id	sid	eid	entity	type
cjfa-15266	1	1	august 29, 2017	DATE
cjfa-15266	1	2	october 23, 2017	DATE
cjfa-15266	2	1	bank of canada	ORG
cjfa-15266	2	2	234	CARDINAL
cjfa-15266	2	3	wellington street	ORG
cjfa-15266	2	4	ottawa	GPE
cjfa-15266	2	5	ontario	GPE
cjfa-15266	2	6	canada	GPE
cjfa-15266	2	7	1 613 783	CARDINAL
cjfa-15266	3	1	department of economics	ORG
cjfa-15266	3	2	university of manitoba	ORG
cjfa-15266	3	3	winnipeg	GPE
cjfa-15266	3	4	manitoba	GPE
cjfa-15266	3	5	canada	GPE
cjfa-15266	4	1	department of economics	ORG
cjfa-15266	4	2	illinois state university	ORG
cjfa-15266	4	3	il	ORG
cjfa-15266	4	4	united states	GPE
cjfa-15266	5	1	eden	GPE
cjfa-15266	5	2	d.	NORP
cjfa-15266	5	3	huffman	ORG
cjfa-15266	5	4	j. (2017	ORG
cjfa-15266	6	1	canadian	NORP
cjfa-15266	7	1	copernican journal of finance & accounting	ORG
cjfa-15266	7	2	6(2	CARDINAL
cjfa-15266	7	3	9–21	CARDINAL
cjfa-15266	8	1	david eden* bank	PERSON
cjfa-15266	8	2	canada	GPE
cjfa-15266	8	3	paul huffman** university	PERSON
cjfa-15266	8	4	john holman**	PERSON
cjfa-15266	8	5	canadian	NORP
cjfa-15266	9	1	j e l	PERSON
cjfa-15266	9	2	g10	ORG
cjfa-15266	11	1	daily	DATE
cjfa-15266	14	1	david eden	PERSON
cjfa-15266	14	2	paul huffman	PERSON
cjfa-15266	14	3	john holman10	PERSON
cjfa-15266	14	4	canadian	NORP
cjfa-15266	16	1	2014	DATE
cjfa-15266	16	2	canada	GPE
cjfa-15266	16	3	about 500 percent	PERCENT
cjfa-15266	17	1	nearly canadian $2.1 trillion	MONEY
cjfa-15266	17	2	115 percent	PERCENT
cjfa-15266	18	1	toronto stock exchange	ORG
cjfa-15266	18	2	tsx	ORG
cjfa-15266	18	3	one	CARDINAL
cjfa-15266	19	1	canadian	NORP
cjfa-15266	19	2	roughly 70%	PERCENT
cjfa-15266	19	3	about 250	CARDINAL
cjfa-15266	20	1	tsx	ORG
cjfa-15266	20	2	1,500	CARDINAL
cjfa-15266	21	1	guo	PERSON
cjfa-15266	21	2	2017a	DATE
cjfa-15266	22	1	guo	PERSON
cjfa-15266	22	2	2017a	DATE
cjfa-15266	22	3	canadian	NORP
cjfa-15266	23	1	daily	DATE
cjfa-15266	24	1	canada	GPE
cjfa-15266	25	1	2003	DATE
cjfa-15266	26	1	2001	DATE
cjfa-15266	26	2	higher than two	CARDINAL
cjfa-15266	26	3	less than five	CARDINAL
cjfa-15266	29	1	2009	DATE
cjfa-15266	30	1	canadian	NORP
cjfa-15266	30	2	11	CARDINAL
cjfa-15266	30	3	the recent decades	DATE
cjfa-15266	32	1	2002	DATE
cjfa-15266	33	1	bradley	PERSON
cjfa-15266	33	2	2003	DATE
cjfa-15266	34	1	2003	DATE
cjfa-15266	35	1	kim	PERSON
cjfa-15266	35	2	2012	DATE
cjfa-15266	36	1	guo	PERSON
cjfa-15266	36	2	2017a	DATE
cjfa-15266	36	3	five	CARDINAL
cjfa-15266	36	4	500	CARDINAL
cjfa-15266	37	1	guo	PERSON
cjfa-15266	37	2	hansen	PERSON
cjfa-15266	37	3	1994	DATE
cjfa-15266	38	1	canadian	NORP
cjfa-15266	39	1	lee	PERSON
cjfa-15266	39	2	1993	DATE
cjfa-15266	39	3	the united states	GPE
cjfa-15266	39	4	japan	GPE
cjfa-15266	39	5	the united kingdom	GPE
cjfa-15266	39	6	canada	GPE
cjfa-15266	39	7	germany	GPE
cjfa-15266	41	1	u.s.	GPE
cjfa-15266	41	2	u.k.	GPE
cjfa-15266	41	3	canada	GPE
cjfa-15266	41	4	germany	GPE
cjfa-15266	41	5	japan	GPE
cjfa-15266	41	6	germany	GPE
cjfa-15266	44	1	u.k.	GPE
cjfa-15266	44	2	canadian	NORP
cjfa-15266	44	3	u.s.	GPE
cjfa-15266	44	4	u.s.	GPE
cjfa-15266	44	5	four	CARDINAL
cjfa-15266	44	6	u.k.	GPE
cjfa-15266	44	7	canadian	NORP
cjfa-15266	44	8	german	NORP
cjfa-15266	44	9	japanese	NORP
cjfa-15266	46	1	karolyi	GPE
cjfa-15266	46	2	2012	DATE
cjfa-15266	46	3	new york	GPE
cjfa-15266	46	4	toronto	GPE
cjfa-15266	47	1	david eden	PERSON
cjfa-15266	47	2	paul huffman	PERSON
cjfa-15266	47	3	john holman12	PERSON
cjfa-15266	48	1	canadian	NORP
cjfa-15266	48	2	new york	GPE
cjfa-15266	49	1	1995	DATE
cjfa-15266	49	2	1998	DATE
cjfa-15266	49	3	sadorsky	PERSON
cjfa-15266	49	4	1999	DATE
cjfa-15266	50	1	guo	PERSON
cjfa-15266	50	2	canadian	NORP
cjfa-15266	52	1	firstly	ORDINAL
cjfa-15266	52	2	guo	PERSON
cjfa-15266	53	1	secondly	ORDINAL
cjfa-15266	56	1	guo	PERSON
cjfa-15266	56	2	2017a	DATE
cjfa-15266	56	3	four	CARDINAL
cjfa-15266	57	1	zero	CARDINAL
cjfa-15266	57	2	one	CARDINAL
cjfa-15266	59	1	1 2 2 1/2 1	CARDINAL
cjfa-15266	59	2	2	CARDINAL
cjfa-15266	59	3	1	CARDINAL
cjfa-15266	59	4	2	CARDINAL
cjfa-15266	60	1	2	CARDINAL
cjfa-15266	60	2	2	CARDINAL
cjfa-15266	60	3	1	CARDINAL
cjfa-15266	60	4	daily	DATE
cjfa-15266	61	1	2 (	PERCENT
cjfa-15266	61	2	2 1 1 / 2 1	QUANTITY
cjfa-15266	61	3	1 1 / 2 1	QUANTITY
cjfa-15266	61	4	abc	ORG
cjfa-15266	61	5	abc	ORG
cjfa-15266	61	6	2	CARDINAL
cjfa-15266	61	7	canadian	NORP
cjfa-15266	61	8	13	CARDINAL
cjfa-15266	61	9	2	CARDINAL
cjfa-15266	61	10	2 2 21	DATE
cjfa-15266	61	11	3b	CARDINAL
cjfa-15266	61	12	1	CARDINAL
cjfa-15266	61	13	2	CARDINAL
cjfa-15266	61	14	2	CARDINAL
cjfa-15266	61	15	2	CARDINAL
cjfa-15266	61	16	zero	CARDINAL
cjfa-15266	62	1	2	CARDINAL
cjfa-15266	63	1	3	CARDINAL
cjfa-15266	63	2	third	ORDINAL
cjfa-15266	64	1	1999	DATE
cjfa-15266	65	1	2 2	CARDINAL
cjfa-15266	65	2	1	CARDINAL
cjfa-15266	65	3	1 1	CARDINAL
cjfa-15266	65	4	2	CARDINAL
cjfa-15266	68	1	g k g	PERSON
cjfa-15266	68	2	4	CARDINAL
cjfa-15266	68	3	n p n n p k g r g k g	ORG
cjfa-15266	68	4	1	CARDINAL
cjfa-15266	68	5	0d	CARDINAL
cjfa-15266	68	6	1	CARDINAL
cjfa-15266	69	1	1999	DATE
cjfa-15266	70	1	david eden	PERSON
cjfa-15266	70	2	paul huffman	PERSON
cjfa-15266	70	3	john holman14	PERSON
cjfa-15266	70	4	canada	GPE
cjfa-15266	71	1	canadian	NORP
cjfa-15266	71	2	roughly 70%	PERCENT
cjfa-15266	71	3	the toronto stock exchange	ORG
cjfa-15266	71	4	about 250	CARDINAL
cjfa-15266	72	1	daily	DATE
cjfa-15266	72	2	yahoo	ORG
cjfa-15266	72	3	july 2, 1979 to	DATE
cjfa-15266	72	4	2017	DATE
cjfa-15266	72	5	yahoo	ORG
cjfa-15266	73	1	9682	DATE
cjfa-15266	74	1	1	CARDINAL
cjfa-15266	75	1	two	CARDINAL
cjfa-15266	75	2	monday	DATE
cjfa-15266	76	1	1	CARDINAL
cjfa-15266	77	1	o	DATE
cjfa-15266	78	1	1	CARDINAL
cjfa-15266	79	1	daily	DATE
cjfa-15266	81	1	canadian	NORP
cjfa-15266	81	2	15	CARDINAL
cjfa-15266	81	3	1	CARDINAL
cjfa-15266	81	4	max	PERSON
cjfa-15266	82	1	9.82%	PERCENT
cjfa-15266	82	2	0.03%	PERCENT
cjfa-15266	82	3	0.96%	PERCENT
cjfa-15266	82	4	12.35	CARDINAL
cjfa-15266	82	5	o	DATE
cjfa-15266	83	1	2	CARDINAL
cjfa-15266	85	1	2	CARDINAL
cjfa-15266	85	2	1	CARDINAL
cjfa-15266	85	3	2	CARDINAL
cjfa-15266	86	1	o	DATE
cjfa-15266	87	1	david eden	PERSON
cjfa-15266	87	2	paul huffman	PERSON
cjfa-15266	87	3	john holman16	PERSON
cjfa-15266	87	4	2	CARDINAL
cjfa-15266	88	1	zero	CARDINAL
cjfa-15266	89	1	zero	CARDINAL
cjfa-15266	89	2	10%	PERCENT
cjfa-15266	90	1	2	CARDINAL
cjfa-15266	90	2	t nig	GPE
cjfa-15266	90	3	y y n n n	PERSON
cjfa-15266	90	4	beta=-0.027 alpha=1.35	PERSON
cjfa-15266	91	1	2002	DATE
cjfa-15266	91	2	2014	DATE
cjfa-15266	91	3	four	CARDINAL
cjfa-15266	91	4	daily	DATE
cjfa-15266	91	5	four	CARDINAL
cjfa-15266	91	6	kolmogorov-smirnov	PERSON
cjfa-15266	91	7	cramer-von	PERSON
cjfa-15266	91	8	anderson	PERSON
cjfa-15266	91	9	aic	ORG
cjfa-15266	92	1	kolmogorov-smirnov	PERSON
cjfa-15266	95	1	5	CARDINAL
cjfa-15266	96	1	1 1	CARDINAL
cjfa-15266	100	1	canadian	NORP
cjfa-15266	100	2	17	CARDINAL
cjfa-15266	100	3	cramer-von mises criterion	PERSON
cjfa-15266	100	4	2	CARDINAL
cjfa-15266	100	5	12	CARDINAL
cjfa-15266	101	1	6	CARDINAL
cjfa-15266	101	2	anderson	PERSON
cjfa-15266	101	3	2	CARDINAL
cjfa-15266	103	1	2	CARDINAL
cjfa-15266	110	1	7	CARDINAL
cjfa-15266	110	2	aic	ORG
cjfa-15266	110	3	2 2ln	DATE
cjfa-15266	110	4	aic k l	PERSON
cjfa-15266	111	1	3	CARDINAL
cjfa-15266	111	2	the generalized hyperbolic distribution	ORG
cjfa-15266	113	1	3	CARDINAL
cjfa-15266	113	2	k-s	PERSON
cjfa-15266	113	3	0.039	CARDINAL
cjfa-15266	113	4	0.029 cv-m	QUANTITY
cjfa-15266	113	5	0.056	CARDINAL
cjfa-15266	113	6	0.047	MONEY
cjfa-15266	113	7	1.97 1.62	CARDINAL
cjfa-15266	113	8	1.52	CARDINAL
cjfa-15266	113	9	aic	ORG
cjfa-15266	113	10	32555 31158	DATE
cjfa-15266	113	11	30946	DATE
cjfa-15266	114	1	david eden	PERSON
cjfa-15266	114	2	paul huffman	PERSON
cjfa-15266	114	3	john holman18	PERSON
cjfa-15266	115	1	section 4.1	LAW
cjfa-15266	115	2	1	CARDINAL
cjfa-15266	115	3	9	CARDINAL
cjfa-15266	116	1	99.99%	PERCENT
cjfa-15266	116	2	99.95%	PERCENT
cjfa-15266	116	3	99.9%	PERCENT
cjfa-15266	116	4	99.5%	PERCENT
cjfa-15266	116	5	99%	PERCENT
cjfa-15266	116	6	0.01%	PERCENT
cjfa-15266	116	7	0.05%	PERCENT
cjfa-15266	116	8	0.1%	PERCENT
cjfa-15266	116	9	0.5%	PERCENT
cjfa-15266	116	10	1%	PERCENT
cjfa-15266	117	1	9	CARDINAL
cjfa-15266	117	2	4	CARDINAL
cjfa-15266	117	3	4	CARDINAL
cjfa-15266	118	1	4	CARDINAL
cjfa-15266	119	1	99.99%	PERCENT
cjfa-15266	119	2	99.95%	PERCENT
cjfa-15266	119	3	99.90%	PERCENT
cjfa-15266	119	4	99.50%	PERCENT
cjfa-15266	119	5	99.00%	PERCENT
cjfa-15266	121	1	-9.25%	PERCENT
cjfa-15266	121	2	t -12.02%	PERCENT
cjfa-15266	121	3	-6.40%	PERSON
cjfa-15266	122	1	-9.30% -7.92% -7.15%	PERCENT
cjfa-15266	124	1	0.01%	PERCENT
cjfa-15266	124	2	0.05%	PERCENT
cjfa-15266	124	3	0.10%	PERCENT
cjfa-15266	124	4	0.50%	PERCENT
cjfa-15266	124	5	1.00%	PERCENT
cjfa-15266	124	6	10.10%	PERCENT
cjfa-15266	124	7	7.85%	PERCENT
cjfa-15266	124	8	7.05%	PERCENT
cjfa-15266	124	9	5.35%	PERCENT
cjfa-15266	124	10	4.35%	PERCENT
cjfa-15266	124	11	6.52%	PERCENT
cjfa-15266	124	12	5.65%	PERCENT
cjfa-15266	124	13	5.20%	PERCENT
cjfa-15266	124	14	4.47%	PERCENT
cjfa-15266	124	15	4.02%	PERCENT
cjfa-15266	124	16	11.60%	PERCENT
cjfa-15266	124	17	10.25%	PERCENT
cjfa-15266	124	18	9.25%	PERCENT
cjfa-15266	124	19	7.32%	PERCENT
cjfa-15266	124	20	5.97%	PERCENT
cjfa-15266	124	21	10.52%	PERCENT
cjfa-15266	124	22	8.20%	PERCENT
cjfa-15266	124	23	7.35%	PERCENT
cjfa-15266	124	24	5.50%	PERCENT
cjfa-15266	124	25	4.50%	PERCENT
cjfa-15266	124	26	canadian	NORP
cjfa-15266	124	27	19	CARDINAL
cjfa-15266	124	28	11.17%	PERCENT
cjfa-15266	124	29	9.85%	PERCENT
cjfa-15266	124	30	8.17%	PERCENT
cjfa-15266	124	31	7.00%	PERCENT
cjfa-15266	124	32	5.90%	PERCENT
cjfa-15266	124	33	12.05%	PERCENT
cjfa-15266	124	34	10.07%	PERCENT
cjfa-15266	124	35	8.47%	PERCENT
cjfa-15266	124	36	6.90%	PERCENT
cjfa-15266	124	37	5.27%	PERCENT
cjfa-15266	127	1	canada	GPE
cjfa-15266	129	1	two	CARDINAL
cjfa-15266	130	1	first	ORDINAL
cjfa-15266	131	1	second	ORDINAL
cjfa-15266	131	2	one	CARDINAL
cjfa-15266	131	3	2017b,	DATE
cjfa-15266	131	4	2017c	DATE
cjfa-15266	131	5	day	DATE
cjfa-15266	131	6	2017	CARDINAL
cjfa-15266	131	7	maree	PERSON
cjfa-15266	131	8	2017	CARDINAL
cjfa-15266	131	9	maree	PERSON
cjfa-15266	131	10	carr	PERSON
cjfa-15266	131	11	howard	PERSON
cjfa-15266	131	12	2017	CARDINAL
cjfa-15266	132	1	karolyi	GPE
cjfa-15266	132	2	2012	DATE
cjfa-15266	132	3	guo	PERSON
cjfa-15266	132	4	2017d	DATE
cjfa-15266	133	1	2017d	DATE
cjfa-15266	134	1	two	CARDINAL
cjfa-15266	135	1	2001	DATE
cjfa-15266	138	1	4	CARDINAL
cjfa-15266	139	1	david eden	PERSON
cjfa-15266	139	2	paul huffman	PERSON
cjfa-15266	139	3	john holman20 ahn	PERSON
cjfa-15266	139	4	s.	PERSON
cjfa-15266	139	5	kim	PERSON
cjfa-15266	139	6	joseph h.t.	PERSON
cjfa-15266	140	1	2012	DATE
cjfa-15266	142	1	51(1	CARDINAL
cjfa-15266	143	1	s.	PERSON
cjfa-15266	143	2	2003	DATE
cjfa-15266	146	1	51	CARDINAL
cjfa-15266	146	2	266–301	CARDINAL
cjfa-15266	146	3	bradley	ORG
cjfa-15266	146	4	m. s.	PERSON
cjfa-15266	146	5	2003	DATE
cjfa-15266	148	1	chapter 2	LAW
cjfa-15266	148	2	1	CARDINAL
cjfa-15266	148	3	35–103	DATE
cjfa-15266	149	1	6.50004	CARDINAL
cjfa-15266	149	2	cont	ORG
cjfa-15266	149	3	r.	PERSON
cjfa-15266	149	4	2001	DATE
cjfa-15266	151	1	1	CARDINAL
cjfa-15266	151	2	223–236	CARDINAL
cjfa-15266	151	3	m., & diamond	ORG
cjfa-15266	151	4	2017	DATE
cjfa-15266	151	5	chinese	NORP
cjfa-15266	152	1	heidelberger	ORG
cjfa-15266	153	1	2002	DATE
cjfa-15266	155	1	239–269	CARDINAL
cjfa-15266	157	1	guo	PERSON
cjfa-15266	157	2	zi-yi	PERSON
cjfa-15266	157	3	2017a	DATE
cjfa-15266	159	1	journal of risk & control	ORG
cjfa-15266	159	2	4	CARDINAL
cjfa-15266	159	3	31–41	DATE
cjfa-15266	160	1	http://dx.doi.org/10.2139/ssrn.301379	DATE
cjfa-15266	160	2	guo	PERSON
cjfa-15266	160	3	zi-yi	PERSON
cjfa-15266	160	4	2017b	DATE
cjfa-15266	160	5	7th	ORDINAL
cjfa-15266	160	6	26–42	CARDINAL
cjfa-15266	161	1	guo	PERSON
cjfa-15266	161	2	zi-yi	PERSON
cjfa-15266	161	3	2017c	DATE
cjfa-15266	162	1	guo	PERSON
cjfa-15266	162	2	zi-yi	PERSON
cjfa-15266	162	3	2017d	DATE
cjfa-15266	164	1	us	GPE
cjfa-15266	164	2	chinese	NORP
cjfa-15266	165	1	global journal of management and business research	ORG
cjfa-15266	165	2	17(2	CARDINAL
cjfa-15266	165	3	1–11	CARDINAL
cjfa-15266	166	1	hansen	PERSON
cjfa-15266	166	2	b.	PERSON
cjfa-15266	166	3	1994	DATE
cjfa-15266	168	1	35	CARDINAL
cjfa-15266	168	2	705–730	CARDINAL
cjfa-15266	170	1	huber-carol	PERSON
cjfa-15266	170	2	nikulin	GPE
cjfa-15266	170	3	m., & mesbah	ORG
cjfa-15266	170	4	m. (2002	ORG
cjfa-15266	172	1	r.	NORP
cjfa-15266	172	2	2009	DATE
cjfa-15266	175	1	2014	DATE
cjfa-15266	176	1	canada	GPE
cjfa-15266	178	1	14/29	CARDINAL
cjfa-15266	178	2	karolyi	GPE
cjfa-15266	178	3	g. a.	PERSON
cjfa-15266	178	4	1995	DATE
cjfa-15266	179	1	the united states	GPE
cjfa-15266	179	2	canada	GPE
cjfa-15266	180	1	journal of business & economic statistics	ORG
cjfa-15266	180	2	13(1	CARDINAL
cjfa-15266	180	3	11–25	DATE
cjfa-15266	182	1	maree	PERSON
cjfa-15266	182	2	a.	PERSON
cjfa-15266	182	3	2017	CARDINAL
cjfa-15266	182	4	new zealand	GPE
cjfa-15266	183	1	maree, a., carr	ORG
cjfa-15266	183	2	2017	CARDINAL
cjfa-15266	184	1	5(2	DATE
cjfa-15266	184	2	364–368	CARDINAL
cjfa-15266	184	3	canadian	NORP
cjfa-15266	184	4	21	CARDINAL
cjfa-15266	184	5	s., & paolella	ORG
cjfa-15266	184	6	m. s.	PERSON
cjfa-15266	184	7	2003	DATE
cjfa-15266	186	1	chapter 9	LAW
cjfa-15266	186	2	1	CARDINAL
cjfa-15266	186	3	385–404	CARDINAL
cjfa-15266	186	4	t. h., & switzer	ORG
cjfa-15266	186	5	l. n. (	PERSON
cjfa-15266	186	6	1995	DATE
cjfa-15266	188	1	the journal of futures markets	ORG
cjfa-15266	188	2	15	CARDINAL
cjfa-15266	188	3	61–67	CARDINAL
cjfa-15266	190	1	prause	ORG
cjfa-15266	190	2	1999	DATE
cjfa-15266	192	1	ph.d	ORG
cjfa-15266	194	1	ramchand	PERSON
cjfa-15266	194	2	l., & susmel	ORG
cjfa-15266	194	3	r.	PERSON
cjfa-15266	194	4	1998	DATE
cjfa-15266	196	1	5(4	CARDINAL
cjfa-15266	196	2	397–416	CARDINAL
cjfa-15266	197	1	5398(98)0003-6	CARDINAL
cjfa-15266	197	2	sadorsky	PERSON
cjfa-15266	197	3	1999	DATE
cjfa-15266	199	1	21(5	CARDINAL
cjfa-15266	199	2	449–469	CARDINAL
cjfa-15266	200	1	http://dx.doi.org/10.1016/s0140-9883(99)00020-1	ORG
cjfa-15266	200	2	d. & kuhnt	ORG
cjfa-15266	200	3	s.	PERSON
cjfa-15266	200	4	2014	DATE
cjfa-15266	202	1	sas	ORG
cjfa-15266	202	2	wiley	ORG
cjfa-15266	203	1	theodossiou	ORG
cjfa-15266	203	2	1993	DATE
cjfa-15266	205	1	the journal of financial research	ORG
cjfa-15266	205	2	16(4	CARDINAL
cjfa-15266	205	3	337–350	CARDINAL