id	sid	tid	token	lemma	pos
bjmsr-2243	1	1	bangladesh	bangladesh	PROPN
bjmsr-2243	1	2	journal	journal	PROPN
bjmsr-2243	1	3	of	of	ADP
bjmsr-2243	1	4	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	1	5	scientific	scientific	ADJ
bjmsr-2243	1	6	research	research	NOUN
bjmsr-2243	1	7	9(4	9(4	NOUN
bjmsr-2243	1	8	)	)	PUNCT
bjmsr-2243	1	9	(	(	PUNCT
bjmsr-2243	1	10	2024	2024	NUM
bjmsr-2243	1	11	)	)	PUNCT
bjmsr-2243	1	12	,	,	PUNCT
bjmsr-2243	1	13	16	16	NUM
bjmsr-2243	1	14	-	-	SYM
bjmsr-2243	1	15	24	24	NUM
bjmsr-2243	1	16	16	16	NUM
bjmsr-2243	1	17	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	1	18	scientific	scientific	ADJ
bjmsr-2243	1	19	research	research	NOUN
bjmsr-2243	1	20	bjmsr	bjmsr	NOUN
bjmsr-2243	1	21	vol	vol	VERB
bjmsr-2243	1	22	9	9	NUM
bjmsr-2243	1	23	no	no	DET
bjmsr-2243	1	24	4	4	NUM
bjmsr-2243	1	25	(	(	PUNCT
bjmsr-2243	1	26	2024	2024	NUM
bjmsr-2243	1	27	)	)	PUNCT
bjmsr-2243	1	28	p	p	X
bjmsr-2243	1	29	-	-	PUNCT
bjmsr-2243	1	30	issn	issn	PROPN
bjmsr-2243	1	31	2687	2687	NUM
bjmsr-2243	1	32	-	-	PUNCT
bjmsr-2243	1	33	850x	850x	NUM
bjmsr-2243	1	34	e	e	NOUN
bjmsr-2243	1	35	-	-	PROPN
bjmsr-2243	1	36	issn	issn	PROPN
bjmsr-2243	1	37	2687	2687	NUM
bjmsr-2243	1	38	-	-	SYM
bjmsr-2243	1	39	8518	8518	NUM
bjmsr-2243	1	40	available	available	ADJ
bjmsr-2243	1	41	online	online	ADV
bjmsr-2243	1	42	at	at	ADP
bjmsr-2243	1	43	https://www.cribfb.com	https://www.cribfb.com	X
bjmsr-2243	1	44	journal	journal	PROPN
bjmsr-2243	1	45	homepage	homepage	NOUN
bjmsr-2243	1	46	:	:	PUNCT
bjmsr-2243	1	47	https://www.cribfb.com/journal/index.php/bjmsr	https://www.cribfb.com/journal/index.php/bjmsr	NOUN
bjmsr-2243	1	48	published	publish	VERB
bjmsr-2243	1	49	by	by	ADP
bjmsr-2243	1	50	cribfb	cribfb	PROPN
bjmsr-2243	1	51	,	,	PUNCT
bjmsr-2243	1	52	usa	usa	PROPN
bjmsr-2243	1	53	disappearing	disappear	VERB
bjmsr-2243	1	54	the	the	DET
bjmsr-2243	1	55	day	day	NOUN
bjmsr-2243	1	56	of	of	ADP
bjmsr-2243	1	57	the	the	DET
bjmsr-2243	1	58	week	week	NOUN
bjmsr-2243	1	59	effect	effect	NOUN
bjmsr-2243	1	60	on	on	ADP
bjmsr-2243	1	61	return	return	NOUN
bjmsr-2243	1	62	to	to	ADP
bjmsr-2243	1	63	investors	investor	NOUN
bjmsr-2243	1	64	:	:	PUNCT
bjmsr-2243	1	65	novel	novel	ADJ
bjmsr-2243	1	66	evidence	evidence	NOUN
bjmsr-2243	1	67	from	from	ADP
bjmsr-2243	1	68	indian	indian	ADJ
bjmsr-2243	1	69	stock	stock	NOUN
bjmsr-2243	1	70	market	market	NOUN
bjmsr-2243	1	71	pramath	pramath	PROPN
bjmsr-2243	1	72	nath	nath	PROPN
bjmsr-2243	1	73	acharya	acharya	PROPN
bjmsr-2243	1	74	(	(	PUNCT
bjmsr-2243	1	75	a)1	a)1	PROPN
bjmsr-2243	1	76	suman	suman	PROPN
bjmsr-2243	1	77	kalyan	kalyan	PROPN
bjmsr-2243	1	78	chaudhury	chaudhury	PROPN
bjmsr-2243	1	79	(	(	PUNCT
bjmsr-2243	1	80	b	b	NOUN
bjmsr-2243	1	81	)	)	PUNCT
bjmsr-2243	1	82	venkateswara	venkateswara	PROPN
bjmsr-2243	1	83	rao	rao	PROPN
bjmsr-2243	1	84	bhanotu	bhanotu	PROPN
bjmsr-2243	1	85	(	(	PUNCT
bjmsr-2243	1	86	c	c	NOUN
bjmsr-2243	1	87	)	)	PUNCT
bjmsr-2243	1	88	sunil	sunil	PROPN
bjmsr-2243	1	89	kumar	kumar	PROPN
bjmsr-2243	1	90	pradhan	pradhan	PROPN
bjmsr-2243	1	91	(	(	PUNCT
bjmsr-2243	1	92	d	d	NOUN
bjmsr-2243	1	93	)	)	PUNCT
bjmsr-2243	1	94	susanta	susanta	NOUN
bjmsr-2243	1	95	kumar	kumar	PROPN
bjmsr-2243	1	96	patro	patro	PROPN
bjmsr-2243	1	97	(	(	PUNCT
bjmsr-2243	1	98	e	e	NOUN
bjmsr-2243	1	99	)	)	PUNCT
bjmsr-2243	1	100	(	(	PUNCT
bjmsr-2243	1	101	a)assistant	a)assistant	PROPN
bjmsr-2243	1	102	professor	professor	NOUN
bjmsr-2243	1	103	,	,	PUNCT
bjmsr-2243	1	104	department	department	NOUN
bjmsr-2243	1	105	of	of	ADP
bjmsr-2243	1	106	management	management	NOUN
bjmsr-2243	1	107	studies	study	NOUN
bjmsr-2243	1	108	,	,	PUNCT
bjmsr-2243	1	109	nist	nist	PROPN
bjmsr-2243	1	110	university	university	PROPN
bjmsr-2243	1	111	,	,	PUNCT
bjmsr-2243	1	112	berhampur	berhampur	NOUN
bjmsr-2243	1	113	,	,	PUNCT
bjmsr-2243	1	114	india	india	PROPN
bjmsr-2243	1	115	;	;	PUNCT
bjmsr-2243	1	116	e	e	X
bjmsr-2243	1	117	-	-	NOUN
bjmsr-2243	1	118	mail	mail	NOUN
bjmsr-2243	1	119	:	:	PUNCT
bjmsr-2243	1	120	pnacharya@rediffmail.com	pnacharya@rediffmail.com	X
bjmsr-2243	1	121	(	(	PUNCT
bjmsr-2243	1	122	b)faculty	b)faculty	PROPN
bjmsr-2243	1	123	member	member	PROPN
bjmsr-2243	1	124	,	,	PUNCT
bjmsr-2243	1	125	p.g	p.g	PROPN
bjmsr-2243	1	126	.	.	PROPN
bjmsr-2243	1	127	department	department	PROPN
bjmsr-2243	1	128	of	of	ADP
bjmsr-2243	1	129	business	business	PROPN
bjmsr-2243	1	130	administration	administration	PROPN
bjmsr-2243	1	131	,	,	PUNCT
bjmsr-2243	1	132	berhampur	berhampur	PROPN
bjmsr-2243	1	133	university	university	NOUN
bjmsr-2243	1	134	,	,	PUNCT
bjmsr-2243	1	135	berhampur	berhampur	NOUN
bjmsr-2243	1	136	,	,	PUNCT
bjmsr-2243	1	137	india	india	PROPN
bjmsr-2243	1	138	;	;	PUNCT
bjmsr-2243	1	139	e	e	X
bjmsr-2243	1	140	-	-	NOUN
bjmsr-2243	1	141	mail	mail	NOUN
bjmsr-2243	1	142	:	:	PUNCT
bjmsr-2243	2	1	sumankalyan72@gmail.com	sumankalyan72@gmail.com	X
bjmsr-2243	2	2	(	(	PUNCT
bjmsr-2243	2	3	c)assistant	c)assistant	PROPN
bjmsr-2243	2	4	professor	professor	PROPN
bjmsr-2243	2	5	,	,	PUNCT
bjmsr-2243	2	6	p.g	p.g	PROPN
bjmsr-2243	2	7	.	.	PROPN
bjmsr-2243	2	8	department	department	PROPN
bjmsr-2243	2	9	of	of	ADP
bjmsr-2243	2	10	commerce	commerce	PROPN
bjmsr-2243	2	11	,	,	PUNCT
bjmsr-2243	2	12	berhampur	berhampur	PROPN
bjmsr-2243	2	13	university	university	NOUN
bjmsr-2243	2	14	,	,	PUNCT
bjmsr-2243	2	15	berhampur	berhampur	NOUN
bjmsr-2243	2	16	,	,	PUNCT
bjmsr-2243	2	17	india	india	PROPN
bjmsr-2243	2	18	;	;	PUNCT
bjmsr-2243	2	19	e	e	X
bjmsr-2243	2	20	-	-	NOUN
bjmsr-2243	2	21	mail	mail	NOUN
bjmsr-2243	2	22	:	:	PUNCT
bjmsr-2243	2	23	bvraobu@gmail.com	bvraobu@gmail.com	X
bjmsr-2243	2	24	(	(	PUNCT
bjmsr-2243	2	25	d)assistant	d)assistant	NOUN
bjmsr-2243	2	26	professor	professor	NOUN
bjmsr-2243	2	27	,	,	PUNCT
bjmsr-2243	2	28	p.g	p.g	PROPN
bjmsr-2243	2	29	.	.	PROPN
bjmsr-2243	2	30	department	department	PROPN
bjmsr-2243	2	31	of	of	ADP
bjmsr-2243	2	32	business	business	PROPN
bjmsr-2243	2	33	administration	administration	PROPN
bjmsr-2243	2	34	,	,	PUNCT
bjmsr-2243	2	35	berhampur	berhampur	PROPN
bjmsr-2243	2	36	university	university	NOUN
bjmsr-2243	2	37	,	,	PUNCT
bjmsr-2243	2	38	berhampur	berhampur	NOUN
bjmsr-2243	2	39	,	,	PUNCT
bjmsr-2243	2	40	india	india	PROPN
bjmsr-2243	2	41	;	;	PUNCT
bjmsr-2243	2	42	e	e	X
bjmsr-2243	2	43	-	-	NOUN
bjmsr-2243	2	44	mail	mail	NOUN
bjmsr-2243	2	45	:	:	PUNCT
bjmsr-2243	2	46	skp.mba@buodisha.edu.in	skp.mba@buodisha.edu.in	PROPN
bjmsr-2243	2	47	(	(	PUNCT
bjmsr-2243	2	48	e)assistant	e)assistant	ADJ
bjmsr-2243	2	49	professor	professor	NOUN
bjmsr-2243	2	50	,	,	PUNCT
bjmsr-2243	2	51	department	department	NOUN
bjmsr-2243	2	52	of	of	ADP
bjmsr-2243	2	53	management	management	NOUN
bjmsr-2243	2	54	studies	study	NOUN
bjmsr-2243	2	55	,	,	PUNCT
bjmsr-2243	2	56	nist	nist	PROPN
bjmsr-2243	2	57	university	university	PROPN
bjmsr-2243	2	58	,	,	PUNCT
bjmsr-2243	2	59	berhampur	berhampur	NOUN
bjmsr-2243	2	60	,	,	PUNCT
bjmsr-2243	2	61	india	india	PROPN
bjmsr-2243	2	62	;	;	PUNCT
bjmsr-2243	2	63	e	e	X
bjmsr-2243	2	64	-	-	NOUN
bjmsr-2243	2	65	mail	mail	NOUN
bjmsr-2243	2	66	:	:	PUNCT
bjmsr-2243	2	67	susantapatro71@gmail.com	susantapatro71@gmail.com	X
bjmsr-2243	3	1	a	a	DET
bjmsr-2243	3	2	r	r	NOUN
bjmsr-2243	3	3	t	t	NOUN
bjmsr-2243	4	1	i	i	PRON
bjmsr-2243	4	2	c	c	NOUN
bjmsr-2243	4	3	l	l	NOUN
bjmsr-2243	4	4	e	e	NOUN
bjmsr-2243	5	1	i	i	PRON
bjmsr-2243	5	2	n	n	VERB
bjmsr-2243	5	3	f	f	NOUN
bjmsr-2243	5	4	o	o	NOUN
bjmsr-2243	5	5	article	article	NOUN
bjmsr-2243	5	6	history	history	NOUN
bjmsr-2243	5	7	:	:	PUNCT
bjmsr-2243	5	8	received	receive	VERB
bjmsr-2243	5	9	:	:	PUNCT
bjmsr-2243	5	10	26th	26th	NOUN
bjmsr-2243	5	11	may	may	AUX
bjmsr-2243	5	12	2024	2024	NUM
bjmsr-2243	5	13	reviewed	review	VERB
bjmsr-2243	5	14	&	&	CCONJ
bjmsr-2243	5	15	revised	revise	VERB
bjmsr-2243	5	16	:	:	PUNCT
bjmsr-2243	5	17	26th	26th	NOUN
bjmsr-2243	5	18	may	may	AUX
bjmsr-2243	5	19	to	to	ADP
bjmsr-2243	5	20	5th	5th	ADJ
bjmsr-2243	5	21	august	august	PROPN
bjmsr-2243	5	22	2024	2024	NUM
bjmsr-2243	5	23	accepted	accept	VERB
bjmsr-2243	5	24	:	:	PUNCT
bjmsr-2243	5	25	10th	10th	ADJ
bjmsr-2243	5	26	august	august	PROPN
bjmsr-2243	5	27	2024	2024	NUM
bjmsr-2243	5	28	published	publish	VERB
bjmsr-2243	5	29	:	:	PUNCT
bjmsr-2243	5	30	20th	20th	ADJ
bjmsr-2243	5	31	august	august	PROPN
bjmsr-2243	5	32	2024	2024	NUM
bjmsr-2243	5	33	keywords	keyword	NOUN
bjmsr-2243	5	34	:	:	PUNCT
bjmsr-2243	5	35	stock	stock	NOUN
bjmsr-2243	5	36	market	market	NOUN
bjmsr-2243	5	37	,	,	PUNCT
bjmsr-2243	5	38	return	return	NOUN
bjmsr-2243	5	39	and	and	CCONJ
bjmsr-2243	5	40	volatility	volatility	NOUN
bjmsr-2243	5	41	,	,	PUNCT
bjmsr-2243	5	42	garch	garch	NOUN
bjmsr-2243	5	43	,	,	PUNCT
bjmsr-2243	5	44	calendar	calendar	NOUN
bjmsr-2243	5	45	anomalies	anomaly	NOUN
bjmsr-2243	5	46	,	,	PUNCT
bjmsr-2243	5	47	day	day	NOUN
bjmsr-2243	5	48	of	of	ADP
bjmsr-2243	5	49	the	the	DET
bjmsr-2243	5	50	week	week	NOUN
bjmsr-2243	5	51	effect	effect	NOUN
bjmsr-2243	5	52	jel	jel	PROPN
bjmsr-2243	5	53	classification	classification	NOUN
bjmsr-2243	5	54	codes	code	NOUN
bjmsr-2243	5	55	:	:	PUNCT
bjmsr-2243	5	56	g11	g11	PROPN
bjmsr-2243	5	57	,	,	PUNCT
bjmsr-2243	5	58	g14	g14	ADJ
bjmsr-2243	5	59	peer	peer	NOUN
bjmsr-2243	5	60	-	-	PUNCT
bjmsr-2243	5	61	review	review	NOUN
bjmsr-2243	5	62	model	model	NOUN
bjmsr-2243	5	63	:	:	PUNCT
bjmsr-2243	5	64	external	external	ADJ
bjmsr-2243	5	65	peer	peer	NOUN
bjmsr-2243	5	66	review	review	NOUN
bjmsr-2243	5	67	was	be	AUX
bjmsr-2243	5	68	done	do	VERB
bjmsr-2243	5	69	through	through	ADP
bjmsr-2243	5	70	double	double	ADJ
bjmsr-2243	5	71	-	-	PUNCT
bjmsr-2243	5	72	blind	blind	ADJ
bjmsr-2243	5	73	method	method	NOUN
bjmsr-2243	5	74	.	.	PUNCT
bjmsr-2243	6	1	a	a	DET
bjmsr-2243	6	2	b	b	PROPN
bjmsr-2243	6	3	s	s	ADP
bjmsr-2243	6	4	t	t	PROPN
bjmsr-2243	6	5	r	r	NOUN
bjmsr-2243	6	6	a	a	DET
bjmsr-2243	6	7	c	c	NOUN
bjmsr-2243	6	8	t	t	NOUN
bjmsr-2243	6	9	the	the	DET
bjmsr-2243	6	10	efficiency	efficiency	NOUN
bjmsr-2243	6	11	in	in	ADP
bjmsr-2243	6	12	emerging	emerge	VERB
bjmsr-2243	6	13	markets	market	NOUN
bjmsr-2243	6	14	is	be	AUX
bjmsr-2243	6	15	becoming	become	VERB
bjmsr-2243	6	16	more	more	ADV
bjmsr-2243	6	17	important	important	ADJ
bjmsr-2243	6	18	as	as	SCONJ
bjmsr-2243	6	19	the	the	DET
bjmsr-2243	6	20	trend	trend	NOUN
bjmsr-2243	6	21	of	of	ADP
bjmsr-2243	6	22	investment	investment	NOUN
bjmsr-2243	6	23	in	in	ADP
bjmsr-2243	6	24	these	these	DET
bjmsr-2243	6	25	markets	market	NOUN
bjmsr-2243	6	26	is	be	AUX
bjmsr-2243	6	27	accelerating	accelerate	VERB
bjmsr-2243	6	28	nowadays	nowadays	ADV
bjmsr-2243	6	29	.	.	PUNCT
bjmsr-2243	7	1	the	the	DET
bjmsr-2243	7	2	level	level	NOUN
bjmsr-2243	7	3	of	of	ADP
bjmsr-2243	7	4	market	market	NOUN
bjmsr-2243	7	5	efficiency	efficiency	NOUN
bjmsr-2243	7	6	influences	influence	VERB
bjmsr-2243	7	7	an	an	DET
bjmsr-2243	7	8	investor	investor	NOUN
bjmsr-2243	7	9	's	's	PART
bjmsr-2243	7	10	investment	investment	NOUN
bjmsr-2243	7	11	strategy	strategy	NOUN
bjmsr-2243	7	12	because	because	SCONJ
bjmsr-2243	7	13	of	of	ADP
bjmsr-2243	7	14	its	its	PRON
bjmsr-2243	7	15	improper	improper	ADJ
bjmsr-2243	7	16	valuation	valuation	NOUN
bjmsr-2243	7	17	.	.	PUNCT
bjmsr-2243	8	1	the	the	DET
bjmsr-2243	8	2	improper	improper	ADJ
bjmsr-2243	8	3	valuation	valuation	NOUN
bjmsr-2243	8	4	of	of	ADP
bjmsr-2243	8	5	securities	security	NOUN
bjmsr-2243	8	6	may	may	AUX
bjmsr-2243	8	7	lead	lead	VERB
bjmsr-2243	8	8	to	to	ADP
bjmsr-2243	8	9	abnormal	abnormal	ADJ
bjmsr-2243	8	10	gains	gain	NOUN
bjmsr-2243	8	11	for	for	ADP
bjmsr-2243	8	12	the	the	DET
bjmsr-2243	8	13	investor	investor	NOUN
bjmsr-2243	8	14	.	.	PUNCT
bjmsr-2243	9	1	on	on	ADP
bjmsr-2243	9	2	the	the	DET
bjmsr-2243	9	3	other	other	ADJ
bjmsr-2243	9	4	hand	hand	NOUN
bjmsr-2243	9	5	,	,	PUNCT
bjmsr-2243	9	6	abnormal	abnormal	ADJ
bjmsr-2243	9	7	gain	gain	NOUN
bjmsr-2243	9	8	in	in	ADP
bjmsr-2243	9	9	a	a	DET
bjmsr-2243	9	10	perfectly	perfectly	ADV
bjmsr-2243	9	11	efficient	efficient	ADJ
bjmsr-2243	9	12	market	market	NOUN
bjmsr-2243	9	13	is	be	AUX
bjmsr-2243	9	14	impossible	impossible	ADJ
bjmsr-2243	9	15	as	as	SCONJ
bjmsr-2243	9	16	the	the	DET
bjmsr-2243	9	17	share	share	NOUN
bjmsr-2243	9	18	price	price	NOUN
bjmsr-2243	9	19	absorbs	absorb	VERB
bjmsr-2243	9	20	all	all	DET
bjmsr-2243	9	21	the	the	DET
bjmsr-2243	9	22	information	information	NOUN
bjmsr-2243	9	23	available	available	ADJ
bjmsr-2243	9	24	in	in	ADP
bjmsr-2243	9	25	the	the	DET
bjmsr-2243	9	26	public	public	ADJ
bjmsr-2243	9	27	domain	domain	NOUN
bjmsr-2243	9	28	.	.	PUNCT
bjmsr-2243	10	1	however	however	ADV
bjmsr-2243	10	2	,	,	PUNCT
bjmsr-2243	10	3	efficiency	efficiency	NOUN
bjmsr-2243	10	4	in	in	ADP
bjmsr-2243	10	5	its	its	PRON
bjmsr-2243	10	6	finest	fine	ADJ
bjmsr-2243	10	7	sense	sense	NOUN
bjmsr-2243	10	8	is	be	AUX
bjmsr-2243	10	9	a	a	DET
bjmsr-2243	10	10	distant	distant	ADJ
bjmsr-2243	10	11	reality	reality	NOUN
bjmsr-2243	10	12	.	.	PUNCT
bjmsr-2243	11	1	many	many	ADJ
bjmsr-2243	11	2	researchers	researcher	NOUN
bjmsr-2243	11	3	have	have	AUX
bjmsr-2243	11	4	pointed	point	VERB
bjmsr-2243	11	5	out	out	ADP
bjmsr-2243	11	6	different	different	ADJ
bjmsr-2243	11	7	levels	level	NOUN
bjmsr-2243	11	8	of	of	ADP
bjmsr-2243	11	9	efficiencies	efficiency	NOUN
bjmsr-2243	11	10	,	,	PUNCT
bjmsr-2243	11	11	including	include	VERB
bjmsr-2243	11	12	the	the	DET
bjmsr-2243	11	13	presence	presence	NOUN
bjmsr-2243	11	14	of	of	ADP
bjmsr-2243	11	15	calendar	calendar	NOUN
bjmsr-2243	11	16	anomalies	anomaly	NOUN
bjmsr-2243	11	17	.	.	PUNCT
bjmsr-2243	12	1	the	the	DET
bjmsr-2243	12	2	purpose	purpose	NOUN
bjmsr-2243	12	3	of	of	ADP
bjmsr-2243	12	4	the	the	DET
bjmsr-2243	12	5	study	study	NOUN
bjmsr-2243	12	6	is	be	AUX
bjmsr-2243	12	7	to	to	PART
bjmsr-2243	12	8	capture	capture	VERB
bjmsr-2243	12	9	the	the	DET
bjmsr-2243	12	10	effect	effect	NOUN
bjmsr-2243	12	11	of	of	ADP
bjmsr-2243	12	12	the	the	DET
bjmsr-2243	12	13	day	day	NOUN
bjmsr-2243	12	14	of	of	ADP
bjmsr-2243	12	15	the	the	DET
bjmsr-2243	12	16	week	week	NOUN
bjmsr-2243	12	17	on	on	ADP
bjmsr-2243	12	18	the	the	DET
bjmsr-2243	12	19	stock	stock	NOUN
bjmsr-2243	12	20	return	return	NOUN
bjmsr-2243	12	21	and	and	CCONJ
bjmsr-2243	12	22	volatility	volatility	NOUN
bjmsr-2243	12	23	in	in	ADP
bjmsr-2243	12	24	india	india	PROPN
bjmsr-2243	12	25	.	.	PUNCT
bjmsr-2243	13	1	daily	daily	ADJ
bjmsr-2243	13	2	time	time	PROPN
bjmsr-2243	13	3	series	series	PROPN
bjmsr-2243	13	4	data	data	PROPN
bjmsr-2243	13	5	of	of	ADP
bjmsr-2243	13	6	sensex	sensex	NOUN
bjmsr-2243	13	7	and	and	CCONJ
bjmsr-2243	13	8	nifty	nifty	ADJ
bjmsr-2243	13	9	were	be	AUX
bjmsr-2243	13	10	collected	collect	VERB
bjmsr-2243	13	11	from	from	ADP
bjmsr-2243	13	12	the	the	DET
bjmsr-2243	13	13	two	two	NUM
bjmsr-2243	13	14	prominent	prominent	ADJ
bjmsr-2243	13	15	exchanges	exchange	NOUN
bjmsr-2243	13	16	of	of	ADP
bjmsr-2243	13	17	india	india	PROPN
bjmsr-2243	13	18	,	,	PUNCT
bjmsr-2243	13	19	i.e.	i.e.	X
bjmsr-2243	13	20	bombay	bombay	PROPN
bjmsr-2243	13	21	stock	stock	PROPN
bjmsr-2243	13	22	exchange	exchange	PROPN
bjmsr-2243	13	23	and	and	CCONJ
bjmsr-2243	13	24	national	national	ADJ
bjmsr-2243	13	25	stock	stock	PROPN
bjmsr-2243	13	26	exchange	exchange	PROPN
bjmsr-2243	13	27	websites	website	NOUN
bjmsr-2243	13	28	,	,	PUNCT
bjmsr-2243	13	29	for	for	ADP
bjmsr-2243	13	30	a	a	DET
bjmsr-2243	13	31	period	period	NOUN
bjmsr-2243	13	32	of	of	ADP
bjmsr-2243	13	33	four	four	NUM
bjmsr-2243	13	34	years	year	NOUN
bjmsr-2243	13	35	.	.	PUNCT
bjmsr-2243	14	1	after	after	ADP
bjmsr-2243	14	2	validating	validate	VERB
bjmsr-2243	14	3	stationarity	stationarity	NOUN
bjmsr-2243	14	4	with	with	ADP
bjmsr-2243	14	5	adf	adf	PROPN
bjmsr-2243	14	6	and	and	CCONJ
bjmsr-2243	14	7	phillip	phillip	PROPN
bjmsr-2243	14	8	-	-	PUNCT
bjmsr-2243	14	9	perron	perron	PROPN
bjmsr-2243	14	10	tests	test	NOUN
bjmsr-2243	14	11	,	,	PUNCT
bjmsr-2243	14	12	the	the	DET
bjmsr-2243	14	13	study	study	NOUN
bjmsr-2243	14	14	used	use	VERB
bjmsr-2243	14	15	garch	garch	NOUN
bjmsr-2243	14	16	,	,	PUNCT
bjmsr-2243	14	17	egarch	egarch	NOUN
bjmsr-2243	14	18	and	and	CCONJ
bjmsr-2243	14	19	tgarch	tgarch	NOUN
bjmsr-2243	14	20	models	model	NOUN
bjmsr-2243	14	21	to	to	PART
bjmsr-2243	14	22	capture	capture	VERB
bjmsr-2243	14	23	day	day	NOUN
bjmsr-2243	14	24	impacts	impact	NOUN
bjmsr-2243	14	25	on	on	ADP
bjmsr-2243	14	26	stock	stock	NOUN
bjmsr-2243	14	27	return	return	NOUN
bjmsr-2243	14	28	and	and	CCONJ
bjmsr-2243	14	29	volatility	volatility	NOUN
bjmsr-2243	14	30	.	.	PUNCT
bjmsr-2243	15	1	the	the	DET
bjmsr-2243	15	2	study	study	NOUN
bjmsr-2243	15	3	reveals	reveal	VERB
bjmsr-2243	15	4	that	that	SCONJ
bjmsr-2243	15	5	the	the	DET
bjmsr-2243	15	6	tuesday	tuesday	PROPN
bjmsr-2243	15	7	effect	effect	NOUN
bjmsr-2243	15	8	persisted	persist	VERB
bjmsr-2243	15	9	in	in	ADP
bjmsr-2243	15	10	the	the	DET
bjmsr-2243	15	11	indian	indian	ADJ
bjmsr-2243	15	12	stock	stock	NOUN
bjmsr-2243	15	13	market	market	NOUN
bjmsr-2243	15	14	during	during	ADP
bjmsr-2243	15	15	the	the	DET
bjmsr-2243	15	16	study	study	NOUN
bjmsr-2243	15	17	period	period	NOUN
bjmsr-2243	15	18	.	.	PUNCT
bjmsr-2243	16	1	moreover	moreover	ADV
bjmsr-2243	16	2	,	,	PUNCT
bjmsr-2243	16	3	the	the	DET
bjmsr-2243	16	4	tgarch	tgarch	NOUN
bjmsr-2243	16	5	model	model	NOUN
bjmsr-2243	16	6	was	be	AUX
bjmsr-2243	16	7	found	find	VERB
bjmsr-2243	16	8	to	to	PART
bjmsr-2243	16	9	be	be	AUX
bjmsr-2243	16	10	the	the	DET
bjmsr-2243	16	11	most	most	ADV
bjmsr-2243	16	12	suitable	suitable	ADJ
bjmsr-2243	16	13	model	model	NOUN
bjmsr-2243	16	14	for	for	ADP
bjmsr-2243	16	15	describing	describe	VERB
bjmsr-2243	16	16	volatility	volatility	NOUN
bjmsr-2243	16	17	behaviour	behaviour	NOUN
bjmsr-2243	16	18	in	in	ADP
bjmsr-2243	16	19	the	the	DET
bjmsr-2243	16	20	indian	indian	ADJ
bjmsr-2243	16	21	stock	stock	NOUN
bjmsr-2243	16	22	market	market	NOUN
bjmsr-2243	16	23	.	.	PUNCT
bjmsr-2243	17	1	as	as	SCONJ
bjmsr-2243	17	2	other	other	ADJ
bjmsr-2243	17	3	days	day	NOUN
bjmsr-2243	17	4	in	in	ADP
bjmsr-2243	17	5	the	the	DET
bjmsr-2243	17	6	week	week	NOUN
bjmsr-2243	17	7	were	be	AUX
bjmsr-2243	17	8	less	less	ADV
bjmsr-2243	17	9	significant	significant	ADJ
bjmsr-2243	17	10	,	,	PUNCT
bjmsr-2243	17	11	the	the	DET
bjmsr-2243	17	12	study	study	NOUN
bjmsr-2243	17	13	's	's	PART
bjmsr-2243	17	14	findings	finding	NOUN
bjmsr-2243	17	15	suggest	suggest	VERB
bjmsr-2243	17	16	that	that	SCONJ
bjmsr-2243	17	17	the	the	DET
bjmsr-2243	17	18	gradual	gradual	ADJ
bjmsr-2243	17	19	disappearance	disappearance	NOUN
bjmsr-2243	17	20	of	of	ADP
bjmsr-2243	17	21	day	day	NOUN
bjmsr-2243	17	22	affects	affect	VERB
bjmsr-2243	17	23	the	the	DET
bjmsr-2243	17	24	indian	indian	ADJ
bjmsr-2243	17	25	capital	capital	NOUN
bjmsr-2243	17	26	market	market	NOUN
bjmsr-2243	17	27	.	.	PUNCT
bjmsr-2243	18	1	another	another	DET
bjmsr-2243	18	2	study	study	NOUN
bjmsr-2243	18	3	finding	finding	NOUN
bjmsr-2243	18	4	is	be	AUX
bjmsr-2243	18	5	the	the	DET
bjmsr-2243	18	6	significance	significance	NOUN
bjmsr-2243	18	7	of	of	ADP
bjmsr-2243	18	8	the	the	DET
bjmsr-2243	18	9	leverage	leverage	NOUN
bjmsr-2243	18	10	effect	effect	NOUN
bjmsr-2243	18	11	,	,	PUNCT
bjmsr-2243	18	12	which	which	PRON
bjmsr-2243	18	13	implies	imply	VERB
bjmsr-2243	18	14	the	the	DET
bjmsr-2243	18	15	increased	increase	VERB
bjmsr-2243	18	16	role	role	NOUN
bjmsr-2243	18	17	of	of	ADP
bjmsr-2243	18	18	bad	bad	ADJ
bjmsr-2243	18	19	news	news	NOUN
bjmsr-2243	18	20	over	over	ADP
bjmsr-2243	18	21	good	good	ADJ
bjmsr-2243	18	22	news	news	NOUN
bjmsr-2243	18	23	while	while	SCONJ
bjmsr-2243	18	24	capturing	capture	VERB
bjmsr-2243	18	25	the	the	DET
bjmsr-2243	18	26	day	day	NOUN
bjmsr-2243	18	27	-	-	PUNCT
bjmsr-2243	18	28	of	of	ADP
bjmsr-2243	18	29	-	-	PUNCT
bjmsr-2243	18	30	the	the	DET
bjmsr-2243	18	31	-	-	PUNCT
bjmsr-2243	18	32	week	week	NOUN
bjmsr-2243	18	33	effect	effect	NOUN
bjmsr-2243	18	34	.	.	PUNCT
bjmsr-2243	19	1	considering	consider	VERB
bjmsr-2243	19	2	the	the	DET
bjmsr-2243	19	3	above	above	ADJ
bjmsr-2243	19	4	facts	fact	NOUN
bjmsr-2243	19	5	,	,	PUNCT
bjmsr-2243	19	6	the	the	DET
bjmsr-2243	19	7	present	present	ADJ
bjmsr-2243	19	8	study	study	NOUN
bjmsr-2243	19	9	's	's	PART
bjmsr-2243	19	10	findings	finding	NOUN
bjmsr-2243	19	11	contribute	contribute	VERB
bjmsr-2243	19	12	to	to	ADP
bjmsr-2243	19	13	a	a	DET
bjmsr-2243	19	14	deeper	deep	ADJ
bjmsr-2243	19	15	understanding	understanding	NOUN
bjmsr-2243	19	16	of	of	ADP
bjmsr-2243	19	17	stock	stock	NOUN
bjmsr-2243	19	18	market	market	NOUN
bjmsr-2243	19	19	dynamics	dynamic	NOUN
bjmsr-2243	19	20	and	and	CCONJ
bjmsr-2243	19	21	the	the	DET
bjmsr-2243	19	22	challenge	challenge	NOUN
bjmsr-2243	19	23	of	of	ADP
bjmsr-2243	19	24	the	the	DET
bjmsr-2243	19	25	day	day	NOUN
bjmsr-2243	19	26	-	-	PUNCT
bjmsr-2243	19	27	of	of	ADP
bjmsr-2243	19	28	-	-	PUNCT
bjmsr-2243	19	29	the	the	DET
bjmsr-2243	19	30	-	-	PUNCT
bjmsr-2243	19	31	week	week	NOUN
bjmsr-2243	19	32	effect	effect	NOUN
bjmsr-2243	19	33	on	on	ADP
bjmsr-2243	19	34	market	market	NOUN
bjmsr-2243	19	35	efficiency	efficiency	NOUN
bjmsr-2243	19	36	.	.	PUNCT
bjmsr-2243	20	1	©	©	ADP
bjmsr-2243	20	2	2024	2024	NUM
bjmsr-2243	20	3	by	by	ADP
bjmsr-2243	20	4	the	the	DET
bjmsr-2243	20	5	authors	author	NOUN
bjmsr-2243	20	6	.	.	PUNCT
bjmsr-2243	21	1	licensee	licensee	PROPN
bjmsr-2243	21	2	cribfb	cribfb	PROPN
bjmsr-2243	21	3	,	,	PUNCT
bjmsr-2243	21	4	usa	usa	PROPN
bjmsr-2243	21	5	.	.	PROPN
bjmsr-2243	22	1	this	this	DET
bjmsr-2243	22	2	open	open	ADJ
bjmsr-2243	22	3	-	-	PUNCT
bjmsr-2243	22	4	access	access	NOUN
bjmsr-2243	22	5	article	article	NOUN
bjmsr-2243	22	6	is	be	AUX
bjmsr-2243	22	7	distributed	distribute	VERB
bjmsr-2243	22	8	under	under	ADP
bjmsr-2243	22	9	the	the	DET
bjmsr-2243	22	10	terms	term	NOUN
bjmsr-2243	22	11	and	and	CCONJ
bjmsr-2243	22	12	conditions	condition	NOUN
bjmsr-2243	22	13	of	of	ADP
bjmsr-2243	22	14	the	the	DET
bjmsr-2243	22	15	creative	creative	ADJ
bjmsr-2243	22	16	commons	common	NOUN
bjmsr-2243	22	17	attribution	attribution	NOUN
bjmsr-2243	22	18	(	(	PUNCT
bjmsr-2243	22	19	cc	cc	NOUN
bjmsr-2243	22	20	by	by	ADP
bjmsr-2243	22	21	)	)	PUNCT
bjmsr-2243	22	22	license	license	NOUN
bjmsr-2243	22	23	(	(	PUNCT
bjmsr-2243	22	24	http://creativecommons.org/licenses/by/4.0	http://creativecommons.org/licenses/by/4.0	NOUN
bjmsr-2243	22	25	)	)	PUNCT
bjmsr-2243	22	26	.	.	PUNCT
bjmsr-2243	23	1	introduction	introduction	NOUN
bjmsr-2243	23	2	the	the	DET
bjmsr-2243	23	3	basic	basic	ADJ
bjmsr-2243	23	4	premise	premise	NOUN
bjmsr-2243	23	5	of	of	ADP
bjmsr-2243	23	6	the	the	DET
bjmsr-2243	23	7	efficient	efficient	ADJ
bjmsr-2243	23	8	market	market	NOUN
bjmsr-2243	23	9	hypothesis	hypothesis	NOUN
bjmsr-2243	23	10	(	(	PUNCT
bjmsr-2243	23	11	emh	emh	PROPN
bjmsr-2243	23	12	)	)	PUNCT
bjmsr-2243	23	13	is	be	AUX
bjmsr-2243	23	14	that	that	SCONJ
bjmsr-2243	23	15	the	the	DET
bjmsr-2243	23	16	current	current	ADJ
bjmsr-2243	23	17	stock	stock	NOUN
bjmsr-2243	23	18	price	price	NOUN
bjmsr-2243	23	19	fully	fully	ADV
bjmsr-2243	23	20	reflects	reflect	VERB
bjmsr-2243	23	21	all	all	DET
bjmsr-2243	23	22	the	the	DET
bjmsr-2243	23	23	available	available	ADJ
bjmsr-2243	23	24	information	information	NOUN
bjmsr-2243	23	25	,	,	PUNCT
bjmsr-2243	23	26	which	which	PRON
bjmsr-2243	23	27	implies	imply	VERB
bjmsr-2243	23	28	the	the	DET
bjmsr-2243	23	29	random	random	ADJ
bjmsr-2243	23	30	movement	movement	NOUN
bjmsr-2243	23	31	of	of	ADP
bjmsr-2243	23	32	stock	stock	NOUN
bjmsr-2243	23	33	price	price	NOUN
bjmsr-2243	23	34	.	.	PUNCT
bjmsr-2243	24	1	so	so	ADV
bjmsr-2243	24	2	,	,	PUNCT
bjmsr-2243	24	3	investors	investor	NOUN
bjmsr-2243	24	4	can	can	AUX
bjmsr-2243	24	5	not	not	PART
bjmsr-2243	24	6	predict	predict	VERB
bjmsr-2243	24	7	the	the	DET
bjmsr-2243	24	8	share	share	NOUN
bjmsr-2243	24	9	price	price	NOUN
bjmsr-2243	24	10	and	and	CCONJ
bjmsr-2243	24	11	make	make	VERB
bjmsr-2243	24	12	an	an	DET
bjmsr-2243	24	13	abnormal	abnormal	ADJ
bjmsr-2243	24	14	return	return	NOUN
bjmsr-2243	24	15	.	.	PUNCT
bjmsr-2243	25	1	however	however	ADV
bjmsr-2243	25	2	,	,	PUNCT
bjmsr-2243	25	3	investors	investor	NOUN
bjmsr-2243	25	4	always	always	ADV
bjmsr-2243	25	5	try	try	VERB
bjmsr-2243	25	6	to	to	PART
bjmsr-2243	25	7	predict	predict	VERB
bjmsr-2243	25	8	the	the	DET
bjmsr-2243	25	9	market	market	NOUN
bjmsr-2243	25	10	movement	movement	NOUN
bjmsr-2243	25	11	by	by	ADP
bjmsr-2243	25	12	capturing	capture	VERB
bjmsr-2243	25	13	some	some	DET
bjmsr-2243	25	14	patterns	pattern	NOUN
bjmsr-2243	25	15	to	to	PART
bjmsr-2243	25	16	earn	earn	VERB
bjmsr-2243	25	17	more	more	ADJ
bjmsr-2243	25	18	investment	investment	NOUN
bjmsr-2243	25	19	returns	return	NOUN
bjmsr-2243	25	20	.	.	PUNCT
bjmsr-2243	26	1	in	in	ADP
bjmsr-2243	26	2	the	the	DET
bjmsr-2243	26	3	academic	academic	ADJ
bjmsr-2243	26	4	literature	literature	NOUN
bjmsr-2243	26	5	,	,	PUNCT
bjmsr-2243	26	6	specific	specific	ADJ
bjmsr-2243	26	7	patterns	pattern	NOUN
bjmsr-2243	26	8	are	be	AUX
bjmsr-2243	26	9	observed	observe	VERB
bjmsr-2243	26	10	in	in	ADP
bjmsr-2243	26	11	asset	asset	NOUN
bjmsr-2243	26	12	prices	price	NOUN
bjmsr-2243	26	13	and	and	CCONJ
bjmsr-2243	26	14	returns	return	NOUN
bjmsr-2243	26	15	that	that	PRON
bjmsr-2243	26	16	are	be	AUX
bjmsr-2243	26	17	inconsistent	inconsistent	ADJ
bjmsr-2243	26	18	with	with	ADP
bjmsr-2243	26	19	the	the	DET
bjmsr-2243	26	20	theory	theory	NOUN
bjmsr-2243	26	21	.	.	PUNCT
bjmsr-2243	27	1	these	these	DET
bjmsr-2243	27	2	inconsistencies	inconsistency	NOUN
bjmsr-2243	27	3	are	be	AUX
bjmsr-2243	27	4	referred	refer	VERB
bjmsr-2243	27	5	to	to	ADP
bjmsr-2243	27	6	as	as	ADP
bjmsr-2243	27	7	anomalies	anomaly	NOUN
bjmsr-2243	27	8	.	.	PUNCT
bjmsr-2243	28	1	the	the	DET
bjmsr-2243	28	2	calendar	calendar	NOUN
bjmsr-2243	28	3	anomalies	anomaly	NOUN
bjmsr-2243	28	4	are	be	AUX
bjmsr-2243	28	5	one	one	NUM
bjmsr-2243	28	6	of	of	ADP
bjmsr-2243	28	7	them	they	PRON
bjmsr-2243	28	8	.	.	PUNCT
bjmsr-2243	29	1	the	the	DET
bjmsr-2243	29	2	different	different	ADJ
bjmsr-2243	29	3	days	day	NOUN
bjmsr-2243	29	4	of	of	ADP
bjmsr-2243	29	5	the	the	DET
bjmsr-2243	29	6	week	week	NOUN
bjmsr-2243	29	7	may	may	AUX
bjmsr-2243	29	8	impact	impact	VERB
bjmsr-2243	29	9	the	the	DET
bjmsr-2243	29	10	stock	stock	NOUN
bjmsr-2243	29	11	return	return	NOUN
bjmsr-2243	29	12	and	and	CCONJ
bjmsr-2243	29	13	volatility	volatility	NOUN
bjmsr-2243	29	14	.	.	PUNCT
bjmsr-2243	30	1	this	this	DET
bjmsr-2243	30	2	day	day	NOUN
bjmsr-2243	30	3	-	-	PUNCT
bjmsr-2243	30	4	of	of	ADP
bjmsr-2243	30	5	-	-	PUNCT
bjmsr-2243	30	6	the	the	DET
bjmsr-2243	30	7	-	-	PUNCT
bjmsr-2243	30	8	week	week	NOUN
bjmsr-2243	30	9	effect	effect	NOUN
bjmsr-2243	30	10	poses	pose	VERB
bjmsr-2243	30	11	an	an	DET
bjmsr-2243	30	12	exciting	exciting	ADJ
bjmsr-2243	30	13	challenge	challenge	NOUN
bjmsr-2243	30	14	to	to	ADP
bjmsr-2243	30	15	the	the	DET
bjmsr-2243	30	16	emh	emh	PROPN
bjmsr-2243	30	17	.	.	PUNCT
bjmsr-2243	31	1	this	this	DET
bjmsr-2243	31	2	anomaly	anomaly	NOUN
bjmsr-2243	31	3	states	state	VERB
bjmsr-2243	31	4	that	that	SCONJ
bjmsr-2243	31	5	the	the	DET
bjmsr-2243	31	6	expected	expect	VERB
bjmsr-2243	31	7	returns	return	NOUN
bjmsr-2243	31	8	are	be	AUX
bjmsr-2243	31	9	different	different	ADJ
bjmsr-2243	31	10	for	for	ADP
bjmsr-2243	31	11	all	all	DET
bjmsr-2243	31	12	the	the	DET
bjmsr-2243	31	13	weekdays	weekday	NOUN
bjmsr-2243	31	14	.	.	PUNCT
bjmsr-2243	32	1	that	that	PRON
bjmsr-2243	32	2	means	mean	VERB
bjmsr-2243	32	3	a	a	DET
bjmsr-2243	32	4	day	day	NOUN
bjmsr-2243	32	5	in	in	ADP
bjmsr-2243	32	6	a	a	DET
bjmsr-2243	32	7	week	week	NOUN
bjmsr-2243	32	8	generates	generate	VERB
bjmsr-2243	32	9	higher	high	ADJ
bjmsr-2243	32	10	or	or	CCONJ
bjmsr-2243	32	11	lower	low	ADJ
bjmsr-2243	32	12	stock	stock	NOUN
bjmsr-2243	32	13	returns	return	NOUN
bjmsr-2243	32	14	than	than	ADP
bjmsr-2243	32	15	other	other	ADJ
bjmsr-2243	32	16	days	day	NOUN
bjmsr-2243	32	17	.	.	PUNCT
bjmsr-2243	33	1	it	it	PRON
bjmsr-2243	33	2	follows	follow	VERB
bjmsr-2243	33	3	a	a	DET
bjmsr-2243	33	4	certain	certain	ADJ
bjmsr-2243	33	5	pattern	pattern	NOUN
bjmsr-2243	33	6	over	over	ADP
bjmsr-2243	33	7	time	time	NOUN
bjmsr-2243	33	8	in	in	ADP
bjmsr-2243	33	9	earning	earn	VERB
bjmsr-2243	33	10	returns	return	NOUN
bjmsr-2243	33	11	on	on	ADP
bjmsr-2243	33	12	the	the	DET
bjmsr-2243	33	13	investment	investment	NOUN
bjmsr-2243	33	14	.	.	PUNCT
bjmsr-2243	34	1	numerous	numerous	ADJ
bjmsr-2243	34	2	literary	literary	ADJ
bjmsr-2243	34	3	works	work	NOUN
bjmsr-2243	34	4	have	have	AUX
bjmsr-2243	34	5	archived	archive	VERB
bjmsr-2243	34	6	the	the	DET
bjmsr-2243	34	7	presence	presence	NOUN
bjmsr-2243	34	8	of	of	ADP
bjmsr-2243	34	9	this	this	DET
bjmsr-2243	34	10	impact	impact	NOUN
bjmsr-2243	34	11	on	on	ADP
bjmsr-2243	34	12	the	the	DET
bjmsr-2243	34	13	security	security	NOUN
bjmsr-2243	34	14	exchanges	exchange	NOUN
bjmsr-2243	34	15	as	as	ADV
bjmsr-2243	34	16	far	far	ADV
bjmsr-2243	34	17	as	as	ADP
bjmsr-2243	34	18	regrettable	regrettable	ADJ
bjmsr-2243	34	19	mean	mean	NOUN
bjmsr-2243	34	20	profits	profit	NOUN
bjmsr-2243	34	21	from	from	ADP
bjmsr-2243	34	22	the	the	DET
bjmsr-2243	34	23	first	first	ADJ
bjmsr-2243	34	24	day	day	NOUN
bjmsr-2243	34	25	of	of	ADP
bjmsr-2243	34	26	the	the	DET
bjmsr-2243	34	27	week	week	NOUN
bjmsr-2243	34	28	and	and	CCONJ
bjmsr-2243	34	29	higher	high	ADJ
bjmsr-2243	34	30	returns	return	NOUN
bjmsr-2243	34	31	on	on	ADP
bjmsr-2243	34	32	the	the	DET
bjmsr-2243	34	33	last	last	ADJ
bjmsr-2243	34	34	day	day	NOUN
bjmsr-2243	34	35	of	of	ADP
bjmsr-2243	34	36	the	the	DET
bjmsr-2243	34	37	week	week	NOUN
bjmsr-2243	34	38	.	.	PUNCT
bjmsr-2243	35	1	wang	wang	PROPN
bjmsr-2243	35	2	,	,	PUNCT
bjmsr-2243	35	3	li	li	PROPN
bjmsr-2243	35	4	,	,	PUNCT
bjmsr-2243	35	5	and	and	CCONJ
bjmsr-2243	35	6	erickson	erickson	PROPN
bjmsr-2243	35	7	(	(	PUNCT
bjmsr-2243	35	8	1997	1997	NUM
bjmsr-2243	35	9	)	)	PUNCT
bjmsr-2243	35	10	explain	explain	VERB
bjmsr-2243	35	11	the	the	DET
bjmsr-2243	35	12	negative	negative	ADJ
bjmsr-2243	35	13	average	average	ADJ
bjmsr-2243	35	14	monday	monday	PROPN
bjmsr-2243	35	15	stock	stock	NOUN
bjmsr-2243	35	16	return	return	NOUN
bjmsr-2243	35	17	phenomena	phenomenon	NOUN
bjmsr-2243	35	18	as	as	ADP
bjmsr-2243	35	19	one	one	NUM
bjmsr-2243	35	20	of	of	ADP
bjmsr-2243	35	21	the	the	DET
bjmsr-2243	35	22	most	most	ADV
bjmsr-2243	35	23	puzzling	puzzling	ADJ
bjmsr-2243	35	24	empirical	empirical	ADJ
bjmsr-2243	35	25	findings	finding	NOUN
bjmsr-2243	35	26	.	.	PUNCT
bjmsr-2243	36	1	not	not	PART
bjmsr-2243	36	2	only	only	ADV
bjmsr-2243	36	3	do	do	AUX
bjmsr-2243	36	4	the	the	DET
bjmsr-2243	36	5	above	above	ADJ
bjmsr-2243	36	6	two	two	NUM
bjmsr-2243	36	7	days	day	NOUN
bjmsr-2243	36	8	affect	affect	VERB
bjmsr-2243	36	9	the	the	DET
bjmsr-2243	36	10	market	market	NOUN
bjmsr-2243	36	11	,	,	PUNCT
bjmsr-2243	36	12	but	but	CCONJ
bjmsr-2243	36	13	any	any	DET
bjmsr-2243	36	14	day	day	NOUN
bjmsr-2243	36	15	of	of	ADP
bjmsr-2243	36	16	the	the	DET
bjmsr-2243	36	17	week	week	NOUN
bjmsr-2243	36	18	can	can	AUX
bjmsr-2243	36	19	also	also	ADV
bjmsr-2243	36	20	.	.	PUNCT
bjmsr-2243	37	1	the	the	DET
bjmsr-2243	37	2	day	day	NOUN
bjmsr-2243	37	3	-	-	PUNCT
bjmsr-2243	37	4	of	of	ADP
bjmsr-2243	37	5	-	-	PUNCT
bjmsr-2243	37	6	the	the	DET
bjmsr-2243	37	7	-	-	PUNCT
bjmsr-2243	37	8	week	week	NOUN
bjmsr-2243	37	9	effect	effect	NOUN
bjmsr-2243	37	10	not	not	PART
bjmsr-2243	37	11	only	only	ADV
bjmsr-2243	37	12	exists	exist	VERB
bjmsr-2243	37	13	in	in	ADP
bjmsr-2243	37	14	developed	develop	VERB
bjmsr-2243	37	15	1corresponding	1corresponding	NUM
bjmsr-2243	37	16	author	author	NOUN
bjmsr-2243	37	17	:	:	PUNCT
bjmsr-2243	37	18	orcid	orcid	PROPN
bjmsr-2243	37	19	i	i	PRON
bjmsr-2243	37	20	d	d	NOUN
bjmsr-2243	37	21	:	:	PUNCT
bjmsr-2243	37	22	0000	0000	NUM
bjmsr-2243	37	23	-	-	PUNCT
bjmsr-2243	37	24	0003	0003	NUM
bjmsr-2243	37	25	-	-	PUNCT
bjmsr-2243	37	26	2068	2068	NUM
bjmsr-2243	37	27	-	-	SYM
bjmsr-2243	37	28	5572	5572	NUM
bjmsr-2243	37	29	©	©	PROPN
bjmsr-2243	37	30	2024	2024	NUM
bjmsr-2243	37	31	by	by	ADP
bjmsr-2243	37	32	the	the	DET
bjmsr-2243	37	33	authors	author	NOUN
bjmsr-2243	37	34	.	.	PUNCT
bjmsr-2243	38	1	hosting	host	VERB
bjmsr-2243	38	2	by	by	ADP
bjmsr-2243	38	3	cribfb	cribfb	PROPN
bjmsr-2243	38	4	.	.	PUNCT
bjmsr-2243	39	1	peer	peer	NOUN
bjmsr-2243	39	2	review	review	NOUN
bjmsr-2243	39	3	is	be	AUX
bjmsr-2243	39	4	the	the	DET
bjmsr-2243	39	5	responsibility	responsibility	NOUN
bjmsr-2243	39	6	of	of	ADP
bjmsr-2243	39	7	cribfb	cribfb	PROPN
bjmsr-2243	39	8	,	,	PUNCT
bjmsr-2243	39	9	usa	usa	PROPN
bjmsr-2243	39	10	.	.	PROPN
bjmsr-2243	39	11	https://doi.org/10.46281/bjmsr.v9i4.2243	https://doi.org/10.46281/bjmsr.v9i4.2243	VERB
bjmsr-2243	39	12	to	to	PART
bjmsr-2243	39	13	cite	cite	VERB
bjmsr-2243	39	14	this	this	DET
bjmsr-2243	39	15	article	article	NOUN
bjmsr-2243	39	16	:	:	PUNCT
bjmsr-2243	39	17	acharya	acharya	PROPN
bjmsr-2243	39	18	,	,	PUNCT
bjmsr-2243	39	19	p.	p.	PROPN
bjmsr-2243	39	20	n.	n.	NOUN
bjmsr-2243	39	21	,	,	PUNCT
bjmsr-2243	39	22	chaudhury	chaudhury	PROPN
bjmsr-2243	39	23	,	,	PUNCT
bjmsr-2243	39	24	s.	s.	PROPN
bjmsr-2243	39	25	k.	k.	PROPN
bjmsr-2243	39	26	,	,	PUNCT
bjmsr-2243	39	27	bhanotu	bhanotu	PROPN
bjmsr-2243	39	28	,	,	PUNCT
bjmsr-2243	39	29	v.	v.	PROPN
bjmsr-2243	39	30	r.	r.	PROPN
bjmsr-2243	39	31	,	,	PUNCT
bjmsr-2243	39	32	pradhan	pradhan	PROPN
bjmsr-2243	39	33	,	,	PUNCT
bjmsr-2243	39	34	s.	s.	PROPN
bjmsr-2243	39	35	k.	k.	PROPN
bjmsr-2243	39	36	,	,	PUNCT
bjmsr-2243	39	37	&	&	CCONJ
bjmsr-2243	39	38	patro	patro	PROPN
bjmsr-2243	39	39	,	,	PUNCT
bjmsr-2243	39	40	s.	s.	PROPN
bjmsr-2243	39	41	k.	k.	PROPN
bjmsr-2243	39	42	(	(	PUNCT
bjmsr-2243	39	43	2024	2024	NUM
bjmsr-2243	39	44	)	)	PUNCT
bjmsr-2243	39	45	.	.	PUNCT
bjmsr-2243	40	1	disappearing	disappear	VERB
bjmsr-2243	40	2	the	the	DET
bjmsr-2243	40	3	day	day	NOUN
bjmsr-2243	40	4	of	of	ADP
bjmsr-2243	40	5	the	the	DET
bjmsr-2243	40	6	week	week	NOUN
bjmsr-2243	40	7	effect	effect	NOUN
bjmsr-2243	40	8	on	on	ADP
bjmsr-2243	40	9	return	return	NOUN
bjmsr-2243	40	10	to	to	ADP
bjmsr-2243	40	11	investors	investor	NOUN
bjmsr-2243	40	12	:	:	PUNCT
bjmsr-2243	40	13	novel	novel	ADJ
bjmsr-2243	40	14	evidence	evidence	NOUN
bjmsr-2243	40	15	from	from	ADP
bjmsr-2243	40	16	indian	indian	ADJ
bjmsr-2243	40	17	stock	stock	NOUN
bjmsr-2243	40	18	market	market	NOUN
bjmsr-2243	40	19	.	.	PUNCT
bjmsr-2243	41	1	bangladesh	bangladesh	PROPN
bjmsr-2243	41	2	journal	journal	PROPN
bjmsr-2243	41	3	of	of	ADP
bjmsr-2243	41	4	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	41	5	scientific	scientific	ADJ
bjmsr-2243	41	6	research	research	NOUN
bjmsr-2243	41	7	,	,	PUNCT
bjmsr-2243	41	8	9(4	9(4	NUM
bjmsr-2243	41	9	)	)	PUNCT
bjmsr-2243	41	10	,	,	PUNCT
bjmsr-2243	41	11	16	16	NUM
bjmsr-2243	41	12	-	-	SYM
bjmsr-2243	41	13	24	24	NUM
bjmsr-2243	41	14	.	.	PUNCT
bjmsr-2243	42	1	https://doi.org/10.46281/bjmsr.v9i4.2243	https://doi.org/10.46281/bjmsr.v9i4.2243	PROPN
bjmsr-2243	42	2	http://creativecommons.org/licenses/by/4.0/	http://creativecommons.org/licenses/by/4.0/	PROPN
bjmsr-2243	42	3	)	)	PUNCT
bjmsr-2243	42	4	http://creativecommons.org/licenses/by/4.0/	http://creativecommons.org/licenses/by/4.0/	PROPN
bjmsr-2243	42	5	)	)	PUNCT
bjmsr-2243	42	6	https://www.openaccess.nl/en	https://www.openaccess.nl/en	NOUN
bjmsr-2243	42	7	https://doi.org/10.46281/bjmsr.v9i4.2243	https://doi.org/10.46281/bjmsr.v9i4.2243	PROPN
bjmsr-2243	42	8	https://orcid.org/0000-0003-2068-5572	https://orcid.org/0000-0003-2068-5572	PROPN
bjmsr-2243	42	9	https://orcid.org/0000-0003-3206-6090	https://orcid.org/0000-0003-3206-6090	PROPN
bjmsr-2243	42	10	https://orcid.org/0000-0002-1145-3318	https://orcid.org/0000-0002-1145-3318	VERB
bjmsr-2243	42	11	https://orcid.org/0000-0003-1772-3400	https://orcid.org/0000-0003-1772-3400	NOUN
bjmsr-2243	42	12	https://orcid.org/0009-0009-6452-734x	https://orcid.org/0009-0009-6452-734x	PROPN
bjmsr-2243	42	13	acharya	acharya	NOUN
bjmsr-2243	42	14	et	et	PROPN
bjmsr-2243	42	15	al	al	PROPN
bjmsr-2243	42	16	.	.	PROPN
bjmsr-2243	42	17	,	,	PUNCT
bjmsr-2243	42	18	bangladesh	bangladesh	PROPN
bjmsr-2243	42	19	journal	journal	NOUN
bjmsr-2243	42	20	of	of	ADP
bjmsr-2243	42	21	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	42	22	scientific	scientific	ADJ
bjmsr-2243	42	23	research	research	NOUN
bjmsr-2243	42	24	9(4	9(4	NOUN
bjmsr-2243	42	25	)	)	PUNCT
bjmsr-2243	42	26	(	(	PUNCT
bjmsr-2243	42	27	2024	2024	NUM
bjmsr-2243	42	28	)	)	PUNCT
bjmsr-2243	42	29	,	,	PUNCT
bjmsr-2243	42	30	16	16	NUM
bjmsr-2243	42	31	-	-	SYM
bjmsr-2243	42	32	24	24	NUM
bjmsr-2243	42	33	17	17	NUM
bjmsr-2243	42	34	markets	market	NOUN
bjmsr-2243	42	35	but	but	CCONJ
bjmsr-2243	42	36	also	also	ADV
bjmsr-2243	42	37	in	in	ADP
bjmsr-2243	42	38	emerging	emerge	VERB
bjmsr-2243	42	39	markets	market	NOUN
bjmsr-2243	42	40	(	(	PUNCT
bjmsr-2243	42	41	aziz	aziz	PROPN
bjmsr-2243	42	42	&	&	CCONJ
bjmsr-2243	42	43	ansari	ansari	PROPN
bjmsr-2243	42	44	,	,	PUNCT
bjmsr-2243	42	45	2015	2015	NUM
bjmsr-2243	42	46	;	;	PUNCT
bjmsr-2243	42	47	choudhary	choudhary	PROPN
bjmsr-2243	42	48	,	,	PUNCT
bjmsr-2243	42	49	2000	2000	NUM
bjmsr-2243	42	50	;	;	PUNCT
bjmsr-2243	42	51	gbeda	gbeda	PROPN
bjmsr-2243	42	52	&	&	CCONJ
bjmsr-2243	42	53	peprah	peprah	PROPN
bjmsr-2243	42	54	,	,	PUNCT
bjmsr-2243	42	55	2018	2018	NUM
bjmsr-2243	42	56	;	;	PUNCT
bjmsr-2243	42	57	wang	wang	PROPN
bjmsr-2243	42	58	et	et	PROPN
bjmsr-2243	42	59	al	al	PROPN
bjmsr-2243	42	60	.	.	PROPN
bjmsr-2243	42	61	,	,	PUNCT
bjmsr-2243	42	62	1997	1997	NUM
bjmsr-2243	42	63	)	)	PUNCT
bjmsr-2243	42	64	.	.	PUNCT
bjmsr-2243	43	1	osborne	osborne	PROPN
bjmsr-2243	43	2	(	(	PUNCT
bjmsr-2243	43	3	1962	1962	NUM
bjmsr-2243	43	4	)	)	PUNCT
bjmsr-2243	43	5	,	,	PUNCT
bjmsr-2243	43	6	cross	cross	NOUN
bjmsr-2243	43	7	(	(	PUNCT
bjmsr-2243	43	8	1973	1973	NUM
bjmsr-2243	43	9	)	)	PUNCT
bjmsr-2243	43	10	,	,	PUNCT
bjmsr-2243	43	11	rozeff	rozeff	NOUN
bjmsr-2243	43	12	and	and	CCONJ
bjmsr-2243	43	13	kinney	kinney	PROPN
bjmsr-2243	43	14	(	(	PUNCT
bjmsr-2243	43	15	1976	1976	NUM
bjmsr-2243	43	16	)	)	PUNCT
bjmsr-2243	43	17	,	,	PUNCT
bjmsr-2243	43	18	and	and	CCONJ
bjmsr-2243	43	19	french	french	ADJ
bjmsr-2243	43	20	(	(	PUNCT
bjmsr-2243	43	21	1980	1980	NUM
bjmsr-2243	43	22	)	)	PUNCT
bjmsr-2243	43	23	were	be	AUX
bjmsr-2243	43	24	the	the	DET
bjmsr-2243	43	25	first	first	ADJ
bjmsr-2243	43	26	researchers	researcher	NOUN
bjmsr-2243	43	27	to	to	PART
bjmsr-2243	43	28	examine	examine	VERB
bjmsr-2243	43	29	this	this	DET
bjmsr-2243	43	30	calendar	calendar	NOUN
bjmsr-2243	43	31	anomaly	anomaly	NOUN
bjmsr-2243	43	32	phenomenon	phenomenon	NOUN
bjmsr-2243	43	33	.	.	PUNCT
bjmsr-2243	44	1	investigation	investigation	NOUN
bjmsr-2243	44	2	into	into	ADP
bjmsr-2243	44	3	this	this	DET
bjmsr-2243	44	4	particular	particular	ADJ
bjmsr-2243	44	5	phenomenon	phenomenon	NOUN
bjmsr-2243	44	6	,	,	PUNCT
bjmsr-2243	44	7	especially	especially	ADV
bjmsr-2243	44	8	in	in	ADP
bjmsr-2243	44	9	emerging	emerge	VERB
bjmsr-2243	44	10	countries	country	NOUN
bjmsr-2243	44	11	like	like	ADP
bjmsr-2243	44	12	india	india	PROPN
bjmsr-2243	44	13	,	,	PUNCT
bjmsr-2243	44	14	has	have	AUX
bjmsr-2243	44	15	received	receive	VERB
bjmsr-2243	44	16	less	less	ADJ
bjmsr-2243	44	17	attention	attention	NOUN
bjmsr-2243	44	18	.	.	PUNCT
bjmsr-2243	45	1	markets	market	NOUN
bjmsr-2243	45	2	in	in	ADP
bjmsr-2243	45	3	emerging	emerge	VERB
bjmsr-2243	45	4	economies	economy	NOUN
bjmsr-2243	45	5	operate	operate	VERB
bjmsr-2243	45	6	in	in	ADP
bjmsr-2243	45	7	a	a	DET
bjmsr-2243	45	8	different	different	ADJ
bjmsr-2243	45	9	environment	environment	NOUN
bjmsr-2243	45	10	than	than	ADP
bjmsr-2243	45	11	those	those	PRON
bjmsr-2243	45	12	in	in	ADP
bjmsr-2243	45	13	developed	develop	VERB
bjmsr-2243	45	14	economies	economy	NOUN
bjmsr-2243	45	15	.	.	PUNCT
bjmsr-2243	46	1	in	in	ADP
bjmsr-2243	46	2	literature	literature	NOUN
bjmsr-2243	46	3	,	,	PUNCT
bjmsr-2243	46	4	however	however	ADV
bjmsr-2243	46	5	,	,	PUNCT
bjmsr-2243	46	6	different	different	ADJ
bjmsr-2243	46	7	views	view	NOUN
bjmsr-2243	46	8	regarding	regard	VERB
bjmsr-2243	46	9	this	this	DET
bjmsr-2243	46	10	issue	issue	NOUN
bjmsr-2243	46	11	have	have	AUX
bjmsr-2243	46	12	been	be	AUX
bjmsr-2243	46	13	expressed	express	VERB
bjmsr-2243	46	14	.	.	PUNCT
bjmsr-2243	47	1	some	some	PRON
bjmsr-2243	47	2	mention	mention	VERB
bjmsr-2243	47	3	its	its	PRON
bjmsr-2243	47	4	existence	existence	NOUN
bjmsr-2243	47	5	(	(	PUNCT
bjmsr-2243	47	6	aziz	aziz	PROPN
bjmsr-2243	47	7	&	&	CCONJ
bjmsr-2243	47	8	ansari	ansari	PROPN
bjmsr-2243	47	9	,	,	PUNCT
bjmsr-2243	47	10	2015	2015	NUM
bjmsr-2243	47	11	;	;	PUNCT
bjmsr-2243	47	12	cai	cai	PROPN
bjmsr-2243	47	13	et	et	PROPN
bjmsr-2243	47	14	al	al	PROPN
bjmsr-2243	47	15	.	.	PROPN
bjmsr-2243	47	16	,	,	PUNCT
bjmsr-2243	47	17	2006	2006	NUM
bjmsr-2243	47	18	;	;	PUNCT
bjmsr-2243	47	19	khan	khan	PROPN
bjmsr-2243	47	20	et	et	PROPN
bjmsr-2243	47	21	al	al	PROPN
bjmsr-2243	47	22	.	.	PROPN
bjmsr-2243	47	23	,	,	PUNCT
bjmsr-2243	47	24	2023	2023	NUM
bjmsr-2243	47	25	;	;	PUNCT
bjmsr-2243	47	26	raj	raj	PROPN
bjmsr-2243	47	27	&	&	CCONJ
bjmsr-2243	47	28	kumari	kumari	PROPN
bjmsr-2243	47	29	,	,	PUNCT
bjmsr-2243	47	30	2006	2006	NUM
bjmsr-2243	47	31	;	;	PUNCT
bjmsr-2243	47	32	samaniego	samaniego	PROPN
bjmsr-2243	47	33	et	et	PROPN
bjmsr-2243	47	34	al	al	PROPN
bjmsr-2243	47	35	.	.	PROPN
bjmsr-2243	47	36	,	,	PUNCT
bjmsr-2243	47	37	2022	2022	NUM
bjmsr-2243	47	38	)	)	PUNCT
bjmsr-2243	47	39	while	while	SCONJ
bjmsr-2243	47	40	others	other	NOUN
bjmsr-2243	47	41	discuss	discuss	VERB
bjmsr-2243	47	42	its	its	PRON
bjmsr-2243	47	43	disappearance	disappearance	NOUN
bjmsr-2243	47	44	(	(	PUNCT
bjmsr-2243	47	45	brooks	brooks	PROPN
bjmsr-2243	47	46	&	&	CCONJ
bjmsr-2243	47	47	persand	persand	PROPN
bjmsr-2243	47	48	,	,	PUNCT
bjmsr-2243	47	49	2001	2001	NUM
bjmsr-2243	47	50	;	;	PUNCT
bjmsr-2243	47	51	basher	basher	NOUN
bjmsr-2243	47	52	&	&	CCONJ
bjmsr-2243	47	53	sadorsky	sadorsky	PROPN
bjmsr-2243	47	54	,	,	PUNCT
bjmsr-2243	47	55	2006	2006	NUM
bjmsr-2243	47	56	;	;	PUNCT
bjmsr-2243	47	57	gbeda	gbeda	PROPN
bjmsr-2243	47	58	&	&	CCONJ
bjmsr-2243	47	59	peprah	peprah	PROPN
bjmsr-2243	47	60	,	,	PUNCT
bjmsr-2243	47	61	2018	2018	NUM
bjmsr-2243	47	62	;	;	PUNCT
bjmsr-2243	47	63	khan	khan	PROPN
bjmsr-2243	47	64	et	et	PROPN
bjmsr-2243	47	65	al	al	PROPN
bjmsr-2243	47	66	.	.	PROPN
bjmsr-2243	47	67	,	,	PUNCT
bjmsr-2243	47	68	2023	2023	NUM
bjmsr-2243	47	69	;	;	PUNCT
bjmsr-2243	47	70	karanovic	karanovic	PROPN
bjmsr-2243	47	71	&	&	CCONJ
bjmsr-2243	47	72	karanovic	karanovic	PROPN
bjmsr-2243	47	73	,	,	PUNCT
bjmsr-2243	47	74	2018	2018	NUM
bjmsr-2243	47	75	;	;	PUNCT
bjmsr-2243	47	76	miss	miss	VERB
bjmsr-2243	47	77	et	et	PROPN
bjmsr-2243	47	78	al	al	PROPN
bjmsr-2243	47	79	.	.	PROPN
bjmsr-2243	47	80	,	,	PUNCT
bjmsr-2243	47	81	2020	2020	NUM
bjmsr-2243	47	82	)	)	PUNCT
bjmsr-2243	47	83	.	.	PUNCT
bjmsr-2243	48	1	investigating	investigate	VERB
bjmsr-2243	48	2	such	such	ADJ
bjmsr-2243	48	3	anomalies	anomaly	NOUN
bjmsr-2243	48	4	gives	give	VERB
bjmsr-2243	48	5	us	we	PRON
bjmsr-2243	48	6	a	a	DET
bjmsr-2243	48	7	deeper	deep	ADJ
bjmsr-2243	48	8	understanding	understanding	NOUN
bjmsr-2243	48	9	of	of	ADP
bjmsr-2243	48	10	the	the	DET
bjmsr-2243	48	11	phenomena	phenomenon	NOUN
bjmsr-2243	48	12	that	that	PRON
bjmsr-2243	48	13	can	can	AUX
bjmsr-2243	48	14	be	be	AUX
bjmsr-2243	48	15	used	use	VERB
bjmsr-2243	48	16	in	in	ADP
bjmsr-2243	48	17	framing	frame	VERB
bjmsr-2243	48	18	investment	investment	NOUN
bjmsr-2243	48	19	strategies	strategy	NOUN
bjmsr-2243	48	20	to	to	PART
bjmsr-2243	48	21	outperform	outperform	VERB
bjmsr-2243	48	22	the	the	DET
bjmsr-2243	48	23	market	market	NOUN
bjmsr-2243	48	24	.	.	PUNCT
bjmsr-2243	49	1	hence	hence	ADV
bjmsr-2243	49	2	,	,	PUNCT
bjmsr-2243	49	3	in	in	ADP
bjmsr-2243	49	4	the	the	DET
bjmsr-2243	49	5	above	above	ADJ
bjmsr-2243	49	6	backdrop	backdrop	NOUN
bjmsr-2243	49	7	,	,	PUNCT
bjmsr-2243	49	8	the	the	DET
bjmsr-2243	49	9	main	main	ADJ
bjmsr-2243	49	10	objective	objective	NOUN
bjmsr-2243	49	11	of	of	ADP
bjmsr-2243	49	12	this	this	DET
bjmsr-2243	49	13	paper	paper	NOUN
bjmsr-2243	49	14	is	be	AUX
bjmsr-2243	49	15	to	to	PART
bjmsr-2243	49	16	examine	examine	VERB
bjmsr-2243	49	17	the	the	DET
bjmsr-2243	49	18	possible	possible	ADJ
bjmsr-2243	49	19	presence	presence	NOUN
bjmsr-2243	49	20	of	of	ADP
bjmsr-2243	49	21	the	the	DET
bjmsr-2243	49	22	day	day	NOUN
bjmsr-2243	49	23	-	-	PUNCT
bjmsr-2243	49	24	of	of	ADP
bjmsr-2243	49	25	-	-	PUNCT
bjmsr-2243	49	26	the	the	DET
bjmsr-2243	49	27	-	-	PUNCT
bjmsr-2243	49	28	week	week	NOUN
bjmsr-2243	49	29	effect	effect	NOUN
bjmsr-2243	49	30	in	in	ADP
bjmsr-2243	49	31	the	the	DET
bjmsr-2243	49	32	indian	indian	ADJ
bjmsr-2243	49	33	capital	capital	NOUN
bjmsr-2243	49	34	market	market	NOUN
bjmsr-2243	49	35	.	.	PUNCT
bjmsr-2243	50	1	for	for	ADP
bjmsr-2243	50	2	this	this	DET
bjmsr-2243	50	3	purpose	purpose	NOUN
bjmsr-2243	50	4	,	,	PUNCT
bjmsr-2243	50	5	time	time	NOUN
bjmsr-2243	50	6	series	series	PROPN
bjmsr-2243	50	7	data	datum	NOUN
bjmsr-2243	50	8	of	of	ADP
bjmsr-2243	50	9	two	two	NUM
bjmsr-2243	50	10	prominent	prominent	ADJ
bjmsr-2243	50	11	stock	stock	NOUN
bjmsr-2243	50	12	exchanges	exchange	NOUN
bjmsr-2243	50	13	,	,	PUNCT
bjmsr-2243	50	14	i.e.	i.e.	X
bjmsr-2243	50	15	,	,	PUNCT
bjmsr-2243	50	16	the	the	DET
bjmsr-2243	50	17	national	national	ADJ
bjmsr-2243	50	18	stock	stock	PROPN
bjmsr-2243	50	19	exchange	exchange	PROPN
bjmsr-2243	50	20	(	(	PUNCT
bjmsr-2243	50	21	nse	nse	NOUN
bjmsr-2243	50	22	)	)	PUNCT
bjmsr-2243	50	23	and	and	CCONJ
bjmsr-2243	50	24	the	the	DET
bjmsr-2243	50	25	bombay	bombay	PROPN
bjmsr-2243	50	26	stock	stock	PROPN
bjmsr-2243	50	27	exchange	exchange	PROPN
bjmsr-2243	50	28	(	(	PUNCT
bjmsr-2243	50	29	bse	bse	PROPN
bjmsr-2243	50	30	)	)	PUNCT
bjmsr-2243	50	31	,	,	PUNCT
bjmsr-2243	50	32	were	be	AUX
bjmsr-2243	50	33	used	use	VERB
bjmsr-2243	50	34	.	.	PUNCT
bjmsr-2243	51	1	the	the	DET
bjmsr-2243	51	2	study	study	NOUN
bjmsr-2243	51	3	uses	use	VERB
bjmsr-2243	51	4	three	three	NUM
bjmsr-2243	51	5	heteroscedasticity	heteroscedasticity	NOUN
bjmsr-2243	51	6	models	model	NOUN
bjmsr-2243	51	7	,	,	PUNCT
bjmsr-2243	51	8	namely	namely	ADV
bjmsr-2243	51	9	generalized	generalize	VERB
bjmsr-2243	51	10	autoregressive	autoregressive	ADJ
bjmsr-2243	51	11	conditional	conditional	ADJ
bjmsr-2243	51	12	heteroskedasticity	heteroskedasticity	NOUN
bjmsr-2243	51	13	(	(	PUNCT
bjmsr-2243	51	14	garch	garch	NOUN
bjmsr-2243	51	15	)	)	PUNCT
bjmsr-2243	51	16	,	,	PUNCT
bjmsr-2243	51	17	exponential	exponential	ADJ
bjmsr-2243	51	18	generalized	generalize	VERB
bjmsr-2243	51	19	autoregressive	autoregressive	ADJ
bjmsr-2243	51	20	conditional	conditional	ADJ
bjmsr-2243	51	21	heteroskedasticity	heteroskedasticity	NOUN
bjmsr-2243	51	22	(	(	PUNCT
bjmsr-2243	51	23	egarch	egarch	NOUN
bjmsr-2243	51	24	)	)	PUNCT
bjmsr-2243	51	25	and	and	CCONJ
bjmsr-2243	51	26	threshold	threshold	VERB
bjmsr-2243	51	27	generalized	generalize	VERB
bjmsr-2243	51	28	autoregressive	autoregressive	ADJ
bjmsr-2243	51	29	conditional	conditional	ADJ
bjmsr-2243	51	30	heteroskedasticity	heteroskedasticity	NOUN
bjmsr-2243	51	31	(	(	PUNCT
bjmsr-2243	51	32	tgarch	tgarch	NOUN
bjmsr-2243	51	33	)	)	PUNCT
bjmsr-2243	51	34	to	to	PART
bjmsr-2243	51	35	capture	capture	VERB
bjmsr-2243	51	36	the	the	DET
bjmsr-2243	51	37	volatility	volatility	NOUN
bjmsr-2243	51	38	behaviour	behaviour	NOUN
bjmsr-2243	51	39	of	of	ADP
bjmsr-2243	51	40	the	the	DET
bjmsr-2243	51	41	market	market	NOUN
bjmsr-2243	51	42	indices	index	NOUN
bjmsr-2243	51	43	.	.	PUNCT
bjmsr-2243	52	1	the	the	DET
bjmsr-2243	52	2	structure	structure	NOUN
bjmsr-2243	52	3	of	of	ADP
bjmsr-2243	52	4	the	the	DET
bjmsr-2243	52	5	paper	paper	NOUN
bjmsr-2243	52	6	is	be	AUX
bjmsr-2243	52	7	as	as	SCONJ
bjmsr-2243	52	8	follows	follow	VERB
bjmsr-2243	52	9	:	:	PUNCT
bjmsr-2243	52	10	the	the	DET
bjmsr-2243	52	11	next	next	ADJ
bjmsr-2243	52	12	section	section	NOUN
bjmsr-2243	52	13	reviews	review	VERB
bjmsr-2243	52	14	the	the	DET
bjmsr-2243	52	15	ancestral	ancestral	ADJ
bjmsr-2243	52	16	studies	study	NOUN
bjmsr-2243	52	17	about	about	ADP
bjmsr-2243	52	18	the	the	DET
bjmsr-2243	52	19	day	day	NOUN
bjmsr-2243	52	20	-	-	PUNCT
bjmsr-2243	52	21	of	of	ADP
bjmsr-2243	52	22	-	-	PUNCT
bjmsr-2243	52	23	the	the	DET
bjmsr-2243	52	24	-	-	PUNCT
bjmsr-2243	52	25	week	week	NOUN
bjmsr-2243	52	26	effect	effect	NOUN
bjmsr-2243	52	27	and	and	CCONJ
bjmsr-2243	52	28	highlights	highlight	VERB
bjmsr-2243	52	29	their	their	PRON
bjmsr-2243	52	30	conclusions	conclusion	NOUN
bjmsr-2243	52	31	.	.	PUNCT
bjmsr-2243	53	1	this	this	PRON
bjmsr-2243	53	2	is	be	AUX
bjmsr-2243	53	3	followed	follow	VERB
bjmsr-2243	53	4	by	by	ADP
bjmsr-2243	53	5	the	the	DET
bjmsr-2243	53	6	methodology	methodology	NOUN
bjmsr-2243	53	7	used	use	VERB
bjmsr-2243	53	8	in	in	ADP
bjmsr-2243	53	9	this	this	DET
bjmsr-2243	53	10	study	study	NOUN
bjmsr-2243	53	11	and	and	CCONJ
bjmsr-2243	53	12	analysis	analysis	NOUN
bjmsr-2243	53	13	.	.	PUNCT
bjmsr-2243	54	1	the	the	DET
bjmsr-2243	54	2	following	follow	VERB
bjmsr-2243	54	3	section	section	NOUN
bjmsr-2243	54	4	discusses	discuss	VERB
bjmsr-2243	54	5	the	the	DET
bjmsr-2243	54	6	results	result	NOUN
bjmsr-2243	54	7	after	after	ADP
bjmsr-2243	54	8	the	the	DET
bjmsr-2243	54	9	analysis	analysis	NOUN
bjmsr-2243	54	10	.	.	PUNCT
bjmsr-2243	55	1	the	the	DET
bjmsr-2243	55	2	last	last	ADJ
bjmsr-2243	55	3	section	section	NOUN
bjmsr-2243	55	4	of	of	ADP
bjmsr-2243	55	5	the	the	DET
bjmsr-2243	55	6	paper	paper	NOUN
bjmsr-2243	55	7	gives	give	VERB
bjmsr-2243	55	8	the	the	DET
bjmsr-2243	55	9	concluding	concluding	NOUN
bjmsr-2243	55	10	remarks	remark	NOUN
bjmsr-2243	55	11	on	on	ADP
bjmsr-2243	55	12	the	the	DET
bjmsr-2243	55	13	study	study	NOUN
bjmsr-2243	55	14	.	.	PUNCT
bjmsr-2243	56	1	literature	literature	NOUN
bjmsr-2243	56	2	review	review	VERB
bjmsr-2243	56	3	to	to	PART
bjmsr-2243	56	4	analyze	analyze	VERB
bjmsr-2243	56	5	the	the	DET
bjmsr-2243	56	6	presence	presence	NOUN
bjmsr-2243	56	7	of	of	ADP
bjmsr-2243	56	8	calendar	calendar	NOUN
bjmsr-2243	56	9	anomalies	anomaly	NOUN
bjmsr-2243	56	10	on	on	ADP
bjmsr-2243	56	11	the	the	DET
bjmsr-2243	56	12	return	return	NOUN
bjmsr-2243	56	13	and	and	CCONJ
bjmsr-2243	56	14	volatility	volatility	NOUN
bjmsr-2243	56	15	in	in	ADP
bjmsr-2243	56	16	the	the	DET
bjmsr-2243	56	17	indian	indian	ADJ
bjmsr-2243	56	18	capital	capital	NOUN
bjmsr-2243	56	19	market	market	NOUN
bjmsr-2243	56	20	,	,	PUNCT
bjmsr-2243	56	21	the	the	DET
bjmsr-2243	56	22	methodology	methodology	NOUN
bjmsr-2243	56	23	used	use	VERB
bjmsr-2243	56	24	by	by	ADP
bjmsr-2243	56	25	previous	previous	ADJ
bjmsr-2243	56	26	studies	study	NOUN
bjmsr-2243	56	27	and	and	CCONJ
bjmsr-2243	56	28	the	the	DET
bjmsr-2243	56	29	conclusions	conclusion	NOUN
bjmsr-2243	56	30	reached	reach	VERB
bjmsr-2243	56	31	become	become	VERB
bjmsr-2243	56	32	essential	essential	ADJ
bjmsr-2243	56	33	.	.	PUNCT
bjmsr-2243	57	1	in	in	ADP
bjmsr-2243	57	2	this	this	DET
bjmsr-2243	57	3	context	context	NOUN
bjmsr-2243	57	4	,	,	PUNCT
bjmsr-2243	57	5	the	the	DET
bjmsr-2243	57	6	current	current	ADJ
bjmsr-2243	57	7	literature	literature	NOUN
bjmsr-2243	57	8	review	review	NOUN
bjmsr-2243	57	9	covers	cover	VERB
bjmsr-2243	57	10	a	a	DET
bjmsr-2243	57	11	period	period	NOUN
bjmsr-2243	57	12	of	of	ADP
bjmsr-2243	57	13	almost	almost	ADV
bjmsr-2243	57	14	20	20	NUM
bjmsr-2243	57	15	years	year	NOUN
bjmsr-2243	57	16	,	,	PUNCT
bjmsr-2243	57	17	i.e.	i.e.	X
bjmsr-2243	57	18	from	from	ADP
bjmsr-2243	57	19	2000	2000	NUM
bjmsr-2243	57	20	to	to	ADP
bjmsr-2243	57	21	2020	2020	NUM
bjmsr-2243	57	22	.	.	PUNCT
bjmsr-2243	58	1	however	however	ADV
bjmsr-2243	58	2	,	,	PUNCT
bjmsr-2243	58	3	it	it	PRON
bjmsr-2243	58	4	is	be	AUX
bjmsr-2243	58	5	a	a	DET
bjmsr-2243	58	6	fact	fact	NOUN
bjmsr-2243	58	7	that	that	SCONJ
bjmsr-2243	58	8	the	the	DET
bjmsr-2243	58	9	history	history	NOUN
bjmsr-2243	58	10	of	of	ADP
bjmsr-2243	58	11	observing	observe	VERB
bjmsr-2243	58	12	the	the	DET
bjmsr-2243	58	13	calendar	calendar	NOUN
bjmsr-2243	58	14	anomaly	anomaly	NOUN
bjmsr-2243	58	15	dates	date	VERB
bjmsr-2243	58	16	back	back	ADV
bjmsr-2243	58	17	to	to	ADP
bjmsr-2243	58	18	the	the	DET
bjmsr-2243	58	19	1930s	1930	NOUN
bjmsr-2243	58	20	,	,	PUNCT
bjmsr-2243	58	21	in	in	ADP
bjmsr-2243	58	22	the	the	DET
bjmsr-2243	58	23	earliest	early	ADJ
bjmsr-2243	58	24	evidence	evidence	NOUN
bjmsr-2243	58	25	of	of	ADP
bjmsr-2243	58	26	the	the	DET
bjmsr-2243	58	27	study	study	NOUN
bjmsr-2243	58	28	documented	document	VERB
bjmsr-2243	58	29	by	by	ADP
bjmsr-2243	58	30	fields	field	NOUN
bjmsr-2243	58	31	(	(	PUNCT
bjmsr-2243	58	32	1931	1931	NUM
bjmsr-2243	58	33	,	,	PUNCT
bjmsr-2243	58	34	1934	1934	NUM
bjmsr-2243	58	35	)	)	PUNCT
bjmsr-2243	58	36	,	,	PUNCT
bjmsr-2243	58	37	where	where	SCONJ
bjmsr-2243	58	38	he	he	PRON
bjmsr-2243	58	39	found	find	VERB
bjmsr-2243	58	40	that	that	SCONJ
bjmsr-2243	58	41	on	on	ADP
bjmsr-2243	58	42	friday	friday	PROPN
bjmsr-2243	58	43	,	,	PUNCT
bjmsr-2243	58	44	investors	investor	NOUN
bjmsr-2243	58	45	sold	sell	VERB
bjmsr-2243	58	46	off	off	ADP
bjmsr-2243	58	47	,	,	PUNCT
bjmsr-2243	58	48	causing	cause	VERB
bjmsr-2243	58	49	the	the	DET
bjmsr-2243	58	50	stock	stock	NOUN
bjmsr-2243	58	51	price	price	NOUN
bjmsr-2243	58	52	to	to	PART
bjmsr-2243	58	53	fall	fall	VERB
bjmsr-2243	58	54	on	on	ADP
bjmsr-2243	58	55	saturday	saturday	PROPN
bjmsr-2243	58	56	.	.	PUNCT
bjmsr-2243	59	1	then	then	ADV
bjmsr-2243	59	2	,	,	PUNCT
bjmsr-2243	59	3	the	the	DET
bjmsr-2243	59	4	research	research	NOUN
bjmsr-2243	59	5	on	on	ADP
bjmsr-2243	59	6	this	this	DET
bjmsr-2243	59	7	topic	topic	NOUN
bjmsr-2243	59	8	gained	gain	VERB
bjmsr-2243	59	9	momentum	momentum	NOUN
bjmsr-2243	59	10	,	,	PUNCT
bjmsr-2243	59	11	and	and	CCONJ
bjmsr-2243	59	12	many	many	ADJ
bjmsr-2243	59	13	researchers	researcher	NOUN
bjmsr-2243	59	14	worldwide	worldwide	ADV
bjmsr-2243	59	15	started	start	VERB
bjmsr-2243	59	16	researching	research	VERB
bjmsr-2243	59	17	the	the	DET
bjmsr-2243	59	18	randomness	randomness	NOUN
bjmsr-2243	59	19	of	of	ADP
bjmsr-2243	59	20	the	the	DET
bjmsr-2243	59	21	share	share	NOUN
bjmsr-2243	59	22	price	price	NOUN
bjmsr-2243	59	23	movement	movement	NOUN
bjmsr-2243	59	24	and	and	CCONJ
bjmsr-2243	59	25	its	its	PRON
bjmsr-2243	59	26	degree	degree	NOUN
bjmsr-2243	59	27	.	.	PUNCT
bjmsr-2243	60	1	as	as	SCONJ
bjmsr-2243	60	2	stated	state	VERB
bjmsr-2243	60	3	above	above	ADV
bjmsr-2243	60	4	,	,	PUNCT
bjmsr-2243	60	5	some	some	PRON
bjmsr-2243	60	6	were	be	AUX
bjmsr-2243	60	7	able	able	ADJ
bjmsr-2243	60	8	to	to	PART
bjmsr-2243	60	9	capture	capture	VERB
bjmsr-2243	60	10	a	a	DET
bjmsr-2243	60	11	certain	certain	ADJ
bjmsr-2243	60	12	type	type	NOUN
bjmsr-2243	60	13	of	of	ADP
bjmsr-2243	60	14	pattern	pattern	NOUN
bjmsr-2243	60	15	,	,	PUNCT
bjmsr-2243	60	16	while	while	SCONJ
bjmsr-2243	60	17	others	other	NOUN
bjmsr-2243	60	18	found	find	VERB
bjmsr-2243	60	19	its	its	PRON
bjmsr-2243	60	20	absence	absence	NOUN
bjmsr-2243	60	21	.	.	PUNCT
bjmsr-2243	61	1	therefore	therefore	ADV
bjmsr-2243	61	2	,	,	PUNCT
bjmsr-2243	61	3	there	there	PRON
bjmsr-2243	61	4	remain	remain	VERB
bjmsr-2243	61	5	contradictions	contradiction	NOUN
bjmsr-2243	61	6	about	about	ADP
bjmsr-2243	61	7	its	its	PRON
bjmsr-2243	61	8	presence	presence	NOUN
bjmsr-2243	61	9	and	and	CCONJ
bjmsr-2243	61	10	absence	absence	NOUN
bjmsr-2243	61	11	.	.	PUNCT
bjmsr-2243	62	1	if	if	SCONJ
bjmsr-2243	62	2	there	there	PRON
bjmsr-2243	62	3	is	be	VERB
bjmsr-2243	62	4	a	a	DET
bjmsr-2243	62	5	particular	particular	ADJ
bjmsr-2243	62	6	style	style	NOUN
bjmsr-2243	62	7	in	in	ADP
bjmsr-2243	62	8	share	share	NOUN
bjmsr-2243	62	9	price	price	NOUN
bjmsr-2243	62	10	movements	movement	NOUN
bjmsr-2243	62	11	,	,	PUNCT
bjmsr-2243	62	12	it	it	PRON
bjmsr-2243	62	13	indicates	indicate	VERB
bjmsr-2243	62	14	that	that	SCONJ
bjmsr-2243	62	15	the	the	DET
bjmsr-2243	62	16	market	market	NOUN
bjmsr-2243	62	17	is	be	AUX
bjmsr-2243	62	18	inefficient	inefficient	ADJ
bjmsr-2243	62	19	and	and	CCONJ
bjmsr-2243	62	20	that	that	SCONJ
bjmsr-2243	62	21	market	market	NOUN
bjmsr-2243	62	22	anomalies	anomaly	NOUN
bjmsr-2243	62	23	can	can	AUX
bjmsr-2243	62	24	be	be	AUX
bjmsr-2243	62	25	used	use	VERB
bjmsr-2243	62	26	to	to	ADP
bjmsr-2243	62	27	investors	investor	NOUN
bjmsr-2243	62	28	'	'	PART
bjmsr-2243	62	29	advantage	advantage	NOUN
bjmsr-2243	62	30	.	.	PUNCT
bjmsr-2243	63	1	in	in	ADP
bjmsr-2243	63	2	other	other	ADJ
bjmsr-2243	63	3	words	word	NOUN
bjmsr-2243	63	4	,	,	PUNCT
bjmsr-2243	63	5	the	the	DET
bjmsr-2243	63	6	stock	stock	NOUN
bjmsr-2243	63	7	market	market	NOUN
bjmsr-2243	63	8	's	's	PART
bjmsr-2243	63	9	efficiency	efficiency	NOUN
bjmsr-2243	63	10	and	and	CCONJ
bjmsr-2243	63	11	inefficiency	inefficiency	NOUN
bjmsr-2243	63	12	are	be	AUX
bjmsr-2243	63	13	at	at	ADP
bjmsr-2243	63	14	the	the	DET
bjmsr-2243	63	15	heart	heart	NOUN
bjmsr-2243	63	16	of	of	ADP
bjmsr-2243	63	17	the	the	DET
bjmsr-2243	63	18	discussion	discussion	NOUN
bjmsr-2243	63	19	.	.	PUNCT
bjmsr-2243	64	1	the	the	DET
bjmsr-2243	64	2	efficient	efficient	ADJ
bjmsr-2243	64	3	market	market	NOUN
bjmsr-2243	64	4	hypothesis	hypothesis	NOUN
bjmsr-2243	64	5	(	(	PUNCT
bjmsr-2243	64	6	emh	emh	PROPN
bjmsr-2243	64	7	)	)	PUNCT
bjmsr-2243	64	8	suggests	suggest	VERB
bjmsr-2243	64	9	that	that	SCONJ
bjmsr-2243	64	10	it	it	PRON
bjmsr-2243	64	11	is	be	AUX
bjmsr-2243	64	12	impossible	impossible	ADJ
bjmsr-2243	64	13	to	to	PART
bjmsr-2243	64	14	consistently	consistently	ADV
bjmsr-2243	64	15	outperform	outperform	VERB
bjmsr-2243	64	16	the	the	DET
bjmsr-2243	64	17	market	market	NOUN
bjmsr-2243	64	18	by	by	ADP
bjmsr-2243	64	19	using	use	VERB
bjmsr-2243	64	20	publicly	publicly	ADV
bjmsr-2243	64	21	available	available	ADJ
bjmsr-2243	64	22	information	information	NOUN
bjmsr-2243	64	23	because	because	SCONJ
bjmsr-2243	64	24	stock	stock	NOUN
bjmsr-2243	64	25	prices	price	NOUN
bjmsr-2243	64	26	always	always	ADV
bjmsr-2243	64	27	incorporate	incorporate	VERB
bjmsr-2243	64	28	all	all	DET
bjmsr-2243	64	29	relevant	relevant	ADJ
bjmsr-2243	64	30	information	information	NOUN
bjmsr-2243	64	31	.	.	PUNCT
bjmsr-2243	65	1	the	the	DET
bjmsr-2243	65	2	study	study	NOUN
bjmsr-2243	65	3	of	of	ADP
bjmsr-2243	65	4	brooks	brooks	PROPN
bjmsr-2243	65	5	and	and	CCONJ
bjmsr-2243	65	6	persand	persand	NOUN
bjmsr-2243	65	7	(	(	PUNCT
bjmsr-2243	65	8	2001	2001	NUM
bjmsr-2243	65	9	)	)	PUNCT
bjmsr-2243	65	10	was	be	AUX
bjmsr-2243	65	11	on	on	ADP
bjmsr-2243	65	12	the	the	DET
bjmsr-2243	65	13	southeast	southeast	ADJ
bjmsr-2243	65	14	asian	asian	ADJ
bjmsr-2243	65	15	stock	stock	NOUN
bjmsr-2243	65	16	market	market	NOUN
bjmsr-2243	65	17	,	,	PUNCT
bjmsr-2243	65	18	covering	cover	VERB
bjmsr-2243	65	19	five	five	NUM
bjmsr-2243	65	20	prominent	prominent	ADJ
bjmsr-2243	65	21	stock	stock	NOUN
bjmsr-2243	65	22	exchanges	exchange	NOUN
bjmsr-2243	65	23	:	:	PUNCT
bjmsr-2243	65	24	south	south	PROPN
bjmsr-2243	65	25	korea	korea	PROPN
bjmsr-2243	65	26	,	,	PUNCT
bjmsr-2243	65	27	thailand	thailand	PROPN
bjmsr-2243	65	28	,	,	PUNCT
bjmsr-2243	65	29	malaysia	malaysia	PROPN
bjmsr-2243	65	30	,	,	PUNCT
bjmsr-2243	65	31	taiwan	taiwan	PROPN
bjmsr-2243	65	32	,	,	PUNCT
bjmsr-2243	65	33	and	and	CCONJ
bjmsr-2243	65	34	the	the	DET
bjmsr-2243	65	35	philippines	philippine	NOUN
bjmsr-2243	65	36	.	.	PUNCT
bjmsr-2243	66	1	south	south	PROPN
bjmsr-2243	66	2	korea	korea	PROPN
bjmsr-2243	66	3	and	and	CCONJ
bjmsr-2243	66	4	the	the	DET
bjmsr-2243	66	5	philippines	philippine	NOUN
bjmsr-2243	66	6	did	do	AUX
bjmsr-2243	66	7	not	not	PART
bjmsr-2243	66	8	show	show	VERB
bjmsr-2243	66	9	any	any	DET
bjmsr-2243	66	10	day	day	NOUN
bjmsr-2243	66	11	effect	effect	NOUN
bjmsr-2243	66	12	on	on	ADP
bjmsr-2243	66	13	the	the	DET
bjmsr-2243	66	14	return	return	NOUN
bjmsr-2243	66	15	series	series	NOUN
bjmsr-2243	66	16	.	.	PUNCT
bjmsr-2243	67	1	monday	monday	PROPN
bjmsr-2243	67	2	is	be	AUX
bjmsr-2243	67	3	found	find	VERB
bjmsr-2243	67	4	to	to	PART
bjmsr-2243	67	5	have	have	VERB
bjmsr-2243	67	6	a	a	DET
bjmsr-2243	67	7	positive	positive	ADJ
bjmsr-2243	67	8	impact	impact	NOUN
bjmsr-2243	67	9	on	on	ADP
bjmsr-2243	67	10	thailand	thailand	PROPN
bjmsr-2243	67	11	and	and	CCONJ
bjmsr-2243	67	12	malaysia	malaysia	PROPN
bjmsr-2243	67	13	's	's	PART
bjmsr-2243	67	14	stock	stock	NOUN
bjmsr-2243	67	15	markets	market	NOUN
bjmsr-2243	67	16	.	.	PUNCT
bjmsr-2243	68	1	similarly	similarly	ADV
bjmsr-2243	68	2	,	,	PUNCT
bjmsr-2243	68	3	taiwan	taiwan	PROPN
bjmsr-2243	68	4	experienced	experience	VERB
bjmsr-2243	68	5	the	the	DET
bjmsr-2243	68	6	wednesday	wednesday	PROPN
bjmsr-2243	68	7	effect	effect	NOUN
bjmsr-2243	68	8	,	,	PUNCT
bjmsr-2243	68	9	and	and	CCONJ
bjmsr-2243	68	10	malaysia	malaysia	PROPN
bjmsr-2243	68	11	experienced	experience	VERB
bjmsr-2243	68	12	the	the	DET
bjmsr-2243	68	13	tuesday	tuesday	PROPN
bjmsr-2243	68	14	and	and	CCONJ
bjmsr-2243	68	15	thursday	thursday	PROPN
bjmsr-2243	68	16	effect	effect	NOUN
bjmsr-2243	68	17	.	.	PUNCT
bjmsr-2243	69	1	however	however	ADV
bjmsr-2243	69	2	,	,	PUNCT
bjmsr-2243	69	3	the	the	DET
bjmsr-2243	69	4	effect	effect	NOUN
bjmsr-2243	69	5	remained	remain	VERB
bjmsr-2243	69	6	absent	absent	ADJ
bjmsr-2243	69	7	in	in	ADP
bjmsr-2243	69	8	the	the	DET
bjmsr-2243	69	9	case	case	NOUN
bjmsr-2243	69	10	of	of	ADP
bjmsr-2243	69	11	the	the	DET
bjmsr-2243	69	12	philippines	philippine	NOUN
bjmsr-2243	69	13	during	during	ADP
bjmsr-2243	69	14	this	this	DET
bjmsr-2243	69	15	period	period	NOUN
bjmsr-2243	69	16	.	.	PUNCT
bjmsr-2243	70	1	however	however	ADV
bjmsr-2243	70	2	,	,	PUNCT
bjmsr-2243	70	3	the	the	DET
bjmsr-2243	70	4	study	study	NOUN
bjmsr-2243	70	5	conducted	conduct	VERB
bjmsr-2243	70	6	by	by	ADP
bjmsr-2243	70	7	berument	berument	NOUN
bjmsr-2243	70	8	and	and	CCONJ
bjmsr-2243	70	9	kiymaz	kiymaz	NOUN
bjmsr-2243	70	10	(	(	PUNCT
bjmsr-2243	70	11	2001	2001	NUM
bjmsr-2243	70	12	)	)	PUNCT
bjmsr-2243	70	13	showed	show	VERB
bjmsr-2243	70	14	that	that	SCONJ
bjmsr-2243	70	15	wednesday	wednesday	PROPN
bjmsr-2243	70	16	had	have	VERB
bjmsr-2243	70	17	the	the	DET
bjmsr-2243	70	18	best	good	ADJ
bjmsr-2243	70	19	returns	return	NOUN
bjmsr-2243	70	20	,	,	PUNCT
bjmsr-2243	70	21	while	while	SCONJ
bjmsr-2243	70	22	monday	monday	PROPN
bjmsr-2243	70	23	had	have	VERB
bjmsr-2243	70	24	the	the	DET
bjmsr-2243	70	25	lowest	low	ADJ
bjmsr-2243	70	26	returns	return	NOUN
bjmsr-2243	70	27	.	.	PUNCT
bjmsr-2243	71	1	additionally	additionally	ADV
bjmsr-2243	71	2	,	,	PUNCT
bjmsr-2243	71	3	monday	monday	PROPN
bjmsr-2243	71	4	and	and	CCONJ
bjmsr-2243	71	5	thursday	thursday	PROPN
bjmsr-2243	71	6	were	be	AUX
bjmsr-2243	71	7	identified	identify	VERB
bjmsr-2243	71	8	as	as	ADP
bjmsr-2243	71	9	the	the	DET
bjmsr-2243	71	10	most	most	ADV
bjmsr-2243	71	11	and	and	CCONJ
bjmsr-2243	71	12	least	least	ADJ
bjmsr-2243	71	13	volatile	volatile	ADJ
bjmsr-2243	71	14	days	day	NOUN
bjmsr-2243	71	15	,	,	PUNCT
bjmsr-2243	71	16	respectively	respectively	ADV
bjmsr-2243	71	17	.	.	PUNCT
bjmsr-2243	72	1	basher	basher	NOUN
bjmsr-2243	72	2	and	and	CCONJ
bjmsr-2243	72	3	sadorsky	sadorsky	NOUN
bjmsr-2243	72	4	's	's	PART
bjmsr-2243	72	5	study	study	NOUN
bjmsr-2243	72	6	(	(	PUNCT
bjmsr-2243	72	7	2006	2006	NUM
bjmsr-2243	72	8	)	)	PUNCT
bjmsr-2243	72	9	was	be	AUX
bjmsr-2243	72	10	on	on	ADP
bjmsr-2243	72	11	the	the	DET
bjmsr-2243	72	12	emerging	emerge	VERB
bjmsr-2243	72	13	markets	market	NOUN
bjmsr-2243	72	14	of	of	ADP
bjmsr-2243	72	15	twenty	twenty	NUM
bjmsr-2243	72	16	-	-	PUNCT
bjmsr-2243	72	17	one	one	NUM
bjmsr-2243	72	18	countries	country	NOUN
bjmsr-2243	72	19	covering	cover	VERB
bjmsr-2243	72	20	ten	ten	NUM
bjmsr-2243	72	21	years	year	NOUN
bjmsr-2243	72	22	.	.	PUNCT
bjmsr-2243	73	1	out	out	ADP
bjmsr-2243	73	2	of	of	ADP
bjmsr-2243	73	3	the	the	DET
bjmsr-2243	73	4	twenty	twenty	NUM
bjmsr-2243	73	5	-	-	PUNCT
bjmsr-2243	73	6	one	one	NUM
bjmsr-2243	73	7	stock	stock	NOUN
bjmsr-2243	73	8	markets	market	NOUN
bjmsr-2243	73	9	,	,	PUNCT
bjmsr-2243	73	10	only	only	ADV
bjmsr-2243	73	11	ten	ten	NUM
bjmsr-2243	73	12	stock	stock	NOUN
bjmsr-2243	73	13	markets	market	NOUN
bjmsr-2243	73	14	,	,	PUNCT
bjmsr-2243	73	15	including	include	VERB
bjmsr-2243	73	16	the	the	DET
bjmsr-2243	73	17	philippines	philippine	NOUN
bjmsr-2243	73	18	,	,	PUNCT
bjmsr-2243	73	19	showed	show	VERB
bjmsr-2243	73	20	the	the	DET
bjmsr-2243	73	21	presence	presence	NOUN
bjmsr-2243	73	22	of	of	ADP
bjmsr-2243	73	23	this	this	DET
bjmsr-2243	73	24	effect	effect	NOUN
bjmsr-2243	73	25	.	.	PUNCT
bjmsr-2243	74	1	this	this	DET
bjmsr-2243	74	2	finding	find	VERB
bjmsr-2243	74	3	contradicted	contradict	VERB
bjmsr-2243	74	4	brooks	brook	NOUN
bjmsr-2243	74	5	and	and	CCONJ
bjmsr-2243	74	6	persand	persand	NOUN
bjmsr-2243	74	7	's	's	PART
bjmsr-2243	74	8	(	(	PUNCT
bjmsr-2243	74	9	2001	2001	NUM
bjmsr-2243	74	10	)	)	PUNCT
bjmsr-2243	74	11	study	study	NOUN
bjmsr-2243	74	12	of	of	ADP
bjmsr-2243	74	13	the	the	DET
bjmsr-2243	74	14	philippines	philippine	NOUN
bjmsr-2243	74	15	.	.	PUNCT
bjmsr-2243	75	1	surprisingly	surprisingly	ADV
bjmsr-2243	75	2	,	,	PUNCT
bjmsr-2243	75	3	the	the	DET
bjmsr-2243	75	4	indian	indian	ADJ
bjmsr-2243	75	5	stock	stock	NOUN
bjmsr-2243	75	6	market	market	NOUN
bjmsr-2243	75	7	did	do	AUX
bjmsr-2243	75	8	not	not	PART
bjmsr-2243	75	9	show	show	VERB
bjmsr-2243	75	10	the	the	DET
bjmsr-2243	75	11	presence	presence	NOUN
bjmsr-2243	75	12	of	of	ADP
bjmsr-2243	75	13	this	this	DET
bjmsr-2243	75	14	effect	effect	NOUN
bjmsr-2243	75	15	.	.	PUNCT
bjmsr-2243	76	1	the	the	DET
bjmsr-2243	76	2	study	study	NOUN
bjmsr-2243	76	3	on	on	ADP
bjmsr-2243	76	4	two	two	NUM
bjmsr-2243	76	5	prominent	prominent	ADJ
bjmsr-2243	76	6	chinese	chinese	ADJ
bjmsr-2243	76	7	stock	stock	NOUN
bjmsr-2243	76	8	exchanges	exchange	NOUN
bjmsr-2243	76	9	,	,	PUNCT
bjmsr-2243	76	10	namely	namely	ADV
bjmsr-2243	76	11	shanghai	shanghai	PROPN
bjmsr-2243	76	12	and	and	CCONJ
bjmsr-2243	76	13	shenzhen	shenzhen	PROPN
bjmsr-2243	76	14	,	,	PUNCT
bjmsr-2243	76	15	by	by	ADP
bjmsr-2243	76	16	cai	cai	PROPN
bjmsr-2243	76	17	et	et	PROPN
bjmsr-2243	76	18	al	al	PROPN
bjmsr-2243	76	19	.	.	PROPN
bjmsr-2243	76	20	(	(	PUNCT
bjmsr-2243	76	21	2006	2006	NUM
bjmsr-2243	76	22	)	)	PUNCT
bjmsr-2243	76	23	found	find	VERB
bjmsr-2243	76	24	a	a	DET
bjmsr-2243	76	25	peculiarity	peculiarity	NOUN
bjmsr-2243	76	26	in	in	ADP
bjmsr-2243	76	27	the	the	DET
bjmsr-2243	76	28	weak	weak	ADJ
bjmsr-2243	76	29	effect	effect	NOUN
bjmsr-2243	76	30	.	.	PUNCT
bjmsr-2243	77	1	in	in	ADP
bjmsr-2243	77	2	the	the	DET
bjmsr-2243	77	3	third	third	ADJ
bjmsr-2243	77	4	and	and	CCONJ
bjmsr-2243	77	5	fourth	fourth	ADJ
bjmsr-2243	77	6	weeks	week	NOUN
bjmsr-2243	77	7	of	of	ADP
bjmsr-2243	77	8	the	the	DET
bjmsr-2243	77	9	month	month	NOUN
bjmsr-2243	77	10	,	,	PUNCT
bjmsr-2243	77	11	monday	monday	PROPN
bjmsr-2243	77	12	returns	return	NOUN
bjmsr-2243	77	13	were	be	AUX
bjmsr-2243	77	14	found	find	VERB
bjmsr-2243	77	15	to	to	PART
bjmsr-2243	77	16	be	be	AUX
bjmsr-2243	77	17	significantly	significantly	ADV
bjmsr-2243	77	18	negative	negative	ADJ
bjmsr-2243	77	19	.	.	PUNCT
bjmsr-2243	78	1	however	however	ADV
bjmsr-2243	78	2	,	,	PUNCT
bjmsr-2243	78	3	in	in	ADP
bjmsr-2243	78	4	the	the	DET
bjmsr-2243	78	5	second	second	ADJ
bjmsr-2243	78	6	week	week	NOUN
bjmsr-2243	78	7	,	,	PUNCT
bjmsr-2243	78	8	tuesday	tuesday	PROPN
bjmsr-2243	78	9	returns	return	NOUN
bjmsr-2243	78	10	were	be	AUX
bjmsr-2243	78	11	negative	negative	ADJ
bjmsr-2243	78	12	.	.	PUNCT
bjmsr-2243	79	1	in	in	ADP
bjmsr-2243	79	2	the	the	DET
bjmsr-2243	79	3	same	same	ADJ
bjmsr-2243	79	4	year	year	NOUN
bjmsr-2243	79	5	,	,	PUNCT
bjmsr-2243	79	6	raj	raj	PROPN
bjmsr-2243	79	7	and	and	CCONJ
bjmsr-2243	79	8	kumari	kumari	PROPN
bjmsr-2243	79	9	(	(	PUNCT
bjmsr-2243	79	10	2006	2006	NUM
bjmsr-2243	79	11	)	)	PUNCT
bjmsr-2243	79	12	,	,	PUNCT
bjmsr-2243	79	13	on	on	ADP
bjmsr-2243	79	14	the	the	DET
bjmsr-2243	79	15	indian	indian	ADJ
bjmsr-2243	79	16	stock	stock	NOUN
bjmsr-2243	79	17	market	market	NOUN
bjmsr-2243	79	18	,	,	PUNCT
bjmsr-2243	79	19	reported	report	VERB
bjmsr-2243	79	20	no	no	DET
bjmsr-2243	79	21	significant	significant	ADJ
bjmsr-2243	79	22	variation	variation	NOUN
bjmsr-2243	79	23	in	in	ADP
bjmsr-2243	79	24	return	return	NOUN
bjmsr-2243	79	25	over	over	ADP
bjmsr-2243	79	26	different	different	ADJ
bjmsr-2243	79	27	days	day	NOUN
bjmsr-2243	79	28	of	of	ADP
bjmsr-2243	79	29	the	the	DET
bjmsr-2243	79	30	week	week	NOUN
bjmsr-2243	79	31	.	.	PUNCT
bjmsr-2243	80	1	the	the	DET
bjmsr-2243	80	2	traditional	traditional	ADJ
bjmsr-2243	80	3	monday	monday	PROPN
bjmsr-2243	80	4	effect	effect	NOUN
bjmsr-2243	80	5	was	be	AUX
bjmsr-2243	80	6	also	also	ADV
bjmsr-2243	80	7	found	find	VERB
bjmsr-2243	80	8	to	to	PART
bjmsr-2243	80	9	exist	exist	VERB
bjmsr-2243	80	10	and	and	CCONJ
bjmsr-2243	80	11	be	be	AUX
bjmsr-2243	80	12	significantly	significantly	ADV
bjmsr-2243	80	13	positive	positive	ADJ
bjmsr-2243	80	14	compared	compare	VERB
bjmsr-2243	80	15	to	to	ADP
bjmsr-2243	80	16	other	other	ADJ
bjmsr-2243	80	17	days	day	NOUN
bjmsr-2243	80	18	of	of	ADP
bjmsr-2243	80	19	the	the	DET
bjmsr-2243	80	20	week	week	NOUN
bjmsr-2243	80	21	.	.	PUNCT
bjmsr-2243	81	1	interestingly	interestingly	ADV
bjmsr-2243	81	2	,	,	PUNCT
bjmsr-2243	81	3	germany	germany	PROPN
bjmsr-2243	81	4	,	,	PUNCT
bjmsr-2243	81	5	a	a	DET
bjmsr-2243	81	6	developed	develop	VERB
bjmsr-2243	81	7	country	country	NOUN
bjmsr-2243	81	8	,	,	PUNCT
bjmsr-2243	81	9	did	do	AUX
bjmsr-2243	81	10	not	not	PART
bjmsr-2243	81	11	show	show	VERB
bjmsr-2243	81	12	the	the	DET
bjmsr-2243	81	13	so	so	ADV
bjmsr-2243	81	14	-	-	PUNCT
bjmsr-2243	81	15	called	call	VERB
bjmsr-2243	81	16	monday	monday	PROPN
bjmsr-2243	81	17	effect	effect	NOUN
bjmsr-2243	81	18	(	(	PUNCT
bjmsr-2243	81	19	miss	miss	VERB
bjmsr-2243	81	20	et	et	PROPN
bjmsr-2243	81	21	al	al	PROPN
bjmsr-2243	81	22	.	.	PROPN
bjmsr-2243	81	23	,	,	PUNCT
bjmsr-2243	81	24	2020	2020	NUM
bjmsr-2243	81	25	)	)	PUNCT
bjmsr-2243	81	26	.	.	PUNCT
bjmsr-2243	82	1	however	however	ADV
bjmsr-2243	82	2	,	,	PUNCT
bjmsr-2243	82	3	contrary	contrary	ADV
bjmsr-2243	82	4	to	to	ADP
bjmsr-2243	82	5	this	this	PRON
bjmsr-2243	82	6	,	,	PUNCT
bjmsr-2243	82	7	choudhary	choudhary	PROPN
bjmsr-2243	82	8	(	(	PUNCT
bjmsr-2243	82	9	2000	2000	NUM
bjmsr-2243	82	10	)	)	PUNCT
bjmsr-2243	82	11	detected	detect	VERB
bjmsr-2243	82	12	wednesday	wednesday	PROPN
bjmsr-2243	82	13	and	and	CCONJ
bjmsr-2243	82	14	friday	friday	PROPN
bjmsr-2243	82	15	,	,	PUNCT
bjmsr-2243	82	16	and	and	CCONJ
bjmsr-2243	82	17	then	then	ADV
bjmsr-2243	82	18	the	the	DET
bjmsr-2243	82	19	study	study	NOUN
bjmsr-2243	82	20	of	of	ADP
bjmsr-2243	82	21	srinivasan	srinivasan	NOUN
bjmsr-2243	82	22	and	and	CCONJ
bjmsr-2243	82	23	kalaivani	kalaivani	PROPN
bjmsr-2243	82	24	(	(	PUNCT
bjmsr-2243	82	25	2014	2014	NUM
bjmsr-2243	82	26	)	)	PUNCT
bjmsr-2243	82	27	disclosed	disclose	VERB
bjmsr-2243	82	28	the	the	DET
bjmsr-2243	82	29	presence	presence	NOUN
bjmsr-2243	82	30	of	of	ADP
bjmsr-2243	82	31	monday	monday	PROPN
bjmsr-2243	82	32	and	and	CCONJ
bjmsr-2243	82	33	wednesday	wednesday	PROPN
bjmsr-2243	82	34	effects	effect	NOUN
bjmsr-2243	82	35	in	in	ADP
bjmsr-2243	82	36	the	the	DET
bjmsr-2243	82	37	indian	indian	ADJ
bjmsr-2243	82	38	market	market	NOUN
bjmsr-2243	82	39	.	.	PUNCT
bjmsr-2243	83	1	later	later	ADV
bjmsr-2243	83	2	,	,	PUNCT
bjmsr-2243	83	3	arora	arora	PROPN
bjmsr-2243	83	4	(	(	PUNCT
bjmsr-2243	83	5	2018	2018	NUM
bjmsr-2243	83	6	)	)	PUNCT
bjmsr-2243	83	7	studied	study	VERB
bjmsr-2243	83	8	this	this	DET
bjmsr-2243	83	9	effect	effect	NOUN
bjmsr-2243	83	10	on	on	ADP
bjmsr-2243	83	11	nifty	nifty	ADJ
bjmsr-2243	83	12	using	use	VERB
bjmsr-2243	83	13	high	high	ADJ
bjmsr-2243	83	14	-	-	PUNCT
bjmsr-2243	83	15	frequency	frequency	NOUN
bjmsr-2243	83	16	data	datum	NOUN
bjmsr-2243	83	17	.	.	PUNCT
bjmsr-2243	84	1	this	this	PRON
bjmsr-2243	84	2	could	could	AUX
bjmsr-2243	84	3	be	be	AUX
bjmsr-2243	84	4	considered	consider	VERB
bjmsr-2243	84	5	a	a	DET
bjmsr-2243	84	6	unique	unique	ADJ
bjmsr-2243	84	7	study	study	NOUN
bjmsr-2243	84	8	in	in	ADP
bjmsr-2243	84	9	the	the	DET
bjmsr-2243	84	10	current	current	ADJ
bjmsr-2243	84	11	literature	literature	NOUN
bjmsr-2243	84	12	review	review	NOUN
bjmsr-2243	84	13	because	because	SCONJ
bjmsr-2243	84	14	of	of	ADP
bjmsr-2243	84	15	high	high	ADJ
bjmsr-2243	84	16	-	-	PUNCT
bjmsr-2243	84	17	frequency	frequency	NOUN
bjmsr-2243	84	18	data	datum	NOUN
bjmsr-2243	84	19	.	.	PUNCT
bjmsr-2243	85	1	the	the	DET
bjmsr-2243	85	2	study	study	NOUN
bjmsr-2243	85	3	used	use	VERB
bjmsr-2243	85	4	five	five	NUM
bjmsr-2243	85	5	-	-	PUNCT
bjmsr-2243	85	6	minute	minute	NOUN
bjmsr-2243	85	7	interval	interval	NOUN
bjmsr-2243	85	8	data	datum	NOUN
bjmsr-2243	85	9	from	from	ADP
bjmsr-2243	85	10	2010	2010	NUM
bjmsr-2243	85	11	to	to	ADP
bjmsr-2243	85	12	2011	2011	NUM
bjmsr-2243	85	13	.	.	PUNCT
bjmsr-2243	86	1	like	like	ADP
bjmsr-2243	86	2	nishat	nishat	PROPN
bjmsr-2243	86	3	and	and	CCONJ
bjmsr-2243	86	4	mustafa	mustafa	PROPN
bjmsr-2243	86	5	(	(	PUNCT
bjmsr-2243	86	6	2002	2002	NUM
bjmsr-2243	86	7	)	)	PUNCT
bjmsr-2243	86	8	,	,	PUNCT
bjmsr-2243	86	9	the	the	DET
bjmsr-2243	86	10	study	study	NOUN
bjmsr-2243	86	11	period	period	NOUN
bjmsr-2243	86	12	was	be	AUX
bjmsr-2243	86	13	divided	divide	VERB
bjmsr-2243	86	14	into	into	ADP
bjmsr-2243	86	15	two	two	NUM
bjmsr-2243	86	16	sub	sub	NOUN
bjmsr-2243	86	17	-	-	NOUN
bjmsr-2243	86	18	periods	period	NOUN
bjmsr-2243	86	19	.	.	PUNCT
bjmsr-2243	87	1	the	the	DET
bjmsr-2243	87	2	first	first	ADJ
bjmsr-2243	87	3	was	be	AUX
bjmsr-2243	87	4	before	before	ADP
bjmsr-2243	87	5	the	the	DET
bjmsr-2243	87	6	launch	launch	NOUN
bjmsr-2243	87	7	of	of	ADP
bjmsr-2243	87	8	a	a	DET
bjmsr-2243	87	9	pre	pre	ADJ
bjmsr-2243	87	10	-	-	ADJ
bjmsr-2243	87	11	opening	opening	ADJ
bjmsr-2243	87	12	session	session	NOUN
bjmsr-2243	87	13	(	(	PUNCT
bjmsr-2243	87	14	i.e.	i.e.	X
bjmsr-2243	87	15	before	before	ADP
bjmsr-2243	87	16	18/10/2010	18/10/2010	NUM
bjmsr-2243	87	17	)	)	PUNCT
bjmsr-2243	87	18	,	,	PUNCT
bjmsr-2243	87	19	and	and	CCONJ
bjmsr-2243	87	20	the	the	DET
bjmsr-2243	87	21	second	second	ADJ
bjmsr-2243	87	22	was	be	AUX
bjmsr-2243	87	23	after	after	ADP
bjmsr-2243	87	24	the	the	DET
bjmsr-2243	87	25	launch	launch	NOUN
bjmsr-2243	87	26	.	.	PUNCT
bjmsr-2243	88	1	using	use	VERB
bjmsr-2243	88	2	the	the	DET
bjmsr-2243	88	3	garch	garch	NOUN
bjmsr-2243	88	4	(	(	PUNCT
bjmsr-2243	88	5	1	1	NUM
bjmsr-2243	88	6	,	,	PUNCT
bjmsr-2243	88	7	1	1	X
bjmsr-2243	88	8	)	)	PUNCT
bjmsr-2243	88	9	model	model	NOUN
bjmsr-2243	88	10	,	,	PUNCT
bjmsr-2243	88	11	the	the	DET
bjmsr-2243	88	12	study	study	NOUN
bjmsr-2243	88	13	disclosed	disclose	VERB
bjmsr-2243	88	14	that	that	SCONJ
bjmsr-2243	88	15	volatility	volatility	NOUN
bjmsr-2243	88	16	differed	differ	VERB
bjmsr-2243	88	17	significantly	significantly	ADV
bjmsr-2243	88	18	across	across	ADP
bjmsr-2243	88	19	the	the	DET
bjmsr-2243	88	20	trading	trading	NOUN
bjmsr-2243	88	21	days	day	NOUN
bjmsr-2243	88	22	except	except	SCONJ
bjmsr-2243	88	23	for	for	ADP
bjmsr-2243	88	24	monday	monday	PROPN
bjmsr-2243	88	25	in	in	ADP
bjmsr-2243	88	26	the	the	DET
bjmsr-2243	88	27	first	first	ADJ
bjmsr-2243	88	28	sub	sub	NOUN
bjmsr-2243	88	29	-	-	NOUN
bjmsr-2243	88	30	period	period	NOUN
bjmsr-2243	88	31	.	.	PUNCT
bjmsr-2243	89	1	in	in	ADP
bjmsr-2243	89	2	the	the	DET
bjmsr-2243	89	3	second	second	ADJ
bjmsr-2243	89	4	sub	sub	NOUN
bjmsr-2243	89	5	-	-	NOUN
bjmsr-2243	89	6	period	period	NOUN
bjmsr-2243	89	7	,	,	PUNCT
bjmsr-2243	89	8	it	it	PRON
bjmsr-2243	89	9	was	be	AUX
bjmsr-2243	89	10	friday	friday	PROPN
bjmsr-2243	89	11	.	.	PUNCT
bjmsr-2243	90	1	in	in	ADP
bjmsr-2243	90	2	2015	2015	NUM
bjmsr-2243	90	3	,	,	PUNCT
bjmsr-2243	90	4	aziz	aziz	PROPN
bjmsr-2243	90	5	and	and	CCONJ
bjmsr-2243	90	6	ansari	ansari	PROPN
bjmsr-2243	90	7	found	find	VERB
bjmsr-2243	90	8	monday	monday	PROPN
bjmsr-2243	90	9	and	and	CCONJ
bjmsr-2243	90	10	wednesday	wednesday	PROPN
bjmsr-2243	90	11	's	's	PART
bjmsr-2243	90	12	significance	significance	NOUN
bjmsr-2243	90	13	in	in	ADP
bjmsr-2243	90	14	the	the	DET
bjmsr-2243	90	15	bse	bse	NOUN
bjmsr-2243	90	16	and	and	CCONJ
bjmsr-2243	90	17	the	the	DET
bjmsr-2243	90	18	nse	nse	NOUN
bjmsr-2243	90	19	,	,	PUNCT
bjmsr-2243	90	20	using	use	VERB
bjmsr-2243	90	21	the	the	DET
bjmsr-2243	90	22	garch	garch	NOUN
bjmsr-2243	90	23	(	(	PUNCT
bjmsr-2243	90	24	1	1	NUM
bjmsr-2243	90	25	,	,	PUNCT
bjmsr-2243	90	26	1	1	X
bjmsr-2243	90	27	)	)	PUNCT
bjmsr-2243	90	28	model	model	NOUN
bjmsr-2243	90	29	with	with	ADP
bjmsr-2243	90	30	different	different	ADJ
bjmsr-2243	90	31	distribution	distribution	NOUN
bjmsr-2243	90	32	assumptions	assumption	NOUN
bjmsr-2243	90	33	such	such	ADJ
bjmsr-2243	90	34	as	as	ADP
bjmsr-2243	90	35	normal	normal	ADJ
bjmsr-2243	90	36	,	,	PUNCT
bjmsr-2243	90	37	student	student	NOUN
bjmsr-2243	90	38	's	's	PART
bjmsr-2243	90	39	t	t	NOUN
bjmsr-2243	90	40	and	and	CCONJ
bjmsr-2243	90	41	ged	ge	VERB
bjmsr-2243	90	42	.	.	PUNCT
bjmsr-2243	91	1	a	a	DET
bjmsr-2243	91	2	recent	recent	ADJ
bjmsr-2243	91	3	study	study	NOUN
bjmsr-2243	91	4	by	by	ADP
bjmsr-2243	91	5	chawla	chawla	PROPN
bjmsr-2243	91	6	(	(	PUNCT
bjmsr-2243	91	7	2018	2018	NUM
bjmsr-2243	91	8	)	)	PUNCT
bjmsr-2243	91	9	reported	report	VERB
bjmsr-2243	91	10	that	that	PRON
bjmsr-2243	91	11	monday	monday	PROPN
bjmsr-2243	91	12	and	and	CCONJ
bjmsr-2243	91	13	wednesday	wednesday	PROPN
bjmsr-2243	91	14	are	be	AUX
bjmsr-2243	91	15	significant	significant	ADJ
bjmsr-2243	91	16	in	in	ADP
bjmsr-2243	91	17	all	all	DET
bjmsr-2243	91	18	the	the	DET
bjmsr-2243	91	19	sectoral	sectoral	ADJ
bjmsr-2243	91	20	indices	index	NOUN
bjmsr-2243	91	21	of	of	ADP
bjmsr-2243	91	22	sensex	sensex	NOUN
bjmsr-2243	91	23	.	.	PUNCT
bjmsr-2243	92	1	however	however	ADV
bjmsr-2243	92	2	,	,	PUNCT
bjmsr-2243	92	3	in	in	ADP
bjmsr-2243	92	4	the	the	DET
bjmsr-2243	92	5	case	case	NOUN
bjmsr-2243	92	6	of	of	ADP
bjmsr-2243	92	7	nifty	nifty	ADJ
bjmsr-2243	92	8	sectoral	sectoral	ADJ
bjmsr-2243	92	9	indices	index	NOUN
bjmsr-2243	92	10	,	,	PUNCT
bjmsr-2243	92	11	monday	monday	PROPN
bjmsr-2243	92	12	is	be	AUX
bjmsr-2243	92	13	significant	significant	ADJ
bjmsr-2243	92	14	.	.	PUNCT
bjmsr-2243	93	1	as	as	ADV
bjmsr-2243	93	2	far	far	ADV
bjmsr-2243	93	3	as	as	SCONJ
bjmsr-2243	93	4	the	the	DET
bjmsr-2243	93	5	sensex	sensex	NOUN
bjmsr-2243	93	6	and	and	CCONJ
bjmsr-2243	93	7	nifty	nifty	ADJ
bjmsr-2243	93	8	are	be	AUX
bjmsr-2243	93	9	concerned	concern	VERB
bjmsr-2243	93	10	,	,	PUNCT
bjmsr-2243	93	11	both	both	DET
bjmsr-2243	93	12	monday	monday	PROPN
bjmsr-2243	93	13	and	and	CCONJ
bjmsr-2243	93	14	wednesday	wednesday	PROPN
bjmsr-2243	93	15	are	be	AUX
bjmsr-2243	93	16	significant	significant	ADJ
bjmsr-2243	93	17	.	.	PUNCT
bjmsr-2243	94	1	choudhary	choudhary	PROPN
bjmsr-2243	94	2	's	's	PART
bjmsr-2243	94	3	(	(	PUNCT
bjmsr-2243	94	4	2000	2000	NUM
bjmsr-2243	94	5	)	)	PUNCT
bjmsr-2243	94	6	study	study	NOUN
bjmsr-2243	94	7	also	also	ADV
bjmsr-2243	94	8	reported	report	VERB
bjmsr-2243	94	9	that	that	SCONJ
bjmsr-2243	94	10	monday	monday	PROPN
bjmsr-2243	94	11	significantly	significantly	ADV
bjmsr-2243	94	12	negatively	negatively	ADV
bjmsr-2243	94	13	affected	affect	VERB
bjmsr-2243	94	14	the	the	DET
bjmsr-2243	94	15	stock	stock	NOUN
bjmsr-2243	94	16	return	return	NOUN
bjmsr-2243	94	17	in	in	ADP
bjmsr-2243	94	18	indonesia	indonesia	PROPN
bjmsr-2243	94	19	,	,	PUNCT
bjmsr-2243	94	20	malaysia	malaysia	PROPN
bjmsr-2243	94	21	and	and	CCONJ
bjmsr-2243	94	22	thailand	thailand	PROPN
bjmsr-2243	94	23	out	out	ADP
bjmsr-2243	94	24	of	of	ADP
bjmsr-2243	94	25	seven	seven	NUM
bjmsr-2243	94	26	emerging	emerge	VERB
bjmsr-2243	94	27	asian	asian	ADJ
bjmsr-2243	94	28	stock	stock	NOUN
bjmsr-2243	94	29	markets	market	NOUN
bjmsr-2243	94	30	,	,	PUNCT
bjmsr-2243	94	31	namely	namely	ADV
bjmsr-2243	94	32	indonesia	indonesia	PROPN
bjmsr-2243	94	33	,	,	PUNCT
bjmsr-2243	94	34	malaysia	malaysia	PROPN
bjmsr-2243	94	35	,	,	PUNCT
bjmsr-2243	94	36	the	the	DET
bjmsr-2243	94	37	philippines	philippine	NOUN
bjmsr-2243	94	38	,	,	PUNCT
bjmsr-2243	94	39	s.	s.	PROPN
bjmsr-2243	94	40	korea	korea	PROPN
bjmsr-2243	94	41	,	,	PUNCT
bjmsr-2243	94	42	taiwan	taiwan	PROPN
bjmsr-2243	94	43	,	,	PUNCT
bjmsr-2243	94	44	thailand	thailand	PROPN
bjmsr-2243	94	45	and	and	CCONJ
bjmsr-2243	94	46	india	india	PROPN
bjmsr-2243	94	47	.	.	PUNCT
bjmsr-2243	95	1	only	only	ADV
bjmsr-2243	95	2	the	the	DET
bjmsr-2243	95	3	cases	case	NOUN
bjmsr-2243	95	4	of	of	ADP
bjmsr-2243	95	5	korea	korea	PROPN
bjmsr-2243	95	6	,	,	PUNCT
bjmsr-2243	95	7	taiwan	taiwan	PROPN
bjmsr-2243	95	8	,	,	PUNCT
bjmsr-2243	95	9	and	and	CCONJ
bjmsr-2243	95	10	thailand	thailand	PROPN
bjmsr-2243	95	11	show	show	VERB
bjmsr-2243	95	12	a	a	DET
bjmsr-2243	95	13	discernible	discernible	ADJ
bjmsr-2243	95	14	negative	negative	ADJ
bjmsr-2243	95	15	tuesday	tuesday	PROPN
bjmsr-2243	95	16	effect	effect	NOUN
bjmsr-2243	95	17	.	.	PUNCT
bjmsr-2243	96	1	the	the	DET
bjmsr-2243	96	2	only	only	ADJ
bjmsr-2243	96	3	market	market	NOUN
bjmsr-2243	96	4	where	where	SCONJ
bjmsr-2243	96	5	thursday	thursday	PROPN
bjmsr-2243	96	6	has	have	VERB
bjmsr-2243	96	7	a	a	DET
bjmsr-2243	96	8	substantial	substantial	ADJ
bjmsr-2243	96	9	impact	impact	NOUN
bjmsr-2243	96	10	is	be	AUX
bjmsr-2243	96	11	thailand	thailand	PROPN
bjmsr-2243	96	12	.	.	PUNCT
bjmsr-2243	97	1	alagidede	alagidede	PROPN
bjmsr-2243	97	2	(	(	PUNCT
bjmsr-2243	97	3	2008	2008	NUM
bjmsr-2243	97	4	)	)	PUNCT
bjmsr-2243	97	5	attempted	attempt	VERB
bjmsr-2243	97	6	to	to	PART
bjmsr-2243	97	7	test	test	VERB
bjmsr-2243	97	8	the	the	DET
bjmsr-2243	97	9	stock	stock	NOUN
bjmsr-2243	97	10	markets	market	NOUN
bjmsr-2243	97	11	of	of	ADP
bjmsr-2243	97	12	egypt	egypt	PROPN
bjmsr-2243	97	13	,	,	PUNCT
bjmsr-2243	97	14	kenya	kenya	PROPN
bjmsr-2243	97	15	,	,	PUNCT
bjmsr-2243	97	16	morocco	morocco	PROPN
bjmsr-2243	97	17	,	,	PUNCT
bjmsr-2243	97	18	nigeria	nigeria	PROPN
bjmsr-2243	97	19	,	,	PUNCT
bjmsr-2243	97	20	south	south	PROPN
bjmsr-2243	97	21	africa	africa	PROPN
bjmsr-2243	97	22	,	,	PUNCT
bjmsr-2243	97	23	tunisia	tunisia	PROPN
bjmsr-2243	97	24	,	,	PUNCT
bjmsr-2243	97	25	and	and	CCONJ
bjmsr-2243	97	26	zimbabwe	zimbabwe	ADJ
bjmsr-2243	97	27	to	to	PART
bjmsr-2243	97	28	capture	capture	VERB
bjmsr-2243	97	29	this	this	DET
bjmsr-2243	97	30	effect	effect	NOUN
bjmsr-2243	97	31	on	on	ADP
bjmsr-2243	97	32	the	the	DET
bjmsr-2243	97	33	african	african	ADJ
bjmsr-2243	97	34	continent	continent	NOUN
bjmsr-2243	97	35	.	.	PUNCT
bjmsr-2243	98	1	out	out	ADP
bjmsr-2243	98	2	of	of	ADP
bjmsr-2243	98	3	these	these	DET
bjmsr-2243	98	4	countries	country	NOUN
bjmsr-2243	98	5	,	,	PUNCT
bjmsr-2243	98	6	only	only	ADV
bjmsr-2243	98	7	nigeria	nigeria	PROPN
bjmsr-2243	98	8	and	and	CCONJ
bjmsr-2243	98	9	zimbabwe	zimbabwe	PROPN
bjmsr-2243	98	10	showed	show	VERB
bjmsr-2243	98	11	the	the	DET
bjmsr-2243	98	12	day	day	NOUN
bjmsr-2243	98	13	-	-	PUNCT
bjmsr-2243	98	14	of	of	ADP
bjmsr-2243	98	15	-	-	PUNCT
bjmsr-2243	98	16	the	the	DET
bjmsr-2243	98	17	-	-	PUNCT
bjmsr-2243	98	18	week	week	NOUN
bjmsr-2243	98	19	effect	effect	NOUN
bjmsr-2243	98	20	,	,	PUNCT
bjmsr-2243	98	21	acharya	acharya	PROPN
bjmsr-2243	98	22	et	et	PROPN
bjmsr-2243	98	23	al	al	PROPN
bjmsr-2243	98	24	.	.	PROPN
bjmsr-2243	98	25	,	,	PUNCT
bjmsr-2243	98	26	bangladesh	bangladesh	PROPN
bjmsr-2243	98	27	journal	journal	NOUN
bjmsr-2243	98	28	of	of	ADP
bjmsr-2243	98	29	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	98	30	scientific	scientific	ADJ
bjmsr-2243	98	31	research	research	NOUN
bjmsr-2243	98	32	9(4	9(4	NOUN
bjmsr-2243	98	33	)	)	PUNCT
bjmsr-2243	98	34	(	(	PUNCT
bjmsr-2243	98	35	2024	2024	NUM
bjmsr-2243	98	36	)	)	PUNCT
bjmsr-2243	98	37	,	,	PUNCT
bjmsr-2243	98	38	16	16	NUM
bjmsr-2243	98	39	-	-	SYM
bjmsr-2243	98	40	24	24	NUM
bjmsr-2243	98	41	18	18	NUM
bjmsr-2243	98	42	while	while	SCONJ
bjmsr-2243	98	43	others	other	NOUN
bjmsr-2243	98	44	did	do	VERB
bjmsr-2243	98	45	not	not	PART
bjmsr-2243	98	46	.	.	PUNCT
bjmsr-2243	99	1	besides	besides	ADV
bjmsr-2243	99	2	,	,	PUNCT
bjmsr-2243	99	3	the	the	DET
bjmsr-2243	99	4	friday	friday	PROPN
bjmsr-2243	99	5	effect	effect	NOUN
bjmsr-2243	99	6	is	be	AUX
bjmsr-2243	99	7	seen	see	VERB
bjmsr-2243	99	8	in	in	ADP
bjmsr-2243	99	9	both	both	DET
bjmsr-2243	99	10	countries	country	NOUN
bjmsr-2243	99	11	.	.	PUNCT
bjmsr-2243	100	1	later	later	ADV
bjmsr-2243	100	2	,	,	PUNCT
bjmsr-2243	100	3	kamaly	kamaly	PROPN
bjmsr-2243	100	4	and	and	CCONJ
bjmsr-2243	100	5	tooma	tooma	ADJ
bjmsr-2243	100	6	(	(	PUNCT
bjmsr-2243	100	7	2009	2009	NUM
bjmsr-2243	100	8	)	)	PUNCT
bjmsr-2243	100	9	reported	report	VERB
bjmsr-2243	100	10	that	that	SCONJ
bjmsr-2243	100	11	the	the	DET
bjmsr-2243	100	12	day	day	NOUN
bjmsr-2243	100	13	-	-	PUNCT
bjmsr-2243	100	14	of	of	ADP
bjmsr-2243	100	15	-	-	PUNCT
bjmsr-2243	100	16	the	the	DET
bjmsr-2243	100	17	-	-	PUNCT
bjmsr-2243	100	18	week	week	NOUN
bjmsr-2243	100	19	effect	effect	NOUN
bjmsr-2243	100	20	exists	exist	VERB
bjmsr-2243	100	21	in	in	ADP
bjmsr-2243	100	22	the	the	DET
bjmsr-2243	100	23	stock	stock	NOUN
bjmsr-2243	100	24	markets	market	NOUN
bjmsr-2243	100	25	of	of	ADP
bjmsr-2243	100	26	egypt	egypt	PROPN
bjmsr-2243	100	27	(	(	PUNCT
bjmsr-2243	100	28	on	on	ADP
bjmsr-2243	100	29	sunday	sunday	PROPN
bjmsr-2243	100	30	and	and	CCONJ
bjmsr-2243	100	31	thursday	thursday	PROPN
bjmsr-2243	100	32	)	)	PUNCT
bjmsr-2243	100	33	,	,	PUNCT
bjmsr-2243	100	34	jordan	jordan	PROPN
bjmsr-2243	100	35	(	(	PUNCT
bjmsr-2243	100	36	on	on	ADP
bjmsr-2243	100	37	sunday	sunday	PROPN
bjmsr-2243	100	38	and	and	CCONJ
bjmsr-2243	100	39	thursday	thursday	PROPN
bjmsr-2243	100	40	)	)	PUNCT
bjmsr-2243	100	41	,	,	PUNCT
bjmsr-2243	100	42	kuwait	kuwait	PROPN
bjmsr-2243	100	43	(	(	PUNCT
bjmsr-2243	100	44	on	on	ADP
bjmsr-2243	100	45	monday	monday	PROPN
bjmsr-2243	100	46	,	,	PUNCT
bjmsr-2243	100	47	tuesday	tuesday	PROPN
bjmsr-2243	100	48	,	,	PUNCT
bjmsr-2243	100	49	wednesday	wednesday	PROPN
bjmsr-2243	100	50	,	,	PUNCT
bjmsr-2243	100	51	and	and	CCONJ
bjmsr-2243	100	52	saturday	saturday	PROPN
bjmsr-2243	100	53	)	)	PUNCT
bjmsr-2243	100	54	,	,	PUNCT
bjmsr-2243	100	55	and	and	CCONJ
bjmsr-2243	100	56	the	the	DET
bjmsr-2243	100	57	united	united	PROPN
bjmsr-2243	100	58	arab	arab	PROPN
bjmsr-2243	100	59	emirates	emirates	PROPN
bjmsr-2243	100	60	(	(	PUNCT
bjmsr-2243	100	61	on	on	ADP
bjmsr-2243	100	62	sunday	sunday	PROPN
bjmsr-2243	100	63	)	)	PUNCT
bjmsr-2243	100	64	.	.	PUNCT
bjmsr-2243	101	1	except	except	SCONJ
bjmsr-2243	101	2	for	for	ADP
bjmsr-2243	101	3	jordan	jordan	PROPN
bjmsr-2243	101	4	and	and	CCONJ
bjmsr-2243	101	5	morocco	morocco	PROPN
bjmsr-2243	101	6	,	,	PUNCT
bjmsr-2243	101	7	where	where	SCONJ
bjmsr-2243	101	8	higher	high	ADJ
bjmsr-2243	101	9	-	-	PUNCT
bjmsr-2243	101	10	order	order	NOUN
bjmsr-2243	101	11	garch	garch	NOUN
bjmsr-2243	101	12	models	model	NOUN
bjmsr-2243	101	13	were	be	AUX
bjmsr-2243	101	14	examined	examine	VERB
bjmsr-2243	101	15	and	and	CCONJ
bjmsr-2243	101	16	found	find	VERB
bjmsr-2243	101	17	to	to	PART
bjmsr-2243	101	18	be	be	AUX
bjmsr-2243	101	19	adequate	adequate	ADJ
bjmsr-2243	101	20	,	,	PUNCT
bjmsr-2243	101	21	both	both	CCONJ
bjmsr-2243	101	22	the	the	DET
bjmsr-2243	101	23	garch	garch	NOUN
bjmsr-2243	101	24	and	and	CCONJ
bjmsr-2243	101	25	garch	garch	NOUN
bjmsr-2243	101	26	-	-	PUNCT
bjmsr-2243	101	27	m	m	NOUN
bjmsr-2243	101	28	models	model	NOUN
bjmsr-2243	101	29	with	with	ADP
bjmsr-2243	101	30	order	order	NOUN
bjmsr-2243	101	31	one	one	NUM
bjmsr-2243	101	32	were	be	AUX
bjmsr-2243	101	33	determined	determine	VERB
bjmsr-2243	101	34	to	to	PART
bjmsr-2243	101	35	be	be	AUX
bjmsr-2243	101	36	the	the	DET
bjmsr-2243	101	37	best	good	ADJ
bjmsr-2243	101	38	match	match	NOUN
bjmsr-2243	101	39	models	model	NOUN
bjmsr-2243	101	40	.	.	PUNCT
bjmsr-2243	102	1	the	the	DET
bjmsr-2243	102	2	study	study	NOUN
bjmsr-2243	102	3	of	of	ADP
bjmsr-2243	102	4	angelovska	angelovska	PROPN
bjmsr-2243	102	5	(	(	PUNCT
bjmsr-2243	102	6	2013	2013	NUM
bjmsr-2243	102	7	)	)	PUNCT
bjmsr-2243	102	8	was	be	AUX
bjmsr-2243	102	9	on	on	ADP
bjmsr-2243	102	10	the	the	DET
bjmsr-2243	102	11	macedonian	macedonian	ADJ
bjmsr-2243	102	12	stock	stock	NOUN
bjmsr-2243	102	13	exchange	exchange	PROPN
bjmsr-2243	102	14	,	,	PUNCT
bjmsr-2243	102	15	where	where	SCONJ
bjmsr-2243	102	16	the	the	DET
bjmsr-2243	102	17	ols	ol	NOUN
bjmsr-2243	102	18	approach	approach	NOUN
bjmsr-2243	102	19	failed	fail	VERB
bjmsr-2243	102	20	to	to	PART
bjmsr-2243	102	21	discover	discover	VERB
bjmsr-2243	102	22	consistent	consistent	ADJ
bjmsr-2243	102	23	evidence	evidence	NOUN
bjmsr-2243	102	24	of	of	ADP
bjmsr-2243	102	25	the	the	DET
bjmsr-2243	102	26	weekday	weekday	NOUN
bjmsr-2243	102	27	effect	effect	NOUN
bjmsr-2243	102	28	.	.	PUNCT
bjmsr-2243	103	1	advanced	advanced	ADJ
bjmsr-2243	103	2	models	model	NOUN
bjmsr-2243	103	3	,	,	PUNCT
bjmsr-2243	103	4	including	include	VERB
bjmsr-2243	103	5	garch	garch	NOUN
bjmsr-2243	103	6	(	(	PUNCT
bjmsr-2243	103	7	1	1	NUM
bjmsr-2243	103	8	,	,	PUNCT
bjmsr-2243	103	9	1	1	NUM
bjmsr-2243	103	10	)	)	PUNCT
bjmsr-2243	103	11	,	,	PUNCT
bjmsr-2243	103	12	egarch	egarch	PROPN
bjmsr-2243	103	13	,	,	PUNCT
bjmsr-2243	103	14	modified	modify	VERB
bjmsr-2243	103	15	m	m	PROPN
bjmsr-2243	103	16	-	-	NOUN
bjmsr-2243	103	17	garch	garch	NOUN
bjmsr-2243	103	18	(	(	PUNCT
bjmsr-2243	103	19	1	1	NUM
bjmsr-2243	103	20	,	,	PUNCT
bjmsr-2243	103	21	1	1	NUM
bjmsr-2243	103	22	)	)	PUNCT
bjmsr-2243	103	23	,	,	PUNCT
bjmsr-2243	103	24	and	and	CCONJ
bjmsr-2243	103	25	megarch	megarch	NOUN
bjmsr-2243	103	26	,	,	PUNCT
bjmsr-2243	103	27	showed	show	VERB
bjmsr-2243	103	28	this	this	DET
bjmsr-2243	103	29	weekday	weekday	NOUN
bjmsr-2243	103	30	effect	effect	NOUN
bjmsr-2243	103	31	on	on	ADP
bjmsr-2243	103	32	thursday	thursday	PROPN
bjmsr-2243	103	33	.	.	PUNCT
bjmsr-2243	104	1	investors	investor	NOUN
bjmsr-2243	104	2	may	may	AUX
bjmsr-2243	104	3	be	be	AUX
bjmsr-2243	104	4	able	able	ADJ
bjmsr-2243	104	5	to	to	PART
bjmsr-2243	104	6	produce	produce	VERB
bjmsr-2243	104	7	extraordinary	extraordinary	ADJ
bjmsr-2243	104	8	returns	return	NOUN
bjmsr-2243	104	9	by	by	ADP
bjmsr-2243	104	10	taking	take	VERB
bjmsr-2243	104	11	advantage	advantage	NOUN
bjmsr-2243	104	12	of	of	ADP
bjmsr-2243	104	13	the	the	DET
bjmsr-2243	104	14	predicted	predict	VERB
bjmsr-2243	104	15	asset	asset	NOUN
bjmsr-2243	104	16	price	price	NOUN
bjmsr-2243	104	17	swings	swing	NOUN
bjmsr-2243	104	18	.	.	PUNCT
bjmsr-2243	105	1	the	the	DET
bjmsr-2243	105	2	tunisian	tunisian	ADJ
bjmsr-2243	105	3	stock	stock	NOUN
bjmsr-2243	105	4	market	market	NOUN
bjmsr-2243	105	5	was	be	AUX
bjmsr-2243	105	6	the	the	DET
bjmsr-2243	105	7	subject	subject	NOUN
bjmsr-2243	105	8	of	of	ADP
bjmsr-2243	105	9	chaouachi	chaouachi	NOUN
bjmsr-2243	105	10	and	and	CCONJ
bjmsr-2243	105	11	douagi	douagi	NOUN
bjmsr-2243	105	12	's	's	PART
bjmsr-2243	105	13	(	(	PUNCT
bjmsr-2243	105	14	2014	2014	NUM
bjmsr-2243	105	15	)	)	PUNCT
bjmsr-2243	105	16	study	study	NOUN
bjmsr-2243	105	17	from	from	ADP
bjmsr-2243	105	18	1998	1998	NUM
bjmsr-2243	105	19	to	to	ADP
bjmsr-2243	105	20	2011	2011	NUM
bjmsr-2243	105	21	.	.	PUNCT
bjmsr-2243	106	1	the	the	DET
bjmsr-2243	106	2	study	study	NOUN
bjmsr-2243	106	3	revealed	reveal	VERB
bjmsr-2243	106	4	the	the	DET
bjmsr-2243	106	5	effect	effect	NOUN
bjmsr-2243	106	6	of	of	ADP
bjmsr-2243	106	7	the	the	DET
bjmsr-2243	106	8	day	day	NOUN
bjmsr-2243	106	9	of	of	ADP
bjmsr-2243	106	10	the	the	DET
bjmsr-2243	106	11	week	week	NOUN
bjmsr-2243	106	12	on	on	ADP
bjmsr-2243	106	13	all	all	DET
bjmsr-2243	106	14	the	the	DET
bjmsr-2243	106	15	days	day	NOUN
bjmsr-2243	106	16	except	except	SCONJ
bjmsr-2243	106	17	the	the	DET
bjmsr-2243	106	18	initial	initial	ADJ
bjmsr-2243	106	19	two	two	NUM
bjmsr-2243	106	20	days	day	NOUN
bjmsr-2243	106	21	of	of	ADP
bjmsr-2243	106	22	the	the	DET
bjmsr-2243	106	23	week	week	NOUN
bjmsr-2243	106	24	,	,	PUNCT
bjmsr-2243	106	25	i.e.	i.e.	X
bjmsr-2243	106	26	monday	monday	PROPN
bjmsr-2243	106	27	and	and	CCONJ
bjmsr-2243	106	28	tuesday	tuesday	PROPN
bjmsr-2243	106	29	.	.	PUNCT
bjmsr-2243	107	1	later	later	ADV
bjmsr-2243	107	2	,	,	PUNCT
bjmsr-2243	107	3	the	the	DET
bjmsr-2243	107	4	same	same	ADJ
bjmsr-2243	107	5	was	be	AUX
bjmsr-2243	107	6	supported	support	VERB
bjmsr-2243	107	7	by	by	ADP
bjmsr-2243	107	8	derbali	derbali	PROPN
bjmsr-2243	107	9	and	and	CCONJ
bjmsr-2243	107	10	hallara	hallara	PROPN
bjmsr-2243	107	11	(	(	PUNCT
bjmsr-2243	107	12	2016	2016	NUM
bjmsr-2243	107	13	)	)	PUNCT
bjmsr-2243	107	14	,	,	PUNCT
bjmsr-2243	107	15	who	who	PRON
bjmsr-2243	107	16	found	find	VERB
bjmsr-2243	107	17	a	a	DET
bjmsr-2243	107	18	positive	positive	ADJ
bjmsr-2243	107	19	and	and	CCONJ
bjmsr-2243	107	20	significant	significant	ADJ
bjmsr-2243	107	21	return	return	NOUN
bjmsr-2243	107	22	on	on	ADP
bjmsr-2243	107	23	wednesdays	wednesday	NOUN
bjmsr-2243	107	24	and	and	CCONJ
bjmsr-2243	107	25	thursdays	thursday	NOUN
bjmsr-2243	107	26	,	,	PUNCT
bjmsr-2243	107	27	while	while	SCONJ
bjmsr-2243	107	28	tuesdays	tuesday	NOUN
bjmsr-2243	107	29	showed	show	VERB
bjmsr-2243	107	30	a	a	DET
bjmsr-2243	107	31	negative	negative	ADJ
bjmsr-2243	107	32	return	return	NOUN
bjmsr-2243	107	33	.	.	PUNCT
bjmsr-2243	108	1	a	a	DET
bjmsr-2243	108	2	comparative	comparative	ADJ
bjmsr-2243	108	3	analysis	analysis	NOUN
bjmsr-2243	108	4	using	use	VERB
bjmsr-2243	108	5	intraday	intraday	NOUN
bjmsr-2243	108	6	and	and	CCONJ
bjmsr-2243	108	7	interday	interday	NOUN
bjmsr-2243	108	8	returns	return	NOUN
bjmsr-2243	108	9	of	of	ADP
bjmsr-2243	108	10	the	the	DET
bjmsr-2243	108	11	stock	stock	NOUN
bjmsr-2243	108	12	exchange	exchange	NOUN
bjmsr-2243	108	13	of	of	ADP
bjmsr-2243	108	14	sy	sy	PROPN
bjmsr-2243	108	15	and	and	CCONJ
bjmsr-2243	108	16	derbali	derbali	VERB
bjmsr-2243	108	17	(	(	PUNCT
bjmsr-2243	108	18	2015	2015	NUM
bjmsr-2243	108	19	)	)	PUNCT
bjmsr-2243	108	20	revealed	reveal	VERB
bjmsr-2243	108	21	the	the	DET
bjmsr-2243	108	22	presence	presence	NOUN
bjmsr-2243	108	23	of	of	ADP
bjmsr-2243	108	24	the	the	DET
bjmsr-2243	108	25	thursday	thursday	PROPN
bjmsr-2243	108	26	effect	effect	NOUN
bjmsr-2243	108	27	in	in	ADP
bjmsr-2243	108	28	the	the	DET
bjmsr-2243	108	29	return	return	NOUN
bjmsr-2243	108	30	series	series	NOUN
bjmsr-2243	108	31	.	.	PUNCT
bjmsr-2243	109	1	a	a	DET
bjmsr-2243	109	2	study	study	NOUN
bjmsr-2243	109	3	on	on	ADP
bjmsr-2243	109	4	the	the	DET
bjmsr-2243	109	5	turkish	turkish	ADJ
bjmsr-2243	109	6	stock	stock	NOUN
bjmsr-2243	109	7	market	market	NOUN
bjmsr-2243	109	8	by	by	ADP
bjmsr-2243	109	9	öncü	öncü	PROPN
bjmsr-2243	109	10	,	,	PUNCT
bjmsr-2243	109	11	ünal	ünal	ADJ
bjmsr-2243	109	12	,	,	PUNCT
bjmsr-2243	109	13	and	and	CCONJ
bjmsr-2243	109	14	demirel	demirel	NOUN
bjmsr-2243	109	15	(	(	PUNCT
bjmsr-2243	109	16	2017	2017	NUM
bjmsr-2243	109	17	)	)	PUNCT
bjmsr-2243	109	18	revealed	reveal	VERB
bjmsr-2243	109	19	the	the	DET
bjmsr-2243	109	20	presence	presence	NOUN
bjmsr-2243	109	21	of	of	ADP
bjmsr-2243	109	22	this	this	DET
bjmsr-2243	109	23	effect	effect	NOUN
bjmsr-2243	109	24	.	.	PUNCT
bjmsr-2243	110	1	using	use	VERB
bjmsr-2243	110	2	the	the	DET
bjmsr-2243	110	3	garch	garch	NOUN
bjmsr-2243	110	4	model	model	NOUN
bjmsr-2243	110	5	of	of	ADP
bjmsr-2243	110	6	order	order	NOUN
bjmsr-2243	110	7	one	one	NUM
bjmsr-2243	110	8	,	,	PUNCT
bjmsr-2243	110	9	they	they	PRON
bjmsr-2243	110	10	found	find	VERB
bjmsr-2243	110	11	the	the	DET
bjmsr-2243	110	12	statistical	statistical	ADJ
bjmsr-2243	110	13	significance	significance	NOUN
bjmsr-2243	110	14	of	of	ADP
bjmsr-2243	110	15	monday	monday	PROPN
bjmsr-2243	110	16	and	and	CCONJ
bjmsr-2243	110	17	thursday	thursday	PROPN
bjmsr-2243	110	18	.	.	PUNCT
bjmsr-2243	111	1	gbeda	gbeda	PROPN
bjmsr-2243	111	2	and	and	CCONJ
bjmsr-2243	111	3	peprah	peprah	PROPN
bjmsr-2243	111	4	(	(	PUNCT
bjmsr-2243	111	5	2018	2018	NUM
bjmsr-2243	111	6	)	)	PUNCT
bjmsr-2243	111	7	revealed	reveal	VERB
bjmsr-2243	111	8	an	an	DET
bjmsr-2243	111	9	interesting	interesting	ADJ
bjmsr-2243	111	10	fact	fact	NOUN
bjmsr-2243	111	11	about	about	ADP
bjmsr-2243	111	12	this	this	DET
bjmsr-2243	111	13	effect	effect	NOUN
bjmsr-2243	111	14	in	in	ADP
bjmsr-2243	111	15	the	the	DET
bjmsr-2243	111	16	stock	stock	NOUN
bjmsr-2243	111	17	exchanges	exchange	NOUN
bjmsr-2243	111	18	of	of	ADP
bjmsr-2243	111	19	ghana	ghana	PROPN
bjmsr-2243	111	20	and	and	CCONJ
bjmsr-2243	111	21	kenya	kenya	PROPN
bjmsr-2243	111	22	using	use	VERB
bjmsr-2243	111	23	different	different	ADJ
bjmsr-2243	111	24	garch	garch	NOUN
bjmsr-2243	111	25	methods	method	NOUN
bjmsr-2243	111	26	.	.	PUNCT
bjmsr-2243	112	1	ghana	ghana	PROPN
bjmsr-2243	112	2	does	do	AUX
bjmsr-2243	112	3	not	not	PART
bjmsr-2243	112	4	show	show	VERB
bjmsr-2243	112	5	any	any	DET
bjmsr-2243	112	6	evidence	evidence	NOUN
bjmsr-2243	112	7	of	of	ADP
bjmsr-2243	112	8	this	this	DET
bjmsr-2243	112	9	effect	effect	NOUN
bjmsr-2243	112	10	like	like	ADP
bjmsr-2243	112	11	davidson	davidson	NOUN
bjmsr-2243	112	12	and	and	CCONJ
bjmsr-2243	112	13	faff	faff	PROPN
bjmsr-2243	112	14	(	(	PUNCT
bjmsr-2243	112	15	1999	1999	NUM
bjmsr-2243	112	16	)	)	PUNCT
bjmsr-2243	112	17	,	,	PUNCT
bjmsr-2243	112	18	whereas	whereas	SCONJ
bjmsr-2243	112	19	kenya	kenya	PROPN
bjmsr-2243	112	20	's	's	PART
bjmsr-2243	112	21	nairobi	nairobi	PROPN
bjmsr-2243	112	22	stock	stock	PROPN
bjmsr-2243	112	23	exchange	exchange	PROPN
bjmsr-2243	112	24	(	(	PUNCT
bjmsr-2243	112	25	nse	nse	NOUN
bjmsr-2243	112	26	)	)	PUNCT
bjmsr-2243	112	27	shows	show	VERB
bjmsr-2243	112	28	the	the	DET
bjmsr-2243	112	29	friday	friday	PROPN
bjmsr-2243	112	30	effect	effect	NOUN
bjmsr-2243	112	31	.	.	PUNCT
bjmsr-2243	113	1	samaniego	samaniego	PROPN
bjmsr-2243	113	2	et	et	PROPN
bjmsr-2243	113	3	al	al	PROPN
bjmsr-2243	113	4	.	.	PROPN
bjmsr-2243	114	1	(	(	PUNCT
bjmsr-2243	114	2	2022	2022	NUM
bjmsr-2243	114	3	)	)	PUNCT
bjmsr-2243	114	4	reported	report	VERB
bjmsr-2243	114	5	the	the	DET
bjmsr-2243	114	6	friday	friday	PROPN
bjmsr-2243	114	7	effect	effect	NOUN
bjmsr-2243	114	8	in	in	ADP
bjmsr-2243	114	9	mexico	mexico	PROPN
bjmsr-2243	114	10	's	's	PART
bjmsr-2243	114	11	stock	stock	NOUN
bjmsr-2243	114	12	market	market	NOUN
bjmsr-2243	114	13	.	.	PUNCT
bjmsr-2243	115	1	a	a	DET
bjmsr-2243	115	2	study	study	NOUN
bjmsr-2243	115	3	on	on	ADP
bjmsr-2243	115	4	the	the	DET
bjmsr-2243	115	5	balkan	balkan	ADJ
bjmsr-2243	115	6	countries	country	NOUN
bjmsr-2243	115	7	was	be	AUX
bjmsr-2243	115	8	carried	carry	VERB
bjmsr-2243	115	9	out	out	ADP
bjmsr-2243	115	10	by	by	ADP
bjmsr-2243	115	11	karanovic	karanovic	PROPN
bjmsr-2243	115	12	and	and	CCONJ
bjmsr-2243	115	13	karanovic	karanovic	PROPN
bjmsr-2243	115	14	(	(	PUNCT
bjmsr-2243	115	15	2018	2018	NUM
bjmsr-2243	115	16	)	)	PUNCT
bjmsr-2243	115	17	and	and	CCONJ
bjmsr-2243	115	18	baruah	baruah	NOUN
bjmsr-2243	115	19	and	and	CCONJ
bjmsr-2243	115	20	changkakati	changkakati	NOUN
bjmsr-2243	115	21	(	(	PUNCT
bjmsr-2243	115	22	2024	2024	NUM
bjmsr-2243	115	23	)	)	PUNCT
bjmsr-2243	115	24	,	,	PUNCT
bjmsr-2243	115	25	which	which	PRON
bjmsr-2243	115	26	was	be	AUX
bjmsr-2243	115	27	disclosed	disclose	VERB
bjmsr-2243	115	28	in	in	ADP
bjmsr-2243	115	29	line	line	NOUN
bjmsr-2243	115	30	with	with	ADP
bjmsr-2243	115	31	gbeda	gbeda	NOUN
bjmsr-2243	115	32	and	and	CCONJ
bjmsr-2243	115	33	peprah	peprah	PROPN
bjmsr-2243	115	34	(	(	PUNCT
bjmsr-2243	115	35	2018	2018	NUM
bjmsr-2243	115	36	)	)	PUNCT
bjmsr-2243	115	37	,	,	PUNCT
bjmsr-2243	115	38	where	where	SCONJ
bjmsr-2243	115	39	many	many	ADJ
bjmsr-2243	115	40	balkan	balkan	ADJ
bjmsr-2243	115	41	countries	country	NOUN
bjmsr-2243	115	42	do	do	AUX
bjmsr-2243	115	43	not	not	PART
bjmsr-2243	115	44	experience	experience	VERB
bjmsr-2243	115	45	the	the	DET
bjmsr-2243	115	46	day	day	NOUN
bjmsr-2243	115	47	effect	effect	NOUN
bjmsr-2243	115	48	except	except	SCONJ
bjmsr-2243	115	49	croatia	croatia	PROPN
bjmsr-2243	115	50	.	.	PUNCT
bjmsr-2243	116	1	in	in	ADP
bjmsr-2243	116	2	the	the	DET
bjmsr-2243	116	3	case	case	NOUN
bjmsr-2243	116	4	of	of	ADP
bjmsr-2243	116	5	croatia	croatia	PROPN
bjmsr-2243	116	6	,	,	PUNCT
bjmsr-2243	116	7	all	all	DET
bjmsr-2243	116	8	the	the	DET
bjmsr-2243	116	9	days	day	NOUN
bjmsr-2243	116	10	have	have	VERB
bjmsr-2243	116	11	a	a	DET
bjmsr-2243	116	12	significant	significant	ADJ
bjmsr-2243	116	13	effect	effect	NOUN
bjmsr-2243	116	14	on	on	ADP
bjmsr-2243	116	15	the	the	DET
bjmsr-2243	116	16	return	return	NOUN
bjmsr-2243	116	17	series	series	NOUN
bjmsr-2243	116	18	,	,	PUNCT
bjmsr-2243	116	19	while	while	SCONJ
bjmsr-2243	116	20	romania	romania	PROPN
bjmsr-2243	116	21	is	be	AUX
bjmsr-2243	116	22	said	say	VERB
bjmsr-2243	116	23	to	to	PART
bjmsr-2243	116	24	have	have	VERB
bjmsr-2243	116	25	this	this	DET
bjmsr-2243	116	26	effect	effect	NOUN
bjmsr-2243	116	27	on	on	ADP
bjmsr-2243	116	28	wednesday	wednesday	PROPN
bjmsr-2243	116	29	.	.	PUNCT
bjmsr-2243	117	1	in	in	ADP
bjmsr-2243	117	2	a	a	DET
bjmsr-2243	117	3	recent	recent	ADJ
bjmsr-2243	117	4	study	study	NOUN
bjmsr-2243	117	5	by	by	ADP
bjmsr-2243	117	6	khan	khan	PROPN
bjmsr-2243	117	7	et	et	PROPN
bjmsr-2243	117	8	al	al	PROPN
bjmsr-2243	117	9	.	.	PROPN
bjmsr-2243	118	1	(	(	PUNCT
bjmsr-2243	118	2	2023	2023	NUM
bjmsr-2243	118	3	)	)	PUNCT
bjmsr-2243	118	4	,	,	PUNCT
bjmsr-2243	118	5	this	this	DET
bjmsr-2243	118	6	effect	effect	NOUN
bjmsr-2243	118	7	is	be	AUX
bjmsr-2243	118	8	present	present	ADJ
bjmsr-2243	118	9	in	in	ADP
bjmsr-2243	118	10	china	china	PROPN
bjmsr-2243	118	11	,	,	PUNCT
bjmsr-2243	118	12	indonesia	indonesia	PROPN
bjmsr-2243	118	13	,	,	PUNCT
bjmsr-2243	118	14	pakistan	pakistan	PROPN
bjmsr-2243	118	15	,	,	PUNCT
bjmsr-2243	118	16	south	south	PROPN
bjmsr-2243	118	17	korea	korea	PROPN
bjmsr-2243	118	18	,	,	PUNCT
bjmsr-2243	118	19	taiwan	taiwan	PROPN
bjmsr-2243	118	20	,	,	PUNCT
bjmsr-2243	118	21	and	and	CCONJ
bjmsr-2243	118	22	thailand	thailand	PROPN
bjmsr-2243	118	23	except	except	SCONJ
bjmsr-2243	118	24	india	india	PROPN
bjmsr-2243	118	25	and	and	CCONJ
bjmsr-2243	118	26	malaysia	malaysia	PROPN
bjmsr-2243	118	27	.	.	PUNCT
bjmsr-2243	119	1	this	this	PRON
bjmsr-2243	119	2	indicates	indicate	VERB
bjmsr-2243	119	3	that	that	SCONJ
bjmsr-2243	119	4	the	the	DET
bjmsr-2243	119	5	day	day	NOUN
bjmsr-2243	119	6	effect	effect	NOUN
bjmsr-2243	119	7	is	be	AUX
bjmsr-2243	119	8	gradually	gradually	ADV
bjmsr-2243	119	9	disappearing	disappear	VERB
bjmsr-2243	119	10	in	in	ADP
bjmsr-2243	119	11	the	the	DET
bjmsr-2243	119	12	indian	indian	ADJ
bjmsr-2243	119	13	capital	capital	NOUN
bjmsr-2243	119	14	market	market	NOUN
bjmsr-2243	119	15	.	.	PUNCT
bjmsr-2243	120	1	in	in	ADP
bjmsr-2243	120	2	the	the	DET
bjmsr-2243	120	3	above	above	ADV
bjmsr-2243	120	4	-	-	PUNCT
bjmsr-2243	120	5	detailed	detail	VERB
bjmsr-2243	120	6	review	review	NOUN
bjmsr-2243	120	7	of	of	ADP
bjmsr-2243	120	8	literature	literature	NOUN
bjmsr-2243	120	9	,	,	PUNCT
bjmsr-2243	120	10	first	first	ADV
bjmsr-2243	120	11	of	of	ADP
bjmsr-2243	120	12	all	all	PRON
bjmsr-2243	120	13	,	,	PUNCT
bjmsr-2243	120	14	the	the	DET
bjmsr-2243	120	15	day	day	NOUN
bjmsr-2243	120	16	effect	effect	NOUN
bjmsr-2243	120	17	is	be	AUX
bjmsr-2243	120	18	present	present	ADJ
bjmsr-2243	120	19	in	in	ADP
bjmsr-2243	120	20	different	different	ADJ
bjmsr-2243	120	21	capital	capital	NOUN
bjmsr-2243	120	22	markets	market	NOUN
bjmsr-2243	120	23	across	across	ADP
bjmsr-2243	120	24	the	the	DET
bjmsr-2243	120	25	globe	globe	NOUN
bjmsr-2243	120	26	.	.	PUNCT
bjmsr-2243	121	1	however	however	ADV
bjmsr-2243	121	2	,	,	PUNCT
bjmsr-2243	121	3	there	there	PRON
bjmsr-2243	121	4	are	be	VERB
bjmsr-2243	121	5	various	various	ADJ
bjmsr-2243	121	6	opinions	opinion	NOUN
bjmsr-2243	121	7	concerning	concern	VERB
bjmsr-2243	121	8	the	the	DET
bjmsr-2243	121	9	impact	impact	NOUN
bjmsr-2243	121	10	of	of	ADP
bjmsr-2243	121	11	a	a	DET
bjmsr-2243	121	12	particular	particular	ADJ
bjmsr-2243	121	13	day	day	NOUN
bjmsr-2243	121	14	on	on	ADP
bjmsr-2243	121	15	other	other	ADJ
bjmsr-2243	121	16	countries	country	NOUN
bjmsr-2243	121	17	.	.	PUNCT
bjmsr-2243	122	1	some	some	PRON
bjmsr-2243	122	2	of	of	ADP
bjmsr-2243	122	3	the	the	DET
bjmsr-2243	122	4	studies	study	NOUN
bjmsr-2243	122	5	also	also	ADV
bjmsr-2243	122	6	reported	report	VERB
bjmsr-2243	122	7	the	the	DET
bjmsr-2243	122	8	absence	absence	NOUN
bjmsr-2243	122	9	of	of	ADP
bjmsr-2243	122	10	this	this	DET
bjmsr-2243	122	11	effect	effect	NOUN
bjmsr-2243	122	12	.	.	PUNCT
bjmsr-2243	123	1	nevertheless	nevertheless	ADV
bjmsr-2243	123	2	,	,	PUNCT
bjmsr-2243	123	3	most	most	ADJ
bjmsr-2243	123	4	studies	study	NOUN
bjmsr-2243	123	5	have	have	AUX
bjmsr-2243	123	6	captured	capture	VERB
bjmsr-2243	123	7	monday	monday	PROPN
bjmsr-2243	123	8	as	as	ADP
bjmsr-2243	123	9	the	the	DET
bjmsr-2243	123	10	most	most	ADV
bjmsr-2243	123	11	influential	influential	ADJ
bjmsr-2243	123	12	day	day	NOUN
bjmsr-2243	123	13	,	,	PUNCT
bjmsr-2243	123	14	followed	follow	VERB
bjmsr-2243	123	15	by	by	ADP
bjmsr-2243	123	16	wednesday	wednesday	PROPN
bjmsr-2243	123	17	,	,	PUNCT
bjmsr-2243	123	18	thursday	thursday	PROPN
bjmsr-2243	123	19	and	and	CCONJ
bjmsr-2243	123	20	friday	friday	PROPN
bjmsr-2243	123	21	.	.	PUNCT
bjmsr-2243	124	1	as	as	ADV
bjmsr-2243	124	2	far	far	ADV
bjmsr-2243	124	3	as	as	SCONJ
bjmsr-2243	124	4	the	the	DET
bjmsr-2243	124	5	indian	indian	ADJ
bjmsr-2243	124	6	capital	capital	NOUN
bjmsr-2243	124	7	market	market	NOUN
bjmsr-2243	124	8	is	be	AUX
bjmsr-2243	124	9	concerned	concern	VERB
bjmsr-2243	124	10	,	,	PUNCT
bjmsr-2243	124	11	the	the	DET
bjmsr-2243	124	12	monday	monday	PROPN
bjmsr-2243	124	13	effect	effect	NOUN
bjmsr-2243	124	14	is	be	AUX
bjmsr-2243	124	15	still	still	ADV
bjmsr-2243	124	16	prevalent	prevalent	ADJ
bjmsr-2243	124	17	in	in	ADP
bjmsr-2243	124	18	some	some	DET
bjmsr-2243	124	19	foreign	foreign	ADJ
bjmsr-2243	124	20	countries	country	NOUN
bjmsr-2243	124	21	.	.	PUNCT
bjmsr-2243	125	1	however	however	ADV
bjmsr-2243	125	2	,	,	PUNCT
bjmsr-2243	125	3	very	very	ADV
bjmsr-2243	125	4	few	few	ADJ
bjmsr-2243	125	5	studies	study	NOUN
bjmsr-2243	125	6	have	have	AUX
bjmsr-2243	125	7	found	find	VERB
bjmsr-2243	125	8	wednesday	wednesday	PROPN
bjmsr-2243	125	9	to	to	PART
bjmsr-2243	125	10	be	be	AUX
bjmsr-2243	125	11	the	the	DET
bjmsr-2243	125	12	next	next	ADJ
bjmsr-2243	125	13	most	most	ADV
bjmsr-2243	125	14	influential	influential	ADJ
bjmsr-2243	125	15	day	day	NOUN
bjmsr-2243	125	16	.	.	PUNCT
bjmsr-2243	126	1	market	market	NOUN
bjmsr-2243	126	2	behaviour	behaviour	NOUN
bjmsr-2243	126	3	changes	change	NOUN
bjmsr-2243	126	4	with	with	ADP
bjmsr-2243	126	5	the	the	DET
bjmsr-2243	126	6	changes	change	NOUN
bjmsr-2243	126	7	in	in	ADP
bjmsr-2243	126	8	the	the	DET
bjmsr-2243	126	9	business	business	NOUN
bjmsr-2243	126	10	environment	environment	NOUN
bjmsr-2243	126	11	,	,	PUNCT
bjmsr-2243	126	12	including	include	VERB
bjmsr-2243	126	13	the	the	DET
bjmsr-2243	126	14	macroeconomic	macroeconomic	ADJ
bjmsr-2243	126	15	environment	environment	NOUN
bjmsr-2243	126	16	and	and	CCONJ
bjmsr-2243	126	17	many	many	ADJ
bjmsr-2243	126	18	more	more	ADJ
bjmsr-2243	126	19	,	,	PUNCT
bjmsr-2243	126	20	which	which	PRON
bjmsr-2243	126	21	may	may	AUX
bjmsr-2243	126	22	result	result	VERB
bjmsr-2243	126	23	in	in	ADP
bjmsr-2243	126	24	a	a	DET
bjmsr-2243	126	25	change	change	NOUN
bjmsr-2243	126	26	in	in	ADP
bjmsr-2243	126	27	investors	investor	NOUN
bjmsr-2243	126	28	'	'	PART
bjmsr-2243	126	29	sentiment	sentiment	NOUN
bjmsr-2243	126	30	.	.	PUNCT
bjmsr-2243	127	1	this	this	DET
bjmsr-2243	127	2	dynamism	dynamism	NOUN
bjmsr-2243	127	3	in	in	ADP
bjmsr-2243	127	4	the	the	DET
bjmsr-2243	127	5	market	market	NOUN
bjmsr-2243	127	6	behaviour	behaviour	NOUN
bjmsr-2243	127	7	may	may	AUX
bjmsr-2243	127	8	lead	lead	VERB
bjmsr-2243	127	9	to	to	ADP
bjmsr-2243	127	10	the	the	DET
bjmsr-2243	127	11	change	change	NOUN
bjmsr-2243	127	12	of	of	ADP
bjmsr-2243	127	13	the	the	DET
bjmsr-2243	127	14	day	day	NOUN
bjmsr-2243	127	15	of	of	ADP
bjmsr-2243	127	16	the	the	DET
bjmsr-2243	127	17	week	week	NOUN
bjmsr-2243	127	18	effect	effect	NOUN
bjmsr-2243	127	19	.	.	PUNCT
bjmsr-2243	128	1	hence	hence	ADV
bjmsr-2243	128	2	,	,	PUNCT
bjmsr-2243	128	3	an	an	DET
bjmsr-2243	128	4	effort	effort	NOUN
bjmsr-2243	128	5	has	have	AUX
bjmsr-2243	128	6	been	be	AUX
bjmsr-2243	128	7	made	make	VERB
bjmsr-2243	128	8	to	to	PART
bjmsr-2243	128	9	verify	verify	VERB
bjmsr-2243	128	10	whether	whether	SCONJ
bjmsr-2243	128	11	the	the	DET
bjmsr-2243	128	12	same	same	ADJ
bjmsr-2243	128	13	day	day	NOUN
bjmsr-2243	128	14	remains	remain	VERB
bjmsr-2243	128	15	influential	influential	ADJ
bjmsr-2243	128	16	under	under	ADP
bjmsr-2243	128	17	such	such	ADJ
bjmsr-2243	128	18	changing	change	VERB
bjmsr-2243	128	19	environments	environment	NOUN
bjmsr-2243	128	20	.	.	PUNCT
bjmsr-2243	129	1	looking	look	VERB
bjmsr-2243	129	2	at	at	ADP
bjmsr-2243	129	3	another	another	DET
bjmsr-2243	129	4	dimension	dimension	NOUN
bjmsr-2243	129	5	of	of	ADP
bjmsr-2243	129	6	the	the	DET
bjmsr-2243	129	7	study	study	NOUN
bjmsr-2243	129	8	,	,	PUNCT
bjmsr-2243	129	9	i.e.	i.e.	X
bjmsr-2243	129	10	,	,	PUNCT
bjmsr-2243	129	11	the	the	DET
bjmsr-2243	129	12	number	number	NOUN
bjmsr-2243	129	13	of	of	ADP
bjmsr-2243	129	14	studies	study	NOUN
bjmsr-2243	129	15	on	on	ADP
bjmsr-2243	129	16	emerging	emerge	VERB
bjmsr-2243	129	17	economies	economy	NOUN
bjmsr-2243	129	18	like	like	ADP
bjmsr-2243	129	19	india	india	PROPN
bjmsr-2243	129	20	is	be	AUX
bjmsr-2243	129	21	much	much	ADV
bjmsr-2243	129	22	lower	low	ADJ
bjmsr-2243	129	23	than	than	ADP
bjmsr-2243	129	24	that	that	PRON
bjmsr-2243	129	25	of	of	ADP
bjmsr-2243	129	26	developed	develop	VERB
bjmsr-2243	129	27	economies	economy	NOUN
bjmsr-2243	129	28	.	.	PUNCT
bjmsr-2243	130	1	more	more	ADJ
bjmsr-2243	130	2	research	research	NOUN
bjmsr-2243	130	3	studies	study	NOUN
bjmsr-2243	130	4	on	on	ADP
bjmsr-2243	130	5	these	these	DET
bjmsr-2243	130	6	economies	economy	NOUN
bjmsr-2243	130	7	will	will	AUX
bjmsr-2243	130	8	be	be	AUX
bjmsr-2243	130	9	beneficial	beneficial	ADJ
bjmsr-2243	130	10	in	in	ADP
bjmsr-2243	130	11	generalizing	generalize	VERB
bjmsr-2243	130	12	these	these	DET
bjmsr-2243	130	13	concepts	concept	NOUN
bjmsr-2243	130	14	and	and	CCONJ
bjmsr-2243	130	15	assessing	assess	VERB
bjmsr-2243	130	16	their	their	PRON
bjmsr-2243	130	17	degree	degree	NOUN
bjmsr-2243	130	18	of	of	ADP
bjmsr-2243	130	19	efficiency	efficiency	NOUN
bjmsr-2243	130	20	.	.	PUNCT
bjmsr-2243	131	1	the	the	DET
bjmsr-2243	131	2	detailed	detailed	ADJ
bjmsr-2243	131	3	methodology	methodology	NOUN
bjmsr-2243	131	4	of	of	ADP
bjmsr-2243	131	5	the	the	DET
bjmsr-2243	131	6	research	research	NOUN
bjmsr-2243	131	7	is	be	AUX
bjmsr-2243	131	8	explained	explain	VERB
bjmsr-2243	131	9	below	below	ADV
bjmsr-2243	131	10	.	.	PUNCT
bjmsr-2243	132	1	materials	material	NOUN
bjmsr-2243	132	2	and	and	CCONJ
bjmsr-2243	132	3	methods	method	NOUN
bjmsr-2243	132	4	the	the	DET
bjmsr-2243	132	5	study	study	NOUN
bjmsr-2243	132	6	aims	aim	VERB
bjmsr-2243	132	7	to	to	PART
bjmsr-2243	132	8	capture	capture	VERB
bjmsr-2243	132	9	the	the	DET
bjmsr-2243	132	10	effect	effect	NOUN
bjmsr-2243	132	11	of	of	ADP
bjmsr-2243	132	12	day	day	NOUN
bjmsr-2243	132	13	-	-	PUNCT
bjmsr-2243	132	14	of	of	ADP
bjmsr-2243	132	15	-	-	PUNCT
bjmsr-2243	132	16	the	the	DET
bjmsr-2243	132	17	-	-	PUNCT
bjmsr-2243	132	18	week	week	NOUN
bjmsr-2243	132	19	on	on	ADP
bjmsr-2243	132	20	stock	stock	NOUN
bjmsr-2243	132	21	return	return	NOUN
bjmsr-2243	132	22	and	and	CCONJ
bjmsr-2243	132	23	volatility	volatility	NOUN
bjmsr-2243	132	24	.	.	PUNCT
bjmsr-2243	133	1	for	for	ADP
bjmsr-2243	133	2	this	this	DET
bjmsr-2243	133	3	purpose	purpose	NOUN
bjmsr-2243	133	4	,	,	PUNCT
bjmsr-2243	133	5	the	the	DET
bjmsr-2243	133	6	daily	daily	ADJ
bjmsr-2243	133	7	price	price	NOUN
bjmsr-2243	133	8	data	datum	NOUN
bjmsr-2243	133	9	of	of	ADP
bjmsr-2243	133	10	both	both	DET
bjmsr-2243	133	11	the	the	DET
bjmsr-2243	133	12	indices	index	NOUN
bjmsr-2243	133	13	,	,	PUNCT
bjmsr-2243	133	14	i.e.	i.e.	X
bjmsr-2243	133	15	sensex	sensex	NOUN
bjmsr-2243	133	16	and	and	CCONJ
bjmsr-2243	133	17	nifty	nifty	ADJ
bjmsr-2243	133	18	,	,	PUNCT
bjmsr-2243	133	19	have	have	AUX
bjmsr-2243	133	20	been	be	AUX
bjmsr-2243	133	21	collected	collect	VERB
bjmsr-2243	133	22	from	from	ADP
bjmsr-2243	133	23	the	the	DET
bjmsr-2243	133	24	websites	website	NOUN
bjmsr-2243	133	25	of	of	ADP
bjmsr-2243	133	26	the	the	DET
bjmsr-2243	133	27	bse	bse	NOUN
bjmsr-2243	133	28	and	and	CCONJ
bjmsr-2243	133	29	nse	nse	NOUN
bjmsr-2243	133	30	,	,	PUNCT
bjmsr-2243	133	31	respectively	respectively	ADV
bjmsr-2243	133	32	,	,	PUNCT
bjmsr-2243	133	33	and	and	CCONJ
bjmsr-2243	133	34	then	then	ADV
bjmsr-2243	133	35	returns	return	NOUN
bjmsr-2243	133	36	are	be	AUX
bjmsr-2243	133	37	calculated	calculate	VERB
bjmsr-2243	133	38	using	use	VERB
bjmsr-2243	133	39	standard	standard	ADJ
bjmsr-2243	133	40	methodology	methodology	NOUN
bjmsr-2243	133	41	.	.	PUNCT
bjmsr-2243	134	1	the	the	DET
bjmsr-2243	134	2	pandemic	pandemic	NOUN
bjmsr-2243	134	3	started	start	VERB
bjmsr-2243	134	4	around	around	ADP
bjmsr-2243	134	5	april	april	PROPN
bjmsr-2243	134	6	2020	2020	NUM
bjmsr-2243	134	7	,	,	PUNCT
bjmsr-2243	134	8	so	so	CCONJ
bjmsr-2243	134	9	the	the	DET
bjmsr-2243	134	10	data	datum	NOUN
bjmsr-2243	134	11	after	after	ADP
bjmsr-2243	134	12	april	april	PROPN
bjmsr-2243	134	13	2020	2020	NUM
bjmsr-2243	134	14	are	be	AUX
bjmsr-2243	134	15	avoided	avoid	VERB
bjmsr-2243	134	16	.	.	PUNCT
bjmsr-2243	135	1	so	so	ADV
bjmsr-2243	135	2	,	,	PUNCT
bjmsr-2243	135	3	this	this	DET
bjmsr-2243	135	4	study	study	NOUN
bjmsr-2243	135	5	takes	take	VERB
bjmsr-2243	135	6	data	datum	NOUN
bjmsr-2243	135	7	into	into	ADP
bjmsr-2243	135	8	account	account	NOUN
bjmsr-2243	135	9	for	for	ADP
bjmsr-2243	135	10	four	four	NUM
bjmsr-2243	135	11	years	year	NOUN
bjmsr-2243	135	12	,	,	PUNCT
bjmsr-2243	135	13	i.e.	i.e.	X
bjmsr-2243	135	14	from	from	ADP
bjmsr-2243	135	15	2016	2016	NUM
bjmsr-2243	135	16	-	-	SYM
bjmsr-2243	135	17	17	17	NUM
bjmsr-2243	135	18	to	to	PART
bjmsr-2243	135	19	2019	2019	NUM
bjmsr-2243	135	20	-	-	SYM
bjmsr-2243	135	21	20	20	NUM
bjmsr-2243	135	22	are	be	AUX
bjmsr-2243	135	23	used	use	VERB
bjmsr-2243	135	24	in	in	ADP
bjmsr-2243	135	25	the	the	DET
bjmsr-2243	135	26	study	study	NOUN
bjmsr-2243	135	27	.	.	PUNCT
bjmsr-2243	136	1	the	the	DET
bjmsr-2243	136	2	data	datum	NOUN
bjmsr-2243	136	3	's	's	PART
bjmsr-2243	136	4	stationary	stationary	NOUN
bjmsr-2243	136	5	was	be	AUX
bjmsr-2243	136	6	tested	test	VERB
bjmsr-2243	136	7	using	use	VERB
bjmsr-2243	136	8	the	the	DET
bjmsr-2243	136	9	augmented	augment	VERB
bjmsr-2243	136	10	dickey	dickey	NOUN
bjmsr-2243	136	11	-	-	PUNCT
bjmsr-2243	136	12	fuller	full	ADJ
bjmsr-2243	136	13	and	and	CCONJ
bjmsr-2243	136	14	phillips	phillips	PROPN
bjmsr-2243	136	15	-	-	PUNCT
bjmsr-2243	136	16	perron	perron	PROPN
bjmsr-2243	136	17	tests	test	NOUN
bjmsr-2243	136	18	.	.	PUNCT
bjmsr-2243	137	1	descriptive	descriptive	ADJ
bjmsr-2243	137	2	statistics	statistic	NOUN
bjmsr-2243	137	3	have	have	AUX
bjmsr-2243	137	4	been	be	AUX
bjmsr-2243	137	5	used	use	VERB
bjmsr-2243	137	6	to	to	PART
bjmsr-2243	137	7	explain	explain	VERB
bjmsr-2243	137	8	the	the	DET
bjmsr-2243	137	9	characteristics	characteristic	NOUN
bjmsr-2243	137	10	of	of	ADP
bjmsr-2243	137	11	the	the	DET
bjmsr-2243	137	12	variables	variable	NOUN
bjmsr-2243	137	13	.	.	PUNCT
bjmsr-2243	138	1	finally	finally	ADV
bjmsr-2243	138	2	,	,	PUNCT
bjmsr-2243	138	3	the	the	DET
bjmsr-2243	138	4	garch	garch	NOUN
bjmsr-2243	138	5	models	model	NOUN
bjmsr-2243	138	6	,	,	PUNCT
bjmsr-2243	138	7	as	as	SCONJ
bjmsr-2243	138	8	proposed	propose	VERB
bjmsr-2243	138	9	by	by	ADP
bjmsr-2243	138	10	bollerslev	bollerslev	ADJ
bjmsr-2243	138	11	(	(	PUNCT
bjmsr-2243	138	12	1986	1986	NUM
bjmsr-2243	138	13	)	)	PUNCT
bjmsr-2243	138	14	and	and	CCONJ
bjmsr-2243	138	15	ding	ding	NOUN
bjmsr-2243	138	16	,	,	PUNCT
bjmsr-2243	138	17	granger	granger	PROPN
bjmsr-2243	138	18	,	,	PUNCT
bjmsr-2243	138	19	and	and	CCONJ
bjmsr-2243	138	20	engle	engle	PROPN
bjmsr-2243	138	21	(	(	PUNCT
bjmsr-2243	138	22	1993	1993	NUM
bjmsr-2243	138	23	)	)	PUNCT
bjmsr-2243	138	24	,	,	PUNCT
bjmsr-2243	138	25	nelson	nelson	PROPN
bjmsr-2243	138	26	(	(	PUNCT
bjmsr-2243	138	27	1991	1991	NUM
bjmsr-2243	138	28	)	)	PUNCT
bjmsr-2243	138	29	and	and	CCONJ
bjmsr-2243	138	30	zakoĭan	zakoĭan	PROPN
bjmsr-2243	138	31	(	(	PUNCT
bjmsr-2243	138	32	1994	1994	NUM
bjmsr-2243	138	33	)	)	PUNCT
bjmsr-2243	138	34	,	,	PUNCT
bjmsr-2243	138	35	have	have	AUX
bjmsr-2243	138	36	been	be	AUX
bjmsr-2243	138	37	used	use	VERB
bjmsr-2243	138	38	to	to	PART
bjmsr-2243	138	39	capture	capture	VERB
bjmsr-2243	138	40	the	the	DET
bjmsr-2243	138	41	day	day	NOUN
bjmsr-2243	138	42	effects	effect	NOUN
bjmsr-2243	138	43	on	on	ADP
bjmsr-2243	138	44	the	the	DET
bjmsr-2243	138	45	stock	stock	NOUN
bjmsr-2243	138	46	return	return	NOUN
bjmsr-2243	138	47	and	and	CCONJ
bjmsr-2243	138	48	volatility	volatility	NOUN
bjmsr-2243	138	49	.	.	PUNCT
bjmsr-2243	139	1	the	the	DET
bjmsr-2243	139	2	day	day	NOUN
bjmsr-2243	139	3	-	-	PUNCT
bjmsr-2243	139	4	of	of	ADP
bjmsr-2243	139	5	-	-	PUNCT
bjmsr-2243	139	6	the	the	DET
bjmsr-2243	139	7	-	-	PUNCT
bjmsr-2243	139	8	week	week	NOUN
bjmsr-2243	139	9	effect	effect	NOUN
bjmsr-2243	139	10	indicates	indicate	VERB
bjmsr-2243	139	11	that	that	SCONJ
bjmsr-2243	139	12	some	some	DET
bjmsr-2243	139	13	days	day	NOUN
bjmsr-2243	139	14	of	of	ADP
bjmsr-2243	139	15	the	the	DET
bjmsr-2243	139	16	week	week	NOUN
bjmsr-2243	139	17	have	have	VERB
bjmsr-2243	139	18	abnormally	abnormally	ADV
bjmsr-2243	139	19	higher	high	ADJ
bjmsr-2243	139	20	returns	return	NOUN
bjmsr-2243	139	21	than	than	ADP
bjmsr-2243	139	22	the	the	DET
bjmsr-2243	139	23	other	other	ADJ
bjmsr-2243	139	24	days	day	NOUN
bjmsr-2243	139	25	.	.	PUNCT
bjmsr-2243	140	1	the	the	DET
bjmsr-2243	140	2	present	present	ADJ
bjmsr-2243	140	3	study	study	NOUN
bjmsr-2243	140	4	attempts	attempt	VERB
bjmsr-2243	140	5	to	to	PART
bjmsr-2243	140	6	estimate	estimate	VERB
bjmsr-2243	140	7	the	the	DET
bjmsr-2243	140	8	conditional	conditional	ADJ
bjmsr-2243	140	9	volatility	volatility	NOUN
bjmsr-2243	140	10	in	in	ADP
bjmsr-2243	140	11	the	the	DET
bjmsr-2243	140	12	presence	presence	NOUN
bjmsr-2243	140	13	of	of	ADP
bjmsr-2243	140	14	the	the	DET
bjmsr-2243	140	15	day	day	NOUN
bjmsr-2243	140	16	-	-	PUNCT
bjmsr-2243	140	17	of	of	ADP
bjmsr-2243	140	18	-	-	PUNCT
bjmsr-2243	140	19	the	the	DET
bjmsr-2243	140	20	-	-	PUNCT
bjmsr-2243	140	21	week	week	NOUN
bjmsr-2243	140	22	effect	effect	NOUN
bjmsr-2243	140	23	and	and	CCONJ
bjmsr-2243	140	24	to	to	PART
bjmsr-2243	140	25	find	find	VERB
bjmsr-2243	140	26	a	a	DET
bjmsr-2243	140	27	suitable	suitable	ADJ
bjmsr-2243	140	28	model	model	NOUN
bjmsr-2243	140	29	for	for	ADP
bjmsr-2243	140	30	strategy	strategy	NOUN
bjmsr-2243	140	31	building	building	NOUN
bjmsr-2243	140	32	.	.	PUNCT
bjmsr-2243	141	1	for	for	ADP
bjmsr-2243	141	2	this	this	DET
bjmsr-2243	141	3	purpose	purpose	NOUN
bjmsr-2243	141	4	,	,	PUNCT
bjmsr-2243	141	5	the	the	DET
bjmsr-2243	141	6	following	follow	VERB
bjmsr-2243	141	7	equations	equation	NOUN
bjmsr-2243	141	8	have	have	AUX
bjmsr-2243	141	9	been	be	AUX
bjmsr-2243	141	10	considered	consider	VERB
bjmsr-2243	141	11	for	for	ADP
bjmsr-2243	141	12	the	the	DET
bjmsr-2243	141	13	estimation	estimation	NOUN
bjmsr-2243	141	14	.	.	PUNCT
bjmsr-2243	142	1	mean	mean	ADJ
bjmsr-2243	142	2	equation	equation	NOUN
bjmsr-2243	142	3			X
bjmsr-2243	142	4			PUNCT
bjmsr-2243	142	5			NOUN
bjmsr-2243	142	6	ttttt	ttttt	NOUN
bjmsr-2243	142	7	rdr	rdr	NOUN
bjmsr-2243	142	8			X
bjmsr-2243	142	9	1	1	NUM
bjmsr-2243	142	10	(	(	PUNCT
bjmsr-2243	142	11	1	1	NUM
bjmsr-2243	142	12	)	)	PUNCT
bjmsr-2243	142	13	where	where	SCONJ
bjmsr-2243	142	14	,	,	PUNCT
bjmsr-2243	142	15	rt	rt	PROPN
bjmsr-2243	142	16	is	be	AUX
bjmsr-2243	142	17	the	the	DET
bjmsr-2243	142	18	return	return	NOUN
bjmsr-2243	142	19	at	at	ADP
bjmsr-2243	142	20	time	time	NOUN
bjmsr-2243	142	21	t	t	PROPN
bjmsr-2243	142	22	and	and	CCONJ
bjmsr-2243	142	23	rt-1	rt-1	ADV
bjmsr-2243	142	24	is	be	AUX
bjmsr-2243	142	25	the	the	DET
bjmsr-2243	142	26	one	one	NUM
bjmsr-2243	142	27	period	period	NOUN
bjmsr-2243	142	28	lagged	lag	VERB
bjmsr-2243	142	29	return	return	NOUN
bjmsr-2243	142	30	.	.	PUNCT
bjmsr-2243	143	1	dt	dt	PUNCT
bjmsr-2243	143	2	is	be	AUX
bjmsr-2243	143	3	the	the	DET
bjmsr-2243	143	4	days	day	NOUN
bjmsr-2243	143	5	of	of	ADP
bjmsr-2243	143	6	the	the	DET
bjmsr-2243	143	7	week	week	NOUN
bjmsr-2243	143	8	starting	start	VERB
bjmsr-2243	143	9	from	from	ADP
bjmsr-2243	143	10	monday	monday	PROPN
bjmsr-2243	143	11	to	to	ADP
bjmsr-2243	143	12	friday	friday	PROPN
bjmsr-2243	143	13	.	.	PUNCT
bjmsr-2243	144	1	variance	variance	NOUN
bjmsr-2243	144	2	equation	equation	NOUN
bjmsr-2243	144	3	garch	garch	NOUN
bjmsr-2243	144	4	model	model	NOUN
bjmsr-2243	144	5	ℎ𝑡	ℎ𝑡	NOUN
bjmsr-2243	144	6	=	=	PUNCT
bjmsr-2243	144	7	𝜔	𝜔	PROPN
bjmsr-2243	144	8	+	+	PROPN
bjmsr-2243	144	9	∑	∑	PROPN
bjmsr-2243	144	10	𝛼𝑖ɛ𝑡−𝑖	𝛼𝑖ɛ𝑡−𝑖	PROPN
bjmsr-2243	144	11	2	2	NUM
bjmsr-2243	144	12	𝑝	𝑝	NOUN
bjmsr-2243	144	13	𝑖=1	𝑖=1	PROPN
bjmsr-2243	145	1	+	+	CCONJ
bjmsr-2243	145	2	∑	∑	PUNCT
bjmsr-2243	145	3	𝛽𝑗ℎ𝑡−𝑗	𝛽𝑗ℎ𝑡−𝑗	VERB
bjmsr-2243	145	4	𝑞	𝑞	X
bjmsr-2243	145	5	𝑗=1	𝑗=1	PROPN
bjmsr-2243	145	6	(	(	PUNCT
bjmsr-2243	145	7	2	2	NUM
bjmsr-2243	145	8	)	)	PUNCT
bjmsr-2243	145	9	where	where	SCONJ
bjmsr-2243	145	10	,	,	PUNCT
bjmsr-2243	145	11	ht	ht	PROPN
bjmsr-2243	145	12	is	be	AUX
bjmsr-2243	145	13	the	the	DET
bjmsr-2243	145	14	conditional	conditional	ADJ
bjmsr-2243	145	15	variance	variance	NOUN
bjmsr-2243	145	16	.	.	PUNCT
bjmsr-2243	146	1	ɛt	ɛt	PROPN
bjmsr-2243	146	2	is	be	AUX
bjmsr-2243	146	3	the	the	DET
bjmsr-2243	146	4	squared	square	VERB
bjmsr-2243	146	5	residuals	residual	NOUN
bjmsr-2243	146	6	.	.	PUNCT
bjmsr-2243	147	1	acharya	acharya	PROPN
bjmsr-2243	147	2	et	et	PROPN
bjmsr-2243	147	3	al	al	PROPN
bjmsr-2243	147	4	.	.	PROPN
bjmsr-2243	147	5	,	,	PUNCT
bjmsr-2243	147	6	bangladesh	bangladesh	PROPN
bjmsr-2243	147	7	journal	journal	NOUN
bjmsr-2243	147	8	of	of	ADP
bjmsr-2243	147	9	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	147	10	scientific	scientific	ADJ
bjmsr-2243	147	11	research	research	NOUN
bjmsr-2243	147	12	9(4	9(4	NOUN
bjmsr-2243	147	13	)	)	PUNCT
bjmsr-2243	147	14	(	(	PUNCT
bjmsr-2243	147	15	2024	2024	NUM
bjmsr-2243	147	16	)	)	PUNCT
bjmsr-2243	147	17	,	,	PUNCT
bjmsr-2243	147	18	16	16	NUM
bjmsr-2243	147	19	-	-	SYM
bjmsr-2243	147	20	24	24	NUM
bjmsr-2243	147	21	19	19	NUM
bjmsr-2243	147	22	egarch	egarch	NOUN
bjmsr-2243	147	23	model	model	NOUN
bjmsr-2243	147	24	log(ht	log(ht	X
bjmsr-2243	147	25	)	)	PUNCT
bjmsr-2243	148	1	=	=	SYM
bjmsr-2243	148	2	ω	ω	NOUN
bjmsr-2243	148	3	+	+	NUM
bjmsr-2243	148	4	∑αj|	∑αj|	X
bjmsr-2243	148	5	ɛt−j	ɛt−j	NOUN
bjmsr-2243	148	6	√ht−j	√ht−j	NUM
bjmsr-2243	148	7	q	q	NOUN
bjmsr-2243	148	8	j=1	j=1	NOUN
bjmsr-2243	149	1	|	|	ADV
bjmsr-2243	150	1	+	+	CCONJ
bjmsr-2243	150	2	∑	∑	PUNCT
bjmsr-2243	150	3	γ	γ	X
bjmsr-2243	150	4	j	j	PROPN
bjmsr-2243	150	5	ɛt−j	ɛt−j	PROPN
bjmsr-2243	150	6	√ht−j	√ht−j	PUNCT
bjmsr-2243	150	7	q	q	PUNCT
bjmsr-2243	150	8	j=1	j=1	PROPN
bjmsr-2243	151	1	+	+	PROPN
bjmsr-2243	151	2	∑β	∑β	PROPN
bjmsr-2243	151	3	i	i	PROPN
bjmsr-2243	151	4	log(ht−i	log(ht−i	PROPN
bjmsr-2243	151	5	)	)	PUNCT
bjmsr-2243	152	1	p	p	X
bjmsr-2243	152	2	i=1	i=1	PROPN
bjmsr-2243	152	3	(	(	PUNCT
bjmsr-2243	152	4	3	3	X
bjmsr-2243	152	5	)	)	PUNCT
bjmsr-2243	152	6	the	the	DET
bjmsr-2243	152	7	leverage	leverage	NOUN
bjmsr-2243	152	8	impact	impact	NOUN
bjmsr-2243	152	9	is	be	AUX
bjmsr-2243	152	10	exponential	exponential	ADJ
bjmsr-2243	152	11	because	because	SCONJ
bjmsr-2243	152	12	the	the	DET
bjmsr-2243	152	13	conditional	conditional	ADJ
bjmsr-2243	152	14	variance	variance	NOUN
bjmsr-2243	152	15	is	be	AUX
bjmsr-2243	152	16	in	in	ADP
bjmsr-2243	152	17	log	log	NOUN
bjmsr-2243	152	18	form	form	NOUN
bjmsr-2243	152	19	in	in	ADP
bjmsr-2243	152	20	the	the	DET
bjmsr-2243	152	21	above	above	ADJ
bjmsr-2243	152	22	equation	equation	NOUN
bjmsr-2243	152	23	instead	instead	ADV
bjmsr-2243	152	24	of	of	ADP
bjmsr-2243	152	25	quadratic	quadratic	NOUN
bjmsr-2243	152	26	.	.	PUNCT
bjmsr-2243	153	1	the	the	DET
bjmsr-2243	153	2	conditional	conditional	ADJ
bjmsr-2243	153	3	variance	variance	NOUN
bjmsr-2243	153	4	is	be	AUX
bjmsr-2243	153	5	,	,	PUNCT
bjmsr-2243	153	6	therefore	therefore	ADV
bjmsr-2243	153	7	,	,	PUNCT
bjmsr-2243	153	8	more	more	ADV
bjmsr-2243	153	9	significant	significant	ADJ
bjmsr-2243	153	10	than	than	ADP
bjmsr-2243	153	11	zero	zero	NUM
bjmsr-2243	153	12	.	.	PUNCT
bjmsr-2243	154	1	in	in	ADP
bjmsr-2243	154	2	this	this	DET
bjmsr-2243	154	3	case	case	NOUN
bjmsr-2243	154	4	,	,	PUNCT
bjmsr-2243	154	5	γj	γj	PROPN
bjmsr-2243	154	6	is	be	AUX
bjmsr-2243	154	7	considered	consider	VERB
bjmsr-2243	154	8	as	as	SCONJ
bjmsr-2243	154	9	the	the	DET
bjmsr-2243	154	10	leverage	leverage	NOUN
bjmsr-2243	154	11	feature	feature	NOUN
bjmsr-2243	154	12	in	in	ADP
bjmsr-2243	154	13	the	the	DET
bjmsr-2243	154	14	equation	equation	NOUN
bjmsr-2243	154	15	,	,	PUNCT
bjmsr-2243	154	16	and	and	CCONJ
bjmsr-2243	154	17	if	if	SCONJ
bjmsr-2243	154	18	γ1	γ1	NOUN
bjmsr-2243	154	19	=	=	SYM
bjmsr-2243	154	20	γ2	γ2	PROPN
bjmsr-2243	155	1	=	=	PROPN
bjmsr-2243	155	2	...........	...........	PUNCT
bjmsr-2243	155	3	=	=	SYM
bjmsr-2243	155	4	0	0	PROPN
bjmsr-2243	155	5	,	,	PUNCT
bjmsr-2243	155	6	the	the	DET
bjmsr-2243	155	7	equation	equation	NOUN
bjmsr-2243	155	8	becomes	become	VERB
bjmsr-2243	155	9	symmetric	symmetric	ADJ
bjmsr-2243	155	10	.	.	PUNCT
bjmsr-2243	156	1	when	when	SCONJ
bjmsr-2243	156	2	γj	γj	ADP
bjmsr-2243	156	3	<	<	X
bjmsr-2243	156	4	0	0	NUM
bjmsr-2243	156	5	,	,	PUNCT
bjmsr-2243	156	6	it	it	PRON
bjmsr-2243	156	7	can	can	AUX
bjmsr-2243	156	8	be	be	AUX
bjmsr-2243	156	9	said	say	VERB
bjmsr-2243	156	10	that	that	SCONJ
bjmsr-2243	156	11	good	good	PROPN
bjmsr-2243	156	12	news	news	NOUN
bjmsr-2243	156	13	causes	cause	VERB
bjmsr-2243	156	14	less	less	ADJ
bjmsr-2243	156	15	volatility	volatility	NOUN
bjmsr-2243	156	16	than	than	ADP
bjmsr-2243	156	17	bad	bad	ADJ
bjmsr-2243	156	18	news	news	NOUN
bjmsr-2243	156	19	.	.	PUNCT
bjmsr-2243	157	1	tgarch	tgarch	PROPN
bjmsr-2243	157	2	model	model	PROPN
bjmsr-2243	157	3	ℎ𝑡	ℎ𝑡	NOUN
bjmsr-2243	157	4	=	=	PUNCT
bjmsr-2243	157	5	𝜔	𝜔	PROPN
bjmsr-2243	157	6	+	+	PROPN
bjmsr-2243	157	7	∑	∑	PROPN
bjmsr-2243	157	8	𝛼𝑖ɛ𝑡−𝑖	𝛼𝑖ɛ𝑡−𝑖	PROPN
bjmsr-2243	157	9	2	2	NUM
bjmsr-2243	157	10	𝑝	𝑝	NOUN
bjmsr-2243	157	11	𝑖=1	𝑖=1	PROPN
bjmsr-2243	158	1	+	+	CCONJ
bjmsr-2243	158	2	∑	∑	PROPN
bjmsr-2243	158	3	𝛾𝑖ɛ𝑡−𝑖	𝛾𝑖ɛ𝑡−𝑖	PROPN
bjmsr-2243	158	4	2	2	NUM
bjmsr-2243	158	5	𝑑𝑡−𝑖	𝑑𝑡−𝑖	PROPN
bjmsr-2243	158	6	𝑝	𝑝	PROPN
bjmsr-2243	158	7	𝑖=1	𝑖=1	PROPN
bjmsr-2243	158	8	+	+	CCONJ
bjmsr-2243	158	9	∑	∑	PUNCT
bjmsr-2243	158	10	𝛽𝑗ℎ𝑡−𝑗	𝛽𝑗ℎ𝑡−𝑗	VERB
bjmsr-2243	158	11	𝑞	𝑞	X
bjmsr-2243	158	12	𝑗=1	𝑗=1	PROPN
bjmsr-2243	158	13	(	(	PUNCT
bjmsr-2243	158	14	4	4	X
bjmsr-2243	158	15	)	)	PUNCT
bjmsr-2243	158	16	here	here	ADV
bjmsr-2243	158	17	,	,	PUNCT
bjmsr-2243	158	18	it	it	PRON
bjmsr-2243	158	19	is	be	AUX
bjmsr-2243	158	20	a	a	DET
bjmsr-2243	158	21	dummy	dummy	ADJ
bjmsr-2243	158	22	variable	variable	NOUN
bjmsr-2243	158	23	that	that	PRON
bjmsr-2243	158	24	takes	take	VERB
bjmsr-2243	158	25	the	the	DET
bjmsr-2243	158	26	value	value	NOUN
bjmsr-2243	158	27	1	1	NUM
bjmsr-2243	158	28	if	if	SCONJ
bjmsr-2243	158	29	ɛt	ɛt	PROPN
bjmsr-2243	158	30	is	be	AUX
bjmsr-2243	158	31	less	less	ADJ
bjmsr-2243	158	32	than	than	ADP
bjmsr-2243	158	33	0	0	NUM
bjmsr-2243	158	34	;	;	PUNCT
bjmsr-2243	158	35	otherwise	otherwise	ADV
bjmsr-2243	158	36	,	,	PUNCT
bjmsr-2243	158	37	it	it	PRON
bjmsr-2243	158	38	is	be	AUX
bjmsr-2243	158	39	0	0	NUM
bjmsr-2243	158	40	.	.	PUNCT
bjmsr-2243	159	1	coefficientγi	coefficientγi	PROPN
bjmsr-2243	159	2	is	be	AUX
bjmsr-2243	159	3	a	a	DET
bjmsr-2243	159	4	leverage	leverage	NOUN
bjmsr-2243	159	5	parameter	parameter	NOUN
bjmsr-2243	159	6	that	that	PRON
bjmsr-2243	159	7	captures	capture	VERB
bjmsr-2243	159	8	the	the	DET
bjmsr-2243	159	9	effect	effect	NOUN
bjmsr-2243	159	10	of	of	ADP
bjmsr-2243	159	11	bad	bad	ADJ
bjmsr-2243	159	12	and	and	CCONJ
bjmsr-2243	159	13	good	good	ADJ
bjmsr-2243	159	14	news	news	NOUN
bjmsr-2243	159	15	on	on	ADP
bjmsr-2243	159	16	the	the	DET
bjmsr-2243	159	17	volatility	volatility	NOUN
bjmsr-2243	159	18	.	.	PUNCT
bjmsr-2243	160	1	when	when	SCONJ
bjmsr-2243	160	2	the	the	DET
bjmsr-2243	160	3	coefficient	coefficient	NOUN
bjmsr-2243	160	4	γi	γi	INTJ
bjmsr-2243	160	5	is	be	AUX
bjmsr-2243	160	6	greater	great	ADJ
bjmsr-2243	160	7	than	than	ADP
bjmsr-2243	160	8	zero	zero	NUM
bjmsr-2243	160	9	,	,	PUNCT
bjmsr-2243	160	10	it	it	PRON
bjmsr-2243	160	11	means	mean	VERB
bjmsr-2243	160	12	that	that	SCONJ
bjmsr-2243	160	13	bad	bad	ADJ
bjmsr-2243	160	14	news	news	NOUN
bjmsr-2243	160	15	is	be	AUX
bjmsr-2243	160	16	mostly	mostly	ADV
bjmsr-2243	160	17	responsible	responsible	ADJ
bjmsr-2243	160	18	for	for	ADP
bjmsr-2243	160	19	raising	raise	VERB
bjmsr-2243	160	20	volatility	volatility	NOUN
bjmsr-2243	160	21	.	.	PUNCT
bjmsr-2243	161	1	in	in	ADP
bjmsr-2243	161	2	order	order	NOUN
bjmsr-2243	161	3	to	to	PART
bjmsr-2243	161	4	fulfil	fulfil	VERB
bjmsr-2243	161	5	the	the	DET
bjmsr-2243	161	6	above	above	ADJ
bjmsr-2243	161	7	research	research	NOUN
bjmsr-2243	161	8	objectives	objective	NOUN
bjmsr-2243	161	9	,	,	PUNCT
bjmsr-2243	161	10	the	the	DET
bjmsr-2243	161	11	study	study	NOUN
bjmsr-2243	161	12	uses	use	VERB
bjmsr-2243	161	13	several	several	ADJ
bjmsr-2243	161	14	statistical	statistical	ADJ
bjmsr-2243	161	15	and	and	CCONJ
bjmsr-2243	161	16	econometric	econometric	ADJ
bjmsr-2243	161	17	tests	test	NOUN
bjmsr-2243	161	18	to	to	PART
bjmsr-2243	161	19	analyze	analyze	VERB
bjmsr-2243	161	20	the	the	DET
bjmsr-2243	161	21	data	datum	NOUN
bjmsr-2243	161	22	.	.	PUNCT
bjmsr-2243	162	1	in	in	ADP
bjmsr-2243	162	2	the	the	DET
bjmsr-2243	162	3	first	first	ADJ
bjmsr-2243	162	4	step	step	NOUN
bjmsr-2243	162	5	,	,	PUNCT
bjmsr-2243	162	6	descriptive	descriptive	ADJ
bjmsr-2243	162	7	statistics	statistic	NOUN
bjmsr-2243	162	8	were	be	AUX
bjmsr-2243	162	9	performed	perform	VERB
bjmsr-2243	162	10	to	to	PART
bjmsr-2243	162	11	determine	determine	VERB
bjmsr-2243	162	12	the	the	DET
bjmsr-2243	162	13	nature	nature	NOUN
bjmsr-2243	162	14	and	and	CCONJ
bjmsr-2243	162	15	characteristics	characteristic	NOUN
bjmsr-2243	162	16	of	of	ADP
bjmsr-2243	162	17	the	the	DET
bjmsr-2243	162	18	variables	variable	NOUN
bjmsr-2243	162	19	.	.	PUNCT
bjmsr-2243	163	1	the	the	DET
bjmsr-2243	163	2	mean	mean	ADJ
bjmsr-2243	163	3	,	,	PUNCT
bjmsr-2243	163	4	median	median	ADJ
bjmsr-2243	163	5	,	,	PUNCT
bjmsr-2243	163	6	standard	standard	ADJ
bjmsr-2243	163	7	deviation	deviation	NOUN
bjmsr-2243	163	8	,	,	PUNCT
bjmsr-2243	163	9	skewness	skewness	NOUN
bjmsr-2243	163	10	,	,	PUNCT
bjmsr-2243	163	11	kurtosis	kurtosis	NOUN
bjmsr-2243	163	12	,	,	PUNCT
bjmsr-2243	163	13	jarque	jarque	NOUN
bjmsr-2243	163	14	-	-	PUNCT
bjmsr-2243	163	15	bera	bera	NOUN
bjmsr-2243	163	16	test	test	NOUN
bjmsr-2243	163	17	statistics	statistic	NOUN
bjmsr-2243	163	18	,	,	PUNCT
bjmsr-2243	163	19	etc	etc	X
bjmsr-2243	163	20	.	.	X
bjmsr-2243	163	21	,	,	PUNCT
bjmsr-2243	163	22	are	be	AUX
bjmsr-2243	163	23	calculated	calculate	VERB
bjmsr-2243	163	24	in	in	ADP
bjmsr-2243	163	25	this	this	DET
bjmsr-2243	163	26	regard	regard	NOUN
bjmsr-2243	163	27	.	.	PUNCT
bjmsr-2243	164	1	as	as	ADP
bjmsr-2243	164	2	a	a	DET
bjmsr-2243	164	3	time	time	NOUN
bjmsr-2243	164	4	series	series	NOUN
bjmsr-2243	164	5	analysis	analysis	NOUN
bjmsr-2243	164	6	,	,	PUNCT
bjmsr-2243	164	7	an	an	DET
bjmsr-2243	164	8	attempt	attempt	NOUN
bjmsr-2243	164	9	has	have	AUX
bjmsr-2243	164	10	been	be	AUX
bjmsr-2243	164	11	made	make	VERB
bjmsr-2243	164	12	to	to	PART
bjmsr-2243	164	13	test	test	VERB
bjmsr-2243	164	14	the	the	DET
bjmsr-2243	164	15	stationarity	stationarity	NOUN
bjmsr-2243	164	16	for	for	ADP
bjmsr-2243	164	17	drawing	draw	VERB
bjmsr-2243	164	18	meaningful	meaningful	ADJ
bjmsr-2243	164	19	inferences	inference	NOUN
bjmsr-2243	164	20	.	.	PUNCT
bjmsr-2243	165	1	once	once	SCONJ
bjmsr-2243	165	2	the	the	DET
bjmsr-2243	165	3	data	datum	NOUN
bjmsr-2243	165	4	passed	pass	VERB
bjmsr-2243	165	5	the	the	DET
bjmsr-2243	165	6	tests	test	NOUN
bjmsr-2243	165	7	,	,	PUNCT
bjmsr-2243	165	8	the	the	DET
bjmsr-2243	165	9	next	next	ADJ
bjmsr-2243	165	10	step	step	NOUN
bjmsr-2243	165	11	is	be	AUX
bjmsr-2243	165	12	to	to	PART
bjmsr-2243	165	13	estimate	estimate	VERB
bjmsr-2243	165	14	the	the	DET
bjmsr-2243	165	15	proposed	propose	VERB
bjmsr-2243	165	16	regression	regression	NOUN
bjmsr-2243	165	17	equations	equation	NOUN
bjmsr-2243	165	18	.	.	PUNCT
bjmsr-2243	166	1	results	result	NOUN
bjmsr-2243	166	2	descriptive	descriptive	ADJ
bjmsr-2243	166	3	statistics	statistic	NOUN
bjmsr-2243	166	4	for	for	ADP
bjmsr-2243	166	5	sensex	sensex	NOUN
bjmsr-2243	166	6	and	and	CCONJ
bjmsr-2243	166	7	nifty	nifty	ADJ
bjmsr-2243	166	8	returns	return	NOUN
bjmsr-2243	166	9	,	,	PUNCT
bjmsr-2243	166	10	along	along	ADP
bjmsr-2243	166	11	with	with	ADP
bjmsr-2243	166	12	day	day	NOUN
bjmsr-2243	166	13	-	-	PUNCT
bjmsr-2243	166	14	wise	wise	ADJ
bjmsr-2243	166	15	returns	return	NOUN
bjmsr-2243	166	16	from	from	ADP
bjmsr-2243	166	17	2015	2015	NUM
bjmsr-2243	166	18	-	-	SYM
bjmsr-2243	166	19	16	16	NUM
bjmsr-2243	166	20	to	to	ADP
bjmsr-2243	166	21	2019	2019	NUM
bjmsr-2243	166	22	-	-	SYM
bjmsr-2243	166	23	20	20	NUM
bjmsr-2243	166	24	,	,	PUNCT
bjmsr-2243	166	25	have	have	AUX
bjmsr-2243	166	26	been	be	AUX
bjmsr-2243	166	27	displayed	display	VERB
bjmsr-2243	166	28	in	in	ADP
bjmsr-2243	166	29	table	table	NOUN
bjmsr-2243	166	30	1	1	NUM
bjmsr-2243	166	31	.	.	PUNCT
bjmsr-2243	167	1	the	the	DET
bjmsr-2243	167	2	mean	mean	ADJ
bjmsr-2243	167	3	returns	return	NOUN
bjmsr-2243	167	4	of	of	ADP
bjmsr-2243	167	5	the	the	DET
bjmsr-2243	167	6	sensex	sensex	NOUN
bjmsr-2243	167	7	series	series	PROPN
bjmsr-2243	167	8	are	be	AUX
bjmsr-2243	167	9	positive	positive	ADJ
bjmsr-2243	167	10	for	for	ADP
bjmsr-2243	167	11	all	all	DET
bjmsr-2243	167	12	the	the	DET
bjmsr-2243	167	13	trading	trading	NOUN
bjmsr-2243	167	14	days	day	NOUN
bjmsr-2243	167	15	except	except	SCONJ
bjmsr-2243	167	16	monday	monday	PROPN
bjmsr-2243	167	17	.	.	PUNCT
bjmsr-2243	168	1	the	the	DET
bjmsr-2243	168	2	mean	mean	ADJ
bjmsr-2243	168	3	return	return	NOUN
bjmsr-2243	168	4	of	of	ADP
bjmsr-2243	168	5	tuesday	tuesday	PROPN
bjmsr-2243	168	6	is	be	AUX
bjmsr-2243	168	7	higher	high	ADJ
bjmsr-2243	168	8	,	,	PUNCT
bjmsr-2243	168	9	and	and	CCONJ
bjmsr-2243	168	10	thursday	thursday	PROPN
bjmsr-2243	168	11	's	's	PART
bjmsr-2243	168	12	return	return	NOUN
bjmsr-2243	168	13	is	be	AUX
bjmsr-2243	168	14	lower	low	ADJ
bjmsr-2243	168	15	among	among	ADP
bjmsr-2243	168	16	all	all	DET
bjmsr-2243	168	17	the	the	DET
bjmsr-2243	168	18	days	day	NOUN
bjmsr-2243	168	19	of	of	ADP
bjmsr-2243	168	20	the	the	DET
bjmsr-2243	168	21	week	week	NOUN
bjmsr-2243	168	22	.	.	PUNCT
bjmsr-2243	169	1	the	the	DET
bjmsr-2243	169	2	highest	high	ADJ
bjmsr-2243	169	3	volatility	volatility	NOUN
bjmsr-2243	169	4	,	,	PUNCT
bjmsr-2243	169	5	represented	represent	VERB
bjmsr-2243	169	6	by	by	ADP
bjmsr-2243	169	7	standard	standard	ADJ
bjmsr-2243	169	8	deviation	deviation	NOUN
bjmsr-2243	169	9	,	,	PUNCT
bjmsr-2243	169	10	has	have	AUX
bjmsr-2243	169	11	been	be	AUX
bjmsr-2243	169	12	noticed	notice	VERB
bjmsr-2243	169	13	on	on	ADP
bjmsr-2243	169	14	monday	monday	PROPN
bjmsr-2243	169	15	and	and	CCONJ
bjmsr-2243	169	16	the	the	DET
bjmsr-2243	169	17	lowest	low	ADJ
bjmsr-2243	169	18	on	on	ADP
bjmsr-2243	169	19	tuesday	tuesday	PROPN
bjmsr-2243	169	20	.	.	PUNCT
bjmsr-2243	170	1	from	from	ADP
bjmsr-2243	170	2	the	the	DET
bjmsr-2243	170	3	skewness	skewness	NOUN
bjmsr-2243	170	4	,	,	PUNCT
bjmsr-2243	170	5	kurtosis	kurtosis	NOUN
bjmsr-2243	170	6	and	and	CCONJ
bjmsr-2243	170	7	jarquebera	jarquebera	NOUN
bjmsr-2243	170	8	test	test	NOUN
bjmsr-2243	170	9	,	,	PUNCT
bjmsr-2243	170	10	it	it	PRON
bjmsr-2243	170	11	has	have	AUX
bjmsr-2243	170	12	been	be	AUX
bjmsr-2243	170	13	confirmed	confirm	VERB
bjmsr-2243	170	14	that	that	SCONJ
bjmsr-2243	170	15	the	the	DET
bjmsr-2243	170	16	day	day	NOUN
bjmsr-2243	170	17	series	series	NOUN
bjmsr-2243	170	18	of	of	ADP
bjmsr-2243	170	19	the	the	DET
bjmsr-2243	170	20	sensex	sensex	NOUN
bjmsr-2243	170	21	is	be	AUX
bjmsr-2243	170	22	not	not	PART
bjmsr-2243	170	23	normally	normally	ADV
bjmsr-2243	170	24	distributed	distribute	VERB
bjmsr-2243	170	25	.	.	PUNCT
bjmsr-2243	171	1	now	now	ADV
bjmsr-2243	171	2	,	,	PUNCT
bjmsr-2243	171	3	looking	look	VERB
bjmsr-2243	171	4	at	at	ADP
bjmsr-2243	171	5	the	the	DET
bjmsr-2243	171	6	results	result	NOUN
bjmsr-2243	171	7	of	of	ADP
bjmsr-2243	171	8	nifty	nifty	ADJ
bjmsr-2243	171	9	,	,	PUNCT
bjmsr-2243	171	10	monday	monday	PROPN
bjmsr-2243	171	11	and	and	CCONJ
bjmsr-2243	171	12	thursday	thursday	PROPN
bjmsr-2243	171	13	are	be	AUX
bjmsr-2243	171	14	observed	observe	VERB
bjmsr-2243	171	15	as	as	ADP
bjmsr-2243	171	16	the	the	DET
bjmsr-2243	171	17	days	day	NOUN
bjmsr-2243	171	18	of	of	ADP
bjmsr-2243	171	19	negative	negative	ADJ
bjmsr-2243	171	20	returns	return	NOUN
bjmsr-2243	171	21	.	.	PUNCT
bjmsr-2243	172	1	like	like	ADP
bjmsr-2243	172	2	sensex	sensex	PROPN
bjmsr-2243	172	3	,	,	PUNCT
bjmsr-2243	172	4	tuesday	tuesday	PROPN
bjmsr-2243	172	5	shows	show	VERB
bjmsr-2243	172	6	the	the	DET
bjmsr-2243	172	7	highest	high	ADJ
bjmsr-2243	172	8	daily	daily	ADJ
bjmsr-2243	172	9	return	return	NOUN
bjmsr-2243	172	10	in	in	ADP
bjmsr-2243	172	11	a	a	DET
bjmsr-2243	172	12	week	week	NOUN
bjmsr-2243	172	13	during	during	ADP
bjmsr-2243	172	14	the	the	DET
bjmsr-2243	172	15	study	study	NOUN
bjmsr-2243	172	16	period	period	NOUN
bjmsr-2243	172	17	.	.	PUNCT
bjmsr-2243	173	1	in	in	ADP
bjmsr-2243	173	2	line	line	NOUN
bjmsr-2243	173	3	with	with	ADP
bjmsr-2243	173	4	the	the	DET
bjmsr-2243	173	5	study	study	NOUN
bjmsr-2243	173	6	of	of	ADP
bjmsr-2243	173	7	berument	berument	NOUN
bjmsr-2243	173	8	and	and	CCONJ
bjmsr-2243	173	9	kiymaz	kiymaz	NOUN
bjmsr-2243	173	10	(	(	PUNCT
bjmsr-2243	173	11	2001	2001	NUM
bjmsr-2243	173	12	)	)	PUNCT
bjmsr-2243	173	13	,	,	PUNCT
bjmsr-2243	173	14	tuesday	tuesday	PROPN
bjmsr-2243	173	15	noticed	notice	VERB
bjmsr-2243	173	16	the	the	DET
bjmsr-2243	173	17	highest	high	ADJ
bjmsr-2243	173	18	volatility	volatility	NOUN
bjmsr-2243	173	19	in	in	ADP
bjmsr-2243	173	20	a	a	DET
bjmsr-2243	173	21	week	week	NOUN
bjmsr-2243	173	22	.	.	PUNCT
bjmsr-2243	174	1	the	the	DET
bjmsr-2243	174	2	skewness	skewness	NOUN
bjmsr-2243	174	3	,	,	PUNCT
bjmsr-2243	174	4	kurtosis	kurtosis	NOUN
bjmsr-2243	174	5	,	,	PUNCT
bjmsr-2243	174	6	and	and	CCONJ
bjmsr-2243	174	7	jarque	jarque	NOUN
bjmsr-2243	174	8	-	-	PUNCT
bjmsr-2243	174	9	bera	bera	NOUN
bjmsr-2243	174	10	tests	test	NOUN
bjmsr-2243	174	11	also	also	ADV
bjmsr-2243	174	12	confirmed	confirm	VERB
bjmsr-2243	174	13	that	that	SCONJ
bjmsr-2243	174	14	the	the	DET
bjmsr-2243	174	15	day	day	NOUN
bjmsr-2243	174	16	series	series	NOUN
bjmsr-2243	174	17	of	of	ADP
bjmsr-2243	174	18	the	the	DET
bjmsr-2243	174	19	nifty	nifty	ADJ
bjmsr-2243	174	20	is	be	AUX
bjmsr-2243	174	21	not	not	PART
bjmsr-2243	174	22	normally	normally	ADV
bjmsr-2243	174	23	distributed	distribute	VERB
bjmsr-2243	174	24	.	.	PUNCT
bjmsr-2243	175	1	table	table	NOUN
bjmsr-2243	175	2	1	1	NUM
bjmsr-2243	175	3	.	.	PUNCT
bjmsr-2243	175	4	descriptive	descriptive	ADJ
bjmsr-2243	175	5	statistics	statistic	NOUN
bjmsr-2243	175	6	for	for	ADP
bjmsr-2243	175	7	the	the	DET
bjmsr-2243	175	8	bse	bse	NOUN
bjmsr-2243	175	9	sensex	sensex	PROPN
bjmsr-2243	175	10	and	and	CCONJ
bjmsr-2243	175	11	cnx	cnx	PROPN
bjmsr-2243	175	12	nifty	nifty	PROPN
bjmsr-2243	175	13	daily	daily	ADJ
bjmsr-2243	175	14	returns	return	NOUN
bjmsr-2243	175	15	(	(	PUNCT
bjmsr-2243	175	16	a	a	X
bjmsr-2243	175	17	)	)	PUNCT
bjmsr-2243	175	18	bse	bse	NOUN
bjmsr-2243	175	19	sensex	sensex	PROPN
bjmsr-2243	175	20	statistics	statistics	PROPN
bjmsr-2243	175	21	returns	return	VERB
bjmsr-2243	175	22	monday	monday	PROPN
bjmsr-2243	175	23	tuesday	tuesday	PROPN
bjmsr-2243	175	24	wednesday	wednesday	PROPN
bjmsr-2243	175	25	thursday	thursday	PROPN
bjmsr-2243	175	26	friday	friday	PROPN
bjmsr-2243	175	27	mean	mean	PROPN
bjmsr-2243	175	28	0.000231	0.000231	NUM
bjmsr-2243	175	29	-0.000760	-0.000760	NUM
bjmsr-2243	176	1	0.000765	0.000765	NUM
bjmsr-2243	176	2	0.000630	0.000630	NUM
bjmsr-2243	176	3	2.98e-05	2.98e-05	NUM
bjmsr-2243	176	4	0.000479	0.000479	NUM
bjmsr-2243	176	5	maximum	maximum	NOUN
bjmsr-2243	176	6	0.069796	0.069796	NUM
bjmsr-2243	176	7	0.037487	0.037487	NUM
bjmsr-2243	176	8	0.036152	0.036152	NUM
bjmsr-2243	176	9	0.069796	0.069796	NUM
bjmsr-2243	176	10	0.049446	0.049446	NUM
bjmsr-2243	176	11	0.057541	0.057541	NUM
bjmsr-2243	176	12	minimum	minimum	ADJ
bjmsr-2243	176	13	-0.131526	-0.131526	NOUN
bjmsr-2243	176	14	-0.131526	-0.131526	NOUN
bjmsr-2243	176	15	-0.025836	-0.025836	VERB
bjmsr-2243	176	16	-0.055907	-0.055907	X
bjmsr-2243	176	17	-0.081778	-0.081778	PROPN
bjmsr-2243	176	18	-0.036441	-0.036441	PROPN
bjmsr-2243	177	1	std	std	PROPN
bjmsr-2243	177	2	.	.	PUNCT
bjmsr-2243	177	3	dev	dev	PROPN
bjmsr-2243	177	4	.	.	PUNCT
bjmsr-2243	178	1	0.010696	0.010696	NUM
bjmsr-2243	178	2	0.014790	0.014790	NUM
bjmsr-2243	178	3	0.007985	0.007985	NUM
bjmsr-2243	178	4	0.009247	0.009247	NUM
bjmsr-2243	178	5	0.010097	0.010097	NUM
bjmsr-2243	178	6	0.010204	0.010204	NUM
bjmsr-2243	178	7	skewness	skewness	NOUN
bjmsr-2243	178	8	-2.391445	-2.391445	NOUN
bjmsr-2243	178	9	-4.531753	-4.531753	PUNCT
bjmsr-2243	179	1	0.299259	0.299259	NUM
bjmsr-2243	179	2	1.096577	1.096577	NUM
bjmsr-2243	179	3	-2.170577	-2.170577	NOUN
bjmsr-2243	179	4	1.326259	1.326259	NUM
bjmsr-2243	179	5	kurtosis	kurtosis	NOUN
bjmsr-2243	179	6	37.00949	37.00949	NUM
bjmsr-2243	179	7	37.58091	37.58091	NUM
bjmsr-2243	179	8	5.617492	5.617492	NUM
bjmsr-2243	179	9	23.91923	23.91923	NUM
bjmsr-2243	179	10	25.85189	25.85189	NUM
bjmsr-2243	179	11	12.07741	12.07741	NUM
bjmsr-2243	179	12	jarque	jarque	NOUN
bjmsr-2243	179	13	-	-	PUNCT
bjmsr-2243	179	14	bera	bera	NOUN
bjmsr-2243	179	15	48507.81	48507.81	NUM
bjmsr-2243	179	16	10383.64	10383.64	NUM
bjmsr-2243	179	17	58.87750	58.87750	NUM
bjmsr-2243	179	18	3668.433	3668.433	NUM
bjmsr-2243	179	19	4486.243	4486.243	NUM
bjmsr-2243	179	20	737.8405	737.8405	NUM
bjmsr-2243	179	21	probability	probability	NOUN
bjmsr-2243	179	22	0.000000	0.000000	NUM
bjmsr-2243	179	23	0.000000	0.000000	NUM
bjmsr-2243	179	24	0.000000	0.000000	NUM
bjmsr-2243	179	25	0.000000	0.000000	NUM
bjmsr-2243	179	26	0.000000	0.000000	NUM
bjmsr-2243	179	27	0.000000	0.000000	NUM
bjmsr-2243	179	28	observations	observation	NOUN
bjmsr-2243	179	29	987	987	NUM
bjmsr-2243	179	30	195	195	NUM
bjmsr-2243	179	31	196	196	NUM
bjmsr-2243	179	32	199	199	NUM
bjmsr-2243	179	33	199	199	NUM
bjmsr-2243	179	34	198	198	NUM
bjmsr-2243	179	35	(	(	PUNCT
bjmsr-2243	179	36	b	b	NOUN
bjmsr-2243	179	37	)	)	PUNCT
bjmsr-2243	179	38	nse	nse	NOUN
bjmsr-2243	179	39	nifty	nifty	ADJ
bjmsr-2243	179	40	statistics	statistic	NOUN
bjmsr-2243	179	41	returns	return	VERB
bjmsr-2243	179	42	monday	monday	PROPN
bjmsr-2243	179	43	tuesday	tuesday	PROPN
bjmsr-2243	179	44	wednesday	wednesday	PROPN
bjmsr-2243	179	45	thursday	thursday	PROPN
bjmsr-2243	179	46	friday	friday	PROPN
bjmsr-2243	179	47	mean	mean	VERB
bjmsr-2243	179	48	0.000190	0.000190	NUM
bjmsr-2243	179	49	-0.001238	-0.001238	NOUN
bjmsr-2243	179	50	0.001340	0.001340	NUM
bjmsr-2243	179	51	0.000330	0.000330	NUM
bjmsr-2243	179	52	-0.000540	-0.000540	NOUN
bjmsr-2243	179	53	0.001119	0.001119	NUM
bjmsr-2243	179	54	maximum	maximum	ADJ
bjmsr-2243	179	55	0.066247	0.066247	NUM
bjmsr-2243	179	56	0.036915	0.036915	NUM
bjmsr-2243	179	57	0.038238	0.038238	NUM
bjmsr-2243	179	58	0.066247	0.066247	NUM
bjmsr-2243	179	59	0.038904	0.038904	NUM
bjmsr-2243	179	60	0.058329	0.058329	NUM
bjmsr-2243	179	61	minimum	minimum	ADJ
bjmsr-2243	179	62	-0.129805	-0.129805	PROPN
bjmsr-2243	179	63	-0.129805	-0.129805	PROPN
bjmsr-2243	179	64	-0.025045	-0.025045	PROPN
bjmsr-2243	179	65	-0.055565	-0.055565	PROPN
bjmsr-2243	179	66	-0.083019	-0.083019	PROPN
bjmsr-2243	179	67	-0.026681	-0.026681	VERB
bjmsr-2243	179	68	std	std	PROPN
bjmsr-2243	179	69	.	.	PROPN
bjmsr-2243	179	70	dev	dev	PROPN
bjmsr-2243	179	71	.	.	PUNCT
bjmsr-2243	180	1	0.010660	0.010660	NUM
bjmsr-2243	180	2	0.014620	0.014620	NUM
bjmsr-2243	180	3	0.007823	0.007823	NUM
bjmsr-2243	180	4	0.009339	0.009339	NUM
bjmsr-2243	180	5	0.010296	0.010296	NUM
bjmsr-2243	180	6	0.009789	0.009789	NUM
bjmsr-2243	180	7	skewness	skewness	NOUN
bjmsr-2243	180	8	-2.383660	-2.383660	PROPN
bjmsr-2243	180	9	-4.236626	-4.236626	NOUN
bjmsr-2243	180	10	0.480866	0.480866	PRON
bjmsr-2243	180	11	0.670203	0.670203	NUM
bjmsr-2243	180	12	-2.614791	-2.614791	NOUN
bjmsr-2243	180	13	1.744236	1.744236	NUM
bjmsr-2243	180	14	kurtosis	kurtosis	NOUN
bjmsr-2243	180	15	35.26574	35.26574	NUM
bjmsr-2243	180	16	35.44457	35.44457	NUM
bjmsr-2243	180	17	5.859999	5.859999	NUM
bjmsr-2243	180	18	20.46892	20.46892	NUM
bjmsr-2243	180	19	23.70537	23.70537	NUM
bjmsr-2243	180	20	12.92870	12.92870	NUM
bjmsr-2243	180	21	jarque	jarque	NOUN
bjmsr-2243	180	22	-	-	PUNCT
bjmsr-2243	180	23	bera	bera	NOUN
bjmsr-2243	181	1	43749.00	43749.00	NUM
bjmsr-2243	181	2	9323.535	9323.535	NUM
bjmsr-2243	181	3	73.59487	73.59487	NUM
bjmsr-2243	181	4	2545.210	2545.210	NUM
bjmsr-2243	181	5	3819.508	3819.508	NUM
bjmsr-2243	181	6	895.2173	895.2173	NUM
bjmsr-2243	181	7	probability	probability	NOUN
bjmsr-2243	181	8	0.000000	0.000000	NUM
bjmsr-2243	181	9	0.000000	0.000000	NUM
bjmsr-2243	181	10	0.000000	0.000000	NUM
bjmsr-2243	181	11	0.000000	0.000000	NUM
bjmsr-2243	181	12	0.000000	0.000000	NUM
bjmsr-2243	181	13	0.000000	0.000000	NUM
bjmsr-2243	181	14	observations	observation	NOUN
bjmsr-2243	181	15	987	987	NUM
bjmsr-2243	181	16	199	199	NUM
bjmsr-2243	181	17	194	194	NUM
bjmsr-2243	181	18	199	199	NUM
bjmsr-2243	181	19	201	201	NUM
bjmsr-2243	181	20	194	194	NUM
bjmsr-2243	181	21	after	after	ADP
bjmsr-2243	181	22	explaining	explain	VERB
bjmsr-2243	181	23	the	the	DET
bjmsr-2243	181	24	nature	nature	NOUN
bjmsr-2243	181	25	of	of	ADP
bjmsr-2243	181	26	the	the	DET
bjmsr-2243	181	27	study	study	NOUN
bjmsr-2243	181	28	's	's	PART
bjmsr-2243	181	29	data	datum	NOUN
bjmsr-2243	182	1	,	,	PUNCT
bjmsr-2243	182	2	it	it	PRON
bjmsr-2243	182	3	is	be	AUX
bjmsr-2243	182	4	time	time	NOUN
bjmsr-2243	182	5	to	to	PART
bjmsr-2243	182	6	test	test	VERB
bjmsr-2243	182	7	whether	whether	SCONJ
bjmsr-2243	182	8	the	the	DET
bjmsr-2243	182	9	data	data	NOUN
bjmsr-2243	182	10	series	series	NOUN
bjmsr-2243	182	11	are	be	AUX
bjmsr-2243	182	12	stationary	stationary	ADJ
bjmsr-2243	182	13	.	.	PUNCT
bjmsr-2243	183	1	if	if	SCONJ
bjmsr-2243	183	2	their	their	PRON
bjmsr-2243	183	3	means	mean	NOUN
bjmsr-2243	183	4	and	and	CCONJ
bjmsr-2243	183	5	variances	variance	NOUN
bjmsr-2243	183	6	change	change	NOUN
bjmsr-2243	183	7	,	,	PUNCT
bjmsr-2243	183	8	the	the	DET
bjmsr-2243	183	9	computed	compute	VERB
bjmsr-2243	183	10	t	t	PROPN
bjmsr-2243	183	11	-	-	PUNCT
bjmsr-2243	183	12	statistics	statistic	NOUN
bjmsr-2243	183	13	under	under	ADP
bjmsr-2243	183	14	the	the	DET
bjmsr-2243	183	15	ols	ol	NOUN
bjmsr-2243	183	16	regression	regression	NOUN
bjmsr-2243	183	17	fail	fail	VERB
bjmsr-2243	183	18	to	to	PART
bjmsr-2243	183	19	converge	converge	VERB
bjmsr-2243	183	20	to	to	ADP
bjmsr-2243	183	21	their	their	PRON
bjmsr-2243	183	22	true	true	ADJ
bjmsr-2243	183	23	values	value	NOUN
bjmsr-2243	183	24	as	as	ADP
bjmsr-2243	183	25	the	the	DET
bjmsr-2243	183	26	sample	sample	NOUN
bjmsr-2243	183	27	size	size	NOUN
bjmsr-2243	183	28	increases	increase	NOUN
bjmsr-2243	183	29	(	(	PUNCT
bjmsr-2243	183	30	bhaumik	bhaumik	ADJ
bjmsr-2243	183	31	,	,	PUNCT
bjmsr-2243	183	32	2015	2015	NUM
bjmsr-2243	183	33	)	)	PUNCT
bjmsr-2243	183	34	.	.	PUNCT
bjmsr-2243	184	1	for	for	ADP
bjmsr-2243	184	2	this	this	DET
bjmsr-2243	184	3	purpose	purpose	NOUN
bjmsr-2243	184	4	,	,	PUNCT
bjmsr-2243	184	5	two	two	NUM
bjmsr-2243	184	6	tests	test	NOUN
bjmsr-2243	184	7	,	,	PUNCT
bjmsr-2243	184	8	the	the	DET
bjmsr-2243	184	9	augmented	augment	VERB
bjmsr-2243	184	10	dickey	dickey	PROPN
bjmsr-2243	184	11	-	-	PUNCT
bjmsr-2243	184	12	fuller	full	ADJ
bjmsr-2243	184	13	test	test	NOUN
bjmsr-2243	184	14	(	(	PUNCT
bjmsr-2243	184	15	adf	adf	NOUN
bjmsr-2243	184	16	)	)	PUNCT
bjmsr-2243	184	17	and	and	CCONJ
bjmsr-2243	184	18	the	the	DET
bjmsr-2243	184	19	phillipsperron	phillipsperron	NOUN
bjmsr-2243	184	20	test	test	NOUN
bjmsr-2243	184	21	(	(	PUNCT
bjmsr-2243	184	22	pp	pp	ADP
bjmsr-2243	184	23	)	)	PUNCT
bjmsr-2243	184	24	,	,	PUNCT
bjmsr-2243	184	25	have	have	AUX
bjmsr-2243	184	26	been	be	AUX
bjmsr-2243	184	27	performed	perform	VERB
bjmsr-2243	184	28	.	.	PUNCT
bjmsr-2243	185	1	acharya	acharya	PROPN
bjmsr-2243	185	2	et	et	PROPN
bjmsr-2243	185	3	al	al	PROPN
bjmsr-2243	185	4	.	.	PROPN
bjmsr-2243	185	5	,	,	PUNCT
bjmsr-2243	185	6	bangladesh	bangladesh	PROPN
bjmsr-2243	185	7	journal	journal	NOUN
bjmsr-2243	185	8	of	of	ADP
bjmsr-2243	185	9	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	185	10	scientific	scientific	ADJ
bjmsr-2243	185	11	research	research	NOUN
bjmsr-2243	185	12	9(4	9(4	NOUN
bjmsr-2243	185	13	)	)	PUNCT
bjmsr-2243	185	14	(	(	PUNCT
bjmsr-2243	185	15	2024	2024	NUM
bjmsr-2243	185	16	)	)	PUNCT
bjmsr-2243	185	17	,	,	PUNCT
bjmsr-2243	185	18	16	16	NUM
bjmsr-2243	185	19	-	-	SYM
bjmsr-2243	185	20	24	24	NUM
bjmsr-2243	185	21	20	20	NUM
bjmsr-2243	185	22	table	table	NOUN
bjmsr-2243	185	23	2	2	NUM
bjmsr-2243	185	24	.	.	PUNCT
bjmsr-2243	185	25	results	result	NOUN
bjmsr-2243	185	26	of	of	ADP
bjmsr-2243	185	27	stationarity	stationarity	NOUN
bjmsr-2243	185	28	test	test	NOUN
bjmsr-2243	185	29	for	for	ADP
bjmsr-2243	185	30	sensex	sensex	NOUN
bjmsr-2243	185	31	and	and	CCONJ
bjmsr-2243	185	32	nifty	nifty	ADJ
bjmsr-2243	185	33	returns	return	NOUN
bjmsr-2243	185	34	series	series	PROPN
bjmsr-2243	185	35	sensex	sensex	PROPN
bjmsr-2243	185	36	nifty	nifty	PROPN
bjmsr-2243	185	37	parameters	parameter	NOUN
bjmsr-2243	185	38	adf	adf	PROPN
bjmsr-2243	185	39	test	test	NOUN
bjmsr-2243	186	1	pp	pp	ADP
bjmsr-2243	186	2	test	test	PROPN
bjmsr-2243	186	3	adf	adf	PROPN
bjmsr-2243	186	4	test	test	NOUN
bjmsr-2243	186	5	pp	pp	ADP
bjmsr-2243	186	6	test	test	NOUN
bjmsr-2243	186	7	level	level	NOUN
bjmsr-2243	186	8	-12.5881	-12.5881	PUNCT
bjmsr-2243	186	9	(	(	PUNCT
bjmsr-2243	186	10	0.0000	0.0000	NUM
bjmsr-2243	186	11	)	)	PUNCT
bjmsr-2243	186	12	*	*	PUNCT
bjmsr-2243	187	1	*	*	PUNCT
bjmsr-2243	187	2	*	*	PUNCT
bjmsr-2243	187	3	-32.9072	-32.9072	PUNCT
bjmsr-2243	187	4	(	(	PUNCT
bjmsr-2243	187	5	0.0000	0.0000	NUM
bjmsr-2243	187	6	)	)	PUNCT
bjmsr-2243	187	7	*	*	PUNCT
bjmsr-2243	187	8	*	*	PUNCT
bjmsr-2243	187	9	*	*	PUNCT
bjmsr-2243	187	10	-12.6531	-12.6531	PUNCT
bjmsr-2243	187	11	(	(	PUNCT
bjmsr-2243	187	12	0.0000	0.0000	NUM
bjmsr-2243	187	13	)	)	PUNCT
bjmsr-2243	187	14	*	*	PUNCT
bjmsr-2243	188	1	*	*	PUNCT
bjmsr-2243	188	2	*	*	PUNCT
bjmsr-2243	188	3	-32.9531	-32.9531	PUNCT
bjmsr-2243	188	4	(	(	PUNCT
bjmsr-2243	188	5	0.0000	0.0000	NUM
bjmsr-2243	188	6	)	)	PUNCT
bjmsr-2243	188	7	*	*	PUNCT
bjmsr-2243	189	1	*	*	PUNCT
bjmsr-2243	189	2	*	*	PUNCT
bjmsr-2243	189	3	level	level	NOUN
bjmsr-2243	189	4	and	and	CCONJ
bjmsr-2243	189	5	intercept	intercept	NOUN
bjmsr-2243	189	6	-12.6040	-12.6040	PUNCT
bjmsr-2243	189	7	(	(	PUNCT
bjmsr-2243	189	8	0.0000	0.0000	NUM
bjmsr-2243	189	9	)	)	PUNCT
bjmsr-2243	190	1	*	*	PUNCT
bjmsr-2243	191	1	*	*	PUNCT
bjmsr-2243	191	2	*	*	PUNCT
bjmsr-2243	191	3	-32.9088	-32.9088	PUNCT
bjmsr-2243	191	4	(	(	PUNCT
bjmsr-2243	191	5	0.0000	0.0000	NUM
bjmsr-2243	191	6	)	)	PUNCT
bjmsr-2243	191	7	*	*	PUNCT
bjmsr-2243	191	8	*	*	PUNCT
bjmsr-2243	191	9	*	*	PUNCT
bjmsr-2243	191	10	-12.6613	-12.6613	PUNCT
bjmsr-2243	191	11	(	(	PUNCT
bjmsr-2243	191	12	0.0000	0.0000	NUM
bjmsr-2243	191	13	)	)	PUNCT
bjmsr-2243	191	14	*	*	PUNCT
bjmsr-2243	192	1	*	*	PUNCT
bjmsr-2243	192	2	*	*	PUNCT
bjmsr-2243	192	3	-32.9475	-32.9475	PUNCT
bjmsr-2243	192	4	(	(	PUNCT
bjmsr-2243	192	5	0.0000	0.0000	NUM
bjmsr-2243	192	6	)	)	PUNCT
bjmsr-2243	192	7	*	*	PUNCT
bjmsr-2243	192	8	*	*	PUNCT
bjmsr-2243	192	9	*	*	PUNCT
bjmsr-2243	192	10	note	note	NOUN
bjmsr-2243	192	11	:	:	PUNCT
bjmsr-2243	192	12	*	*	PUNCT
bjmsr-2243	192	13	,	,	PUNCT
bjmsr-2243	192	14	*	*	PUNCT
bjmsr-2243	192	15	*	*	PUNCT
bjmsr-2243	192	16	,	,	PUNCT
bjmsr-2243	192	17	and	and	CCONJ
bjmsr-2243	192	18	*	*	PUNCT
bjmsr-2243	192	19	*	*	PUNCT
bjmsr-2243	192	20	*	*	PUNCT
bjmsr-2243	192	21	denote	denote	VERB
bjmsr-2243	192	22	statistically	statistically	ADV
bjmsr-2243	192	23	significant	significant	ADJ
bjmsr-2243	192	24	values	value	NOUN
bjmsr-2243	192	25	of	of	ADP
bjmsr-2243	192	26	10	10	NUM
bjmsr-2243	192	27	%	%	NOUN
bjmsr-2243	192	28	,	,	PUNCT
bjmsr-2243	192	29	5	5	NUM
bjmsr-2243	192	30	%	%	NOUN
bjmsr-2243	192	31	,	,	PUNCT
bjmsr-2243	192	32	and	and	CCONJ
bjmsr-2243	192	33	1	1	NUM
bjmsr-2243	192	34	%	%	NOUN
bjmsr-2243	192	35	,	,	PUNCT
bjmsr-2243	192	36	respectively	respectively	ADV
bjmsr-2243	192	37	.	.	PUNCT
bjmsr-2243	192	38	table	table	NOUN
bjmsr-2243	192	39	2	2	NUM
bjmsr-2243	192	40	displays	display	VERB
bjmsr-2243	192	41	the	the	DET
bjmsr-2243	192	42	results	result	NOUN
bjmsr-2243	192	43	of	of	ADP
bjmsr-2243	192	44	the	the	DET
bjmsr-2243	192	45	above	above	ADJ
bjmsr-2243	192	46	tests	test	NOUN
bjmsr-2243	192	47	.	.	PUNCT
bjmsr-2243	193	1	the	the	DET
bjmsr-2243	193	2	study	study	NOUN
bjmsr-2243	193	3	confirmed	confirm	VERB
bjmsr-2243	193	4	that	that	SCONJ
bjmsr-2243	193	5	both	both	DET
bjmsr-2243	193	6	return	return	NOUN
bjmsr-2243	193	7	series	series	NOUN
bjmsr-2243	193	8	are	be	AUX
bjmsr-2243	193	9	stationary	stationary	ADJ
bjmsr-2243	193	10	at	at	ADP
bjmsr-2243	193	11	level	level	NOUN
bjmsr-2243	193	12	,	,	PUNCT
bjmsr-2243	193	13	level	level	NOUN
bjmsr-2243	193	14	,	,	PUNCT
bjmsr-2243	193	15	and	and	CCONJ
bjmsr-2243	193	16	intercept	intercept	NOUN
bjmsr-2243	193	17	.	.	PUNCT
bjmsr-2243	194	1	as	as	SCONJ
bjmsr-2243	194	2	the	the	DET
bjmsr-2243	194	3	data	datum	NOUN
bjmsr-2243	194	4	are	be	AUX
bjmsr-2243	194	5	stationary	stationary	ADJ
bjmsr-2243	194	6	in	in	ADP
bjmsr-2243	194	7	both	both	CCONJ
bjmsr-2243	194	8	the	the	DET
bjmsr-2243	194	9	parameters	parameter	NOUN
bjmsr-2243	194	10	mentioned	mention	VERB
bjmsr-2243	194	11	above	above	ADV
bjmsr-2243	194	12	,	,	PUNCT
bjmsr-2243	194	13	the	the	DET
bjmsr-2243	194	14	data	datum	NOUN
bjmsr-2243	194	15	should	should	AUX
bjmsr-2243	194	16	be	be	AUX
bjmsr-2243	194	17	used	use	VERB
bjmsr-2243	194	18	at	at	ADP
bjmsr-2243	194	19	its	its	PRON
bjmsr-2243	194	20	level	level	NOUN
bjmsr-2243	194	21	to	to	PART
bjmsr-2243	194	22	estimate	estimate	VERB
bjmsr-2243	194	23	the	the	DET
bjmsr-2243	194	24	equations	equation	NOUN
bjmsr-2243	194	25	.	.	PUNCT
bjmsr-2243	195	1	the	the	DET
bjmsr-2243	195	2	results	result	NOUN
bjmsr-2243	195	3	of	of	ADP
bjmsr-2243	195	4	equations	equation	NOUN
bjmsr-2243	195	5	1	1	NUM
bjmsr-2243	195	6	,	,	PUNCT
bjmsr-2243	195	7	2	2	NUM
bjmsr-2243	195	8	,	,	PUNCT
bjmsr-2243	195	9	3	3	NUM
bjmsr-2243	195	10	,	,	PUNCT
bjmsr-2243	195	11	and	and	CCONJ
bjmsr-2243	195	12	4	4	NUM
bjmsr-2243	195	13	for	for	ADP
bjmsr-2243	195	14	both	both	DET
bjmsr-2243	195	15	markets	market	NOUN
bjmsr-2243	195	16	,	,	PUNCT
bjmsr-2243	195	17	i.e.	i.e.	X
bjmsr-2243	195	18	,	,	PUNCT
bjmsr-2243	195	19	the	the	DET
bjmsr-2243	195	20	bse	bse	NOUN
bjmsr-2243	195	21	and	and	CCONJ
bjmsr-2243	195	22	nse	nse	NOUN
bjmsr-2243	195	23	,	,	PUNCT
bjmsr-2243	195	24	are	be	AUX
bjmsr-2243	195	25	discussed	discuss	VERB
bjmsr-2243	195	26	below	below	ADV
bjmsr-2243	195	27	.	.	PUNCT
bjmsr-2243	196	1	table	table	NOUN
bjmsr-2243	196	2	3	3	NUM
bjmsr-2243	196	3	.	.	PUNCT
bjmsr-2243	196	4	results	result	NOUN
bjmsr-2243	196	5	of	of	ADP
bjmsr-2243	196	6	garch	garch	NOUN
bjmsr-2243	196	7	,	,	PUNCT
bjmsr-2243	196	8	egarch	egarch	NOUN
bjmsr-2243	196	9	and	and	CCONJ
bjmsr-2243	196	10	tgarch	tgarch	PROPN
bjmsr-2243	196	11	equations	equation	NOUN
bjmsr-2243	196	12	for	for	ADP
bjmsr-2243	196	13	sensex	sensex	PROPN
bjmsr-2243	196	14	variables	variable	NOUN
bjmsr-2243	196	15	garch	garch	PROPN
bjmsr-2243	196	16	tgarch	tgarch	PROPN
bjmsr-2243	196	17	egarch	egarch	PROPN
bjmsr-2243	196	18	monday	monday	PROPN
bjmsr-2243	196	19	0.001077	0.001077	NUM
bjmsr-2243	196	20	(	(	PUNCT
bjmsr-2243	196	21	2.3726	2.3726	NUM
bjmsr-2243	196	22	)	)	PUNCT
bjmsr-2243	196	23	*	*	PUNCT
bjmsr-2243	197	1	*	*	PUNCT
bjmsr-2243	197	2	*	*	PUNCT
bjmsr-2243	197	3	0.000695	0.000695	NUM
bjmsr-2243	197	4	(	(	PUNCT
bjmsr-2243	197	5	1.5333	1.5333	NUM
bjmsr-2243	197	6	)	)	PUNCT
bjmsr-2243	197	7	0.00063	0.00063	NUM
bjmsr-2243	197	8	(	(	PUNCT
bjmsr-2243	197	9	1.3746	1.3746	NUM
bjmsr-2243	197	10	)	)	PUNCT
bjmsr-2243	197	11	tuesday	tuesday	NOUN
bjmsr-2243	197	12	0.001232	0.001232	NUM
bjmsr-2243	197	13	(	(	PUNCT
bjmsr-2243	197	14	2.3539	2.3539	NUM
bjmsr-2243	197	15	)	)	PUNCT
bjmsr-2243	197	16	*	*	PUNCT
bjmsr-2243	198	1	*	*	PUNCT
bjmsr-2243	198	2	0.000718	0.000718	NUM
bjmsr-2243	198	3	(	(	PUNCT
bjmsr-2243	198	4	1.4878	1.4878	NUM
bjmsr-2243	198	5	)	)	PUNCT
bjmsr-2243	198	6	0.000691	0.000691	NUM
bjmsr-2243	198	7	(	(	PUNCT
bjmsr-2243	198	8	1.5338	1.5338	NUM
bjmsr-2243	198	9	)	)	PUNCT
bjmsr-2243	198	10	*	*	PUNCT
bjmsr-2243	198	11	wednesday	wednesday	PROPN
bjmsr-2243	198	12	0.000823	0.000823	NUM
bjmsr-2243	198	13	(	(	PUNCT
bjmsr-2243	198	14	1.4426	1.4426	NUM
bjmsr-2243	198	15	)	)	PUNCT
bjmsr-2243	198	16	0.000441	0.000441	NUM
bjmsr-2243	198	17	(	(	PUNCT
bjmsr-2243	198	18	0.8056	0.8056	NUM
bjmsr-2243	198	19	)	)	PUNCT
bjmsr-2243	198	20	0.000613	0.000613	NUM
bjmsr-2243	198	21	(	(	PUNCT
bjmsr-2243	198	22	1.1514	1.1514	NUM
bjmsr-2243	198	23	)	)	PUNCT
bjmsr-2243	198	24	thursday	thursday	PROPN
bjmsr-2243	198	25	0.000986	0.000986	NUM
bjmsr-2243	198	26	(	(	PUNCT
bjmsr-2243	198	27	1.9386	1.9386	NUM
bjmsr-2243	198	28	)	)	PUNCT
bjmsr-2243	198	29	*	*	PUNCT
bjmsr-2243	198	30	*	*	PUNCT
bjmsr-2243	198	31	0.000636	0.000636	NUM
bjmsr-2243	198	32	(	(	PUNCT
bjmsr-2243	198	33	1.2917	1.2917	NUM
bjmsr-2243	198	34	)	)	PUNCT
bjmsr-2243	198	35	0.000494	0.000494	NUM
bjmsr-2243	198	36	(	(	PUNCT
bjmsr-2243	198	37	1.0117	1.0117	NUM
bjmsr-2243	198	38	)	)	PUNCT
bjmsr-2243	198	39	friday	friday	PROPN
bjmsr-2243	198	40	0.000525	0.000525	NUM
bjmsr-2243	198	41	(	(	PUNCT
bjmsr-2243	198	42	1.1185	1.1185	NUM
bjmsr-2243	198	43	)	)	PUNCT
bjmsr-2243	198	44	2.9e-05	2.9e-05	NUM
bjmsr-2243	198	45	(	(	PUNCT
bjmsr-2243	198	46	0.0783	0.0783	NUM
bjmsr-2243	198	47	)	)	PUNCT
bjmsr-2243	198	48	9.12e-05	9.12e-05	NUM
bjmsr-2243	198	49	(	(	PUNCT
bjmsr-2243	198	50	0.2555	0.2555	NUM
bjmsr-2243	198	51	)	)	PUNCT
bjmsr-2243	198	52	return(-1	return(-1	NUM
bjmsr-2243	198	53	)	)	PUNCT
bjmsr-2243	198	54	0.0499	0.0499	NUM
bjmsr-2243	198	55	(	(	PUNCT
bjmsr-2243	198	56	1.3092	1.3092	NUM
bjmsr-2243	198	57	)	)	PUNCT
bjmsr-2243	198	58	0.06814	0.06814	NUM
bjmsr-2243	198	59	(	(	PUNCT
bjmsr-2243	198	60	2.0982	2.0982	NUM
bjmsr-2243	198	61	)	)	PUNCT
bjmsr-2243	198	62	*	*	PUNCT
bjmsr-2243	199	1	*	*	PUNCT
bjmsr-2243	199	2	*	*	PUNCT
bjmsr-2243	199	3	0.0638	0.0638	NUM
bjmsr-2243	199	4	(	(	PUNCT
bjmsr-2243	199	5	1.9461	1.9461	NUM
bjmsr-2243	199	6	)	)	PUNCT
bjmsr-2243	199	7	*	*	PUNCT
bjmsr-2243	199	8	*	*	PUNCT
bjmsr-2243	199	9	variance	variance	NOUN
bjmsr-2243	199	10	equation	equation	NOUN
bjmsr-2243	199	11	c	c	NOUN
bjmsr-2243	199	12	2.36e-06	2.36e-06	NUM
bjmsr-2243	199	13	(	(	PUNCT
bjmsr-2243	199	14	2.2181	2.2181	NUM
bjmsr-2243	199	15	)	)	PUNCT
bjmsr-2243	199	16	*	*	PUNCT
bjmsr-2243	200	1	*	*	PUNCT
bjmsr-2243	200	2	3.23e-06	3.23e-06	NUM
bjmsr-2243	200	3	(	(	PUNCT
bjmsr-2243	200	4	3.8628	3.8628	NUM
bjmsr-2243	200	5	)	)	PUNCT
bjmsr-2243	200	6	*	*	PUNCT
bjmsr-2243	201	1	*	*	PUNCT
bjmsr-2243	201	2	*	*	PUNCT
bjmsr-2243	201	3	-0.58014	-0.58014	PROPN
bjmsr-2243	201	4	(	(	PUNCT
bjmsr-2243	201	5	-5.9702	-5.9702	PROPN
bjmsr-2243	201	6	)	)	PUNCT
bjmsr-2243	201	7	*	*	PUNCT
bjmsr-2243	201	8	*	*	PUNCT
bjmsr-2243	201	9	*	*	PUNCT
bjmsr-2243	201	10	arch	arch	ADJ
bjmsr-2243	201	11	0.1263	0.1263	NUM
bjmsr-2243	201	12	(	(	PUNCT
bjmsr-2243	201	13	6.6528	6.6528	NUM
bjmsr-2243	201	14	)	)	PUNCT
bjmsr-2243	201	15	*	*	PUNCT
bjmsr-2243	202	1	*	*	PUNCT
bjmsr-2243	202	2	*	*	PUNCT
bjmsr-2243	202	3	-0.01314	-0.01314	ADJ
bjmsr-2243	202	4	(	(	PUNCT
bjmsr-2243	202	5	-1.1953	-1.1953	VERB
bjmsr-2243	202	6	)	)	PUNCT
bjmsr-2243	202	7	*	*	PUNCT
bjmsr-2243	202	8	0.14364	0.14364	NUM
bjmsr-2243	202	9	(	(	PUNCT
bjmsr-2243	202	10	5.2177	5.2177	NUM
bjmsr-2243	202	11	)	)	PUNCT
bjmsr-2243	202	12	*	*	PUNCT
bjmsr-2243	203	1	*	*	PUNCT
bjmsr-2243	203	2	*	*	VERB
bjmsr-2243	203	3	leverage	leverage	NOUN
bjmsr-2243	203	4	na	na	ADP
bjmsr-2243	203	5	0.242816	0.242816	NUM
bjmsr-2243	203	6	(	(	PUNCT
bjmsr-2243	203	7	6.8758	6.8758	NUM
bjmsr-2243	203	8	)	)	PUNCT
bjmsr-2243	203	9	*	*	PUNCT
bjmsr-2243	203	10	*	*	PUNCT
bjmsr-2243	203	11	*	*	PUNCT
bjmsr-2243	203	12	-0.19077	-0.19077	PROPN
bjmsr-2243	203	13	(	(	PUNCT
bjmsr-2243	203	14	-8.4797	-8.4797	NOUN
bjmsr-2243	203	15	)	)	PUNCT
bjmsr-2243	203	16	*	*	PUNCT
bjmsr-2243	204	1	*	*	PUNCT
bjmsr-2243	204	2	*	*	PUNCT
bjmsr-2243	204	3	garch	garch	NOUN
bjmsr-2243	204	4	0.8514	0.8514	NUM
bjmsr-2243	204	5	(	(	PUNCT
bjmsr-2243	204	6	27.8047	27.8047	NUM
bjmsr-2243	204	7	)	)	PUNCT
bjmsr-2243	204	8	*	*	PUNCT
bjmsr-2243	205	1	*	*	PUNCT
bjmsr-2243	205	2	*	*	PUNCT
bjmsr-2243	205	3	0.85073	0.85073	NUM
bjmsr-2243	205	4	(	(	PUNCT
bjmsr-2243	205	5	32.2742	32.2742	NUM
bjmsr-2243	205	6	)	)	PUNCT
bjmsr-2243	205	7	*	*	PUNCT
bjmsr-2243	206	1	*	*	PUNCT
bjmsr-2243	206	2	*	*	PUNCT
bjmsr-2243	206	3	0.95215	0.95215	NUM
bjmsr-2243	206	4	(	(	PUNCT
bjmsr-2243	206	5	103.7885	103.7885	NUM
bjmsr-2243	206	6	)	)	PUNCT
bjmsr-2243	206	7	*	*	PUNCT
bjmsr-2243	207	1	*	*	PUNCT
bjmsr-2243	207	2	*	*	PUNCT
bjmsr-2243	207	3	ljung	ljung	PROPN
bjmsr-2243	207	4	box	box	PROPN
bjmsr-2243	207	5	q	q	PROPN
bjmsr-2243	207	6	(	(	PUNCT
bjmsr-2243	207	7	5	5	NUM
bjmsr-2243	207	8	)	)	PUNCT
bjmsr-2243	207	9	1.3044	1.3044	NUM
bjmsr-2243	207	10	(	(	PUNCT
bjmsr-2243	207	11	0.934	0.934	NUM
bjmsr-2243	207	12	)	)	PUNCT
bjmsr-2243	207	13	5.4733	5.4733	NUM
bjmsr-2243	207	14	(	(	PUNCT
bjmsr-2243	207	15	0.361	0.361	NUM
bjmsr-2243	207	16	)	)	PUNCT
bjmsr-2243	207	17	3.7879	3.7879	NUM
bjmsr-2243	207	18	(	(	PUNCT
bjmsr-2243	207	19	0.580	0.580	NUM
bjmsr-2243	207	20	)	)	PUNCT
bjmsr-2243	207	21	ljung	ljung	PROPN
bjmsr-2243	207	22	box	box	PROPN
bjmsr-2243	207	23	q	q	PROPN
bjmsr-2243	207	24	(	(	PUNCT
bjmsr-2243	207	25	10	10	NUM
bjmsr-2243	207	26	)	)	PUNCT
bjmsr-2243	207	27	5.7386	5.7386	NUM
bjmsr-2243	207	28	(	(	PUNCT
bjmsr-2243	207	29	0.837	0.837	NUM
bjmsr-2243	207	30	)	)	PUNCT
bjmsr-2243	208	1	7.7067	7.7067	NUM
bjmsr-2243	208	2	(	(	PUNCT
bjmsr-2243	208	3	0.657	0.657	NUM
bjmsr-2243	208	4	)	)	PUNCT
bjmsr-2243	208	5	10.399	10.399	NUM
bjmsr-2243	208	6	(	(	PUNCT
bjmsr-2243	208	7	0.495	0.495	NUM
bjmsr-2243	208	8	)	)	PUNCT
bjmsr-2243	208	9	arch	arch	NOUN
bjmsr-2243	208	10	lm	lm	X
bjmsr-2243	208	11	test	test	NOUN
bjmsr-2243	208	12	(	(	PUNCT
bjmsr-2243	208	13	5	5	NUM
bjmsr-2243	208	14	)	)	PUNCT
bjmsr-2243	208	15	0.2356	0.2356	NUM
bjmsr-2243	208	16	(	(	PUNCT
bjmsr-2243	208	17	0.9468	0.9468	NUM
bjmsr-2243	208	18	)	)	PUNCT
bjmsr-2243	208	19	1.0832	1.0832	NUM
bjmsr-2243	208	20	(	(	PUNCT
bjmsr-2243	208	21	0.3679	0.3679	NUM
bjmsr-2243	208	22	)	)	PUNCT
bjmsr-2243	208	23	0.6977	0.6977	NUM
bjmsr-2243	208	24	(	(	PUNCT
bjmsr-2243	208	25	0.6252	0.6252	NUM
bjmsr-2243	208	26	)	)	PUNCT
bjmsr-2243	208	27	arch	arch	NOUN
bjmsr-2243	208	28	lm	lm	X
bjmsr-2243	208	29	test	test	NOUN
bjmsr-2243	208	30	(	(	PUNCT
bjmsr-2243	208	31	10	10	NUM
bjmsr-2243	208	32	)	)	PUNCT
bjmsr-2243	208	33	0.5342	0.5342	NUM
bjmsr-2243	208	34	(	(	PUNCT
bjmsr-2243	208	35	0.8666	0.8666	NUM
bjmsr-2243	208	36	)	)	PUNCT
bjmsr-2243	208	37	0.7368	0.7368	NUM
bjmsr-2243	208	38	(	(	PUNCT
bjmsr-2243	208	39	0.6901	0.6901	NUM
bjmsr-2243	208	40	)	)	PUNCT
bjmsr-2243	208	41	1.0205	1.0205	NUM
bjmsr-2243	208	42	(	(	PUNCT
bjmsr-2243	208	43	0.4237	0.4237	NUM
bjmsr-2243	208	44	)	)	PUNCT
bjmsr-2243	208	45	note	note	NOUN
bjmsr-2243	208	46	:	:	PUNCT
bjmsr-2243	208	47	ljung	ljung	PROPN
bjmsr-2243	208	48	box	box	PROPN
bjmsr-2243	208	49	q	q	PROPN
bjmsr-2243	208	50	statistics	statistic	NOUN
bjmsr-2243	208	51	represent	represent	VERB
bjmsr-2243	208	52	the	the	DET
bjmsr-2243	208	53	squared	square	VERB
bjmsr-2243	208	54	residuals	residual	NOUN
bjmsr-2243	208	55	up	up	ADP
bjmsr-2243	208	56	to	to	PART
bjmsr-2243	208	57	lag	lag	VERB
bjmsr-2243	208	58	5	5	NUM
bjmsr-2243	208	59	.	.	PUNCT
bjmsr-2243	209	1	*	*	PUNCT
bjmsr-2243	209	2	,	,	PUNCT
bjmsr-2243	209	3	*	*	PUNCT
bjmsr-2243	209	4	*	*	PUNCT
bjmsr-2243	209	5	,	,	PUNCT
bjmsr-2243	209	6	and	and	CCONJ
bjmsr-2243	209	7	*	*	PUNCT
bjmsr-2243	209	8	*	*	PUNCT
bjmsr-2243	209	9	*	*	PUNCT
bjmsr-2243	209	10	denote	denote	VERB
bjmsr-2243	209	11	statistically	statistically	ADV
bjmsr-2243	209	12	significant	significant	ADJ
bjmsr-2243	209	13	values	value	NOUN
bjmsr-2243	209	14	of	of	ADP
bjmsr-2243	209	15	10	10	NUM
bjmsr-2243	209	16	%	%	NOUN
bjmsr-2243	209	17	,	,	PUNCT
bjmsr-2243	209	18	5	5	NUM
bjmsr-2243	209	19	%	%	NOUN
bjmsr-2243	209	20	,	,	PUNCT
bjmsr-2243	209	21	and	and	CCONJ
bjmsr-2243	209	22	1	1	NUM
bjmsr-2243	209	23	%	%	NOUN
bjmsr-2243	209	24	,	,	PUNCT
bjmsr-2243	209	25	respectively	respectively	ADV
bjmsr-2243	209	26	.	.	PUNCT
bjmsr-2243	210	1	.0000	.0000	PROPN
bjmsr-2243	211	1	.0005	.0005	PROPN
bjmsr-2243	212	1	.0010	.0010	PROPN
bjmsr-2243	213	1	.0015	.0015	PROPN
bjmsr-2243	213	2	.0020	.0020	PROPN
bjmsr-2243	213	3	.0025	.0025	PROPN
bjmsr-2243	213	4	.0030	.0030	PROPN
bjmsr-2243	213	5	.0035	.0035	PROPN
bjmsr-2243	213	6	ii	ii	PROPN
bjmsr-2243	213	7	iii	iii	X
bjmsr-2243	213	8	iv	iv	INTJ
bjmsr-2243	214	1	i	i	NOUN
bjmsr-2243	214	2	ii	ii	PROPN
bjmsr-2243	214	3	iii	iii	X
bjmsr-2243	214	4	iv	iv	INTJ
bjmsr-2243	215	1	i	i	NOUN
bjmsr-2243	215	2	ii	ii	PROPN
bjmsr-2243	215	3	iii	iii	X
bjmsr-2243	215	4	iv	iv	INTJ
bjmsr-2243	216	1	i	i	NOUN
bjmsr-2243	216	2	ii	ii	PROPN
bjmsr-2243	216	3	iii	iii	VERB
bjmsr-2243	216	4	iv	iv	NUM
bjmsr-2243	216	5	i	i	NOUN
bjmsr-2243	216	6	2016	2016	NUM
bjmsr-2243	216	7	2017	2017	NUM
bjmsr-2243	216	8	2018	2018	NUM
bjmsr-2243	216	9	2019	2019	NUM
bjmsr-2243	216	10	2020	2020	NUM
bjmsr-2243	216	11	conditional	conditional	ADJ
bjmsr-2243	216	12	variance	variance	NOUN
bjmsr-2243	216	13	figure	figure	NOUN
bjmsr-2243	216	14	1	1	NUM
bjmsr-2243	216	15	.	.	PUNCT
bjmsr-2243	217	1	conditional	conditional	ADJ
bjmsr-2243	217	2	variance	variance	NOUN
bjmsr-2243	217	3	(	(	PUNCT
bjmsr-2243	217	4	garch	garch	NOUN
bjmsr-2243	217	5	)	)	PUNCT
bjmsr-2243	217	6	of	of	ADP
bjmsr-2243	217	7	sensex	sensex	PROPN
bjmsr-2243	217	8	series	series	PROPN
bjmsr-2243	217	9	table	table	NOUN
bjmsr-2243	217	10	3	3	NUM
bjmsr-2243	217	11	shows	show	VERB
bjmsr-2243	217	12	the	the	DET
bjmsr-2243	217	13	garch	garch	NOUN
bjmsr-2243	217	14	model	model	NOUN
bjmsr-2243	217	15	results	result	NOUN
bjmsr-2243	217	16	for	for	ADP
bjmsr-2243	217	17	the	the	DET
bjmsr-2243	217	18	sensex	sensex	PROPN
bjmsr-2243	217	19	return	return	NOUN
bjmsr-2243	217	20	series	series	NOUN
bjmsr-2243	217	21	.	.	PUNCT
bjmsr-2243	218	1	only	only	ADV
bjmsr-2243	218	2	three	three	NUM
bjmsr-2243	218	3	days	day	NOUN
bjmsr-2243	218	4	of	of	ADP
bjmsr-2243	218	5	the	the	DET
bjmsr-2243	218	6	week	week	NOUN
bjmsr-2243	218	7	,	,	PUNCT
bjmsr-2243	218	8	namely	namely	ADV
bjmsr-2243	218	9	monday	monday	PROPN
bjmsr-2243	218	10	,	,	PUNCT
bjmsr-2243	218	11	tuesday	tuesday	PROPN
bjmsr-2243	218	12	,	,	PUNCT
bjmsr-2243	218	13	and	and	CCONJ
bjmsr-2243	218	14	thursday	thursday	PROPN
bjmsr-2243	218	15	,	,	PUNCT
bjmsr-2243	218	16	are	be	AUX
bjmsr-2243	218	17	significant	significant	ADJ
bjmsr-2243	218	18	in	in	ADP
bjmsr-2243	218	19	the	the	DET
bjmsr-2243	218	20	mean	mean	ADJ
bjmsr-2243	218	21	equation	equation	NOUN
bjmsr-2243	218	22	of	of	ADP
bjmsr-2243	218	23	the	the	DET
bjmsr-2243	218	24	garch	garch	NOUN
bjmsr-2243	218	25	estimation	estimation	NOUN
bjmsr-2243	218	26	.	.	PUNCT
bjmsr-2243	219	1	in	in	ADP
bjmsr-2243	219	2	contrast	contrast	NOUN
bjmsr-2243	219	3	,	,	PUNCT
bjmsr-2243	219	4	only	only	ADV
bjmsr-2243	219	5	tuesday	tuesday	PROPN
bjmsr-2243	219	6	is	be	AUX
bjmsr-2243	219	7	significant	significant	ADJ
bjmsr-2243	219	8	in	in	ADP
bjmsr-2243	219	9	the	the	DET
bjmsr-2243	219	10	other	other	ADJ
bjmsr-2243	219	11	two	two	NUM
bjmsr-2243	219	12	estimations	estimation	NOUN
bjmsr-2243	219	13	.	.	PUNCT
bjmsr-2243	220	1	davidson	davidson	NOUN
bjmsr-2243	220	2	and	and	CCONJ
bjmsr-2243	220	3	faff	faff	PROPN
bjmsr-2243	220	4	(	(	PUNCT
bjmsr-2243	220	5	1999	1999	NUM
bjmsr-2243	220	6	)	)	PUNCT
bjmsr-2243	220	7	and	and	CCONJ
bjmsr-2243	220	8	chaouachi	chaouachi	NOUN
bjmsr-2243	220	9	and	and	CCONJ
bjmsr-2243	220	10	douagi	douagi	PROPN
bjmsr-2243	220	11	(	(	PUNCT
bjmsr-2243	220	12	2014	2014	NUM
bjmsr-2243	220	13	)	)	PUNCT
bjmsr-2243	220	14	support	support	VERB
bjmsr-2243	220	15	the	the	DET
bjmsr-2243	220	16	study	study	NOUN
bjmsr-2243	220	17	's	's	PART
bjmsr-2243	220	18	outcome	outcome	NOUN
bjmsr-2243	220	19	.	.	PUNCT
bjmsr-2243	221	1	tuesday	tuesday	PROPN
bjmsr-2243	221	2	has	have	VERB
bjmsr-2243	221	3	the	the	DET
bjmsr-2243	221	4	highest	high	ADJ
bjmsr-2243	221	5	influence	influence	NOUN
bjmsr-2243	221	6	on	on	ADP
bjmsr-2243	221	7	the	the	DET
bjmsr-2243	221	8	return	return	NOUN
bjmsr-2243	221	9	series	series	NOUN
bjmsr-2243	221	10	,	,	PUNCT
bjmsr-2243	221	11	while	while	SCONJ
bjmsr-2243	221	12	friday	friday	PROPN
bjmsr-2243	221	13	has	have	VERB
bjmsr-2243	221	14	the	the	DET
bjmsr-2243	221	15	lowest	low	ADJ
bjmsr-2243	221	16	influence	influence	NOUN
bjmsr-2243	221	17	.	.	PUNCT
bjmsr-2243	222	1	from	from	ADP
bjmsr-2243	222	2	the	the	DET
bjmsr-2243	222	3	variance	variance	NOUN
bjmsr-2243	222	4	equation	equation	NOUN
bjmsr-2243	222	5	,	,	PUNCT
bjmsr-2243	222	6	it	it	PRON
bjmsr-2243	222	7	is	be	AUX
bjmsr-2243	222	8	found	find	VERB
bjmsr-2243	222	9	that	that	SCONJ
bjmsr-2243	222	10	both	both	CCONJ
bjmsr-2243	222	11	the	the	DET
bjmsr-2243	222	12	arch	arch	ADJ
bjmsr-2243	222	13	and	and	CCONJ
bjmsr-2243	222	14	garch	garch	NOUN
bjmsr-2243	222	15	terms	term	NOUN
bjmsr-2243	222	16	are	be	AUX
bjmsr-2243	222	17	significant	significant	ADJ
bjmsr-2243	222	18	.	.	PUNCT
bjmsr-2243	223	1	hence	hence	ADV
bjmsr-2243	223	2	,	,	PUNCT
bjmsr-2243	223	3	past	past	ADJ
bjmsr-2243	223	4	volatility	volatility	NOUN
bjmsr-2243	223	5	affects	affect	VERB
bjmsr-2243	223	6	present	present	ADJ
bjmsr-2243	223	7	volatility	volatility	NOUN
bjmsr-2243	223	8	acharya	acharya	PROPN
bjmsr-2243	223	9	et	et	PROPN
bjmsr-2243	223	10	al	al	PROPN
bjmsr-2243	223	11	.	.	PROPN
bjmsr-2243	223	12	,	,	PUNCT
bjmsr-2243	223	13	bangladesh	bangladesh	PROPN
bjmsr-2243	223	14	journal	journal	NOUN
bjmsr-2243	223	15	of	of	ADP
bjmsr-2243	223	16	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	223	17	scientific	scientific	ADJ
bjmsr-2243	223	18	research	research	NOUN
bjmsr-2243	223	19	9(4	9(4	NOUN
bjmsr-2243	223	20	)	)	PUNCT
bjmsr-2243	223	21	(	(	PUNCT
bjmsr-2243	223	22	2024	2024	NUM
bjmsr-2243	223	23	)	)	PUNCT
bjmsr-2243	223	24	,	,	PUNCT
bjmsr-2243	223	25	16	16	NUM
bjmsr-2243	223	26	-	-	SYM
bjmsr-2243	223	27	24	24	NUM
bjmsr-2243	223	28	21	21	NUM
bjmsr-2243	223	29	in	in	ADP
bjmsr-2243	223	30	the	the	DET
bjmsr-2243	223	31	presence	presence	NOUN
bjmsr-2243	223	32	of	of	ADP
bjmsr-2243	223	33	day	day	NOUN
bjmsr-2243	223	34	-	-	PUNCT
bjmsr-2243	223	35	of	of	ADP
bjmsr-2243	223	36	-	-	PUNCT
bjmsr-2243	223	37	the	the	DET
bjmsr-2243	223	38	-	-	PUNCT
bjmsr-2243	223	39	week	week	NOUN
bjmsr-2243	223	40	effects	effect	NOUN
bjmsr-2243	223	41	.	.	PUNCT
bjmsr-2243	224	1	the	the	DET
bjmsr-2243	224	2	diagnostic	diagnostic	ADJ
bjmsr-2243	224	3	tests	test	NOUN
bjmsr-2243	224	4	confirm	confirm	VERB
bjmsr-2243	224	5	no	no	DET
bjmsr-2243	224	6	autocorrelation	autocorrelation	NOUN
bjmsr-2243	224	7	and	and	CCONJ
bjmsr-2243	224	8	arch	arch	ADJ
bjmsr-2243	224	9	effect	effect	NOUN
bjmsr-2243	224	10	in	in	ADP
bjmsr-2243	224	11	the	the	DET
bjmsr-2243	224	12	residuals	residual	NOUN
bjmsr-2243	224	13	.	.	PUNCT
bjmsr-2243	225	1	the	the	DET
bjmsr-2243	225	2	time	time	NOUN
bjmsr-2243	225	3	series	series	PROPN
bjmsr-2243	225	4	plot	plot	NOUN
bjmsr-2243	225	5	of	of	ADP
bjmsr-2243	225	6	conditional	conditional	ADJ
bjmsr-2243	225	7	variances	variance	NOUN
bjmsr-2243	225	8	is	be	AUX
bjmsr-2243	225	9	displayed	display	VERB
bjmsr-2243	225	10	in	in	ADP
bjmsr-2243	225	11	figure	figure	NOUN
bjmsr-2243	225	12	1	1	NUM
bjmsr-2243	225	13	.	.	PUNCT
bjmsr-2243	226	1	it	it	PRON
bjmsr-2243	226	2	can	can	AUX
bjmsr-2243	226	3	be	be	AUX
bjmsr-2243	226	4	noticed	notice	VERB
bjmsr-2243	226	5	how	how	SCONJ
bjmsr-2243	226	6	the	the	DET
bjmsr-2243	226	7	variance	variance	NOUN
bjmsr-2243	226	8	of	of	ADP
bjmsr-2243	226	9	the	the	DET
bjmsr-2243	226	10	error	error	NOUN
bjmsr-2243	226	11	term	term	NOUN
bjmsr-2243	226	12	changes	change	NOUN
bjmsr-2243	226	13	over	over	ADP
bjmsr-2243	226	14	time	time	NOUN
bjmsr-2243	226	15	and	and	CCONJ
bjmsr-2243	226	16	is	be	AUX
bjmsr-2243	226	17	not	not	PART
bjmsr-2243	226	18	constant	constant	ADJ
bjmsr-2243	226	19	.	.	PUNCT
bjmsr-2243	227	1	table	table	NOUN
bjmsr-2243	227	2	4	4	NUM
bjmsr-2243	227	3	.	.	PUNCT
bjmsr-2243	228	1	results	result	NOUN
bjmsr-2243	228	2	of	of	ADP
bjmsr-2243	228	3	garch	garch	NOUN
bjmsr-2243	228	4	,	,	PUNCT
bjmsr-2243	228	5	egarch	egarch	NOUN
bjmsr-2243	228	6	and	and	CCONJ
bjmsr-2243	228	7	tgarch	tgarch	PROPN
bjmsr-2243	228	8	equations	equation	NOUN
bjmsr-2243	228	9	for	for	ADP
bjmsr-2243	228	10	nifty	nifty	ADJ
bjmsr-2243	228	11	variables	variable	NOUN
bjmsr-2243	228	12	garch	garch	PROPN
bjmsr-2243	228	13	tgarch	tgarch	PROPN
bjmsr-2243	228	14	egarch	egarch	PROPN
bjmsr-2243	228	15	monday	monday	PROPN
bjmsr-2243	228	16	0.00108	0.00108	NUM
bjmsr-2243	228	17	(	(	PUNCT
bjmsr-2243	228	18	2.3620	2.3620	NUM
bjmsr-2243	228	19	)	)	PUNCT
bjmsr-2243	228	20	2.52e-05	2.52e-05	NUM
bjmsr-2243	228	21	(	(	PUNCT
bjmsr-2243	228	22	0.0590	0.0590	NUM
bjmsr-2243	228	23	)	)	PUNCT
bjmsr-2243	228	24	-0.000144	-0.000144	PROPN
bjmsr-2243	228	25	(	(	PUNCT
bjmsr-2243	228	26	-0.3325	-0.3325	PROPN
bjmsr-2243	228	27	)	)	PUNCT
bjmsr-2243	228	28	tuesday	tuesday	PROPN
bjmsr-2243	228	29	0.001187	0.001187	NUM
bjmsr-2243	228	30	(	(	PUNCT
bjmsr-2243	228	31	2.2564	2.2564	NUM
bjmsr-2243	228	32	)	)	PUNCT
bjmsr-2243	228	33	*	*	PUNCT
bjmsr-2243	229	1	*	*	PUNCT
bjmsr-2243	229	2	*	*	X
bjmsr-2243	229	3	0.001124	0.001124	NUM
bjmsr-2243	229	4	(	(	PUNCT
bjmsr-2243	229	5	2.1553	2.1553	NUM
bjmsr-2243	229	6	)	)	PUNCT
bjmsr-2243	229	7	*	*	PUNCT
bjmsr-2243	229	8	*	*	PUNCT
bjmsr-2243	229	9	0.001048	0.001048	NUM
bjmsr-2243	229	10	(	(	PUNCT
bjmsr-2243	229	11	2.0235	2.0235	NUM
bjmsr-2243	229	12	)	)	PUNCT
bjmsr-2243	229	13	*	*	PUNCT
bjmsr-2243	230	1	*	*	PUNCT
bjmsr-2243	230	2	wednesday	wednesday	PROPN
bjmsr-2243	230	3	0.000759	0.000759	NUM
bjmsr-2243	230	4	(	(	PUNCT
bjmsr-2243	230	5	1.3296	1.3296	NUM
bjmsr-2243	230	6	)	)	PUNCT
bjmsr-2243	230	7	0.000254	0.000254	NUM
bjmsr-2243	230	8	(	(	PUNCT
bjmsr-2243	230	9	0.6223	0.6223	NUM
bjmsr-2243	230	10	)	)	PUNCT
bjmsr-2243	230	11	0.000308	0.000308	NUM
bjmsr-2243	230	12	(	(	PUNCT
bjmsr-2243	230	13	0.6350	0.6350	NUM
bjmsr-2243	230	14	)	)	PUNCT
bjmsr-2243	230	15	*	*	PUNCT
bjmsr-2243	230	16	thursday	thursday	PROPN
bjmsr-2243	230	17	0.000971	0.000971	NUM
bjmsr-2243	230	18	(	(	PUNCT
bjmsr-2243	230	19	1.9238	1.9238	NUM
bjmsr-2243	230	20	)	)	PUNCT
bjmsr-2243	231	1	*	*	PUNCT
bjmsr-2243	232	1	*	*	PUNCT
bjmsr-2243	232	2	9.75e-05	9.75e-05	NUM
bjmsr-2243	232	3	(	(	PUNCT
bjmsr-2243	232	4	0.1995	0.1995	NUM
bjmsr-2243	232	5	)	)	PUNCT
bjmsr-2243	232	6	0.000142	0.000142	NUM
bjmsr-2243	232	7	(	(	PUNCT
bjmsr-2243	232	8	0.2983	0.2983	NUM
bjmsr-2243	232	9	)	)	PUNCT
bjmsr-2243	232	10	friday	friday	PROPN
bjmsr-2243	232	11	0.00459	0.00459	NUM
bjmsr-2243	232	12	(	(	PUNCT
bjmsr-2243	232	13	0.9797	0.9797	NUM
bjmsr-2243	232	14	)	)	PUNCT
bjmsr-2243	232	15	0.000310	0.000310	NUM
bjmsr-2243	232	16	(	(	PUNCT
bjmsr-2243	232	17	0.6316	0.6316	NUM
bjmsr-2243	232	18	)	)	PUNCT
bjmsr-2243	232	19	0.000344	0.000344	NUM
bjmsr-2243	232	20	(	(	PUNCT
bjmsr-2243	232	21	0.7229	0.7229	NUM
bjmsr-2243	232	22	)	)	PUNCT
bjmsr-2243	232	23	return	return	NOUN
bjmsr-2243	232	24	(	(	PUNCT
bjmsr-2243	232	25	-1	-1	INTJ
bjmsr-2243	232	26	)	)	PUNCT
bjmsr-2243	232	27	0.049961	0.049961	NUM
bjmsr-2243	232	28	(	(	PUNCT
bjmsr-2243	232	29	1.30279	1.30279	NUM
bjmsr-2243	232	30	)	)	PUNCT
bjmsr-2243	232	31	0.0739	0.0739	NUM
bjmsr-2243	232	32	(	(	PUNCT
bjmsr-2243	232	33	0.0209	0.0209	NUM
bjmsr-2243	232	34	)	)	PUNCT
bjmsr-2243	232	35	*	*	PUNCT
bjmsr-2243	233	1	*	*	PUNCT
bjmsr-2243	233	2	0.0696	0.0696	NUM
bjmsr-2243	233	3	(	(	PUNCT
bjmsr-2243	233	4	2.0625	2.0625	NUM
bjmsr-2243	233	5	)	)	PUNCT
bjmsr-2243	233	6	*	*	PUNCT
bjmsr-2243	233	7	*	*	PUNCT
bjmsr-2243	233	8	variance	variance	NOUN
bjmsr-2243	233	9	equation	equation	NOUN
bjmsr-2243	233	10	c	c	PROPN
bjmsr-2243	233	11	2.41e-06	2.41e-06	NUM
bjmsr-2243	233	12	(	(	PUNCT
bjmsr-2243	233	13	2.2668	2.2668	NUM
bjmsr-2243	233	14	)	)	PUNCT
bjmsr-2243	233	15	3.49e-06	3.49e-06	NUM
bjmsr-2243	233	16	(	(	PUNCT
bjmsr-2243	233	17	3.7520	3.7520	NUM
bjmsr-2243	233	18	)	)	PUNCT
bjmsr-2243	233	19	*	*	PUNCT
bjmsr-2243	234	1	*	*	PUNCT
bjmsr-2243	234	2	*	*	PUNCT
bjmsr-2243	234	3	-0.5883	-0.5883	PROPN
bjmsr-2243	234	4	(	(	PUNCT
bjmsr-2243	234	5	-6.0177	-6.0177	PROPN
bjmsr-2243	234	6	)	)	PUNCT
bjmsr-2243	234	7	*	*	PUNCT
bjmsr-2243	234	8	*	*	PUNCT
bjmsr-2243	234	9	*	*	PUNCT
bjmsr-2243	234	10	arch	arch	ADJ
bjmsr-2243	234	11	0.1276	0.1276	NUM
bjmsr-2243	234	12	(	(	PUNCT
bjmsr-2243	234	13	6.5852	6.5852	NUM
bjmsr-2243	234	14	)	)	PUNCT
bjmsr-2243	234	15	*	*	PUNCT
bjmsr-2243	235	1	*	*	PUNCT
bjmsr-2243	235	2	*	*	PUNCT
bjmsr-2243	235	3	-0.0118	-0.0118	NOUN
bjmsr-2243	235	4	(	(	PUNCT
bjmsr-2243	235	5	-1.1647	-1.1647	X
bjmsr-2243	235	6	)	)	PUNCT
bjmsr-2243	235	7	0.1301	0.1301	NUM
bjmsr-2243	235	8	(	(	PUNCT
bjmsr-2243	235	9	4.4985	4.4985	NUM
bjmsr-2243	235	10	)	)	PUNCT
bjmsr-2243	235	11	*	*	PUNCT
bjmsr-2243	235	12	*	*	PUNCT
bjmsr-2243	235	13	*	*	VERB
bjmsr-2243	235	14	leverage	leverage	NOUN
bjmsr-2243	235	15	na	na	ADP
bjmsr-2243	235	16	0.2583	0.2583	NUM
bjmsr-2243	235	17	(	(	PUNCT
bjmsr-2243	235	18	6.6769	6.6769	NUM
bjmsr-2243	235	19	)	)	PUNCT
bjmsr-2243	235	20	*	*	PUNCT
bjmsr-2243	236	1	*	*	PUNCT
bjmsr-2243	236	2	*	*	PUNCT
bjmsr-2243	236	3	-0.2112	-0.2112	ADJ
bjmsr-2243	236	4	(	(	PUNCT
bjmsr-2243	236	5	-8.9779	-8.9779	X
bjmsr-2243	236	6	)	)	PUNCT
bjmsr-2243	236	7	*	*	PUNCT
bjmsr-2243	236	8	*	*	PUNCT
bjmsr-2243	236	9	*	*	PUNCT
bjmsr-2243	236	10	garch	garch	NOUN
bjmsr-2243	236	11	0.8492	0.8492	NUM
bjmsr-2243	236	12	(	(	PUNCT
bjmsr-2243	236	13	27.6908	27.6908	NUM
bjmsr-2243	236	14	)	)	PUNCT
bjmsr-2243	236	15	*	*	PUNCT
bjmsr-2243	237	1	*	*	PUNCT
bjmsr-2243	237	2	*	*	PUNCT
bjmsr-2243	237	3	0.8420	0.8420	NUM
bjmsr-2243	237	4	(	(	PUNCT
bjmsr-2243	237	5	29.7432	29.7432	NUM
bjmsr-2243	237	6	)	)	PUNCT
bjmsr-2243	237	7	*	*	PUNCT
bjmsr-2243	238	1	*	*	PUNCT
bjmsr-2243	238	2	*	*	PUNCT
bjmsr-2243	238	3	0.9499	0.9499	NUM
bjmsr-2243	238	4	(	(	PUNCT
bjmsr-2243	238	5	103.1130	103.1130	NUM
bjmsr-2243	238	6	)	)	PUNCT
bjmsr-2243	238	7	*	*	PUNCT
bjmsr-2243	238	8	*	*	PUNCT
bjmsr-2243	238	9	*	*	PUNCT
bjmsr-2243	238	10	ljung	ljung	PROPN
bjmsr-2243	238	11	box	box	PROPN
bjmsr-2243	238	12	q	q	PROPN
bjmsr-2243	238	13	(	(	PUNCT
bjmsr-2243	238	14	5	5	NUM
bjmsr-2243	238	15	)	)	PUNCT
bjmsr-2243	238	16	0.9493	0.9493	NUM
bjmsr-2243	238	17	(	(	PUNCT
bjmsr-2243	238	18	0.967	0.967	NUM
bjmsr-2243	238	19	)	)	PUNCT
bjmsr-2243	238	20	5.1404	5.1404	NUM
bjmsr-2243	238	21	(	(	PUNCT
bjmsr-2243	238	22	0.399	0.399	NUM
bjmsr-2243	238	23	)	)	PUNCT
bjmsr-2243	238	24	3.7739	3.7739	NUM
bjmsr-2243	238	25	(	(	PUNCT
bjmsr-2243	238	26	0.582	0.582	NUM
bjmsr-2243	238	27	)	)	PUNCT
bjmsr-2243	238	28	ljung	ljung	PROPN
bjmsr-2243	238	29	box	box	PROPN
bjmsr-2243	238	30	q	q	PROPN
bjmsr-2243	238	31	(	(	PUNCT
bjmsr-2243	238	32	10	10	NUM
bjmsr-2243	238	33	)	)	PUNCT
bjmsr-2243	238	34	3.9241	3.9241	NUM
bjmsr-2243	238	35	(	(	PUNCT
bjmsr-2243	238	36	0.951	0.951	NUM
bjmsr-2243	238	37	)	)	PUNCT
bjmsr-2243	238	38	7.1624	7.1624	NUM
bjmsr-2243	238	39	(	(	PUNCT
bjmsr-2243	238	40	0.710	0.710	NUM
bjmsr-2243	238	41	)	)	PUNCT
bjmsr-2243	238	42	10.598	10.598	NUM
bjmsr-2243	238	43	(	(	PUNCT
bjmsr-2243	238	44	0.582	0.582	NUM
bjmsr-2243	238	45	)	)	PUNCT
bjmsr-2243	238	46	arch	arch	NOUN
bjmsr-2243	238	47	lm	lm	X
bjmsr-2243	238	48	test	test	NOUN
bjmsr-2243	238	49	(	(	PUNCT
bjmsr-2243	238	50	5	5	NUM
bjmsr-2243	238	51	)	)	PUNCT
bjmsr-2243	238	52	0.1744	0.1744	NUM
bjmsr-2243	238	53	(	(	PUNCT
bjmsr-2243	238	54	0.9721	0.9721	NUM
bjmsr-2243	238	55	)	)	PUNCT
bjmsr-2243	238	56	1.0292	1.0292	NUM
bjmsr-2243	238	57	(	(	PUNCT
bjmsr-2243	238	58	0.3990	0.3990	NUM
bjmsr-2243	238	59	)	)	PUNCT
bjmsr-2243	238	60	0.7522	0.7522	NUM
bjmsr-2243	238	61	(	(	PUNCT
bjmsr-2243	238	62	0.5845	0.5845	NUM
bjmsr-2243	238	63	)	)	PUNCT
bjmsr-2243	238	64	arch	arch	NOUN
bjmsr-2243	238	65	lm	lm	X
bjmsr-2243	238	66	test	test	NOUN
bjmsr-2243	238	67	(	(	PUNCT
bjmsr-2243	238	68	10	10	NUM
bjmsr-2243	238	69	)	)	PUNCT
bjmsr-2243	238	70	0.3907	0.3907	NUM
bjmsr-2243	238	71	(	(	PUNCT
bjmsr-2243	238	72	0.9511	0.9511	NUM
bjmsr-2243	238	73	)	)	PUNCT
bjmsr-2243	238	74	0.7055	0.7055	NUM
bjmsr-2243	238	75	(	(	PUNCT
bjmsr-2243	238	76	0.7199	0.7199	NUM
bjmsr-2243	238	77	)	)	PUNCT
bjmsr-2243	238	78	1.0951	1.0951	NUM
bjmsr-2243	238	79	(	(	PUNCT
bjmsr-2243	238	80	0.3626	0.3626	NUM
bjmsr-2243	238	81	)	)	PUNCT
bjmsr-2243	238	82	note	note	NOUN
bjmsr-2243	238	83	:	:	PUNCT
bjmsr-2243	238	84	ljung	ljung	PROPN
bjmsr-2243	238	85	box	box	PROPN
bjmsr-2243	238	86	q	q	PROPN
bjmsr-2243	238	87	statistics	statistic	NOUN
bjmsr-2243	238	88	represent	represent	VERB
bjmsr-2243	238	89	the	the	DET
bjmsr-2243	238	90	squared	square	VERB
bjmsr-2243	238	91	residuals	residual	NOUN
bjmsr-2243	238	92	up	up	ADP
bjmsr-2243	238	93	to	to	PART
bjmsr-2243	238	94	lag	lag	VERB
bjmsr-2243	238	95	5	5	NUM
bjmsr-2243	238	96	.	.	PUNCT
bjmsr-2243	239	1	*	*	PUNCT
bjmsr-2243	239	2	,	,	PUNCT
bjmsr-2243	239	3	*	*	PUNCT
bjmsr-2243	239	4	*	*	PUNCT
bjmsr-2243	239	5	,	,	PUNCT
bjmsr-2243	239	6	and	and	CCONJ
bjmsr-2243	239	7	*	*	PUNCT
bjmsr-2243	239	8	*	*	PUNCT
bjmsr-2243	239	9	*	*	PUNCT
bjmsr-2243	239	10	denote	denote	VERB
bjmsr-2243	239	11	statistically	statistically	ADV
bjmsr-2243	239	12	significant	significant	ADJ
bjmsr-2243	239	13	values	value	NOUN
bjmsr-2243	239	14	of	of	ADP
bjmsr-2243	239	15	10	10	NUM
bjmsr-2243	239	16	%	%	NOUN
bjmsr-2243	239	17	,	,	PUNCT
bjmsr-2243	239	18	5	5	NUM
bjmsr-2243	239	19	%	%	NOUN
bjmsr-2243	239	20	,	,	PUNCT
bjmsr-2243	239	21	and	and	CCONJ
bjmsr-2243	239	22	1	1	NUM
bjmsr-2243	239	23	%	%	NOUN
bjmsr-2243	239	24	,	,	PUNCT
bjmsr-2243	239	25	respectively	respectively	ADV
bjmsr-2243	239	26	.	.	PUNCT
bjmsr-2243	240	1	.0000	.0000	PROPN
bjmsr-2243	241	1	.0005	.0005	PROPN
bjmsr-2243	242	1	.0010	.0010	PROPN
bjmsr-2243	243	1	.0015	.0015	PROPN
bjmsr-2243	243	2	.0020	.0020	PROPN
bjmsr-2243	243	3	.0025	.0025	PROPN
bjmsr-2243	243	4	.0030	.0030	PROPN
bjmsr-2243	243	5	.0035	.0035	PROPN
bjmsr-2243	243	6	.0040	.0040	PROPN
bjmsr-2243	244	1	16	16	NUM
bjmsr-2243	244	2	17	17	NUM
bjmsr-2243	244	3	18	18	NUM
bjmsr-2243	244	4	19	19	NUM
bjmsr-2243	244	5	20	20	NUM
bjmsr-2243	244	6	conditional	conditional	ADJ
bjmsr-2243	244	7	variance	variance	NOUN
bjmsr-2243	244	8	figure	figure	NOUN
bjmsr-2243	244	9	2	2	NUM
bjmsr-2243	244	10	.	.	PUNCT
bjmsr-2243	244	11	conditional	conditional	ADJ
bjmsr-2243	244	12	variance	variance	NOUN
bjmsr-2243	244	13	(	(	PUNCT
bjmsr-2243	244	14	garch	garch	NOUN
bjmsr-2243	244	15	)	)	PUNCT
bjmsr-2243	244	16	of	of	ADP
bjmsr-2243	244	17	nifty	nifty	ADJ
bjmsr-2243	244	18	series	series	PROPN
bjmsr-2243	244	19	table	table	NOUN
bjmsr-2243	244	20	4	4	NUM
bjmsr-2243	244	21	displays	display	VERB
bjmsr-2243	244	22	the	the	DET
bjmsr-2243	244	23	garch	garch	NOUN
bjmsr-2243	244	24	model	model	NOUN
bjmsr-2243	244	25	results	result	VERB
bjmsr-2243	244	26	for	for	ADP
bjmsr-2243	244	27	the	the	DET
bjmsr-2243	244	28	nifty	nifty	ADJ
bjmsr-2243	244	29	return	return	NOUN
bjmsr-2243	244	30	series	series	NOUN
bjmsr-2243	244	31	.	.	PUNCT
bjmsr-2243	245	1	after	after	ADP
bjmsr-2243	245	2	correcting	correct	VERB
bjmsr-2243	245	3	for	for	ADP
bjmsr-2243	245	4	autocorrelation	autocorrelation	NOUN
bjmsr-2243	245	5	and	and	CCONJ
bjmsr-2243	245	6	the	the	DET
bjmsr-2243	245	7	arch	arch	ADJ
bjmsr-2243	245	8	effect	effect	NOUN
bjmsr-2243	245	9	,	,	PUNCT
bjmsr-2243	245	10	only	only	ADV
bjmsr-2243	245	11	one	one	NUM
bjmsr-2243	245	12	day	day	NOUN
bjmsr-2243	245	13	,	,	PUNCT
bjmsr-2243	245	14	i.e.	i.e.	X
bjmsr-2243	245	15	tuesday	tuesday	PROPN
bjmsr-2243	245	16	,	,	PUNCT
bjmsr-2243	245	17	is	be	AUX
bjmsr-2243	245	18	significant	significant	ADJ
bjmsr-2243	245	19	at	at	ADP
bjmsr-2243	245	20	a	a	DET
bjmsr-2243	245	21	5	5	NUM
bjmsr-2243	245	22	%	%	NOUN
bjmsr-2243	245	23	significance	significance	NOUN
bjmsr-2243	245	24	level	level	NOUN
bjmsr-2243	245	25	in	in	ADP
bjmsr-2243	245	26	the	the	DET
bjmsr-2243	245	27	nifty	nifty	ADJ
bjmsr-2243	245	28	series	series	NOUN
bjmsr-2243	245	29	.	.	PUNCT
bjmsr-2243	246	1	like	like	ADP
bjmsr-2243	246	2	sensex	sensex	PROPN
bjmsr-2243	246	3	,	,	PUNCT
bjmsr-2243	246	4	tuesday	tuesday	PROPN
bjmsr-2243	246	5	has	have	VERB
bjmsr-2243	246	6	the	the	DET
bjmsr-2243	246	7	highest	high	ADJ
bjmsr-2243	246	8	influence	influence	NOUN
bjmsr-2243	246	9	on	on	ADP
bjmsr-2243	246	10	the	the	DET
bjmsr-2243	246	11	return	return	NOUN
bjmsr-2243	246	12	series	series	NOUN
bjmsr-2243	246	13	,	,	PUNCT
bjmsr-2243	246	14	while	while	SCONJ
bjmsr-2243	246	15	monday	monday	PROPN
bjmsr-2243	246	16	has	have	VERB
bjmsr-2243	246	17	the	the	DET
bjmsr-2243	246	18	most	most	ADV
bjmsr-2243	246	19	minor	minor	ADJ
bjmsr-2243	246	20	influence	influence	NOUN
bjmsr-2243	246	21	.	.	PUNCT
bjmsr-2243	247	1	from	from	ADP
bjmsr-2243	247	2	the	the	DET
bjmsr-2243	247	3	variance	variance	NOUN
bjmsr-2243	247	4	equation	equation	NOUN
bjmsr-2243	247	5	,	,	PUNCT
bjmsr-2243	247	6	it	it	PRON
bjmsr-2243	247	7	is	be	AUX
bjmsr-2243	247	8	found	find	VERB
bjmsr-2243	247	9	that	that	SCONJ
bjmsr-2243	247	10	both	both	CCONJ
bjmsr-2243	247	11	the	the	DET
bjmsr-2243	247	12	arch	arch	ADJ
bjmsr-2243	247	13	term	term	NOUN
bjmsr-2243	247	14	and	and	CCONJ
bjmsr-2243	247	15	garch	garch	NOUN
bjmsr-2243	247	16	terms	term	NOUN
bjmsr-2243	247	17	are	be	AUX
bjmsr-2243	247	18	significant	significant	ADJ
bjmsr-2243	247	19	.	.	PUNCT
bjmsr-2243	248	1	hence	hence	ADV
bjmsr-2243	248	2	,	,	PUNCT
bjmsr-2243	248	3	past	past	ADJ
bjmsr-2243	248	4	volatility	volatility	NOUN
bjmsr-2243	248	5	affects	affect	VERB
bjmsr-2243	248	6	the	the	DET
bjmsr-2243	248	7	present	present	ADJ
bjmsr-2243	248	8	volatility	volatility	NOUN
bjmsr-2243	248	9	.	.	PUNCT
bjmsr-2243	249	1	the	the	DET
bjmsr-2243	249	2	diagnostic	diagnostic	ADJ
bjmsr-2243	249	3	test	test	NOUN
bjmsr-2243	249	4	verifies	verifie	NOUN
bjmsr-2243	249	5	that	that	SCONJ
bjmsr-2243	249	6	the	the	DET
bjmsr-2243	249	7	residuals	residual	NOUN
bjmsr-2243	249	8	in	in	ADP
bjmsr-2243	249	9	the	the	DET
bjmsr-2243	249	10	various	various	ADJ
bjmsr-2243	249	11	lagged	lag	VERB
bjmsr-2243	249	12	values	value	NOUN
bjmsr-2243	249	13	do	do	AUX
bjmsr-2243	249	14	not	not	PART
bjmsr-2243	249	15	contain	contain	VERB
bjmsr-2243	249	16	any	any	DET
bjmsr-2243	249	17	evidence	evidence	NOUN
bjmsr-2243	249	18	of	of	ADP
bjmsr-2243	249	19	autocorrelation	autocorrelation	NOUN
bjmsr-2243	249	20	or	or	CCONJ
bjmsr-2243	249	21	the	the	DET
bjmsr-2243	249	22	arch	arch	ADJ
bjmsr-2243	249	23	effect	effect	NOUN
bjmsr-2243	249	24	.	.	PUNCT
bjmsr-2243	250	1	the	the	DET
bjmsr-2243	250	2	conditional	conditional	ADJ
bjmsr-2243	250	3	variance	variance	NOUN
bjmsr-2243	250	4	plot	plot	NOUN
bjmsr-2243	250	5	of	of	ADP
bjmsr-2243	250	6	the	the	DET
bjmsr-2243	250	7	estimated	estimate	VERB
bjmsr-2243	250	8	equation	equation	NOUN
bjmsr-2243	250	9	is	be	AUX
bjmsr-2243	250	10	displayed	display	VERB
bjmsr-2243	250	11	in	in	ADP
bjmsr-2243	250	12	figure	figure	NOUN
bjmsr-2243	250	13	2	2	NUM
bjmsr-2243	250	14	.	.	PUNCT
bjmsr-2243	250	15	acharya	acharya	PROPN
bjmsr-2243	251	1	et	et	PROPN
bjmsr-2243	251	2	al	al	PROPN
bjmsr-2243	251	3	.	.	PROPN
bjmsr-2243	251	4	,	,	PUNCT
bjmsr-2243	251	5	bangladesh	bangladesh	PROPN
bjmsr-2243	251	6	journal	journal	NOUN
bjmsr-2243	251	7	of	of	ADP
bjmsr-2243	251	8	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	251	9	scientific	scientific	ADJ
bjmsr-2243	251	10	research	research	NOUN
bjmsr-2243	251	11	9(4	9(4	NOUN
bjmsr-2243	251	12	)	)	PUNCT
bjmsr-2243	251	13	(	(	PUNCT
bjmsr-2243	251	14	2024	2024	NUM
bjmsr-2243	251	15	)	)	PUNCT
bjmsr-2243	251	16	,	,	PUNCT
bjmsr-2243	251	17	16	16	NUM
bjmsr-2243	251	18	-	-	SYM
bjmsr-2243	251	19	24	24	NUM
bjmsr-2243	251	20	22	22	NUM
bjmsr-2243	251	21	table	table	NOUN
bjmsr-2243	251	22	5	5	NUM
bjmsr-2243	251	23	.	.	PUNCT
bjmsr-2243	251	24	model	model	NOUN
bjmsr-2243	251	25	fitting	fitting	ADJ
bjmsr-2243	251	26	criterion	criterion	NOUN
bjmsr-2243	251	27	parameters	parameter	NOUN
bjmsr-2243	251	28	sensex	sensex	PROPN
bjmsr-2243	251	29	nifty	nifty	PROPN
bjmsr-2243	251	30	garch	garch	PROPN
bjmsr-2243	251	31	tgarch	tgarch	PROPN
bjmsr-2243	251	32	egarch	egarch	PROPN
bjmsr-2243	251	33	garch	garch	PROPN
bjmsr-2243	251	34	tgarch	tgarch	PROPN
bjmsr-2243	251	35	egarch	egarch	PROPN
bjmsr-2243	251	36	aic	aic	PROPN
bjmsr-2243	251	37	-6.8266	-6.8266	PROPN
bjmsr-2243	251	38	-6.8877	-6.8877	PROPN
bjmsr-2243	251	39	-6.8847	-6.8847	PROPN
bjmsr-2243	251	40	-6.8067	-6.8067	PROPN
bjmsr-2243	252	1	-6.8725	-6.8725	PROPN
bjmsr-2243	252	2	-6.8764	-6.8764	ADJ
bjmsr-2243	252	3	sic	sic	ADJ
bjmsr-2243	252	4	-6.7819	-6.7819	NOUN
bjmsr-2243	252	5	-6.8381	-6.8381	NOUN
bjmsr-2243	252	6	-6.8350	-6.8350	PUNCT
bjmsr-2243	253	1	-6.7620	-6.7620	ADJ
bjmsr-2243	253	2	-6.8229	-6.8229	NOUN
bjmsr-2243	253	3	-6.8268	-6.8268	PROPN
bjmsr-2243	253	4	ll	ll	AUX
bjmsr-2243	253	5	3374.536	3374.536	NUM
bjmsr-2243	253	6	3405.656	3405.656	NUM
bjmsr-2243	253	7	3404.167	3404.167	NUM
bjmsr-2243	253	8	3364.731	3364.731	NUM
bjmsr-2243	254	1	3398.166	3398.166	NUM
bjmsr-2243	254	2	3400.102	3400.102	NUM
bjmsr-2243	254	3	note	note	NOUN
bjmsr-2243	254	4	:	:	PUNCT
bjmsr-2243	254	5	aic	aic	PROPN
bjmsr-2243	254	6	stands	stand	VERB
bjmsr-2243	254	7	for	for	ADP
bjmsr-2243	254	8	akaike	akaike	ADJ
bjmsr-2243	254	9	information	information	NOUN
bjmsr-2243	254	10	criterion	criterion	NOUN
bjmsr-2243	254	11	,	,	PUNCT
bjmsr-2243	254	12	sic	sic	ADJ
bjmsr-2243	254	13	stands	stand	VERB
bjmsr-2243	254	14	for	for	ADP
bjmsr-2243	254	15	schwarz	schwarz	PROPN
bjmsr-2243	254	16	information	information	NOUN
bjmsr-2243	254	17	criterion	criterion	NOUN
bjmsr-2243	254	18	,	,	PUNCT
bjmsr-2243	254	19	and	and	CCONJ
bjmsr-2243	254	20	ll	ll	AUX
bjmsr-2243	254	21	stands	stand	VERB
bjmsr-2243	254	22	for	for	ADP
bjmsr-2243	254	23	log	log	NOUN
bjmsr-2243	254	24	likelihood	likelihood	NOUN
bjmsr-2243	254	25	test	test	NOUN
bjmsr-2243	254	26	table	table	NOUN
bjmsr-2243	254	27	5	5	NUM
bjmsr-2243	254	28	shows	show	VERB
bjmsr-2243	254	29	the	the	DET
bjmsr-2243	254	30	test	test	NOUN
bjmsr-2243	254	31	summaries	summary	NOUN
bjmsr-2243	254	32	of	of	ADP
bjmsr-2243	254	33	the	the	DET
bjmsr-2243	254	34	model	model	NOUN
bjmsr-2243	254	35	selected	select	VERB
bjmsr-2243	254	36	.	.	PUNCT
bjmsr-2243	255	1	the	the	DET
bjmsr-2243	255	2	aic	aic	PROPN
bjmsr-2243	255	3	,	,	PUNCT
bjmsr-2243	255	4	sic	sic	ADJ
bjmsr-2243	255	5	,	,	PUNCT
bjmsr-2243	255	6	and	and	CCONJ
bjmsr-2243	255	7	ll	ll	AUX
bjmsr-2243	255	8	determine	determine	VERB
bjmsr-2243	255	9	how	how	SCONJ
bjmsr-2243	255	10	well	well	ADV
bjmsr-2243	255	11	a	a	DET
bjmsr-2243	255	12	model	model	NOUN
bjmsr-2243	255	13	fits	fit	VERB
bjmsr-2243	255	14	the	the	DET
bjmsr-2243	255	15	data	datum	NOUN
bjmsr-2243	255	16	from	from	ADP
bjmsr-2243	255	17	which	which	PRON
bjmsr-2243	255	18	it	it	PRON
bjmsr-2243	255	19	was	be	AUX
bjmsr-2243	255	20	built	build	VERB
bjmsr-2243	255	21	.	.	PUNCT
bjmsr-2243	256	1	when	when	SCONJ
bjmsr-2243	256	2	accepting	accept	VERB
bjmsr-2243	256	3	a	a	DET
bjmsr-2243	256	4	model	model	NOUN
bjmsr-2243	256	5	,	,	PUNCT
bjmsr-2243	256	6	the	the	DET
bjmsr-2243	256	7	lowest	low	ADJ
bjmsr-2243	256	8	value	value	NOUN
bjmsr-2243	256	9	is	be	AUX
bjmsr-2243	256	10	aic	aic	PROPN
bjmsr-2243	256	11	/	/	SYM
bjmsr-2243	256	12	sic	sic	NOUN
bjmsr-2243	256	13	and	and	CCONJ
bjmsr-2243	256	14	the	the	DET
bjmsr-2243	256	15	highest	high	ADJ
bjmsr-2243	256	16	is	be	AUX
bjmsr-2243	256	17	ll	ll	PRON
bjmsr-2243	256	18	.	.	PUNCT
bjmsr-2243	257	1	the	the	DET
bjmsr-2243	257	2	above	above	ADJ
bjmsr-2243	257	3	table	table	NOUN
bjmsr-2243	257	4	shows	show	VERB
bjmsr-2243	257	5	that	that	SCONJ
bjmsr-2243	257	6	the	the	DET
bjmsr-2243	257	7	tgarch	tgarch	NOUN
bjmsr-2243	257	8	in	in	ADP
bjmsr-2243	257	9	the	the	DET
bjmsr-2243	257	10	case	case	NOUN
bjmsr-2243	257	11	of	of	ADP
bjmsr-2243	257	12	bse	bse	NOUN
bjmsr-2243	257	13	and	and	CCONJ
bjmsr-2243	257	14	egarch	egarch	NOUN
bjmsr-2243	257	15	in	in	ADP
bjmsr-2243	257	16	the	the	DET
bjmsr-2243	257	17	case	case	NOUN
bjmsr-2243	257	18	of	of	ADP
bjmsr-2243	257	19	nse	nse	NOUN
bjmsr-2243	257	20	fulfil	fulfil	NOUN
bjmsr-2243	257	21	the	the	DET
bjmsr-2243	257	22	prescribed	prescribed	ADJ
bjmsr-2243	257	23	criteria	criterion	NOUN
bjmsr-2243	257	24	.	.	PUNCT
bjmsr-2243	258	1	however	however	ADV
bjmsr-2243	258	2	,	,	PUNCT
bjmsr-2243	258	3	the	the	DET
bjmsr-2243	258	4	above	above	ADJ
bjmsr-2243	258	5	models	model	NOUN
bjmsr-2243	258	6	'	'	PART
bjmsr-2243	258	7	summation	summation	NOUN
bjmsr-2243	258	8	of	of	ADP
bjmsr-2243	258	9	arch	arch	ADJ
bjmsr-2243	258	10	and	and	CCONJ
bjmsr-2243	258	11	garch	garch	NOUN
bjmsr-2243	258	12	coefficients	coefficient	NOUN
bjmsr-2243	258	13	may	may	AUX
bjmsr-2243	258	14	not	not	PART
bjmsr-2243	258	15	be	be	AUX
bjmsr-2243	258	16	overemphasized	overemphasize	VERB
bjmsr-2243	258	17	.	.	PUNCT
bjmsr-2243	259	1	the	the	DET
bjmsr-2243	259	2	summation	summation	NOUN
bjmsr-2243	259	3	of	of	ADP
bjmsr-2243	259	4	both	both	DET
bjmsr-2243	259	5	terms	term	NOUN
bjmsr-2243	259	6	is	be	AUX
bjmsr-2243	259	7	either	either	CCONJ
bjmsr-2243	259	8	close	close	ADJ
bjmsr-2243	259	9	to	to	ADP
bjmsr-2243	259	10	one	one	NUM
bjmsr-2243	259	11	or	or	CCONJ
bjmsr-2243	259	12	exceeding	exceed	VERB
bjmsr-2243	259	13	one	one	NUM
bjmsr-2243	259	14	in	in	ADP
bjmsr-2243	259	15	the	the	DET
bjmsr-2243	259	16	case	case	NOUN
bjmsr-2243	259	17	of	of	ADP
bjmsr-2243	259	18	garch	garch	NOUN
bjmsr-2243	259	19	and	and	CCONJ
bjmsr-2243	259	20	egarch	egarch	NOUN
bjmsr-2243	259	21	,	,	PUNCT
bjmsr-2243	259	22	respectively	respectively	ADV
bjmsr-2243	259	23	.	.	PUNCT
bjmsr-2243	260	1	this	this	PRON
bjmsr-2243	260	2	indicates	indicate	VERB
bjmsr-2243	260	3	the	the	DET
bjmsr-2243	260	4	high	high	ADJ
bjmsr-2243	260	5	degree	degree	NOUN
bjmsr-2243	260	6	of	of	ADP
bjmsr-2243	260	7	persistence	persistence	NOUN
bjmsr-2243	260	8	in	in	ADP
bjmsr-2243	260	9	volatility	volatility	NOUN
bjmsr-2243	260	10	.	.	PUNCT
bjmsr-2243	261	1	as	as	SCONJ
bjmsr-2243	261	2	the	the	DET
bjmsr-2243	261	3	garch	garch	NOUN
bjmsr-2243	261	4	coefficient	coefficient	NOUN
bjmsr-2243	261	5	value	value	NOUN
bjmsr-2243	261	6	is	be	AUX
bjmsr-2243	261	7	higher	high	ADJ
bjmsr-2243	261	8	than	than	ADP
bjmsr-2243	261	9	the	the	DET
bjmsr-2243	261	10	arch	arch	ADJ
bjmsr-2243	261	11	coefficient	coefficient	NOUN
bjmsr-2243	261	12	value	value	NOUN
bjmsr-2243	261	13	,	,	PUNCT
bjmsr-2243	261	14	it	it	PRON
bjmsr-2243	261	15	can	can	AUX
bjmsr-2243	261	16	be	be	AUX
bjmsr-2243	261	17	inferred	infer	VERB
bjmsr-2243	261	18	that	that	SCONJ
bjmsr-2243	261	19	past	past	ADJ
bjmsr-2243	261	20	volatility	volatility	NOUN
bjmsr-2243	261	21	has	have	VERB
bjmsr-2243	261	22	a	a	DET
bjmsr-2243	261	23	higher	high	ADJ
bjmsr-2243	261	24	impact	impact	NOUN
bjmsr-2243	261	25	than	than	ADP
bjmsr-2243	261	26	past	past	ADJ
bjmsr-2243	261	27	shocks	shock	NOUN
bjmsr-2243	261	28	.	.	PUNCT
bjmsr-2243	262	1	discussions	discussion	NOUN
bjmsr-2243	262	2	the	the	DET
bjmsr-2243	262	3	analysis	analysis	NOUN
bjmsr-2243	262	4	revealed	reveal	VERB
bjmsr-2243	262	5	that	that	SCONJ
bjmsr-2243	262	6	tuesday	tuesday	PROPN
bjmsr-2243	262	7	has	have	VERB
bjmsr-2243	262	8	the	the	DET
bjmsr-2243	262	9	most	most	ADV
bjmsr-2243	262	10	significant	significant	ADJ
bjmsr-2243	262	11	positive	positive	ADJ
bjmsr-2243	262	12	average	average	ADJ
bjmsr-2243	262	13	return	return	NOUN
bjmsr-2243	262	14	,	,	PUNCT
bjmsr-2243	262	15	while	while	SCONJ
bjmsr-2243	262	16	monday	monday	PROPN
bjmsr-2243	262	17	has	have	VERB
bjmsr-2243	262	18	the	the	DET
bjmsr-2243	262	19	lowest	low	ADJ
bjmsr-2243	262	20	negative	negative	ADJ
bjmsr-2243	262	21	return	return	NOUN
bjmsr-2243	262	22	.	.	PUNCT
bjmsr-2243	263	1	similarly	similarly	ADV
bjmsr-2243	263	2	,	,	PUNCT
bjmsr-2243	263	3	monday	monday	PROPN
bjmsr-2243	263	4	has	have	AUX
bjmsr-2243	263	5	exhibited	exhibit	VERB
bjmsr-2243	263	6	the	the	DET
bjmsr-2243	263	7	most	most	ADV
bjmsr-2243	263	8	significant	significant	ADJ
bjmsr-2243	263	9	level	level	NOUN
bjmsr-2243	263	10	of	of	ADP
bjmsr-2243	263	11	volatility	volatility	NOUN
bjmsr-2243	263	12	in	in	ADP
bjmsr-2243	263	13	both	both	CCONJ
bjmsr-2243	263	14	the	the	DET
bjmsr-2243	263	15	stock	stock	NOUN
bjmsr-2243	263	16	markets	market	NOUN
bjmsr-2243	263	17	.	.	PUNCT
bjmsr-2243	264	1	jarque	jarque	PROPN
bjmsr-2243	264	2	bera	bera	PROPN
bjmsr-2243	264	3	test	test	NOUN
bjmsr-2243	264	4	results	result	NOUN
bjmsr-2243	264	5	suggest	suggest	VERB
bjmsr-2243	264	6	the	the	DET
bjmsr-2243	264	7	non	non	ADJ
bjmsr-2243	264	8	-	-	NOUN
bjmsr-2243	264	9	normality	normality	NOUN
bjmsr-2243	264	10	of	of	ADP
bjmsr-2243	264	11	the	the	DET
bjmsr-2243	264	12	returns	return	NOUN
bjmsr-2243	264	13	series	series	NOUN
bjmsr-2243	264	14	,	,	PUNCT
bjmsr-2243	264	15	which	which	PRON
bjmsr-2243	264	16	may	may	AUX
bjmsr-2243	264	17	be	be	AUX
bjmsr-2243	264	18	explained	explain	VERB
bjmsr-2243	264	19	by	by	ADP
bjmsr-2243	264	20	volatility	volatility	NOUN
bjmsr-2243	264	21	clustering	clustering	NOUN
bjmsr-2243	264	22	and	and	CCONJ
bjmsr-2243	264	23	asymmetry	asymmetry	NOUN
bjmsr-2243	264	24	effects	effect	NOUN
bjmsr-2243	264	25	.	.	PUNCT
bjmsr-2243	265	1	now	now	ADV
bjmsr-2243	265	2	,	,	PUNCT
bjmsr-2243	265	3	looking	look	VERB
bjmsr-2243	265	4	at	at	ADP
bjmsr-2243	265	5	the	the	DET
bjmsr-2243	265	6	results	result	NOUN
bjmsr-2243	265	7	of	of	ADP
bjmsr-2243	265	8	the	the	DET
bjmsr-2243	265	9	regression	regression	NOUN
bjmsr-2243	265	10	equations	equation	NOUN
bjmsr-2243	265	11	,	,	PUNCT
bjmsr-2243	265	12	it	it	PRON
bjmsr-2243	265	13	is	be	AUX
bjmsr-2243	265	14	revealed	reveal	VERB
bjmsr-2243	265	15	that	that	SCONJ
bjmsr-2243	265	16	tuesday	tuesday	PROPN
bjmsr-2243	265	17	is	be	AUX
bjmsr-2243	265	18	found	find	VERB
bjmsr-2243	265	19	to	to	PART
bjmsr-2243	265	20	be	be	AUX
bjmsr-2243	265	21	significant	significant	ADJ
bjmsr-2243	265	22	on	on	ADP
bjmsr-2243	265	23	the	the	DET
bjmsr-2243	265	24	weekdays	weekday	NOUN
bjmsr-2243	265	25	.	.	PUNCT
bjmsr-2243	266	1	investors	investor	NOUN
bjmsr-2243	266	2	become	become	VERB
bjmsr-2243	266	3	cautious	cautious	ADJ
bjmsr-2243	266	4	when	when	SCONJ
bjmsr-2243	266	5	deciding	decide	VERB
bjmsr-2243	266	6	on	on	ADP
bjmsr-2243	266	7	monday	monday	PROPN
bjmsr-2243	266	8	.	.	PUNCT
bjmsr-2243	267	1	they	they	PRON
bjmsr-2243	267	2	prefer	prefer	VERB
bjmsr-2243	267	3	to	to	PART
bjmsr-2243	267	4	wait	wait	VERB
bjmsr-2243	267	5	for	for	ADP
bjmsr-2243	267	6	a	a	DET
bjmsr-2243	267	7	day	day	NOUN
bjmsr-2243	267	8	to	to	PART
bjmsr-2243	267	9	see	see	VERB
bjmsr-2243	267	10	the	the	DET
bjmsr-2243	267	11	movements	movement	NOUN
bjmsr-2243	267	12	in	in	ADP
bjmsr-2243	267	13	the	the	DET
bjmsr-2243	267	14	market	market	NOUN
bjmsr-2243	267	15	.	.	PUNCT
bjmsr-2243	268	1	results	result	NOUN
bjmsr-2243	268	2	of	of	ADP
bjmsr-2243	268	3	the	the	DET
bjmsr-2243	268	4	study	study	NOUN
bjmsr-2243	268	5	support	support	VERB
bjmsr-2243	268	6	the	the	DET
bjmsr-2243	268	7	findings	finding	NOUN
bjmsr-2243	268	8	of	of	ADP
bjmsr-2243	268	9	basher	basher	NOUN
bjmsr-2243	268	10	and	and	CCONJ
bjmsr-2243	268	11	sadorsky	sadorsky	ADJ
bjmsr-2243	268	12	(	(	PUNCT
bjmsr-2243	268	13	2006	2006	NUM
bjmsr-2243	268	14	)	)	PUNCT
bjmsr-2243	268	15	,	,	PUNCT
bjmsr-2243	268	16	who	who	PRON
bjmsr-2243	268	17	found	find	VERB
bjmsr-2243	268	18	the	the	DET
bjmsr-2243	268	19	disappearance	disappearance	NOUN
bjmsr-2243	268	20	of	of	ADP
bjmsr-2243	268	21	this	this	DET
bjmsr-2243	268	22	effect	effect	NOUN
bjmsr-2243	268	23	in	in	ADP
bjmsr-2243	268	24	the	the	DET
bjmsr-2243	268	25	indian	indian	ADJ
bjmsr-2243	268	26	stock	stock	NOUN
bjmsr-2243	268	27	market	market	NOUN
bjmsr-2243	268	28	but	but	CCONJ
bjmsr-2243	268	29	fail	fail	VERB
bjmsr-2243	268	30	to	to	PART
bjmsr-2243	268	31	support	support	VERB
bjmsr-2243	268	32	the	the	DET
bjmsr-2243	268	33	studies	study	NOUN
bjmsr-2243	268	34	of	of	ADP
bjmsr-2243	268	35	raj	raj	PROPN
bjmsr-2243	268	36	and	and	CCONJ
bjmsr-2243	268	37	kumari	kumari	PROPN
bjmsr-2243	268	38	(	(	PUNCT
bjmsr-2243	268	39	2006	2006	NUM
bjmsr-2243	268	40	)	)	PUNCT
bjmsr-2243	268	41	,	,	PUNCT
bjmsr-2243	268	42	choudhary	choudhary	PROPN
bjmsr-2243	268	43	(	(	PUNCT
bjmsr-2243	268	44	2000	2000	NUM
bjmsr-2243	268	45	)	)	PUNCT
bjmsr-2243	268	46	,	,	PUNCT
bjmsr-2243	268	47	srinivasan	srinivasan	NOUN
bjmsr-2243	268	48	and	and	CCONJ
bjmsr-2243	268	49	kalaivani	kalaivani	PROPN
bjmsr-2243	268	50	(	(	PUNCT
bjmsr-2243	268	51	2014	2014	NUM
bjmsr-2243	268	52	)	)	PUNCT
bjmsr-2243	268	53	,	,	PUNCT
bjmsr-2243	268	54	aziz	aziz	PROPN
bjmsr-2243	268	55	and	and	CCONJ
bjmsr-2243	268	56	ansari	ansari	ADJ
bjmsr-2243	268	57	(	(	PUNCT
bjmsr-2243	268	58	2015	2015	NUM
bjmsr-2243	268	59	)	)	PUNCT
bjmsr-2243	268	60	,	,	PUNCT
bjmsr-2243	268	61	öncü	öncü	X
bjmsr-2243	268	62	,	,	PUNCT
bjmsr-2243	268	63	ünal	ünal	ADJ
bjmsr-2243	268	64	,	,	PUNCT
bjmsr-2243	268	65	and	and	CCONJ
bjmsr-2243	268	66	demirel	demirel	NOUN
bjmsr-2243	268	67	(	(	PUNCT
bjmsr-2243	268	68	2017	2017	NUM
bjmsr-2243	268	69	)	)	PUNCT
bjmsr-2243	268	70	and	and	CCONJ
bjmsr-2243	268	71	chawla	chawla	PROPN
bjmsr-2243	268	72	(	(	PUNCT
bjmsr-2243	268	73	2018	2018	NUM
bjmsr-2243	268	74	)	)	PUNCT
bjmsr-2243	268	75	who	who	PRON
bjmsr-2243	268	76	have	have	AUX
bjmsr-2243	268	77	detected	detect	VERB
bjmsr-2243	268	78	so	so	ADV
bjmsr-2243	268	79	-	-	PUNCT
bjmsr-2243	268	80	called	call	VERB
bjmsr-2243	268	81	monday	monday	PROPN
bjmsr-2243	268	82	effect	effect	NOUN
bjmsr-2243	268	83	on	on	ADP
bjmsr-2243	268	84	different	different	ADJ
bjmsr-2243	268	85	stock	stock	NOUN
bjmsr-2243	268	86	markets	market	NOUN
bjmsr-2243	268	87	around	around	ADP
bjmsr-2243	268	88	the	the	DET
bjmsr-2243	268	89	world	world	NOUN
bjmsr-2243	268	90	.	.	PUNCT
bjmsr-2243	269	1	interestingly	interestingly	ADV
bjmsr-2243	269	2	,	,	PUNCT
bjmsr-2243	269	3	in	in	ADP
bjmsr-2243	269	4	a	a	DET
bjmsr-2243	269	5	recent	recent	ADJ
bjmsr-2243	269	6	study	study	NOUN
bjmsr-2243	269	7	,	,	PUNCT
bjmsr-2243	269	8	khan	khan	PROPN
bjmsr-2243	269	9	et	et	PROPN
bjmsr-2243	269	10	al	al	PROPN
bjmsr-2243	269	11	.	.	PROPN
bjmsr-2243	270	1	(	(	PUNCT
bjmsr-2243	270	2	2023	2023	NUM
bjmsr-2243	270	3	)	)	PUNCT
bjmsr-2243	270	4	reported	report	VERB
bjmsr-2243	270	5	the	the	DET
bjmsr-2243	270	6	disappearance	disappearance	NOUN
bjmsr-2243	270	7	of	of	ADP
bjmsr-2243	270	8	the	the	DET
bjmsr-2243	270	9	day	day	NOUN
bjmsr-2243	270	10	effect	effect	NOUN
bjmsr-2243	270	11	in	in	ADP
bjmsr-2243	270	12	the	the	DET
bjmsr-2243	270	13	indian	indian	ADJ
bjmsr-2243	270	14	stock	stock	NOUN
bjmsr-2243	270	15	market	market	NOUN
bjmsr-2243	270	16	.	.	PUNCT
bjmsr-2243	271	1	looking	look	VERB
bjmsr-2243	271	2	at	at	ADP
bjmsr-2243	271	3	the	the	DET
bjmsr-2243	271	4	issue	issue	NOUN
bjmsr-2243	271	5	of	of	ADP
bjmsr-2243	271	6	emerging	emerge	VERB
bjmsr-2243	271	7	only	only	ADV
bjmsr-2243	271	8	one	one	NUM
bjmsr-2243	271	9	day	day	NOUN
bjmsr-2243	271	10	out	out	ADP
bjmsr-2243	271	11	of	of	ADP
bjmsr-2243	271	12	the	the	DET
bjmsr-2243	271	13	five	five	NUM
bjmsr-2243	271	14	days	day	NOUN
bjmsr-2243	271	15	in	in	ADP
bjmsr-2243	271	16	the	the	DET
bjmsr-2243	271	17	present	present	ADJ
bjmsr-2243	271	18	study	study	NOUN
bjmsr-2243	271	19	,	,	PUNCT
bjmsr-2243	271	20	it	it	PRON
bjmsr-2243	271	21	can	can	AUX
bjmsr-2243	271	22	be	be	AUX
bjmsr-2243	271	23	said	say	VERB
bjmsr-2243	271	24	that	that	SCONJ
bjmsr-2243	271	25	with	with	ADP
bjmsr-2243	271	26	the	the	DET
bjmsr-2243	271	27	increased	increase	VERB
bjmsr-2243	271	28	prominence	prominence	NOUN
bjmsr-2243	271	29	of	of	ADP
bjmsr-2243	271	30	information	information	NOUN
bjmsr-2243	271	31	technology	technology	NOUN
bjmsr-2243	271	32	,	,	PUNCT
bjmsr-2243	271	33	the	the	DET
bjmsr-2243	271	34	markets	market	NOUN
bjmsr-2243	271	35	are	be	AUX
bjmsr-2243	271	36	gradually	gradually	ADV
bjmsr-2243	271	37	becoming	become	VERB
bjmsr-2243	271	38	more	more	ADV
bjmsr-2243	271	39	informationally	informationally	ADV
bjmsr-2243	271	40	efficient	efficient	ADJ
bjmsr-2243	271	41	,	,	PUNCT
bjmsr-2243	271	42	and	and	CCONJ
bjmsr-2243	271	43	such	such	ADJ
bjmsr-2243	271	44	price	price	NOUN
bjmsr-2243	271	45	anomalies	anomaly	NOUN
bjmsr-2243	271	46	are	be	AUX
bjmsr-2243	271	47	being	be	AUX
bjmsr-2243	271	48	corrected	correct	VERB
bjmsr-2243	271	49	through	through	ADP
bjmsr-2243	271	50	arbitrage	arbitrage	NOUN
bjmsr-2243	271	51	(	(	PUNCT
bjmsr-2243	271	52	kenourgios	kenourgio	NOUN
bjmsr-2243	271	53	et	et	PROPN
bjmsr-2243	271	54	al	al	PROPN
bjmsr-2243	271	55	.	.	PROPN
bjmsr-2243	271	56	,	,	PUNCT
bjmsr-2243	271	57	2005	2005	NUM
bjmsr-2243	271	58	)	)	PUNCT
bjmsr-2243	271	59	.	.	PUNCT
bjmsr-2243	272	1	however	however	ADV
bjmsr-2243	272	2	,	,	PUNCT
bjmsr-2243	272	3	this	this	DET
bjmsr-2243	272	4	efficiency	efficiency	NOUN
bjmsr-2243	272	5	can	can	AUX
bjmsr-2243	272	6	be	be	AUX
bjmsr-2243	272	7	said	say	VERB
bjmsr-2243	272	8	to	to	PART
bjmsr-2243	272	9	be	be	AUX
bjmsr-2243	272	10	achieved	achieve	VERB
bjmsr-2243	272	11	unless	unless	SCONJ
bjmsr-2243	272	12	the	the	DET
bjmsr-2243	272	13	lagged	lag	VERB
bjmsr-2243	272	14	values	value	NOUN
bjmsr-2243	272	15	of	of	ADP
bjmsr-2243	272	16	the	the	DET
bjmsr-2243	272	17	conditional	conditional	ADJ
bjmsr-2243	272	18	variance	variance	NOUN
bjmsr-2243	272	19	term	term	NOUN
bjmsr-2243	272	20	are	be	AUX
bjmsr-2243	272	21	insignificant	insignificant	ADJ
bjmsr-2243	272	22	.	.	PUNCT
bjmsr-2243	273	1	therefore	therefore	ADV
bjmsr-2243	273	2	,	,	PUNCT
bjmsr-2243	273	3	from	from	ADP
bjmsr-2243	273	4	the	the	DET
bjmsr-2243	273	5	variance	variance	NOUN
bjmsr-2243	273	6	equation	equation	NOUN
bjmsr-2243	273	7	,	,	PUNCT
bjmsr-2243	273	8	it	it	PRON
bjmsr-2243	273	9	is	be	AUX
bjmsr-2243	273	10	found	find	VERB
bjmsr-2243	273	11	that	that	SCONJ
bjmsr-2243	273	12	the	the	DET
bjmsr-2243	273	13	arch	arch	ADJ
bjmsr-2243	273	14	term	term	NOUN
bjmsr-2243	273	15	and	and	CCONJ
bjmsr-2243	273	16	the	the	DET
bjmsr-2243	273	17	garch	garch	NOUN
bjmsr-2243	273	18	term	term	NOUN
bjmsr-2243	273	19	have	have	VERB
bjmsr-2243	273	20	coefficients	coefficient	NOUN
bjmsr-2243	273	21	other	other	ADJ
bjmsr-2243	273	22	than	than	ADP
bjmsr-2243	273	23	zero	zero	NUM
bjmsr-2243	273	24	for	for	ADP
bjmsr-2243	273	25	these	these	DET
bjmsr-2243	273	26	two	two	NUM
bjmsr-2243	273	27	indices	index	NOUN
bjmsr-2243	273	28	,	,	PUNCT
bjmsr-2243	273	29	which	which	PRON
bjmsr-2243	273	30	indicates	indicate	VERB
bjmsr-2243	273	31	that	that	SCONJ
bjmsr-2243	273	32	the	the	DET
bjmsr-2243	273	33	lagged	lag	VERB
bjmsr-2243	273	34	values	value	NOUN
bjmsr-2243	273	35	of	of	ADP
bjmsr-2243	273	36	residuals	residual	NOUN
bjmsr-2243	273	37	and	and	CCONJ
bjmsr-2243	273	38	the	the	DET
bjmsr-2243	273	39	lagged	lag	VERB
bjmsr-2243	273	40	values	value	NOUN
bjmsr-2243	273	41	of	of	ADP
bjmsr-2243	273	42	conditional	conditional	ADJ
bjmsr-2243	273	43	variance	variance	NOUN
bjmsr-2243	273	44	are	be	AUX
bjmsr-2243	273	45	capable	capable	ADJ
bjmsr-2243	273	46	of	of	ADP
bjmsr-2243	273	47	capturing	capture	VERB
bjmsr-2243	273	48	the	the	DET
bjmsr-2243	273	49	future	future	ADJ
bjmsr-2243	273	50	volatility	volatility	NOUN
bjmsr-2243	273	51	of	of	ADP
bjmsr-2243	273	52	the	the	DET
bjmsr-2243	273	53	market	market	NOUN
bjmsr-2243	273	54	in	in	ADP
bjmsr-2243	273	55	the	the	DET
bjmsr-2243	273	56	presence	presence	NOUN
bjmsr-2243	273	57	of	of	ADP
bjmsr-2243	273	58	the	the	DET
bjmsr-2243	273	59	day	day	NOUN
bjmsr-2243	273	60	effect	effect	NOUN
bjmsr-2243	273	61	.	.	PUNCT
bjmsr-2243	274	1	conclusions	conclusion	NOUN
bjmsr-2243	274	2	the	the	DET
bjmsr-2243	274	3	indian	indian	ADJ
bjmsr-2243	274	4	capital	capital	NOUN
bjmsr-2243	274	5	market	market	NOUN
bjmsr-2243	274	6	is	be	AUX
bjmsr-2243	274	7	expanding	expand	VERB
bjmsr-2243	274	8	rapidly	rapidly	ADV
bjmsr-2243	274	9	,	,	PUNCT
bjmsr-2243	274	10	with	with	ADP
bjmsr-2243	274	11	both	both	PRON
bjmsr-2243	274	12	established	establish	VERB
bjmsr-2243	274	13	and	and	CCONJ
bjmsr-2243	274	14	new	new	ADJ
bjmsr-2243	274	15	enterprises	enterprise	NOUN
bjmsr-2243	274	16	joining	join	VERB
bjmsr-2243	274	17	the	the	DET
bjmsr-2243	274	18	market	market	NOUN
bjmsr-2243	274	19	,	,	PUNCT
bjmsr-2243	274	20	where	where	SCONJ
bjmsr-2243	274	21	its	its	PRON
bjmsr-2243	274	22	efficiency	efficiency	NOUN
bjmsr-2243	274	23	has	have	AUX
bjmsr-2243	274	24	remained	remain	VERB
bjmsr-2243	274	25	a	a	DET
bjmsr-2243	274	26	central	central	ADJ
bjmsr-2243	274	27	focus	focus	NOUN
bjmsr-2243	274	28	of	of	ADP
bjmsr-2243	274	29	research	research	NOUN
bjmsr-2243	274	30	for	for	ADP
bjmsr-2243	274	31	many	many	ADJ
bjmsr-2243	274	32	decades	decade	NOUN
bjmsr-2243	274	33	.	.	PUNCT
bjmsr-2243	275	1	it	it	PRON
bjmsr-2243	275	2	occupies	occupy	VERB
bjmsr-2243	275	3	a	a	DET
bjmsr-2243	275	4	disproportionately	disproportionately	ADV
bjmsr-2243	275	5	large	large	ADJ
bjmsr-2243	275	6	place	place	NOUN
bjmsr-2243	275	7	in	in	ADP
bjmsr-2243	275	8	the	the	DET
bjmsr-2243	275	9	everyday	everyday	ADJ
bjmsr-2243	275	10	discussion	discussion	NOUN
bjmsr-2243	275	11	of	of	ADP
bjmsr-2243	275	12	potential	potential	ADJ
bjmsr-2243	275	13	investors	investor	NOUN
bjmsr-2243	275	14	.	.	PUNCT
bjmsr-2243	276	1	the	the	DET
bjmsr-2243	276	2	study	study	NOUN
bjmsr-2243	276	3	examines	examine	VERB
bjmsr-2243	276	4	the	the	DET
bjmsr-2243	276	5	effect	effect	NOUN
bjmsr-2243	276	6	of	of	ADP
bjmsr-2243	276	7	the	the	DET
bjmsr-2243	276	8	day	day	NOUN
bjmsr-2243	276	9	of	of	ADP
bjmsr-2243	276	10	the	the	DET
bjmsr-2243	276	11	week	week	NOUN
bjmsr-2243	276	12	on	on	ADP
bjmsr-2243	276	13	the	the	DET
bjmsr-2243	276	14	indian	indian	ADJ
bjmsr-2243	276	15	stock	stock	NOUN
bjmsr-2243	276	16	market	market	NOUN
bjmsr-2243	276	17	.	.	PUNCT
bjmsr-2243	277	1	the	the	DET
bjmsr-2243	277	2	data	data	NOUN
bjmsr-2243	277	3	sets	set	NOUN
bjmsr-2243	277	4	,	,	PUNCT
bjmsr-2243	277	5	comprised	comprise	VERB
bjmsr-2243	277	6	of	of	ADP
bjmsr-2243	277	7	daily	daily	ADJ
bjmsr-2243	277	8	returns	return	NOUN
bjmsr-2243	277	9	from	from	ADP
bjmsr-2243	277	10	2016	2016	NUM
bjmsr-2243	277	11	to	to	ADP
bjmsr-2243	277	12	2020	2020	NUM
bjmsr-2243	277	13	,	,	PUNCT
bjmsr-2243	277	14	have	have	AUX
bjmsr-2243	277	15	been	be	AUX
bjmsr-2243	277	16	used	use	VERB
bjmsr-2243	277	17	in	in	ADP
bjmsr-2243	277	18	the	the	DET
bjmsr-2243	277	19	study	study	NOUN
bjmsr-2243	277	20	.	.	PUNCT
bjmsr-2243	278	1	to	to	PART
bjmsr-2243	278	2	capture	capture	VERB
bjmsr-2243	278	3	the	the	DET
bjmsr-2243	278	4	asymmetry	asymmetry	NOUN
bjmsr-2243	278	5	effect	effect	NOUN
bjmsr-2243	278	6	,	,	PUNCT
bjmsr-2243	278	7	three	three	NUM
bjmsr-2243	278	8	distinct	distinct	ADJ
bjmsr-2243	278	9	garch	garch	NOUN
bjmsr-2243	278	10	models	model	NOUN
bjmsr-2243	278	11	were	be	AUX
bjmsr-2243	278	12	employed	employ	VERB
bjmsr-2243	278	13	,	,	PUNCT
bjmsr-2243	278	14	each	each	PRON
bjmsr-2243	278	15	assuming	assume	VERB
bjmsr-2243	278	16	a	a	DET
bjmsr-2243	278	17	normal	normal	ADJ
bjmsr-2243	278	18	gaussian	gaussian	ADJ
bjmsr-2243	278	19	distribution	distribution	NOUN
bjmsr-2243	278	20	.	.	PUNCT
bjmsr-2243	279	1	the	the	DET
bjmsr-2243	279	2	average	average	ADJ
bjmsr-2243	279	3	daily	daily	ADJ
bjmsr-2243	279	4	returns	return	NOUN
bjmsr-2243	279	5	for	for	ADP
bjmsr-2243	279	6	the	the	DET
bjmsr-2243	279	7	bse	bse	NOUN
bjmsr-2243	279	8	and	and	CCONJ
bjmsr-2243	279	9	nse	nse	NOUN
bjmsr-2243	279	10	are	be	AUX
bjmsr-2243	279	11	higher	high	ADJ
bjmsr-2243	279	12	on	on	ADP
bjmsr-2243	279	13	tuesday	tuesday	PROPN
bjmsr-2243	279	14	and	and	CCONJ
bjmsr-2243	279	15	extremely	extremely	ADV
bjmsr-2243	279	16	volatile	volatile	ADJ
bjmsr-2243	279	17	on	on	ADP
bjmsr-2243	279	18	monday	monday	PROPN
bjmsr-2243	279	19	.	.	PUNCT
bjmsr-2243	280	1	the	the	DET
bjmsr-2243	280	2	study	study	NOUN
bjmsr-2243	280	3	indicates	indicate	VERB
bjmsr-2243	280	4	that	that	SCONJ
bjmsr-2243	280	5	tuesday	tuesday	PROPN
bjmsr-2243	280	6	has	have	VERB
bjmsr-2243	280	7	a	a	DET
bjmsr-2243	280	8	considerable	considerable	ADJ
bjmsr-2243	280	9	impact	impact	NOUN
bjmsr-2243	280	10	on	on	ADP
bjmsr-2243	280	11	the	the	DET
bjmsr-2243	280	12	weekdays	weekday	NOUN
bjmsr-2243	280	13	.	.	PUNCT
bjmsr-2243	281	1	investors	investor	NOUN
bjmsr-2243	281	2	may	may	AUX
bjmsr-2243	281	3	exhibit	exhibit	VERB
bjmsr-2243	281	4	a	a	DET
bjmsr-2243	281	5	sense	sense	NOUN
bjmsr-2243	281	6	of	of	ADP
bjmsr-2243	281	7	caution	caution	NOUN
bjmsr-2243	281	8	while	while	SCONJ
bjmsr-2243	281	9	making	make	VERB
bjmsr-2243	281	10	decisions	decision	NOUN
bjmsr-2243	281	11	on	on	ADP
bjmsr-2243	281	12	mondays	monday	NOUN
bjmsr-2243	281	13	.	.	PUNCT
bjmsr-2243	282	1	they	they	PRON
bjmsr-2243	282	2	prefer	prefer	VERB
bjmsr-2243	282	3	to	to	PART
bjmsr-2243	282	4	wait	wait	VERB
bjmsr-2243	282	5	for	for	ADP
bjmsr-2243	282	6	a	a	DET
bjmsr-2243	282	7	day	day	NOUN
bjmsr-2243	282	8	in	in	ADP
bjmsr-2243	282	9	order	order	NOUN
bjmsr-2243	282	10	to	to	PART
bjmsr-2243	282	11	see	see	VERB
bjmsr-2243	282	12	the	the	DET
bjmsr-2243	282	13	fluctuations	fluctuation	NOUN
bjmsr-2243	282	14	in	in	ADP
bjmsr-2243	282	15	the	the	DET
bjmsr-2243	282	16	market	market	NOUN
bjmsr-2243	282	17	.	.	PUNCT
bjmsr-2243	283	1	this	this	DET
bjmsr-2243	283	2	pattern	pattern	NOUN
bjmsr-2243	283	3	casts	cast	VERB
bjmsr-2243	283	4	doubt	doubt	NOUN
bjmsr-2243	283	5	on	on	ADP
bjmsr-2243	283	6	the	the	DET
bjmsr-2243	283	7	efficient	efficient	ADJ
bjmsr-2243	283	8	market	market	NOUN
bjmsr-2243	283	9	hypothesis	hypothesis	NOUN
bjmsr-2243	283	10	's	's	PART
bjmsr-2243	283	11	foundational	foundational	ADJ
bjmsr-2243	283	12	assumptions	assumption	NOUN
bjmsr-2243	283	13	.	.	PUNCT
bjmsr-2243	284	1	however	however	ADV
bjmsr-2243	284	2	,	,	PUNCT
bjmsr-2243	284	3	correlating	correlate	VERB
bjmsr-2243	284	4	with	with	ADP
bjmsr-2243	284	5	khan	khan	PROPN
bjmsr-2243	284	6	et	et	PROPN
bjmsr-2243	284	7	al	al	PROPN
bjmsr-2243	284	8	.	.	PROPN
bjmsr-2243	285	1	(	(	PUNCT
bjmsr-2243	285	2	2023	2023	NUM
bjmsr-2243	285	3	)	)	PUNCT
bjmsr-2243	285	4	,	,	PUNCT
bjmsr-2243	285	5	this	this	DET
bjmsr-2243	285	6	study	study	NOUN
bjmsr-2243	285	7	also	also	ADV
bjmsr-2243	285	8	made	make	VERB
bjmsr-2243	285	9	an	an	DET
bjmsr-2243	285	10	important	important	ADJ
bjmsr-2243	285	11	indication	indication	NOUN
bjmsr-2243	285	12	by	by	ADP
bjmsr-2243	285	13	showing	show	VERB
bjmsr-2243	285	14	the	the	DET
bjmsr-2243	285	15	significance	significance	NOUN
bjmsr-2243	285	16	of	of	ADP
bjmsr-2243	285	17	only	only	ADV
bjmsr-2243	285	18	one	one	NUM
bjmsr-2243	285	19	day	day	NOUN
bjmsr-2243	285	20	out	out	ADP
bjmsr-2243	285	21	of	of	ADP
bjmsr-2243	285	22	five	five	NUM
bjmsr-2243	285	23	days	day	NOUN
bjmsr-2243	285	24	a	a	DET
bjmsr-2243	285	25	week	week	NOUN
bjmsr-2243	285	26	.	.	PUNCT
bjmsr-2243	286	1	therefore	therefore	ADV
bjmsr-2243	286	2	,	,	PUNCT
bjmsr-2243	286	3	the	the	DET
bjmsr-2243	286	4	day	day	NOUN
bjmsr-2243	286	5	-	-	PUNCT
bjmsr-2243	286	6	of	of	ADP
bjmsr-2243	286	7	-	-	PUNCT
bjmsr-2243	286	8	the	the	DET
bjmsr-2243	286	9	-	-	PUNCT
bjmsr-2243	286	10	week	week	NOUN
bjmsr-2243	286	11	effect	effect	NOUN
bjmsr-2243	286	12	is	be	AUX
bjmsr-2243	286	13	gradually	gradually	ADV
bjmsr-2243	286	14	disappearing	disappear	VERB
bjmsr-2243	286	15	in	in	ADP
bjmsr-2243	286	16	india	india	PROPN
bjmsr-2243	286	17	.	.	PUNCT
bjmsr-2243	287	1	the	the	DET
bjmsr-2243	287	2	available	available	ADJ
bjmsr-2243	287	3	evidence	evidence	NOUN
bjmsr-2243	287	4	about	about	ADP
bjmsr-2243	287	5	the	the	DET
bjmsr-2243	287	6	day	day	NOUN
bjmsr-2243	287	7	-	-	PUNCT
bjmsr-2243	287	8	of	of	ADP
bjmsr-2243	287	9	-	-	PUNCT
bjmsr-2243	287	10	the	the	DET
bjmsr-2243	287	11	-	-	PUNCT
bjmsr-2243	287	12	week	week	NOUN
bjmsr-2243	287	13	effect	effect	NOUN
bjmsr-2243	287	14	supports	support	VERB
bjmsr-2243	287	15	theories	theory	NOUN
bjmsr-2243	287	16	that	that	PRON
bjmsr-2243	287	17	link	link	VERB
bjmsr-2243	287	18	this	this	DET
bjmsr-2243	287	19	effect	effect	NOUN
bjmsr-2243	287	20	to	to	ADP
bjmsr-2243	287	21	psychological	psychological	ADJ
bjmsr-2243	287	22	factors	factor	NOUN
bjmsr-2243	287	23	and	and	CCONJ
bjmsr-2243	287	24	the	the	DET
bjmsr-2243	287	25	assimilation	assimilation	NOUN
bjmsr-2243	287	26	of	of	ADP
bjmsr-2243	287	27	knowledge	knowledge	NOUN
bjmsr-2243	287	28	during	during	ADP
bjmsr-2243	287	29	weekends	weekend	NOUN
bjmsr-2243	287	30	.	.	PUNCT
bjmsr-2243	288	1	upon	upon	SCONJ
bjmsr-2243	288	2	examining	examine	VERB
bjmsr-2243	288	3	the	the	DET
bjmsr-2243	288	4	variance	variance	NOUN
bjmsr-2243	288	5	equation	equation	NOUN
bjmsr-2243	288	6	,	,	PUNCT
bjmsr-2243	288	7	it	it	PRON
bjmsr-2243	288	8	is	be	AUX
bjmsr-2243	288	9	evident	evident	ADJ
bjmsr-2243	288	10	that	that	SCONJ
bjmsr-2243	288	11	the	the	DET
bjmsr-2243	288	12	arch	arch	ADJ
bjmsr-2243	288	13	term	term	NOUN
bjmsr-2243	288	14	and	and	CCONJ
bjmsr-2243	288	15	the	the	DET
bjmsr-2243	288	16	garch	garch	NOUN
bjmsr-2243	288	17	term	term	NOUN
bjmsr-2243	288	18	have	have	VERB
bjmsr-2243	288	19	non	non	ADJ
bjmsr-2243	288	20	-	-	ADJ
bjmsr-2243	288	21	zero	zero	NUM
bjmsr-2243	288	22	coefficients	coefficient	NOUN
bjmsr-2243	288	23	for	for	ADP
bjmsr-2243	288	24	these	these	DET
bjmsr-2243	288	25	two	two	NUM
bjmsr-2243	288	26	indices	index	NOUN
bjmsr-2243	288	27	.	.	PUNCT
bjmsr-2243	289	1	this	this	PRON
bjmsr-2243	289	2	suggests	suggest	VERB
bjmsr-2243	289	3	that	that	SCONJ
bjmsr-2243	289	4	the	the	DET
bjmsr-2243	289	5	previous	previous	ADJ
bjmsr-2243	289	6	values	value	NOUN
bjmsr-2243	289	7	of	of	ADP
bjmsr-2243	289	8	residuals	residual	NOUN
bjmsr-2243	289	9	and	and	CCONJ
bjmsr-2243	289	10	conditional	conditional	ADJ
bjmsr-2243	289	11	variance	variance	NOUN
bjmsr-2243	289	12	can	can	AUX
bjmsr-2243	289	13	effectively	effectively	ADV
bjmsr-2243	289	14	predict	predict	VERB
bjmsr-2243	289	15	the	the	DET
bjmsr-2243	289	16	future	future	ADJ
bjmsr-2243	289	17	volatility	volatility	NOUN
bjmsr-2243	289	18	of	of	ADP
bjmsr-2243	289	19	the	the	DET
bjmsr-2243	289	20	market	market	NOUN
bjmsr-2243	289	21	,	,	PUNCT
bjmsr-2243	289	22	taking	take	VERB
bjmsr-2243	289	23	into	into	ADP
bjmsr-2243	289	24	account	account	NOUN
bjmsr-2243	289	25	the	the	DET
bjmsr-2243	289	26	day	day	NOUN
bjmsr-2243	289	27	effect	effect	NOUN
bjmsr-2243	289	28	.	.	PUNCT
bjmsr-2243	290	1	thus	thus	ADV
bjmsr-2243	290	2	,	,	PUNCT
bjmsr-2243	290	3	it	it	PRON
bjmsr-2243	290	4	appears	appear	VERB
bjmsr-2243	290	5	that	that	SCONJ
bjmsr-2243	290	6	the	the	DET
bjmsr-2243	290	7	indian	indian	ADJ
bjmsr-2243	290	8	market	market	NOUN
bjmsr-2243	290	9	is	be	AUX
bjmsr-2243	290	10	efficient	efficient	ADJ
bjmsr-2243	290	11	,	,	PUNCT
bjmsr-2243	290	12	albeit	albeit	SCONJ
bjmsr-2243	290	13	in	in	ADP
bjmsr-2243	290	14	its	its	PRON
bjmsr-2243	290	15	weak	weak	ADJ
bjmsr-2243	290	16	form	form	NOUN
bjmsr-2243	290	17	.	.	PUNCT
bjmsr-2243	291	1	based	base	VERB
bjmsr-2243	291	2	on	on	ADP
bjmsr-2243	291	3	the	the	DET
bjmsr-2243	291	4	established	establish	VERB
bjmsr-2243	291	5	criteria	criterion	NOUN
bjmsr-2243	291	6	,	,	PUNCT
bjmsr-2243	291	7	the	the	DET
bjmsr-2243	291	8	threshold	threshold	NOUN
bjmsr-2243	291	9	garch	garch	NOUN
bjmsr-2243	291	10	model	model	NOUN
bjmsr-2243	291	11	can	can	AUX
bjmsr-2243	291	12	describe	describe	VERB
bjmsr-2243	291	13	the	the	DET
bjmsr-2243	291	14	volatility	volatility	NOUN
bjmsr-2243	291	15	in	in	ADP
bjmsr-2243	291	16	the	the	DET
bjmsr-2243	291	17	indian	indian	ADJ
bjmsr-2243	291	18	capital	capital	NOUN
bjmsr-2243	291	19	market	market	NOUN
bjmsr-2243	291	20	.	.	PUNCT
bjmsr-2243	292	1	furthermore	furthermore	ADV
bjmsr-2243	292	2	,	,	PUNCT
bjmsr-2243	292	3	the	the	DET
bjmsr-2243	292	4	study	study	NOUN
bjmsr-2243	292	5	revealed	reveal	VERB
bjmsr-2243	292	6	the	the	DET
bjmsr-2243	292	7	asymmetry	asymmetry	NOUN
bjmsr-2243	292	8	effect	effect	NOUN
bjmsr-2243	292	9	,	,	PUNCT
bjmsr-2243	292	10	where	where	SCONJ
bjmsr-2243	292	11	bad	bad	ADJ
bjmsr-2243	292	12	news	news	NOUN
bjmsr-2243	292	13	plays	play	VERB
bjmsr-2243	292	14	a	a	DET
bjmsr-2243	292	15	more	more	ADV
bjmsr-2243	292	16	significant	significant	ADJ
bjmsr-2243	292	17	role	role	NOUN
bjmsr-2243	292	18	in	in	ADP
bjmsr-2243	292	19	volatility	volatility	NOUN
bjmsr-2243	292	20	.	.	PUNCT
bjmsr-2243	293	1	the	the	DET
bjmsr-2243	293	2	results	result	NOUN
bjmsr-2243	293	3	of	of	ADP
bjmsr-2243	293	4	the	the	DET
bjmsr-2243	293	5	current	current	ADJ
bjmsr-2243	293	6	study	study	NOUN
bjmsr-2243	293	7	have	have	VERB
bjmsr-2243	293	8	theoretical	theoretical	ADJ
bjmsr-2243	293	9	and	and	CCONJ
bjmsr-2243	293	10	practical	practical	ADJ
bjmsr-2243	293	11	implications	implication	NOUN
bjmsr-2243	293	12	and	and	CCONJ
bjmsr-2243	293	13	can	can	AUX
bjmsr-2243	293	14	be	be	AUX
bjmsr-2243	293	15	utilized	utilize	VERB
bjmsr-2243	293	16	by	by	ADP
bjmsr-2243	293	17	the	the	DET
bjmsr-2243	293	18	investors	investor	NOUN
bjmsr-2243	293	19	in	in	ADP
bjmsr-2243	293	20	designing	design	VERB
bjmsr-2243	293	21	the	the	DET
bjmsr-2243	293	22	investment	investment	NOUN
bjmsr-2243	293	23	strategy(s	strategy(	VERB
bjmsr-2243	293	24	)	)	PUNCT
bjmsr-2243	293	25	.	.	PUNCT
bjmsr-2243	294	1	investors	investor	NOUN
bjmsr-2243	294	2	can	can	AUX
bjmsr-2243	294	3	take	take	VERB
bjmsr-2243	294	4	advantage	advantage	NOUN
bjmsr-2243	294	5	of	of	ADP
bjmsr-2243	294	6	this	this	DET
bjmsr-2243	294	7	anomaly	anomaly	NOUN
bjmsr-2243	294	8	to	to	PART
bjmsr-2243	294	9	make	make	VERB
bjmsr-2243	294	10	abnormal	abnormal	ADJ
bjmsr-2243	294	11	gains	gain	NOUN
bjmsr-2243	294	12	.	.	PUNCT
bjmsr-2243	295	1	however	however	ADV
bjmsr-2243	295	2	,	,	PUNCT
bjmsr-2243	295	3	this	this	DET
bjmsr-2243	295	4	strategy	strategy	NOUN
bjmsr-2243	295	5	may	may	AUX
bjmsr-2243	295	6	need	need	VERB
bjmsr-2243	295	7	to	to	PART
bjmsr-2243	295	8	be	be	AUX
bjmsr-2243	295	9	revised	revise	VERB
bjmsr-2243	295	10	in	in	ADP
bjmsr-2243	295	11	the	the	DET
bjmsr-2243	295	12	long	long	ADJ
bjmsr-2243	295	13	run	run	NOUN
bjmsr-2243	295	14	.	.	PUNCT
bjmsr-2243	296	1	investors	investor	NOUN
bjmsr-2243	296	2	must	must	AUX
bjmsr-2243	296	3	thoroughly	thoroughly	ADV
bjmsr-2243	296	4	comprehend	comprehend	VERB
bjmsr-2243	296	5	the	the	DET
bjmsr-2243	296	6	market	market	NOUN
bjmsr-2243	296	7	dynamics	dynamic	NOUN
bjmsr-2243	296	8	before	before	ADP
bjmsr-2243	296	9	investing	invest	VERB
bjmsr-2243	296	10	in	in	ADP
bjmsr-2243	296	11	a	a	DET
bjmsr-2243	296	12	specific	specific	ADJ
bjmsr-2243	296	13	stock	stock	NOUN
bjmsr-2243	296	14	market	market	NOUN
bjmsr-2243	296	15	.	.	PUNCT
bjmsr-2243	297	1	market	market	NOUN
bjmsr-2243	297	2	regulators	regulator	NOUN
bjmsr-2243	297	3	are	be	AUX
bjmsr-2243	297	4	required	require	VERB
bjmsr-2243	297	5	to	to	PART
bjmsr-2243	297	6	keep	keep	VERB
bjmsr-2243	297	7	a	a	DET
bjmsr-2243	297	8	careful	careful	ADJ
bjmsr-2243	297	9	eye	eye	NOUN
bjmsr-2243	297	10	on	on	ADP
bjmsr-2243	297	11	the	the	DET
bjmsr-2243	297	12	reactions	reaction	NOUN
bjmsr-2243	297	13	of	of	ADP
bjmsr-2243	297	14	investors	investor	NOUN
bjmsr-2243	297	15	with	with	ADP
bjmsr-2243	297	16	regard	regard	NOUN
bjmsr-2243	297	17	to	to	ADP
bjmsr-2243	297	18	the	the	DET
bjmsr-2243	297	19	transmission	transmission	NOUN
bjmsr-2243	297	20	of	of	ADP
bjmsr-2243	297	21	information	information	NOUN
bjmsr-2243	297	22	and	and	CCONJ
bjmsr-2243	297	23	the	the	DET
bjmsr-2243	297	24	trustworthiness	trustworthiness	NOUN
bjmsr-2243	297	25	of	of	ADP
bjmsr-2243	297	26	the	the	DET
bjmsr-2243	297	27	disclosed	disclose	VERB
bjmsr-2243	297	28	information	information	NOUN
bjmsr-2243	297	29	to	to	PART
bjmsr-2243	297	30	bring	bring	VERB
bjmsr-2243	297	31	market	market	NOUN
bjmsr-2243	297	32	efficiency	efficiency	NOUN
bjmsr-2243	297	33	.	.	PUNCT
bjmsr-2243	298	1	the	the	DET
bjmsr-2243	298	2	users	user	NOUN
bjmsr-2243	298	3	should	should	AUX
bjmsr-2243	298	4	be	be	AUX
bjmsr-2243	298	5	careful	careful	ADJ
bjmsr-2243	298	6	when	when	SCONJ
bjmsr-2243	298	7	using	use	VERB
bjmsr-2243	298	8	the	the	DET
bjmsr-2243	298	9	study	study	NOUN
bjmsr-2243	298	10	results	result	NOUN
bjmsr-2243	298	11	as	as	SCONJ
bjmsr-2243	298	12	they	they	PRON
bjmsr-2243	298	13	have	have	VERB
bjmsr-2243	298	14	limitations	limitation	NOUN
bjmsr-2243	298	15	regarding	regard	VERB
bjmsr-2243	298	16	sample	sample	NOUN
bjmsr-2243	298	17	size	size	NOUN
bjmsr-2243	298	18	and	and	CCONJ
bjmsr-2243	298	19	study	study	NOUN
bjmsr-2243	298	20	period	period	NOUN
bjmsr-2243	298	21	.	.	PUNCT
bjmsr-2243	299	1	as	as	SCONJ
bjmsr-2243	299	2	the	the	DET
bjmsr-2243	299	3	current	current	ADJ
bjmsr-2243	299	4	study	study	NOUN
bjmsr-2243	299	5	has	have	AUX
bjmsr-2243	299	6	used	use	VERB
bjmsr-2243	299	7	only	only	ADV
bjmsr-2243	299	8	two	two	NUM
bjmsr-2243	299	9	indices	index	NOUN
bjmsr-2243	299	10	,	,	PUNCT
bjmsr-2243	299	11	the	the	DET
bjmsr-2243	299	12	generalization	generalization	NOUN
bjmsr-2243	299	13	of	of	ADP
bjmsr-2243	299	14	the	the	DET
bjmsr-2243	299	15	findings	finding	NOUN
bjmsr-2243	299	16	can	can	AUX
bjmsr-2243	299	17	not	not	PART
bjmsr-2243	299	18	be	be	AUX
bjmsr-2243	299	19	possible	possible	ADJ
bjmsr-2243	299	20	.	.	PUNCT
bjmsr-2243	300	1	similarly	similarly	ADV
bjmsr-2243	300	2	,	,	PUNCT
bjmsr-2243	300	3	the	the	DET
bjmsr-2243	300	4	study	study	NOUN
bjmsr-2243	300	5	highlighted	highlight	VERB
bjmsr-2243	300	6	the	the	DET
bjmsr-2243	300	7	pre	pre	ADJ
bjmsr-2243	300	8	-	-	ADJ
bjmsr-2243	300	9	pandemic	pandemic	ADJ
bjmsr-2243	300	10	phase	phase	NOUN
bjmsr-2243	300	11	.	.	PUNCT
bjmsr-2243	301	1	hence	hence	ADV
bjmsr-2243	301	2	,	,	PUNCT
bjmsr-2243	301	3	a	a	DET
bjmsr-2243	301	4	postpandemic	postpandemic	ADJ
bjmsr-2243	301	5	study	study	NOUN
bjmsr-2243	301	6	is	be	AUX
bjmsr-2243	301	7	necessary	necessary	ADJ
bjmsr-2243	301	8	to	to	PART
bjmsr-2243	301	9	check	check	VERB
bjmsr-2243	301	10	its	its	PRON
bjmsr-2243	301	11	continuity	continuity	NOUN
bjmsr-2243	301	12	as	as	ADP
bjmsr-2243	301	13	,	,	PUNCT
bjmsr-2243	301	14	with	with	ADP
bjmsr-2243	301	15	time	time	NOUN
bjmsr-2243	301	16	,	,	PUNCT
bjmsr-2243	301	17	the	the	DET
bjmsr-2243	301	18	rationality	rationality	NOUN
bjmsr-2243	301	19	of	of	ADP
bjmsr-2243	301	20	the	the	DET
bjmsr-2243	301	21	investors	investor	NOUN
bjmsr-2243	301	22	improves	improve	VERB
bjmsr-2243	301	23	.	.	PUNCT
bjmsr-2243	302	1	surveying	survey	VERB
bjmsr-2243	302	2	to	to	PART
bjmsr-2243	302	3	investigate	investigate	VERB
bjmsr-2243	302	4	the	the	DET
bjmsr-2243	302	5	preferences	preference	NOUN
bjmsr-2243	302	6	of	of	ADP
bjmsr-2243	302	7	investors	investor	NOUN
bjmsr-2243	302	8	for	for	ADP
bjmsr-2243	302	9	this	this	DET
bjmsr-2243	302	10	specific	specific	ADJ
bjmsr-2243	302	11	oddity	oddity	NOUN
bjmsr-2243	302	12	could	could	AUX
bjmsr-2243	302	13	be	be	AUX
bjmsr-2243	302	14	a	a	DET
bjmsr-2243	302	15	potential	potential	ADJ
bjmsr-2243	302	16	avenue	avenue	NOUN
bjmsr-2243	302	17	for	for	ADP
bjmsr-2243	302	18	future	future	ADJ
bjmsr-2243	302	19	research	research	NOUN
bjmsr-2243	302	20	.	.	PUNCT
bjmsr-2243	303	1	acharya	acharya	PROPN
bjmsr-2243	303	2	et	et	PROPN
bjmsr-2243	303	3	al	al	PROPN
bjmsr-2243	303	4	.	.	PROPN
bjmsr-2243	303	5	,	,	PUNCT
bjmsr-2243	303	6	bangladesh	bangladesh	PROPN
bjmsr-2243	303	7	journal	journal	NOUN
bjmsr-2243	303	8	of	of	ADP
bjmsr-2243	303	9	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	303	10	scientific	scientific	ADJ
bjmsr-2243	303	11	research	research	NOUN
bjmsr-2243	303	12	9(4	9(4	NOUN
bjmsr-2243	303	13	)	)	PUNCT
bjmsr-2243	303	14	(	(	PUNCT
bjmsr-2243	303	15	2024	2024	NUM
bjmsr-2243	303	16	)	)	PUNCT
bjmsr-2243	303	17	,	,	PUNCT
bjmsr-2243	303	18	16	16	NUM
bjmsr-2243	303	19	-	-	SYM
bjmsr-2243	303	20	24	24	NUM
bjmsr-2243	303	21	23	23	NUM
bjmsr-2243	303	22	author	author	NOUN
bjmsr-2243	303	23	contributions	contribution	NOUN
bjmsr-2243	303	24	:	:	PUNCT
bjmsr-2243	303	25	conceptualization	conceptualization	NOUN
bjmsr-2243	303	26	,	,	PUNCT
bjmsr-2243	303	27	p.n.a	p.n.a	NOUN
bjmsr-2243	303	28	.	.	PROPN
bjmsr-2243	303	29	,	,	PUNCT
bjmsr-2243	303	30	s.k.c	s.k.c	NOUN
bjmsr-2243	303	31	.	.	PUNCT
bjmsr-2243	303	32	,	,	PUNCT
bjmsr-2243	303	33	v.r.b	v.r.b	NOUN
bjmsr-2243	303	34	.	.	PROPN
bjmsr-2243	303	35	,	,	PUNCT
bjmsr-2243	303	36	s.k.p	s.k.p	NOUN
bjmsr-2243	303	37	.	.	PUNCT
bjmsr-2243	304	1	and	and	CCONJ
bjmsr-2243	304	2	s.k.p	s.k.p	VERB
bjmsr-2243	304	3	.	.	PUNCT
bjmsr-2243	304	4	;	;	PUNCT
bjmsr-2243	305	1	methodology	methodology	NOUN
bjmsr-2243	305	2	,	,	PUNCT
bjmsr-2243	305	3	p.n.a	p.n.a	NOUN
bjmsr-2243	305	4	.	.	PUNCT
bjmsr-2243	305	5	and	and	CCONJ
bjmsr-2243	305	6	v.r.b	v.r.b	NOUN
bjmsr-2243	305	7	;	;	PUNCT
bjmsr-2243	305	8	software	software	NOUN
bjmsr-2243	305	9	,	,	PUNCT
bjmsr-2243	305	10	p.n.a	p.n.a	NOUN
bjmsr-2243	305	11	.	.	PUNCT
bjmsr-2243	305	12	;	;	PUNCT
bjmsr-2243	305	13	validation	validation	NOUN
bjmsr-2243	305	14	,	,	PUNCT
bjmsr-2243	305	15	s.k.c	s.k.c	NOUN
bjmsr-2243	305	16	.	.	PUNCT
bjmsr-2243	305	17	,	,	PUNCT
bjmsr-2243	305	18	s.k.p	s.k.p	PROPN
bjmsr-2243	305	19	.	.	PUNCT
bjmsr-2243	305	20	and	and	CCONJ
bjmsr-2243	305	21	s.k.p	s.k.p	VERB
bjmsr-2243	305	22	;	;	PUNCT
bjmsr-2243	305	23	formal	formal	ADJ
bjmsr-2243	305	24	analysis	analysis	NOUN
bjmsr-2243	305	25	,	,	PUNCT
bjmsr-2243	305	26	p.n.a	p.n.a	NOUN
bjmsr-2243	305	27	.	.	PUNCT
bjmsr-2243	305	28	and	and	CCONJ
bjmsr-2243	305	29	v.r.b	v.r.b	NOUN
bjmsr-2243	305	30	.	.	PROPN
bjmsr-2243	305	31	;	;	PUNCT
bjmsr-2243	305	32	investigation	investigation	NOUN
bjmsr-2243	305	33	,	,	PUNCT
bjmsr-2243	305	34	s.k.c	s.k.c	NOUN
bjmsr-2243	305	35	.	.	PUNCT
bjmsr-2243	305	36	,	,	PUNCT
bjmsr-2243	305	37	s.k.p	s.k.p	NOUN
bjmsr-2243	305	38	.	.	PUNCT
bjmsr-2243	305	39	and	and	CCONJ
bjmsr-2243	305	40	s.k.p	s.k.p	VERB
bjmsr-2243	305	41	.	.	PUNCT
bjmsr-2243	305	42	;	;	PUNCT
bjmsr-2243	305	43	resources	resource	NOUN
bjmsr-2243	305	44	,	,	PUNCT
bjmsr-2243	305	45	p.n.a	p.n.a	NOUN
bjmsr-2243	305	46	.	.	PUNCT
bjmsr-2243	305	47	;	;	PUNCT
bjmsr-2243	305	48	data	datum	NOUN
bjmsr-2243	305	49	curation	curation	NOUN
bjmsr-2243	305	50	,	,	PUNCT
bjmsr-2243	305	51	p.n.a	p.n.a	PROPN
bjmsr-2243	305	52	.	.	PUNCT
bjmsr-2243	305	53	;	;	PUNCT
bjmsr-2243	305	54	writing	write	VERB
bjmsr-2243	305	55	–	–	PUNCT
bjmsr-2243	305	56	original	original	ADJ
bjmsr-2243	305	57	draft	draft	NOUN
bjmsr-2243	305	58	preparation	preparation	NOUN
bjmsr-2243	305	59	,	,	PUNCT
bjmsr-2243	305	60	p.n.a	p.n.a	NOUN
bjmsr-2243	305	61	.	.	PUNCT
bjmsr-2243	305	62	and	and	CCONJ
bjmsr-2243	305	63	v.r.b	v.r.b	NOUN
bjmsr-2243	305	64	.	.	PROPN
bjmsr-2243	305	65	;	;	PUNCT
bjmsr-2243	305	66	writing	write	VERB
bjmsr-2243	305	67	–	–	PUNCT
bjmsr-2243	305	68	review	review	NOUN
bjmsr-2243	305	69	&	&	CCONJ
bjmsr-2243	305	70	editing	editing	NOUN
bjmsr-2243	305	71	,	,	PUNCT
bjmsr-2243	305	72	s.k.c	s.k.c	NOUN
bjmsr-2243	305	73	.	.	PUNCT
bjmsr-2243	305	74	,	,	PUNCT
bjmsr-2243	305	75	s.k.p	s.k.p	NOUN
bjmsr-2243	305	76	.	.	PUNCT
bjmsr-2243	305	77	and	and	CCONJ
bjmsr-2243	305	78	s.k.p	s.k.p	VERB
bjmsr-2243	305	79	.	.	PUNCT
bjmsr-2243	305	80	;	;	PUNCT
bjmsr-2243	305	81	visualization	visualization	NOUN
bjmsr-2243	305	82	,	,	PUNCT
bjmsr-2243	305	83	s.k.c	s.k.c	NOUN
bjmsr-2243	305	84	.	.	PUNCT
bjmsr-2243	305	85	,	,	PUNCT
bjmsr-2243	305	86	s.k.p	s.k.p	NOUN
bjmsr-2243	305	87	.	.	PUNCT
bjmsr-2243	305	88	and	and	CCONJ
bjmsr-2243	305	89	s.k.p	s.k.p	VERB
bjmsr-2243	305	90	.	.	PROPN
bjmsr-2243	305	91	;	;	PUNCT
bjmsr-2243	305	92	supervision	supervision	NOUN
bjmsr-2243	305	93	,	,	PUNCT
bjmsr-2243	305	94	p.n.a	p.n.a	PROPN
bjmsr-2243	305	95	.	.	PUNCT
bjmsr-2243	305	96	and	and	CCONJ
bjmsr-2243	305	97	v.r.b	v.r.b	NOUN
bjmsr-2243	305	98	.	.	PUNCT
bjmsr-2243	305	99	;	;	PUNCT
bjmsr-2243	305	100	project	project	NOUN
bjmsr-2243	305	101	administration	administration	NOUN
bjmsr-2243	305	102	,	,	PUNCT
bjmsr-2243	305	103	p.n.a	p.n.a	PROPN
bjmsr-2243	305	104	.	.	PUNCT
bjmsr-2243	305	105	;	;	PUNCT
bjmsr-2243	305	106	funding	funding	NOUN
bjmsr-2243	305	107	acquisition	acquisition	NOUN
bjmsr-2243	305	108	,	,	PUNCT
bjmsr-2243	305	109	v.r.b	v.r.b	NOUN
bjmsr-2243	305	110	.	.	NOUN
bjmsr-2243	305	111	author	author	NOUN
bjmsr-2243	305	112	has	have	AUX
bjmsr-2243	305	113	read	read	VERB
bjmsr-2243	305	114	and	and	CCONJ
bjmsr-2243	305	115	agreed	agree	VERB
bjmsr-2243	305	116	to	to	ADP
bjmsr-2243	305	117	the	the	DET
bjmsr-2243	305	118	published	publish	VERB
bjmsr-2243	305	119	version	version	NOUN
bjmsr-2243	305	120	of	of	ADP
bjmsr-2243	305	121	the	the	DET
bjmsr-2243	305	122	manuscript	manuscript	NOUN
bjmsr-2243	305	123	.	.	PUNCT
bjmsr-2243	306	1	institutional	institutional	ADJ
bjmsr-2243	306	2	review	review	PROPN
bjmsr-2243	306	3	board	board	NOUN
bjmsr-2243	306	4	statement	statement	NOUN
bjmsr-2243	306	5	:	:	PUNCT
bjmsr-2243	306	6	ethical	ethical	ADJ
bjmsr-2243	306	7	review	review	NOUN
bjmsr-2243	306	8	and	and	CCONJ
bjmsr-2243	306	9	approval	approval	NOUN
bjmsr-2243	306	10	were	be	AUX
bjmsr-2243	306	11	waived	waive	VERB
bjmsr-2243	306	12	for	for	ADP
bjmsr-2243	306	13	this	this	DET
bjmsr-2243	306	14	study	study	NOUN
bjmsr-2243	306	15	because	because	SCONJ
bjmsr-2243	306	16	the	the	DET
bjmsr-2243	306	17	research	research	NOUN
bjmsr-2243	306	18	does	do	AUX
bjmsr-2243	306	19	not	not	PART
bjmsr-2243	306	20	involve	involve	VERB
bjmsr-2243	306	21	vulnerable	vulnerable	ADJ
bjmsr-2243	306	22	groups	group	NOUN
bjmsr-2243	306	23	or	or	CCONJ
bjmsr-2243	306	24	sensitive	sensitive	ADJ
bjmsr-2243	306	25	issues	issue	NOUN
bjmsr-2243	306	26	.	.	PUNCT
bjmsr-2243	307	1	funding	funding	NOUN
bjmsr-2243	307	2	:	:	PUNCT
bjmsr-2243	307	3	the	the	DET
bjmsr-2243	307	4	authors	author	NOUN
bjmsr-2243	307	5	received	receive	VERB
bjmsr-2243	307	6	no	no	DET
bjmsr-2243	307	7	direct	direct	ADJ
bjmsr-2243	307	8	funding	funding	NOUN
bjmsr-2243	307	9	for	for	ADP
bjmsr-2243	307	10	this	this	DET
bjmsr-2243	307	11	research	research	NOUN
bjmsr-2243	307	12	.	.	PUNCT
bjmsr-2243	308	1	acknowledgments	acknowledgment	NOUN
bjmsr-2243	308	2	:	:	PUNCT
bjmsr-2243	308	3	not	not	PART
bjmsr-2243	308	4	applicable	applicable	ADJ
bjmsr-2243	308	5	.	.	PUNCT
bjmsr-2243	309	1	informed	informed	ADJ
bjmsr-2243	309	2	consent	consent	NOUN
bjmsr-2243	309	3	statement	statement	NOUN
bjmsr-2243	309	4	:	:	PUNCT
bjmsr-2243	309	5	informed	inform	VERB
bjmsr-2243	309	6	consent	consent	NOUN
bjmsr-2243	309	7	was	be	AUX
bjmsr-2243	309	8	obtained	obtain	VERB
bjmsr-2243	309	9	from	from	ADP
bjmsr-2243	309	10	all	all	DET
bjmsr-2243	309	11	subjects	subject	NOUN
bjmsr-2243	309	12	involved	involve	VERB
bjmsr-2243	309	13	in	in	ADP
bjmsr-2243	309	14	the	the	DET
bjmsr-2243	309	15	study	study	NOUN
bjmsr-2243	309	16	.	.	PUNCT
bjmsr-2243	310	1	data	datum	NOUN
bjmsr-2243	310	2	availability	availability	NOUN
bjmsr-2243	310	3	statement	statement	NOUN
bjmsr-2243	310	4	:	:	PUNCT
bjmsr-2243	310	5	the	the	DET
bjmsr-2243	310	6	data	datum	NOUN
bjmsr-2243	310	7	presented	present	VERB
bjmsr-2243	310	8	in	in	ADP
bjmsr-2243	310	9	this	this	DET
bjmsr-2243	310	10	study	study	NOUN
bjmsr-2243	310	11	are	be	AUX
bjmsr-2243	310	12	available	available	ADJ
bjmsr-2243	310	13	upon	upon	SCONJ
bjmsr-2243	310	14	request	request	NOUN
bjmsr-2243	310	15	from	from	ADP
bjmsr-2243	310	16	the	the	DET
bjmsr-2243	310	17	corresponding	corresponding	ADJ
bjmsr-2243	310	18	author	author	NOUN
bjmsr-2243	310	19	.	.	PUNCT
bjmsr-2243	311	1	due	due	ADP
bjmsr-2243	311	2	to	to	ADP
bjmsr-2243	311	3	restrictions	restriction	NOUN
bjmsr-2243	311	4	,	,	PUNCT
bjmsr-2243	311	5	they	they	PRON
bjmsr-2243	311	6	are	be	AUX
bjmsr-2243	311	7	not	not	PART
bjmsr-2243	311	8	publicly	publicly	ADV
bjmsr-2243	311	9	available	available	ADJ
bjmsr-2243	311	10	.	.	PUNCT
bjmsr-2243	312	1	conflicts	conflict	NOUN
bjmsr-2243	312	2	of	of	ADP
bjmsr-2243	312	3	interest	interest	NOUN
bjmsr-2243	312	4	:	:	PUNCT
bjmsr-2243	312	5	the	the	DET
bjmsr-2243	312	6	authors	author	NOUN
bjmsr-2243	312	7	declare	declare	VERB
bjmsr-2243	312	8	no	no	DET
bjmsr-2243	312	9	conflict	conflict	NOUN
bjmsr-2243	312	10	of	of	ADP
bjmsr-2243	312	11	interest	interest	NOUN
bjmsr-2243	312	12	.	.	PUNCT
bjmsr-2243	313	1	references	reference	NOUN
bjmsr-2243	313	2	alagidede	alagidede	VERB
bjmsr-2243	313	3	,	,	PUNCT
bjmsr-2243	313	4	p.	p.	NOUN
bjmsr-2243	313	5	(	(	PUNCT
bjmsr-2243	313	6	2008	2008	NUM
bjmsr-2243	313	7	)	)	PUNCT
bjmsr-2243	313	8	.	.	PUNCT
bjmsr-2243	314	1	day	day	NOUN
bjmsr-2243	314	2	of	of	ADP
bjmsr-2243	314	3	the	the	DET
bjmsr-2243	314	4	week	week	NOUN
bjmsr-2243	314	5	seasonality	seasonality	NOUN
bjmsr-2243	314	6	in	in	ADP
bjmsr-2243	314	7	african	african	ADJ
bjmsr-2243	314	8	stock	stock	NOUN
bjmsr-2243	314	9	markets	market	NOUN
bjmsr-2243	314	10	,	,	PUNCT
bjmsr-2243	314	11	applied	apply	VERB
bjmsr-2243	314	12	financial	financial	ADJ
bjmsr-2243	314	13	economics	economic	NOUN
bjmsr-2243	314	14	letters	letter	NOUN
bjmsr-2243	314	15	,	,	PUNCT
bjmsr-2243	314	16	4(2	4(2	NUM
bjmsr-2243	314	17	)	)	PUNCT
bjmsr-2243	314	18	,	,	PUNCT
bjmsr-2243	314	19	115	115	NUM
bjmsr-2243	314	20	-	-	SYM
bjmsr-2243	314	21	120	120	NUM
bjmsr-2243	314	22	.	.	PUNCT
bjmsr-2243	315	1	https://doi.org/10.1080/17446540701537749	https://doi.org/10.1080/17446540701537749	PROPN
bjmsr-2243	316	1	angelovska	angelovska	PROPN
bjmsr-2243	316	2	,	,	PUNCT
bjmsr-2243	316	3	j.	j.	PROPN
bjmsr-2243	316	4	(	(	PUNCT
bjmsr-2243	316	5	2013	2013	NUM
bjmsr-2243	316	6	)	)	PUNCT
bjmsr-2243	316	7	.	.	PUNCT
bjmsr-2243	317	1	an	an	DET
bjmsr-2243	317	2	econometric	econometric	ADJ
bjmsr-2243	317	3	analysis	analysis	NOUN
bjmsr-2243	317	4	of	of	ADP
bjmsr-2243	317	5	market	market	NOUN
bjmsr-2243	317	6	anomaly	anomaly	NOUN
bjmsr-2243	317	7	day	day	NOUN
bjmsr-2243	317	8	of	of	ADP
bjmsr-2243	317	9	the	the	DET
bjmsr-2243	317	10	week	week	NOUN
bjmsr-2243	317	11	effect	effect	NOUN
bjmsr-2243	317	12	on	on	ADP
bjmsr-2243	317	13	a	a	DET
bjmsr-2243	317	14	small	small	ADJ
bjmsr-2243	317	15	emerging	emerge	VERB
bjmsr-2243	317	16	market	market	NOUN
bjmsr-2243	317	17	.	.	PUNCT
bjmsr-2243	318	1	international	international	ADJ
bjmsr-2243	318	2	journal	journal	PROPN
bjmsr-2243	318	3	of	of	ADP
bjmsr-2243	318	4	academic	academic	ADJ
bjmsr-2243	318	5	research	research	NOUN
bjmsr-2243	318	6	in	in	ADP
bjmsr-2243	318	7	accounting	accounting	NOUN
bjmsr-2243	318	8	,	,	PUNCT
bjmsr-2243	318	9	finance	finance	NOUN
bjmsr-2243	318	10	and	and	CCONJ
bjmsr-2243	318	11	management	management	NOUN
bjmsr-2243	318	12	sciences	science	NOUN
bjmsr-2243	318	13	,	,	PUNCT
bjmsr-2243	318	14	3(1	3(1	NUM
bjmsr-2243	318	15	)	)	PUNCT
bjmsr-2243	318	16	,	,	PUNCT
bjmsr-2243	318	17	314–332	314–332	NUM
bjmsr-2243	318	18	.	.	PUNCT
bjmsr-2243	319	1	arora	arora	PROPN
bjmsr-2243	319	2	,	,	PUNCT
bjmsr-2243	319	3	a.	a.	NOUN
bjmsr-2243	319	4	(	(	PUNCT
bjmsr-2243	319	5	2018	2018	NUM
bjmsr-2243	319	6	)	)	PUNCT
bjmsr-2243	319	7	.	.	PUNCT
bjmsr-2243	320	1	day	day	NOUN
bjmsr-2243	320	2	of	of	ADP
bjmsr-2243	320	3	the	the	DET
bjmsr-2243	320	4	week	week	NOUN
bjmsr-2243	320	5	effect	effect	NOUN
bjmsr-2243	320	6	in	in	ADP
bjmsr-2243	320	7	returns	return	NOUN
bjmsr-2243	320	8	and	and	CCONJ
bjmsr-2243	320	9	volatility	volatility	NOUN
bjmsr-2243	320	10	of	of	ADP
bjmsr-2243	320	11	nifty	nifty	ADJ
bjmsr-2243	320	12	50	50	NUM
bjmsr-2243	320	13	:	:	PUNCT
bjmsr-2243	320	14	an	an	DET
bjmsr-2243	320	15	evidence	evidence	NOUN
bjmsr-2243	320	16	using	use	VERB
bjmsr-2243	320	17	high	high	ADJ
bjmsr-2243	320	18	-	-	PUNCT
bjmsr-2243	320	19	frequency	frequency	NOUN
bjmsr-2243	320	20	data	datum	NOUN
bjmsr-2243	320	21	,	,	PUNCT
bjmsr-2243	320	22	pacific	pacific	PROPN
bjmsr-2243	320	23	business	business	PROPN
bjmsr-2243	320	24	review	review	NOUN
bjmsr-2243	320	25	international	international	ADJ
bjmsr-2243	320	26	,	,	PUNCT
bjmsr-2243	320	27	10(8	10(8	NOUN
bjmsr-2243	320	28	)	)	PUNCT
bjmsr-2243	320	29	,	,	PUNCT
bjmsr-2243	320	30	61–66	61–66	NUM
bjmsr-2243	320	31	.	.	PUNCT
bjmsr-2243	321	1	aziz	aziz	PROPN
bjmsr-2243	321	2	,	,	PUNCT
bjmsr-2243	321	3	t.	t.	PROPN
bjmsr-2243	321	4	,	,	PUNCT
bjmsr-2243	321	5	&	&	CCONJ
bjmsr-2243	321	6	ansari	ansari	PROPN
bjmsr-2243	321	7	,	,	PUNCT
bjmsr-2243	321	8	v.	v.	ADP
bjmsr-2243	321	9	a.	a.	NOUN
bjmsr-2243	321	10	(	(	PUNCT
bjmsr-2243	321	11	2015	2015	NUM
bjmsr-2243	321	12	)	)	PUNCT
bjmsr-2243	321	13	.	.	PUNCT
bjmsr-2243	322	1	the	the	DET
bjmsr-2243	322	2	day	day	NOUN
bjmsr-2243	322	3	of	of	ADP
bjmsr-2243	322	4	the	the	DET
bjmsr-2243	322	5	week	week	NOUN
bjmsr-2243	322	6	effect	effect	NOUN
bjmsr-2243	322	7	:	:	PUNCT
bjmsr-2243	322	8	evidence	evidence	NOUN
bjmsr-2243	322	9	from	from	ADP
bjmsr-2243	322	10	india	india	PROPN
bjmsr-2243	322	11	.	.	PUNCT
bjmsr-2243	323	1	afro	afro	NOUN
bjmsr-2243	323	2	-	-	PUNCT
bjmsr-2243	323	3	asian	asian	ADJ
bjmsr-2243	323	4	journal	journal	NOUN
bjmsr-2243	323	5	of	of	ADP
bjmsr-2243	323	6	finance	finance	NOUN
bjmsr-2243	323	7	and	and	CCONJ
bjmsr-2243	323	8	accounting	accounting	NOUN
bjmsr-2243	323	9	,	,	PUNCT
bjmsr-2243	323	10	5(2	5(2	NUM
bjmsr-2243	323	11	)	)	PUNCT
bjmsr-2243	323	12	,	,	PUNCT
bjmsr-2243	323	13	99	99	NUM
bjmsr-2243	323	14	-	-	SYM
bjmsr-2243	323	15	112	112	NUM
bjmsr-2243	323	16	.	.	PUNCT
bjmsr-2243	324	1	https://doi.org/10.1504/aajfa.2015.069886	https://doi.org/10.1504/aajfa.2015.069886	PROPN
bjmsr-2243	324	2	basher	basher	NOUN
bjmsr-2243	324	3	,	,	PUNCT
bjmsr-2243	324	4	s.	s.	PROPN
bjmsr-2243	324	5	a.	a.	PROPN
bjmsr-2243	324	6	,	,	PUNCT
bjmsr-2243	324	7	&	&	CCONJ
bjmsr-2243	324	8	sadorsky	sadorsky	PROPN
bjmsr-2243	324	9	,	,	PUNCT
bjmsr-2243	324	10	p.	p.	NOUN
bjmsr-2243	324	11	(	(	PUNCT
bjmsr-2243	324	12	2006	2006	NUM
bjmsr-2243	324	13	)	)	PUNCT
bjmsr-2243	324	14	.	.	PUNCT
bjmsr-2243	325	1	day	day	NOUN
bjmsr-2243	325	2	of	of	ADP
bjmsr-2243	325	3	the	the	DET
bjmsr-2243	325	4	week	week	NOUN
bjmsr-2243	325	5	effects	effect	NOUN
bjmsr-2243	325	6	in	in	ADP
bjmsr-2243	325	7	emerging	emerge	VERB
bjmsr-2243	325	8	stock	stock	NOUN
bjmsr-2243	325	9	market	market	NOUN
bjmsr-2243	325	10	,	,	PUNCT
bjmsr-2243	325	11	applied	apply	VERB
bjmsr-2243	325	12	economics	economic	NOUN
bjmsr-2243	325	13	letters	letter	NOUN
bjmsr-2243	325	14	,	,	PUNCT
bjmsr-2243	325	15	13(10	13(10	NUM
bjmsr-2243	325	16	)	)	PUNCT
bjmsr-2243	325	17	,	,	PUNCT
bjmsr-2243	325	18	621–628	621–628	NUM
bjmsr-2243	325	19	.	.	PUNCT
bjmsr-2243	326	1	https://doi.org/10.1080/13504850600825238	https://doi.org/10.1080/13504850600825238	PRON
bjmsr-2243	326	2	berument	berument	NOUN
bjmsr-2243	326	3	,	,	PUNCT
bjmsr-2243	326	4	h.	h.	PROPN
bjmsr-2243	326	5	,	,	PUNCT
bjmsr-2243	326	6	&	&	CCONJ
bjmsr-2243	326	7	kiymaz	kiymaz	PROPN
bjmsr-2243	326	8	,	,	PUNCT
bjmsr-2243	326	9	h.	h.	PROPN
bjmsr-2243	326	10	(	(	PUNCT
bjmsr-2243	326	11	2001	2001	NUM
bjmsr-2243	326	12	)	)	PUNCT
bjmsr-2243	326	13	.	.	PUNCT
bjmsr-2243	327	1	the	the	DET
bjmsr-2243	327	2	day	day	NOUN
bjmsr-2243	327	3	of	of	ADP
bjmsr-2243	327	4	the	the	DET
bjmsr-2243	327	5	week	week	NOUN
bjmsr-2243	327	6	effect	effect	NOUN
bjmsr-2243	327	7	on	on	ADP
bjmsr-2243	327	8	the	the	DET
bjmsr-2243	327	9	stock	stock	NOUN
bjmsr-2243	327	10	market	market	NOUN
bjmsr-2243	327	11	volatility	volatility	NOUN
bjmsr-2243	327	12	,	,	PUNCT
bjmsr-2243	327	13	journal	journal	NOUN
bjmsr-2243	327	14	of	of	ADP
bjmsr-2243	327	15	economics	economic	NOUN
bjmsr-2243	327	16	and	and	CCONJ
bjmsr-2243	327	17	finance	finance	NOUN
bjmsr-2243	327	18	,	,	PUNCT
bjmsr-2243	327	19	25(2	25(2	NUM
bjmsr-2243	327	20	)	)	PUNCT
bjmsr-2243	327	21	,	,	PUNCT
bjmsr-2243	327	22	181	181	NUM
bjmsr-2243	327	23	-	-	SYM
bjmsr-2243	327	24	193	193	NUM
bjmsr-2243	327	25	.	.	PUNCT
bjmsr-2243	328	1	https://doi.org/10.1007/bf02744521	https://doi.org/10.1007/bf02744521	NOUN
bjmsr-2243	328	2	bhaumik	bhaumik	ADJ
bjmsr-2243	328	3	,	,	PUNCT
bjmsr-2243	328	4	s.	s.	PROPN
bjmsr-2243	328	5	k.	k.	PROPN
bjmsr-2243	328	6	(	(	PUNCT
bjmsr-2243	328	7	2015	2015	NUM
bjmsr-2243	328	8	)	)	PUNCT
bjmsr-2243	328	9	.	.	PUNCT
bjmsr-2243	329	1	principles	principle	NOUN
bjmsr-2243	329	2	of	of	ADP
bjmsr-2243	329	3	econometrics	econometric	NOUN
bjmsr-2243	329	4	,	,	PUNCT
bjmsr-2243	329	5	oxford	oxford	PROPN
bjmsr-2243	329	6	university	university	PROPN
bjmsr-2243	329	7	press	press	NOUN
bjmsr-2243	329	8	,	,	PUNCT
bjmsr-2243	329	9	new	new	ADJ
bjmsr-2243	329	10	delhi-110001	delhi-110001	ADJ
bjmsr-2243	329	11	.	.	PUNCT
bjmsr-2243	330	1	baruah	baruah	PROPN
bjmsr-2243	330	2	,	,	PUNCT
bjmsr-2243	330	3	a.	a.	PROPN
bjmsr-2243	330	4	,	,	PUNCT
bjmsr-2243	330	5	&	&	CCONJ
bjmsr-2243	330	6	changkakati	changkakati	PROPN
bjmsr-2243	330	7	,	,	PUNCT
bjmsr-2243	330	8	b.	b.	PROPN
bjmsr-2243	330	9	(	(	PUNCT
bjmsr-2243	330	10	2024	2024	NUM
bjmsr-2243	330	11	)	)	PUNCT
bjmsr-2243	330	12	.	.	PUNCT
bjmsr-2243	331	1	vader	vader	NOUN
bjmsr-2243	331	2	sentiment	sentiment	NOUN
bjmsr-2243	331	3	analysis	analysis	NOUN
bjmsr-2243	331	4	on	on	ADP
bjmsr-2243	331	5	twitter	twitter	NOUN
bjmsr-2243	331	6	:	:	PUNCT
bjmsr-2243	331	7	predicting	predict	VERB
bjmsr-2243	331	8	price	price	NOUN
bjmsr-2243	331	9	trends	trend	NOUN
bjmsr-2243	331	10	and	and	CCONJ
bjmsr-2243	331	11	daily	daily	ADJ
bjmsr-2243	331	12	returns	return	NOUN
bjmsr-2243	331	13	in	in	ADP
bjmsr-2243	331	14	india	india	PROPN
bjmsr-2243	331	15	’s	’s	PART
bjmsr-2243	331	16	stock	stock	NOUN
bjmsr-2243	331	17	market	market	NOUN
bjmsr-2243	331	18	.	.	PUNCT
bjmsr-2243	332	1	bangladesh	bangladesh	PROPN
bjmsr-2243	332	2	journal	journal	PROPN
bjmsr-2243	332	3	of	of	ADP
bjmsr-2243	332	4	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	332	5	scientific	scientific	ADJ
bjmsr-2243	332	6	research	research	NOUN
bjmsr-2243	332	7	,	,	PUNCT
bjmsr-2243	332	8	9(2	9(2	NUM
bjmsr-2243	332	9	)	)	PUNCT
bjmsr-2243	332	10	,	,	PUNCT
bjmsr-2243	332	11	45	45	NUM
bjmsr-2243	332	12	-	-	SYM
bjmsr-2243	332	13	54	54	NUM
bjmsr-2243	332	14	.	.	PUNCT
bjmsr-2243	333	1	https://doi.org/10.46281/bjmsr.v9i2.2226	https://doi.org/10.46281/bjmsr.v9i2.2226	X
bjmsr-2243	333	2	bollerslev	bollerslev	NOUN
bjmsr-2243	333	3	,	,	PUNCT
bjmsr-2243	333	4	t.	t.	PROPN
bjmsr-2243	333	5	(	(	PUNCT
bjmsr-2243	333	6	1986	1986	NUM
bjmsr-2243	333	7	)	)	PUNCT
bjmsr-2243	333	8	.	.	PUNCT
bjmsr-2243	334	1	generalized	generalize	VERB
bjmsr-2243	334	2	autoregressive	autoregressive	ADJ
bjmsr-2243	334	3	conditional	conditional	ADJ
bjmsr-2243	334	4	heteroskedasticity	heteroskedasticity	NOUN
bjmsr-2243	334	5	,	,	PUNCT
bjmsr-2243	334	6	journal	journal	NOUN
bjmsr-2243	334	7	of	of	ADP
bjmsr-2243	334	8	econometrics	econometric	NOUN
bjmsr-2243	334	9	,	,	PUNCT
bjmsr-2243	334	10	31(3	31(3	NUM
bjmsr-2243	334	11	)	)	PUNCT
bjmsr-2243	334	12	,	,	PUNCT
bjmsr-2243	334	13	307327	307327	NUM
bjmsr-2243	334	14	.	.	PUNCT
bjmsr-2243	335	1	https://doi.org/10.1016/0304-4076(86)90063-1	https://doi.org/10.1016/0304-4076(86)90063-1	PROPN
bjmsr-2243	335	2	brooks	brooks	PROPN
bjmsr-2243	335	3	,	,	PUNCT
bjmsr-2243	335	4	c.	c.	PROPN
bjmsr-2243	335	5	,	,	PUNCT
bjmsr-2243	335	6	&	&	CCONJ
bjmsr-2243	335	7	persand	persand	NOUN
bjmsr-2243	335	8	,	,	PUNCT
bjmsr-2243	335	9	g.	g.	PROPN
bjmsr-2243	335	10	(	(	PUNCT
bjmsr-2243	335	11	2001	2001	NUM
bjmsr-2243	335	12	)	)	PUNCT
bjmsr-2243	335	13	.	.	PUNCT
bjmsr-2243	336	1	seasonality	seasonality	NOUN
bjmsr-2243	336	2	in	in	ADP
bjmsr-2243	336	3	southeast	southeast	ADJ
bjmsr-2243	336	4	asian	asian	ADJ
bjmsr-2243	336	5	stock	stock	NOUN
bjmsr-2243	336	6	markets	market	NOUN
bjmsr-2243	336	7	:	:	PUNCT
bjmsr-2243	336	8	some	some	DET
bjmsr-2243	336	9	new	new	ADJ
bjmsr-2243	336	10	evidence	evidence	NOUN
bjmsr-2243	336	11	on	on	ADP
bjmsr-2243	336	12	day	day	NOUN
bjmsr-2243	336	13	of	of	ADP
bjmsr-2243	336	14	the	the	DET
bjmsr-2243	336	15	week	week	NOUN
bjmsr-2243	336	16	effects	effect	NOUN
bjmsr-2243	336	17	,	,	PUNCT
bjmsr-2243	336	18	applied	apply	VERB
bjmsr-2243	336	19	economics	economic	NOUN
bjmsr-2243	336	20	letters	letter	NOUN
bjmsr-2243	336	21	,	,	PUNCT
bjmsr-2243	336	22	8(3	8(3	NUM
bjmsr-2243	336	23	)	)	PUNCT
bjmsr-2243	336	24	,	,	PUNCT
bjmsr-2243	336	25	155	155	NUM
bjmsr-2243	336	26	-	-	SYM
bjmsr-2243	336	27	158	158	NUM
bjmsr-2243	336	28	.	.	PUNCT
bjmsr-2243	337	1	https://doi.org/10.1080/13504850150504504	https://doi.org/10.1080/13504850150504504	X
bjmsr-2243	337	2	cai	cai	PROPN
bjmsr-2243	337	3	,	,	PUNCT
bjmsr-2243	337	4	j.	j.	PROPN
bjmsr-2243	337	5	,	,	PUNCT
bjmsr-2243	337	6	li	li	PROPN
bjmsr-2243	337	7	,	,	PUNCT
bjmsr-2243	337	8	y.	y.	PROPN
bjmsr-2243	337	9	,	,	PUNCT
bjmsr-2243	337	10	&	&	CCONJ
bjmsr-2243	337	11	qi	qi	PROPN
bjmsr-2243	337	12	,	,	PUNCT
bjmsr-2243	337	13	y.	y.	PROPN
bjmsr-2243	337	14	(	(	PUNCT
bjmsr-2243	337	15	2006	2006	NUM
bjmsr-2243	337	16	)	)	PUNCT
bjmsr-2243	337	17	.	.	PUNCT
bjmsr-2243	338	1	the	the	DET
bjmsr-2243	338	2	day	day	NOUN
bjmsr-2243	338	3	of	of	ADP
bjmsr-2243	338	4	the	the	DET
bjmsr-2243	338	5	week	week	NOUN
bjmsr-2243	338	6	effect	effect	NOUN
bjmsr-2243	338	7	:	:	PUNCT
bjmsr-2243	338	8	new	new	ADJ
bjmsr-2243	338	9	evidence	evidence	NOUN
bjmsr-2243	338	10	from	from	ADP
bjmsr-2243	338	11	the	the	DET
bjmsr-2243	338	12	chinese	chinese	ADJ
bjmsr-2243	338	13	stock	stock	NOUN
bjmsr-2243	338	14	market	market	NOUN
bjmsr-2243	338	15	,	,	PUNCT
bjmsr-2243	338	16	chinese	chinese	ADJ
bjmsr-2243	338	17	economy	economy	NOUN
bjmsr-2243	338	18	,	,	PUNCT
bjmsr-2243	338	19	39(2	39(2	NUM
bjmsr-2243	338	20	)	)	PUNCT
bjmsr-2243	338	21	,	,	PUNCT
bjmsr-2243	338	22	71	71	NUM
bjmsr-2243	338	23	-	-	SYM
bjmsr-2243	338	24	88	88	NUM
bjmsr-2243	338	25	.	.	PUNCT
bjmsr-2243	339	1	https://doi.org/10.2753/ces1097-1475390206	https://doi.org/10.2753/ces1097-1475390206	PROPN
bjmsr-2243	339	2	chaouachi	chaouachi	PROPN
bjmsr-2243	339	3	,	,	PUNCT
bjmsr-2243	339	4	o.	o.	PROPN
bjmsr-2243	339	5	,	,	PUNCT
bjmsr-2243	339	6	&	&	CCONJ
bjmsr-2243	339	7	douagi	douagi	PROPN
bjmsr-2243	339	8	,	,	PUNCT
bjmsr-2243	339	9	f.	f.	PROPN
bjmsr-2243	339	10	w.	w.	PROPN
bjmsr-2243	339	11	b.	b.	PROPN
bjmsr-2243	339	12	m.	m.	PROPN
bjmsr-2243	339	13	(	(	PUNCT
bjmsr-2243	339	14	2014	2014	NUM
bjmsr-2243	339	15	)	)	PUNCT
bjmsr-2243	339	16	.	.	PUNCT
bjmsr-2243	340	1	calendar	calendar	NOUN
bjmsr-2243	340	2	effects	effect	NOUN
bjmsr-2243	340	3	in	in	ADP
bjmsr-2243	340	4	the	the	DET
bjmsr-2243	340	5	tunisian	tunisian	ADJ
bjmsr-2243	340	6	stock	stock	NOUN
bjmsr-2243	340	7	exchange	exchange	PROPN
bjmsr-2243	340	8	.	.	PUNCT
bjmsr-2243	341	1	international	international	ADJ
bjmsr-2243	341	2	journal	journal	NOUN
bjmsr-2243	341	3	of	of	ADP
bjmsr-2243	341	4	behavioural	behavioural	ADJ
bjmsr-2243	341	5	accounting	accounting	NOUN
bjmsr-2243	341	6	and	and	CCONJ
bjmsr-2243	341	7	finance	finance	NOUN
bjmsr-2243	341	8	,	,	PUNCT
bjmsr-2243	341	9	4(4	4(4	NUM
bjmsr-2243	341	10	)	)	PUNCT
bjmsr-2243	341	11	,	,	PUNCT
bjmsr-2243	341	12	281	281	NUM
bjmsr-2243	341	13	-	-	SYM
bjmsr-2243	341	14	289	289	NUM
bjmsr-2243	341	15	.	.	PUNCT
bjmsr-2243	342	1	https://doi.org/10.1504/ijbaf.2014.067593	https://doi.org/10.1504/ijbaf.2014.067593	PROPN
bjmsr-2243	342	2	chawla	chawla	PROPN
bjmsr-2243	342	3	,	,	PUNCT
bjmsr-2243	342	4	v.	v.	PROPN
bjmsr-2243	342	5	(	(	PUNCT
bjmsr-2243	342	6	2018	2018	NUM
bjmsr-2243	342	7	)	)	PUNCT
bjmsr-2243	342	8	.	.	PUNCT
bjmsr-2243	343	1	day	day	NOUN
bjmsr-2243	343	2	of	of	ADP
bjmsr-2243	343	3	the	the	DET
bjmsr-2243	343	4	week	week	NOUN
bjmsr-2243	343	5	effect	effect	NOUN
bjmsr-2243	343	6	in	in	ADP
bjmsr-2243	343	7	indian	indian	ADJ
bjmsr-2243	343	8	stock	stock	NOUN
bjmsr-2243	343	9	markets	market	NOUN
bjmsr-2243	343	10	,	,	PUNCT
bjmsr-2243	343	11	mudra	mudra	PROPN
bjmsr-2243	343	12	:	:	PUNCT
bjmsr-2243	343	13	journal	journal	NOUN
bjmsr-2243	343	14	of	of	ADP
bjmsr-2243	343	15	accounting	accounting	NOUN
bjmsr-2243	343	16	and	and	CCONJ
bjmsr-2243	343	17	finance	finance	NOUN
bjmsr-2243	343	18	,	,	PUNCT
bjmsr-2243	343	19	5(2	5(2	NUM
bjmsr-2243	343	20	)	)	PUNCT
bjmsr-2243	343	21	,	,	PUNCT
bjmsr-2243	343	22	45–59	45–59	NOUN
bjmsr-2243	343	23	.	.	PUNCT
bjmsr-2243	344	1	https://doi.org/10.17492/mudra.v5i2.14329	https://doi.org/10.17492/mudra.v5i2.14329	PROPN
bjmsr-2243	344	2	choudhary	choudhary	PROPN
bjmsr-2243	344	3	,	,	PUNCT
bjmsr-2243	344	4	t.	t.	PROPN
bjmsr-2243	344	5	(	(	PUNCT
bjmsr-2243	344	6	2000	2000	NUM
bjmsr-2243	344	7	)	)	PUNCT
bjmsr-2243	344	8	.	.	PUNCT
bjmsr-2243	345	1	day	day	NOUN
bjmsr-2243	345	2	of	of	ADP
bjmsr-2243	345	3	the	the	DET
bjmsr-2243	345	4	week	week	NOUN
bjmsr-2243	345	5	effect	effect	NOUN
bjmsr-2243	345	6	in	in	ADP
bjmsr-2243	345	7	emerging	emerge	VERB
bjmsr-2243	345	8	asian	asian	ADJ
bjmsr-2243	345	9	stock	stock	NOUN
bjmsr-2243	345	10	markets	market	NOUN
bjmsr-2243	345	11	:	:	PUNCT
bjmsr-2243	345	12	evidence	evidence	NOUN
bjmsr-2243	345	13	from	from	ADP
bjmsr-2243	345	14	the	the	DET
bjmsr-2243	345	15	garch	garch	NOUN
bjmsr-2243	345	16	model	model	NOUN
bjmsr-2243	345	17	,	,	PUNCT
bjmsr-2243	345	18	applied	apply	VERB
bjmsr-2243	345	19	financial	financial	ADJ
bjmsr-2243	345	20	economics	economic	NOUN
bjmsr-2243	345	21	,	,	PUNCT
bjmsr-2243	345	22	10(3	10(3	NUM
bjmsr-2243	345	23	)	)	PUNCT
bjmsr-2243	345	24	,	,	PUNCT
bjmsr-2243	345	25	235–242	235–242	NUM
bjmsr-2243	345	26	.	.	PUNCT
bjmsr-2243	346	1	https://doi.org/10.1080/096031000331653	https://doi.org/10.1080/096031000331653	X
bjmsr-2243	346	2	cross	cross	PROPN
bjmsr-2243	346	3	,	,	PUNCT
bjmsr-2243	346	4	f.	f.	PROPN
bjmsr-2243	346	5	(	(	PUNCT
bjmsr-2243	346	6	1973	1973	NUM
bjmsr-2243	346	7	)	)	PUNCT
bjmsr-2243	346	8	.	.	PUNCT
bjmsr-2243	347	1	the	the	DET
bjmsr-2243	347	2	behavior	behavior	NOUN
bjmsr-2243	347	3	of	of	ADP
bjmsr-2243	347	4	stock	stock	NOUN
bjmsr-2243	347	5	prices	price	NOUN
bjmsr-2243	347	6	on	on	ADP
bjmsr-2243	347	7	fridays	friday	NOUN
bjmsr-2243	347	8	and	and	CCONJ
bjmsr-2243	347	9	mondays	monday	NOUN
bjmsr-2243	347	10	,	,	PUNCT
bjmsr-2243	347	11	financial	financial	ADJ
bjmsr-2243	347	12	analysts	analyst	NOUN
bjmsr-2243	347	13	journal	journal	NOUN
bjmsr-2243	347	14	,	,	PUNCT
bjmsr-2243	347	15	29(6	29(6	NUM
bjmsr-2243	347	16	)	)	PUNCT
bjmsr-2243	347	17	,	,	PUNCT
bjmsr-2243	347	18	67–69	67–69	NUM
bjmsr-2243	347	19	.	.	PUNCT
bjmsr-2243	347	20	https://doi.org/10.2469/faj.v29.n6.67	https://doi.org/10.2469/faj.v29.n6.67	NOUN
bjmsr-2243	347	21	davidson	davidson	PROPN
bjmsr-2243	347	22	,	,	PUNCT
bjmsr-2243	347	23	s.	s.	PROPN
bjmsr-2243	347	24	,	,	PUNCT
bjmsr-2243	347	25	&	&	CCONJ
bjmsr-2243	347	26	faff	faff	PROPN
bjmsr-2243	347	27	,	,	PUNCT
bjmsr-2243	347	28	r.	r.	PROPN
bjmsr-2243	347	29	(	(	PUNCT
bjmsr-2243	347	30	1999	1999	NUM
bjmsr-2243	347	31	)	)	PUNCT
bjmsr-2243	347	32	.	.	PUNCT
bjmsr-2243	348	1	some	some	DET
bjmsr-2243	348	2	additional	additional	ADJ
bjmsr-2243	348	3	australian	australian	ADJ
bjmsr-2243	348	4	evidence	evidence	NOUN
bjmsr-2243	348	5	on	on	ADP
bjmsr-2243	348	6	the	the	DET
bjmsr-2243	348	7	day	day	NOUN
bjmsr-2243	348	8	of	of	ADP
bjmsr-2243	348	9	the	the	DET
bjmsr-2243	348	10	week	week	NOUN
bjmsr-2243	348	11	effect	effect	NOUN
bjmsr-2243	348	12	,	,	PUNCT
bjmsr-2243	348	13	applied	apply	VERB
bjmsr-2243	348	14	economics	economic	NOUN
bjmsr-2243	348	15	letters	letter	NOUN
bjmsr-2243	348	16	,	,	PUNCT
bjmsr-2243	348	17	6(4	6(4	NOUN
bjmsr-2243	348	18	)	)	PUNCT
bjmsr-2243	348	19	,	,	PUNCT
bjmsr-2243	348	20	247	247	NUM
bjmsr-2243	348	21	-	-	SYM
bjmsr-2243	348	22	249	249	NUM
bjmsr-2243	348	23	.	.	PUNCT
bjmsr-2243	349	1	http://dx.doi.org/10.1080/135048599353447	http://dx.doi.org/10.1080/135048599353447	PROPN
bjmsr-2243	349	2	ding	ding	NOUN
bjmsr-2243	349	3	,	,	PUNCT
bjmsr-2243	349	4	z.	z.	PROPN
bjmsr-2243	349	5	,	,	PUNCT
bjmsr-2243	349	6	granger	granger	PROPN
bjmsr-2243	349	7	,	,	PUNCT
bjmsr-2243	349	8	c.	c.	PROPN
bjmsr-2243	349	9	w.	w.	PROPN
bjmsr-2243	349	10	,	,	PUNCT
bjmsr-2243	349	11	&	&	CCONJ
bjmsr-2243	349	12	engle	engle	PROPN
bjmsr-2243	349	13	,	,	PUNCT
bjmsr-2243	349	14	r.	r.	PROPN
bjmsr-2243	349	15	f.	f.	PROPN
bjmsr-2243	349	16	(	(	PUNCT
bjmsr-2243	349	17	1993	1993	NUM
bjmsr-2243	349	18	)	)	PUNCT
bjmsr-2243	349	19	.	.	PUNCT
bjmsr-2243	350	1	a	a	DET
bjmsr-2243	350	2	long	long	ADJ
bjmsr-2243	350	3	memory	memory	NOUN
bjmsr-2243	350	4	property	property	NOUN
bjmsr-2243	350	5	of	of	ADP
bjmsr-2243	350	6	stock	stock	NOUN
bjmsr-2243	350	7	market	market	NOUN
bjmsr-2243	350	8	returns	return	NOUN
bjmsr-2243	350	9	and	and	CCONJ
bjmsr-2243	350	10	a	a	DET
bjmsr-2243	350	11	new	new	ADJ
bjmsr-2243	350	12	model	model	NOUN
bjmsr-2243	350	13	.	.	PUNCT
bjmsr-2243	351	1	journal	journal	PROPN
bjmsr-2243	351	2	of	of	ADP
bjmsr-2243	351	3	empirical	empirical	ADJ
bjmsr-2243	351	4	finance	finance	NOUN
bjmsr-2243	351	5	,	,	PUNCT
bjmsr-2243	351	6	1(1	1(1	NUM
bjmsr-2243	351	7	)	)	PUNCT
bjmsr-2243	351	8	,	,	PUNCT
bjmsr-2243	351	9	83–106	83–106	NUM
bjmsr-2243	351	10	.	.	PUNCT
bjmsr-2243	352	1	https://doi.org/10.1016/0927-5398(93)90006-d	https://doi.org/10.1016/0927-5398(93)90006-d	PROPN
bjmsr-2243	352	2	gbeda	gbeda	PROPN
bjmsr-2243	352	3	,	,	PUNCT
bjmsr-2243	352	4	j.	j.	PROPN
bjmsr-2243	352	5	m.	m.	PROPN
bjmsr-2243	352	6	,	,	PUNCT
bjmsr-2243	352	7	&	&	CCONJ
bjmsr-2243	352	8	peprah	peprah	PROPN
bjmsr-2243	352	9	,	,	PUNCT
bjmsr-2243	352	10	j.	j.	PROPN
bjmsr-2243	352	11	a.	a.	PROPN
bjmsr-2243	352	12	(	(	PUNCT
bjmsr-2243	352	13	2018	2018	NUM
bjmsr-2243	352	14	)	)	PUNCT
bjmsr-2243	352	15	.	.	PUNCT
bjmsr-2243	353	1	day	day	NOUN
bjmsr-2243	353	2	of	of	ADP
bjmsr-2243	353	3	the	the	DET
bjmsr-2243	353	4	week	week	NOUN
bjmsr-2243	353	5	effect	effect	NOUN
bjmsr-2243	353	6	and	and	CCONJ
bjmsr-2243	353	7	stock	stock	NOUN
bjmsr-2243	353	8	market	market	NOUN
bjmsr-2243	353	9	volatility	volatility	NOUN
bjmsr-2243	353	10	in	in	ADP
bjmsr-2243	353	11	ghana	ghana	PROPN
bjmsr-2243	353	12	and	and	CCONJ
bjmsr-2243	353	13	nairobi	nairobi	PROPN
bjmsr-2243	353	14	stock	stock	PROPN
bjmsr-2243	353	15	exchange	exchange	PROPN
bjmsr-2243	353	16	,	,	PUNCT
bjmsr-2243	353	17	journal	journal	NOUN
bjmsr-2243	353	18	of	of	ADP
bjmsr-2243	353	19	economics	economic	NOUN
bjmsr-2243	353	20	and	and	CCONJ
bjmsr-2243	353	21	finance	finance	NOUN
bjmsr-2243	353	22	,	,	PUNCT
bjmsr-2243	353	23	42	42	NUM
bjmsr-2243	353	24	,	,	PUNCT
bjmsr-2243	353	25	727–745	727–745	NUM
bjmsr-2243	353	26	.	.	PUNCT
bjmsr-2243	353	27	https://doi.org/10.1007/s12197-017-9409-7	https://doi.org/10.1007/s12197-017-9409-7	NUM
bjmsr-2243	353	28	derbali	derbali	VERB
bjmsr-2243	353	29	,	,	PUNCT
bjmsr-2243	353	30	a.	a.	PROPN
bjmsr-2243	353	31	,	,	PUNCT
bjmsr-2243	353	32	&	&	CCONJ
bjmsr-2243	353	33	hallara	hallara	PROPN
bjmsr-2243	353	34	,	,	PUNCT
bjmsr-2243	353	35	s.	s.	PROPN
bjmsr-2243	353	36	(	(	PUNCT
bjmsr-2243	353	37	2016	2016	NUM
bjmsr-2243	353	38	)	)	PUNCT
bjmsr-2243	353	39	.	.	PUNCT
bjmsr-2243	354	1	day	day	NOUN
bjmsr-2243	354	2	-	-	PUNCT
bjmsr-2243	354	3	of	of	ADP
bjmsr-2243	354	4	-	-	PUNCT
bjmsr-2243	354	5	the	the	DET
bjmsr-2243	354	6	-	-	PUNCT
bjmsr-2243	354	7	week	week	NOUN
bjmsr-2243	354	8	effect	effect	NOUN
bjmsr-2243	354	9	on	on	ADP
bjmsr-2243	354	10	the	the	DET
bjmsr-2243	354	11	tunisian	tunisian	ADJ
bjmsr-2243	354	12	stock	stock	NOUN
bjmsr-2243	354	13	market	market	NOUN
bjmsr-2243	354	14	return	return	NOUN
bjmsr-2243	354	15	and	and	CCONJ
bjmsr-2243	354	16	volatility	volatility	NOUN
bjmsr-2243	354	17	.	.	PUNCT
bjmsr-2243	355	1	cogent	cogent	NOUN
bjmsr-2243	355	2	business	business	PROPN
bjmsr-2243	355	3	&	&	CCONJ
bjmsr-2243	355	4	management	management	PROPN
bjmsr-2243	355	5	,	,	PUNCT
bjmsr-2243	355	6	3(1	3(1	NUM
bjmsr-2243	355	7	)	)	PUNCT
bjmsr-2243	355	8	,	,	PUNCT
bjmsr-2243	355	9	1	1	NUM
bjmsr-2243	355	10	-	-	SYM
bjmsr-2243	355	11	12	12	NUM
bjmsr-2243	355	12	.	.	PUNCT
bjmsr-2243	356	1	https://doi.org/10.1080/23311975.2016.1147111	https://doi.org/10.1080/23311975.2016.1147111	PROPN
bjmsr-2243	356	2	fields	field	NOUN
bjmsr-2243	356	3	,	,	PUNCT
bjmsr-2243	356	4	m.	m.	NOUN
bjmsr-2243	356	5	j.	j.	PROPN
bjmsr-2243	356	6	(	(	PUNCT
bjmsr-2243	356	7	1931	1931	NUM
bjmsr-2243	356	8	)	)	PUNCT
bjmsr-2243	356	9	.	.	PUNCT
bjmsr-2243	357	1	stock	stock	NOUN
bjmsr-2243	357	2	prices	price	NOUN
bjmsr-2243	357	3	:	:	PUNCT
bjmsr-2243	357	4	a	a	DET
bjmsr-2243	357	5	problem	problem	NOUN
bjmsr-2243	357	6	in	in	ADP
bjmsr-2243	357	7	verification	verification	NOUN
bjmsr-2243	357	8	,	,	PUNCT
bjmsr-2243	357	9	journal	journal	NOUN
bjmsr-2243	357	10	of	of	ADP
bjmsr-2243	357	11	business	business	NOUN
bjmsr-2243	357	12	of	of	ADP
bjmsr-2243	357	13	the	the	DET
bjmsr-2243	357	14	university	university	PROPN
bjmsr-2243	357	15	of	of	ADP
bjmsr-2243	357	16	chicago	chicago	PROPN
bjmsr-2243	357	17	,	,	PUNCT
bjmsr-2243	357	18	4(4	4(4	NUM
bjmsr-2243	357	19	)	)	PUNCT
bjmsr-2243	357	20	,	,	PUNCT
bjmsr-2243	357	21	415418	415418	NUM
bjmsr-2243	357	22	.	.	PUNCT
bjmsr-2243	358	1	retrieved	retrieve	VERB
bjmsr-2243	358	2	from	from	ADP
bjmsr-2243	358	3	https://www.jstor.org/stable/2349652	https://www.jstor.org/stable/2349652	PROPN
bjmsr-2243	358	4	fields	field	NOUN
bjmsr-2243	358	5	,	,	PUNCT
bjmsr-2243	358	6	m.	m.	NOUN
bjmsr-2243	358	7	j.	j.	PROPN
bjmsr-2243	358	8	(	(	PUNCT
bjmsr-2243	358	9	1934	1934	NUM
bjmsr-2243	358	10	)	)	PUNCT
bjmsr-2243	358	11	.	.	PUNCT
bjmsr-2243	359	1	security	security	NOUN
bjmsr-2243	359	2	prices	price	NOUN
bjmsr-2243	359	3	and	and	CCONJ
bjmsr-2243	359	4	stock	stock	NOUN
bjmsr-2243	359	5	exchange	exchange	NOUN
bjmsr-2243	359	6	holidays	holiday	NOUN
bjmsr-2243	359	7	in	in	ADP
bjmsr-2243	359	8	relation	relation	NOUN
bjmsr-2243	359	9	to	to	ADP
bjmsr-2243	359	10	short	short	ADJ
bjmsr-2243	359	11	selling	selling	NOUN
bjmsr-2243	359	12	,	,	PUNCT
bjmsr-2243	359	13	journal	journal	NOUN
bjmsr-2243	359	14	of	of	ADP
bjmsr-2243	359	15	business	business	NOUN
bjmsr-2243	359	16	of	of	ADP
bjmsr-2243	359	17	the	the	DET
bjmsr-2243	359	18	university	university	PROPN
bjmsr-2243	359	19	of	of	ADP
bjmsr-2243	359	20	chicago	chicago	PROPN
bjmsr-2243	359	21	,	,	PUNCT
bjmsr-2243	359	22	7(4	7(4	NUM
bjmsr-2243	359	23	)	)	PUNCT
bjmsr-2243	359	24	,	,	PUNCT
bjmsr-2243	359	25	328	328	NUM
bjmsr-2243	359	26	-	-	SYM
bjmsr-2243	359	27	338	338	NUM
bjmsr-2243	359	28	.	.	PUNCT
bjmsr-2243	359	29	retrieved	retrieve	VERB
bjmsr-2243	359	30	from	from	ADP
bjmsr-2243	359	31	https://www.jstor.org/stable/2349545	https://www.jstor.org/stable/2349545	PROPN
bjmsr-2243	359	32	french	french	PROPN
bjmsr-2243	359	33	,	,	PUNCT
bjmsr-2243	359	34	k.	k.	PROPN
bjmsr-2243	359	35	r.	r.	PROPN
bjmsr-2243	359	36	(	(	PUNCT
bjmsr-2243	359	37	1980	1980	NUM
bjmsr-2243	359	38	)	)	PUNCT
bjmsr-2243	359	39	.	.	PUNCT
bjmsr-2243	360	1	stock	stock	NOUN
bjmsr-2243	360	2	returns	return	NOUN
bjmsr-2243	360	3	and	and	CCONJ
bjmsr-2243	360	4	the	the	DET
bjmsr-2243	360	5	weekend	weekend	NOUN
bjmsr-2243	360	6	effect	effect	NOUN
bjmsr-2243	360	7	.	.	PUNCT
bjmsr-2243	361	1	journal	journal	NOUN
bjmsr-2243	361	2	of	of	ADP
bjmsr-2243	361	3	financial	financial	ADJ
bjmsr-2243	361	4	economics	economic	NOUN
bjmsr-2243	361	5	,	,	PUNCT
bjmsr-2243	361	6	8(1	8(1	NOUN
bjmsr-2243	361	7	)	)	PUNCT
bjmsr-2243	361	8	,	,	PUNCT
bjmsr-2243	361	9	55–69	55–69	NUM
bjmsr-2243	361	10	.	.	PUNCT
bjmsr-2243	362	1	https://doi.org/10.1016/0304-405x(80)90021-5	https://doi.org/10.1016/0304-405x(80)90021-5	PROPN
bjmsr-2243	362	2	kamaly	kamaly	PROPN
bjmsr-2243	362	3	,	,	PUNCT
bjmsr-2243	362	4	a.	a.	PROPN
bjmsr-2243	362	5	,	,	PUNCT
bjmsr-2243	362	6	&	&	CCONJ
bjmsr-2243	362	7	tooma	tooma	ADJ
bjmsr-2243	362	8	,	,	PUNCT
bjmsr-2243	362	9	e.	e.	PROPN
bjmsr-2243	362	10	a.	a.	PROPN
bjmsr-2243	362	11	(	(	PUNCT
bjmsr-2243	362	12	2009	2009	NUM
bjmsr-2243	362	13	)	)	PUNCT
bjmsr-2243	362	14	.	.	PUNCT
bjmsr-2243	363	1	calendar	calendar	NOUN
bjmsr-2243	363	2	anomalies	anomaly	NOUN
bjmsr-2243	363	3	and	and	CCONJ
bjmsr-2243	363	4	stock	stock	NOUN
bjmsr-2243	363	5	market	market	NOUN
bjmsr-2243	363	6	volatility	volatility	NOUN
bjmsr-2243	363	7	in	in	ADP
bjmsr-2243	363	8	selected	select	VERB
bjmsr-2243	363	9	arab	arab	ADJ
bjmsr-2243	363	10	stock	stock	NOUN
bjmsr-2243	363	11	exchanges	exchange	NOUN
bjmsr-2243	363	12	.	.	PUNCT
bjmsr-2243	364	1	applied	apply	VERB
bjmsr-2243	364	2	financial	financial	ADJ
bjmsr-2243	364	3	economics	economic	NOUN
bjmsr-2243	364	4	,	,	PUNCT
bjmsr-2243	364	5	19(11	19(11	NUM
bjmsr-2243	364	6	)	)	PUNCT
bjmsr-2243	364	7	,	,	PUNCT
bjmsr-2243	364	8	881	881	NUM
bjmsr-2243	364	9	-	-	SYM
bjmsr-2243	364	10	892	892	NUM
bjmsr-2243	364	11	.	.	PUNCT
bjmsr-2243	365	1	https://doi.org/10.1080/09603100802359976	https://doi.org/10.1080/09603100802359976	NOUN
bjmsr-2243	365	2	karanovic	karanovic	PROPN
bjmsr-2243	365	3	,	,	PUNCT
bjmsr-2243	365	4	g.	g.	PROPN
bjmsr-2243	365	5	,	,	PUNCT
bjmsr-2243	365	6	&	&	CCONJ
bjmsr-2243	365	7	karanovic	karanovic	PROPN
bjmsr-2243	365	8	,	,	PUNCT
bjmsr-2243	365	9	b.	b.	PROPN
bjmsr-2243	365	10	(	(	PUNCT
bjmsr-2243	365	11	2018	2018	NUM
bjmsr-2243	365	12	)	)	PUNCT
bjmsr-2243	365	13	.	.	PUNCT
bjmsr-2243	366	1	the	the	DET
bjmsr-2243	366	2	day	day	NOUN
bjmsr-2243	366	3	-	-	PUNCT
bjmsr-2243	366	4	of	of	ADP
bjmsr-2243	366	5	-	-	PUNCT
bjmsr-2243	366	6	the	the	DET
bjmsr-2243	366	7	-	-	PUNCT
bjmsr-2243	366	8	week	week	NOUN
bjmsr-2243	366	9	effect	effect	NOUN
bjmsr-2243	366	10	:	:	PUNCT
bjmsr-2243	366	11	evidence	evidence	NOUN
bjmsr-2243	366	12	from	from	ADP
bjmsr-2243	366	13	selected	select	VERB
bjmsr-2243	366	14	balkan	balkan	ADJ
bjmsr-2243	366	15	markets	market	NOUN
bjmsr-2243	366	16	,	,	PUNCT
bjmsr-2243	366	17	scientific	scientific	ADJ
bjmsr-2243	366	18	annals	annal	NOUN
bjmsr-2243	366	19	of	of	ADP
bjmsr-2243	366	20	economics	economic	NOUN
bjmsr-2243	366	21	and	and	CCONJ
bjmsr-2243	366	22	business	business	NOUN
bjmsr-2243	366	23	,	,	PUNCT
bjmsr-2243	366	24	65(1	65(1	NOUN
bjmsr-2243	366	25	)	)	PUNCT
bjmsr-2243	366	26	,	,	PUNCT
bjmsr-2243	366	27	1	1	NUM
bjmsr-2243	366	28	-	-	SYM
bjmsr-2243	366	29	11	11	NUM
bjmsr-2243	366	30	.	.	PUNCT
bjmsr-2243	366	31	retrieved	retrieve	VERB
bjmsr-2243	366	32	from	from	ADP
bjmsr-2243	366	33	https://saeb.feaa.uaic.ro/old/index.php/saeb/article/view/211	https://saeb.feaa.uaic.ro/old/index.php/saeb/article/view/211	NOUN
bjmsr-2243	366	34	https://doi.org/10.1080/13504850600825238	https://doi.org/10.1080/13504850600825238	X
bjmsr-2243	366	35	http://dx.doi.org/10.1080/17446540701537749	http://dx.doi.org/10.1080/17446540701537749	NOUN
bjmsr-2243	366	36	https://doi.org/10.1504/aajfa.2015.069886	https://doi.org/10.1504/aajfa.2015.069886	PROPN
bjmsr-2243	366	37	https://doi.org/10.1080/13504850600825238	https://doi.org/10.1080/13504850600825238	X
bjmsr-2243	366	38	https://doi.org/10.1016/0304-4076(86)90063-1	https://doi.org/10.1016/0304-4076(86)90063-1	NOUN
bjmsr-2243	366	39	https://doi.org/10.1080/13504850150504504	https://doi.org/10.1080/13504850150504504	NOUN
bjmsr-2243	366	40	https://doi.org/10.2753/ces1097-1475390206	https://doi.org/10.2753/ces1097-1475390206	NOUN
bjmsr-2243	366	41	https://doi.org/10.1504/ijbaf.2014.067593	https://doi.org/10.1504/ijbaf.2014.067593	PROPN
bjmsr-2243	366	42	javascript	javascript	NOUN
bjmsr-2243	366	43	:	:	PUNCT
bjmsr-2243	366	44	window.location.reload(true	window.location.reload(true	ADJ
bjmsr-2243	366	45	)	)	PUNCT
bjmsr-2243	366	46	https://doi.org/10.1080/096031000331653	https://doi.org/10.1080/096031000331653	NOUN
bjmsr-2243	367	1	https://doi.org/10.2469/faj.v29.n6.67	https://doi.org/10.2469/faj.v29.n6.67	NOUN
bjmsr-2243	367	2	https://doi.org/10.1007/s12197-017-9409-7	https://doi.org/10.1007/s12197-017-9409-7	NUM
bjmsr-2243	367	3	https://doi.org/10.1080/23311975.2016.1147111	https://doi.org/10.1080/23311975.2016.1147111	PUNCT
bjmsr-2243	368	1	https://doi.org/10.1016/0304-405x(80)90021-5	https://doi.org/10.1016/0304-405x(80)90021-5	PROPN
bjmsr-2243	368	2	https://doi.org/10.1080/09603100802359976	https://doi.org/10.1080/09603100802359976	NOUN
bjmsr-2243	368	3	acharya	acharya	NOUN
bjmsr-2243	368	4	et	et	PROPN
bjmsr-2243	368	5	al	al	PROPN
bjmsr-2243	368	6	.	.	PROPN
bjmsr-2243	368	7	,	,	PUNCT
bjmsr-2243	368	8	bangladesh	bangladesh	PROPN
bjmsr-2243	368	9	journal	journal	NOUN
bjmsr-2243	368	10	of	of	ADP
bjmsr-2243	368	11	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	368	12	scientific	scientific	ADJ
bjmsr-2243	368	13	research	research	NOUN
bjmsr-2243	368	14	9(4	9(4	NOUN
bjmsr-2243	368	15	)	)	PUNCT
bjmsr-2243	368	16	(	(	PUNCT
bjmsr-2243	368	17	2024	2024	NUM
bjmsr-2243	368	18	)	)	PUNCT
bjmsr-2243	368	19	,	,	PUNCT
bjmsr-2243	368	20	16	16	NUM
bjmsr-2243	368	21	-	-	SYM
bjmsr-2243	368	22	24	24	NUM
bjmsr-2243	368	23	24	24	NUM
bjmsr-2243	368	24	kenourgios	kenourgio	NOUN
bjmsr-2243	368	25	,	,	PUNCT
bjmsr-2243	368	26	d.	d.	PROPN
bjmsr-2243	368	27	,	,	PUNCT
bjmsr-2243	368	28	samitas	samita	NOUN
bjmsr-2243	368	29	,	,	PUNCT
bjmsr-2243	368	30	a.	a.	NOUN
bjmsr-2243	368	31	,	,	PUNCT
bjmsr-2243	368	32	&	&	CCONJ
bjmsr-2243	368	33	papathanasiou	papathanasiou	PROPN
bjmsr-2243	368	34	,	,	PUNCT
bjmsr-2243	368	35	s.	s.	PROPN
bjmsr-2243	368	36	(	(	PUNCT
bjmsr-2243	368	37	2005	2005	NUM
bjmsr-2243	368	38	,	,	PUNCT
bjmsr-2243	368	39	july	july	PROPN
bjmsr-2243	368	40	)	)	PUNCT
bjmsr-2243	368	41	.	.	PUNCT
bjmsr-2243	369	1	the	the	DET
bjmsr-2243	369	2	day	day	NOUN
bjmsr-2243	369	3	of	of	ADP
bjmsr-2243	369	4	the	the	DET
bjmsr-2243	369	5	week	week	NOUN
bjmsr-2243	369	6	effect	effect	NOUN
bjmsr-2243	369	7	patterns	pattern	NOUN
bjmsr-2243	369	8	on	on	ADP
bjmsr-2243	369	9	stock	stock	NOUN
bjmsr-2243	369	10	market	market	NOUN
bjmsr-2243	369	11	return	return	NOUN
bjmsr-2243	369	12	and	and	CCONJ
bjmsr-2243	369	13	volatility	volatility	NOUN
bjmsr-2243	369	14	:	:	PUNCT
bjmsr-2243	369	15	evidence	evidence	NOUN
bjmsr-2243	369	16	for	for	ADP
bjmsr-2243	369	17	the	the	DET
bjmsr-2243	369	18	athens	athens	PROPN
bjmsr-2243	369	19	stock	stock	PROPN
bjmsr-2243	369	20	exchange	exchange	PROPN
bjmsr-2243	369	21	.	.	PUNCT
bjmsr-2243	370	1	in	in	ADP
bjmsr-2243	370	2	proceedings	proceeding	NOUN
bjmsr-2243	370	3	of	of	ADP
bjmsr-2243	370	4	the	the	DET
bjmsr-2243	370	5	2nd	2nd	ADJ
bjmsr-2243	370	6	applied	applied	ADJ
bjmsr-2243	370	7	financial	financial	ADJ
bjmsr-2243	370	8	economics	economic	NOUN
bjmsr-2243	370	9	(	(	PUNCT
bjmsr-2243	370	10	afe	afe	NOUN
bjmsr-2243	370	11	)	)	PUNCT
bjmsr-2243	370	12	international	international	ADJ
bjmsr-2243	370	13	conference	conference	NOUN
bjmsr-2243	370	14	on	on	ADP
bjmsr-2243	370	15	“	"	PUNCT
bjmsr-2243	370	16	financial	financial	ADJ
bjmsr-2243	370	17	economics	economic	NOUN
bjmsr-2243	370	18	”	"	PUNCT
bjmsr-2243	370	19	,	,	PUNCT
bjmsr-2243	370	20	samos	samos	PROPN
bjmsr-2243	370	21	island	island	PROPN
bjmsr-2243	370	22	,	,	PUNCT
bjmsr-2243	370	23	greece	greece	PROPN
bjmsr-2243	370	24	.	.	PUNCT
bjmsr-2243	370	25	http://dx.doi.org/10.2139/ssrn.2494791	http://dx.doi.org/10.2139/ssrn.2494791	PROPN
bjmsr-2243	370	26	khan	khan	PROPN
bjmsr-2243	370	27	,	,	PUNCT
bjmsr-2243	370	28	b.	b.	PROPN
bjmsr-2243	370	29	,	,	PUNCT
bjmsr-2243	370	30	aqil	aqil	PROPN
bjmsr-2243	370	31	,	,	PUNCT
bjmsr-2243	370	32	m.	m.	NOUN
bjmsr-2243	370	33	,	,	PUNCT
bjmsr-2243	370	34	kazmi	kazmi	PROPN
bjmsr-2243	370	35	,	,	PUNCT
bjmsr-2243	370	36	s.	s.	PROPN
bjmsr-2243	370	37	h.	h.	PROPN
bjmsr-2243	370	38	a.	a.	PROPN
bjmsr-2243	370	39	,	,	PUNCT
bjmsr-2243	370	40	&	&	CCONJ
bjmsr-2243	370	41	zaman	zaman	PROPN
bjmsr-2243	370	42	,	,	PUNCT
bjmsr-2243	370	43	s.	s.	PROPN
bjmsr-2243	370	44	i.	i.	PROPN
bjmsr-2243	370	45	(	(	PUNCT
bjmsr-2243	370	46	2023	2023	NUM
bjmsr-2243	370	47	)	)	PUNCT
bjmsr-2243	370	48	.	.	PUNCT
bjmsr-2243	371	1	day‐of‐the‐week	day‐of‐the‐week	VERB
bjmsr-2243	371	2	effect	effect	NOUN
bjmsr-2243	371	3	and	and	CCONJ
bjmsr-2243	371	4	market	market	NOUN
bjmsr-2243	371	5	liquidity	liquidity	NOUN
bjmsr-2243	371	6	:	:	PUNCT
bjmsr-2243	371	7	a	a	DET
bjmsr-2243	371	8	comparative	comparative	ADJ
bjmsr-2243	371	9	study	study	NOUN
bjmsr-2243	371	10	from	from	ADP
bjmsr-2243	371	11	emerging	emerge	VERB
bjmsr-2243	371	12	stock	stock	NOUN
bjmsr-2243	371	13	markets	market	NOUN
bjmsr-2243	371	14	of	of	ADP
bjmsr-2243	371	15	asia	asia	PROPN
bjmsr-2243	371	16	.	.	PUNCT
bjmsr-2243	372	1	international	international	ADJ
bjmsr-2243	372	2	journal	journal	PROPN
bjmsr-2243	372	3	of	of	ADP
bjmsr-2243	372	4	finance	finance	PROPN
bjmsr-2243	372	5	&	&	CCONJ
bjmsr-2243	372	6	economics	economic	NOUN
bjmsr-2243	372	7	,	,	PUNCT
bjmsr-2243	372	8	28(1	28(1	NOUN
bjmsr-2243	372	9	)	)	PUNCT
bjmsr-2243	372	10	,	,	PUNCT
bjmsr-2243	372	11	544	544	NUM
bjmsr-2243	372	12	-	-	SYM
bjmsr-2243	372	13	561	561	NUM
bjmsr-2243	372	14	.	.	PUNCT
bjmsr-2243	373	1	https://doi.org/10.1002/ijfe.2435	https://doi.org/10.1002/ijfe.2435	PROPN
bjmsr-2243	373	2	miss	miss	PROPN
bjmsr-2243	373	3	,	,	PUNCT
bjmsr-2243	373	4	s.	s.	PROPN
bjmsr-2243	373	5	,	,	PUNCT
bjmsr-2243	373	6	charifzadeh	charifzadeh	NOUN
bjmsr-2243	373	7	,	,	PUNCT
bjmsr-2243	373	8	m.	m.	NOUN
bjmsr-2243	373	9	,	,	PUNCT
bjmsr-2243	373	10	&	&	CCONJ
bjmsr-2243	373	11	herberger	herberger	PROPN
bjmsr-2243	373	12	,	,	PUNCT
bjmsr-2243	373	13	t.	t.	PROPN
bjmsr-2243	373	14	a.	a.	NOUN
bjmsr-2243	373	15	(	(	PUNCT
bjmsr-2243	373	16	2020	2020	NUM
bjmsr-2243	373	17	)	)	PUNCT
bjmsr-2243	373	18	.	.	PUNCT
bjmsr-2243	374	1	revisiting	revisit	VERB
bjmsr-2243	374	2	the	the	DET
bjmsr-2243	374	3	monday	monday	PROPN
bjmsr-2243	374	4	effect	effect	NOUN
bjmsr-2243	374	5	:	:	PUNCT
bjmsr-2243	374	6	a	a	DET
bjmsr-2243	374	7	replication	replication	NOUN
bjmsr-2243	374	8	study	study	NOUN
bjmsr-2243	374	9	for	for	ADP
bjmsr-2243	374	10	the	the	DET
bjmsr-2243	374	11	german	german	ADJ
bjmsr-2243	374	12	stock	stock	NOUN
bjmsr-2243	374	13	market	market	NOUN
bjmsr-2243	374	14	.	.	PUNCT
bjmsr-2243	375	1	management	management	NOUN
bjmsr-2243	375	2	review	review	NOUN
bjmsr-2243	375	3	quarterly	quarterly	ADV
bjmsr-2243	375	4	,	,	PUNCT
bjmsr-2243	375	5	70	70	NUM
bjmsr-2243	375	6	,	,	PUNCT
bjmsr-2243	375	7	257–273	257–273	NUM
bjmsr-2243	375	8	.	.	PUNCT
bjmsr-2243	376	1	https://doi.org/10.1007/s11301-019-00167-4	https://doi.org/10.1007/s11301-019-00167-4	PROPN
bjmsr-2243	376	2	nelson	nelson	PROPN
bjmsr-2243	376	3	,	,	PUNCT
bjmsr-2243	376	4	d.	d.	PROPN
bjmsr-2243	376	5	b.	b.	PROPN
bjmsr-2243	376	6	(	(	PUNCT
bjmsr-2243	376	7	1991	1991	NUM
bjmsr-2243	376	8	)	)	PUNCT
bjmsr-2243	376	9	.	.	PUNCT
bjmsr-2243	377	1	conditional	conditional	ADJ
bjmsr-2243	377	2	heteroskedasticity	heteroskedasticity	NOUN
bjmsr-2243	377	3	in	in	ADP
bjmsr-2243	377	4	asset	asset	NOUN
bjmsr-2243	377	5	returns	return	NOUN
bjmsr-2243	377	6	:	:	PUNCT
bjmsr-2243	377	7	a	a	DET
bjmsr-2243	377	8	new	new	ADJ
bjmsr-2243	377	9	approach	approach	NOUN
bjmsr-2243	377	10	,	,	PUNCT
bjmsr-2243	377	11	econometrica	econometrica	PROPN
bjmsr-2243	377	12	,	,	PUNCT
bjmsr-2243	377	13	59(2	59(2	NUM
bjmsr-2243	377	14	)	)	PUNCT
bjmsr-2243	377	15	,	,	PUNCT
bjmsr-2243	377	16	347–370	347–370	NUM
bjmsr-2243	377	17	.	.	PUNCT
bjmsr-2243	378	1	https://doi.org/10.2307/2938260	https://doi.org/10.2307/2938260	PROPN
bjmsr-2243	378	2	nishat	nishat	PROPN
bjmsr-2243	378	3	,	,	PUNCT
bjmsr-2243	378	4	m.	m.	NOUN
bjmsr-2243	378	5	,	,	PUNCT
bjmsr-2243	378	6	&	&	CCONJ
bjmsr-2243	378	7	mustafa	mustafa	PROPN
bjmsr-2243	378	8	,	,	PUNCT
bjmsr-2243	378	9	k.	k.	PROPN
bjmsr-2243	378	10	(	(	PUNCT
bjmsr-2243	378	11	2002	2002	NUM
bjmsr-2243	378	12	)	)	PUNCT
bjmsr-2243	378	13	.	.	PUNCT
bjmsr-2243	379	1	anomalies	anomaly	NOUN
bjmsr-2243	379	2	in	in	ADP
bjmsr-2243	379	3	karachi	karachi	PROPN
bjmsr-2243	379	4	stock	stock	NOUN
bjmsr-2243	379	5	market	market	NOUN
bjmsr-2243	379	6	:	:	PUNCT
bjmsr-2243	379	7	day	day	NOUN
bjmsr-2243	379	8	of	of	ADP
bjmsr-2243	379	9	the	the	DET
bjmsr-2243	379	10	week	week	NOUN
bjmsr-2243	379	11	effect	effect	NOUN
bjmsr-2243	379	12	.	.	PUNCT
bjmsr-2243	380	1	the	the	DET
bjmsr-2243	380	2	bangladesh	bangladesh	PROPN
bjmsr-2243	380	3	development	development	NOUN
bjmsr-2243	380	4	studies	study	NOUN
bjmsr-2243	380	5	,	,	PUNCT
bjmsr-2243	380	6	28(3	28(3	NUM
bjmsr-2243	380	7	)	)	PUNCT
bjmsr-2243	380	8	,	,	PUNCT
bjmsr-2243	380	9	55–64	55–64	NUM
bjmsr-2243	380	10	.	.	PUNCT
bjmsr-2243	380	11	retrieved	retrieve	VERB
bjmsr-2243	380	12	from	from	ADP
bjmsr-2243	380	13	https://www.jstor.org/stable/40795659	https://www.jstor.org/stable/40795659	PROPN
bjmsr-2243	380	14	osborne	osborne	PROPN
bjmsr-2243	380	15	,	,	PUNCT
bjmsr-2243	380	16	m.	m.	PROPN
bjmsr-2243	380	17	f.	f.	PROPN
bjmsr-2243	380	18	m.	m.	PROPN
bjmsr-2243	380	19	(	(	PUNCT
bjmsr-2243	380	20	1962	1962	NUM
bjmsr-2243	380	21	)	)	PUNCT
bjmsr-2243	380	22	.	.	PUNCT
bjmsr-2243	381	1	periodic	periodic	ADJ
bjmsr-2243	381	2	structure	structure	NOUN
bjmsr-2243	381	3	in	in	ADP
bjmsr-2243	381	4	the	the	DET
bjmsr-2243	381	5	brownian	brownian	ADJ
bjmsr-2243	381	6	motion	motion	NOUN
bjmsr-2243	381	7	of	of	ADP
bjmsr-2243	381	8	stock	stock	NOUN
bjmsr-2243	381	9	prices	price	NOUN
bjmsr-2243	381	10	,	,	PUNCT
bjmsr-2243	381	11	operation	operation	NOUN
bjmsr-2243	381	12	research	research	NOUN
bjmsr-2243	381	13	,	,	PUNCT
bjmsr-2243	381	14	10(3	10(3	NUM
bjmsr-2243	381	15	)	)	PUNCT
bjmsr-2243	381	16	,	,	PUNCT
bjmsr-2243	381	17	345	345	NUM
bjmsr-2243	381	18	–	–	PUNCT
bjmsr-2243	381	19	379	379	NUM
bjmsr-2243	381	20	.	.	PUNCT
bjmsr-2243	382	1	https://doi.org/10.1287/opre.10.3.345	https://doi.org/10.1287/opre.10.3.345	PROPN
bjmsr-2243	382	2	öncü	öncü	PROPN
bjmsr-2243	382	3	,	,	PUNCT
bjmsr-2243	382	4	m.	m.	NOUN
bjmsr-2243	382	5	a.	a.	PROPN
bjmsr-2243	382	6	,	,	PUNCT
bjmsr-2243	382	7	ünal	ünal	ADJ
bjmsr-2243	382	8	,	,	PUNCT
bjmsr-2243	382	9	a.	a.	NOUN
bjmsr-2243	382	10	,	,	PUNCT
bjmsr-2243	382	11	&	&	CCONJ
bjmsr-2243	382	12	demirel	demirel	PROPN
bjmsr-2243	382	13	,	,	PUNCT
bjmsr-2243	382	14	o.	o.	NOUN
bjmsr-2243	382	15	(	(	PUNCT
bjmsr-2243	382	16	2017	2017	NUM
bjmsr-2243	382	17	)	)	PUNCT
bjmsr-2243	382	18	.	.	PUNCT
bjmsr-2243	383	1	the	the	DET
bjmsr-2243	383	2	day	day	NOUN
bjmsr-2243	383	3	of	of	ADP
bjmsr-2243	383	4	the	the	DET
bjmsr-2243	383	5	week	week	NOUN
bjmsr-2243	383	6	effect	effect	NOUN
bjmsr-2243	383	7	in	in	ADP
bjmsr-2243	383	8	borsa	borsa	PROPN
bjmsr-2243	383	9	istanbul	istanbul	PROPN
bjmsr-2243	383	10	;	;	PUNCT
bjmsr-2243	383	11	a	a	DET
bjmsr-2243	383	12	garch	garch	NOUN
bjmsr-2243	383	13	model	model	NOUN
bjmsr-2243	383	14	analysis	analysis	NOUN
bjmsr-2243	383	15	.	.	PUNCT
bjmsr-2243	384	1	uluslararası	uluslararası	PROPN
bjmsr-2243	384	2	yönetim	yönetim	ADJ
bjmsr-2243	384	3	i̇ktisat	i̇ktisat	VERB
bjmsr-2243	384	4	ve	ve	AUX
bjmsr-2243	384	5	i̇şletme	i̇şletme	NOUN
bjmsr-2243	384	6	dergisi	dergisi	PROPN
bjmsr-2243	384	7	,	,	PUNCT
bjmsr-2243	384	8	13(3	13(3	NUM
bjmsr-2243	384	9	)	)	PUNCT
bjmsr-2243	384	10	,	,	PUNCT
bjmsr-2243	384	11	521	521	NUM
bjmsr-2243	384	12	-	-	SYM
bjmsr-2243	384	13	534	534	NUM
bjmsr-2243	384	14	.	.	PUNCT
bjmsr-2243	385	1	https://doi.org/10.17130/ijmeb.2017331332	https://doi.org/10.17130/ijmeb.2017331332	PROPN
bjmsr-2243	385	2	raj	raj	PROPN
bjmsr-2243	385	3	,	,	PUNCT
bjmsr-2243	385	4	m.	m.	NOUN
bjmsr-2243	385	5	,	,	PUNCT
bjmsr-2243	385	6	&	&	CCONJ
bjmsr-2243	385	7	kumari	kumari	PROPN
bjmsr-2243	385	8	,	,	PUNCT
bjmsr-2243	385	9	d.	d.	PROPN
bjmsr-2243	385	10	(	(	PUNCT
bjmsr-2243	385	11	2006	2006	NUM
bjmsr-2243	385	12	)	)	PUNCT
bjmsr-2243	385	13	.	.	PUNCT
bjmsr-2243	386	1	day	day	NOUN
bjmsr-2243	386	2	of	of	ADP
bjmsr-2243	386	3	the	the	DET
bjmsr-2243	386	4	week	week	NOUN
bjmsr-2243	386	5	and	and	CCONJ
bjmsr-2243	386	6	other	other	ADJ
bjmsr-2243	386	7	market	market	NOUN
bjmsr-2243	386	8	anomalies	anomaly	NOUN
bjmsr-2243	386	9	in	in	ADP
bjmsr-2243	386	10	the	the	DET
bjmsr-2243	386	11	indian	indian	ADJ
bjmsr-2243	386	12	stock	stock	NOUN
bjmsr-2243	386	13	market	market	NOUN
bjmsr-2243	386	14	,	,	PUNCT
bjmsr-2243	386	15	international	international	ADJ
bjmsr-2243	386	16	journal	journal	NOUN
bjmsr-2243	386	17	of	of	ADP
bjmsr-2243	386	18	emerging	emerge	VERB
bjmsr-2243	386	19	markets	market	NOUN
bjmsr-2243	386	20	,	,	PUNCT
bjmsr-2243	386	21	1(3	1(3	NUM
bjmsr-2243	386	22	)	)	PUNCT
bjmsr-2243	386	23	,	,	PUNCT
bjmsr-2243	386	24	235	235	NUM
bjmsr-2243	386	25	-	-	SYM
bjmsr-2243	386	26	246	246	NUM
bjmsr-2243	386	27	.	.	PUNCT
bjmsr-2243	387	1	https://doi.org/10.1108/17468800610674462	https://doi.org/10.1108/17468800610674462	NOUN
bjmsr-2243	387	2	rozeff	rozeff	NOUN
bjmsr-2243	387	3	,	,	PUNCT
bjmsr-2243	387	4	m.	m.	NOUN
bjmsr-2243	387	5	s.	s.	PROPN
bjmsr-2243	387	6	,	,	PUNCT
bjmsr-2243	387	7	&	&	CCONJ
bjmsr-2243	387	8	kinney	kinney	PROPN
bjmsr-2243	387	9	jr	jr	PROPN
bjmsr-2243	387	10	,	,	PUNCT
bjmsr-2243	387	11	w.	w.	PROPN
bjmsr-2243	387	12	r.	r.	PROPN
bjmsr-2243	387	13	(	(	PUNCT
bjmsr-2243	387	14	1976	1976	NUM
bjmsr-2243	387	15	)	)	PUNCT
bjmsr-2243	387	16	.	.	PUNCT
bjmsr-2243	388	1	capital	capital	NOUN
bjmsr-2243	388	2	market	market	NOUN
bjmsr-2243	388	3	seasonality	seasonality	NOUN
bjmsr-2243	388	4	:	:	PUNCT
bjmsr-2243	388	5	the	the	DET
bjmsr-2243	388	6	case	case	NOUN
bjmsr-2243	388	7	of	of	ADP
bjmsr-2243	388	8	stock	stock	NOUN
bjmsr-2243	388	9	returns	return	NOUN
bjmsr-2243	388	10	,	,	PUNCT
bjmsr-2243	388	11	journal	journal	NOUN
bjmsr-2243	388	12	of	of	ADP
bjmsr-2243	388	13	financial	financial	ADJ
bjmsr-2243	388	14	economics	economic	NOUN
bjmsr-2243	388	15	,	,	PUNCT
bjmsr-2243	388	16	3(4	3(4	NUM
bjmsr-2243	388	17	)	)	PUNCT
bjmsr-2243	388	18	,	,	PUNCT
bjmsr-2243	388	19	379–402	379–402	NUM
bjmsr-2243	388	20	.	.	PUNCT
bjmsr-2243	389	1	https://doi.org/10.1016/0304-405x(76)90028-3	https://doi.org/10.1016/0304-405x(76)90028-3	PROPN
bjmsr-2243	389	2	srinivasan	srinivasan	NOUN
bjmsr-2243	389	3	,	,	PUNCT
bjmsr-2243	389	4	p.	p.	NOUN
bjmsr-2243	389	5	,	,	PUNCT
bjmsr-2243	389	6	&	&	CCONJ
bjmsr-2243	389	7	kalaivani	kalaivani	PROPN
bjmsr-2243	389	8	,	,	PUNCT
bjmsr-2243	389	9	m.	m.	NOUN
bjmsr-2243	389	10	(	(	PUNCT
bjmsr-2243	389	11	2014	2014	NUM
bjmsr-2243	389	12	)	)	PUNCT
bjmsr-2243	389	13	.	.	PUNCT
bjmsr-2243	390	1	day	day	NOUN
bjmsr-2243	390	2	of	of	ADP
bjmsr-2243	390	3	the	the	DET
bjmsr-2243	390	4	week	week	NOUN
bjmsr-2243	390	5	effects	effect	NOUN
bjmsr-2243	390	6	in	in	ADP
bjmsr-2243	390	7	the	the	DET
bjmsr-2243	390	8	indian	indian	ADJ
bjmsr-2243	390	9	stock	stock	NOUN
bjmsr-2243	390	10	market	market	NOUN
bjmsr-2243	390	11	,	,	PUNCT
bjmsr-2243	390	12	int	int	NOUN
bjmsr-2243	390	13	.	.	PUNCT
bjmsr-2243	391	1	journal	journal	PROPN
bjmsr-2243	391	2	of	of	ADP
bjmsr-2243	391	3	economics	economic	NOUN
bjmsr-2243	391	4	and	and	CCONJ
bjmsr-2243	391	5	management	management	NOUN
bjmsr-2243	391	6	,	,	PUNCT
bjmsr-2243	391	7	8(1	8(1	NOUN
bjmsr-2243	391	8	)	)	PUNCT
bjmsr-2243	391	9	,	,	PUNCT
bjmsr-2243	391	10	158	158	NUM
bjmsr-2243	391	11	-	-	SYM
bjmsr-2243	391	12	177	177	NUM
bjmsr-2243	391	13	.	.	PUNCT
bjmsr-2243	392	1	retrieved	retrieve	VERB
bjmsr-2243	392	2	from	from	ADP
bjmsr-2243	392	3	http://www.ijem.upm.edu.my/vol8no1/bab09.pdf	http://www.ijem.upm.edu.my/vol8no1/bab09.pdf	PROPN
bjmsr-2243	392	4	sy	sy	PROPN
bjmsr-2243	392	5	,	,	PUNCT
bjmsr-2243	392	6	a.	a.	PROPN
bjmsr-2243	392	7	,	,	PUNCT
bjmsr-2243	392	8	&	&	CCONJ
bjmsr-2243	392	9	derbali	derbali	PROPN
bjmsr-2243	392	10	,	,	PUNCT
bjmsr-2243	392	11	a.	a.	NOUN
bjmsr-2243	392	12	(	(	PUNCT
bjmsr-2243	392	13	2015	2015	NUM
bjmsr-2243	392	14	)	)	PUNCT
bjmsr-2243	392	15	.	.	PUNCT
bjmsr-2243	393	1	the	the	DET
bjmsr-2243	393	2	day	day	NOUN
bjmsr-2243	393	3	of	of	ADP
bjmsr-2243	393	4	the	the	DET
bjmsr-2243	393	5	week	week	NOUN
bjmsr-2243	393	6	effects	effect	NOUN
bjmsr-2243	393	7	in	in	ADP
bjmsr-2243	393	8	the	the	DET
bjmsr-2243	393	9	stock	stock	NOUN
bjmsr-2243	393	10	exchange	exchange	PROPN
bjmsr-2243	393	11	of	of	ADP
bjmsr-2243	393	12	casablanca	casablanca	PROPN
bjmsr-2243	393	13	:	:	PUNCT
bjmsr-2243	393	14	analysis	analysis	NOUN
bjmsr-2243	393	15	by	by	ADP
bjmsr-2243	393	16	intraday	intraday	NOUN
bjmsr-2243	393	17	and	and	CCONJ
bjmsr-2243	393	18	interday	interday	NOUN
bjmsr-2243	393	19	returns	return	NOUN
bjmsr-2243	393	20	,	,	PUNCT
bjmsr-2243	393	21	international	international	ADJ
bjmsr-2243	393	22	journal	journal	NOUN
bjmsr-2243	393	23	of	of	ADP
bjmsr-2243	393	24	critical	critical	ADJ
bjmsr-2243	393	25	accounting	accounting	NOUN
bjmsr-2243	393	26	,	,	PUNCT
bjmsr-2243	393	27	7(4	7(4	NUM
bjmsr-2243	393	28	)	)	PUNCT
bjmsr-2243	393	29	,	,	PUNCT
bjmsr-2243	393	30	366–386	366–386	NUM
bjmsr-2243	393	31	.	.	PUNCT
bjmsr-2243	394	1	https://doi.org/10.1504/ijca.2015.072003	https://doi.org/10.1504/ijca.2015.072003	PROPN
bjmsr-2243	394	2	samaniego	samaniego	NOUN
bjmsr-2243	394	3	,	,	PUNCT
bjmsr-2243	394	4	j.	j.	PROPN
bjmsr-2243	394	5	d.	d.	PROPN
bjmsr-2243	394	6	v.	v.	PROPN
bjmsr-2243	394	7	,	,	PUNCT
bjmsr-2243	394	8	salgado	salgado	PROPN
bjmsr-2243	394	9	,	,	PUNCT
bjmsr-2243	394	10	r.	r.	PROPN
bjmsr-2243	394	11	j.	j.	PROPN
bjmsr-2243	394	12	s.	s.	PROPN
bjmsr-2243	394	13	,	,	PUNCT
bjmsr-2243	394	14	&	&	CCONJ
bjmsr-2243	394	15	pérez	pérez	NOUN
bjmsr-2243	394	16	,	,	PUNCT
bjmsr-2243	394	17	m.	m.	NOUN
bjmsr-2243	394	18	a.	a.	PROPN
bjmsr-2243	394	19	l.	l.	PROPN
bjmsr-2243	394	20	(	(	PUNCT
bjmsr-2243	394	21	2022	2022	NUM
bjmsr-2243	394	22	)	)	PUNCT
bjmsr-2243	394	23	.	.	PUNCT
bjmsr-2243	395	1	are	be	AUX
bjmsr-2243	395	2	there	there	PRON
bjmsr-2243	395	3	“	"	PUNCT
bjmsr-2243	395	4	day	day	NOUN
bjmsr-2243	395	5	-	-	PUNCT
bjmsr-2243	395	6	of	of	ADP
bjmsr-2243	395	7	-	-	PUNCT
bjmsr-2243	395	8	the	the	DET
bjmsr-2243	395	9	-	-	PUNCT
bjmsr-2243	395	10	week	week	NOUN
bjmsr-2243	395	11	”	"	PUNCT
bjmsr-2243	395	12	and	and	CCONJ
bjmsr-2243	395	13	“	"	PUNCT
bjmsr-2243	395	14	holiday	holiday	NOUN
bjmsr-2243	395	15	”	"	PUNCT
bjmsr-2243	395	16	anomalies	anomaly	NOUN
bjmsr-2243	395	17	in	in	ADP
bjmsr-2243	395	18	the	the	DET
bjmsr-2243	395	19	mexican	mexican	ADJ
bjmsr-2243	395	20	stock	stock	NOUN
bjmsr-2243	395	21	market	market	NOUN
bjmsr-2243	395	22	?	?	PUNCT
bjmsr-2243	395	23	.	.	PUNCT
bjmsr-2243	396	1	contaduría	contaduría	VERB
bjmsr-2243	396	2	y	y	PROPN
bjmsr-2243	396	3	administración	administración	PROPN
bjmsr-2243	396	4	,	,	PUNCT
bjmsr-2243	396	5	67(3	67(3	NUM
bjmsr-2243	396	6	)	)	PUNCT
bjmsr-2243	396	7	,	,	PUNCT
bjmsr-2243	396	8	111	111	NUM
bjmsr-2243	396	9	-	-	SYM
bjmsr-2243	396	10	134	134	NUM
bjmsr-2243	396	11	.	.	PUNCT
bjmsr-2243	397	1	https://doi.org/10.22201/fca.24488410e.2022.2920	https://doi.org/10.22201/fca.24488410e.2022.2920	PROPN
bjmsr-2243	397	2	wang	wang	PROPN
bjmsr-2243	397	3	,	,	PUNCT
bjmsr-2243	397	4	k.	k.	PROPN
bjmsr-2243	397	5	,	,	PUNCT
bjmsr-2243	397	6	li	li	PROPN
bjmsr-2243	397	7	,	,	PUNCT
bjmsr-2243	397	8	y.	y.	PROPN
bjmsr-2243	397	9	,	,	PUNCT
bjmsr-2243	397	10	&	&	CCONJ
bjmsr-2243	397	11	erickson	erickson	PROPN
bjmsr-2243	397	12	,	,	PUNCT
bjmsr-2243	397	13	j.	j.	PROPN
bjmsr-2243	397	14	(	(	PUNCT
bjmsr-2243	397	15	1997	1997	NUM
bjmsr-2243	397	16	)	)	PUNCT
bjmsr-2243	397	17	.	.	PUNCT
bjmsr-2243	398	1	a	a	DET
bjmsr-2243	398	2	new	new	ADJ
bjmsr-2243	398	3	look	look	NOUN
bjmsr-2243	398	4	at	at	ADP
bjmsr-2243	398	5	the	the	DET
bjmsr-2243	398	6	monday	monday	PROPN
bjmsr-2243	398	7	effect	effect	NOUN
bjmsr-2243	398	8	.	.	PUNCT
bjmsr-2243	399	1	the	the	DET
bjmsr-2243	399	2	journal	journal	NOUN
bjmsr-2243	399	3	of	of	ADP
bjmsr-2243	399	4	finance	finance	NOUN
bjmsr-2243	399	5	,	,	PUNCT
bjmsr-2243	399	6	52(5	52(5	NUM
bjmsr-2243	399	7	)	)	PUNCT
bjmsr-2243	399	8	,	,	PUNCT
bjmsr-2243	399	9	2171–2186	2171–2186	NUM
bjmsr-2243	399	10	.	.	PUNCT
bjmsr-2243	400	1	https://doi.org/10.1111/j.1540-6261.1997.tb02757.x	https://doi.org/10.1111/j.1540-6261.1997.tb02757.x	PROPN
bjmsr-2243	400	2	zakoĭan	zakoĭan	PROPN
bjmsr-2243	400	3	,	,	PUNCT
bjmsr-2243	400	4	j.	j.	PROPN
bjmsr-2243	400	5	m.	m.	PROPN
bjmsr-2243	400	6	(	(	PUNCT
bjmsr-2243	400	7	1994	1994	NUM
bjmsr-2243	400	8	)	)	PUNCT
bjmsr-2243	400	9	.	.	PUNCT
bjmsr-2243	401	1	threshold	threshold	PROPN
bjmsr-2243	401	2	heteroskedastic	heteroskedastic	ADJ
bjmsr-2243	401	3	models	model	NOUN
bjmsr-2243	401	4	,	,	PUNCT
bjmsr-2243	401	5	journal	journal	NOUN
bjmsr-2243	401	6	of	of	ADP
bjmsr-2243	401	7	economic	economic	ADJ
bjmsr-2243	401	8	dynamics	dynamic	NOUN
bjmsr-2243	401	9	and	and	CCONJ
bjmsr-2243	401	10	control	control	NOUN
bjmsr-2243	401	11	,	,	PUNCT
bjmsr-2243	401	12	18(5	18(5	NUM
bjmsr-2243	401	13	)	)	PUNCT
bjmsr-2243	401	14	,	,	PUNCT
bjmsr-2243	401	15	931	931	NUM
bjmsr-2243	401	16	-	-	SYM
bjmsr-2243	401	17	44	44	NUM
bjmsr-2243	401	18	.	.	PUNCT
bjmsr-2243	402	1	https://doi.org/10.1016/0165-1889(94)90039-6	https://doi.org/10.1016/0165-1889(94)90039-6	ADJ
bjmsr-2243	402	2	publisher	publisher	NOUN
bjmsr-2243	402	3	’s	’s	PART
bjmsr-2243	402	4	note	note	NOUN
bjmsr-2243	402	5	:	:	PUNCT
bjmsr-2243	402	6	cribfb	cribfb	PROPN
bjmsr-2243	402	7	stays	stay	VERB
bjmsr-2243	402	8	neutral	neutral	ADJ
bjmsr-2243	402	9	with	with	ADP
bjmsr-2243	402	10	regard	regard	NOUN
bjmsr-2243	402	11	to	to	ADP
bjmsr-2243	402	12	jurisdictional	jurisdictional	ADJ
bjmsr-2243	402	13	claims	claim	NOUN
bjmsr-2243	402	14	in	in	ADP
bjmsr-2243	402	15	published	publish	VERB
bjmsr-2243	402	16	maps	map	NOUN
bjmsr-2243	402	17	and	and	CCONJ
bjmsr-2243	402	18	institutional	institutional	ADJ
bjmsr-2243	402	19	affiliations	affiliation	NOUN
bjmsr-2243	402	20	.	.	PUNCT
bjmsr-2243	403	1	©	©	ADP
bjmsr-2243	403	2	2024	2024	NUM
bjmsr-2243	403	3	by	by	ADP
bjmsr-2243	403	4	the	the	DET
bjmsr-2243	403	5	authors	author	NOUN
bjmsr-2243	403	6	.	.	PUNCT
bjmsr-2243	404	1	licensee	licensee	PROPN
bjmsr-2243	404	2	cribfb	cribfb	PROPN
bjmsr-2243	404	3	,	,	PUNCT
bjmsr-2243	404	4	usa	usa	PROPN
bjmsr-2243	404	5	.	.	PROPN
bjmsr-2243	405	1	this	this	DET
bjmsr-2243	405	2	open	open	ADJ
bjmsr-2243	405	3	-	-	PUNCT
bjmsr-2243	405	4	access	access	NOUN
bjmsr-2243	405	5	article	article	NOUN
bjmsr-2243	405	6	is	be	AUX
bjmsr-2243	405	7	distributed	distribute	VERB
bjmsr-2243	405	8	under	under	ADP
bjmsr-2243	405	9	the	the	DET
bjmsr-2243	405	10	terms	term	NOUN
bjmsr-2243	405	11	and	and	CCONJ
bjmsr-2243	405	12	conditions	condition	NOUN
bjmsr-2243	405	13	of	of	ADP
bjmsr-2243	405	14	the	the	DET
bjmsr-2243	405	15	creative	creative	ADJ
bjmsr-2243	405	16	commons	common	NOUN
bjmsr-2243	405	17	attribution	attribution	NOUN
bjmsr-2243	405	18	(	(	PUNCT
bjmsr-2243	405	19	cc	cc	NOUN
bjmsr-2243	405	20	by	by	ADP
bjmsr-2243	405	21	)	)	PUNCT
bjmsr-2243	405	22	license	license	NOUN
bjmsr-2243	405	23	(	(	PUNCT
bjmsr-2243	405	24	http://creativecommons.org/licenses/by/4.0	http://creativecommons.org/licenses/by/4.0	NOUN
bjmsr-2243	405	25	)	)	PUNCT
bjmsr-2243	405	26	.	.	PUNCT
bjmsr-2243	406	1	bangladesh	bangladesh	PROPN
bjmsr-2243	406	2	journal	journal	PROPN
bjmsr-2243	406	3	of	of	ADP
bjmsr-2243	406	4	multidisciplinary	multidisciplinary	ADJ
bjmsr-2243	406	5	scientific	scientific	ADJ
bjmsr-2243	406	6	research	research	NOUN
bjmsr-2243	406	7	(	(	PUNCT
bjmsr-2243	406	8	p	p	NOUN
bjmsr-2243	406	9	-	-	PUNCT
bjmsr-2243	406	10	issn	issn	PROPN
bjmsr-2243	406	11	2687	2687	NUM
bjmsr-2243	406	12	-	-	PUNCT
bjmsr-2243	406	13	850x	850x	NUM
bjmsr-2243	406	14	e	e	NOUN
bjmsr-2243	406	15	-	-	PROPN
bjmsr-2243	406	16	issn	issn	PROPN
bjmsr-2243	406	17	2687	2687	NUM
bjmsr-2243	406	18	-	-	SYM
bjmsr-2243	406	19	8518	8518	NUM
bjmsr-2243	406	20	)	)	PUNCT
bjmsr-2243	406	21	by	by	ADP
bjmsr-2243	406	22	cribfb	cribfb	PROPN
bjmsr-2243	406	23	is	be	AUX
bjmsr-2243	406	24	licensed	license	VERB
bjmsr-2243	406	25	under	under	ADP
bjmsr-2243	406	26	a	a	DET
bjmsr-2243	406	27	creative	creative	ADJ
bjmsr-2243	406	28	commons	common	NOUN
bjmsr-2243	406	29	attribution	attribution	NOUN
bjmsr-2243	406	30	4.0	4.0	NUM
bjmsr-2243	406	31	international	international	ADJ
bjmsr-2243	406	32	license	license	NOUN
bjmsr-2243	406	33	.	.	PUNCT
bjmsr-2243	407	1	http://dx.doi.org/10.2139/ssrn.2494791	http://dx.doi.org/10.2139/ssrn.2494791	X
bjmsr-2243	407	2	https://doi.org/10.1002/ijfe.2435	https://doi.org/10.1002/ijfe.2435	VERB
bjmsr-2243	407	3	https://doi.org/10.2307/2938260	https://doi.org/10.2307/2938260	NOUN
bjmsr-2243	407	4	https://doi.org/10.1287/opre.10.3.345	https://doi.org/10.1287/opre.10.3.345	PROPN
bjmsr-2243	407	5	https://doi.org/10.17130/ijmeb.2017331332	https://doi.org/10.17130/ijmeb.2017331332	NOUN
bjmsr-2243	407	6	https://doi.org/10.1108/17468800610674462	https://doi.org/10.1108/17468800610674462	NOUN
bjmsr-2243	407	7	https://doi.org/10.1016/0304-405x%2876%2990028-3	https://doi.org/10.1016/0304-405x%2876%2990028-3	X
bjmsr-2243	407	8	http://dx.doi.org/10.1504/ijca.2015.072003	http://dx.doi.org/10.1504/ijca.2015.072003	NOUN
bjmsr-2243	407	9	https://doi.org/10.1111/j.1540-6261.1997.tb02757.x	https://doi.org/10.1111/j.1540-6261.1997.tb02757.x	PROPN
bjmsr-2243	407	10	https://doi.org/10.1016/0165-1889(94)90039-6	https://doi.org/10.1016/0165-1889(94)90039-6	PROPN
bjmsr-2243	407	11	http://creativecommons.org/licenses/by/4.0	http://creativecommons.org/licenses/by/4.0	NOUN
bjmsr-2243	407	12	)	)	PUNCT
bjmsr-2243	407	13	.	.	PUNCT
bjmsr-2243	408	1	http://creativecommons.org/licenses/by/4.0/	http://creativecommons.org/licenses/by/4.0/	PROPN
bjmsr-2243	408	2	http://creativecommons.org/licenses/by/4.0/	http://creativecommons.org/licenses/by/4.0/	PROPN
bjmsr-2243	408	3	http://creativecommons.org/licenses/by/4.0/	http://creativecommons.org/licenses/by/4.0/	PROPN