id	sid	tid	token	lemma	pos
ajfa-2811	1	1	microsoft	microsoft	PROPN
ajfa-2811	1	2	word	word	NOUN
ajfa-2811	1	3	revised	revise	VERB
ajfa-2811	1	4	paper-writer2-new-final.doc	paper-writer2-new-final.doc	ADJ
ajfa-2811	1	5	asian	asian	ADJ
ajfa-2811	1	6	journal	journal	NOUN
ajfa-2811	1	7	of	of	ADP
ajfa-2811	1	8	finance	finance	PROPN
ajfa-2811	1	9	&	&	CCONJ
ajfa-2811	1	10	accounting	accounting	PROPN
ajfa-2811	1	11	issn	issn	PROPN
ajfa-2811	1	12	1946	1946	NUM
ajfa-2811	1	13	-	-	PUNCT
ajfa-2811	1	14	052x	052x	NOUN
ajfa-2811	1	15	2013	2013	NUM
ajfa-2811	1	16	,	,	PUNCT
ajfa-2811	1	17	vol	vol	NOUN
ajfa-2811	1	18	.	.	PROPN
ajfa-2811	1	19	5	5	NUM
ajfa-2811	1	20	,	,	PUNCT
ajfa-2811	1	21	no	no	INTJ
ajfa-2811	1	22	.	.	NOUN
ajfa-2811	1	23	1	1	NUM
ajfa-2811	1	24	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	1	25	446	446	NUM
ajfa-2811	1	26	day	day	NOUN
ajfa-2811	1	27	of	of	ADP
ajfa-2811	1	28	the	the	DET
ajfa-2811	1	29	week	week	NOUN
ajfa-2811	1	30	effect	effect	NOUN
ajfa-2811	1	31	,	,	PUNCT
ajfa-2811	1	32	annual	annual	ADJ
ajfa-2811	1	33	returns	return	NOUN
ajfa-2811	1	34	and	and	CCONJ
ajfa-2811	1	35	volatility	volatility	NOUN
ajfa-2811	1	36	of	of	ADP
ajfa-2811	1	37	five	five	NUM
ajfa-2811	1	38	stock	stock	NOUN
ajfa-2811	1	39	markets	market	NOUN
ajfa-2811	1	40	in	in	ADP
ajfa-2811	1	41	southeast	southeast	NOUN
ajfa-2811	1	42	of	of	ADP
ajfa-2811	1	43	asia	asia	PROPN
ajfa-2811	1	44	mansooreh	mansooreh	PROPN
ajfa-2811	1	45	kazemi	kazemi	PROPN
ajfa-2811	1	46	lari	lari	PROPN
ajfa-2811	1	47	(	(	PUNCT
ajfa-2811	1	48	corresponding	corresponding	ADJ
ajfa-2811	1	49	author	author	NOUN
ajfa-2811	1	50	)	)	PUNCT
ajfa-2811	1	51	dept	dept	NOUN
ajfa-2811	1	52	.	.	PUNCT
ajfa-2811	2	1	of	of	ADP
ajfa-2811	2	2	mathematical	mathematical	ADJ
ajfa-2811	2	3	science	science	NOUN
ajfa-2811	2	4	,	,	PUNCT
ajfa-2811	2	5	faculty	faculty	NOUN
ajfa-2811	2	6	of	of	ADP
ajfa-2811	2	7	science	science	PROPN
ajfa-2811	2	8	universiti	universiti	PROPN
ajfa-2811	2	9	teknologi	teknologi	PROPN
ajfa-2811	2	10	malaysia	malaysia	PROPN
ajfa-2811	2	11	(	(	PUNCT
ajfa-2811	2	12	utm	utm	PROPN
ajfa-2811	2	13	)	)	PUNCT
ajfa-2811	2	14	,	,	PUNCT
ajfa-2811	2	15	81310	81310	NUM
ajfa-2811	2	16	,	,	PUNCT
ajfa-2811	2	17	johor	johor	PROPN
ajfa-2811	2	18	bahru	bahru	PROPN
ajfa-2811	2	19	,	,	PUNCT
ajfa-2811	2	20	johor	johor	PROPN
ajfa-2811	2	21	,	,	PUNCT
ajfa-2811	2	22	malaysia	malaysia	PROPN
ajfa-2811	2	23	tel	tel	PROPN
ajfa-2811	2	24	:	:	PUNCT
ajfa-2811	2	25	60	60	NUM
ajfa-2811	2	26	-	-	SYM
ajfa-2811	2	27	12	12	NUM
ajfa-2811	2	28	-	-	PUNCT
ajfa-2811	2	29	665	665	NUM
ajfa-2811	2	30	-	-	SYM
ajfa-2811	2	31	7562	7562	NUM
ajfa-2811	2	32	e	e	NOUN
ajfa-2811	2	33	-	-	NOUN
ajfa-2811	2	34	mail	mail	NOUN
ajfa-2811	2	35	:	:	PUNCT
ajfa-2811	2	36	kazemilari_m@yahoo.com	kazemilari_m@yahoo.com	PROPN
ajfa-2811	2	37	abbas	abbas	PROPN
ajfa-2811	2	38	mardani	mardani	PROPN
ajfa-2811	2	39	dept	dept	PROPN
ajfa-2811	2	40	.	.	PROPN
ajfa-2811	2	41	of	of	ADP
ajfa-2811	2	42	management	management	NOUN
ajfa-2811	2	43	,	,	PUNCT
ajfa-2811	2	44	faculty	faculty	NOUN
ajfa-2811	2	45	of	of	ADP
ajfa-2811	2	46	management	management	NOUN
ajfa-2811	2	47	and	and	CCONJ
ajfa-2811	2	48	human	human	ADJ
ajfa-2811	2	49	resource	resource	NOUN
ajfa-2811	2	50	development	development	NOUN
ajfa-2811	2	51	,	,	PUNCT
ajfa-2811	2	52	universiti	universiti	PROPN
ajfa-2811	2	53	teknologi	teknologi	PROPN
ajfa-2811	2	54	malaysia	malaysia	PROPN
ajfa-2811	2	55	(	(	PUNCT
ajfa-2811	2	56	utm	utm	PROPN
ajfa-2811	2	57	)	)	PUNCT
ajfa-2811	2	58	,	,	PUNCT
ajfa-2811	2	59	81310	81310	NUM
ajfa-2811	2	60	johor	johor	PROPN
ajfa-2811	2	61	bahru	bahru	PROPN
ajfa-2811	2	62	,	,	PUNCT
ajfa-2811	2	63	johor	johor	PROPN
ajfa-2811	2	64	,	,	PUNCT
ajfa-2811	2	65	malaysia	malaysia	PROPN
ajfa-2811	2	66	tel	tel	PROPN
ajfa-2811	2	67	:	:	PUNCT
ajfa-2811	2	68	60	60	NUM
ajfa-2811	2	69	-	-	SYM
ajfa-2811	2	70	17	17	NUM
ajfa-2811	2	71	-	-	PUNCT
ajfa-2811	2	72	665	665	NUM
ajfa-2811	2	73	-	-	SYM
ajfa-2811	2	74	1841	1841	NUM
ajfa-2811	2	75	e	e	NOUN
ajfa-2811	2	76	-	-	NOUN
ajfa-2811	2	77	mail	mail	NOUN
ajfa-2811	2	78	:	:	PUNCT
ajfa-2811	2	79	abbas.mardani.2000@gmail.com	abbas.mardani.2000@gmail.com	PROPN
ajfa-2811	2	80	mohsen	mohsen	PROPN
ajfa-2811	2	81	aghaeiboorkheili	aghaeiboorkheili	PROPN
ajfa-2811	2	82	ibnu	ibnu	PROPN
ajfa-2811	2	83	sina	sina	PROPN
ajfa-2811	2	84	institute	institute	PROPN
ajfa-2811	2	85	of	of	ADP
ajfa-2811	2	86	fundamental	fundamental	ADJ
ajfa-2811	2	87	science	science	PROPN
ajfa-2811	2	88	studies	studies	PROPN
ajfa-2811	2	89	university	university	PROPN
ajfa-2811	2	90	teknologi	teknologi	PROPN
ajfa-2811	2	91	malaysia	malaysia	PROPN
ajfa-2811	2	92	,	,	PUNCT
ajfa-2811	2	93	81310	81310	NUM
ajfa-2811	2	94	utm	utm	PROPN
ajfa-2811	2	95	skudai	skudai	NOUN
ajfa-2811	2	96	,	,	PUNCT
ajfa-2811	2	97	malaysia	malaysia	PROPN
ajfa-2811	2	98	e	e	NOUN
ajfa-2811	2	99	-	-	NOUN
ajfa-2811	2	100	mail	mail	NOUN
ajfa-2811	2	101	:	:	PUNCT
ajfa-2811	2	102	drmohsenaghaei@yahoo.com	drmohsenaghaei@yahoo.com	X
ajfa-2811	2	103	received	receive	VERB
ajfa-2811	2	104	:	:	PUNCT
ajfa-2811	2	105	december	december	PROPN
ajfa-2811	2	106	6	6	NUM
ajfa-2811	2	107	,	,	PUNCT
ajfa-2811	2	108	2012	2012	NUM
ajfa-2811	2	109	accepted	accept	VERB
ajfa-2811	2	110	:	:	PUNCT
ajfa-2811	2	111	june	june	PROPN
ajfa-2811	2	112	12	12	NUM
ajfa-2811	2	113	,	,	PUNCT
ajfa-2811	2	114	2013	2013	NUM
ajfa-2811	2	115	published	publish	VERB
ajfa-2811	2	116	:	:	PUNCT
ajfa-2811	2	117	june	june	PROPN
ajfa-2811	2	118	12	12	NUM
ajfa-2811	2	119	,	,	PUNCT
ajfa-2811	2	120	2013	2013	NUM
ajfa-2811	2	121	doi:10.5296	doi:10.5296	NOUN
ajfa-2811	2	122	/	/	SYM
ajfa-2811	2	123	ajfa.v5i1.2811	ajfa.v5i1.2811	NUM
ajfa-2811	2	124	url	url	NOUN
ajfa-2811	2	125	:	:	PUNCT
ajfa-2811	2	126	http://dx.doi.org/10.5296/ajfa.v5i1.2811	http://dx.doi.org/10.5296/ajfa.v5i1.2811	NUM
ajfa-2811	2	127	abstract	abstract	ADJ
ajfa-2811	2	128	in	in	ADP
ajfa-2811	2	129	this	this	DET
ajfa-2811	2	130	study	study	NOUN
ajfa-2811	2	131	,	,	PUNCT
ajfa-2811	2	132	we	we	PRON
ajfa-2811	2	133	analyze	analyze	VERB
ajfa-2811	2	134	the	the	DET
ajfa-2811	2	135	annual	annual	ADJ
ajfa-2811	2	136	returns	return	NOUN
ajfa-2811	2	137	,	,	PUNCT
ajfa-2811	2	138	returns	return	VERB
ajfa-2811	2	139	fluctuation	fluctuation	NOUN
ajfa-2811	2	140	and	and	CCONJ
ajfa-2811	2	141	the	the	DET
ajfa-2811	2	142	day	day	NOUN
ajfa-2811	2	143	of	of	ADP
ajfa-2811	2	144	the	the	DET
ajfa-2811	2	145	week	week	NOUN
ajfa-2811	2	146	effect	effect	NOUN
ajfa-2811	2	147	for	for	ADP
ajfa-2811	2	148	five	five	NUM
ajfa-2811	2	149	stock	stock	NOUN
ajfa-2811	2	150	markets	market	NOUN
ajfa-2811	2	151	in	in	ADP
ajfa-2811	2	152	southeast	southeast	NOUN
ajfa-2811	2	153	of	of	ADP
ajfa-2811	2	154	asia	asia	PROPN
ajfa-2811	2	155	(	(	PUNCT
ajfa-2811	2	156	indonesia	indonesia	PROPN
ajfa-2811	2	157	,	,	PUNCT
ajfa-2811	2	158	malaysia	malaysia	PROPN
ajfa-2811	2	159	,	,	PUNCT
ajfa-2811	2	160	philippine	philippine	PROPN
ajfa-2811	2	161	,	,	PUNCT
ajfa-2811	2	162	singapore	singapore	PROPN
ajfa-2811	2	163	and	and	CCONJ
ajfa-2811	2	164	thailand	thailand	PROPN
ajfa-2811	2	165	)	)	PUNCT
ajfa-2811	2	166	from	from	ADP
ajfa-2811	2	167	31	31	NUM
ajfa-2811	2	168	,	,	PUNCT
ajfa-2811	2	169	december	december	PROPN
ajfa-2811	2	170	2007	2007	NUM
ajfa-2811	2	171	to	to	ADP
ajfa-2811	2	172	31	31	NUM
ajfa-2811	2	173	,	,	PUNCT
ajfa-2811	2	174	december	december	PROPN
ajfa-2811	2	175	2011	2011	NUM
ajfa-2811	2	176	.	.	PUNCT
ajfa-2811	3	1	non	non	ADJ
ajfa-2811	3	2	-	-	ADJ
ajfa-2811	3	3	parametric	parametric	ADJ
ajfa-2811	3	4	tests	test	NOUN
ajfa-2811	3	5	and	and	CCONJ
ajfa-2811	3	6	parametric	parametric	ADJ
ajfa-2811	3	7	test	test	NOUN
ajfa-2811	3	8	are	be	AUX
ajfa-2811	3	9	used	use	VERB
ajfa-2811	3	10	for	for	ADP
ajfa-2811	3	11	equality	equality	NOUN
ajfa-2811	3	12	of	of	ADP
ajfa-2811	3	13	variance	variance	NOUN
ajfa-2811	3	14	returns	return	NOUN
ajfa-2811	3	15	and	and	CCONJ
ajfa-2811	3	16	equality	equality	NOUN
ajfa-2811	3	17	of	of	ADP
ajfa-2811	3	18	mean	mean	ADJ
ajfa-2811	3	19	returns	return	NOUN
ajfa-2811	3	20	on	on	ADP
ajfa-2811	3	21	the	the	DET
ajfa-2811	3	22	daily	daily	ADJ
ajfa-2811	3	23	returns	return	NOUN
ajfa-2811	3	24	of	of	ADP
ajfa-2811	3	25	the	the	DET
ajfa-2811	3	26	week	week	NOUN
ajfa-2811	3	27	.	.	PUNCT
ajfa-2811	4	1	graphical	graphical	ADJ
ajfa-2811	4	2	representation	representation	NOUN
ajfa-2811	4	3	of	of	ADP
ajfa-2811	4	4	indexes	index	NOUN
ajfa-2811	4	5	annual	annual	ADJ
ajfa-2811	4	6	changes	change	NOUN
ajfa-2811	4	7	and	and	CCONJ
ajfa-2811	4	8	their	their	PRON
ajfa-2811	4	9	correlation	correlation	NOUN
ajfa-2811	4	10	were	be	AUX
ajfa-2811	4	11	explored	explore	VERB
ajfa-2811	4	12	to	to	PART
ajfa-2811	4	13	employ	employ	VERB
ajfa-2811	4	14	this	this	DET
ajfa-2811	4	15	analysis	analysis	NOUN
ajfa-2811	4	16	.	.	PUNCT
ajfa-2811	5	1	the	the	DET
ajfa-2811	5	2	results	result	NOUN
ajfa-2811	5	3	indicate	indicate	VERB
ajfa-2811	5	4	that	that	SCONJ
ajfa-2811	5	5	all	all	PRON
ajfa-2811	5	6	of	of	ADP
ajfa-2811	5	7	the	the	DET
ajfa-2811	5	8	indexes	index	NOUN
ajfa-2811	5	9	experienced	experience	VERB
ajfa-2811	5	10	high	high	ADJ
ajfa-2811	5	11	negative	negative	ADJ
ajfa-2811	5	12	changes	change	NOUN
ajfa-2811	5	13	in	in	ADP
ajfa-2811	5	14	2008	2008	NUM
ajfa-2811	5	15	and	and	CCONJ
ajfa-2811	5	16	after	after	ADP
ajfa-2811	5	17	this	this	DET
ajfa-2811	5	18	decline	decline	NOUN
ajfa-2811	5	19	,	,	PUNCT
ajfa-2811	5	20	market	market	NOUN
ajfa-2811	5	21	index	index	NOUN
ajfa-2811	5	22	growth	growth	NOUN
ajfa-2811	5	23	enormously	enormously	ADV
ajfa-2811	5	24	.	.	PUNCT
ajfa-2811	6	1	especially	especially	ADV
ajfa-2811	6	2	indonesia	indonesia	PROPN
ajfa-2811	6	3	experienced	experience	VERB
ajfa-2811	6	4	the	the	DET
ajfa-2811	6	5	highest	high	ADJ
ajfa-2811	6	6	increase	increase	NOUN
ajfa-2811	6	7	.	.	PUNCT
ajfa-2811	7	1	there	there	PRON
ajfa-2811	7	2	was	be	VERB
ajfa-2811	7	3	generally	generally	ADV
ajfa-2811	7	4	high	high	ADJ
ajfa-2811	7	5	volatility	volatility	NOUN
ajfa-2811	7	6	of	of	ADP
ajfa-2811	7	7	returns	return	NOUN
ajfa-2811	7	8	.	.	PUNCT
ajfa-2811	8	1	the	the	DET
ajfa-2811	8	2	results	result	NOUN
ajfa-2811	8	3	of	of	ADP
ajfa-2811	8	4	the	the	DET
ajfa-2811	8	5	levene	levene	NOUN
ajfa-2811	8	6	’s	’s	PART
ajfa-2811	8	7	test	test	NOUN
ajfa-2811	8	8	of	of	ADP
ajfa-2811	8	9	the	the	DET
ajfa-2811	8	10	equality	equality	NOUN
ajfa-2811	8	11	of	of	ADP
ajfa-2811	8	12	standard	standard	ADJ
ajfa-2811	8	13	deviations	deviation	NOUN
ajfa-2811	8	14	of	of	ADP
ajfa-2811	8	15	asian	asian	ADJ
ajfa-2811	8	16	journal	journal	NOUN
ajfa-2811	8	17	of	of	ADP
ajfa-2811	8	18	finance	finance	PROPN
ajfa-2811	8	19	&	&	CCONJ
ajfa-2811	8	20	accounting	accounting	PROPN
ajfa-2811	8	21	issn	issn	PROPN
ajfa-2811	8	22	1946	1946	NUM
ajfa-2811	8	23	-	-	PUNCT
ajfa-2811	8	24	052x	052x	NOUN
ajfa-2811	8	25	2013	2013	NUM
ajfa-2811	8	26	,	,	PUNCT
ajfa-2811	8	27	vol	vol	NOUN
ajfa-2811	8	28	.	.	PROPN
ajfa-2811	8	29	5	5	NUM
ajfa-2811	8	30	,	,	PUNCT
ajfa-2811	8	31	no	no	INTJ
ajfa-2811	8	32	.	.	NOUN
ajfa-2811	8	33	1	1	NUM
ajfa-2811	8	34	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	8	35	447	447	NUM
ajfa-2811	8	36	the	the	DET
ajfa-2811	8	37	returns	return	NOUN
ajfa-2811	8	38	at	at	ADP
ajfa-2811	8	39	the	the	DET
ajfa-2811	8	40	5	5	NUM
ajfa-2811	8	41	percent	percent	NOUN
ajfa-2811	8	42	confidence	confidence	NOUN
ajfa-2811	8	43	level	level	NOUN
ajfa-2811	8	44	reject	reject	VERB
ajfa-2811	8	45	the	the	DET
ajfa-2811	8	46	null	null	ADJ
ajfa-2811	8	47	hypothesis	hypothesis	NOUN
ajfa-2811	8	48	that	that	PRON
ajfa-2811	8	49	mean	mean	VERB
ajfa-2811	8	50	returns	return	NOUN
ajfa-2811	8	51	are	be	AUX
ajfa-2811	8	52	not	not	PART
ajfa-2811	8	53	equal	equal	ADJ
ajfa-2811	8	54	across	across	ADP
ajfa-2811	8	55	the	the	DET
ajfa-2811	8	56	days	day	NOUN
ajfa-2811	8	57	of	of	ADP
ajfa-2811	8	58	the	the	DET
ajfa-2811	8	59	week	week	NOUN
ajfa-2811	8	60	for	for	ADP
ajfa-2811	8	61	all	all	DET
ajfa-2811	8	62	the	the	DET
ajfa-2811	8	63	markets	market	NOUN
ajfa-2811	8	64	except	except	SCONJ
ajfa-2811	8	65	for	for	ADP
ajfa-2811	8	66	indonesia	indonesia	PROPN
ajfa-2811	8	67	and	and	CCONJ
ajfa-2811	8	68	malaysia	malaysia	PROPN
ajfa-2811	8	69	.	.	PUNCT
ajfa-2811	9	1	keywords	keyword	NOUN
ajfa-2811	9	2	:	:	PUNCT
ajfa-2811	9	3	annual	annual	ADJ
ajfa-2811	9	4	returns	return	NOUN
ajfa-2811	9	5	analysis	analysis	NOUN
ajfa-2811	9	6	,	,	PUNCT
ajfa-2811	9	7	dayoftheweek	dayoftheweek	ADJ
ajfa-2811	9	8	effect	effect	NOUN
ajfa-2811	9	9	,	,	PUNCT
ajfa-2811	9	10	volatility	volatility	NOUN
ajfa-2811	9	11	of	of	ADP
ajfa-2811	9	12	returns	return	NOUN
ajfa-2811	9	13	asian	asian	ADJ
ajfa-2811	9	14	journal	journal	NOUN
ajfa-2811	9	15	of	of	ADP
ajfa-2811	9	16	finance	finance	PROPN
ajfa-2811	9	17	&	&	CCONJ
ajfa-2811	9	18	accounting	accounting	PROPN
ajfa-2811	9	19	issn	issn	PROPN
ajfa-2811	9	20	1946	1946	NUM
ajfa-2811	9	21	-	-	PUNCT
ajfa-2811	9	22	052x	052x	NOUN
ajfa-2811	9	23	2013	2013	NUM
ajfa-2811	9	24	,	,	PUNCT
ajfa-2811	9	25	vol	vol	NOUN
ajfa-2811	9	26	.	.	PROPN
ajfa-2811	9	27	5	5	NUM
ajfa-2811	9	28	,	,	PUNCT
ajfa-2811	9	29	no	no	INTJ
ajfa-2811	9	30	.	.	NOUN
ajfa-2811	9	31	1	1	NUM
ajfa-2811	9	32	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	9	33	448	448	NUM
ajfa-2811	9	34	1	1	NUM
ajfa-2811	9	35	.	.	PUNCT
ajfa-2811	9	36	introduction	introduction	NOUN
ajfa-2811	9	37	seasonality	seasonality	NOUN
ajfa-2811	9	38	or	or	CCONJ
ajfa-2811	9	39	calendar	calendar	NOUN
ajfa-2811	9	40	anomalies	anomaly	NOUN
ajfa-2811	9	41	such	such	ADJ
ajfa-2811	9	42	as	as	ADP
ajfa-2811	9	43	month	month	NOUN
ajfa-2811	9	44	of	of	ADP
ajfa-2811	9	45	the	the	DET
ajfa-2811	9	46	year	year	NOUN
ajfa-2811	9	47	and	and	CCONJ
ajfa-2811	9	48	day	day	NOUN
ajfa-2811	9	49	of	of	ADP
ajfa-2811	9	50	the	the	DET
ajfa-2811	9	51	week	week	NOUN
ajfa-2811	9	52	effects	effect	NOUN
ajfa-2811	9	53	has	have	AUX
ajfa-2811	9	54	remained	remain	VERB
ajfa-2811	9	55	a	a	DET
ajfa-2811	9	56	topic	topic	NOUN
ajfa-2811	9	57	of	of	ADP
ajfa-2811	9	58	interest	interest	NOUN
ajfa-2811	9	59	for	for	ADP
ajfa-2811	9	60	research	research	NOUN
ajfa-2811	9	61	since	since	SCONJ
ajfa-2811	9	62	a	a	DET
ajfa-2811	9	63	long	long	ADJ
ajfa-2811	9	64	time	time	NOUN
ajfa-2811	9	65	ago	ago	ADV
ajfa-2811	9	66	in	in	ADP
ajfa-2811	9	67	both	both	PRON
ajfa-2811	9	68	developed	developed	ADJ
ajfa-2811	9	69	and	and	CCONJ
ajfa-2811	9	70	developing	develop	VERB
ajfa-2811	9	71	countries	country	NOUN
ajfa-2811	9	72	.	.	PUNCT
ajfa-2811	10	1	in	in	ADP
ajfa-2811	10	2	stock	stock	NOUN
ajfa-2811	10	3	markets	market	NOUN
ajfa-2811	10	4	,	,	PUNCT
ajfa-2811	10	5	various	various	ADJ
ajfa-2811	10	6	studies	study	NOUN
ajfa-2811	10	7	have	have	AUX
ajfa-2811	10	8	been	be	AUX
ajfa-2811	10	9	extensively	extensively	ADV
ajfa-2811	10	10	conducted	conduct	VERB
ajfa-2811	10	11	and	and	CCONJ
ajfa-2811	10	12	published	publish	VERB
ajfa-2811	10	13	on	on	ADP
ajfa-2811	10	14	financial	financial	ADJ
ajfa-2811	10	15	market	market	NOUN
ajfa-2811	10	16	anomalies	anomaly	NOUN
ajfa-2811	10	17	which	which	PRON
ajfa-2811	10	18	deal	deal	VERB
ajfa-2811	10	19	with	with	ADP
ajfa-2811	10	20	the	the	DET
ajfa-2811	10	21	cross	cross	ADJ
ajfa-2811	10	22	-	-	ADJ
ajfa-2811	10	23	sectional	sectional	ADJ
ajfa-2811	10	24	and	and	CCONJ
ajfa-2811	10	25	time	time	NOUN
ajfa-2811	10	26	series	series	PROPN
ajfa-2811	10	27	patterns	pattern	NOUN
ajfa-2811	10	28	of	of	ADP
ajfa-2811	10	29	world	world	NOUN
ajfa-2811	10	30	market	market	NOUN
ajfa-2811	10	31	returns	return	NOUN
ajfa-2811	10	32	using	use	VERB
ajfa-2811	10	33	annual	annual	ADJ
ajfa-2811	10	34	return	return	NOUN
ajfa-2811	10	35	data	datum	NOUN
ajfa-2811	10	36	.	.	PUNCT
ajfa-2811	11	1	seasonality	seasonality	NOUN
ajfa-2811	11	2	in	in	ADP
ajfa-2811	11	3	stock	stock	NOUN
ajfa-2811	11	4	returns	return	NOUN
ajfa-2811	11	5	was	be	AUX
ajfa-2811	11	6	first	first	ADV
ajfa-2811	11	7	reported	report	VERB
ajfa-2811	11	8	by	by	ADP
ajfa-2811	11	9	wachtel	wachtel	NOUN
ajfa-2811	11	10	(	(	PUNCT
ajfa-2811	11	11	1942	1942	NUM
ajfa-2811	11	12	)	)	PUNCT
ajfa-2811	11	13	.	.	PUNCT
ajfa-2811	12	1	rozeff	rozeff	NOUN
ajfa-2811	12	2	and	and	CCONJ
ajfa-2811	12	3	kinney	kinney	PROPN
ajfa-2811	12	4	(	(	PUNCT
ajfa-2811	12	5	1976	1976	NUM
ajfa-2811	12	6	)	)	PUNCT
ajfa-2811	12	7	documented	document	VERB
ajfa-2811	12	8	the	the	DET
ajfa-2811	12	9	january	january	PROPN
ajfa-2811	12	10	effect	effect	NOUN
ajfa-2811	12	11	in	in	ADP
ajfa-2811	12	12	new	new	PROPN
ajfa-2811	12	13	york	york	PROPN
ajfa-2811	12	14	exchange	exchange	PROPN
ajfa-2811	12	15	stocks	stock	NOUN
ajfa-2811	12	16	,	,	PUNCT
ajfa-2811	12	17	and	and	CCONJ
ajfa-2811	12	18	brown	brown	ADJ
ajfa-2811	12	19	,	,	PUNCT
ajfa-2811	12	20	keim	keim	NOUN
ajfa-2811	12	21	,	,	PUNCT
ajfa-2811	12	22	kleidon	kleidon	ADJ
ajfa-2811	12	23	,	,	PUNCT
ajfa-2811	12	24	and	and	CCONJ
ajfa-2811	12	25	marsh	marsh	PROPN
ajfa-2811	12	26	(	(	PUNCT
ajfa-2811	12	27	1983	1983	NUM
ajfa-2811	12	28	)	)	PUNCT
ajfa-2811	12	29	studied	study	VERB
ajfa-2811	12	30	the	the	DET
ajfa-2811	12	31	australian	australian	ADJ
ajfa-2811	12	32	stock	stock	NOUN
ajfa-2811	12	33	market	market	NOUN
ajfa-2811	12	34	seasonality	seasonality	NOUN
ajfa-2811	12	35	.	.	PUNCT
ajfa-2811	13	1	keim	keim	PROPN
ajfa-2811	13	2	(	(	PUNCT
ajfa-2811	13	3	1983	1983	NUM
ajfa-2811	13	4	)	)	PUNCT
ajfa-2811	13	5	studied	study	VERB
ajfa-2811	13	6	the	the	DET
ajfa-2811	13	7	seasonality	seasonality	NOUN
ajfa-2811	13	8	and	and	CCONJ
ajfa-2811	13	9	size	size	NOUN
ajfa-2811	13	10	effects	effect	NOUN
ajfa-2811	13	11	in	in	ADP
ajfa-2811	13	12	stock	stock	NOUN
ajfa-2811	13	13	returns	return	NOUN
ajfa-2811	13	14	while	while	SCONJ
ajfa-2811	13	15	gultekin	gultekin	PROPN
ajfa-2811	13	16	and	and	CCONJ
ajfa-2811	13	17	gultekin	gultekin	PROPN
ajfa-2811	13	18	(	(	PUNCT
ajfa-2811	13	19	1983	1983	NUM
ajfa-2811	13	20	)	)	PUNCT
ajfa-2811	13	21	examined	examine	VERB
ajfa-2811	13	22	the	the	DET
ajfa-2811	13	23	presence	presence	NOUN
ajfa-2811	13	24	of	of	ADP
ajfa-2811	13	25	stock	stock	NOUN
ajfa-2811	13	26	market	market	NOUN
ajfa-2811	13	27	seasonality	seasonality	NOUN
ajfa-2811	13	28	in	in	ADP
ajfa-2811	13	29	16	16	NUM
ajfa-2811	13	30	industrial	industrial	ADJ
ajfa-2811	13	31	countries	country	NOUN
ajfa-2811	13	32	.	.	PUNCT
ajfa-2811	14	1	mills	mill	NOUN
ajfa-2811	14	2	and	and	CCONJ
ajfa-2811	14	3	coutts	coutts	PROPN
ajfa-2811	14	4	(	(	PUNCT
ajfa-2811	14	5	1995	1995	NUM
ajfa-2811	14	6	)	)	PUNCT
ajfa-2811	14	7	studied	study	VERB
ajfa-2811	14	8	the	the	DET
ajfa-2811	14	9	calendar	calendar	NOUN
ajfa-2811	14	10	effect	effect	NOUN
ajfa-2811	14	11	in	in	ADP
ajfa-2811	14	12	ftse	ftse	PROPN
ajfa-2811	14	13	100	100	NUM
ajfa-2811	14	14	,	,	PUNCT
ajfa-2811	14	15	mid	mid	NOUN
ajfa-2811	14	16	250	250	NUM
ajfa-2811	14	17	and	and	CCONJ
ajfa-2811	14	18	350	350	NUM
ajfa-2811	14	19	indices	index	NOUN
ajfa-2811	14	20	for	for	ADP
ajfa-2811	14	21	the	the	DET
ajfa-2811	14	22	period	period	NOUN
ajfa-2811	14	23	1986	1986	NUM
ajfa-2811	14	24	and	and	CCONJ
ajfa-2811	14	25	1992	1992	NUM
ajfa-2811	14	26	.	.	PUNCT
ajfa-2811	15	1	choudhry	choudhry	NOUN
ajfa-2811	15	2	(	(	PUNCT
ajfa-2811	15	3	2000	2000	NUM
ajfa-2811	15	4	)	)	PUNCT
ajfa-2811	15	5	reported	report	VERB
ajfa-2811	15	6	january	january	PROPN
ajfa-2811	15	7	effect	effect	NOUN
ajfa-2811	15	8	on	on	ADP
ajfa-2811	15	9	the	the	DET
ajfa-2811	15	10	uk	uk	PROPN
ajfa-2811	15	11	and	and	CCONJ
ajfa-2811	15	12	us	us	PROPN
ajfa-2811	15	13	stock	stock	NOUN
ajfa-2811	15	14	returns	return	NOUN
ajfa-2811	15	15	.	.	PUNCT
ajfa-2811	16	1	chordia	chordia	NOUN
ajfa-2811	16	2	,	,	PUNCT
ajfa-2811	16	3	roll	roll	NOUN
ajfa-2811	16	4	,	,	PUNCT
ajfa-2811	16	5	and	and	CCONJ
ajfa-2811	16	6	subrahmanyam	subrahmanyam	NOUN
ajfa-2811	16	7	(	(	PUNCT
ajfa-2811	16	8	2001	2001	NUM
ajfa-2811	16	9	)	)	PUNCT
ajfa-2811	16	10	studied	study	VERB
ajfa-2811	16	11	nyse	nyse	PROPN
ajfa-2811	16	12	-	-	PUNCT
ajfa-2811	16	13	listed	list	VERB
ajfa-2811	16	14	stocks	stock	NOUN
ajfa-2811	16	15	from	from	ADP
ajfa-2811	16	16	1988	1988	NUM
ajfa-2811	16	17	to	to	ADP
ajfa-2811	16	18	1998	1998	NUM
ajfa-2811	16	19	and	and	CCONJ
ajfa-2811	16	20	found	find	VERB
ajfa-2811	16	21	a	a	DET
ajfa-2811	16	22	strong	strong	ADJ
ajfa-2811	16	23	day	day	NOUN
ajfa-2811	16	24	-	-	PUNCT
ajfa-2811	16	25	of	of	ADP
ajfa-2811	16	26	-	-	PUNCT
ajfa-2811	16	27	the	the	DET
ajfa-2811	16	28	-	-	PUNCT
ajfa-2811	16	29	week	week	NOUN
ajfa-2811	16	30	effect	effect	NOUN
ajfa-2811	16	31	where	where	SCONJ
ajfa-2811	16	32	trading	trading	NOUN
ajfa-2811	16	33	activity	activity	NOUN
ajfa-2811	16	34	is	be	AUX
ajfa-2811	16	35	relatively	relatively	ADV
ajfa-2811	16	36	high	high	ADJ
ajfa-2811	16	37	on	on	ADP
ajfa-2811	16	38	tuesdays	tuesday	NOUN
ajfa-2811	16	39	and	and	CCONJ
ajfa-2811	16	40	low	low	ADJ
ajfa-2811	16	41	on	on	ADP
ajfa-2811	16	42	fridays	friday	NOUN
ajfa-2811	16	43	.	.	PUNCT
ajfa-2811	17	1	fountas	founta	NOUN
ajfa-2811	17	2	and	and	CCONJ
ajfa-2811	17	3	segredakis	segredakis	PROPN
ajfa-2811	17	4	(	(	PUNCT
ajfa-2811	17	5	2002	2002	NUM
ajfa-2811	17	6	)	)	PUNCT
ajfa-2811	17	7	studied	study	VERB
ajfa-2811	17	8	18	18	NUM
ajfa-2811	17	9	markets	market	NOUN
ajfa-2811	17	10	and	and	CCONJ
ajfa-2811	17	11	reported	report	VERB
ajfa-2811	17	12	seasonal	seasonal	ADJ
ajfa-2811	17	13	patterns	pattern	NOUN
ajfa-2811	17	14	in	in	ADP
ajfa-2811	17	15	returns	return	NOUN
ajfa-2811	17	16	.	.	PUNCT
ajfa-2811	18	1	meanwhile	meanwhile	ADV
ajfa-2811	18	2	,	,	PUNCT
ajfa-2811	18	3	ariel	ariel	PROPN
ajfa-2811	18	4	(	(	PUNCT
ajfa-2811	18	5	2012	2012	NUM
ajfa-2811	18	6	)	)	PUNCT
ajfa-2811	18	7	has	have	AUX
ajfa-2811	18	8	also	also	ADV
ajfa-2811	18	9	conducted	conduct	VERB
ajfa-2811	18	10	similar	similar	ADJ
ajfa-2811	18	11	studies	study	NOUN
ajfa-2811	18	12	on	on	ADP
ajfa-2811	18	13	us	us	PROPN
ajfa-2811	18	14	market	market	NOUN
ajfa-2811	18	15	indices	index	NOUN
ajfa-2811	18	16	from	from	ADP
ajfa-2811	18	17	1963	1963	NUM
ajfa-2811	18	18	to	to	ADP
ajfa-2811	18	19	1981	1981	NUM
ajfa-2811	18	20	.	.	PUNCT
ajfa-2811	19	1	although	although	SCONJ
ajfa-2811	19	2	calendar	calendar	NOUN
ajfa-2811	19	3	anomalies	anomaly	NOUN
ajfa-2811	19	4	in	in	ADP
ajfa-2811	19	5	developed	develop	VERB
ajfa-2811	19	6	equity	equity	NOUN
ajfa-2811	19	7	markets	market	NOUN
ajfa-2811	19	8	have	have	AUX
ajfa-2811	19	9	been	be	AUX
ajfa-2811	19	10	investigated	investigate	VERB
ajfa-2811	19	11	extensively	extensively	ADV
ajfa-2811	19	12	,	,	PUNCT
ajfa-2811	19	13	little	little	ADJ
ajfa-2811	19	14	attention	attention	NOUN
ajfa-2811	19	15	has	have	AUX
ajfa-2811	19	16	been	be	AUX
ajfa-2811	19	17	paid	pay	VERB
ajfa-2811	19	18	to	to	ADP
ajfa-2811	19	19	asian	asian	ADJ
ajfa-2811	19	20	markets	market	NOUN
ajfa-2811	19	21	.	.	PUNCT
ajfa-2811	20	1	moreover	moreover	ADV
ajfa-2811	20	2	,	,	PUNCT
ajfa-2811	20	3	most	most	ADJ
ajfa-2811	20	4	studies	study	NOUN
ajfa-2811	20	5	of	of	ADP
ajfa-2811	20	6	asia	asia	PROPN
ajfa-2811	20	7	anomaly	anomaly	PROPN
ajfa-2811	20	8	focused	focus	VERB
ajfa-2811	20	9	more	more	ADV
ajfa-2811	20	10	on	on	ADP
ajfa-2811	20	11	seasonal	seasonal	ADJ
ajfa-2811	20	12	or	or	CCONJ
ajfa-2811	20	13	cross	cross	ADJ
ajfa-2811	20	14	-	-	ADJ
ajfa-2811	20	15	sectional	sectional	ADJ
ajfa-2811	20	16	of	of	ADP
ajfa-2811	20	17	stock	stock	NOUN
ajfa-2811	20	18	returns	return	NOUN
ajfa-2811	20	19	.	.	PUNCT
ajfa-2811	21	1	these	these	DET
ajfa-2811	21	2	tests	test	NOUN
ajfa-2811	21	3	are	be	AUX
ajfa-2811	21	4	different	different	ADJ
ajfa-2811	21	5	from	from	ADP
ajfa-2811	21	6	time	time	NOUN
ajfa-2811	21	7	series	series	NOUN
ajfa-2811	21	8	tests	test	NOUN
ajfa-2811	21	9	,	,	PUNCT
ajfa-2811	21	10	which	which	PRON
ajfa-2811	21	11	emphasize	emphasize	VERB
ajfa-2811	21	12	on	on	ADP
ajfa-2811	21	13	the	the	DET
ajfa-2811	21	14	predictability	predictability	NOUN
ajfa-2811	21	15	of	of	ADP
ajfa-2811	21	16	return	return	NOUN
ajfa-2811	21	17	rates	rate	NOUN
ajfa-2811	21	18	over	over	ADP
ajfa-2811	21	19	time	time	NOUN
ajfa-2811	21	20	(	(	PUNCT
ajfa-2811	21	21	claessens	claessen	NOUN
ajfa-2811	21	22	,	,	PUNCT
ajfa-2811	21	23	1995	1995	NUM
ajfa-2811	21	24	)	)	PUNCT
ajfa-2811	21	25	.	.	PUNCT
ajfa-2811	22	1	to	to	ADP
ajfa-2811	22	2	the	the	DET
ajfa-2811	22	3	best	good	ADJ
ajfa-2811	22	4	of	of	ADP
ajfa-2811	22	5	the	the	DET
ajfa-2811	22	6	author	author	NOUN
ajfa-2811	22	7	’s	’s	PART
ajfa-2811	22	8	knowledge	knowledge	NOUN
ajfa-2811	22	9	,	,	PUNCT
ajfa-2811	22	10	empirical	empirical	ADJ
ajfa-2811	22	11	research	research	NOUN
ajfa-2811	22	12	on	on	ADP
ajfa-2811	22	13	the	the	DET
ajfa-2811	22	14	day	day	NOUN
ajfa-2811	22	15	-	-	PUNCT
ajfa-2811	22	16	of	of	ADP
ajfa-2811	22	17	-	-	PUNCT
ajfa-2811	22	18	the	the	DET
ajfa-2811	22	19	-	-	PUNCT
ajfa-2811	22	20	week	week	NOUN
ajfa-2811	22	21	effect	effect	NOUN
ajfa-2811	22	22	in	in	ADP
ajfa-2811	22	23	asian	asian	ADJ
ajfa-2811	22	24	stock	stock	NOUN
ajfa-2811	22	25	markets	market	NOUN
ajfa-2811	22	26	is	be	AUX
ajfa-2811	22	27	fragmented	fragment	VERB
ajfa-2811	22	28	,	,	PUNCT
ajfa-2811	22	29	thus	thus	ADV
ajfa-2811	22	30	this	this	DET
ajfa-2811	22	31	current	current	ADJ
ajfa-2811	22	32	study	study	NOUN
ajfa-2811	22	33	attempts	attempt	VERB
ajfa-2811	22	34	to	to	PART
ajfa-2811	22	35	fill	fill	VERB
ajfa-2811	22	36	this	this	DET
ajfa-2811	22	37	gap	gap	NOUN
ajfa-2811	22	38	.	.	PUNCT
ajfa-2811	23	1	in	in	ADP
ajfa-2811	23	2	this	this	DET
ajfa-2811	23	3	paper	paper	NOUN
ajfa-2811	23	4	,	,	PUNCT
ajfa-2811	23	5	we	we	PRON
ajfa-2811	23	6	examine	examine	VERB
ajfa-2811	23	7	the	the	DET
ajfa-2811	23	8	characteristics	characteristic	NOUN
ajfa-2811	23	9	of	of	ADP
ajfa-2811	23	10	daily	daily	ADJ
ajfa-2811	23	11	and	and	CCONJ
ajfa-2811	23	12	annual	annual	ADJ
ajfa-2811	23	13	returns	return	NOUN
ajfa-2811	23	14	and	and	CCONJ
ajfa-2811	23	15	the	the	DET
ajfa-2811	23	16	volatility	volatility	NOUN
ajfa-2811	23	17	of	of	ADP
ajfa-2811	23	18	returns	return	NOUN
ajfa-2811	23	19	of	of	ADP
ajfa-2811	23	20	five	five	NUM
ajfa-2811	23	21	southeast	southeast	ADJ
ajfa-2811	23	22	financial	financial	ADJ
ajfa-2811	23	23	market	market	NOUN
ajfa-2811	23	24	indexes	index	NOUN
ajfa-2811	23	25	namely	namely	ADV
ajfa-2811	23	26	:	:	PUNCT
ajfa-2811	23	27	kuala	kuala	PROPN
ajfa-2811	23	28	lumpur	lumpur	PROPN
ajfa-2811	23	29	composite	composite	PROPN
ajfa-2811	23	30	(	(	PUNCT
ajfa-2811	23	31	malaysia	malaysia	PROPN
ajfa-2811	23	32	)	)	PUNCT
ajfa-2811	23	33	;	;	PUNCT
ajfa-2811	23	34	jakarta	jakarta	PROPN
ajfa-2811	23	35	composite	composite	PROPN
ajfa-2811	23	36	(	(	PUNCT
ajfa-2811	23	37	indonesia	indonesia	PROPN
ajfa-2811	23	38	)	)	PUNCT
ajfa-2811	23	39	;	;	PUNCT
ajfa-2811	23	40	manila	manila	PROPN
ajfa-2811	23	41	composite	composite	NOUN
ajfa-2811	23	42	(	(	PUNCT
ajfa-2811	23	43	philippines	philippine	NOUN
ajfa-2811	23	44	)	)	PUNCT
ajfa-2811	23	45	;	;	PUNCT
ajfa-2811	23	46	straits	strait	NOUN
ajfa-2811	23	47	times	times	PROPN
ajfa-2811	23	48	(	(	PUNCT
ajfa-2811	23	49	singapore	singapore	PROPN
ajfa-2811	23	50	)	)	PUNCT
ajfa-2811	23	51	;	;	PUNCT
ajfa-2811	23	52	set	set	NOUN
ajfa-2811	23	53	(	(	PUNCT
ajfa-2811	23	54	thailand	thailand	PROPN
ajfa-2811	23	55	)	)	PUNCT
ajfa-2811	23	56	.	.	PUNCT
ajfa-2811	24	1	2	2	X
ajfa-2811	24	2	.	.	X
ajfa-2811	24	3	literature	literature	NOUN
ajfa-2811	24	4	review	review	VERB
ajfa-2811	24	5	the	the	DET
ajfa-2811	24	6	efficient	efficient	ADJ
ajfa-2811	24	7	market	market	NOUN
ajfa-2811	24	8	hypothesis	hypothesis	NOUN
ajfa-2811	24	9	(	(	PUNCT
ajfa-2811	24	10	emh	emh	PROPN
ajfa-2811	24	11	)	)	PUNCT
ajfa-2811	24	12	is	be	AUX
ajfa-2811	24	13	considered	consider	VERB
ajfa-2811	24	14	one	one	NUM
ajfa-2811	24	15	of	of	ADP
ajfa-2811	24	16	the	the	DET
ajfa-2811	24	17	most	most	ADV
ajfa-2811	24	18	debated	debate	VERB
ajfa-2811	24	19	and	and	CCONJ
ajfa-2811	24	20	investigated	investigate	VERB
ajfa-2811	24	21	issues	issue	NOUN
ajfa-2811	24	22	in	in	ADP
ajfa-2811	24	23	finance	finance	NOUN
ajfa-2811	24	24	literatures	literature	NOUN
ajfa-2811	24	25	.	.	PUNCT
ajfa-2811	25	1	it	it	PRON
ajfa-2811	25	2	states	state	VERB
ajfa-2811	25	3	that	that	SCONJ
ajfa-2811	25	4	a	a	DET
ajfa-2811	25	5	market	market	NOUN
ajfa-2811	25	6	is	be	AUX
ajfa-2811	25	7	considered	consider	VERB
ajfa-2811	25	8	to	to	PART
ajfa-2811	25	9	be	be	AUX
ajfa-2811	25	10	efficient	efficient	ADJ
ajfa-2811	25	11	if	if	SCONJ
ajfa-2811	25	12	it	it	PRON
ajfa-2811	25	13	reacts	react	VERB
ajfa-2811	25	14	and	and	CCONJ
ajfa-2811	25	15	responds	respond	VERB
ajfa-2811	25	16	quickly	quickly	ADV
ajfa-2811	25	17	and	and	CCONJ
ajfa-2811	25	18	accurately	accurately	ADV
ajfa-2811	25	19	to	to	ADP
ajfa-2811	25	20	all	all	DET
ajfa-2811	25	21	available	available	ADJ
ajfa-2811	25	22	information	information	NOUN
ajfa-2811	25	23	.	.	PUNCT
ajfa-2811	26	1	fama	fama	PROPN
ajfa-2811	26	2	(	(	PUNCT
ajfa-2811	26	3	1970	1970	NUM
ajfa-2811	26	4	)	)	PUNCT
ajfa-2811	26	5	classified	classify	VERB
ajfa-2811	26	6	market	market	NOUN
ajfa-2811	26	7	efficiency	efficiency	NOUN
ajfa-2811	26	8	into	into	ADP
ajfa-2811	26	9	three	three	NUM
ajfa-2811	26	10	forms	form	NOUN
ajfa-2811	26	11	:	:	PUNCT
ajfa-2811	26	12	weak	weak	ADJ
ajfa-2811	26	13	-	-	PUNCT
ajfa-2811	26	14	form	form	NOUN
ajfa-2811	26	15	emh	emh	NOUN
ajfa-2811	26	16	,	,	PUNCT
ajfa-2811	26	17	semi	semi	ADJ
ajfa-2811	26	18	-	-	ADJ
ajfa-2811	26	19	strong	strong	ADJ
ajfa-2811	26	20	form	form	NOUN
ajfa-2811	26	21	emh	emh	PROPN
ajfa-2811	26	22	,	,	PUNCT
ajfa-2811	26	23	and	and	CCONJ
ajfa-2811	26	24	strong	strong	ADJ
ajfa-2811	26	25	form	form	NOUN
ajfa-2811	26	26	emh	emh	PROPN
ajfa-2811	26	27	.	.	PUNCT
ajfa-2811	27	1	over	over	ADP
ajfa-2811	27	2	the	the	DET
ajfa-2811	27	3	last	last	ADJ
ajfa-2811	27	4	decades	decade	NOUN
ajfa-2811	27	5	,	,	PUNCT
ajfa-2811	27	6	however	however	ADV
ajfa-2811	27	7	,	,	PUNCT
ajfa-2811	27	8	numerous	numerous	ADJ
ajfa-2811	27	9	empirical	empirical	ADJ
ajfa-2811	27	10	studies	study	NOUN
ajfa-2811	27	11	have	have	AUX
ajfa-2811	27	12	indicated	indicate	VERB
ajfa-2811	27	13	persistent	persistent	ADJ
ajfa-2811	27	14	and	and	CCONJ
ajfa-2811	27	15	potentially	potentially	ADV
ajfa-2811	27	16	exploitable	exploitable	ADJ
ajfa-2811	27	17	days	day	NOUN
ajfa-2811	27	18	-	-	PUNCT
ajfa-2811	27	19	of	of	ADP
ajfa-2811	27	20	-	-	PUNCT
ajfa-2811	27	21	the	the	DET
ajfa-2811	27	22	-	-	PUNCT
ajfa-2811	27	23	week	week	NOUN
ajfa-2811	27	24	patterns	pattern	NOUN
ajfa-2811	27	25	in	in	ADP
ajfa-2811	27	26	both	both	DET
ajfa-2811	27	27	stock	stock	NOUN
ajfa-2811	27	28	returns	return	NOUN
ajfa-2811	27	29	and	and	CCONJ
ajfa-2811	27	30	volatility	volatility	NOUN
ajfa-2811	27	31	in	in	ADP
ajfa-2811	27	32	many	many	ADJ
ajfa-2811	27	33	countries	country	NOUN
ajfa-2811	27	34	.	.	PUNCT
ajfa-2811	28	1	these	these	DET
ajfa-2811	28	2	daily	daily	ADJ
ajfa-2811	28	3	anomalies	anomaly	NOUN
ajfa-2811	28	4	present	present	VERB
ajfa-2811	28	5	a	a	DET
ajfa-2811	28	6	challenge	challenge	NOUN
ajfa-2811	28	7	to	to	ADP
ajfa-2811	28	8	the	the	DET
ajfa-2811	28	9	emh	emh	NOUN
ajfa-2811	28	10	and	and	CCONJ
ajfa-2811	28	11	have	have	AUX
ajfa-2811	28	12	attracted	attract	VERB
ajfa-2811	28	13	much	much	ADJ
ajfa-2811	28	14	attention	attention	NOUN
ajfa-2811	28	15	from	from	ADP
ajfa-2811	28	16	economists	economist	NOUN
ajfa-2811	28	17	and	and	CCONJ
ajfa-2811	28	18	market	market	NOUN
ajfa-2811	28	19	practitioners	practitioner	NOUN
ajfa-2811	28	20	.	.	PUNCT
ajfa-2811	29	1	from	from	ADP
ajfa-2811	29	2	a	a	DET
ajfa-2811	29	3	financial	financial	ADJ
ajfa-2811	29	4	perspective	perspective	NOUN
ajfa-2811	29	5	,	,	PUNCT
ajfa-2811	29	6	there	there	PRON
ajfa-2811	29	7	are	be	VERB
ajfa-2811	29	8	three	three	NUM
ajfa-2811	29	9	important	important	ADJ
ajfa-2811	29	10	reasons	reason	NOUN
ajfa-2811	29	11	for	for	ADP
ajfa-2811	29	12	examining	examine	VERB
ajfa-2811	29	13	the	the	DET
ajfa-2811	29	14	daily	daily	ADJ
ajfa-2811	29	15	anomalies	anomaly	NOUN
ajfa-2811	29	16	in	in	ADP
ajfa-2811	29	17	the	the	DET
ajfa-2811	29	18	markets	market	NOUN
ajfa-2811	29	19	.	.	PUNCT
ajfa-2811	30	1	firstly	firstly	ADV
ajfa-2811	30	2	,	,	PUNCT
ajfa-2811	30	3	the	the	DET
ajfa-2811	30	4	discovery	discovery	NOUN
ajfa-2811	30	5	of	of	ADP
ajfa-2811	30	6	anomalous	anomalous	ADJ
ajfa-2811	30	7	patterns	pattern	NOUN
ajfa-2811	30	8	in	in	ADP
ajfa-2811	30	9	stock	stock	NOUN
ajfa-2811	30	10	returns	return	NOUN
ajfa-2811	30	11	is	be	AUX
ajfa-2811	30	12	important	important	ADJ
ajfa-2811	30	13	because	because	SCONJ
ajfa-2811	30	14	of	of	ADP
ajfa-2811	30	15	their	their	PRON
ajfa-2811	30	16	effects	effect	NOUN
ajfa-2811	30	17	on	on	ADP
ajfa-2811	30	18	the	the	DET
ajfa-2811	30	19	trading	trading	NOUN
ajfa-2811	30	20	strategies	strategy	NOUN
ajfa-2811	30	21	of	of	ADP
ajfa-2811	30	22	investors	investor	NOUN
ajfa-2811	30	23	(	(	PUNCT
ajfa-2811	30	24	berk	berk	PROPN
ajfa-2811	30	25	&	&	CCONJ
ajfa-2811	30	26	güven	güven	PROPN
ajfa-2811	30	27	,	,	PUNCT
ajfa-2811	30	28	2003	2003	NUM
ajfa-2811	30	29	)	)	PUNCT
ajfa-2811	30	30	.	.	PUNCT
ajfa-2811	31	1	secondly	secondly	ADV
ajfa-2811	31	2	,	,	PUNCT
ajfa-2811	31	3	it	it	PRON
ajfa-2811	31	4	provides	provide	VERB
ajfa-2811	31	5	extra	extra	ADJ
ajfa-2811	31	6	information	information	NOUN
ajfa-2811	31	7	for	for	ADP
ajfa-2811	31	8	rational	rational	ADJ
ajfa-2811	31	9	decision	decision	NOUN
ajfa-2811	31	10	-	-	PUNCT
ajfa-2811	31	11	makers	maker	NOUN
ajfa-2811	31	12	to	to	PART
ajfa-2811	31	13	become	become	VERB
ajfa-2811	31	14	more	more	ADV
ajfa-2811	31	15	aware	aware	ADJ
ajfa-2811	31	16	of	of	ADP
ajfa-2811	31	17	asian	asian	ADJ
ajfa-2811	31	18	journal	journal	NOUN
ajfa-2811	31	19	of	of	ADP
ajfa-2811	31	20	finance	finance	PROPN
ajfa-2811	31	21	&	&	CCONJ
ajfa-2811	31	22	accounting	accounting	PROPN
ajfa-2811	31	23	issn	issn	PROPN
ajfa-2811	31	24	1946	1946	NUM
ajfa-2811	31	25	-	-	PUNCT
ajfa-2811	31	26	052x	052x	NOUN
ajfa-2811	31	27	2013	2013	NUM
ajfa-2811	31	28	,	,	PUNCT
ajfa-2811	31	29	vol	vol	NOUN
ajfa-2811	31	30	.	.	PROPN
ajfa-2811	31	31	5	5	NUM
ajfa-2811	31	32	,	,	PUNCT
ajfa-2811	31	33	no	no	INTJ
ajfa-2811	31	34	.	.	NOUN
ajfa-2811	31	35	1	1	NUM
ajfa-2811	31	36	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NUM
ajfa-2811	31	37	449	449	NUM
ajfa-2811	31	38	variations	variation	NOUN
ajfa-2811	31	39	in	in	ADP
ajfa-2811	31	40	stock	stock	NOUN
ajfa-2811	31	41	returns	return	NOUN
ajfa-2811	31	42	volatility	volatility	NOUN
ajfa-2811	31	43	due	due	ADP
ajfa-2811	31	44	to	to	ADP
ajfa-2811	31	45	the	the	DET
ajfa-2811	31	46	day	day	NOUN
ajfa-2811	31	47	-	-	PUNCT
ajfa-2811	31	48	of	of	ADP
ajfa-2811	31	49	-	-	PUNCT
ajfa-2811	31	50	the	the	DET
ajfa-2811	31	51	-	-	PUNCT
ajfa-2811	31	52	week	week	NOUN
ajfa-2811	31	53	effect	effect	NOUN
ajfa-2811	31	54	.	.	PUNCT
ajfa-2811	32	1	rational	rational	ADJ
ajfa-2811	32	2	decision	decision	NOUN
ajfa-2811	32	3	-	-	PUNCT
ajfa-2811	32	4	makers	maker	NOUN
ajfa-2811	32	5	can	can	AUX
ajfa-2811	32	6	also	also	ADV
ajfa-2811	32	7	determine	determine	VERB
ajfa-2811	32	8	whether	whether	SCONJ
ajfa-2811	32	9	high	high	ADJ
ajfa-2811	32	10	or	or	CCONJ
ajfa-2811	32	11	low	low	ADJ
ajfa-2811	32	12	returns	return	NOUN
ajfa-2811	32	13	are	be	AUX
ajfa-2811	32	14	associated	associate	VERB
ajfa-2811	32	15	with	with	ADP
ajfa-2811	32	16	a	a	DET
ajfa-2811	32	17	correspondingly	correspondingly	ADV
ajfa-2811	32	18	high	high	ADJ
ajfa-2811	32	19	or	or	CCONJ
ajfa-2811	32	20	low	low	ADJ
ajfa-2811	32	21	volatility	volatility	NOUN
ajfa-2811	32	22	for	for	ADP
ajfa-2811	32	23	a	a	DET
ajfa-2811	32	24	given	give	VERB
ajfa-2811	32	25	day	day	NOUN
ajfa-2811	32	26	.	.	PUNCT
ajfa-2811	33	1	if	if	SCONJ
ajfa-2811	33	2	investors	investor	NOUN
ajfa-2811	33	3	can	can	AUX
ajfa-2811	33	4	identify	identify	VERB
ajfa-2811	33	5	a	a	DET
ajfa-2811	33	6	certain	certain	ADJ
ajfa-2811	33	7	pattern	pattern	NOUN
ajfa-2811	33	8	of	of	ADP
ajfa-2811	33	9	volatility	volatility	NOUN
ajfa-2811	33	10	,	,	PUNCT
ajfa-2811	33	11	it	it	PRON
ajfa-2811	33	12	becomes	become	VERB
ajfa-2811	33	13	easier	easy	ADJ
ajfa-2811	33	14	to	to	PART
ajfa-2811	33	15	make	make	VERB
ajfa-2811	33	16	investment	investment	NOUN
ajfa-2811	33	17	decisions	decision	NOUN
ajfa-2811	33	18	based	base	VERB
ajfa-2811	33	19	on	on	ADP
ajfa-2811	33	20	both	both	DET
ajfa-2811	33	21	projected	project	VERB
ajfa-2811	33	22	returns	return	NOUN
ajfa-2811	33	23	and	and	CCONJ
ajfa-2811	33	24	risks	risk	NOUN
ajfa-2811	33	25	associated	associate	VERB
ajfa-2811	33	26	with	with	ADP
ajfa-2811	33	27	a	a	DET
ajfa-2811	33	28	particular	particular	ADJ
ajfa-2811	33	29	security	security	NOUN
ajfa-2811	33	30	(	(	PUNCT
ajfa-2811	33	31	kiymaz	kiymaz	PROPN
ajfa-2811	33	32	&	&	CCONJ
ajfa-2811	33	33	berument	berument	ADJ
ajfa-2811	33	34	,	,	PUNCT
ajfa-2811	33	35	2003	2003	NUM
ajfa-2811	33	36	)	)	PUNCT
ajfa-2811	33	37	.	.	PUNCT
ajfa-2811	34	1	thirdly	thirdly	ADV
ajfa-2811	34	2	,	,	PUNCT
ajfa-2811	34	3	the	the	DET
ajfa-2811	34	4	investigation	investigation	NOUN
ajfa-2811	34	5	of	of	ADP
ajfa-2811	34	6	anomalous	anomalous	ADJ
ajfa-2811	34	7	patterns	pattern	NOUN
ajfa-2811	34	8	may	may	AUX
ajfa-2811	34	9	reveal	reveal	VERB
ajfa-2811	34	10	evidence	evidence	NOUN
ajfa-2811	34	11	about	about	ADP
ajfa-2811	34	12	the	the	DET
ajfa-2811	34	13	extent	extent	NOUN
ajfa-2811	34	14	of	of	ADP
ajfa-2811	34	15	market	market	NOUN
ajfa-2811	34	16	efficiency	efficiency	NOUN
ajfa-2811	34	17	.	.	PUNCT
ajfa-2811	35	1	2.1	2.1	NUM
ajfa-2811	35	2	day	day	NOUN
ajfa-2811	35	3	-	-	PUNCT
ajfa-2811	35	4	of	of	ADP
ajfa-2811	35	5	-	-	PUNCT
ajfa-2811	35	6	the	the	PRON
ajfa-2811	35	7	week	week	NOUN
ajfa-2811	35	8	effect	effect	NOUN
ajfa-2811	35	9	the	the	DET
ajfa-2811	35	10	earliest	early	ADJ
ajfa-2811	35	11	examination	examination	NOUN
ajfa-2811	35	12	of	of	ADP
ajfa-2811	35	13	the	the	DET
ajfa-2811	35	14	day	day	NOUN
ajfa-2811	35	15	-	-	PUNCT
ajfa-2811	35	16	of	of	ADP
ajfa-2811	35	17	-	-	PUNCT
ajfa-2811	35	18	the	the	DET
ajfa-2811	35	19	-	-	PUNCT
ajfa-2811	35	20	week	week	NOUN
ajfa-2811	35	21	-	-	PUNCT
ajfa-2811	35	22	effect	effect	NOUN
ajfa-2811	35	23	in	in	ADP
ajfa-2811	35	24	stock	stock	NOUN
ajfa-2811	35	25	returns	return	NOUN
ajfa-2811	35	26	seems	seem	VERB
ajfa-2811	35	27	to	to	PART
ajfa-2811	35	28	go	go	VERB
ajfa-2811	35	29	back	back	ADV
ajfa-2811	35	30	to	to	ADP
ajfa-2811	35	31	the	the	DET
ajfa-2811	35	32	study	study	NOUN
ajfa-2811	35	33	by	by	ADP
ajfa-2811	35	34	cross	cross	NOUN
ajfa-2811	35	35	(	(	PUNCT
ajfa-2811	35	36	1973	1973	NUM
ajfa-2811	35	37	)	)	PUNCT
ajfa-2811	35	38	and	and	CCONJ
ajfa-2811	35	39	around	around	ADP
ajfa-2811	35	40	the	the	DET
ajfa-2811	35	41	period	period	NOUN
ajfa-2811	35	42	of	of	ADP
ajfa-2811	35	43	1980s	1980s	NUM
ajfa-2811	35	44	;	;	PUNCT
ajfa-2811	35	45	french	french	NOUN
ajfa-2811	35	46	(	(	PUNCT
ajfa-2811	35	47	1980	1980	NUM
ajfa-2811	35	48	)	)	PUNCT
ajfa-2811	35	49	,	,	PUNCT
ajfa-2811	35	50	lakonishok	lakonishok	NOUN
ajfa-2811	35	51	and	and	CCONJ
ajfa-2811	35	52	levi	levi	PROPN
ajfa-2811	35	53	(	(	PUNCT
ajfa-2811	35	54	1982	1982	NUM
ajfa-2811	35	55	)	)	PUNCT
ajfa-2811	35	56	,	,	PUNCT
ajfa-2811	35	57	gultekin	gultekin	NOUN
ajfa-2811	35	58	and	and	CCONJ
ajfa-2811	35	59	gultekin	gultekin	PROPN
ajfa-2811	35	60	(	(	PUNCT
ajfa-2811	35	61	1983	1983	NUM
ajfa-2811	35	62	)	)	PUNCT
ajfa-2811	35	63	,	,	PUNCT
ajfa-2811	35	64	keim	keim	NOUN
ajfa-2811	35	65	(	(	PUNCT
ajfa-2811	35	66	1983	1983	NUM
ajfa-2811	35	67	)	)	PUNCT
ajfa-2811	35	68	,	,	PUNCT
ajfa-2811	35	69	keim	keim	NOUN
ajfa-2811	35	70	and	and	CCONJ
ajfa-2811	35	71	stambaugh	stambaugh	NOUN
ajfa-2811	35	72	(	(	PUNCT
ajfa-2811	35	73	1984	1984	NUM
ajfa-2811	35	74	)	)	PUNCT
ajfa-2811	35	75	,	,	PUNCT
ajfa-2811	35	76	rogalski	rogalski	NOUN
ajfa-2811	35	77	(	(	PUNCT
ajfa-2811	35	78	1984	1984	NUM
ajfa-2811	35	79	)	)	PUNCT
ajfa-2811	35	80	,	,	PUNCT
ajfa-2811	35	81	theobald	theobald	NOUN
ajfa-2811	35	82	and	and	CCONJ
ajfa-2811	35	83	price	price	NOUN
ajfa-2811	35	84	(	(	PUNCT
ajfa-2811	35	85	1984	1984	NUM
ajfa-2811	35	86	)	)	PUNCT
ajfa-2811	35	87	,	,	PUNCT
ajfa-2811	35	88	harris	harris	PROPN
ajfa-2811	35	89	(	(	PUNCT
ajfa-2811	35	90	1986	1986	NUM
ajfa-2811	35	91	)	)	PUNCT
ajfa-2811	35	92	,	,	PUNCT
ajfa-2811	35	93	smirlock	smirlock	NOUN
ajfa-2811	35	94	and	and	CCONJ
ajfa-2811	35	95	starks	stark	NOUN
ajfa-2811	35	96	(	(	PUNCT
ajfa-2811	35	97	1986	1986	NUM
ajfa-2811	35	98	)	)	PUNCT
ajfa-2811	35	99	,	,	PUNCT
ajfa-2811	35	100	jaffe	jaffe	PROPN
ajfa-2811	35	101	and	and	CCONJ
ajfa-2811	35	102	westerfield	westerfield	PROPN
ajfa-2811	35	103	(	(	PUNCT
ajfa-2811	35	104	1989	1989	NUM
ajfa-2811	35	105	)	)	PUNCT
ajfa-2811	35	106	had	have	AUX
ajfa-2811	35	107	investigated	investigate	VERB
ajfa-2811	35	108	this	this	DET
ajfa-2811	35	109	effect	effect	NOUN
ajfa-2811	35	110	across	across	ADP
ajfa-2811	35	111	different	different	ADJ
ajfa-2811	35	112	markets	market	NOUN
ajfa-2811	35	113	.	.	PUNCT
ajfa-2811	36	1	this	this	DET
ajfa-2811	36	2	topic	topic	NOUN
ajfa-2811	36	3	continues	continue	VERB
ajfa-2811	36	4	to	to	PART
ajfa-2811	36	5	be	be	AUX
ajfa-2811	36	6	one	one	NUM
ajfa-2811	36	7	of	of	ADP
ajfa-2811	36	8	the	the	DET
ajfa-2811	36	9	most	most	ADV
ajfa-2811	36	10	researched	research	VERB
ajfa-2811	36	11	topics	topic	NOUN
ajfa-2811	36	12	even	even	ADV
ajfa-2811	36	13	until	until	ADP
ajfa-2811	36	14	today	today	NOUN
ajfa-2811	36	15	,	,	PUNCT
ajfa-2811	36	16	for	for	ADP
ajfa-2811	36	17	example	example	NOUN
ajfa-2811	36	18	;	;	PUNCT
ajfa-2811	36	19	balaban	balaban	NOUN
ajfa-2811	36	20	(	(	PUNCT
ajfa-2811	36	21	1995	1995	NUM
ajfa-2811	36	22	)	)	PUNCT
ajfa-2811	36	23	,	,	PUNCT
ajfa-2811	36	24	chusanachoti	chusanachoti	NOUN
ajfa-2811	36	25	and	and	CCONJ
ajfa-2811	36	26	kamath	kamath	PROPN
ajfa-2811	36	27	(	(	PUNCT
ajfa-2811	36	28	2002	2002	NUM
ajfa-2811	36	29	)	)	PUNCT
ajfa-2811	36	30	,	,	PUNCT
ajfa-2811	36	31	kiymaz	kiymaz	NOUN
ajfa-2811	36	32	and	and	CCONJ
ajfa-2811	36	33	berument	berument	ADJ
ajfa-2811	36	34	(	(	PUNCT
ajfa-2811	36	35	2003	2003	NUM
ajfa-2811	36	36	)	)	PUNCT
ajfa-2811	36	37	,	,	PUNCT
ajfa-2811	36	38	kohers	koher	VERB
ajfa-2811	36	39	et	et	NOUN
ajfa-2811	36	40	al	al	PROPN
ajfa-2811	36	41	.	.	PROPN
ajfa-2811	37	1	(	(	PUNCT
ajfa-2811	37	2	2004	2004	NUM
ajfa-2811	37	3	)	)	PUNCT
ajfa-2811	37	4	,	,	PUNCT
ajfa-2811	37	5	kok	kok	PROPN
ajfa-2811	37	6	and	and	CCONJ
ajfa-2811	37	7	wong	wong	PROPN
ajfa-2811	37	8	(	(	PUNCT
ajfa-2811	37	9	2004	2004	NUM
ajfa-2811	37	10	)	)	PUNCT
ajfa-2811	37	11	,	,	PUNCT
ajfa-2811	37	12	brusa	brusa	NOUN
ajfa-2811	37	13	et	et	PROPN
ajfa-2811	37	14	al	al	PROPN
ajfa-2811	37	15	.	.	PUNCT
ajfa-2811	38	1	(	(	PUNCT
ajfa-2811	38	2	2005	2005	NUM
ajfa-2811	38	3	)	)	PUNCT
ajfa-2811	38	4	,	,	PUNCT
ajfa-2811	38	5	cai	cai	PROPN
ajfa-2811	38	6	et	et	PROPN
ajfa-2811	38	7	al	al	PROPN
ajfa-2811	38	8	.	.	PROPN
ajfa-2811	39	1	(	(	PUNCT
ajfa-2811	39	2	2006	2006	NUM
ajfa-2811	39	3	)	)	PUNCT
ajfa-2811	39	4	,	,	PUNCT
ajfa-2811	39	5	chukwuogor	chukwuogor	PROPN
ajfa-2811	39	6	-	-	PUNCT
ajfa-2811	39	7	ndu	ndu	NOUN
ajfa-2811	39	8	(	(	PUNCT
ajfa-2811	39	9	2007	2007	NUM
ajfa-2811	39	10	)	)	PUNCT
ajfa-2811	39	11	,	,	PUNCT
ajfa-2811	39	12	kenourgios	kenourgio	NOUN
ajfa-2811	39	13	et	et	PROPN
ajfa-2811	39	14	al	al	PROPN
ajfa-2811	39	15	.	.	PUNCT
ajfa-2811	40	1	(	(	PUNCT
ajfa-2811	40	2	2008	2008	NUM
ajfa-2811	40	3	)	)	PUNCT
ajfa-2811	40	4	,	,	PUNCT
ajfa-2811	40	5	marrett	marrett	NOUN
ajfa-2811	40	6	and	and	CCONJ
ajfa-2811	40	7	worthington	worthington	PROPN
ajfa-2811	40	8	(	(	PUNCT
ajfa-2811	40	9	2009	2009	NUM
ajfa-2811	40	10	)	)	PUNCT
ajfa-2811	40	11	,	,	PUNCT
ajfa-2811	40	12	anwar	anwar	PROPN
ajfa-2811	40	13	and	and	CCONJ
ajfa-2811	40	14	mulyadi	mulyadi	PROPN
ajfa-2811	40	15	(	(	PUNCT
ajfa-2811	40	16	2009	2009	NUM
ajfa-2811	40	17	)	)	PUNCT
ajfa-2811	40	18	,	,	PUNCT
ajfa-2811	40	19	blau	blau	PROPN
ajfa-2811	40	20	,	,	PUNCT
ajfa-2811	40	21	van	van	PROPN
ajfa-2811	40	22	ness	ness	NOUN
ajfa-2811	40	23	,	,	PUNCT
ajfa-2811	40	24	and	and	CCONJ
ajfa-2811	40	25	van	van	PROPN
ajfa-2811	40	26	ness	ness	NOUN
ajfa-2811	40	27	(	(	PUNCT
ajfa-2811	40	28	2009	2009	NUM
ajfa-2811	40	29	)	)	PUNCT
ajfa-2811	40	30	,	,	PUNCT
ajfa-2811	40	31	christophe	christophe	PROPN
ajfa-2811	40	32	,	,	PUNCT
ajfa-2811	40	33	ferri	ferri	PROPN
ajfa-2811	40	34	,	,	PUNCT
ajfa-2811	40	35	and	and	CCONJ
ajfa-2811	40	36	angel	angel	NOUN
ajfa-2811	40	37	(	(	PUNCT
ajfa-2811	40	38	2009	2009	NUM
ajfa-2811	40	39	)	)	PUNCT
ajfa-2811	40	40	,	,	PUNCT
ajfa-2811	40	41	naliniprava	naliniprava	NOUN
ajfa-2811	40	42	(	(	PUNCT
ajfa-2811	40	43	2010	2010	NUM
ajfa-2811	40	44	)	)	PUNCT
ajfa-2811	40	45	,	,	PUNCT
ajfa-2811	40	46	sutheebanjard	sutheebanjard	NOUN
ajfa-2811	40	47	and	and	CCONJ
ajfa-2811	40	48	premchaiswadi	premchaiswadi	NOUN
ajfa-2811	40	49	(	(	PUNCT
ajfa-2811	40	50	2010	2010	NUM
ajfa-2811	40	51	)	)	PUNCT
ajfa-2811	40	52	,	,	PUNCT
ajfa-2811	40	53	worthington	worthington	PROPN
ajfa-2811	40	54	(	(	PUNCT
ajfa-2811	40	55	2010	2010	NUM
ajfa-2811	40	56	)	)	PUNCT
ajfa-2811	40	57	,	,	PUNCT
ajfa-2811	40	58	faryad	faryad	PROPN
ajfa-2811	40	59	,	,	PUNCT
ajfa-2811	40	60	kashif	kashif	PROPN
ajfa-2811	40	61	,	,	PUNCT
ajfa-2811	40	62	and	and	CCONJ
ajfa-2811	40	63	rana	rana	PROPN
ajfa-2811	40	64	(	(	PUNCT
ajfa-2811	40	65	2011	2011	NUM
ajfa-2811	40	66	)	)	PUNCT
ajfa-2811	40	67	,	,	PUNCT
ajfa-2811	40	68	mine	mine	NOUN
ajfa-2811	40	69	and	and	CCONJ
ajfa-2811	40	70	ikram	ikram	NOUN
ajfa-2811	40	71	(	(	PUNCT
ajfa-2811	40	72	2011	2011	NUM
ajfa-2811	40	73	)	)	PUNCT
ajfa-2811	40	74	,	,	PUNCT
ajfa-2811	40	75	abdullah	abdullah	PROPN
ajfa-2811	40	76	et	et	PROPN
ajfa-2811	40	77	al	al	PROPN
ajfa-2811	40	78	.	.	PROPN
ajfa-2811	41	1	(	(	PUNCT
ajfa-2811	41	2	2011	2011	NUM
ajfa-2811	41	3	)	)	PUNCT
ajfa-2811	41	4	,	,	PUNCT
ajfa-2811	41	5	ulussever	ulussever	PROPN
ajfa-2811	41	6	et	et	PROPN
ajfa-2811	41	7	al	al	PROPN
ajfa-2811	41	8	.	.	PUNCT
ajfa-2811	42	1	(	(	PUNCT
ajfa-2811	42	2	2011	2011	NUM
ajfa-2811	42	3	)	)	PUNCT
ajfa-2811	42	4	and	and	CCONJ
ajfa-2811	42	5	al	al	PROPN
ajfa-2811	42	6	-	-	PUNCT
ajfa-2811	42	7	jafari	jafari	PROPN
ajfa-2811	42	8	(	(	PUNCT
ajfa-2811	42	9	2012	2012	NUM
ajfa-2811	42	10	)	)	PUNCT
ajfa-2811	42	11	had	have	AUX
ajfa-2811	42	12	revealed	reveal	VERB
ajfa-2811	42	13	evidence	evidence	NOUN
ajfa-2811	42	14	of	of	ADP
ajfa-2811	42	15	the	the	DET
ajfa-2811	42	16	presence	presence	NOUN
ajfa-2811	42	17	of	of	ADP
ajfa-2811	42	18	day	day	NOUN
ajfa-2811	42	19	-	-	PUNCT
ajfa-2811	42	20	of	of	ADP
ajfa-2811	42	21	-	-	PUNCT
ajfa-2811	42	22	the	the	DET
ajfa-2811	42	23	-	-	PUNCT
ajfa-2811	42	24	week	week	NOUN
ajfa-2811	42	25	effect	effect	NOUN
ajfa-2811	42	26	.	.	PUNCT
ajfa-2811	43	1	on	on	ADP
ajfa-2811	43	2	the	the	DET
ajfa-2811	43	3	contrary	contrary	NOUN
ajfa-2811	43	4	,	,	PUNCT
ajfa-2811	43	5	some	some	DET
ajfa-2811	43	6	researchers	researcher	NOUN
ajfa-2811	43	7	have	have	AUX
ajfa-2811	43	8	found	find	VERB
ajfa-2811	43	9	no	no	DET
ajfa-2811	43	10	evidence	evidence	NOUN
ajfa-2811	43	11	for	for	ADP
ajfa-2811	43	12	the	the	DET
ajfa-2811	43	13	days	day	NOUN
ajfa-2811	43	14	-	-	PUNCT
ajfa-2811	43	15	of	of	ADP
ajfa-2811	43	16	-	-	PUNCT
ajfa-2811	43	17	the	the	DET
ajfa-2811	43	18	-	-	PUNCT
ajfa-2811	43	19	week	week	NOUN
ajfa-2811	43	20	effect	effect	NOUN
ajfa-2811	43	21	on	on	ADP
ajfa-2811	43	22	stock	stock	NOUN
ajfa-2811	43	23	markets	market	NOUN
ajfa-2811	43	24	.	.	PUNCT
ajfa-2811	44	1	for	for	ADP
ajfa-2811	44	2	instance	instance	NOUN
ajfa-2811	44	3	,	,	PUNCT
ajfa-2811	44	4	santesmases	santesmase	NOUN
ajfa-2811	44	5	(	(	PUNCT
ajfa-2811	44	6	1986	1986	NUM
ajfa-2811	44	7	)	)	PUNCT
ajfa-2811	44	8	,	,	PUNCT
ajfa-2811	44	9	pena	pena	NOUN
ajfa-2811	44	10	(	(	PUNCT
ajfa-2811	44	11	1995	1995	NUM
ajfa-2811	44	12	)	)	PUNCT
ajfa-2811	44	13	,	,	PUNCT
ajfa-2811	44	14	gardeazabal	gardeazabal	NOUN
ajfa-2811	44	15	and	and	CCONJ
ajfa-2811	44	16	regulez	regulez	ADJ
ajfa-2811	44	17	,	,	PUNCT
ajfa-2811	44	18	(	(	PUNCT
ajfa-2811	44	19	2003	2003	NUM
ajfa-2811	44	20	)	)	PUNCT
ajfa-2811	44	21	documented	document	VERB
ajfa-2811	44	22	on	on	ADP
ajfa-2811	44	23	insignificant	insignificant	ADJ
ajfa-2811	44	24	weekday	weekday	NOUN
ajfa-2811	44	25	effects	effect	NOUN
ajfa-2811	44	26	on	on	ADP
ajfa-2811	44	27	the	the	DET
ajfa-2811	44	28	spanish	spanish	ADJ
ajfa-2811	44	29	stock	stock	NOUN
ajfa-2811	44	30	market	market	NOUN
ajfa-2811	44	31	.	.	PUNCT
ajfa-2811	45	1	brooks	brooks	PROPN
ajfa-2811	45	2	and	and	CCONJ
ajfa-2811	45	3	persand	persand	NOUN
ajfa-2811	45	4	(	(	PUNCT
ajfa-2811	45	5	2001	2001	NUM
ajfa-2811	45	6	)	)	PUNCT
ajfa-2811	45	7	also	also	ADV
ajfa-2811	45	8	found	find	VERB
ajfa-2811	45	9	no	no	DET
ajfa-2811	45	10	day	day	NOUN
ajfa-2811	45	11	-	-	PUNCT
ajfa-2811	45	12	of	of	ADP
ajfa-2811	45	13	-	-	PUNCT
ajfa-2811	45	14	the	the	DET
ajfa-2811	45	15	-	-	PUNCT
ajfa-2811	45	16	week	week	NOUN
ajfa-2811	45	17	effect	effect	NOUN
ajfa-2811	45	18	in	in	ADP
ajfa-2811	45	19	the	the	DET
ajfa-2811	45	20	philippines	philippine	NOUN
ajfa-2811	45	21	stock	stock	NOUN
ajfa-2811	45	22	market	market	NOUN
ajfa-2811	45	23	.	.	PUNCT
ajfa-2811	46	1	marashdeh	marashdeh	NOUN
ajfa-2811	46	2	(	(	PUNCT
ajfa-2811	46	3	1994	1994	NUM
ajfa-2811	46	4	)	)	PUNCT
ajfa-2811	46	5	and	and	CCONJ
ajfa-2811	46	6	davidson	davidson	NOUN
ajfa-2811	46	7	and	and	CCONJ
ajfa-2811	46	8	peker	peker	NOUN
ajfa-2811	46	9	(	(	PUNCT
ajfa-2811	46	10	1996	1996	NUM
ajfa-2811	46	11	)	)	PUNCT
ajfa-2811	46	12	concluded	conclude	VERB
ajfa-2811	46	13	that	that	SCONJ
ajfa-2811	46	14	there	there	PRON
ajfa-2811	46	15	is	be	VERB
ajfa-2811	46	16	no	no	DET
ajfa-2811	46	17	day	day	NOUN
ajfa-2811	46	18	-	-	PUNCT
ajfa-2811	46	19	of	of	ADP
ajfa-2811	46	20	-	-	PUNCT
ajfa-2811	46	21	the	the	DET
ajfa-2811	46	22	-	-	PUNCT
ajfa-2811	46	23	week	week	NOUN
ajfa-2811	46	24	effect	effect	NOUN
ajfa-2811	46	25	on	on	ADP
ajfa-2811	46	26	the	the	DET
ajfa-2811	46	27	malaysian	malaysian	ADJ
ajfa-2811	46	28	stock	stock	NOUN
ajfa-2811	46	29	market	market	NOUN
ajfa-2811	46	30	.	.	PUNCT
ajfa-2811	47	1	demirer	demirer	NOUN
ajfa-2811	47	2	and	and	CCONJ
ajfa-2811	47	3	karan	karan	PROPN
ajfa-2811	47	4	(	(	PUNCT
ajfa-2811	47	5	2002	2002	NUM
ajfa-2811	47	6	)	)	PUNCT
ajfa-2811	47	7	studied	study	VERB
ajfa-2811	47	8	in	in	ADP
ajfa-2811	47	9	the	the	DET
ajfa-2811	47	10	turkish	turkish	ADJ
ajfa-2811	47	11	stock	stock	NOUN
ajfa-2811	47	12	market	market	NOUN
ajfa-2811	47	13	and	and	CCONJ
ajfa-2811	47	14	did	do	AUX
ajfa-2811	47	15	not	not	PART
ajfa-2811	47	16	find	find	VERB
ajfa-2811	47	17	clear	clear	ADJ
ajfa-2811	47	18	evidence	evidence	NOUN
ajfa-2811	47	19	of	of	ADP
ajfa-2811	47	20	“	"	PUNCT
ajfa-2811	47	21	the	the	DET
ajfa-2811	47	22	effect	effect	NOUN
ajfa-2811	47	23	”	"	PUNCT
ajfa-2811	47	24	even	even	ADV
ajfa-2811	47	25	though	though	SCONJ
ajfa-2811	47	26	they	they	PRON
ajfa-2811	47	27	noted	note	VERB
ajfa-2811	47	28	that	that	SCONJ
ajfa-2811	47	29	friday	friday	PROPN
ajfa-2811	47	30	returns	return	NOUN
ajfa-2811	47	31	were	be	AUX
ajfa-2811	47	32	“	"	PUNCT
ajfa-2811	47	33	consistently	consistently	ADV
ajfa-2811	47	34	high	high	ADJ
ajfa-2811	47	35	”	"	PUNCT
ajfa-2811	47	36	.	.	PUNCT
ajfa-2811	48	1	aly	aly	PROPN
ajfa-2811	48	2	et	et	PROPN
ajfa-2811	48	3	al	al	PROPN
ajfa-2811	48	4	.	.	PROPN
ajfa-2811	49	1	(	(	PUNCT
ajfa-2811	49	2	2004	2004	NUM
ajfa-2811	49	3	)	)	PUNCT
ajfa-2811	49	4	studied	study	VERB
ajfa-2811	49	5	the	the	DET
ajfa-2811	49	6	egyptian	egyptian	ADJ
ajfa-2811	49	7	market	market	NOUN
ajfa-2811	49	8	and	and	CCONJ
ajfa-2811	49	9	showed	show	VERB
ajfa-2811	49	10	that	that	SCONJ
ajfa-2811	49	11	there	there	PRON
ajfa-2811	49	12	was	be	VERB
ajfa-2811	49	13	no	no	DET
ajfa-2811	49	14	significant	significant	ADJ
ajfa-2811	49	15	difference	difference	NOUN
ajfa-2811	49	16	between	between	ADP
ajfa-2811	49	17	daily	daily	ADJ
ajfa-2811	49	18	mean	mean	ADJ
ajfa-2811	49	19	returns	return	NOUN
ajfa-2811	49	20	.	.	PUNCT
ajfa-2811	50	1	in	in	ADP
ajfa-2811	50	2	a	a	DET
ajfa-2811	50	3	study	study	NOUN
ajfa-2811	50	4	for	for	ADP
ajfa-2811	50	5	a	a	DET
ajfa-2811	50	6	small	small	ADJ
ajfa-2811	50	7	offshore	offshore	ADJ
ajfa-2811	50	8	market	market	NOUN
ajfa-2811	50	9	of	of	ADP
ajfa-2811	50	10	mauritius	mauritius	NOUN
ajfa-2811	50	11	,	,	PUNCT
ajfa-2811	50	12	agathee	agathee	NOUN
ajfa-2811	50	13	(	(	PUNCT
ajfa-2811	50	14	2008	2008	NUM
ajfa-2811	50	15	)	)	PUNCT
ajfa-2811	50	16	suggested	suggest	VERB
ajfa-2811	50	17	no	no	DET
ajfa-2811	50	18	significant	significant	ADJ
ajfa-2811	50	19	existence	existence	NOUN
ajfa-2811	50	20	of	of	ADP
ajfa-2811	50	21	the	the	DET
ajfa-2811	50	22	calendar	calendar	NOUN
ajfa-2811	50	23	effect	effect	NOUN
ajfa-2811	50	24	.	.	PUNCT
ajfa-2811	51	1	3	3	X
ajfa-2811	51	2	.	.	X
ajfa-2811	51	3	research	research	NOUN
ajfa-2811	51	4	methodology	methodology	NOUN
ajfa-2811	51	5	in	in	ADP
ajfa-2811	51	6	this	this	DET
ajfa-2811	51	7	section	section	NOUN
ajfa-2811	51	8	,	,	PUNCT
ajfa-2811	51	9	we	we	PRON
ajfa-2811	51	10	apply	apply	VERB
ajfa-2811	51	11	some	some	DET
ajfa-2811	51	12	tests	test	NOUN
ajfa-2811	51	13	to	to	PART
ajfa-2811	51	14	determine	determine	VERB
ajfa-2811	51	15	the	the	DET
ajfa-2811	51	16	day	day	NOUN
ajfa-2811	51	17	-	-	PUNCT
ajfa-2811	51	18	oftheweek	oftheweek	NOUN
ajfa-2811	51	19	effect	effect	NOUN
ajfa-2811	51	20	,	,	PUNCT
ajfa-2811	51	21	daily	daily	ADJ
ajfa-2811	51	22	returns	return	NOUN
ajfa-2811	51	23	and	and	CCONJ
ajfa-2811	51	24	volatility	volatility	NOUN
ajfa-2811	51	25	returns	return	NOUN
ajfa-2811	51	26	.	.	PUNCT
ajfa-2811	52	1	the	the	DET
ajfa-2811	52	2	data	datum	NOUN
ajfa-2811	52	3	consist	consist	VERB
ajfa-2811	52	4	of	of	ADP
ajfa-2811	52	5	daily	daily	ADJ
ajfa-2811	52	6	closing	closing	NOUN
ajfa-2811	52	7	prices	price	NOUN
ajfa-2811	52	8	excluded	exclude	VERB
ajfa-2811	52	9	public	public	ADJ
ajfa-2811	52	10	holidays	holiday	NOUN
ajfa-2811	52	11	of	of	ADP
ajfa-2811	52	12	the	the	DET
ajfa-2811	52	13	following	follow	VERB
ajfa-2811	52	14	indexes	index	NOUN
ajfa-2811	52	15	:	:	PUNCT
ajfa-2811	52	16	kuala	kuala	PROPN
ajfa-2811	52	17	lumpur	lumpur	PROPN
ajfa-2811	52	18	composite	composite	PROPN
ajfa-2811	52	19	(	(	PUNCT
ajfa-2811	52	20	malaysia	malaysia	NOUN
ajfa-2811	52	21	)	)	PUNCT
ajfa-2811	52	22	index	index	NOUN
ajfa-2811	52	23	;	;	PUNCT
ajfa-2811	52	24	jakarta	jakarta	PROPN
ajfa-2811	52	25	composite	composite	PROPN
ajfa-2811	52	26	(	(	PUNCT
ajfa-2811	52	27	indonesia	indonesia	PROPN
ajfa-2811	52	28	)	)	PUNCT
ajfa-2811	52	29	index	index	NOUN
ajfa-2811	52	30	;	;	PUNCT
ajfa-2811	52	31	manila	manila	PROPN
ajfa-2811	52	32	composite	composite	ADJ
ajfa-2811	52	33	(	(	PUNCT
ajfa-2811	52	34	philippines	philippine	NOUN
ajfa-2811	52	35	)	)	PUNCT
ajfa-2811	52	36	index	index	NOUN
ajfa-2811	52	37	;	;	PUNCT
ajfa-2811	52	38	straits	strait	NOUN
ajfa-2811	52	39	times	times	PROPN
ajfa-2811	52	40	(	(	PUNCT
ajfa-2811	52	41	singapore	singapore	PROPN
ajfa-2811	52	42	)	)	PUNCT
ajfa-2811	52	43	index	index	NOUN
ajfa-2811	52	44	and	and	CCONJ
ajfa-2811	52	45	set	set	NOUN
ajfa-2811	52	46	(	(	PUNCT
ajfa-2811	52	47	thailand	thailand	PROPN
ajfa-2811	52	48	)	)	PUNCT
ajfa-2811	52	49	index	index	NOUN
ajfa-2811	52	50	for	for	ADP
ajfa-2811	52	51	the	the	DET
ajfa-2811	52	52	period	period	NOUN
ajfa-2811	52	53	2008	2008	NUM
ajfa-2811	52	54	-	-	SYM
ajfa-2811	52	55	2012	2012	NUM
ajfa-2811	52	56	.	.	PUNCT
ajfa-2811	53	1	during	during	ADP
ajfa-2811	53	2	this	this	DET
ajfa-2811	53	3	period	period	NOUN
ajfa-2811	53	4	trading	trading	NOUN
ajfa-2811	53	5	will	will	AUX
ajfa-2811	53	6	be	be	AUX
ajfa-2811	53	7	conducted	conduct	VERB
ajfa-2811	53	8	monday	monday	PROPN
ajfa-2811	53	9	to	to	ADP
ajfa-2811	53	10	friday	friday	PROPN
ajfa-2811	53	11	.	.	PUNCT
ajfa-2811	54	1	to	to	PART
ajfa-2811	54	2	interpret	interpret	VERB
ajfa-2811	54	3	the	the	DET
ajfa-2811	54	4	trends	trend	NOUN
ajfa-2811	54	5	of	of	ADP
ajfa-2811	54	6	returns	return	NOUN
ajfa-2811	54	7	and	and	CCONJ
ajfa-2811	54	8	depict	depict	VERB
ajfa-2811	54	9	the	the	DET
ajfa-2811	54	10	annual	annual	ADJ
ajfa-2811	54	11	trends	trend	NOUN
ajfa-2811	54	12	in	in	ADP
ajfa-2811	54	13	the	the	DET
ajfa-2811	54	14	stock	stock	NOUN
ajfa-2811	54	15	market	market	NOUN
ajfa-2811	54	16	movement	movement	NOUN
ajfa-2811	54	17	,	,	PUNCT
ajfa-2811	54	18	we	we	PRON
ajfa-2811	54	19	use	use	VERB
ajfa-2811	54	20	the	the	DET
ajfa-2811	54	21	closing	closing	NOUN
ajfa-2811	54	22	index	index	NOUN
ajfa-2811	54	23	values	value	NOUN
ajfa-2811	54	24	.	.	PUNCT
ajfa-2811	55	1	the	the	DET
ajfa-2811	55	2	logarithmic	logarithmic	ADJ
ajfa-2811	55	3	return	return	NOUN
ajfa-2811	55	4	of	of	ADP
ajfa-2811	55	5	daily	daily	ADJ
ajfa-2811	55	6	stock	stock	NOUN
ajfa-2811	55	7	returns	return	NOUN
ajfa-2811	55	8	is	be	AUX
ajfa-2811	55	9	defined	define	VERB
ajfa-2811	55	10	as	as	ADP
ajfa-2811	55	11	:	:	PUNCT
ajfa-2811	55	12	ln	ln	ADJ
ajfa-2811	55	13	(	(	PUNCT
ajfa-2811	55	14	pt	pt	INTJ
ajfa-2811	55	15	)	)	PUNCT
ajfa-2811	55	16	ln	ln	NOUN
ajfa-2811	55	17	(	(	PUNCT
ajfa-2811	55	18	pt-1	pt-1	ADV
ajfa-2811	55	19	)	)	PUNCT
ajfa-2811	55	20	.	.	PUNCT
ajfa-2811	56	1	where	where	SCONJ
ajfa-2811	56	2	pt	pt	PROPN
ajfa-2811	56	3	is	be	AUX
ajfa-2811	56	4	a	a	DET
ajfa-2811	56	5	daily	daily	ADJ
ajfa-2811	56	6	return	return	NOUN
ajfa-2811	56	7	of	of	ADP
ajfa-2811	56	8	stock	stock	NOUN
ajfa-2811	56	9	at	at	ADP
ajfa-2811	56	10	time	time	NOUN
ajfa-2811	56	11	t.	t.	PROPN
ajfa-2811	56	12	basic	basic	ADJ
ajfa-2811	56	13	statistics	statistic	NOUN
ajfa-2811	56	14	of	of	ADP
ajfa-2811	56	15	return	return	NOUN
ajfa-2811	56	16	are	be	AUX
ajfa-2811	56	17	used	use	VERB
ajfa-2811	56	18	to	to	PART
ajfa-2811	56	19	find	find	VERB
ajfa-2811	56	20	out	out	ADP
ajfa-2811	56	21	the	the	DET
ajfa-2811	56	22	asian	asian	ADJ
ajfa-2811	56	23	journal	journal	NOUN
ajfa-2811	56	24	of	of	ADP
ajfa-2811	56	25	finance	finance	PROPN
ajfa-2811	56	26	&	&	CCONJ
ajfa-2811	56	27	accounting	accounting	PROPN
ajfa-2811	56	28	issn	issn	PROPN
ajfa-2811	56	29	1946	1946	NUM
ajfa-2811	56	30	-	-	PUNCT
ajfa-2811	56	31	052x	052x	NOUN
ajfa-2811	56	32	2013	2013	NUM
ajfa-2811	56	33	,	,	PUNCT
ajfa-2811	56	34	vol	vol	NOUN
ajfa-2811	56	35	.	.	PROPN
ajfa-2811	56	36	5	5	NUM
ajfa-2811	56	37	,	,	PUNCT
ajfa-2811	56	38	no	no	INTJ
ajfa-2811	56	39	.	.	NOUN
ajfa-2811	56	40	1	1	NUM
ajfa-2811	56	41	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NUM
ajfa-2811	56	42	450	450	NUM
ajfa-2811	56	43	distributions	distribution	NOUN
ajfa-2811	56	44	of	of	ADP
ajfa-2811	56	45	daily	daily	ADJ
ajfa-2811	56	46	returns	return	NOUN
ajfa-2811	56	47	and	and	CCONJ
ajfa-2811	56	48	volatility	volatility	NOUN
ajfa-2811	56	49	such	such	ADJ
ajfa-2811	56	50	as	as	ADP
ajfa-2811	56	51	standard	standard	ADJ
ajfa-2811	56	52	deviations	deviation	NOUN
ajfa-2811	56	53	,	,	PUNCT
ajfa-2811	56	54	variance	variance	NOUN
ajfa-2811	56	55	,	,	PUNCT
ajfa-2811	56	56	coefficient	coefficient	NOUN
ajfa-2811	56	57	of	of	ADP
ajfa-2811	56	58	variation	variation	NOUN
ajfa-2811	56	59	,	,	PUNCT
ajfa-2811	56	60	skewness	skewness	NOUN
ajfa-2811	56	61	and	and	CCONJ
ajfa-2811	56	62	kurtosis	kurtosis	NOUN
ajfa-2811	56	63	.	.	PUNCT
ajfa-2811	57	1	since	since	SCONJ
ajfa-2811	57	2	the	the	DET
ajfa-2811	57	3	distributions	distribution	NOUN
ajfa-2811	57	4	of	of	ADP
ajfa-2811	57	5	the	the	DET
ajfa-2811	57	6	returns	return	NOUN
ajfa-2811	57	7	are	be	AUX
ajfa-2811	57	8	non	non	X
ajfa-2811	57	9	normal	normal	ADJ
ajfa-2811	57	10	,	,	PUNCT
ajfa-2811	57	11	we	we	PRON
ajfa-2811	57	12	use	use	VERB
ajfa-2811	57	13	the	the	DET
ajfa-2811	57	14	kruskal	kruskal	PROPN
ajfa-2811	57	15	-	-	PUNCT
ajfa-2811	57	16	wallis	wallis	PROPN
ajfa-2811	57	17	one	one	NUM
ajfa-2811	57	18	way	way	NOUN
ajfa-2811	57	19	analysis	analysis	NOUN
ajfa-2811	57	20	of	of	ADP
ajfa-2811	57	21	variance	variance	NOUN
ajfa-2811	57	22	which	which	PRON
ajfa-2811	57	23	is	be	AUX
ajfa-2811	57	24	a	a	DET
ajfa-2811	57	25	nonparametric	nonparametric	ADJ
ajfa-2811	57	26	method	method	NOUN
ajfa-2811	57	27	for	for	ADP
ajfa-2811	57	28	testing	test	VERB
ajfa-2811	57	29	equality	equality	NOUN
ajfa-2811	57	30	of	of	ADP
ajfa-2811	57	31	means	mean	NOUN
ajfa-2811	57	32	(	(	PUNCT
ajfa-2811	57	33	hourvouliades	hourvouliades	ADJ
ajfa-2811	57	34	,	,	PUNCT
ajfa-2811	57	35	2009	2009	NUM
ajfa-2811	57	36	)	)	PUNCT
ajfa-2811	57	37	.	.	PUNCT
ajfa-2811	58	1	to	to	PART
ajfa-2811	58	2	examine	examine	VERB
ajfa-2811	58	3	the	the	DET
ajfa-2811	58	4	difference	difference	NOUN
ajfa-2811	58	5	in	in	ADP
ajfa-2811	58	6	the	the	DET
ajfa-2811	58	7	returns	return	NOUN
ajfa-2811	58	8	across	across	ADP
ajfa-2811	58	9	the	the	DET
ajfa-2811	58	10	days	day	NOUN
ajfa-2811	58	11	of	of	ADP
ajfa-2811	58	12	the	the	DET
ajfa-2811	58	13	week	week	NOUN
ajfa-2811	58	14	,	,	PUNCT
ajfa-2811	58	15	the	the	DET
ajfa-2811	58	16	kruskal	kruskal	PROPN
ajfa-2811	58	17	-	-	PUNCT
ajfa-2811	58	18	wallis	wallis	PROPN
ajfa-2811	58	19	test	test	NOUN
ajfa-2811	58	20	is	be	AUX
ajfa-2811	58	21	calculated	calculate	VERB
ajfa-2811	58	22	for	for	ADP
ajfa-2811	58	23	checking	check	VERB
ajfa-2811	58	24	the	the	DET
ajfa-2811	58	25	equality	equality	NOUN
ajfa-2811	58	26	on	on	ADP
ajfa-2811	58	27	mean	mean	ADJ
ajfa-2811	58	28	returns	return	NOUN
ajfa-2811	58	29	as	as	ADP
ajfa-2811	58	30	:	:	PUNCT
ajfa-2811	58	31	where	where	SCONJ
ajfa-2811	58	32	k	k	PROPN
ajfa-2811	58	33	is	be	AUX
ajfa-2811	58	34	the	the	DET
ajfa-2811	58	35	number	number	NOUN
ajfa-2811	58	36	of	of	ADP
ajfa-2811	58	37	samples	sample	NOUN
ajfa-2811	58	38	;	;	PUNCT
ajfa-2811	58	39	nj	nj	PROPN
ajfa-2811	58	40	is	be	AUX
ajfa-2811	58	41	the	the	DET
ajfa-2811	58	42	number	number	NOUN
ajfa-2811	58	43	of	of	ADP
ajfa-2811	58	44	observations	observation	NOUN
ajfa-2811	58	45	in	in	ADP
ajfa-2811	58	46	jth	jth	PROPN
ajfa-2811	58	47	sample	sample	NOUN
ajfa-2811	58	48	;	;	PUNCT
ajfa-2811	58	49	n	n	PROPN
ajfa-2811	58	50	=	=	PUNCT
ajfa-2811	58	51	∑	∑	PROPN
ajfa-2811	58	52	nj	nj	PROPN
ajfa-2811	58	53	is	be	AUX
ajfa-2811	58	54	the	the	DET
ajfa-2811	58	55	total	total	ADJ
ajfa-2811	58	56	number	number	NOUN
ajfa-2811	58	57	of	of	ADP
ajfa-2811	58	58	observations	observation	NOUN
ajfa-2811	58	59	;	;	PUNCT
ajfa-2811	58	60	rj	rj	PROPN
ajfa-2811	58	61	is	be	AUX
ajfa-2811	58	62	the	the	DET
ajfa-2811	58	63	sum	sum	NOUN
ajfa-2811	58	64	of	of	ADP
ajfa-2811	58	65	ranks	rank	NOUN
ajfa-2811	58	66	in	in	ADP
ajfa-2811	58	67	the	the	DET
ajfa-2811	58	68	sample	sample	NOUN
ajfa-2811	58	69	when	when	SCONJ
ajfa-2811	58	70	n	n	NUM
ajfa-2811	58	71	values	value	NOUN
ajfa-2811	58	72	are	be	AUX
ajfa-2811	58	73	ranked	rank	VERB
ajfa-2811	58	74	together	together	ADV
ajfa-2811	58	75	.	.	PUNCT
ajfa-2811	59	1	for	for	ADP
ajfa-2811	59	2	the	the	DET
ajfa-2811	59	3	equality	equality	NOUN
ajfa-2811	59	4	of	of	ADP
ajfa-2811	59	5	variance	variance	NOUN
ajfa-2811	59	6	across	across	ADP
ajfa-2811	59	7	the	the	DET
ajfa-2811	59	8	days	day	NOUN
ajfa-2811	59	9	of	of	ADP
ajfa-2811	59	10	the	the	DET
ajfa-2811	59	11	week	week	NOUN
ajfa-2811	59	12	,	,	PUNCT
ajfa-2811	59	13	we	we	PRON
ajfa-2811	59	14	employ	employ	VERB
ajfa-2811	59	15	the	the	DET
ajfa-2811	59	16	levene	levene	NOUN
ajfa-2811	59	17	’s	’s	PART
ajfa-2811	59	18	homogeneity	homogeneity	NOUN
ajfa-2811	59	19	test	test	NOUN
ajfa-2811	59	20	for	for	ADP
ajfa-2811	59	21	equality	equality	NOUN
ajfa-2811	59	22	of	of	ADP
ajfa-2811	59	23	variance	variance	NOUN
ajfa-2811	59	24	across	across	ADP
ajfa-2811	59	25	the	the	DET
ajfa-2811	59	26	days	day	NOUN
ajfa-2811	59	27	of	of	ADP
ajfa-2811	59	28	the	the	DET
ajfa-2811	59	29	week	week	NOUN
ajfa-2811	59	30	where	where	SCONJ
ajfa-2811	59	31	dij=|	dij=|	NOUN
ajfa-2811	59	32	rijmij|	rijmij|	NOUN
ajfa-2811	59	33	,	,	PUNCT
ajfa-2811	59	34	rij	rij	X
ajfa-2811	59	35	is	be	AUX
ajfa-2811	59	36	the	the	DET
ajfa-2811	59	37	return	return	NOUN
ajfa-2811	59	38	for	for	ADP
ajfa-2811	59	39	week	week	NOUN
ajfa-2811	60	1	i	i	PRON
ajfa-2811	60	2	and	and	CCONJ
ajfa-2811	60	3	weekday	weekday	PROPN
ajfa-2811	60	4	j	j	PROPN
ajfa-2811	60	5	for	for	ADP
ajfa-2811	60	6	j	j	PROPN
ajfa-2811	60	7	=	=	PROPN
ajfa-2811	60	8	1	1	NUM
ajfa-2811	60	9	,	,	PUNCT
ajfa-2811	60	10	2	2	NUM
ajfa-2811	60	11	…	…	PUNCT
ajfa-2811	60	12	,	,	PUNCT
ajfa-2811	60	13	j	j	PROPN
ajfa-2811	60	14	and	and	CCONJ
ajfa-2811	60	15	j	j	PROPN
ajfa-2811	60	16	=	=	NOUN
ajfa-2811	60	17	5	5	X
ajfa-2811	60	18	.	.	PUNCT
ajfa-2811	61	1	the	the	DET
ajfa-2811	61	2	bartlett	bartlett	PROPN
ajfa-2811	61	3	’s	’s	PART
ajfa-2811	61	4	test	test	NOUN
ajfa-2811	61	5	is	be	AUX
ajfa-2811	61	6	also	also	ADV
ajfa-2811	61	7	employed	employ	VERB
ajfa-2811	61	8	to	to	PART
ajfa-2811	61	9	check	check	VERB
ajfa-2811	61	10	the	the	DET
ajfa-2811	61	11	equality	equality	NOUN
ajfa-2811	61	12	of	of	ADP
ajfa-2811	61	13	variance	variance	NOUN
ajfa-2811	61	14	is	be	AUX
ajfa-2811	61	15	called	call	VERB
ajfa-2811	61	16	homogeneity	homogeneity	NOUN
ajfa-2811	61	17	of	of	ADP
ajfa-2811	61	18	variances	variance	NOUN
ajfa-2811	61	19	that	that	PRON
ajfa-2811	61	20	is	be	AUX
ajfa-2811	61	21	more	more	ADV
ajfa-2811	61	22	sensitive	sensitive	ADJ
ajfa-2811	61	23	than	than	ADP
ajfa-2811	61	24	levene	levene	NOUN
ajfa-2811	61	25	’s	’s	PART
ajfa-2811	61	26	test	test	NOUN
ajfa-2811	61	27	(	(	PUNCT
ajfa-2811	61	28	snedecor	snedecor	NOUN
ajfa-2811	61	29	&	&	CCONJ
ajfa-2811	61	30	cochran	cochran	PROPN
ajfa-2811	61	31	)	)	PUNCT
ajfa-2811	61	32	.	.	PUNCT
ajfa-2811	62	1	the	the	DET
ajfa-2811	62	2	bartlett	bartlett	PROPN
ajfa-2811	62	3	’s	’s	PART
ajfa-2811	62	4	statistic	statistic	NOUN
ajfa-2811	62	5	is	be	AUX
ajfa-2811	62	6	as	as	SCONJ
ajfa-2811	62	7	follows	follow	VERB
ajfa-2811	62	8	:	:	PUNCT
ajfa-2811	62	9	where	where	SCONJ
ajfa-2811	62	10	a	a	PRON
ajfa-2811	62	11	is	be	AUX
ajfa-2811	62	12	the	the	DET
ajfa-2811	62	13	number	number	NOUN
ajfa-2811	62	14	of	of	ADP
ajfa-2811	62	15	samples	sample	NOUN
ajfa-2811	62	16	,	,	PUNCT
ajfa-2811	62	17	v	v	NOUN
ajfa-2811	62	18	=	=	SYM
ajfa-2811	62	19	degree	degree	NOUN
ajfa-2811	62	20	of	of	ADP
ajfa-2811	62	21	freedom	freedom	NOUN
ajfa-2811	62	22	,	,	PUNCT
ajfa-2811	62	23	.	.	PUNCT
ajfa-2811	63	1	when	when	SCONJ
ajfa-2811	63	2	the	the	DET
ajfa-2811	63	3	degrees	degree	NOUN
ajfa-2811	63	4	of	of	ADP
ajfa-2811	63	5	freedom	freedom	NOUN
ajfa-2811	63	6	are	be	AUX
ajfa-2811	63	7	different	different	ADJ
ajfa-2811	63	8	,	,	PUNCT
ajfa-2811	63	9	above	above	ADP
ajfa-2811	63	10	test	test	NOUN
ajfa-2811	63	11	is	be	AUX
ajfa-2811	63	12	not	not	PART
ajfa-2811	63	13	used	use	VERB
ajfa-2811	63	14	.	.	PUNCT
ajfa-2811	64	1	the	the	DET
ajfa-2811	64	2	test	test	NOUN
ajfa-2811	64	3	criterion	criterion	NOUN
ajfa-2811	64	4	is	be	AUX
ajfa-2811	64	5	as	as	SCONJ
ajfa-2811	64	6	follows	follow	VERB
ajfa-2811	64	7	:	:	PUNCT
ajfa-2811	64	8	where	where	SCONJ
ajfa-2811	64	9	is	be	AUX
ajfa-2811	64	10	an	an	DET
ajfa-2811	64	11	estimate	estimate	NOUN
ajfa-2811	64	12	of	of	ADP
ajfa-2811	64	13	the	the	DET
ajfa-2811	64	14	σ2	σ2	NOUN
ajfa-2811	64	15	from	from	ADP
ajfa-2811	64	16	the	the	DET
ajfa-2811	64	17	sample	sample	NOUN
ajfa-2811	64	18	i	i	PRON
ajfa-2811	64	19	,	,	PUNCT
ajfa-2811	64	20	a	a	PRON
ajfa-2811	64	21	=	=	X
ajfa-2811	64	22	the	the	DET
ajfa-2811	64	23	number	number	NOUN
ajfa-2811	64	24	of	of	ADP
ajfa-2811	64	25	samples	sample	NOUN
ajfa-2811	64	26	,	,	PUNCT
ajfa-2811	64	27	vi	vi	PROPN
ajfa-2811	64	28	is	be	AUX
ajfa-2811	64	29	the	the	DET
ajfa-2811	64	30	degree	degree	NOUN
ajfa-2811	64	31	of	of	ADP
ajfa-2811	64	32	freedom	freedom	NOUN
ajfa-2811	64	33	of	of	ADP
ajfa-2811	64	34	samples	sample	NOUN
ajfa-2811	64	35	i.	i.	NOUN
ajfa-2811	64	36	4	4	NUM
ajfa-2811	64	37	.	.	PUNCT
ajfa-2811	64	38	results	result	NOUN
ajfa-2811	64	39	asian	asian	ADJ
ajfa-2811	64	40	journal	journal	NOUN
ajfa-2811	64	41	of	of	ADP
ajfa-2811	64	42	finance	finance	PROPN
ajfa-2811	64	43	&	&	CCONJ
ajfa-2811	64	44	accounting	accounting	PROPN
ajfa-2811	64	45	issn	issn	PROPN
ajfa-2811	64	46	1946	1946	NUM
ajfa-2811	64	47	-	-	PUNCT
ajfa-2811	64	48	052x	052x	NOUN
ajfa-2811	64	49	2013	2013	NUM
ajfa-2811	64	50	,	,	PUNCT
ajfa-2811	64	51	vol	vol	NOUN
ajfa-2811	64	52	.	.	PROPN
ajfa-2811	64	53	5	5	NUM
ajfa-2811	64	54	,	,	PUNCT
ajfa-2811	64	55	no	no	INTJ
ajfa-2811	64	56	.	.	NOUN
ajfa-2811	64	57	1	1	NUM
ajfa-2811	64	58	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	64	59	451	451	NUM
ajfa-2811	64	60	4.1	4.1	NUM
ajfa-2811	64	61	returns	return	NOUN
ajfa-2811	64	62	analysis	analysis	NOUN
ajfa-2811	64	63	of	of	ADP
ajfa-2811	64	64	the	the	DET
ajfa-2811	64	65	week	week	NOUN
ajfa-2811	64	66	table	table	NOUN
ajfa-2811	65	1	1	1	NUM
ajfa-2811	65	2	report	report	VERB
ajfa-2811	65	3	the	the	DET
ajfa-2811	65	4	basic	basic	ADJ
ajfa-2811	65	5	statistics	statistic	NOUN
ajfa-2811	65	6	of	of	ADP
ajfa-2811	65	7	returns	return	NOUN
ajfa-2811	65	8	for	for	ADP
ajfa-2811	65	9	each	each	DET
ajfa-2811	65	10	day	day	NOUN
ajfa-2811	65	11	of	of	ADP
ajfa-2811	65	12	the	the	DET
ajfa-2811	65	13	week	week	NOUN
ajfa-2811	65	14	in	in	ADP
ajfa-2811	65	15	total	total	ADJ
ajfa-2811	65	16	observations	observation	NOUN
ajfa-2811	65	17	of	of	ADP
ajfa-2811	65	18	1042	1042	NUM
ajfa-2811	65	19	to	to	PART
ajfa-2811	65	20	specify	specify	VERB
ajfa-2811	65	21	the	the	DET
ajfa-2811	65	22	distributional	distributional	ADJ
ajfa-2811	65	23	properties	property	NOUN
ajfa-2811	65	24	of	of	ADP
ajfa-2811	65	25	malaysia	malaysia	PROPN
ajfa-2811	65	26	,	,	PUNCT
ajfa-2811	65	27	indonesia	indonesia	PROPN
ajfa-2811	65	28	,	,	PUNCT
ajfa-2811	65	29	philippines	philippine	NOUN
ajfa-2811	65	30	,	,	PUNCT
ajfa-2811	65	31	singapore	singapore	PROPN
ajfa-2811	65	32	and	and	CCONJ
ajfa-2811	65	33	thailand	thailand	PROPN
ajfa-2811	65	34	.	.	PUNCT
ajfa-2811	66	1	indonesia	indonesia	PROPN
ajfa-2811	66	2	and	and	CCONJ
ajfa-2811	66	3	malaysia	malaysia	PROPN
ajfa-2811	66	4	have	have	VERB
ajfa-2811	66	5	negative	negative	ADJ
ajfa-2811	66	6	returns	return	NOUN
ajfa-2811	66	7	on	on	ADP
ajfa-2811	66	8	monday	monday	PROPN
ajfa-2811	66	9	and	and	CCONJ
ajfa-2811	66	10	tuesday	tuesday	PROPN
ajfa-2811	66	11	.	.	PUNCT
ajfa-2811	67	1	thailand	thailand	PROPN
ajfa-2811	67	2	has	have	VERB
ajfa-2811	67	3	negative	negative	ADJ
ajfa-2811	67	4	returns	return	NOUN
ajfa-2811	67	5	on	on	ADP
ajfa-2811	67	6	monday	monday	PROPN
ajfa-2811	67	7	and	and	CCONJ
ajfa-2811	67	8	thursday	thursday	PROPN
ajfa-2811	67	9	and	and	CCONJ
ajfa-2811	67	10	philippines	philippine	NOUN
ajfa-2811	67	11	have	have	VERB
ajfa-2811	67	12	negative	negative	ADJ
ajfa-2811	67	13	returns	return	NOUN
ajfa-2811	67	14	on	on	ADP
ajfa-2811	67	15	monday	monday	PROPN
ajfa-2811	67	16	and	and	CCONJ
ajfa-2811	67	17	tuesday	tuesday	PROPN
ajfa-2811	67	18	and	and	CCONJ
ajfa-2811	67	19	friday	friday	PROPN
ajfa-2811	67	20	while	while	SCONJ
ajfa-2811	67	21	the	the	DET
ajfa-2811	67	22	singapore	singapore	PROPN
ajfa-2811	67	23	has	have	VERB
ajfa-2811	67	24	negative	negative	ADJ
ajfa-2811	67	25	return	return	NOUN
ajfa-2811	67	26	all	all	DET
ajfa-2811	67	27	days	day	NOUN
ajfa-2811	67	28	except	except	SCONJ
ajfa-2811	67	29	wednesday	wednesday	PROPN
ajfa-2811	67	30	.	.	PUNCT
ajfa-2811	68	1	4.2	4.2	NUM
ajfa-2811	68	2	volatility	volatility	NOUN
ajfa-2811	68	3	of	of	ADP
ajfa-2811	68	4	returns	return	NOUN
ajfa-2811	68	5	in	in	ADP
ajfa-2811	68	6	terms	term	NOUN
ajfa-2811	68	7	of	of	ADP
ajfa-2811	68	8	statistics	statistic	NOUN
ajfa-2811	68	9	in	in	ADP
ajfa-2811	68	10	table	table	NOUN
ajfa-2811	68	11	1	1	NUM
ajfa-2811	68	12	,	,	PUNCT
ajfa-2811	68	13	lowest	low	ADJ
ajfa-2811	68	14	and	and	CCONJ
ajfa-2811	68	15	highest	high	ADJ
ajfa-2811	68	16	returns	return	NOUN
ajfa-2811	68	17	are	be	AUX
ajfa-2811	68	18	recorded	record	VERB
ajfa-2811	68	19	in	in	ADP
ajfa-2811	68	20	jakarta	jakarta	PROPN
ajfa-2811	68	21	composite	composite	PROPN
ajfa-2811	68	22	(	(	PUNCT
ajfa-2811	68	23	indonesia	indonesia	PROPN
ajfa-2811	68	24	)	)	PUNCT
ajfa-2811	68	25	and	and	CCONJ
ajfa-2811	68	26	set	set	VERB
ajfa-2811	68	27	(	(	PUNCT
ajfa-2811	68	28	thailand	thailand	PROPN
ajfa-2811	68	29	)	)	PUNCT
ajfa-2811	68	30	as	as	ADP
ajfa-2811	68	31	a	a	DET
ajfa-2811	68	32	result	result	NOUN
ajfa-2811	68	33	of	of	ADP
ajfa-2811	68	34	high	high	ADJ
ajfa-2811	68	35	volatility	volatility	NOUN
ajfa-2811	68	36	in	in	ADP
ajfa-2811	68	37	these	these	DET
ajfa-2811	68	38	returns	return	NOUN
ajfa-2811	68	39	.	.	PUNCT
ajfa-2811	69	1	the	the	DET
ajfa-2811	69	2	other	other	ADJ
ajfa-2811	69	3	indicators	indicator	NOUN
ajfa-2811	69	4	of	of	ADP
ajfa-2811	69	5	return	return	NOUN
ajfa-2811	69	6	volatility	volatility	NOUN
ajfa-2811	69	7	consist	consist	NOUN
ajfa-2811	69	8	of	of	ADP
ajfa-2811	69	9	skewness	skewness	NOUN
ajfa-2811	69	10	,	,	PUNCT
ajfa-2811	69	11	kurtosis	kurtosis	NOUN
ajfa-2811	69	12	,	,	PUNCT
ajfa-2811	69	13	standard	standard	ADJ
ajfa-2811	69	14	deviation	deviation	NOUN
ajfa-2811	69	15	,	,	PUNCT
ajfa-2811	69	16	variance	variance	NOUN
ajfa-2811	69	17	and	and	CCONJ
ajfa-2811	69	18	coefficient	coefficient	NOUN
ajfa-2811	69	19	of	of	ADP
ajfa-2811	69	20	variation	variation	NOUN
ajfa-2811	69	21	had	have	VERB
ajfa-2811	69	22	also	also	ADV
ajfa-2811	69	23	the	the	DET
ajfa-2811	69	24	high	high	ADJ
ajfa-2811	69	25	values	value	NOUN
ajfa-2811	69	26	.	.	PUNCT
ajfa-2811	70	1	the	the	DET
ajfa-2811	70	2	coefficient	coefficient	NOUN
ajfa-2811	70	3	of	of	ADP
ajfa-2811	70	4	variation	variation	NOUN
ajfa-2811	70	5	for	for	ADP
ajfa-2811	70	6	indonesia	indonesia	PROPN
ajfa-2811	70	7	has	have	VERB
ajfa-2811	70	8	a	a	DET
ajfa-2811	70	9	positive	positive	ADJ
ajfa-2811	70	10	return	return	NOUN
ajfa-2811	70	11	while	while	SCONJ
ajfa-2811	70	12	in	in	ADP
ajfa-2811	70	13	thailand	thailand	PROPN
ajfa-2811	70	14	is	be	AUX
ajfa-2811	70	15	negative	negative	ADJ
ajfa-2811	70	16	return	return	NOUN
ajfa-2811	70	17	in	in	ADP
ajfa-2811	70	18	the	the	DET
ajfa-2811	70	19	same	same	ADJ
ajfa-2811	70	20	days	day	NOUN
ajfa-2811	70	21	on	on	ADP
ajfa-2811	70	22	thursday	thursday	PROPN
ajfa-2811	70	23	.	.	PUNCT
ajfa-2811	71	1	however	however	ADV
ajfa-2811	71	2	this	this	DET
ajfa-2811	71	3	indicator	indicator	NOUN
ajfa-2811	71	4	was	be	AUX
ajfa-2811	71	5	also	also	ADV
ajfa-2811	71	6	very	very	ADV
ajfa-2811	71	7	high	high	ADJ
ajfa-2811	71	8	for	for	ADP
ajfa-2811	71	9	philippines	philippine	NOUN
ajfa-2811	71	10	on	on	ADP
ajfa-2811	71	11	friday	friday	PROPN
ajfa-2811	71	12	.	.	PUNCT
ajfa-2811	72	1	moreover	moreover	ADV
ajfa-2811	72	2	malaysia	malaysia	PROPN
ajfa-2811	72	3	has	have	VERB
ajfa-2811	72	4	highest	high	ADJ
ajfa-2811	72	5	kurtosis	kurtosis	NOUN
ajfa-2811	72	6	and	and	CCONJ
ajfa-2811	72	7	skewness	skewness	NOUN
ajfa-2811	72	8	on	on	ADP
ajfa-2811	72	9	monday	monday	PROPN
ajfa-2811	72	10	.	.	PUNCT
ajfa-2811	73	1	this	this	PRON
ajfa-2811	73	2	reflects	reflect	VERB
ajfa-2811	73	3	the	the	DET
ajfa-2811	73	4	paucity	paucity	NOUN
ajfa-2811	73	5	of	of	ADP
ajfa-2811	73	6	the	the	DET
ajfa-2811	73	7	returns	return	NOUN
ajfa-2811	73	8	relative	relative	ADJ
ajfa-2811	73	9	to	to	ADP
ajfa-2811	73	10	their	their	PRON
ajfa-2811	73	11	respective	respective	ADJ
ajfa-2811	73	12	standard	standard	ADJ
ajfa-2811	73	13	deviations	deviation	NOUN
ajfa-2811	73	14	.	.	PUNCT
ajfa-2811	74	1	it	it	PRON
ajfa-2811	74	2	is	be	AUX
ajfa-2811	74	3	important	important	ADJ
ajfa-2811	74	4	to	to	PART
ajfa-2811	74	5	note	note	VERB
ajfa-2811	74	6	that	that	SCONJ
ajfa-2811	74	7	the	the	DET
ajfa-2811	74	8	daily	daily	ADJ
ajfa-2811	74	9	returns	return	NOUN
ajfa-2811	74	10	for	for	ADP
ajfa-2811	74	11	all	all	DET
ajfa-2811	74	12	indexes	index	NOUN
ajfa-2811	74	13	are	be	AUX
ajfa-2811	74	14	skewed	skew	VERB
ajfa-2811	74	15	to	to	ADP
ajfa-2811	74	16	the	the	DET
ajfa-2811	74	17	left	left	NOUN
ajfa-2811	74	18	except	except	SCONJ
ajfa-2811	74	19	for	for	ADP
ajfa-2811	74	20	straits	strait	NOUN
ajfa-2811	74	21	times	time	NOUN
ajfa-2811	74	22	(	(	PUNCT
ajfa-2811	74	23	singapore	singapore	PROPN
ajfa-2811	74	24	)	)	PUNCT
ajfa-2811	74	25	exchange	exchange	NOUN
ajfa-2811	74	26	that	that	PRON
ajfa-2811	74	27	seem	seem	VERB
ajfa-2811	74	28	to	to	PART
ajfa-2811	74	29	be	be	AUX
ajfa-2811	74	30	more	more	ADV
ajfa-2811	74	31	skewed	skewed	ADJ
ajfa-2811	74	32	to	to	ADP
ajfa-2811	74	33	the	the	DET
ajfa-2811	74	34	right	right	NOUN
ajfa-2811	74	35	.	.	PUNCT
ajfa-2811	75	1	malaysia	malaysia	PROPN
ajfa-2811	75	2	and	and	CCONJ
ajfa-2811	75	3	thailand	thailand	PROPN
ajfa-2811	75	4	recorded	record	VERB
ajfa-2811	75	5	the	the	DET
ajfa-2811	75	6	highest	high	ADJ
ajfa-2811	75	7	return	return	NOUN
ajfa-2811	75	8	on	on	ADP
ajfa-2811	75	9	monday	monday	PROPN
ajfa-2811	75	10	,	,	PUNCT
ajfa-2811	75	11	indonesia	indonesia	PROPN
ajfa-2811	75	12	on	on	ADP
ajfa-2811	75	13	wednesday	wednesday	PROPN
ajfa-2811	75	14	,	,	PUNCT
ajfa-2811	75	15	philippine	philippine	NOUN
ajfa-2811	75	16	on	on	ADP
ajfa-2811	75	17	tuesday	tuesday	PROPN
ajfa-2811	75	18	and	and	CCONJ
ajfa-2811	75	19	singapore	singapore	PROPN
ajfa-2811	75	20	on	on	ADP
ajfa-2811	75	21	thursday	thursday	PROPN
ajfa-2811	75	22	.	.	PUNCT
ajfa-2811	76	1	indonesia	indonesia	PROPN
ajfa-2811	76	2	,	,	PUNCT
ajfa-2811	76	3	malaysia	malaysia	PROPN
ajfa-2811	76	4	and	and	CCONJ
ajfa-2811	76	5	thailand	thailand	PROPN
ajfa-2811	76	6	experienced	experience	VERB
ajfa-2811	76	7	their	their	PRON
ajfa-2811	76	8	lowest	low	ADJ
ajfa-2811	76	9	return	return	NOUN
ajfa-2811	76	10	on	on	ADP
ajfa-2811	76	11	monday	monday	PROPN
ajfa-2811	76	12	while	while	SCONJ
ajfa-2811	76	13	philippine	philippine	PROPN
ajfa-2811	76	14	and	and	CCONJ
ajfa-2811	76	15	singapore	singapore	PROPN
ajfa-2811	76	16	experienced	experience	VERB
ajfa-2811	76	17	their	their	PRON
ajfa-2811	76	18	lowest	low	ADJ
ajfa-2811	76	19	return	return	NOUN
ajfa-2811	76	20	on	on	ADP
ajfa-2811	76	21	friday	friday	PROPN
ajfa-2811	76	22	.	.	PUNCT
ajfa-2811	77	1	so	so	ADV
ajfa-2811	77	2	malaysia	malaysia	PROPN
ajfa-2811	77	3	and	and	CCONJ
ajfa-2811	77	4	thailand	thailand	PROPN
ajfa-2811	77	5	recorded	record	VERB
ajfa-2811	77	6	the	the	DET
ajfa-2811	77	7	highest	high	ADJ
ajfa-2811	77	8	and	and	CCONJ
ajfa-2811	77	9	lowest	low	ADJ
ajfa-2811	77	10	return	return	NOUN
ajfa-2811	77	11	on	on	ADP
ajfa-2811	77	12	monday	monday	PROPN
ajfa-2811	77	13	.	.	PUNCT
ajfa-2811	78	1	the	the	DET
ajfa-2811	78	2	highest	high	ADJ
ajfa-2811	78	3	standard	standard	ADJ
ajfa-2811	78	4	deviation	deviation	NOUN
ajfa-2811	78	5	occurred	occur	VERB
ajfa-2811	78	6	on	on	ADP
ajfa-2811	78	7	monday	monday	PROPN
ajfa-2811	78	8	for	for	ADP
ajfa-2811	78	9	all	all	PRON
ajfa-2811	78	10	of	of	ADP
ajfa-2811	78	11	the	the	DET
ajfa-2811	78	12	stock	stock	NOUN
ajfa-2811	78	13	markets	market	NOUN
ajfa-2811	78	14	.	.	PUNCT
ajfa-2811	79	1	the	the	DET
ajfa-2811	79	2	lowest	low	ADJ
ajfa-2811	79	3	standard	standard	ADJ
ajfa-2811	79	4	deviation	deviation	NOUN
ajfa-2811	79	5	mostly	mostly	ADV
ajfa-2811	79	6	occurred	occur	VERB
ajfa-2811	79	7	on	on	ADP
ajfa-2811	79	8	wednesday	wednesday	PROPN
ajfa-2811	79	9	for	for	ADP
ajfa-2811	79	10	malaysia	malaysia	PROPN
ajfa-2811	79	11	,	,	PUNCT
ajfa-2811	79	12	philippine	philippine	PROPN
ajfa-2811	79	13	and	and	CCONJ
ajfa-2811	79	14	thailand	thailand	PROPN
ajfa-2811	79	15	.	.	PUNCT
ajfa-2811	80	1	the	the	DET
ajfa-2811	80	2	daily	daily	ADJ
ajfa-2811	80	3	returns	return	NOUN
ajfa-2811	80	4	exhibited	exhibit	VERB
ajfa-2811	80	5	greatest	great	ADJ
ajfa-2811	80	6	volatility	volatility	NOUN
ajfa-2811	80	7	on	on	ADP
ajfa-2811	80	8	monday	monday	PROPN
ajfa-2811	80	9	for	for	ADP
ajfa-2811	80	10	all	all	PRON
ajfa-2811	80	11	of	of	ADP
ajfa-2811	80	12	the	the	DET
ajfa-2811	80	13	markets	market	NOUN
ajfa-2811	80	14	except	except	SCONJ
ajfa-2811	80	15	for	for	ADP
ajfa-2811	80	16	philippine	philippine	NOUN
ajfa-2811	80	17	on	on	ADP
ajfa-2811	80	18	thursday	thursday	PROPN
ajfa-2811	80	19	.	.	PUNCT
ajfa-2811	81	1	4.3	4.3	NUM
ajfa-2811	81	2	annual	annual	ADJ
ajfa-2811	81	3	returns	return	NOUN
ajfa-2811	81	4	analysis	analysis	NOUN
ajfa-2811	81	5	in	in	ADP
ajfa-2811	81	6	the	the	DET
ajfa-2811	81	7	period	period	NOUN
ajfa-2811	81	8	2008	2008	NUM
ajfa-2811	81	9	to	to	ADP
ajfa-2811	81	10	2012	2012	NUM
ajfa-2811	81	11	,	,	PUNCT
ajfa-2811	81	12	all	all	PRON
ajfa-2811	81	13	of	of	ADP
ajfa-2811	81	14	the	the	DET
ajfa-2811	81	15	countries	country	NOUN
ajfa-2811	81	16	experienced	experience	VERB
ajfa-2811	81	17	a	a	DET
ajfa-2811	81	18	decline	decline	NOUN
ajfa-2811	81	19	in	in	ADP
ajfa-2811	81	20	the	the	DET
ajfa-2811	81	21	end	end	NOUN
ajfa-2811	81	22	of	of	ADP
ajfa-2811	81	23	2008	2008	NUM
ajfa-2811	81	24	.	.	PUNCT
ajfa-2811	82	1	after	after	SCONJ
ajfa-2811	82	2	this	this	DET
ajfa-2811	82	3	drop	drop	NOUN
ajfa-2811	82	4	in	in	ADP
ajfa-2811	82	5	the	the	DET
ajfa-2811	82	6	last	last	NOUN
ajfa-2811	82	7	of	of	ADP
ajfa-2811	82	8	october	october	PROPN
ajfa-2811	82	9	of	of	ADP
ajfa-2811	82	10	2008	2008	NUM
ajfa-2811	82	11	,	,	PUNCT
ajfa-2811	82	12	indonesia	indonesia	PROPN
ajfa-2811	82	13	,	,	PUNCT
ajfa-2811	82	14	thailand	thailand	PROPN
ajfa-2811	82	15	and	and	CCONJ
ajfa-2811	82	16	philippine	philippine	PROPN
ajfa-2811	82	17	have	have	AUX
ajfa-2811	82	18	grown	grow	VERB
ajfa-2811	82	19	enormously	enormously	ADV
ajfa-2811	82	20	:	:	PUNCT
ajfa-2811	82	21	jakarta	jakarta	PROPN
ajfa-2811	82	22	composite	composite	PROPN
ajfa-2811	82	23	(	(	PUNCT
ajfa-2811	82	24	indonesia	indonesia	PROPN
ajfa-2811	82	25	)	)	PUNCT
ajfa-2811	82	26	by	by	ADP
ajfa-2811	82	27	244	244	NUM
ajfa-2811	82	28	percent	percent	NOUN
ajfa-2811	82	29	;	;	PUNCT
ajfa-2811	82	30	set	set	NOUN
ajfa-2811	82	31	(	(	PUNCT
ajfa-2811	82	32	thailand	thailand	PROPN
ajfa-2811	82	33	)	)	PUNCT
ajfa-2811	82	34	by	by	ADP
ajfa-2811	82	35	167	167	NUM
ajfa-2811	82	36	percent	percent	NOUN
ajfa-2811	82	37	;	;	PUNCT
ajfa-2811	82	38	manila	manila	PROPN
ajfa-2811	82	39	composite	composite	NOUN
ajfa-2811	82	40	(	(	PUNCT
ajfa-2811	82	41	philippines	philippine	NOUN
ajfa-2811	82	42	)	)	PUNCT
ajfa-2811	82	43	by	by	ADP
ajfa-2811	82	44	156	156	NUM
ajfa-2811	82	45	percent	percent	NOUN
ajfa-2811	82	46	while	while	SCONJ
ajfa-2811	82	47	malaysia	malaysia	PROPN
ajfa-2811	82	48	had	have	VERB
ajfa-2811	82	49	a	a	DET
ajfa-2811	82	50	steady	steady	ADJ
ajfa-2811	82	51	trend	trend	NOUN
ajfa-2811	82	52	by	by	ADP
ajfa-2811	82	53	82	82	NUM
ajfa-2811	82	54	percent	percent	NOUN
ajfa-2811	82	55	.	.	PUNCT
ajfa-2811	83	1	singapore	singapore	PROPN
ajfa-2811	83	2	reached	reach	VERB
ajfa-2811	83	3	a	a	DET
ajfa-2811	83	4	minimum	minimum	ADJ
ajfa-2811	83	5	value	value	NOUN
ajfa-2811	83	6	in	in	ADP
ajfa-2811	83	7	march	march	PROPN
ajfa-2811	83	8	of	of	ADP
ajfa-2811	83	9	2009	2009	NUM
ajfa-2811	83	10	then	then	ADV
ajfa-2811	83	11	went	go	VERB
ajfa-2811	83	12	up	up	ADP
ajfa-2811	83	13	by	by	ADP
ajfa-2811	83	14	82	82	NUM
ajfa-2811	83	15	percent	percent	NOUN
ajfa-2811	83	16	.	.	PUNCT
ajfa-2811	84	1	table	table	NOUN
ajfa-2811	84	2	3	3	NUM
ajfa-2811	84	3	shows	show	VERB
ajfa-2811	84	4	the	the	DET
ajfa-2811	84	5	annual	annual	ADJ
ajfa-2811	84	6	closing	closing	NOUN
ajfa-2811	84	7	returns	return	NOUN
ajfa-2811	84	8	of	of	ADP
ajfa-2811	84	9	the	the	DET
ajfa-2811	84	10	indexes	index	NOUN
ajfa-2811	84	11	.	.	PUNCT
ajfa-2811	85	1	in	in	ADP
ajfa-2811	85	2	figure	figure	NOUN
ajfa-2811	85	3	1	1	NUM
ajfa-2811	85	4	,	,	PUNCT
ajfa-2811	85	5	we	we	PRON
ajfa-2811	85	6	consider	consider	VERB
ajfa-2811	85	7	the	the	DET
ajfa-2811	85	8	annual	annual	ADJ
ajfa-2811	85	9	returns	return	NOUN
ajfa-2811	85	10	and	and	CCONJ
ajfa-2811	85	11	represent	represent	VERB
ajfa-2811	85	12	the	the	DET
ajfa-2811	85	13	percentage	percentage	NOUN
ajfa-2811	85	14	changes	change	NOUN
ajfa-2811	85	15	related	relate	VERB
ajfa-2811	85	16	to	to	ADP
ajfa-2811	85	17	annual	annual	ADJ
ajfa-2811	85	18	returns	return	NOUN
ajfa-2811	85	19	of	of	ADP
ajfa-2811	85	20	table	table	NOUN
ajfa-2811	85	21	3	3	NUM
ajfa-2811	85	22	.	.	PUNCT
ajfa-2811	86	1	during	during	ADP
ajfa-2811	86	2	the	the	DET
ajfa-2811	86	3	period	period	NOUN
ajfa-2811	86	4	(	(	PUNCT
ajfa-2811	86	5	31	31	NUM
ajfa-2811	86	6	,	,	PUNCT
ajfa-2811	86	7	december	december	PROPN
ajfa-2811	86	8	2007	2007	NUM
ajfa-2811	86	9	until	until	ADP
ajfa-2811	86	10	31	31	NUM
ajfa-2811	86	11	,	,	PUNCT
ajfa-2811	86	12	december	december	PROPN
ajfa-2811	86	13	2011	2011	NUM
ajfa-2811	86	14	)	)	PUNCT
ajfa-2811	86	15	,	,	PUNCT
ajfa-2811	86	16	annual	annual	ADJ
ajfa-2811	86	17	returns	return	NOUN
ajfa-2811	86	18	of	of	ADP
ajfa-2811	86	19	indonesia	indonesia	PROPN
ajfa-2811	86	20	increases	increase	VERB
ajfa-2811	86	21	39.2	39.2	NUM
ajfa-2811	86	22	percent	percent	NOUN
ajfa-2811	86	23	;	;	PUNCT
ajfa-2811	86	24	malaysia	malaysia	PROPN
ajfa-2811	86	25	6	6	NUM
ajfa-2811	86	26	percent	percent	NOUN
ajfa-2811	86	27	;	;	PUNCT
ajfa-2811	86	28	philippine	philippine	NOUN
ajfa-2811	86	29	20.7	20.7	NUM
ajfa-2811	86	30	percent	percent	NOUN
ajfa-2811	86	31	;	;	PUNCT
ajfa-2811	86	32	singapore	singapore	PROPN
ajfa-2811	86	33	24	24	NUM
ajfa-2811	86	34	percent	percent	NOUN
ajfa-2811	86	35	and	and	CCONJ
ajfa-2811	86	36	thailand	thailand	PROPN
ajfa-2811	86	37	19.5	19.5	NUM
ajfa-2811	86	38	percent	percent	NOUN
ajfa-2811	86	39	.	.	PUNCT
ajfa-2811	87	1	the	the	DET
ajfa-2811	87	2	markets	market	NOUN
ajfa-2811	87	3	generally	generally	ADV
ajfa-2811	87	4	declined	decline	VERB
ajfa-2811	87	5	in	in	ADP
ajfa-2811	87	6	2008	2008	NUM
ajfa-2811	87	7	and	and	CCONJ
ajfa-2811	87	8	gained	gain	VERB
ajfa-2811	87	9	in	in	ADP
ajfa-2811	87	10	2009	2009	NUM
ajfa-2811	87	11	.	.	PUNCT
ajfa-2811	88	1	the	the	DET
ajfa-2811	88	2	five	five	NUM
ajfa-2811	88	3	closing	closing	NOUN
ajfa-2811	88	4	index	index	NOUN
ajfa-2811	88	5	values	value	NOUN
ajfa-2811	88	6	for	for	ADP
ajfa-2811	88	7	the	the	DET
ajfa-2811	88	8	period	period	NOUN
ajfa-2811	88	9	2008	2008	NUM
ajfa-2811	88	10	-	-	SYM
ajfa-2811	88	11	2012	2012	NUM
ajfa-2811	88	12	applied	apply	VERB
ajfa-2811	88	13	to	to	ADP
ajfa-2811	88	14	a	a	DET
ajfa-2811	88	15	regression	regression	NOUN
ajfa-2811	88	16	analysis	analysis	NOUN
ajfa-2811	88	17	.	.	PUNCT
ajfa-2811	89	1	the	the	DET
ajfa-2811	89	2	correlation	correlation	NOUN
ajfa-2811	89	3	coefficient	coefficient	NOUN
ajfa-2811	89	4	matrix	matrix	NOUN
ajfa-2811	89	5	indicates	indicate	VERB
ajfa-2811	89	6	the	the	DET
ajfa-2811	89	7	correlation	correlation	NOUN
ajfa-2811	89	8	among	among	ADP
ajfa-2811	89	9	all	all	PRON
ajfa-2811	89	10	of	of	ADP
ajfa-2811	89	11	the	the	DET
ajfa-2811	89	12	indexes	index	NOUN
ajfa-2811	89	13	that	that	PRON
ajfa-2811	89	14	asian	asian	ADJ
ajfa-2811	89	15	journal	journal	NOUN
ajfa-2811	89	16	of	of	ADP
ajfa-2811	89	17	finance	finance	PROPN
ajfa-2811	89	18	&	&	CCONJ
ajfa-2811	89	19	accounting	accounting	PROPN
ajfa-2811	89	20	issn	issn	PROPN
ajfa-2811	89	21	1946	1946	NUM
ajfa-2811	89	22	-	-	PUNCT
ajfa-2811	89	23	052x	052x	NOUN
ajfa-2811	89	24	2013	2013	NUM
ajfa-2811	89	25	,	,	PUNCT
ajfa-2811	89	26	vol	vol	NOUN
ajfa-2811	89	27	.	.	PROPN
ajfa-2811	90	1	5	5	NUM
ajfa-2811	90	2	,	,	PUNCT
ajfa-2811	90	3	no	no	INTJ
ajfa-2811	90	4	.	.	NOUN
ajfa-2811	90	5	1	1	NUM
ajfa-2811	90	6	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	90	7	452	452	NUM
ajfa-2811	90	8	calculated	calculate	VERB
ajfa-2811	90	9	by	by	ADP
ajfa-2811	90	10	pearson	pearson	PROPN
ajfa-2811	90	11	correlation	correlation	NOUN
ajfa-2811	90	12	coefficient	coefficient	NOUN
ajfa-2811	90	13	is	be	AUX
ajfa-2811	90	14	shown	show	VERB
ajfa-2811	90	15	in	in	ADP
ajfa-2811	90	16	table	table	NOUN
ajfa-2811	90	17	4	4	NUM
ajfa-2811	90	18	.	.	PUNCT
ajfa-2811	91	1	all	all	PRON
ajfa-2811	91	2	of	of	ADP
ajfa-2811	91	3	pair	pair	NOUN
ajfa-2811	91	4	markets	market	NOUN
ajfa-2811	91	5	have	have	VERB
ajfa-2811	91	6	similar	similar	ADJ
ajfa-2811	91	7	and	and	CCONJ
ajfa-2811	91	8	positive	positive	ADJ
ajfa-2811	91	9	correlation	correlation	NOUN
ajfa-2811	91	10	between	between	ADP
ajfa-2811	91	11	0.4	0.4	NUM
ajfa-2811	91	12	and	and	CCONJ
ajfa-2811	91	13	0.63	0.63	NUM
ajfa-2811	91	14	.	.	PUNCT
ajfa-2811	92	1	the	the	DET
ajfa-2811	92	2	highest	high	ADJ
ajfa-2811	92	3	correlation	correlation	NOUN
ajfa-2811	92	4	0.628	0.628	NUM
ajfa-2811	92	5	was	be	AUX
ajfa-2811	92	6	between	between	ADP
ajfa-2811	92	7	the	the	DET
ajfa-2811	92	8	jakarta	jakarta	PROPN
ajfa-2811	92	9	composite	composite	PROPN
ajfa-2811	92	10	(	(	PUNCT
ajfa-2811	92	11	indonesia	indonesia	PROPN
ajfa-2811	92	12	)	)	PUNCT
ajfa-2811	92	13	and	and	CCONJ
ajfa-2811	92	14	the	the	DET
ajfa-2811	92	15	straits	strait	NOUN
ajfa-2811	92	16	times	times	PROPN
ajfa-2811	92	17	(	(	PUNCT
ajfa-2811	92	18	singapore	singapore	PROPN
ajfa-2811	92	19	)	)	PUNCT
ajfa-2811	92	20	index	index	NOUN
ajfa-2811	92	21	.	.	PUNCT
ajfa-2811	93	1	4.4	4.4	NUM
ajfa-2811	93	2	the	the	DET
ajfa-2811	93	3	day	day	NOUN
ajfa-2811	93	4	of	of	ADP
ajfa-2811	93	5	the	the	DET
ajfa-2811	93	6	week	week	NOUN
ajfa-2811	93	7	effect	effect	NOUN
ajfa-2811	93	8	the	the	DET
ajfa-2811	93	9	kruskal	kruskal	PROPN
ajfa-2811	93	10	-	-	PUNCT
ajfa-2811	93	11	wallis	wallis	PROPN
ajfa-2811	93	12	test	test	NOUN
ajfa-2811	93	13	is	be	AUX
ajfa-2811	93	14	used	use	VERB
ajfa-2811	93	15	to	to	PART
ajfa-2811	93	16	examine	examine	VERB
ajfa-2811	93	17	the	the	DET
ajfa-2811	93	18	day	day	NOUN
ajfa-2811	93	19	of	of	ADP
ajfa-2811	93	20	the	the	DET
ajfa-2811	93	21	week	week	NOUN
ajfa-2811	93	22	effect	effect	NOUN
ajfa-2811	93	23	by	by	ADP
ajfa-2811	93	24	following	follow	VERB
ajfa-2811	93	25	null	null	ADJ
ajfa-2811	93	26	hypothesis	hypothesis	NOUN
ajfa-2811	93	27	and	and	CCONJ
ajfa-2811	93	28	the	the	DET
ajfa-2811	93	29	alternate	alternate	ADJ
ajfa-2811	93	30	hypothesis	hypothesis	NOUN
ajfa-2811	93	31	for	for	ADP
ajfa-2811	93	32	each	each	DET
ajfa-2811	93	33	stock	stock	NOUN
ajfa-2811	93	34	market	market	NOUN
ajfa-2811	93	35	.	.	PUNCT
ajfa-2811	94	1	h0	h0	PROPN
ajfa-2811	94	2	:	:	PUNCT
ajfa-2811	94	3	there	there	PRON
ajfa-2811	94	4	is	be	VERB
ajfa-2811	94	5	equality	equality	NOUN
ajfa-2811	94	6	among	among	ADP
ajfa-2811	94	7	the	the	DET
ajfa-2811	94	8	days	day	NOUN
ajfa-2811	94	9	of	of	ADP
ajfa-2811	94	10	the	the	DET
ajfa-2811	94	11	week	week	NOUN
ajfa-2811	94	12	returns	return	NOUN
ajfa-2811	94	13	;	;	PUNCT
ajfa-2811	94	14	h1	h1	X
ajfa-2811	94	15	:	:	PUNCT
ajfa-2811	94	16	there	there	PRON
ajfa-2811	94	17	is	be	VERB
ajfa-2811	94	18	not	not	PART
ajfa-2811	94	19	equality	equality	NOUN
ajfa-2811	94	20	among	among	ADP
ajfa-2811	94	21	the	the	DET
ajfa-2811	94	22	days	day	NOUN
ajfa-2811	94	23	of	of	ADP
ajfa-2811	94	24	the	the	DET
ajfa-2811	94	25	week	week	NOUN
ajfa-2811	94	26	returns	return	NOUN
ajfa-2811	94	27	.	.	PUNCT
ajfa-2811	95	1	if	if	SCONJ
ajfa-2811	95	2	the	the	DET
ajfa-2811	95	3	assumption	assumption	NOUN
ajfa-2811	95	4	reject	reject	VERB
ajfa-2811	95	5	the	the	DET
ajfa-2811	95	6	equality	equality	NOUN
ajfa-2811	95	7	among	among	ADP
ajfa-2811	95	8	the	the	DET
ajfa-2811	95	9	days	day	NOUN
ajfa-2811	95	10	of	of	ADP
ajfa-2811	95	11	the	the	DET
ajfa-2811	95	12	week	week	NOUN
ajfa-2811	95	13	returns	return	NOUN
ajfa-2811	95	14	,	,	PUNCT
ajfa-2811	95	15	this	this	PRON
ajfa-2811	95	16	means	mean	VERB
ajfa-2811	95	17	that	that	SCONJ
ajfa-2811	95	18	there	there	PRON
ajfa-2811	95	19	is	be	VERB
ajfa-2811	95	20	a	a	DET
ajfa-2811	95	21	difference	difference	NOUN
ajfa-2811	95	22	in	in	ADP
ajfa-2811	95	23	the	the	DET
ajfa-2811	95	24	returns	return	NOUN
ajfa-2811	95	25	across	across	ADP
ajfa-2811	95	26	the	the	DET
ajfa-2811	95	27	days	day	NOUN
ajfa-2811	95	28	of	of	ADP
ajfa-2811	95	29	the	the	DET
ajfa-2811	95	30	week	week	NOUN
ajfa-2811	95	31	and	and	CCONJ
ajfa-2811	95	32	exist	exist	VERB
ajfa-2811	95	33	the	the	DET
ajfa-2811	95	34	presence	presence	NOUN
ajfa-2811	95	35	a	a	DET
ajfa-2811	95	36	day	day	NOUN
ajfa-2811	95	37	-	-	PUNCT
ajfa-2811	95	38	of	of	ADP
ajfa-2811	95	39	-	-	PUNCT
ajfa-2811	95	40	the	the	DET
ajfa-2811	95	41	-	-	PUNCT
ajfa-2811	95	42	week	week	NOUN
ajfa-2811	95	43	effect	effect	NOUN
ajfa-2811	95	44	on	on	ADP
ajfa-2811	95	45	the	the	DET
ajfa-2811	95	46	returns	return	NOUN
ajfa-2811	95	47	that	that	PRON
ajfa-2811	95	48	in	in	ADP
ajfa-2811	95	49	our	our	PRON
ajfa-2811	95	50	study	study	NOUN
ajfa-2811	95	51	accrues	accrue	VERB
ajfa-2811	95	52	only	only	ADV
ajfa-2811	95	53	in	in	ADP
ajfa-2811	95	54	indonesia	indonesia	PROPN
ajfa-2811	95	55	.	.	PUNCT
ajfa-2811	96	1	the	the	DET
ajfa-2811	96	2	results	result	NOUN
ajfa-2811	96	3	of	of	ADP
ajfa-2811	96	4	kruskal	kruskal	PROPN
ajfa-2811	96	5	-	-	PUNCT
ajfa-2811	96	6	wallis	wallis	PROPN
ajfa-2811	96	7	test	test	NOUN
ajfa-2811	96	8	at	at	ADP
ajfa-2811	96	9	the	the	DET
ajfa-2811	96	10	5	5	NUM
ajfa-2811	96	11	percent	percent	NOUN
ajfa-2811	96	12	level	level	NOUN
ajfa-2811	96	13	show	show	NOUN
ajfa-2811	96	14	that	that	SCONJ
ajfa-2811	96	15	the	the	DET
ajfa-2811	96	16	chi	chi	ADJ
ajfa-2811	96	17	-	-	PUNCT
ajfa-2811	96	18	square	square	ADJ
ajfa-2811	96	19	statistics	statistic	NOUN
ajfa-2811	96	20	values	value	NOUN
ajfa-2811	96	21	are	be	AUX
ajfa-2811	96	22	not	not	PART
ajfa-2811	96	23	significant	significant	ADJ
ajfa-2811	96	24	for	for	ADP
ajfa-2811	96	25	all	all	DET
ajfa-2811	96	26	markets	market	NOUN
ajfa-2811	96	27	except	except	SCONJ
ajfa-2811	96	28	indonesia	indonesia	PROPN
ajfa-2811	96	29	.	.	PUNCT
ajfa-2811	97	1	in	in	ADP
ajfa-2811	97	2	terms	term	NOUN
ajfa-2811	97	3	of	of	ADP
ajfa-2811	97	4	what	what	PRON
ajfa-2811	97	5	obtained	obtain	VERB
ajfa-2811	97	6	in	in	ADP
ajfa-2811	97	7	table	table	NOUN
ajfa-2811	97	8	5	5	NUM
ajfa-2811	97	9	,	,	PUNCT
ajfa-2811	97	10	these	these	DET
ajfa-2811	97	11	results	result	NOUN
ajfa-2811	97	12	support	support	VERB
ajfa-2811	97	13	the	the	DET
ajfa-2811	97	14	existence	existence	NOUN
ajfa-2811	97	15	the	the	DET
ajfa-2811	97	16	day	day	NOUN
ajfa-2811	97	17	of	of	ADP
ajfa-2811	97	18	the	the	DET
ajfa-2811	97	19	week	week	NOUN
ajfa-2811	97	20	effect	effect	NOUN
ajfa-2811	97	21	just	just	ADV
ajfa-2811	97	22	indonesia	indonesia	PROPN
ajfa-2811	97	23	stock	stock	NOUN
ajfa-2811	97	24	return	return	NOUN
ajfa-2811	97	25	in	in	ADP
ajfa-2811	97	26	terms	term	NOUN
ajfa-2811	97	27	of	of	ADP
ajfa-2811	97	28	the	the	DET
ajfa-2811	97	29	result	result	NOUN
ajfa-2811	97	30	of	of	ADP
ajfa-2811	97	31	analysis	analysis	NOUN
ajfa-2811	97	32	of	of	ADP
ajfa-2811	97	33	daily	daily	ADJ
ajfa-2811	97	34	returns	return	NOUN
ajfa-2811	97	35	for	for	ADP
ajfa-2811	97	36	the	the	DET
ajfa-2811	97	37	kuala	kuala	PROPN
ajfa-2811	97	38	lumpur	lumpur	PROPN
ajfa-2811	97	39	composite	composite	PROPN
ajfa-2811	97	40	(	(	PUNCT
ajfa-2811	97	41	malaysia	malaysia	PROPN
ajfa-2811	97	42	)	)	PUNCT
ajfa-2811	97	43	;	;	PUNCT
ajfa-2811	97	44	jakarta	jakarta	PROPN
ajfa-2811	97	45	composite	composite	PROPN
ajfa-2811	97	46	(	(	PUNCT
ajfa-2811	97	47	indonesia	indonesia	PROPN
ajfa-2811	97	48	)	)	PUNCT
ajfa-2811	97	49	;	;	PUNCT
ajfa-2811	97	50	manila	manila	PROPN
ajfa-2811	97	51	composite	composite	NOUN
ajfa-2811	97	52	(	(	PUNCT
ajfa-2811	97	53	philippines	philippine	NOUN
ajfa-2811	97	54	)	)	PUNCT
ajfa-2811	97	55	;	;	PUNCT
ajfa-2811	97	56	straits	strait	NOUN
ajfa-2811	97	57	times	times	PROPN
ajfa-2811	97	58	(	(	PUNCT
ajfa-2811	97	59	singapore	singapore	PROPN
ajfa-2811	97	60	)	)	PUNCT
ajfa-2811	97	61	;	;	PUNCT
ajfa-2811	97	62	set	set	VERB
ajfa-2811	97	63	(	(	PUNCT
ajfa-2811	97	64	thailand	thailand	PROPN
ajfa-2811	97	65	)	)	PUNCT
ajfa-2811	97	66	stock	stock	NOUN
ajfa-2811	97	67	markets	market	NOUN
ajfa-2811	97	68	from	from	ADP
ajfa-2811	97	69	2008	2008	NUM
ajfa-2811	97	70	to	to	ADP
ajfa-2811	97	71	2012	2012	NUM
ajfa-2811	97	72	.	.	PUNCT
ajfa-2811	98	1	4.5	4.5	NUM
ajfa-2811	98	2	homoskedasticity	homoskedasticity	NOUN
ajfa-2811	98	3	the	the	DET
ajfa-2811	98	4	equality	equality	NOUN
ajfa-2811	98	5	of	of	ADP
ajfa-2811	98	6	the	the	DET
ajfa-2811	98	7	standard	standard	ADJ
ajfa-2811	98	8	deviations	deviation	NOUN
ajfa-2811	98	9	examined	examine	VERB
ajfa-2811	98	10	by	by	ADP
ajfa-2811	98	11	the	the	DET
ajfa-2811	98	12	levene	levene	NOUN
ajfa-2811	98	13	’s	’s	PART
ajfa-2811	98	14	test	test	NOUN
ajfa-2811	98	15	employed	employ	VERB
ajfa-2811	98	16	across	across	ADP
ajfa-2811	98	17	the	the	DET
ajfa-2811	98	18	day	day	NOUN
ajfa-2811	98	19	of	of	ADP
ajfa-2811	98	20	the	the	DET
ajfa-2811	98	21	week	week	NOUN
ajfa-2811	98	22	.	.	PUNCT
ajfa-2811	99	1	as	as	ADP
ajfa-2811	99	2	a	a	DET
ajfa-2811	99	3	result	result	NOUN
ajfa-2811	99	4	of	of	ADP
ajfa-2811	99	5	table	table	NOUN
ajfa-2811	99	6	6	6	NUM
ajfa-2811	99	7	,	,	PUNCT
ajfa-2811	99	8	the	the	DET
ajfa-2811	99	9	assumptions	assumption	NOUN
ajfa-2811	99	10	of	of	ADP
ajfa-2811	99	11	homoscedasticity	homoscedasticity	NOUN
ajfa-2811	99	12	were	be	AUX
ajfa-2811	99	13	met	meet	VERB
ajfa-2811	99	14	in	in	ADP
ajfa-2811	99	15	indonesia	indonesia	PROPN
ajfa-2811	99	16	and	and	CCONJ
ajfa-2811	99	17	malaysia	malaysia	PROPN
ajfa-2811	99	18	.	.	PUNCT
ajfa-2811	100	1	philippine	philippine	PROPN
ajfa-2811	100	2	,	,	PUNCT
ajfa-2811	100	3	thailand	thailand	PROPN
ajfa-2811	100	4	and	and	CCONJ
ajfa-2811	100	5	singapore	singapore	PROPN
ajfa-2811	100	6	have	have	VERB
ajfa-2811	100	7	highly	highly	ADV
ajfa-2811	100	8	significant	significant	ADJ
ajfa-2811	100	9	levene	levene	NOUN
ajfa-2811	100	10	’s	’s	PART
ajfa-2811	100	11	statistic	statistic	NOUN
ajfa-2811	100	12	(	(	PUNCT
ajfa-2811	100	13	at	at	ADP
ajfa-2811	100	14	the	the	DET
ajfa-2811	100	15	5	5	NUM
ajfa-2811	100	16	percent	percent	NOUN
ajfa-2811	100	17	level	level	NOUN
ajfa-2811	100	18	)	)	PUNCT
ajfa-2811	100	19	respectively	respectively	ADV
ajfa-2811	100	20	.	.	PUNCT
ajfa-2811	101	1	it	it	PRON
ajfa-2811	101	2	can	can	AUX
ajfa-2811	101	3	be	be	AUX
ajfa-2811	101	4	concluded	conclude	VERB
ajfa-2811	101	5	that	that	SCONJ
ajfa-2811	101	6	in	in	ADP
ajfa-2811	101	7	the	the	DET
ajfa-2811	101	8	indonesia	indonesia	PROPN
ajfa-2811	101	9	and	and	CCONJ
ajfa-2811	101	10	malaysia	malaysia	PROPN
ajfa-2811	101	11	markets	market	NOUN
ajfa-2811	101	12	,	,	PUNCT
ajfa-2811	101	13	the	the	DET
ajfa-2811	101	14	daily	daily	ADJ
ajfa-2811	101	15	return	return	NOUN
ajfa-2811	101	16	seasonalities	seasonalitie	NOUN
ajfa-2811	101	17	are	be	AUX
ajfa-2811	101	18	not	not	PART
ajfa-2811	101	19	accompanied	accompany	VERB
ajfa-2811	101	20	by	by	ADP
ajfa-2811	101	21	any	any	DET
ajfa-2811	101	22	volatility	volatility	NOUN
ajfa-2811	101	23	seasonality	seasonality	NOUN
ajfa-2811	101	24	and	and	CCONJ
ajfa-2811	101	25	investing	invest	VERB
ajfa-2811	101	26	on	on	ADP
ajfa-2811	101	27	the	the	DET
ajfa-2811	101	28	low	low	ADJ
ajfa-2811	101	29	or	or	CCONJ
ajfa-2811	101	30	high	high	ADJ
ajfa-2811	101	31	return	return	NOUN
ajfa-2811	101	32	during	during	ADP
ajfa-2811	101	33	weekdays	weekday	NOUN
ajfa-2811	101	34	does	do	AUX
ajfa-2811	101	35	not	not	PART
ajfa-2811	101	36	necessarily	necessarily	ADV
ajfa-2811	101	37	means	mean	VERB
ajfa-2811	101	38	that	that	SCONJ
ajfa-2811	101	39	risk	risk	NOUN
ajfa-2811	101	40	is	be	AUX
ajfa-2811	101	41	also	also	ADV
ajfa-2811	101	42	low	low	ADJ
ajfa-2811	101	43	or	or	CCONJ
ajfa-2811	101	44	high	high	ADJ
ajfa-2811	101	45	.	.	PUNCT
ajfa-2811	102	1	it	it	PRON
ajfa-2811	102	2	is	be	AUX
ajfa-2811	102	3	interesting	interesting	ADJ
ajfa-2811	102	4	to	to	PART
ajfa-2811	102	5	note	note	VERB
ajfa-2811	102	6	that	that	SCONJ
ajfa-2811	102	7	for	for	ADP
ajfa-2811	102	8	philippine	philippine	NOUN
ajfa-2811	102	9	that	that	PRON
ajfa-2811	102	10	has	have	VERB
ajfa-2811	102	11	a	a	DET
ajfa-2811	102	12	highly	highly	ADV
ajfa-2811	102	13	significant	significant	ADJ
ajfa-2811	102	14	levene	levene	NOUN
ajfa-2811	102	15	’s	’s	PART
ajfa-2811	102	16	statistic	statistic	NOUN
ajfa-2811	102	17	,	,	PUNCT
ajfa-2811	102	18	the	the	DET
ajfa-2811	102	19	highest	high	ADJ
ajfa-2811	102	20	return	return	NOUN
ajfa-2811	102	21	occurs	occur	VERB
ajfa-2811	102	22	on	on	ADP
ajfa-2811	102	23	wednesday	wednesday	PROPN
ajfa-2811	102	24	,	,	PUNCT
ajfa-2811	102	25	the	the	DET
ajfa-2811	102	26	same	same	ADJ
ajfa-2811	102	27	day	day	NOUN
ajfa-2811	102	28	that	that	SCONJ
ajfa-2811	102	29	the	the	DET
ajfa-2811	102	30	markets	market	NOUN
ajfa-2811	102	31	experiences	experience	VERB
ajfa-2811	102	32	the	the	DET
ajfa-2811	102	33	lowest	low	ADJ
ajfa-2811	102	34	standard	standard	ADJ
ajfa-2811	102	35	deviation	deviation	NOUN
ajfa-2811	102	36	.	.	PUNCT
ajfa-2811	103	1	in	in	ADP
ajfa-2811	103	2	thailand	thailand	PROPN
ajfa-2811	103	3	and	and	CCONJ
ajfa-2811	103	4	singapore	singapore	PROPN
ajfa-2811	103	5	that	that	PRON
ajfa-2811	103	6	have	have	VERB
ajfa-2811	103	7	high	high	ADJ
ajfa-2811	103	8	significant	significant	ADJ
ajfa-2811	103	9	levene	levene	NOUN
ajfa-2811	103	10	’s	’s	PART
ajfa-2811	103	11	statistic	statistic	NOUN
ajfa-2811	103	12	,	,	PUNCT
ajfa-2811	103	13	the	the	DET
ajfa-2811	103	14	lowest	low	ADJ
ajfa-2811	103	15	return	return	NOUN
ajfa-2811	103	16	occurs	occur	VERB
ajfa-2811	103	17	on	on	ADP
ajfa-2811	103	18	monday	monday	PROPN
ajfa-2811	103	19	when	when	SCONJ
ajfa-2811	103	20	the	the	DET
ajfa-2811	103	21	market	market	NOUN
ajfa-2811	103	22	experiences	experience	VERB
ajfa-2811	103	23	the	the	DET
ajfa-2811	103	24	highest	high	ADJ
ajfa-2811	103	25	standard	standard	ADJ
ajfa-2811	103	26	deviation	deviation	NOUN
ajfa-2811	103	27	.	.	PUNCT
ajfa-2811	104	1	this	this	DET
ajfa-2811	104	2	observation	observation	NOUN
ajfa-2811	104	3	seems	seem	VERB
ajfa-2811	104	4	compatible	compatible	ADJ
ajfa-2811	104	5	with	with	ADP
ajfa-2811	104	6	the	the	DET
ajfa-2811	104	7	trade	trade	NOUN
ajfa-2811	104	8	-	-	PUNCT
ajfa-2811	104	9	off	off	NOUN
ajfa-2811	104	10	of	of	ADP
ajfa-2811	104	11	normal	normal	ADJ
ajfa-2811	104	12	risk	risk	NOUN
ajfa-2811	104	13	return	return	NOUN
ajfa-2811	104	14	for	for	ADP
ajfa-2811	104	15	higher	high	ADJ
ajfa-2811	104	16	returns	return	NOUN
ajfa-2811	104	17	as	as	ADV
ajfa-2811	104	18	well	well	ADV
ajfa-2811	104	19	as	as	ADP
ajfa-2811	104	20	relationships	relationship	NOUN
ajfa-2811	104	21	among	among	ADP
ajfa-2811	104	22	higher	high	ADJ
ajfa-2811	104	23	risk	risk	NOUN
ajfa-2811	104	24	returns	return	NOUN
ajfa-2811	104	25	and	and	CCONJ
ajfa-2811	104	26	lower	low	ADJ
ajfa-2811	104	27	risk	risk	NOUN
ajfa-2811	104	28	returns	return	NOUN
ajfa-2811	104	29	.	.	PUNCT
ajfa-2811	105	1	5	5	X
ajfa-2811	105	2	.	.	X
ajfa-2811	105	3	conclusion	conclusion	NOUN
ajfa-2811	105	4	this	this	DET
ajfa-2811	105	5	study	study	NOUN
ajfa-2811	105	6	analyzed	analyze	VERB
ajfa-2811	105	7	the	the	DET
ajfa-2811	105	8	day	day	NOUN
ajfa-2811	105	9	-	-	PUNCT
ajfa-2811	105	10	of	of	ADP
ajfa-2811	105	11	-	-	PUNCT
ajfa-2811	105	12	the	the	DET
ajfa-2811	105	13	-	-	PUNCT
ajfa-2811	105	14	week	week	NOUN
ajfa-2811	105	15	effect	effect	NOUN
ajfa-2811	105	16	,	,	PUNCT
ajfa-2811	105	17	annual	annual	ADJ
ajfa-2811	105	18	returns	return	NOUN
ajfa-2811	105	19	and	and	CCONJ
ajfa-2811	105	20	the	the	DET
ajfa-2811	105	21	volatility	volatility	NOUN
ajfa-2811	105	22	of	of	ADP
ajfa-2811	105	23	daily	daily	ADJ
ajfa-2811	105	24	returns	return	NOUN
ajfa-2811	105	25	of	of	ADP
ajfa-2811	105	26	five	five	NUM
ajfa-2811	105	27	southeast	southeast	NOUN
ajfa-2811	105	28	of	of	ADP
ajfa-2811	105	29	asia	asia	PROPN
ajfa-2811	105	30	stock	stock	NOUN
ajfa-2811	105	31	markets	market	NOUN
ajfa-2811	105	32	.	.	PUNCT
ajfa-2811	106	1	the	the	DET
ajfa-2811	106	2	results	result	NOUN
ajfa-2811	106	3	of	of	ADP
ajfa-2811	106	4	the	the	DET
ajfa-2811	106	5	kruskal	kruskal	PROPN
ajfa-2811	106	6	-	-	PUNCT
ajfa-2811	106	7	wallis	wallis	PROPN
ajfa-2811	106	8	test	test	NOUN
ajfa-2811	106	9	show	show	VERB
ajfa-2811	106	10	the	the	DET
ajfa-2811	106	11	presence	presence	NOUN
ajfa-2811	106	12	of	of	ADP
ajfa-2811	106	13	the	the	DET
ajfa-2811	106	14	day	day	NOUN
ajfa-2811	106	15	of	of	ADP
ajfa-2811	106	16	the	the	DET
ajfa-2811	106	17	week	week	NOUN
ajfa-2811	106	18	effect	effect	NOUN
ajfa-2811	106	19	only	only	ADV
ajfa-2811	106	20	in	in	ADP
ajfa-2811	106	21	indonesia	indonesia	PROPN
ajfa-2811	106	22	and	and	CCONJ
ajfa-2811	106	23	other	other	ADJ
ajfa-2811	106	24	stock	stock	NOUN
ajfa-2811	106	25	returns	return	NOUN
ajfa-2811	106	26	including	include	VERB
ajfa-2811	106	27	malaysia	malaysia	PROPN
ajfa-2811	106	28	,	,	PUNCT
ajfa-2811	106	29	philippine	philippine	PROPN
ajfa-2811	106	30	;	;	PUNCT
ajfa-2811	106	31	singapore	singapore	PROPN
ajfa-2811	106	32	and	and	CCONJ
ajfa-2811	106	33	thailand	thailand	PROPN
ajfa-2811	106	34	do	do	AUX
ajfa-2811	106	35	not	not	PART
ajfa-2811	106	36	provide	provide	VERB
ajfa-2811	106	37	the	the	DET
ajfa-2811	106	38	existence	existence	NOUN
ajfa-2811	106	39	of	of	ADP
ajfa-2811	106	40	the	the	DET
ajfa-2811	106	41	daily	daily	ADJ
ajfa-2811	106	42	effect	effect	NOUN
ajfa-2811	106	43	.	.	PUNCT
ajfa-2811	107	1	we	we	PRON
ajfa-2811	107	2	attempted	attempt	VERB
ajfa-2811	107	3	to	to	PART
ajfa-2811	107	4	investigate	investigate	VERB
ajfa-2811	107	5	the	the	DET
ajfa-2811	107	6	high	high	ADJ
ajfa-2811	107	7	volatility	volatility	NOUN
ajfa-2811	107	8	in	in	ADP
ajfa-2811	107	9	daily	daily	ADJ
ajfa-2811	107	10	observation	observation	NOUN
ajfa-2811	107	11	of	of	ADP
ajfa-2811	107	12	southeast	southeast	NOUN
ajfa-2811	107	13	of	of	ADP
ajfa-2811	107	14	asia	asia	PROPN
ajfa-2811	107	15	stock	stock	NOUN
ajfa-2811	107	16	market	market	NOUN
ajfa-2811	107	17	.	.	PUNCT
ajfa-2811	108	1	indonesia	indonesia	PROPN
ajfa-2811	108	2	and	and	CCONJ
ajfa-2811	108	3	thailand	thailand	PROPN
ajfa-2811	108	4	recorded	record	VERB
ajfa-2811	108	5	the	the	DET
ajfa-2811	108	6	maximum	maximum	ADJ
ajfa-2811	108	7	and	and	CCONJ
ajfa-2811	108	8	minimum	minimum	ADJ
ajfa-2811	108	9	returns	return	NOUN
ajfa-2811	108	10	.	.	PUNCT
ajfa-2811	109	1	the	the	DET
ajfa-2811	109	2	results	result	NOUN
ajfa-2811	109	3	of	of	ADP
ajfa-2811	109	4	asian	asian	ADJ
ajfa-2811	109	5	journal	journal	NOUN
ajfa-2811	109	6	of	of	ADP
ajfa-2811	109	7	finance	finance	PROPN
ajfa-2811	109	8	&	&	CCONJ
ajfa-2811	109	9	accounting	accounting	PROPN
ajfa-2811	109	10	issn	issn	PROPN
ajfa-2811	109	11	1946	1946	NUM
ajfa-2811	109	12	-	-	PUNCT
ajfa-2811	109	13	052x	052x	NOUN
ajfa-2811	109	14	2013	2013	NUM
ajfa-2811	109	15	,	,	PUNCT
ajfa-2811	109	16	vol	vol	NOUN
ajfa-2811	109	17	.	.	PROPN
ajfa-2811	109	18	5	5	NUM
ajfa-2811	109	19	,	,	PUNCT
ajfa-2811	109	20	no	no	INTJ
ajfa-2811	109	21	.	.	NOUN
ajfa-2811	109	22	1	1	NUM
ajfa-2811	109	23	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	109	24	453	453	NUM
ajfa-2811	109	25	the	the	DET
ajfa-2811	109	26	other	other	ADJ
ajfa-2811	109	27	indicators	indicator	NOUN
ajfa-2811	109	28	of	of	ADP
ajfa-2811	109	29	return	return	NOUN
ajfa-2811	109	30	volatility	volatility	NOUN
ajfa-2811	109	31	had	have	VERB
ajfa-2811	109	32	also	also	ADV
ajfa-2811	109	33	high	high	ADJ
ajfa-2811	109	34	value	value	NOUN
ajfa-2811	109	35	of	of	ADP
ajfa-2811	109	36	these	these	DET
ajfa-2811	109	37	two	two	NUM
ajfa-2811	109	38	indexes	index	NOUN
ajfa-2811	109	39	.	.	PUNCT
ajfa-2811	110	1	philippine	philippine	PROPN
ajfa-2811	110	2	,	,	PUNCT
ajfa-2811	110	3	thailand	thailand	PROPN
ajfa-2811	110	4	and	and	CCONJ
ajfa-2811	110	5	singapore	singapore	PROPN
ajfa-2811	110	6	have	have	VERB
ajfa-2811	110	7	high	high	ADJ
ajfa-2811	110	8	significant	significant	ADJ
ajfa-2811	110	9	levene	levene	NOUN
ajfa-2811	110	10	’s	’s	PART
ajfa-2811	110	11	statistic	statistic	ADJ
ajfa-2811	110	12	value	value	NOUN
ajfa-2811	110	13	at	at	ADP
ajfa-2811	110	14	the	the	DET
ajfa-2811	110	15	5	5	NUM
ajfa-2811	110	16	percent	percent	NOUN
ajfa-2811	110	17	level	level	NOUN
ajfa-2811	110	18	,	,	PUNCT
ajfa-2811	110	19	respectively	respectively	ADV
ajfa-2811	110	20	.	.	PUNCT
ajfa-2811	111	1	so	so	ADV
ajfa-2811	111	2	,	,	PUNCT
ajfa-2811	111	3	the	the	DET
ajfa-2811	111	4	assumptions	assumption	NOUN
ajfa-2811	111	5	of	of	ADP
ajfa-2811	111	6	homoscedasticity	homoscedasticity	NOUN
ajfa-2811	111	7	were	be	AUX
ajfa-2811	111	8	met	meet	VERB
ajfa-2811	111	9	in	in	ADP
ajfa-2811	111	10	indonesia	indonesia	PROPN
ajfa-2811	111	11	and	and	CCONJ
ajfa-2811	111	12	malaysia	malaysia	PROPN
ajfa-2811	111	13	.	.	PUNCT
ajfa-2811	112	1	all	all	PRON
ajfa-2811	112	2	of	of	ADP
ajfa-2811	112	3	five	five	NUM
ajfa-2811	112	4	stock	stock	NOUN
ajfa-2811	112	5	return	return	NOUN
ajfa-2811	112	6	indexes	index	NOUN
ajfa-2811	112	7	decreased	decrease	VERB
ajfa-2811	112	8	significantly	significantly	ADV
ajfa-2811	112	9	in	in	ADP
ajfa-2811	112	10	last	last	ADJ
ajfa-2811	112	11	of	of	ADP
ajfa-2811	112	12	2008	2008	NUM
ajfa-2811	112	13	then	then	ADV
ajfa-2811	112	14	they	they	PRON
ajfa-2811	112	15	increased	increase	VERB
ajfa-2811	112	16	between	between	ADP
ajfa-2811	112	17	beginning	beginning	NOUN
ajfa-2811	112	18	of	of	ADP
ajfa-2811	112	19	2009	2009	NUM
ajfa-2811	112	20	and	and	CCONJ
ajfa-2811	112	21	2012	2012	NUM
ajfa-2811	112	22	.	.	PUNCT
ajfa-2811	113	1	the	the	DET
ajfa-2811	113	2	changes	change	NOUN
ajfa-2811	113	3	in	in	ADP
ajfa-2811	113	4	annual	annual	ADJ
ajfa-2811	113	5	closing	closing	NOUN
ajfa-2811	113	6	values	value	NOUN
ajfa-2811	113	7	of	of	ADP
ajfa-2811	113	8	the	the	DET
ajfa-2811	113	9	indexes	index	NOUN
ajfa-2811	113	10	indicate	indicate	VERB
ajfa-2811	113	11	that	that	SCONJ
ajfa-2811	113	12	in	in	ADP
ajfa-2811	113	13	general	general	ADJ
ajfa-2811	113	14	,	,	PUNCT
ajfa-2811	113	15	the	the	DET
ajfa-2811	113	16	markets	market	NOUN
ajfa-2811	113	17	seem	seem	VERB
ajfa-2811	113	18	to	to	PART
ajfa-2811	113	19	gain	gain	VERB
ajfa-2811	113	20	and	and	CCONJ
ajfa-2811	113	21	lose	lose	VERB
ajfa-2811	113	22	simultaneously	simultaneously	ADV
ajfa-2811	113	23	.	.	PUNCT
ajfa-2811	114	1	however	however	ADV
ajfa-2811	114	2	indonesia	indonesia	PROPN
ajfa-2811	114	3	experienced	experience	VERB
ajfa-2811	114	4	the	the	DET
ajfa-2811	114	5	greatest	great	ADJ
ajfa-2811	114	6	percentage	percentage	NOUN
ajfa-2811	114	7	increase	increase	NOUN
ajfa-2811	114	8	in	in	ADP
ajfa-2811	114	9	this	this	DET
ajfa-2811	114	10	period	period	NOUN
ajfa-2811	114	11	,	,	PUNCT
ajfa-2811	114	12	malaysia	malaysia	PROPN
ajfa-2811	114	13	experienced	experience	VERB
ajfa-2811	114	14	the	the	DET
ajfa-2811	114	15	lowest	low	ADJ
ajfa-2811	114	16	increase	increase	NOUN
ajfa-2811	114	17	between	between	ADP
ajfa-2811	114	18	other	other	ADJ
ajfa-2811	114	19	markets	market	NOUN
ajfa-2811	114	20	.	.	PUNCT
ajfa-2811	115	1	generally	generally	ADV
ajfa-2811	115	2	,	,	PUNCT
ajfa-2811	115	3	all	all	PRON
ajfa-2811	115	4	of	of	ADP
ajfa-2811	115	5	the	the	DET
ajfa-2811	115	6	stock	stock	NOUN
ajfa-2811	115	7	markets	market	NOUN
ajfa-2811	115	8	in	in	ADP
ajfa-2811	115	9	this	this	DET
ajfa-2811	115	10	study	study	NOUN
ajfa-2811	115	11	have	have	AUX
ajfa-2811	115	12	grown	grow	VERB
ajfa-2811	115	13	after	after	ADP
ajfa-2811	115	14	a	a	DET
ajfa-2811	115	15	decline	decline	NOUN
ajfa-2811	115	16	in	in	ADP
ajfa-2811	115	17	the	the	DET
ajfa-2811	115	18	last	last	ADJ
ajfa-2811	115	19	months	month	NOUN
ajfa-2811	115	20	of	of	ADP
ajfa-2811	115	21	2008	2008	NUM
ajfa-2811	115	22	.	.	PUNCT
ajfa-2811	116	1	the	the	DET
ajfa-2811	116	2	correlation	correlation	NOUN
ajfa-2811	116	3	coefficient	coefficient	NOUN
ajfa-2811	116	4	matrix	matrix	NOUN
ajfa-2811	116	5	indicates	indicate	VERB
ajfa-2811	116	6	that	that	SCONJ
ajfa-2811	116	7	the	the	DET
ajfa-2811	116	8	correlation	correlation	NOUN
ajfa-2811	116	9	among	among	ADP
ajfa-2811	116	10	all	all	PRON
ajfa-2811	116	11	of	of	ADP
ajfa-2811	116	12	the	the	DET
ajfa-2811	116	13	indexes	index	NOUN
ajfa-2811	116	14	is	be	AUX
ajfa-2811	116	15	positive	positive	ADJ
ajfa-2811	116	16	;	;	PUNCT
ajfa-2811	116	17	between	between	ADP
ajfa-2811	116	18	0.4	0.4	NUM
ajfa-2811	116	19	and	and	CCONJ
ajfa-2811	116	20	0.6	0.6	NUM
ajfa-2811	116	21	.	.	PUNCT
ajfa-2811	117	1	acknowledgement	acknowledgement	NOUN
ajfa-2811	117	2	the	the	DET
ajfa-2811	117	3	authors	author	NOUN
ajfa-2811	117	4	would	would	AUX
ajfa-2811	117	5	like	like	VERB
ajfa-2811	117	6	to	to	PART
ajfa-2811	117	7	thank	thank	VERB
ajfa-2811	117	8	of	of	ADP
ajfa-2811	117	9	universiti	universiti	PROPN
ajfa-2811	117	10	teknologi	teknologi	PROPN
ajfa-2811	117	11	malaysia	malaysia	PROPN
ajfa-2811	117	12	(	(	PUNCT
ajfa-2811	117	13	utm	utm	PROPN
ajfa-2811	117	14	)	)	PUNCT
ajfa-2811	117	15	,	,	PUNCT
ajfa-2811	117	16	also	also	ADV
ajfa-2811	117	17	very	very	ADV
ajfa-2811	117	18	grateful	grateful	ADJ
ajfa-2811	117	19	of	of	ADP
ajfa-2811	117	20	ministry	ministry	NOUN
ajfa-2811	117	21	of	of	ADP
ajfa-2811	117	22	higher	high	ADJ
ajfa-2811	117	23	education	education	NOUN
ajfa-2811	117	24	of	of	ADP
ajfa-2811	117	25	malaysia	malaysia	PROPN
ajfa-2811	117	26	for	for	ADP
ajfa-2811	117	27	their	their	PRON
ajfa-2811	117	28	sincere	sincere	ADJ
ajfa-2811	117	29	supports	support	NOUN
ajfa-2811	117	30	.	.	PUNCT
ajfa-2811	118	1	references	reference	NOUN
ajfa-2811	118	2	abdullah	abdullah	PROPN
ajfa-2811	118	3	,	,	PUNCT
ajfa-2811	118	4	r.	r.	PROPN
ajfa-2811	118	5	,	,	PUNCT
ajfa-2811	118	6	baharuddin	baharuddin	NOUN
ajfa-2811	118	7	,	,	PUNCT
ajfa-2811	118	8	n.	n.	NOUN
ajfa-2811	118	9	,	,	PUNCT
ajfa-2811	118	10	shamsudin	shamsudin	NOUN
ajfa-2811	118	11	,	,	PUNCT
ajfa-2811	118	12	n.	n.	NOUN
ajfa-2811	118	13	,	,	PUNCT
ajfa-2811	118	14	mahmood	mahmood	PROPN
ajfa-2811	118	15	,	,	PUNCT
ajfa-2811	118	16	w.	w.	PROPN
ajfa-2811	118	17	,	,	PUNCT
ajfa-2811	118	18	&	&	CCONJ
ajfa-2811	118	19	sahudin	sahudin	PROPN
ajfa-2811	118	20	,	,	PUNCT
ajfa-2811	118	21	z.	z.	PROPN
ajfa-2811	118	22	(	(	PUNCT
ajfa-2811	118	23	2011	2011	NUM
ajfa-2811	118	24	)	)	PUNCT
ajfa-2811	118	25	.	.	PUNCT
ajfa-2811	119	1	the	the	DET
ajfa-2811	119	2	day	day	NOUN
ajfa-2811	119	3	of	of	ADP
ajfa-2811	119	4	the	the	DET
ajfa-2811	119	5	week	week	NOUN
ajfa-2811	119	6	effect	effect	NOUN
ajfa-2811	119	7	on	on	ADP
ajfa-2811	119	8	bursa	bursa	NOUN
ajfa-2811	119	9	(	(	PUNCT
ajfa-2811	119	10	bourse	bourse	PROPN
ajfa-2811	119	11	)	)	PUNCT
ajfa-2811	119	12	malaysia	malaysia	PROPN
ajfa-2811	119	13	shariah	shariah	PROPN
ajfa-2811	119	14	-	-	PUNCT
ajfa-2811	119	15	compliant	compliant	ADJ
ajfa-2811	119	16	market	market	NOUN
ajfa-2811	119	17	.	.	PUNCT
ajfa-2811	120	1	interdisciplinary	interdisciplinary	ADJ
ajfa-2811	120	2	journal	journal	NOUN
ajfa-2811	120	3	of	of	ADP
ajfa-2811	120	4	research	research	NOUN
ajfa-2811	120	5	in	in	ADP
ajfa-2811	120	6	business	business	NOUN
ajfa-2811	120	7	,	,	PUNCT
ajfa-2811	120	8	1(4	1(4	NUM
ajfa-2811	120	9	)	)	PUNCT
ajfa-2811	120	10	,	,	PUNCT
ajfa-2811	120	11	29	29	NUM
ajfa-2811	120	12	-	-	SYM
ajfa-2811	120	13	36	36	NUM
ajfa-2811	120	14	.	.	PUNCT
ajfa-2811	121	1	agathee	agathee	PROPN
ajfa-2811	121	2	,	,	PUNCT
ajfa-2811	121	3	u.	u.	PROPN
ajfa-2811	121	4	s.	s.	PROPN
ajfa-2811	121	5	(	(	PUNCT
ajfa-2811	121	6	2008	2008	NUM
ajfa-2811	121	7	)	)	PUNCT
ajfa-2811	121	8	.	.	PUNCT
ajfa-2811	122	1	day	day	NOUN
ajfa-2811	122	2	of	of	ADP
ajfa-2811	122	3	the	the	DET
ajfa-2811	122	4	week	week	NOUN
ajfa-2811	122	5	effects	effect	NOUN
ajfa-2811	122	6	:	:	PUNCT
ajfa-2811	122	7	evidence	evidence	NOUN
ajfa-2811	122	8	from	from	ADP
ajfa-2811	122	9	the	the	DET
ajfa-2811	122	10	stock	stock	NOUN
ajfa-2811	122	11	exchange	exchange	NOUN
ajfa-2811	122	12	of	of	ADP
ajfa-2811	122	13	mauritius	mauritius	PROPN
ajfa-2811	122	14	(	(	PUNCT
ajfa-2811	122	15	sem	sem	NOUN
ajfa-2811	122	16	)	)	PUNCT
ajfa-2811	122	17	.	.	PUNCT
ajfa-2811	123	1	international	international	ADJ
ajfa-2811	123	2	research	research	PROPN
ajfa-2811	123	3	journal	journal	NOUN
ajfa-2811	123	4	of	of	ADP
ajfa-2811	123	5	finance	finance	NOUN
ajfa-2811	123	6	and	and	CCONJ
ajfa-2811	123	7	economics	economic	NOUN
ajfa-2811	123	8	,	,	PUNCT
ajfa-2811	123	9	17	17	NUM
ajfa-2811	123	10	,	,	PUNCT
ajfa-2811	123	11	7	7	NUM
ajfa-2811	123	12	-	-	SYM
ajfa-2811	123	13	14	14	NUM
ajfa-2811	123	14	.	.	PUNCT
ajfa-2811	124	1	al	al	PROPN
ajfa-2811	124	2	-	-	PUNCT
ajfa-2811	124	3	jafari	jafari	PROPN
ajfa-2811	124	4	,	,	PUNCT
ajfa-2811	124	5	m.	m.	PROPN
ajfa-2811	124	6	k.	k.	PROPN
ajfa-2811	124	7	(	(	PUNCT
ajfa-2811	124	8	2012	2012	NUM
ajfa-2811	124	9	)	)	PUNCT
ajfa-2811	124	10	.	.	PUNCT
ajfa-2811	125	1	an	an	DET
ajfa-2811	125	2	empirical	empirical	ADJ
ajfa-2811	125	3	investigation	investigation	NOUN
ajfa-2811	125	4	of	of	ADP
ajfa-2811	125	5	the	the	DET
ajfa-2811	125	6	day	day	NOUN
ajfa-2811	125	7	-	-	PUNCT
ajfa-2811	125	8	of	of	ADP
ajfa-2811	125	9	-	-	PUNCT
ajfa-2811	125	10	the	the	DET
ajfa-2811	125	11	-	-	PUNCT
ajfa-2811	125	12	week	week	NOUN
ajfa-2811	125	13	effect	effect	NOUN
ajfa-2811	125	14	on	on	ADP
ajfa-2811	125	15	stock	stock	NOUN
ajfa-2811	125	16	returns	return	NOUN
ajfa-2811	125	17	and	and	CCONJ
ajfa-2811	125	18	volatility	volatility	NOUN
ajfa-2811	125	19	:	:	PUNCT
ajfa-2811	125	20	evidence	evidence	NOUN
ajfa-2811	125	21	from	from	ADP
ajfa-2811	125	22	muscat	muscat	PROPN
ajfa-2811	125	23	securities	security	NOUN
ajfa-2811	125	24	market	market	NOUN
ajfa-2811	125	25	.	.	PUNCT
ajfa-2811	126	1	international	international	ADJ
ajfa-2811	126	2	journal	journal	PROPN
ajfa-2811	126	3	of	of	ADP
ajfa-2811	126	4	economics	economic	NOUN
ajfa-2811	126	5	and	and	CCONJ
ajfa-2811	126	6	finance	finance	NOUN
ajfa-2811	126	7	,	,	PUNCT
ajfa-2811	126	8	4(7	4(7	NUM
ajfa-2811	126	9	)	)	PUNCT
ajfa-2811	126	10	,	,	PUNCT
ajfa-2811	126	11	p141	p141	PROPN
ajfa-2811	126	12	.	.	PUNCT
ajfa-2811	126	13	http://dx.doi.org/10.5539/ijef.v4n7p141	http://dx.doi.org/10.5539/ijef.v4n7p141	PROPN
ajfa-2811	126	14	aly	aly	PROPN
ajfa-2811	126	15	,	,	PUNCT
ajfa-2811	126	16	h.	h.	PROPN
ajfa-2811	126	17	,	,	PUNCT
ajfa-2811	126	18	mehdian	mehdian	PROPN
ajfa-2811	126	19	,	,	PUNCT
ajfa-2811	126	20	s.	s.	PROPN
ajfa-2811	126	21	,	,	PUNCT
ajfa-2811	126	22	&	&	CCONJ
ajfa-2811	126	23	perry	perry	PROPN
ajfa-2811	126	24	,	,	PUNCT
ajfa-2811	126	25	m.	m.	NOUN
ajfa-2811	126	26	(	(	PUNCT
ajfa-2811	126	27	2004	2004	NUM
ajfa-2811	126	28	)	)	PUNCT
ajfa-2811	126	29	.	.	PUNCT
ajfa-2811	127	1	an	an	DET
ajfa-2811	127	2	analysis	analysis	NOUN
ajfa-2811	127	3	of	of	ADP
ajfa-2811	127	4	day	day	NOUN
ajfa-2811	127	5	-	-	PUNCT
ajfa-2811	127	6	of	of	ADP
ajfa-2811	127	7	-	-	PUNCT
ajfa-2811	127	8	the	the	DET
ajfa-2811	127	9	-	-	PUNCT
ajfa-2811	127	10	week	week	NOUN
ajfa-2811	127	11	effects	effect	NOUN
ajfa-2811	127	12	in	in	ADP
ajfa-2811	127	13	the	the	DET
ajfa-2811	127	14	egyptian	egyptian	ADJ
ajfa-2811	127	15	stock	stock	NOUN
ajfa-2811	127	16	market	market	NOUN
ajfa-2811	127	17	.	.	PUNCT
ajfa-2811	128	1	international	international	ADJ
ajfa-2811	128	2	journal	journal	PROPN
ajfa-2811	128	3	of	of	ADP
ajfa-2811	128	4	business	business	NOUN
ajfa-2811	128	5	,	,	PUNCT
ajfa-2811	128	6	9(3	9(3	NUM
ajfa-2811	128	7	)	)	PUNCT
ajfa-2811	128	8	.	.	PUNCT
ajfa-2811	129	1	anwar	anwar	PROPN
ajfa-2811	129	2	,	,	PUNCT
ajfa-2811	129	3	y.	y.	PROPN
ajfa-2811	129	4	,	,	PUNCT
ajfa-2811	129	5	&	&	CCONJ
ajfa-2811	129	6	mulyadi	mulyadi	PROPN
ajfa-2811	129	7	,	,	PUNCT
ajfa-2811	129	8	m.	m.	NOUN
ajfa-2811	129	9	s.	s.	PROPN
ajfa-2811	129	10	(	(	PUNCT
ajfa-2811	129	11	2009	2009	NUM
ajfa-2811	129	12	)	)	PUNCT
ajfa-2811	129	13	.	.	PUNCT
ajfa-2811	130	1	the	the	DET
ajfa-2811	130	2	day	day	NOUN
ajfa-2811	130	3	of	of	ADP
ajfa-2811	130	4	the	the	DET
ajfa-2811	130	5	week	week	NOUN
ajfa-2811	130	6	effects	effect	NOUN
ajfa-2811	130	7	in	in	ADP
ajfa-2811	130	8	indonesia	indonesia	PROPN
ajfa-2811	130	9	,	,	PUNCT
ajfa-2811	130	10	singapore	singapore	PROPN
ajfa-2811	130	11	,	,	PUNCT
ajfa-2811	130	12	and	and	CCONJ
ajfa-2811	130	13	malaysia	malaysia	NOUN
ajfa-2811	130	14	stock	stock	NOUN
ajfa-2811	130	15	market	market	NOUN
ajfa-2811	130	16	.	.	PUNCT
ajfa-2811	131	1	ariel	ariel	PROPN
ajfa-2811	131	2	,	,	PUNCT
ajfa-2811	131	3	r.	r.	PROPN
ajfa-2811	131	4	a.	a.	PROPN
ajfa-2811	131	5	(	(	PUNCT
ajfa-2811	131	6	2012	2012	NUM
ajfa-2811	131	7	)	)	PUNCT
ajfa-2811	131	8	.	.	PUNCT
ajfa-2811	132	1	high	high	ADJ
ajfa-2811	132	2	stock	stock	NOUN
ajfa-2811	132	3	returns	return	NOUN
ajfa-2811	132	4	before	before	ADP
ajfa-2811	132	5	holidays	holiday	NOUN
ajfa-2811	132	6	:	:	PUNCT
ajfa-2811	132	7	existence	existence	NOUN
ajfa-2811	132	8	and	and	CCONJ
ajfa-2811	132	9	evidence	evidence	NOUN
ajfa-2811	132	10	on	on	ADP
ajfa-2811	132	11	possible	possible	ADJ
ajfa-2811	132	12	causes	cause	NOUN
ajfa-2811	132	13	.	.	PUNCT
ajfa-2811	133	1	the	the	DET
ajfa-2811	133	2	journal	journal	NOUN
ajfa-2811	133	3	of	of	ADP
ajfa-2811	133	4	finance	finance	NOUN
ajfa-2811	133	5	,	,	PUNCT
ajfa-2811	133	6	45(5	45(5	PROPN
ajfa-2811	133	7	)	)	PUNCT
ajfa-2811	133	8	,	,	PUNCT
ajfa-2811	133	9	1611	1611	NUM
ajfa-2811	133	10	-	-	SYM
ajfa-2811	133	11	1626	1626	NUM
ajfa-2811	133	12	.	.	PUNCT
ajfa-2811	134	1	http://dx.doi.org/10.1111/j.1540-6261.1990.tb03731.x	http://dx.doi.org/10.1111/j.1540-6261.1990.tb03731.x	PROPN
ajfa-2811	134	2	balaban	balaban	PROPN
ajfa-2811	134	3	,	,	PUNCT
ajfa-2811	134	4	e.	e.	PROPN
ajfa-2811	134	5	(	(	PUNCT
ajfa-2811	134	6	1995	1995	NUM
ajfa-2811	134	7	)	)	PUNCT
ajfa-2811	134	8	.	.	PUNCT
ajfa-2811	135	1	day	day	NOUN
ajfa-2811	135	2	of	of	ADP
ajfa-2811	135	3	the	the	DET
ajfa-2811	135	4	week	week	NOUN
ajfa-2811	135	5	effects	effect	NOUN
ajfa-2811	135	6	:	:	PUNCT
ajfa-2811	135	7	new	new	ADJ
ajfa-2811	135	8	evidence	evidence	NOUN
ajfa-2811	135	9	from	from	ADP
ajfa-2811	135	10	an	an	DET
ajfa-2811	135	11	emerging	emerge	VERB
ajfa-2811	135	12	stock	stock	NOUN
ajfa-2811	135	13	market	market	NOUN
ajfa-2811	135	14	.	.	PUNCT
ajfa-2811	136	1	applied	apply	VERB
ajfa-2811	136	2	economics	economic	NOUN
ajfa-2811	136	3	letters	letter	NOUN
ajfa-2811	136	4	,	,	PUNCT
ajfa-2811	136	5	2(5	2(5	NUM
ajfa-2811	136	6	)	)	PUNCT
ajfa-2811	136	7	,	,	PUNCT
ajfa-2811	136	8	139	139	NUM
ajfa-2811	136	9	-	-	SYM
ajfa-2811	136	10	143	143	NUM
ajfa-2811	136	11	.	.	PUNCT
ajfa-2811	137	1	http://dx.doi.org/10.1080/135048595357465	http://dx.doi.org/10.1080/135048595357465	PROPN
ajfa-2811	137	2	berk	berk	PROPN
ajfa-2811	137	3	,	,	PUNCT
ajfa-2811	137	4	c.	c.	PROPN
ajfa-2811	137	5	,	,	PUNCT
ajfa-2811	137	6	&	&	CCONJ
ajfa-2811	137	7	güven	güven	PROPN
ajfa-2811	137	8	,	,	PUNCT
ajfa-2811	137	9	s.	s.	PROPN
ajfa-2811	137	10	(	(	PUNCT
ajfa-2811	137	11	2003	2003	NUM
ajfa-2811	137	12	)	)	PUNCT
ajfa-2811	137	13	.	.	PUNCT
ajfa-2811	138	1	stock	stock	NOUN
ajfa-2811	138	2	returns	return	NOUN
ajfa-2811	138	3	and	and	CCONJ
ajfa-2811	138	4	the	the	DET
ajfa-2811	138	5	day	day	NOUN
ajfa-2811	138	6	-	-	PUNCT
ajfa-2811	138	7	of	of	ADP
ajfa-2811	138	8	-	-	PUNCT
ajfa-2811	138	9	the	the	DET
ajfa-2811	138	10	-	-	PUNCT
ajfa-2811	138	11	week	week	NOUN
ajfa-2811	138	12	effect	effect	NOUN
ajfa-2811	138	13	in	in	ADP
ajfa-2811	138	14	istanbul	istanbul	PROPN
ajfa-2811	138	15	stock	stock	PROPN
ajfa-2811	138	16	exchange	exchange	PROPN
ajfa-2811	138	17	.	.	PUNCT
ajfa-2811	139	1	applied	apply	VERB
ajfa-2811	139	2	economics	economic	NOUN
ajfa-2811	139	3	,	,	PUNCT
ajfa-2811	139	4	35(8	35(8	NUM
ajfa-2811	139	5	)	)	PUNCT
ajfa-2811	139	6	,	,	PUNCT
ajfa-2811	139	7	959	959	NUM
ajfa-2811	139	8	-	-	SYM
ajfa-2811	139	9	971	971	NUM
ajfa-2811	139	10	.	.	PUNCT
ajfa-2811	140	1	http://dx.doi.org/10.1080/0003684032000050586	http://dx.doi.org/10.1080/0003684032000050586	ADJ
ajfa-2811	140	2	asian	asian	ADJ
ajfa-2811	140	3	journal	journal	PROPN
ajfa-2811	140	4	of	of	ADP
ajfa-2811	140	5	finance	finance	PROPN
ajfa-2811	140	6	&	&	CCONJ
ajfa-2811	140	7	accounting	accounting	PROPN
ajfa-2811	140	8	issn	issn	PROPN
ajfa-2811	140	9	1946	1946	NUM
ajfa-2811	140	10	-	-	PUNCT
ajfa-2811	140	11	052x	052x	NOUN
ajfa-2811	140	12	2013	2013	NUM
ajfa-2811	140	13	,	,	PUNCT
ajfa-2811	140	14	vol	vol	NOUN
ajfa-2811	140	15	.	.	PROPN
ajfa-2811	140	16	5	5	NUM
ajfa-2811	140	17	,	,	PUNCT
ajfa-2811	140	18	no	no	INTJ
ajfa-2811	140	19	.	.	NOUN
ajfa-2811	140	20	1	1	NUM
ajfa-2811	140	21	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NUM
ajfa-2811	140	22	454	454	NUM
ajfa-2811	140	23	blau	blau	NOUN
ajfa-2811	140	24	,	,	PUNCT
ajfa-2811	140	25	b.	b.	PROPN
ajfa-2811	140	26	m.	m.	PROPN
ajfa-2811	140	27	,	,	PUNCT
ajfa-2811	140	28	van	van	PROPN
ajfa-2811	140	29	ness	ness	PROPN
ajfa-2811	140	30	,	,	PUNCT
ajfa-2811	140	31	b.	b.	PROPN
ajfa-2811	140	32	f.	f.	PROPN
ajfa-2811	140	33	,	,	PUNCT
ajfa-2811	140	34	&	&	CCONJ
ajfa-2811	140	35	van	van	PROPN
ajfa-2811	140	36	ness	ness	PROPN
ajfa-2811	140	37	,	,	PUNCT
ajfa-2811	140	38	r.	r.	PROPN
ajfa-2811	140	39	a.	a.	PROPN
ajfa-2811	140	40	(	(	PUNCT
ajfa-2811	140	41	2009	2009	NUM
ajfa-2811	140	42	)	)	PUNCT
ajfa-2811	140	43	.	.	PUNCT
ajfa-2811	141	1	short	short	ADJ
ajfa-2811	141	2	selling	selling	NOUN
ajfa-2811	141	3	and	and	CCONJ
ajfa-2811	141	4	the	the	DET
ajfa-2811	141	5	weekend	weekend	NOUN
ajfa-2811	141	6	effect	effect	NOUN
ajfa-2811	141	7	for	for	ADP
ajfa-2811	141	8	nyse	nyse	PROPN
ajfa-2811	141	9	securities	securities	PROPN
ajfa-2811	141	10	.	.	PUNCT
ajfa-2811	142	1	financial	financial	ADJ
ajfa-2811	142	2	management	management	NOUN
ajfa-2811	142	3	,	,	PUNCT
ajfa-2811	142	4	38(3	38(3	NUM
ajfa-2811	142	5	)	)	PUNCT
ajfa-2811	142	6	,	,	PUNCT
ajfa-2811	142	7	603	603	NUM
ajfa-2811	142	8	-	-	SYM
ajfa-2811	142	9	630	630	NUM
ajfa-2811	142	10	.	.	PUNCT
ajfa-2811	143	1	http://dx.doi.org/10.1111/j.1755-053x.2009.01049.x	http://dx.doi.org/10.1111/j.1755-053x.2009.01049.x	PROPN
ajfa-2811	143	2	brooks	brooks	PROPN
ajfa-2811	143	3	,	,	PUNCT
ajfa-2811	143	4	c.	c.	PROPN
ajfa-2811	143	5	,	,	PUNCT
ajfa-2811	143	6	&	&	CCONJ
ajfa-2811	143	7	persand	persand	NOUN
ajfa-2811	143	8	,	,	PUNCT
ajfa-2811	143	9	g.	g.	PROPN
ajfa-2811	143	10	(	(	PUNCT
ajfa-2811	143	11	2001	2001	NUM
ajfa-2811	143	12	)	)	PUNCT
ajfa-2811	143	13	.	.	PUNCT
ajfa-2811	144	1	seasonality	seasonality	NOUN
ajfa-2811	144	2	in	in	ADP
ajfa-2811	144	3	southeast	southeast	ADJ
ajfa-2811	144	4	asian	asian	ADJ
ajfa-2811	144	5	stock	stock	NOUN
ajfa-2811	144	6	markets	market	NOUN
ajfa-2811	144	7	:	:	PUNCT
ajfa-2811	144	8	some	some	DET
ajfa-2811	144	9	new	new	ADJ
ajfa-2811	144	10	evidence	evidence	NOUN
ajfa-2811	144	11	on	on	ADP
ajfa-2811	144	12	day	day	NOUN
ajfa-2811	144	13	-	-	PUNCT
ajfa-2811	144	14	of	of	ADP
ajfa-2811	144	15	-	-	PUNCT
ajfa-2811	144	16	the	the	DET
ajfa-2811	144	17	-	-	PUNCT
ajfa-2811	144	18	week	week	NOUN
ajfa-2811	144	19	effects	effect	NOUN
ajfa-2811	144	20	.	.	PUNCT
ajfa-2811	145	1	applied	apply	VERB
ajfa-2811	145	2	economics	economic	NOUN
ajfa-2811	145	3	letters	letter	NOUN
ajfa-2811	145	4	,	,	PUNCT
ajfa-2811	145	5	8(3	8(3	NUM
ajfa-2811	145	6	)	)	PUNCT
ajfa-2811	145	7	,	,	PUNCT
ajfa-2811	145	8	155	155	NUM
ajfa-2811	145	9	-	-	SYM
ajfa-2811	145	10	158	158	NUM
ajfa-2811	145	11	.	.	PUNCT
ajfa-2811	146	1	http://dx.doi.org/10.1080/13504850150504504	http://dx.doi.org/10.1080/13504850150504504	PROPN
ajfa-2811	146	2	brown	brown	PROPN
ajfa-2811	146	3	,	,	PUNCT
ajfa-2811	146	4	p.	p.	PROPN
ajfa-2811	146	5	,	,	PUNCT
ajfa-2811	146	6	keim	keim	PROPN
ajfa-2811	146	7	,	,	PUNCT
ajfa-2811	146	8	d.	d.	PROPN
ajfa-2811	146	9	b.	b.	PROPN
ajfa-2811	146	10	,	,	PUNCT
ajfa-2811	146	11	kleidon	kleidon	PROPN
ajfa-2811	146	12	,	,	PUNCT
ajfa-2811	146	13	a.	a.	PROPN
ajfa-2811	146	14	w.	w.	PROPN
ajfa-2811	146	15	,	,	PUNCT
ajfa-2811	146	16	&	&	CCONJ
ajfa-2811	146	17	marsh	marsh	PROPN
ajfa-2811	146	18	,	,	PUNCT
ajfa-2811	146	19	t.	t.	NOUN
ajfa-2811	146	20	a.	a.	NOUN
ajfa-2811	146	21	(	(	PUNCT
ajfa-2811	146	22	1983	1983	NUM
ajfa-2811	146	23	)	)	PUNCT
ajfa-2811	146	24	.	.	PUNCT
ajfa-2811	147	1	stock	stock	NOUN
ajfa-2811	147	2	return	return	NOUN
ajfa-2811	147	3	seasonalities	seasonalitie	NOUN
ajfa-2811	147	4	and	and	CCONJ
ajfa-2811	147	5	the	the	DET
ajfa-2811	147	6	tax	tax	NOUN
ajfa-2811	147	7	-	-	PUNCT
ajfa-2811	147	8	loss	loss	NOUN
ajfa-2811	147	9	selling	selling	NOUN
ajfa-2811	147	10	hypothesis	hypothesis	NOUN
ajfa-2811	147	11	:	:	PUNCT
ajfa-2811	147	12	analysis	analysis	NOUN
ajfa-2811	147	13	of	of	ADP
ajfa-2811	147	14	the	the	DET
ajfa-2811	147	15	arguments	argument	NOUN
ajfa-2811	147	16	and	and	CCONJ
ajfa-2811	147	17	australian	australian	ADJ
ajfa-2811	147	18	evidence	evidence	NOUN
ajfa-2811	147	19	.	.	PUNCT
ajfa-2811	148	1	journal	journal	NOUN
ajfa-2811	148	2	of	of	ADP
ajfa-2811	148	3	financial	financial	ADJ
ajfa-2811	148	4	economics	economic	NOUN
ajfa-2811	148	5	,	,	PUNCT
ajfa-2811	148	6	12(1	12(1	NUM
ajfa-2811	148	7	)	)	PUNCT
ajfa-2811	148	8	,	,	PUNCT
ajfa-2811	148	9	105	105	NUM
ajfa-2811	148	10	-	-	SYM
ajfa-2811	148	11	127	127	NUM
ajfa-2811	148	12	.	.	PUNCT
ajfa-2811	149	1	http://dx.doi.org/10.1016/0304-405x(83)90030-2	http://dx.doi.org/10.1016/0304-405x(83)90030-2	PROPN
ajfa-2811	149	2	brusa	brusa	PROPN
ajfa-2811	149	3	,	,	PUNCT
ajfa-2811	149	4	j.	j.	PROPN
ajfa-2811	149	5	,	,	PUNCT
ajfa-2811	149	6	liu	liu	PROPN
ajfa-2811	149	7	,	,	PUNCT
ajfa-2811	149	8	p.	p.	PROPN
ajfa-2811	149	9	,	,	PUNCT
ajfa-2811	149	10	&	&	CCONJ
ajfa-2811	149	11	schulman	schulman	PROPN
ajfa-2811	149	12	,	,	PUNCT
ajfa-2811	149	13	c.	c.	PROPN
ajfa-2811	149	14	(	(	PUNCT
ajfa-2811	149	15	2005	2005	NUM
ajfa-2811	149	16	)	)	PUNCT
ajfa-2811	149	17	.	.	PUNCT
ajfa-2811	150	1	weekend	weekend	NOUN
ajfa-2811	150	2	effect,'reverse'weekend	effect,'reverse'weekend	ADP
ajfa-2811	150	3	effect	effect	NOUN
ajfa-2811	150	4	,	,	PUNCT
ajfa-2811	150	5	and	and	CCONJ
ajfa-2811	150	6	investor	investor	NOUN
ajfa-2811	150	7	trading	trading	NOUN
ajfa-2811	150	8	activities	activity	NOUN
ajfa-2811	150	9	.	.	PUNCT
ajfa-2811	151	1	journal	journal	NOUN
ajfa-2811	151	2	of	of	ADP
ajfa-2811	151	3	business	business	NOUN
ajfa-2811	151	4	finance	finance	PROPN
ajfa-2811	151	5	&	&	CCONJ
ajfa-2811	151	6	accounting	accounting	PROPN
ajfa-2811	151	7	,	,	PUNCT
ajfa-2811	151	8	32(7‐8	32(7‐8	NUM
ajfa-2811	151	9	)	)	PUNCT
ajfa-2811	151	10	,	,	PUNCT
ajfa-2811	151	11	1495	1495	NUM
ajfa-2811	151	12	-	-	SYM
ajfa-2811	151	13	1517	1517	NUM
ajfa-2811	151	14	.	.	PUNCT
ajfa-2811	152	1	http://dx.doi.org/10.1111/j.0306-686x.2005.00637.x	http://dx.doi.org/10.1111/j.0306-686x.2005.00637.x	PRON
ajfa-2811	152	2	cai	cai	X
ajfa-2811	152	3	,	,	PUNCT
ajfa-2811	152	4	j.	j.	PROPN
ajfa-2811	152	5	,	,	PUNCT
ajfa-2811	152	6	li	li	PROPN
ajfa-2811	152	7	,	,	PUNCT
ajfa-2811	152	8	y.	y.	PROPN
ajfa-2811	152	9	,	,	PUNCT
ajfa-2811	152	10	&	&	CCONJ
ajfa-2811	152	11	qi	qi	PROPN
ajfa-2811	152	12	,	,	PUNCT
ajfa-2811	152	13	y.	y.	PROPN
ajfa-2811	152	14	(	(	PUNCT
ajfa-2811	152	15	2006	2006	NUM
ajfa-2811	152	16	)	)	PUNCT
ajfa-2811	152	17	.	.	PUNCT
ajfa-2811	153	1	the	the	DET
ajfa-2811	153	2	day	day	NOUN
ajfa-2811	153	3	-	-	PUNCT
ajfa-2811	153	4	of	of	ADP
ajfa-2811	153	5	-	-	PUNCT
ajfa-2811	153	6	the	the	DET
ajfa-2811	153	7	-	-	PUNCT
ajfa-2811	153	8	week	week	NOUN
ajfa-2811	153	9	effect	effect	NOUN
ajfa-2811	153	10	:	:	PUNCT
ajfa-2811	153	11	new	new	ADJ
ajfa-2811	153	12	evidence	evidence	NOUN
ajfa-2811	153	13	from	from	ADP
ajfa-2811	153	14	the	the	DET
ajfa-2811	153	15	chinese	chinese	ADJ
ajfa-2811	153	16	stock	stock	NOUN
ajfa-2811	153	17	market	market	NOUN
ajfa-2811	153	18	.	.	PUNCT
ajfa-2811	154	1	chinese	chinese	ADJ
ajfa-2811	154	2	economy	economy	NOUN
ajfa-2811	154	3	,	,	PUNCT
ajfa-2811	154	4	39(2	39(2	NUM
ajfa-2811	154	5	)	)	PUNCT
ajfa-2811	154	6	,	,	PUNCT
ajfa-2811	154	7	71	71	NUM
ajfa-2811	154	8	-	-	SYM
ajfa-2811	154	9	88	88	NUM
ajfa-2811	154	10	.	.	PUNCT
ajfa-2811	155	1	http://dx.doi.org/10.2753/ces1097-1475390206	http://dx.doi.org/10.2753/ces1097-1475390206	PROPN
ajfa-2811	155	2	chordia	chordia	PROPN
ajfa-2811	155	3	,	,	PUNCT
ajfa-2811	155	4	t.	t.	PROPN
ajfa-2811	155	5	,	,	PUNCT
ajfa-2811	155	6	roll	roll	PROPN
ajfa-2811	155	7	,	,	PUNCT
ajfa-2811	155	8	r.	r.	PROPN
ajfa-2811	155	9	,	,	PUNCT
ajfa-2811	155	10	&	&	CCONJ
ajfa-2811	155	11	subrahmanyam	subrahmanyam	PROPN
ajfa-2811	155	12	,	,	PUNCT
ajfa-2811	155	13	a.	a.	NOUN
ajfa-2811	155	14	(	(	PUNCT
ajfa-2811	155	15	2001	2001	NUM
ajfa-2811	155	16	)	)	PUNCT
ajfa-2811	155	17	.	.	PUNCT
ajfa-2811	156	1	market	market	NOUN
ajfa-2811	156	2	liquidity	liquidity	NOUN
ajfa-2811	156	3	and	and	CCONJ
ajfa-2811	156	4	trading	trading	NOUN
ajfa-2811	156	5	activity	activity	NOUN
ajfa-2811	156	6	.	.	PUNCT
ajfa-2811	157	1	the	the	DET
ajfa-2811	157	2	journal	journal	PROPN
ajfa-2811	157	3	of	of	ADP
ajfa-2811	157	4	finance	finance	NOUN
ajfa-2811	157	5	,	,	PUNCT
ajfa-2811	157	6	56(2	56(2	ADJ
ajfa-2811	157	7	)	)	PUNCT
ajfa-2811	157	8	,	,	PUNCT
ajfa-2811	157	9	501	501	NUM
ajfa-2811	157	10	-	-	SYM
ajfa-2811	157	11	530	530	NUM
ajfa-2811	157	12	.	.	PUNCT
ajfa-2811	158	1	http://dx.doi.org/10.1111/0022-1082.00335	http://dx.doi.org/10.1111/0022-1082.00335	PROPN
ajfa-2811	158	2	choudhry	choudhry	NOUN
ajfa-2811	158	3	,	,	PUNCT
ajfa-2811	158	4	t.	t.	PROPN
ajfa-2811	158	5	(	(	PUNCT
ajfa-2811	158	6	2000	2000	NUM
ajfa-2811	158	7	)	)	PUNCT
ajfa-2811	158	8	.	.	PUNCT
ajfa-2811	159	1	day	day	NOUN
ajfa-2811	159	2	of	of	ADP
ajfa-2811	159	3	the	the	DET
ajfa-2811	159	4	week	week	NOUN
ajfa-2811	159	5	effect	effect	NOUN
ajfa-2811	159	6	in	in	ADP
ajfa-2811	159	7	emerging	emerge	VERB
ajfa-2811	159	8	asian	asian	ADJ
ajfa-2811	159	9	stock	stock	NOUN
ajfa-2811	159	10	markets	market	NOUN
ajfa-2811	159	11	:	:	PUNCT
ajfa-2811	159	12	evidence	evidence	NOUN
ajfa-2811	159	13	from	from	ADP
ajfa-2811	159	14	the	the	DET
ajfa-2811	159	15	garch	garch	NOUN
ajfa-2811	159	16	model	model	NOUN
ajfa-2811	159	17	.	.	PUNCT
ajfa-2811	160	1	applied	apply	VERB
ajfa-2811	160	2	financial	financial	ADJ
ajfa-2811	160	3	economics	economic	NOUN
ajfa-2811	160	4	,	,	PUNCT
ajfa-2811	160	5	10(3	10(3	NUM
ajfa-2811	160	6	)	)	PUNCT
ajfa-2811	160	7	,	,	PUNCT
ajfa-2811	160	8	235	235	NUM
ajfa-2811	160	9	-	-	SYM
ajfa-2811	160	10	242	242	NUM
ajfa-2811	160	11	.	.	PUNCT
ajfa-2811	161	1	http://dx.doi.org/10.1080/096031000331653	http://dx.doi.org/10.1080/096031000331653	PROPN
ajfa-2811	161	2	christophe	christophe	PROPN
ajfa-2811	161	3	,	,	PUNCT
ajfa-2811	161	4	s.	s.	PROPN
ajfa-2811	161	5	e.	e.	PROPN
ajfa-2811	161	6	,	,	PUNCT
ajfa-2811	161	7	ferri	ferri	PROPN
ajfa-2811	161	8	,	,	PUNCT
ajfa-2811	161	9	m.	m.	NOUN
ajfa-2811	161	10	g.	g.	PROPN
ajfa-2811	161	11	,	,	PUNCT
ajfa-2811	161	12	&	&	CCONJ
ajfa-2811	161	13	angel	angel	PROPN
ajfa-2811	161	14	,	,	PUNCT
ajfa-2811	161	15	j.	j.	PROPN
ajfa-2811	161	16	j.	j.	PROPN
ajfa-2811	161	17	(	(	PUNCT
ajfa-2811	161	18	2009	2009	NUM
ajfa-2811	161	19	)	)	PUNCT
ajfa-2811	161	20	.	.	PUNCT
ajfa-2811	162	1	short	short	ADJ
ajfa-2811	162	2	selling	selling	NOUN
ajfa-2811	162	3	and	and	CCONJ
ajfa-2811	162	4	the	the	DET
ajfa-2811	162	5	weekend	weekend	NOUN
ajfa-2811	162	6	effect	effect	NOUN
ajfa-2811	162	7	in	in	ADP
ajfa-2811	162	8	nasdaq	nasdaq	PROPN
ajfa-2811	162	9	stock	stock	NOUN
ajfa-2811	162	10	returns	return	NOUN
ajfa-2811	162	11	.	.	PUNCT
ajfa-2811	163	1	financial	financial	ADJ
ajfa-2811	163	2	review	review	PROPN
ajfa-2811	163	3	,	,	PUNCT
ajfa-2811	163	4	44(1	44(1	PROPN
ajfa-2811	163	5	)	)	PUNCT
ajfa-2811	163	6	,	,	PUNCT
ajfa-2811	163	7	31	31	NUM
ajfa-2811	163	8	-	-	SYM
ajfa-2811	163	9	57	57	NUM
ajfa-2811	163	10	.	.	PUNCT
ajfa-2811	164	1	http://dx.doi.org/10.1111/j.1540-6288.2008.00209.x	http://dx.doi.org/10.1111/j.1540-6288.2008.00209.x	ADV
ajfa-2811	164	2	chukwuogor	chukwuogor	PROPN
ajfa-2811	164	3	-	-	PUNCT
ajfa-2811	164	4	ndu	ndu	PROPN
ajfa-2811	164	5	,	,	PUNCT
ajfa-2811	164	6	c.	c.	PROPN
ajfa-2811	164	7	(	(	PUNCT
ajfa-2811	164	8	2007	2007	NUM
ajfa-2811	164	9	)	)	PUNCT
ajfa-2811	164	10	.	.	PUNCT
ajfa-2811	165	1	day	day	NOUN
ajfa-2811	165	2	-	-	PUNCT
ajfa-2811	165	3	of	of	ADP
ajfa-2811	165	4	-	-	PUNCT
ajfa-2811	165	5	the	the	DET
ajfa-2811	165	6	-	-	PUNCT
ajfa-2811	165	7	week	week	NOUN
ajfa-2811	165	8	effect	effect	NOUN
ajfa-2811	165	9	and	and	CCONJ
ajfa-2811	165	10	volatility	volatility	NOUN
ajfa-2811	165	11	in	in	ADP
ajfa-2811	165	12	stock	stock	NOUN
ajfa-2811	165	13	returns	return	NOUN
ajfa-2811	165	14	:	:	PUNCT
ajfa-2811	165	15	evidence	evidence	NOUN
ajfa-2811	165	16	from	from	ADP
ajfa-2811	165	17	east	east	ADJ
ajfa-2811	165	18	asian	asian	ADJ
ajfa-2811	165	19	financial	financial	ADJ
ajfa-2811	165	20	markets	market	NOUN
ajfa-2811	165	21	.	.	PUNCT
ajfa-2811	166	1	international	international	ADJ
ajfa-2811	166	2	journal	journal	NOUN
ajfa-2811	166	3	of	of	ADP
ajfa-2811	166	4	banking	banking	NOUN
ajfa-2811	166	5	and	and	CCONJ
ajfa-2811	166	6	finance	finance	NOUN
ajfa-2811	166	7	,	,	PUNCT
ajfa-2811	166	8	5(1	5(1	NUM
ajfa-2811	166	9	)	)	PUNCT
ajfa-2811	166	10	,	,	PUNCT
ajfa-2811	166	11	7	7	X
ajfa-2811	166	12	.	.	X
ajfa-2811	166	13	chusanachoti	chusanachoti	PROPN
ajfa-2811	166	14	,	,	PUNCT
ajfa-2811	166	15	j.	j.	PROPN
ajfa-2811	166	16	,	,	PUNCT
ajfa-2811	166	17	&	&	CCONJ
ajfa-2811	166	18	kamath	kamath	PROPN
ajfa-2811	166	19	,	,	PUNCT
ajfa-2811	166	20	r.	r.	PROPN
ajfa-2811	166	21	(	(	PUNCT
ajfa-2811	166	22	2002	2002	NUM
ajfa-2811	166	23	)	)	PUNCT
ajfa-2811	166	24	.	.	PUNCT
ajfa-2811	167	1	market	market	NOUN
ajfa-2811	167	2	conditions	condition	NOUN
ajfa-2811	167	3	,	,	PUNCT
ajfa-2811	167	4	return	return	VERB
ajfa-2811	167	5	distributions	distribution	NOUN
ajfa-2811	167	6	and	and	CCONJ
ajfa-2811	167	7	the	the	DET
ajfa-2811	167	8	day	day	NOUN
ajfa-2811	167	9	-	-	PUNCT
ajfa-2811	167	10	of	of	ADP
ajfa-2811	167	11	-	-	PUNCT
ajfa-2811	167	12	the	the	DET
ajfa-2811	167	13	-	-	PUNCT
ajfa-2811	167	14	week	week	NOUN
ajfa-2811	167	15	effects	effect	NOUN
ajfa-2811	167	16	in	in	ADP
ajfa-2811	167	17	thailand	thailand	PROPN
ajfa-2811	167	18	:	:	PUNCT
ajfa-2811	167	19	the	the	DET
ajfa-2811	167	20	experience	experience	NOUN
ajfa-2811	167	21	of	of	ADP
ajfa-2811	167	22	the	the	DET
ajfa-2811	167	23	1990s	1990s	NUM
ajfa-2811	167	24	.	.	PUNCT
ajfa-2811	168	1	american	american	ADJ
ajfa-2811	168	2	business	business	PROPN
ajfa-2811	168	3	review	review	PROPN
ajfa-2811	168	4	,	,	PUNCT
ajfa-2811	168	5	20(1	20(1	NUM
ajfa-2811	168	6	)	)	PUNCT
ajfa-2811	168	7	,	,	PUNCT
ajfa-2811	168	8	6	6	NUM
ajfa-2811	168	9	-	-	SYM
ajfa-2811	168	10	14	14	NUM
ajfa-2811	168	11	.	.	PUNCT
ajfa-2811	169	1	claessens	claessen	NOUN
ajfa-2811	169	2	,	,	PUNCT
ajfa-2811	169	3	s.	s.	PROPN
ajfa-2811	169	4	(	(	PUNCT
ajfa-2811	169	5	1995	1995	NUM
ajfa-2811	169	6	)	)	PUNCT
ajfa-2811	169	7	.	.	PUNCT
ajfa-2811	170	1	the	the	DET
ajfa-2811	170	2	emergence	emergence	NOUN
ajfa-2811	170	3	of	of	ADP
ajfa-2811	170	4	equity	equity	NOUN
ajfa-2811	170	5	investment	investment	NOUN
ajfa-2811	170	6	in	in	ADP
ajfa-2811	170	7	developing	develop	VERB
ajfa-2811	170	8	countries	country	NOUN
ajfa-2811	170	9	:	:	PUNCT
ajfa-2811	170	10	overview	overview	NOUN
ajfa-2811	170	11	.	.	PUNCT
ajfa-2811	171	1	the	the	DET
ajfa-2811	171	2	world	world	PROPN
ajfa-2811	171	3	bank	bank	PROPN
ajfa-2811	171	4	economic	economic	PROPN
ajfa-2811	171	5	review	review	PROPN
ajfa-2811	171	6	,	,	PUNCT
ajfa-2811	171	7	9(1	9(1	NUM
ajfa-2811	171	8	)	)	PUNCT
ajfa-2811	171	9	,	,	PUNCT
ajfa-2811	171	10	1	1	NUM
ajfa-2811	171	11	-	-	SYM
ajfa-2811	171	12	17	17	NUM
ajfa-2811	171	13	.	.	PUNCT
ajfa-2811	172	1	http://dx.doi.org/10.1093/wber/9.1.1	http://dx.doi.org/10.1093/wber/9.1.1	PROPN
ajfa-2811	172	2	cross	cross	PROPN
ajfa-2811	172	3	,	,	PUNCT
ajfa-2811	172	4	f.	f.	PROPN
ajfa-2811	172	5	(	(	PUNCT
ajfa-2811	172	6	1973	1973	NUM
ajfa-2811	172	7	)	)	PUNCT
ajfa-2811	172	8	.	.	PUNCT
ajfa-2811	173	1	the	the	DET
ajfa-2811	173	2	behavior	behavior	NOUN
ajfa-2811	173	3	of	of	ADP
ajfa-2811	173	4	stock	stock	NOUN
ajfa-2811	173	5	prices	price	NOUN
ajfa-2811	173	6	on	on	ADP
ajfa-2811	173	7	fridays	friday	NOUN
ajfa-2811	173	8	and	and	CCONJ
ajfa-2811	173	9	mondays	monday	NOUN
ajfa-2811	173	10	.	.	PUNCT
ajfa-2811	174	1	financial	financial	ADJ
ajfa-2811	174	2	analysts	analyst	NOUN
ajfa-2811	174	3	journal	journal	NOUN
ajfa-2811	174	4	,	,	PUNCT
ajfa-2811	174	5	67	67	NUM
ajfa-2811	174	6	-	-	SYM
ajfa-2811	174	7	69	69	NUM
ajfa-2811	174	8	.	.	PUNCT
ajfa-2811	175	1	http://dx.doi.org/10.2469/faj.v29.n6.67	http://dx.doi.org/10.2469/faj.v29.n6.67	PROPN
ajfa-2811	175	2	davidson	davidson	PROPN
ajfa-2811	175	3	,	,	PUNCT
ajfa-2811	175	4	s.	s.	PROPN
ajfa-2811	175	5	,	,	PUNCT
ajfa-2811	175	6	&	&	CCONJ
ajfa-2811	175	7	peker	peker	PROPN
ajfa-2811	175	8	,	,	PUNCT
ajfa-2811	175	9	a.	a.	NOUN
ajfa-2811	175	10	(	(	PUNCT
ajfa-2811	175	11	1996	1996	NUM
ajfa-2811	175	12	)	)	PUNCT
ajfa-2811	175	13	.	.	PUNCT
ajfa-2811	176	1	malaysian	malaysian	ADJ
ajfa-2811	176	2	evidence	evidence	NOUN
ajfa-2811	176	3	on	on	ADP
ajfa-2811	176	4	the	the	DET
ajfa-2811	176	5	robustness	robustness	NOUN
ajfa-2811	176	6	of	of	ADP
ajfa-2811	176	7	the	the	DET
ajfa-2811	176	8	day	day	NOUN
ajfa-2811	176	9	-	-	PUNCT
ajfa-2811	176	10	of	of	ADP
ajfa-2811	176	11	-	-	PUNCT
ajfa-2811	176	12	the	the	DET
ajfa-2811	176	13	-	-	PUNCT
ajfa-2811	176	14	week	week	NOUN
ajfa-2811	176	15	effect	effect	NOUN
ajfa-2811	176	16	.	.	PUNCT
ajfa-2811	177	1	capital	capital	NOUN
ajfa-2811	177	2	markets	market	NOUN
ajfa-2811	177	3	review	review	VERB
ajfa-2811	177	4	,	,	PUNCT
ajfa-2811	177	5	4(2	4(2	NUM
ajfa-2811	177	6	)	)	PUNCT
ajfa-2811	177	7	,	,	PUNCT
ajfa-2811	177	8	15	15	NUM
ajfa-2811	177	9	-	-	SYM
ajfa-2811	177	10	29	29	NUM
ajfa-2811	177	11	.	.	PUNCT
ajfa-2811	178	1	demirer	demirer	PROPN
ajfa-2811	178	2	,	,	PUNCT
ajfa-2811	178	3	r.	r.	PROPN
ajfa-2811	178	4	,	,	PUNCT
ajfa-2811	178	5	&	&	CCONJ
ajfa-2811	178	6	karan	karan	PROPN
ajfa-2811	178	7	,	,	PUNCT
ajfa-2811	178	8	m.	m.	PROPN
ajfa-2811	178	9	b.	b.	PROPN
ajfa-2811	178	10	(	(	PUNCT
ajfa-2811	178	11	2002	2002	NUM
ajfa-2811	178	12	)	)	PUNCT
ajfa-2811	178	13	.	.	PUNCT
ajfa-2811	179	1	an	an	DET
ajfa-2811	179	2	investigation	investigation	NOUN
ajfa-2811	179	3	of	of	ADP
ajfa-2811	179	4	the	the	DET
ajfa-2811	179	5	day	day	NOUN
ajfa-2811	179	6	-	-	PUNCT
ajfa-2811	179	7	of	of	ADP
ajfa-2811	179	8	-	-	PUNCT
ajfa-2811	179	9	the	the	DET
ajfa-2811	179	10	-	-	PUNCT
ajfa-2811	179	11	week	week	NOUN
ajfa-2811	179	12	effect	effect	NOUN
ajfa-2811	179	13	on	on	ADP
ajfa-2811	179	14	stock	stock	NOUN
ajfa-2811	179	15	returns	return	NOUN
ajfa-2811	179	16	in	in	ADP
ajfa-2811	179	17	turkey	turkey	NOUN
ajfa-2811	179	18	.	.	PUNCT
ajfa-2811	180	1	emerging	emerge	VERB
ajfa-2811	180	2	markets	market	NOUN
ajfa-2811	180	3	finance	finance	NOUN
ajfa-2811	180	4	&	&	CCONJ
ajfa-2811	180	5	trade	trade	PROPN
ajfa-2811	180	6	,	,	PUNCT
ajfa-2811	180	7	47	47	NUM
ajfa-2811	180	8	-	-	SYM
ajfa-2811	180	9	77	77	NUM
ajfa-2811	180	10	.	.	PUNCT
ajfa-2811	181	1	asian	asian	ADJ
ajfa-2811	181	2	journal	journal	PROPN
ajfa-2811	181	3	of	of	ADP
ajfa-2811	181	4	finance	finance	PROPN
ajfa-2811	181	5	&	&	CCONJ
ajfa-2811	181	6	accounting	accounting	PROPN
ajfa-2811	181	7	issn	issn	PROPN
ajfa-2811	181	8	1946	1946	NUM
ajfa-2811	181	9	-	-	PUNCT
ajfa-2811	181	10	052x	052x	NOUN
ajfa-2811	181	11	2013	2013	NUM
ajfa-2811	181	12	,	,	PUNCT
ajfa-2811	181	13	vol	vol	NOUN
ajfa-2811	181	14	.	.	PROPN
ajfa-2811	181	15	5	5	NUM
ajfa-2811	181	16	,	,	PUNCT
ajfa-2811	181	17	no	no	INTJ
ajfa-2811	181	18	.	.	NOUN
ajfa-2811	181	19	1	1	NUM
ajfa-2811	181	20	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NUM
ajfa-2811	181	21	455	455	NUM
ajfa-2811	181	22	fama	fama	NOUN
ajfa-2811	181	23	,	,	PUNCT
ajfa-2811	181	24	e.	e.	PROPN
ajfa-2811	181	25	f.	f.	PROPN
ajfa-2811	181	26	(	(	PUNCT
ajfa-2811	181	27	1970	1970	NUM
ajfa-2811	181	28	)	)	PUNCT
ajfa-2811	181	29	.	.	PUNCT
ajfa-2811	182	1	efficient	efficient	ADJ
ajfa-2811	182	2	capital	capital	NOUN
ajfa-2811	182	3	markets	market	NOUN
ajfa-2811	182	4	:	:	PUNCT
ajfa-2811	182	5	a	a	DET
ajfa-2811	182	6	review	review	NOUN
ajfa-2811	182	7	of	of	ADP
ajfa-2811	182	8	theory	theory	NOUN
ajfa-2811	182	9	and	and	CCONJ
ajfa-2811	182	10	empirical	empirical	ADJ
ajfa-2811	182	11	work	work	NOUN
ajfa-2811	182	12	.	.	PUNCT
ajfa-2811	183	1	the	the	DET
ajfa-2811	183	2	journal	journal	PROPN
ajfa-2811	183	3	of	of	ADP
ajfa-2811	183	4	finance	finance	NOUN
ajfa-2811	183	5	,	,	PUNCT
ajfa-2811	183	6	25(2	25(2	NUM
ajfa-2811	183	7	)	)	PUNCT
ajfa-2811	183	8	,	,	PUNCT
ajfa-2811	183	9	383	383	NUM
ajfa-2811	183	10	-	-	SYM
ajfa-2811	183	11	417	417	NUM
ajfa-2811	183	12	.	.	PUNCT
ajfa-2811	184	1	http://dx.doi.org/10.2307/2325486	http://dx.doi.org/10.2307/2325486	PROPN
ajfa-2811	184	2	faryad	faryad	PROPN
ajfa-2811	184	3	,	,	PUNCT
ajfa-2811	184	4	h.	h.	PROPN
ajfa-2811	184	5	,	,	PUNCT
ajfa-2811	184	6	kashif	kashif	PROPN
ajfa-2811	184	7	,	,	PUNCT
ajfa-2811	184	8	h.	h.	PROPN
ajfa-2811	184	9	,	,	PUNCT
ajfa-2811	184	10	&	&	CCONJ
ajfa-2811	184	11	rana	rana	PROPN
ajfa-2811	184	12	,	,	PUNCT
ajfa-2811	184	13	s.	s.	PROPN
ajfa-2811	184	14	(	(	PUNCT
ajfa-2811	184	15	2011	2011	NUM
ajfa-2811	184	16	)	)	PUNCT
ajfa-2811	184	17	.	.	PUNCT
ajfa-2811	185	1	day	day	NOUN
ajfa-2811	185	2	of	of	ADP
ajfa-2811	185	3	the	the	DET
ajfa-2811	185	4	week	week	NOUN
ajfa-2811	185	5	effect	effect	NOUN
ajfa-2811	185	6	and	and	CCONJ
ajfa-2811	185	7	stock	stock	NOUN
ajfa-2811	185	8	returns	return	NOUN
ajfa-2811	185	9	:	:	PUNCT
ajfa-2811	185	10	evidence	evidence	NOUN
ajfa-2811	185	11	from	from	ADP
ajfa-2811	185	12	karachi	karachi	PROPN
ajfa-2811	185	13	stock	stock	PROPN
ajfa-2811	185	14	exchange	exchange	PROPN
ajfa-2811	185	15	-	-	PUNCT
ajfa-2811	185	16	pakistan	pakistan	PROPN
ajfa-2811	185	17	.	.	PUNCT
ajfa-2811	186	1	far	far	PROPN
ajfa-2811	186	2	east	east	PROPN
ajfa-2811	186	3	journal	journal	PROPN
ajfa-2811	186	4	of	of	ADP
ajfa-2811	186	5	psychology	psychology	NOUN
ajfa-2811	186	6	and	and	CCONJ
ajfa-2811	186	7	business	business	NOUN
ajfa-2811	186	8	,	,	PUNCT
ajfa-2811	186	9	1(3	1(3	NUM
ajfa-2811	186	10	)	)	PUNCT
ajfa-2811	186	11	,	,	PUNCT
ajfa-2811	186	12	25	25	NUM
ajfa-2811	186	13	-	-	SYM
ajfa-2811	186	14	31	31	NUM
ajfa-2811	186	15	.	.	PUNCT
ajfa-2811	187	1	fountas	founta	NOUN
ajfa-2811	187	2	,	,	PUNCT
ajfa-2811	187	3	s.	s.	PROPN
ajfa-2811	187	4	,	,	PUNCT
ajfa-2811	187	5	&	&	CCONJ
ajfa-2811	187	6	segredakis	segredakis	PROPN
ajfa-2811	187	7	,	,	PUNCT
ajfa-2811	187	8	k.	k.	PROPN
ajfa-2811	187	9	n.	n.	PROPN
ajfa-2811	187	10	(	(	PUNCT
ajfa-2811	187	11	2002	2002	NUM
ajfa-2811	187	12	)	)	PUNCT
ajfa-2811	187	13	.	.	PUNCT
ajfa-2811	188	1	emerging	emerge	VERB
ajfa-2811	188	2	stock	stock	NOUN
ajfa-2811	188	3	markets	market	NOUN
ajfa-2811	188	4	return	return	VERB
ajfa-2811	188	5	seasonalities	seasonalitie	NOUN
ajfa-2811	188	6	:	:	PUNCT
ajfa-2811	188	7	the	the	DET
ajfa-2811	188	8	january	january	PROPN
ajfa-2811	188	9	effect	effect	NOUN
ajfa-2811	188	10	and	and	CCONJ
ajfa-2811	188	11	the	the	DET
ajfa-2811	188	12	tax	tax	NOUN
ajfa-2811	188	13	-	-	PUNCT
ajfa-2811	188	14	loss	loss	NOUN
ajfa-2811	188	15	selling	selling	NOUN
ajfa-2811	188	16	hypothesis	hypothesis	NOUN
ajfa-2811	188	17	.	.	PUNCT
ajfa-2811	189	1	applied	apply	VERB
ajfa-2811	189	2	financial	financial	ADJ
ajfa-2811	189	3	economics	economic	NOUN
ajfa-2811	189	4	,	,	PUNCT
ajfa-2811	189	5	12(4	12(4	NUM
ajfa-2811	189	6	)	)	PUNCT
ajfa-2811	189	7	,	,	PUNCT
ajfa-2811	189	8	291	291	NUM
ajfa-2811	189	9	-	-	SYM
ajfa-2811	189	10	299	299	NUM
ajfa-2811	189	11	.	.	PUNCT
ajfa-2811	190	1	http://dx.doi.org/10.1080/09603100010000839	http://dx.doi.org/10.1080/09603100010000839	PROPN
ajfa-2811	190	2	french	french	PROPN
ajfa-2811	190	3	,	,	PUNCT
ajfa-2811	190	4	k.	k.	PROPN
ajfa-2811	190	5	r.	r.	PROPN
ajfa-2811	190	6	(	(	PUNCT
ajfa-2811	190	7	1980	1980	NUM
ajfa-2811	190	8	)	)	PUNCT
ajfa-2811	190	9	.	.	PUNCT
ajfa-2811	191	1	stock	stock	NOUN
ajfa-2811	191	2	returns	return	NOUN
ajfa-2811	191	3	and	and	CCONJ
ajfa-2811	191	4	the	the	DET
ajfa-2811	191	5	weekend	weekend	NOUN
ajfa-2811	191	6	effect	effect	NOUN
ajfa-2811	191	7	.	.	PUNCT
ajfa-2811	192	1	journal	journal	NOUN
ajfa-2811	192	2	of	of	ADP
ajfa-2811	192	3	financial	financial	ADJ
ajfa-2811	192	4	economics	economic	NOUN
ajfa-2811	192	5	,	,	PUNCT
ajfa-2811	192	6	8(1	8(1	NOUN
ajfa-2811	192	7	)	)	PUNCT
ajfa-2811	192	8	,	,	PUNCT
ajfa-2811	192	9	55	55	NUM
ajfa-2811	192	10	-	-	SYM
ajfa-2811	192	11	69	69	NUM
ajfa-2811	192	12	.	.	PUNCT
ajfa-2811	193	1	http://dx.doi.org/10.1016/0304-405x(80)90021-5	http://dx.doi.org/10.1016/0304-405x(80)90021-5	PROPN
ajfa-2811	193	2	gardeazabal	gardeazabal	PROPN
ajfa-2811	193	3	,	,	PUNCT
ajfa-2811	193	4	j.	j.	PROPN
ajfa-2811	193	5	,	,	PUNCT
ajfa-2811	193	6	&	&	CCONJ
ajfa-2811	193	7	regulez	regulez	PROPN
ajfa-2811	193	8	,	,	PUNCT
ajfa-2811	193	9	m.	m.	NOUN
ajfa-2811	193	10	(	(	PUNCT
ajfa-2811	193	11	2004	2004	NUM
ajfa-2811	193	12	)	)	PUNCT
ajfa-2811	193	13	.	.	PUNCT
ajfa-2811	194	1	a	a	DET
ajfa-2811	194	2	factor	factor	NOUN
ajfa-2811	194	3	model	model	NOUN
ajfa-2811	194	4	of	of	ADP
ajfa-2811	194	5	seasonality	seasonality	NOUN
ajfa-2811	194	6	in	in	ADP
ajfa-2811	194	7	stock	stock	NOUN
ajfa-2811	194	8	returns	return	NOUN
ajfa-2811	194	9	.	.	PUNCT
ajfa-2811	195	1	the	the	DET
ajfa-2811	195	2	quarterly	quarterly	ADJ
ajfa-2811	195	3	review	review	NOUN
ajfa-2811	195	4	of	of	ADP
ajfa-2811	195	5	economics	economic	NOUN
ajfa-2811	195	6	and	and	CCONJ
ajfa-2811	195	7	finance	finance	NOUN
ajfa-2811	195	8	,	,	PUNCT
ajfa-2811	195	9	44(2	44(2	NOUN
ajfa-2811	195	10	)	)	PUNCT
ajfa-2811	195	11	,	,	PUNCT
ajfa-2811	195	12	224	224	NUM
ajfa-2811	195	13	-	-	SYM
ajfa-2811	195	14	236	236	NUM
ajfa-2811	195	15	.	.	PUNCT
ajfa-2811	196	1	http://dx.doi.org/10.1016/s1062-9769(03)00032-2	http://dx.doi.org/10.1016/s1062-9769(03)00032-2	PART
ajfa-2811	196	2	gibbons	gibbon	NOUN
ajfa-2811	196	3	,	,	PUNCT
ajfa-2811	196	4	m.	m.	NOUN
ajfa-2811	196	5	r.	r.	PROPN
ajfa-2811	196	6	,	,	PUNCT
ajfa-2811	196	7	&	&	CCONJ
ajfa-2811	196	8	hess	hess	PROPN
ajfa-2811	196	9	,	,	PUNCT
ajfa-2811	196	10	p.	p.	NOUN
ajfa-2811	196	11	(	(	PUNCT
ajfa-2811	196	12	1981	1981	NUM
ajfa-2811	196	13	)	)	PUNCT
ajfa-2811	196	14	.	.	PUNCT
ajfa-2811	197	1	day	day	NOUN
ajfa-2811	197	2	of	of	ADP
ajfa-2811	197	3	the	the	DET
ajfa-2811	197	4	week	week	NOUN
ajfa-2811	197	5	effects	effect	NOUN
ajfa-2811	197	6	and	and	CCONJ
ajfa-2811	197	7	asset	asset	NOUN
ajfa-2811	197	8	returns	return	NOUN
ajfa-2811	197	9	.	.	PUNCT
ajfa-2811	198	1	journal	journal	NOUN
ajfa-2811	198	2	of	of	ADP
ajfa-2811	198	3	business	business	NOUN
ajfa-2811	198	4	,	,	PUNCT
ajfa-2811	198	5	579	579	NUM
ajfa-2811	198	6	-	-	SYM
ajfa-2811	198	7	596	596	NUM
ajfa-2811	198	8	.	.	PUNCT
ajfa-2811	199	1	http://dx.doi.org/10.1086/296147	http://dx.doi.org/10.1086/296147	NOUN
ajfa-2811	199	2	gultekin	gultekin	PROPN
ajfa-2811	199	3	,	,	PUNCT
ajfa-2811	199	4	m.	m.	NOUN
ajfa-2811	199	5	n.	n.	PROPN
ajfa-2811	199	6	,	,	PUNCT
ajfa-2811	199	7	&	&	CCONJ
ajfa-2811	199	8	gultekin	gultekin	PROPN
ajfa-2811	199	9	,	,	PUNCT
ajfa-2811	199	10	n.	n.	PROPN
ajfa-2811	199	11	b.	b.	PROPN
ajfa-2811	199	12	(	(	PUNCT
ajfa-2811	199	13	1983	1983	NUM
ajfa-2811	199	14	)	)	PUNCT
ajfa-2811	199	15	.	.	PUNCT
ajfa-2811	200	1	stock	stock	NOUN
ajfa-2811	200	2	market	market	NOUN
ajfa-2811	200	3	seasonality	seasonality	NOUN
ajfa-2811	200	4	:	:	PUNCT
ajfa-2811	200	5	international	international	ADJ
ajfa-2811	200	6	evidence	evidence	NOUN
ajfa-2811	200	7	.	.	PUNCT
ajfa-2811	201	1	journal	journal	NOUN
ajfa-2811	201	2	of	of	ADP
ajfa-2811	201	3	financial	financial	ADJ
ajfa-2811	201	4	economics	economic	NOUN
ajfa-2811	201	5	,	,	PUNCT
ajfa-2811	201	6	12(4	12(4	NUM
ajfa-2811	201	7	)	)	PUNCT
ajfa-2811	201	8	,	,	PUNCT
ajfa-2811	201	9	469	469	PROPN
ajfa-2811	201	10	-	-	SYM
ajfa-2811	201	11	481	481	NUM
ajfa-2811	201	12	.	.	PUNCT
ajfa-2811	202	1	http://dx.doi.org/10.1016/0304-405x(83)90044-2	http://dx.doi.org/10.1016/0304-405x(83)90044-2	PROPN
ajfa-2811	202	2	harris	harris	PROPN
ajfa-2811	202	3	,	,	PUNCT
ajfa-2811	202	4	l.	l.	PROPN
ajfa-2811	202	5	(	(	PUNCT
ajfa-2811	202	6	1986	1986	NUM
ajfa-2811	202	7	)	)	PUNCT
ajfa-2811	202	8	.	.	PUNCT
ajfa-2811	203	1	a	a	DET
ajfa-2811	203	2	transaction	transaction	NOUN
ajfa-2811	203	3	data	datum	NOUN
ajfa-2811	203	4	study	study	NOUN
ajfa-2811	203	5	of	of	ADP
ajfa-2811	203	6	weekly	weekly	ADJ
ajfa-2811	203	7	and	and	CCONJ
ajfa-2811	203	8	intradaily	intradaily	ADJ
ajfa-2811	203	9	patterns	pattern	NOUN
ajfa-2811	203	10	in	in	ADP
ajfa-2811	203	11	stock	stock	NOUN
ajfa-2811	203	12	returns	return	NOUN
ajfa-2811	203	13	.	.	PUNCT
ajfa-2811	204	1	journal	journal	NOUN
ajfa-2811	204	2	of	of	ADP
ajfa-2811	204	3	financial	financial	ADJ
ajfa-2811	204	4	economics	economic	NOUN
ajfa-2811	204	5	,	,	PUNCT
ajfa-2811	204	6	16(1	16(1	NUM
ajfa-2811	204	7	)	)	PUNCT
ajfa-2811	204	8	,	,	PUNCT
ajfa-2811	204	9	99	99	NUM
ajfa-2811	204	10	-	-	SYM
ajfa-2811	204	11	117	117	NUM
ajfa-2811	204	12	.	.	PUNCT
ajfa-2811	205	1	http://dx.doi.org/10.1016/0304-405x(86)90044-9	http://dx.doi.org/10.1016/0304-405x(86)90044-9	ADJ
ajfa-2811	205	2	hourvouliades	hourvouliade	NOUN
ajfa-2811	205	3	,	,	PUNCT
ajfa-2811	205	4	n.	n.	NOUN
ajfa-2811	205	5	(	(	PUNCT
ajfa-2811	205	6	2009	2009	NUM
ajfa-2811	205	7	)	)	PUNCT
ajfa-2811	205	8	.	.	PUNCT
ajfa-2811	206	1	new	new	ADJ
ajfa-2811	206	2	evidence	evidence	NOUN
ajfa-2811	206	3	for	for	ADP
ajfa-2811	206	4	the	the	DET
ajfa-2811	206	5	day	day	NOUN
ajfa-2811	206	6	-	-	PUNCT
ajfa-2811	206	7	of	of	ADP
ajfa-2811	206	8	-	-	PUNCT
ajfa-2811	206	9	the	the	DET
ajfa-2811	206	10	-	-	PUNCT
ajfa-2811	206	11	week	week	NOUN
ajfa-2811	206	12	effect	effect	NOUN
ajfa-2811	206	13	in	in	ADP
ajfa-2811	206	14	the	the	DET
ajfa-2811	206	15	financial	financial	ADJ
ajfa-2811	206	16	crisis	crisis	NOUN
ajfa-2811	206	17	.	.	PUNCT
ajfa-2811	207	1	available	available	ADJ
ajfa-2811	207	2	at	at	ADP
ajfa-2811	207	3	ssrn	ssrn	PROPN
ajfa-2811	207	4	1515164	1515164	NUM
ajfa-2811	207	5	.	.	PUNCT
ajfa-2811	208	1	jaffe	jaffe	PROPN
ajfa-2811	208	2	,	,	PUNCT
ajfa-2811	208	3	j.	j.	PROPN
ajfa-2811	208	4	,	,	PUNCT
ajfa-2811	208	5	&	&	CCONJ
ajfa-2811	208	6	westerfield	westerfield	PROPN
ajfa-2811	208	7	,	,	PUNCT
ajfa-2811	208	8	r.	r.	PROPN
ajfa-2811	208	9	(	(	PUNCT
ajfa-2811	208	10	1989	1989	NUM
ajfa-2811	208	11	)	)	PUNCT
ajfa-2811	208	12	.	.	PUNCT
ajfa-2811	208	13	is	be	AUX
ajfa-2811	208	14	there	there	PRON
ajfa-2811	208	15	a	a	DET
ajfa-2811	208	16	monthly	monthly	ADJ
ajfa-2811	208	17	effect	effect	NOUN
ajfa-2811	208	18	in	in	ADP
ajfa-2811	208	19	stock	stock	NOUN
ajfa-2811	208	20	market	market	NOUN
ajfa-2811	208	21	returns	return	NOUN
ajfa-2811	208	22	?	?	PUNCT
ajfa-2811	208	23	:	:	PUNCT
ajfa-2811	208	24	evidence	evidence	NOUN
ajfa-2811	208	25	from	from	ADP
ajfa-2811	208	26	foreign	foreign	ADJ
ajfa-2811	208	27	countries	country	NOUN
ajfa-2811	208	28	.	.	PUNCT
ajfa-2811	209	1	journal	journal	NOUN
ajfa-2811	209	2	of	of	ADP
ajfa-2811	209	3	banking	banking	NOUN
ajfa-2811	209	4	&	&	CCONJ
ajfa-2811	209	5	finance	finance	PROPN
ajfa-2811	209	6	,	,	PUNCT
ajfa-2811	209	7	13(2	13(2	PROPN
ajfa-2811	209	8	)	)	PUNCT
ajfa-2811	209	9	,	,	PUNCT
ajfa-2811	209	10	237	237	NUM
ajfa-2811	209	11	-	-	SYM
ajfa-2811	209	12	244	244	NUM
ajfa-2811	209	13	.	.	PUNCT
ajfa-2811	210	1	http://dx.doi.org/10.1016/0378-4266(89)90062-9	http://dx.doi.org/10.1016/0378-4266(89)90062-9	X
ajfa-2811	210	2	keim	keim	PROPN
ajfa-2811	210	3	,	,	PUNCT
ajfa-2811	210	4	d.	d.	PROPN
ajfa-2811	210	5	b.	b.	PROPN
ajfa-2811	210	6	(	(	PUNCT
ajfa-2811	210	7	1983	1983	NUM
ajfa-2811	210	8	)	)	PUNCT
ajfa-2811	210	9	.	.	PUNCT
ajfa-2811	211	1	size	size	NOUN
ajfa-2811	211	2	-	-	PUNCT
ajfa-2811	211	3	related	relate	VERB
ajfa-2811	211	4	anomalies	anomaly	NOUN
ajfa-2811	211	5	and	and	CCONJ
ajfa-2811	211	6	stock	stock	NOUN
ajfa-2811	211	7	return	return	NOUN
ajfa-2811	211	8	seasonality	seasonality	NOUN
ajfa-2811	211	9	:	:	PUNCT
ajfa-2811	211	10	further	further	ADJ
ajfa-2811	211	11	empirical	empirical	ADJ
ajfa-2811	211	12	evidence	evidence	NOUN
ajfa-2811	211	13	.	.	PUNCT
ajfa-2811	212	1	journal	journal	NOUN
ajfa-2811	212	2	of	of	ADP
ajfa-2811	212	3	financial	financial	ADJ
ajfa-2811	212	4	economics	economic	NOUN
ajfa-2811	212	5	,	,	PUNCT
ajfa-2811	212	6	12(1	12(1	NUM
ajfa-2811	212	7	)	)	PUNCT
ajfa-2811	212	8	,	,	PUNCT
ajfa-2811	212	9	13	13	NUM
ajfa-2811	212	10	-	-	SYM
ajfa-2811	212	11	32	32	NUM
ajfa-2811	212	12	.	.	PUNCT
ajfa-2811	213	1	http://dx.doi.org/10.1016/0304-405x(83)90025-9	http://dx.doi.org/10.1016/0304-405x(83)90025-9	PROPN
ajfa-2811	213	2	keim	keim	PROPN
ajfa-2811	213	3	,	,	PUNCT
ajfa-2811	213	4	d.	d.	PROPN
ajfa-2811	213	5	b.	b.	PROPN
ajfa-2811	213	6	,	,	PUNCT
ajfa-2811	213	7	&	&	CCONJ
ajfa-2811	213	8	stambaugh	stambaugh	PROPN
ajfa-2811	213	9	,	,	PUNCT
ajfa-2811	213	10	r.	r.	PROPN
ajfa-2811	213	11	f.	f.	PROPN
ajfa-2811	213	12	(	(	PUNCT
ajfa-2811	213	13	1984	1984	NUM
ajfa-2811	213	14	)	)	PUNCT
ajfa-2811	213	15	.	.	PUNCT
ajfa-2811	214	1	a	a	DET
ajfa-2811	214	2	further	further	ADJ
ajfa-2811	214	3	investigation	investigation	NOUN
ajfa-2811	214	4	of	of	ADP
ajfa-2811	214	5	the	the	DET
ajfa-2811	214	6	weekend	weekend	NOUN
ajfa-2811	214	7	effect	effect	NOUN
ajfa-2811	214	8	in	in	ADP
ajfa-2811	214	9	stock	stock	NOUN
ajfa-2811	214	10	returns	return	NOUN
ajfa-2811	214	11	.	.	PUNCT
ajfa-2811	215	1	the	the	DET
ajfa-2811	215	2	journal	journal	PROPN
ajfa-2811	215	3	of	of	ADP
ajfa-2811	215	4	finance	finance	NOUN
ajfa-2811	215	5	,	,	PUNCT
ajfa-2811	215	6	39(3	39(3	NUM
ajfa-2811	215	7	)	)	PUNCT
ajfa-2811	215	8	,	,	PUNCT
ajfa-2811	215	9	819	819	NUM
ajfa-2811	215	10	-	-	SYM
ajfa-2811	215	11	835	835	NUM
ajfa-2811	215	12	.	.	PUNCT
ajfa-2811	216	1	http://dx.doi.org/10.1111/j.1540-6261.1984.tb03675.x	http://dx.doi.org/10.1111/j.1540-6261.1984.tb03675.x	NOUN
ajfa-2811	216	2	kenourgios	kenourgio	NOUN
ajfa-2811	216	3	,	,	PUNCT
ajfa-2811	216	4	d.	d.	PROPN
ajfa-2811	216	5	,	,	PUNCT
ajfa-2811	216	6	samitas	samita	NOUN
ajfa-2811	216	7	,	,	PUNCT
ajfa-2811	216	8	a.	a.	NOUN
ajfa-2811	216	9	,	,	PUNCT
ajfa-2811	216	10	&	&	CCONJ
ajfa-2811	216	11	papathanasiou	papathanasiou	PROPN
ajfa-2811	216	12	,	,	PUNCT
ajfa-2811	216	13	s.	s.	PROPN
ajfa-2811	216	14	(	(	PUNCT
ajfa-2811	216	15	2008	2008	NUM
ajfa-2811	216	16	)	)	PUNCT
ajfa-2811	216	17	.	.	PUNCT
ajfa-2811	217	1	the	the	DET
ajfa-2811	217	2	day	day	NOUN
ajfa-2811	217	3	of	of	ADP
ajfa-2811	217	4	the	the	DET
ajfa-2811	217	5	week	week	NOUN
ajfa-2811	217	6	effect	effect	NOUN
ajfa-2811	217	7	patterns	pattern	NOUN
ajfa-2811	217	8	on	on	ADP
ajfa-2811	217	9	stock	stock	NOUN
ajfa-2811	217	10	market	market	NOUN
ajfa-2811	217	11	return	return	NOUN
ajfa-2811	217	12	and	and	CCONJ
ajfa-2811	217	13	volatility	volatility	NOUN
ajfa-2811	217	14	:	:	PUNCT
ajfa-2811	217	15	evidence	evidence	NOUN
ajfa-2811	217	16	for	for	ADP
ajfa-2811	217	17	the	the	DET
ajfa-2811	217	18	athens	athens	PROPN
ajfa-2811	217	19	stock	stock	PROPN
ajfa-2811	217	20	exchange	exchange	PROPN
ajfa-2811	217	21	.	.	PUNCT
ajfa-2811	218	1	international	international	ADJ
ajfa-2811	218	2	research	research	PROPN
ajfa-2811	218	3	journal	journal	NOUN
ajfa-2811	218	4	of	of	ADP
ajfa-2811	218	5	finance	finance	NOUN
ajfa-2811	218	6	and	and	CCONJ
ajfa-2811	218	7	economics	economic	NOUN
ajfa-2811	218	8	,	,	PUNCT
ajfa-2811	218	9	15(1	15(1	NUM
ajfa-2811	218	10	)	)	PUNCT
ajfa-2811	218	11	,	,	PUNCT
ajfa-2811	218	12	78	78	NUM
ajfa-2811	218	13	-	-	SYM
ajfa-2811	218	14	89	89	NUM
ajfa-2811	218	15	.	.	PUNCT
ajfa-2811	219	1	kiymaz	kiymaz	NOUN
ajfa-2811	219	2	,	,	PUNCT
ajfa-2811	219	3	h.	h.	PROPN
ajfa-2811	219	4	,	,	PUNCT
ajfa-2811	219	5	&	&	CCONJ
ajfa-2811	219	6	berument	berument	PROPN
ajfa-2811	219	7	,	,	PUNCT
ajfa-2811	219	8	h.	h.	PROPN
ajfa-2811	219	9	(	(	PUNCT
ajfa-2811	219	10	2003	2003	NUM
ajfa-2811	219	11	)	)	PUNCT
ajfa-2811	219	12	.	.	PUNCT
ajfa-2811	220	1	the	the	DET
ajfa-2811	220	2	day	day	NOUN
ajfa-2811	220	3	of	of	ADP
ajfa-2811	220	4	the	the	DET
ajfa-2811	220	5	week	week	NOUN
ajfa-2811	220	6	effect	effect	NOUN
ajfa-2811	220	7	on	on	ADP
ajfa-2811	220	8	stock	stock	NOUN
ajfa-2811	220	9	market	market	NOUN
ajfa-2811	220	10	volatility	volatility	NOUN
ajfa-2811	220	11	and	and	CCONJ
ajfa-2811	220	12	volume	volume	NOUN
ajfa-2811	220	13	:	:	PUNCT
ajfa-2811	220	14	international	international	ADJ
ajfa-2811	220	15	evidence	evidence	NOUN
ajfa-2811	220	16	.	.	PUNCT
ajfa-2811	221	1	review	review	NOUN
ajfa-2811	221	2	of	of	ADP
ajfa-2811	221	3	financial	financial	ADJ
ajfa-2811	221	4	economics	economic	NOUN
ajfa-2811	221	5	,	,	PUNCT
ajfa-2811	221	6	12(4	12(4	NUM
ajfa-2811	221	7	)	)	PUNCT
ajfa-2811	221	8	,	,	PUNCT
ajfa-2811	221	9	363	363	NUM
ajfa-2811	221	10	-	-	SYM
ajfa-2811	221	11	380	380	NUM
ajfa-2811	221	12	.	.	PUNCT
ajfa-2811	222	1	asian	asian	ADJ
ajfa-2811	222	2	journal	journal	PROPN
ajfa-2811	222	3	of	of	ADP
ajfa-2811	222	4	finance	finance	PROPN
ajfa-2811	222	5	&	&	CCONJ
ajfa-2811	222	6	accounting	accounting	PROPN
ajfa-2811	222	7	issn	issn	PROPN
ajfa-2811	222	8	1946	1946	NUM
ajfa-2811	222	9	-	-	PUNCT
ajfa-2811	222	10	052x	052x	NOUN
ajfa-2811	222	11	2013	2013	NUM
ajfa-2811	222	12	,	,	PUNCT
ajfa-2811	222	13	vol	vol	NOUN
ajfa-2811	222	14	.	.	PROPN
ajfa-2811	222	15	5	5	NUM
ajfa-2811	222	16	,	,	PUNCT
ajfa-2811	222	17	no	no	INTJ
ajfa-2811	222	18	.	.	NOUN
ajfa-2811	222	19	1	1	NUM
ajfa-2811	222	20	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NUM
ajfa-2811	222	21	456	456	NUM
ajfa-2811	222	22	http://dx.doi.org/10.1016/s1058-3300(03)00038-7	http://dx.doi.org/10.1016/s1058-3300(03)00038-7	PROPN
ajfa-2811	222	23	kohers	koher	NOUN
ajfa-2811	222	24	,	,	PUNCT
ajfa-2811	222	25	g.	g.	PROPN
ajfa-2811	222	26	,	,	PUNCT
ajfa-2811	222	27	kohers	koher	NOUN
ajfa-2811	222	28	,	,	PUNCT
ajfa-2811	222	29	n.	n.	PROPN
ajfa-2811	222	30	,	,	PUNCT
ajfa-2811	222	31	pandey	pandey	PROPN
ajfa-2811	222	32	,	,	PUNCT
ajfa-2811	222	33	v.	v.	PROPN
ajfa-2811	222	34	,	,	PUNCT
ajfa-2811	222	35	&	&	CCONJ
ajfa-2811	222	36	kohers	koher	NOUN
ajfa-2811	222	37	,	,	PUNCT
ajfa-2811	222	38	t.	t.	PROPN
ajfa-2811	222	39	(	(	PUNCT
ajfa-2811	222	40	2004	2004	NUM
ajfa-2811	222	41	)	)	PUNCT
ajfa-2811	222	42	.	.	PUNCT
ajfa-2811	223	1	the	the	DET
ajfa-2811	223	2	disappearing	disappear	VERB
ajfa-2811	223	3	day	day	NOUN
ajfa-2811	223	4	-	-	PUNCT
ajfa-2811	223	5	of	of	ADP
ajfa-2811	223	6	-	-	PUNCT
ajfa-2811	223	7	the	the	DET
ajfa-2811	223	8	-	-	PUNCT
ajfa-2811	223	9	week	week	NOUN
ajfa-2811	223	10	effect	effect	NOUN
ajfa-2811	223	11	in	in	ADP
ajfa-2811	223	12	the	the	DET
ajfa-2811	223	13	world	world	NOUN
ajfa-2811	223	14	's	's	PART
ajfa-2811	223	15	largest	large	ADJ
ajfa-2811	223	16	equity	equity	NOUN
ajfa-2811	223	17	markets	market	NOUN
ajfa-2811	223	18	.	.	PUNCT
ajfa-2811	224	1	applied	apply	VERB
ajfa-2811	224	2	economics	economic	NOUN
ajfa-2811	224	3	letters	letter	NOUN
ajfa-2811	224	4	,	,	PUNCT
ajfa-2811	224	5	11(3	11(3	NUM
ajfa-2811	224	6	)	)	PUNCT
ajfa-2811	224	7	,	,	PUNCT
ajfa-2811	224	8	167	167	NUM
ajfa-2811	224	9	-	-	SYM
ajfa-2811	224	10	171	171	NUM
ajfa-2811	224	11	.	.	PUNCT
ajfa-2811	225	1	http://dx.doi.org/10.1080/1350485042000203797	http://dx.doi.org/10.1080/1350485042000203797	PROPN
ajfa-2811	225	2	kok	kok	PROPN
ajfa-2811	225	3	,	,	PUNCT
ajfa-2811	225	4	k.	k.	PROPN
ajfa-2811	225	5	,	,	PUNCT
ajfa-2811	225	6	&	&	CCONJ
ajfa-2811	225	7	wong	wong	PROPN
ajfa-2811	225	8	,	,	PUNCT
ajfa-2811	225	9	y.	y.	PROPN
ajfa-2811	225	10	(	(	PUNCT
ajfa-2811	225	11	2004	2004	NUM
ajfa-2811	225	12	)	)	PUNCT
ajfa-2811	225	13	.	.	PUNCT
ajfa-2811	226	1	seasonal	seasonal	ADJ
ajfa-2811	226	2	anomalies	anomaly	NOUN
ajfa-2811	226	3	of	of	ADP
ajfa-2811	226	4	stocks	stock	NOUN
ajfa-2811	226	5	in	in	ADP
ajfa-2811	226	6	asean	asean	ADJ
ajfa-2811	226	7	equity	equity	NOUN
ajfa-2811	226	8	markets	market	NOUN
ajfa-2811	226	9	.	.	PUNCT
ajfa-2811	227	1	sunway	sunway	PROPN
ajfa-2811	227	2	college	college	PROPN
ajfa-2811	227	3	journal	journal	PROPN
ajfa-2811	227	4	,	,	PUNCT
ajfa-2811	227	5	1	1	NUM
ajfa-2811	227	6	,	,	PUNCT
ajfa-2811	227	7	1	1	NUM
ajfa-2811	227	8	-	-	SYM
ajfa-2811	227	9	11	11	NUM
ajfa-2811	227	10	.	.	PUNCT
ajfa-2811	228	1	lakonishok	lakonishok	PROPN
ajfa-2811	228	2	,	,	PUNCT
ajfa-2811	228	3	j.	j.	PROPN
ajfa-2811	228	4	,	,	PUNCT
ajfa-2811	228	5	&	&	CCONJ
ajfa-2811	228	6	levi	levi	PROPN
ajfa-2811	228	7	,	,	PUNCT
ajfa-2811	228	8	m.	m.	NOUN
ajfa-2811	228	9	(	(	PUNCT
ajfa-2811	228	10	2012	2012	NUM
ajfa-2811	228	11	)	)	PUNCT
ajfa-2811	228	12	.	.	PUNCT
ajfa-2811	229	1	weekend	weekend	NOUN
ajfa-2811	229	2	effects	effect	NOUN
ajfa-2811	229	3	on	on	ADP
ajfa-2811	229	4	stock	stock	NOUN
ajfa-2811	229	5	returns	return	NOUN
ajfa-2811	229	6	:	:	PUNCT
ajfa-2811	229	7	a	a	DET
ajfa-2811	229	8	note	note	NOUN
ajfa-2811	229	9	.	.	PUNCT
ajfa-2811	230	1	the	the	DET
ajfa-2811	230	2	journal	journal	PROPN
ajfa-2811	230	3	of	of	ADP
ajfa-2811	230	4	finance	finance	NOUN
ajfa-2811	230	5	,	,	PUNCT
ajfa-2811	230	6	37(3	37(3	NUM
ajfa-2811	230	7	)	)	PUNCT
ajfa-2811	230	8	,	,	PUNCT
ajfa-2811	230	9	883	883	NUM
ajfa-2811	230	10	-	-	SYM
ajfa-2811	230	11	889	889	NUM
ajfa-2811	230	12	.	.	PUNCT
ajfa-2811	231	1	http://dx.doi.org/10.1111/j.1540-6261.1982.tb02231.x	http://dx.doi.org/10.1111/j.1540-6261.1982.tb02231.x	PRON
ajfa-2811	231	2	marashdeh	marashdeh	NOUN
ajfa-2811	231	3	,	,	PUNCT
ajfa-2811	231	4	o.	o.	PROPN
ajfa-2811	231	5	(	(	PUNCT
ajfa-2811	231	6	1994	1994	NUM
ajfa-2811	231	7	)	)	PUNCT
ajfa-2811	231	8	.	.	PUNCT
ajfa-2811	232	1	calender	calender	NOUN
ajfa-2811	232	2	anomalies	anomaly	NOUN
ajfa-2811	232	3	evidence	evidence	NOUN
ajfa-2811	232	4	from	from	ADP
ajfa-2811	232	5	four	four	NUM
ajfa-2811	232	6	asian	asian	ADJ
ajfa-2811	232	7	-	-	PUNCT
ajfa-2811	232	8	pacific	pacific	ADJ
ajfa-2811	232	9	stock	stock	NOUN
ajfa-2811	232	10	markets	market	NOUN
ajfa-2811	232	11	.	.	PUNCT
ajfa-2811	233	1	kelola	kelola	PROPN
ajfa-2811	233	2	,	,	PUNCT
ajfa-2811	233	3	3(1994	3(1994	NUM
ajfa-2811	233	4	)	)	PUNCT
ajfa-2811	233	5	.	.	PUNCT
ajfa-2811	234	1	marrett	marrett	PROPN
ajfa-2811	234	2	,	,	PUNCT
ajfa-2811	234	3	g.	g.	PROPN
ajfa-2811	234	4	j.	j.	PROPN
ajfa-2811	234	5	,	,	PUNCT
ajfa-2811	234	6	&	&	CCONJ
ajfa-2811	234	7	worthington	worthington	PROPN
ajfa-2811	234	8	,	,	PUNCT
ajfa-2811	234	9	a.	a.	PROPN
ajfa-2811	234	10	c.	c.	PROPN
ajfa-2811	234	11	(	(	PUNCT
ajfa-2811	234	12	2009	2009	NUM
ajfa-2811	234	13	)	)	PUNCT
ajfa-2811	234	14	.	.	PUNCT
ajfa-2811	235	1	an	an	DET
ajfa-2811	235	2	empirical	empirical	ADJ
ajfa-2811	235	3	note	note	NOUN
ajfa-2811	235	4	on	on	ADP
ajfa-2811	235	5	the	the	DET
ajfa-2811	235	6	holiday	holiday	NOUN
ajfa-2811	235	7	effect	effect	NOUN
ajfa-2811	235	8	in	in	ADP
ajfa-2811	235	9	the	the	DET
ajfa-2811	235	10	australian	australian	ADJ
ajfa-2811	235	11	stock	stock	NOUN
ajfa-2811	235	12	market	market	NOUN
ajfa-2811	235	13	,	,	PUNCT
ajfa-2811	235	14	1996–2006	1996–2006	NUM
ajfa-2811	235	15	.	.	PUNCT
ajfa-2811	235	16	applied	apply	VERB
ajfa-2811	235	17	economics	economic	NOUN
ajfa-2811	235	18	letters	letter	NOUN
ajfa-2811	235	19	,	,	PUNCT
ajfa-2811	235	20	16(17	16(17	NUM
ajfa-2811	235	21	)	)	PUNCT
ajfa-2811	235	22	,	,	PUNCT
ajfa-2811	235	23	1769	1769	NUM
ajfa-2811	235	24	-	-	SYM
ajfa-2811	235	25	1772	1772	NUM
ajfa-2811	235	26	.	.	PUNCT
ajfa-2811	236	1	http://dx.doi.org/10.1080/13504850701675474	http://dx.doi.org/10.1080/13504850701675474	PROPN
ajfa-2811	236	2	mine	mine	PROPN
ajfa-2811	236	3	,	,	PUNCT
ajfa-2811	236	4	a.	a.	PROPN
ajfa-2811	236	5	,	,	PUNCT
ajfa-2811	236	6	&	&	CCONJ
ajfa-2811	236	7	ikram	ikram	PROPN
ajfa-2811	236	8	,	,	PUNCT
ajfa-2811	236	9	d.	d.	PROPN
ajfa-2811	236	10	(	(	PUNCT
ajfa-2811	236	11	2011	2011	NUM
ajfa-2811	236	12	)	)	PUNCT
ajfa-2811	236	13	.	.	PUNCT
ajfa-2811	237	1	short	short	ADJ
ajfa-2811	237	2	selling	selling	NOUN
ajfa-2811	237	3	and	and	CCONJ
ajfa-2811	237	4	the	the	DET
ajfa-2811	237	5	day	day	NOUN
ajfa-2811	237	6	of	of	ADP
ajfa-2811	237	7	the	the	DET
ajfa-2811	237	8	week	week	NOUN
ajfa-2811	237	9	effect	effect	NOUN
ajfa-2811	237	10	for	for	ADP
ajfa-2811	237	11	istanbul	istanbul	PROPN
ajfa-2811	237	12	stock	stock	PROPN
ajfa-2811	237	13	exchange	exchange	PROPN
ajfa-2811	237	14	.	.	PUNCT
ajfa-2811	238	1	international	international	ADJ
ajfa-2811	238	2	research	research	PROPN
ajfa-2811	238	3	journal	journal	NOUN
ajfa-2811	238	4	of	of	ADP
ajfa-2811	238	5	finance	finance	NOUN
ajfa-2811	238	6	and	and	CCONJ
ajfa-2811	238	7	economics	economic	NOUN
ajfa-2811	238	8	,	,	PUNCT
ajfa-2811	238	9	70	70	NUM
ajfa-2811	238	10	,	,	PUNCT
ajfa-2811	238	11	205	205	NUM
ajfa-2811	238	12	-	-	SYM
ajfa-2811	238	13	216	216	NUM
ajfa-2811	238	14	.	.	PUNCT
ajfa-2811	238	15	naliniprava	naliniprava	NOUN
ajfa-2811	238	16	,	,	PUNCT
ajfa-2811	238	17	t.	t.	PROPN
ajfa-2811	238	18	(	(	PUNCT
ajfa-2811	238	19	2010	2010	NUM
ajfa-2811	238	20	)	)	PUNCT
ajfa-2811	238	21	.	.	PUNCT
ajfa-2811	239	1	the	the	DET
ajfa-2811	239	2	empirical	empirical	ADJ
ajfa-2811	239	3	relationship	relationship	NOUN
ajfa-2811	239	4	between	between	ADP
ajfa-2811	239	5	trading	trading	NOUN
ajfa-2811	239	6	volumes	volume	NOUN
ajfa-2811	239	7	&	&	CCONJ
ajfa-2811	239	8	stock	stock	PROPN
ajfa-2811	239	9	return	return	NOUN
ajfa-2811	239	10	volatility	volatility	NOUN
ajfa-2811	239	11	in	in	ADP
ajfa-2811	239	12	indian	indian	ADJ
ajfa-2811	239	13	stock	stock	NOUN
ajfa-2811	239	14	market	market	NOUN
ajfa-2811	239	15	.	.	PUNCT
ajfa-2811	240	1	european	european	PROPN
ajfa-2811	240	2	journal	journal	PROPN
ajfa-2811	240	3	of	of	ADP
ajfa-2811	240	4	economics	economic	NOUN
ajfa-2811	240	5	,	,	PUNCT
ajfa-2811	240	6	finance	finance	NOUN
ajfa-2811	240	7	and	and	CCONJ
ajfa-2811	240	8	administrative	administrative	ADJ
ajfa-2811	240	9	sciences	science	NOUN
ajfa-2811	240	10	,	,	PUNCT
ajfa-2811	240	11	24	24	NUM
ajfa-2811	240	12	,	,	PUNCT
ajfa-2811	240	13	59	59	NUM
ajfa-2811	240	14	-	-	SYM
ajfa-2811	240	15	77	77	NUM
ajfa-2811	240	16	.	.	PUNCT
ajfa-2811	241	1	pena	pena	PROPN
ajfa-2811	241	2	,	,	PUNCT
ajfa-2811	241	3	j.	j.	PROPN
ajfa-2811	241	4	i.	i.	PROPN
ajfa-2811	241	5	(	(	PUNCT
ajfa-2811	241	6	1995	1995	NUM
ajfa-2811	241	7	)	)	PUNCT
ajfa-2811	241	8	.	.	PUNCT
ajfa-2811	242	1	daily	daily	ADJ
ajfa-2811	242	2	seasonalities	seasonalitie	NOUN
ajfa-2811	242	3	and	and	CCONJ
ajfa-2811	242	4	stock	stock	NOUN
ajfa-2811	242	5	market	market	NOUN
ajfa-2811	242	6	reforms	reform	NOUN
ajfa-2811	242	7	in	in	ADP
ajfa-2811	242	8	spain	spain	PROPN
ajfa-2811	242	9	.	.	PUNCT
ajfa-2811	242	10	applied	apply	VERB
ajfa-2811	242	11	financial	financial	ADJ
ajfa-2811	242	12	economics	economic	NOUN
ajfa-2811	242	13	,	,	PUNCT
ajfa-2811	242	14	5(6	5(6	NUM
ajfa-2811	242	15	)	)	PUNCT
ajfa-2811	242	16	,	,	PUNCT
ajfa-2811	242	17	419	419	NUM
ajfa-2811	242	18	-	-	SYM
ajfa-2811	242	19	423	423	NUM
ajfa-2811	242	20	.	.	PUNCT
ajfa-2811	243	1	http://dx.doi.org/10.1080/758538601	http://dx.doi.org/10.1080/758538601	PROPN
ajfa-2811	243	2	rogalski	rogalski	PROPN
ajfa-2811	243	3	,	,	PUNCT
ajfa-2811	243	4	r.	r.	PROPN
ajfa-2811	243	5	j.	j.	PROPN
ajfa-2811	243	6	(	(	PUNCT
ajfa-2811	243	7	1984	1984	NUM
ajfa-2811	243	8	)	)	PUNCT
ajfa-2811	243	9	.	.	PUNCT
ajfa-2811	244	1	new	new	ADJ
ajfa-2811	244	2	findings	finding	NOUN
ajfa-2811	244	3	regarding	regard	VERB
ajfa-2811	244	4	day	day	NOUN
ajfa-2811	244	5	-	-	PUNCT
ajfa-2811	244	6	of	of	ADP
ajfa-2811	244	7	-	-	PUNCT
ajfa-2811	244	8	the	the	DET
ajfa-2811	244	9	-	-	PUNCT
ajfa-2811	244	10	week	week	NOUN
ajfa-2811	244	11	returns	return	NOUN
ajfa-2811	244	12	over	over	ADP
ajfa-2811	244	13	trading	trading	NOUN
ajfa-2811	244	14	and	and	CCONJ
ajfa-2811	244	15	non	non	ADJ
ajfa-2811	244	16	-	-	ADJ
ajfa-2811	244	17	trading	trading	ADJ
ajfa-2811	244	18	periods	period	NOUN
ajfa-2811	244	19	:	:	PUNCT
ajfa-2811	244	20	a	a	DET
ajfa-2811	244	21	note	note	NOUN
ajfa-2811	244	22	.	.	PUNCT
ajfa-2811	245	1	the	the	DET
ajfa-2811	245	2	journal	journal	PROPN
ajfa-2811	245	3	of	of	ADP
ajfa-2811	245	4	finance	finance	NOUN
ajfa-2811	245	5	,	,	PUNCT
ajfa-2811	245	6	39(5	39(5	NUM
ajfa-2811	245	7	)	)	PUNCT
ajfa-2811	245	8	,	,	PUNCT
ajfa-2811	245	9	1603	1603	NUM
ajfa-2811	245	10	-	-	SYM
ajfa-2811	245	11	1614	1614	NUM
ajfa-2811	245	12	.	.	PUNCT
ajfa-2811	246	1	http://dx.doi.org/10.1111/j.1540-6261.1984.tb04927.x	http://dx.doi.org/10.1111/j.1540-6261.1984.tb04927.x	PROPN
ajfa-2811	246	2	santesmases	santesmase	NOUN
ajfa-2811	246	3	,	,	PUNCT
ajfa-2811	246	4	m.	m.	NOUN
ajfa-2811	246	5	(	(	PUNCT
ajfa-2811	246	6	1986	1986	NUM
ajfa-2811	246	7	)	)	PUNCT
ajfa-2811	246	8	.	.	PUNCT
ajfa-2811	247	1	an	an	DET
ajfa-2811	247	2	investigation	investigation	NOUN
ajfa-2811	247	3	of	of	ADP
ajfa-2811	247	4	the	the	DET
ajfa-2811	247	5	spanish	spanish	ADJ
ajfa-2811	247	6	stock	stock	NOUN
ajfa-2811	247	7	market	market	NOUN
ajfa-2811	247	8	seasonalities	seasonalitie	NOUN
ajfa-2811	247	9	.	.	PUNCT
ajfa-2811	248	1	journal	journal	NOUN
ajfa-2811	248	2	of	of	ADP
ajfa-2811	248	3	business	business	NOUN
ajfa-2811	248	4	finance	finance	PROPN
ajfa-2811	248	5	&	&	CCONJ
ajfa-2811	248	6	accounting	accounting	PROPN
ajfa-2811	248	7	,	,	PUNCT
ajfa-2811	248	8	13(2	13(2	PROPN
ajfa-2811	248	9	)	)	PUNCT
ajfa-2811	248	10	,	,	PUNCT
ajfa-2811	248	11	267	267	NUM
ajfa-2811	248	12	-	-	SYM
ajfa-2811	248	13	276	276	NUM
ajfa-2811	248	14	.	.	PUNCT
ajfa-2811	249	1	http://dx.doi.org/10.1111/j.1468-5957.1986.tb00096.x	http://dx.doi.org/10.1111/j.1468-5957.1986.tb00096.x	NUM
ajfa-2811	249	2	smirlock	smirlock	NOUN
ajfa-2811	249	3	,	,	PUNCT
ajfa-2811	249	4	m.	m.	NOUN
ajfa-2811	249	5	,	,	PUNCT
ajfa-2811	249	6	&	&	CCONJ
ajfa-2811	249	7	starks	starks	PROPN
ajfa-2811	249	8	,	,	PUNCT
ajfa-2811	249	9	l.	l.	PROPN
ajfa-2811	249	10	(	(	PUNCT
ajfa-2811	249	11	1986	1986	NUM
ajfa-2811	249	12	)	)	PUNCT
ajfa-2811	249	13	.	.	PUNCT
ajfa-2811	250	1	day	day	NOUN
ajfa-2811	250	2	-	-	PUNCT
ajfa-2811	250	3	of	of	ADP
ajfa-2811	250	4	-	-	PUNCT
ajfa-2811	250	5	the	the	DET
ajfa-2811	250	6	-	-	PUNCT
ajfa-2811	250	7	week	week	NOUN
ajfa-2811	250	8	and	and	CCONJ
ajfa-2811	250	9	intraday	intraday	NOUN
ajfa-2811	250	10	effects	effect	NOUN
ajfa-2811	250	11	in	in	ADP
ajfa-2811	250	12	stock	stock	NOUN
ajfa-2811	250	13	returns	return	NOUN
ajfa-2811	250	14	.	.	PUNCT
ajfa-2811	251	1	journal	journal	NOUN
ajfa-2811	251	2	of	of	ADP
ajfa-2811	251	3	financial	financial	ADJ
ajfa-2811	251	4	economics	economic	NOUN
ajfa-2811	251	5	,	,	PUNCT
ajfa-2811	251	6	17(1	17(1	NUM
ajfa-2811	251	7	)	)	PUNCT
ajfa-2811	251	8	,	,	PUNCT
ajfa-2811	251	9	197	197	NUM
ajfa-2811	251	10	-	-	SYM
ajfa-2811	251	11	210	210	NUM
ajfa-2811	251	12	.	.	PUNCT
ajfa-2811	252	1	http://dx.doi.org/10.1016/0304-405x(86)90011-5	http://dx.doi.org/10.1016/0304-405x(86)90011-5	PRON
ajfa-2811	252	2	snedecor	snedecor	NOUN
ajfa-2811	252	3	,	,	PUNCT
ajfa-2811	252	4	g.	g.	PROPN
ajfa-2811	252	5	,	,	PUNCT
ajfa-2811	252	6	&	&	CCONJ
ajfa-2811	252	7	cochran	cochran	PROPN
ajfa-2811	252	8	,	,	PUNCT
ajfa-2811	252	9	w.	w.	PROPN
ajfa-2811	252	10	(	(	PUNCT
ajfa-2811	252	11	1976	1976	NUM
ajfa-2811	252	12	)	)	PUNCT
ajfa-2811	252	13	.	.	PUNCT
ajfa-2811	253	1	statistical	statistical	ADJ
ajfa-2811	253	2	methods	method	NOUN
ajfa-2811	253	3	.	.	PUNCT
ajfa-2811	254	1	ames	ames	PROPN
ajfa-2811	254	2	:	:	PUNCT
ajfa-2811	254	3	iowa	iowa	PROPN
ajfa-2811	254	4	press	press	PROPN
ajfa-2811	254	5	.	.	PUNCT
ajfa-2811	255	1	pmid:6206	pmid:6206	ADP
ajfa-2811	255	2	sutheebanjard	sutheebanjard	NOUN
ajfa-2811	255	3	,	,	PUNCT
ajfa-2811	255	4	p.	p.	NOUN
ajfa-2811	255	5	,	,	PUNCT
ajfa-2811	255	6	&	&	CCONJ
ajfa-2811	255	7	premchaiswadi	premchaiswadi	PROPN
ajfa-2811	255	8	,	,	PUNCT
ajfa-2811	255	9	w.	w.	PROPN
ajfa-2811	255	10	(	(	PUNCT
ajfa-2811	255	11	2010	2010	NUM
ajfa-2811	255	12	)	)	PUNCT
ajfa-2811	255	13	.	.	PUNCT
ajfa-2811	256	1	analysis	analysis	NOUN
ajfa-2811	256	2	of	of	ADP
ajfa-2811	256	3	calendar	calendar	NOUN
ajfa-2811	256	4	effects	effect	NOUN
ajfa-2811	256	5	:	:	PUNCT
ajfa-2811	256	6	day	day	NOUN
ajfa-2811	256	7	-	-	PUNCT
ajfa-2811	256	8	of	of	ADP
ajfa-2811	256	9	-	-	PUNCT
ajfa-2811	256	10	the	the	DET
ajfa-2811	256	11	-	-	PUNCT
ajfa-2811	256	12	week	week	NOUN
ajfa-2811	256	13	effect	effect	NOUN
ajfa-2811	256	14	on	on	ADP
ajfa-2811	256	15	the	the	DET
ajfa-2811	256	16	stock	stock	NOUN
ajfa-2811	256	17	exchange	exchange	PROPN
ajfa-2811	256	18	of	of	ADP
ajfa-2811	256	19	thailand	thailand	PROPN
ajfa-2811	256	20	(	(	PUNCT
ajfa-2811	256	21	set	set	PROPN
ajfa-2811	256	22	)	)	PUNCT
ajfa-2811	256	23	.	.	PUNCT
ajfa-2811	257	1	international	international	ADJ
ajfa-2811	257	2	journal	journal	PROPN
ajfa-2811	257	3	of	of	ADP
ajfa-2811	257	4	trade	trade	NOUN
ajfa-2811	257	5	,	,	PUNCT
ajfa-2811	257	6	economics	economic	NOUN
ajfa-2811	257	7	and	and	CCONJ
ajfa-2811	257	8	finance	finance	NOUN
ajfa-2811	257	9	,	,	PUNCT
ajfa-2811	257	10	1(1	1(1	NUM
ajfa-2811	257	11	)	)	PUNCT
ajfa-2811	257	12	,	,	PUNCT
ajfa-2811	257	13	57	57	NUM
ajfa-2811	257	14	-	-	SYM
ajfa-2811	257	15	62	62	NUM
ajfa-2811	257	16	.	.	PUNCT
ajfa-2811	258	1	theobald	theobald	NOUN
ajfa-2811	258	2	,	,	PUNCT
ajfa-2811	258	3	m.	m.	NOUN
ajfa-2811	258	4	,	,	PUNCT
ajfa-2811	258	5	&	&	CCONJ
ajfa-2811	258	6	price	price	NOUN
ajfa-2811	258	7	,	,	PUNCT
ajfa-2811	258	8	v.	v.	PROPN
ajfa-2811	258	9	(	(	PUNCT
ajfa-2811	258	10	2012	2012	NUM
ajfa-2811	258	11	)	)	PUNCT
ajfa-2811	258	12	.	.	PUNCT
ajfa-2811	259	1	seasonality	seasonality	NOUN
ajfa-2811	259	2	estimation	estimation	NOUN
ajfa-2811	259	3	in	in	ADP
ajfa-2811	259	4	thin	thin	ADJ
ajfa-2811	259	5	markets	market	NOUN
ajfa-2811	259	6	.	.	PUNCT
ajfa-2811	260	1	the	the	DET
ajfa-2811	260	2	journal	journal	NOUN
ajfa-2811	260	3	of	of	ADP
ajfa-2811	260	4	finance	finance	NOUN
ajfa-2811	260	5	,	,	PUNCT
ajfa-2811	260	6	39(2	39(2	NUM
ajfa-2811	260	7	)	)	PUNCT
ajfa-2811	260	8	,	,	PUNCT
ajfa-2811	260	9	377	377	NUM
ajfa-2811	260	10	-	-	SYM
ajfa-2811	260	11	392	392	NUM
ajfa-2811	260	12	.	.	PUNCT
ajfa-2811	261	1	http://dx.doi.org/10.1111/j.1540-6261.1984.tb02315.x	http://dx.doi.org/10.1111/j.1540-6261.1984.tb02315.x	PROPN
ajfa-2811	261	2	ulussever	ulussever	PROPN
ajfa-2811	261	3	,	,	PUNCT
ajfa-2811	261	4	t.	t.	PROPN
ajfa-2811	261	5	,	,	PUNCT
ajfa-2811	261	6	guran	guran	NOUN
ajfa-2811	261	7	yumusak	yumusak	NOUN
ajfa-2811	261	8	,	,	PUNCT
ajfa-2811	261	9	i.	i.	PROPN
ajfa-2811	261	10	,	,	PUNCT
ajfa-2811	261	11	&	&	CCONJ
ajfa-2811	261	12	kar	kar	PROPN
ajfa-2811	261	13	,	,	PUNCT
ajfa-2811	261	14	m.	m.	NOUN
ajfa-2811	261	15	(	(	PUNCT
ajfa-2811	261	16	2011	2011	NUM
ajfa-2811	261	17	)	)	PUNCT
ajfa-2811	261	18	.	.	PUNCT
ajfa-2811	262	1	the	the	DET
ajfa-2811	262	2	day	day	NOUN
ajfa-2811	262	3	-	-	PUNCT
ajfa-2811	262	4	of	of	ADP
ajfa-2811	262	5	-	-	PUNCT
ajfa-2811	262	6	the	the	DET
ajfa-2811	262	7	-	-	PUNCT
ajfa-2811	262	8	week	week	NOUN
ajfa-2811	262	9	effect	effect	NOUN
ajfa-2811	262	10	in	in	ADP
ajfa-2811	262	11	the	the	DET
ajfa-2811	262	12	asian	asian	ADJ
ajfa-2811	262	13	journal	journal	NOUN
ajfa-2811	262	14	of	of	ADP
ajfa-2811	262	15	finance	finance	PROPN
ajfa-2811	262	16	&	&	CCONJ
ajfa-2811	262	17	accounting	accounting	PROPN
ajfa-2811	262	18	issn	issn	PROPN
ajfa-2811	262	19	1946	1946	NUM
ajfa-2811	262	20	-	-	PUNCT
ajfa-2811	262	21	052x	052x	NOUN
ajfa-2811	262	22	2013	2013	NUM
ajfa-2811	262	23	,	,	PUNCT
ajfa-2811	262	24	vol	vol	NOUN
ajfa-2811	262	25	.	.	PROPN
ajfa-2811	262	26	5	5	NUM
ajfa-2811	262	27	,	,	PUNCT
ajfa-2811	262	28	no	no	INTJ
ajfa-2811	262	29	.	.	NOUN
ajfa-2811	262	30	1	1	NUM
ajfa-2811	262	31	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	262	32	457	457	NUM
ajfa-2811	262	33	saudi	saudi	ADJ
ajfa-2811	262	34	stock	stock	NOUN
ajfa-2811	262	35	exchange	exchange	PROPN
ajfa-2811	262	36	:	:	PUNCT
ajfa-2811	262	37	a	a	DET
ajfa-2811	262	38	non	non	ADJ
ajfa-2811	262	39	-	-	ADJ
ajfa-2811	262	40	linear	linear	ADJ
ajfa-2811	262	41	garch	garch	NOUN
ajfa-2811	262	42	analysis	analysis	NOUN
ajfa-2811	262	43	.	.	PUNCT
ajfa-2811	263	1	journal	journal	NOUN
ajfa-2811	263	2	of	of	ADP
ajfa-2811	263	3	economic	economic	ADJ
ajfa-2811	263	4	and	and	CCONJ
ajfa-2811	263	5	social	social	ADJ
ajfa-2811	263	6	studies	study	NOUN
ajfa-2811	263	7	,	,	PUNCT
ajfa-2811	263	8	1(1	1(1	NUM
ajfa-2811	263	9	)	)	PUNCT
ajfa-2811	263	10	,	,	PUNCT
ajfa-2811	263	11	9	9	NUM
ajfa-2811	263	12	-	-	SYM
ajfa-2811	263	13	23	23	NUM
ajfa-2811	263	14	.	.	PUNCT
ajfa-2811	264	1	wachtel	wachtel	PROPN
ajfa-2811	264	2	,	,	PUNCT
ajfa-2811	264	3	s.	s.	PROPN
ajfa-2811	264	4	b.	b.	PROPN
ajfa-2811	264	5	(	(	PUNCT
ajfa-2811	264	6	1942	1942	NUM
ajfa-2811	264	7	)	)	PUNCT
ajfa-2811	264	8	.	.	PUNCT
ajfa-2811	265	1	certain	certain	ADJ
ajfa-2811	265	2	observations	observation	NOUN
ajfa-2811	265	3	on	on	ADP
ajfa-2811	265	4	seasonal	seasonal	ADJ
ajfa-2811	265	5	movements	movement	NOUN
ajfa-2811	265	6	in	in	ADP
ajfa-2811	265	7	stock	stock	NOUN
ajfa-2811	265	8	prices	price	NOUN
ajfa-2811	265	9	.	.	PUNCT
ajfa-2811	266	1	the	the	DET
ajfa-2811	266	2	journal	journal	NOUN
ajfa-2811	266	3	of	of	ADP
ajfa-2811	266	4	business	business	NOUN
ajfa-2811	266	5	of	of	ADP
ajfa-2811	266	6	the	the	DET
ajfa-2811	266	7	university	university	PROPN
ajfa-2811	266	8	of	of	ADP
ajfa-2811	266	9	chicago	chicago	PROPN
ajfa-2811	266	10	,	,	PUNCT
ajfa-2811	266	11	15(2	15(2	NUM
ajfa-2811	266	12	)	)	PUNCT
ajfa-2811	266	13	,	,	PUNCT
ajfa-2811	266	14	184	184	NUM
ajfa-2811	266	15	-	-	SYM
ajfa-2811	266	16	193	193	NUM
ajfa-2811	266	17	.	.	PUNCT
ajfa-2811	267	1	http://dx.doi.org/10.1086/232617	http://dx.doi.org/10.1086/232617	PROPN
ajfa-2811	267	2	worthington	worthington	PROPN
ajfa-2811	267	3	,	,	PUNCT
ajfa-2811	267	4	a.	a.	PROPN
ajfa-2811	267	5	c.	c.	PROPN
ajfa-2811	267	6	(	(	PUNCT
ajfa-2811	267	7	2010	2010	NUM
ajfa-2811	267	8	)	)	PUNCT
ajfa-2811	267	9	.	.	PUNCT
ajfa-2811	268	1	the	the	DET
ajfa-2811	268	2	decline	decline	NOUN
ajfa-2811	268	3	of	of	ADP
ajfa-2811	268	4	calendar	calendar	NOUN
ajfa-2811	268	5	seasonality	seasonality	NOUN
ajfa-2811	268	6	in	in	ADP
ajfa-2811	268	7	the	the	DET
ajfa-2811	268	8	australian	australian	ADJ
ajfa-2811	268	9	stock	stock	NOUN
ajfa-2811	268	10	exchange	exchange	NOUN
ajfa-2811	268	11	,	,	PUNCT
ajfa-2811	268	12	1958–2005	1958–2005	NUM
ajfa-2811	268	13	.	.	PUNCT
ajfa-2811	268	14	annals	annal	NOUN
ajfa-2811	268	15	of	of	ADP
ajfa-2811	268	16	finance	finance	NOUN
ajfa-2811	268	17	,	,	PUNCT
ajfa-2811	268	18	6(3	6(3	NUM
ajfa-2811	268	19	)	)	PUNCT
ajfa-2811	268	20	,	,	PUNCT
ajfa-2811	268	21	421	421	NUM
ajfa-2811	268	22	-	-	SYM
ajfa-2811	268	23	433	433	NUM
ajfa-2811	268	24	.	.	PUNCT
ajfa-2811	269	1	http://dx.doi.org/10.1007/s10436-008-0111-9	http://dx.doi.org/10.1007/s10436-008-0111-9	NOUN
ajfa-2811	269	2	table	table	NOUN
ajfa-2811	269	3	1	1	NUM
ajfa-2811	269	4	.	.	PUNCT
ajfa-2811	269	5	basic	basic	ADJ
ajfa-2811	269	6	statistics	statistic	NOUN
ajfa-2811	269	7	of	of	ADP
ajfa-2811	269	8	returns	return	NOUN
ajfa-2811	269	9	monday	monday	PROPN
ajfa-2811	269	10	tuesday	tuesday	PROPN
ajfa-2811	269	11	wednesday	wednesday	PROPN
ajfa-2811	269	12	thursday	thursday	PROPN
ajfa-2811	269	13	friday	friday	PROPN
ajfa-2811	269	14	mean	mean	PROPN
ajfa-2811	269	15	indonesia	indonesia	PROPN
ajfa-2811	269	16	-0.001506	-0.001506	PROPN
ajfa-2811	269	17	-0.000434	-0.000434	PROPN
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ajfa-2811	270	2	0.000173	0.000173	NUM
ajfa-2811	270	3	0.000860	0.000860	NUM
ajfa-2811	270	4	malaysia	malaysia	PROPN
ajfa-2811	270	5	-0.000897	-0.000897	NOUN
ajfa-2811	270	6	-0.000152	-0.000152	PROPN
ajfa-2811	271	1	0.000665	0.000665	NUM
ajfa-2811	271	2	0.000319	0.000319	NUM
ajfa-2811	271	3	0.000317	0.000317	NUM
ajfa-2811	271	4	philippines	philippine	NOUN
ajfa-2811	271	5	-0.000678	-0.000678	VERB
ajfa-2811	271	6	-0.001365	-0.001365	VERB
ajfa-2811	271	7	0.002142	0.002142	NUM
ajfa-2811	271	8	0.000882	0.000882	NUM
ajfa-2811	271	9	-0.000134	-0.000134	NOUN
ajfa-2811	271	10	singapore	singapore	PROPN
ajfa-2811	271	11	-0.001024	-0.001024	PROPN
ajfa-2811	272	1	-0.000845	-0.000845	PROPN
ajfa-2811	272	2	0.001108	0.001108	NUM
ajfa-2811	272	3	-0.000297	-0.000297	NOUN
ajfa-2811	272	4	-0.000377	-0.000377	PROPN
ajfa-2811	273	1	thailand	thailand	PROPN
ajfa-2811	273	2	-0.001167	-0.001167	PROPN
ajfa-2811	273	3	0.000248	0.000248	NUM
ajfa-2811	273	4	0.000731	0.000731	NUM
ajfa-2811	273	5	-0.000128	-0.000128	NOUN
ajfa-2811	273	6	0.000848	0.000848	NUM
ajfa-2811	273	7	median	median	NOUN
ajfa-2811	273	8	indonesia	indonesia	PROPN
ajfa-2811	273	9	-0.000097	-0.000097	VERB
ajfa-2811	273	10	0	0	NUM
ajfa-2811	274	1	0.002926	0.002926	NUM
ajfa-2811	274	2	0.000600	0.000600	NUM
ajfa-2811	274	3	0.0004352	0.0004352	NUM
ajfa-2811	274	4	malaysia	malaysia	NOUN
ajfa-2811	274	5	0	0	NUM
ajfa-2811	274	6	0	0	NUM
ajfa-2811	274	7	0.000864	0.000864	NUM
ajfa-2811	274	8	0.000197	0.000197	NUM
ajfa-2811	274	9	0	0	NUM
ajfa-2811	274	10	philippines	philippine	NOUN
ajfa-2811	274	11	0	0	NUM
ajfa-2811	274	12	-0.000728	-0.000728	NOUN
ajfa-2811	274	13	0.001983	0.001983	NUM
ajfa-2811	274	14	0.000389	0.000389	NUM
ajfa-2811	274	15	0	0	NUM
ajfa-2811	274	16	singapore	singapore	PROPN
ajfa-2811	274	17	0	0	NUM
ajfa-2811	274	18	-0.000182	-0.000182	NOUN
ajfa-2811	274	19	0.001506	0.001506	NUM
ajfa-2811	274	20	-0.000234	-0.000234	PROPN
ajfa-2811	274	21	0	0	PUNCT
ajfa-2811	275	1	thailand	thailand	PROPN
ajfa-2811	275	2	0	0	NUM
ajfa-2811	275	3	0	0	NUM
ajfa-2811	275	4	0.002096	0.002096	NUM
ajfa-2811	275	5	0.000698	0.000698	NUM
ajfa-2811	275	6	0.001192	0.001192	NUM
ajfa-2811	275	7	maximum	maximum	ADJ
ajfa-2811	275	8	indonesia	indonesia	PROPN
ajfa-2811	275	9	0.073628	0.073628	NUM
ajfa-2811	276	1	0.062383	0.062383	NUM
ajfa-2811	276	2	0.076234	0.076234	NUM
ajfa-2811	276	3	0.052681	0.052681	NUM
ajfa-2811	276	4	0.068192	0.068192	NUM
ajfa-2811	276	5	malaysia	malaysia	NOUN
ajfa-2811	276	6	0.040551	0.040551	NUM
ajfa-2811	276	7	0.028005	0.028005	NUM
ajfa-2811	276	8	0.026538	0.026538	NUM
ajfa-2811	276	9	0.028701	0.028701	NUM
ajfa-2811	276	10	0.033750	0.033750	NUM
ajfa-2811	276	11	philippines	philippine	NOUN
ajfa-2811	276	12	0.049837	0.049837	NUM
ajfa-2811	276	13	0.070560	0.070560	NUM
ajfa-2811	276	14	0.043754	0.043754	NUM
ajfa-2811	276	15	0.046251	0.046251	NUM
ajfa-2811	276	16	0.045872	0.045872	NUM
ajfa-2811	276	17	singapore	singapore	NOUN
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ajfa-2811	276	19	0.055912	0.055912	NUM
ajfa-2811	277	1	0.049232	0.049232	NUM
ajfa-2811	277	2	0.075305	0.075305	NUM
ajfa-2811	277	3	0.056203	0.056203	NUM
ajfa-2811	277	4	thailand	thailand	PROPN
ajfa-2811	277	5	0.075487	0.075487	NUM
ajfa-2811	277	6	0.052919	0.052919	NUM
ajfa-2811	277	7	0.032799	0.032799	NUM
ajfa-2811	277	8	0.060994	0.060994	NUM
ajfa-2811	277	9	0.041853	0.041853	NUM
ajfa-2811	277	10	minimum	minimum	NOUN
ajfa-2811	277	11	indonesia	indonesia	PROPN
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ajfa-2811	278	3	-0.071555	-0.071555	PROPN
ajfa-2811	279	1	malaysia	malaysia	PROPN
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ajfa-2811	281	1	-0.056743	-0.056743	PROPN
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ajfa-2811	283	1	singapore	singapore	PROPN
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ajfa-2811	283	6	-0.086960	-0.086960	PROPN
ajfa-2811	284	1	thailand	thailand	PROPN
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ajfa-2811	284	4	-0.071271	-0.071271	NOUN
ajfa-2811	284	5	-0.054430	-0.054430	PROPN
ajfa-2811	284	6	-0.100994	-0.100994	PROPN
ajfa-2811	285	1	standard	standard	ADJ
ajfa-2811	285	2	deviation	deviation	NOUN
ajfa-2811	285	3	asian	asian	ADJ
ajfa-2811	285	4	journal	journal	NOUN
ajfa-2811	285	5	of	of	ADP
ajfa-2811	285	6	finance	finance	PROPN
ajfa-2811	285	7	&	&	CCONJ
ajfa-2811	285	8	accounting	accounting	PROPN
ajfa-2811	285	9	issn	issn	PROPN
ajfa-2811	285	10	1946	1946	NUM
ajfa-2811	285	11	-	-	PUNCT
ajfa-2811	285	12	052x	052x	NOUN
ajfa-2811	285	13	2013	2013	NUM
ajfa-2811	285	14	,	,	PUNCT
ajfa-2811	285	15	vol	vol	NOUN
ajfa-2811	285	16	.	.	PROPN
ajfa-2811	285	17	5	5	NUM
ajfa-2811	285	18	,	,	PUNCT
ajfa-2811	285	19	no	no	INTJ
ajfa-2811	285	20	.	.	NOUN
ajfa-2811	285	21	1	1	NUM
ajfa-2811	285	22	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NUM
ajfa-2811	285	23	458	458	NUM
ajfa-2811	286	1	indonesia	indonesia	PROPN
ajfa-2811	286	2	0.018976	0.018976	NUM
ajfa-2811	286	3	0.016591	0.016591	NUM
ajfa-2811	286	4	0.017791	0.017791	NUM
ajfa-2811	286	5	0.016336	0.016336	NUM
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ajfa-2811	286	7	malaysia	malaysia	NOUN
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ajfa-2811	286	9	0.008245	0.008245	NUM
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ajfa-2811	286	11	0.008568	0.008568	NUM
ajfa-2811	286	12	0.008458	0.008458	NUM
ajfa-2811	286	13	philippines	philippine	NOUN
ajfa-2811	286	14	0.016691	0.016691	NUM
ajfa-2811	286	15	0.014716	0.014716	NUM
ajfa-2811	286	16	0.012370	0.012370	NUM
ajfa-2811	286	17	0.013539	0.013539	NUM
ajfa-2811	286	18	0.013838	0.013838	NUM
ajfa-2811	286	19	singapore	singapore	NOUN
ajfa-2811	286	20	0.017644	0.017644	NUM
ajfa-2811	286	21	0.013336	0.013336	NUM
ajfa-2811	286	22	0.014492	0.014492	NUM
ajfa-2811	286	23	0.015295	0.015295	NUM
ajfa-2811	286	24	0.014100	0.014100	NUM
ajfa-2811	286	25	thailand	thailand	NOUN
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ajfa-2811	286	29	0.014647	0.014647	NUM
ajfa-2811	286	30	0.014276	0.014276	NUM
ajfa-2811	286	31	skewness	skewness	NOUN
ajfa-2811	286	32	indonesia	indonesia	PROPN
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ajfa-2811	287	1	malaysia	malaysia	PROPN
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ajfa-2811	287	4	-0.520078	-0.520078	PROPN
ajfa-2811	287	5	-0.330540	-0.330540	PROPN
ajfa-2811	287	6	-0.184831	-0.184831	PROPN
ajfa-2811	288	1	philippines	philippine	NOUN
ajfa-2811	288	2	-2.558812	-2.558812	VERB
ajfa-2811	288	3	0.238628	0.238628	NUM
ajfa-2811	288	4	-0.141149	-0.141149	NOUN
ajfa-2811	288	5	-0.574296	-0.574296	PROPN
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ajfa-2811	289	1	singapore	singapore	PROPN
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ajfa-2811	289	3	0.282502	0.282502	NUM
ajfa-2811	289	4	-0.375711	-0.375711	NOUN
ajfa-2811	289	5	0.626146	0.626146	NUM
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ajfa-2811	290	1	thailand	thailand	PROPN
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ajfa-2811	291	1	0.276306	0.276306	PROPN
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ajfa-2811	292	2	kurtosis	kurtosis	VERB
ajfa-2811	292	3	indonesia	indonesia	PROPN
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ajfa-2811	292	9	malaysia	malaysia	PROPN
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ajfa-2811	292	14	3.973636	3.973636	NUM
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ajfa-2811	292	17	4.868837	4.868837	NUM
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ajfa-2811	292	19	2.367858	2.367858	NUM
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ajfa-2811	292	21	singapore	singapore	NOUN
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ajfa-2811	292	27	thailand	thailand	PROPN
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ajfa-2811	292	52	singapore	singapore	NOUN
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ajfa-2811	298	1	577.443001	577.443001	NUM
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ajfa-2811	299	4	thailand	thailand	PROPN
ajfa-2811	300	1	-1658.617323	-1658.617323	PROPN
ajfa-2811	301	1	6114.57897	6114.57897	PROPN
ajfa-2811	301	2	1834.646440	1834.646440	NUM
ajfa-2811	302	1	-11441.4353	-11441.4353	ADP
ajfa-2811	302	2	1683.623564	1683.623564	NUM
ajfa-2811	302	3	asian	asian	ADJ
ajfa-2811	302	4	journal	journal	NOUN
ajfa-2811	302	5	of	of	ADP
ajfa-2811	302	6	finance	finance	PROPN
ajfa-2811	302	7	&	&	CCONJ
ajfa-2811	302	8	accounting	accounting	PROPN
ajfa-2811	302	9	issn	issn	PROPN
ajfa-2811	302	10	1946	1946	NUM
ajfa-2811	302	11	-	-	PUNCT
ajfa-2811	302	12	052x	052x	NOUN
ajfa-2811	302	13	2013	2013	NUM
ajfa-2811	302	14	,	,	PUNCT
ajfa-2811	302	15	vol	vol	NOUN
ajfa-2811	302	16	.	.	PROPN
ajfa-2811	302	17	5	5	NUM
ajfa-2811	302	18	,	,	PUNCT
ajfa-2811	302	19	no	no	INTJ
ajfa-2811	302	20	.	.	NOUN
ajfa-2811	302	21	1	1	NUM
ajfa-2811	302	22	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	302	23	459	459	NUM
ajfa-2811	302	24	table	table	NOUN
ajfa-2811	302	25	2	2	NUM
ajfa-2811	302	26	.	.	X
ajfa-2811	303	1	summary	summary	NOUN
ajfa-2811	303	2	of	of	ADP
ajfa-2811	303	3	maximum	maximum	ADJ
ajfa-2811	303	4	/	/	SYM
ajfa-2811	303	5	minimum	minimum	ADJ
ajfa-2811	303	6	returns	return	NOUN
ajfa-2811	303	7	/	/	SYM
ajfa-2811	303	8	standard	standard	ADJ
ajfa-2811	303	9	deviations	deviation	NOUN
ajfa-2811	303	10	of	of	ADP
ajfa-2811	303	11	five	five	NUM
ajfa-2811	303	12	stock	stock	NOUN
ajfa-2811	303	13	markets	market	NOUN
ajfa-2811	303	14	for	for	ADP
ajfa-2811	303	15	the	the	DET
ajfa-2811	303	16	period	period	NOUN
ajfa-2811	303	17	december	december	PROPN
ajfa-2811	303	18	31	31	NUM
ajfa-2811	303	19	,	,	PUNCT
ajfa-2811	303	20	2008december	2008december	NUM
ajfa-2811	303	21	31	31	NUM
ajfa-2811	303	22	,	,	PUNCT
ajfa-2811	303	23	2011	2011	NUM
ajfa-2811	303	24	country	country	NOUN
ajfa-2811	303	25	/	/	SYM
ajfa-2811	303	26	index	index	NOUN
ajfa-2811	303	27	max	max	PROPN
ajfa-2811	303	28	day	day	NOUN
ajfa-2811	303	29	of	of	ADP
ajfa-2811	303	30	min	min	PROPN
ajfa-2811	303	31	day	day	PROPN
ajfa-2811	303	32	of	of	ADP
ajfa-2811	303	33	(	(	PUNCT
ajfa-2811	303	34	standard	standard	ADJ
ajfa-2811	303	35	deviation	deviation	NOUN
ajfa-2811	303	36	)	)	PUNCT
ajfa-2811	303	37	mean	mean	NOUN
ajfa-2811	303	38	occurrence	occurrence	NOUN
ajfa-2811	303	39	(	(	PUNCT
ajfa-2811	303	40	standard	standard	ADJ
ajfa-2811	303	41	deviation	deviation	NOUN
ajfa-2811	303	42	)	)	PUNCT
ajfa-2811	304	1	mean	mean	VERB
ajfa-2811	304	2	occurrence	occurrence	NOUN
ajfa-2811	304	3	jakarta	jakarta	PROPN
ajfa-2811	304	4	composite	composite	PROPN
ajfa-2811	304	5	0.002308	0.002308	NUM
ajfa-2811	304	6	wednesday	wednesday	PROPN
ajfa-2811	304	7	-0.001506	-0.001506	NOUN
ajfa-2811	304	8	monday	monday	PROPN
ajfa-2811	304	9	(	(	PUNCT
ajfa-2811	304	10	indonesia	indonesia	PROPN
ajfa-2811	304	11	)	)	PUNCT
ajfa-2811	304	12	0.018976	0.018976	NUM
ajfa-2811	304	13	monday	monday	PROPN
ajfa-2811	304	14	0.014639	0.014639	NUM
ajfa-2811	304	15	friday	friday	PROPN
ajfa-2811	304	16	kuala	kuala	PROPN
ajfa-2811	304	17	lumpur	lumpur	PROPN
ajfa-2811	304	18	composite	composite	PROPN
ajfa-2811	304	19	0.000665	0.000665	NUM
ajfa-2811	304	20	wednesday	wednesday	PROPN
ajfa-2811	304	21	-0.000897	-0.000897	PROPN
ajfa-2811	304	22	monday	monday	PROPN
ajfa-2811	304	23	(	(	PUNCT
ajfa-2811	304	24	malaysia	malaysia	PROPN
ajfa-2811	304	25	)	)	PUNCT
ajfa-2811	305	1	0.011135	0.011135	NUM
ajfa-2811	305	2	monday	monday	NOUN
ajfa-2811	305	3	0.007880	0.007880	NUM
ajfa-2811	305	4	wednesday	wednesday	PROPN
ajfa-2811	305	5	manila	manila	PROPN
ajfa-2811	305	6	composite	composite	PROPN
ajfa-2811	305	7	0.002142	0.002142	NUM
ajfa-2811	305	8	wednesday	wednesday	PROPN
ajfa-2811	305	9	-0.001365	-0.001365	PROPN
ajfa-2811	305	10	tuesday	tuesday	PROPN
ajfa-2811	305	11	(	(	PUNCT
ajfa-2811	305	12	philippines	philippine	NOUN
ajfa-2811	305	13	)	)	PUNCT
ajfa-2811	306	1	0.016691	0.016691	NUM
ajfa-2811	306	2	thursday	thursday	NOUN
ajfa-2811	306	3	0.012370	0.012370	NUM
ajfa-2811	306	4	wednesday	wednesday	PROPN
ajfa-2811	306	5	straits	strait	NOUN
ajfa-2811	306	6	times	time	NOUN
ajfa-2811	306	7	0.001108	0.001108	NUM
ajfa-2811	306	8	wednesday	wednesday	PROPN
ajfa-2811	306	9	-0.001024	-0.001024	PROPN
ajfa-2811	306	10	monday	monday	PROPN
ajfa-2811	306	11	(	(	PUNCT
ajfa-2811	306	12	singapore	singapore	PROPN
ajfa-2811	306	13	)	)	PUNCT
ajfa-2811	307	1	0.017644	0.017644	NUM
ajfa-2811	307	2	monday	monday	NOUN
ajfa-2811	307	3	0.013336	0.013336	NUM
ajfa-2811	307	4	tuesday	tuesday	PROPN
ajfa-2811	307	5	set	set	VERB
ajfa-2811	307	6	0.000848	0.000848	NUM
ajfa-2811	307	7	friday	friday	PROPN
ajfa-2811	307	8	-0.001167	-0.001167	PROPN
ajfa-2811	307	9	monday	monday	PROPN
ajfa-2811	307	10	(	(	PUNCT
ajfa-2811	307	11	thailand	thailand	PROPN
ajfa-2811	307	12	)	)	PUNCT
ajfa-2811	307	13	0.019354	0.019354	NUM
ajfa-2811	307	14	monday	monday	NOUN
ajfa-2811	307	15	0.013410	0.013410	NUM
ajfa-2811	307	16	wednesday	wednesday	PROPN
ajfa-2811	307	17	table	table	NOUN
ajfa-2811	307	18	3	3	NUM
ajfa-2811	307	19	.	.	PUNCT
ajfa-2811	307	20	annual	annual	ADJ
ajfa-2811	307	21	closing	closing	NOUN
ajfa-2811	307	22	index	index	NOUN
ajfa-2811	307	23	values	value	NOUN
ajfa-2811	307	24	and	and	CCONJ
ajfa-2811	307	25	two	two	NUM
ajfa-2811	307	26	important	important	ADJ
ajfa-2811	307	27	dates	date	NOUN
ajfa-2811	307	28	end	end	NOUN
ajfa-2811	307	29	of	of	ADP
ajfa-2811	307	30	year	year	NOUN
ajfa-2811	307	31	(	(	PUNCT
ajfa-2811	307	32	indonesia	indonesia	PROPN
ajfa-2811	307	33	)	)	PUNCT
ajfa-2811	307	34	(	(	PUNCT
ajfa-2811	307	35	malaysia	malaysia	PROPN
ajfa-2811	307	36	)	)	PUNCT
ajfa-2811	307	37	(	(	PUNCT
ajfa-2811	307	38	philippines	philippine	NOUN
ajfa-2811	307	39	)	)	PUNCT
ajfa-2811	307	40	(	(	PUNCT
ajfa-2811	307	41	singapore	singapore	PROPN
ajfa-2811	307	42	)	)	PUNCT
ajfa-2811	307	43	(	(	PUNCT
ajfa-2811	307	44	thailand	thailand	PROPN
ajfa-2811	307	45	)	)	PUNCT
ajfa-2811	307	46	2007	2007	NUM
ajfa-2811	308	1	2745.83	2745.83	NUM
ajfa-2811	308	2	1445.03	1445.03	NUM
ajfa-2811	308	3	3621.6	3621.6	NUM
ajfa-2811	308	4	3482.3	3482.3	NUM
ajfa-2811	308	5	858.1	858.1	NUM
ajfa-2811	308	6	oct	oct	NOUN
ajfa-2811	308	7	2008	2008	NUM
ajfa-2811	308	8	1111.39	1111.39	NUM
ajfa-2811	308	9	832.44	832.44	NUM
ajfa-2811	308	10	1704.41	1704.41	NUM
ajfa-2811	308	11	1600.28	1600.28	NUM
ajfa-2811	308	12	384.15	384.15	NUM
ajfa-2811	308	13	2008	2008	NUM
ajfa-2811	308	14	1355.41	1355.41	NUM
ajfa-2811	308	15	876.75	876.75	NUM
ajfa-2811	308	16	1872.85	1872.85	NUM
ajfa-2811	308	17	1761.56	1761.56	NUM
ajfa-2811	308	18	449.96	449.96	NUM
ajfa-2811	308	19	2009	2009	NUM
ajfa-2811	308	20	2534.36	2534.36	NUM
ajfa-2811	308	21	1272.78	1272.78	NUM
ajfa-2811	308	22	3052.68	3052.68	NUM
ajfa-2811	308	23	2897.62	2897.62	NUM
ajfa-2811	308	24	734.54	734.54	NUM
ajfa-2811	308	25	2010	2010	NUM
ajfa-2811	308	26	3703.51	3703.51	NUM
ajfa-2811	308	27	1518.91	1518.91	NUM
ajfa-2811	308	28	4201.14	4201.14	NUM
ajfa-2811	308	29	3190.04	3190.04	NUM
ajfa-2811	308	30	1032.76	1032.76	NUM
ajfa-2811	308	31	july	july	PROPN
ajfa-2811	308	32	2011	2011	NUM
ajfa-2811	308	33	4193.44	4193.44	NUM
ajfa-2811	308	34	1558.01	1558.01	NUM
ajfa-2811	308	35	4550.53	4550.53	NUM
ajfa-2811	308	36	3215.27	3215.27	NUM
ajfa-2811	308	37	1144.14	1144.14	NUM
ajfa-2811	308	38	2011	2011	NUM
ajfa-2811	308	39	3821.99	3821.99	NUM
ajfa-2811	308	40	1530.73	1530.73	NUM
ajfa-2811	308	41	4371.96	4371.96	NUM
ajfa-2811	308	42	2646.35	2646.35	NUM
ajfa-2811	308	43	1025.32	1025.32	NUM
ajfa-2811	308	44	asian	asian	ADJ
ajfa-2811	308	45	journal	journal	NOUN
ajfa-2811	308	46	of	of	ADP
ajfa-2811	308	47	finance	finance	PROPN
ajfa-2811	308	48	&	&	CCONJ
ajfa-2811	308	49	accounting	accounting	PROPN
ajfa-2811	308	50	issn	issn	PROPN
ajfa-2811	308	51	1946	1946	NUM
ajfa-2811	308	52	-	-	PUNCT
ajfa-2811	308	53	052x	052x	NOUN
ajfa-2811	308	54	2013	2013	NUM
ajfa-2811	308	55	,	,	PUNCT
ajfa-2811	308	56	vol	vol	NOUN
ajfa-2811	308	57	.	.	PROPN
ajfa-2811	308	58	5	5	NUM
ajfa-2811	308	59	,	,	PUNCT
ajfa-2811	308	60	no	no	INTJ
ajfa-2811	308	61	.	.	NOUN
ajfa-2811	308	62	1	1	NUM
ajfa-2811	308	63	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NOUN
ajfa-2811	308	64	460	460	NUM
ajfa-2811	308	65	figure	figure	NOUN
ajfa-2811	308	66	1	1	NUM
ajfa-2811	308	67	.	.	PUNCT
ajfa-2811	308	68	percent	percent	NOUN
ajfa-2811	308	69	changes	change	NOUN
ajfa-2811	308	70	in	in	ADP
ajfa-2811	308	71	yearly	yearly	ADJ
ajfa-2811	308	72	returns	return	NOUN
ajfa-2811	308	73	in	in	ADP
ajfa-2811	308	74	five	five	NUM
ajfa-2811	308	75	selected	select	VERB
ajfa-2811	308	76	southeast	southeast	ADJ
ajfa-2811	308	77	stock	stock	NOUN
ajfa-2811	308	78	markets	market	NOUN
ajfa-2811	308	79	table	table	VERB
ajfa-2811	308	80	4	4	NUM
ajfa-2811	308	81	.	.	PUNCT
ajfa-2811	308	82	correlation	correlation	NOUN
ajfa-2811	308	83	coefficient	coefficient	NOUN
ajfa-2811	308	84	,	,	PUNCT
ajfa-2811	308	85	regression	regression	NOUN
ajfa-2811	308	86	results	result	VERB
ajfa-2811	308	87	correlation	correlation	NOUN
ajfa-2811	308	88	matrix	matrix	NOUN
ajfa-2811	308	89	jakarta	jakarta	PROPN
ajfa-2811	308	90	composite	composite	PROPN
ajfa-2811	308	91	(	(	PUNCT
ajfa-2811	308	92	indonesia	indonesia	PROPN
ajfa-2811	308	93	)	)	PUNCT
ajfa-2811	308	94	kuala	kuala	PROPN
ajfa-2811	308	95	lumpur	lumpur	PROPN
ajfa-2811	308	96	composite	composite	PROPN
ajfa-2811	308	97	(	(	PUNCT
ajfa-2811	308	98	malaysia	malaysia	PROPN
ajfa-2811	308	99	)	)	PUNCT
ajfa-2811	308	100	manila	manila	PROPN
ajfa-2811	308	101	composite	composite	ADJ
ajfa-2811	308	102	(	(	PUNCT
ajfa-2811	308	103	philippines	philippine	NOUN
ajfa-2811	308	104	)	)	PUNCT
ajfa-2811	308	105	straits	strait	NOUN
ajfa-2811	308	106	times	time	NOUN
ajfa-2811	308	107	(	(	PUNCT
ajfa-2811	308	108	singapore	singapore	PROPN
ajfa-2811	308	109	)	)	PUNCT
ajfa-2811	308	110	set	set	NOUN
ajfa-2811	308	111	(	(	PUNCT
ajfa-2811	308	112	thailand	thailand	PROPN
ajfa-2811	308	113	)	)	PUNCT
ajfa-2811	308	114	jakarta	jakarta	PROPN
ajfa-2811	308	115	composite	composite	PROPN
ajfa-2811	308	116	(	(	PUNCT
ajfa-2811	308	117	indonesia	indonesia	PROPN
ajfa-2811	308	118	)	)	PUNCT
ajfa-2811	308	119	1	1	NUM
ajfa-2811	309	1	0.553046	0.553046	NUM
ajfa-2811	309	2	0.469881	0.469881	NUM
ajfa-2811	309	3	0.628018	0.628018	NUM
ajfa-2811	309	4	0.543608	0.543608	NUM
ajfa-2811	309	5	kuala	kuala	PROPN
ajfa-2811	309	6	lumpur	lumpur	NOUN
ajfa-2811	309	7	composite	composite	NOUN
ajfa-2811	309	8	(	(	PUNCT
ajfa-2811	309	9	malaysia	malaysia	PROPN
ajfa-2811	309	10	)	)	PUNCT
ajfa-2811	309	11	0.553046	0.553046	NUM
ajfa-2811	309	12	1	1	NUM
ajfa-2811	309	13	0.476428	0.476428	NUM
ajfa-2811	309	14	0.564179	0.564179	NUM
ajfa-2811	309	15	0.481748	0.481748	NUM
ajfa-2811	309	16	manila	manila	PROPN
ajfa-2811	309	17	composite	composite	ADJ
ajfa-2811	309	18	(	(	PUNCT
ajfa-2811	309	19	philippines	philippine	NOUN
ajfa-2811	309	20	)	)	PUNCT
ajfa-2811	309	21	0.469881	0.469881	NUM
ajfa-2811	309	22	0.476428	0.476428	NUM
ajfa-2811	309	23	1	1	NUM
ajfa-2811	309	24	0.402785	0.402785	NUM
ajfa-2811	309	25	0.425613	0.425613	NUM
ajfa-2811	309	26	straits	strait	NOUN
ajfa-2811	309	27	times	time	NOUN
ajfa-2811	309	28	(	(	PUNCT
ajfa-2811	309	29	singapore	singapore	PROPN
ajfa-2811	309	30	)	)	PUNCT
ajfa-2811	309	31	0.628018	0.628018	NUM
ajfa-2811	310	1	0.564179	0.564179	NUM
ajfa-2811	310	2	0.402785	0.402785	NUM
ajfa-2811	310	3	1	1	NUM
ajfa-2811	310	4	0.605116	0.605116	NUM
ajfa-2811	310	5	set	set	NOUN
ajfa-2811	310	6	(	(	PUNCT
ajfa-2811	310	7	thailand	thailand	PROPN
ajfa-2811	310	8	)	)	PUNCT
ajfa-2811	310	9	0.543608	0.543608	NUM
ajfa-2811	311	1	0.481748	0.481748	NUM
ajfa-2811	311	2	0.425613	0.425613	NUM
ajfa-2811	311	3	0.605116	0.605116	NUM
ajfa-2811	311	4	1	1	NUM
ajfa-2811	311	5	table	table	NOUN
ajfa-2811	311	6	5	5	NUM
ajfa-2811	311	7	.	.	PUNCT
ajfa-2811	312	1	the	the	DET
ajfa-2811	312	2	result	result	NOUN
ajfa-2811	312	3	of	of	ADP
ajfa-2811	312	4	kruskal	kruskal	PROPN
ajfa-2811	312	5	-	-	PUNCT
ajfa-2811	312	6	wallis	wallis	PROPN
ajfa-2811	312	7	test	test	NOUN
ajfa-2811	312	8	(	(	PUNCT
ajfa-2811	312	9	equality	equality	NOUN
ajfa-2811	312	10	of	of	ADP
ajfa-2811	312	11	means	mean	NOUN
ajfa-2811	312	12	)	)	PUNCT
ajfa-2811	312	13	index	index	NOUN
ajfa-2811	312	14	/	/	SYM
ajfa-2811	312	15	country	country	NOUN
ajfa-2811	312	16	jakarta	jakarta	PROPN
ajfa-2811	312	17	composite	composite	PROPN
ajfa-2811	312	18	(	(	PUNCT
ajfa-2811	312	19	indonesia	indonesia	PROPN
ajfa-2811	312	20	)	)	PUNCT
ajfa-2811	312	21	kuala	kuala	PROPN
ajfa-2811	312	22	lumpur	lumpur	PROPN
ajfa-2811	312	23	composite	composite	PROPN
ajfa-2811	312	24	(	(	PUNCT
ajfa-2811	312	25	malaysia	malaysia	PROPN
ajfa-2811	312	26	)	)	PUNCT
ajfa-2811	312	27	manila	manila	PROPN
ajfa-2811	312	28	composite	composite	ADJ
ajfa-2811	312	29	(	(	PUNCT
ajfa-2811	312	30	philippines	philippine	NOUN
ajfa-2811	312	31	)	)	PUNCT
ajfa-2811	312	32	straits	strait	NOUN
ajfa-2811	312	33	times	time	NOUN
ajfa-2811	312	34	(	(	PUNCT
ajfa-2811	312	35	singapore	singapore	PROPN
ajfa-2811	312	36	)	)	PUNCT
ajfa-2811	312	37	set	set	NOUN
ajfa-2811	312	38	(	(	PUNCT
ajfa-2811	312	39	thailand	thailand	PROPN
ajfa-2811	312	40	)	)	PUNCT
ajfa-2811	312	41	chi	chi	NOUN
ajfa-2811	312	42	-	-	PUNCT
ajfa-2811	312	43	square	square	NOUN
ajfa-2811	312	44	*	*	NOUN
ajfa-2811	312	45	10.4711	10.4711	NUM
ajfa-2811	312	46	2.4123	2.4123	NUM
ajfa-2811	312	47	9.3381	9.3381	NUM
ajfa-2811	312	48	7.4712	7.4712	NUM
ajfa-2811	312	49	8.8693	8.8693	NUM
ajfa-2811	312	50	p	p	NOUN
ajfa-2811	312	51	-	-	PUNCT
ajfa-2811	312	52	value	value	NOUN
ajfa-2811	312	53	0.0332	0.0332	NUM
ajfa-2811	312	54	0.6604	0.6604	NUM
ajfa-2811	312	55	0.0532	0.0532	NUM
ajfa-2811	312	56	0.1130	0.1130	NUM
ajfa-2811	312	57	0.0644	0.0644	NUM
ajfa-2811	312	58	note	note	NOUN
ajfa-2811	312	59	:	:	PUNCT
ajfa-2811	312	60	*	*	PUNCT
ajfa-2811	312	61	denote	denote	VERB
ajfa-2811	312	62	significant	significant	ADJ
ajfa-2811	312	63	at	at	ADP
ajfa-2811	312	64	5	5	NUM
ajfa-2811	312	65	%	%	NOUN
ajfa-2811	312	66	level	level	NOUN
ajfa-2811	312	67	.	.	PUNCT
ajfa-2811	313	1	asian	asian	ADJ
ajfa-2811	313	2	journal	journal	PROPN
ajfa-2811	313	3	of	of	ADP
ajfa-2811	313	4	finance	finance	PROPN
ajfa-2811	313	5	&	&	CCONJ
ajfa-2811	313	6	accounting	accounting	PROPN
ajfa-2811	313	7	issn	issn	PROPN
ajfa-2811	313	8	1946	1946	NUM
ajfa-2811	313	9	-	-	PUNCT
ajfa-2811	313	10	052x	052x	NOUN
ajfa-2811	313	11	2013	2013	NUM
ajfa-2811	313	12	,	,	PUNCT
ajfa-2811	313	13	vol	vol	NOUN
ajfa-2811	313	14	.	.	PROPN
ajfa-2811	313	15	5	5	NUM
ajfa-2811	313	16	,	,	PUNCT
ajfa-2811	313	17	no	no	INTJ
ajfa-2811	313	18	.	.	NOUN
ajfa-2811	313	19	1	1	NUM
ajfa-2811	313	20	www.macrothink.org/ajfa	www.macrothink.org/ajfa	NUM
ajfa-2811	313	21	461	461	NUM
ajfa-2811	313	22	table	table	NOUN
ajfa-2811	313	23	6	6	NUM
ajfa-2811	313	24	.	.	PUNCT
ajfa-2811	314	1	results	result	NOUN
ajfa-2811	314	2	of	of	ADP
ajfa-2811	314	3	equality	equality	NOUN
ajfa-2811	314	4	of	of	ADP
ajfa-2811	314	5	variance	variance	NOUN
ajfa-2811	314	6	test	test	NOUN
ajfa-2811	314	7	across	across	ADP
ajfa-2811	314	8	day	day	NOUN
ajfa-2811	314	9	of	of	ADP
ajfa-2811	314	10	the	the	DET
ajfa-2811	314	11	week	week	NOUN
ajfa-2811	314	12	for	for	ADP
ajfa-2811	314	13	the	the	DET
ajfa-2811	314	14	period	period	NOUN
ajfa-2811	314	15	20082012	20082012	NUM
ajfa-2811	314	16	countries	country	NOUN
ajfa-2811	314	17	/	/	SYM
ajfa-2811	314	18	index	index	NOUN
ajfa-2811	314	19	levene	levene	NOUN
ajfa-2811	314	20	’s	’s	PART
ajfa-2811	314	21	test	test	PROPN
ajfa-2811	314	22	bartlett	bartlett	PROPN
ajfa-2811	314	23	's	's	PART
ajfa-2811	314	24	test	test	NOUN
ajfa-2811	314	25	statistics	statistic	NOUN
ajfa-2811	314	26	p	p	ADJ
ajfa-2811	314	27	-	-	PUNCT
ajfa-2811	314	28	value	value	NOUN
ajfa-2811	314	29	statistics	statistic	NOUN
ajfa-2811	314	30	p	p	NOUN
ajfa-2811	314	31	-	-	PUNCT
ajfa-2811	314	32	value	value	NOUN
ajfa-2811	314	33	jakarta	jakarta	PROPN
ajfa-2811	314	34	composite	composite	PROPN
ajfa-2811	314	35	(	(	PUNCT
ajfa-2811	314	36	indonesia	indonesia	PROPN
ajfa-2811	314	37	)	)	PUNCT
ajfa-2811	315	1	1.6968	1.6968	NUM
ajfa-2811	315	2	0.1484	0.1484	NUM
ajfa-2811	315	3	16.480	16.480	NUM
ajfa-2811	315	4	0.0024	0.0024	NUM
ajfa-2811	315	5	kuala	kuala	PROPN
ajfa-2811	315	6	lumpur	lumpur	PROPN
ajfa-2811	315	7	composite	composite	NOUN
ajfa-2811	315	8	(	(	PUNCT
ajfa-2811	315	9	malaysia	malaysia	PROPN
ajfa-2811	315	10	)	)	PUNCT
ajfa-2811	315	11	1.1307	1.1307	NUM
ajfa-2811	315	12	0.3405	0.3405	NUM
ajfa-2811	315	13	32.9826	32.9826	NUM
ajfa-2811	315	14	0.0000	0.0000	NUM
ajfa-2811	315	15	manila	manila	PROPN
ajfa-2811	315	16	composite	composite	NOUN
ajfa-2811	315	17	(	(	PUNCT
ajfa-2811	315	18	philippines	philippine	NOUN
ajfa-2811	315	19	)	)	PUNCT
ajfa-2811	315	20	8.1602	8.1602	NUM
ajfa-2811	315	21	*	*	PUNCT
ajfa-2811	315	22	0.0000	0.0000	NUM
ajfa-2811	315	23	98.4733	98.4733	NUM
ajfa-2811	315	24	0.0000	0.0000	NUM
ajfa-2811	315	25	straits	strait	NOUN
ajfa-2811	315	26	times	time	NOUN
ajfa-2811	315	27	(	(	PUNCT
ajfa-2811	315	28	singapore	singapore	PROPN
ajfa-2811	315	29	)	)	PUNCT
ajfa-2811	315	30	3.9776	3.9776	NUM
ajfa-2811	315	31	*	*	SYM
ajfa-2811	315	32	0.0033	0.0033	NUM
ajfa-2811	315	33	20.5923	20.5923	NUM
ajfa-2811	315	34	0.0004	0.0004	NUM
ajfa-2811	315	35	set	set	NOUN
ajfa-2811	315	36	(	(	PUNCT
ajfa-2811	315	37	thailand	thailand	PROPN
ajfa-2811	315	38	)	)	PUNCT
ajfa-2811	315	39	4.4783	4.4783	NUM
ajfa-2811	315	40	*	*	NOUN
ajfa-2811	315	41	0.0014	0.0014	NUM
ajfa-2811	315	42	35.9643	35.9643	NUM
ajfa-2811	315	43	0.0000	0.0000	NUM
ajfa-2811	315	44	note	note	NOUN
ajfa-2811	315	45	:	:	PUNCT
ajfa-2811	315	46	*	*	PUNCT
ajfa-2811	315	47	denote	denote	VERB
ajfa-2811	315	48	significant	significant	ADJ
ajfa-2811	315	49	at	at	ADP
ajfa-2811	315	50	5	5	NUM
ajfa-2811	315	51	%	%	NOUN
ajfa-2811	315	52	level	level	NOUN
ajfa-2811	315	53	.	.	PUNCT