39	behav	behav	PROPN
ajfa-1827	79	40	ave	ave	PROPN
ajfa-1827	79	41	implica	implica	PROPN
ajfa-1827	79	42	ong	ong	PROPN
ajfa-1827	79	43	memory	memory	NOUN
ajfa-1827	79	44	(	(	PUNCT
ajfa-1827	79	45	auto	auto	NOUN
ajfa-1827	79	46	regr	regr	PROPN
ajfa-1827	79	47	c	c	PROPN
ajfa-1827	79	48	,	,	PUNCT
ajfa-1827	79	49	boris	boris	PROPN
ajfa-1827	79	50	po	po	PROPN
ajfa-1827	79	51	(	(	PUNCT
ajfa-1827	79	52	2009	2009	NUM
ajfa-1827	79	53	)	)	PUNCT
ajfa-1827	79	54	by	by	ADP
ajfa-1827	79	55	e	e	PROPN
ajfa-1827	79	56	ups	up	NOUN
ajfa-1827	79	57	accordin	accordin	PROPN
ajfa-1827	79	58	2010	2010	NUM
ajfa-1827	79	59	.	.	PUNCT
ajfa-1827	80	1	such	such	ADJ
ajfa-1827	80	2	m	m	ADP
ajfa-1827	80	3	or	or	CCONJ
ajfa-1827	80	4	the	the	DET
ajfa-1827	80	5	p	p	X
ajfa-1827	80	6	c	c	NOUN
ajfa-1827	80	7	r	r	NOUN
ajfa-1827	80	8	/	/	SYM
ajfa-1827	80	9	s	s	PART
ajfa-1827	80	10	also	also	ADV
ajfa-1827	80	11	developed	develop	VERB
ajfa-1827	80	12	b	b	PROPN
ajfa-1827	80	13	y	y	PROPN
ajfa-1827	80	14	of	of	ADP
ajfa-1827	80	15	long	long	ADJ
ajfa-1827	80	16	-	-	PUNCT
ajfa-1827	80	17	t	t	NOUN
ajfa-1827	80	18	udy	udy	NOUN
ajfa-1827	80	19	of	of	ADP
ajfa-1827	80	20	the	the	DET
ajfa-1827	80	21	i	i	PRON
ajfa-1827	80	22	the	the	DET
ajfa-1827	80	23	empir	empir	NOUN
ajfa-1827	80	24	successive	successive	ADJ
ajfa-1827	80	25	d	d	NOUN
ajfa-1827	80	26	asian	asian	ADJ
ajfa-1827	80	27	processes	process	NOUN
ajfa-1827	80	28	o	o	X
ajfa-1827	80	29	ied	ie	VERB
ajfa-1827	80	30	the	the	DET
ajfa-1827	80	31	non	non	NOUN
ajfa-1827	80	32	cept	cept	NOUN
ajfa-1827	80	33	has	have	AUX
ajfa-1827	80	34	be	be	VERB
ajfa-1827	80	35	ion	ion	NOUN
ajfa-1827	80	36	rates	rate	NOUN
ajfa-1827	80	37	(	(	PUNCT
ajfa-1827	80	38	b	b	NOUN
ajfa-1827	80	39	nd	nd	NUM
ajfa-1827	80	40	price	price	NOUN
ajfa-1827	80	41	ser	ser	NOUN
ajfa-1827	80	42	(	(	PUNCT
ajfa-1827	80	43	2005	2005	NUM
ajfa-1827	80	44	)	)	PUNCT
ajfa-1827	80	45	in	in	ADP
ajfa-1827	80	46	t	t	PROPN
ajfa-1827	80	47	the	the	DET
ajfa-1827	80	48	hurst	hurst	PROPN
ajfa-1827	80	49	e	e	X
ajfa-1827	80	50	ts	ts	ADP
ajfa-1827	80	51	of	of	ADP
ajfa-1827	80	52	six	six	NUM
ajfa-1827	80	53	tran	tran	NOUN
ajfa-1827	80	54	wo	will	AUX
ajfa-1827	80	55	groups	group	NOUN
ajfa-1827	80	56	:	:	PUNCT
ajfa-1827	80	57	and	and	CCONJ
ajfa-1827	80	58	markets	market	VERB
ajfa-1827	80	59	hurst	hurst	PROPN
ajfa-1827	80	60	expo	expo	PROPN
ajfa-1827	80	61	nal	nal	ADJ
ajfa-1827	80	62	propert	propert	NOUN
ajfa-1827	80	63	es	es	NOUN
ajfa-1827	80	64	.	.	PUNCT
ajfa-1827	81	1	in	in	ADP
ajfa-1827	81	2	their	their	PRON
ajfa-1827	81	3	ar	ar	NOUN
ajfa-1827	81	4	predictable	predictable	ADJ
ajfa-1827	81	5	d.	d.	PROPN
ajfa-1827	81	6	in	in	ADP
ajfa-1827	81	7	compa	compa	PROPN
ajfa-1827	81	8	urns	urns	PROPN
ajfa-1827	81	9	while	while	SCONJ
ajfa-1827	81	10	vior	vior	ADJ
ajfa-1827	81	11	of	of	ADP
ajfa-1827	81	12	equi	equi	NOUN
ajfa-1827	81	13	ations	ation	NOUN
ajfa-1827	81	14	for	for	ADP
ajfa-1827	81	15	po	po	PROPN
ajfa-1827	81	16	y	y	PROPN
ajfa-1827	81	17	with	with	ADP
ajfa-1827	81	18	a	a	DET
ajfa-1827	81	19	stu	stu	PROPN
ajfa-1827	81	20	ressive	ressive	PROPN
ajfa-1827	81	21	fra	fra	NOUN
ajfa-1827	81	22	dobnik	dobnik	NOUN
ajfa-1827	81	23	and	and	CCONJ
ajfa-1827	81	24	expanding	expand	VERB
ajfa-1827	81	25	t	t	PROPN
ajfa-1827	81	26	ng	ng	PROPN
ajfa-1827	81	27	to	to	ADP
ajfa-1827	81	28	their	their	PRON
ajfa-1827	81	29	l	l	NOUN
ajfa-1827	81	30	h	h	NOUN
ajfa-1827	81	31	a	a	DET
ajfa-1827	81	32	model	model	NOUN
ajfa-1827	81	33	a	a	DET
ajfa-1827	81	34	presence	presence	NOUN
ajfa-1827	81	35	of	of	ADP
ajfa-1827	81	36	called	call	VERB
ajfa-1827	81	37	(	(	PUNCT
ajfa-1827	81	38	res	re	NOUN
ajfa-1827	81	39	y	y	PROPN
ajfa-1827	81	40	hurst	hurst	PROPN
ajfa-1827	81	41	(	(	PUNCT
ajfa-1827	81	42	19	19	NUM
ajfa-1827	81	43	term	term	NOUN
ajfa-1827	81	44	statist	statist	ADJ
ajfa-1827	81	45	ideal	ideal	NOUN
ajfa-1827	81	46	capac	capac	PROPN
ajfa-1827	81	47	rical	rical	ADJ
ajfa-1827	81	48	law	law	NOUN
ajfa-1827	81	49	of	of	ADP
ajfa-1827	81	50	discharges	discharge	NOUN
ajfa-1827	81	51	o	o	NOUN
ajfa-1827	81	52	n	n	PRON
ajfa-1827	81	53	journal	journal	NOUN
ajfa-1827	81	54	of	of	ADP
ajfa-1827	81	55	f	f	PROPN
ajfa-1827	81	56	of	of	ADP
ajfa-1827	81	57	long	long	ADJ
ajfa-1827	81	58	mem	mem	ADJ
ajfa-1827	81	59	n	n	CCONJ
ajfa-1827	81	60	-	-	PUNCT
ajfa-1827	81	61	stationary	stationary	ADJ
ajfa-1827	81	62	,	,	PUNCT
ajfa-1827	81	63	een	een	PROPN
ajfa-1827	81	64	applied	apply	VERB
ajfa-1827	81	65	aillie	aillie	NOUN
ajfa-1827	81	66	et	et	PROPN
ajfa-1827	81	67	al	al	PROPN
ajfa-1827	81	68	(	(	PUNCT
ajfa-1827	81	69	ries	rie	NOUN
ajfa-1827	81	70	of	of	ADP
ajfa-1827	81	71	shar	shar	PROPN
ajfa-1827	81	72	heir	heir	PROPN
ajfa-1827	81	73	paper	paper	NOUN
ajfa-1827	81	74	,	,	PUNCT
ajfa-1827	81	75	exponent	exponent	NOUN
ajfa-1827	81	76	.	.	PUNCT
ajfa-1827	82	1	a	a	DET
ajfa-1827	82	2	nsition	nsition	NOUN
ajfa-1827	82	3	econ	econ	PROPN
ajfa-1827	82	4	markets	market	NOUN
ajfa-1827	82	5	wi	wi	PROPN
ajfa-1827	82	6	s	s	VERB
ajfa-1827	82	7	with	with	ADP
ajfa-1827	82	8	no	no	PRON
ajfa-1827	82	9	or	or	CCONJ
ajfa-1827	82	10	onent	onent	ADJ
ajfa-1827	82	11	is	be	AUX
ajfa-1827	82	12	esti	esti	PROPN
ajfa-1827	82	13	ties	tie	NOUN
ajfa-1827	82	14	,	,	PUNCT
ajfa-1827	82	15	which	which	PRON
ajfa-1827	82	16	rticle	rticle	VERB
ajfa-1827	82	17	they	they	PRON
ajfa-1827	82	18	f	f	PROPN
ajfa-1827	82	19	e	e	PROPN
ajfa-1827	82	20	componen	componen	PROPN
ajfa-1827	82	21	arison	arison	PROPN
ajfa-1827	82	22	,	,	PUNCT
ajfa-1827	82	23	resul	resul	PROPN
ajfa-1827	82	24	evidence	evidence	NOUN
ajfa-1827	82	25	o	o	NOUN
ajfa-1827	82	26	ity	ity	NOUN
ajfa-1827	82	27	market	market	NOUN
ajfa-1827	82	28	r	r	NOUN
ajfa-1827	82	29	ortfolio	ortfolio	NOUN
ajfa-1827	82	30	dive	dive	NOUN
ajfa-1827	82	31	udy	udy	NOUN
ajfa-1827	82	32	of	of	ADP
ajfa-1827	82	33	the	the	DET
ajfa-1827	82	34	actionally	actionally	ADV
ajfa-1827	83	1	i	i	PROPN
ajfa-1827	83	2	d	d	PROPN
ajfa-1827	83	3	marko	marko	PROPN
ajfa-1827	83	4	ko	ko	PROPN
ajfa-1827	83	5	the	the	DET
ajfa-1827	83	6	sample	sample	PROPN
ajfa-1827	83	7	b	b	PROPN
ajfa-1827	83	8	evels	evel	NOUN
ajfa-1827	83	9	of	of	ADP
ajfa-1827	83	10	dev	dev	PROPN
ajfa-1827	83	11	aims	aim	VERB
ajfa-1827	83	12	to	to	PART
ajfa-1827	83	13	refl	refl	VERB
ajfa-1827	84	1	f	f	PROPN
ajfa-1827	84	2	long	long	ADV
ajfa-1827	84	3	mem	mem	X
ajfa-1827	84	4	scaled	scale	VERB
ajfa-1827	84	5	ran	run	VERB
ajfa-1827	84	6	951	951	NUM
ajfa-1827	84	7	)	)	PUNCT
ajfa-1827	84	8	at	at	ADP
ajfa-1827	84	9	its	its	PRON
ajfa-1827	84	10	a	a	DET
ajfa-1827	84	11	tical	tical	ADJ
ajfa-1827	84	12	depen	depen	NOUN
ajfa-1827	84	13	ity	ity	PROPN
ajfa-1827	84	14	of	of	ADP
ajfa-1827	84	15	a	a	DET
ajfa-1827	84	16	wa	wa	PROPN
ajfa-1827	84	17	f	f	PROPN
ajfa-1827	84	18	hurst	hurst	PROPN
ajfa-1827	84	19	is	be	AUX
ajfa-1827	84	20	by	by	ADP
ajfa-1827	84	21	of	of	ADP
ajfa-1827	84	22	a	a	DET
ajfa-1827	84	23	river	river	NOUN
ajfa-1827	84	24	;	;	PUNCT
ajfa-1827	84	25	h	h	NOUN
ajfa-1827	84	26	finance	finance	PROPN
ajfa-1827	84	27	&	&	CCONJ
ajfa-1827	84	28	ac	ac	PROPN
ajfa-1827	84	29	issn	issn	PROPN
ajfa-1827	84	30	19	19	NUM
ajfa-1827	84	31	2012	2012	NUM
ajfa-1827	84	32	,	,	PUNCT
ajfa-1827	84	33	vol	vol	NOUN
ajfa-1827	84	34	.	.	PUNCT
ajfa-1827	85	1	www.macrothi	www.macrothi	X
ajfa-1827	86	1	mory	mory	NOUN
ajfa-1827	86	2	and	and	CCONJ
ajfa-1827	86	3	fr	fr	NOUN
ajfa-1827	86	4	,	,	PUNCT
ajfa-1827	86	5	long	long	ADV
ajfa-1827	86	6	mem	mem	ADJ
ajfa-1827	86	7	d	d	NOUN
ajfa-1827	86	8	in	in	ADP
ajfa-1827	86	9	variou	variou	NOUN
ajfa-1827	86	10	(	(	PUNCT
ajfa-1827	86	11	1996	1996	NUM
ajfa-1827	86	12	)	)	PUNCT
ajfa-1827	86	13	)	)	PUNCT
ajfa-1827	87	1	,	,	PUNCT
ajfa-1827	87	2	on	on	ADP
ajfa-1827	87	3	res	re	NOUN
ajfa-1827	87	4	traded	trade	VERB
ajfa-1827	87	5	presents	present	VERB
ajfa-1827	87	6	a	a	DET
ajfa-1827	87	7	an	an	DET
ajfa-1827	87	8	estimator	estimator	NOUN
ajfa-1827	87	9	nomies	nomie	NOUN
ajfa-1827	87	10	.	.	PUNCT
ajfa-1827	88	1	th	th	X
ajfa-1827	88	2	ith	ith	VERB
ajfa-1827	88	3	strong	strong	ADJ
ajfa-1827	88	4	l	l	NOUN
ajfa-1827	88	5	r	r	NOUN
ajfa-1827	88	6	only	only	ADV
ajfa-1827	88	7	a	a	PRON
ajfa-1827	88	8	we	we	PRON
ajfa-1827	88	9	imated	imate	VERB
ajfa-1827	88	10	on	on	ADP
ajfa-1827	88	11	a	a	DET
ajfa-1827	88	12	h	h	NOUN
ajfa-1827	88	13	we	we	PRON
ajfa-1827	88	14	belie	belie	VERB
ajfa-1827	88	15	funds	fund	NOUN
ajfa-1827	88	16	some	some	PRON
ajfa-1827	88	17	nt	not	PART
ajfa-1827	88	18	in	in	ADP
ajfa-1827	88	19	return	return	NOUN
ajfa-1827	88	20	lts	lt	VERB
ajfa-1827	88	21	from	from	ADP
ajfa-1827	88	22	the	the	DET
ajfa-1827	88	23	of	of	ADP
ajfa-1827	88	24	long	long	ADJ
ajfa-1827	88	25	mem	mem	ADJ
ajfa-1827	88	26	returns	return	NOUN
ajfa-1827	88	27	and	and	CCONJ
ajfa-1827	88	28	r	r	NOUN
ajfa-1827	88	29	ersification	ersification	NOUN
ajfa-1827	88	30	dynamics	dynamic	NOUN
ajfa-1827	88	31	integrated	integrate	VERB
ajfa-1827	88	32	olanovic	olanovic	ADJ
ajfa-1827	88	33	(	(	PUNCT
ajfa-1827	88	34	20	20	NUM
ajfa-1827	88	35	by	by	ADP
ajfa-1827	88	36	the	the	DET
ajfa-1827	88	37	choi	choi	NOUN
ajfa-1827	88	38	velopment	velopment	PROPN
ajfa-1827	88	39	lect	lect	PROPN
ajfa-1827	88	40	the	the	DET
ajfa-1827	88	41	phe	phe	PROPN
ajfa-1827	88	42	mory	mory	PROPN
ajfa-1827	88	43	pheno	pheno	PROPN
ajfa-1827	88	44	nge	nge	PROPN
ajfa-1827	88	45	or	or	CCONJ
ajfa-1827	88	46	ran	run	VERB
ajfa-1827	88	47	analysis	analysis	NOUN
ajfa-1827	88	48	on	on	ADP
ajfa-1827	88	49	ndence	ndence	NOUN
ajfa-1827	88	50	on	on	ADP
ajfa-1827	88	51	ater	ater	ADJ
ajfa-1827	88	52	tank	tank	NOUN
ajfa-1827	88	53	th	th	AUX
ajfa-1827	88	54	y	y	PROPN
ajfa-1827	88	55	dividing	divide	VERB
ajfa-1827	88	56	hurst	hurst	PROPN
ajfa-1827	88	57	found	find	VERB
ajfa-1827	88	58	ccounting	ccounte	VERB
ajfa-1827	88	59	946	946	NUM
ajfa-1827	88	60	-	-	PUNCT
ajfa-1827	88	61	052x	052x	NOUN
ajfa-1827	88	62	4	4	NUM
ajfa-1827	88	63	,	,	PUNCT
ajfa-1827	88	64	no	no	INTJ
ajfa-1827	88	65	.	.	NOUN
ajfa-1827	88	66	2	2	NUM
ajfa-1827	88	67	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	88	68	ractional	ractional	ADJ
ajfa-1827	88	69	mory	mory	NOUN
ajfa-1827	88	70	and	and	CCONJ
ajfa-1827	88	71	s	s	NOUN
ajfa-1827	88	72	fields	field	NOUN
ajfa-1827	88	73	,	,	PUNCT
ajfa-1827	88	74	a	a	DET
ajfa-1827	88	75	series	series	NOUN
ajfa-1827	88	76	in	in	ADP
ajfa-1827	88	77	stock	stock	NOUN
ajfa-1827	88	78	wavelet	wavelet	NOUN
ajfa-1827	88	79	r	r	NOUN
ajfa-1827	88	80	is	be	AUX
ajfa-1827	88	81	used	use	VERB
ajfa-1827	88	82	e	e	NOUN
ajfa-1827	88	83	results	result	VERB
ajfa-1827	88	84	lrd	lrd	PROPN
ajfa-1827	88	85	(	(	PUNCT
ajfa-1827	88	86	the	the	DET
ajfa-1827	88	87	eak	eak	NOUN
ajfa-1827	88	88	form	form	VERB
ajfa-1827	88	89	a	a	DET
ajfa-1827	88	90	sliding	slide	VERB
ajfa-1827	88	91	eve	eve	NOUN
ajfa-1827	88	92	are	be	AUX
ajfa-1827	88	93	e	e	NOUN
ajfa-1827	88	94	results	result	NOUN
ajfa-1827	88	95	ns	n	VERB
ajfa-1827	88	96	;	;	PUNCT
ajfa-1827	88	97	while	while	SCONJ
ajfa-1827	88	98	e	e	PROPN
ajfa-1827	88	99	control	control	VERB
ajfa-1827	88	100	mory	mory	NOUN
ajfa-1827	88	101	in	in	ADP
ajfa-1827	88	102	risks	risk	NOUN
ajfa-1827	88	103	are	be	AUX
ajfa-1827	88	104	and	and	CCONJ
ajfa-1827	88	105	risk	risk	NOUN
ajfa-1827	88	106	of	of	ADP
ajfa-1827	88	107	stock	stock	NOUN
ajfa-1827	88	108	moving	move	VERB
ajfa-1827	88	109	005	005	NUM
ajfa-1827	88	110	)	)	PUNCT
ajfa-1827	88	111	and	and	CCONJ
ajfa-1827	88	112	ce	ce	PROPN
ajfa-1827	88	113	of	of	ADP
ajfa-1827	88	114	21	21	NUM
ajfa-1827	88	115	over	over	ADP
ajfa-1827	88	116	the	the	DET
ajfa-1827	88	117	enomena	enomena	NOUN
ajfa-1827	88	118	omenon	omenon	NOUN
ajfa-1827	88	119	,	,	PUNCT
ajfa-1827	88	120	nge	nge	NOUN
ajfa-1827	88	121	over	over	ADP
ajfa-1827	88	122	the	the	DET
ajfa-1827	88	123	nile	nile	PROPN
ajfa-1827	88	124	various	various	ADJ
ajfa-1827	88	125	at	at	ADP
ajfa-1827	88	126	hurst	hurst	PROPN
ajfa-1827	88	127	the	the	DET
ajfa-1827	88	128	tank	tank	NOUN
ajfa-1827	88	129	that	that	PRON
ajfa-1827	88	130	this	this	DET
ajfa-1827	88	131	ratio	ratio	NOUN
ajfa-1827	88	132	is	be	AUX
ajfa-1827	88	133	and	and	CCONJ
ajfa-1827	88	134	1	1	X
ajfa-1827	88	135	.	.	X
ajfa-1827	89	1	i	i	PRON
ajfa-1827	89	2	behaved	behave	VERB
ajfa-1827	89	3	proport	proport	NOUN
ajfa-1827	89	4	bresc	bresc	NOUN
ajfa-1827	89	5	the	the	DET
ajfa-1827	89	6	sta	sta	NOUN
ajfa-1827	89	7	from	from	ADP
ajfa-1827	89	8	its	its	PRON
ajfa-1827	89	9	the	the	DET
ajfa-1827	89	10	aver	aver	NOUN
ajfa-1827	89	11	with	with	ADP
ajfa-1827	89	12	r	r	NOUN
ajfa-1827	89	13	the	the	DET
ajfa-1827	89	14	ran	ran	NOUN
ajfa-1827	89	15	study	study	NOUN
ajfa-1827	89	16	,	,	PUNCT
ajfa-1827	89	17	h	h	PROPN
ajfa-1827	89	18	constan	constan	PROPN
ajfa-1827	89	19	the	the	DET
ajfa-1827	89	20	hu	hu	PROPN
ajfa-1827	89	21	used	use	VERB
ajfa-1827	89	22	to	to	PART
ajfa-1827	89	23	r	r	VERB
ajfa-1827	89	24	/	/	SYM
ajfa-1827	89	25	s	s	NOUN
ajfa-1827	89	26	~	~	PUNCT
ajfa-1827	89	27	t	t	PROPN
ajfa-1827	89	28	hurst	hurst	PROPN
ajfa-1827	89	29	's	's	PART
ajfa-1827	89	30	<	<	X
ajfa-1827	89	31	h	h	X
ajfa-1827	89	32	<	<	X
ajfa-1827	89	33	1	1	NUM
ajfa-1827	89	34	.	.	PUNCT
ajfa-1827	90	1	in	in	ADP
ajfa-1827	90	2	his	his	PRON
ajfa-1827	90	3	a	a	PRON
ajfa-1827	90	4	to	to	ADP
ajfa-1827	90	5	the	the	DET
ajfa-1827	90	6	h	h	NOUN
ajfa-1827	90	7	ch	ch	NOUN
ajfa-1827	90	8	=	=	NOUN
ajfa-1827	90	9	22	22	NUM
ajfa-1827	90	10	ch	ch	NOUN
ajfa-1827	90	11	is	be	AUX
ajfa-1827	90	12	a	a	PRON
ajfa-1827	90	13	for	for	SCONJ
ajfa-1827	90	14	a	a	DET
ajfa-1827	90	15	pa	pa	NOUN
ajfa-1827	90	16	specify	specify	VERB
ajfa-1827	90	17	if	if	SCONJ
ajfa-1827	90	18	h	h	NOUN
ajfa-1827	90	19	=	=	NOUN
ajfa-1827	90	20	process	process	NOUN
ajfa-1827	90	21	if	if	SCONJ
ajfa-1827	90	22	½	½	NOUN
ajfa-1827	90	23	<	<	X
ajfa-1827	90	24	increase	increase	NOUN
ajfa-1827	90	25	series	series	NOUN
ajfa-1827	90	26	t	t	PROPN
ajfa-1827	90	27	proportion	proportion	NOUN
ajfa-1827	90	28	if	if	SCONJ
ajfa-1827	90	29	water	water	NOUN
ajfa-1827	90	30	lev	lev	NOUN
ajfa-1827	90	31	d	d	PROPN
ajfa-1827	90	32	as	as	ADP
ajfa-1827	90	33	t1	t1	PROPN
ajfa-1827	90	34	/	/	SYM
ajfa-1827	90	35	2	2	NUM
ajfa-1827	90	36	ional	ional	NOUN
ajfa-1827	90	37	to	to	ADP
ajfa-1827	90	38	th	th	X
ajfa-1827	90	39	caled	cale	VERB
ajfa-1827	90	40	range	range	NOUN
ajfa-1827	90	41	atistical	atistical	ADJ
ajfa-1827	90	42	r	r	PROPN
ajfa-1827	90	43	/	/	SYM
ajfa-1827	90	44	s	s	NOUN
ajfa-1827	90	45	s	s	NOUN
ajfa-1827	90	46	mean	mean	NOUN
ajfa-1827	90	47	divi	divi	NOUN
ajfa-1827	90	48	rage	rage	NOUN
ajfa-1827	90	49	;	;	PUNCT
ajfa-1827	90	50	the	the	DET
ajfa-1827	90	51	sta	sta	NOUN
ajfa-1827	90	52	q	q	PROPN
ajfa-1827	90	53	:	:	PUNCT
ajfa-1827	90	54	the	the	DET
ajfa-1827	90	55	extent	extent	NOUN
ajfa-1827	90	56	st	st	PROPN
ajfa-1827	90	57	:	:	PUNCT
ajfa-1827	90	58	the	the	DET
ajfa-1827	90	59	st	st	PROPN
ajfa-1827	90	60	nge	nge	PROPN
ajfa-1827	90	61	r	r	NOUN
ajfa-1827	90	62	is	be	AUX
ajfa-1827	90	63	alw	alw	PROPN
ajfa-1827	90	64	hurst	hurst	PROPN
ajfa-1827	90	65	found	find	VERB
ajfa-1827	90	66	nt	not	PART
ajfa-1827	90	67	h	h	PROPN
ajfa-1827	90	68	is	be	AUX
ajfa-1827	90	69	called	call	VERB
ajfa-1827	90	70	urst	urst	PROPN
ajfa-1827	90	71	exponen	exponen	NOUN
ajfa-1827	90	72	classify	classify	NOUN
ajfa-1827	90	73	tim	tim	PROPN
ajfa-1827	90	74	th	th	PRON
ajfa-1827	90	75	law	law	NOUN
ajfa-1827	90	76	can	can	AUX
ajfa-1827	90	77	be	be	AUX
ajfa-1827	90	78	article	article	NOUN
ajfa-1827	90	79	in	in	ADP
ajfa-1827	90	80	19	19	NUM
ajfa-1827	90	81	hurst	hurst	PROPN
ajfa-1827	90	82	expon	expon	ADV
ajfa-1827	90	83	2h-1	2h-1	NUM
ajfa-1827	90	84	-	-	SYM
ajfa-1827	90	85	1	1	NUM
ajfa-1827	90	86	measure	measure	NOUN
ajfa-1827	90	87	of	of	ADP
ajfa-1827	90	88	ast	ast	NOUN
ajfa-1827	90	89	and	and	CCONJ
ajfa-1827	90	90	a	a	DET
ajfa-1827	90	91	fut	fut	ADJ
ajfa-1827	90	92	three	three	NUM
ajfa-1827	90	93	types	type	NOUN
ajfa-1827	91	1	=	=	SYM
ajfa-1827	91	2	½	½	NOUN
ajfa-1827	91	3	then	then	ADV
ajfa-1827	91	4	ch	ch	PROPN
ajfa-1827	91	5	s	s	PROPN
ajfa-1827	91	6	is	be	AUX
ajfa-1827	91	7	called	call	VERB
ajfa-1827	91	8	sh	sh	INTJ
ajfa-1827	91	9	<	<	X
ajfa-1827	91	10	h	h	X
ajfa-1827	91	11	<	<	X
ajfa-1827	91	12	1	1	NUM
ajfa-1827	91	13	,	,	PUNCT
ajfa-1827	91	14	th	th	NUM
ajfa-1827	91	15	es	es	NOUN
ajfa-1827	91	16	,	,	PUNCT
ajfa-1827	91	17	these	these	DET
ajfa-1827	91	18	ar	ar	NOUN
ajfa-1827	91	19	thus	thus	ADV
ajfa-1827	91	20	has	have	VERB
ajfa-1827	91	21	th	th	VERB
ajfa-1827	91	22	nal	nal	NOUN
ajfa-1827	91	23	to	to	ADP
ajfa-1827	91	24	th	th	NUM
ajfa-1827	91	25	,	,	PUNCT
ajfa-1827	91	26	w	w	PROPN
ajfa-1827	91	27	vels	vel	NOUN
ajfa-1827	91	28	were	be	AUX
ajfa-1827	91	29	in	in	ADP
ajfa-1827	91	30	2	2	NUM
ajfa-1827	91	31	.	.	PUNCT
ajfa-1827	92	1	the	the	DET
ajfa-1827	92	2	fact	fact	NOUN
ajfa-1827	92	3	is	be	AUX
ajfa-1827	92	4	known	know	VERB
ajfa-1827	92	5	a	a	DET
ajfa-1827	92	6	e	e	NOUN
ajfa-1827	92	7	statistic	statistic	NOUN
ajfa-1827	92	8	is	be	AUX
ajfa-1827	92	9	defined	define	VERB
ajfa-1827	92	10	ided	ide	VERB
ajfa-1827	92	11	by	by	ADP
ajfa-1827	92	12	its	its	PRON
ajfa-1827	92	13	s	s	NOUN
ajfa-1827	92	14	atistical	atistical	ADJ
ajfa-1827	92	15	r	r	PROPN
ajfa-1827	92	16	/	/	SYM
ajfa-1827	92	17	s	s	PART
ajfa-1827	92	18	q	q	NOUN
ajfa-1827	92	19	rs	rs	NOUN
ajfa-1827	92	20	tandard	tandard	PROPN
ajfa-1827	92	21	dev	dev	PROPN
ajfa-1827	92	22	ways	way	NOUN
ajfa-1827	92	23	positi	positi	PROPN
ajfa-1827	93	1	d	d	PROPN
ajfa-1827	93	2	that	that	SCONJ
ajfa-1827	93	3	the	the	DET
ajfa-1827	93	4	s	s	X
ajfa-1827	93	5	d	d	X
ajfa-1827	93	6	hurst	hurst	PROPN
ajfa-1827	93	7	exp	exp	PROPN
ajfa-1827	93	8	nt	not	PART
ajfa-1827	93	9	h	h	PROPN
ajfa-1827	93	10	is	be	AUX
ajfa-1827	93	11	defin	defin	VERB
ajfa-1827	93	12	me	i	PRON
ajfa-1827	93	13	series	series	PROPN
ajfa-1827	93	14	acc	acc	PROPN
ajfa-1827	93	15	apprehende	apprehende	PROPN
ajfa-1827	93	16	997	997	NUM
ajfa-1827	93	17	,	,	PUNCT
ajfa-1827	93	18	mignon	mignon	PROPN
ajfa-1827	93	19	ent	ent	PROPN
ajfa-1827	93	20	.	.	PUNCT
ajfa-1827	94	1	f	f	PROPN
ajfa-1827	94	2	long	long	ADJ
ajfa-1827	94	3	-	-	PUNCT
ajfa-1827	94	4	term	term	NOUN
ajfa-1827	94	5	ture	ture	NOUN
ajfa-1827	94	6	sufficie	sufficie	ADP
ajfa-1827	94	7	s	s	PROPN
ajfa-1827	94	8	of	of	ADP
ajfa-1827	94	9	depende	depende	PROPN
ajfa-1827	94	10	h	h	PROPN
ajfa-1827	94	11	=	=	SYM
ajfa-1827	94	12	0	0	PROPN
ajfa-1827	94	13	,	,	PUNCT
ajfa-1827	94	14	there	there	PRON
ajfa-1827	94	15	hort	hort	VERB
ajfa-1827	94	16	memory	memory	NOUN
ajfa-1827	94	17	he	he	PRON
ajfa-1827	94	18	autocorre	autocorre	VERB
ajfa-1827	94	19	re	re	ADP
ajfa-1827	94	20	the	the	DET
ajfa-1827	94	21	chara	chara	NOUN
ajfa-1827	94	22	he	he	PRON
ajfa-1827	94	23	effect	effect	NOUN
ajfa-1827	94	24	of	of	ADP
ajfa-1827	94	25	where	where	SCONJ
ajfa-1827	94	26	h	h	NOUN
ajfa-1827	94	27	is	be	AUX
ajfa-1827	94	28	a	a	DET
ajfa-1827	94	29	ndependent	ndependent	NOUN
ajfa-1827	94	30	that	that	SCONJ
ajfa-1827	94	31	the	the	DET
ajfa-1827	94	32	r	r	NOUN
ajfa-1827	94	33	s	s	PRON
ajfa-1827	94	34	the	the	DET
ajfa-1827	94	35	"	"	PUNCT
ajfa-1827	94	36	law	law	NOUN
ajfa-1827	94	37	o	o	NOUN
ajfa-1827	94	38	as	as	SCONJ
ajfa-1827	94	39	the	the	DET
ajfa-1827	94	40	range	range	NOUN
ajfa-1827	94	41	standard	standard	ADJ
ajfa-1827	94	42	dev	dev	PROPN
ajfa-1827	94	43	s	s	AUX
ajfa-1827	94	44	denoted	denote	VERB
ajfa-1827	94	45	by	by	ADP
ajfa-1827	94	46	max	max	PROPN
ajfa-1827	94	47	∑	∑	PROPN
ajfa-1827	94	48	viation	viation	NOUN
ajfa-1827	94	49	of	of	ADP
ajfa-1827	94	50	th	th	INTJ
ajfa-1827	94	51	i	i	PRON
ajfa-1827	94	52	ve	ve	VERB
ajfa-1827	94	53	.	.	PUNCT
ajfa-1827	95	1	therefo	therefo	ADJ
ajfa-1827	95	2	statistic	statistic	PROPN
ajfa-1827	95	3	r	r	NOUN
ajfa-1827	95	4	/	/	SYM
ajfa-1827	95	5	s	s	NOUN
ajfa-1827	95	6	ponent	ponent	NOUN
ajfa-1827	95	7	(	(	PUNCT
ajfa-1827	95	8	0	0	NUM
ajfa-1827	95	9	<	<	X
ajfa-1827	95	10	h	h	X
ajfa-1827	95	11	ned	ne	VERB
ajfa-1827	95	12	as	as	ADP
ajfa-1827	95	13	h	h	NOUN
ajfa-1827	95	14	~	~	PUNCT
ajfa-1827	95	15	cording	cord	VERB
ajfa-1827	95	16	to	to	ADP
ajfa-1827	95	17	t	t	PROPN
ajfa-1827	95	18	ed	ed	NOUN
ajfa-1827	95	19	through	through	ADP
ajfa-1827	95	20	r	r	NOUN
ajfa-1827	95	21	n	n	PRON
ajfa-1827	95	22	has	have	AUX
ajfa-1827	95	23	determ	determ	NOUN
ajfa-1827	95	24	m	m	PROPN
ajfa-1827	95	25	correlation	correlation	PROPN
ajfa-1827	95	26	ent	ent	NOUN
ajfa-1827	95	27	long	long	ADJ
ajfa-1827	95	28	ch	ch	NOUN
ajfa-1827	95	29	encies	encie	NOUN
ajfa-1827	95	30	based	base	VERB
ajfa-1827	95	31	efore	efore	PROPN
ajfa-1827	95	32	the	the	DET
ajfa-1827	95	33	pr	pr	PROPN
ajfa-1827	95	34	y.	y.	PROPN
ajfa-1827	95	35	elations	elation	NOUN
ajfa-1827	95	36	are	be	AUX
ajfa-1827	95	37	acteristics	acteristic	NOUN
ajfa-1827	95	38	o	o	NOUN
ajfa-1827	95	39	f	f	PROPN
ajfa-1827	95	40	dependenc	dependenc	PROPN
ajfa-1827	95	41	383	383	NUM
ajfa-1827	95	42	a	a	DET
ajfa-1827	95	43	constant	constant	ADJ
ajfa-1827	95	44	c	c	NOUN
ajfa-1827	95	45	of	of	ADP
ajfa-1827	95	46	the	the	DET
ajfa-1827	95	47	river	river	NOUN
ajfa-1827	95	48	ratio	ratio	NOUN
ajfa-1827	95	49	of	of	ADP
ajfa-1827	95	50	the	the	PRON
ajfa-1827	95	51	of	of	ADP
ajfa-1827	95	52	hurst	hurst	PROPN
ajfa-1827	95	53	"	"	PUNCT
ajfa-1827	95	54	or	or	CCONJ
ajfa-1827	95	55	e	e	NOUN
ajfa-1827	95	56	r	r	NOUN
ajfa-1827	95	57	of	of	ADP
ajfa-1827	95	58	the	the	DET
ajfa-1827	95	59	p	p	PROPN
ajfa-1827	95	60	viation	viation	NOUN
ajfa-1827	95	61	(	(	PUNCT
ajfa-1827	95	62	st	st	PROPN
ajfa-1827	95	63	)	)	PUNCT
ajfa-1827	95	64	y	y	PROPN
ajfa-1827	95	65	qt	qt	NOUN
ajfa-1827	95	66	is	be	AUX
ajfa-1827	95	67	writx	writx	ADJ
ajfa-1827	95	68	x1	x1	PROPN
ajfa-1827	95	69	t	t	PROPN
ajfa-1827	95	70	∑	∑	PUNCT
ajfa-1827	95	71	x	x	PROPN
ajfa-1827	95	72	he	he	PRON
ajfa-1827	95	73	series	series	NOUN
ajfa-1827	95	74	.	.	PUNCT
ajfa-1827	96	1	fore	fore	PROPN
ajfa-1827	96	2	,	,	PUNCT
ajfa-1827	96	3	the	the	DET
ajfa-1827	96	4	sta	sta	NOUN
ajfa-1827	96	5	s	s	PART
ajfa-1827	96	6	behaves	behave	VERB
ajfa-1827	96	7	li	li	PROPN
ajfa-1827	96	8	h<1	h<1	PROPN
ajfa-1827	96	9	)	)	PUNCT
ajfa-1827	96	10	which	which	PRON
ajfa-1827	96	11	h	h	NOUN
ajfa-1827	96	12	~	~	PUNCT
ajfa-1827	96	13	log	log	NOUN
ajfa-1827	96	14	qlogt~	qlogt~	PROPN
ajfa-1827	96	15	is	be	AUX
ajfa-1827	96	16	p	p	PRON
ajfa-1827	96	17	their	their	PRON
ajfa-1827	96	18	depend	depend	VERB
ajfa-1827	96	19	r	r	PROPN
ajfa-1827	96	20	/	/	SYM
ajfa-1827	96	21	s	s	PROPN
ajfa-1827	96	22	which	which	PRON
ajfa-1827	96	23	i	i	PRON
ajfa-1827	96	24	mined	mine	VERB
ajfa-1827	96	25	a	a	DET
ajfa-1827	96	26	cor	cor	NOUN
ajfa-1827	96	27	n	n	NOUN
ajfa-1827	96	28	between	between	ADP
ajfa-1827	96	29	p	p	PROPN
ajfa-1827	96	30	h	h	NOUN
ajfa-1827	96	31	>	>	X
ajfa-1827	96	32	0	0	PUNCT
ajfa-1827	97	1	if	if	SCONJ
ajfa-1827	97	2	h	h	PRON
ajfa-1827	97	3	>	>	X
ajfa-1827	97	4	d	d	X
ajfa-1827	97	5	on	on	ADP
ajfa-1827	97	6	the	the	DET
ajfa-1827	97	7	val	val	PROPN
ajfa-1827	97	8	rocess	rocess	PROPN
ajfa-1827	97	9	has	have	VERB
ajfa-1827	97	10	n	n	NUM
ajfa-1827	97	11	e	e	X
ajfa-1827	97	12	positive	positive	ADJ
ajfa-1827	97	13	an	an	PRON
ajfa-1827	97	14	of	of	ADP
ajfa-1827	97	15	a	a	DET
ajfa-1827	97	16	long	long	ADJ
ajfa-1827	97	17	m	m	VERB
ajfa-1827	97	18	ce	ce	PROPN
ajfa-1827	97	19	of	of	ADP
ajfa-1827	97	20	josep	josep	PROPN
ajfa-1827	97	21	asian	asian	PROPN
ajfa-1827	97	22	called	call	VERB
ajfa-1827	97	23	hurs	hur	NOUN
ajfa-1827	97	24	r	r	NOUN
ajfa-1827	97	25	,	,	PUNCT
ajfa-1827	97	26	hurst	hurst	PROPN
ajfa-1827	97	27	sho	sho	NOUN
ajfa-1827	97	28	e	e	PROPN
ajfa-1827	97	29	capacity	capacity	NOUN
ajfa-1827	97	30	r	r	NOUN
ajfa-1827	97	31	"	"	PUNCT
ajfa-1827	97	32	th	th	X
ajfa-1827	97	33	law	law	NOUN
ajfa-1827	97	34	"	"	PUNCT
ajfa-1827	97	35	.	.	PUNCT
ajfa-1827	98	1	partial	partial	ADJ
ajfa-1827	98	2	sums	sum	NOUN
ajfa-1827	98	3	.	.	PUNCT
ajfa-1827	99	1	thus	thus	ADV
ajfa-1827	99	2	,	,	PUNCT
ajfa-1827	99	3	a	a	DET
ajfa-1827	99	4	tim	tim	PROPN
ajfa-1827	99	5	tten	tten	NOUN
ajfa-1827	99	6	:	:	PUNCT
ajfa-1827	100	1	min	min	PROPN
ajfa-1827	100	2	∑x	∑x	PROPN
ajfa-1827	100	3	x	x	PROPN
ajfa-1827	101	1	⁄	⁄	ADJ
ajfa-1827	101	2	atistic	atistic	ADJ
ajfa-1827	101	3	r	r	NOUN
ajfa-1827	101	4	/	/	SYM
ajfa-1827	101	5	s	s	NOUN
ajfa-1827	101	6	i	i	PRON
ajfa-1827	101	7	ike	ike	PROPN
ajfa-1827	101	8	th	th	ADV
ajfa-1827	101	9	,	,	PUNCT
ajfa-1827	101	10	wh	wh	PROPN
ajfa-1827	101	11	is	be	AUX
ajfa-1827	101	12	given	give	VERB
ajfa-1827	101	13	by	by	ADP
ajfa-1827	101	14	articularly	articularly	ADV
ajfa-1827	101	15	i	i	PRON
ajfa-1827	101	16	dence	dence	VERB
ajfa-1827	101	17	struct	struct	NOUN
ajfa-1827	101	18	s	s	PART
ajfa-1827	101	19	asymptoti	asymptoti	NOUN
ajfa-1827	101	20	rrelation	rrelation	NOUN
ajfa-1827	101	21	me	i	PRON
ajfa-1827	101	22	past	past	ADP
ajfa-1827	101	23	observa	observa	PROPN
ajfa-1827	101	24	½	½	NOUN
ajfa-1827	101	25	when	when	SCONJ
ajfa-1827	101	26	h	h	PROPN
ajfa-1827	101	27	lues	lue	NOUN
ajfa-1827	101	28	of	of	ADP
ajfa-1827	101	29	h	h	PROPN
ajfa-1827	101	30	an	an	PRON
ajfa-1827	102	1	no	no	INTJ
ajfa-1827	102	2	depende	depende	NOUN
ajfa-1827	102	3	nd	nd	PRON
ajfa-1827	102	4	decrease	decrease	NOUN
ajfa-1827	102	5	memory	memory	NOUN
ajfa-1827	102	6	proc	proc	PROPN
ajfa-1827	102	7	ph	ph	PROPN
ajfa-1827	102	8	long	long	ADJ
ajfa-1827	102	9	ter	ter	NOUN
ajfa-1827	102	10	n	n	PRON
ajfa-1827	102	11	journal	journal	NOUN
ajfa-1827	102	12	of	of	ADP
ajfa-1827	102	13	f	f	PROPN
ajfa-1827	102	14	st	st	PROPN
ajfa-1827	102	15	exponent	exponent	PROPN
ajfa-1827	102	16	ould	ould	AUX
ajfa-1827	102	17	have	have	VERB
ajfa-1827	102	18	fo	fo	INTJ
ajfa-1827	102	19	of	of	ADP
ajfa-1827	102	20	the	the	DET
ajfa-1827	102	21	stan	stan	PROPN
ajfa-1827	102	22	s	s	PROPN
ajfa-1827	102	23	of	of	ADP
ajfa-1827	102	24	deviatio	deviatio	PROPN
ajfa-1827	102	25	me	i	PRON
ajfa-1827	102	26	series	series	NOUN
ajfa-1827	102	27	x	x	X
ajfa-1827	102	28	x	x	X
ajfa-1827	102	29	x⁄	x⁄	PROPN
ajfa-1827	102	30	is	be	AUX
ajfa-1827	102	31	always	always	ADV
ajfa-1827	102	32	n	n	PROPN
ajfa-1827	102	33	ere	ere	PROPN
ajfa-1827	102	34	h	h	PROPN
ajfa-1827	102	35	is	be	AUX
ajfa-1827	102	36	a	a	DET
ajfa-1827	102	37	:	:	PUNCT
ajfa-1827	102	38	interesting	interesting	ADJ
ajfa-1827	103	1	i	i	PRON
ajfa-1827	103	2	ture	ture	VERB
ajfa-1827	103	3	.	.	PUNCT
ajfa-1827	104	1	ically	ically	ADV
ajfa-1827	104	2	propo	propo	ADJ
ajfa-1827	104	3	easure	easure	NOUN
ajfa-1827	104	4	of	of	ADP
ajfa-1827	104	5	lo	lo	PROPN
ajfa-1827	104	6	ations	ation	NOUN
ajfa-1827	104	7	and	and	CCONJ
ajfa-1827	104	8	f	f	NOUN
ajfa-1827	104	9	~1	~1	X
ajfa-1827	104	10	,	,	PUNCT
ajfa-1827	104	11	ch	ch	NOUN
ajfa-1827	104	12	then	then	ADV
ajfa-1827	104	13	nd	nd	PROPN
ajfa-1827	104	14	ch	ch	PROPN
ajfa-1827	104	15	.	.	PUNCT
ajfa-1827	104	16	nce	nce	NOUN
ajfa-1827	104	17	on	on	ADP
ajfa-1827	104	18	long	long	ADJ
ajfa-1827	104	19	e	e	NOUN
ajfa-1827	104	20	very	very	ADV
ajfa-1827	104	21	rapid	rapid	ADJ
ajfa-1827	104	22	cess	cess	ADJ
ajfa-1827	104	23	,	,	PUNCT
ajfa-1827	104	24	we	we	PRON
ajfa-1827	104	25	can	can	AUX
ajfa-1827	104	26	rm	rm	VERB
ajfa-1827	104	27	.	.	PUNCT
ajfa-1827	105	1	this	this	PRON
ajfa-1827	105	2	is	be	AUX
ajfa-1827	105	3	finance	finance	PROPN
ajfa-1827	105	4	&	&	CCONJ
ajfa-1827	105	5	ac	ac	PROPN
ajfa-1827	105	6	issn	issn	PROPN
ajfa-1827	105	7	19	19	NUM
ajfa-1827	105	8	2012	2012	NUM
ajfa-1827	105	9	,	,	PUNCT
ajfa-1827	105	10	vol	vol	NOUN
ajfa-1827	105	11	.	.	PUNCT
ajfa-1827	106	1	www.macrothi	www.macrothi	X
ajfa-1827	106	2	usually	usually	ADV
ajfa-1827	106	3	be	be	AUX
ajfa-1827	106	4	found	find	VERB
ajfa-1827	106	5	that	that	SCONJ
ajfa-1827	106	6	th	th	VERB
ajfa-1827	106	7	andard	andard	PROPN
ajfa-1827	106	8	devi	devi	PROPN
ajfa-1827	106	9	ons	ons	PROPN
ajfa-1827	106	10	of	of	ADP
ajfa-1827	106	11	a	a	DET
ajfa-1827	106	12	tim	tim	PROPN
ajfa-1827	106	13	xt	xt	PROPN
ajfa-1827	106	14	,	,	PUNCT
ajfa-1827	106	15	t	t	PROPN
ajfa-1827	106	16	=	=	SYM
ajfa-1827	106	17	1	1	X
ajfa-1827	106	18	.....	.....	PUNCT
ajfa-1827	106	19	non	non	ADJ
ajfa-1827	106	20	-	-	ADJ
ajfa-1827	106	21	negative	negative	ADJ
ajfa-1827	106	22	mean	mean	NOUN
ajfa-1827	106	23	of	of	ADP
ajfa-1827	106	24	0	0	NUM
ajfa-1827	106	25	.	.	PUNCT
ajfa-1827	107	1	insofar	insofar	ADV
ajfa-1827	107	2	as	as	SCONJ
ajfa-1827	107	3	th	th	X
ajfa-1827	107	4	ortional	ortional	NOUN
ajfa-1827	107	5	to	to	ADP
ajfa-1827	107	6	t	t	PROPN
ajfa-1827	107	7	ong	ong	ADJ
ajfa-1827	107	8	-	-	PUNCT
ajfa-1827	107	9	term	term	NOUN
ajfa-1827	107	10	ch	ch	NOUN
ajfa-1827	107	11	future	future	NOUN
ajfa-1827	107	12	obse	obse	NOUN
ajfa-1827	107	13	n	n	PRON
ajfa-1827	107	14	increases	increase	NOUN
ajfa-1827	107	15	.	.	PUNCT
ajfa-1827	108	1	g	g	NOUN
ajfa-1827	108	2	-	-	PUNCT
ajfa-1827	108	3	term	term	NOUN
ajfa-1827	108	4	,	,	PUNCT
ajfa-1827	108	5	this	this	PRON
ajfa-1827	108	6	dly	dly	ADV
ajfa-1827	108	7	when	when	SCONJ
ajfa-1827	108	8	th	th	X
ajfa-1827	108	9	an	an	DET
ajfa-1827	108	10	say	say	NOUN
ajfa-1827	108	11	here	here	ADV
ajfa-1827	108	12	called	call	VERB
ajfa-1827	108	13	per	per	ADP
ajfa-1827	108	14	ccounting	ccounte	VERB
ajfa-1827	108	15	946	946	NUM
ajfa-1827	108	16	-	-	PUNCT
ajfa-1827	108	17	052x	052x	NOUN
ajfa-1827	108	18	4	4	NUM
ajfa-1827	108	19	,	,	PUNCT
ajfa-1827	108	20	no	no	INTJ
ajfa-1827	108	21	.	.	NOUN
ajfa-1827	108	22	2	2	NUM
ajfa-1827	108	23	ink.org/ajfa	ink.org/ajfa	X
ajfa-1827	108	24	etween	etween	VERB
ajfa-1827	108	25	0	0	NUM
ajfa-1827	109	1	his	his	PRON
ajfa-1827	109	2	ratio	ratio	NOUN
ajfa-1827	109	3	iation	iation	NOUN
ajfa-1827	109	4	is	be	AUX
ajfa-1827	109	5	me	me	PROPN
ajfa-1827	109	6	series	series	PROPN
ajfa-1827	109	7	t	t	PROPN
ajfa-1827	109	8	,	,	PUNCT
ajfa-1827	109	9	xt	xt	PROPN
ajfa-1827	109	10	is	be	AUX
ajfa-1827	109	11	e.	e.	PROPN
ajfa-1827	109	12	in	in	ADP
ajfa-1827	109	13	his	his	PRON
ajfa-1827	109	14	.73	.73	NUM
ajfa-1827	109	15	.	.	PUNCT
ajfa-1827	110	1	the	the	DET
ajfa-1827	110	2	he	he	PRON
ajfa-1827	110	3	value	value	VERB
ajfa-1827	110	4	th	th	X
ajfa-1827	110	5	with	with	ADP
ajfa-1827	110	6	0	0	NUM
ajfa-1827	110	7	h	h	NOUN
ajfa-1827	110	8	linked	link	VERB
ajfa-1827	110	9	ervations	ervation	NOUN
ajfa-1827	110	10	we	we	PRON
ajfa-1827	110	11	can	can	AUX
ajfa-1827	110	12	s	s	VERB
ajfa-1827	110	13	type	type	NOUN
ajfa-1827	110	14	of	of	ADP
ajfa-1827	110	15	he	he	PRON
ajfa-1827	110	16	delay	delay	VERB
ajfa-1827	110	17	that	that	SCONJ
ajfa-1827	110	18	the	the	DET
ajfa-1827	110	19	rsistence	rsistence	NOUN
ajfa-1827	110	20	phenom	phenom	NOUN
ajfa-1827	110	21	probabi	probabi	NOUN
ajfa-1827	110	22	if	if	SCONJ
ajfa-1827	110	23	0	0	NUM
ajfa-1827	110	24	<	<	X
ajfa-1827	110	25	correlat	correlat	NOUN
ajfa-1827	110	26	of	of	ADP
ajfa-1827	110	27	decli	decli	NOUN
ajfa-1827	110	28	long	long	ADJ
ajfa-1827	110	29	-	-	PUNCT
ajfa-1827	110	30	ter	ter	NOUN
ajfa-1827	110	31	therefo	therefo	ADJ
ajfa-1827	110	32	measure	measure	NOUN
ajfa-1827	110	33	that	that	SCONJ
ajfa-1827	110	34	the	the	DET
ajfa-1827	110	35	reason	reason	NOUN
ajfa-1827	110	36	t	t	PROPN
ajfa-1827	110	37	clo	clo	PROPN
ajfa-1827	110	38	's	's	PART
ajfa-1827	110	39	the	the	DET
ajfa-1827	110	40	stat	stat	NOUN
ajfa-1827	110	41	it	it	PRON
ajfa-1827	110	42	is	be	AUX
ajfa-1827	110	43	ver	ver	NOUN
ajfa-1827	110	44	theoreti	theoreti	NOUN
ajfa-1827	110	45	as	as	ADP
ajfa-1827	110	46	a	a	DET
ajfa-1827	110	47	so	so	ADV
ajfa-1827	110	48	tests	test	VERB
ajfa-1827	110	49	the	the	DET
ajfa-1827	110	50	the	the	DET
ajfa-1827	110	51	mo	mo	NOUN
ajfa-1827	110	52	the	the	PRON
ajfa-1827	110	53	we	we	PRON
ajfa-1827	110	54	the	the	DET
ajfa-1827	110	55	mo	mo	PROPN
ajfa-1827	110	56	include	include	VERB
ajfa-1827	110	57	concern	concern	NOUN
ajfa-1827	110	58	with	with	ADP
ajfa-1827	110	59	:	:	PUNCT
ajfa-1827	110	60	(	(	PUNCT
ajfa-1827	110	61	kt	kt	X
ajfa-1827	110	62	)	)	PUNCT
ajfa-1827	110	63	is	be	AUX
ajfa-1827	110	64	φ	φ	PROPN
ajfa-1827	110	65	is	be	AUX
ajfa-1827	110	66	the	the	DET
ajfa-1827	110	67	subsequ	subsequ	NOUN
ajfa-1827	110	68	menon	menon	PROPN
ajfa-1827	110	69	in	in	ADP
ajfa-1827	110	70	ca	ca	PROPN
ajfa-1827	110	71	ility	ility	NOUN
ajfa-1827	110	72	that	that	SCONJ
ajfa-1827	110	73	it	it	PRON
ajfa-1827	111	1	i	i	PRON
ajfa-1827	111	2	<	<	X
ajfa-1827	111	3	h	h	X
ajfa-1827	111	4	<	<	X
ajfa-1827	111	5	½	½	PROPN
ajfa-1827	111	6	,	,	PUNCT
ajfa-1827	111	7	tion	tion	NOUN
ajfa-1827	111	8	is	be	AUX
ajfa-1827	111	9	nega	nega	PROPN
ajfa-1827	111	10	ine	ine	PROPN
ajfa-1827	111	11	.	.	PUNCT
ajfa-1827	112	1	this	this	PRON
ajfa-1827	112	2	is	be	AUX
ajfa-1827	112	3	rm	rm	PROPN
ajfa-1827	112	4	depende	depende	PROPN
ajfa-1827	112	5	ore	ore	PROPN
ajfa-1827	112	6	,	,	PUNCT
ajfa-1827	112	7	the	the	DET
ajfa-1827	112	8	hu	hu	PROPN
ajfa-1827	112	9	e	e	PROPN
ajfa-1827	112	10	of	of	ADP
ajfa-1827	112	11	the	the	DET
ajfa-1827	112	12	inte	inte	NOUN
ajfa-1827	112	13	e	e	NOUN
ajfa-1827	112	14	statistic	statistic	NOUN
ajfa-1827	112	15	r	r	NOUN
ajfa-1827	112	16	that	that	PRON
ajfa-1827	112	17	lo	lo	PROPN
ajfa-1827	112	18	(	(	PUNCT
ajfa-1827	112	19	199	199	NUM
ajfa-1827	112	20	modified	modify	VERB
ajfa-1827	112	21	r	r	NOUN
ajfa-1827	112	22	tistical	tistical	ADJ
ajfa-1827	112	23	r	r	NOUN
ajfa-1827	112	24	/	/	SYM
ajfa-1827	112	25	s	s	PART
ajfa-1827	112	26	ry	ry	NOUN
ajfa-1827	112	27	sensitive	sensitive	ADJ
ajfa-1827	112	28	ical	ical	PROPN
ajfa-1827	112	29	distribu	distribu	PROPN
ajfa-1827	112	30	lution	lution	PROPN
ajfa-1827	112	31	to	to	ADP
ajfa-1827	112	32	the	the	DET
ajfa-1827	112	33	e	e	PROPN
ajfa-1827	112	34	null	null	ADJ
ajfa-1827	112	35	hypot	hypot	NOUN
ajfa-1827	112	36	odified	odifie	VERB
ajfa-1827	112	37	r	r	NOUN
ajfa-1827	112	38	/	/	SYM
ajfa-1827	112	39	s	s	PROPN
ajfa-1827	112	40	,	,	PUNCT
ajfa-1827	112	41	q	q	PROPN
ajfa-1827	112	42	s	s	X
ajfa-1827	112	43	q	q	X
ajfa-1827	112	44	ights	ight	NOUN
ajfa-1827	112	45	wj	wj	X
ajfa-1827	112	46	(	(	PUNCT
ajfa-1827	112	47	q	q	NOUN
ajfa-1827	112	48	)	)	PUNCT
ajfa-1827	112	49	odified	odifie	VERB
ajfa-1827	112	50	r	r	NOUN
ajfa-1827	112	51	/	/	SYM
ajfa-1827	112	52	s	s	NOUN
ajfa-1827	112	53	s	s	VERB
ajfa-1827	112	54	not	not	PART
ajfa-1827	112	55	only	only	ADV
ajfa-1827	113	1	th	th	AUX
ajfa-1827	113	2	ning	ne	VERB
ajfa-1827	113	3	the	the	DET
ajfa-1827	113	4	cho	cho	NOUN
ajfa-1827	113	5	the	the	DET
ajfa-1827	113	6	integer	integer	PROPN
ajfa-1827	113	7	estimator	estimator	NOUN
ajfa-1827	113	8	o	o	PROPN
ajfa-1827	113	9	uently	uently	ADV
ajfa-1827	113	10	wj	wj	PROPN
ajfa-1827	113	11	(	(	PUNCT
ajfa-1827	113	12	q	q	NOUN
ajfa-1827	113	13	ase	ase	NOUN
ajfa-1827	113	14	"	"	PUNCT
ajfa-1827	113	15	if	if	SCONJ
ajfa-1827	113	16	the	the	DET
ajfa-1827	113	17	s	s	NOUN
ajfa-1827	113	18	is	be	AUX
ajfa-1827	113	19	also	also	ADV
ajfa-1827	113	20	on	on	ADP
ajfa-1827	113	21	th	th	PRON
ajfa-1827	113	22	we	we	PRON
ajfa-1827	113	23	are	be	AUX
ajfa-1827	113	24	tal	tal	ADJ
ajfa-1827	113	25	ative	ative	NOUN
ajfa-1827	113	26	this	this	PRON
ajfa-1827	113	27	is	be	AUX
ajfa-1827	113	28	a	a	DET
ajfa-1827	113	29	particula	particula	NOUN
ajfa-1827	113	30	ency	ency	NOUN
ajfa-1827	113	31	.	.	PUNCT
ajfa-1827	113	32	"	"	PUNCT
ajfa-1827	114	1	urst	urst	VERB
ajfa-1827	114	2	exponen	exponen	NOUN
ajfa-1827	114	3	ensity	ensity	NOUN
ajfa-1827	114	4	of	of	ADP
ajfa-1827	114	5	lon	lon	PROPN
ajfa-1827	114	6	r	r	PROPN
ajfa-1827	114	7	/	/	SYM
ajfa-1827	114	8	s	s	X
ajfa-1827	114	9	does	do	AUX
ajfa-1827	114	10	not	not	PART
ajfa-1827	114	11	91	91	NUM
ajfa-1827	114	12	)	)	PUNCT
ajfa-1827	114	13	develop	develop	VERB
ajfa-1827	114	14	rescaled	rescaled	ADJ
ajfa-1827	114	15	ran	ran	NOUN
ajfa-1827	114	16	(	(	PUNCT
ajfa-1827	114	17	rescaled	rescale	VERB
ajfa-1827	114	18	r	r	NOUN
ajfa-1827	114	19	to	to	ADP
ajfa-1827	114	20	the	the	DET
ajfa-1827	114	21	depe	depe	NOUN
ajfa-1827	114	22	ution	ution	NOUN
ajfa-1827	114	23	is	be	AUX
ajfa-1827	114	24	unkn	unkn	PROPN
ajfa-1827	114	25	ese	ese	NOUN
ajfa-1827	114	26	problem	problem	NOUN
ajfa-1827	114	27	thesis	thesis	NOUN
ajfa-1827	114	28	of	of	ADP
ajfa-1827	114	29	sho	sho	NOUN
ajfa-1827	114	30	denoted	denote	VERB
ajfa-1827	114	31	qm	qm	PROPN
ajfa-1827	114	32	rs	rs	NOUN
ajfa-1827	114	33	q	q	PROPN
ajfa-1827	114	34	1	1	NUM
ajfa-1827	114	35	t	t	NOUN
ajfa-1827	114	36	x	x	PUNCT
ajfa-1827	114	37	)	)	PUNCT
ajfa-1827	114	38	have	have	AUX
ajfa-1827	114	39	been	be	AUX
ajfa-1827	114	40	statistic	statistic	ADJ
ajfa-1827	114	41	di	di	X
ajfa-1827	114	42	he	he	PRON
ajfa-1827	114	43	standard	standard	ADJ
ajfa-1827	114	44	oice	oice	NOUN
ajfa-1827	114	45	of	of	ADP
ajfa-1827	114	46	q	q	PROPN
ajfa-1827	114	47	,	,	PUNCT
ajfa-1827	114	48	aq	aq	VERB
ajfa-1827	114	49	part	part	NOUN
ajfa-1827	114	50	of	of	ADP
ajfa-1827	114	51	kt	kt	PROPN
ajfa-1827	114	52	.	.	PROPN
ajfa-1827	114	53	of	of	ADP
ajfa-1827	114	54	the	the	DET
ajfa-1827	114	55	autoc	autoc	NOUN
ajfa-1827	114	56	q	q	NOUN
ajfa-1827	114	57	)	)	PUNCT
ajfa-1827	114	58	become	become	VERB
ajfa-1827	114	59	:	:	PUNCT
ajfa-1827	114	60	series	series	NOUN
ajfa-1827	114	61	has	have	VERB
ajfa-1827	114	62	b	b	NUM
ajfa-1827	114	63	he	he	PRON
ajfa-1827	114	64	rise	rise	VERB
ajfa-1827	114	65	next	next	ADV
ajfa-1827	114	66	p	p	NOUN
ajfa-1827	114	67	lking	lking	NOUN
ajfa-1827	114	68	about	about	ADP
ajfa-1827	114	69	explained	explain	VERB
ajfa-1827	114	70	b	b	PROPN
ajfa-1827	114	71	ar	ar	NOUN
ajfa-1827	114	72	form	form	NOUN
ajfa-1827	114	73	of	of	ADP
ajfa-1827	114	74	lo	lo	PROPN
ajfa-1827	114	75	nt	not	PART
ajfa-1827	114	76	,	,	PUNCT
ajfa-1827	114	77	which	which	PRON
ajfa-1827	114	78	i	i	PRON
ajfa-1827	114	79	ng	ng	NOUN
ajfa-1827	114	80	-	-	PUNCT
ajfa-1827	114	81	term	term	NOUN
ajfa-1827	114	82	dep	dep	PROPN
ajfa-1827	114	83	t	t	PROPN
ajfa-1827	114	84	determine	determine	VERB
ajfa-1827	114	85	ped	pe	VERB
ajfa-1827	114	86	the	the	DET
ajfa-1827	114	87	mod	mod	PROPN
ajfa-1827	114	88	nge	nge	NOUN
ajfa-1827	114	89	statisti	statisti	PROPN
ajfa-1827	114	90	ange	ange	NOUN
ajfa-1827	114	91	)	)	PUNCT
ajfa-1827	114	92	introd	introd	NOUN
ajfa-1827	114	93	endence	endence	NOUN
ajfa-1827	114	94	of	of	ADP
ajfa-1827	114	95	nown	nown	NOUN
ajfa-1827	114	96	.	.	PUNCT
ajfa-1827	115	1	ms	ms	PROPN
ajfa-1827	115	2	,	,	PUNCT
ajfa-1827	115	3	lo	lo	PROPN
ajfa-1827	115	4	(	(	PUNCT
ajfa-1827	115	5	199	199	NUM
ajfa-1827	115	6	ort	ort	NOUN
ajfa-1827	115	7	memory	memory	NOUN
ajfa-1827	115	8	mt	mt	PROPN
ajfa-1827	115	9	is	be	AUX
ajfa-1827	115	10	written1s	written1s	PROPN
ajfa-1827	115	11	q	q	AUX
ajfa-1827	115	12	ma	ma	PROPN
ajfa-1827	115	13	x	x	PROPN
ajfa-1827	115	14	2	2	NUM
ajfa-1827	115	15	t	t	NOUN
ajfa-1827	115	16	suggested	suggest	VERB
ajfa-1827	115	17	b	b	PROPN
ajfa-1827	115	18	iffers	iffer	NOUN
ajfa-1827	115	19	from	from	ADP
ajfa-1827	115	20	d	d	DET
ajfa-1827	115	21	deviation	deviation	NOUN
ajfa-1827	115	22	o	o	PROPN
ajfa-1827	115	23	andrews	andrews	PROPN
ajfa-1827	115	24	(	(	PUNCT
ajfa-1827	115	25	19k	19k	X
ajfa-1827	115	26	ou	ou	ADP
ajfa-1827	115	27	orrelation	orrelation	PROPN
ajfa-1827	115	28	c	c	PROPN
ajfa-1827	115	29	ω	ω	NUM
ajfa-1827	115	30	384	384	NUM
ajfa-1827	115	31	been	be	AUX
ajfa-1827	115	32	on	on	ADP
ajfa-1827	115	33	the	the	DET
ajfa-1827	115	34	period	period	NOUN
ajfa-1827	115	35	.	.	PUNCT
ajfa-1827	115	36	"	"	PUNCT
ajfa-1827	116	1	t	t	PROPN
ajfa-1827	116	2	anti	anti	ADJ
ajfa-1827	116	3	-	-	ADJ
ajfa-1827	116	4	persis	persis	ADJ
ajfa-1827	116	5	by	by	ADP
ajfa-1827	116	6	rising	rise	VERB
ajfa-1827	116	7	ph	ph	PROPN
ajfa-1827	116	8	ong	ong	PROPN
ajfa-1827	116	9	memor	memor	PROPN
ajfa-1827	116	10	is	be	AUX
ajfa-1827	116	11	determin	determin	NOUN
ajfa-1827	116	12	pendence	pendence	NOUN
ajfa-1827	116	13	in	in	ADP
ajfa-1827	116	14	e	e	NOUN
ajfa-1827	116	15	whether	whether	SCONJ
ajfa-1827	116	16	(	(	PUNCT
ajfa-1827	116	17	h	h	NOUN
ajfa-1827	116	18	dified	difie	VERB
ajfa-1827	116	19	r	r	PROPN
ajfa-1827	116	20	/	/	SYM
ajfa-1827	116	21	s	s	PART
ajfa-1827	116	22	st	st	PROPN
ajfa-1827	116	23	ic	ic	PROPN
ajfa-1827	116	24	(	(	PUNCT
ajfa-1827	116	25	1991	1991	NUM
ajfa-1827	116	26	)	)	PUNCT
ajfa-1827	116	27	duced	duce	VERB
ajfa-1827	116	28	by	by	ADP
ajfa-1827	116	29	h	h	PROPN
ajfa-1827	116	30	short	short	ADJ
ajfa-1827	116	31	-	-	PUNCT
ajfa-1827	116	32	term	term	NOUN
ajfa-1827	116	33	1	1	NUM
ajfa-1827	116	34	)	)	PUNCT
ajfa-1827	117	1	develope	develope	VERB
ajfa-1827	117	2	y	y	PROPN
ajfa-1827	117	3	against	against	ADP
ajfa-1827	117	4	the	the	DET
ajfa-1827	117	5	n	n	NOUN
ajfa-1827	117	6	:	:	PUNCT
ajfa-1827	117	7	ax	ax	NOUN
ajfa-1827	117	8	x	x	PROPN
ajfa-1827	117	9	2	2	NUM
ajfa-1827	117	10	t	t	NOUN
ajfa-1827	117	11	ω	ω	NOUN
ajfa-1827	117	12	q	q	PUNCT
ajfa-1827	117	13	by	by	ADP
ajfa-1827	117	14	newey	newey	PRON
ajfa-1827	117	15	a	a	DET
ajfa-1827	117	16	the	the	DET
ajfa-1827	117	17	r	r	NOUN
ajfa-1827	117	18	/	/	SYM
ajfa-1827	117	19	s	s	NOUN
ajfa-1827	117	20	on	on	ADP
ajfa-1827	117	21	of	of	ADP
ajfa-1827	117	22	the	the	DET
ajfa-1827	117	23	series	series	NOUN
ajfa-1827	117	24	991	991	NUM
ajfa-1827	117	25	)	)	PUNCT
ajfa-1827	117	26	)	)	PUNCT
ajfa-1827	118	1	providu	providu	PROPN
ajfa-1827	119	1	k	k	PROPN
ajfa-1827	119	2	3t2	3t2	NUM
ajfa-1827	119	3	coefficient	coefficient	NOUN
ajfa-1827	119	4	o	o	PROPN
ajfa-1827	119	5	ω	ω	NUM
ajfa-1827	119	6	1	1	PROPN
ajfa-1827	119	7	jk	jk	PROPN
ajfa-1827	119	8	asian	asian	PROPN
ajfa-1827	119	9	e	e	PROPN
ajfa-1827	119	10	rise	rise	VERB
ajfa-1827	119	11	the	the	DET
ajfa-1827	119	12	pr	pr	NOUN
ajfa-1827	119	13	stent	stent	NOUN
ajfa-1827	119	14	proce	proce	PROPN
ajfa-1827	119	15	hases	hase	NOUN
ajfa-1827	119	16	which	which	PRON
ajfa-1827	119	17	ry	ry	VERB
ajfa-1827	119	18	,	,	PUNCT
ajfa-1827	119	19	which	which	PRON
ajfa-1827	119	20	w	w	AUX
ajfa-1827	119	21	ned	ne	VERB
ajfa-1827	119	22	from	from	ADP
ajfa-1827	119	23	an	an	DET
ajfa-1827	119	24	n	n	NOUN
ajfa-1827	119	25	a	a	DET
ajfa-1827	119	26	time	time	NOUN
ajfa-1827	119	27	seri	seri	PROPN
ajfa-1827	119	28	h	h	PROPN
ajfa-1827	119	29	)	)	PUNCT
ajfa-1827	119	30	is	be	AUX
ajfa-1827	119	31	statist	statist	ADJ
ajfa-1827	119	32	tatistic	tatistic	ADJ
ajfa-1827	119	33	.	.	PUNCT
ajfa-1827	120	1	hurst	hurst	PROPN
ajfa-1827	120	2	in	in	ADP
ajfa-1827	120	3	195	195	NUM
ajfa-1827	120	4	and	and	CCONJ
ajfa-1827	120	5	also	also	ADV
ajfa-1827	120	6	it	it	PRON
ajfa-1827	121	1	i	i	PRON
ajfa-1827	121	2	ed	ed	VERB
ajfa-1827	121	3	the	the	DET
ajfa-1827	121	4	modif	modif	ADJ
ajfa-1827	121	5	e	e	NOUN
ajfa-1827	121	6	alternative	alternative	NOUN
ajfa-1827	121	7	x	x	X
ajfa-1827	121	8	m	m	VERB
ajfa-1827	121	9	x	x	X
ajfa-1827	121	10	and	and	CCONJ
ajfa-1827	121	11	west	west	NOUN
ajfa-1827	121	12	(	(	PUNCT
ajfa-1827	121	13	1	1	NUM
ajfa-1827	121	14	nly	nly	ADV
ajfa-1827	121	15	by	by	ADP
ajfa-1827	121	16	its	its	PRON
ajfa-1827	121	17	tr	tr	NOUN
ajfa-1827	121	18	s	s	NOUN
ajfa-1827	121	19	but	but	CCONJ
ajfa-1827	121	20	also	also	ADV
ajfa-1827	121	21	th	th	X
ajfa-1827	121	22	des	des	X
ajfa-1827	121	23	the	the	DET
ajfa-1827	121	24	follot	follot	NOUN
ajfa-1827	121	25	2	2	NUM
ajfa-1827	121	26	φ1	φ1	NOUN
ajfa-1827	121	27	φ	φ	NUM
ajfa-1827	121	28	of	of	ADP
ajfa-1827	121	29	order	order	NOUN
ajfa-1827	121	30	1	1	X
ajfa-1827	121	31	.	.	PUNCT
ajfa-1827	121	32	jk	jk	PROPN
ajfa-1827	121	33	n	n	PRON
ajfa-1827	121	34	journal	journal	PROPN
ajfa-1827	121	35	of	of	ADP
ajfa-1827	121	36	f	f	PROPN
ajfa-1827	121	37	revious	revious	ADJ
ajfa-1827	121	38	peri	peri	NOUN
ajfa-1827	121	39	ss	ss	PROPN
ajfa-1827	121	40	that	that	PRON
ajfa-1827	121	41	is	be	AUX
ajfa-1827	121	42	t	t	NOUN
ajfa-1827	121	43	tend	tend	VERB
ajfa-1827	121	44	to	to	PART
ajfa-1827	121	45	be	be	AUX
ajfa-1827	121	46	f	f	PROPN
ajfa-1827	121	47	was	be	AUX
ajfa-1827	121	48	named	name	VERB
ajfa-1827	121	49	"	"	PUNCT
ajfa-1827	121	50	nalysis	nalysis	NOUN
ajfa-1827	121	51	of	of	ADP
ajfa-1827	121	52	t	t	PROPN
ajfa-1827	121	53	ies	ies	PROPN
ajfa-1827	121	54	.	.	PROPN
ajfa-1827	122	1	but	but	CCONJ
ajfa-1827	122	2	the	the	DET
ajfa-1827	122	3	ically	ically	ADV
ajfa-1827	122	4	signi	signi	ADJ
ajfa-1827	122	5	1	1	NUM
ajfa-1827	122	6	has	have	AUX
ajfa-1827	122	7	a	a	DET
ajfa-1827	122	8	maj	maj	NOUN
ajfa-1827	122	9	is	be	AUX
ajfa-1827	122	10	not	not	PART
ajfa-1827	122	11	a	a	DET
ajfa-1827	122	12	stat	stat	NOUN
ajfa-1827	122	13	fied	fie	VERB
ajfa-1827	122	14	r	r	NOUN
ajfa-1827	122	15	/	/	SYM
ajfa-1827	122	16	s	s	PART
ajfa-1827	122	17	sta	sta	NOUN
ajfa-1827	122	18	e	e	NOUN
ajfa-1827	122	19	of	of	ADP
ajfa-1827	122	20	long	long	ADV
ajfa-1827	122	21	me	i	PRON
ajfa-1827	122	22	in	in	ADP
ajfa-1827	122	23	x	x	X
ajfa-1827	122	24	x	x	PUNCT
ajfa-1827	122	25	x	x	NOUN
ajfa-1827	122	26	987	987	NUM
ajfa-1827	122	27	)	)	PUNCT
ajfa-1827	122	28	.	.	PUNCT
ajfa-1827	123	1	aditional	aditional	PROPN
ajfa-1827	123	2	de	de	PROPN
ajfa-1827	123	3	he	he	PRON
ajfa-1827	123	4	weighted	weight	VERB
ajfa-1827	123	5	owing	owing	ADJ
ajfa-1827	123	6	rule	rule	NOUN
ajfa-1827	123	7	:	:	PUNCT
ajfa-1827	123	8	finance	finance	PROPN
ajfa-1827	123	9	&	&	CCONJ
ajfa-1827	123	10	ac	ac	PROPN
ajfa-1827	123	11	issn	issn	PROPN
ajfa-1827	123	12	19	19	NUM
ajfa-1827	123	13	2012	2012	NUM
ajfa-1827	123	14	,	,	PUNCT
ajfa-1827	123	15	vol	vol	NOUN
ajfa-1827	123	16	.	.	PUNCT
ajfa-1827	124	1	www.macrothi	www.macrothi	X
ajfa-1827	125	1	iod	iod	NOUN
ajfa-1827	125	2	,	,	PUNCT
ajfa-1827	125	3	there	there	ADV
ajfa-1827	125	4	i	i	PRON
ajfa-1827	125	5	to	to	PART
ajfa-1827	125	6	say	say	VERB
ajfa-1827	125	7	that	that	PRON
ajfa-1827	125	8	followed	follow	VERB
ajfa-1827	125	9	by	by	ADP
ajfa-1827	125	10	"	"	PUNCT
ajfa-1827	125	11	anti	anti	ADJ
ajfa-1827	125	12	-	-	ADJ
ajfa-1827	125	13	persis	persis	VERB
ajfa-1827	125	14	the	the	DET
ajfa-1827	125	15	r	r	NOUN
ajfa-1827	125	16	/	/	SYM
ajfa-1827	125	17	s	s	X
ajfa-1827	125	18	pro	pro	ADJ
ajfa-1827	125	19	e	e	NOUN
ajfa-1827	125	20	major	major	ADJ
ajfa-1827	125	21	draw	draw	VERB
ajfa-1827	125	22	ificant	ificant	ADJ
ajfa-1827	125	23	,	,	PUNCT
ajfa-1827	125	24	it	it	PRON
ajfa-1827	125	25	is	be	AUX
ajfa-1827	125	26	or	or	CCONJ
ajfa-1827	125	27	drawbac	drawbac	VERB
ajfa-1827	125	28	tistical	tistical	ADJ
ajfa-1827	125	29	test	test	NOUN
ajfa-1827	125	30	atistic	atistic	ADJ
ajfa-1827	125	31	from	from	ADP
ajfa-1827	125	32	emory	emory	PROPN
ajfa-1827	125	33	.	.	PUNCT
ajfa-1827	126	1	x	x	PUNCT
ajfa-1827	126	2	x	x	SYM
ajfa-1827	126	3	enominator	enominator	NOUN
ajfa-1827	126	4	d	d	NOUN
ajfa-1827	126	5	autocovari	autocovari	NOUN
ajfa-1827	126	6	ccounting	ccounte	VERB
ajfa-1827	126	7	946	946	NUM
ajfa-1827	126	8	-	-	PUNCT
ajfa-1827	126	9	052x	052x	NOUN
ajfa-1827	126	10	4	4	NUM
ajfa-1827	126	11	,	,	PUNCT
ajfa-1827	126	12	no	no	INTJ
ajfa-1827	126	13	.	.	NOUN
ajfa-1827	126	14	2	2	NUM
ajfa-1827	126	15	ink.org/ajfa	ink.org/ajfa	X
ajfa-1827	126	16	s	s	VERB
ajfa-1827	126	17	a	a	DET
ajfa-1827	126	18	high	high	NOUN
ajfa-1827	126	19	the	the	DET
ajfa-1827	126	20	ch	ch	NOUN
ajfa-1827	126	21	y	y	PROPN
ajfa-1827	126	22	phases	phase	NOUN
ajfa-1827	126	23	tence	tence	NOUN
ajfa-1827	126	24	of	of	ADP
ajfa-1827	126	25	ovides	ovide	NOUN
ajfa-1827	126	26	a	a	DET
ajfa-1827	126	27	wback	wback	NOUN
ajfa-1827	126	28	is	be	AUX
ajfa-1827	126	29	for	for	SCONJ
ajfa-1827	126	30	this	this	PRON
ajfa-1827	126	31	ck	ck	NOUN
ajfa-1827	126	32	is	be	AUX
ajfa-1827	126	33	that	that	SCONJ
ajfa-1827	126	34	since	since	SCONJ
ajfa-1827	126	35	its	its	PRON
ajfa-1827	126	36	where	where	SCONJ
ajfa-1827	126	37	it	it	PRON
ajfa-1827	126	38	since	since	SCONJ
ajfa-1827	126	39	it	it	PRON
ajfa-1827	126	40	ances	ance	VERB
ajfa-1827	126	41	.	.	PUNCT
ajfa-1827	127	1	lo	lo	PROPN
ajfa-1827	127	2	(	(	PUNCT
ajfa-1827	127	3	199	199	NUM
ajfa-1827	127	4	number	number	NOUN
ajfa-1827	127	5	with	with	ADP
ajfa-1827	127	6	the	the	PRON
ajfa-1827	127	7	from	from	ADP
ajfa-1827	127	8	h	h	NOUN
ajfa-1827	127	9	robustn	robustn	VERB
ajfa-1827	127	10	weak	weak	ADJ
ajfa-1827	127	11	de	de	ADP
ajfa-1827	127	12	distingu	distingu	NOUN
ajfa-1827	127	13	dthe	dthe	ADJ
ajfa-1827	127	14	arfim	arfim	NOUN
ajfa-1827	127	15	these	these	PRON
ajfa-1827	127	16	m	m	VERB
ajfa-1827	127	17	are	be	AUX
ajfa-1827	127	18	a	a	DET
ajfa-1827	127	19	ge	ge	PROPN
ajfa-1827	127	20	integer	integer	PROPN
ajfa-1827	127	21	.	.	PUNCT
ajfa-1827	128	1	recall	recall	PROPN
ajfa-1827	128	2	t	t	PROPN
ajfa-1827	128	3	nonstati	nonstati	PROPN
ajfa-1827	128	4	(	(	PUNCT
ajfa-1827	128	5	i	i	PRON
ajfa-1827	128	6	(	(	PUNCT
ajfa-1827	128	7	d	d	NOUN
ajfa-1827	128	8	)	)	PUNCT
ajfa-1827	128	9	)	)	PUNCT
ajfa-1827	128	10	,	,	PUNCT
ajfa-1827	128	11	known	know	VERB
ajfa-1827	128	12	thus	thus	ADV
ajfa-1827	128	13	,	,	PUNCT
ajfa-1827	128	14	th	th	X
ajfa-1827	128	15	infinite	infinite	ADJ
ajfa-1827	128	16	memory	memory	NOUN
ajfa-1827	128	17	existenc	existenc	PROPN
ajfa-1827	128	18	non	non	ADJ
ajfa-1827	128	19	-	-	ADJ
ajfa-1827	128	20	inte	inte	ADJ
ajfa-1827	128	21	memory	memory	NOUN
ajfa-1827	128	22	series	series	NOUN
ajfa-1827	128	23	,	,	PUNCT
ajfa-1827	128	24	short	short	NOUN
ajfa-1827	128	25	-	-	PUNCT
ajfa-1827	128	26	te	te	ADP
ajfa-1827	128	27	long	long	ADJ
ajfa-1827	128	28	-	-	PUNCT
ajfa-1827	128	29	ter	ter	NOUN
ajfa-1827	128	30	on	on	ADP
ajfa-1827	128	31	a	a	DET
ajfa-1827	128	32	sin	sin	NOUN
ajfa-1827	128	33	a	a	DET
ajfa-1827	128	34	series	series	NOUN
ajfa-1827	128	35	the	the	DET
ajfa-1827	128	36	sim	sim	ADJ
ajfa-1827	128	37	discrete	discrete	ADJ
ajfa-1827	128	38	hosking	hosking	NOUN
ajfa-1827	128	39	notewor	notewor	PROPN
ajfa-1827	129	1	d	d	NOUN
ajfa-1827	129	2	=	=	SYM
ajfa-1827	129	3	h	h	NOUN
ajfa-1827	129	4	–	–	PUNCT
ajfa-1827	129	5	therefo	therefo	ADJ
ajfa-1827	129	6	paramet	paramet	NOUN
ajfa-1827	129	7	if	if	SCONJ
ajfa-1827	129	8	0	0	NUM
ajfa-1827	129	9	autocor	autocor	VERB
ajfa-1827	129	10	91	91	NUM
ajfa-1827	129	11	)	)	PUNCT
ajfa-1827	129	12	defined	define	VERB
ajfa-1827	129	13	r	r	NOUN
ajfa-1827	129	14	of	of	ADP
ajfa-1827	129	15	observa	observa	PROPN
ajfa-1827	129	16	e	e	PROPN
ajfa-1827	129	17	values	value	NOUN
ajfa-1827	129	18	tab	tab	VERB
ajfa-1827	129	19	his	his	PRON
ajfa-1827	129	20	article	article	NOUN
ajfa-1827	129	21	“	"	PUNCT
ajfa-1827	129	22	l	l	NOUN
ajfa-1827	129	23	ness	ness	NOUN
ajfa-1827	129	24	of	of	ADP
ajfa-1827	129	25	the	the	DET
ajfa-1827	129	26	m	m	PROPN
ajfa-1827	129	27	ependence	ependence	NOUN
ajfa-1827	129	28	,	,	PUNCT
ajfa-1827	129	29	uish	uish	ADJ
ajfa-1827	129	30	short	short	ADJ
ajfa-1827	129	31	m	m	PROPN
ajfa-1827	129	32	arfima	arfima	PROPN
ajfa-1827	129	33	ma	ma	PROPN
ajfa-1827	129	34	models	model	NOUN
ajfa-1827	129	35	models	model	NOUN
ajfa-1827	129	36	have	have	AUX
ajfa-1827	129	37	eneralizatio	eneralizatio	VERB
ajfa-1827	129	38	.	.	PUNCT
ajfa-1827	130	1	that	that	SCONJ
ajfa-1827	130	2	the	the	DET
ajfa-1827	130	3	arm	arm	NOUN
ajfa-1827	130	4	ionary	ionary	NOUN
ajfa-1827	130	5	so	so	SCONJ
ajfa-1827	130	6	it	it	PRON
ajfa-1827	130	7	therefore	therefore	ADV
ajfa-1827	130	8	t	t	PROPN
ajfa-1827	130	9	as	as	ADP
ajfa-1827	130	10	arima	arima	PROPN
ajfa-1827	130	11	he	he	PROPN
ajfa-1827	130	12	presence	presence	NOUN
ajfa-1827	130	13	memory	memory	NOUN
ajfa-1827	130	14	,	,	PUNCT
ajfa-1827	130	15	an	an	DET
ajfa-1827	130	16	y.	y.	NOUN
ajfa-1827	130	17	these	these	DET
ajfa-1827	130	18	tw	tw	X
ajfa-1827	130	19	ce	ce	PROPN
ajfa-1827	130	20	of	of	ADP
ajfa-1827	130	21	a	a	DET
ajfa-1827	130	22	para	para	NOUN
ajfa-1827	130	23	eger	eger	NOUN
ajfa-1827	130	24	coeffi	coeffi	VERB
ajfa-1827	130	25	y	y	PROPN
ajfa-1827	130	26	process	process	NOUN
ajfa-1827	130	27	.	.	PUNCT
ajfa-1827	131	1	t	t	PROPN
ajfa-1827	132	1	because	because	SCONJ
ajfa-1827	132	2	it	it	PRON
ajfa-1827	132	3	erm	erm	VERB
ajfa-1827	132	4	and	and	CCONJ
ajfa-1827	132	5	on	on	ADP
ajfa-1827	132	6	rm	rm	PROPN
ajfa-1827	132	7	moveme	moveme	PROPN
ajfa-1827	132	8	ngle	ngle	PROPN
ajfa-1827	132	9	parame	parame	NOUN
ajfa-1827	132	10	of	of	ADP
ajfa-1827	132	11	long	long	ADJ
ajfa-1827	132	12	-	-	PUNCT
ajfa-1827	132	13	ter	ter	NOUN
ajfa-1827	132	14	mplest	mpl	ADJ
ajfa-1827	132	15	arf	arf	NOUN
ajfa-1827	132	16	e	e	NOUN
ajfa-1827	132	17	time	time	NOUN
ajfa-1827	132	18	:	:	PUNCT
ajfa-1827	132	19	it	it	PRON
ajfa-1827	132	20	is	be	AUX
ajfa-1827	132	21	d	d	PROPN
ajfa-1827	132	22	g	g	NOUN
ajfa-1827	132	23	(	(	PUNCT
ajfa-1827	132	24	1981	1981	NUM
ajfa-1827	132	25	)	)	PUNCT
ajfa-1827	132	26	,	,	PUNCT
ajfa-1827	132	27	g	g	PROPN
ajfa-1827	132	28	rthy	rthy	PROPN
ajfa-1827	132	29	relation	relation	NOUN
ajfa-1827	132	30	–	–	PUNCT
ajfa-1827	132	31	1/2	1/2	NUM
ajfa-1827	132	32	ore	ore	NOUN
ajfa-1827	132	33	,	,	PUNCT
ajfa-1827	132	34	it	it	PRON
ajfa-1827	132	35	is	be	AUX
ajfa-1827	132	36	po	po	NOUN
ajfa-1827	132	37	ter	ter	NOUN
ajfa-1827	132	38	“	"	PUNCT
ajfa-1827	132	39	d	d	NOUN
ajfa-1827	132	40	”	"	PUNCT
ajfa-1827	132	41	.	.	PUNCT
ajfa-1827	133	1	<	<	X
ajfa-1827	133	2	d	d	X
ajfa-1827	133	3	<	<	X
ajfa-1827	133	4	1/2	1/2	NUM
ajfa-1827	133	5	:	:	PUNCT
ajfa-1827	133	6	rrelations	rrelation	NOUN
ajfa-1827	133	7	ar	ar	VERB
ajfa-1827	133	8	the	the	DET
ajfa-1827	133	9	statistic	statistic	PROPN
ajfa-1827	133	10	ations	ation	NOUN
ajfa-1827	133	11	.	.	PUNCT
ajfa-1827	134	1	statis	statis	PROPN
ajfa-1827	134	2	bulated	bulate	VERB
ajfa-1827	134	3	by	by	ADP
ajfa-1827	134	4	l	l	PROPN
ajfa-1827	134	5	long	long	ADJ
ajfa-1827	134	6	-	-	PUNCT
ajfa-1827	134	7	term	term	NOUN
ajfa-1827	134	8	m	m	VERB
ajfa-1827	134	9	modified	modify	VERB
ajfa-1827	134	10	r	r	NOUN
ajfa-1827	134	11	and	and	CCONJ
ajfa-1827	134	12	on	on	ADP
ajfa-1827	134	13	the	the	DET
ajfa-1827	134	14	memory	memory	NOUN
ajfa-1827	134	15	of	of	ADP
ajfa-1827	134	16	lo	lo	PROPN
ajfa-1827	134	17	model	model	NOUN
ajfa-1827	134	18	are	be	AUX
ajfa-1827	134	19	the	the	DET
ajfa-1827	134	20	long	long	ADJ
ajfa-1827	134	21	e	e	NOUN
ajfa-1827	134	22	been	be	AUX
ajfa-1827	134	23	deve	deve	VERB
ajfa-1827	134	24	on	on	ADP
ajfa-1827	134	25	of	of	ADP
ajfa-1827	134	26	arim	arim	PROPN
ajfa-1827	134	27	ma	ma	PROPN
ajfa-1827	134	28	(	(	PUNCT
ajfa-1827	134	29	p	p	X
ajfa-1827	134	30	,	,	PUNCT
ajfa-1827	134	31	q	q	X
ajfa-1827	134	32	)	)	PUNCT
ajfa-1827	135	1	i	i	PRON
ajfa-1827	135	2	must	must	AUX
ajfa-1827	135	3	be	be	AUX
ajfa-1827	135	4	int	int	NOUN
ajfa-1827	135	5	they	they	PRON
ajfa-1827	135	6	should	should	AUX
ajfa-1827	135	7	(	(	PUNCT
ajfa-1827	135	8	p	p	X
ajfa-1827	135	9	,	,	PUNCT
ajfa-1827	135	10	d	d	NOUN
ajfa-1827	135	11	,	,	PUNCT
ajfa-1827	135	12	q	q	NOUN
ajfa-1827	135	13	)	)	PUNCT
ajfa-1827	135	14	mo	mo	PROPN
ajfa-1827	135	15	e	e	PROPN
ajfa-1827	135	16	of	of	ADP
ajfa-1827	135	17	a	a	DET
ajfa-1827	135	18	unit	unit	NOUN
ajfa-1827	135	19	r	r	NOUN
ajfa-1827	135	20	nd	nd	NOUN
ajfa-1827	135	21	no	no	DET
ajfa-1827	135	22	unit	unit	NOUN
ajfa-1827	135	23	r	r	NOUN
ajfa-1827	135	24	wo	will	AUX
ajfa-1827	135	25	classical	classical	ADJ
ajfa-1827	135	26	ameter	ameter	ADJ
ajfa-1827	135	27	“	"	PUNCT
ajfa-1827	135	28	d	d	NOUN
ajfa-1827	135	29	”	"	PUNCT
ajfa-1827	135	30	cient	cient	PROPN
ajfa-1827	135	31	is	be	AUX
ajfa-1827	135	32	pa	pa	PROPN
ajfa-1827	135	33	the	the	DET
ajfa-1827	135	34	arfim	arfim	NOUN
ajfa-1827	135	35	contains	contain	VERB
ajfa-1827	135	36	a	a	DET
ajfa-1827	135	37	the	the	DET
ajfa-1827	135	38	other	other	ADJ
ajfa-1827	135	39	ha	ha	INTJ
ajfa-1827	135	40	ents	ent	NOUN
ajfa-1827	135	41	in	in	ADP
ajfa-1827	135	42	the	the	DET
ajfa-1827	135	43	se	se	PROPN
ajfa-1827	135	44	ter	ter	PROPN
ajfa-1827	135	45	,	,	PUNCT
ajfa-1827	135	46	the	the	DET
ajfa-1827	135	47	hur	hur	PROPN
ajfa-1827	135	48	rm	rm	PROPN
ajfa-1827	135	49	,	,	PUNCT
ajfa-1827	135	50	it	it	PRON
ajfa-1827	135	51	canno	canno	VERB
ajfa-1827	135	52	fima	fima	PROPN
ajfa-1827	135	53	proce	proce	PROPN
ajfa-1827	135	54	defined	define	VERB
ajfa-1827	135	55	as	as	ADP
ajfa-1827	135	56	f	f	PROPN
ajfa-1827	135	57	geweke	geweke	NOUN
ajfa-1827	135	58	an	an	DET
ajfa-1827	135	59	n	n	NOUN
ajfa-1827	135	60	between	between	ADP
ajfa-1827	135	61	t	t	PROPN
ajfa-1827	135	62	ssible	ssible	ADJ
ajfa-1827	135	63	to	to	ADP
ajfa-1827	135	64	pe	pe	PROPN
ajfa-1827	135	65	arfima	arfima	PROPN
ajfa-1827	135	66	re	re	PROPN
ajfa-1827	135	67	positive	positive	ADJ
ajfa-1827	135	68	a	a	DET
ajfa-1827	135	69	c	c	NOUN
ajfa-1827	135	70	v	v	NOUN
ajfa-1827	135	71	by	by	ADP
ajfa-1827	135	72	v	v	NUM
ajfa-1827	135	73	stics	stic	NOUN
ajfa-1827	135	74	v	v	AUX
ajfa-1827	135	75	allow	allow	VERB
ajfa-1827	135	76	lo	lo	PROPN
ajfa-1827	135	77	(	(	PUNCT
ajfa-1827	135	78	1991	1991	NUM
ajfa-1827	135	79	)	)	PUNCT
ajfa-1827	135	80	,	,	PUNCT
ajfa-1827	135	81	(	(	PUNCT
ajfa-1827	135	82	m	m	NOUN
ajfa-1827	135	83	memory	memory	NOUN
ajfa-1827	135	84	in	in	ADP
ajfa-1827	135	85	r	r	PROPN
ajfa-1827	135	86	/	/	SYM
ajfa-1827	135	87	s	s	PART
ajfa-1827	135	88	statistics	statistic	NOUN
ajfa-1827	136	1	other	other	ADJ
ajfa-1827	136	2	hand	hand	NOUN
ajfa-1827	136	3	ong	ong	PROPN
ajfa-1827	136	4	memor	memor	PROPN
ajfa-1827	136	5	g	g	PROPN
ajfa-1827	136	6	memory	memory	NOUN
ajfa-1827	136	7	p	p	PROPN
ajfa-1827	136	8	eloped	elope	VERB
ajfa-1827	136	9	by	by	ADP
ajfa-1827	136	10	g	g	PROPN
ajfa-1827	136	11	ma	ma	PROPN
ajfa-1827	136	12	of	of	ADP
ajfa-1827	136	13	box	box	PROPN
ajfa-1827	136	14	-	-	PUNCT
ajfa-1827	136	15	j	j	PROPN
ajfa-1827	136	16	is	be	AUX
ajfa-1827	136	17	used	use	VERB
ajfa-1827	136	18	when	when	SCONJ
ajfa-1827	136	19	tegrated	tegrate	VERB
ajfa-1827	136	20	.	.	PUNCT
ajfa-1827	137	1	in	in	ADP
ajfa-1827	137	2	d	d	AUX
ajfa-1827	137	3	be	be	AUX
ajfa-1827	137	4	stationa	stationa	NOUN
ajfa-1827	137	5	odel	odel	NOUN
ajfa-1827	137	6	where	where	SCONJ
ajfa-1827	137	7	root	root	NOUN
ajfa-1827	137	8	(	(	PUNCT
ajfa-1827	137	9	d	d	NOUN
ajfa-1827	137	10	=	=	SYM
ajfa-1827	137	11	1	1	NUM
ajfa-1827	137	12	i	i	PRON
ajfa-1827	137	13	root	root	VERB
ajfa-1827	137	14	(	(	PUNCT
ajfa-1827	138	1	d	d	NOUN
ajfa-1827	138	2	=	=	SYM
ajfa-1827	138	3	0	0	NUM
ajfa-1827	138	4	)	)	PUNCT
ajfa-1827	138	5	l	l	NOUN
ajfa-1827	138	6	models	model	NOUN
ajfa-1827	138	7	do	do	AUX
ajfa-1827	138	8	of	of	ADP
ajfa-1827	138	9	fraction	fraction	NOUN
ajfa-1827	138	10	articularly	articularly	ADV
ajfa-1827	138	11	in	in	ADP
ajfa-1827	138	12	ma	ma	PROPN
ajfa-1827	138	13	model	model	NOUN
ajfa-1827	138	14	i	i	PRON
ajfa-1827	138	15	part	part	NOUN
ajfa-1827	138	16	of	of	ADP
ajfa-1827	138	17	an	an	PRON
ajfa-1827	138	18	and	and	CCONJ
ajfa-1827	138	19	,	,	PUNCT
ajfa-1827	138	20	a	a	DET
ajfa-1827	138	21	param	param	NOUN
ajfa-1827	138	22	eries	erie	NOUN
ajfa-1827	138	23	studied	study	VERB
ajfa-1827	138	24	rst	rst	PROPN
ajfa-1827	138	25	exponent	exponent	NOUN
ajfa-1827	138	26	t	t	PROPN
ajfa-1827	138	27	claim	claim	VERB
ajfa-1827	138	28	to	to	ADP
ajfa-1827	138	29	e	e	PROPN
ajfa-1827	138	30	ess	ess	PROPN
ajfa-1827	138	31	is	be	AUX
ajfa-1827	138	32	the	the	DET
ajfa-1827	138	33	a	a	PRON
ajfa-1827	138	34	follows	follow	NOUN
ajfa-1827	138	35	:	:	PUNCT
ajfa-1827	138	36	1	1	NUM
ajfa-1827	138	37	nd	nd	NUM
ajfa-1827	138	38	porter	porter	NOUN
ajfa-1827	138	39	-	-	PUNCT
ajfa-1827	138	40	h	h	NOUN
ajfa-1827	138	41	the	the	DET
ajfa-1827	138	42	paramet	paramet	NOUN
ajfa-1827	138	43	erform	erform	VERB
ajfa-1827	138	44	a	a	DET
ajfa-1827	138	45	cla	cla	NOUN
ajfa-1827	138	46	process	process	NOUN
ajfa-1827	138	47	i	i	PRON
ajfa-1827	138	48	and	and	CCONJ
ajfa-1827	138	49	decreas	decreas	PROPN
ajfa-1827	138	50	385	385	NUM
ajfa-1827	138	51	√	√	NUM
ajfa-1827	138	52	where	where	SCONJ
ajfa-1827	138	53	ws	ws	PROPN
ajfa-1827	138	54	a	a	DET
ajfa-1827	138	55	test	test	NOUN
ajfa-1827	138	56	on	on	ADP
ajfa-1827	138	57	mignon	mignon	NOUN
ajfa-1827	138	58	(	(	PUNCT
ajfa-1827	138	59	20	20	NUM
ajfa-1827	138	60	stock	stock	NOUN
ajfa-1827	138	61	mark	mark	NOUN
ajfa-1827	138	62	s	s	PROPN
ajfa-1827	138	63	in	in	ADP
ajfa-1827	138	64	many	many	ADJ
ajfa-1827	138	65	f	f	NOUN
ajfa-1827	138	66	its	its	PRON
ajfa-1827	138	67	superior	superior	ADJ
ajfa-1827	138	68	ry	ry	PROPN
ajfa-1827	138	69	.	.	PROPN
ajfa-1827	138	70	process	process	NOUN
ajfa-1827	138	71	that	that	PRON
ajfa-1827	138	72	granger	granger	PROPN
ajfa-1827	138	73	and	and	CCONJ
ajfa-1827	138	74	jenkins	jenkins	PROPN
ajfa-1827	138	75	in	in	ADP
ajfa-1827	138	76	w	w	PROPN
ajfa-1827	138	77	n	n	ADP
ajfa-1827	138	78	the	the	DET
ajfa-1827	138	79	proces	proce	NOUN
ajfa-1827	138	80	n	n	PRON
ajfa-1827	138	81	other	other	ADJ
ajfa-1827	138	82	word	word	NOUN
ajfa-1827	138	83	ary	ary	ADV
ajfa-1827	138	84	after	after	SCONJ
ajfa-1827	138	85	"	"	PUNCT
ajfa-1827	138	86	d	d	X
ajfa-1827	138	87	d	d	NOUN
ajfa-1827	138	88	is	be	AUX
ajfa-1827	138	89	integer	integer	NOUN
ajfa-1827	138	90	in	in	ADP
ajfa-1827	138	91	the	the	DET
ajfa-1827	138	92	arim	arim	NOUN
ajfa-1827	139	1	correspond	correspond	NOUN
ajfa-1827	139	2	o	o	NOUN
ajfa-1827	139	3	not	not	PART
ajfa-1827	139	4	take	take	VERB
ajfa-1827	139	5	nal	nal	ADJ
ajfa-1827	139	6	different	different	ADJ
ajfa-1827	139	7	nteresting	nteresting	NOUN
ajfa-1827	139	8	is	be	AUX
ajfa-1827	139	9	a	a	DET
ajfa-1827	139	10	signific	signific	NOUN
ajfa-1827	139	11	n	n	X
ajfa-1827	139	12	arma	arma	NOUN
ajfa-1827	139	13	tr	tr	NOUN
ajfa-1827	139	14	meter	meter	NOUN
ajfa-1827	139	15	of	of	ADP
ajfa-1827	139	16	fra	fra	X
ajfa-1827	139	17	d.	d.	PROPN
ajfa-1827	139	18	against	against	ADP
ajfa-1827	139	19	t	t	PROPN
ajfa-1827	139	20	t	t	PROPN
ajfa-1827	139	21	h	h	NOUN
ajfa-1827	139	22	,	,	PUNCT
ajfa-1827	139	23	and	and	CCONJ
ajfa-1827	139	24	if	if	SCONJ
ajfa-1827	139	25	h	h	PRON
ajfa-1827	139	26	explain	explain	VERB
ajfa-1827	139	27	the	the	DET
ajfa-1827	139	28	b	b	NOUN
ajfa-1827	139	29	arfima	arfima	NOUN
ajfa-1827	139	30	(	(	PUNCT
ajfa-1827	139	31	0	0	NUM
ajfa-1827	139	32	l	l	NOUN
ajfa-1827	139	33	x	x	X
ajfa-1827	139	34	hudak	hudak	PROPN
ajfa-1827	139	35	(	(	PUNCT
ajfa-1827	139	36	198	198	NUM
ajfa-1827	139	37	er	er	INTJ
ajfa-1827	139	38	of	of	ADP
ajfa-1827	139	39	arfim	arfim	NOUN
ajfa-1827	139	40	assification	assification	NOUN
ajfa-1827	139	41	is	be	AUX
ajfa-1827	139	42	a	a	DET
ajfa-1827	139	43	station	station	NOUN
ajfa-1827	139	44	se	se	X
ajfa-1827	139	45	hyperboli	hyperboli	PROPN
ajfa-1827	139	46	asian	asian	PROPN
ajfa-1827	139	47	q	q	PROPN
ajfa-1827	139	48	is	be	AUX
ajfa-1827	139	49	the	the	DET
ajfa-1827	139	50	m	m	PROPN
ajfa-1827	139	51	n	n	ADJ
ajfa-1827	139	52	the	the	DET
ajfa-1827	139	53	value	value	NOUN
ajfa-1827	139	54	o	o	NOUN
ajfa-1827	139	55	002	002	NUM
ajfa-1827	139	56	)	)	PUNCT
ajfa-1827	139	57	)	)	PUNCT
ajfa-1827	139	58	.	.	PUNCT
ajfa-1827	140	1	ket	ket	PROPN
ajfa-1827	140	2	pray	pray	VERB
ajfa-1827	140	3	"	"	PUNCT
ajfa-1827	140	4	lo	lo	PROPN
ajfa-1827	140	5	forms	form	NOUN
ajfa-1827	140	6	of	of	ADP
ajfa-1827	140	7	he	he	PRON
ajfa-1827	140	8	rity	rity	NOUN
ajfa-1827	140	9	to	to	ADP
ajfa-1827	140	10	the	the	DET
ajfa-1827	140	11	tr	tr	PROPN
ajfa-1827	140	12	t	t	PROPN
ajfa-1827	140	13	identifies	identify	VERB
ajfa-1827	140	14	t	t	PROPN
ajfa-1827	140	15	d	d	PROPN
ajfa-1827	140	16	joyeux	joyeux	X
ajfa-1827	140	17	(	(	PUNCT
ajfa-1827	140	18	1	1	NUM
ajfa-1827	140	19	which	which	DET
ajfa-1827	140	20	diffe	diffe	ADJ
ajfa-1827	140	21	ss	ss	PROPN
ajfa-1827	140	22	is	be	AUX
ajfa-1827	140	23	station	station	NOUN
ajfa-1827	140	24	ds	ds	PROPN
ajfa-1827	140	25	,	,	PUNCT
ajfa-1827	140	26	the	the	DET
ajfa-1827	140	27	time	time	NOUN
ajfa-1827	140	28	d	d	NOUN
ajfa-1827	140	29	"	"	PUNCT
ajfa-1827	140	30	different	different	PROPN
ajfa-1827	140	31	r.	r.	PROPN
ajfa-1827	140	32	ma	ma	PROPN
ajfa-1827	140	33	models	model	NOUN
ajfa-1827	140	34	ds	ds	VERB
ajfa-1827	140	35	to	to	ADP
ajfa-1827	140	36	the	the	DET
ajfa-1827	140	37	cas	cas	PROPN
ajfa-1827	140	38	into	into	ADP
ajfa-1827	140	39	accoun	accoun	PROPN
ajfa-1827	140	40	tiation	tiation	PROPN
ajfa-1827	140	41	.	.	PUNCT
ajfa-1827	141	1	how	how	SCONJ
ajfa-1827	141	2	since	since	SCONJ
ajfa-1827	141	3	it	it	PRON
ajfa-1827	141	4	all	all	PRON
ajfa-1827	141	5	ca	can	AUX
ajfa-1827	141	6	nt	not	PART
ajfa-1827	141	7	develop	develop	VERB
ajfa-1827	141	8	raditional	raditional	ADJ
ajfa-1827	141	9	si	si	X
ajfa-1827	141	10	actional	actional	NOUN
ajfa-1827	141	11	inte	inte	NOUN
ajfa-1827	141	12	the	the	DET
ajfa-1827	141	13	fractiona	fractiona	NOUN
ajfa-1827	141	14	he	he	PRON
ajfa-1827	141	15	can	can	AUX
ajfa-1827	141	16	actual	actual	ADJ
ajfa-1827	141	17	behavior	behavior	NOUN
ajfa-1827	141	18	in	in	ADP
ajfa-1827	141	19	0	0	NUM
ajfa-1827	141	20	,	,	PUNCT
ajfa-1827	141	21	d	d	NOUN
ajfa-1827	141	22	,	,	PUNCT
ajfa-1827	141	23	0	0	NUM
ajfa-1827	141	24	)	)	PUNCT
ajfa-1827	141	25	or	or	CCONJ
ajfa-1827	141	26	u	u	NOUN
ajfa-1827	141	27	83	83	NUM
ajfa-1827	141	28	)	)	PUNCT
ajfa-1827	141	29	,	,	PUNCT
ajfa-1827	142	1	lo	lo	PROPN
ajfa-1827	142	2	(	(	PUNCT
ajfa-1827	142	3	19	19	NUM
ajfa-1827	142	4	ma	ma	PROPN
ajfa-1827	142	5	process	process	NOUN
ajfa-1827	142	6	of	of	ADP
ajfa-1827	142	7	time	time	NOUN
ajfa-1827	142	8	ser	ser	NOUN
ajfa-1827	142	9	nary	nary	ADJ
ajfa-1827	142	10	proce	proce	PROPN
ajfa-1827	142	11	ically	ically	ADV
ajfa-1827	142	12	to	to	ADP
ajfa-1827	142	13	0	0	NUM
ajfa-1827	142	14	.	.	PUNCT
ajfa-1827	143	1	n	n	PRON
ajfa-1827	143	2	journal	journal	NOUN
ajfa-1827	143	3	of	of	ADP
ajfa-1827	143	4	f	f	PROPN
ajfa-1827	143	5	odified	odifie	VERB
ajfa-1827	143	6	r	r	NOUN
ajfa-1827	143	7	/	/	SYM
ajfa-1827	143	8	s	s	NOUN
ajfa-1827	143	9	of	of	ADP
ajfa-1827	143	10	h	h	NOUN
ajfa-1827	143	11	by	by	ADP
ajfa-1827	143	12	com	com	NOUN
ajfa-1827	143	13	o	o	PROPN
ajfa-1827	143	14	(	(	PUNCT
ajfa-1827	143	15	1991	1991	NUM
ajfa-1827	143	16	)	)	PUNCT
ajfa-1827	144	1	sh	sh	INTJ
ajfa-1827	144	2	eteroskedast	eteroskedast	VERB
ajfa-1827	144	3	aditional	aditional	PROPN
ajfa-1827	144	4	r/	r/	ADV
ajfa-1827	144	5	the	the	DET
ajfa-1827	144	6	phenom	phenom	NOUN
ajfa-1827	144	7	1980	1980	NUM
ajfa-1827	144	8	)	)	PUNCT
ajfa-1827	144	9	and	and	CCONJ
ajfa-1827	144	10	h	h	NOUN
ajfa-1827	144	11	erentiation	erentiation	NOUN
ajfa-1827	144	12	e	e	PROPN
ajfa-1827	144	13	nary	nary	PROPN
ajfa-1827	144	14	.	.	PUNCT
ajfa-1827	145	1	howev	howev	PROPN
ajfa-1827	145	2	series	series	PROPN
ajfa-1827	145	3	are	be	AUX
ajfa-1827	145	4	in	in	ADP
ajfa-1827	145	5	iations	iation	NOUN
ajfa-1827	145	6	in	in	ADP
ajfa-1827	145	7	t	t	PROPN
ajfa-1827	145	8	s	s	PART
ajfa-1827	145	9	)	)	PUNCT
ajfa-1827	145	10	refers	refer	VERB
ajfa-1827	145	11	to	to	ADP
ajfa-1827	145	12	t	t	PROPN
ajfa-1827	145	13	se	se	X
ajfa-1827	145	14	of	of	ADP
ajfa-1827	145	15	short	short	PROPN
ajfa-1827	145	16	m	m	VERB
ajfa-1827	145	17	nt	not	PART
ajfa-1827	145	18	the	the	DET
ajfa-1827	145	19	inter	inter	ADJ
ajfa-1827	145	20	wever	wever	NOUN
ajfa-1827	145	21	,	,	PUNCT
ajfa-1827	145	22	the	the	DET
ajfa-1827	145	23	lows	low	NOUN
ajfa-1827	145	24	to	to	PART
ajfa-1827	145	25	cha	cha	VERB
ajfa-1827	145	26	pment	pment	NOUN
ajfa-1827	145	27	in	in	ADP
ajfa-1827	145	28	the	the	DET
ajfa-1827	145	29	ide	ide	NOUN
ajfa-1827	145	30	to	to	ADP
ajfa-1827	145	31	refle	refle	PROPN
ajfa-1827	145	32	egration	egration	PROPN
ajfa-1827	145	33	des	des	PROPN
ajfa-1827	145	34	al	al	PROPN
ajfa-1827	145	35	gaussian	gaussian	PROPN
ajfa-1827	145	36	lly	lly	ADV
ajfa-1827	145	37	characte	characte	VERB
ajfa-1827	145	38	the	the	DET
ajfa-1827	145	39	short	short	ADJ
ajfa-1827	145	40	ter	ter	NOUN
ajfa-1827	145	41	fractional	fractional	ADJ
ajfa-1827	145	42	991	991	NUM
ajfa-1827	145	43	)	)	PUNCT
ajfa-1827	145	44	,	,	PUNCT
ajfa-1827	145	45	show	show	VERB
ajfa-1827	145	46	ses	se	NOUN
ajfa-1827	145	47	and	and	CCONJ
ajfa-1827	145	48	the	the	DET
ajfa-1827	145	49	ries	rie	NOUN
ajfa-1827	145	50	based	base	VERB
ajfa-1827	145	51	o	o	PROPN
ajfa-1827	145	52	ess	ess	NOUN
ajfa-1827	145	53	with	with	ADP
ajfa-1827	145	54	lo	lo	PROPN
ajfa-1827	145	55	when	when	SCONJ
ajfa-1827	145	56	the	the	DET
ajfa-1827	145	57	d	d	PROPN
ajfa-1827	145	58	finance	finance	PROPN
ajfa-1827	145	59	&	&	CCONJ
ajfa-1827	145	60	ac	ac	PROPN
ajfa-1827	145	61	issn	issn	PROPN
ajfa-1827	145	62	19	19	NUM
ajfa-1827	145	63	2012	2012	NUM
ajfa-1827	145	64	,	,	PUNCT
ajfa-1827	145	65	vol	vol	NOUN
ajfa-1827	145	66	.	.	PUNCT
ajfa-1827	146	1	www.macrothi	www.macrothi	X
ajfa-1827	147	1	s	s	AUX
ajfa-1827	147	2	statistics	statistic	NOUN
ajfa-1827	147	3	a	a	DET
ajfa-1827	147	4	mparing	mparing	NOUN
ajfa-1827	147	5	the	the	DET
ajfa-1827	147	6	howed	howed	ADJ
ajfa-1827	147	7	a	a	DET
ajfa-1827	147	8	sid	sid	PROPN
ajfa-1827	147	9	ticity	ticity	NOUN
ajfa-1827	147	10	and	and	CCONJ
ajfa-1827	147	11	g	g	PROPN
ajfa-1827	147	12	/s	/s	VERB
ajfa-1827	147	13	when	when	SCONJ
ajfa-1827	147	14	it	it	PRON
ajfa-1827	147	15	s	s	VERB
ajfa-1827	147	16	mena	mena	NOUN
ajfa-1827	147	17	of	of	ADP
ajfa-1827	147	18	pers	per	NOUN
ajfa-1827	147	19	hosking	hoske	VERB
ajfa-1827	147	20	(	(	PUNCT
ajfa-1827	147	21	19	19	NUM
ajfa-1827	147	22	exponent	exponent	NOUN
ajfa-1827	147	23	of	of	ADP
ajfa-1827	147	24	ver	ver	PROPN
ajfa-1827	147	25	,	,	PUNCT
ajfa-1827	147	26	if	if	SCONJ
ajfa-1827	147	27	the	the	DET
ajfa-1827	147	28	pr	pr	NOUN
ajfa-1827	147	29	ntegrated	ntegrate	VERB
ajfa-1827	147	30	of	of	ADP
ajfa-1827	147	31	time	time	NOUN
ajfa-1827	147	32	this	this	PRON
ajfa-1827	147	33	pr	pr	VERB
ajfa-1827	147	34	the	the	DET
ajfa-1827	147	35	phenom	phenom	NOUN
ajfa-1827	147	36	memory	memory	NOUN
ajfa-1827	147	37	,	,	PUNCT
ajfa-1827	147	38	or	or	CCONJ
ajfa-1827	147	39	rmediate	rmediate	NOUN
ajfa-1827	147	40	ca	can	AUX
ajfa-1827	147	41	presence	presence	NOUN
ajfa-1827	147	42	of	of	ADP
ajfa-1827	147	43	aracterize	aracterize	PROPN
ajfa-1827	147	44	t	t	PROPN
ajfa-1827	147	45	e	e	NOUN
ajfa-1827	147	46	modeling	modeling	NOUN
ajfa-1827	147	47	ect	ect	VERB
ajfa-1827	147	48	the	the	DET
ajfa-1827	147	49	beh	beh	NOUN
ajfa-1827	147	50	signed	sign	VERB
ajfa-1827	147	51	to	to	ADP
ajfa-1827	147	52	cla	cla	PROPN
ajfa-1827	147	53	noise	noise	NOUN
ajfa-1827	147	54	depen	depen	NOUN
ajfa-1827	147	55	erize	erize	VERB
ajfa-1827	147	56	the	the	DET
ajfa-1827	147	57	beh	beh	NOUN
ajfa-1827	147	58	erm	erm	PROPN
ajfa-1827	147	59	.	.	PROPN
ajfa-1827	147	60	noise	noise	PROPN
ajfa-1827	147	61	param	param	NOUN
ajfa-1827	147	62	we	we	PRON
ajfa-1827	147	63	d	d	PROPN
ajfa-1827	147	64	that	that	SCONJ
ajfa-1827	147	65	the	the	DET
ajfa-1827	147	66	hurst	hurst	PROPN
ajfa-1827	147	67	expo	expo	PROPN
ajfa-1827	147	68	on	on	ADP
ajfa-1827	147	69	the	the	DET
ajfa-1827	147	70	value	value	NOUN
ajfa-1827	147	71	ong	ong	NOUN
ajfa-1827	147	72	memo	memo	NOUN
ajfa-1827	147	73	delay	delay	NOUN
ajfa-1827	147	74	increa	increa	NOUN
ajfa-1827	147	75	ccounting	ccounte	VERB
ajfa-1827	147	76	946	946	NUM
ajfa-1827	147	77	-	-	PUNCT
ajfa-1827	147	78	052x	052x	NOUN
ajfa-1827	147	79	4	4	NUM
ajfa-1827	147	80	,	,	PUNCT
ajfa-1827	147	81	no	no	INTJ
ajfa-1827	147	82	.	.	NOUN
ajfa-1827	147	83	2	2	NUM
ajfa-1827	147	84	ink.org/ajfa	ink.org/ajfa	X
ajfa-1827	147	85	nd	nd	ADP
ajfa-1827	147	86	t	t	NOUN
ajfa-1827	147	87	the	the	DET
ajfa-1827	147	88	estimate	estimate	NOUN
ajfa-1827	147	89	de	de	X
ajfa-1827	147	90	of	of	ADP
ajfa-1827	147	91	the	the	PRON
ajfa-1827	147	92	generally	generally	ADV
ajfa-1827	147	93	serves	serve	VERB
ajfa-1827	147	94	to	to	ADP
ajfa-1827	147	95	sistence	sistence	NOUN
ajfa-1827	147	96	.	.	PUNCT
ajfa-1827	148	1	981	981	NUM
ajfa-1827	148	2	)	)	PUNCT
ajfa-1827	148	3	and	and	CCONJ
ajfa-1827	148	4	f	f	PROPN
ajfa-1827	148	5	was	be	AUX
ajfa-1827	148	6	an	an	DET
ajfa-1827	148	7	rocess	rocess	NOUN
ajfa-1827	148	8	is	be	AUX
ajfa-1827	148	9	f	f	PROPN
ajfa-1827	148	10	order	order	NOUN
ajfa-1827	148	11	d	d	AUX
ajfa-1827	148	12	rocess	rocess	PROPN
ajfa-1827	148	13	is	be	AUX
ajfa-1827	148	14	menon	menon	PROPN
ajfa-1827	148	15	of	of	ADP
ajfa-1827	148	16	even	even	ADV
ajfa-1827	148	17	no	no	DET
ajfa-1827	148	18	ases	as	NOUN
ajfa-1827	148	19	:	:	PUNCT
ajfa-1827	148	20	the	the	DET
ajfa-1827	148	21	f	f	PROPN
ajfa-1827	148	22	such	such	DET
ajfa-1827	148	23	a	a	DET
ajfa-1827	148	24	the	the	DET
ajfa-1827	148	25	long	long	ADJ
ajfa-1827	148	26	g	g	NOUN
ajfa-1827	148	27	of	of	ADP
ajfa-1827	148	28	time	time	NOUN
ajfa-1827	148	29	avior	avior	PROPN
ajfa-1827	148	30	of	of	ADP
ajfa-1827	148	31	arify	arify	PROPN
ajfa-1827	148	32	the	the	DET
ajfa-1827	148	33	nds	nds	PROPN
ajfa-1827	148	34	only	only	ADV
ajfa-1827	148	35	havior	havior	ADJ
ajfa-1827	148	36	of	of	ADP
ajfa-1827	148	37	meter	meter	NOUN
ajfa-1827	148	38	in	in	ADP
ajfa-1827	148	39	ere	ere	PROPN
ajfa-1827	148	40	is	be	AUX
ajfa-1827	148	41	a	a	DET
ajfa-1827	148	42	nent	nent	NOUN
ajfa-1827	148	43	h	h	NOUN
ajfa-1827	148	44	:	:	PUNCT
ajfa-1827	148	45	es	es	NOUN
ajfa-1827	148	46	of	of	ADP
ajfa-1827	148	47	the	the	DET
ajfa-1827	148	48	ry	ry	PROPN
ajfa-1827	148	49	.	.	PUNCT
ajfa-1827	149	1	the	the	DET
ajfa-1827	149	2	ases	ases	PROPN
ajfa-1827	149	3	,	,	PUNCT
ajfa-1827	149	4	the	the	DET
ajfa-1827	149	5	spectral	spectral	ADJ
ajfa-1827	149	6	when	when	SCONJ
ajfa-1827	149	7	th	th	X
ajfa-1827	149	8	if	if	SCONJ
ajfa-1827	149	9	d	d	PROPN
ajfa-1827	149	10	=	=	PUNCT
ajfa-1827	149	11	of	of	ADP
ajfa-1827	149	12	longif	longif	PROPN
ajfa-1827	149	13	-1	-1	PROPN
ajfa-1827	149	14	/	/	SYM
ajfa-1827	149	15	spectral	spectral	ADJ
ajfa-1827	149	16	frequen	frequen	NOUN
ajfa-1827	149	17	4	4	NUM
ajfa-1827	149	18	.	.	PUNCT
ajfa-1827	149	19	emp	emp	NOUN
ajfa-1827	149	20	adata	adata	PROPN
ajfa-1827	149	21	the	the	DET
ajfa-1827	149	22	col	col	PROPN
ajfa-1827	149	23	daily	daily	PROPN
ajfa-1827	149	24	da	da	PROPN
ajfa-1827	149	25	over	over	ADP
ajfa-1827	149	26	the	the	DET
ajfa-1827	149	27	emergin	emergin	PROPN
ajfa-1827	149	28	january	january	PROPN
ajfa-1827	149	29	bpreli	bpreli	NOUN
ajfa-1827	149	30	as	as	ADP
ajfa-1827	149	31	a	a	DET
ajfa-1827	149	32	fir	fir	NOUN
ajfa-1827	149	33	the	the	DET
ajfa-1827	149	34	pre	pre	ADJ
ajfa-1827	149	35	presenc	presenc	PROPN
ajfa-1827	149	36	suggest	suggest	VERB
ajfa-1827	149	37	tests	test	VERB
ajfa-1827	149	38	us	we	PRON
ajfa-1827	149	39	schmid	schmid	PROPN
ajfa-1827	149	40	and	and	CCONJ
ajfa-1827	149	41	pp	pp	PROPN
ajfa-1827	149	42	,	,	PUNCT
ajfa-1827	149	43	accepta	accepta	PROPN
ajfa-1827	149	44	presenc	presenc	NOUN
ajfa-1827	149	45	such	such	ADJ
ajfa-1827	149	46	pr	pr	X
ajfa-1827	149	47	white	white	ADJ
ajfa-1827	149	48	range	range	NOUN
ajfa-1827	149	49	o	o	NOUN
ajfa-1827	149	50	the	the	DET
ajfa-1827	149	51	firs	fir	NOUN
ajfa-1827	149	52	be	be	AUX
ajfa-1827	149	53	seen	see	VERB
ajfa-1827	149	54	three	three	NUM
ajfa-1827	149	55	te	te	ADP
ajfa-1827	149	56	the	the	DET
ajfa-1827	149	57	n	n	PROPN
ajfa-1827	149	58	the	the	DET
ajfa-1827	149	59	stu	stu	PROPN
ajfa-1827	149	60	symmet	symmet	VERB
ajfa-1827	149	61	distribu	distribu	NOUN
ajfa-1827	149	62	distribu	distribu	NOUN
ajfa-1827	149	63	equal	equal	ADJ
ajfa-1827	149	64	to	to	ADP
ajfa-1827	149	65	l	l	NOUN
ajfa-1827	149	66	density	density	NOUN
ajfa-1827	149	67	is	be	AUX
ajfa-1827	149	68	he	he	PRON
ajfa-1827	149	69	frequency	frequency	VERB
ajfa-1827	150	1	o	o	NOUN
ajfa-1827	150	2	,	,	PUNCT
ajfa-1827	150	3	the	the	DET
ajfa-1827	150	4	arf	arf	NOUN
ajfa-1827	150	5	-term	-term	PROPN
ajfa-1827	150	6	depen	depen	PROPN
ajfa-1827	150	7	/	/	SYM
ajfa-1827	150	8	2	2	NUM
ajfa-1827	150	9	<	<	X
ajfa-1827	150	10	d	d	X
ajfa-1827	150	11	<	<	X
ajfa-1827	150	12	0	0	NUM
ajfa-1827	150	13	,	,	PUNCT
ajfa-1827	150	14	t	t	PROPN
ajfa-1827	150	15	l	l	NOUN
ajfa-1827	150	16	density	density	NOUN
ajfa-1827	150	17	is	be	AUX
ajfa-1827	150	18	ncy	ncy	PROPN
ajfa-1827	150	19	,	,	PUNCT
ajfa-1827	150	20	tends	tend	VERB
ajfa-1827	150	21	to	to	PART
ajfa-1827	150	22	pirical	pirical	PROPN
ajfa-1827	150	23	evid	evid	PROPN
ajfa-1827	150	24	abase	abase	PROPN
ajfa-1827	150	25	llection	llection	NOUN
ajfa-1827	150	26	,	,	PUNCT
ajfa-1827	150	27	pro	pro	X
ajfa-1827	150	28	ata	ata	PROPN
ajfa-1827	150	29	provided	provide	VERB
ajfa-1827	150	30	e	e	SYM
ajfa-1827	150	31	21	21	NUM
ajfa-1827	150	32	countr	countr	PROPN
ajfa-1827	150	33	ng	ng	PROPN
ajfa-1827	150	34	powers	powers	PROPN
ajfa-1827	150	35	y	y	PROPN
ajfa-1827	150	36	2000	2000	NUM
ajfa-1827	150	37	to	to	ADP
ajfa-1827	150	38	de	de	X
ajfa-1827	150	39	iminary	iminary	ADJ
ajfa-1827	150	40	stu	stu	PROPN
ajfa-1827	150	41	rst	rst	PROPN
ajfa-1827	150	42	step	step	NOUN
ajfa-1827	150	43	towa	towa	PROPN
ajfa-1827	150	44	sence	sence	ADP
ajfa-1827	150	45	of	of	ADP
ajfa-1827	150	46	lo	lo	PROPN
ajfa-1827	150	47	ce	ce	PROPN
ajfa-1827	150	48	of	of	ADP
ajfa-1827	150	49	unit	unit	NOUN
ajfa-1827	150	50	r	r	PROPN
ajfa-1827	150	51	tive	tive	NOUN
ajfa-1827	150	52	of	of	ADP
ajfa-1827	150	53	rand	rand	NOUN
ajfa-1827	150	54	sed	se	VERB
ajfa-1827	150	55	in	in	ADP
ajfa-1827	150	56	the	the	DET
ajfa-1827	150	57	dt	dt	NOUN
ajfa-1827	150	58	and	and	CCONJ
ajfa-1827	150	59	shin	shin	PROPN
ajfa-1827	150	60	.	.	PUNCT
ajfa-1827	151	1	,	,	PUNCT
ajfa-1827	151	2	respectivel	respectivel	NOUN
ajfa-1827	151	3	ance	ance	NOUN
ajfa-1827	151	4	of	of	ADP
ajfa-1827	151	5	the	the	DET
ajfa-1827	151	6	ce	ce	PROPN
ajfa-1827	151	7	of	of	ADP
ajfa-1827	151	8	a	a	DET
ajfa-1827	151	9	syst	syst	NOUN
ajfa-1827	151	10	roperties	ropertie	NOUN
ajfa-1827	151	11	m	m	VERB
ajfa-1827	151	12	e	e	NOUN
ajfa-1827	151	13	test	test	NOUN
ajfa-1827	151	14	for	for	ADP
ajfa-1827	151	15	ra	ra	PROPN
ajfa-1827	151	16	f	f	PROPN
ajfa-1827	151	17	non	non	PROPN
ajfa-1827	151	18	-	-	PROPN
ajfa-1827	151	19	indep	indep	ADJ
ajfa-1827	151	20	st	st	PROPN
ajfa-1827	151	21	three	three	NUM
ajfa-1827	151	22	colu	colu	PROPN
ajfa-1827	151	23	n	n	CCONJ
ajfa-1827	151	24	from	from	ADP
ajfa-1827	151	25	this	this	DET
ajfa-1827	151	26	t	t	NOUN
ajfa-1827	151	27	sts	st	VERB
ajfa-1827	151	28	for	for	ADP
ajfa-1827	151	29	all	all	DET
ajfa-1827	151	30	1	1	NUM
ajfa-1827	151	31	normality	normality	NOUN
ajfa-1827	151	32	o	o	NOUN
ajfa-1827	151	33	udy	udy	NOUN
ajfa-1827	151	34	of	of	ADP
ajfa-1827	151	35	the	the	DET
ajfa-1827	151	36	n	n	NOUN
ajfa-1827	151	37	try	try	NOUN
ajfa-1827	151	38	(	(	PUNCT
ajfa-1827	151	39	called	call	VERB
ajfa-1827	151	40	utions	ution	NOUN
ajfa-1827	151	41	of	of	ADP
ajfa-1827	151	42	ra	ra	PROPN
ajfa-1827	151	43	ution	ution	NOUN
ajfa-1827	151	44	is	be	AUX
ajfa-1827	151	45	sym	sym	NOUN
ajfa-1827	151	46	o	o	PROPN
ajfa-1827	151	47	3	3	NUM
ajfa-1827	151	48	.	.	PUNCT
ajfa-1827	151	49	s	s	PART
ajfa-1827	151	50	concentrat	concentrat	NOUN
ajfa-1827	151	51	y	y	PROPN
ajfa-1827	151	52	tends	tend	VERB
ajfa-1827	151	53	to	to	ADP
ajfa-1827	151	54	z	z	PROPN
ajfa-1827	151	55	fima	fima	PROPN
ajfa-1827	151	56	proce	proce	PROPN
ajfa-1827	151	57	ndency	ndency	NOUN
ajfa-1827	151	58	.	.	PUNCT
ajfa-1827	152	1	the	the	DET
ajfa-1827	152	2	process	process	NOUN
ajfa-1827	152	3	dominated	dominate	VERB
ajfa-1827	152	4	o	o	PROPN
ajfa-1827	152	5	zero	zero	NUM
ajfa-1827	152	6	)	)	PUNCT
ajfa-1827	152	7	.	.	PUNCT
ajfa-1827	153	1	dence	dence	NOUN
ajfa-1827	153	2	ocessing	ocessing	NOUN
ajfa-1827	153	3	and	and	CCONJ
ajfa-1827	153	4	d	d	NOUN
ajfa-1827	153	5	by	by	ADP
ajfa-1827	153	6	eurone	eurone	NOUN
ajfa-1827	153	7	ries	rie	NOUN
ajfa-1827	153	8	ranked	rank	VERB
ajfa-1827	153	9	and	and	CCONJ
ajfa-1827	153	10	7	7	NUM
ajfa-1827	153	11	other	other	ADJ
ajfa-1827	153	12	ecember	ecember	PROPN
ajfa-1827	153	13	20	20	NUM
ajfa-1827	153	14	udy	udy	NOUN
ajfa-1827	153	15	ard	ard	PROPN
ajfa-1827	153	16	explorin	explorin	PROPN
ajfa-1827	153	17	ong	ong	PROPN
ajfa-1827	154	1	memor	memor	PROPN
ajfa-1827	154	2	roots	root	NOUN
ajfa-1827	154	3	in	in	ADP
ajfa-1827	154	4	the	the	DET
ajfa-1827	154	5	om	om	PROPN
ajfa-1827	154	6	walk	walk	VERB
ajfa-1827	154	7	an	an	DET
ajfa-1827	154	8	paper	paper	NOUN
ajfa-1827	154	9	are	be	AUX
ajfa-1827	154	10	t	t	NOUN
ajfa-1827	154	11	.	.	PUNCT
ajfa-1827	155	1	(	(	PUNCT
ajfa-1827	155	2	1992	1992	NUM
ajfa-1827	155	3	)	)	PUNCT
ajfa-1827	155	4	,	,	PUNCT
ajfa-1827	155	5	an	an	DET
ajfa-1827	155	6	ly	ly	NOUN
ajfa-1827	155	7	.	.	PUNCT
ajfa-1827	156	1	assumption	assumption	NOUN
ajfa-1827	156	2	tematic	tematic	PROPN
ajfa-1827	156	3	patt	patt	PROPN
ajfa-1827	156	4	might	might	AUX
ajfa-1827	156	5	signal	signal	VERB
ajfa-1827	156	6	andomness	andomness	NOUN
ajfa-1827	156	7	a	a	DET
ajfa-1827	156	8	pendence	pendence	NOUN
ajfa-1827	156	9	in	in	ADP
ajfa-1827	156	10	umns	umn	NOUN
ajfa-1827	156	11	in	in	ADP
ajfa-1827	156	12	tab	tab	NOUN
ajfa-1827	156	13	table	table	NOUN
ajfa-1827	156	14	,	,	PUNCT
ajfa-1827	156	15	the	the	DET
ajfa-1827	156	16	hy	hy	NOUN
ajfa-1827	156	17	4	4	NUM
ajfa-1827	156	18	markets	market	NOUN
ajfa-1827	156	19	in	in	ADP
ajfa-1827	156	20	of	of	ADP
ajfa-1827	156	21	returns	return	NOUN
ajfa-1827	156	22	:	:	PUNCT
ajfa-1827	156	23	normality	normality	ADJ
ajfa-1827	156	24	o	o	PROPN
ajfa-1827	156	25	skewness	skewness	PROPN
ajfa-1827	156	26	)	)	PUNCT
ajfa-1827	156	27	ates	ates	PROPN
ajfa-1827	156	28	of	of	ADP
ajfa-1827	156	29	retu	retu	ADJ
ajfa-1827	156	30	mmetrical	mmetrical	PROPN
ajfa-1827	156	31	th	th	X
ajfa-1827	156	32	ted	te	VERB
ajfa-1827	156	33	around	around	ADP
ajfa-1827	156	34	zero	zero	NUM
ajfa-1827	156	35	.	.	PUNCT
ajfa-1827	157	1	we	we	PRON
ajfa-1827	157	2	are	be	AUX
ajfa-1827	157	3	ess	ess	NOUN
ajfa-1827	157	4	reduces	reduce	NOUN
ajfa-1827	157	5	is	be	AUX
ajfa-1827	157	6	anti	anti	NOUN
ajfa-1827	157	7	-	-	NOUN
ajfa-1827	157	8	pers	per	NOUN
ajfa-1827	157	9	by	by	ADP
ajfa-1827	157	10	high	high	ADJ
ajfa-1827	157	11	-	-	PUNCT
ajfa-1827	157	12	fre	fre	ADJ
ajfa-1827	157	13	d	d	NOUN
ajfa-1827	157	14	preparatio	preparatio	NOUN
ajfa-1827	157	15	ext	ext	PROPN
ajfa-1827	157	16	and	and	CCONJ
ajfa-1827	157	17	emd	emd	PROPN
ajfa-1827	157	18	by	by	ADP
ajfa-1827	157	19	their	their	PRON
ajfa-1827	157	20	ec	ec	PROPN
ajfa-1827	157	21	r	r	NOUN
ajfa-1827	157	22	emerging	emerge	VERB
ajfa-1827	157	23	010	010	NUM
ajfa-1827	157	24	.	.	PUNCT
ajfa-1827	158	1	ng	ng	PROPN
ajfa-1827	159	1	the	the	DET
ajfa-1827	159	2	statis	statis	PROPN
ajfa-1827	159	3	ry	ry	PROPN
ajfa-1827	159	4	,	,	PUNCT
ajfa-1827	159	5	a	a	DET
ajfa-1827	159	6	battery	battery	NOUN
ajfa-1827	159	7	e	e	NOUN
ajfa-1827	159	8	returns	return	NOUN
ajfa-1827	159	9	s	s	VERB
ajfa-1827	159	10	nd	nd	ADP
ajfa-1827	159	11	hence	hence	ADV
ajfa-1827	159	12	of	of	ADP
ajfa-1827	159	13	the	the	DET
ajfa-1827	159	14	augme	augme	PROPN
ajfa-1827	159	15	nd	nd	ADV
ajfa-1827	159	16	phillipsn	phillipsn	ADJ
ajfa-1827	159	17	of	of	ADP
ajfa-1827	159	18	station	station	NOUN
ajfa-1827	159	19	tern	tern	NOUN
ajfa-1827	159	20	or	or	CCONJ
ajfa-1827	159	21	som	som	NOUN
ajfa-1827	159	22	l	l	NOUN
ajfa-1827	159	23	long	long	ADJ
ajfa-1827	159	24	mem	mem	ADJ
ajfa-1827	159	25	and	and	CCONJ
ajfa-1827	159	26	the	the	DET
ajfa-1827	159	27	bd	bd	PROPN
ajfa-1827	159	28	the	the	DET
ajfa-1827	159	29	data	data	PROPN
ajfa-1827	159	30	su	su	PROPN
ajfa-1827	159	31	ble	ble	PROPN
ajfa-1827	159	32	4	4	NUM
ajfa-1827	159	33	provid	provid	PROPN
ajfa-1827	159	34	ypothesis	ypothesis	NOUN
ajfa-1827	159	35	of	of	ADP
ajfa-1827	159	36	n	n	PROPN
ajfa-1827	159	37	the	the	DET
ajfa-1827	159	38	sampl	sampl	NOUN
ajfa-1827	159	39	f	f	NOUN
ajfa-1827	159	40	returns	return	NOUN
ajfa-1827	159	41	is	be	AUX
ajfa-1827	159	42	)	)	PUNCT
ajfa-1827	159	43	noted	note	VERB
ajfa-1827	159	44	sk	sk	NOUN
ajfa-1827	159	45	urns	urn	NOUN
ajfa-1827	159	46	that	that	PRON
ajfa-1827	159	47	fo	fo	ADP
ajfa-1827	159	48	hat	hat	NOUN
ajfa-1827	159	49	is	be	AUX
ajfa-1827	159	50	to	to	PART
ajfa-1827	159	51	sa	sa	VERB
ajfa-1827	159	52	386	386	NUM
ajfa-1827	159	53	low	low	ADJ
ajfa-1827	159	54	freque	freque	NOUN
ajfa-1827	159	55	e	e	NOUN
ajfa-1827	159	56	facing	face	VERB
ajfa-1827	159	57	a	a	DET
ajfa-1827	159	58	pe	pe	NOUN
ajfa-1827	159	59	to	to	ADP
ajfa-1827	159	60	the	the	DET
ajfa-1827	159	61	stand	stand	NOUN
ajfa-1827	159	62	sistent	sistent	NOUN
ajfa-1827	159	63	,	,	PUNCT
ajfa-1827	159	64	the	the	DET
ajfa-1827	159	65	equency	equency	NOUN
ajfa-1827	159	66	co	co	NOUN
ajfa-1827	159	67	on	on	ADP
ajfa-1827	159	68	of	of	ADP
ajfa-1827	159	69	data	datum	NOUN
ajfa-1827	159	70	fo	fo	ADP
ajfa-1827	159	71	db	db	PROPN
ajfa-1827	159	72	databas	databas	PROPN
ajfa-1827	159	73	conomic	conomic	PROPN
ajfa-1827	159	74	pow	pow	PROPN
ajfa-1827	159	75	powers	power	NOUN
ajfa-1827	159	76	)	)	PUNCT
ajfa-1827	159	77	.	.	PUNCT
ajfa-1827	160	1	t	t	PROPN
ajfa-1827	160	2	stical	stical	ADJ
ajfa-1827	160	3	proper	proper	ADJ
ajfa-1827	160	4	ry	ry	NOUN
ajfa-1827	160	5	of	of	ADP
ajfa-1827	160	6	tests	test	NOUN
ajfa-1827	160	7	eries	erie	NOUN
ajfa-1827	160	8	.	.	PUNCT
ajfa-1827	161	1	the	the	DET
ajfa-1827	161	2	f	f	PROPN
ajfa-1827	161	3	no	no	DET
ajfa-1827	161	4	memory	memory	NOUN
ajfa-1827	161	5	ented	ente	VERB
ajfa-1827	161	6	dicke	dicke	PROPN
ajfa-1827	161	7	-perron	-perron	PROPN
ajfa-1827	161	8	(	(	PUNCT
ajfa-1827	161	9	19	19	NUM
ajfa-1827	161	10	narity	narity	NOUN
ajfa-1827	161	11	,	,	PUNCT
ajfa-1827	161	12	using	use	VERB
ajfa-1827	161	13	me	i	PRON
ajfa-1827	161	14	form	form	NOUN
ajfa-1827	161	15	of	of	ADP
ajfa-1827	161	16	mory	mory	NOUN
ajfa-1827	161	17	.	.	PUNCT
ajfa-1827	162	1	for	for	ADP
ajfa-1827	162	2	t	t	PROPN
ajfa-1827	162	3	ds	ds	ADJ
ajfa-1827	162	4	test	test	NOUN
ajfa-1827	162	5	,	,	PUNCT
ajfa-1827	162	6	sugg	sugg	NOUN
ajfa-1827	162	7	uch	uch	ADV
ajfa-1827	162	8	as	as	ADP
ajfa-1827	162	9	linear	linear	PROPN
ajfa-1827	162	10	de	de	ADP
ajfa-1827	162	11	the	the	DET
ajfa-1827	162	12	result	result	NOUN
ajfa-1827	162	13	f	f	PROPN
ajfa-1827	162	14	unit	unit	NOUN
ajfa-1827	162	15	root	root	VERB
ajfa-1827	162	16	in	in	ADP
ajfa-1827	162	17	le	le	PROPN
ajfa-1827	162	18	.	.	PROPN
ajfa-1827	162	19	treated	treat	VERB
ajfa-1827	162	20	usi	usi	PROPN
ajfa-1827	162	21	k	k	PROPN
ajfa-1827	162	22	and	and	CCONJ
ajfa-1827	162	23	flatt	flatt	PROPN
ajfa-1827	162	24	ollow	ollow	PROPN
ajfa-1827	162	25	norm	norm	PROPN
ajfa-1827	163	1	ay	ay	PROPN
ajfa-1827	163	2	,	,	PUNCT
ajfa-1827	163	3	the	the	DET
ajfa-1827	163	4	zero	zero	NUM
ajfa-1827	163	5	asian	asian	ADJ
ajfa-1827	163	6	encies	encie	NOUN
ajfa-1827	163	7	(	(	PUNCT
ajfa-1827	163	8	slow	slow	ADJ
ajfa-1827	163	9	ersistent	ersistent	NOUN
ajfa-1827	163	10	pro	pro	X
ajfa-1827	163	11	dard	dard	PROPN
ajfa-1827	163	12	arma	arma	PROPN
ajfa-1827	163	13	autocorrela	autocorrela	PROPN
ajfa-1827	163	14	omponents	omponent	NOUN
ajfa-1827	163	15	(	(	PUNCT
ajfa-1827	163	16	or	or	CCONJ
ajfa-1827	163	17	empirical	empirical	ADJ
ajfa-1827	163	18	e.	e.	NOUN
ajfa-1827	163	19	our	our	PRON
ajfa-1827	163	20	samp	samp	ADJ
ajfa-1827	163	21	wer	wer	NOUN
ajfa-1827	163	22	(	(	PUNCT
ajfa-1827	163	23	compo	compo	VERB
ajfa-1827	163	24	the	the	DET
ajfa-1827	163	25	study	study	NOUN
ajfa-1827	163	26	is	be	AUX
ajfa-1827	163	27	rties	rtie	NOUN
ajfa-1827	163	28	of	of	ADP
ajfa-1827	163	29	the	the	DET
ajfa-1827	163	30	r	r	NOUN
ajfa-1827	163	31	is	be	AUX
ajfa-1827	163	32	conducte	conducte	NOUN
ajfa-1827	163	33	rejection	rejection	NOUN
ajfa-1827	163	34	o	o	X
ajfa-1827	163	35	y	y	PROPN
ajfa-1827	163	36	in	in	ADP
ajfa-1827	163	37	the	the	DET
ajfa-1827	163	38	retu	retu	ADJ
ajfa-1827	163	39	ey	ey	NOUN
ajfa-1827	163	40	–	–	PUNCT
ajfa-1827	163	41	fuller	full	ADJ
ajfa-1827	163	42	(	(	PUNCT
ajfa-1827	163	43	1	1	NUM
ajfa-1827	163	44	88	88	NUM
ajfa-1827	163	45	)	)	PUNCT
ajfa-1827	163	46	,	,	PUNCT
ajfa-1827	163	47	referre	referre	NOUN
ajfa-1827	163	48	g	g	PROPN
ajfa-1827	163	49	the	the	DET
ajfa-1827	163	50	previo	previo	NOUN
ajfa-1827	163	51	dependence	dependence	NOUN
ajfa-1827	163	52	this	this	DET
ajfa-1827	163	53	reason	reason	NOUN
ajfa-1827	163	54	,	,	PUNCT
ajfa-1827	163	55	gested	geste	VERB
ajfa-1827	163	56	by	by	ADP
ajfa-1827	163	57	b	b	NOUN
ajfa-1827	163	58	r	r	NOUN
ajfa-1827	163	59	and	and	CCONJ
ajfa-1827	163	60	non	non	NOUN
ajfa-1827	163	61	-	-	NOUN
ajfa-1827	163	62	lin	lin	NOUN
ajfa-1827	163	63	ts	ts	ADP
ajfa-1827	163	64	pertaining	pertain	VERB
ajfa-1827	163	65	n	n	CCONJ
ajfa-1827	163	66	stock	stock	NOUN
ajfa-1827	163	67	retu	retu	ADJ
ajfa-1827	163	68	ing	ing	ADJ
ajfa-1827	163	69	tests	test	NOUN
ajfa-1827	164	1	tha	tha	INTJ
ajfa-1827	164	2	tening	tening	NOUN
ajfa-1827	164	3	(	(	PUNCT
ajfa-1827	164	4	call	call	VERB
ajfa-1827	164	5	mal	mal	ADJ
ajfa-1827	164	6	distribut	distribut	PROPN
ajfa-1827	164	7	o	o	PROPN
ajfa-1827	164	8	skewness	skewness	NOUN
ajfa-1827	164	9	n	n	PROPN
ajfa-1827	164	10	journal	journal	NOUN
ajfa-1827	164	11	of	of	ADP
ajfa-1827	164	12	f	f	PROPN
ajfa-1827	164	13	w	w	PROPN
ajfa-1827	164	14	cycles	cycles	PROPN
ajfa-1827	164	15	)	)	PUNCT
ajfa-1827	164	16	,	,	PUNCT
ajfa-1827	164	17	ocess	ocess	NOUN
ajfa-1827	164	18	(	(	PUNCT
ajfa-1827	164	19	1/2	1/2	NUM
ajfa-1827	164	20	<	<	X
ajfa-1827	164	21	a	a	DET
ajfa-1827	164	22	process	process	NOUN
ajfa-1827	164	23	a	a	DET
ajfa-1827	164	24	ations	ation	NOUN
ajfa-1827	164	25	altern	altern	NOUN
ajfa-1827	164	26	(	(	PUNCT
ajfa-1827	164	27	spectral	spectral	ADJ
ajfa-1827	164	28	de	de	X
ajfa-1827	164	29	tests	test	NOUN
ajfa-1827	164	30	were	be	AUX
ajfa-1827	164	31	m	m	PROPN
ajfa-1827	164	32	ple	ple	PROPN
ajfa-1827	164	33	is	be	AUX
ajfa-1827	164	34	compo	compo	NOUN
ajfa-1827	164	35	osed	osed	ADJ
ajfa-1827	164	36	of	of	ADP
ajfa-1827	164	37	7	7	NUM
ajfa-1827	164	38	e	e	NOUN
ajfa-1827	164	39	s	s	PRON
ajfa-1827	164	40	spread	spread	VERB
ajfa-1827	164	41	ov	ov	ADP
ajfa-1827	164	42	return	return	NOUN
ajfa-1827	164	43	series	series	NOUN
ajfa-1827	164	44	ed	ed	PROPN
ajfa-1827	164	45	.	.	PUNCT
ajfa-1827	165	1	the	the	DET
ajfa-1827	165	2	firs	fir	NOUN
ajfa-1827	165	3	of	of	ADP
ajfa-1827	165	4	the	the	DET
ajfa-1827	165	5	unit	unit	NOUN
ajfa-1827	165	6	urns	urns	PROPN
ajfa-1827	165	7	series	series	NOUN
ajfa-1827	165	8	.	.	PUNCT
ajfa-1827	165	9	1981	1981	NUM
ajfa-1827	165	10	)	)	PUNCT
ajfa-1827	165	11	,	,	PUNCT
ajfa-1827	165	12	kwi	kwi	VERB
ajfa-1827	165	13	ed	ed	NOUN
ajfa-1827	165	14	to	to	AUX
ajfa-1827	165	15	hereaf	hereaf	VERB
ajfa-1827	165	16	ous	ous	ADJ
ajfa-1827	165	17	tests	test	NOUN
ajfa-1827	165	18	,	,	PUNCT
ajfa-1827	165	19	do	do	VERB
ajfa-1827	165	20	e	e	NOUN
ajfa-1827	165	21	in	in	ADP
ajfa-1827	165	22	the	the	DET
ajfa-1827	165	23	dat	dat	NOUN
ajfa-1827	165	24	,	,	PUNCT
ajfa-1827	165	25	the	the	DET
ajfa-1827	165	26	paper	paper	NOUN
ajfa-1827	165	27	brock	brock	PROPN
ajfa-1827	165	28	et	et	PROPN
ajfa-1827	165	29	al	al	PROPN
ajfa-1827	165	30	.	.	PROPN
ajfa-1827	166	1	near	near	AUX
ajfa-1827	166	2	depend	depend	VERB
ajfa-1827	166	3	g	g	PROPN
ajfa-1827	166	4	to	to	ADP
ajfa-1827	166	5	the	the	DET
ajfa-1827	166	6	uni	uni	PROPN
ajfa-1827	166	7	urns	urn	NOUN
ajfa-1827	166	8	is	be	AUX
ajfa-1827	166	9	gener	gener	NOUN
ajfa-1827	166	10	at	at	ADP
ajfa-1827	166	11	are	be	AUX
ajfa-1827	166	12	based	base	VERB
ajfa-1827	166	13	led	lead	VERB
ajfa-1827	166	14	kurtosi	kurtosi	PROPN
ajfa-1827	166	15	tions	tion	NOUN
ajfa-1827	166	16	,	,	PUNCT
ajfa-1827	166	17	it	it	PRON
ajfa-1827	166	18	is	be	AUX
ajfa-1827	166	19	s	s	PRON
ajfa-1827	166	20	and	and	CCONJ
ajfa-1827	166	21	the	the	DET
ajfa-1827	166	22	k	k	PROPN
ajfa-1827	166	23	finance	finance	PROPN
ajfa-1827	166	24	&	&	CCONJ
ajfa-1827	166	25	ac	ac	PROPN
ajfa-1827	166	26	issn	issn	PROPN
ajfa-1827	166	27	19	19	NUM
ajfa-1827	166	28	2012	2012	NUM
ajfa-1827	166	29	,	,	PUNCT
ajfa-1827	166	30	vol	vol	NOUN
ajfa-1827	166	31	.	.	PUNCT
ajfa-1827	167	1	www.macrothi	www.macrothi	X
ajfa-1827	168	1	it	it	PRON
ajfa-1827	168	2	tends	tend	VERB
ajfa-1827	168	3	to	to	PART
ajfa-1827	168	4	<	<	X
ajfa-1827	168	5	h	h	X
ajfa-1827	168	6	<	<	NOUN
ajfa-1827	168	7	1	1	NUM
ajfa-1827	168	8	)	)	PUNCT
ajfa-1827	168	9	.	.	PUNCT
ajfa-1827	169	1	and	and	CCONJ
ajfa-1827	169	2	has	have	VERB
ajfa-1827	169	3	no	no	DET
ajfa-1827	169	4	s	s	NOUN
ajfa-1827	169	5	nate	nate	NOUN
ajfa-1827	169	6	in	in	SCONJ
ajfa-1827	169	7	sign	sign	PROPN
ajfa-1827	169	8	ensity	ensity	NOUN
ajfa-1827	169	9	simila	simila	PROPN
ajfa-1827	169	10	made	make	VERB
ajfa-1827	169	11	,	,	PUNCT
ajfa-1827	169	12	large	large	ADJ
ajfa-1827	169	13	osed	ose	VERB
ajfa-1827	169	14	by	by	ADP
ajfa-1827	169	15	the	the	DET
ajfa-1827	169	16	economic	economic	PROPN
ajfa-1827	169	17	po	po	PROPN
ajfa-1827	169	18	ver	ver	PROPN
ajfa-1827	169	19	the	the	DET
ajfa-1827	169	20	peri	peri	PROPN
ajfa-1827	169	21	s	s	PROPN
ajfa-1827	169	22	and	and	CCONJ
ajfa-1827	169	23	to	to	PART
ajfa-1827	169	24	pre	pre	VERB
ajfa-1827	169	25	rst	rst	PROPN
ajfa-1827	169	26	set	set	NOUN
ajfa-1827	169	27	tests	test	NOUN
ajfa-1827	169	28	root	root	VERB
ajfa-1827	169	29	hypot	hypot	NOUN
ajfa-1827	169	30	the	the	DET
ajfa-1827	169	31	three	three	NUM
ajfa-1827	169	32	u	u	NOUN
ajfa-1827	169	33	iatkowski	iatkowski	NOUN
ajfa-1827	169	34	,	,	PUNCT
ajfa-1827	169	35	fter	fter	ADV
ajfa-1827	169	36	as	as	SCONJ
ajfa-1827	169	37	adf	adf	PROPN
ajfa-1827	169	38	oes	oes	AUX
ajfa-1827	169	39	not	not	PART
ajfa-1827	169	40	exc	exc	NOUN
ajfa-1827	169	41	ta	ta	PROPN
ajfa-1827	169	42	.	.	PUNCT
ajfa-1827	170	1	the	the	DET
ajfa-1827	170	2	pres	pres	PROPN
ajfa-1827	170	3	r	r	NOUN
ajfa-1827	170	4	also	also	ADV
ajfa-1827	170	5	prov	prov	PROPN
ajfa-1827	170	6	(	(	PUNCT
ajfa-1827	170	7	1996	1996	NUM
ajfa-1827	170	8	)	)	PUNCT
ajfa-1827	170	9	,	,	PUNCT
ajfa-1827	170	10	for	for	ADP
ajfa-1827	170	11	dence	dence	NOUN
ajfa-1827	170	12	and	and	CCONJ
ajfa-1827	170	13	c	c	NOUN
ajfa-1827	170	14	it	it	PRON
ajfa-1827	170	15	root	root	VERB
ajfa-1827	170	16	tests	test	VERB
ajfa-1827	170	17	rally	rally	NOUN
ajfa-1827	170	18	rejecte	rejecte	NOUN
ajfa-1827	170	19	d	d	NOUN
ajfa-1827	170	20	on	on	ADP
ajfa-1827	170	21	coeffic	coeffic	NOUN
ajfa-1827	170	22	is	be	AUX
ajfa-1827	170	23	)	)	PUNCT
ajfa-1827	170	24	ku	ku	NOUN
ajfa-1827	170	25	not	not	PART
ajfa-1827	170	26	necessary	necessary	ADJ
ajfa-1827	170	27	kurtosis	kurtosis	NOUN
ajfa-1827	170	28	co	co	VERB
ajfa-1827	170	29	ccounting	ccounte	VERB
ajfa-1827	170	30	946	946	NUM
ajfa-1827	170	31	-	-	PUNCT
ajfa-1827	170	32	052x	052x	NOUN
ajfa-1827	170	33	4	4	NUM
ajfa-1827	170	34	,	,	PUNCT
ajfa-1827	170	35	no	no	INTJ
ajfa-1827	170	36	.	.	NOUN
ajfa-1827	170	37	2	2	NUM
ajfa-1827	170	38	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	170	39	infinity	infinity	NOUN
ajfa-1827	170	40	structure	structure	NOUN
ajfa-1827	170	41	and	and	CCONJ
ajfa-1827	170	42	the	the	DET
ajfa-1827	170	43	ar	ar	NOUN
ajfa-1827	170	44	to	to	ADP
ajfa-1827	170	45	the	the	DET
ajfa-1827	170	46	ely	ely	NOUN
ajfa-1827	170	47	,	,	PUNCT
ajfa-1827	170	48	from	from	ADP
ajfa-1827	170	49	indexes	index	NOUN
ajfa-1827	170	50	owers	ower	NOUN
ajfa-1827	170	51	,	,	PUNCT
ajfa-1827	170	52	7	7	NUM
ajfa-1827	170	53	od	od	ADV
ajfa-1827	170	54	from	from	ADP
ajfa-1827	170	55	e	e	NOUN
ajfa-1827	170	56	-	-	NOUN
ajfa-1827	170	57	test	test	NOUN
ajfa-1827	170	58	for	for	ADP
ajfa-1827	170	59	for	for	ADP
ajfa-1827	170	60	the	the	DET
ajfa-1827	170	61	thesis	thesis	NOUN
ajfa-1827	170	62	is	be	AUX
ajfa-1827	170	63	unit	unit	NOUN
ajfa-1827	170	64	root	root	PROPN
ajfa-1827	170	65	phillips	phillips	PROPN
ajfa-1827	170	66	,	,	PUNCT
ajfa-1827	170	67	f	f	PROPN
ajfa-1827	170	68	,	,	PUNCT
ajfa-1827	170	69	kpss	kpss	PROPN
ajfa-1827	170	70	lude	lude	PROPN
ajfa-1827	170	71	the	the	DET
ajfa-1827	170	72	sence	sence	NOUN
ajfa-1827	170	73	of	of	ADP
ajfa-1827	170	74	ides	ide	NOUN
ajfa-1827	170	75	the	the	DET
ajfa-1827	170	76	r	r	NOUN
ajfa-1827	170	77	a	a	DET
ajfa-1827	170	78	wide	wide	ADJ
ajfa-1827	170	79	chaos	chaos	NOUN
ajfa-1827	170	80	.	.	PUNCT
ajfa-1827	170	81	.	.	PUNCT
ajfa-1827	171	1	as	as	SCONJ
ajfa-1827	171	2	can	can	AUX
ajfa-1827	171	3	ed	ed	VERB
ajfa-1827	171	4	by	by	ADP
ajfa-1827	171	5	all	all	DET
ajfa-1827	171	6	cients	cient	NOUN
ajfa-1827	171	7	of	of	ADP
ajfa-1827	171	8	ted	ted	PROPN
ajfa-1827	171	9	.	.	PUNCT
ajfa-1827	172	1	for	for	ADP
ajfa-1827	172	2	that	that	PRON
ajfa-1827	172	3	the	the	DET
ajfa-1827	172	4	efficient	efficient	ADJ
ajfa-1827	172	5	several	several	ADJ
ajfa-1827	172	6	jarqueskewne	jarqueskewne	PROPN
ajfa-1827	172	7	coeffici	coeffici	VERB
ajfa-1827	172	8	the	the	DET
ajfa-1827	172	9	jar	jar	NOUN
ajfa-1827	172	10	chi	chi	NOUN
ajfa-1827	172	11	-	-	PUNCT
ajfa-1827	172	12	squ	squ	PROPN
ajfa-1827	172	13	if	if	SCONJ
ajfa-1827	172	14	the	the	DET
ajfa-1827	172	15	j	j	PROPN
ajfa-1827	172	16	assump	assump	NOUN
ajfa-1827	172	17	in	in	ADP
ajfa-1827	172	18	view	view	NOUN
ajfa-1827	172	19	kurtosis	kurtosis	VERB
ajfa-1827	172	20	high	high	ADJ
ajfa-1827	172	21	pro	pro	ADJ
ajfa-1827	172	22	moreov	moreov	NOUN
ajfa-1827	172	23	asymme	asymme	PROPN
ajfa-1827	172	24	coeffici	coeffici	PROPN
ajfa-1827	172	25	skewed	skewed	PROPN
ajfa-1827	172	26	found	find	VERB
ajfa-1827	172	27	t	t	PROPN
ajfa-1827	172	28	non	non	PROPN
ajfa-1827	172	29	-	-	PUNCT
ajfa-1827	172	30	nor	nor	CCONJ
ajfa-1827	172	31	a	a	DET
ajfa-1827	172	32	norm	norm	NOUN
ajfa-1827	172	33	applied	apply	VERB
ajfa-1827	172	34	active	active	ADJ
ajfa-1827	172	35	in	in	ADP
ajfa-1827	172	36	that	that	SCONJ
ajfa-1827	172	37	this	this	DET
ajfa-1827	172	38	aware	aware	ADJ
ajfa-1827	172	39	o	o	NOUN
ajfa-1827	172	40	hypothe	hypothe	VERB
ajfa-1827	172	41	the	the	DET
ajfa-1827	172	42	u	u	NOUN
ajfa-1827	172	43	*	*	PUNCT
ajfa-1827	172	44	the	the	DET
ajfa-1827	172	45	d	d	PROPN
ajfa-1827	172	46	for	for	SCONJ
ajfa-1827	172	47	hav	hav	PROPN
ajfa-1827	172	48	stationa	stationa	PROPN
ajfa-1827	172	49	dickeythat	dickeythat	PRON
ajfa-1827	172	50	is	be	AUX
ajfa-1827	172	51	t	t	PROPN
ajfa-1827	172	52	overall	overall	ADV
ajfa-1827	172	53	the	the	DET
ajfa-1827	172	54	dec	dec	PROPN
ajfa-1827	172	55	accept	accept	PROPN
ajfa-1827	172	56	t	t	PROPN
ajfa-1827	172	57	than	than	ADP
ajfa-1827	172	58	the	the	DET
ajfa-1827	172	59	drawn	draw	VERB
ajfa-1827	172	60	f	f	PROPN
ajfa-1827	172	61	value	value	NOUN
ajfa-1827	172	62	th	th	X
ajfa-1827	172	63	to	to	PART
ajfa-1827	172	64	conf	conf	VERB
ajfa-1827	172	65	robust	robust	ADJ
ajfa-1827	172	66	t	t	PROPN
ajfa-1827	172	67	l	l	NOUN
ajfa-1827	172	68	tests	test	NOUN
ajfa-1827	172	69	can	can	AUX
ajfa-1827	172	70	v	v	VERB
ajfa-1827	172	71	bera	bera	NOUN
ajfa-1827	172	72	.	.	PUNCT
ajfa-1827	173	1	he	he	PRON
ajfa-1827	173	2	fo	fo	INTJ
ajfa-1827	173	3	ess	ess	PROPN
ajfa-1827	173	4	and	and	CCONJ
ajfa-1827	173	5	ku	ku	PROPN
ajfa-1827	173	6	ients	ient	NOUN
ajfa-1827	173	7	follow	follow	VERB
ajfa-1827	173	8	rque	rque	NOUN
ajfa-1827	173	9	-	-	PUNCT
ajfa-1827	173	10	bera	bera	NOUN
ajfa-1827	173	11	t	t	NOUN
ajfa-1827	173	12	are	be	AUX
ajfa-1827	173	13	distribu	distribu	NOUN
ajfa-1827	173	14	jarque	jarque	NOUN
ajfa-1827	173	15	-	-	PUNCT
ajfa-1827	173	16	bera	bera	NOUN
ajfa-1827	173	17	ption	ption	NOUN
ajfa-1827	173	18	is	be	AUX
ajfa-1827	173	19	acce	acce	NOUN
ajfa-1827	173	20	w	w	PROPN
ajfa-1827	173	21	of	of	ADP
ajfa-1827	173	22	the	the	DET
ajfa-1827	173	23	sha	sha	PROPN
ajfa-1827	173	24	s	s	PART
ajfa-1827	173	25	"	"	PUNCT
ajfa-1827	173	26	kurtosis	kurtosis	NOUN
ajfa-1827	173	27	"	"	PUNCT
ajfa-1827	173	28	obability	obability	NOUN
ajfa-1827	173	29	of	of	ADP
ajfa-1827	173	30	ver	ver	PROPN
ajfa-1827	173	31	the	the	DET
ajfa-1827	173	32	coef	coef	PROPN
ajfa-1827	173	33	etry	etry	NOUN
ajfa-1827	173	34	which	which	PRON
ajfa-1827	173	35	ient	ient	NOUN
ajfa-1827	173	36	is	be	AUX
ajfa-1827	173	37	negat	negat	PROPN
ajfa-1827	173	38	d	d	PROPN
ajfa-1827	173	39	,	,	PUNCT
ajfa-1827	173	40	in	in	ADP
ajfa-1827	173	41	which	which	PRON
ajfa-1827	173	42	t	t	NOUN
ajfa-1827	173	43	that	that	SCONJ
ajfa-1827	173	44	the	the	DET
ajfa-1827	173	45	ja	ja	PROPN
ajfa-1827	173	46	rmality	rmality	NOUN
ajfa-1827	173	47	of	of	ADP
ajfa-1827	173	48	th	th	X
ajfa-1827	173	49	mal	mal	PROPN
ajfa-1827	173	50	distribut	distribut	PROPN
ajfa-1827	173	51	the	the	DET
ajfa-1827	173	52	statistic	statistic	NOUN
ajfa-1827	173	53	n	n	CCONJ
ajfa-1827	173	54	this	this	DET
ajfa-1827	173	55	perio	perio	NOUN
ajfa-1827	173	56	s	s	PART
ajfa-1827	173	57	type	type	NOUN
ajfa-1827	173	58	of	of	ADP
ajfa-1827	173	59	di	di	NOUN
ajfa-1827	173	60	of	of	ADP
ajfa-1827	173	61	the	the	DET
ajfa-1827	173	62	abov	abov	PROPN
ajfa-1827	173	63	esis	esis	NOUN
ajfa-1827	173	64	of	of	ADP
ajfa-1827	173	65	norm	norm	NOUN
ajfa-1827	173	66	unit	unit	NOUN
ajfa-1827	173	67	root	root	PROPN
ajfa-1827	173	68	tes	tes	PROPN
ajfa-1827	173	69	dickey	dickey	PROPN
ajfa-1827	173	70	and	and	CCONJ
ajfa-1827	173	71	ving	ve	VERB
ajfa-1827	173	72	a	a	DET
ajfa-1827	173	73	pre	pre	ADJ
ajfa-1827	173	74	ary	ary	PROPN
ajfa-1827	173	75	characte	characte	NOUN
ajfa-1827	173	76	-fuller	-fuller	NOUN
ajfa-1827	173	77	(	(	PUNCT
ajfa-1827	173	78	ad	ad	NOUN
ajfa-1827	173	79	to	to	PART
ajfa-1827	173	80	say	say	VERB
ajfa-1827	173	81	the	the	DET
ajfa-1827	173	82	results	result	NOUN
ajfa-1827	173	83	of	of	ADP
ajfa-1827	173	84	a	a	DET
ajfa-1827	173	85	cision	cision	NOUN
ajfa-1827	173	86	rule	rule	NOUN
ajfa-1827	173	87	the	the	DET
ajfa-1827	173	88	null	null	ADJ
ajfa-1827	173	89	hyp	hyp	PROPN
ajfa-1827	173	90	e	e	PROPN
ajfa-1827	173	91	critical	critical	ADJ
ajfa-1827	173	92	va	va	NOUN
ajfa-1827	173	93	for	for	ADP
ajfa-1827	173	94	all	all	PRON
ajfa-1827	173	95	stoc	stoc	VERB
ajfa-1827	173	96	his	his	PRON
ajfa-1827	173	97	highligh	highligh	ADJ
ajfa-1827	173	98	firm	firm	NOUN
ajfa-1827	173	99	these	these	DET
ajfa-1827	173	100	r	r	NOUN
ajfa-1827	173	101	to	to	PART
ajfa-1827	173	102	heterosce	heterosce	ADV
ajfa-1827	173	103	verify	verify	VERB
ajfa-1827	173	104	the	the	DET
ajfa-1827	173	105	a	a	DET
ajfa-1827	173	106	ocuses	ocuse	NOUN
ajfa-1827	173	107	on	on	ADP
ajfa-1827	173	108	i	i	PRON
ajfa-1827	173	109	urtosis.il	urtosis.il	PROPN
ajfa-1827	173	110	is	be	AUX
ajfa-1827	173	111	w	w	ADP
ajfa-1827	173	112	a	a	DET
ajfa-1827	173	113	standard	standard	ADJ
ajfa-1827	173	114	test	test	NOUN
ajfa-1827	173	115	constru	constru	PROPN
ajfa-1827	173	116	ution	ution	NOUN
ajfa-1827	173	117	with	with	ADP
ajfa-1827	173	118	tw	tw	NOUN
ajfa-1827	173	119	a	a	DET
ajfa-1827	173	120	statistic	statistic	NOUN
ajfa-1827	173	121	i	i	PRON
ajfa-1827	173	122	epted	epte	VERB
ajfa-1827	173	123	,	,	PUNCT
ajfa-1827	173	124	otherw	otherw	VERB
ajfa-1827	173	125	ape	ape	NOUN
ajfa-1827	173	126	paramet	paramet	NOUN
ajfa-1827	173	127	is	be	AUX
ajfa-1827	173	128	less	less	ADJ
ajfa-1827	173	129	than	than	SCONJ
ajfa-1827	173	130	f	f	PROPN
ajfa-1827	173	131	extreme	extreme	ADJ
ajfa-1827	173	132	po	po	PROPN
ajfa-1827	173	133	fficient	fficient	NOUN
ajfa-1827	173	134	of	of	ADP
ajfa-1827	173	135	s	s	PROPN
ajfa-1827	173	136	contradicts	contradict	VERB
ajfa-1827	173	137	tive	tive	PROPN
ajfa-1827	173	138	(	(	PUNCT
ajfa-1827	173	139	sp500	sp500	X
ajfa-1827	173	140	the	the	DET
ajfa-1827	173	141	weight	weight	NOUN
ajfa-1827	173	142	o	o	NOUN
ajfa-1827	173	143	arque	arque	ADJ
ajfa-1827	173	144	-	-	PUNCT
ajfa-1827	173	145	bera	bera	NOUN
ajfa-1827	173	146	he	he	PRON
ajfa-1827	173	147	data	data	VERB
ajfa-1827	173	148	stud	stud	NOUN
ajfa-1827	173	149	ion	ion	NOUN
ajfa-1827	173	150	is	be	AUX
ajfa-1827	173	151	in	in	ADP
ajfa-1827	173	152	pra	pra	PROPN
ajfa-1827	173	153	cal	cal	PROPN
ajfa-1827	173	154	propertie	propertie	PROPN
ajfa-1827	173	155	d	d	PROPN
ajfa-1827	173	156	of	of	ADP
ajfa-1827	173	157	study	study	NOUN
ajfa-1827	173	158	w	w	PROPN
ajfa-1827	173	159	istribution	istribution	PROPN
ajfa-1827	173	160	u	u	PROPN
ajfa-1827	173	161	ve	ve	VERB
ajfa-1827	173	162	,	,	PUNCT
ajfa-1827	173	163	but	but	CCONJ
ajfa-1827	173	164	,	,	PUNCT
ajfa-1827	173	165	like	like	ADP
ajfa-1827	173	166	mal	mal	ADJ
ajfa-1827	173	167	distribut	distribut	PROPN
ajfa-1827	173	168	sts	st	VERB
ajfa-1827	173	169	fuller	full	ADJ
ajfa-1827	173	170	dictable	dictable	ADJ
ajfa-1827	173	171	ran	run	VERB
ajfa-1827	173	172	er	er	INTJ
ajfa-1827	173	173	or	or	CCONJ
ajfa-1827	173	174	not	not	PART
ajfa-1827	173	175	df	df	PROPN
ajfa-1827	173	176	)	)	PUNCT
ajfa-1827	173	177	.	.	PUNCT
ajfa-1827	174	1	recall	recall	PROPN
ajfa-1827	174	2	existence	existence	PROPN
ajfa-1827	174	3	o	o	PROPN
ajfa-1827	174	4	adf	adf	NOUN
ajfa-1827	174	5	tests	test	NOUN
ajfa-1827	174	6	.	.	PUNCT
ajfa-1827	175	1	is	be	AUX
ajfa-1827	175	2	:	:	PUNCT
ajfa-1827	175	3	if	if	SCONJ
ajfa-1827	175	4	the	the	DET
ajfa-1827	175	5	c	c	PROPN
ajfa-1827	175	6	pothesis	pothesis	NOUN
ajfa-1827	175	7	of	of	ADP
ajfa-1827	175	8	alue	alue	NOUN
ajfa-1827	175	9	,	,	PUNCT
ajfa-1827	175	10	we	we	PRON
ajfa-1827	175	11	rej	rej	VERB
ajfa-1827	175	12	ck	ck	PRON
ajfa-1827	175	13	market	market	NOUN
ajfa-1827	175	14	s	s	PART
ajfa-1827	175	15	hts	ht	NOUN
ajfa-1827	175	16	the	the	DET
ajfa-1827	175	17	prese	prese	PROPN
ajfa-1827	175	18	results	result	VERB
ajfa-1827	175	19	we	we	PRON
ajfa-1827	175	20	a	a	DET
ajfa-1827	175	21	edasticity	edasticity	NOUN
ajfa-1827	175	22	.	.	PUNCT
ajfa-1827	176	1	acceptance	acceptance	NOUN
ajfa-1827	176	2	indicators	indicator	NOUN
ajfa-1827	176	3	m	m	AUX
ajfa-1827	176	4	based	base	VERB
ajfa-1827	176	5	on	on	ADP
ajfa-1827	176	6	normal	normal	ADJ
ajfa-1827	176	7	dist	dist	NOUN
ajfa-1827	176	8	ucted	ucte	VERB
ajfa-1827	176	9	from	from	ADP
ajfa-1827	176	10	wo	will	AUX
ajfa-1827	176	11	degrees	degree	VERB
ajfa-1827	176	12	o	o	NOUN
ajfa-1827	176	13	s	s	PART
ajfa-1827	176	14	less	less	ADJ
ajfa-1827	176	15	than	than	ADP
ajfa-1827	176	16	wise	wise	ADJ
ajfa-1827	176	17	it	it	PRON
ajfa-1827	176	18	is	be	AUX
ajfa-1827	176	19	rej	rej	PROPN
ajfa-1827	176	20	ters	ter	NOUN
ajfa-1827	176	21	and	and	CCONJ
ajfa-1827	176	22	the	the	DET
ajfa-1827	176	23	n	n	ADJ
ajfa-1827	176	24	3	3	NUM
ajfa-1827	176	25	(	(	PUNCT
ajfa-1827	176	26	except	except	SCONJ
ajfa-1827	176	27	f	f	PROPN
ajfa-1827	176	28	oints	oint	NOUN
ajfa-1827	176	29	and	and	CCONJ
ajfa-1827	176	30	th	th	X
ajfa-1827	176	31	skewness	skewness	PROPN
ajfa-1827	177	1	w	w	PROPN
ajfa-1827	177	2	s	s	PROPN
ajfa-1827	177	3	the	the	DET
ajfa-1827	177	4	criter	criter	NOUN
ajfa-1827	177	5	0	0	NUM
ajfa-1827	177	6	,	,	PUNCT
ajfa-1827	177	7	ftse	ftse	PROPN
ajfa-1827	177	8	jse	jse	PROPN
ajfa-1827	177	9	of	of	ADP
ajfa-1827	177	10	below	below	ADP
ajfa-1827	177	11	av	av	PROPN
ajfa-1827	177	12	test	test	NOUN
ajfa-1827	177	13	has	have	VERB
ajfa-1827	177	14	a	a	DET
ajfa-1827	177	15	died	die	VERB
ajfa-1827	177	16	.	.	PUNCT
ajfa-1827	178	1	actice	actice	VERB
ajfa-1827	178	2	very	very	ADV
ajfa-1827	178	3	r	r	NOUN
ajfa-1827	178	4	es	es	NOUN
ajfa-1827	178	5	of	of	ADP
ajfa-1827	178	6	the	the	DET
ajfa-1827	178	7	no	no	NOUN
ajfa-1827	178	8	would	would	AUX
ajfa-1827	178	9	never	never	ADV
ajfa-1827	178	10	underestima	underestima	VERB
ajfa-1827	178	11	e	e	NOUN
ajfa-1827	178	12	the	the	DET
ajfa-1827	178	13	assum	assum	PROPN
ajfa-1827	178	14	tion	tion	NOUN
ajfa-1827	178	15	by	by	ADP
ajfa-1827	178	16	conv	conv	ADJ
ajfa-1827	178	17	ndom	ndom	NOUN
ajfa-1827	178	18	varia	varia	NOUN
ajfa-1827	178	19	of	of	ADP
ajfa-1827	178	20	return	return	NOUN
ajfa-1827	178	21	s	s	VERB
ajfa-1827	178	22	that	that	SCONJ
ajfa-1827	178	23	the	the	DET
ajfa-1827	178	24	nul	nul	NOUN
ajfa-1827	178	25	of	of	ADP
ajfa-1827	178	26	at	at	ADP
ajfa-1827	178	27	least	least	ADJ
ajfa-1827	178	28	o	o	NOUN
ajfa-1827	178	29	calculated	calculate	VERB
ajfa-1827	178	30	v	v	ADP
ajfa-1827	178	31	f	f	PROPN
ajfa-1827	178	32	nonstationa	nonstationa	NOUN
ajfa-1827	178	33	ect	ect	VERB
ajfa-1827	178	34	the	the	DET
ajfa-1827	178	35	null	null	ADJ
ajfa-1827	178	36	series	series	NOUN
ajfa-1827	178	37	,	,	PUNCT
ajfa-1827	178	38	the	the	DET
ajfa-1827	178	39	d	d	PROPN
ajfa-1827	178	40	nce	nce	NOUN
ajfa-1827	178	41	of	of	ADP
ajfa-1827	178	42	a	a	DET
ajfa-1827	178	43	uni	uni	PROPN
ajfa-1827	178	44	applied	apply	VERB
ajfa-1827	178	45	the	the	DET
ajfa-1827	178	46	387	387	NUM
ajfa-1827	178	47	of	of	ADP
ajfa-1827	178	48	the	the	DET
ajfa-1827	178	49	norm	norm	NOUN
ajfa-1827	178	50	measuring	measure	VERB
ajfa-1827	178	51	th	th	PRON
ajfa-1827	178	52	the	the	DET
ajfa-1827	178	53	fact	fact	NOUN
ajfa-1827	178	54	th	th	X
ajfa-1827	178	55	tribution	tribution	NOUN
ajfa-1827	178	56	:	:	PUNCT
ajfa-1827	178	57	two	two	NUM
ajfa-1827	178	58	indep	indep	NOUN
ajfa-1827	178	59	of	of	ADP
ajfa-1827	178	60	freedom	freedom	NOUN
ajfa-1827	178	61	.	.	PUNCT
ajfa-1827	179	1	n	n	CCONJ
ajfa-1827	179	2	the	the	DET
ajfa-1827	179	3	theore	theore	NOUN
ajfa-1827	179	4	jected	jecte	VERB
ajfa-1827	179	5	.	.	PUNCT
ajfa-1827	180	1	see	see	VERB
ajfa-1827	180	2	eir	eir	PRON
ajfa-1827	180	3	significa	significa	PROPN
ajfa-1827	180	4	for	for	ADP
ajfa-1827	180	5	the	the	DET
ajfa-1827	180	6	sse	sse	NOUN
ajfa-1827	180	7	he	he	PRON
ajfa-1827	180	8	series	series	PROPN
ajfa-1827	180	9	stu	stu	PROPN
ajfa-1827	180	10	which	which	PRON
ajfa-1827	180	11	is	be	AUX
ajfa-1827	180	12	diff	diff	PROPN
ajfa-1827	180	13	rion	rion	NOUN
ajfa-1827	180	14	of	of	ADP
ajfa-1827	180	15	a	a	DET
ajfa-1827	180	16	li	li	PROPN
ajfa-1827	180	17	e	e	PROPN
ajfa-1827	180	18	and	and	CCONJ
ajfa-1827	180	19	mibt	mibt	ADJ
ajfa-1827	180	20	verage	verage	NOUN
ajfa-1827	180	21	retur	retur	VERB
ajfa-1827	180	22	a	a	DET
ajfa-1827	180	23	high	high	ADJ
ajfa-1827	180	24	valu	valu	NOUN
ajfa-1827	180	25	rarely	rarely	ADV
ajfa-1827	180	26	obser	obser	ADJ
ajfa-1827	180	27	ormal	ormal	ADJ
ajfa-1827	180	28	distrib	distrib	NOUN
ajfa-1827	180	29	r	r	NOUN
ajfa-1827	180	30	have	have	AUX
ajfa-1827	180	31	happ	happ	NOUN
ajfa-1827	180	32	ates	ates	PROPN
ajfa-1827	180	33	the	the	DET
ajfa-1827	180	34	rea	rea	PROPN
ajfa-1827	180	35	mption	mption	NOUN
ajfa-1827	180	36	of	of	ADP
ajfa-1827	180	37	e	e	PROPN
ajfa-1827	180	38	venience	venience	NOUN
ajfa-1827	180	39	.	.	PUNCT
ajfa-1827	181	1	able	able	ADJ
ajfa-1827	181	2	,	,	PUNCT
ajfa-1827	181	3	it	it	PRON
ajfa-1827	181	4	mu	mu	PROPN
ajfa-1827	181	5	series	series	PROPN
ajfa-1827	181	6	,	,	PUNCT
ajfa-1827	181	7	we	we	PRON
ajfa-1827	181	8	ll	ll	AUX
ajfa-1827	181	9	hypothesi	hypothesi	VERB
ajfa-1827	181	10	one	one	NUM
ajfa-1827	181	11	unit	unit	NOUN
ajfa-1827	181	12	roo	roo	PROPN
ajfa-1827	181	13	value	value	NOUN
ajfa-1827	181	14	of	of	ADP
ajfa-1827	181	15	the	the	DET
ajfa-1827	181	16	arity	arity	NOUN
ajfa-1827	181	17	.	.	PUNCT
ajfa-1827	182	1	if	if	SCONJ
ajfa-1827	182	2	the	the	DET
ajfa-1827	182	3	l	l	PROPN
ajfa-1827	182	4	hypothesis	hypothesis	NOUN
ajfa-1827	182	5	dickey	dickey	PROPN
ajfa-1827	182	6	ful	ful	PROPN
ajfa-1827	182	7	it	it	PRON
ajfa-1827	182	8	root	root	VERB
ajfa-1827	182	9	and	and	CCONJ
ajfa-1827	182	10	t	t	PROPN
ajfa-1827	182	11	phillips	phillips	PROPN
ajfa-1827	182	12	-	-	PROPN
ajfa-1827	182	13	pe	pe	ADP
ajfa-1827	182	14	asian	asian	PROPN
ajfa-1827	182	15	mality	mality	NOUN
ajfa-1827	182	16	assum	assum	VERB
ajfa-1827	182	17	he	he	PRON
ajfa-1827	182	18	shape	shape	NOUN
ajfa-1827	182	19	of	of	ADP
ajfa-1827	182	20	hat	hat	NOUN
ajfa-1827	182	21	the	the	DET
ajfa-1827	182	22	asym	asym	PROPN
ajfa-1827	182	23	pendent	pendent	NOUN
ajfa-1827	182	24	nor	nor	CCONJ
ajfa-1827	182	25	.	.	PUNCT
ajfa-1827	183	1	etical	etical	ADJ
ajfa-1827	183	2	value	value	NOUN
ajfa-1827	183	3	appendix	appendix	NOUN
ajfa-1827	183	4	1	1	NUM
ajfa-1827	183	5	ance	ance	NOUN
ajfa-1827	183	6	,	,	PUNCT
ajfa-1827	183	7	over	over	ADP
ajfa-1827	183	8	t	t	PROPN
ajfa-1827	183	9	and	and	CCONJ
ajfa-1827	183	10	ise-10	ise-10	PUNCT
ajfa-1827	183	11	udied	udied	ADJ
ajfa-1827	183	12	exhibi	exhibi	NOUN
ajfa-1827	183	13	ferent	ferent	NOUN
ajfa-1827	183	14	from	from	ADP
ajfa-1827	183	15	inear	inear	PROPN
ajfa-1827	183	16	gaus	gaus	PROPN
ajfa-1827	183	17	tel	tel	PROPN
ajfa-1827	183	18	)	)	PUNCT
ajfa-1827	183	19	we	we	PRON
ajfa-1827	183	20	say	say	VERB
ajfa-1827	183	21	rns	rn	NOUN
ajfa-1827	183	22	is	be	AUX
ajfa-1827	183	23	domin	domin	PROPN
ajfa-1827	183	24	ue	ue	PROPN
ajfa-1827	183	25	for	for	ADP
ajfa-1827	183	26	all	all	PRON
ajfa-1827	183	27	rved	rve	VERB
ajfa-1827	183	28	in	in	ADP
ajfa-1827	183	29	fina	fina	PROPN
ajfa-1827	183	30	bution	bution	PROPN
ajfa-1827	183	31	,	,	PUNCT
ajfa-1827	183	32	the	the	DET
ajfa-1827	183	33	p	p	NOUN
ajfa-1827	183	34	pened	pen	VERB
ajfa-1827	183	35	!	!	PUNCT
ajfa-1827	184	1	the	the	DET
ajfa-1827	184	2	m	m	PROPN
ajfa-1827	184	3	l	l	NOUN
ajfa-1827	184	4	risk	risk	NOUN
ajfa-1827	184	5	assets	asset	NOUN
ajfa-1827	184	6	efficient	efficient	ADJ
ajfa-1827	184	7	ma	ma	PROPN
ajfa-1827	184	8	ust	ust	AUX
ajfa-1827	184	9	be	be	AUX
ajfa-1827	184	10	stati	stati	PROPN
ajfa-1827	184	11	propose	propose	ADJ
ajfa-1827	184	12	to	to	PART
ajfa-1827	184	13	is	be	AUX
ajfa-1827	184	14	is	be	AUX
ajfa-1827	184	15	non	non	ADJ
ajfa-1827	184	16	-	-	ADJ
ajfa-1827	184	17	sta	sta	ADJ
ajfa-1827	184	18	ot	ot	PROPN
ajfa-1827	184	19	.	.	PUNCT
ajfa-1827	185	1	the	the	DET
ajfa-1827	185	2	tabl	tabl	PROPN
ajfa-1827	185	3	e	e	PROPN
ajfa-1827	185	4	t	t	PROPN
ajfa-1827	185	5	-	-	PUNCT
ajfa-1827	185	6	statistic	statistic	NOUN
ajfa-1827	185	7	e	e	NOUN
ajfa-1827	185	8	calculated	calculate	VERB
ajfa-1827	185	9	s	s	PROPN
ajfa-1827	185	10	of	of	ADP
ajfa-1827	185	11	nonstat	nonstat	X
ajfa-1827	185	12	ler	ler	PROPN
ajfa-1827	185	13	statistic	statistic	PROPN
ajfa-1827	185	14	therefore	therefore	ADV
ajfa-1827	185	15	th	th	X
ajfa-1827	185	16	erron	erron	PROPN
ajfa-1827	185	17	test	test	NOUN
ajfa-1827	185	18	wh	wh	PROPN
ajfa-1827	185	19	n	n	PRON
ajfa-1827	185	20	journal	journal	PROPN
ajfa-1827	185	21	of	of	ADP
ajfa-1827	185	22	f	f	PROPN
ajfa-1827	185	23	mption	mption	PROPN
ajfa-1827	185	24	,	,	PUNCT
ajfa-1827	185	25	the	the	DET
ajfa-1827	185	26	f	f	X
ajfa-1827	185	27	the	the	DET
ajfa-1827	185	28	distrib	distrib	NOUN
ajfa-1827	185	29	mptotic	mptotic	PROPN
ajfa-1827	185	30	dis	dis	PROPN
ajfa-1827	185	31	rmal	rmal	ADJ
ajfa-1827	185	32	variab	variab	NOUN
ajfa-1827	185	33	of	of	ADP
ajfa-1827	185	34	chi	chi	NOUN
ajfa-1827	185	35	-	-	PUNCT
ajfa-1827	185	36	squ	squ	PROPN
ajfa-1827	185	37	.	.	PUNCT
ajfa-1827	186	1	the	the	DET
ajfa-1827	186	2	period	period	NOUN
ajfa-1827	186	3	s	s	NOUN
ajfa-1827	186	4	00	00	NUM
ajfa-1827	186	5	)	)	PUNCT
ajfa-1827	186	6	for	for	ADP
ajfa-1827	186	7	all	all	PRON
ajfa-1827	186	8	se	se	X
ajfa-1827	186	9	it	it	PRON
ajfa-1827	187	1	thinner	thinner	ADV
ajfa-1827	187	2	tai	tai	PROPN
ajfa-1827	187	3	zero	zero	NUM
ajfa-1827	187	4	indica	indica	PROPN
ajfa-1827	187	5	sian	sian	PROPN
ajfa-1827	187	6	distrib	distrib	PROPN
ajfa-1827	187	7	y	y	PROPN
ajfa-1827	187	8	that	that	SCONJ
ajfa-1827	187	9	'	'	PUNCT
ajfa-1827	187	10	there	there	PRON
ajfa-1827	187	11	nating	nate	VERB
ajfa-1827	187	12	and	and	CCONJ
ajfa-1827	187	13	v	v	NOUN
ajfa-1827	187	14	indices	index	NOUN
ajfa-1827	187	15	w	w	ADP
ajfa-1827	187	16	ancial	ancial	ADJ
ajfa-1827	187	17	marke	marke	NOUN
ajfa-1827	187	18	performance	performance	NOUN
ajfa-1827	187	19	most	most	ADJ
ajfa-1827	187	20	import	import	NOUN
ajfa-1827	187	21	s.	s.	PROPN
ajfa-1827	187	22	the	the	DET
ajfa-1827	187	23	acad	acad	PROPN
ajfa-1827	187	24	arkets	arket	NOUN
ajfa-1827	187	25	,	,	PUNCT
ajfa-1827	187	26	cont	cont	NOUN
ajfa-1827	187	27	onary	onary	NOUN
ajfa-1827	187	28	.	.	PUNCT
ajfa-1827	188	1	in	in	ADP
ajfa-1827	188	2	o	o	PROPN
ajfa-1827	188	3	o	o	VERB
ajfa-1827	188	4	apply	apply	VERB
ajfa-1827	188	5	the	the	DET
ajfa-1827	188	6	ationarity	ationarity	NOUN
ajfa-1827	188	7	of	of	ADP
ajfa-1827	188	8	le	le	X
ajfa-1827	188	9	in	in	ADP
ajfa-1827	188	10	appen	appen	PROPN
ajfa-1827	188	11	exceeds	exceed	VERB
ajfa-1827	188	12	the	the	DET
ajfa-1827	188	13	d	d	PROPN
ajfa-1827	188	14	value	value	NOUN
ajfa-1827	188	15	of	of	ADP
ajfa-1827	188	16	th	th	NUM
ajfa-1827	188	17	ionarity	ionarity	NOUN
ajfa-1827	188	18	,	,	PUNCT
ajfa-1827	188	19	the	the	DET
ajfa-1827	188	20	s	s	NOUN
ajfa-1827	188	21	are	be	AUX
ajfa-1827	188	22	great	great	ADJ
ajfa-1827	188	23	e	e	NOUN
ajfa-1827	188	24	detection	detection	NOUN
ajfa-1827	188	25	ho	ho	PROPN
ajfa-1827	188	26	has	have	VERB
ajfa-1827	188	27	the	the	DET
ajfa-1827	188	28	finance	finance	PROPN
ajfa-1827	188	29	&	&	CCONJ
ajfa-1827	188	30	ac	ac	PROPN
ajfa-1827	188	31	issn	issn	PROPN
ajfa-1827	188	32	19	19	NUM
ajfa-1827	188	33	2012	2012	NUM
ajfa-1827	188	34	,	,	PUNCT
ajfa-1827	188	35	vol	vol	NOUN
ajfa-1827	188	36	.	.	PUNCT
ajfa-1827	188	37	www.macrothi	www.macrothi	X
ajfa-1827	189	1	e	e	X
ajfa-1827	189	2	best	well	ADV
ajfa-1827	189	3	know	know	VERB
ajfa-1827	189	4	bution	bution	NOUN
ajfa-1827	189	5	speci	speci	PROPN
ajfa-1827	189	6	stributions	stribution	NOUN
ajfa-1827	189	7	o	o	PROPN
ajfa-1827	189	8	bles	ble	NOUN
ajfa-1827	189	9	and	and	CCONJ
ajfa-1827	189	10	fo	fo	INTJ
ajfa-1827	189	11	uare	uare	PROPN
ajfa-1827	189	12	,	,	PUNCT
ajfa-1827	189	13	the	the	DET
ajfa-1827	189	14	no	no	NOUN
ajfa-1827	189	15	studied	study	VERB
ajfa-1827	189	16	in	in	ADP
ajfa-1827	189	17	t	t	PROPN
ajfa-1827	189	18	eries	erie	NOUN
ajfa-1827	189	19	.	.	PUNCT
ajfa-1827	190	1	this	this	PRON
ajfa-1827	190	2	i	i	PRON
ajfa-1827	190	3	m	m	VERB
ajfa-1827	190	4	ails	ail	NOUN
ajfa-1827	190	5	than	than	ADP
ajfa-1827	190	6	the	the	DET
ajfa-1827	190	7	ates	ates	PROPN
ajfa-1827	190	8	the	the	DET
ajfa-1827	190	9	pre	pre	PROPN
ajfa-1827	190	10	bution	bution	PROPN
ajfa-1827	190	11	,	,	PUNCT
ajfa-1827	190	12	mor	mor	PROPN
ajfa-1827	190	13	e	e	PROPN
ajfa-1827	190	14	is	be	AUX
ajfa-1827	190	15	a	a	DET
ajfa-1827	190	16	tail	tail	NOUN
ajfa-1827	190	17	ne	ne	NOUN
ajfa-1827	190	18	vice	vice	NOUN
ajfa-1827	190	19	versa	versa	ADV
ajfa-1827	190	20	.	.	PUNCT
ajfa-1827	191	1	a	a	DET
ajfa-1827	191	2	which	which	PRON
ajfa-1827	191	3	confi	confi	ADJ
ajfa-1827	191	4	ets	et	NOUN
ajfa-1827	191	5	.	.	PUNCT
ajfa-1827	192	1	thus	thus	ADV
ajfa-1827	192	2	,	,	PUNCT
ajfa-1827	192	3	if	if	SCONJ
ajfa-1827	192	4	e	e	PROPN
ajfa-1827	192	5	displayed	display	VERB
ajfa-1827	192	6	rtant	rtant	ADJ
ajfa-1827	192	7	conseq	conseq	NOUN
ajfa-1827	192	8	demic	demic	ADJ
ajfa-1827	192	9	world	world	NOUN
ajfa-1827	192	10	tinues	tinue	NOUN
ajfa-1827	192	11	to	to	PART
ajfa-1827	192	12	ap	ap	VERB
ajfa-1827	192	13	order	order	NOUN
ajfa-1827	192	14	to	to	ADP
ajfa-1827	192	15	gr	gr	PROPN
ajfa-1827	192	16	e	e	PROPN
ajfa-1827	192	17	unit	unit	NOUN
ajfa-1827	192	18	root	root	NOUN
ajfa-1827	192	19	f	f	PROPN
ajfa-1827	192	20	the	the	DET
ajfa-1827	192	21	series	series	PROPN
ajfa-1827	192	22	ndix	ndix	PROPN
ajfa-1827	192	23	1	1	NUM
ajfa-1827	192	24	pres	pre	NOUN
ajfa-1827	192	25	e	e	X
ajfa-1827	192	26	critical	critical	ADJ
ajfa-1827	192	27	va	va	PROPN
ajfa-1827	192	28	he	he	PROPN
ajfa-1827	192	29	t	t	PROPN
ajfa-1827	192	30	-	-	PUNCT
ajfa-1827	192	31	statisti	statisti	NOUN
ajfa-1827	192	32	e	e	PROPN
ajfa-1827	192	33	conclusio	conclusio	NOUN
ajfa-1827	192	34	ter	ter	NOUN
ajfa-1827	192	35	than	than	ADP
ajfa-1827	192	36	the	the	PRON
ajfa-1827	192	37	of	of	ADP
ajfa-1827	192	38	non	non	ADJ
ajfa-1827	192	39	-	-	ADJ
ajfa-1827	192	40	stat	stat	ADJ
ajfa-1827	192	41	advantage	advantage	NOUN
ajfa-1827	192	42	o	o	NOUN
ajfa-1827	192	43	ccounting	ccounte	VERB
ajfa-1827	192	44	946	946	NUM
ajfa-1827	192	45	-	-	PUNCT
ajfa-1827	192	46	052x	052x	NOUN
ajfa-1827	192	47	4	4	NUM
ajfa-1827	192	48	,	,	PUNCT
ajfa-1827	192	49	no	no	INTJ
ajfa-1827	192	50	.	.	NOUN
ajfa-1827	192	51	2	2	NUM
ajfa-1827	192	52	ink.org/ajfa	ink.org/ajfa	X
ajfa-1827	192	53	wn	wn	NOUN
ajfa-1827	192	54	is	be	AUX
ajfa-1827	192	55	the	the	DET
ajfa-1827	192	56	ially	ially	ADV
ajfa-1827	192	57	the	the	PRON
ajfa-1827	192	58	of	of	ADP
ajfa-1827	192	59	these	these	DET
ajfa-1827	192	60	ollows	ollow	VERB
ajfa-1827	192	61	a	a	DET
ajfa-1827	192	62	ormality	ormality	NOUN
ajfa-1827	192	63	otal	otal	NOUN
ajfa-1827	192	64	,	,	PUNCT
ajfa-1827	192	65	the	the	DET
ajfa-1827	192	66	mplies	mplie	NOUN
ajfa-1827	192	67	a	a	DET
ajfa-1827	192	68	normal	normal	ADJ
ajfa-1827	192	69	.	.	PUNCT
ajfa-1827	193	1	sence	sence	ADP
ajfa-1827	193	2	of	of	ADP
ajfa-1827	193	3	re	re	ADJ
ajfa-1827	193	4	if	if	SCONJ
ajfa-1827	193	5	the	the	DET
ajfa-1827	193	6	egatively	egatively	ADV
ajfa-1827	193	7	also	also	ADV
ajfa-1827	193	8	we	we	PRON
ajfa-1827	193	9	rms	rm	VERB
ajfa-1827	193	10	the	the	DET
ajfa-1827	193	11	f	f	X
ajfa-1827	193	12	we	we	PRON
ajfa-1827	193	13	had	have	VERB
ajfa-1827	193	14	by	by	ADP
ajfa-1827	193	15	most	most	ADJ
ajfa-1827	193	16	quence	quence	NOUN
ajfa-1827	193	17	is	be	AUX
ajfa-1827	193	18	d	d	NOUN
ajfa-1827	193	19	is	be	AUX
ajfa-1827	193	20	well	well	ADV
ajfa-1827	193	21	pply	pply	ADV
ajfa-1827	193	22	the	the	DET
ajfa-1827	193	23	rasp	rasp	NOUN
ajfa-1827	193	24	the	the	DET
ajfa-1827	193	25	test	test	NOUN
ajfa-1827	193	26	of	of	ADP
ajfa-1827	193	27	studied	study	VERB
ajfa-1827	193	28	,	,	PUNCT
ajfa-1827	193	29	sents	sent	VERB
ajfa-1827	193	30	the	the	DET
ajfa-1827	193	31	alue	alue	NOUN
ajfa-1827	193	32	,	,	PUNCT
ajfa-1827	193	33	we	we	PRON
ajfa-1827	193	34	c	c	VERB
ajfa-1827	193	35	is	be	AUX
ajfa-1827	193	36	less	less	ADJ
ajfa-1827	193	37	ons	ons	NOUN
ajfa-1827	193	38	to	to	PART
ajfa-1827	193	39	be	be	AUX
ajfa-1827	193	40	e	e	X
ajfa-1827	193	41	critical	critical	ADJ
ajfa-1827	193	42	ionary	ionary	NOUN
ajfa-1827	193	43	.	.	PUNCT
ajfa-1827	194	1	of	of	ADP
ajfa-1827	194	2	being	be	AUX
ajfa-1827	194	3	*	*	PUNCT
ajfa-1827	194	4	philli	philli	PROPN
ajfa-1827	194	5	phillips	phillip	NOUN
ajfa-1827	194	6	regulate	regulate	VERB
ajfa-1827	194	7	relate	relate	VERB
ajfa-1827	194	8	th	th	X
ajfa-1827	194	9	asympto	asympto	NOUN
ajfa-1827	194	10	to	to	PART
ajfa-1827	194	11	refer	refer	VERB
ajfa-1827	194	12	the	the	DET
ajfa-1827	194	13	tabl	tabl	NOUN
ajfa-1827	194	14	in	in	ADP
ajfa-1827	194	15	light	light	ADJ
ajfa-1827	194	16	index	index	NOUN
ajfa-1827	194	17	se	se	PROPN
ajfa-1827	194	18	results	result	VERB
ajfa-1827	194	19	series	series	PROPN
ajfa-1827	194	20	.	.	PUNCT
ajfa-1827	195	1	beyond	beyond	ADP
ajfa-1827	195	2	applicat	applicat	PROPN
ajfa-1827	195	3	test	test	NOUN
ajfa-1827	195	4	pre	pre	X
ajfa-1827	195	5	*	*	PUNCT
ajfa-1827	195	6	test	test	NOUN
ajfa-1827	195	7	-	-	PUNCT
ajfa-1827	195	8	k	k	NOUN
ajfa-1827	195	9	the	the	DET
ajfa-1827	195	10	spe	spe	PROPN
ajfa-1827	195	11	no	no	DET
ajfa-1827	195	12	unit	unit	NOUN
ajfa-1827	195	13	the	the	DET
ajfa-1827	195	14	dec	dec	PROPN
ajfa-1827	195	15	accept	accept	PROPN
ajfa-1827	195	16	t	t	PROPN
ajfa-1827	195	17	critical	critical	ADJ
ajfa-1827	195	18	the	the	DET
ajfa-1827	195	19	res	re	NOUN
ajfa-1827	195	20	statistic	statistic	PROPN
ajfa-1827	195	21	null	null	PROPN
ajfa-1827	195	22	hyp	hyp	PROPN
ajfa-1827	195	23	test	test	NOUN
ajfa-1827	195	24	o	o	NOUN
ajfa-1827	195	25	the	the	DET
ajfa-1827	195	26	te	te	PROPN
ajfa-1827	195	27	heterosc	heterosc	PROPN
ajfa-1827	195	28	(	(	PUNCT
ajfa-1827	195	29	1979)3	1979)3	NUM
ajfa-1827	195	30	the	the	DET
ajfa-1827	195	31	squ	squ	PROPN
ajfa-1827	195	32	regressi	regressi	PROPN
ajfa-1827	195	33	if	if	SCONJ
ajfa-1827	195	34	,	,	PUNCT
ajfa-1827	195	35	at	at	ADP
ajfa-1827	195	36	le	le	X
ajfa-1827	195	37	homosc	homosc	PROPN
ajfa-1827	195	38	3	3	NUM
ajfa-1827	195	39	in	in	ADP
ajfa-1827	195	40	statisti	statisti	PROPN
ajfa-1827	195	41	regression	regression	NOUN
ajfa-1827	195	42	m	m	NOUN
ajfa-1827	195	43	variables	variable	NOUN
ajfa-1827	195	44	.	.	PUNCT
ajfa-1827	196	1	ips	ips	PROPN
ajfa-1827	196	2	perron	perron	PROPN
ajfa-1827	196	3	s	s	PART
ajfa-1827	196	4	and	and	CCONJ
ajfa-1827	196	5	perro	perro	PROPN
ajfa-1827	196	6	e	e	X
ajfa-1827	196	7	the	the	DET
ajfa-1827	196	8	proble	proble	ADJ
ajfa-1827	196	9	he	he	PRON
ajfa-1827	196	10	phillips	phillip	VERB
ajfa-1827	196	11	otic	otic	ADJ
ajfa-1827	196	12	distribu	distribu	NOUN
ajfa-1827	196	13	r	r	NOUN
ajfa-1827	196	14	to	to	ADP
ajfa-1827	196	15	tables	table	NOUN
ajfa-1827	196	16	o	o	NOUN
ajfa-1827	196	17	e	e	NOUN
ajfa-1827	196	18	in	in	ADP
ajfa-1827	196	19	annex	annex	NOUN
ajfa-1827	196	20	of	of	ADP
ajfa-1827	196	21	the	the	DET
ajfa-1827	196	22	resu	resu	PROPN
ajfa-1827	196	23	eries	erie	NOUN
ajfa-1827	196	24	is	be	AUX
ajfa-1827	196	25	grea	grea	PROPN
ajfa-1827	196	26	obtained	obtain	VERB
ajfa-1827	196	27	us	we	PRON
ajfa-1827	196	28	d	d	X
ajfa-1827	196	29	the	the	DET
ajfa-1827	196	30	tests	test	NOUN
ajfa-1827	196	31	tion	tion	NOUN
ajfa-1827	196	32	of	of	ADP
ajfa-1827	196	33	the	the	DET
ajfa-1827	196	34	d	d	PROPN
ajfa-1827	196	35	sented	sente	VERB
ajfa-1827	196	36	belo	belo	PROPN
ajfa-1827	196	37	kwiatkows	kwiatkow	VERB
ajfa-1827	196	38	ecificity	ecificity	NOUN
ajfa-1827	196	39	of	of	ADP
ajfa-1827	196	40	root	root	NOUN
ajfa-1827	196	41	agains	again	VERB
ajfa-1827	196	42	cision	cision	NOUN
ajfa-1827	196	43	rule	rule	VERB
ajfa-1827	196	44	the	the	DET
ajfa-1827	196	45	null	null	ADJ
ajfa-1827	196	46	hyp	hyp	PROPN
ajfa-1827	196	47	value	value	NOUN
ajfa-1827	196	48	,	,	PUNCT
ajfa-1827	196	49	we	we	PRON
ajfa-1827	196	50	r	r	NOUN
ajfa-1827	196	51	sults	sult	NOUN
ajfa-1827	196	52	,	,	PUNCT
ajfa-1827	196	53	report	report	NOUN
ajfa-1827	196	54	c	c	NOUN
ajfa-1827	196	55	on	on	ADP
ajfa-1827	196	56	the	the	DET
ajfa-1827	196	57	inde	inde	ADJ
ajfa-1827	196	58	pothesis	pothesis	NOUN
ajfa-1827	196	59	of	of	ADP
ajfa-1827	196	60	of	of	ADP
ajfa-1827	196	61	homoske	homoske	PROPN
ajfa-1827	196	62	st	st	PROPN
ajfa-1827	196	63	of	of	ADP
ajfa-1827	196	64	hom	hom	NOUN
ajfa-1827	196	65	cedasticity	cedasticity	NOUN
ajfa-1827	196	66	.	.	PUNCT
ajfa-1827	197	1	but	but	CCONJ
ajfa-1827	197	2	we	we	PRON
ajfa-1827	197	3	ret	ret	VERB
ajfa-1827	197	4	uare	uare	NOUN
ajfa-1827	197	5	of	of	ADP
ajfa-1827	197	6	the	the	DET
ajfa-1827	197	7	r	r	NOUN
ajfa-1827	197	8	ion	ion	NOUN
ajfa-1827	197	9	equationε	equationε	NOUN
ajfa-1827	197	10	a	a	DET
ajfa-1827	197	11	east	east	NOUN
ajfa-1827	197	12	,	,	PUNCT
ajfa-1827	197	13	one	one	NUM
ajfa-1827	197	14	of	of	ADP
ajfa-1827	197	15	cedasticity	cedasticity	NOUN
ajfa-1827	197	16	i	i	PROPN
ajfa-1827	197	17	ics	ics	PROPN
ajfa-1827	197	18	,	,	PUNCT
ajfa-1827	197	19	the	the	DET
ajfa-1827	197	20	breusch	breusch	ADJ
ajfa-1827	197	21	–	–	PUNCT
ajfa-1827	197	22	model	model	NOUN
ajfa-1827	197	23	.	.	PUNCT
ajfa-1827	198	1	it	it	PRON
ajfa-1827	198	2	tests	test	VERB
ajfa-1827	198	3	w	w	NOUN
ajfa-1827	198	4	test	test	NOUN
ajfa-1827	198	5	(	(	PUNCT
ajfa-1827	198	6	1988	1988	NUM
ajfa-1827	198	7	)	)	PUNCT
ajfa-1827	198	8	on	on	ADP
ajfa-1827	198	9	(	(	PUNCT
ajfa-1827	198	10	1988	1988	NUM
ajfa-1827	198	11	)	)	PUNCT
ajfa-1827	198	12	p	p	X
ajfa-1827	198	13	em	em	PRON
ajfa-1827	198	14	of	of	ADP
ajfa-1827	198	15	autoc	autoc	ADJ
ajfa-1827	198	16	perron	perron	PROPN
ajfa-1827	198	17	tests	test	VERB
ajfa-1827	198	18	utions	ution	NOUN
ajfa-1827	198	19	of	of	ADP
ajfa-1827	198	20	ph	ph	NOUN
ajfa-1827	198	21	of	of	ADP
ajfa-1827	198	22	critical	critical	ADJ
ajfa-1827	198	23	v	v	ADP
ajfa-1827	198	24	1	1	NUM
ajfa-1827	198	25	.	.	PUNCT
ajfa-1827	199	1	ults	ult	NOUN
ajfa-1827	199	2	obtained	obtain	VERB
ajfa-1827	199	3	ater	ater	NOUN
ajfa-1827	199	4	than	than	SCONJ
ajfa-1827	199	5	th	th	PRON
ajfa-1827	199	6	sing	sing	VERB
ajfa-1827	199	7	the	the	DET
ajfa-1827	199	8	dic	dic	NOUN
ajfa-1827	199	9	that	that	PRON
ajfa-1827	199	10	have	have	VERB
ajfa-1827	199	11	dickey	dickey	PROPN
ajfa-1827	199	12	ful	ful	PROPN
ajfa-1827	199	13	w.	w.	PROPN
ajfa-1827	199	14	ki	ki	PROPN
ajfa-1827	199	15	,	,	PUNCT
ajfa-1827	199	16	phillips	phillip	VERB
ajfa-1827	199	17	the	the	DET
ajfa-1827	199	18	kpss	kpss	PROPN
ajfa-1827	199	19	t	t	PROPN
ajfa-1827	199	20	st	st	PROPN
ajfa-1827	200	1	the	the	DET
ajfa-1827	200	2	alterna	alterna	PROPN
ajfa-1827	200	3	is	be	AUX
ajfa-1827	200	4	:	:	PUNCT
ajfa-1827	200	5	if	if	SCONJ
ajfa-1827	200	6	the	the	DET
ajfa-1827	200	7	ca	can	AUX
ajfa-1827	200	8	pothesis	pothesis	NOUN
ajfa-1827	200	9	of	of	AUX
ajfa-1827	200	10	reject	reject	VERB
ajfa-1827	200	11	the	the	DET
ajfa-1827	200	12	nu	nu	PROPN
ajfa-1827	200	13	ed	ed	NOUN
ajfa-1827	200	14	in	in	ADP
ajfa-1827	200	15	the	the	DET
ajfa-1827	200	16	ta	ta	PROPN
ajfa-1827	200	17	ex	ex	PROPN
ajfa-1827	200	18	series	series	PROPN
ajfa-1827	200	19	are	be	AUX
ajfa-1827	200	20	stationarity	stationarity	NOUN
ajfa-1827	200	21	edasticity	edasticity	NOUN
ajfa-1827	200	22	,	,	PUNCT
ajfa-1827	200	23	w	w	PROPN
ajfa-1827	200	24	moscedastici	moscedastici	NOUN
ajfa-1827	200	25	several	several	ADJ
ajfa-1827	200	26	te	te	ADP
ajfa-1827	200	27	tain	tain	PROPN
ajfa-1827	200	28	that	that	PRON
ajfa-1827	200	29	of	of	ADP
ajfa-1827	200	30	residue	residue	NOUN
ajfa-1827	200	31	and	and	CCONJ
ajfa-1827	200	32	n	n	CCONJ
ajfa-1827	200	33	:	:	PUNCT
ajfa-1827	200	34	a	a	DET
ajfa-1827	200	35	x	x	X
ajfa-1827	200	36	b	b	NOUN
ajfa-1827	200	37	f	f	X
ajfa-1827	200	38	the	the	DET
ajfa-1827	200	39	regress	regress	NOUN
ajfa-1827	200	40	in	in	ADP
ajfa-1827	200	41	favor	favor	NOUN
ajfa-1827	200	42	of	of	ADP
ajfa-1827	200	43	t	t	PROPN
ajfa-1827	200	44	–	–	PUNCT
ajfa-1827	200	45	pagan	pagan	PROPN
ajfa-1827	200	46	test	test	NOUN
ajfa-1827	200	47	(	(	PUNCT
ajfa-1827	200	48	nam	nam	NOUN
ajfa-1827	200	49	whether	whether	SCONJ
ajfa-1827	200	50	the	the	DET
ajfa-1827	200	51	estima	estima	PROPN
ajfa-1827	200	52	propose	propose	VERB
ajfa-1827	200	53	a	a	DET
ajfa-1827	200	54	c	c	NOUN
ajfa-1827	200	55	correlation	correlation	NOUN
ajfa-1827	200	56	s	s	VERB
ajfa-1827	200	57	are	be	AUX
ajfa-1827	200	58	identi	identi	ADJ
ajfa-1827	200	59	hillips	hillip	NOUN
ajfa-1827	200	60	-	-	PUNCT
ajfa-1827	200	61	perro	perro	ADJ
ajfa-1827	200	62	alues	alue	NOUN
ajfa-1827	200	63	of	of	ADP
ajfa-1827	200	64	di	di	PROPN
ajfa-1827	200	65	d	d	PROPN
ajfa-1827	200	66	,	,	PUNCT
ajfa-1827	200	67	we	we	PRON
ajfa-1827	200	68	find	find	VERB
ajfa-1827	200	69	th	th	X
ajfa-1827	200	70	e	e	NOUN
ajfa-1827	200	71	critical	critical	ADJ
ajfa-1827	200	72	on	on	ADP
ajfa-1827	200	73	ckey	ckey	NOUN
ajfa-1827	200	74	fuller	fuller	ADV
ajfa-1827	200	75	attempted	attempt	VERB
ajfa-1827	200	76	ler	ler	PROPN
ajfa-1827	200	77	test	test	NOUN
ajfa-1827	200	78	othe	othe	PROPN
ajfa-1827	200	79	s	s	PROPN
ajfa-1827	200	80	,	,	PUNCT
ajfa-1827	200	81	schmidt	schmidt	VERB
ajfa-1827	200	82	a	a	DET
ajfa-1827	200	83	est	est	NOUN
ajfa-1827	200	84	of	of	ADP
ajfa-1827	200	85	kwia	kwia	PROPN
ajfa-1827	200	86	ative	ative	PROPN
ajfa-1827	200	87	hypoth	hypoth	PROPN
ajfa-1827	200	88	alculated	alculate	VERB
ajfa-1827	200	89	va	va	PROPN
ajfa-1827	200	90	f	f	PROPN
ajfa-1827	200	91	stationarity	stationarity	PROPN
ajfa-1827	200	92	ull	ull	PROPN
ajfa-1827	200	93	hypothes	hypothe	NOUN
ajfa-1827	200	94	ables	able	NOUN
ajfa-1827	200	95	in	in	ADP
ajfa-1827	200	96	ann	ann	PROPN
ajfa-1827	200	97	e	e	PROPN
ajfa-1827	200	98	all	all	ADV
ajfa-1827	200	99	higher	high	ADJ
ajfa-1827	200	100	of	of	ADP
ajfa-1827	200	101	the	the	DET
ajfa-1827	200	102	serie	serie	ADJ
ajfa-1827	200	103	white	white	PROPN
ajfa-1827	200	104	test	test	PROPN
ajfa-1827	200	105	ity	ity	PROPN
ajfa-1827	200	106	is	be	AUX
ajfa-1827	200	107	usef	usef	PROPN
ajfa-1827	200	108	ests	est	NOUN
ajfa-1827	200	109	exist	exist	VERB
ajfa-1827	200	110	t	t	PROPN
ajfa-1827	200	111	f	f	PROPN
ajfa-1827	200	112	white	white	PROPN
ajfa-1827	200	113	.	.	PUNCT
ajfa-1827	201	1	thi	thi	VERB
ajfa-1827	201	2	d	d	DET
ajfa-1827	201	3	one	one	NUM
ajfa-1827	201	4	or	or	CCONJ
ajfa-1827	201	5	mo	mo	PROPN
ajfa-1827	201	6	b	b	PROPN
ajfa-1827	201	7	x	x	SYM
ajfa-1827	201	8	a	a	DET
ajfa-1827	201	9	sion	sion	NOUN
ajfa-1827	201	10	coeffic	coeffic	NOUN
ajfa-1827	201	11	the	the	DET
ajfa-1827	201	12	alternati	alternati	NOUN
ajfa-1827	201	13	med	me	VERB
ajfa-1827	201	14	after	after	SCONJ
ajfa-1827	201	15	trevor	trevor	NOUN
ajfa-1827	201	16	ated	ate	VERB
ajfa-1827	201	17	variance	variance	NOUN
ajfa-1827	201	18	of	of	ADP
ajfa-1827	201	19	t	t	PROPN
ajfa-1827	201	20	388	388	NUM
ajfa-1827	201	21	correction	correction	NOUN
ajfa-1827	201	22	n	n	CCONJ
ajfa-1827	201	23	and/or	and/or	CCONJ
ajfa-1827	201	24	hete	hete	PROPN
ajfa-1827	201	25	cal	cal	VERB
ajfa-1827	201	26	to	to	ADP
ajfa-1827	201	27	those	those	PRON
ajfa-1827	201	28	on	on	ADP
ajfa-1827	201	29	test	test	NOUN
ajfa-1827	201	30	and	and	CCONJ
ajfa-1827	201	31	d	d	ADP
ajfa-1827	201	32	ickey	ickey	ADJ
ajfa-1827	201	33	-	-	PUNCT
ajfa-1827	201	34	fuller	full	ADJ
ajfa-1827	201	35	hat	hat	NOUN
ajfa-1827	201	36	the	the	DET
ajfa-1827	201	37	calc	calc	PROPN
ajfa-1827	201	38	ne	ne	PROPN
ajfa-1827	201	39	.	.	PUNCT
ajfa-1827	202	1	this	this	DET
ajfa-1827	202	2	com	com	NOUN
ajfa-1827	202	3	test	test	NOUN
ajfa-1827	202	4	,	,	PUNCT
ajfa-1827	202	5	that	that	PRON
ajfa-1827	202	6	is	be	AUX
ajfa-1827	202	7	to	to	PART
ajfa-1827	202	8	provid	provid	VERB
ajfa-1827	202	9	er	er	INTJ
ajfa-1827	202	10	strategies	strategy	NOUN
ajfa-1827	202	11	and	and	CCONJ
ajfa-1827	202	12	shin	shin	NOUN
ajfa-1827	202	13	(	(	PUNCT
ajfa-1827	202	14	1	1	NUM
ajfa-1827	202	15	atkowski	atkowski	ADJ
ajfa-1827	202	16	et	et	NOUN
ajfa-1827	202	17	hesis	hesis	NOUN
ajfa-1827	202	18	of	of	ADP
ajfa-1827	202	19	the	the	DET
ajfa-1827	202	20	alue	alue	NOUN
ajfa-1827	202	21	is	be	AUX
ajfa-1827	202	22	less	less	ADV
ajfa-1827	202	23	y.	y.	NOUN
ajfa-1827	202	24	if	if	SCONJ
ajfa-1827	202	25	the	the	DET
ajfa-1827	202	26	cal	cal	ADJ
ajfa-1827	202	27	sis	sis	NOUN
ajfa-1827	202	28	of	of	ADP
ajfa-1827	202	29	station	station	NOUN
ajfa-1827	202	30	nex	nex	PROPN
ajfa-1827	202	31	1	1	NUM
ajfa-1827	202	32	indica	indica	NOUN
ajfa-1827	202	33	than	than	ADP
ajfa-1827	202	34	the	the	DET
ajfa-1827	202	35	cri	cri	PROPN
ajfa-1827	202	36	es	es	PROPN
ajfa-1827	202	37	indices	index	NOUN
ajfa-1827	202	38	.	.	PUNCT
ajfa-1827	203	1	ful	ful	NOUN
ajfa-1827	203	2	since	since	SCONJ
ajfa-1827	203	3	i	i	PRON
ajfa-1827	203	4	to	to	PART
ajfa-1827	203	5	detect	detect	VERB
ajfa-1827	203	6	h	h	NOUN
ajfa-1827	203	7	is	be	AUX
ajfa-1827	203	8	test	test	NOUN
ajfa-1827	203	9	is	be	AUX
ajfa-1827	203	10	ba	ba	PROPN
ajfa-1827	203	11	ore	ore	NOUN
ajfa-1827	203	12	explana	explana	PROPN
ajfa-1827	203	13	x	x	SYM
ajfa-1827	203	14	b	b	X
ajfa-1827	203	15	x	x	PROPN
ajfa-1827	203	16	cients	cient	NOUN
ajfa-1827	203	17	is	be	AUX
ajfa-1827	203	18	sig	sig	INTJ
ajfa-1827	204	1	i	i	PRON
ajfa-1827	204	2	ve	ve	VERB
ajfa-1827	204	3	hypothe	hypothe	PRON
ajfa-1827	204	4	breusch	breusch	NOUN
ajfa-1827	204	5	and	and	CCONJ
ajfa-1827	204	6	adr	adr	PROPN
ajfa-1827	204	7	the	the	DET
ajfa-1827	204	8	residuals	residual	NOUN
ajfa-1827	204	9	from	from	ADP
ajfa-1827	204	10	asian	asian	ADJ
ajfa-1827	204	11	non	non	ADJ
ajfa-1827	204	12	-	-	ADJ
ajfa-1827	204	13	parame	parame	ADJ
ajfa-1827	204	14	eroscedastic	eroscedastic	ADJ
ajfa-1827	204	15	e	e	NOUN
ajfa-1827	204	16	used	use	VERB
ajfa-1827	204	17	by	by	ADP
ajfa-1827	204	18	d	d	PROPN
ajfa-1827	204	19	dickey	dickey	PROPN
ajfa-1827	204	20	full	full	PROPN
ajfa-1827	204	21	r.	r.	PROPN
ajfa-1827	204	22	the	the	DET
ajfa-1827	204	23	resul	resul	PROPN
ajfa-1827	204	24	ulated	ulate	VERB
ajfa-1827	204	25	valu	valu	NOUN
ajfa-1827	204	26	mes	me	NOUN
ajfa-1827	204	27	to	to	PART
ajfa-1827	204	28	conf	conf	VERB
ajfa-1827	204	29	s	s	VERB
ajfa-1827	204	30	to	to	PART
ajfa-1827	204	31	say	say	VERB
ajfa-1827	204	32	the	the	DET
ajfa-1827	204	33	de	de	PROPN
ajfa-1827	204	34	solutions	solution	NOUN
ajfa-1827	204	35	s	s	PART
ajfa-1827	204	36	have	have	AUX
ajfa-1827	204	37	been	be	AUX
ajfa-1827	204	38	1992	1992	NUM
ajfa-1827	204	39	)	)	PUNCT
ajfa-1827	205	1	al	al	PROPN
ajfa-1827	205	2	(	(	PUNCT
ajfa-1827	205	3	1992	1992	NUM
ajfa-1827	205	4	)	)	PUNCT
ajfa-1827	205	5	i	i	PRON
ajfa-1827	205	6	presence	presence	NOUN
ajfa-1827	205	7	of	of	ADP
ajfa-1827	205	8	than	than	ADP
ajfa-1827	205	9	the	the	DET
ajfa-1827	205	10	co	co	NOUN
ajfa-1827	205	11	lculated	lculate	VERB
ajfa-1827	205	12	val	val	PROPN
ajfa-1827	205	13	narity	narity	NOUN
ajfa-1827	205	14	.	.	PUNCT
ajfa-1827	205	15	ate	eat	VERB
ajfa-1827	205	16	that	that	SCONJ
ajfa-1827	205	17	the	the	DET
ajfa-1827	205	18	itical	itical	ADJ
ajfa-1827	205	19	values	value	NOUN
ajfa-1827	205	20	it	it	PRON
ajfa-1827	205	21	allows	allow	VERB
ajfa-1827	205	22	t	t	PROPN
ajfa-1827	205	23	eteroscedas	eteroscedas	PROPN
ajfa-1827	205	24	ased	ase	VERB
ajfa-1827	205	25	on	on	ADP
ajfa-1827	205	26	a	a	DET
ajfa-1827	205	27	si	si	X
ajfa-1827	205	28	atory	atory	NOUN
ajfa-1827	205	29	variab	variab	NOUN
ajfa-1827	205	30	x	x	INTJ
ajfa-1827	205	31	⋯	⋯	NOUN
ajfa-1827	205	32	gnificant	gnificant	NOUN
ajfa-1827	205	33	,	,	PUNCT
ajfa-1827	205	34	w	w	PROPN
ajfa-1827	205	35	sis	sis	NOUN
ajfa-1827	205	36	of	of	ADP
ajfa-1827	205	37	hetero	hetero	PROPN
ajfa-1827	205	38	rian	rian	ADJ
ajfa-1827	205	39	pagan	pagan	NOUN
ajfa-1827	205	40	)	)	PUNCT
ajfa-1827	205	41	is	be	AUX
ajfa-1827	205	42	u	u	PROPN
ajfa-1827	205	43	m	m	PROPN
ajfa-1827	205	44	a	a	DET
ajfa-1827	205	45	regression	regression	NOUN
ajfa-1827	205	46	are	be	AUX
ajfa-1827	205	47	n	n	PRON
ajfa-1827	205	48	journal	journal	NOUN
ajfa-1827	205	49	of	of	ADP
ajfa-1827	205	50	f	f	PROPN
ajfa-1827	205	51	etric	etric	NOUN
ajfa-1827	205	52	of	of	ADP
ajfa-1827	205	53	dic	dic	ADJ
ajfa-1827	205	54	errors	error	NOUN
ajfa-1827	205	55	.	.	PUNCT
ajfa-1827	206	1	the	the	DET
ajfa-1827	206	2	dickey	dickey	PROPN
ajfa-1827	206	3	fulle	fulle	PROPN
ajfa-1827	206	4	ler	ler	PROPN
ajfa-1827	206	5	are	be	AUX
ajfa-1827	206	6	ident	ident	NOUN
ajfa-1827	206	7	lts	lts	PROPN
ajfa-1827	206	8	obtained	obtain	VERB
ajfa-1827	206	9	e	e	PROPN
ajfa-1827	206	10	of	of	ADP
ajfa-1827	206	11	the	the	DET
ajfa-1827	206	12	phi	phi	NOUN
ajfa-1827	206	13	firm	firm	NOUN
ajfa-1827	206	14	,	,	PUNCT
ajfa-1827	206	15	just	just	ADV
ajfa-1827	206	16	fo	fo	ADP
ajfa-1827	206	17	presence	presence	NOUN
ajfa-1827	206	18	o	o	NOUN
ajfa-1827	206	19	s	s	X
ajfa-1827	206	20	to	to	AUX
ajfa-1827	206	21	proble	proble	ADJ
ajfa-1827	206	22	n	n	NOUN
ajfa-1827	206	23	developed	develop	VERB
ajfa-1827	206	24	s	s	X
ajfa-1827	206	25	to	to	PART
ajfa-1827	206	26	test	test	VERB
ajfa-1827	206	27	the	the	DET
ajfa-1827	206	28	f	f	PROPN
ajfa-1827	206	29	a	a	DET
ajfa-1827	206	30	unit	unit	NOUN
ajfa-1827	206	31	root	root	NOUN
ajfa-1827	206	32	orresponding	orresponding	NOUN
ajfa-1827	206	33	lue	lue	NOUN
ajfa-1827	206	34	exceeds	exceed	NOUN
ajfa-1827	206	35	calculated	calculate	VERB
ajfa-1827	206	36	v	v	ADP
ajfa-1827	206	37	s	s	AUX
ajfa-1827	206	38	given	give	VERB
ajfa-1827	206	39	;	;	PUNCT
ajfa-1827	206	40	ther	ther	ADV
ajfa-1827	206	41	to	to	PART
ajfa-1827	206	42	detect	detect	VERB
ajfa-1827	206	43	a	a	DET
ajfa-1827	206	44	sticity	sticity	NOUN
ajfa-1827	206	45	as	as	ADP
ajfa-1827	206	46	b	b	PROPN
ajfa-1827	206	47	gnificant	gnificant	NOUN
ajfa-1827	206	48	re	re	ADP
ajfa-1827	206	49	les	le	NOUN
ajfa-1827	206	50	in	in	ADP
ajfa-1827	206	51	level	level	NOUN
ajfa-1827	206	52	a	a	DET
ajfa-1827	206	53	x	x	SYM
ajfa-1827	206	54	b	b	NOUN
ajfa-1827	206	55	e	e	X
ajfa-1827	206	56	reject	reject	VERB
ajfa-1827	206	57	the	the	DET
ajfa-1827	206	58	oscedasticit	oscedasticit	ADJ
ajfa-1827	206	59	used	use	VERB
ajfa-1827	206	60	to	to	PART
ajfa-1827	206	61	test	test	VERB
ajfa-1827	206	62	for	for	ADP
ajfa-1827	206	63	h	h	NOUN
ajfa-1827	206	64	e	e	NOUN
ajfa-1827	206	65	dependent	dependent	ADJ
ajfa-1827	206	66	on	on	ADP
ajfa-1827	206	67	th	th	NUM
ajfa-1827	206	68	finance	finance	PROPN
ajfa-1827	206	69	&	&	CCONJ
ajfa-1827	206	70	ac	ac	PROPN
ajfa-1827	206	71	issn	issn	PROPN
ajfa-1827	206	72	19	19	NUM
ajfa-1827	206	73	2012	2012	NUM
ajfa-1827	206	74	,	,	PUNCT
ajfa-1827	206	75	vol	vol	NOUN
ajfa-1827	206	76	.	.	PUNCT
ajfa-1827	207	1	www.macrothi	www.macrothi	ADP
ajfa-1827	207	2	ckey	ckey	NOUN
ajfa-1827	207	3	fuller	full	ADJ
ajfa-1827	207	4	e	e	NOUN
ajfa-1827	207	5	models	model	NOUN
ajfa-1827	207	6	o	o	INTJ
ajfa-1827	207	7	er	er	INTJ
ajfa-1827	207	8	.	.	PUNCT
ajfa-1827	207	9	furtherm	furtherm	PROPN
ajfa-1827	207	10	tical	tical	NOUN
ajfa-1827	207	11	,	,	PUNCT
ajfa-1827	207	12	it	it	PRON
ajfa-1827	207	13	is	be	AUX
ajfa-1827	207	14	su	su	PROPN
ajfa-1827	207	15	d	d	NOUN
ajfa-1827	207	16	are	be	AUX
ajfa-1827	207	17	instruc	instruc	PROPN
ajfa-1827	207	18	illips	illip	NOUN
ajfa-1827	207	19	perron	perron	PROPN
ajfa-1827	207	20	or	or	CCONJ
ajfa-1827	207	21	these	these	DET
ajfa-1827	207	22	ind	ind	NOUN
ajfa-1827	207	23	of	of	ADP
ajfa-1827	207	24	a	a	DET
ajfa-1827	207	25	unit	unit	NOUN
ajfa-1827	207	26	roo	roo	PROPN
ajfa-1827	207	27	ems	ems	PROPN
ajfa-1827	207	28	raised	raise	VERB
ajfa-1827	207	29	d	d	PROPN
ajfa-1827	207	30	,	,	PUNCT
ajfa-1827	207	31	such	such	ADJ
ajfa-1827	207	32	as	as	ADP
ajfa-1827	207	33	th	th	X
ajfa-1827	207	34	e	e	NOUN
ajfa-1827	207	35	null	null	ADJ
ajfa-1827	207	36	hypot	hypot	NOUN
ajfa-1827	207	37	t.	t.	NOUN
ajfa-1827	207	38	g	g	PROPN
ajfa-1827	207	39	critical	critical	ADJ
ajfa-1827	207	40	va	va	PROPN
ajfa-1827	207	41	s	s	PROPN
ajfa-1827	208	1	the	the	DET
ajfa-1827	208	2	corres	corres	PROPN
ajfa-1827	208	3	values	value	NOUN
ajfa-1827	208	4	of	of	ADP
ajfa-1827	208	5	th	th	PRON
ajfa-1827	208	6	erefore	erefore	ADV
ajfa-1827	208	7	we	we	PRON
ajfa-1827	208	8	re	re	VERB
ajfa-1827	208	9	and	and	CCONJ
ajfa-1827	208	10	correc	correc	VERB
ajfa-1827	208	11	breusch	breusch	PROPN
ajfa-1827	208	12	and	and	CCONJ
ajfa-1827	208	13	elationship	elationship	NOUN
ajfa-1827	208	14	b	b	PROPN
ajfa-1827	208	15	ls	ls	ADJ
ajfa-1827	208	16	and	and	CCONJ
ajfa-1827	208	17	squa	squa	PROPN
ajfa-1827	208	18	b	b	NOUN
ajfa-1827	208	19	x	x	SYM
ajfa-1827	208	20	υ	υ	NOUN
ajfa-1827	208	21	e	e	NOUN
ajfa-1827	208	22	null	null	ADJ
ajfa-1827	208	23	hypot	hypot	NOUN
ajfa-1827	208	24	ty	ty	PRON
ajfa-1827	208	25	.	.	PUNCT
ajfa-1827	209	1	heteroscedasticity	heteroscedasticity	NOUN
ajfa-1827	209	2	he	he	PRON
ajfa-1827	209	3	values	value	VERB
ajfa-1827	209	4	of	of	ADP
ajfa-1827	209	5	the	the	DET
ajfa-1827	209	6	ccounting	ccounte	VERB
ajfa-1827	209	7	946	946	NUM
ajfa-1827	209	8	-	-	PUNCT
ajfa-1827	209	9	052x	052x	NOUN
ajfa-1827	209	10	4	4	NUM
ajfa-1827	209	11	,	,	PUNCT
ajfa-1827	209	12	no	no	INTJ
ajfa-1827	209	13	.	.	NOUN
ajfa-1827	209	14	2	2	NUM
ajfa-1827	209	15	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	209	16	r	r	NOUN
ajfa-1827	209	17	test	test	NOUN
ajfa-1827	209	18	to	to	ADP
ajfa-1827	209	19	n	n	PRON
ajfa-1827	209	20	which	which	PRON
ajfa-1827	209	21	more	more	ADV
ajfa-1827	209	22	the	the	DET
ajfa-1827	209	23	ufficient	ufficient	ADJ
ajfa-1827	209	24	ctions	ction	NOUN
ajfa-1827	209	25	in	in	ADP
ajfa-1827	209	26	n	n	CCONJ
ajfa-1827	209	27	for	for	ADP
ajfa-1827	209	28	the	the	DET
ajfa-1827	209	29	ices	ice	NOUN
ajfa-1827	209	30	,	,	PUNCT
ajfa-1827	209	31	the	the	DET
ajfa-1827	209	32	ot	ot	NOUN
ajfa-1827	209	33	in	in	ADP
ajfa-1827	209	34	the	the	PRON
ajfa-1827	209	35	by	by	ADP
ajfa-1827	209	36	the	the	DET
ajfa-1827	209	37	he	he	PRON
ajfa-1827	209	38	kpss	kpss	PROPN
ajfa-1827	209	39	thesis	thesis	NOUN
ajfa-1827	209	40	of	of	ADP
ajfa-1827	209	41	alue	alue	NOUN
ajfa-1827	209	42	,	,	PUNCT
ajfa-1827	209	43	we	we	PRON
ajfa-1827	209	44	ponding	ponde	VERB
ajfa-1827	209	45	he	he	PRON
ajfa-1827	209	46	kpss	kpss	PROPN
ajfa-1827	209	47	eject	eject	PROPN
ajfa-1827	209	48	the	the	DET
ajfa-1827	209	49	t	t	NOUN
ajfa-1827	209	50	errors	error	NOUN
ajfa-1827	209	51	d	d	X
ajfa-1827	209	52	pagan	pagan	PROPN
ajfa-1827	209	53	between	between	ADP
ajfa-1827	209	54	ared	ared	ADJ
ajfa-1827	209	55	in	in	ADP
ajfa-1827	209	56	a	a	DET
ajfa-1827	209	57	thesis	thesis	NOUN
ajfa-1827	209	58	of	of	ADP
ajfa-1827	209	59	y	y	PROPN
ajfa-1827	209	60	in	in	ADP
ajfa-1827	209	61	a	a	DET
ajfa-1827	209	62	linear	linear	ADJ
ajfa-1827	209	63	independent	independent	NOUN
ajfa-1827	209	64	if	if	SCONJ
ajfa-1827	209	65	the	the	DET
ajfa-1827	209	66	v	v	X
ajfa-1827	209	67	signific	signific	NOUN
ajfa-1827	209	68	presente	presente	PROPN
ajfa-1827	209	69	the	the	DET
ajfa-1827	209	70	res	res	PROPN
ajfa-1827	209	71	assump	assump	PROPN
ajfa-1827	209	72	note	note	VERB
ajfa-1827	209	73	th	th	X
ajfa-1827	209	74	financia	financia	PROPN
ajfa-1827	209	75	but	but	CCONJ
ajfa-1827	209	76	this	this	DET
ajfa-1827	209	77	test	test	NOUN
ajfa-1827	209	78	a	a	DET
ajfa-1827	209	79	the	the	DET
ajfa-1827	209	80	tes	tes	NOUN
ajfa-1827	209	81	returns	return	NOUN
ajfa-1827	209	82	,	,	PUNCT
ajfa-1827	209	83	where	where	SCONJ
ajfa-1827	209	84	t	t	PROPN
ajfa-1827	209	85	q	q	NOUN
ajfa-1827	209	86	:	:	PUNCT
ajfa-1827	209	87	the	the	DET
ajfa-1827	209	88	n	n	PRON
ajfa-1827	209	89	φ(k	φ(k	PROPN
ajfa-1827	209	90	):	):	PUNCT
ajfa-1827	209	91	is	be	AUX
ajfa-1827	209	92	statistic	statistic	ADJ
ajfa-1827	209	93	hypothe	hypothe	NOUN
ajfa-1827	209	94	of	of	ADP
ajfa-1827	209	95	the	the	DET
ajfa-1827	209	96	r	r	NOUN
ajfa-1827	209	97	annex	annex	NOUN
ajfa-1827	209	98	1	1	NUM
ajfa-1827	209	99	since	since	SCONJ
ajfa-1827	209	100	th	th	NUM
ajfa-1827	209	101	from	from	ADP
ajfa-1827	209	102	t	t	PROPN
ajfa-1827	209	103	heterosc	heterosc	PROPN
ajfa-1827	209	104	pt	pt	PROPN
ajfa-1827	209	105	=	=	PUNCT
ajfa-1827	209	106	ln	ln	PROPN
ajfa-1827	209	107	p	p	NOUN
ajfa-1827	209	108	value	value	NOUN
ajfa-1827	209	109	that	that	PRON
ajfa-1827	209	110	cance	cance	NOUN
ajfa-1827	209	111	,	,	PUNCT
ajfa-1827	209	112	we	we	PRON
ajfa-1827	209	113	c	c	VERB
ajfa-1827	209	114	ed	ed	NOUN
ajfa-1827	209	115	in	in	ADP
ajfa-1827	209	116	table	table	NOUN
ajfa-1827	209	117	1	1	NUM
ajfa-1827	209	118	sults	sult	NOUN
ajfa-1827	209	119	obtaine	obtaine	NOUN
ajfa-1827	209	120	ption	ption	NOUN
ajfa-1827	209	121	of	of	ADP
ajfa-1827	209	122	hete	hete	ADJ
ajfa-1827	209	123	hat	hat	NOUN
ajfa-1827	209	124	the	the	DET
ajfa-1827	209	125	rejec	rejec	NOUN
ajfa-1827	209	126	al	al	PROPN
ajfa-1827	209	127	time	time	NOUN
ajfa-1827	209	128	serie	serie	PROPN
ajfa-1827	209	129	does	do	AUX
ajfa-1827	209	130	not	not	PART
ajfa-1827	209	131	co	co	VERB
ajfa-1827	209	132	absence	absence	NOUN
ajfa-1827	209	133	of	of	ADP
ajfa-1827	209	134	s	s	PART
ajfa-1827	209	135	st	st	PROPN
ajfa-1827	209	136	is	be	AUX
ajfa-1827	209	137	implem	implem	NOUN
ajfa-1827	209	138	,	,	PUNCT
ajfa-1827	209	139	so	so	CCONJ
ajfa-1827	209	140	for	for	ADP
ajfa-1827	209	141	this	this	DET
ajfa-1827	209	142	t	t	NOUN
ajfa-1827	209	143	:	:	PUNCT
ajfa-1827	209	144	is	be	AUX
ajfa-1827	209	145	the	the	DET
ajfa-1827	209	146	nu	nu	ADJ
ajfa-1827	209	147	number	number	NOUN
ajfa-1827	209	148	of	of	ADP
ajfa-1827	209	149	de	de	ADP
ajfa-1827	209	150	the	the	DET
ajfa-1827	209	151	estimat	estimat	ADJ
ajfa-1827	209	152	cal	cal	PROPN
ajfa-1827	209	153	bp	bp	PROPN
ajfa-1827	209	154	(	(	PUNCT
ajfa-1827	209	155	q	q	NOUN
ajfa-1827	209	156	)	)	PUNCT
ajfa-1827	209	157	esis	esis	NOUN
ajfa-1827	209	158	of	of	ADP
ajfa-1827	209	159	no	no	DET
ajfa-1827	209	160	s	s	NOUN
ajfa-1827	209	161	random	random	ADJ
ajfa-1827	209	162	wal	wal	NOUN
ajfa-1827	209	163	1	1	NUM
ajfa-1827	209	164	(	(	PUNCT
ajfa-1827	209	165	these	these	DET
ajfa-1827	209	166	resu	resu	PROPN
ajfa-1827	209	167	he	he	PRON
ajfa-1827	209	168	series	series	NOUN
ajfa-1827	209	169	of	of	ADP
ajfa-1827	209	170	the	the	DET
ajfa-1827	209	171	white	white	PROPN
ajfa-1827	209	172	cedasticity	cedasticity	PROPN
ajfa-1827	209	173	.	.	PUNCT
ajfa-1827	210	1	pt	pt	PROPN
ajfa-1827	210	2	,	,	PUNCT
ajfa-1827	210	3	pt	pt	X
ajfa-1827	210	4	is	be	AUX
ajfa-1827	210	5	the	the	DET
ajfa-1827	210	6	emerges	emerge	NOUN
ajfa-1827	210	7	is	be	AUX
ajfa-1827	210	8	concluded	conclude	VERB
ajfa-1827	210	9	t	t	PROPN
ajfa-1827	210	10	1	1	NUM
ajfa-1827	210	11	of	of	ADP
ajfa-1827	210	12	annex	annex	NOUN
ajfa-1827	210	13	:	:	PUNCT
ajfa-1827	210	14	ed	ed	NOUN
ajfa-1827	210	15	by	by	ADP
ajfa-1827	210	16	apply	apply	VERB
ajfa-1827	210	17	eroscedastic	eroscedastic	ADJ
ajfa-1827	210	18	ction	ction	NOUN
ajfa-1827	210	19	of	of	ADP
ajfa-1827	210	20	hom	hom	NOUN
ajfa-1827	210	21	es	es	ADP
ajfa-1827	210	22	which	which	PRON
ajfa-1827	210	23	is	be	AUX
ajfa-1827	210	24	onfirm	onfirm	ADJ
ajfa-1827	210	25	the	the	DET
ajfa-1827	210	26	e	e	PROPN
ajfa-1827	210	27	serial	serial	ADJ
ajfa-1827	210	28	corre	corre	NOUN
ajfa-1827	210	29	mented	mente	VERB
ajfa-1827	210	30	for	for	ADP
ajfa-1827	210	31	t	t	PROPN
ajfa-1827	210	32	test	test	NOUN
ajfa-1827	210	33	we	we	PRON
ajfa-1827	210	34	app	app	VERB
ajfa-1827	210	35	umber	umber	ADV
ajfa-1827	210	36	of	of	ADP
ajfa-1827	210	37	obs	obs	PROPN
ajfa-1827	210	38	elays	elays	PROPN
ajfa-1827	210	39	.	.	PUNCT
ajfa-1827	211	1	ted	ted	PROPN
ajfa-1827	211	2	autocorr	autocorr	PROPN
ajfa-1827	211	3	)	)	PUNCT
ajfa-1827	211	4	follows	follow	VERB
ajfa-1827	211	5	a	a	DET
ajfa-1827	211	6	erial	erial	ADJ
ajfa-1827	211	7	correl	correl	NOUN
ajfa-1827	211	8	lk	lk	PROPN
ajfa-1827	211	9	model	model	NOUN
ajfa-1827	211	10	,	,	PUNCT
ajfa-1827	211	11	s	s	NOUN
ajfa-1827	211	12	ults	ult	NOUN
ajfa-1827	211	13	are	be	AUX
ajfa-1827	211	14	obta	obta	ADJ
ajfa-1827	211	15	returns	return	NOUN
ajfa-1827	211	16	hav	hav	AUX
ajfa-1827	211	17	test	test	VERB
ajfa-1827	211	18	,	,	PUNCT
ajfa-1827	211	19	we	we	PRON
ajfa-1827	211	20	this	this	DET
ajfa-1827	211	21	test	test	NOUN
ajfa-1827	211	22	is	be	AUX
ajfa-1827	211	23	price	price	NOUN
ajfa-1827	211	24	at	at	ADP
ajfa-1827	211	25	“	"	PUNCT
ajfa-1827	211	26	t	t	PROPN
ajfa-1827	211	27	”	"	PUNCT
ajfa-1827	211	28	s	s	NOUN
ajfa-1827	211	29	to	to	PART
ajfa-1827	211	30	lower	low	ADJ
ajfa-1827	211	31	;	;	PUNCT
ajfa-1827	211	32	that	that	SCONJ
ajfa-1827	211	33	the	the	DET
ajfa-1827	211	34	mo	mo	PROPN
ajfa-1827	211	35	ying	ying	PROPN
ajfa-1827	211	36	the	the	DET
ajfa-1827	211	37	wh	wh	NOUN
ajfa-1827	211	38	city	city	NOUN
ajfa-1827	211	39	is	be	AUX
ajfa-1827	211	40	accep	accep	NOUN
ajfa-1827	211	41	moscedastici	moscedastici	ADJ
ajfa-1827	211	42	the	the	DET
ajfa-1827	211	43	arch	arch	ADJ
ajfa-1827	211	44	efficiency	efficiency	NOUN
ajfa-1827	211	45	m	m	NOUN
ajfa-1827	211	46	elation	elation	NOUN
ajfa-1827	211	47	:	:	PUNCT
ajfa-1827	211	48	box	box	NOUN
ajfa-1827	211	49	testing	test	VERB
ajfa-1827	211	50	the	the	DET
ajfa-1827	211	51	ply	ply	NOUN
ajfa-1827	211	52	to	to	ADP
ajfa-1827	211	53	the	the	DET
ajfa-1827	211	54	q	q	PROPN
ajfa-1827	211	55	bp	bp	PROPN
ajfa-1827	211	56	servations	servation	NOUN
ajfa-1827	211	57	o	o	PROPN
ajfa-1827	211	58	relation	relation	NOUN
ajfa-1827	211	59	coe	coe	PROPN
ajfa-1827	211	60	a	a	DET
ajfa-1827	211	61	chi	chi	ADJ
ajfa-1827	211	62	-	-	PUNCT
ajfa-1827	211	63	squar	squar	NOUN
ajfa-1827	211	64	ation	ation	NOUN
ajfa-1827	211	65	,	,	PUNCT
ajfa-1827	211	66	the	the	DET
ajfa-1827	211	67	re	re	NOUN
ajfa-1827	211	68	since	since	SCONJ
ajfa-1827	211	69	in	in	ADP
ajfa-1827	211	70	this	this	PRON
ajfa-1827	211	71	ained	aine	VERB
ajfa-1827	211	72	for	for	ADP
ajfa-1827	211	73	a	a	DET
ajfa-1827	211	74	d	d	NOUN
ajfa-1827	211	75	ving	ve	VERB
ajfa-1827	211	76	the	the	DET
ajfa-1827	211	77	cha	cha	NOUN
ajfa-1827	211	78	decided	decide	VERB
ajfa-1827	211	79	t	t	PROPN
ajfa-1827	211	80	s	s	AUX
ajfa-1827	211	81	given	give	VERB
ajfa-1827	211	82	by	by	ADP
ajfa-1827	211	83	:	:	PUNCT
ajfa-1827	211	84	b	b	PROPN
ajfa-1827	211	85	v	v	NUM
ajfa-1827	211	86	δ	δ	PROPN
ajfa-1827	211	87	j	j	PROPN
ajfa-1827	211	88	∑	∑	PROPN
ajfa-1827	211	89	389	389	NUM
ajfa-1827	211	90	(	(	PUNCT
ajfa-1827	211	91	usually	usually	ADV
ajfa-1827	211	92	a	a	DET
ajfa-1827	211	93	odel	odel	NOUN
ajfa-1827	211	94	is	be	AUX
ajfa-1827	211	95	hom	hom	X
ajfa-1827	211	96	hite	hite	PROPN
ajfa-1827	211	97	test	test	NOUN
ajfa-1827	211	98	con	con	PROPN
ajfa-1827	211	99	pted	pte	VERB
ajfa-1827	211	100	among	among	ADP
ajfa-1827	211	101	ity	ity	PROPN
ajfa-1827	211	102	can	can	AUX
ajfa-1827	211	103	be	be	AUX
ajfa-1827	211	104	d	d	DET
ajfa-1827	211	105	effect	effect	NOUN
ajfa-1827	211	106	,	,	PUNCT
ajfa-1827	211	107	this	this	DET
ajfa-1827	211	108	markets	market	NOUN
ajfa-1827	211	109	.	.	PUNCT
ajfa-1827	212	1	x	x	X
ajfa-1827	212	2	-	-	PUNCT
ajfa-1827	212	3	pierce	pierce	NOUN
ajfa-1827	212	4	te	te	PROPN
ajfa-1827	212	5	presence	presence	NOUN
ajfa-1827	212	6	o	o	PROPN
ajfa-1827	212	7	statistic	statistic	PROPN
ajfa-1827	212	8	giv	giv	PROPN
ajfa-1827	212	9	t	t	PROPN
ajfa-1827	212	10	δ	δ	PROPN
ajfa-1827	212	11	k	k	PROPN
ajfa-1827	212	12	of	of	ADP
ajfa-1827	212	13	the	the	DET
ajfa-1827	212	14	series	series	NOUN
ajfa-1827	212	15	efficient	efficient	ADJ
ajfa-1827	212	16	of	of	ADP
ajfa-1827	212	17	o	o	PROPN
ajfa-1827	212	18	re	re	ADP
ajfa-1827	212	19	with	with	ADP
ajfa-1827	212	20	(	(	PUNCT
ajfa-1827	212	21	qejection	qejection	NOUN
ajfa-1827	212	22	of	of	ADP
ajfa-1827	212	23	s	s	NOUN
ajfa-1827	212	24	case	case	NOUN
ajfa-1827	212	25	,	,	PUNCT
ajfa-1827	212	26	the	the	DET
ajfa-1827	212	27	delay	delay	NOUN
ajfa-1827	212	28	equal	equal	ADJ
ajfa-1827	212	29	aracter	aracter	NOUN
ajfa-1827	212	30	of	of	ADP
ajfa-1827	212	31	he	he	PRON
ajfa-1827	212	32	to	to	PART
ajfa-1827	212	33	apply	apply	VERB
ajfa-1827	212	34	q	q	PROPN
ajfa-1827	212	35	δ	δ	PROPN
ajfa-1827	212	36	∆∑	∆∑	NOUN
ajfa-1827	212	37	∆	∆	PROPN
ajfa-1827	212	38	asian	asian	ADJ
ajfa-1827	212	39	a	a	DET
ajfa-1827	212	40	=	=	SYM
ajfa-1827	212	41	5	5	NUM
ajfa-1827	212	42	%	%	NOUN
ajfa-1827	212	43	)	)	PUNCT
ajfa-1827	212	44	fo	fo	ADP
ajfa-1827	212	45	moscedastic	moscedastic	ADJ
ajfa-1827	212	46	nfirm	nfirm	VERB
ajfa-1827	212	47	the	the	DET
ajfa-1827	212	48	h	h	NOUN
ajfa-1827	212	49	fifteen	fifteen	NUM
ajfa-1827	212	50	to	to	ADP
ajfa-1827	212	51	tw	tw	NOUN
ajfa-1827	212	52	due	due	ADP
ajfa-1827	212	53	to	to	ADP
ajfa-1827	212	54	an	an	DET
ajfa-1827	212	55	ef	ef	PROPN
ajfa-1827	212	56	may	may	AUX
ajfa-1827	212	57	indica	indica	PROPN
ajfa-1827	212	58	est	est	PROPN
ajfa-1827	212	59	of	of	ADP
ajfa-1827	212	60	serial	serial	PROPN
ajfa-1827	212	61	cor	cor	PROPN
ajfa-1827	212	62	ven	ven	PROPN
ajfa-1827	212	63	by	by	ADP
ajfa-1827	212	64	:	:	PUNCT
ajfa-1827	212	65	s.	s.	PROPN
ajfa-1827	212	66	order	order	PROPN
ajfa-1827	212	67	k.	k.	PROPN
ajfa-1827	212	68	-1	-1	PROPN
ajfa-1827	212	69	)	)	PUNCT
ajfa-1827	212	70	degrees	degree	VERB
ajfa-1827	212	71	the	the	DET
ajfa-1827	212	72	null	null	ADJ
ajfa-1827	212	73	hy	hy	PROPN
ajfa-1827	212	74	returns	return	NOUN
ajfa-1827	212	75	do	do	VERB
ajfa-1827	212	76	to	to	ADP
ajfa-1827	212	77	36	36	NUM
ajfa-1827	212	78	)	)	PUNCT
ajfa-1827	212	79	.	.	PUNCT
ajfa-1827	213	1	eteroscedast	eteroscedast	VERB
ajfa-1827	213	2	the	the	DET
ajfa-1827	213	3	test	test	NOUN
ajfa-1827	213	4	o	o	X
ajfa-1827	213	5	ξ	ξ	X
ajfa-1827	213	6	k	k	PROPN
ajfa-1827	213	7	j	j	PROPN
ajfa-1827	213	8	∆	∆	PROPN
ajfa-1827	213	9	n	n	PRON
ajfa-1827	213	10	journal	journal	NOUN
ajfa-1827	213	11	of	of	ADP
ajfa-1827	213	12	f	f	PROPN
ajfa-1827	213	13	or	or	CCONJ
ajfa-1827	213	14	a	a	DET
ajfa-1827	213	15	given	give	VERB
ajfa-1827	213	16	c.	c.	NOUN
ajfa-1827	213	17	the	the	DET
ajfa-1827	213	18	resu	resu	PROPN
ajfa-1827	213	19	heteroscedas	heterosceda	NOUN
ajfa-1827	213	20	wenty	wenty	PROPN
ajfa-1827	213	21	count	count	PROPN
ajfa-1827	213	22	ffect	ffect	PROPN
ajfa-1827	213	23	frequen	frequen	PROPN
ajfa-1827	213	24	ate	eat	VERB
ajfa-1827	213	25	that	that	DET
ajfa-1827	213	26	prof	prof	NOUN
ajfa-1827	213	27	rrelation	rrelation	NOUN
ajfa-1827	213	28	in	in	ADP
ajfa-1827	213	29	s	s	PROPN
ajfa-1827	213	30	of	of	ADP
ajfa-1827	213	31	freedo	freedo	ADJ
ajfa-1827	213	32	pothesis	pothesis	PROPN
ajfa-1827	213	33	i	i	PRON
ajfa-1827	213	34	m	m	AUX
ajfa-1827	213	35	not	not	PART
ajfa-1827	213	36	follow	follow	VERB
ajfa-1827	213	37	ticity	ticity	NOUN
ajfa-1827	213	38	is	be	AUX
ajfa-1827	213	39	wha	wha	NOUN
ajfa-1827	213	40	of	of	ADP
ajfa-1827	213	41	box	box	NOUN
ajfa-1827	213	42	-	-	PUNCT
ajfa-1827	213	43	pie	pie	NOUN
ajfa-1827	213	44	finance	finance	NOUN
ajfa-1827	213	45	&	&	CCONJ
ajfa-1827	213	46	ac	ac	PROPN
ajfa-1827	213	47	issn	issn	PROPN
ajfa-1827	213	48	19	19	NUM
ajfa-1827	213	49	2012	2012	NUM
ajfa-1827	213	50	,	,	PUNCT
ajfa-1827	213	51	vol	vol	NOUN
ajfa-1827	213	52	.	.	PUNCT
ajfa-1827	214	1	www.macrothi	www.macrothi	DET
ajfa-1827	214	2	level	level	NOUN
ajfa-1827	214	3	of	of	ADP
ajfa-1827	214	4	st	st	PROPN
ajfa-1827	214	5	ults	ult	NOUN
ajfa-1827	214	6	of	of	ADP
ajfa-1827	214	7	this	this	DET
ajfa-1827	214	8	stic	stic	ADJ
ajfa-1827	214	9	series	series	NOUN
ajfa-1827	214	10	s	s	PART
ajfa-1827	214	11	tries	try	VERB
ajfa-1827	214	12	in	in	ADP
ajfa-1827	214	13	the	the	DET
ajfa-1827	214	14	s	s	X
ajfa-1827	214	15	ntly	ntly	ADV
ajfa-1827	214	16	encoun	encoun	PROPN
ajfa-1827	214	17	fitability	fitability	NOUN
ajfa-1827	214	18	is	be	AUX
ajfa-1827	214	19	the	the	DET
ajfa-1827	214	20	series	series	NOUN
ajfa-1827	214	21	om	om	PROPN
ajfa-1827	214	22	under	under	ADP
ajfa-1827	214	23	t	t	PROPN
ajfa-1827	214	24	mplies	mplie	NOUN
ajfa-1827	214	25	the	the	PRON
ajfa-1827	214	26	in	in	ADP
ajfa-1827	214	27	a	a	DET
ajfa-1827	214	28	white	white	NOUN
ajfa-1827	214	29	no	no	NOUN
ajfa-1827	214	30	at	at	ADV
ajfa-1827	214	31	has	have	AUX
ajfa-1827	214	32	been	be	AUX
ajfa-1827	214	33	erce	erce	NOUN
ajfa-1827	214	34	correc	correc	NOUN
ajfa-1827	214	35	ccounting	ccounte	VERB
ajfa-1827	214	36	946	946	NUM
ajfa-1827	214	37	-	-	PUNCT
ajfa-1827	214	38	052x	052x	NOUN
ajfa-1827	214	39	4	4	NUM
ajfa-1827	214	40	,	,	PUNCT
ajfa-1827	214	41	no	no	INTJ
ajfa-1827	214	42	.	.	NOUN
ajfa-1827	214	43	2	2	NUM
ajfa-1827	214	44	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	214	45	tatistical	tatistical	ADJ
ajfa-1827	214	46	test	test	NOUN
ajfa-1827	214	47	are	be	AUX
ajfa-1827	214	48	since	since	SCONJ
ajfa-1827	214	49	the	the	DET
ajfa-1827	214	50	sample	sample	NOUN
ajfa-1827	214	51	.	.	PUNCT
ajfa-1827	215	1	ntered	ntere	VERB
ajfa-1827	215	2	in	in	ADP
ajfa-1827	215	3	not	not	PART
ajfa-1827	215	4	(	(	PUNCT
ajfa-1827	215	5	iid	iid	NOUN
ajfa-1827	215	6	)	)	PUNCT
ajfa-1827	215	7	of	of	ADP
ajfa-1827	215	8	stock	stock	NOUN
ajfa-1827	215	9	the	the	DET
ajfa-1827	215	10	null	null	ADJ
ajfa-1827	215	11	nvalidity	nvalidity	NOUN
ajfa-1827	215	12	oise	oise	PROPN
ajfa-1827	215	13	,	,	PUNCT
ajfa-1827	215	14	see	see	VERB
ajfa-1827	215	15	detected	detect	VERB
ajfa-1827	215	16	cted	cte	VERB
ajfa-1827	215	17	for	for	ADP
ajfa-1827	215	18	the	the	DET
ajfa-1827	215	19	box	box	NOUN
ajfa-1827	215	20	degrees	degree	VERB
ajfa-1827	215	21	the	the	DET
ajfa-1827	215	22	resu	resu	NOUN
ajfa-1827	215	23	therefor	therefor	VERB
ajfa-1827	215	24	by	by	ADP
ajfa-1827	215	25	cons	con	NOUN
ajfa-1827	215	26	correlat	correlat	NOUN
ajfa-1827	215	27	reflectio	reflectio	VERB
ajfa-1827	215	28	return	return	NOUN
ajfa-1827	215	29	s	s	PART
ajfa-1827	215	30	account	account	NOUN
ajfa-1827	215	31	and	and	CCONJ
ajfa-1827	215	32	ther	ther	VERB
ajfa-1827	215	33	the	the	DET
ajfa-1827	215	34	te	te	PROPN
ajfa-1827	215	35	to	to	PART
ajfa-1827	215	36	valid	valid	VERB
ajfa-1827	215	37	of	of	ADP
ajfa-1827	215	38	finan	finan	NOUN
ajfa-1827	215	39	of	of	ADP
ajfa-1827	215	40	effic	effic	ADJ
ajfa-1827	215	41	depende	depende	X
ajfa-1827	215	42	perfect	perfect	ADJ
ajfa-1827	215	43	,	,	PUNCT
ajfa-1827	215	44	valid	valid	ADJ
ajfa-1827	215	45	in	in	ADP
ajfa-1827	215	46	this	this	PRON
ajfa-1827	215	47	per	per	ADP
ajfa-1827	215	48	(	(	PUNCT
ajfa-1827	215	49	1987	1987	NUM
ajfa-1827	215	50	)	)	PUNCT
ajfa-1827	215	51	alternat	alternat	NOUN
ajfa-1827	215	52	to	to	PART
ajfa-1827	215	53	char	char	VERB
ajfa-1827	215	54	propose	propose	VERB
ajfa-1827	215	55	integral	integral	ADJ
ajfa-1827	215	56	are	be	AUX
ajfa-1827	215	57	sepa	sepa	NOUN
ajfa-1827	215	58	the	the	DET
ajfa-1827	215	59	bd	bd	PROPN
ajfa-1827	215	60	distribu	distribu	NOUN
ajfa-1827	215	61	as	as	ADP
ajfa-1827	215	62	a	a	DET
ajfa-1827	215	63	test	test	NOUN
ajfa-1827	215	64	-either	-either	ADJ
ajfa-1827	215	65	-either	-either	ADJ
ajfa-1827	215	66	-either	-either	ADJ
ajfa-1827	215	67	-either	-either	ADJ
ajfa-1827	215	68	brock	brock	NOUN
ajfa-1827	215	69	,	,	PUNCT
ajfa-1827	215	70	when	when	SCONJ
ajfa-1827	215	71	th	th	X
ajfa-1827	215	72	structur	structur	PROPN
ajfa-1827	215	73	divide	divide	PROPN
ajfa-1827	215	74	t	t	PROPN
ajfa-1827	215	75	4	4	NUM
ajfa-1827	215	76	the	the	DET
ajfa-1827	215	77	bds	bds	NOUN
ajfa-1827	215	78	from	from	ADP
ajfa-1827	215	79	indep	indep	NOUN
ajfa-1827	215	80	x	x	PROPN
ajfa-1827	215	81	-	-	PROPN
ajfa-1827	215	82	pierce	pierce	PROPN
ajfa-1827	215	83	tes	tes	PROPN
ajfa-1827	215	84	s	s	PART
ajfa-1827	215	85	of	of	ADP
ajfa-1827	215	86	freedom	freedom	NOUN
ajfa-1827	215	87	ults	ult	NOUN
ajfa-1827	215	88	obtaine	obtaine	NOUN
ajfa-1827	215	89	re	re	ADP
ajfa-1827	215	90	the	the	DET
ajfa-1827	215	91	assum	assum	NOUN
ajfa-1827	215	92	s	s	PROPN
ajfa-1827	215	93	,	,	PUNCT
ajfa-1827	215	94	the	the	DET
ajfa-1827	215	95	correc	correc	ADJ
ajfa-1827	215	96	tion	tion	NOUN
ajfa-1827	215	97	;	;	PUNCT
ajfa-1827	215	98	one	one	NUM
ajfa-1827	215	99	c	c	NOUN
ajfa-1827	215	100	on	on	ADP
ajfa-1827	215	101	of	of	ADP
ajfa-1827	215	102	hetero	hetero	NOUN
ajfa-1827	215	103	series	series	NOUN
ajfa-1827	215	104	are	be	AUX
ajfa-1827	215	105	h	h	PROPN
ajfa-1827	215	106	t	t	NOUN
ajfa-1827	215	107	heterosced	heterosce	VERB
ajfa-1827	215	108	refore	refore	NOUN
ajfa-1827	215	109	the	the	DET
ajfa-1827	215	110	p	p	X
ajfa-1827	215	111	est	est	NOUN
ajfa-1827	215	112	of	of	ADP
ajfa-1827	215	113	the	the	DET
ajfa-1827	215	114	h	h	NOUN
ajfa-1827	215	115	date	date	NOUN
ajfa-1827	215	116	the	the	DET
ajfa-1827	215	117	non	non	ADJ
ajfa-1827	215	118	ncial	ncial	ADJ
ajfa-1827	215	119	time	time	NOUN
ajfa-1827	215	120	s	s	PART
ajfa-1827	215	121	ciency	ciency	NOUN
ajfa-1827	215	122	.	.	PUNCT
ajfa-1827	216	1	if	if	SCONJ
ajfa-1827	216	2	th	th	X
ajfa-1827	216	3	ence	ence	NOUN
ajfa-1827	216	4	in	in	ADP
ajfa-1827	216	5	the	the	PRON
ajfa-1827	216	6	,	,	PUNCT
ajfa-1827	216	7	it	it	PRON
ajfa-1827	216	8	does	do	VERB
ajfa-1827	216	9	no	no	DET
ajfa-1827	216	10	n	n	ADV
ajfa-1827	216	11	a	a	DET
ajfa-1827	216	12	linear	linear	NOUN
ajfa-1827	216	13	fra	fra	NOUN
ajfa-1827	216	14	rspective	rspective	NOUN
ajfa-1827	216	15	,	,	PUNCT
ajfa-1827	217	1	a	a	DET
ajfa-1827	217	2	says	say	VERB
ajfa-1827	217	3	bds	bds	NOUN
ajfa-1827	217	4	tive	tive	PROPN
ajfa-1827	217	5	hypothe	hypothe	DET
ajfa-1827	217	6	racterize	racterize	NOUN
ajfa-1827	217	7	th	th	X
ajfa-1827	217	8	ed	ed	NOUN
ajfa-1827	217	9	the	the	DET
ajfa-1827	217	10	bds	bds	NOUN
ajfa-1827	217	11	ls	ls	ADJ
ajfa-1827	217	12	.	.	PUNCT
ajfa-1827	218	1	defining	define	VERB
ajfa-1827	218	2	arated	arate	VERB
ajfa-1827	218	3	by	by	ADP
ajfa-1827	218	4	a	a	DET
ajfa-1827	218	5	ds	ds	ADJ
ajfa-1827	218	6	statistic	statistic	NOUN
ajfa-1827	218	7	uted	uted	ADJ
ajfa-1827	218	8	(	(	PUNCT
ajfa-1827	218	9	iid	iid	NOUN
ajfa-1827	218	10	)	)	PUNCT
ajfa-1827	218	11	ag	ag	PROPN
ajfa-1827	218	12	t	t	PROPN
ajfa-1827	218	13	of	of	ADP
ajfa-1827	218	14	nonline	nonline	NOUN
ajfa-1827	218	15	from	from	ADP
ajfa-1827	218	16	a	a	DET
ajfa-1827	218	17	depe	depe	NOUN
ajfa-1827	218	18	from	from	ADP
ajfa-1827	218	19	a	a	DET
ajfa-1827	218	20	non	non	NOUN
ajfa-1827	218	21	from	from	ADP
ajfa-1827	218	22	a	a	DET
ajfa-1827	218	23	depe	depe	NOUN
ajfa-1827	218	24	from	from	ADP
ajfa-1827	218	25	a	a	DET
ajfa-1827	218	26	depe	depe	NOUN
ajfa-1827	218	27	dechert	dechert	NOUN
ajfa-1827	218	28	an	an	DET
ajfa-1827	218	29	he	he	PRON
ajfa-1827	218	30	data	datum	NOUN
ajfa-1827	218	31	set	set	VERB
ajfa-1827	218	32	ral	ral	ADJ
ajfa-1827	218	33	changes	change	NOUN
ajfa-1827	218	34	the	the	DET
ajfa-1827	218	35	total	total	NOUN
ajfa-1827	218	36	per	per	ADP
ajfa-1827	218	37	s	s	PART
ajfa-1827	218	38	test	test	NOUN
ajfa-1827	218	39	is	be	AUX
ajfa-1827	218	40	a	a	DET
ajfa-1827	218	41	portma	portma	NOUN
ajfa-1827	218	42	endence	endence	NOUN
ajfa-1827	218	43	,	,	PUNCT
ajfa-1827	218	44	includin	includin	PROPN
ajfa-1827	218	45	st	st	PROPN
ajfa-1827	218	46	corrected	correct	VERB
ajfa-1827	218	47	m.	m.	NOUN
ajfa-1827	218	48	the	the	DET
ajfa-1827	218	49	resu	resu	PROPN
ajfa-1827	218	50	d	d	PROPN
ajfa-1827	218	51	,	,	PUNCT
ajfa-1827	218	52	of	of	ADP
ajfa-1827	218	53	traditi	traditi	ADJ
ajfa-1827	218	54	mption	mption	NOUN
ajfa-1827	218	55	of	of	ADP
ajfa-1827	218	56	ra	ra	PROPN
ajfa-1827	218	57	cted	cte	VERB
ajfa-1827	218	58	test	test	NOUN
ajfa-1827	218	59	of	of	ADP
ajfa-1827	218	60	can	can	AUX
ajfa-1827	218	61	possibl	possibl	VERB
ajfa-1827	218	62	oscedasticit	oscedasticit	ADJ
ajfa-1827	218	63	heterospecif	heterospecif	PROPN
ajfa-1827	218	64	dasticity	dasticity	NOUN
ajfa-1827	218	65	ass	ass	NOUN
ajfa-1827	218	66	past	past	ADJ
ajfa-1827	218	67	returns	return	NOUN
ajfa-1827	218	68	,	,	PUNCT
ajfa-1827	218	69	hypothesis	hypothesis	NOUN
ajfa-1827	218	70	(	(	PUNCT
ajfa-1827	218	71	nlinearity	nlinearity	NOUN
ajfa-1827	218	72	,	,	PUNCT
ajfa-1827	218	73	w	w	PROPN
ajfa-1827	218	74	eries	erie	NOUN
ajfa-1827	218	75	.	.	PUNCT
ajfa-1827	219	1	tests	test	NOUN
ajfa-1827	219	2	hey	hey	INTJ
ajfa-1827	219	3	show	show	VERB
ajfa-1827	219	4	,	,	PUNCT
ajfa-1827	219	5	e	e	NOUN
ajfa-1827	219	6	behavior	behavior	NOUN
ajfa-1827	219	7	ot	ot	AUX
ajfa-1827	219	8	mean	mean	VERB
ajfa-1827	219	9	tha	tha	NUM
ajfa-1827	219	10	amework	amework	NOUN
ajfa-1827	219	11	.	.	PUNCT
ajfa-1827	220	1	h	h	PROPN
ajfa-1827	220	2	a	a	DET
ajfa-1827	220	3	test	test	NOUN
ajfa-1827	220	4	of	of	ADP
ajfa-1827	220	5	no	no	DET
ajfa-1827	220	6	test	test	NOUN
ajfa-1827	220	7	.	.	PUNCT
ajfa-1827	221	1	it	it	PRON
ajfa-1827	221	2	che	che	PROPN
ajfa-1827	221	3	eses	ese	VERB
ajfa-1827	221	4	includi	includi	PROPN
ajfa-1827	221	5	he	he	PROPN
ajfa-1827	221	6	nonlinear	nonlinear	NOUN
ajfa-1827	221	7	s	s	PART
ajfa-1827	221	8	test	test	NOUN
ajfa-1827	221	9	,	,	PUNCT
ajfa-1827	221	10	which	which	PRON
ajfa-1827	221	11	g	g	ADP
ajfa-1827	221	12	a	a	DET
ajfa-1827	221	13	length	length	NOUN
ajfa-1827	221	14	e	e	NOUN
ajfa-1827	221	15	length	length	NOUN
ajfa-1827	221	16	e	e	NOUN
ajfa-1827	221	17	in	in	ADP
ajfa-1827	221	18	c	c	PROPN
ajfa-1827	221	19	tests	test	VERB
ajfa-1827	221	20	the	the	DET
ajfa-1827	221	21	gainst	gainst	NOUN
ajfa-1827	221	22	an	an	DET
ajfa-1827	221	23	un	un	PROPN
ajfa-1827	221	24	earity	earity	NOUN
ajfa-1827	221	25	.	.	PUNCT
ajfa-1827	222	1	a	a	DET
ajfa-1827	222	2	reje	reje	ADJ
ajfa-1827	222	3	endence	endence	NOUN
ajfa-1827	222	4	stru	stru	PROPN
ajfa-1827	222	5	-stationarity	-stationarity	PROPN
ajfa-1827	222	6	endence	endence	NOUN
ajfa-1827	222	7	stru	stru	NOUN
ajfa-1827	222	8	endence	endence	PROPN
ajfa-1827	222	9	stru	stru	PROPN
ajfa-1827	222	10	nd	nd	ADP
ajfa-1827	222	11	scheinkm	scheinkm	PROPN
ajfa-1827	222	12	s	s	PART
ajfa-1827	222	13	consist	consist	ADJ
ajfa-1827	222	14	o	o	NOUN
ajfa-1827	222	15	in	in	ADP
ajfa-1827	222	16	the	the	DET
ajfa-1827	222	17	data	data	NOUN
ajfa-1827	222	18	riod	riod	NOUN
ajfa-1827	222	19	into	into	ADP
ajfa-1827	222	20	sub	sub	NOUN
ajfa-1827	222	21	anteau	anteau	NOUN
ajfa-1827	222	22	test	test	NOUN
ajfa-1827	222	23	for	for	ADP
ajfa-1827	222	24	tim	tim	PROPN
ajfa-1827	222	25	ng	ng	PROPN
ajfa-1827	222	26	linear	linear	PROPN
ajfa-1827	222	27	depen	depen	PROPN
ajfa-1827	222	28	-	-	PUNCT
ajfa-1827	222	29	d	d	NOUN
ajfa-1827	222	30	for	for	ADP
ajfa-1827	222	31	heteros	hetero	NOUN
ajfa-1827	222	32	lts	lts	VERB
ajfa-1827	222	33	of	of	ADP
ajfa-1827	222	34	both	both	DET
ajfa-1827	222	35	t	t	PROPN
ajfa-1827	222	36	ional	ional	PROPN
ajfa-1827	222	37	box	box	PROPN
ajfa-1827	222	38	-	-	PUNCT
ajfa-1827	222	39	p	p	NOUN
ajfa-1827	222	40	andom	andom	PROPN
ajfa-1827	222	41	walk	walk	NOUN
ajfa-1827	222	42	box	box	PROPN
ajfa-1827	222	43	-	-	PUNCT
ajfa-1827	222	44	pierce	pierce	PROPN
ajfa-1827	222	45	ly	ly	AUX
ajfa-1827	222	46	explain	explain	VERB
ajfa-1827	222	47	ty	ty	INTJ
ajfa-1827	222	48	in	in	ADP
ajfa-1827	222	49	the	the	DET
ajfa-1827	222	50	ser	ser	NOUN
ajfa-1827	222	51	fic	fic	NOUN
ajfa-1827	222	52	but	but	CCONJ
ajfa-1827	222	53	has	have	AUX
ajfa-1827	222	54	sumption	sumption	NOUN
ajfa-1827	222	55	th	th	X
ajfa-1827	222	56	are	be	AUX
ajfa-1827	222	57	not	not	PART
ajfa-1827	222	58	goo	goo	NOUN
ajfa-1827	222	59	(	(	PUNCT
ajfa-1827	222	60	iid	iid	NOUN
ajfa-1827	222	61	)	)	PUNCT
ajfa-1827	222	62	presen	presen	NOUN
ajfa-1827	222	63	we	we	PRON
ajfa-1827	222	64	use	use	VERB
ajfa-1827	222	65	the	the	DET
ajfa-1827	222	66	b	b	NOUN
ajfa-1827	222	67	of	of	ADP
ajfa-1827	222	68	non	non	NOUN
ajfa-1827	222	69	-	-	NOUN
ajfa-1827	222	70	line	line	NOUN
ajfa-1827	222	71	for	for	ADP
ajfa-1827	222	72	exampl	exampl	NOUN
ajfa-1827	222	73	of	of	ADP
ajfa-1827	222	74	the	the	DET
ajfa-1827	222	75	seri	seri	PROPN
ajfa-1827	222	76	at	at	ADP
ajfa-1827	222	77	these	these	DET
ajfa-1827	222	78	resu	resu	NOUN
ajfa-1827	222	79	however	however	ADV
ajfa-1827	222	80	,	,	PUNCT
ajfa-1827	222	81	the	the	DET
ajfa-1827	222	82	nlinearity	nlinearity	NOUN
ajfa-1827	222	83	h	h	NOUN
ajfa-1827	222	84	ecks	eck	VERB
ajfa-1827	222	85	the	the	DET
ajfa-1827	222	86	nu	nu	PROPN
ajfa-1827	222	87	ng	ng	PROPN
ajfa-1827	222	88	the	the	DET
ajfa-1827	222	89	nonl	nonl	PROPN
ajfa-1827	222	90	r	r	NOUN
ajfa-1827	222	91	behavior	behavior	NOUN
ajfa-1827	222	92	o	o	NOUN
ajfa-1827	222	93	h	h	NOUN
ajfa-1827	222	94	measures	measure	VERB
ajfa-1827	222	95	e	e	NOUN
ajfa-1827	222	96	,	,	PUNCT
ajfa-1827	222	97	the	the	DET
ajfa-1827	222	98	correl	correl	NOUN
ajfa-1827	222	99	the	the	DET
ajfa-1827	222	100	phase	phase	NOUN
ajfa-1827	222	101	sp	sp	ADP
ajfa-1827	222	102	e	e	NOUN
ajfa-1827	222	103	null	null	NOUN
ajfa-1827	222	104	hypo	hypo	PROPN
ajfa-1827	222	105	nspecified	nspecifie	VERB
ajfa-1827	222	106	al	al	PROPN
ajfa-1827	222	107	ection	ection	PROPN
ajfa-1827	222	108	of	of	ADP
ajfa-1827	222	109	th	th	X
ajfa-1827	222	110	ucture	ucture	ADJ
ajfa-1827	222	111	follo	follo	PROPN
ajfa-1827	222	112	y	y	PROPN
ajfa-1827	222	113	of	of	ADP
ajfa-1827	222	114	the	the	DET
ajfa-1827	222	115	seri	seri	PROPN
ajfa-1827	222	116	ucture	ucture	ADJ
ajfa-1827	222	117	follo	follo	PROPN
ajfa-1827	222	118	ucture	ucture	ADJ
ajfa-1827	222	119	throu	throu	ADJ
ajfa-1827	222	120	man	man	NOUN
ajfa-1827	222	121	(	(	PUNCT
ajfa-1827	222	122	1996	1996	NUM
ajfa-1827	222	123	)	)	PUNCT
ajfa-1827	223	1	f	f	NOUN
ajfa-1827	223	2	at	at	ADV
ajfa-1827	223	3	least	least	ADJ
ajfa-1827	223	4	5	5	NUM
ajfa-1827	223	5	can	can	AUX
ajfa-1827	223	6	cause	cause	VERB
ajfa-1827	223	7	a	a	DET
ajfa-1827	223	8	b	b	NOUN
ajfa-1827	223	9	periods	period	NOUN
ajfa-1827	223	10	to	to	ADP
ajfa-1827	223	11	me	i	PRON
ajfa-1827	223	12	based	base	VERB
ajfa-1827	223	13	depende	depende	PROPN
ajfa-1827	223	14	dence	dence	NOUN
ajfa-1827	223	15	,	,	PUNCT
ajfa-1827	223	16	non	non	ADJ
ajfa-1827	223	17	-	-	ADJ
ajfa-1827	223	18	linear	linear	ADJ
ajfa-1827	223	19	390	390	NUM
ajfa-1827	223	20	scedasticity	scedasticity	NOUN
ajfa-1827	223	21	tests	test	NOUN
ajfa-1827	223	22	are	be	AUX
ajfa-1827	223	23	giv	giv	PROPN
ajfa-1827	223	24	pierce	pierce	PROPN
ajfa-1827	223	25	test	test	PROPN
ajfa-1827	223	26	s	s	PROPN
ajfa-1827	223	27	k	k	PROPN
ajfa-1827	223	28	of	of	ADP
ajfa-1827	223	29	stock	stock	NOUN
ajfa-1827	223	30	pr	pr	NOUN
ajfa-1827	223	31	e	e	PROPN
ajfa-1827	223	32	for	for	ADP
ajfa-1827	223	33	heteros	hetero	NOUN
ajfa-1827	223	34	this	this	DET
ajfa-1827	223	35	contra	contra	PROPN
ajfa-1827	223	36	ries	rie	NOUN
ajfa-1827	223	37	.	.	PUNCT
ajfa-1827	224	1	it	it	PRON
ajfa-1827	224	2	is	be	AUX
ajfa-1827	224	3	th	th	PRON
ajfa-1827	224	4	no	no	DET
ajfa-1827	224	5	serial	serial	ADJ
ajfa-1827	224	6	c	c	NOUN
ajfa-1827	224	7	at	at	ADP
ajfa-1827	224	8	the	the	DET
ajfa-1827	224	9	weak	weak	ADJ
ajfa-1827	224	10	od	od	PROPN
ajfa-1827	224	11	predictor	predictor	NOUN
ajfa-1827	224	12	nce	nce	NOUN
ajfa-1827	224	13	of	of	ADP
ajfa-1827	224	14	non	non	ADJ
ajfa-1827	224	15	-	-	ADJ
ajfa-1827	224	16	l	l	ADJ
ajfa-1827	224	17	bds	bds	NOUN
ajfa-1827	224	18	test4	test4	NOUN
ajfa-1827	224	19	t	t	PROPN
ajfa-1827	224	20	earity	earity	NOUN
ajfa-1827	224	21	rule	rule	VERB
ajfa-1827	224	22	o	o	X
ajfa-1827	224	23	le	le	X
ajfa-1827	224	24	,	,	PUNCT
ajfa-1827	224	25	that	that	SCONJ
ajfa-1827	224	26	the	the	DET
ajfa-1827	224	27	ies	ie	NOUN
ajfa-1827	224	28	,	,	PUNCT
ajfa-1827	224	29	showin	showin	NOUN
ajfa-1827	224	30	ults	ult	NOUN
ajfa-1827	224	31	are	be	AUX
ajfa-1827	224	32	fin	fin	NOUN
ajfa-1827	224	33	e	e	NOUN
ajfa-1827	224	34	functionin	functionin	ADJ
ajfa-1827	224	35	has	have	AUX
ajfa-1827	224	36	been	be	AUX
ajfa-1827	224	37	m	m	PROPN
ajfa-1827	224	38	ull	ull	ADJ
ajfa-1827	224	39	test	test	NOUN
ajfa-1827	224	40	of	of	ADP
ajfa-1827	224	41	e	e	PROPN
ajfa-1827	224	42	linear	linear	PROPN
ajfa-1827	224	43	depen	depen	NOUN
ajfa-1827	224	44	of	of	ADP
ajfa-1827	224	45	returns	return	NOUN
ajfa-1827	224	46	,	,	PUNCT
ajfa-1827	224	47	the	the	DET
ajfa-1827	224	48	statistic	statistic	ADJ
ajfa-1827	224	49	lation	lation	NOUN
ajfa-1827	224	50	integ	integ	NOUN
ajfa-1827	224	51	pace	pace	NOUN
ajfa-1827	224	52	.	.	PUNCT
ajfa-1827	225	1	othesis	othesis	NOUN
ajfa-1827	225	2	of	of	ADP
ajfa-1827	225	3	alternative	alternative	NOUN
ajfa-1827	225	4	a	a	DET
ajfa-1827	225	5	he	he	PRON
ajfa-1827	225	6	null	null	ADJ
ajfa-1827	225	7	hypo	hypo	PROPN
ajfa-1827	225	8	owing	owe	VERB
ajfa-1827	225	9	a	a	DET
ajfa-1827	225	10	line	line	NOUN
ajfa-1827	225	11	ies	ie	NOUN
ajfa-1827	225	12	studied	study	VERB
ajfa-1827	225	13	owing	owe	VERB
ajfa-1827	225	14	a	a	DET
ajfa-1827	225	15	non	non	NOUN
ajfa-1827	225	16	ugh	ugh	PROPN
ajfa-1827	225	17	a	a	DET
ajfa-1827	225	18	nonlin	nonlin	NOUN
ajfa-1827	225	19	)	)	PUNCT
ajfa-1827	225	20	show	show	VERB
ajfa-1827	225	21	tha	tha	NOUN
ajfa-1827	226	1	500	500	NUM
ajfa-1827	226	2	observa	observa	VERB
ajfa-1827	226	3	a	a	DET
ajfa-1827	226	4	release	release	NOUN
ajfa-1827	226	5	of	of	ADP
ajfa-1827	226	6	o	o	NOUN
ajfa-1827	226	7	perform	perform	NOUN
ajfa-1827	226	8	se	se	X
ajfa-1827	226	9	ence	ence	NOUN
ajfa-1827	226	10	in	in	ADP
ajfa-1827	226	11	a	a	DET
ajfa-1827	226	12	series	series	NOUN
ajfa-1827	226	13	.	.	PUNCT
ajfa-1827	227	1	it	it	PRON
ajfa-1827	227	2	dependence	dependence	NOUN
ajfa-1827	227	3	,	,	PUNCT
ajfa-1827	227	4	or	or	CCONJ
ajfa-1827	227	5	c	c	NOUN
ajfa-1827	227	6	asian	asian	PROPN
ajfa-1827	227	7	y	y	PROPN
ajfa-1827	227	8	also	also	ADV
ajfa-1827	227	9	follow	follow	VERB
ajfa-1827	227	10	ven	ven	NOUN
ajfa-1827	227	11	in	in	ADP
ajfa-1827	227	12	the	the	DET
ajfa-1827	227	13	t	t	PROPN
ajfa-1827	227	14	series	series	PROPN
ajfa-1827	227	15	return	return	NOUN
ajfa-1827	227	16	rices	rice	NOUN
ajfa-1827	227	17	is	be	AUX
ajfa-1827	227	18	not	not	PART
ajfa-1827	227	19	c	c	PROPN
ajfa-1827	227	20	scedasticity	scedasticity	NOUN
ajfa-1827	227	21	adiction	adiction	PROPN
ajfa-1827	227	22	of	of	ADP
ajfa-1827	227	23	herefore	herefore	PROPN
ajfa-1827	227	24	app	app	PROPN
ajfa-1827	227	25	orrelation	orrelation	NOUN
ajfa-1827	227	26	.	.	PUNCT
ajfa-1827	228	1	k	k	PRON
ajfa-1827	228	2	sense	sense	NOUN
ajfa-1827	228	3	for	for	ADP
ajfa-1827	228	4	th	th	NOUN
ajfa-1827	228	5	rs	rs	NOUN
ajfa-1827	228	6	for	for	ADP
ajfa-1827	228	7	future	future	ADJ
ajfa-1827	228	8	linear	linear	NOUN
ajfa-1827	228	9	:	:	PUNCT
ajfa-1827	228	10	the	the	DET
ajfa-1827	228	11	hat	hat	NOUN
ajfa-1827	228	12	checks	check	VERB
ajfa-1827	228	13	on	on	ADP
ajfa-1827	228	14	the	the	DET
ajfa-1827	228	15	short	short	ADJ
ajfa-1827	228	16	tests	test	NOUN
ajfa-1827	228	17	do	do	VERB
ajfa-1827	228	18	no	no	DET
ajfa-1827	228	19	g	g	NOUN
ajfa-1827	228	20	by	by	ADP
ajfa-1827	228	21	this	this	DET
ajfa-1827	228	22	t	t	NOUN
ajfa-1827	228	23	nal	nal	PROPN
ajfa-1827	228	24	and	and	CCONJ
ajfa-1827	228	25	con	con	PROPN
ajfa-1827	228	26	ng	ng	PROPN
ajfa-1827	228	27	of	of	ADP
ajfa-1827	228	28	financ	financ	PROPN
ajfa-1827	228	29	made	make	VERB
ajfa-1827	228	30	by	by	ADP
ajfa-1827	228	31	bro	bro	NOUN
ajfa-1827	228	32	efficiency	efficiency	NOUN
ajfa-1827	228	33	(	(	PUNCT
ajfa-1827	228	34	r	r	NOUN
ajfa-1827	228	35	ndence	ndence	NOUN
ajfa-1827	228	36	due	due	ADJ
ajfa-1827	228	37	brock	brock	PROPN
ajfa-1827	228	38	,	,	PUNCT
ajfa-1827	228	39	dec	dec	PROPN
ajfa-1827	228	40	cal	cal	PROPN
ajfa-1827	228	41	signific	signific	PROPN
ajfa-1827	228	42	gral	gral	PROPN
ajfa-1827	228	43	is	be	AUX
ajfa-1827	228	44	the	the	DET
ajfa-1827	228	45	p	p	PROPN
ajfa-1827	228	46	a	a	DET
ajfa-1827	228	47	series	series	NOUN
ajfa-1827	228	48	in	in	ADP
ajfa-1827	228	49	and	and	CCONJ
ajfa-1827	228	50	can	can	AUX
ajfa-1827	228	51	be	be	AUX
ajfa-1827	228	52	u	u	NOUN
ajfa-1827	228	53	othesis	othesis	NOUN
ajfa-1827	228	54	can	can	AUX
ajfa-1827	228	55	t	t	PROPN
ajfa-1827	228	56	ear	ear	VERB
ajfa-1827	228	57	stochasti	stochasti	PROPN
ajfa-1827	228	58	nlinear	nlinear	PROPN
ajfa-1827	228	59	stoch	stoch	PROPN
ajfa-1827	228	60	near	near	ADP
ajfa-1827	228	61	determ	determ	NOUN
ajfa-1827	228	62	at	at	ADP
ajfa-1827	228	63	a	a	DET
ajfa-1827	228	64	satisfac	satisfac	NOUN
ajfa-1827	228	65	ations	ation	NOUN
ajfa-1827	228	66	,	,	PUNCT
ajfa-1827	228	67	how	how	SCONJ
ajfa-1827	228	68	the	the	DET
ajfa-1827	228	69	null	null	ADJ
ajfa-1827	228	70	hyp	hyp	PROPN
ajfa-1827	228	71	eparate	eparate	PROPN
ajfa-1827	228	72	anal	anal	PROPN
ajfa-1827	228	73	t	t	PROPN
ajfa-1827	228	74	can	can	AUX
ajfa-1827	228	75	be	be	AUX
ajfa-1827	228	76	used	use	VERB
ajfa-1827	228	77	fort	fort	NOUN
ajfa-1827	228	78	chaos	chaos	NOUN
ajfa-1827	228	79	.	.	PUNCT
ajfa-1827	229	1	n	n	PRON
ajfa-1827	229	2	journal	journal	NOUN
ajfa-1827	229	3	of	of	ADP
ajfa-1827	229	4	f	f	PROPN
ajfa-1827	229	5	ws	ws	PROPN
ajfa-1827	229	6	a	a	DET
ajfa-1827	229	7	chi	chi	ADJ
ajfa-1827	229	8	-	-	PUNCT
ajfa-1827	229	9	squ	squ	NOUN
ajfa-1827	229	10	table	table	NOUN
ajfa-1827	229	11	in	in	ADP
ajfa-1827	229	12	app	app	PROPN
ajfa-1827	229	13	ns	ns	PROPN
ajfa-1827	229	14	exhibit	exhibit	PROPN
ajfa-1827	229	15	a	a	DET
ajfa-1827	229	16	checked	check	VERB
ajfa-1827	229	17	.	.	PUNCT
ajfa-1827	230	1	indicated	indicate	VERB
ajfa-1827	230	2	th	th	PRON
ajfa-1827	230	3	the	the	DET
ajfa-1827	230	4	result	result	NOUN
ajfa-1827	230	5	parent	parent	NOUN
ajfa-1827	230	6	from	from	ADP
ajfa-1827	230	7	we	we	PRON
ajfa-1827	230	8	can	can	AUX
ajfa-1827	230	9	co	co	VERB
ajfa-1827	230	10	his	his	PRON
ajfa-1827	230	11	country	country	NOUN
ajfa-1827	230	12	e	e	NOUN
ajfa-1827	230	13	returns	return	NOUN
ajfa-1827	230	14	.	.	PUNCT
ajfa-1827	231	1	bds	bds	NOUN
ajfa-1827	231	2	test	test	NOUN
ajfa-1827	231	3	(	(	PUNCT
ajfa-1827	231	4	1	1	NUM
ajfa-1827	231	5	almost	almost	ADV
ajfa-1827	231	6	alwa	alwa	VERB
ajfa-1827	231	7	tcomings	tcoming	NOUN
ajfa-1827	231	8	of	of	ADP
ajfa-1827	231	9	ot	ot	INTJ
ajfa-1827	231	10	detect	detect	VERB
ajfa-1827	231	11	an	an	DET
ajfa-1827	231	12	that	that	DET
ajfa-1827	231	13	market	market	NOUN
ajfa-1827	231	14	clusive	clusive	NOUN
ajfa-1827	231	15	.	.	PUNCT
ajfa-1827	232	1	su	su	PROPN
ajfa-1827	232	2	cial	cial	PROPN
ajfa-1827	232	3	markets	market	NOUN
ajfa-1827	232	4	ock	ock	VERB
ajfa-1827	232	5	,	,	PUNCT
ajfa-1827	232	6	decher	decher	ADV
ajfa-1827	232	7	random	random	ADJ
ajfa-1827	232	8	wa	wa	NOUN
ajfa-1827	232	9	to	to	PART
ajfa-1827	232	10	market	market	VERB
ajfa-1827	232	11	i	i	PROPN
ajfa-1827	232	12	m	m	PROPN
ajfa-1827	232	13	chert	chert	NOUN
ajfa-1827	232	14	,	,	PUNCT
ajfa-1827	232	15	and	and	CCONJ
ajfa-1827	232	16	s	s	VERB
ajfa-1827	232	17	ance	ance	NOUN
ajfa-1827	232	18	of	of	ADP
ajfa-1827	232	19	cor	cor	PROPN
ajfa-1827	232	20	robability	robability	PROPN
ajfa-1827	232	21	t	t	PROPN
ajfa-1827	232	22	ndependent	ndependent	PROPN
ajfa-1827	232	23	used	use	VERB
ajfa-1827	232	24	,	,	PUNCT
ajfa-1827	232	25	under	under	ADP
ajfa-1827	232	26	hen	hen	NOUN
ajfa-1827	232	27	arise	arise	NOUN
ajfa-1827	232	28	:	:	PUNCT
ajfa-1827	232	29	ic	ic	PROPN
ajfa-1827	232	30	process	process	VERB
ajfa-1827	232	31	hastic	hastic	ADJ
ajfa-1827	232	32	proce	proce	PROPN
ajfa-1827	232	33	ministic	ministic	ADJ
ajfa-1827	232	34	proc	proc	NOUN
ajfa-1827	232	35	ctory	ctory	NOUN
ajfa-1827	232	36	conve	conve	NOUN
ajfa-1827	232	37	ever	ever	ADV
ajfa-1827	232	38	,	,	PUNCT
ajfa-1827	232	39	hsieh	hsieh	PROPN
ajfa-1827	232	40	pothesis	pothesis	NOUN
ajfa-1827	232	41	yie	yie	PROPN
ajfa-1827	232	42	yzes	yzes	PROPN
ajfa-1827	232	43	bds	bds	PROPN
ajfa-1827	232	44	.	.	PUNCT
ajfa-1827	233	1	testing	test	VERB
ajfa-1827	233	2	against	against	ADP
ajfa-1827	233	3	a	a	DET
ajfa-1827	233	4	v	v	NOUN
ajfa-1827	233	5	finance	finance	NOUN
ajfa-1827	233	6	&	&	CCONJ
ajfa-1827	233	7	ac	ac	PROPN
ajfa-1827	233	8	issn	issn	PROPN
ajfa-1827	233	9	19	19	NUM
ajfa-1827	233	10	2012	2012	NUM
ajfa-1827	233	11	,	,	PUNCT
ajfa-1827	233	12	vol	vol	NOUN
ajfa-1827	233	13	.	.	PUNCT
ajfa-1827	234	1	www.macrothi	www.macrothi	X
ajfa-1827	234	2	uare	uare	PROPN
ajfa-1827	234	3	law	law	PROPN
ajfa-1827	234	4	wi	wi	PROPN
ajfa-1827	234	5	pendix	pendix	PROPN
ajfa-1827	234	6	1	1	X
ajfa-1827	234	7	.	.	PUNCT
ajfa-1827	235	1	in	in	ADP
ajfa-1827	235	2	autocorrelat	autocorrelat	NOUN
ajfa-1827	235	3	he	he	PRON
ajfa-1827	235	4	absence	absence	NOUN
ajfa-1827	235	5	ts	ts	PROPN
ajfa-1827	235	6	obtained	obtain	VERB
ajfa-1827	235	7	these	these	DET
ajfa-1827	235	8	tests	test	NOUN
ajfa-1827	235	9	onclude	onclude	NOUN
ajfa-1827	235	10	,	,	PUNCT
ajfa-1827	235	11	tak	tak	NOUN
ajfa-1827	235	12	sample	sample	NOUN
ajfa-1827	235	13	is	be	AUX
ajfa-1827	235	14	c	c	NOUN
ajfa-1827	235	15	1987	1987	NUM
ajfa-1827	235	16	)	)	PUNCT
ajfa-1827	235	17	ays	ay	VERB
ajfa-1827	235	18	the	the	DET
ajfa-1827	235	19	non	non	ADJ
ajfa-1827	235	20	f	f	PROPN
ajfa-1827	235	21	conventio	conventio	PROPN
ajfa-1827	235	22	ny	ny	PROPN
ajfa-1827	235	23	autocorr	autocorr	PROPN
ajfa-1827	235	24	ts	ts	X
ajfa-1827	235	25	are	be	AUX
ajfa-1827	235	26	effici	effici	NOUN
ajfa-1827	235	27	uch	uch	ADJ
ajfa-1827	235	28	results	result	VERB
ajfa-1827	235	29	a	a	DET
ajfa-1827	235	30	s	s	NOUN
ajfa-1827	235	31	is	be	AUX
ajfa-1827	235	32	not	not	PART
ajfa-1827	235	33	linea	linea	PROPN
ajfa-1827	235	34	rt	rt	PROPN
ajfa-1827	235	35	and	and	CCONJ
ajfa-1827	235	36	sche	sche	NOUN
ajfa-1827	235	37	alk	alk	PROPN
ajfa-1827	235	38	)	)	PUNCT
ajfa-1827	235	39	against	against	ADP
ajfa-1827	235	40	mperfection	mperfection	NOUN
ajfa-1827	235	41	scheinkman	scheinkman	NOUN
ajfa-1827	235	42	rrelations	rrelation	NOUN
ajfa-1827	235	43	fo	fo	ADP
ajfa-1827	235	44	that	that	SCONJ
ajfa-1827	235	45	any	any	DET
ajfa-1827	235	46	tw	tw	NOUN
ajfa-1827	235	47	tly	tly	ADV
ajfa-1827	235	48	and	and	CCONJ
ajfa-1827	235	49	ide	ide	ADJ
ajfa-1827	235	50	r	r	NOUN
ajfa-1827	235	51	certain	certain	ADJ
ajfa-1827	235	52	con	con	X
ajfa-1827	235	53	ess	ess	PROPN
ajfa-1827	235	54	cess	cess	ADJ
ajfa-1827	235	55	ergence	ergence	NOUN
ajfa-1827	235	56	is	be	AUX
ajfa-1827	235	57	o	o	PROPN
ajfa-1827	235	58	h	h	NOUN
ajfa-1827	235	59	(	(	PUNCT
ajfa-1827	235	60	1991	1991	NUM
ajfa-1827	235	61	)	)	PUNCT
ajfa-1827	235	62	no	no	DET
ajfa-1827	235	63	elds	eld	NOUN
ajfa-1827	235	64	.	.	PUNCT
ajfa-1827	236	1	so	so	ADV
ajfa-1827	236	2	,	,	PUNCT
ajfa-1827	236	3	it	it	PRON
ajfa-1827	236	4	i	i	PRON
ajfa-1827	236	5	variety	variety	NOUN
ajfa-1827	236	6	of	of	ADP
ajfa-1827	236	7	possibl	possibl	PROPN
ajfa-1827	236	8	ccounting	ccounte	VERB
ajfa-1827	236	9	946	946	NUM
ajfa-1827	236	10	-	-	PUNCT
ajfa-1827	236	11	052x	052x	NOUN
ajfa-1827	236	12	4	4	NUM
ajfa-1827	236	13	,	,	PUNCT
ajfa-1827	236	14	no	no	INTJ
ajfa-1827	236	15	.	.	NOUN
ajfa-1827	236	16	2	2	NUM
ajfa-1827	236	17	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	236	18	ith	ith	PROPN
ajfa-1827	236	19	(	(	PUNCT
ajfa-1827	236	20	q-1	q-1	NUM
ajfa-1827	236	21	)	)	PUNCT
ajfa-1827	236	22	n	n	PRON
ajfa-1827	236	23	light	light	NOUN
ajfa-1827	236	24	of	of	ADP
ajfa-1827	236	25	ion	ion	NOUN
ajfa-1827	236	26	,	,	PUNCT
ajfa-1827	236	27	and	and	CCONJ
ajfa-1827	236	28	of	of	ADP
ajfa-1827	236	29	serial	serial	NOUN
ajfa-1827	236	30	by	by	ADP
ajfa-1827	236	31	the	the	PRON
ajfa-1827	236	32	that	that	SCONJ
ajfa-1827	236	33	the	the	DET
ajfa-1827	236	34	king	king	NOUN
ajfa-1827	236	35	into	into	ADP
ajfa-1827	236	36	checked	check	VERB
ajfa-1827	236	37	,	,	PUNCT
ajfa-1827	236	38	linearity	linearity	NOUN
ajfa-1827	236	39	nal	nal	ADJ
ajfa-1827	236	40	tests	test	NOUN
ajfa-1827	236	41	relations	relation	NOUN
ajfa-1827	236	42	ient	ient	VERB
ajfa-1827	236	43	and	and	CCONJ
ajfa-1827	236	44	are	be	AUX
ajfa-1827	236	45	only	only	ADV
ajfa-1827	236	46	ar	ar	PROPN
ajfa-1827	236	47	.	.	PROPN
ajfa-1827	236	48	from	from	ADP
ajfa-1827	236	49	einkman	einkman	NOUN
ajfa-1827	236	50	t	t	PROPN
ajfa-1827	236	51	several	several	ADJ
ajfa-1827	236	52	ns	ns	NUM
ajfa-1827	236	53	.	.	PUNCT
ajfa-1827	237	1	n	n	PROPN
ajfa-1827	237	2	(	(	PUNCT
ajfa-1827	237	3	1996	1996	NUM
ajfa-1827	237	4	)	)	PUNCT
ajfa-1827	237	5	ollowing	ollowing	NOUN
ajfa-1827	237	6	o	o	NOUN
ajfa-1827	237	7	points	point	NOUN
ajfa-1827	237	8	entically	entically	ADV
ajfa-1827	237	9	nditions	ndition	NOUN
ajfa-1827	237	10	,	,	PUNCT
ajfa-1827	237	11	obtained	obtain	VERB
ajfa-1827	237	12	otes	ote	NOUN
ajfa-1827	237	13	that	that	PRON
ajfa-1827	237	14	s	s	VERB
ajfa-1827	237	15	best	good	ADJ
ajfa-1827	237	16	to	to	PART
ajfa-1827	237	17	le	le	VERB
ajfa-1827	237	18	deviations	deviation	NOUN
ajfa-1827	237	19	a	a	DET
ajfa-1827	237	20	secon	secon	NOUN
ajfa-1827	237	21	too	too	ADV
ajfa-1827	237	22	larg	larg	NOUN
ajfa-1827	237	23	integral	integral	ADJ
ajfa-1827	237	24	with	with	ADP
ajfa-1827	237	25	ze	ze	PROPN
ajfa-1827	237	26	returns	return	VERB
ajfa-1827	237	27	the	the	DET
ajfa-1827	237	28	tes	tes	NOUN
ajfa-1827	237	29	tradition	tradition	NOUN
ajfa-1827	237	30	markets	market	NOUN
ajfa-1827	237	31	nonline	nonline	NOUN
ajfa-1827	237	32	market	market	NOUN
ajfa-1827	237	33	from	from	ADP
ajfa-1827	237	34	2	2	NUM
ajfa-1827	237	35	values	value	NOUN
ajfa-1827	237	36	a	a	DET
ajfa-1827	237	37	5	5	NUM
ajfa-1827	237	38	.	.	PUNCT
ajfa-1827	237	39	resu	resu	PROPN
ajfa-1827	237	40	astud	astud	PROPN
ajfa-1827	237	41	as	as	ADP
ajfa-1827	237	42	the	the	DET
ajfa-1827	237	43	e	e	NOUN
ajfa-1827	237	44	and	and	CCONJ
ajfa-1827	237	45	the	the	DET
ajfa-1827	237	46	second	second	ADJ
ajfa-1827	237	47	from	from	ADP
ajfa-1827	237	48	th	th	X
ajfa-1827	237	49	phenom	phenom	NOUN
ajfa-1827	237	50	hurst	hurst	PROPN
ajfa-1827	237	51	e	e	PROPN
ajfa-1827	237	52	does	do	AUX
ajfa-1827	237	53	no	no	INTJ
ajfa-1827	237	54	we	we	PRON
ajfa-1827	237	55	can	can	AUX
ajfa-1827	237	56	us	we	PRON
ajfa-1827	237	57	with	with	ADP
ajfa-1827	237	58	the	the	DET
ajfa-1827	237	59	case	case	NOUN
ajfa-1827	237	60	5	5	NUM
ajfa-1827	237	61	%	%	NOUN
ajfa-1827	237	62	.	.	PUNCT
ajfa-1827	238	1	the	the	DET
ajfa-1827	238	2	res	re	NOUN
ajfa-1827	238	3	the	the	DET
ajfa-1827	238	4	retu	retu	NOUN
ajfa-1827	238	5	and	and	CCONJ
ajfa-1827	238	6	me	i	PRON
ajfa-1827	238	7	r	r	NOUN
ajfa-1827	238	8	/	/	SYM
ajfa-1827	238	9	s	s	PART
ajfa-1827	238	10	see	see	NOUN
ajfa-1827	238	11	statistic	statistic	NOUN
ajfa-1827	238	12	can	can	AUX
ajfa-1827	238	13	con	con	AUX
ajfa-1827	238	14	develop	develop	VERB
ajfa-1827	238	15	the	the	DET
ajfa-1827	238	16	abs	ab	NOUN
ajfa-1827	238	17	the	the	DET
ajfa-1827	238	18	grou	grou	ADJ
ajfa-1827	238	19	informa	informa	NOUN
ajfa-1827	238	20	characte	characte	NOUN
ajfa-1827	238	21	asymme	asymme	PROPN
ajfa-1827	238	22	nd	nd	AUX
ajfa-1827	238	23	problem	problem	VERB
ajfa-1827	238	24	ge	ge	PROPN
ajfa-1827	238	25	value	value	NOUN
ajfa-1827	238	26	of	of	ADP
ajfa-1827	238	27	ls	ls	PROPN
ajfa-1827	238	28	will	will	AUX
ajfa-1827	238	29	be	be	AUX
ajfa-1827	238	30	al	al	PROPN
ajfa-1827	238	31	ro	ro	PROPN
ajfa-1827	238	32	correlati	correlati	PROPN
ajfa-1827	238	33	σ	σ	PROPN
ajfa-1827	238	34	.	.	PROPN
ajfa-1827	238	35	st	st	PROPN
ajfa-1827	238	36	strategy	strategy	NOUN
ajfa-1827	238	37	i	i	PRON
ajfa-1827	238	38	nal	nal	ADJ
ajfa-1827	238	39	tests	test	NOUN
ajfa-1827	238	40	,	,	PUNCT
ajfa-1827	238	41	so	so	SCONJ
ajfa-1827	238	42	s	s	PROPN
ajfa-1827	238	43	,	,	PUNCT
ajfa-1827	238	44	the	the	DET
ajfa-1827	238	45	applic	applic	NOUN
ajfa-1827	238	46	ear	ear	AUX
ajfa-1827	238	47	dependen	dependen	VERB
ajfa-1827	238	48	imperfectio	imperfectio	VERB
ajfa-1827	238	49	to	to	ADP
ajfa-1827	238	50	6	6	NUM
ajfa-1827	238	51	,	,	PUNCT
ajfa-1827	238	52	we	we	PRON
ajfa-1827	238	53	see	see	VERB
ajfa-1827	238	54	are	be	AUX
ajfa-1827	238	55	below	below	ADP
ajfa-1827	238	56	1	1	NUM
ajfa-1827	238	57	ults	ult	NOUN
ajfa-1827	238	58	dy	dy	NOUN
ajfa-1827	238	59	of	of	ADP
ajfa-1827	238	60	persis	persis	NOUN
ajfa-1827	238	61	earlier	early	ADV
ajfa-1827	238	62	,	,	PUNCT
ajfa-1827	238	63	we	we	PRON
ajfa-1827	238	64	c	c	VERB
ajfa-1827	238	65	erefore	erefore	ADV
ajfa-1827	239	1	we	we	PRON
ajfa-1827	239	2	c	c	VERB
ajfa-1827	239	3	table	table	NOUN
ajfa-1827	239	4	in	in	ADP
ajfa-1827	239	5	the	the	PRON
ajfa-1827	239	6	he	he	PRON
ajfa-1827	239	7	results	result	VERB
ajfa-1827	239	8	o	o	PROPN
ajfa-1827	239	9	menon	menon	PROPN
ajfa-1827	239	10	of	of	ADP
ajfa-1827	239	11	pe	pe	PROPN
ajfa-1827	239	12	exponents	exponents	PROPN
ajfa-1827	239	13	ar	ar	PROPN
ajfa-1827	239	14	ot	ot	PROPN
ajfa-1827	239	15	determine	determine	NOUN
ajfa-1827	239	16	n	n	NUM
ajfa-1827	239	17	work	work	NOUN
ajfa-1827	239	18	arou	arou	PROPN
ajfa-1827	239	19	h	h	NOUN
ajfa-1827	239	20	statistical	statistical	ADJ
ajfa-1827	239	21	v	v	NUM
ajfa-1827	239	22	e	e	NOUN
ajfa-1827	239	23	of	of	ADP
ajfa-1827	239	24	one	one	NUM
ajfa-1827	239	25	-	-	PUNCT
ajfa-1827	239	26	sid	sid	PROPN
ajfa-1827	239	27	sults	sult	NOUN
ajfa-1827	239	28	show	show	VERB
ajfa-1827	239	29	t	t	PROPN
ajfa-1827	239	30	urns	urn	NOUN
ajfa-1827	239	31	of	of	ADP
ajfa-1827	239	32	follo	follo	PROPN
ajfa-1827	239	33	erval	erval	PROPN
ajfa-1827	239	34	.	.	PUNCT
ajfa-1827	240	1	for	for	SCONJ
ajfa-1827	240	2	th	th	PROPN
ajfa-1827	240	3	ems	ems	PROPN
ajfa-1827	240	4	to	to	PART
ajfa-1827	240	5	be	be	AUX
ajfa-1827	240	6	sh	sh	ADP
ajfa-1827	240	7	c	c	NOUN
ajfa-1827	240	8	r	r	NOUN
ajfa-1827	240	9	/	/	SYM
ajfa-1827	240	10	s	s	PROPN
ajfa-1827	240	11	is	be	AUX
ajfa-1827	240	12	sen	sen	ADJ
ajfa-1827	240	13	nclude	nclude	NUM
ajfa-1827	240	14	that	that	SCONJ
ajfa-1827	240	15	ped	pe	VERB
ajfa-1827	240	16	one	one	NUM
ajfa-1827	240	17	.	.	PUNCT
ajfa-1827	241	1	sence	sence	ADP
ajfa-1827	241	2	of	of	ADP
ajfa-1827	241	3	lon	lon	PROPN
ajfa-1827	241	4	unds	und	NOUN
ajfa-1827	241	5	that	that	SCONJ
ajfa-1827	241	6	th	th	PROPN
ajfa-1827	241	7	ation	ation	PROPN
ajfa-1827	241	8	and	and	CCONJ
ajfa-1827	241	9	an	an	DET
ajfa-1827	241	10	erized	erize	VERB
ajfa-1827	241	11	by	by	ADP
ajfa-1827	241	12	v	v	NUM
ajfa-1827	241	13	etry	etry	NOUN
ajfa-1827	241	14	.	.	PUNCT
ajfa-1827	242	1	with	with	ADP
ajfa-1827	242	2	this	this	PRON
ajfa-1827	242	3	a	a	DET
ajfa-1827	242	4	e	e	NOUN
ajfa-1827	242	5	will	will	AUX
ajfa-1827	242	6	tend	tend	VERB
ajfa-1827	242	7	ways	way	NOUN
ajfa-1827	242	8	equal	equal	ADJ
ajfa-1827	242	9	on	on	ADP
ajfa-1827	242	10	,	,	PUNCT
ajfa-1827	242	11	in	in	ADP
ajfa-1827	242	12	what	what	PRON
ajfa-1827	242	13	is	be	AUX
ajfa-1827	242	14	considere	considere	PROPN
ajfa-1827	243	1	ome	ome	PROPN
ajfa-1827	243	2	variab	variab	NOUN
ajfa-1827	243	3	cation	cation	NOUN
ajfa-1827	243	4	of	of	ADP
ajfa-1827	243	5	thi	thi	PROPN
ajfa-1827	243	6	nce	nce	NOUN
ajfa-1827	243	7	.	.	PUNCT
ajfa-1827	244	1	we	we	PRON
ajfa-1827	244	2	us	us	PROPN
ajfa-1827	244	3	ons	ons	PROPN
ajfa-1827	244	4	.	.	PUNCT
ajfa-1827	245	1	on	on	ADP
ajfa-1827	245	2	read	read	PROPN
ajfa-1827	245	3	e	e	PROPN
ajfa-1827	245	4	that	that	SCONJ
ajfa-1827	245	5	the	the	DET
ajfa-1827	245	6	b	b	PROPN
ajfa-1827	245	7	,	,	PUNCT
ajfa-1827	245	8	96	96	NUM
ajfa-1827	245	9	.	.	PUNCT
ajfa-1827	245	10	tence	tence	NOUN
ajfa-1827	245	11	over	over	ADP
ajfa-1827	245	12	can	can	AUX
ajfa-1827	245	13	estimat	estimat	NOUN
ajfa-1827	245	14	can	can	AUX
ajfa-1827	245	15	deduce	deduce	VERB
ajfa-1827	245	16	e	e	NOUN
ajfa-1827	245	17	appendix	appendix	VERB
ajfa-1827	245	18	2	2	NUM
ajfa-1827	245	19	of	of	ADP
ajfa-1827	245	20	the	the	DET
ajfa-1827	245	21	table	table	NOUN
ajfa-1827	245	22	,	,	PUNCT
ajfa-1827	245	23	ersistence	ersistence	NOUN
ajfa-1827	245	24	t	t	PROPN
ajfa-1827	245	25	re	re	ADP
ajfa-1827	245	26	greater	great	ADJ
ajfa-1827	245	27	th	th	X
ajfa-1827	245	28	e	e	NOUN
ajfa-1827	245	29	whether	whether	SCONJ
ajfa-1827	245	30	t	t	PROPN
ajfa-1827	245	31	und	und	VERB
ajfa-1827	245	32	this	this	DET
ajfa-1827	245	33	pro	pro	ADJ
ajfa-1827	245	34	v	v	NOUN
ajfa-1827	245	35	that	that	SCONJ
ajfa-1827	245	36	we	we	PRON
ajfa-1827	245	37	c	c	AUX
ajfa-1827	245	38	ded	ded	PROPN
ajfa-1827	245	39	test	test	NOUN
ajfa-1827	245	40	thes	the	NOUN
ajfa-1827	245	41	that	that	SCONJ
ajfa-1827	245	42	only	only	ADV
ajfa-1827	245	43	six	six	NUM
ajfa-1827	245	44	owing	owe	VERB
ajfa-1827	245	45	mark	mark	NOUN
ajfa-1827	245	46	he	he	PRON
ajfa-1827	245	47	rest	rest	VERB
ajfa-1827	245	48	of	of	ADP
ajfa-1827	245	49	th	th	PRON
ajfa-1827	245	50	hort	hort	NOUN
ajfa-1827	245	51	-	-	PUNCT
ajfa-1827	245	52	term	term	NOUN
ajfa-1827	245	53	m	m	PRON
ajfa-1827	245	54	nsitive	nsitive	ADJ
ajfa-1827	245	55	to	to	ADP
ajfa-1827	245	56	the	the	DET
ajfa-1827	245	57	long	long	ADJ
ajfa-1827	245	58	mem	mem	ADJ
ajfa-1827	245	59	ng	ng	PROPN
ajfa-1827	245	60	memory	memory	NOUN
ajfa-1827	245	61	hey	hey	INTJ
ajfa-1827	245	62	are	be	AUX
ajfa-1827	245	63	infor	infor	PROPN
ajfa-1827	245	64	ny	ny	PROPN
ajfa-1827	245	65	new	new	ADJ
ajfa-1827	245	66	one	one	NUM
ajfa-1827	245	67	arious	arious	ADJ
ajfa-1827	245	68	instit	instit	PROPN
ajfa-1827	245	69	nalysis	nalysis	PROPN
ajfa-1827	245	70	con	con	PROPN
ajfa-1827	245	71	to	to	PART
ajfa-1827	245	72	retain	retain	VERB
ajfa-1827	245	73	al	al	PROPN
ajfa-1827	245	74	to	to	ADP
ajfa-1827	245	75	one	one	NUM
ajfa-1827	245	76	,	,	PUNCT
ajfa-1827	245	77	and	and	CCONJ
ajfa-1827	245	78	t	t	PROPN
ajfa-1827	245	79	follows	follow	VERB
ajfa-1827	245	80	,	,	PUNCT
ajfa-1827	245	81	th	th	X
ajfa-1827	245	82	ed	ed	NOUN
ajfa-1827	245	83	as	as	SCONJ
ajfa-1827	245	84	new	new	ADJ
ajfa-1827	245	85	bles	ble	NOUN
ajfa-1827	245	86	prove	prove	VERB
ajfa-1827	245	87	l	l	NOUN
ajfa-1827	245	88	is	be	AUX
ajfa-1827	245	89	test	test	NOUN
ajfa-1827	245	90	still	still	ADV
ajfa-1827	245	91	s	s	VERB
ajfa-1827	245	92	e	e	NOUN
ajfa-1827	245	93	this	this	DET
ajfa-1827	245	94	test	test	NOUN
ajfa-1827	245	95	a	a	DET
ajfa-1827	245	96	ding	ding	NOUN
ajfa-1827	245	97	the	the	DET
ajfa-1827	245	98	tab	tab	NOUN
ajfa-1827	245	99	bds	bds	NOUN
ajfa-1827	245	100	statistic	statistic	NOUN
ajfa-1827	245	101	periods	period	NOUN
ajfa-1827	245	102	wi	wi	PROPN
ajfa-1827	245	103	e	e	PROPN
ajfa-1827	245	104	the	the	DET
ajfa-1827	245	105	hurst	hurst	PROPN
ajfa-1827	245	106	e	e	PROPN
ajfa-1827	245	107	the	the	DET
ajfa-1827	245	108	estima	estima	PROPN
ajfa-1827	245	109	2	2	NUM
ajfa-1827	245	110	.	.	PUNCT
ajfa-1827	246	1	we	we	PRON
ajfa-1827	246	2	note	note	VERB
ajfa-1827	246	3	th	th	PRON
ajfa-1827	246	4	thus	thus	ADV
ajfa-1827	246	5	demon	demon	VERB
ajfa-1827	246	6	han	han	PROPN
ajfa-1827	246	7	1/2	1/2	NUM
ajfa-1827	246	8	and	and	CCONJ
ajfa-1827	246	9	he	he	PRON
ajfa-1827	246	10	estimate	estimate	VERB
ajfa-1827	246	11	blem	blem	NOUN
ajfa-1827	246	12	by	by	ADP
ajfa-1827	246	13	ap	ap	PROPN
ajfa-1827	246	14	compare	compare	VERB
ajfa-1827	246	15	it	it	PRON
ajfa-1827	246	16	w	w	PROPN
ajfa-1827	246	17	se	se	PROPN
ajfa-1827	246	18	values	value	NOUN
ajfa-1827	246	19	are	be	AUX
ajfa-1827	246	20	x	x	VERB
ajfa-1827	246	21	rounds	round	NOUN
ajfa-1827	246	22	am	be	AUX
ajfa-1827	246	23	ket	ket	NOUN
ajfa-1827	246	24	indexes	index	NOUN
ajfa-1827	246	25	:	:	PUNCT
ajfa-1827	246	26	he	he	PRON
ajfa-1827	246	27	series	serie	NOUN
ajfa-1827	246	28	,	,	PUNCT
ajfa-1827	246	29	th	th	X
ajfa-1827	246	30	memory	memory	NOUN
ajfa-1827	246	31	,	,	PUNCT
ajfa-1827	246	32	thi	thi	AUX
ajfa-1827	246	33	e	e	NOUN
ajfa-1827	246	34	presence	presence	NOUN
ajfa-1827	246	35	o	o	PROPN
ajfa-1827	246	36	mory	mory	NOUN
ajfa-1827	246	37	is	be	AUX
ajfa-1827	246	38	a	a	DET
ajfa-1827	246	39	ch	ch	NOUN
ajfa-1827	246	40	y	y	PROPN
ajfa-1827	246	41	dynamics	dynamic	NOUN
ajfa-1827	246	42	rmationally	rmationally	ADV
ajfa-1827	246	43	e	e	NOUN
ajfa-1827	246	44	is	be	AUX
ajfa-1827	246	45	fully	fully	ADV
ajfa-1827	246	46	arb	arb	PROPN
ajfa-1827	246	47	tutional	tutional	PROPN
ajfa-1827	246	48	rigi	rigi	PROPN
ajfa-1827	246	49	391	391	NUM
ajfa-1827	246	50	ncerns	ncern	NOUN
ajfa-1827	246	51	the	the	DET
ajfa-1827	246	52	ch	ch	NOUN
ajfa-1827	246	53	ll	ll	AUX
ajfa-1827	246	54	the	the	DET
ajfa-1827	246	55	pairs	pair	NOUN
ajfa-1827	247	1	d	d	X
ajfa-1827	247	2	similarly	similarly	ADV
ajfa-1827	247	3	,	,	PUNCT
ajfa-1827	247	4	he	he	PRON
ajfa-1827	247	5	value	value	NOUN
ajfa-1827	247	6	of	of	ADP
ajfa-1827	247	7	technique	technique	NOUN
ajfa-1827	247	8	t	t	PROPN
ajfa-1827	247	9	linearly	linearly	PROPN
ajfa-1827	247	10	cor	cor	PROPN
ajfa-1827	247	11	shows	show	VERB
ajfa-1827	247	12	the	the	DET
ajfa-1827	247	13	o	o	NOUN
ajfa-1827	247	14	as	as	ADP
ajfa-1827	247	15	a	a	DET
ajfa-1827	247	16	prelimin	prelimin	NOUN
ajfa-1827	247	17	ble	ble	ADJ
ajfa-1827	247	18	in	in	ADP
ajfa-1827	247	19	annex	annex	NOUN
ajfa-1827	247	20	c	c	PROPN
ajfa-1827	247	21	rejects	reject	VERB
ajfa-1827	247	22	the	the	DET
ajfa-1827	247	23	ithout	ithout	PROPN
ajfa-1827	247	24	cons	cons	PROPN
ajfa-1827	247	25	exponent	exponent	PROPN
ajfa-1827	247	26	h	h	PROPN
ajfa-1827	247	27	ate	eat	VERB
ajfa-1827	247	28	(	(	PUNCT
ajfa-1827	247	29	d	d	NOUN
ajfa-1827	247	30	)	)	PUNCT
ajfa-1827	247	31	from	from	ADP
ajfa-1827	247	32	hat	hat	NOUN
ajfa-1827	247	33	accordin	accordin	NOUN
ajfa-1827	247	34	nstrating	nstrate	VERB
ajfa-1827	247	35	the	the	DET
ajfa-1827	247	36	d	d	X
ajfa-1827	247	37	d	d	X
ajfa-1827	247	38	>	>	X
ajfa-1827	247	39	0	0	NUM
ajfa-1827	247	40	.	.	PUNCT
ajfa-1827	247	41	ne	ne	PROPN
ajfa-1827	247	42	ed	ed	NOUN
ajfa-1827	247	43	value	value	NOUN
ajfa-1827	247	44	of	of	ADP
ajfa-1827	247	45	pplying	pplye	VERB
ajfa-1827	247	46	the	the	PRON
ajfa-1827	247	47	with	with	ADP
ajfa-1827	247	48	the	the	DET
ajfa-1827	247	49	crit	crit	NOUN
ajfa-1827	247	50	e	e	NOUN
ajfa-1827	247	51	1,620	1,620	NUM
ajfa-1827	247	52	1,7	1,7	NUM
ajfa-1827	247	53	mong	mong	NOUN
ajfa-1827	247	54	the	the	DET
ajfa-1827	247	55	tw	tw	NOUN
ajfa-1827	247	56	:	:	PUNCT
ajfa-1827	247	57	lq	lq	NOUN
ajfa-1827	247	58	45	45	NUM
ajfa-1827	247	59	,	,	PUNCT
ajfa-1827	247	60	ss	ss	ADP
ajfa-1827	247	61	he	he	PRON
ajfa-1827	247	62	memory	memory	NOUN
ajfa-1827	247	63	is	be	AUX
ajfa-1827	247	64	confirms	confirm	NOUN
ajfa-1827	247	65	of	of	ADP
ajfa-1827	247	66	a	a	DET
ajfa-1827	247	67	short	short	ADJ
ajfa-1827	247	68	-	-	PUNCT
ajfa-1827	247	69	t	t	NOUN
ajfa-1827	247	70	haracteristic	haracteristic	NOUN
ajfa-1827	247	71	can	can	AUX
ajfa-1827	247	72	be	be	AUX
ajfa-1827	247	73	rati	rati	PROPN
ajfa-1827	247	74	y	y	PROPN
ajfa-1827	247	75	efficient	efficient	PROPN
ajfa-1827	247	76	.	.	PUNCT
ajfa-1827	248	1	p	p	NOUN
ajfa-1827	248	2	bitraged	bitrage	VERB
ajfa-1827	248	3	aw	aw	INTJ
ajfa-1827	248	4	idities	iditie	NOUN
ajfa-1827	248	5	that	that	SCONJ
ajfa-1827	248	6	asian	asian	ADJ
ajfa-1827	248	7	hoice	hoice	NOUN
ajfa-1827	248	8	of	of	ADP
ajfa-1827	248	9	the	the	DET
ajfa-1827	248	10	(	(	PUNCT
ajfa-1827	248	11	xi	xi	PROPN
ajfa-1827	248	12	,	,	PUNCT
ajfa-1827	248	13	xj	xj	PROPN
ajfa-1827	248	14	)	)	PUNCT
ajfa-1827	248	15	an	an	DET
ajfa-1827	248	16	a	a	DET
ajfa-1827	248	17	value	value	NOUN
ajfa-1827	248	18	too	too	ADV
ajfa-1827	248	19	e	e	NOUN
ajfa-1827	248	20	will	will	AUX
ajfa-1827	248	21	be	be	AUX
ajfa-1827	248	22	s	s	ADJ
ajfa-1827	248	23	to	to	PART
ajfa-1827	248	24	study	study	VERB
ajfa-1827	248	25	eff	eff	PROPN
ajfa-1827	248	26	rrelated	rrelate	VERB
ajfa-1827	248	27	,	,	PUNCT
ajfa-1827	248	28	thu	thu	PROPN
ajfa-1827	248	29	opposite	opposite	NOUN
ajfa-1827	248	30	.	.	PUNCT
ajfa-1827	249	1	it	it	PRON
ajfa-1827	249	2	nary	nary	ADJ
ajfa-1827	250	1	and	and	CCONJ
ajfa-1827	250	2	i	i	PRON
ajfa-1827	250	3	m	m	VERB
ajfa-1827	250	4	x	x	ADJ
ajfa-1827	250	5	2	2	NUM
ajfa-1827	250	6	,	,	PUNCT
ajfa-1827	250	7	where	where	SCONJ
ajfa-1827	250	8	w	w	NOUN
ajfa-1827	250	9	e	e	NOUN
ajfa-1827	250	10	null	null	ADJ
ajfa-1827	250	11	hypot	hypot	NOUN
ajfa-1827	250	12	idering	idere	VERB
ajfa-1827	250	13	the	the	DET
ajfa-1827	250	14	h	h	NOUN
ajfa-1827	250	15	from	from	ADP
ajfa-1827	250	16	the	the	DET
ajfa-1827	250	17	a	a	PROPN
ajfa-1827	250	18	m	m	NOUN
ajfa-1827	250	19	the	the	DET
ajfa-1827	250	20	relatio	relatio	NOUN
ajfa-1827	250	21	ng	ng	PROPN
ajfa-1827	250	22	to	to	ADP
ajfa-1827	250	23	the	the	DET
ajfa-1827	250	24	m	m	PROPN
ajfa-1827	250	25	e	e	NOUN
ajfa-1827	250	26	presence	presence	NOUN
ajfa-1827	250	27	evertheless	evertheless	NOUN
ajfa-1827	250	28	,	,	PUNCT
ajfa-1827	250	29	h	h	PROPN
ajfa-1827	250	30	is	be	AUX
ajfa-1827	250	31	signif	signif	ADJ
ajfa-1827	250	32	method	method	NOUN
ajfa-1827	250	33	of	of	ADP
ajfa-1827	250	34	tical	tical	ADJ
ajfa-1827	250	35	values	value	NOUN
ajfa-1827	250	36	47	47	NUM
ajfa-1827	250	37	at	at	ADP
ajfa-1827	250	38	the	the	DET
ajfa-1827	250	39	re	re	X
ajfa-1827	250	40	wenty	wenty	NOUN
ajfa-1827	250	41	-	-	PUNCT
ajfa-1827	250	42	one	one	NUM
ajfa-1827	250	43	e	e	NOUN
ajfa-1827	250	44	se	se	PROPN
ajfa-1827	250	45	compos	compos	PROPN
ajfa-1827	250	46	detected	detect	VERB
ajfa-1827	250	47	fr	fr	ADV
ajfa-1827	250	48	what	what	PRON
ajfa-1827	250	49	we	we	PRON
ajfa-1827	250	50	h	h	VERB
ajfa-1827	251	1	erm	erm	PROPN
ajfa-1827	251	2	memor	memor	PROPN
ajfa-1827	251	3	c	c	PROPN
ajfa-1827	251	4	of	of	ADP
ajfa-1827	251	5	efficie	efficie	NOUN
ajfa-1827	251	6	ionalized	ionalize	VERB
ajfa-1827	251	7	fo	fo	ADP
ajfa-1827	251	8	prices	price	NOUN
ajfa-1827	251	9	tend	tend	VERB
ajfa-1827	251	10	t	t	PROPN
ajfa-1827	251	11	way	way	NOUN
ajfa-1827	251	12	.	.	PUNCT
ajfa-1827	252	1	thin	thin	ADJ
ajfa-1827	252	2	m	m	VERB
ajfa-1827	252	3	perpetuate	perpetuate	NOUN
ajfa-1827	252	4	n	n	DET
ajfa-1827	252	5	journal	journal	NOUN
ajfa-1827	252	6	of	of	ADP
ajfa-1827	252	7	f	f	PROPN
ajfa-1827	252	8	e	e	PROPN
ajfa-1827	252	9	distance	distance	NOUN
ajfa-1827	252	10	e	e	X
ajfa-1827	252	11	d	d	NOUN
ajfa-1827	252	12	the	the	DET
ajfa-1827	252	13	value	value	NOUN
ajfa-1827	252	14	small	small	ADJ
ajfa-1827	252	15	may	may	AUX
ajfa-1827	252	16	et	et	VERB
ajfa-1827	252	17	as	as	ADP
ajfa-1827	252	18	the	the	DET
ajfa-1827	252	19	sta	sta	NOUN
ajfa-1827	252	20	ficiency	ficiency	NOUN
ajfa-1827	252	21	.	.	PUNCT
ajfa-1827	253	1	fo	fo	ADP
ajfa-1827	253	2	us	we	PRON
ajfa-1827	253	3	justifying	justify	VERB
ajfa-1827	253	4	reveals	reveal	VERB
ajfa-1827	253	5	the	the	DET
ajfa-1827	253	6	mportant	mportant	NOUN
ajfa-1827	253	7	too	too	ADV
ajfa-1827	253	8	we	we	PRON
ajfa-1827	253	9	took	take	VERB
ajfa-1827	253	10	the	the	DET
ajfa-1827	253	11	thesis	thesis	NOUN
ajfa-1827	253	12	of	of	ADP
ajfa-1827	253	13	ran	ran	NOUN
ajfa-1827	253	14	e	e	PROPN
ajfa-1827	253	15	different	different	ADJ
ajfa-1827	253	16	t	t	PROPN
ajfa-1827	253	17	application	application	NOUN
ajfa-1827	253	18	onship	onship	NOUN
ajfa-1827	253	19	:	:	PUNCT
ajfa-1827	253	20	d	d	X
ajfa-1827	253	21	method	method	VERB
ajfa-1827	253	22	r	r	PROPN
ajfa-1827	253	23	/	/	SYM
ajfa-1827	253	24	s	s	NOUN
ajfa-1827	253	25	,	,	PUNCT
ajfa-1827	253	26	of	of	ADP
ajfa-1827	253	27	long	long	ADV
ajfa-1827	253	28	me	i	PRON
ajfa-1827	254	1	the	the	DET
ajfa-1827	254	2	traditio	traditio	NOUN
ajfa-1827	254	3	ficantly	ficantly	ADV
ajfa-1827	254	4	diff	diff	VERB
ajfa-1827	254	5	r	r	PROPN
ajfa-1827	254	6	/	/	SYM
ajfa-1827	254	7	s	s	PART
ajfa-1827	254	8	amend	amend	NOUN
ajfa-1827	254	9	given	give	VERB
ajfa-1827	254	10	by	by	ADP
ajfa-1827	254	11	l	l	PROPN
ajfa-1827	254	12	spective	spective	ADJ
ajfa-1827	254	13	thr	thr	PROPN
ajfa-1827	254	14	exhibit	exhibit	NOUN
ajfa-1827	254	15	long	long	ADJ
ajfa-1827	254	16	site	site	NOUN
ajfa-1827	254	17	,	,	PUNCT
ajfa-1827	254	18	tunind	tunind	NOUN
ajfa-1827	254	19	rom	rom	NOUN
ajfa-1827	254	20	the	the	DET
ajfa-1827	254	21	trad	trad	PROPN
ajfa-1827	254	22	ave	ave	PROPN
ajfa-1827	254	23	previou	previou	PROPN
ajfa-1827	254	24	ry	ry	NOUN
ajfa-1827	254	25	in	in	ADP
ajfa-1827	254	26	the	the	DET
ajfa-1827	254	27	ret	ret	NOUN
ajfa-1827	254	28	nt	not	PART
ajfa-1827	254	29	markets	market	NOUN
ajfa-1827	254	30	or	or	CCONJ
ajfa-1827	254	31	developed	develop	VERB
ajfa-1827	254	32	to	to	PART
ajfa-1827	254	33	reflect	reflect	VERB
ajfa-1827	254	34	al	al	PROPN
ajfa-1827	254	35	markets	market	NOUN
ajfa-1827	254	36	,	,	PUNCT
ajfa-1827	254	37	on	on	ADP
ajfa-1827	254	38	information	information	NOUN
ajfa-1827	254	39	finance	finance	NOUN
ajfa-1827	254	40	&	&	CCONJ
ajfa-1827	254	41	ac	ac	PROPN
ajfa-1827	254	42	issn	issn	PROPN
ajfa-1827	254	43	19	19	NUM
ajfa-1827	254	44	2012	2012	NUM
ajfa-1827	254	45	,	,	PUNCT
ajfa-1827	254	46	vol	vol	NOUN
ajfa-1827	254	47	.	.	PUNCT
ajfa-1827	255	1	www.macrothi	www.macrothi	PUNCT
ajfa-1827	255	2	to	to	ADP
ajfa-1827	255	3	the	the	DET
ajfa-1827	255	4	exte	exte	ADJ
ajfa-1827	255	5	es	es	NOUN
ajfa-1827	255	6	of	of	ADP
ajfa-1827	255	7	the	the	DET
ajfa-1827	255	8	cor	cor	PROPN
ajfa-1827	255	9	lead	lead	NOUN
ajfa-1827	255	10	to	to	ADP
ajfa-1827	255	11	us	we	PRON
ajfa-1827	255	12	i	i	PRON
ajfa-1827	255	13	andard	andard	NOUN
ajfa-1827	255	14	devi	devi	PROPN
ajfa-1827	255	15	or	or	CCONJ
ajfa-1827	255	16	if	if	SCONJ
ajfa-1827	255	17	,	,	PUNCT
ajfa-1827	255	18	in	in	ADP
ajfa-1827	255	19	rel	rel	NOUN
ajfa-1827	255	20	g	g	PROPN
ajfa-1827	255	21	the	the	DET
ajfa-1827	255	22	effici	effici	NOUN
ajfa-1827	255	23	types	type	NOUN
ajfa-1827	255	24	of	of	ADP
ajfa-1827	255	25	lin	lin	PROPN
ajfa-1827	255	26	ol	ol	PROPN
ajfa-1827	255	27	in	in	ADP
ajfa-1827	255	28	the	the	DET
ajfa-1827	255	29	ana	ana	PROPN
ajfa-1827	255	30	e	e	PROPN
ajfa-1827	255	31	values	value	NOUN
ajfa-1827	255	32	of	of	ADP
ajfa-1827	255	33	m	m	PRON
ajfa-1827	255	34	ndom	ndom	ADJ
ajfa-1827	255	35	walk	walk	NOUN
ajfa-1827	255	36	,	,	PUNCT
ajfa-1827	255	37	trends	trend	NOUN
ajfa-1827	255	38	of	of	ADP
ajfa-1827	255	39	the	the	DET
ajfa-1827	255	40	meth	meth	NOUN
ajfa-1827	255	41	h	h	NOUN
ajfa-1827	255	42	.	.	PUNCT
ajfa-1827	256	1	all	all	DET
ajfa-1827	256	2	series	series	NOUN
ajfa-1827	256	3	e	e	PROPN
ajfa-1827	256	4	emory	emory	PROPN
ajfa-1827	256	5	beca	beca	PROPN
ajfa-1827	256	6	onal	onal	PROPN
ajfa-1827	256	7	statistic	statistic	ADJ
ajfa-1827	256	8	ferent	ferent	NOUN
ajfa-1827	256	9	or	or	CCONJ
ajfa-1827	256	10	no	no	DET
ajfa-1827	256	11	ded	de	VERB
ajfa-1827	256	12	,	,	PUNCT
ajfa-1827	256	13	which	which	PRON
ajfa-1827	256	14	p	p	PROPN
ajfa-1827	256	15	lo	lo	PROPN
ajfa-1827	256	16	(	(	PUNCT
ajfa-1827	256	17	1991	1991	NUM
ajfa-1827	256	18	)	)	PUNCT
ajfa-1827	256	19	,	,	PUNCT
ajfa-1827	256	20	w	w	PROPN
ajfa-1827	256	21	reshold	reshold	VERB
ajfa-1827	256	22	of	of	ADP
ajfa-1827	256	23	1	1	NUM
ajfa-1827	256	24	g	g	NOUN
ajfa-1827	256	25	term	term	NOUN
ajfa-1827	256	26	depe	depe	NOUN
ajfa-1827	256	27	dex	dex	PROPN
ajfa-1827	256	28	,	,	PUNCT
ajfa-1827	256	29	egx	egx	PROPN
ajfa-1827	256	30	,	,	PUNCT
ajfa-1827	256	31	t	t	PROPN
ajfa-1827	256	32	ditional	ditional	VERB
ajfa-1827	256	33	ana	ana	PROPN
ajfa-1827	256	34	usly	usly	ADV
ajfa-1827	256	35	mentio	mentio	PROPN
ajfa-1827	256	36	turn	turn	NOUN
ajfa-1827	256	37	series	series	PROPN
ajfa-1827	256	38	,	,	PUNCT
ajfa-1827	256	39	at	at	ADP
ajfa-1827	256	40	the	the	DET
ajfa-1827	256	41	exp	exp	NOUN
ajfa-1827	256	42	d	d	PROPN
ajfa-1827	256	43	stock	stock	NOUN
ajfa-1827	256	44	ma	ma	PROPN
ajfa-1827	256	45	ll	ll	AUX
ajfa-1827	256	46	publicly	publicly	ADV
ajfa-1827	256	47	a	a	DET
ajfa-1827	256	48	the	the	DET
ajfa-1827	256	49	other	other	ADJ
ajfa-1827	256	50	h	h	NOUN
ajfa-1827	256	51	nal	nal	ADJ
ajfa-1827	256	52	inefficie	inefficie	NOUN
ajfa-1827	256	53	ccounting	ccounte	VERB
ajfa-1827	256	54	946	946	NUM
ajfa-1827	256	55	-	-	PUNCT
ajfa-1827	256	56	052x	052x	NOUN
ajfa-1827	256	57	4	4	NUM
ajfa-1827	256	58	,	,	PUNCT
ajfa-1827	256	59	no	no	INTJ
ajfa-1827	256	60	.	.	NOUN
ajfa-1827	256	61	2	2	NUM
ajfa-1827	256	62	ink.org/ajfa	ink.org/ajfa	X
ajfa-1827	256	63	nt	not	PART
ajfa-1827	256	64	that	that	SCONJ
ajfa-1827	256	65	a	a	DET
ajfa-1827	256	66	rrelation	rrelation	NOUN
ajfa-1827	256	67	integrals	integral	VERB
ajfa-1827	256	68	iation	iation	NOUN
ajfa-1827	256	69	of	of	ADP
ajfa-1827	256	70	lation	lation	NOUN
ajfa-1827	256	71	to	to	ADP
ajfa-1827	256	72	iency	iency	NOUN
ajfa-1827	256	73	of	of	ADP
ajfa-1827	256	74	near	near	ADV
ajfa-1827	256	75	and	and	CCONJ
ajfa-1827	256	76	alysis	alysis	NOUN
ajfa-1827	256	77	of	of	ADP
ajfa-1827	256	78	m	m	AUX
ajfa-1827	256	79	going	go	VERB
ajfa-1827	256	80	,	,	PUNCT
ajfa-1827	256	81	the	the	DET
ajfa-1827	256	82	test	test	NOUN
ajfa-1827	256	83	hod	hod	NOUN
ajfa-1827	256	84	r	r	PROPN
ajfa-1827	256	85	/	/	SYM
ajfa-1827	256	86	s	s	PROPN
ajfa-1827	256	87	,	,	PUNCT
ajfa-1827	256	88	see	see	VERB
ajfa-1827	256	89	the	the	DET
ajfa-1827	256	90	exhibit	exhibit	NOUN
ajfa-1827	256	91	a	a	DET
ajfa-1827	256	92	ause	ause	NOUN
ajfa-1827	256	93	the	the	DET
ajfa-1827	256	94	c	c	NOUN
ajfa-1827	256	95	of	of	ADP
ajfa-1827	256	96	r	r	PROPN
ajfa-1827	256	97	/	/	SYM
ajfa-1827	256	98	s	s	NOUN
ajfa-1827	256	99	ot	ot	NOUN
ajfa-1827	256	100	to	to	ADP
ajfa-1827	256	101	1/2	1/2	NUM
ajfa-1827	256	102	.	.	PUNCT
ajfa-1827	257	1	provides	provide	VERB
ajfa-1827	257	2	which	which	PRON
ajfa-1827	257	3	in	in	ADP
ajfa-1827	257	4	10	10	NUM
ajfa-1827	257	5	%	%	NOUN
ajfa-1827	257	6	and	and	CCONJ
ajfa-1827	257	7	endence	endence	NOUN
ajfa-1827	257	8	:	:	PUNCT
ajfa-1827	257	9	tadawul	tadawul	PROPN
ajfa-1827	257	10	alysis	alysis	ADV
ajfa-1827	257	11	of	of	ADP
ajfa-1827	257	12	oned	oned	ADJ
ajfa-1827	257	13	,	,	PUNCT
ajfa-1827	257	14	the	the	DET
ajfa-1827	257	15	thus	thus	ADV
ajfa-1827	257	16	we	we	PRON
ajfa-1827	257	17	pense	pense	NOUN
ajfa-1827	257	18	of	of	ADP
ajfa-1827	257	19	rkets	rket	NOUN
ajfa-1827	257	20	on	on	ADP
ajfa-1827	257	21	available	available	ADJ
ajfa-1827	257	22	hand	hand	NOUN
ajfa-1827	257	23	,	,	PUNCT
ajfa-1827	257	24	are	be	AUX
ajfa-1827	257	25	ency	ency	NOUN
ajfa-1827	257	26	and	and	CCONJ
ajfa-1827	257	27	inappro	inappro	ADJ
ajfa-1827	257	28	adequat	adequat	PROPN
ajfa-1827	257	29	creditor	creditor	PROPN
ajfa-1827	257	30	develop	develop	VERB
ajfa-1827	257	31	in	in	ADP
ajfa-1827	257	32	addit	addit	NOUN
ajfa-1827	257	33	of	of	ADP
ajfa-1827	257	34	impo	impo	PROPN
ajfa-1827	257	35	speciali	speciali	PROPN
ajfa-1827	257	36	encoura	encoura	PROPN
ajfa-1827	257	37	markets	market	NOUN
ajfa-1827	257	38	bstud	bstud	VERB
ajfa-1827	257	39	for	for	SCONJ
ajfa-1827	257	40	the	the	PRON
ajfa-1827	257	41	between	between	ADP
ajfa-1827	257	42	the	the	DET
ajfa-1827	257	43	stud	stud	NOUN
ajfa-1827	257	44	table	table	NOUN
ajfa-1827	257	45	in	in	ADP
ajfa-1827	257	46	the	the	DET
ajfa-1827	257	47	tab	tab	NOUN
ajfa-1827	257	48	be	be	AUX
ajfa-1827	257	49	asso	asso	PROPN
ajfa-1827	257	50	long	long	ADV
ajfa-1827	257	51	me	i	PRON
ajfa-1827	257	52	stock	stock	PROPN
ajfa-1827	257	53	m	m	VERB
ajfa-1827	257	54	6	6	NUM
ajfa-1827	257	55	.	.	PUNCT
ajfa-1827	258	1	conc	conc	VERB
ajfa-1827	258	2	a	a	DET
ajfa-1827	258	3	mark	mark	NOUN
ajfa-1827	258	4	returns	return	NOUN
ajfa-1827	258	5	is	be	AUX
ajfa-1827	258	6	impo	impo	NOUN
ajfa-1827	258	7	market	market	NOUN
ajfa-1827	258	8	presenc	presenc	NOUN
ajfa-1827	258	9	which	which	PRON
ajfa-1827	258	10	d	d	PART
ajfa-1827	258	11	sustaina	sustaina	VERB
ajfa-1827	258	12	the	the	DET
ajfa-1827	258	13	pro	pro	ADJ
ajfa-1827	258	14	only	only	ADV
ajfa-1827	258	15	six	six	NUM
ajfa-1827	258	16	market	market	NOUN
ajfa-1827	258	17	can	can	AUX
ajfa-1827	258	18	infe	infe	VERB
ajfa-1827	258	19	for	for	ADP
ajfa-1827	258	20	the	the	DET
ajfa-1827	258	21	short	short	NOUN
ajfa-1827	258	22	-	-	PUNCT
ajfa-1827	258	23	te	te	PROPN
ajfa-1827	258	24	seems	seem	VERB
ajfa-1827	258	25	t	t	NOUN
ajfa-1827	258	26	markets	market	VERB
ajfa-1827	258	27	the	the	DET
ajfa-1827	258	28	per	per	ADP
ajfa-1827	258	29	time	time	NOUN
ajfa-1827	259	1	req	req	NOUN
ajfa-1827	259	2	market	market	NOUN
ajfa-1827	259	3	informa	informa	NOUN
ajfa-1827	259	4	time	time	NOUN
ajfa-1827	259	5	.	.	PUNCT
ajfa-1827	260	1	w	w	PROPN
ajfa-1827	260	2	opriate	opriate	PROPN
ajfa-1827	260	3	infor	infor	PROPN
ajfa-1827	260	4	te	te	PROPN
ajfa-1827	260	5	regulator	regulator	NOUN
ajfa-1827	260	6	rs	rs	NOUN
ajfa-1827	260	7	were	be	AUX
ajfa-1827	260	8	foun	foun	PROPN
ajfa-1827	260	9	pment	pment	PROPN
ajfa-1827	260	10	.	.	PUNCT
ajfa-1827	261	1	tion	tion	PROPN
ajfa-1827	261	2	,	,	PUNCT
ajfa-1827	261	3	the	the	DET
ajfa-1827	261	4	pre	pre	ADJ
ajfa-1827	261	5	ortant	ortant	PROPN
ajfa-1827	261	6	insti	insti	PROPN
ajfa-1827	261	7	ized	ize	VERB
ajfa-1827	261	8	broker	broker	NOUN
ajfa-1827	261	9	age	age	NOUN
ajfa-1827	261	10	specula	specula	PROPN
ajfa-1827	261	11	s	s	VERB
ajfa-1827	261	12	from	from	ADP
ajfa-1827	261	13	their	their	PRON
ajfa-1827	261	14	dy	dy	NOUN
ajfa-1827	261	15	of	of	ADP
ajfa-1827	261	16	persis	persis	NOUN
ajfa-1827	261	17	e	e	NOUN
ajfa-1827	261	18	sake	sake	NOUN
ajfa-1827	261	19	of	of	ADP
ajfa-1827	261	20	ri	ri	NOUN
ajfa-1827	261	21	n	n	PRON
ajfa-1827	261	22	detection	detection	NOUN
ajfa-1827	261	23	dy	dy	NOUN
ajfa-1827	261	24	period	period	NOUN
ajfa-1827	261	25	in	in	ADP
ajfa-1827	261	26	n	n	PART
ajfa-1827	261	27	appendix	appendix	VERB
ajfa-1827	261	28	3	3	NUM
ajfa-1827	261	29	ble	ble	NOUN
ajfa-1827	261	30	shows	show	NOUN
ajfa-1827	261	31	th	th	PRON
ajfa-1827	261	32	ciated	ciate	VERB
ajfa-1827	261	33	with	with	ADP
ajfa-1827	261	34	emory	emory	PROPN
ajfa-1827	261	35	may	may	AUX
ajfa-1827	261	36	markets	market	VERB
ajfa-1827	261	37	work	work	NOUN
ajfa-1827	261	38	clusion	clusion	NOUN
ajfa-1827	261	39	ket	ket	NOUN
ajfa-1827	261	40	is	be	AUX
ajfa-1827	261	41	inform	inform	NOUN
ajfa-1827	261	42	since	since	ADV
ajfa-1827	261	43	all	all	ADV
ajfa-1827	261	44	in	in	ADP
ajfa-1827	261	45	ssible	ssible	ADJ
ajfa-1827	261	46	to	to	ADP
ajfa-1827	261	47	ma	ma	PROPN
ajfa-1827	261	48	price	price	NOUN
ajfa-1827	261	49	and	and	CCONJ
ajfa-1827	261	50	it	it	PRON
ajfa-1827	261	51	ce	ce	INTJ
ajfa-1827	261	52	of	of	ADP
ajfa-1827	261	53	long	long	ADJ
ajfa-1827	261	54	m	m	NOUN
ajfa-1827	261	55	decays	decay	VERB
ajfa-1827	261	56	slow	slow	ADJ
ajfa-1827	261	57	able	able	ADJ
ajfa-1827	261	58	betwee	betwee	NOUN
ajfa-1827	261	59	ocedure	ocedure	NOUN
ajfa-1827	261	60	of	of	ADP
ajfa-1827	261	61	t	t	PROPN
ajfa-1827	261	62	x	x	PUNCT
ajfa-1827	261	63	rounds	round	NOUN
ajfa-1827	261	64	am	be	AUX
ajfa-1827	261	65	indexes	index	NOUN
ajfa-1827	261	66	lq	lq	ADP
ajfa-1827	261	67	er	er	INTJ
ajfa-1827	261	68	a	a	DET
ajfa-1827	261	69	violatio	violatio	NOUN
ajfa-1827	261	70	other	other	ADJ
ajfa-1827	261	71	serie	serie	X
ajfa-1827	261	72	erm	erm	PROPN
ajfa-1827	261	73	autocor	autocor	PROPN
ajfa-1827	261	74	to	to	PART
ajfa-1827	261	75	be	be	AUX
ajfa-1827	261	76	close	close	ADJ
ajfa-1827	261	77	s	s	PRON
ajfa-1827	261	78	that	that	SCONJ
ajfa-1827	261	79	the	the	DET
ajfa-1827	261	80	tre	tre	PROPN
ajfa-1827	261	81	rsistence	rsistence	PROPN
ajfa-1827	261	82	co	co	VERB
ajfa-1827	261	83	quired	quire	VERB
ajfa-1827	261	84	for	for	ADP
ajfa-1827	261	85	t	t	PROPN
ajfa-1827	261	86	where	where	SCONJ
ajfa-1827	261	87	inf	inf	PROPN
ajfa-1827	261	88	ation	ation	NOUN
ajfa-1827	261	89	is	be	AUX
ajfa-1827	261	90	also	also	ADV
ajfa-1827	261	91	we	we	PRON
ajfa-1827	261	92	are	be	AUX
ajfa-1827	261	93	far	far	ADV
ajfa-1827	261	94	fr	fr	ADJ
ajfa-1827	261	95	rmation	rmation	NOUN
ajfa-1827	261	96	acq	acq	PROPN
ajfa-1827	261	97	ry	ry	PROPN
ajfa-1827	261	98	environm	environm	PROPN
ajfa-1827	261	99	nd	nd	INTJ
ajfa-1827	261	100	to	to	PART
ajfa-1827	261	101	be	be	AUX
ajfa-1827	261	102	str	str	NOUN
ajfa-1827	261	103	esence	esence	NOUN
ajfa-1827	261	104	of	of	ADP
ajfa-1827	261	105	pr	pr	INTJ
ajfa-1827	261	106	itutional	itutional	ADJ
ajfa-1827	261	107	asp	asp	PROPN
ajfa-1827	261	108	s	s	PROPN
ajfa-1827	261	109	,	,	PUNCT
ajfa-1827	261	110	tend	tend	VERB
ajfa-1827	261	111	to	to	ADP
ajfa-1827	261	112	b	b	NOUN
ajfa-1827	261	113	ative	ative	ADJ
ajfa-1827	261	114	activit	activit	PROPN
ajfa-1827	261	115	r	r	NOUN
ajfa-1827	261	116	fundament	fundament	ADJ
ajfa-1827	261	117	stence	stence	NOUN
ajfa-1827	261	118	over	over	ADP
ajfa-1827	261	119	igor	igor	PROPN
ajfa-1827	261	120	we	we	PRON
ajfa-1827	261	121	wi	wi	PROPN
ajfa-1827	261	122	of	of	ADP
ajfa-1827	261	123	long	long	ADJ
ajfa-1827	261	124	-	-	PUNCT
ajfa-1827	261	125	ter	ter	NOUN
ajfa-1827	261	126	n	n	CCONJ
ajfa-1827	261	127	each	each	DET
ajfa-1827	261	128	index	index	NOUN
ajfa-1827	261	129	3	3	NUM
ajfa-1827	261	130	.	.	PUNCT
ajfa-1827	261	131	hat	hat	NOUN
ajfa-1827	261	132	the	the	DET
ajfa-1827	261	133	owne	owne	PROPN
ajfa-1827	261	134	stock	stock	NOUN
ajfa-1827	261	135	mark	mark	PROPN
ajfa-1827	261	136	y	y	PROPN
ajfa-1827	261	137	be	be	AUX
ajfa-1827	261	138	linked	link	VERB
ajfa-1827	261	139	ks	ks	PROPN
ajfa-1827	261	140	.	.	PUNCT
ajfa-1827	261	141	mationally	mationally	ADV
ajfa-1827	261	142	formation	formation	NOUN
ajfa-1827	261	143	,	,	PUNCT
ajfa-1827	261	144	k	k	PROPN
ajfa-1827	261	145	ake	ake	NOUN
ajfa-1827	261	146	abnorm	abnorm	VERB
ajfa-1827	261	147	ts	ts	ADP
ajfa-1827	261	148	fundamen	fundaman	NOUN
ajfa-1827	261	149	memory	memory	NOUN
ajfa-1827	261	150	in	in	ADP
ajfa-1827	261	151	wly	wly	NOUN
ajfa-1827	261	152	when	when	SCONJ
ajfa-1827	261	153	en	en	X
ajfa-1827	261	154	market	market	NOUN
ajfa-1827	261	155	pr	pr	ADP
ajfa-1827	261	156	the	the	DET
ajfa-1827	261	157	heuristic	heuristic	ADJ
ajfa-1827	261	158	mong	mong	NOUN
ajfa-1827	261	159	the	the	DET
ajfa-1827	261	160	tw	tw	PROPN
ajfa-1827	261	161	q	q	PROPN
ajfa-1827	261	162	45	45	NUM
ajfa-1827	261	163	,	,	PUNCT
ajfa-1827	261	164	sse	sse	PROPN
ajfa-1827	261	165	c	c	NOUN
ajfa-1827	261	166	on	on	ADP
ajfa-1827	261	167	of	of	ADP
ajfa-1827	261	168	the	the	PRON
ajfa-1827	261	169	as	as	ADP
ajfa-1827	261	170	es	es	NOUN
ajfa-1827	261	171	there	there	ADV
ajfa-1827	261	172	wa	wa	ADP
ajfa-1827	261	173	rrelation	rrelation	NOUN
ajfa-1827	261	174	,	,	PUNCT
ajfa-1827	261	175	m	m	AUX
ajfa-1827	261	176	ely	ely	ADV
ajfa-1827	261	177	linked	link	VERB
ajfa-1827	261	178	to	to	ADP
ajfa-1827	261	179	end	end	NOUN
ajfa-1827	261	180	is	be	AUX
ajfa-1827	261	181	up	up	ADV
ajfa-1827	261	182	.	.	PUNCT
ajfa-1827	262	1	ompletely	ompletely	ADV
ajfa-1827	262	2	d	d	X
ajfa-1827	262	3	the	the	DET
ajfa-1827	262	4	integrati	integrati	NOUN
ajfa-1827	262	5	formation	formation	NOUN
ajfa-1827	262	6	o	o	INTJ
ajfa-1827	262	7	very	very	ADV
ajfa-1827	262	8	slow	slow	ADJ
ajfa-1827	262	9	om	om	PROPN
ajfa-1827	262	10	ideal	ideal	NOUN
ajfa-1827	262	11	m	m	PROPN
ajfa-1827	262	12	quisition	quisition	NOUN
ajfa-1827	262	13	and	and	CCONJ
ajfa-1827	262	14	ment	ment	NOUN
ajfa-1827	262	15	,	,	PUNCT
ajfa-1827	262	16	especi	especi	NOUN
ajfa-1827	262	17	rongly	rongly	ADV
ajfa-1827	262	18	asso	asso	PROPN
ajfa-1827	262	19	rice	rice	PROPN
ajfa-1827	262	20	manipu	manipu	PROPN
ajfa-1827	262	21	pects	pect	VERB
ajfa-1827	262	22	in	in	ADP
ajfa-1827	262	23	re	re	VERB
ajfa-1827	262	24	be	be	AUX
ajfa-1827	262	25	typical	typical	ADJ
ajfa-1827	262	26	c	c	NOUN
ajfa-1827	262	27	ties	tie	NOUN
ajfa-1827	262	28	and	and	CCONJ
ajfa-1827	262	29	m	m	NOUN
ajfa-1827	262	30	tals	tal	NOUN
ajfa-1827	262	31	and	and	CCONJ
ajfa-1827	262	32	thei	thei	PROPN
ajfa-1827	262	33	periods	periods	PROPN
ajfa-1827	262	34	wi	wi	PROPN
ajfa-1827	262	35	ill	ill	ADV
ajfa-1827	262	36	try	try	VERB
ajfa-1827	262	37	to	to	ADP
ajfa-1827	262	38	sh	sh	PROPN
ajfa-1827	262	39	rm	rm	PROPN
ajfa-1827	262	40	persisten	persisten	VERB
ajfa-1827	262	41	x	x	PUNCT
ajfa-1827	262	42	bullish	bullish	VERB
ajfa-1827	262	43	an	an	DET
ajfa-1827	262	44	ership	ership	NOUN
ajfa-1827	262	45	of	of	ADP
ajfa-1827	262	46	lo	lo	PROPN
ajfa-1827	262	47	ket	ket	PROPN
ajfa-1827	262	48	indicatin	indicatin	PROPN
ajfa-1827	262	49	to	to	PART
ajfa-1827	262	50	particula	particula	VERB
ajfa-1827	262	51	efficient	efficient	ADJ
ajfa-1827	262	52	if	if	SCONJ
ajfa-1827	262	53	known	know	VERB
ajfa-1827	262	54	or	or	CCONJ
ajfa-1827	262	55	a	a	DET
ajfa-1827	262	56	mal	mal	ADJ
ajfa-1827	262	57	profits	profit	NOUN
ajfa-1827	262	58	by	by	ADP
ajfa-1827	262	59	ntal	ntal	ADJ
ajfa-1827	262	60	value	value	NOUN
ajfa-1827	262	61	.	.	PUNCT
ajfa-1827	263	1	b	b	X
ajfa-1827	263	2	that	that	PRON
ajfa-1827	263	3	persist	persist	VERB
ajfa-1827	263	4	the	the	DET
ajfa-1827	263	5	delay	delay	NOUN
ajfa-1827	263	6	i	i	PRON
ajfa-1827	263	7	rice	rice	VERB
ajfa-1827	263	8	and	and	CCONJ
ajfa-1827	263	9	its	its	PRON
ajfa-1827	263	10	c	c	NOUN
ajfa-1827	263	11	r	r	NOUN
ajfa-1827	263	12	/	/	SYM
ajfa-1827	263	13	s	s	PROPN
ajfa-1827	263	14	amen	amen	INTJ
ajfa-1827	263	15	enty	enty	NOUN
ajfa-1827	263	16	-	-	PUNCT
ajfa-1827	263	17	one	one	NUM
ajfa-1827	263	18	ex	ex	PRON
ajfa-1827	263	19	composite	composite	NOUN
ajfa-1827	263	20	,	,	PUNCT
ajfa-1827	263	21	sumption	sumption	NOUN
ajfa-1827	263	22	of	of	ADP
ajfa-1827	263	23	as	as	ADP
ajfa-1827	263	24	evidence	evidence	NOUN
ajfa-1827	263	25	more	more	ADJ
ajfa-1827	263	26	it	it	PRON
ajfa-1827	263	27	was	be	AUX
ajfa-1827	263	28	o	o	PROPN
ajfa-1827	263	29	countries	country	NOUN
ajfa-1827	263	30	destroys	destroy	VERB
ajfa-1827	263	31	the	the	DET
ajfa-1827	263	32	ion	ion	NOUN
ajfa-1827	263	33	of	of	ADP
ajfa-1827	263	34	infor	infor	PROPN
ajfa-1827	263	35	fits	fit	VERB
ajfa-1827	263	36	very	very	ADV
ajfa-1827	263	37	s	s	NOUN
ajfa-1827	263	38	w	w	NOUN
ajfa-1827	263	39	,	,	PUNCT
ajfa-1827	263	40	but	but	CCONJ
ajfa-1827	263	41	mostl	mostl	VERB
ajfa-1827	263	42	arket	arket	NOUN
ajfa-1827	263	43	define	define	VERB
ajfa-1827	263	44	392	392	NUM
ajfa-1827	263	45	d	d	NOUN
ajfa-1827	263	46	dissemina	dissemina	VERB
ajfa-1827	263	47	ially	ially	ADV
ajfa-1827	263	48	in	in	ADP
ajfa-1827	263	49	rela	rela	PROPN
ajfa-1827	263	50	ciated	ciate	VERB
ajfa-1827	263	51	with	with	ADP
ajfa-1827	263	52	ulations	ulation	NOUN
ajfa-1827	263	53	,	,	PUNCT
ajfa-1827	263	54	use	use	VERB
ajfa-1827	263	55	elation	elation	NOUN
ajfa-1827	263	56	to	to	ADP
ajfa-1827	263	57	l	l	PROPN
ajfa-1827	263	58	characteristi	characteristi	PROPN
ajfa-1827	263	59	may	may	AUX
ajfa-1827	263	60	explain	explain	VERB
ajfa-1827	263	61	ir	ir	PROPN
ajfa-1827	263	62	slow	slow	ADJ
ajfa-1827	263	63	adju	adju	NOUN
ajfa-1827	263	64	ith	ith	PROPN
ajfa-1827	263	65	differen	differen	PROPN
ajfa-1827	263	66	how	how	SCONJ
ajfa-1827	263	67	in	in	ADP
ajfa-1827	263	68	this	this	DET
ajfa-1827	263	69	nce	nce	NOUN
ajfa-1827	263	70	and	and	CCONJ
ajfa-1827	263	71	the	the	DET
ajfa-1827	263	72	nd	nd	NOUN
ajfa-1827	263	73	bearish	bearish	ADJ
ajfa-1827	263	74	p	p	NOUN
ajfa-1827	263	75	ong	ong	ADJ
ajfa-1827	263	76	-	-	PUNCT
ajfa-1827	263	77	term	term	NOUN
ajfa-1827	263	78	dep	dep	PROPN
ajfa-1827	263	79	ng	ng	PROPN
ajfa-1827	263	80	an	an	DET
ajfa-1827	263	81	upwar	upwar	PROPN
ajfa-1827	263	82	ar	ar	NOUN
ajfa-1827	263	83	character	character	NOUN
ajfa-1827	263	84	it	it	PRON
ajfa-1827	263	85	is	be	AUX
ajfa-1827	263	86	impos	impos	NOUN
ajfa-1827	263	87	anticipated	anticipate	VERB
ajfa-1827	263	88	,	,	PUNCT
ajfa-1827	264	1	y	y	PROPN
ajfa-1827	264	2	speculatin	speculatin	NOUN
ajfa-1827	264	3	but	but	CCONJ
ajfa-1827	264	4	this	this	DET
ajfa-1827	264	5	def	def	ADJ
ajfa-1827	264	6	tence	tence	NOUN
ajfa-1827	264	7	is	be	AUX
ajfa-1827	264	8	cha	cha	NOUN
ajfa-1827	264	9	increases	increase	VERB
ajfa-1827	264	10	an	an	DET
ajfa-1827	264	11	fundamenta	fundamenta	NOUN
ajfa-1827	264	12	nded	nde	VERB
ajfa-1827	264	13	,	,	PUNCT
ajfa-1827	264	14	which	which	PRON
ajfa-1827	264	15	xhibit	xhibit	VERB
ajfa-1827	264	16	long	long	PROPN
ajfa-1827	264	17	t	t	PROPN
ajfa-1827	264	18	tunindex	tunindex	NOUN
ajfa-1827	264	19	,	,	PUNCT
ajfa-1827	264	20	f	f	PROPN
ajfa-1827	264	21	weak	weak	ADJ
ajfa-1827	264	22	form	form	NOUN
ajfa-1827	264	23	e	e	NOUN
ajfa-1827	264	24	of	of	ADP
ajfa-1827	264	25	a	a	DET
ajfa-1827	264	26	shor	shor	NOUN
ajfa-1827	264	27	s	s	PART
ajfa-1827	264	28	observed	observe	VERB
ajfa-1827	264	29	s	s	VERB
ajfa-1827	264	30	whose	whose	DET
ajfa-1827	264	31	lev	lev	NOUN
ajfa-1827	264	32	e	e	NOUN
ajfa-1827	264	33	hypothesi	hypothesi	NOUN
ajfa-1827	264	34	rmation	rmation	NOUN
ajfa-1827	264	35	in	in	ADP
ajfa-1827	264	36	t	t	NOUN
ajfa-1827	264	37	slowly	slowly	ADV
ajfa-1827	264	38	.	.	PUNCT
ajfa-1827	265	1	in	in	ADP
ajfa-1827	265	2	ly	ly	PRON
ajfa-1827	265	3	because	because	SCONJ
ajfa-1827	265	4	ed	ed	NOUN
ajfa-1827	265	5	by	by	ADP
ajfa-1827	265	6	the	the	DET
ajfa-1827	265	7	pr	pr	NOUN
ajfa-1827	265	8	asian	asian	ADJ
ajfa-1827	265	9	ation	ation	NOUN
ajfa-1827	265	10	about	about	ADP
ajfa-1827	265	11	ation	ation	PROPN
ajfa-1827	265	12	to	to	PART
ajfa-1827	265	13	pro	pro	VERB
ajfa-1827	265	14	h	h	NOUN
ajfa-1827	265	15	low	low	ADJ
ajfa-1827	265	16	levels	level	NOUN
ajfa-1827	265	17	e	e	X
ajfa-1827	265	18	of	of	ADP
ajfa-1827	265	19	inside	inside	ADV
ajfa-1827	265	20	in	in	ADP
ajfa-1827	265	21	listing	list	VERB
ajfa-1827	265	22	requ	requ	NOUN
ajfa-1827	265	23	ics	ic	NOUN
ajfa-1827	265	24	of	of	ADP
ajfa-1827	265	25	thin	thin	ADJ
ajfa-1827	265	26	m	m	PROPN
ajfa-1827	265	27	n	n	ADP
ajfa-1827	265	28	the	the	DET
ajfa-1827	265	29	depar	depar	NOUN
ajfa-1827	265	30	ustment	ustment	NOUN
ajfa-1827	265	31	to	to	ADP
ajfa-1827	265	32	n	n	PROPN
ajfa-1827	265	33	nt	not	PART
ajfa-1827	265	34	trends	trend	NOUN
ajfa-1827	265	35	s	s	PART
ajfa-1827	265	36	paragraph	paragraph	NOUN
ajfa-1827	265	37	market	market	NOUN
ajfa-1827	265	38	tren	tren	NOUN
ajfa-1827	265	39	periods	period	NOUN
ajfa-1827	265	40	,	,	PUNCT
ajfa-1827	265	41	the	the	DET
ajfa-1827	265	42	pendence	pendence	NOUN
ajfa-1827	265	43	o	o	PROPN
ajfa-1827	265	44	rd	rd	NOUN
ajfa-1827	265	45	trend	trend	NOUN
ajfa-1827	265	46	,	,	PUNCT
ajfa-1827	265	47	a	a	DET
ajfa-1827	265	48	p	p	PROPN
ajfa-1827	265	49	ristics	ristic	NOUN
ajfa-1827	265	50	of	of	ADP
ajfa-1827	265	51	th	th	X
ajfa-1827	265	52	ssible	ssible	ADJ
ajfa-1827	265	53	to	to	ADP
ajfa-1827	265	54	pr	pr	NOUN
ajfa-1827	265	55	is	be	AUX
ajfa-1827	265	56	already	already	ADV
ajfa-1827	265	57	i	i	PRON
ajfa-1827	265	58	ng	ng	PROPN
ajfa-1827	265	59	on	on	ADP
ajfa-1827	265	60	the	the	DET
ajfa-1827	265	61	di	di	NOUN
ajfa-1827	265	62	finition	finition	NOUN
ajfa-1827	265	63	of	of	ADP
ajfa-1827	265	64	e	e	NOUN
ajfa-1827	265	65	aracterized	aracterize	VERB
ajfa-1827	265	66	b	b	NOUN
ajfa-1827	265	67	nd	nd	INTJ
ajfa-1827	265	68	this	this	DET
ajfa-1827	265	69	lea	lea	PROPN
ajfa-1827	265	70	al	al	PROPN
ajfa-1827	265	71	value	value	NOUN
ajfa-1827	265	72	.	.	PUNCT
ajfa-1827	266	1	h	h	PROPN
ajfa-1827	266	2	provides	provide	VERB
ajfa-1827	266	3	u	u	NOUN
ajfa-1827	266	4	term	term	NOUN
ajfa-1827	266	5	depend	depend	VERB
ajfa-1827	266	6	egx	egx	PROPN
ajfa-1827	266	7	,	,	PUNCT
ajfa-1827	266	8	tad	tad	NOUN
ajfa-1827	266	9	m	m	PRON
ajfa-1827	266	10	of	of	ADP
ajfa-1827	266	11	efficien	efficien	PROPN
ajfa-1827	266	12	rt	rt	PROPN
ajfa-1827	266	13	memory	memory	NOUN
ajfa-1827	266	14	that	that	PRON
ajfa-1827	266	15	the	the	DET
ajfa-1827	266	16	ch	ch	NOUN
ajfa-1827	266	17	vel	vel	NOUN
ajfa-1827	266	18	of	of	ADP
ajfa-1827	266	19	devel	devel	NOUN
ajfa-1827	266	20	is	be	AUX
ajfa-1827	266	21	of	of	ADP
ajfa-1827	266	22	marke	marke	NOUN
ajfa-1827	266	23	the	the	DET
ajfa-1827	266	24	price	price	NOUN
ajfa-1827	266	25	.	.	PUNCT
ajfa-1827	267	1	a	a	DET
ajfa-1827	267	2	a	a	DET
ajfa-1827	267	3	market	market	NOUN
ajfa-1827	267	4	of	of	ADP
ajfa-1827	267	5	overreac	overreac	ADJ
ajfa-1827	267	6	roponents	roponent	NOUN
ajfa-1827	267	7	o	o	NOUN
ajfa-1827	267	8	n	n	PRON
ajfa-1827	267	9	journal	journal	NOUN
ajfa-1827	267	10	of	of	ADP
ajfa-1827	267	11	f	f	PROPN
ajfa-1827	267	12	firms	firm	NOUN
ajfa-1827	267	13	issuin	issuin	VERB
ajfa-1827	267	14	operty	operty	NOUN
ajfa-1827	267	15	rights	right	NOUN
ajfa-1827	267	16	of	of	ADP
ajfa-1827	267	17	financia	financia	PROPN
ajfa-1827	267	18	nformation	nformation	NOUN
ajfa-1827	267	19	uirements	uirement	VERB
ajfa-1827	267	20	an	an	DET
ajfa-1827	267	21	markets	market	NOUN
ajfa-1827	267	22	.	.	PUNCT
ajfa-1827	268	1	th	th	X
ajfa-1827	268	2	ture	ture	NOUN
ajfa-1827	268	3	of	of	ADP
ajfa-1827	268	4	sto	sto	ADJ
ajfa-1827	268	5	new	new	ADJ
ajfa-1827	268	6	informa	informa	ADJ
ajfa-1827	268	7	h	h	NOUN
ajfa-1827	268	8	if	if	SCONJ
ajfa-1827	268	9	there	there	PRON
ajfa-1827	268	10	is	be	VERB
ajfa-1827	268	11	nd	nd	PRON
ajfa-1827	268	12	,	,	PUNCT
ajfa-1827	268	13	for	for	ADP
ajfa-1827	268	14	this	this	DET
ajfa-1827	268	15	results	result	NOUN
ajfa-1827	268	16	are	be	AUX
ajfa-1827	268	17	n	n	PRON
ajfa-1827	268	18	market	market	NOUN
ajfa-1827	268	19	in	in	ADP
ajfa-1827	268	20	phenomeno	phenomeno	NOUN
ajfa-1827	268	21	he	he	PRON
ajfa-1827	268	22	environm	environm	VERB
ajfa-1827	268	23	redict	redict	DET
ajfa-1827	268	24	future	future	ADJ
ajfa-1827	268	25	ncorporated	ncorporate	VERB
ajfa-1827	268	26	fference	fference	NOUN
ajfa-1827	269	1	be	be	AUX
ajfa-1827	269	2	efficiency	efficiency	NOUN
ajfa-1827	269	3	is	be	AUX
ajfa-1827	269	4	by	by	ADP
ajfa-1827	269	5	an	an	DET
ajfa-1827	269	6	autoc	autoc	ADJ
ajfa-1827	269	7	ads	ad	NOUN
ajfa-1827	269	8	to	to	ADP
ajfa-1827	269	9	the	the	DET
ajfa-1827	269	10	e	e	NOUN
ajfa-1827	269	11	us	we	PRON
ajfa-1827	269	12	with	with	ADP
ajfa-1827	269	13	stati	stati	PROPN
ajfa-1827	269	14	dence	dence	NOUN
ajfa-1827	269	15	:	:	PUNCT
ajfa-1827	269	16	the	the	DET
ajfa-1827	269	17	f	f	PROPN
ajfa-1827	269	18	awul	awul	PROPN
ajfa-1827	269	19	and	and	CCONJ
ajfa-1827	269	20	m	m	PRON
ajfa-1827	269	21	ncy	ncy	PROPN
ajfa-1827	269	22	in	in	ADP
ajfa-1827	269	23	these	these	PRON
ajfa-1827	269	24	that	that	PRON
ajfa-1827	269	25	is	be	AUX
ajfa-1827	269	26	to	to	ADP
ajfa-1827	269	27	haracteristic	haracteristic	ADJ
ajfa-1827	269	28	lopment	lopment	NOUN
ajfa-1827	269	29	is	be	AUX
ajfa-1827	269	30	et	et	NOUN
ajfa-1827	269	31	efficiency	efficiency	NOUN
ajfa-1827	269	32	a	a	DET
ajfa-1827	269	33	persistent	persistent	ADJ
ajfa-1827	269	34	antipersist	antipersist	NOUN
ajfa-1827	269	35	ctions	ction	NOUN
ajfa-1827	269	36	that	that	PRON
ajfa-1827	269	37	f	f	PROPN
ajfa-1827	269	38	the	the	DET
ajfa-1827	269	39	rationa	rationa	PROPN
ajfa-1827	269	40	finance	finance	PROPN
ajfa-1827	269	41	&	&	CCONJ
ajfa-1827	269	42	ac	ac	PROPN
ajfa-1827	269	43	issn	issn	PROPN
ajfa-1827	269	44	19	19	NUM
ajfa-1827	269	45	2012	2012	NUM
ajfa-1827	269	46	,	,	PUNCT
ajfa-1827	269	47	vol	vol	NOUN
ajfa-1827	269	48	.	.	PUNCT
ajfa-1827	269	49	www.macrothi	www.macrothi	PUNCT
ajfa-1827	270	1	ng	ng	PROPN
ajfa-1827	270	2	equities	equities	PROPN
ajfa-1827	270	3	s	s	PART
ajfa-1827	270	4	and	and	CCONJ
ajfa-1827	270	5	prote	prote	VERB
ajfa-1827	270	6	al	al	PROPN
ajfa-1827	270	7	and	and	CCONJ
ajfa-1827	270	8	stock	stock	NOUN
ajfa-1827	270	9	and	and	CCONJ
ajfa-1827	270	10	the	the	DET
ajfa-1827	270	11	ina	ina	PROPN
ajfa-1827	270	12	and	and	CCONJ
ajfa-1827	270	13	the	the	DET
ajfa-1827	270	14	abs	ab	NOUN
ajfa-1827	270	15	hese	hese	VERB
ajfa-1827	270	16	charac	charac	VERB
ajfa-1827	270	17	ock	ock	NOUN
ajfa-1827	270	18	prices	price	NOUN
ajfa-1827	270	19	ation	ation	PROPN
ajfa-1827	270	20	.	.	PUNCT
ajfa-1827	271	1	s	s	VERB
ajfa-1827	271	2	some	some	PRON
ajfa-1827	271	3	con	con	NOUN
ajfa-1827	271	4	s	s	PART
ajfa-1827	272	1	reason	reason	NOUN
ajfa-1827	273	1	we	we	PRON
ajfa-1827	273	2	summarize	summarize	VERB
ajfa-1827	273	3	ndex	ndex	NOUN
ajfa-1827	273	4	returns	return	NOUN
ajfa-1827	273	5	on	on	ADP
ajfa-1827	273	6	that	that	DET
ajfa-1827	273	7	sugg	sugg	NOUN
ajfa-1827	273	8	ment	ment	NOUN
ajfa-1827	273	9	in	in	ADP
ajfa-1827	273	10	whi	whi	PROPN
ajfa-1827	273	11	e	e	NOUN
ajfa-1827	273	12	returns	return	VERB
ajfa-1827	273	13	fr	fr	PROPN
ajfa-1827	273	14	d	d	NOUN
ajfa-1827	273	15	in	in	ADP
ajfa-1827	273	16	the	the	DET
ajfa-1827	273	17	pric	pric	NOUN
ajfa-1827	273	18	etween	etween	VERB
ajfa-1827	273	19	the	the	DET
ajfa-1827	273	20	o	o	NOUN
ajfa-1827	273	21	s	s	NOUN
ajfa-1827	273	22	challenge	challenge	NOUN
ajfa-1827	273	23	correlation	correlation	NOUN
ajfa-1827	273	24	existence	existence	NOUN
ajfa-1827	273	25	o	o	NOUN
ajfa-1827	273	26	istical	istical	ADJ
ajfa-1827	273	27	v	v	ADP
ajfa-1827	273	28	sho	sho	NOUN
ajfa-1827	273	29	following	follow	VERB
ajfa-1827	273	30	re	re	ADP
ajfa-1827	273	31	merval	merval	NOUN
ajfa-1827	273	32	there	there	PRON
ajfa-1827	273	33	e	e	VERB
ajfa-1827	273	34	markets	market	NOUN
ajfa-1827	273	35	.	.	PUNCT
ajfa-1827	274	1	w	w	PROPN
ajfa-1827	274	2	say	say	PROPN
ajfa-1827	274	3	,	,	PUNCT
ajfa-1827	274	4	a	a	DET
ajfa-1827	274	5	pres	pres	PROPN
ajfa-1827	274	6	c	c	PROPN
ajfa-1827	274	7	of	of	ADP
ajfa-1827	274	8	long	long	ADJ
ajfa-1827	274	9	m	m	VERB
ajfa-1827	274	10	relatively	relatively	ADV
ajfa-1827	274	11	l	l	ADJ
ajfa-1827	274	12	y	y	NOUN
ajfa-1827	274	13	since	since	SCONJ
ajfa-1827	274	14	it	it	PRON
ajfa-1827	274	15	s	s	VERB
ajfa-1827	274	16	market	market	NOUN
ajfa-1827	274	17	wo	will	AUX
ajfa-1827	274	18	tant	tant	NOUN
ajfa-1827	274	19	integra	integra	PROPN
ajfa-1827	274	20	are	be	AUX
ajfa-1827	274	21	correct	correct	ADJ
ajfa-1827	274	22	ality	ality	NOUN
ajfa-1827	274	23	of	of	ADP
ajfa-1827	274	24	inve	inve	ADV
ajfa-1827	274	25	ccounting	ccounte	VERB
ajfa-1827	274	26	946	946	NUM
ajfa-1827	274	27	-	-	PUNCT
ajfa-1827	274	28	052x	052x	NOUN
ajfa-1827	274	29	4	4	NUM
ajfa-1827	274	30	,	,	PUNCT
ajfa-1827	274	31	no	no	INTJ
ajfa-1827	274	32	.	.	NOUN
ajfa-1827	274	33	2	2	NUM
ajfa-1827	274	34	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	274	35	,	,	PUNCT
ajfa-1827	274	36	lack	lack	NOUN
ajfa-1827	274	37	of	of	ADP
ajfa-1827	274	38	ection	ection	NOUN
ajfa-1827	274	39	of	of	ADP
ajfa-1827	274	40	k	k	PROPN
ajfa-1827	274	41	market	market	NOUN
ajfa-1827	274	42	dequacy	dequacy	NOUN
ajfa-1827	274	43	sence	sence	ADV
ajfa-1827	274	44	of	of	ADP
ajfa-1827	274	45	cteristics	cteristic	NOUN
ajfa-1827	274	46	in	in	ADP
ajfa-1827	274	47	these	these	DET
ajfa-1827	274	48	nnection	nnection	NOUN
ajfa-1827	274	49	divided	divide	VERB
ajfa-1827	274	50	ed	ed	NOUN
ajfa-1827	274	51	in	in	ADP
ajfa-1827	274	52	the	the	DET
ajfa-1827	274	53	s	s	NOUN
ajfa-1827	274	54	tend	tend	NOUN
ajfa-1827	274	55	to	to	PART
ajfa-1827	274	56	gests	gest	NOUN
ajfa-1827	274	57	that	that	SCONJ
ajfa-1827	274	58	ich	ich	PROPN
ajfa-1827	274	59	each	each	DET
ajfa-1827	274	60	rom	rom	NOUN
ajfa-1827	274	61	past	past	PROPN
ajfa-1827	274	62	ce	ce	PROPN
ajfa-1827	274	63	.	.	PUNCT
ajfa-1827	275	1	so	so	ADV
ajfa-1827	275	2	,	,	PUNCT
ajfa-1827	275	3	it	it	PRON
ajfa-1827	275	4	observed	observe	VERB
ajfa-1827	275	5	d	d	NOUN
ajfa-1827	275	6	by	by	ADP
ajfa-1827	275	7	the	the	DET
ajfa-1827	275	8	function	function	NOUN
ajfa-1827	275	9	of	of	ADP
ajfa-1827	275	10	a	a	DET
ajfa-1827	275	11	gap	gap	NOUN
ajfa-1827	275	12	ows	ow	NOUN
ajfa-1827	275	13	that	that	SCONJ
ajfa-1827	275	14	eturns	eturn	NOUN
ajfa-1827	275	15	of	of	ADP
ajfa-1827	275	16	efore	efore	NOUN
ajfa-1827	275	17	we	we	PRON
ajfa-1827	275	18	whereas	whereas	SCONJ
ajfa-1827	275	19	sence	sence	ADV
ajfa-1827	275	20	of	of	ADP
ajfa-1827	275	21	memory	memory	NOUN
ajfa-1827	275	22	low	low	ADJ
ajfa-1827	275	23	and	and	CCONJ
ajfa-1827	275	24	signals	signal	NOUN
ajfa-1827	275	25	a	a	PRON
ajfa-1827	275	26	uld	uld	AUX
ajfa-1827	275	27	be	be	AUX
ajfa-1827	275	28	a	a	DET
ajfa-1827	275	29	ation	ation	NOUN
ajfa-1827	275	30	of	of	ADP
ajfa-1827	275	31	ed	ed	NOUN
ajfa-1827	275	32	,	,	PUNCT
ajfa-1827	275	33	over	over	ADP
ajfa-1827	275	34	estors	estor	NOUN
ajfa-1827	275	35	.	.	PUNCT
ajfa-1827	276	1	howeve	howeve	PROPN
ajfa-1827	276	2	exponen	exponen	PROPN
ajfa-1827	276	3	replicat	replicat	PROPN
ajfa-1827	276	4	referen	referen	PROPN
ajfa-1827	276	5	andrew	andrew	PROPN
ajfa-1827	276	6	matrix	matrix	PROPN
ajfa-1827	276	7	backus	backus	PROPN
ajfa-1827	276	8	structur	structur	PROPN
ajfa-1827	276	9	http://dx	http://dx	PROPN
ajfa-1827	276	10	baillie	baillie	PROPN
ajfa-1827	276	11	,	,	PUNCT
ajfa-1827	276	12	journal	journal	NOUN
ajfa-1827	276	13	bernste	bernste	NOUN
ajfa-1827	276	14	portfoli	portfoli	PROPN
ajfa-1827	276	15	bollersl	bollersl	NOUN
ajfa-1827	276	16	volatilit	volatilit	VERB
ajfa-1827	276	17	david	david	PROPN
ajfa-1827	276	18	g	g	PROPN
ajfa-1827	276	19	studies	studies	PROPN
ajfa-1827	276	20	http://dx	http://dx	PROPN
ajfa-1827	276	21	davidso	davidso	PROPN
ajfa-1827	276	22	journal	journal	PROPN
ajfa-1827	276	23	http://dx	http://dx	PROPN
ajfa-1827	276	24	diebold	diebold	PROPN
ajfa-1827	276	25	journal	journal	PROPN
ajfa-1827	276	26	http://dx	http://dx	PROPN
ajfa-1827	276	27	diebold	diebold	PROPN
ajfa-1827	276	28	index	index	NOUN
ajfa-1827	276	29	:	:	PUNCT
ajfa-1827	276	30	http://dx	http://dx	PROPN
ajfa-1827	276	31	doukha	doukha	NOUN
ajfa-1827	276	32	depend	depend	VERB
ajfa-1827	276	33	dufréno	dufréno	PROPN
ajfa-1827	276	34	applica	applica	PROPN
ajfa-1827	276	35	http://dx	http://dx	PROPN
ajfa-1827	276	36	frieder	frieder	PROPN
ajfa-1827	276	37	,	,	PUNCT
ajfa-1827	276	38	journal	journal	NOUN
ajfa-1827	276	39	http://dx	http://dx	PROPN
ajfa-1827	276	40	er	er	INTJ
ajfa-1827	276	41	the	the	DET
ajfa-1827	276	42	analy	analy	PROPN
ajfa-1827	276	43	nt	not	PART
ajfa-1827	276	44	suspect	suspect	VERB
ajfa-1827	276	45	b	b	PROPN
ajfa-1827	276	46	ted	te	VERB
ajfa-1827	276	47	using	use	VERB
ajfa-1827	276	48	lo	lo	PROPN
ajfa-1827	276	49	nces	nces	PROPN
ajfa-1827	276	50	ws	ws	PROPN
ajfa-1827	276	51	,	,	PUNCT
ajfa-1827	276	52	donald	donald	PROPN
ajfa-1827	276	53	w	w	PROPN
ajfa-1827	276	54	estimation	estimation	PROPN
ajfa-1827	276	55	.	.	PUNCT
ajfa-1827	277	1	,	,	PUNCT
ajfa-1827	278	1	d.k	d.k	PROPN
ajfa-1827	278	2	.	.	PROPN
ajfa-1827	278	3	,	,	PUNCT
ajfa-1827	278	4	&	&	CCONJ
ajfa-1827	278	5	s	s	X
ajfa-1827	278	6	re	re	X
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ajfa-1827	278	8	inte	inte	NOUN
ajfa-1827	278	9	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	279	1	r.t	r.t	PROPN
ajfa-1827	279	2	.	.	PROPN
ajfa-1827	280	1	(	(	PUNCT
ajfa-1827	280	2	199	199	NUM
ajfa-1827	280	3	of	of	ADP
ajfa-1827	280	4	econom	econom	PROPN
ajfa-1827	280	5	ein	ein	PROPN
ajfa-1827	280	6	,	,	PUNCT
ajfa-1827	280	7	peter	peter	PROPN
ajfa-1827	280	8	l	l	PROPN
ajfa-1827	280	9	io	io	PROPN
ajfa-1827	280	10	managem	managem	PROPN
ajfa-1827	280	11	lev	lev	PROPN
ajfa-1827	280	12	t.	t.	PROPN
ajfa-1827	280	13	,	,	PUNCT
ajfa-1827	280	14	&	&	CCONJ
ajfa-1827	280	15	m	m	PROPN
ajfa-1827	280	16	ty	ty	PROPN
ajfa-1827	280	17	.	.	PROPN
ajfa-1827	280	18	journal	journal	PROPN
ajfa-1827	280	19	g.	g.	PROPN
ajfa-1827	280	20	mcmilla	mcmilla	PROPN
ajfa-1827	280	21	in	in	ADP
ajfa-1827	280	22	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	280	23	on	on	ADP
ajfa-1827	280	24	,	,	PUNCT
ajfa-1827	280	25	j.	j.	PROPN
ajfa-1827	280	26	,	,	PUNCT
ajfa-1827	280	27	&	&	CCONJ
ajfa-1827	280	28	t	t	PROPN
ajfa-1827	280	29	l	l	PROPN
ajfa-1827	280	30	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	281	1	d	d	PROPN
ajfa-1827	281	2	,	,	PUNCT
ajfa-1827	281	3	f.x	f.x	PROPN
ajfa-1827	281	4	.	.	PROPN
ajfa-1827	281	5	,	,	PUNCT
ajfa-1827	281	6	&	&	CCONJ
ajfa-1827	281	7	g	g	PROPN
ajfa-1827	281	8	l	l	PROPN
ajfa-1827	281	9	o	o	X
ajfa-1827	281	10	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	282	1	d	d	PROPN
ajfa-1827	282	2	,	,	PUNCT
ajfa-1827	282	3	f.x	f.x	PROPN
ajfa-1827	282	4	.	.	PROPN
ajfa-1827	282	5	,	,	PUNCT
ajfa-1827	282	6	&	&	CCONJ
ajfa-1827	282	7	a	a	DET
ajfa-1827	282	8	real	real	ADJ
ajfa-1827	282	9	x.doi.org/10	x.doi.org/10	NOUN
ajfa-1827	282	10	an	an	PRON
ajfa-1827	282	11	,	,	PUNCT
ajfa-1827	282	12	p.	p.	NOUN
ajfa-1827	282	13	,	,	PUNCT
ajfa-1827	282	14	oppe	oppe	PROPN
ajfa-1827	282	15	dence	dence	VERB
ajfa-1827	282	16	.	.	PUNCT
ajfa-1827	283	1	birkh	birkh	PROPN
ajfa-1827	283	2	ot	ot	PROPN
ajfa-1827	283	3	g.	g.	PROPN
ajfa-1827	283	4	,	,	PUNCT
ajfa-1827	283	5	&	&	CCONJ
ajfa-1827	283	6	m	m	PROPN
ajfa-1827	283	7	ations	ation	NOUN
ajfa-1827	283	8	to	to	ADP
ajfa-1827	283	9	m	m	PROPN
ajfa-1827	283	10	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	283	11	,	,	PUNCT
ajfa-1827	283	12	l.	l.	PROPN
ajfa-1827	283	13	,	,	PUNCT
ajfa-1827	283	14	&	&	CCONJ
ajfa-1827	283	15	subr	subr	PROPN
ajfa-1827	283	16	l	l	PROPN
ajfa-1827	283	17	of	of	ADP
ajfa-1827	283	18	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	283	19	ysis	ysis	PROPN
ajfa-1827	283	20	conduct	conduct	NOUN
ajfa-1827	283	21	bias	bias	NOUN
ajfa-1827	283	22	caused	cause	VERB
ajfa-1827	283	23	o	o	PROPN
ajfa-1827	283	24	statistics	statistic	NOUN
ajfa-1827	283	25	t	t	PROPN
ajfa-1827	283	26	w	w	PROPN
ajfa-1827	283	27	k.	k.	PROPN
ajfa-1827	283	28	(	(	PUNCT
ajfa-1827	283	29	1991	1991	NUM
ajfa-1827	283	30	.	.	PUNCT
ajfa-1827	284	1	econometr	econometr	PROPN
ajfa-1827	284	2	.e	.e	PROPN
ajfa-1827	284	3	.	.	PUNCT
ajfa-1827	285	1	zin	zin	NOUN
ajfa-1827	285	2	.	.	PUNCT
ajfa-1827	286	1	(	(	PUNCT
ajfa-1827	286	2	19	19	NUM
ajfa-1827	286	3	rest	rest	NOUN
ajfa-1827	286	4	rates	rate	NOUN
ajfa-1827	286	5	.	.	PUNCT
ajfa-1827	287	1	0.2307/2077	0.2307/2077	NOUN
ajfa-1827	287	2	96	96	NUM
ajfa-1827	287	3	)	)	PUNCT
ajfa-1827	287	4	.	.	PUNCT
ajfa-1827	288	1	long	long	ADJ
ajfa-1827	288	2	m	m	VERB
ajfa-1827	288	3	metrics	metric	NOUN
ajfa-1827	288	4	73	73	NUM
ajfa-1827	288	5	,	,	PUNCT
ajfa-1827	288	6	5	5	NUM
ajfa-1827	288	7	.	.	PUNCT
ajfa-1827	288	8	(	(	PUNCT
ajfa-1827	288	9	1999	1999	NUM
ajfa-1827	288	10	)	)	PUNCT
ajfa-1827	288	11	.	.	PUNCT
ajfa-1827	289	1	a	a	DET
ajfa-1827	289	2	ment	ment	NOUN
ajfa-1827	289	3	,	,	PUNCT
ajfa-1827	289	4	25(2	25(2	NUM
ajfa-1827	289	5	)	)	PUNCT
ajfa-1827	289	6	,	,	PUNCT
ajfa-1827	289	7	mikkelsen	mikkelsen	PROPN
ajfa-1827	289	8	i	i	PRON
ajfa-1827	289	9	of	of	ADP
ajfa-1827	289	10	derivativ	derivativ	PROPN
ajfa-1827	289	11	an	an	PROPN
ajfa-1827	289	12	,	,	PUNCT
ajfa-1827	289	13	&	&	CCONJ
ajfa-1827	289	14	pako	pako	PROPN
ajfa-1827	289	15	econo	econo	PROPN
ajfa-1827	289	16	0.1108/1086	0.1108/1086	PROPN
ajfa-1827	289	17	terasvirta	terasvirta	PROPN
ajfa-1827	289	18	,	,	PUNCT
ajfa-1827	289	19	t	t	PROPN
ajfa-1827	289	20	of	of	ADP
ajfa-1827	289	21	0.1016	0.1016	NUM
ajfa-1827	289	22	/	/	SYM
ajfa-1827	289	23	s030	s030	PROPN
ajfa-1827	289	24	g.d	g.d	PROPN
ajfa-1827	289	25	.	.	PROPN
ajfa-1827	289	26	rudeb	rudeb	PROPN
ajfa-1827	289	27	of	of	ADP
ajfa-1827	289	28	0.1016/0304	0.1016/0304	PROPN
ajfa-1827	289	29	g.d	g.d	PROPN
ajfa-1827	289	30	.	.	PROPN
ajfa-1827	289	31	rudeb	rudeb	PROPN
ajfa-1827	289	32	time	time	PROPN
ajfa-1827	289	33	ana	ana	PROPN
ajfa-1827	289	34	0.1016/0304	0.1016/0304	PROPN
ajfa-1827	289	35	enheim	enheim	PROPN
ajfa-1827	289	36	,	,	PUNCT
ajfa-1827	289	37	g.	g.	PROPN
ajfa-1827	289	38	,	,	PUNCT
ajfa-1827	289	39	hauser	hauser	PROPN
ajfa-1827	289	40	,	,	PUNCT
ajfa-1827	289	41	berl	berl	PROPN
ajfa-1827	289	42	mignon	mignon	PROPN
ajfa-1827	289	43	v.	v.	PROPN
ajfa-1827	289	44	(	(	PUNCT
ajfa-1827	289	45	macroeconom	macroeconom	PROPN
ajfa-1827	289	46	0.1007/978rhmanyam	0.1007/978rhmanyam	PROPN
ajfa-1827	289	47	,	,	PUNCT
ajfa-1827	289	48	financial	financial	ADJ
ajfa-1827	289	49	0.1017	0.1017	NUM
ajfa-1827	289	50	/	/	SYM
ajfa-1827	289	51	s002	s002	PROPN
ajfa-1827	289	52	ted	te	VERB
ajfa-1827	289	53	here	here	ADV
ajfa-1827	289	54	and	and	CCONJ
ajfa-1827	289	55	d	d	NOUN
ajfa-1827	289	56	for	for	SCONJ
ajfa-1827	289	57	examp	examp	NOUN
ajfa-1827	289	58	to	to	PART
ajfa-1827	289	59	cancel	cancel	VERB
ajfa-1827	289	60	th	th	NUM
ajfa-1827	289	61	)	)	PUNCT
ajfa-1827	289	62	.	.	PUNCT
ajfa-1827	290	1	heteroske	heteroske	PROPN
ajfa-1827	290	2	rica	rica	PROPN
ajfa-1827	290	3	,	,	PUNCT
ajfa-1827	290	4	econo	econo	PROPN
ajfa-1827	290	5	993	993	NUM
ajfa-1827	290	6	)	)	PUNCT
ajfa-1827	290	7	.	.	PUNCT
ajfa-1827	291	1	long	long	ADJ
ajfa-1827	291	2	-	-	PUNCT
ajfa-1827	291	3	m	m	PROPN
ajfa-1827	291	4	journal	journal	NOUN
ajfa-1827	291	5	7735	7735	NUM
ajfa-1827	291	6	memory	memory	NOUN
ajfa-1827	291	7	pro	pro	X
ajfa-1827	291	8	5	5	NUM
ajfa-1827	291	9	-	-	SYM
ajfa-1827	291	10	59	59	NUM
ajfa-1827	291	11	.	.	PUNCT
ajfa-1827	292	1	http://d	http://d	NOUN
ajfa-1827	292	2	new	new	ADJ
ajfa-1827	292	3	look	look	NOUN
ajfa-1827	292	4	,	,	PUNCT
ajfa-1827	292	5	1	1	NUM
ajfa-1827	292	6	-	-	SYM
ajfa-1827	292	7	2	2	NUM
ajfa-1827	292	8	.	.	PUNCT
ajfa-1827	293	1	http://	http://	PROPN
ajfa-1827	293	2	.o	.o	PROPN
ajfa-1827	293	3	(	(	PUNCT
ajfa-1827	293	4	1996	1996	NUM
ajfa-1827	293	5	)	)	PUNCT
ajfa-1827	293	6	.	.	PUNCT
ajfa-1827	294	1	ves	f	NOUN
ajfa-1827	294	2	,	,	PUNCT
ajfa-1827	294	3	4(3	4(3	NUM
ajfa-1827	294	4	)	)	PUNCT
ajfa-1827	294	5	,	,	PUNCT
ajfa-1827	294	6	63	63	NUM
ajfa-1827	294	7	thupayaga	thupayaga	NOUN
ajfa-1827	294	8	omics	omic	NOUN
ajfa-1827	294	9	6737091099	6737091099	NUM
ajfa-1827	294	10	t.t	t.t	PROPN
ajfa-1827	294	11	.	.	PROPN
ajfa-1827	294	12	(	(	PUNCT
ajfa-1827	294	13	eds	ed	NOUN
ajfa-1827	294	14	.	.	PUNCT
ajfa-1827	294	15	)	)	PUNCT
ajfa-1827	294	16	econ	econ	PROPN
ajfa-1827	294	17	04	04	NUM
ajfa-1827	294	18	-	-	PUNCT
ajfa-1827	294	19	4076(02	4076(02	NUM
ajfa-1827	294	20	busch	busch	NOUN
ajfa-1827	294	21	.	.	PUNCT
ajfa-1827	295	1	(	(	PUNCT
ajfa-1827	295	2	1989	1989	NUM
ajfa-1827	295	3	monetary	monetary	ADJ
ajfa-1827	295	4	4	4	NUM
ajfa-1827	295	5	-	-	PUNCT
ajfa-1827	295	6	3932(89)9	3932(89)9	NUM
ajfa-1827	295	7	busch	busch	NOUN
ajfa-1827	295	8	.	.	PUNCT
ajfa-1827	296	1	(	(	PUNCT
ajfa-1827	296	2	199	199	NUM
ajfa-1827	296	3	alysis	alysis	NOUN
ajfa-1827	296	4	.	.	PUNCT
ajfa-1827	297	1	jou	jou	INTJ
ajfa-1827	297	2	4	4	NUM
ajfa-1827	297	3	-	-	PUNCT
ajfa-1827	297	4	3932(89)9	3932(89)9	NUM
ajfa-1827	297	5	&	&	CCONJ
ajfa-1827	297	6	taqqu	taqqu	NOUN
ajfa-1827	297	7	,	,	PUNCT
ajfa-1827	297	8	m	m	PROPN
ajfa-1827	297	9	lin	lin	PROPN
ajfa-1827	297	10	.	.	PUNCT
ajfa-1827	298	1	(	(	PUNCT
ajfa-1827	298	2	2002	2002	NUM
ajfa-1827	298	3	)	)	PUNCT
ajfa-1827	298	4	.	.	PUNCT
ajfa-1827	299	1	rec	rec	PROPN
ajfa-1827	299	2	mics	mics	PROPN
ajfa-1827	299	3	and	and	CCONJ
ajfa-1827	299	4	f	f	PROPN
ajfa-1827	299	5	-1	-1	ADJ
ajfa-1827	299	6	-	-	PUNCT
ajfa-1827	299	7	4757	4757	NUM
ajfa-1827	299	8	-	-	SYM
ajfa-1827	299	9	36	36	NUM
ajfa-1827	299	10	a.	a.	NOUN
ajfa-1827	299	11	(	(	PUNCT
ajfa-1827	299	12	2005	2005	NUM
ajfa-1827	299	13	)	)	PUNCT
ajfa-1827	299	14	.	.	PUNCT
ajfa-1827	300	1	b	b	X
ajfa-1827	300	2	l	l	NOUN
ajfa-1827	300	3	and	and	CCONJ
ajfa-1827	300	4	2210900000	2210900000	NUM
ajfa-1827	300	5	393	393	NUM
ajfa-1827	300	6	d	d	NOUN
ajfa-1827	300	7	the	the	DET
ajfa-1827	300	8	metho	metho	PROPN
ajfa-1827	300	9	ple	ple	PROPN
ajfa-1827	300	10	by	by	ADP
ajfa-1827	300	11	short	short	ADJ
ajfa-1827	300	12	his	his	PRON
ajfa-1827	300	13	bias	bias	NOUN
ajfa-1827	300	14	.	.	PUNCT
ajfa-1827	301	1	edasticity	edasticity	NOUN
ajfa-1827	301	2	an	an	DET
ajfa-1827	301	3	ometric	ometric	ADJ
ajfa-1827	301	4	soci	soci	PROPN
ajfa-1827	301	5	memory	memory	NOUN
ajfa-1827	301	6	infl	infl	PROPN
ajfa-1827	301	7	of	of	ADP
ajfa-1827	301	8	money	money	NOUN
ajfa-1827	301	9	,	,	PUNCT
ajfa-1827	301	10	ocesses	ocesse	NOUN
ajfa-1827	301	11	and	and	CCONJ
ajfa-1827	301	12	dx.doi.org/1	dx.doi.org/1	PROPN
ajfa-1827	301	13	k	k	PROPN
ajfa-1827	301	14	at	at	ADP
ajfa-1827	301	15	the	the	DET
ajfa-1827	301	16	effi	effi	PROPN
ajfa-1827	301	17	/dx.doi.org/	/dx.doi.org/	NOUN
ajfa-1827	301	18	modeling	model	VERB
ajfa-1827	301	19	a	a	DET
ajfa-1827	301	20	3	3	NUM
ajfa-1827	301	21	-	-	SYM
ajfa-1827	301	22	71	71	NUM
ajfa-1827	301	23	.	.	PUNCT
ajfa-1827	302	1	ale	ale	NOUN
ajfa-1827	302	2	.	.	PUNCT
ajfa-1827	303	1	(	(	PUNCT
ajfa-1827	303	2	2009	2009	NUM
ajfa-1827	303	3	)	)	PUNCT
ajfa-1827	303	4	.	.	PUNCT
ajfa-1827	304	1	and	and	CCONJ
ajfa-1827	304	2	95726	95726	NUM
ajfa-1827	304	3	(	(	PUNCT
ajfa-1827	304	4	2002	2002	NUM
ajfa-1827	304	5	)	)	PUNCT
ajfa-1827	304	6	.	.	PUNCT
ajfa-1827	305	1	lo	lo	PROPN
ajfa-1827	305	2	nometrics	nometric	NOUN
ajfa-1827	305	3	,	,	PUNCT
ajfa-1827	305	4	2)00088	2)00088	PROPN
ajfa-1827	305	5	-	-	NOUN
ajfa-1827	305	6	x	x	SYM
ajfa-1827	305	7	9	9	NUM
ajfa-1827	305	8	)	)	PUNCT
ajfa-1827	305	9	.	.	PUNCT
ajfa-1827	306	1	long	long	ADV
ajfa-1827	306	2	-	-	PUNCT
ajfa-1827	306	3	mem	mem	NOUN
ajfa-1827	306	4	ec	ec	PROPN
ajfa-1827	306	5	90003	90003	NUM
ajfa-1827	306	6	-	-	SYM
ajfa-1827	306	7	2	2	NUM
ajfa-1827	306	8	91	91	NUM
ajfa-1827	306	9	)	)	PUNCT
ajfa-1827	306	10	.	.	PUNCT
ajfa-1827	307	1	forecas	forecas	ADJ
ajfa-1827	307	2	urnal	urnal	ADJ
ajfa-1827	307	3	of	of	ADP
ajfa-1827	307	4	90003	90003	NUM
ajfa-1827	307	5	-	-	SYM
ajfa-1827	307	6	2	2	NUM
ajfa-1827	307	7	m.s	m.s	PROPN
ajfa-1827	307	8	.	.	PUNCT
ajfa-1827	308	1	(	(	PUNCT
ajfa-1827	308	2	2003	2003	NUM
ajfa-1827	308	3	)	)	PUNCT
ajfa-1827	308	4	cent	cent	NOUN
ajfa-1827	308	5	develop	develop	VERB
ajfa-1827	308	6	finance	finance	NOUN
ajfa-1827	308	7	.	.	PUNCT
ajfa-1827	309	1	k	k	PROPN
ajfa-1827	309	2	15	15	NUM
ajfa-1827	309	3	-	-	SYM
ajfa-1827	309	4	1	1	NUM
ajfa-1827	309	5	brand	brand	NOUN
ajfa-1827	309	6	perce	perce	PROPN
ajfa-1827	309	7	quantita	quantita	PROPN
ajfa-1827	309	8	01745	01745	NUM
ajfa-1827	309	9	asian	asian	ADJ
ajfa-1827	309	10	odology	odology	NOUN
ajfa-1827	309	11	allo	allo	PROPN
ajfa-1827	309	12	t	t	PROPN
ajfa-1827	309	13	term	term	NOUN
ajfa-1827	309	14	depe	depe	NOUN
ajfa-1827	309	15	nd	nd	PROPN
ajfa-1827	309	16	autocorr	autocorr	PROPN
ajfa-1827	309	17	iety	iety	PROPN
ajfa-1827	309	18	,	,	PUNCT
ajfa-1827	309	19	59(3	59(3	NUM
ajfa-1827	309	20	)	)	PUNCT
ajfa-1827	309	21	.	.	PUNCT
ajfa-1827	310	1	ation	ation	PROPN
ajfa-1827	310	2	uncer	uncer	PROPN
ajfa-1827	310	3	,	,	PUNCT
ajfa-1827	310	4	credit	credit	NOUN
ajfa-1827	310	5	a	a	DET
ajfa-1827	310	6	d	d	PROPN
ajfa-1827	310	7	fractional	fractional	ADJ
ajfa-1827	310	8	10.1016/030	10.1016/030	NUM
ajfa-1827	310	9	icient	icient	NOUN
ajfa-1827	310	10	mark	mark	PROPN
ajfa-1827	310	11	10.3905	10.3905	NUM
ajfa-1827	310	12	/	/	SYM
ajfa-1827	310	13	jpm	jpm	PROPN
ajfa-1827	310	14	and	and	CCONJ
ajfa-1827	310	15	pricing	price	VERB
ajfa-1827	310	16	the	the	DET
ajfa-1827	310	17	efficien	efficien	NOUN
ajfa-1827	310	18	finance	finance	NOUN
ajfa-1827	310	19	,	,	PUNCT
ajfa-1827	310	20	ong	ong	PROPN
ajfa-1827	310	21	memory	memory	NOUN
ajfa-1827	310	22	mory	mory	NOUN
ajfa-1827	310	23	and	and	CCONJ
ajfa-1827	310	24	p	p	NOUN
ajfa-1827	310	25	conomics	conomic	NOUN
ajfa-1827	310	26	,	,	PUNCT
ajfa-1827	310	27	sting	ste	VERB
ajfa-1827	310	28	output	output	NOUN
ajfa-1827	310	29	monetary	monetary	NOUN
ajfa-1827	310	30	)	)	PUNCT
ajfa-1827	310	31	.	.	PUNCT
ajfa-1827	311	1	theory	theory	NOUN
ajfa-1827	311	2	an	an	DET
ajfa-1827	311	3	opments	opment	NOUN
ajfa-1827	311	4	in	in	ADP
ajfa-1827	311	5	n	n	PROPN
ajfa-1827	311	6	kluwer	kluwer	NOUN
ajfa-1827	311	7	acad	acad	NOUN
ajfa-1827	311	8	eptions	eption	NOUN
ajfa-1827	311	9	and	and	CCONJ
ajfa-1827	311	10	ative	ative	VERB
ajfa-1827	311	11	a	a	PRON
ajfa-1827	311	12	n	n	NUM
ajfa-1827	311	13	journal	journal	NOUN
ajfa-1827	311	14	of	of	ADP
ajfa-1827	311	15	f	f	PROPN
ajfa-1827	311	16	owed	owe	VERB
ajfa-1827	311	17	for	for	ADP
ajfa-1827	311	18	det	det	PROPN
ajfa-1827	311	19	endence	endence	PROPN
ajfa-1827	311	20	.	.	PUNCT
ajfa-1827	312	1	th	th	X
ajfa-1827	312	2	relation	relation	PROPN
ajfa-1827	312	3	con	con	PROPN
ajfa-1827	312	4	tainty	tainty	NOUN
ajfa-1827	312	5	:	:	PUNCT
ajfa-1827	312	6	evid	evid	PROPN
ajfa-1827	312	7	and	and	CCONJ
ajfa-1827	312	8	banki	banki	PROPN
ajfa-1827	312	9	l	l	NOUN
ajfa-1827	312	10	integration	integration	NOUN
ajfa-1827	312	11	04	04	NUM
ajfa-1827	312	12	-	-	PUNCT
ajfa-1827	312	13	4076(95	4076(95	NUM
ajfa-1827	312	14	)	)	PUNCT
ajfa-1827	313	1	ket	ket	NOUN
ajfa-1827	313	2	hypothe	hypothe	PRON
ajfa-1827	313	3	m.1999.390	m.1999.390	PROPN
ajfa-1827	313	4	long	long	ADJ
ajfa-1827	313	5	memo	memo	NOUN
ajfa-1827	313	6	ncy	ncy	NOUN
ajfa-1827	313	7	of	of	ADP
ajfa-1827	313	8	afric	afric	PROPN
ajfa-1827	313	9	26(4	26(4	NUM
ajfa-1827	313	10	y	y	PROPN
ajfa-1827	313	11	and	and	CCONJ
ajfa-1827	313	12	nonl	nonl	PROPN
ajfa-1827	313	13	110(2	110(2	NUM
ajfa-1827	313	14	)	)	PUNCT
ajfa-1827	313	15	,	,	PUNCT
ajfa-1827	313	16	ersistence	ersistence	NOUN
ajfa-1827	313	17	i	i	PRON
ajfa-1827	313	18	24	24	NUM
ajfa-1827	313	19	,	,	PUNCT
ajfa-1827	313	20	t	t	NOUN
ajfa-1827	313	21	with	with	ADP
ajfa-1827	313	22	the	the	DET
ajfa-1827	313	23	c	c	PROPN
ajfa-1827	313	24	economic	economic	PROPN
ajfa-1827	313	25	nd	nd	PROPN
ajfa-1827	313	26	applicat	applicat	PROPN
ajfa-1827	313	27	nonlinear	nonlinear	PROPN
ajfa-1827	313	28	c	c	PROPN
ajfa-1827	313	29	demic	demic	PROPN
ajfa-1827	313	30	publ	publ	NOUN
ajfa-1827	313	31	the	the	DET
ajfa-1827	313	32	market	market	NOUN
ajfa-1827	313	33	nalysis	nalysis	NOUN
ajfa-1827	313	34	,	,	PUNCT
ajfa-1827	313	35	finance	finance	PROPN
ajfa-1827	313	36	&	&	CCONJ
ajfa-1827	313	37	ac	ac	PROPN
ajfa-1827	313	38	issn	issn	PROPN
ajfa-1827	313	39	19	19	NUM
ajfa-1827	313	40	2012	2012	NUM
ajfa-1827	313	41	,	,	PUNCT
ajfa-1827	313	42	vol	vol	NOUN
ajfa-1827	313	43	.	.	PUNCT
ajfa-1827	314	1	www.macrothi	www.macrothi	X
ajfa-1827	315	1	termining	termine	VERB
ajfa-1827	315	2	th	th	PRON
ajfa-1827	315	3	his	his	PRON
ajfa-1827	315	4	study	study	NOUN
ajfa-1827	315	5	sh	sh	INTJ
ajfa-1827	315	6	nsistent	nsistent	PROPN
ajfa-1827	315	7	cov	cov	PROPN
ajfa-1827	315	8	dence	dence	NOUN
ajfa-1827	315	9	from	from	ADP
ajfa-1827	315	10	ing	ing	ADJ
ajfa-1827	315	11	,	,	PUNCT
ajfa-1827	315	12	25	25	NUM
ajfa-1827	315	13	,	,	PUNCT
ajfa-1827	315	14	6	6	NUM
ajfa-1827	315	15	n	n	NOUN
ajfa-1827	315	16	in	in	ADP
ajfa-1827	315	17	econo	econo	PROPN
ajfa-1827	315	18	)	)	PUNCT
ajfa-1827	315	19	01732	01732	NUM
ajfa-1827	315	20	-	-	SYM
ajfa-1827	315	21	1	1	NUM
ajfa-1827	315	22	esis	esis	NOUN
ajfa-1827	315	23	.	.	PUNCT
ajfa-1827	316	1	the	the	DET
ajfa-1827	316	2	jo	jo	PROPN
ajfa-1827	316	3	0965	0965	NUM
ajfa-1827	316	4	ory	ory	NOUN
ajfa-1827	316	5	in	in	ADP
ajfa-1827	316	6	stock	stock	NOUN
ajfa-1827	316	7	can	can	AUX
ajfa-1827	316	8	equity	equity	VERB
ajfa-1827	316	9	m	m	PROPN
ajfa-1827	316	10	4	4	NUM
ajfa-1827	316	11	)	)	PUNCT
ajfa-1827	316	12	,	,	PUNCT
ajfa-1827	316	13	2	2	NUM
ajfa-1827	316	14	linear	linear	ADJ
ajfa-1827	316	15	time	time	NOUN
ajfa-1827	316	16	1	1	NUM
ajfa-1827	316	17	in	in	ADP
ajfa-1827	316	18	aggregate	aggregate	ADJ
ajfa-1827	316	19	,	,	PUNCT
ajfa-1827	316	20	1	1	NUM
ajfa-1827	316	21	composite	composite	ADJ
ajfa-1827	316	22	cs	cs	PROPN
ajfa-1827	316	23	,	,	PUNCT
ajfa-1827	316	24	24	24	NUM
ajfa-1827	316	25	,	,	PUNCT
ajfa-1827	316	26	1	1	NUM
ajfa-1827	316	27	tions	tion	NOUN
ajfa-1827	316	28	of	of	ADP
ajfa-1827	316	29	lon	lon	PROPN
ajfa-1827	316	30	cointegrati	cointegrati	PROPN
ajfa-1827	316	31	lishers	lisher	NOUN
ajfa-1827	316	32	,	,	PUNCT
ajfa-1827	316	33	299	299	NUM
ajfa-1827	316	34	t	t	NOUN
ajfa-1827	316	35	for	for	ADP
ajfa-1827	316	36	commo	commo	NOUN
ajfa-1827	316	37	40(1	40(1	NOUN
ajfa-1827	316	38	)	)	PUNCT
ajfa-1827	316	39	,	,	PUNCT
ajfa-1827	316	40	ccounting	ccounte	VERB
ajfa-1827	316	41	946	946	NUM
ajfa-1827	316	42	-	-	PUNCT
ajfa-1827	316	43	052x	052x	NOUN
ajfa-1827	316	44	4	4	NUM
ajfa-1827	316	45	,	,	PUNCT
ajfa-1827	316	46	no	no	INTJ
ajfa-1827	316	47	.	.	NOUN
ajfa-1827	316	48	2	2	NUM
ajfa-1827	316	49	ink.org/ajfa	ink.org/ajfa	X
ajfa-1827	316	50	he	he	PRON
ajfa-1827	316	51	hurst	hurst	PROPN
ajfa-1827	316	52	hould	hould	AUX
ajfa-1827	316	53	be	be	AUX
ajfa-1827	316	54	variance	variance	NOUN
ajfa-1827	316	55	the	the	DET
ajfa-1827	316	56	term	term	NOUN
ajfa-1827	316	57	681	681	NUM
ajfa-1827	316	58	-	-	SYM
ajfa-1827	316	59	700	700	NUM
ajfa-1827	316	60	.	.	PUNCT
ajfa-1827	317	1	ometrics	ometric	NOUN
ajfa-1827	317	2	.	.	PUNCT
ajfa-1827	318	1	urnal	urnal	ADJ
ajfa-1827	318	2	of	of	ADP
ajfa-1827	318	3	k	k	PROPN
ajfa-1827	318	4	market	market	NOUN
ajfa-1827	318	5	markets	market	NOUN
ajfa-1827	318	6	.	.	PUNCT
ajfa-1827	319	1	275	275	NUM
ajfa-1827	319	2	-	-	SYM
ajfa-1827	319	3	292	292	NUM
ajfa-1827	319	4	.	.	PUNCT
ajfa-1827	320	1	e	e	NOUN
ajfa-1827	320	2	series	series	NOUN
ajfa-1827	320	3	.	.	PUNCT
ajfa-1827	321	1	105	105	NUM
ajfa-1827	321	2	-	-	SYM
ajfa-1827	321	3	437	437	NUM
ajfa-1827	321	4	.	.	PUNCT
ajfa-1827	322	1	e	e	NOUN
ajfa-1827	322	2	output	output	NOUN
ajfa-1827	322	3	.	.	PUNCT
ajfa-1827	323	1	189	189	NUM
ajfa-1827	323	2	-	-	SYM
ajfa-1827	323	3	209	209	NUM
ajfa-1827	323	4	.	.	PUNCT
ajfa-1827	324	1	leading	lead	VERB
ajfa-1827	324	2	189	189	NUM
ajfa-1827	324	3	-	-	SYM
ajfa-1827	324	4	209	209	NUM
ajfa-1827	324	5	.	.	PUNCT
ajfa-1827	325	1	ng	ng	ADJ
ajfa-1827	325	2	-	-	PUNCT
ajfa-1827	325	3	range	range	NOUN
ajfa-1827	325	4	ion	ion	NOUN
ajfa-1827	325	5	with	with	ADP
ajfa-1827	325	6	9	9	NUM
ajfa-1827	325	7	pages	page	NOUN
ajfa-1827	325	8	.	.	PUNCT
ajfa-1827	326	1	on	on	ADP
ajfa-1827	326	2	stock	stock	NOUN
ajfa-1827	326	3	.	.	PUNCT
ajfa-1827	327	1	57	57	NUM
ajfa-1827	327	2	-	-	SYM
ajfa-1827	327	3	86	86	NUM
ajfa-1827	327	4	.	.	PUNCT
ajfa-1827	328	1	geweke	geweke	PROPN
ajfa-1827	328	2	series	series	PROPN
ajfa-1827	328	3	m	m	PROPN
ajfa-1827	328	4	geweke	geweke	PROPN
ajfa-1827	328	5	series	series	PROPN
ajfa-1827	328	6	http://dx	http://dx	PROPN
ajfa-1827	328	7	hosking	hosking	PROPN
ajfa-1827	328	8	http://dx	http://dx	PROPN
ajfa-1827	328	9	hsieh	hsieh	PROPN
ajfa-1827	328	10	,	,	PUNCT
ajfa-1827	328	11	d	d	PROPN
ajfa-1827	328	12	of	of	ADP
ajfa-1827	328	13	finan	finan	PROPN
ajfa-1827	328	14	hurst	hurst	PROPN
ajfa-1827	328	15	,	,	PUNCT
ajfa-1827	328	16	h	h	PROPN
ajfa-1827	328	17	society	society	NOUN
ajfa-1827	328	18	jacobse	jacobse	VERB
ajfa-1827	328	19	93	93	NUM
ajfa-1827	328	20	-	-	SYM
ajfa-1827	328	21	417	417	NUM
ajfa-1827	328	22	.	.	PUNCT
ajfa-1827	329	1	lo	lo	PROPN
ajfa-1827	329	2	,	,	PUNCT
ajfa-1827	329	3	a.w	a.w	PROPN
ajfa-1827	329	4	http://dx	http://dx	PROPN
ajfa-1827	329	5	lo	lo	PROPN
ajfa-1827	329	6	,	,	PUNCT
ajfa-1827	329	7	an	an	DET
ajfa-1827	329	8	econom	econom	PROPN
ajfa-1827	329	9	malkiel	malkiel	PROPN
ajfa-1827	329	10	econom	econom	PROPN
ajfa-1827	329	11	malkiel	malkiel	VERB
ajfa-1827	329	12	the	the	DET
ajfa-1827	329	13	fin	fin	NOUN
ajfa-1827	329	14	mand	mand	PROPN
ajfa-1827	329	15	covarian	covarian	PROPN
ajfa-1827	329	16	mandel	mandel	PROPN
ajfa-1827	329	17	researc	researc	PROPN
ajfa-1827	329	18	mcleod	mcleod	PROPN
ajfa-1827	329	19	reassess	reassess	VERB
ajfa-1827	329	20	http://dx	http://dx	PROPN
ajfa-1827	329	21	mignon	mignon	PROPN
ajfa-1827	329	22	paris	paris	PROPN
ajfa-1827	329	23	.	.	PUNCT
ajfa-1827	330	1	mignon	mignon	PROPN
ajfa-1827	330	2	nath	nath	PROPN
ajfa-1827	330	3	,	,	PUNCT
ajfa-1827	330	4	utiicm	utiicm	PROPN
ajfa-1827	330	5	e	e	PROPN
ajfa-1827	330	6	j.	j.	PROPN
ajfa-1827	330	7	,	,	PUNCT
ajfa-1827	330	8	&	&	CCONJ
ajfa-1827	330	9	port	port	NOUN
ajfa-1827	330	10	models	model	NOUN
ajfa-1827	330	11	.	.	PUNCT
ajfa-1827	331	1	the	the	DET
ajfa-1827	331	2	e	e	PROPN
ajfa-1827	331	3	j.	j.	PROPN
ajfa-1827	331	4	,	,	PUNCT
ajfa-1827	331	5	&	&	CCONJ
ajfa-1827	331	6	s.	s.	PROPN
ajfa-1827	331	7	p	p	PROPN
ajfa-1827	331	8	models	model	NOUN
ajfa-1827	331	9	.	.	PUNCT
ajfa-1827	332	1	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	332	2	g	g	PROPN
ajfa-1827	332	3	,	,	PUNCT
ajfa-1827	332	4	j.r.m	j.r.m	PROPN
ajfa-1827	332	5	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	332	6	d.	d.	PROPN
ajfa-1827	332	7	(	(	PUNCT
ajfa-1827	332	8	1991	1991	NUM
ajfa-1827	332	9	)	)	PUNCT
ajfa-1827	332	10	.	.	PUNCT
ajfa-1827	333	1	c	c	PROPN
ajfa-1827	333	2	nce	nce	PROPN
ajfa-1827	333	3	,	,	PUNCT
ajfa-1827	333	4	46	46	NUM
ajfa-1827	333	5	,	,	PUNCT
ajfa-1827	333	6	183	183	NUM
ajfa-1827	333	7	h.e	h.e	PROPN
ajfa-1827	333	8	.	.	PUNCT
ajfa-1827	333	9	(	(	PUNCT
ajfa-1827	333	10	1951	1951	NUM
ajfa-1827	333	11	)	)	PUNCT
ajfa-1827	333	12	of	of	ADP
ajfa-1827	333	13	civil	civil	ADJ
ajfa-1827	333	14	en	en	X
ajfa-1827	333	15	en	en	X
ajfa-1827	333	16	,	,	PUNCT
ajfa-1827	333	17	b.	b.	PROPN
ajfa-1827	333	18	(	(	PUNCT
ajfa-1827	333	19	1996	1996	NUM
ajfa-1827	333	20	.	.	PUNCT
ajfa-1827	334	1	http://dx.d	http://dx.d	PRON
ajfa-1827	334	2	w.	w.	NOUN
ajfa-1827	334	3	(	(	PUNCT
ajfa-1827	334	4	1991	1991	NUM
ajfa-1827	334	5	)	)	PUNCT
ajfa-1827	334	6	.	.	PUNCT
ajfa-1827	335	1	l	l	PROPN
ajfa-1827	335	2	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	335	3	ndrew	ndrew	PROPN
ajfa-1827	335	4	w.	w.	PROPN
ajfa-1827	335	5	(	(	PUNCT
ajfa-1827	335	6	mics	mics	PROPN
ajfa-1827	335	7	.	.	PUNCT
ajfa-1827	336	1	second	second	ADJ
ajfa-1827	336	2	l	l	NOUN
ajfa-1827	336	3	,	,	PUNCT
ajfa-1827	336	4	burton	burton	PROPN
ajfa-1827	336	5	g	g	PROPN
ajfa-1827	336	6	mic	mic	PROPN
ajfa-1827	336	7	perspec	perspec	PROPN
ajfa-1827	336	8	l	l	PROPN
ajfa-1827	336	9	,	,	PUNCT
ajfa-1827	336	10	burton	burton	PROPN
ajfa-1827	336	11	g	g	PROPN
ajfa-1827	336	12	nancial	nancial	ADJ
ajfa-1827	336	13	revi	revi	ADJ
ajfa-1827	336	14	delbrot	delbrot	NOUN
ajfa-1827	336	15	,	,	PUNCT
ajfa-1827	336	16	nce	nce	NOUN
ajfa-1827	336	17	to	to	PART
ajfa-1827	336	18	r	r	VERB
ajfa-1827	336	19	/	/	SYM
ajfa-1827	336	20	s	s	VERB
ajfa-1827	336	21	a	a	DET
ajfa-1827	336	22	lbrot	lbrot	NOUN
ajfa-1827	336	23	,	,	PUNCT
ajfa-1827	336	24	b.b	b.b	PROPN
ajfa-1827	336	25	.	.	PROPN
ajfa-1827	336	26	,	,	PUNCT
ajfa-1827	336	27	ch	ch	PROPN
ajfa-1827	336	28	,	,	PUNCT
ajfa-1827	336	29	4	4	NUM
ajfa-1827	336	30	,	,	PUNCT
ajfa-1827	336	31	909	909	NUM
ajfa-1827	336	32	-	-	SYM
ajfa-1827	336	33	9	9	NUM
ajfa-1827	336	34	d	d	NOUN
ajfa-1827	336	35	,	,	PUNCT
ajfa-1827	336	36	a.i	a.i	PROPN
ajfa-1827	336	37	.	.	PROPN
ajfa-1827	336	38	,	,	PUNCT
ajfa-1827	336	39	&	&	CCONJ
ajfa-1827	336	40	sment	sment	NOUN
ajfa-1827	336	41	of	of	ADP
ajfa-1827	336	42	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	336	43	n	n	PROPN
ajfa-1827	337	1	v.	v.	PROPN
ajfa-1827	337	2	(	(	PUNCT
ajfa-1827	337	3	1998	1998	NUM
ajfa-1827	337	4	)	)	PUNCT
ajfa-1827	337	5	.	.	PUNCT
ajfa-1827	338	1	n	n	CCONJ
ajfa-1827	338	2	,	,	PUNCT
ajfa-1827	338	3	v.	v.	CCONJ
ajfa-1827	338	4	(	(	PUNCT
ajfa-1827	338	5	1997	1997	NUM
ajfa-1827	338	6	)	)	PUNCT
ajfa-1827	338	7	,	,	PUNCT
ajfa-1827	338	8	golaka	golaka	PROPN
ajfa-1827	338	9	c.	c.	PROPN
ajfa-1827	338	10	m	m	PROPN
ajfa-1827	338	11	conferen	conferen	PROPN
ajfa-1827	338	12	ter	ter	PROPN
ajfa-1827	338	13	-	-	PUNCT
ajfa-1827	338	14	hudak	hudak	PROPN
ajfa-1827	338	15	s	s	PART
ajfa-1827	338	16	ory	ory	NOUN
ajfa-1827	338	17	related	relate	VERB
ajfa-1827	338	18	porter	porter	NOUN
ajfa-1827	338	19	-	-	PUNCT
ajfa-1827	338	20	huda	huda	NOUN
ajfa-1827	338	21	journa	journa	PROPN
ajfa-1827	338	22	0.1111	0.1111	PROPN
ajfa-1827	338	23	/	/	SYM
ajfa-1827	338	24	j.146	j.146	NOUN
ajfa-1827	338	25	.	.	PUNCT
ajfa-1827	339	1	(	(	PUNCT
ajfa-1827	339	2	1981	1981	NUM
ajfa-1827	339	3	)	)	PUNCT
ajfa-1827	339	4	.	.	PUNCT
ajfa-1827	340	1	0.1093	0.1093	NUM
ajfa-1827	340	2	/	/	SYM
ajfa-1827	340	3	biom	biom	NOUN
ajfa-1827	340	4	chaos	chaos	NOUN
ajfa-1827	340	5	and	and	CCONJ
ajfa-1827	340	6	n	n	CCONJ
ajfa-1827	340	7	39	39	NUM
ajfa-1827	340	8	-	-	SYM
ajfa-1827	340	9	1877	1877	NUM
ajfa-1827	340	10	.	.	PUNCT
ajfa-1827	341	1	ht	ht	PROPN
ajfa-1827	341	2	)	)	PUNCT
ajfa-1827	341	3	.	.	PUNCT
ajfa-1827	342	1	long	long	ADJ
ajfa-1827	342	2	-	-	PUNCT
ajfa-1827	342	3	term	term	NOUN
ajfa-1827	342	4	gineers	gineer	NOUN
ajfa-1827	342	5	,	,	PUNCT
ajfa-1827	342	6	11	11	NUM
ajfa-1827	342	7	6	6	NUM
ajfa-1827	342	8	)	)	PUNCT
ajfa-1827	342	9	.	.	PUNCT
ajfa-1827	343	1	long	long	ADJ
ajfa-1827	343	2	term	term	NOUN
ajfa-1827	343	3	doi.org/10.10	doi.org/10.10	VERB
ajfa-1827	343	4	long	long	ADJ
ajfa-1827	343	5	-	-	PUNCT
ajfa-1827	343	6	term	term	NOUN
ajfa-1827	343	7	0.2307/2938	0.2307/2938	PROPN
ajfa-1827	343	8	(	(	PUNCT
ajfa-1827	343	9	2008	2008	NUM
ajfa-1827	343	10	)	)	PUNCT
ajfa-1827	343	11	.	.	PUNCT
ajfa-1827	344	1	eff	eff	PROPN
ajfa-1827	344	2	d	d	PROPN
ajfa-1827	344	3	ed	ed	PROPN
ajfa-1827	344	4	.	.	PUNCT
ajfa-1827	345	1	londo	londo	PROPN
ajfa-1827	345	2	g.	g.	PROPN
ajfa-1827	345	3	(	(	PUNCT
ajfa-1827	345	4	2003	2003	NUM
ajfa-1827	345	5	)	)	PUNCT
ajfa-1827	345	6	.	.	PUNCT
ajfa-1827	346	1	t	t	PROPN
ajfa-1827	346	2	ctives	ctive	NOUN
ajfa-1827	346	3	,	,	PUNCT
ajfa-1827	346	4	17(1	17(1	NUM
ajfa-1827	346	5	)	)	PUNCT
ajfa-1827	346	6	g.	g.	NOUN
ajfa-1827	346	7	(	(	PUNCT
ajfa-1827	346	8	2005	2005	NUM
ajfa-1827	346	9	)	)	PUNCT
ajfa-1827	346	10	.	.	PUNCT
ajfa-1827	347	1	r	r	PROPN
ajfa-1827	347	2	iew	iew	PROPN
ajfa-1827	347	3	,	,	PUNCT
ajfa-1827	347	4	40(1	40(1	NOUN
ajfa-1827	347	5	)	)	PUNCT
ajfa-1827	347	6	,	,	PUNCT
ajfa-1827	347	7	b.b	b.b	PROPN
ajfa-1827	347	8	.	.	PROPN
ajfa-1827	347	9	(	(	PUNCT
ajfa-1827	347	10	1972	1972	NUM
ajfa-1827	347	11	analysis	analysis	NOUN
ajfa-1827	347	12	.	.	PUNCT
ajfa-1827	348	1	an	an	PRON
ajfa-1827	348	2	&	&	CCONJ
ajfa-1827	348	3	wallis	wallis	PROPN
ajfa-1827	348	4	,	,	PUNCT
ajfa-1827	348	5	j	j	PROPN
ajfa-1827	348	6	918	918	NUM
ajfa-1827	348	7	.	.	PUNCT
ajfa-1827	349	1	http://d	http://d	PROPN
ajfa-1827	349	2	k.w	k.w	PROPN
ajfa-1827	349	3	.	.	PROPN
ajfa-1827	349	4	hip	hip	PROPN
ajfa-1827	349	5	the	the	DET
ajfa-1827	349	6	hurst	hurst	PROPN
ajfa-1827	349	7	0.1029	0.1029	PROPN
ajfa-1827	349	8	/	/	SYM
ajfa-1827	349	9	wr	wr	PROPN
ajfa-1827	349	10	.	.	PUNCT
ajfa-1827	350	1	marchés	marchés	PROPN
ajfa-1827	350	2	fi	fi	NOUN
ajfa-1827	350	3	)	)	PUNCT
ajfa-1827	350	4	.	.	PUNCT
ajfa-1827	351	1	long	long	ADJ
ajfa-1827	351	2	-	-	PUNCT
ajfa-1827	351	3	term	term	NOUN
ajfa-1827	351	4	(	(	PUNCT
ajfa-1827	351	5	2001	2001	NUM
ajfa-1827	351	6	)	)	PUNCT
ajfa-1827	351	7	.	.	PUNCT
ajfa-1827	352	1	lo	lo	PROPN
ajfa-1827	352	2	nce	nce	NOUN
ajfa-1827	352	3	paper	paper	NOUN
ajfa-1827	352	4	.	.	PUNCT
ajfa-1827	353	1	s.	s.	PROPN
ajfa-1827	353	2	(	(	PUNCT
ajfa-1827	353	3	1990	1990	NUM
ajfa-1827	353	4	)	)	PUNCT
ajfa-1827	353	5	.	.	PUNCT
ajfa-1827	354	1	t	t	PROPN
ajfa-1827	354	2	d	d	PROPN
ajfa-1827	354	3	fields	field	NOUN
ajfa-1827	354	4	,	,	PUNCT
ajfa-1827	354	5	86	86	NUM
ajfa-1827	354	6	,	,	PUNCT
ajfa-1827	354	7	ak	ak	PROPN
ajfa-1827	354	8	.	.	PROPN
ajfa-1827	354	9	(	(	PUNCT
ajfa-1827	354	10	1983	1983	NUM
ajfa-1827	354	11	)	)	PUNCT
ajfa-1827	354	12	.	.	PUNCT
ajfa-1827	355	1	t	t	PROPN
ajfa-1827	355	2	al	al	PROPN
ajfa-1827	355	3	of	of	ADP
ajfa-1827	355	4	67	67	NUM
ajfa-1827	355	5	-	-	PUNCT
ajfa-1827	355	6	9892.19	9892.19	NUM
ajfa-1827	355	7	fraction	fraction	NOUN
ajfa-1827	355	8	met/68.1.165	met/68.1.165	NOUN
ajfa-1827	355	9	nonlinear	nonlinear	NOUN
ajfa-1827	356	1	d	d	NOUN
ajfa-1827	356	2	tp://dx.doi.o	tp://dx.doi.o	PROPN
ajfa-1827	356	3	m	m	NOUN
ajfa-1827	356	4	storage	storage	NOUN
ajfa-1827	356	5	c	c	PROPN
ajfa-1827	356	6	6	6	NUM
ajfa-1827	356	7	,	,	PUNCT
ajfa-1827	356	8	770	770	NUM
ajfa-1827	356	9	-	-	SYM
ajfa-1827	356	10	799	799	NUM
ajfa-1827	356	11	.	.	PUNCT
ajfa-1827	357	1	m	m	PROPN
ajfa-1827	357	2	dependen	dependen	VERB
ajfa-1827	357	3	016	016	X
ajfa-1827	357	4	/	/	SYM
ajfa-1827	357	5	s0927memory	s0927memory	NOUN
ajfa-1827	357	6	in	in	ADP
ajfa-1827	357	7	8368	8368	NUM
ajfa-1827	357	8	ficient	ficient	NOUN
ajfa-1827	357	9	mark	mark	NOUN
ajfa-1827	357	10	on	on	ADP
ajfa-1827	357	11	:	:	PUNCT
ajfa-1827	357	12	palgrave	palgrave	ADJ
ajfa-1827	357	13	the	the	DET
ajfa-1827	357	14	efficien	efficien	NOUN
ajfa-1827	357	15	,	,	PUNCT
ajfa-1827	357	16	59	59	NUM
ajfa-1827	357	17	-	-	SYM
ajfa-1827	357	18	82	82	NUM
ajfa-1827	357	19	.	.	PUNCT
ajfa-1827	358	1	http	http	NOUN
ajfa-1827	358	2	reflections	reflection	NOUN
ajfa-1827	358	3	o	o	NOUN
ajfa-1827	358	4	1	1	NUM
ajfa-1827	358	5	-	-	SYM
ajfa-1827	358	6	9	9	NUM
ajfa-1827	358	7	.	.	PUNCT
ajfa-1827	358	8	http://d	http://d	NOUN
ajfa-1827	358	9	2	2	NUM
ajfa-1827	358	10	)	)	PUNCT
ajfa-1827	358	11	.	.	PUNCT
ajfa-1827	359	1	statistic	statistic	ADJ
ajfa-1827	359	2	nnals	nnal	NOUN
ajfa-1827	359	3	of	of	ADP
ajfa-1827	359	4	eco	eco	PROPN
ajfa-1827	359	5	j.	j.	PROPN
ajfa-1827	359	6	(	(	PUNCT
ajfa-1827	359	7	1968	1968	NUM
ajfa-1827	359	8	)	)	PUNCT
ajfa-1827	359	9	.	.	PUNCT
ajfa-1827	360	1	n	n	PRON
ajfa-1827	360	2	dx.doi.org/10	dx.doi.org/10	PROPN
ajfa-1827	360	3	pel	pel	PROPN
ajfa-1827	360	4	(	(	PUNCT
ajfa-1827	360	5	1978	1978	NUM
ajfa-1827	360	6	)	)	PUNCT
ajfa-1827	360	7	.	.	PUNCT
ajfa-1827	361	1	phenomen	phenoman	NOUN
ajfa-1827	361	2	014i003p00	014i003p00	INTJ
ajfa-1827	362	1	inanciers	inancier	VERB
ajfa-1827	362	2	et	et	PROPN
ajfa-1827	362	3	m	m	PROPN
ajfa-1827	362	4	memory	memory	NOUN
ajfa-1827	362	5	a	a	DET
ajfa-1827	362	6	ong	ong	NOUN
ajfa-1827	362	7	memor	memor	PROPN
ajfa-1827	362	8	394	394	NUM
ajfa-1827	362	9	the	the	DET
ajfa-1827	362	10	estimati	estimati	NOUN
ajfa-1827	362	11	,	,	PUNCT
ajfa-1827	362	12	87	87	NUM
ajfa-1827	362	13	-	-	SYM
ajfa-1827	362	14	104	104	NUM
ajfa-1827	362	15	.	.	PUNCT
ajfa-1827	363	1	the	the	DET
ajfa-1827	363	2	estimat	estimat	ADJ
ajfa-1827	363	3	time	time	NOUN
ajfa-1827	363	4	83.tb00371	83.tb00371	NUM
ajfa-1827	363	5	nal	nal	NOUN
ajfa-1827	363	6	differ	differ	VERB
ajfa-1827	363	7	5	5	NUM
ajfa-1827	363	8	dynamics	dynamic	NOUN
ajfa-1827	363	9	:	:	PUNCT
ajfa-1827	363	10	a	a	DET
ajfa-1827	363	11	org/10.1111	org/10.1111	ADJ
ajfa-1827	363	12	capacity	capacity	NOUN
ajfa-1827	363	13	of	of	ADP
ajfa-1827	363	14	.	.	PUNCT
ajfa-1827	364	1	nce	nce	NOUN
ajfa-1827	364	2	in	in	ADP
ajfa-1827	364	3	stock	stock	PROPN
ajfa-1827	364	4	-5398(96)00	-5398(96)00	PROPN
ajfa-1827	364	5	n	n	CCONJ
ajfa-1827	364	6	stock	stock	NOUN
ajfa-1827	364	7	mark	mark	NOUN
ajfa-1827	364	8	rkets	rket	VERB
ajfa-1827	364	9	hypot	hypot	NOUN
ajfa-1827	364	10	e	e	PROPN
ajfa-1827	364	11	macmillan	macmillan	PROPN
ajfa-1827	364	12	nt	not	PART
ajfa-1827	364	13	market	market	NOUN
ajfa-1827	364	14	h	h	NOUN
ajfa-1827	364	15	p://dx.doi.o	p://dx.doi.o	NOUN
ajfa-1827	364	16	on	on	ADP
ajfa-1827	364	17	the	the	DET
ajfa-1827	364	18	effic	effic	ADJ
ajfa-1827	364	19	dx.doi.org/1	dx.doi.org/1	PROPN
ajfa-1827	364	20	cal	cal	ADJ
ajfa-1827	364	21	methodo	methodo	NOUN
ajfa-1827	364	22	onomic	onomic	ADJ
ajfa-1827	364	23	and	and	CCONJ
ajfa-1827	364	24	.	.	PUNCT
ajfa-1827	365	1	joseph	joseph	PROPN
ajfa-1827	365	2	and	and	CCONJ
ajfa-1827	365	3	0.1029	0.1029	PROPN
ajfa-1827	365	4	/	/	SYM
ajfa-1827	365	5	wr	wr	PROPN
ajfa-1827	365	6	preservatio	preservatio	PROPN
ajfa-1827	365	7	non	non	PROPN
ajfa-1827	365	8	.	.	PROPN
ajfa-1827	365	9	wate	wate	PROPN
ajfa-1827	365	10	0491	0491	NUM
ajfa-1827	365	11	modélisatio	modélisatio	NOUN
ajfa-1827	365	12	and	and	CCONJ
ajfa-1827	365	13	chaos	chaos	NOUN
ajfa-1827	365	14	.	.	PUNCT
ajfa-1827	366	1	s	s	PART
ajfa-1827	367	1	ry	ry	NOUN
ajfa-1827	367	2	and	and	CCONJ
ajfa-1827	367	3	india	india	PROPN
ajfa-1827	367	4	asian	asian	PROPN
ajfa-1827	367	5	ion	ion	NOUN
ajfa-1827	367	6	and	and	CCONJ
ajfa-1827	367	7	app	app	NOUN
ajfa-1827	367	8	tion	tion	NOUN
ajfa-1827	367	9	and	and	CCONJ
ajfa-1827	367	10	app	app	PROPN
ajfa-1827	367	11	series	series	PROPN
ajfa-1827	367	12	.x	.x	PROPN
ajfa-1827	367	13	rencing	rencing	PROPN
ajfa-1827	367	14	.	.	PUNCT
ajfa-1827	368	1	b	b	NOUN
ajfa-1827	368	2	applications	application	NOUN
ajfa-1827	368	3	1	1	NUM
ajfa-1827	368	4	/	/	SYM
ajfa-1827	368	5	j.1540	j.1540	NUM
ajfa-1827	368	6	-	-	PUNCT
ajfa-1827	368	7	62	62	NUM
ajfa-1827	368	8	reservoirs	reservoir	NOUN
ajfa-1827	368	9	.	.	PUNCT
ajfa-1827	369	1	returns	return	NOUN
ajfa-1827	369	2	.	.	PUNCT
ajfa-1827	370	1	jou	jou	INTJ
ajfa-1827	370	2	0009	0009	NUM
ajfa-1827	370	3	-	-	SYM
ajfa-1827	370	4	6	6	NUM
ajfa-1827	370	5	ket	ket	NOUN
ajfa-1827	370	6	prices	price	NOUN
ajfa-1827	370	7	.	.	PUNCT
ajfa-1827	371	1	e	e	X
ajfa-1827	371	2	thesis	thesis	NOUN
ajfa-1827	371	3	.	.	PUNCT
ajfa-1827	372	1	the	the	DET
ajfa-1827	372	2	n.	n.	PROPN
ajfa-1827	372	3	hypothesis	hypothesis	NOUN
ajfa-1827	372	4	a	a	DET
ajfa-1827	372	5	org/10.1257/	org/10.1257/	ADJ
ajfa-1827	372	6	cient	cient	NOUN
ajfa-1827	372	7	marke	marke	NOUN
ajfa-1827	372	8	10.1111	10.1111	NUM
ajfa-1827	372	9	/	/	SYM
ajfa-1827	372	10	j.07	j.07	PROPN
ajfa-1827	372	11	ology	ology	NOUN
ajfa-1827	372	12	for	for	ADP
ajfa-1827	372	13	n	n	PROPN
ajfa-1827	372	14	d	d	X
ajfa-1827	372	15	social	social	ADJ
ajfa-1827	372	16	mea	mea	NOUN
ajfa-1827	372	17	d	d	X
ajfa-1827	372	18	operationa	operationa	ADJ
ajfa-1827	372	19	r004i005p00	r004i005p00	NOUN
ajfa-1827	372	20	on	on	ADP
ajfa-1827	372	21	of	of	ADP
ajfa-1827	372	22	the	the	DET
ajfa-1827	372	23	r	r	NOUN
ajfa-1827	372	24	er	er	INTJ
ajfa-1827	372	25	resourc	resourc	NOUN
ajfa-1827	372	26	on	on	ADP
ajfa-1827	372	27	des	des	PROPN
ajfa-1827	372	28	renta	renta	PROPN
ajfa-1827	372	29	springer	springer	PROPN
ajfa-1827	372	30	ve	ve	VERB
ajfa-1827	372	31	an	an	DET
ajfa-1827	372	32	stock	stock	NOUN
ajfa-1827	372	33	m	m	PROPN
ajfa-1827	372	34	n	n	PRON
ajfa-1827	372	35	journal	journal	NOUN
ajfa-1827	372	36	of	of	ADP
ajfa-1827	372	37	f	f	PROPN
ajfa-1827	372	38	plication	plication	NOUN
ajfa-1827	372	39	of	of	ADP
ajfa-1827	372	40	plication	plication	NOUN
ajfa-1827	372	41	of	of	ADP
ajfa-1827	372	42	analysis	analysis	NOUN
ajfa-1827	372	43	,	,	PUNCT
ajfa-1827	372	44	biometrika	biometrika	NOUN
ajfa-1827	372	45	,	,	PUNCT
ajfa-1827	372	46	s	s	VERB
ajfa-1827	372	47	to	to	ADP
ajfa-1827	372	48	financia	financia	PROPN
ajfa-1827	372	49	61.1991.tb0	61.1991.tb0	ADJ
ajfa-1827	372	50	transaction	transaction	NOUN
ajfa-1827	372	51	urnal	urnal	ADJ
ajfa-1827	372	52	of	of	ADP
ajfa-1827	372	53	emp	emp	NOUN
ajfa-1827	372	54	econometri	econometri	ADJ
ajfa-1827	372	55	new	new	ADJ
ajfa-1827	372	56	palgr	palgr	NOUN
ajfa-1827	372	57	and	and	CCONJ
ajfa-1827	372	58	its	its	PRON
ajfa-1827	372	59	criti	criti	NOUN
ajfa-1827	372	60	/089533003	/089533003	PUNCT
ajfa-1827	372	61	et	et	NOUN
ajfa-1827	372	62	hypothes	hypothe	VERB
ajfa-1827	372	63	732	732	NUM
ajfa-1827	372	64	-	-	SYM
ajfa-1827	372	65	8516.20	8516.20	NUM
ajfa-1827	372	66	non	non	ADJ
ajfa-1827	372	67	-	-	ADJ
ajfa-1827	372	68	periodic	periodic	ADJ
ajfa-1827	372	69	asurement	asurement	NOUN
ajfa-1827	372	70	,	,	PUNCT
ajfa-1827	372	71	al	al	PROPN
ajfa-1827	372	72	hydrology	hydrology	NOUN
ajfa-1827	372	73	0909	0909	NUM
ajfa-1827	372	74	rescaled	rescale	VERB
ajfa-1827	372	75	adj	adj	X
ajfa-1827	372	76	ces	ces	X
ajfa-1827	372	77	resear	resear	PROPN
ajfa-1827	372	78	abilités	abilités	PROPN
ajfa-1827	372	79	bour	bour	PROPN
ajfa-1827	372	80	erlag	erlag	PROPN
ajfa-1827	372	81	.	.	PUNCT
ajfa-1827	373	1	market	market	NOUN
ajfa-1827	373	2	-	-	PUNCT
ajfa-1827	373	3	an	an	DET
ajfa-1827	373	4	e	e	NOUN
ajfa-1827	373	5	finance	finance	NOUN
ajfa-1827	373	6	&	&	CCONJ
ajfa-1827	373	7	ac	ac	PROPN
ajfa-1827	373	8	issn	issn	PROPN
ajfa-1827	373	9	19	19	NUM
ajfa-1827	373	10	2012	2012	NUM
ajfa-1827	373	11	,	,	PUNCT
ajfa-1827	373	12	vol	vol	NOUN
ajfa-1827	373	13	.	.	PUNCT
ajfa-1827	374	1	www.macrothi	www.macrothi	X
ajfa-1827	375	1	f	f	PROPN
ajfa-1827	375	2	long	long	ADJ
ajfa-1827	375	3	-	-	PUNCT
ajfa-1827	375	4	memo	memo	NOUN
ajfa-1827	375	5	f	f	NOUN
ajfa-1827	375	6	long	long	ADJ
ajfa-1827	375	7	memo	memo	NOUN
ajfa-1827	375	8	4	4	NUM
ajfa-1827	375	9	,	,	PUNCT
ajfa-1827	375	10	2	2	NUM
ajfa-1827	375	11	,	,	PUNCT
ajfa-1827	375	12	68	68	NUM
ajfa-1827	375	13	,	,	PUNCT
ajfa-1827	375	14	1	1	NUM
ajfa-1827	375	15	al	al	PROPN
ajfa-1827	375	16	markets	market	NOUN
ajfa-1827	375	17	.	.	PUNCT
ajfa-1827	376	1	04646.x	04646.x	NUM
ajfa-1827	376	2	ns	ns	NUM
ajfa-1827	376	3	of	of	ADP
ajfa-1827	376	4	the	the	DET
ajfa-1827	376	5	a	a	DET
ajfa-1827	376	6	pirical	pirical	PROPN
ajfa-1827	376	7	fina	fina	PROPN
ajfa-1827	376	8	ica	ica	PROPN
ajfa-1827	376	9	,	,	PUNCT
ajfa-1827	376	10	59	59	NUM
ajfa-1827	376	11	,	,	PUNCT
ajfa-1827	376	12	127	127	NUM
ajfa-1827	376	13	grave	grave	ADJ
ajfa-1827	376	14	dictio	dictio	NOUN
ajfa-1827	376	15	tics	tic	NOUN
ajfa-1827	376	16	.	.	PUNCT
ajfa-1827	377	1	the	the	DET
ajfa-1827	377	2	jo	jo	PROPN
ajfa-1827	377	3	3321164958	3321164958	NUM
ajfa-1827	377	4	sis	sis	NOUN
ajfa-1827	377	5	:	:	PUNCT
ajfa-1827	377	6	30	30	NUM
ajfa-1827	377	7	year	year	NOUN
ajfa-1827	377	8	005.00090.x	005.00090.x	PROPN
ajfa-1827	377	9	c	c	NOUN
ajfa-1827	377	10	cycles	cycle	NOUN
ajfa-1827	377	11	:	:	PUNCT
ajfa-1827	377	12	f	f	PROPN
ajfa-1827	377	13	1	1	NUM
ajfa-1827	377	14	,	,	PUNCT
ajfa-1827	377	15	259	259	NUM
ajfa-1827	377	16	-	-	SYM
ajfa-1827	377	17	290	290	NUM
ajfa-1827	377	18	.	.	PUNCT
ajfa-1827	377	19	gy	gy	PROPN
ajfa-1827	377	20	.	.	PROPN
ajfa-1827	377	21	water	water	PROPN
ajfa-1827	377	22	re	re	VERB
ajfa-1827	377	23	djusted	djuste	VERB
ajfa-1827	377	24	rang	ring	VERB
ajfa-1827	377	25	rch	rch	PROPN
ajfa-1827	377	26	,	,	PUNCT
ajfa-1827	377	27	14	14	NUM
ajfa-1827	377	28	,	,	PUNCT
ajfa-1827	377	29	4	4	NUM
ajfa-1827	377	30	rsières	rsière	NOUN
ajfa-1827	377	31	.	.	PUNCT
ajfa-1827	378	1	eco	eco	PROPN
ajfa-1827	378	2	empirical	empirical	ADJ
ajfa-1827	378	3	ev	ev	ADP
ajfa-1827	378	4	ccounting	ccounte	VERB
ajfa-1827	378	5	946	946	NUM
ajfa-1827	378	6	-	-	PUNCT
ajfa-1827	378	7	052x	052x	NOUN
ajfa-1827	378	8	4	4	NUM
ajfa-1827	378	9	,	,	PUNCT
ajfa-1827	378	10	no	no	INTJ
ajfa-1827	378	11	.	.	NOUN
ajfa-1827	378	12	2	2	NUM
ajfa-1827	378	13	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	378	14	ory	ory	NOUN
ajfa-1827	378	15	time	time	NOUN
ajfa-1827	378	16	ory	ory	NOUN
ajfa-1827	378	17	time	time	NOUN
ajfa-1827	378	18	221	221	NUM
ajfa-1827	378	19	-	-	SYM
ajfa-1827	378	20	238	238	NUM
ajfa-1827	378	21	.	.	PUNCT
ajfa-1827	378	22	165	165	NUM
ajfa-1827	378	23	-	-	SYM
ajfa-1827	378	24	176	176	NUM
ajfa-1827	378	25	.	.	PUNCT
ajfa-1827	379	1	journal	journal	PROPN
ajfa-1827	379	2	merican	merican	PROPN
ajfa-1827	379	3	ance	ance	PROPN
ajfa-1827	379	4	,	,	PUNCT
ajfa-1827	379	5	33	33	NUM
ajfa-1827	379	6	,	,	PUNCT
ajfa-1827	379	7	79	79	NUM
ajfa-1827	379	8	-	-	SYM
ajfa-1827	379	9	1313	1313	NUM
ajfa-1827	379	10	.	.	PUNCT
ajfa-1827	380	1	onary	onary	NOUN
ajfa-1827	380	2	of	of	ADP
ajfa-1827	380	3	urnal	urnal	ADJ
ajfa-1827	380	4	of	of	ADP
ajfa-1827	380	5	8	8	NUM
ajfa-1827	380	6	rs	r	NOUN
ajfa-1827	380	7	later	later	ADV
ajfa-1827	380	8	.	.	PUNCT
ajfa-1827	381	1	x	x	PUNCT
ajfa-1827	381	2	from	from	ADP
ajfa-1827	381	3	the	the	PRON
ajfa-1827	381	4	.	.	PUNCT
ajfa-1827	382	1	esources	esources	PROPN
ajfa-1827	382	2	ge	ge	PROPN
ajfa-1827	382	3	,	,	PUNCT
ajfa-1827	382	4	i	i	PRON
ajfa-1827	382	5	:	:	PUNCT
ajfa-1827	382	6	a	a	DET
ajfa-1827	382	7	491	491	NUM
ajfa-1827	382	8	-	-	SYM
ajfa-1827	382	9	508	508	NUM
ajfa-1827	382	10	.	.	PUNCT
ajfa-1827	383	1	onomica	onomica	PROPN
ajfa-1827	383	2	,	,	PUNCT
ajfa-1827	383	3	vidence	vidence	NOUN
ajfa-1827	383	4	.	.	PUNCT
ajfa-1827	383	5	newey	newey	PROPN
ajfa-1827	383	6	,	,	PUNCT
ajfa-1827	383	7	heteros	hetero	VERB
ajfa-1827	383	8	703	703	NUM
ajfa-1827	383	9	-	-	SYM
ajfa-1827	383	10	708	708	NUM
ajfa-1827	383	11	olsen	olsen	NOUN
ajfa-1827	383	12	(	(	PUNCT
ajfa-1827	383	13	analyst	analyst	NOUN
ajfa-1827	383	14	opong	opong	NOUN
ajfa-1827	383	15	,	,	PUNCT
ajfa-1827	383	16	equity	equity	NOUN
ajfa-1827	383	17	267	267	NUM
ajfa-1827	383	18	-	-	SYM
ajfa-1827	383	19	282	282	NUM
ajfa-1827	383	20	peters	peter	NOUN
ajfa-1827	383	21	,	,	PUNCT
ajfa-1827	383	22	econom	econom	PROPN
ajfa-1827	383	23	robinso	robinso	PROPN
ajfa-1827	383	24	long	long	PROPN
ajfa-1827	383	25	http://dx	http://dx	PROPN
ajfa-1827	383	26	robinso	robinso	PROPN
ajfa-1827	383	27	sixth	sixth	ADJ
ajfa-1827	383	28	w	w	NOUN
ajfa-1827	383	29	scheink	scheink	PROPN
ajfa-1827	383	30	univers	univers	PROPN
ajfa-1827	383	31	shea	shea	PROPN
ajfa-1827	383	32	,	,	PUNCT
ajfa-1827	383	33	g	g	PROPN
ajfa-1827	383	34	interest	interest	NOUN
ajfa-1827	383	35	http://dx	http://dx	PROPN
ajfa-1827	383	36	timotej	timotej	NOUN
ajfa-1827	383	37	hypoth	hypoth	NOUN
ajfa-1827	383	38	43(4	43(4	NOUN
ajfa-1827	383	39	)	)	PUNCT
ajfa-1827	383	40	,	,	PUNCT
ajfa-1827	383	41	7	7	NUM
ajfa-1827	383	42	willing	willing	ADJ
ajfa-1827	383	43	depende	depende	NOUN
ajfa-1827	383	44	,	,	PUNCT
ajfa-1827	383	45	whitney	whitney	PROPN
ajfa-1827	383	46	skedasticity	skedasticity	PROPN
ajfa-1827	383	47	8	8	NUM
ajfa-1827	383	48	.	.	PUNCT
ajfa-1827	384	1	http://dx	http://dx	PROPN
ajfa-1827	384	2	.	.	PUNCT
ajfa-1827	385	1	(	(	PUNCT
ajfa-1827	385	2	1998	1998	NUM
ajfa-1827	385	3	)	)	PUNCT
ajfa-1827	385	4	.	.	PUNCT
ajfa-1827	386	1	beh	beh	PROPN
ajfa-1827	386	2	ts	ts	ADP
ajfa-1827	386	3	journal	journal	PROPN
ajfa-1827	386	4	,	,	PUNCT
ajfa-1827	386	5	5	5	NUM
ajfa-1827	386	6	k.k	k.k	PROPN
ajfa-1827	386	7	.	.	PROPN
ajfa-1827	386	8	,	,	PUNCT
ajfa-1827	386	9	mulh	mulh	PROPN
ajfa-1827	386	10	indicies	indicie	VERB
ajfa-1827	386	11	:	:	PUNCT
ajfa-1827	386	12	a	a	DET
ajfa-1827	386	13	2	2	NUM
ajfa-1827	386	14	.	.	PUNCT
ajfa-1827	387	1	http://dx	http://dx	PROPN
ajfa-1827	387	2	.	.	PUNCT
ajfa-1827	388	1	edgar	edgar	PROPN
ajfa-1827	388	2	e.	e.	PROPN
ajfa-1827	388	3	(	(	PUNCT
ajfa-1827	388	4	1	1	NUM
ajfa-1827	388	5	mics	mic	NOUN
ajfa-1827	388	6	.	.	PUNCT
ajfa-1827	389	1	new	new	ADJ
ajfa-1827	389	2	y	y	PROPN
ajfa-1827	389	3	on	on	ADP
ajfa-1827	389	4	,	,	PUNCT
ajfa-1827	389	5	p.	p.	NOUN
ajfa-1827	389	6	m.	m.	NOUN
ajfa-1827	389	7	,	,	PUNCT
ajfa-1827	389	8	&	&	CCONJ
ajfa-1827	389	9	memory	memory	NOUN
ajfa-1827	389	10	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	389	11	on	on	ADP
ajfa-1827	389	12	,	,	PUNCT
ajfa-1827	389	13	p.m.	p.m.	PROPN
ajfa-1827	389	14	(	(	PUNCT
ajfa-1827	389	15	1	1	NUM
ajfa-1827	389	16	world	world	NOUN
ajfa-1827	389	17	congr	congr	NOUN
ajfa-1827	389	18	kman	kman	PROPN
ajfa-1827	389	19	,	,	PUNCT
ajfa-1827	389	20	j.	j.	PROPN
ajfa-1827	389	21	,	,	PUNCT
ajfa-1827	389	22	&	&	CCONJ
ajfa-1827	389	23	sity	sity	PROPN
ajfa-1827	389	24	.	.	PUNCT
ajfa-1827	390	1	g.s	g.s	PROPN
ajfa-1827	390	2	.	.	PROPN
ajfa-1827	390	3	(	(	PUNCT
ajfa-1827	390	4	1991	1991	NUM
ajfa-1827	390	5	)	)	PUNCT
ajfa-1827	390	6	.	.	PUNCT
ajfa-1827	391	1	rate	rate	PROPN
ajfa-1827	391	2	x.doi.org/10	x.doi.org/10	PROPN
ajfa-1827	391	3	j	j	PROPN
ajfa-1827	391	4	jagric	jagric	PROPN
ajfa-1827	391	5	,	,	PUNCT
ajfa-1827	391	6	bo	bo	PROPN
ajfa-1827	391	7	hesis	hesis	PROPN
ajfa-1827	391	8	hold	hold	VERB
ajfa-1827	391	9	?	?	PUNCT
ajfa-1827	391	10	:	:	PUNCT
ajfa-1827	391	11	79	79	NUM
ajfa-1827	391	12	-	-	SYM
ajfa-1827	391	13	103	103	NUM
ajfa-1827	391	14	.	.	PUNCT
ajfa-1827	392	1	ger	ger	NOUN
ajfa-1827	392	2	,	,	PUNCT
ajfa-1827	392	3	taqqu	taqqu	NOUN
ajfa-1827	392	4	,	,	PUNCT
ajfa-1827	392	5	ence	ence	NOUN
ajfa-1827	392	6	.	.	PUNCT
ajfa-1827	393	1	finan	finan	PROPN
ajfa-1827	394	1	k	k	PROPN
ajfa-1827	394	2	;	;	PUNCT
ajfa-1827	394	3	west	west	PROPN
ajfa-1827	394	4	,	,	PUNCT
ajfa-1827	394	5	y	y	PROPN
ajfa-1827	394	6	and	and	CCONJ
ajfa-1827	394	7	autoc	autoc	VERB
ajfa-1827	394	8	doi.org/10.2	doi.org/10.2	NUM
ajfa-1827	394	9	havioral	havioral	ADJ
ajfa-1827	394	10	fin	fin	NOUN
ajfa-1827	394	11	54(02	54(02	NUM
ajfa-1827	394	12	)	)	PUNCT
ajfa-1827	394	13	,	,	PUNCT
ajfa-1827	394	14	10	10	NUM
ajfa-1827	394	15	-	-	SYM
ajfa-1827	394	16	8	8	NUM
ajfa-1827	394	17	holland	holland	NOUN
ajfa-1827	394	18	,	,	PUNCT
ajfa-1827	394	19	g.	g.	PROPN
ajfa-1827	394	20	,	,	PUNCT
ajfa-1827	394	21	an	an	DET
ajfa-1827	394	22	applicati	applicati	NOUN
ajfa-1827	394	23	doi.org/10	doi.org/10	PROPN
ajfa-1827	394	24	.	.	PROPN
ajfa-1827	394	25	1994	1994	NUM
ajfa-1827	394	26	)	)	PUNCT
ajfa-1827	394	27	.	.	PUNCT
ajfa-1827	395	1	frac	frac	PROPN
ajfa-1827	395	2	york	york	PROPN
ajfa-1827	395	3	:	:	PUNCT
ajfa-1827	395	4	john	john	PROPN
ajfa-1827	395	5	w	w	PROPN
ajfa-1827	395	6	&	&	CCONJ
ajfa-1827	395	7	m.	m.	PROPN
ajfa-1827	395	8	henry	henry	PROPN
ajfa-1827	395	9	y.	y.	PROPN
ajfa-1827	395	10	journ	journ	VERB
ajfa-1827	395	11	0.1016	0.1016	NUM
ajfa-1827	395	12	/	/	SYM
ajfa-1827	395	13	s030	s030	PROPN
ajfa-1827	395	14	994	994	NUM
ajfa-1827	395	15	)	)	PUNCT
ajfa-1827	395	16	.	.	PUNCT
ajfa-1827	396	1	time	time	NOUN
ajfa-1827	396	2	ress	ress	PROPN
ajfa-1827	396	3	.	.	PUNCT
ajfa-1827	397	1	http://d	http://d	PROPN
ajfa-1827	397	2	&	&	CCONJ
ajfa-1827	397	3	xiong	xiong	PROPN
ajfa-1827	397	4	,	,	PUNCT
ajfa-1827	397	5	w	w	PROPN
ajfa-1827	397	6	.	.	PUNCT
ajfa-1827	398	1	uncertaint	uncertaint	ADJ
ajfa-1827	398	2	term	term	NOUN
ajfa-1827	398	3	0.1007	0.1007	NUM
ajfa-1827	398	4	/	/	SYM
ajfa-1827	398	5	bf0	bf0	NOUN
ajfa-1827	398	6	oris	oris	NOUN
ajfa-1827	398	7	podobn	podobn	NOUN
ajfa-1827	398	8	:	:	PUNCT
ajfa-1827	398	9	evidence	evidence	NOUN
ajfa-1827	398	10	,	,	PUNCT
ajfa-1827	398	11	m.	m.	NOUN
ajfa-1827	398	12	,	,	PUNCT
ajfa-1827	398	13	&	&	CCONJ
ajfa-1827	398	14	te	te	ADP
ajfa-1827	398	15	nce	nce	NOUN
ajfa-1827	398	16	and	and	CCONJ
ajfa-1827	398	17	stoc	stoc	NOUN
ajfa-1827	398	18	&	&	CCONJ
ajfa-1827	398	19	kenne	kenne	PROPN
ajfa-1827	398	20	correlation	correlation	NOUN
ajfa-1827	398	21	c	c	PROPN
ajfa-1827	398	22	2307/19136	2307/19136	NUM
ajfa-1827	398	23	nance	nance	NOUN
ajfa-1827	398	24	and	and	CCONJ
ajfa-1827	398	25	ib	ib	NOUN
ajfa-1827	398	26	8	8	NUM
ajfa-1827	398	27	.	.	PUNCT
ajfa-1827	399	1	http://dx.d	http://dx.d	INTJ
ajfa-1827	399	2	,	,	PUNCT
ajfa-1827	399	3	fox	fox	PROPN
ajfa-1827	399	4	,	,	PUNCT
ajfa-1827	399	5	a.f	a.f	PROPN
ajfa-1827	399	6	.	.	PROPN
ajfa-1827	399	7	,	,	PUNCT
ajfa-1827	399	8	ion	ion	NOUN
ajfa-1827	399	9	of	of	ADP
ajfa-1827	399	10	hurs	hur	NOUN
ajfa-1827	399	11	1016	1016	NUM
ajfa-1827	399	12	/	/	SYM
ajfa-1827	399	13	s0927	s0927	NUM
ajfa-1827	399	14	ctal	ctal	ADJ
ajfa-1827	399	15	market	market	NOUN
ajfa-1827	399	16	wiley	wiley	PROPN
ajfa-1827	399	17	&	&	CCONJ
ajfa-1827	399	18	so	so	PROPN
ajfa-1827	399	19	y.	y.	PROPN
ajfa-1827	399	20	(	(	PUNCT
ajfa-1827	399	21	2003	2003	NUM
ajfa-1827	399	22	)	)	PUNCT
ajfa-1827	399	23	.	.	PUNCT
ajfa-1827	400	1	h	h	PROPN
ajfa-1827	400	2	nal	nal	PROPN
ajfa-1827	400	3	of	of	ADP
ajfa-1827	400	4	04	04	NUM
ajfa-1827	400	5	-	-	SYM
ajfa-1827	400	6	4076(02	4076(02	NUM
ajfa-1827	400	7	e	e	NOUN
ajfa-1827	400	8	series	series	NOUN
ajfa-1827	400	9	with	with	ADP
ajfa-1827	400	10	dx.doi.org/1	dx.doi.org/1	PROPN
ajfa-1827	400	11	w.	w.	NOUN
ajfa-1827	400	12	(	(	PUNCT
ajfa-1827	400	13	2003	2003	NUM
ajfa-1827	400	14	)	)	PUNCT
ajfa-1827	400	15	.	.	PUNCT
ajfa-1827	401	1	ty	ty	INTJ
ajfa-1827	401	2	and	and	CCONJ
ajfa-1827	401	3	impl	impl	NOUN
ajfa-1827	401	4	structure	structure	NOUN
ajfa-1827	401	5	.	.	PUNCT
ajfa-1827	402	1	01206277	01206277	NUM
ajfa-1827	403	1	nik	nik	PROPN
ajfa-1827	403	2	,	,	PUNCT
ajfa-1827	403	3	&	&	CCONJ
ajfa-1827	403	4	ma	ma	PROPN
ajfa-1827	403	5	from	from	ADP
ajfa-1827	403	6	six	six	NUM
ajfa-1827	403	7	t	t	NOUN
ajfa-1827	403	8	everovsky	everovsky	NOUN
ajfa-1827	403	9	,	,	PUNCT
ajfa-1827	403	10	chastics	chastic	NOUN
ajfa-1827	403	11	,	,	PUNCT
ajfa-1827	403	12	3	3	NUM
ajfa-1827	403	13	,	,	PUNCT
ajfa-1827	403	14	395	395	NUM
ajfa-1827	403	15	eth	eth	NOUN
ajfa-1827	403	16	d	d	X
ajfa-1827	403	17	(	(	PUNCT
ajfa-1827	403	18	198	198	NUM
ajfa-1827	403	19	consistent	consistent	ADJ
ajfa-1827	403	20	c	c	NOUN
ajfa-1827	403	21	610	610	NUM
ajfa-1827	403	22	b	b	NOUN
ajfa-1827	403	23	implicati	implicati	PROPN
ajfa-1827	403	24	doi.org/10.2	doi.org/10.2	PROPN
ajfa-1827	403	25	&	&	CCONJ
ajfa-1827	403	26	farahma	farahma	PROPN
ajfa-1827	403	27	st	st	PROPN
ajfa-1827	403	28	and	and	CCONJ
ajfa-1827	403	29	bds	bds	NOUN
ajfa-1827	403	30	7	7	NUM
ajfa-1827	403	31	-	-	PUNCT
ajfa-1827	403	32	5398(99)0	5398(99)0	VERB
ajfa-1827	403	33	analysis	analysis	NOUN
ajfa-1827	403	34	:	:	PUNCT
ajfa-1827	403	35	a	a	DET
ajfa-1827	403	36	ons	ons	PROPN
ajfa-1827	403	37	.	.	PUNCT
ajfa-1827	404	1	higher	high	ADJ
ajfa-1827	404	2	orde	orde	PROPN
ajfa-1827	404	3	econom	econom	PROPN
ajfa-1827	404	4	2)00208	2)00208	PROPN
ajfa-1827	404	5	-	-	SYM
ajfa-1827	404	6	7	7	NUM
ajfa-1827	404	7	h	h	NOUN
ajfa-1827	404	8	strong	strong	ADJ
ajfa-1827	404	9	de	de	ADP
ajfa-1827	404	10	10.1017	10.1017	NUM
ajfa-1827	404	11	/	/	SYM
ajfa-1827	404	12	cc	cc	NOUN
ajfa-1827	404	13	overconfid	overconfid	ADV
ajfa-1827	404	14	lied	lie	VERB
ajfa-1827	404	15	varianc	varianc	PROPN
ajfa-1827	404	16	empiric	empiric	PROPN
ajfa-1827	404	17	arko	arko	PROPN
ajfa-1827	404	18	kolano	kolano	PROPN
ajfa-1827	404	19	transition	transition	NOUN
ajfa-1827	404	20	e	e	PROPN
ajfa-1827	404	21	v.	v.	PROPN
ajfa-1827	404	22	(	(	PUNCT
ajfa-1827	404	23	1999	1999	NUM
ajfa-1827	404	24	)	)	PUNCT
ajfa-1827	404	25	1	1	NUM
ajfa-1827	404	26	-	-	SYM
ajfa-1827	404	27	13	13	NUM
ajfa-1827	404	28	.	.	PUNCT
ajfa-1827	405	1	http:/	http:/	PROPN
ajfa-1827	405	2	asian	asian	ADJ
ajfa-1827	405	3	87	87	NUM
ajfa-1827	405	4	)	)	PUNCT
ajfa-1827	405	5	.	.	PUNCT
ajfa-1827	406	1	a	a	DET
ajfa-1827	406	2	sim	sim	ADJ
ajfa-1827	406	3	covariance	covariance	NOUN
ajfa-1827	406	4	ons	on	NOUN
ajfa-1827	406	5	for	for	ADP
ajfa-1827	406	6	sto	sto	NOUN
ajfa-1827	406	7	2469	2469	NUM
ajfa-1827	406	8	/	/	SYM
ajfa-1827	406	9	faj.v54	faj.v54	PROPN
ajfa-1827	406	10	and	and	CCONJ
ajfa-1827	406	11	,	,	PUNCT
ajfa-1827	406	12	k.	k.	PROPN
ajfa-1827	406	13	(	(	PUNCT
ajfa-1827	406	14	199	199	NUM
ajfa-1827	406	15	s	s	NOUN
ajfa-1827	406	16	tests	test	NOUN
ajfa-1827	406	17	.	.	PUNCT
ajfa-1827	407	1	jou	jou	INTJ
ajfa-1827	407	2	00004	00004	NUM
ajfa-1827	407	3	-	-	SYM
ajfa-1827	407	4	3	3	NUM
ajfa-1827	407	5	applying	apply	VERB
ajfa-1827	407	6	ch	ch	NOUN
ajfa-1827	407	7	r	r	NOUN
ajfa-1827	407	8	kernel	kernel	PROPN
ajfa-1827	407	9	se	se	PROPN
ajfa-1827	407	10	etrics	etrics	PROPN
ajfa-1827	407	11	,	,	PUNCT
ajfa-1827	407	12	ependence	ependence	NOUN
ajfa-1827	407	13	.	.	PUNCT
ajfa-1827	408	1	a	a	DET
ajfa-1827	408	2	col052144	col052144	NOUN
ajfa-1827	408	3	dence	dence	NOUN
ajfa-1827	408	4	and	and	CCONJ
ajfa-1827	408	5	s	s	NOUN
ajfa-1827	408	6	ce	ce	PROPN
ajfa-1827	408	7	bounds	bound	NOUN
ajfa-1827	408	8	i	i	PRON
ajfa-1827	408	9	cal	cal	PROPN
ajfa-1827	408	10	eco	eco	PROPN
ajfa-1827	408	11	ovic	ovic	PROPN
ajfa-1827	408	12	.	.	PUNCT
ajfa-1827	409	1	(	(	PUNCT
ajfa-1827	409	2	2005	2005	NUM
ajfa-1827	409	3	economies	economy	NOUN
ajfa-1827	409	4	.	.	PUNCT
ajfa-1827	409	5	.	.	PUNCT
ajfa-1827	410	1	stock	stock	NOUN
ajfa-1827	410	2	m	m	VERB
ajfa-1827	410	3	//dx.doi.org/	//dx.doi.org/	PROPN
ajfa-1827	410	4	n	n	PRON
ajfa-1827	410	5	journal	journal	NOUN
ajfa-1827	410	6	of	of	ADP
ajfa-1827	410	7	f	f	PROPN
ajfa-1827	410	8	mple	mple	PROPN
ajfa-1827	410	9	,	,	PUNCT
ajfa-1827	410	10	posit	posit	VERB
ajfa-1827	410	11	matrix	matrix	NOUN
ajfa-1827	410	12	.	.	PUNCT
ajfa-1827	411	1	ec	ec	PROPN
ajfa-1827	411	2	ck	ck	PROPN
ajfa-1827	411	3	,	,	PUNCT
ajfa-1827	411	4	price	price	VERB
ajfa-1827	411	5	v	v	ADP
ajfa-1827	411	6	4.n2.2161	4.n2.2161	NUM
ajfa-1827	411	7	99	99	NUM
ajfa-1827	411	8	)	)	PUNCT
ajfa-1827	411	9	.	.	PUNCT
ajfa-1827	412	1	the	the	DET
ajfa-1827	412	2	beh	beh	PROPN
ajfa-1827	412	3	urnal	urnal	PROPN
ajfa-1827	412	4	of	of	ADP
ajfa-1827	412	5	emp	emp	NOUN
ajfa-1827	412	6	haos	haos	PROPN
ajfa-1827	412	7	theory	theory	NOUN
ajfa-1827	412	8	emiparametr	emiparametr	PROPN
ajfa-1827	412	9	volume	volume	NOUN
ajfa-1827	412	10	,	,	PUNCT
ajfa-1827	412	11	advances	advance	NOUN
ajfa-1827	412	12	in	in	ADP
ajfa-1827	412	13	4594.002	4594.002	NUM
ajfa-1827	412	14	speculative	speculative	ADJ
ajfa-1827	412	15	n	n	CCONJ
ajfa-1827	412	16	long	long	ADV
ajfa-1827	412	17	-	-	PUNCT
ajfa-1827	412	18	mem	mem	VERB
ajfa-1827	412	19	onomics	onomic	NOUN
ajfa-1827	412	20	,	,	PUNCT
ajfa-1827	412	21	5	5	NUM
ajfa-1827	412	22	)	)	PUNCT
ajfa-1827	412	23	.	.	PUNCT
ajfa-1827	413	1	does	do	AUX
ajfa-1827	413	2	th	th	AUX
ajfa-1827	413	3	eastern	eastern	PROPN
ajfa-1827	413	4	eu	eu	PROPN
ajfa-1827	413	5	arket	arket	NOUN
ajfa-1827	413	6	price	price	NOUN
ajfa-1827	413	7	/10.1007	/10.1007	NOUN
ajfa-1827	413	8	/	/	SYM
ajfa-1827	413	9	s0	s0	PROPN
ajfa-1827	413	10	finance	finance	PROPN
ajfa-1827	413	11	&	&	CCONJ
ajfa-1827	413	12	ac	ac	PROPN
ajfa-1827	413	13	issn	issn	PROPN
ajfa-1827	413	14	19	19	NUM
ajfa-1827	413	15	2012	2012	NUM
ajfa-1827	413	16	,	,	PUNCT
ajfa-1827	413	17	vol	vol	NOUN
ajfa-1827	413	18	.	.	PUNCT
ajfa-1827	413	19	www.macrothi	www.macrothi	X
ajfa-1827	414	1	tive	tive	PROPN
ajfa-1827	414	2	semiconometrica	semiconometrica	ADJ
ajfa-1827	414	3	volatility	volatility	NOUN
ajfa-1827	414	4	.	.	PUNCT
ajfa-1827	415	1	f	f	PROPN
ajfa-1827	415	2	havior	havior	PROPN
ajfa-1827	415	3	of	of	ADP
ajfa-1827	415	4	so	so	ADV
ajfa-1827	415	5	mpirical	mpirical	ADJ
ajfa-1827	415	6	fin	fin	NOUN
ajfa-1827	415	7	y	y	PROPN
ajfa-1827	415	8	to	to	AUX
ajfa-1827	415	9	investm	investm	VERB
ajfa-1827	415	10	ric	ric	PROPN
ajfa-1827	415	11	m	m	PROPN
ajfa-1827	415	12	-	-	ADJ
ajfa-1827	415	13	estim	estim	ADJ
ajfa-1827	415	14	114(1	114(1	NUM
ajfa-1827	415	15	)	)	PUNCT
ajfa-1827	415	16	,	,	PUNCT
ajfa-1827	415	17	n	n	PRON
ajfa-1827	415	18	econome	econome	NOUN
ajfa-1827	415	19	e	e	NOUN
ajfa-1827	415	20	bubles	buble	NOUN
ajfa-1827	415	21	.	.	PUNCT
ajfa-1827	416	1	p	p	NOUN
ajfa-1827	416	2	mory	mory	PROPN
ajfa-1827	416	3	model	model	NOUN
ajfa-1827	416	4	16	16	NUM
ajfa-1827	416	5	,	,	PUNCT
ajfa-1827	416	6	2	2	NUM
ajfa-1827	416	7	he	he	PRON
ajfa-1827	416	8	efficient	efficient	ADJ
ajfa-1827	416	9	uropean	uropean	ADJ
ajfa-1827	416	10	eco	eco	NOUN
ajfa-1827	416	11	es	es	NOUN
ajfa-1827	416	12	and	and	CCONJ
ajfa-1827	416	13	lon	lon	PROPN
ajfa-1827	416	14	0078000500	0078000500	NUM
ajfa-1827	416	15	ccounting	ccounte	VERB
ajfa-1827	416	16	946	946	NUM
ajfa-1827	416	17	-	-	PUNCT
ajfa-1827	416	18	052x	052x	NOUN
ajfa-1827	416	19	4	4	NUM
ajfa-1827	416	20	,	,	PUNCT
ajfa-1827	416	21	no	no	INTJ
ajfa-1827	416	22	.	.	NOUN
ajfa-1827	416	23	2	2	NUM
ajfa-1827	416	24	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	416	25	definite	definite	ADJ
ajfa-1827	416	26	,	,	PUNCT
ajfa-1827	416	27	a	a	DET
ajfa-1827	416	28	,	,	PUNCT
ajfa-1827	416	29	55(3	55(3	NUM
ajfa-1827	416	30	)	)	PUNCT
ajfa-1827	416	31	,	,	PUNCT
ajfa-1827	416	32	financial	financial	ADJ
ajfa-1827	416	33	ome	ome	PROPN
ajfa-1827	416	34	uk	uk	PROPN
ajfa-1827	416	35	nance	nance	NOUN
ajfa-1827	416	36	,	,	PUNCT
ajfa-1827	416	37	6	6	NUM
ajfa-1827	416	38	,	,	PUNCT
ajfa-1827	416	39	ment	ment	NOUN
ajfa-1827	416	40	and	and	CCONJ
ajfa-1827	416	41	mation	mation	NOUN
ajfa-1827	416	42	of	of	ADP
ajfa-1827	416	43	1	1	NUM
ajfa-1827	416	44	-	-	SYM
ajfa-1827	416	45	27	27	NUM
ajfa-1827	416	46	.	.	PUNCT
ajfa-1827	417	1	etrics	etric	NOUN
ajfa-1827	417	2	,	,	PUNCT
ajfa-1827	417	3	1	1	NUM
ajfa-1827	417	4	,	,	PUNCT
ajfa-1827	417	5	rinceton	rinceton	VERB
ajfa-1827	417	6	ls	l	NOUN
ajfa-1827	417	7	of	of	ADP
ajfa-1827	417	8	the	the	DET
ajfa-1827	417	9	287	287	NUM
ajfa-1827	417	10	-	-	SYM
ajfa-1827	417	11	312	312	NUM
ajfa-1827	417	12	.	.	PUNCT
ajfa-1827	418	1	market	market	NOUN
ajfa-1827	418	2	onomics	onomic	NOUN
ajfa-1827	418	3	,	,	PUNCT
ajfa-1827	418	4	g	g	PROPN
ajfa-1827	418	5	range	range	NOUN
ajfa-1827	418	6	049	049	NUM
ajfa-1827	418	7	append	append	NOUN
ajfa-1827	418	8	cac	cac	PROPN
ajfa-1827	418	9	sp5	sp5	PROPN
ajfa-1827	418	10	ftse	ftse	PROPN
ajfa-1827	418	11	mibt	mibt	PROPN
ajfa-1827	418	12	s$p	s$p	PROPN
ajfa-1827	418	13	/	/	SYM
ajfa-1827	418	14	t	t	PROPN
ajfa-1827	418	15	nikke	nikke	PROPN
ajfa-1827	418	16	da	da	PROPN
ajfa-1827	418	17	lqise-1	lqise-1	PROPN
ajfa-1827	418	18	bove	bove	PROPN
ajfa-1827	418	19	ipc	ipc	PROPN
ajfa-1827	418	20	sse	sse	PROPN
ajfa-1827	418	21	com	com	PROPN
ajfa-1827	418	22	nift	nift	NOUN
ajfa-1827	418	23	mice	mouse	NOUN
ajfa-1827	418	24	tunin	tunin	VERB
ajfa-1827	418	25	egx	egx	PROPN
ajfa-1827	418	26	kos	kos	PROPN
ajfa-1827	418	27	ftse	ftse	PROPN
ajfa-1827	418	28	tadaw	tadaw	PROPN
ajfa-1827	418	29	merv	merv	PROPN
ajfa-1827	418	30	sp	sp	PROPN
ajfa-1827	418	31	/	/	PUNCT
ajfa-1827	418	32	as	as	ADP
ajfa-1827	418	33	dix	dix	X
ajfa-1827	418	34	1	1	NUM
ajfa-1827	418	35	.	.	PUNCT
ajfa-1827	418	36	calcu	calcu	PROPN
ajfa-1827	418	37	sk	sk	VERB
ajfa-1827	418	38	c	c	PROPN
ajfa-1827	418	39	40	40	NUM
ajfa-1827	418	40	0.394	0.394	NUM
ajfa-1827	418	41	00	00	NUM
ajfa-1827	418	42	-0.094	-0.094	PUNCT
ajfa-1827	419	1	e100	e100	PROPN
ajfa-1827	419	2	0.069	0.069	NUM
ajfa-1827	419	3	tel	tel	PROPN
ajfa-1827	419	4	-0.609	-0.609	PUNCT
ajfa-1827	419	5	tsx	tsx	NOUN
ajfa-1827	419	6	0.255	0.255	NUM
ajfa-1827	419	7	ei225	ei225	PROPN
ajfa-1827	420	1	0.555	0.555	NUM
ajfa-1827	420	2	x	x	SYM
ajfa-1827	420	3	0.741	0.741	NUM
ajfa-1827	420	4	-45	-45	NUM
ajfa-1827	420	5	1.173	1.173	NUM
ajfa-1827	420	6	100	100	NUM
ajfa-1827	420	7	1.173	1.173	NUM
ajfa-1827	420	8	espa	espa	NOUN
ajfa-1827	420	9	1.173	1.173	NUM
ajfa-1827	420	10	c	c	NOUN
ajfa-1827	420	11	0.373	0.373	NUM
ajfa-1827	420	12	mposite	mposite	ADJ
ajfa-1827	420	13	1.566	1.566	NUM
ajfa-1827	420	14	ty	ty	NUM
ajfa-1827	420	15	0.35	0.35	NUM
ajfa-1827	420	16	ex	ex	NOUN
ajfa-1827	420	17	0.35	0.35	NUM
ajfa-1827	420	18	ndex	ndex	NOUN
ajfa-1827	420	19	0.35	0.35	NUM
ajfa-1827	420	20	x	x	SYM
ajfa-1827	420	21	30	30	NUM
ajfa-1827	420	22	0.309	0.309	NUM
ajfa-1827	420	23	spi	spi	PROPN
ajfa-1827	420	24	-0.23	-0.23	PROPN
ajfa-1827	420	25	jse	jse	PROPN
ajfa-1827	420	26	0.741	0.741	NUM
ajfa-1827	420	27	wul	wul	VERB
ajfa-1827	420	28	0.275	0.275	NUM
ajfa-1827	420	29	val	val	NOUN
ajfa-1827	420	30	0.701	0.701	NUM
ajfa-1827	421	1	sx50	sx50	PROPN
ajfa-1827	421	2	0.275	0.275	NUM
ajfa-1827	421	3	ulation	ulation	NOUN
ajfa-1827	421	4	of	of	ADP
ajfa-1827	421	5	s	s	PROPN
ajfa-1827	421	6	k	k	PROPN
ajfa-1827	421	7	ku	ku	PROPN
ajfa-1827	421	8	4002	4002	NUM
ajfa-1827	421	9	2.10322	2.10322	NUM
ajfa-1827	421	10	4044	4044	NUM
ajfa-1827	421	11	2.30954	2.30954	NUM
ajfa-1827	421	12	9159	9159	NUM
ajfa-1827	421	13	2.02373	2.02373	NUM
ajfa-1827	421	14	9381	9381	NUM
ajfa-1827	421	15	2.57556	2.57556	NUM
ajfa-1827	421	16	5913	5913	NUM
ajfa-1827	421	17	1.92178	1.92178	NUM
ajfa-1827	421	18	5232	5232	NUM
ajfa-1827	421	19	2.23985	2.23985	NUM
ajfa-1827	421	20	1152	1152	NUM
ajfa-1827	421	21	2.45005	2.45005	NUM
ajfa-1827	421	22	3229	3229	NUM
ajfa-1827	421	23	3.64680	3.64680	NUM
ajfa-1827	421	24	3229	3229	NUM
ajfa-1827	421	25	3.64680	3.64680	NUM
ajfa-1827	421	26	3229	3229	NUM
ajfa-1827	421	27	3.64680	3.64680	NUM
ajfa-1827	421	28	3146	3146	NUM
ajfa-1827	421	29	1.59505	1.59505	NUM
ajfa-1827	421	30	6885	6885	NUM
ajfa-1827	421	31	5.22842	5.22842	NUM
ajfa-1827	421	32	994	994	NUM
ajfa-1827	421	33	1.63265	1.63265	NUM
ajfa-1827	421	34	994	994	NUM
ajfa-1827	421	35	1.63265	1.63265	NUM
ajfa-1827	421	36	994	994	NUM
ajfa-1827	421	37	1.63265	1.63265	NUM
ajfa-1827	421	38	9711	9711	NUM
ajfa-1827	421	39	1.75299	1.75299	NUM
ajfa-1827	421	40	3072	3072	NUM
ajfa-1827	421	41	1.81978	1.81978	NUM
ajfa-1827	421	42	1152	1152	NUM
ajfa-1827	421	43	2.45005	2.45005	NUM
ajfa-1827	421	44	5576	5576	NUM
ajfa-1827	421	45	2.15130	2.15130	NUM
ajfa-1827	421	46	1316	1316	NUM
ajfa-1827	421	47	2.46221	2.46221	NUM
ajfa-1827	421	48	5576	5576	NUM
ajfa-1827	421	49	2.15130	2.15130	NUM
ajfa-1827	421	50	statistics	statistic	NOUN
ajfa-1827	421	51	jb	jb	PROPN
ajfa-1827	421	52	7	7	NUM
ajfa-1827	421	53	165.3771	165.3771	NUM
ajfa-1827	421	54	6	6	NUM
ajfa-1827	421	55	58.9987	58.9987	NUM
ajfa-1827	421	56	2	2	NUM
ajfa-1827	421	57	112.5762	112.5762	NUM
ajfa-1827	421	58	6	6	NUM
ajfa-1827	421	59	161.14	161.14	NUM
ajfa-1827	421	60	1	1	NUM
ajfa-1827	421	61	162.0988	162.0988	NUM
ajfa-1827	421	62	7	7	NUM
ajfa-1827	421	63	203.5808	203.5808	NUM
ajfa-1827	421	64	7	7	NUM
ajfa-1827	421	65	276.5251	276.5251	NUM
ajfa-1827	421	66	5	5	NUM
ajfa-1827	421	67	708.4385	708.4385	NUM
ajfa-1827	421	68	5	5	NUM
ajfa-1827	421	69	708.4385	708.4385	NUM
ajfa-1827	421	70	5	5	NUM
ajfa-1827	421	71	708.4385	708.4385	NUM
ajfa-1827	421	72	5	5	NUM
ajfa-1827	421	73	290.8353	290.8353	NUM
ajfa-1827	421	74	6	6	NUM
ajfa-1827	421	75	1739.25	1739.25	NUM
ajfa-1827	421	76	4	4	NUM
ajfa-1827	421	77	272.4151	272.4151	NUM
ajfa-1827	421	78	4	4	NUM
ajfa-1827	421	79	272.4151	272.4151	NUM
ajfa-1827	421	80	4	4	NUM
ajfa-1827	421	81	272.4151	272.4151	NUM
ajfa-1827	421	82	4	4	NUM
ajfa-1827	421	83	218.1046	218.1046	NUM
ajfa-1827	421	84	4	4	NUM
ajfa-1827	421	85	192.0314	192.0314	NUM
ajfa-1827	421	86	7	7	NUM
ajfa-1827	421	87	276.5251	276.5251	NUM
ajfa-1827	421	88	3	3	NUM
ajfa-1827	421	89	115.6757	115.6757	NUM
ajfa-1827	421	90	3	3	NUM
ajfa-1827	421	91	264.9612	264.9612	NUM
ajfa-1827	421	92	3	3	NUM
ajfa-1827	421	93	115.6757	115.6757	NUM
ajfa-1827	421	94	396	396	NUM
ajfa-1827	421	95	augmented	augment	VERB
ajfa-1827	421	96	adf	adf	PROPN
ajfa-1827	421	97	test	test	NOUN
ajfa-1827	421	98	-0.883028	-0.883028	PROPN
ajfa-1827	421	99	-1.125635	-1.125635	PUNCT
ajfa-1827	421	100	-0.581993	-0.581993	PUNCT
ajfa-1827	422	1	-1.028095	-1.028095	PROPN
ajfa-1827	422	2	-0.712938	-0.712938	PROPN
ajfa-1827	422	3	-0.221833	-0.221833	VERB
ajfa-1827	423	1	2.412442	2.412442	NUM
ajfa-1827	423	2	-0.756041	-0.756041	NOUN
ajfa-1827	423	3	-0.756041	-0.756041	NOUN
ajfa-1827	423	4	-0.756041	-0.756041	VERB
ajfa-1827	423	5	1.813961	1.813961	NUM
ajfa-1827	423	6	0	0	NUM
ajfa-1827	423	7	-0.675308	-0.675308	NOUN
ajfa-1827	423	8	0.471062	0.471062	NUM
ajfa-1827	424	1	0.471062	0.471062	NUM
ajfa-1827	424	2	0.471062	0.471062	NUM
ajfa-1827	424	3	0.08139	0.08139	NUM
ajfa-1827	424	4	0.38657	0.38657	NUM
ajfa-1827	424	5	2.412442	2.412442	NUM
ajfa-1827	424	6	2.408518	2.408518	NUM
ajfa-1827	424	7	-0.424588	-0.424588	NOUN
ajfa-1827	424	8	2.408518	2.408518	NUM
ajfa-1827	424	9	asian	asian	ADJ
ajfa-1827	424	10	phillips	phillip	NOUN
ajfa-1827	424	11	perron	perron	PROPN
ajfa-1827	424	12	test	test	PROPN
ajfa-1827	424	13	kps	kps	PROPN
ajfa-1827	424	14	-1.909149	-1.909149	PROPN
ajfa-1827	424	15	0.93	0.93	NUM
ajfa-1827	424	16	-1.97652	-1.97652	NOUN
ajfa-1827	424	17	0.5	0.5	NUM
ajfa-1827	424	18	-2.05624	-2.05624	NOUN
ajfa-1827	424	19	1.24	1.24	NUM
ajfa-1827	424	20	-1.138692	-1.138692	NOUN
ajfa-1827	424	21	0.38	0.38	NUM
ajfa-1827	424	22	-1.145514	-1.145514	NOUN
ajfa-1827	424	23	3.65	3.65	NUM
ajfa-1827	424	24	-2.067614	-2.067614	NOUN
ajfa-1827	424	25	0.67	0.67	NUM
ajfa-1827	424	26	1.439008	1.439008	NUM
ajfa-1827	424	27	5.47	5.47	NUM
ajfa-1827	424	28	-1.563469	-1.563469	NOUN
ajfa-1827	424	29	1.58	1.58	NUM
ajfa-1827	424	30	-1.563469	-1.563469	NOUN
ajfa-1827	424	31	1.58	1.58	NUM
ajfa-1827	424	32	-1.563469	-1.563469	NOUN
ajfa-1827	424	33	1.58	1.58	NUM
ajfa-1827	424	34	0.519614	0.519614	NUM
ajfa-1827	424	35	6.0	6.0	NUM
ajfa-1827	424	36	-1.296607	-1.296607	VERB
ajfa-1827	424	37	2.39	2.39	NUM
ajfa-1827	424	38	-0.775398	-0.775398	NOUN
ajfa-1827	424	39	5.0	5.0	NUM
ajfa-1827	424	40	-0.775398	-0.775398	NUM
ajfa-1827	424	41	5.0	5.0	NUM
ajfa-1827	424	42	-0.775398	-0.775398	NUM
ajfa-1827	424	43	5.0	5.0	NUM
ajfa-1827	424	44	-0.05649	-0.05649	NOUN
ajfa-1827	424	45	5.46	5.46	NUM
ajfa-1827	424	46	-1.347061	-1.347061	NOUN
ajfa-1827	424	47	4.59	4.59	NUM
ajfa-1827	424	48	1.439008	1.439008	NUM
ajfa-1827	424	49	5.47	5.47	NUM
ajfa-1827	424	50	-1.415932	-1.415932	NOUN
ajfa-1827	424	51	5.3	5.3	NUM
ajfa-1827	424	52	1.064622	1.064622	NUM
ajfa-1827	424	53	3.78	3.78	NUM
ajfa-1827	424	54	-1.412094	-1.412094	VERB
ajfa-1827	424	55	5.3	5.3	NUM
ajfa-1827	424	56	n	n	PROPN
ajfa-1827	424	57	journal	journal	NOUN
ajfa-1827	424	58	of	of	ADP
ajfa-1827	424	59	f	f	PROPN
ajfa-1827	424	60	ss	ss	PROPN
ajfa-1827	424	61	test	test	NOUN
ajfa-1827	424	62	white	white	PROPN
ajfa-1827	424	63	t	t	PROPN
ajfa-1827	424	64	33378	33378	NUM
ajfa-1827	424	65	49.645	49.645	NUM
ajfa-1827	424	66	17874	17874	NUM
ajfa-1827	424	67	162.66	162.66	NUM
ajfa-1827	424	68	45823	45823	NUM
ajfa-1827	424	69	70.647	70.647	NUM
ajfa-1827	424	70	89724	89724	NUM
ajfa-1827	424	71	30.619	30.619	NUM
ajfa-1827	424	72	55343	55343	NUM
ajfa-1827	424	73	46.713	46.713	NUM
ajfa-1827	424	74	74326	74326	NUM
ajfa-1827	425	1	68.027	68.027	NUM
ajfa-1827	425	2	71842	71842	NUM
ajfa-1827	425	3	1.3567	1.3567	NUM
ajfa-1827	425	4	88478	88478	NUM
ajfa-1827	425	5	8.8954	8.8954	NUM
ajfa-1827	425	6	88478	88478	NUM
ajfa-1827	425	7	8.8954	8.8954	NUM
ajfa-1827	425	8	88478	88478	NUM
ajfa-1827	425	9	8.8954	8.8954	NUM
ajfa-1827	425	10	02364	02364	NUM
ajfa-1827	425	11	7.6290	7.6290	NUM
ajfa-1827	425	12	99185	99185	NUM
ajfa-1827	425	13	51.487	51.487	NUM
ajfa-1827	425	14	14026	14026	NUM
ajfa-1827	425	15	15.368	15.368	NUM
ajfa-1827	425	16	14026	14026	NUM
ajfa-1827	425	17	3.8568	3.8568	NUM
ajfa-1827	425	18	14026	14026	NUM
ajfa-1827	425	19	10.306	10.306	NUM
ajfa-1827	425	20	61516	61516	NUM
ajfa-1827	425	21	14.959	14.959	NUM
ajfa-1827	425	22	93266	93266	NUM
ajfa-1827	425	23	25.165	25.165	NUM
ajfa-1827	425	24	71842	71842	NUM
ajfa-1827	425	25	15.73	15.73	NUM
ajfa-1827	425	26	36574	36574	NUM
ajfa-1827	425	27	6.0848	6.0848	NUM
ajfa-1827	425	28	82724	82724	NUM
ajfa-1827	425	29	87.923	87.923	NUM
ajfa-1827	425	30	36574	36574	NUM
ajfa-1827	425	31	6.0848	6.0848	NUM
ajfa-1827	425	32	finance	finance	NOUN
ajfa-1827	425	33	&	&	CCONJ
ajfa-1827	425	34	ac	ac	PROPN
ajfa-1827	425	35	issn	issn	PROPN
ajfa-1827	425	36	19	19	NUM
ajfa-1827	425	37	2012	2012	NUM
ajfa-1827	425	38	,	,	PUNCT
ajfa-1827	425	39	vol	vol	NOUN
ajfa-1827	425	40	.	.	PUNCT
ajfa-1827	426	1	www.macrothi	www.macrothi	DET
ajfa-1827	426	2	test	test	NOUN
ajfa-1827	426	3	bp	bp	PROPN
ajfa-1827	426	4	519	519	NUM
ajfa-1827	426	5	93.505	93.505	NUM
ajfa-1827	426	6	621	621	NUM
ajfa-1827	426	7	90.096	90.096	NUM
ajfa-1827	426	8	741	741	NUM
ajfa-1827	426	9	91.362	91.362	NUM
ajfa-1827	426	10	981	981	NUM
ajfa-1827	426	11	52.727	52.727	NUM
ajfa-1827	426	12	394	394	NUM
ajfa-1827	426	13	77.706	77.706	NUM
ajfa-1827	426	14	753	753	NUM
ajfa-1827	426	15	88.534	88.534	NUM
ajfa-1827	426	16	799	799	NUM
ajfa-1827	426	17	70.828	70.828	NUM
ajfa-1827	426	18	463	463	NUM
ajfa-1827	426	19	88.982	88.982	NUM
ajfa-1827	426	20	463	463	NUM
ajfa-1827	426	21	88.982	88.982	NUM
ajfa-1827	426	22	463	463	NUM
ajfa-1827	426	23	88.982	88.982	NUM
ajfa-1827	426	24	063	063	NUM
ajfa-1827	426	25	88.926	88.926	NUM
ajfa-1827	426	26	741	741	NUM
ajfa-1827	426	27	53.727	53.727	NUM
ajfa-1827	426	28	807	807	NUM
ajfa-1827	426	29	83.986	83.986	NUM
ajfa-1827	426	30	88	88	NUM
ajfa-1827	426	31	89.902	89.902	NUM
ajfa-1827	426	32	639	639	NUM
ajfa-1827	426	33	91.008	91.008	NUM
ajfa-1827	426	34	95	95	NUM
ajfa-1827	426	35	88.037	88.037	NUM
ajfa-1827	426	36	599	599	NUM
ajfa-1827	426	37	94.214	94.214	NUM
ajfa-1827	426	38	33	33	NUM
ajfa-1827	426	39	95.749	95.749	NUM
ajfa-1827	426	40	847	847	NUM
ajfa-1827	426	41	67.116	67.116	NUM
ajfa-1827	426	42	398	398	NUM
ajfa-1827	426	43	96.715	96.715	NUM
ajfa-1827	426	44	847	847	NUM
ajfa-1827	426	45	67.116	67.116	NUM
ajfa-1827	426	46	ccounting	ccounte	VERB
ajfa-1827	426	47	946	946	NUM
ajfa-1827	426	48	-	-	PUNCT
ajfa-1827	426	49	052x	052x	NOUN
ajfa-1827	426	50	4	4	NUM
ajfa-1827	426	51	,	,	PUNCT
ajfa-1827	426	52	no	no	INTJ
ajfa-1827	426	53	.	.	NOUN
ajfa-1827	426	54	2	2	NUM
ajfa-1827	426	55	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	426	56	corrected	correct	VERB
ajfa-1827	426	57	bp	bp	PROPN
ajfa-1827	426	58	0.924	0.924	NUM
ajfa-1827	426	59	0.904	0.904	NUM
ajfa-1827	426	60	0.918	0.918	NUM
ajfa-1827	426	61	0.696	0.696	NUM
ajfa-1827	426	62	0.825	0.825	NUM
ajfa-1827	426	63	0.903	0.903	NUM
ajfa-1827	426	64	0.747	0.747	NUM
ajfa-1827	426	65	0.865	0.865	NUM
ajfa-1827	426	66	0.865	0.865	NUM
ajfa-1827	426	67	0.865	0.865	NUM
ajfa-1827	426	68	0.91	0.91	NUM
ajfa-1827	426	69	0.541	0.541	NUM
ajfa-1827	426	70	0.894	0.894	NUM
ajfa-1827	426	71	0.925	0.925	NUM
ajfa-1827	426	72	0.917	0.917	NUM
ajfa-1827	426	73	0.913	0.913	NUM
ajfa-1827	426	74	0.918	0.918	NUM
ajfa-1827	426	75	0.928	0.928	NUM
ajfa-1827	426	76	0.715	0.715	NUM
ajfa-1827	426	77	0.95	0.95	NUM
ajfa-1827	426	78	0.715	0.715	NUM
ajfa-1827	426	79	append	append	VERB
ajfa-1827	426	80	dix	dix	PROPN
ajfa-1827	426	81	2．bds	2．bds	PROPN
ajfa-1827	426	82	s	s	NOUN
ajfa-1827	426	83	s	s	NOUN
ajfa-1827	426	84	test	test	NOUN
ajfa-1827	426	85	cac	cac	PROPN
ajfa-1827	426	86	40	40	NUM
ajfa-1827	426	87	sp500	sp500	PROPN
ajfa-1827	426	88	ftse100	ftse100	PROPN
ajfa-1827	426	89	mibtel	mibtel	PROPN
ajfa-1827	426	90	s$p	s$p	PROPN
ajfa-1827	426	91	/	/	SYM
ajfa-1827	426	92	tsx	tsx	NOUN
ajfa-1827	426	93	nikkei225	nikkei225	X
ajfa-1827	427	1	dax	dax	VERB
ajfa-1827	427	2	lq-45	lq-45	PRON
ajfa-1827	427	3	ise-100	ise-100	NOUN
ajfa-1827	427	4	bovespa	bovespa	PROPN
ajfa-1827	427	5	ipc	ipc	PROPN
ajfa-1827	427	6	sse	sse	PROPN
ajfa-1827	427	7	composite	composite	PROPN
ajfa-1827	427	8	nifty	nifty	ADJ
ajfa-1827	427	9	micex	micex	PROPN
ajfa-1827	427	10	tunindex	tunindex	PROPN
ajfa-1827	427	11	egx	egx	PROPN
ajfa-1827	427	12	30	30	NUM
ajfa-1827	427	13	kospi	kospi	NOUN
ajfa-1827	427	14	ftse	ftse	PROPN
ajfa-1827	427	15	jse	jse	PROPN
ajfa-1827	427	16	tadawul	tadawul	PROPN
ajfa-1827	427	17	merval	merval	VERB
ajfa-1827	427	18	sp	sp	PROPN
ajfa-1827	427	19	/	/	SYM
ajfa-1827	427	20	asx50	asx50	ADJ
ajfa-1827	427	21	m=2	m=2	PROPN
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ajfa-1827	427	25	0.200159	0.200159	NUM
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ajfa-1827	427	27	0.199491	0.199491	NUM
ajfa-1827	427	28	0.199230	0.199230	NUM
ajfa-1827	427	29	0.204226	0.204226	NUM
ajfa-1827	427	30	0.200639	0.200639	NUM
ajfa-1827	427	31	0.201991	0.201991	NUM
ajfa-1827	427	32	0.205602	0.205602	NUM
ajfa-1827	428	1	0.201384	0.201384	NUM
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ajfa-1827	428	4	0.206120	0.206120	NUM
ajfa-1827	428	5	0.202295	0.202295	NUM
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ajfa-1827	428	9	0.205602	0.205602	NUM
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ajfa-1827	428	11	397	397	NUM
ajfa-1827	428	12	m=3	m=3	PROPN
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ajfa-1827	428	15	.	.	PUNCT
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ajfa-1827	429	3	.	.	PUNCT
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ajfa-1827	430	2	0	0	NUM
ajfa-1827	430	3	.	.	PUNCT
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ajfa-1827	431	3	.	.	PUNCT
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ajfa-1827	432	3	.	.	PUNCT
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ajfa-1827	433	2	0	0	NUM
ajfa-1827	433	3	.	.	PUNCT
ajfa-1827	434	1	0.338960	0.338960	NUM
ajfa-1827	434	2	0	0	NUM
ajfa-1827	434	3	.	.	X
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ajfa-1827	435	2	0	0	NUM
ajfa-1827	435	3	.	.	PUNCT
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ajfa-1827	436	2	0	0	NUM
ajfa-1827	436	3	.	.	PUNCT
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ajfa-1827	436	5	0	0	NUM
ajfa-1827	436	6	.	.	PUNCT
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ajfa-1827	436	8	0	0	NUM
ajfa-1827	436	9	.	.	NOUN
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ajfa-1827	436	11	0	0	NUM
ajfa-1827	436	12	.	.	PUNCT
ajfa-1827	437	1	0.347868	0.347868	NUM
ajfa-1827	437	2	0	0	NUM
ajfa-1827	437	3	.	.	X
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ajfa-1827	437	5	0	0	NUM
ajfa-1827	437	6	.	.	PUNCT
ajfa-1827	438	1	0.350577	0.350577	NUM
ajfa-1827	438	2	0	0	NUM
ajfa-1827	438	3	.	.	PUNCT
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ajfa-1827	439	2	0	0	NUM
ajfa-1827	439	3	.	.	X
ajfa-1827	439	4	0.343122	0.343122	NUM
ajfa-1827	439	5	0	0	NUM
ajfa-1827	439	6	.	.	PUNCT
ajfa-1827	440	1	0.344788	0.344788	NUM
ajfa-1827	440	2	0	0	NUM
ajfa-1827	440	3	.	.	PUNCT
ajfa-1827	441	1	0.350932	0.350932	NUM
ajfa-1827	441	2	0	0	NUM
ajfa-1827	441	3	.	.	PUNCT
ajfa-1827	442	1	0.349702	0.349702	NUM
ajfa-1827	442	2	0	0	NUM
ajfa-1827	442	3	.	.	PUNCT
ajfa-1827	443	1	0.339053	0.339053	NUM
ajfa-1827	443	2	0	0	NUM
ajfa-1827	443	3	.	.	PUNCT
ajfa-1827	443	4	asian	asian	PROPN
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ajfa-1827	443	6	m=	m=	PRON
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ajfa-1827	444	3	0.507	0.507	NUM
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ajfa-1827	444	8	.441986	.441986	NOUN
ajfa-1827	444	9	0.510	0.510	NUM
ajfa-1827	444	10	.447624	.447624	DET
ajfa-1827	444	11	0.516	0.516	NUM
ajfa-1827	444	12	.446030	.446030	PROPN
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ajfa-1827	445	1	0.511	0.511	NUM
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ajfa-1827	445	3	0.513	0.513	NUM
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ajfa-1827	445	5	0.519	0.519	NUM
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ajfa-1827	445	7	0.520	0.520	NUM
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ajfa-1827	445	9	0.504	0.504	NUM
ajfa-1827	445	10	n	n	PRON
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ajfa-1827	445	13	f	f	PROPN
ajfa-1827	445	14	=	=	PROPN
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ajfa-1827	445	16	m=6	m=6	ADP
ajfa-1827	445	17	4935	4935	NUM
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ajfa-1827	445	19	1704	1704	NUM
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ajfa-1827	445	21	5101	5101	NUM
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ajfa-1827	445	27	5855	5855	NUM
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ajfa-1827	445	31	7762	7762	NUM
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ajfa-1827	445	33	7518	7518	NUM
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ajfa-1827	445	35	1357	1357	NUM
ajfa-1827	445	36	0.55923	0.55923	NUM
ajfa-1827	445	37	0933	0933	NUM
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ajfa-1827	445	39	0891	0891	NUM
ajfa-1827	446	1	0.55864	0.55864	NUM
ajfa-1827	446	2	6912	6912	NUM
ajfa-1827	446	3	0.56503	0.56503	NUM
ajfa-1827	446	4	6349	6349	NUM
ajfa-1827	446	5	0.56541	0.56541	NUM
ajfa-1827	446	6	2912	2912	NUM
ajfa-1827	446	7	0.57268	0.57268	NUM
ajfa-1827	446	8	3492	3492	NUM
ajfa-1827	446	9	0.56162	0.56162	NUM
ajfa-1827	446	10	1916	1916	NUM
ajfa-1827	446	11	0.56036	0.56036	NUM
ajfa-1827	446	12	3062	3062	NUM
ajfa-1827	446	13	0.56090	0.56090	NUM
ajfa-1827	446	14	9802	9802	NUM
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ajfa-1827	446	16	0933	0933	NUM
ajfa-1827	447	1	0.57015	0.57015	NUM
ajfa-1827	447	2	4648	4648	NUM
ajfa-1827	447	3	0.55139	0.55139	NUM
ajfa-1827	447	4	finance	finance	NOUN
ajfa-1827	447	5	&	&	CCONJ
ajfa-1827	447	6	ac	ac	PROPN
ajfa-1827	447	7	issn	issn	PROPN
ajfa-1827	447	8	19	19	NUM
ajfa-1827	447	9	2012	2012	NUM
ajfa-1827	447	10	,	,	PUNCT
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ajfa-1827	447	12	.	.	PUNCT
ajfa-1827	448	1	www.macrothi	www.macrothi	X
ajfa-1827	448	2	55	55	NUM
ajfa-1827	448	3	58	58	NUM
ajfa-1827	448	4	80	80	NUM
ajfa-1827	448	5	96	96	NUM
ajfa-1827	448	6	81	81	NUM
ajfa-1827	448	7	10	10	NUM
ajfa-1827	448	8	20	20	NUM
ajfa-1827	448	9	79	79	NUM
ajfa-1827	448	10	35	35	NUM
ajfa-1827	448	11	35	35	NUM
ajfa-1827	448	12	55	55	NUM
ajfa-1827	448	13	40	40	NUM
ajfa-1827	448	14	31	31	NUM
ajfa-1827	448	15	13	13	NUM
ajfa-1827	448	16	89	89	NUM
ajfa-1827	448	17	26	26	NUM
ajfa-1827	448	18	66	66	NUM
ajfa-1827	448	19	07	07	NUM
ajfa-1827	448	20	14	14	NUM
ajfa-1827	448	21	55	55	NUM
ajfa-1827	448	22	90	90	NUM
ajfa-1827	448	23	ccounting	ccounte	VERB
ajfa-1827	448	24	946	946	NUM
ajfa-1827	448	25	-	-	PUNCT
ajfa-1827	448	26	052x	052x	NOUN
ajfa-1827	448	27	4	4	NUM
ajfa-1827	448	28	,	,	PUNCT
ajfa-1827	448	29	no	no	INTJ
ajfa-1827	448	30	.	.	NOUN
ajfa-1827	448	31	2	2	NUM
ajfa-1827	448	32	ink.org/ajfa	ink.org/ajfa	NOUN
ajfa-1827	448	33	calcula	calcula	NOUN
ajfa-1827	448	34	append	append	NOUN
ajfa-1827	448	35	ation	ation	NOUN
ajfa-1827	448	36	of	of	ADP
ajfa-1827	448	37	the	the	DET
ajfa-1827	448	38	r	r	PROPN
ajfa-1827	448	39	cac	cac	PROPN
ajfa-1827	448	40	sp5	sp5	PROPN
ajfa-1827	448	41	ftse	ftse	PROPN
ajfa-1827	448	42	mibt	mibt	PROPN
ajfa-1827	448	43	s$p	s$p	PROPN
ajfa-1827	448	44	/	/	SYM
ajfa-1827	448	45	t	t	PROPN
ajfa-1827	448	46	nikke	nikke	PROPN
ajfa-1827	448	47	da	da	PROPN
ajfa-1827	448	48	iselqbove	iselqbove	PROPN
ajfa-1827	448	49	ip	ip	PROPN
ajfa-1827	448	50	sse	sse	PROPN
ajfa-1827	448	51	com	com	NOUN
ajfa-1827	448	52	nif	nif	PROPN
ajfa-1827	448	53	mic	mic	PROPN
ajfa-1827	448	54	tunin	tunin	PROPN
ajfa-1827	448	55	egx	egx	PROPN
ajfa-1827	448	56	kos	kos	PROPN
ajfa-1827	448	57	ftse	ftse	PROPN
ajfa-1827	448	58	tada	tada	PROPN
ajfa-1827	448	59	merv	merv	PROPN
ajfa-1827	448	60	sp	sp	PROPN
ajfa-1827	448	61	/	/	PUNCT
ajfa-1827	448	62	as	as	SCONJ
ajfa-1827	448	63	dix	dix	X
ajfa-1827	448	64	3．	3．	PROPN
ajfa-1827	448	65	ca	ca	NOUN
ajfa-1827	448	66	d	d	AUX
ajfa-1827	448	67	s$	s$	VERB
ajfa-1827	448	68	mi	mi	PROPN
ajfa-1827	448	69	r	r	PROPN
ajfa-1827	448	70	/	/	SYM
ajfa-1827	448	71	s	s	NOUN
ajfa-1827	448	72	statistic	statistic	PROPN
ajfa-1827	448	73	hur	hur	PROPN
ajfa-1827	448	74	c	c	PROPN
ajfa-1827	448	75	40	40	NUM
ajfa-1827	448	76	0.835	0.835	NUM
ajfa-1827	448	77	500	500	NUM
ajfa-1827	448	78	0.543	0.543	NUM
ajfa-1827	448	79	e100	e100	PROPN
ajfa-1827	448	80	0.535	0.535	NUM
ajfa-1827	448	81	tel	tel	ADP
ajfa-1827	448	82	0.598	0.598	NUM
ajfa-1827	448	83	tsx	tsx	NOUN
ajfa-1827	448	84	0.577	0.577	NUM
ajfa-1827	448	85	ei225	ei225	X
ajfa-1827	448	86	0.553	0.553	NUM
ajfa-1827	448	87	ax	ax	NOUN
ajfa-1827	448	88	0.554	0.554	NUM
ajfa-1827	448	89	-100	-100	NUM
ajfa-1827	448	90	0.547	0.547	NUM
ajfa-1827	448	91	-45	-45	NUM
ajfa-1827	448	92	0.604	0.604	NUM
ajfa-1827	448	93	espa	espa	NOUN
ajfa-1827	448	94	0.575	0.575	NUM
ajfa-1827	448	95	c	c	NOUN
ajfa-1827	448	96	0.561	0.561	NUM
ajfa-1827	448	97	mposite	mposite	VERB
ajfa-1827	448	98	0.619	0.619	NUM
ajfa-1827	448	99	ty	ty	NUM
ajfa-1827	448	100	0.582	0.582	NUM
ajfa-1827	448	101	cex	cex	NOUN
ajfa-1827	448	102	0.573	0.573	NUM
ajfa-1827	448	103	ndex	ndex	NOUN
ajfa-1827	448	104	0.653	0.653	NUM
ajfa-1827	448	105	x	x	SYM
ajfa-1827	448	106	30	30	NUM
ajfa-1827	448	107	0.590	0.590	NUM
ajfa-1827	448	108	spi	spi	NOUN
ajfa-1827	448	109	0.564	0.564	NUM
ajfa-1827	448	110	e	e	PROPN
ajfa-1827	448	111	jse	jse	PROPN
ajfa-1827	448	112	0.545	0.545	NUM
ajfa-1827	448	113	awul	awul	NOUN
ajfa-1827	448	114	0.648	0.648	NUM
ajfa-1827	448	115	val	val	NOUN
ajfa-1827	448	116	0.600	0.600	NUM
ajfa-1827	448	117	sx50	sx50	PROPN
ajfa-1827	448	118	0.538	0.538	NUM
ajfa-1827	448	119	alculation	alculation	NOUN
ajfa-1827	449	1	o	o	NOUN
ajfa-1827	449	2	p	p	X
ajfa-1827	449	3	dax	dax	PROPN
ajfa-1827	449	4	p	p	X
ajfa-1827	449	5	/	/	SYM
ajfa-1827	449	6	tsx	tsx	NOUN
ajfa-1827	449	7	ibtel	ibtel	NOUN
ajfa-1827	449	8	and	and	CCONJ
ajfa-1827	449	9	hurst	hurst	PROPN
ajfa-1827	449	10	e	e	PROPN
ajfa-1827	449	11	the	the	DET
ajfa-1827	449	12	analysis	analysis	NOUN
ajfa-1827	449	13	r	r	NOUN
ajfa-1827	449	14	rst	rst	NOUN
ajfa-1827	450	1	d	d	NOUN
ajfa-1827	450	2	308	308	NUM
ajfa-1827	450	3	0.335308	0.335308	NUM
ajfa-1827	450	4	747	747	NUM
ajfa-1827	450	5	0.043747	0.043747	NUM
ajfa-1827	450	6	220	220	NUM
ajfa-1827	450	7	0.035220	0.035220	NUM
ajfa-1827	450	8	891	891	NUM
ajfa-1827	450	9	0.098891	0.098891	NUM
ajfa-1827	450	10	033	033	NUM
ajfa-1827	450	11	0.077033	0.077033	NUM
ajfa-1827	450	12	416	416	NUM
ajfa-1827	450	13	0.053416	0.053416	NUM
ajfa-1827	450	14	691	691	NUM
ajfa-1827	450	15	0.054691	0.054691	NUM
ajfa-1827	450	16	952	952	NUM
ajfa-1827	450	17	0.047952	0.047952	NUM
ajfa-1827	450	18	082	082	NUM
ajfa-1827	450	19	0.104082	0.104082	NUM
ajfa-1827	450	20	024	024	NUM
ajfa-1827	450	21	0.075024	0.075024	NUM
ajfa-1827	450	22	213	213	NUM
ajfa-1827	450	23	0.061213	0.061213	NUM
ajfa-1827	450	24	408	408	NUM
ajfa-1827	450	25	0.119408	0.119408	NUM
ajfa-1827	450	26	119	119	NUM
ajfa-1827	450	27	0.082119	0.082119	NUM
ajfa-1827	450	28	438	438	NUM
ajfa-1827	450	29	0.073438	0.073438	NUM
ajfa-1827	450	30	710	710	NUM
ajfa-1827	450	31	0.153710	0.153710	NUM
ajfa-1827	450	32	355	355	NUM
ajfa-1827	450	33	0.090355	0.090355	NUM
ajfa-1827	450	34	964	964	NUM
ajfa-1827	450	35	0.064964	0.064964	NUM
ajfa-1827	450	36	904	904	NUM
ajfa-1827	450	37	0.045904	0.045904	NUM
ajfa-1827	450	38	590	590	NUM
ajfa-1827	450	39	0.148590	0.148590	NUM
ajfa-1827	450	40	424	424	NUM
ajfa-1827	450	41	0.100424	0.100424	NUM
ajfa-1827	450	42	832	832	NUM
ajfa-1827	450	43	0.038832	0.038832	NUM
ajfa-1827	450	44	of	of	ADP
ajfa-1827	450	45	the	the	DET
ajfa-1827	450	46	hurs	hur	NOUN
ajfa-1827	450	47	th	th	X
ajfa-1827	450	48	period	period	NOUN
ajfa-1827	450	49	hurst	hurst	PROPN
ajfa-1827	450	50	1	1	NUM
ajfa-1827	451	1	0.566	0.566	NUM
ajfa-1827	451	2	2	2	NUM
ajfa-1827	451	3	0.563	0.563	NUM
ajfa-1827	451	4	3	3	NUM
ajfa-1827	451	5	0.578	0.578	NUM
ajfa-1827	451	6	4	4	NUM
ajfa-1827	451	7	0.571	0.571	NUM
ajfa-1827	451	8	1	1	NUM
ajfa-1827	451	9	0.587	0.587	NUM
ajfa-1827	451	10	2	2	NUM
ajfa-1827	451	11	0.573	0.573	NUM
ajfa-1827	451	12	3	3	NUM
ajfa-1827	451	13	0.560	0.560	NUM
ajfa-1827	451	14	4	4	NUM
ajfa-1827	451	15	0.591	0.591	NUM
ajfa-1827	451	16	5	5	NUM
ajfa-1827	451	17	0.573	0.573	NUM
ajfa-1827	451	18	1	1	NUM
ajfa-1827	451	19	0.564	0.564	NUM
ajfa-1827	451	20	2	2	NUM
ajfa-1827	451	21	0.571	0.571	NUM
ajfa-1827	451	22	398	398	NUM
ajfa-1827	451	23	exponent	exponent	NOUN
ajfa-1827	451	24	r	r	NOUN
ajfa-1827	451	25	/	/	SYM
ajfa-1827	451	26	s	s	PROPN
ajfa-1827	451	27	cm	cm	NOUN
ajfa-1827	451	28	0.591752	0.591752	NUM
ajfa-1827	451	29	0	0	NUM
ajfa-1827	451	30	0.062523	0.062523	NUM
ajfa-1827	451	31	0	0	NUM
ajfa-1827	452	1	0.050037	0.050037	NUM
ajfa-1827	452	2	0	0	NUM
ajfa-1827	453	1	0.146933	0.146933	NUM
ajfa-1827	453	2	0	0	NUM
ajfa-1827	453	3	0.112701	0.112701	NUM
ajfa-1827	453	4	0	0	NUM
ajfa-1827	454	1	0.076861	0.076861	NUM
ajfa-1827	454	2	0	0	NUM
ajfa-1827	454	3	0.078767	0.078767	NUM
ajfa-1827	454	4	0	0	NUM
ajfa-1827	454	5	0.068735	0.068735	NUM
ajfa-1827	454	6	0	0	NUM
ajfa-1827	454	7	0.155217	0.155217	NUM
ajfa-1827	454	8	0	0	NUM
ajfa-1827	455	1	0.109607	0.109607	NUM
ajfa-1827	455	2	0	0	NUM
ajfa-1827	456	1	0.088564	0.088564	NUM
ajfa-1827	456	2	0	0	NUM
ajfa-1827	456	3	0.180024	0.180024	NUM
ajfa-1827	456	4	0	0	NUM
ajfa-1827	456	5	0.120574	0.120574	NUM
ajfa-1827	456	6	0	0	NUM
ajfa-1827	456	7	0.107169	0.107169	NUM
ajfa-1827	456	8	0	0	NUM
ajfa-1827	456	9	0.237492	0.237492	NUM
ajfa-1827	456	10	0	0	NUM
ajfa-1827	456	11	0.133441	0.133441	NUM
ajfa-1827	456	12	0	0	NUM
ajfa-1827	456	13	0.094239	0.094239	NUM
ajfa-1827	456	14	0	0	NUM
ajfa-1827	456	15	0.065704	0.065704	NUM
ajfa-1827	456	16	0	0	NUM
ajfa-1827	456	17	0.228740	0.228740	NUM
ajfa-1827	456	18	0	0	NUM
ajfa-1827	456	19	0.149375	0.149375	NUM
ajfa-1827	456	20	0	0	NUM
ajfa-1827	457	1	0.055308	0.055308	NUM
ajfa-1827	457	2	0	0	NUM
ajfa-1827	457	3	st	st	PROPN
ajfa-1827	457	4	exponent	exponent	PROPN
ajfa-1827	457	5	he	he	PRON
ajfa-1827	457	6	analysis	analysis	VERB
ajfa-1827	457	7	r	r	NOUN
ajfa-1827	457	8	/	/	SYM
ajfa-1827	457	9	s	s	PROPN
ajfa-1827	458	1	d	d	NOUN
ajfa-1827	458	2	c	c	NOUN
ajfa-1827	458	3	0.066	0.066	NUM
ajfa-1827	458	4	0.0	0.0	NUM
ajfa-1827	458	5	0.063	0.063	NUM
ajfa-1827	458	6	0.0	0.0	NUM
ajfa-1827	458	7	0.078	0.078	NUM
ajfa-1827	458	8	0.1	0.1	NUM
ajfa-1827	458	9	0.071	0.071	NUM
ajfa-1827	458	10	0.1	0.1	NUM
ajfa-1827	458	11	0.087	0.087	NUM
ajfa-1827	458	12	0.1	0.1	NUM
ajfa-1827	458	13	0.073	0.073	NUM
ajfa-1827	458	14	0.1	0.1	NUM
ajfa-1827	458	15	0.060	0.060	NUM
ajfa-1827	458	16	0.0	0.0	NUM
ajfa-1827	458	17	0.091	0.091	NUM
ajfa-1827	458	18	0.1	0.1	NUM
ajfa-1827	458	19	0.073	0.073	NUM
ajfa-1827	458	20	0.1	0.1	NUM
ajfa-1827	458	21	0.064	0.064	NUM
ajfa-1827	458	22	0.0	0.0	NUM
ajfa-1827	458	23	0.071	0.071	NUM
ajfa-1827	458	24	0.1	0.1	NUM
ajfa-1827	458	25	asian	asian	NOUN
ajfa-1827	458	26	the	the	DET
ajfa-1827	458	27	analy	analy	PROPN
ajfa-1827	458	28	hurst	hurst	PROPN
ajfa-1827	459	1	d	d	PROPN
ajfa-1827	459	2	0.441819	0.441819	NUM
ajfa-1827	459	3	-0.05	-0.05	NUM
ajfa-1827	459	4	0.537867	0.537867	NUM
ajfa-1827	459	5	0.037	0.037	NUM
ajfa-1827	459	6	0.541490	0.541490	NUM
ajfa-1827	459	7	0.04	0.04	NUM
ajfa-1827	459	8	0.561448	0.561448	NUM
ajfa-1827	459	9	0.06	0.06	NUM
ajfa-1827	459	10	0.555388	0.555388	NUM
ajfa-1827	459	11	0.05	0.05	NUM
ajfa-1827	459	12	0.534178	0.534178	NUM
ajfa-1827	460	1	0.034	0.034	NUM
ajfa-1827	460	2	0.555212	0.555212	NUM
ajfa-1827	460	3	0.05	0.05	NUM
ajfa-1827	460	4	0.528830	0.528830	NUM
ajfa-1827	460	5	0.02	0.02	NUM
ajfa-1827	460	6	0.578024	0.578024	NUM
ajfa-1827	460	7	0.07	0.07	NUM
ajfa-1827	460	8	0.530557	0.530557	NUM
ajfa-1827	460	9	0.030	0.030	NUM
ajfa-1827	460	10	0.546901	0.546901	NUM
ajfa-1827	460	11	0.046	0.046	NUM
ajfa-1827	460	12	0.566038	0.566038	NUM
ajfa-1827	460	13	0.066	0.066	NUM
ajfa-1827	460	14	0.553105	0.553105	NUM
ajfa-1827	460	15	0.053	0.053	NUM
ajfa-1827	460	16	0.536975	0.536975	NUM
ajfa-1827	460	17	0.036	0.036	NUM
ajfa-1827	460	18	0.600180	0.600180	NUM
ajfa-1827	460	19	0.100	0.100	NUM
ajfa-1827	460	20	0.572732	0.572732	NUM
ajfa-1827	460	21	0.072	0.072	NUM
ajfa-1827	460	22	0.528225	0.528225	NUM
ajfa-1827	460	23	0.02	0.02	NUM
ajfa-1827	460	24	0.510559	0.510559	NUM
ajfa-1827	460	25	0.010	0.010	NUM
ajfa-1827	460	26	0.574739	0.574739	NUM
ajfa-1827	460	27	0.074	0.074	NUM
ajfa-1827	460	28	0.564870	0.564870	NUM
ajfa-1827	460	29	0.064	0.064	NUM
ajfa-1827	460	30	0.542355	0.542355	NUM
ajfa-1827	460	31	0.042	0.042	NUM
ajfa-1827	460	32	t	t	NOUN
ajfa-1827	460	33	on	on	ADP
ajfa-1827	460	34	returns	return	NOUN
ajfa-1827	460	35	the	the	DET
ajfa-1827	460	36	an	an	DET
ajfa-1827	460	37	cm	cm	PROPN
ajfa-1827	460	38	hurst	hurst	NOUN
ajfa-1827	460	39	096	096	NUM
ajfa-1827	461	1	0.563	0.563	NUM
ajfa-1827	461	2	092	092	NUM
ajfa-1827	461	3	0.516	0.516	NUM
ajfa-1827	461	4	114	114	NUM
ajfa-1827	461	5	0.521	0.521	NUM
ajfa-1827	461	6	103	103	NUM
ajfa-1827	461	7	0.457	0.457	NUM
ajfa-1827	461	8	128	128	NUM
ajfa-1827	461	9	0.548	0.548	NUM
ajfa-1827	461	10	107	107	NUM
ajfa-1827	461	11	0.517	0.517	NUM
ajfa-1827	461	12	086	086	NUM
ajfa-1827	461	13	0.509	0.509	NUM
ajfa-1827	461	14	134	134	NUM
ajfa-1827	461	15	0.519	0.519	NUM
ajfa-1827	461	16	106	106	NUM
ajfa-1827	461	17	0.563	0.563	NUM
ajfa-1827	461	18	092	092	NUM
ajfa-1827	461	19	0.514	0.514	NUM
ajfa-1827	461	20	103	103	NUM
ajfa-1827	461	21	0.451	0.451	NUM
ajfa-1827	461	22	n	n	DET
ajfa-1827	461	23	journal	journal	NOUN
ajfa-1827	461	24	of	of	ADP
ajfa-1827	461	25	f	f	PROPN
ajfa-1827	461	26	ysis	ysis	NOUN
ajfa-1827	461	27	r	r	NOUN
ajfa-1827	461	28	/	/	SYM
ajfa-1827	461	29	s	s	X
ajfa-1827	461	30	modifie	modifie	PROPN
ajfa-1827	461	31	d	d	PROPN
ajfa-1827	461	32	cm	cm	PROPN
ajfa-1827	461	33	8181	8181	NUM
ajfa-1827	461	34	-0.07748	-0.07748	NOUN
ajfa-1827	462	1	7867	7867	NUM
ajfa-1827	462	2	0.05389	0.05389	NUM
ajfa-1827	462	3	1490	1490	NUM
ajfa-1827	462	4	0.05920	0.05920	NUM
ajfa-1827	462	5	1448	1448	NUM
ajfa-1827	462	6	0.08891	0.08891	NUM
ajfa-1827	462	7	5388	5388	NUM
ajfa-1827	462	8	0.07980	0.07980	NUM
ajfa-1827	462	9	4178	4178	NUM
ajfa-1827	462	10	0.04852	0.04852	NUM
ajfa-1827	462	11	5212	5212	NUM
ajfa-1827	462	12	0.07954	0.07954	NUM
ajfa-1827	462	13	8830	8830	NUM
ajfa-1827	462	14	0.04077	0.04077	NUM
ajfa-1827	462	15	8024	8024	NUM
ajfa-1827	462	16	0.11423	0.11423	NUM
ajfa-1827	462	17	0557	0557	NUM
ajfa-1827	462	18	0.04327	0.04327	NUM
ajfa-1827	462	19	6901	6901	NUM
ajfa-1827	462	20	0.06717	0.06717	NUM
ajfa-1827	462	21	6038	6038	NUM
ajfa-1827	462	22	0.09586	0.09586	NUM
ajfa-1827	462	23	3105	3105	NUM
ajfa-1827	462	24	0.07639	0.07639	NUM
ajfa-1827	462	25	6975	6975	NUM
ajfa-1827	462	26	0.05259	0.05259	NUM
ajfa-1827	462	27	0180	0180	NUM
ajfa-1827	462	28	0.14898	0.14898	NUM
ajfa-1827	462	29	2732	2732	NUM
ajfa-1827	462	30	0.10608	0.10608	NUM
ajfa-1827	462	31	8225	8225	NUM
ajfa-1827	462	32	0.03990	0.03990	NUM
ajfa-1827	462	33	0559	0559	NUM
ajfa-1827	462	34	0.01474	0.01474	NUM
ajfa-1827	462	35	4739	4739	NUM
ajfa-1827	462	36	0.10916	0.10916	NUM
ajfa-1827	462	37	4870	4870	NUM
ajfa-1827	462	38	0.09409	0.09409	NUM
ajfa-1827	462	39	2355	2355	NUM
ajfa-1827	462	40	0.06047	0.06047	NUM
ajfa-1827	462	41	s	s	PART
ajfa-1827	462	42	alysis	alysis	NOUN
ajfa-1827	462	43	r	r	NOUN
ajfa-1827	462	44	/	/	SYM
ajfa-1827	462	45	s	s	NOUN
ajfa-1827	462	46	mod	mod	PROPN
ajfa-1827	463	1	d	d	PROPN
ajfa-1827	463	2	cm	cm	NOUN
ajfa-1827	463	3	0.063	0.063	NUM
ajfa-1827	463	4	0.092	0.092	NUM
ajfa-1827	463	5	0.016	0.016	NUM
ajfa-1827	463	6	0.022	0.022	NUM
ajfa-1827	463	7	0.021	0.021	NUM
ajfa-1827	463	8	0.030	0.030	NUM
ajfa-1827	463	9	-0.043	-0.043	PUNCT
ajfa-1827	463	10	-0.058	-0.058	X
ajfa-1827	463	11	0.048	0.048	NUM
ajfa-1827	463	12	0.070	0.070	NUM
ajfa-1827	463	13	0.017	0.017	NUM
ajfa-1827	463	14	0.024	0.024	NUM
ajfa-1827	463	15	0.009	0.009	NUM
ajfa-1827	463	16	0.012	0.012	NUM
ajfa-1827	463	17	0.019	0.019	NUM
ajfa-1827	463	18	0.027	0.027	NUM
ajfa-1827	463	19	0.063	0.063	NUM
ajfa-1827	463	20	0.091	0.091	NUM
ajfa-1827	463	21	0.014	0.014	NUM
ajfa-1827	463	22	0.020	0.020	NUM
ajfa-1827	463	23	-0.049	-0.049	NUM
ajfa-1827	463	24	-0.066	-0.066	NOUN
ajfa-1827	463	25	finance	finance	PROPN
ajfa-1827	463	26	&	&	CCONJ
ajfa-1827	463	27	ac	ac	PROPN
ajfa-1827	463	28	issn	issn	PROPN
ajfa-1827	463	29	19	19	NUM
ajfa-1827	463	30	2012	2012	NUM
ajfa-1827	463	31	,	,	PUNCT
ajfa-1827	463	32	vol	vol	NOUN
ajfa-1827	463	33	.	.	PUNCT
ajfa-1827	463	34	www.macrothi	www.macrothi	PUNCT
ajfa-1827	464	1	ed	ed	NOUN
ajfa-1827	464	2	v	v	NUM
ajfa-1827	464	3	89	89	NUM
ajfa-1827	464	4	0.63	0.63	NUM
ajfa-1827	464	5	98	98	NUM
ajfa-1827	464	6	1.35	1.35	NUM
ajfa-1827	464	7	03	03	NUM
ajfa-1827	464	8	1.39	1.39	NUM
ajfa-1827	464	9	19	19	NUM
ajfa-1827	464	10	1.61	1.61	NUM
ajfa-1827	464	11	09	09	NUM
ajfa-1827	464	12	1.55	1.55	NUM
ajfa-1827	464	13	21	21	NUM
ajfa-1827	464	14	1.31	1.31	NUM
ajfa-1827	464	15	45	45	NUM
ajfa-1827	464	16	1.55	1.55	NUM
ajfa-1827	464	17	76	76	NUM
ajfa-1827	464	18	1.27	1.27	NUM
ajfa-1827	464	19	31	31	NUM
ajfa-1827	464	20	1.85	1.85	NUM
ajfa-1827	464	21	71	71	NUM
ajfa-1827	464	22	1.28	1.28	NUM
ajfa-1827	464	23	79	79	NUM
ajfa-1827	464	24	1.45	1.45	NUM
ajfa-1827	464	25	69	69	NUM
ajfa-1827	464	26	1.69	1.69	NUM
ajfa-1827	464	27	97	97	NUM
ajfa-1827	464	28	1.52	1.52	NUM
ajfa-1827	464	29	95	95	NUM
ajfa-1827	464	30	1.34	1.34	NUM
ajfa-1827	464	31	84	84	NUM
ajfa-1827	464	32	2.21	2.21	NUM
ajfa-1827	464	33	86	86	NUM
ajfa-1827	464	34	1.77	1.77	NUM
ajfa-1827	464	35	04	04	NUM
ajfa-1827	464	36	1.25	1.25	NUM
ajfa-1827	464	37	45	45	NUM
ajfa-1827	464	38	1.09	1.09	NUM
ajfa-1827	464	39	68	68	NUM
ajfa-1827	464	40	1.82	1.82	NUM
ajfa-1827	464	41	96	96	NUM
ajfa-1827	464	42	1.67	1.67	NUM
ajfa-1827	464	43	74	74	NUM
ajfa-1827	464	44	1.40	1.40	NUM
ajfa-1827	464	45	dified	difie	VERB
ajfa-1827	464	46	v	v	ADP
ajfa-1827	464	47	1.75	1.75	NUM
ajfa-1827	464	48	1.13	1.13	NUM
ajfa-1827	464	49	1.21	1.21	NUM
ajfa-1827	464	50	0.7	0.7	NUM
ajfa-1827	464	51	1.55	1.55	NUM
ajfa-1827	464	52	1.17	1.17	NUM
ajfa-1827	464	53	1.08	1.08	NUM
ajfa-1827	464	54	1.2	1.2	NUM
ajfa-1827	464	55	1.75	1.75	NUM
ajfa-1827	464	56	1.15	1.15	NUM
ajfa-1827	464	57	0.6	0.6	NUM
ajfa-1827	464	58	ccounting	ccounte	VERB
ajfa-1827	464	59	946	946	NUM
ajfa-1827	464	60	-	-	PUNCT
ajfa-1827	464	61	052x	052x	NOUN
ajfa-1827	464	62	4	4	NUM
ajfa-1827	464	63	,	,	PUNCT
ajfa-1827	464	64	no	no	INTJ
ajfa-1827	464	65	.	.	NOUN
ajfa-1827	464	66	2	2	NUM
ajfa-1827	464	67	ink.org/ajfa	ink.org/ajfa	X
ajfa-1827	464	68	s	s	PART
ajfa-1827	464	69	ft	ft	NOUN
ajfa-1827	464	70	ca	ca	NOUN
ajfa-1827	464	71	nik	nik	PROPN
ajfa-1827	464	72	fts	fts	PROPN
ajfa-1827	464	73	n	n	CCONJ
ajfa-1827	464	74	k	k	PROPN
ajfa-1827	464	75	tun	tun	PROPN
ajfa-1827	464	76	tad	tad	NOUN
ajfa-1827	464	77	sp/	sp/	VERB
ajfa-1827	464	78	eg	eg	PROPN
ajfa-1827	465	1	sp500	sp500	PROPN
ajfa-1827	465	2	tse100	tse100	PROPN
ajfa-1827	465	3	ac	ac	ADV
ajfa-1827	465	4	40	40	NUM
ajfa-1827	466	1	kkei225	kkei225	PROPN
ajfa-1827	466	2	se	se	PROPN
ajfa-1827	466	3	jse	jse	PROPN
ajfa-1827	466	4	nerval	nerval	PROPN
ajfa-1827	466	5	kospi	kospi	PROPN
ajfa-1827	466	6	nindex	nindex	PROPN
ajfa-1827	466	7	dawul	dawul	NOUN
ajfa-1827	467	1	/asx50	/asx50	PUNCT
ajfa-1827	468	1	gx	gx	PROPN
ajfa-1827	468	2	30	30	NUM
ajfa-1827	468	3	3	3	NUM
ajfa-1827	468	4	0.575	0.575	NUM
ajfa-1827	468	5	4	4	NUM
ajfa-1827	468	6	0.571	0.571	NUM
ajfa-1827	468	7	1	1	NUM
ajfa-1827	468	8	0.565	0.565	NUM
ajfa-1827	468	9	2	2	NUM
ajfa-1827	468	10	0.560	0.560	NUM
ajfa-1827	468	11	3	3	NUM
ajfa-1827	468	12	0.575	0.575	NUM
ajfa-1827	468	13	4	4	NUM
ajfa-1827	468	14	0.573	0.573	NUM
ajfa-1827	468	15	1	1	NUM
ajfa-1827	468	16	0.565	0.565	NUM
ajfa-1827	468	17	2	2	NUM
ajfa-1827	468	18	0.561	0.561	NUM
ajfa-1827	468	19	3	3	NUM
ajfa-1827	468	20	0.575	0.575	NUM
ajfa-1827	468	21	4	4	NUM
ajfa-1827	468	22	0.573	0.573	NUM
ajfa-1827	468	23	1	1	NUM
ajfa-1827	468	24	0.568	0.568	NUM
ajfa-1827	468	25	2	2	NUM
ajfa-1827	468	26	0.563	0.563	NUM
ajfa-1827	468	27	3	3	NUM
ajfa-1827	468	28	0.572	0.572	NUM
ajfa-1827	468	29	4	4	NUM
ajfa-1827	468	30	0.575	0.575	NUM
ajfa-1827	468	31	1	1	NUM
ajfa-1827	468	32	0.565	0.565	NUM
ajfa-1827	468	33	2	2	NUM
ajfa-1827	468	34	0.561	0.561	NUM
ajfa-1827	468	35	3	3	NUM
ajfa-1827	468	36	0.577	0.577	NUM
ajfa-1827	468	37	4	4	NUM
ajfa-1827	468	38	0.571	0.571	NUM
ajfa-1827	468	39	1	1	NUM
ajfa-1827	468	40	0.557	0.557	NUM
ajfa-1827	468	41	2	2	NUM
ajfa-1827	468	42	0.582	0.582	NUM
ajfa-1827	468	43	3	3	NUM
ajfa-1827	468	44	0.593	0.593	NUM
ajfa-1827	468	45	4	4	NUM
ajfa-1827	468	46	0.565	0.565	NUM
ajfa-1827	468	47	5	5	NUM
ajfa-1827	468	48	0.566	0.566	NUM
ajfa-1827	468	49	1	1	NUM
ajfa-1827	468	50	0.559	0.559	NUM
ajfa-1827	468	51	2	2	NUM
ajfa-1827	468	52	0.584	0.584	NUM
ajfa-1827	468	53	3	3	NUM
ajfa-1827	468	54	0.570	0.570	NUM
ajfa-1827	468	55	1	1	NUM
ajfa-1827	468	56	0.559	0.559	NUM
ajfa-1827	468	57	2	2	NUM
ajfa-1827	468	58	0.580	0.580	NUM
ajfa-1827	468	59	3	3	NUM
ajfa-1827	468	60	0.573	0.573	NUM
ajfa-1827	468	61	1	1	NUM
ajfa-1827	468	62	0.565	0.565	NUM
ajfa-1827	468	63	2	2	NUM
ajfa-1827	468	64	0.559	0.559	NUM
ajfa-1827	468	65	1	1	NUM
ajfa-1827	468	66	0.558	0.558	NUM
ajfa-1827	468	67	2	2	NUM
ajfa-1827	468	68	0.578	0.578	NUM
ajfa-1827	468	69	3	3	NUM
ajfa-1827	468	70	0.587	0.587	NUM
ajfa-1827	468	71	4	4	NUM
ajfa-1827	468	72	0.583	0.583	NUM
ajfa-1827	468	73	5	5	NUM
ajfa-1827	468	74	0.569	0.569	NUM
ajfa-1827	468	75	1	1	NUM
ajfa-1827	468	76	0.558	0.558	NUM
ajfa-1827	468	77	2	2	NUM
ajfa-1827	468	78	0.582	0.582	NUM
ajfa-1827	468	79	3	3	NUM
ajfa-1827	468	80	0.575	0.575	NUM
ajfa-1827	468	81	1	1	NUM
ajfa-1827	468	82	0.566	0.566	NUM
ajfa-1827	468	83	2	2	NUM
ajfa-1827	468	84	0.565	0.565	NUM
ajfa-1827	468	85	3	3	NUM
ajfa-1827	468	86	0.609	0.609	NUM
ajfa-1827	468	87	4	4	NUM
ajfa-1827	468	88	0.571	0.571	NUM
ajfa-1827	468	89	399	399	NUM
ajfa-1827	468	90	0.075	0.075	NUM
ajfa-1827	468	91	0.1	0.1	NUM
ajfa-1827	468	92	0.071	0.071	NUM
ajfa-1827	468	93	0.1	0.1	NUM
ajfa-1827	468	94	0.065	0.065	NUM
ajfa-1827	468	95	0.0	0.0	NUM
ajfa-1827	468	96	0.060	0.060	NUM
ajfa-1827	468	97	0.0	0.0	NUM
ajfa-1827	468	98	0.075	0.075	NUM
ajfa-1827	468	99	0.1	0.1	NUM
ajfa-1827	468	100	0.073	0.073	NUM
ajfa-1827	468	101	0.1	0.1	NUM
ajfa-1827	468	102	0.065	0.065	NUM
ajfa-1827	468	103	0.0	0.0	NUM
ajfa-1827	468	104	0.061	0.061	NUM
ajfa-1827	468	105	0.0	0.0	NUM
ajfa-1827	468	106	0.075	0.075	NUM
ajfa-1827	468	107	0.1	0.1	NUM
ajfa-1827	468	108	0.073	0.073	NUM
ajfa-1827	468	109	0.1	0.1	NUM
ajfa-1827	468	110	0.068	0.068	NUM
ajfa-1827	468	111	0.0	0.0	NUM
ajfa-1827	468	112	0.063	0.063	NUM
ajfa-1827	468	113	0.0	0.0	NUM
ajfa-1827	468	114	0.072	0.072	NUM
ajfa-1827	468	115	0.1	0.1	NUM
ajfa-1827	468	116	0.075	0.075	NUM
ajfa-1827	468	117	0.1	0.1	NUM
ajfa-1827	468	118	0.065	0.065	NUM
ajfa-1827	468	119	0.0	0.0	NUM
ajfa-1827	468	120	0.061	0.061	NUM
ajfa-1827	468	121	0.0	0.0	NUM
ajfa-1827	468	122	0.077	0.077	NUM
ajfa-1827	468	123	0.1	0.1	NUM
ajfa-1827	468	124	0.071	0.071	NUM
ajfa-1827	468	125	0.1	0.1	NUM
ajfa-1827	468	126	0.057	0.057	NUM
ajfa-1827	468	127	0.0	0.0	NUM
ajfa-1827	468	128	0.082	0.082	NUM
ajfa-1827	468	129	0.1	0.1	NUM
ajfa-1827	468	130	0.093	0.093	NUM
ajfa-1827	468	131	0.1	0.1	NUM
ajfa-1827	468	132	0.065	0.065	NUM
ajfa-1827	468	133	0.0	0.0	NUM
ajfa-1827	468	134	0.066	0.066	NUM
ajfa-1827	468	135	0.0	0.0	NUM
ajfa-1827	468	136	0.059	0.059	NUM
ajfa-1827	468	137	0.0	0.0	NUM
ajfa-1827	468	138	0.084	0.084	NUM
ajfa-1827	468	139	0.1	0.1	NUM
ajfa-1827	468	140	0.070	0.070	NUM
ajfa-1827	468	141	0.1	0.1	NUM
ajfa-1827	468	142	0.059	0.059	NUM
ajfa-1827	468	143	0.0	0.0	NUM
ajfa-1827	468	144	0.080	0.080	NUM
ajfa-1827	468	145	0.1	0.1	NUM
ajfa-1827	468	146	0.073	0.073	NUM
ajfa-1827	468	147	0.1	0.1	NUM
ajfa-1827	468	148	0.065	0.065	NUM
ajfa-1827	468	149	0.0	0.0	NUM
ajfa-1827	468	150	0.059	0.059	NUM
ajfa-1827	468	151	0.0	0.0	NUM
ajfa-1827	468	152	0.058	0.058	NUM
ajfa-1827	468	153	0.0	0.0	NUM
ajfa-1827	468	154	0.078	0.078	NUM
ajfa-1827	468	155	0.1	0.1	NUM
ajfa-1827	468	156	0.087	0.087	NUM
ajfa-1827	468	157	0.1	0.1	NUM
ajfa-1827	468	158	0.083	0.083	NUM
ajfa-1827	468	159	0.1	0.1	NUM
ajfa-1827	468	160	0.069	0.069	NUM
ajfa-1827	468	161	0.1	0.1	NUM
ajfa-1827	468	162	0.058	0.058	NUM
ajfa-1827	468	163	0.0	0.0	NUM
ajfa-1827	468	164	0.082	0.082	NUM
ajfa-1827	468	165	0.1	0.1	NUM
ajfa-1827	468	166	0.075	0.075	NUM
ajfa-1827	468	167	0.1	0.1	NUM
ajfa-1827	468	168	0.066	0.066	NUM
ajfa-1827	468	169	0.0	0.0	NUM
ajfa-1827	468	170	0.065	0.065	NUM
ajfa-1827	468	171	0.0	0.0	NUM
ajfa-1827	468	172	0.109	0.109	NUM
ajfa-1827	468	173	0.1	0.1	NUM
ajfa-1827	468	174	0.071	0.071	NUM
ajfa-1827	468	175	0.1	0.1	NUM
ajfa-1827	468	176	asian	asian	ADJ
ajfa-1827	468	177	109	109	NUM
ajfa-1827	468	178	0.766	0.766	NUM
ajfa-1827	468	179	103	103	NUM
ajfa-1827	468	180	0.523	0.523	NUM
ajfa-1827	468	181	094	094	NUM
ajfa-1827	468	182	0.451	0.451	NUM
ajfa-1827	468	183	086	086	NUM
ajfa-1827	468	184	0.397	0.397	NUM
ajfa-1827	468	185	110	110	NUM
ajfa-1827	468	186	0.419	0.419	NUM
ajfa-1827	468	187	106	106	NUM
ajfa-1827	468	188	0.572	0.572	NUM
ajfa-1827	468	189	094	094	NUM
ajfa-1827	468	190	0.421	0.421	NUM
ajfa-1827	468	191	089	089	NUM
ajfa-1827	468	192	0.592	0.592	NUM
ajfa-1827	468	193	110	110	NUM
ajfa-1827	468	194	0.539	0.539	NUM
ajfa-1827	468	195	106	106	NUM
ajfa-1827	468	196	0.604	0.604	NUM
ajfa-1827	468	197	099	099	NUM
ajfa-1827	468	198	0.441	0.441	NUM
ajfa-1827	468	199	091	091	NUM
ajfa-1827	468	200	0.467	0.467	NUM
ajfa-1827	468	201	104	104	NUM
ajfa-1827	468	202	0.437	0.437	NUM
ajfa-1827	468	203	109	109	NUM
ajfa-1827	468	204	0.446	0.446	NUM
ajfa-1827	468	205	094	094	NUM
ajfa-1827	468	206	0.510	0.510	NUM
ajfa-1827	468	207	089	089	NUM
ajfa-1827	468	208	0.514	0.514	NUM
ajfa-1827	468	209	113	113	NUM
ajfa-1827	468	210	0.501	0.501	NUM
ajfa-1827	468	211	103	103	NUM
ajfa-1827	468	212	0.572	0.572	NUM
ajfa-1827	468	213	082	082	NUM
ajfa-1827	468	214	0.367	0.367	NUM
ajfa-1827	468	215	120	120	NUM
ajfa-1827	468	216	0.532	0.532	NUM
ajfa-1827	468	217	138	138	NUM
ajfa-1827	468	218	0.522	0.522	NUM
ajfa-1827	468	219	094	094	NUM
ajfa-1827	468	220	0.531	0.531	NUM
ajfa-1827	468	221	096	096	NUM
ajfa-1827	468	222	0.599	0.599	NUM
ajfa-1827	468	223	085	085	NUM
ajfa-1827	468	224	0.542	0.542	NUM
ajfa-1827	468	225	123	123	NUM
ajfa-1827	468	226	0.539	0.539	NUM
ajfa-1827	468	227	101	101	NUM
ajfa-1827	468	228	0.523	0.523	NUM
ajfa-1827	468	229	085	085	NUM
ajfa-1827	468	230	0.368	0.368	NUM
ajfa-1827	468	231	117	117	NUM
ajfa-1827	468	232	0.533	0.533	NUM
ajfa-1827	468	233	107	107	NUM
ajfa-1827	468	234	0.622	0.622	NUM
ajfa-1827	468	235	094	094	NUM
ajfa-1827	468	236	0.544	0.544	NUM
ajfa-1827	468	237	085	085	NUM
ajfa-1827	468	238	0.615	0.615	NUM
ajfa-1827	468	239	084	084	NUM
ajfa-1827	468	240	0.525	0.525	NUM
ajfa-1827	468	241	114	114	NUM
ajfa-1827	468	242	0.527	0.527	NUM
ajfa-1827	468	243	128	128	NUM
ajfa-1827	468	244	0.549	0.549	NUM
ajfa-1827	468	245	123	123	NUM
ajfa-1827	468	246	0.510	0.510	NUM
ajfa-1827	468	247	101	101	NUM
ajfa-1827	468	248	0.696	0.696	NUM
ajfa-1827	468	249	084	084	NUM
ajfa-1827	468	250	0.456	0.456	NUM
ajfa-1827	468	251	120	120	NUM
ajfa-1827	468	252	0.530	0.530	NUM
ajfa-1827	468	253	109	109	NUM
ajfa-1827	468	254	0.522	0.522	NUM
ajfa-1827	468	255	096	096	NUM
ajfa-1827	468	256	0.528	0.528	NUM
ajfa-1827	468	257	094	094	NUM
ajfa-1827	468	258	0.526	0.526	NUM
ajfa-1827	468	259	162	162	NUM
ajfa-1827	468	260	0.581	0.581	NUM
ajfa-1827	468	261	103	103	NUM
ajfa-1827	468	262	0.393	0.393	NUM
ajfa-1827	468	263	n	n	PRON
ajfa-1827	468	264	journal	journal	NOUN
ajfa-1827	468	265	of	of	ADP
ajfa-1827	468	266	f	f	PROPN
ajfa-1827	469	1	0.266	0.266	NUM
ajfa-1827	469	2	0.445	0.445	NUM
ajfa-1827	469	3	0.023	0.023	NUM
ajfa-1827	469	4	0.032	0.032	NUM
ajfa-1827	469	5	-0.049	-0.049	NUM
ajfa-1827	469	6	-0.066	-0.066	PROPN
ajfa-1827	469	7	-0.103	-0.103	X
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ajfa-1827	469	11	0.072	0.072	NUM
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ajfa-1827	469	15	0.592	0.592	NUM
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ajfa-1827	469	23	-0.033	-0.033	NUM
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ajfa-1827	469	25	-0.063	-0.063	INTJ
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ajfa-1827	470	2	0.010	0.010	NUM
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ajfa-1827	470	5	0.019	0.019	NUM
ajfa-1827	470	6	0.001	0.001	NUM
ajfa-1827	470	7	0.001	0.001	NUM
ajfa-1827	470	8	0.072	0.072	NUM
ajfa-1827	470	9	0.105	0.105	NUM
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ajfa-1827	470	12	0.032	0.032	NUM
ajfa-1827	470	13	0.045	0.045	NUM
ajfa-1827	470	14	0.022	0.022	NUM
ajfa-1827	470	15	0.031	0.031	NUM
ajfa-1827	470	16	0.031	0.031	NUM
ajfa-1827	470	17	0.044	0.044	NUM
ajfa-1827	470	18	0.099	0.099	NUM
ajfa-1827	470	19	0.147	0.147	NUM
ajfa-1827	470	20	0.042	0.042	NUM
ajfa-1827	470	21	0.059	0.059	NUM
ajfa-1827	470	22	0.039	0.039	NUM
ajfa-1827	470	23	0.055	0.055	NUM
ajfa-1827	470	24	0.023	0.023	NUM
ajfa-1827	470	25	0.032	0.032	NUM
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ajfa-1827	470	28	0.033	0.033	NUM
ajfa-1827	470	29	0.047	0.047	NUM
ajfa-1827	470	30	0.122	0.122	NUM
ajfa-1827	470	31	0.184	0.184	NUM
ajfa-1827	470	32	0.044	0.044	NUM
ajfa-1827	470	33	0.063	0.063	NUM
ajfa-1827	470	34	0.115	0.115	NUM
ajfa-1827	470	35	0.172	0.172	NUM
ajfa-1827	470	36	0.025	0.025	NUM
ajfa-1827	470	37	0.035	0.035	NUM
ajfa-1827	470	38	0.027	0.027	NUM
ajfa-1827	470	39	0.038	0.038	NUM
ajfa-1827	470	40	0.049	0.049	NUM
ajfa-1827	470	41	0.071	0.071	NUM
ajfa-1827	470	42	0.010	0.010	NUM
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ajfa-1827	472	8	0.5	0.5	NUM
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