id	sid	eid	entity	type
cjfa-33360	1	1	june 9, 2020	DATE
cjfa-33360	1	2	august 18, 2020	DATE
cjfa-33360	3	1	punjabi university	ORG
cjfa-33360	3	2	patiala	GPE
cjfa-33360	3	3	+91 9646244332	DATE
cjfa-33360	5	1	punjabi university	ORG
cjfa-33360	5	2	patiala	GPE
cjfa-33360	5	3	+91 9872022100	DATE
cjfa-33360	7	1	copernican journal of finance &	ORG
cjfa-33360	7	2	2300-3065	CARDINAL
cjfa-33360	7	3	2300-12402020	CARDINAL
cjfa-33360	7	4	9	CARDINAL
cjfa-33360	7	5	3	CARDINAL
cjfa-33360	7	6	singh	GPE
cjfa-33360	7	7	s., & walia	ORG
cjfa-33360	7	8	2020	DATE
cjfa-33360	8	1	indian	NORP
cjfa-33360	9	1	copernican journal of finance & accounting	ORG
cjfa-33360	9	2	9(3	CARDINAL
cjfa-33360	9	3	161–176	CARDINAL
cjfa-33360	10	1	singh	GPE
cjfa-33360	10	2	punjabi university	ORG
cjfa-33360	10	3	indian	NORP
cjfa-33360	10	4	indian	NORP
cjfa-33360	11	1	j e l	PERSON
cjfa-33360	13	1	indian	NORP
cjfa-33360	16	1	two	CARDINAL
cjfa-33360	17	1	singh	GPE
cjfa-33360	17	2	nidhi	PERSON
cjfa-33360	17	3	recent years	DATE
cjfa-33360	19	1	titman	ORG
cjfa-33360	19	2	1993	DATE
cjfa-33360	19	3	next 3 to 12 months	DATE
cjfa-33360	21	1	jegadeesh & titman	ORG
cjfa-33360	21	2	2001	DATE
cjfa-33360	21	3	griffin	PERSON
cjfa-33360	21	4	ji & martin	ORG
cjfa-33360	21	5	2003	DATE
cjfa-33360	21	6	asness, moskowitz & pedersen	ORG
cjfa-33360	21	7	2013	DATE
cjfa-33360	22	1	indian	NORP
cjfa-33360	22	2	sehgal & jain	ORG
cjfa-33360	22	3	2015	DATE
cjfa-33360	22	4	garg & varshney	ORG
cjfa-33360	22	5	2015	DATE
cjfa-33360	22	6	maheshwari & dhankar	ORG
cjfa-33360	22	7	2017	DATE
cjfa-33360	23	1	moskowitz	PERSON
cjfa-33360	23	2	ooi	ORG
cjfa-33360	23	3	2012	DATE
cjfa-33360	25	1	moskowitz et al	PERSON
cjfa-33360	25	2	2012	DATE
cjfa-33360	25	3	58	CARDINAL
cjfa-33360	30	1	recent past	DATE
cjfa-33360	32	1	indian	NORP
cjfa-33360	32	2	indian	NORP
cjfa-33360	32	3	163	CARDINAL
cjfa-33360	33	1	two	CARDINAL
cjfa-33360	34	1	indian	NORP
cjfa-33360	34	2	second	ORDINAL
cjfa-33360	35	1	recent past1	DATE
cjfa-33360	36	1	first	ORDINAL
cjfa-33360	36	2	indian	NORP
cjfa-33360	37	1	first	ORDINAL
cjfa-33360	43	1	alphas.	GPE
cjfa-33360	44	1	zero	CARDINAL
cjfa-33360	46	1	second	ORDINAL
cjfa-33360	46	2	india	GPE
cjfa-33360	47	1	indian	NORP
cjfa-33360	48	1	1	CARDINAL
cjfa-33360	48	2	2019	DATE
cjfa-33360	48	3	india	GPE
cjfa-33360	48	4	second	ORDINAL
cjfa-33360	49	1	2 zero	CARDINAL
cjfa-33360	49	2	zero	CARDINAL
cjfa-33360	49	3	zero	CARDINAL
cjfa-33360	51	1	singh	GPE
cjfa-33360	51	2	nidhi walia164 cross	ORG
cjfa-33360	52	1	indian	NORP
cjfa-33360	54	1	section 2	LAW
cjfa-33360	55	1	section 3	LAW
cjfa-33360	56	1	section 4 and 5	LAW
cjfa-33360	57	1	section 6	LAW
cjfa-33360	59	1	titman	ORG
cjfa-33360	59	2	1993	DATE
cjfa-33360	59	3	us	GPE
cjfa-33360	61	1	chan	ORG
cjfa-33360	61	2	lakonishok	ORG
cjfa-33360	61	3	1996	DATE
cjfa-33360	61	4	conrad	PERSON
cjfa-33360	61	5	kaul	PERSON
cjfa-33360	61	6	1998	DATE
cjfa-33360	61	7	us	GPE
cjfa-33360	62	1	rouwenhorst	ORG
cjfa-33360	62	2	1998	DATE
cjfa-33360	62	3	europe	LOC
cjfa-33360	63	1	12	CARDINAL
cjfa-33360	63	2	european	NORP
cjfa-33360	63	3	europe	LOC
cjfa-33360	64	1	griffin et al	PERSON
cjfa-33360	64	2	2003	DATE
cjfa-33360	64	3	40	CARDINAL
cjfa-33360	64	4	32	CARDINAL
cjfa-33360	65	1	okunev & white	ORG
cjfa-33360	65	2	2003	DATE
cjfa-33360	65	3	derwall	PERSON
cjfa-33360	65	4	brounen & marquering	ORG
cjfa-33360	65	5	2009	DATE
cjfa-33360	65	6	beracha & skiba	ORG
cjfa-33360	65	7	2011	DATE
cjfa-33360	65	8	jostova	GPE
cjfa-33360	65	9	nikolova	GPE
cjfa-33360	65	10	, philipov & stahel	ORG
cjfa-33360	65	11	2013	DATE
cjfa-33360	65	12	2015	DATE
cjfa-33360	65	13	grobys & sapkota	ORG
cjfa-33360	65	14	2019	DATE
cjfa-33360	66	1	indian	NORP
cjfa-33360	67	1	balakrishnan	PERSON
cjfa-33360	67	2	2002	DATE
cjfa-33360	67	3	indian	NORP
cjfa-33360	68	1	garg & varshney	ORG
cjfa-33360	68	2	2015	DATE
cjfa-33360	68	3	maheshwari & dhankar	ORG
cjfa-33360	68	4	2017	DATE
cjfa-33360	68	5	mohapatra & misra	ORG
cjfa-33360	68	6	2020	DATE
cjfa-33360	70	1	moskowitz et al	PERSON
cjfa-33360	70	2	2012	DATE
cjfa-33360	71	1	menkhoff	GPE
cjfa-33360	71	2	sarno	PERSON
cjfa-33360	71	3	2012	DATE
cjfa-33360	72	1	gao	PERSON
cjfa-33360	72	2	yeung	PERSON
cjfa-33360	72	3	2017	DATE
cjfa-33360	72	4	moskowitz et al	PERSON
cjfa-33360	73	1	2012	DATE
cjfa-33360	74	1	24	CARDINAL
cjfa-33360	74	2	indian	NORP
cjfa-33360	74	3	165	CARDINAL
cjfa-33360	76	1	2018	DATE
cjfa-33360	76	2	one	CARDINAL
cjfa-33360	78	1	lim	PERSON
cjfa-33360	78	2	wang	PERSON
cjfa-33360	78	3	2018	DATE
cjfa-33360	80	1	month-end	DATE
cjfa-33360	80	2	bombay stock exchange	ORG
cjfa-33360	80	3	january 2002 to	DATE
cjfa-33360	81	1	indian	NORP
cjfa-33360	82	1	monthly	DATE
cjfa-33360	83	1	2008	DATE
cjfa-33360	84	1	458	CARDINAL
cjfa-33360	86	1	monthly	DATE
cjfa-33360	87	1	91day	CARDINAL
cjfa-33360	87	2	treasury	ORG
cjfa-33360	88	1	rbi	ORG
cjfa-33360	89	1	factors4	PERSON
cjfa-33360	89	2	indian	NORP
cjfa-33360	89	3	iim ahmedabad	ORG
cjfa-33360	90	1	0.5%	PERCENT
cjfa-33360	90	2	bali	GPE
cjfa-33360	90	3	engle	ORG
cjfa-33360	90	4	murray	PERSON
cjfa-33360	90	5	2016	DATE
cjfa-33360	92	1	3	CARDINAL
cjfa-33360	92	2	indian	NORP
cjfa-33360	92	3	indian	NORP
cjfa-33360	93	1	4	CARDINAL
cjfa-33360	93	2	frech	ORG
cjfa-33360	93	3	1992	DATE
cjfa-33360	93	4	three	CARDINAL
cjfa-33360	94	1	three	CARDINAL
cjfa-33360	94	2	hml	ORG
cjfa-33360	95	1	singh	GPE
cjfa-33360	95	2	nidhi	PERSON
cjfa-33360	97	1	month-end	DATE
cjfa-33360	97	2	bombay stock exchange	ORG
cjfa-33360	97	3	january 2002 to	DATE
cjfa-33360	98	1	indian	NORP
cjfa-33360	99	1	monthly	DATE
cjfa-33360	100	1	2008	DATE
cjfa-33360	101	1	458	CARDINAL
cjfa-33360	103	1	monthly	DATE
cjfa-33360	104	1	91day	CARDINAL
cjfa-33360	104	2	treasury	ORG
cjfa-33360	106	1	factors4	PERSON
cjfa-33360	106	2	indian	NORP
cjfa-33360	106	3	iim ahmedabad	ORG
cjfa-33360	107	1	0.5%	PERCENT
cjfa-33360	107	2	bali	GPE
cjfa-33360	107	3	engle	ORG
cjfa-33360	107	4	murray	PERSON
cjfa-33360	107	5	2016	DATE
cjfa-33360	109	1	1	CARDINAL
cjfa-33360	109	2	rit	ORG
cjfa-33360	109	3	t-1 month	ORG
cjfa-33360	110	1	1993	DATE
cjfa-33360	110	2	lin	PERSON
cjfa-33360	110	3	2019	DATE
cjfa-33360	111	1	their prior 11 month	DATE
cjfa-33360	111	2	the month	DATE
cjfa-33360	112	1	10%	PERCENT
cjfa-33360	112	2	10%	PERCENT
cjfa-33360	113	1	3	CARDINAL
cjfa-33360	113	2	indian	NORP
cjfa-33360	113	3	indian	NORP
cjfa-33360	114	1	4	CARDINAL
cjfa-33360	114	2	frech	ORG
cjfa-33360	114	3	1992	DATE
cjfa-33360	114	4	three	CARDINAL
cjfa-33360	115	1	three	CARDINAL
cjfa-33360	115	2	hml	ORG
cjfa-33360	116	1	1	CARDINAL
cjfa-33360	116	2	rit	ORG
cjfa-33360	116	3	t-1 month	ORG
cjfa-33360	117	1	1993	DATE
cjfa-33360	117	2	lin	PERSON
cjfa-33360	117	3	2019	DATE
cjfa-33360	118	1	their prior 11 month	DATE
cjfa-33360	118	2	the month	DATE
cjfa-33360	119	1	10%	PERCENT
cjfa-33360	119	2	10%	PERCENT
cjfa-33360	122	1	five	CARDINAL
cjfa-33360	122	2	1,3,6,9,12 months	DATE
cjfa-33360	123	1	one-month	DATE
cjfa-33360	123	2	jegadeesh & titman	ORG
cjfa-33360	123	3	2001	DATE
cjfa-33360	126	1	moskowitz et al	PERSON
cjfa-33360	127	1	2012	DATE
cjfa-33360	128	1	firstly	ORDINAL
cjfa-33360	128	2	prior 11 months	DATE
cjfa-33360	128	3	the month	DATE
cjfa-33360	128	4	t-2.	GPE
cjfa-33360	129	1	two	CARDINAL
cjfa-33360	131	1	20%	PERCENT
cjfa-33360	133	1	first	ORDINAL
cjfa-33360	133	2	indian	NORP
cjfa-33360	133	3	167	CARDINAL
cjfa-33360	136	1	ret	ORG
cjfa-33360	136	2	2	CARDINAL
cjfa-33360	136	3	ret	ORG
cjfa-33360	137	1	3	CARDINAL
cjfa-33360	137	2	capm alpha	PERSON
cjfa-33360	138	1	rmr	ORG
cjfa-33360	140	1	4	CARDINAL
cjfa-33360	140	2	french	NORP
cjfa-33360	140	3	hml	ORG
cjfa-33360	141	1	indian	NORP
cjfa-33360	142	1	1	CARDINAL
cjfa-33360	143	1	1	CARDINAL
cjfa-33360	144	1	indian	NORP
cjfa-33360	145	1	singh	GPE
cjfa-33360	145	2	nidhi	GPE
cjfa-33360	145	3	dian stock market	ORG
cjfa-33360	146	1	9,12 months	DATE
cjfa-33360	147	1	one month	DATE
cjfa-33360	150	1	indian	NORP
cjfa-33360	152	1	one month	DATE
cjfa-33360	155	1	12 months	DATE
cjfa-33360	155	2	1.764%	PERCENT
cjfa-33360	156	1	1.038%	PERCENT
cjfa-33360	158	1	1	CARDINAL
cjfa-33360	158	2	1 3	DATE
cjfa-33360	158	3	1.954%	PERCENT
cjfa-33360	158	4	4.475	CARDINAL
cjfa-33360	158	5	1.735%	PERCENT
cjfa-33360	158	6	3.631	CARDINAL
cjfa-33360	158	7	1.367%	PERCENT
cjfa-33360	158	8	2.982	CARDINAL
cjfa-33360	158	9	1.135%	PERCENT
cjfa-33360	158	10	2.648) 1.038%	MONEY
cjfa-33360	158	11	2.200	CARDINAL
cjfa-33360	158	12	1.518%	PERCENT
cjfa-33360	158	13	3.611	CARDINAL
cjfa-33360	158	14	1.276%	PERCENT
cjfa-33360	158	15	2.750	CARDINAL
cjfa-33360	158	16	0.930%	PERCENT
cjfa-33360	158	17	2.011) 0.678%	MONEY
cjfa-33360	158	18	1.501	CARDINAL
cjfa-33360	158	19	0.578%	PERCENT
cjfa-33360	158	20	1.206	CARDINAL
cjfa-33360	158	21	1.661%	PERCENT
cjfa-33360	158	22	4.028	CARDINAL
cjfa-33360	158	23	1.427%	PERCENT
cjfa-33360	158	24	3.085	CARDINAL
cjfa-33360	158	25	1.087%	PERCENT
cjfa-33360	158	26	2.315	CARDINAL
cjfa-33360	158	27	0.854%	PERCENT
cjfa-33360	158	28	1.895	CARDINAL
cjfa-33360	158	29	0.782%	PERCENT
cjfa-33360	158	30	1.655	CARDINAL
cjfa-33360	158	31	0.689	CARDINAL
cjfa-33360	158	32	indian	NORP
cjfa-33360	158	33	169	CARDINAL
cjfa-33360	158	34	1 3	DATE
cjfa-33360	158	35	12	CARDINAL
cjfa-33360	158	36	2.326%	PERCENT
cjfa-33360	158	37	4.822	CARDINAL
cjfa-33360	158	38	1.876%	PERCENT
cjfa-33360	158	39	3.908	CARDINAL
cjfa-33360	158	40	1.672%	PERCENT
cjfa-33360	158	41	3.626	CARDINAL
cjfa-33360	158	42	1.392%	PERCENT
cjfa-33360	158	43	3.332	CARDINAL
cjfa-33360	158	44	1.764%	PERCENT
cjfa-33360	158	45	3.598	CARDINAL
cjfa-33360	158	46	1.934%	PERCENT
cjfa-33360	158	47	3.995	CARDINAL
cjfa-33360	158	48	1.415%	PERCENT
cjfa-33360	158	49	2.962	CARDINAL
cjfa-33360	158	50	1.255%	PERCENT
cjfa-33360	158	51	0.909%	PERCENT
cjfa-33360	158	52	2.175	CARDINAL
cjfa-33360	158	53	1.354%	PERCENT
cjfa-33360	158	54	2.693	CARDINAL
cjfa-33360	158	55	2.149%	PERCENT
cjfa-33360	158	56	4.616	CARDINAL
cjfa-33360	158	57	1.616%	PERCENT
cjfa-33360	158	58	3.473	CARDINAL
cjfa-33360	158	59	1.489%	PERCENT
cjfa-33360	158	60	3.206	CARDINAL
cjfa-33360	158	61	1.135%	PERCENT
cjfa-33360	158	62	2.813	CARDINAL
cjfa-33360	158	63	1.637%	PERCENT
cjfa-33360	158	64	3.490	CARDINAL
cjfa-33360	158	65	0.830 0.654	MONEY
cjfa-33360	158	66	1	CARDINAL
cjfa-33360	159	1	their past 12 months	DATE
cjfa-33360	159	2	1,3,6,9,12 months	DATE
cjfa-33360	161	1	three	CARDINAL
cjfa-33360	162	1	6	CARDINAL
cjfa-33360	163	1	sharpe	PERSON
cjfa-33360	164	1	o	DATE
cjfa-33360	165	1	three	CARDINAL
cjfa-33360	165	2	jan 2002 to	DATE
cjfa-33360	165	3	dec 2007	DATE
cjfa-33360	165	4	jan 2008	DATE
cjfa-33360	165	5	dec 2009	DATE
cjfa-33360	165	6	jan 2010 to oct 20196	DATE
cjfa-33360	166	1	2	CARDINAL
cjfa-33360	168	1	1	CARDINAL
cjfa-33360	173	1	bali	GPE
cjfa-33360	173	2	2016	DATE
cjfa-33360	174	1	6	CARDINAL
cjfa-33360	174	2	three	CARDINAL
cjfa-33360	174	3	2002	DATE
cjfa-33360	174	4	2007	DATE
cjfa-33360	174	5	2008	DATE
cjfa-33360	174	6	2009	DATE
cjfa-33360	174	7	2010	DATE
cjfa-33360	174	8	2019	DATE
cjfa-33360	175	1	1	CARDINAL
cjfa-33360	175	2	singh	GPE
cjfa-33360	175	3	first	ORDINAL
cjfa-33360	176	1	first	ORDINAL
cjfa-33360	177	1	2	CARDINAL
cjfa-33360	177	2	2002-2007	DATE
cjfa-33360	177	3	2.058%	PERCENT
cjfa-33360	177	4	4.298	CARDINAL
cjfa-33360	177	5	1.852%	PERCENT
cjfa-33360	177	6	2.492	CARDINAL
cjfa-33360	177	7	2.164%	PERCENT
cjfa-33360	177	8	3.724	CARDINAL
cjfa-33360	177	9	2.650%	PERCENT
cjfa-33360	177	10	4.602	CARDINAL
cjfa-33360	177	11	2.715%	PERCENT
cjfa-33360	177	12	2.996	CARDINAL
cjfa-33360	177	13	3.372%	PERCENT
cjfa-33360	177	14	3.073	CARDINAL
cjfa-33360	177	15	2008-2009	DATE
cjfa-33360	178	1	2010-2019	DATE
cjfa-33360	178	2	1.249%	PERCENT
cjfa-33360	178	3	1.650	CARDINAL
cjfa-33360	178	4	0.679%	PERCENT
cjfa-33360	178	5	1.049	CARDINAL
cjfa-33360	178	6	0.558%	PERCENT
cjfa-33360	178	7	2.091%	PERCENT
cjfa-33360	178	8	2.872	CARDINAL
cjfa-33360	178	9	1.541%	PERCENT
cjfa-33360	178	10	2.273	CARDINAL
cjfa-33360	178	11	1.417%	PERCENT
cjfa-33360	178	12	1.689	CARDINAL
cjfa-33360	178	13	their previous 12 months	DATE
cjfa-33360	178	14	12 months	DATE
cjfa-33360	180	1	capm	PERSON
cjfa-33360	183	1	o	DATE
cjfa-33360	184	1	moskowitz et al	PERSON
cjfa-33360	185	1	2012	DATE
cjfa-33360	185	2	2018	DATE
cjfa-33360	186	1	first	ORDINAL
cjfa-33360	189	1	3	CARDINAL
cjfa-33360	190	1	five	CARDINAL
cjfa-33360	191	1	three	CARDINAL
cjfa-33360	191	2	five	CARDINAL
cjfa-33360	192	1	1,3	CARDINAL
cjfa-33360	192	2	12 months	DATE
cjfa-33360	193	1	indian	NORP
cjfa-33360	193	2	171	CARDINAL
cjfa-33360	194	1	12 months	DATE
cjfa-33360	195	1	moskowitz et al	PERSON
cjfa-33360	196	1	2012	DATE
cjfa-33360	196	2	2018	DATE
cjfa-33360	198	1	3	CARDINAL
cjfa-33360	198	2	1 0.476%	PERCENT
cjfa-33360	198	3	2.037	CARDINAL
cjfa-33360	198	4	0.083%	PERCENT
cjfa-33360	198	5	0.347	CARDINAL
cjfa-33360	198	6	3 0.346%	PERCENT
cjfa-33360	198	7	1.360	CARDINAL
cjfa-33360	198	8	0.138%	PERCENT
cjfa-33360	198	9	0.452	CARDINAL
cjfa-33360	198	10	6 0.368%	PERCENT
cjfa-33360	198	11	1.362) 0.000%	MONEY
cjfa-33360	198	12	9 0.458%	PERCENT
cjfa-33360	198	13	1.978	CARDINAL
cjfa-33360	198	14	0.039%	PERCENT
cjfa-33360	198	15	0.174	CARDINAL
cjfa-33360	198	16	12 0.729%	PERCENT
cjfa-33360	198	17	2.545	CARDINAL
cjfa-33360	200	1	6	CARDINAL
cjfa-33360	201	1	o	DATE
cjfa-33360	204	1	two	CARDINAL
cjfa-33360	205	1	singh	GPE
cjfa-33360	205	2	zero	CARDINAL
cjfa-33360	206	1	a particular month	DATE
cjfa-33360	206	2	more than half	CARDINAL
cjfa-33360	211	1	1.10	MONEY
cjfa-33360	211	2	0.90	MONEY
cjfa-33360	211	3	55	CARDINAL
cjfa-33360	211	4	45	CARDINAL
cjfa-33360	212	1	0.20	MONEY
cjfa-33360	213	1	2018	DATE
cjfa-33360	216	1	4	CARDINAL
cjfa-33360	218	1	12 months	DATE
cjfa-33360	219	1	0.36	MONEY
cjfa-33360	219	2	1.18	MONEY
cjfa-33360	219	3	0.82	MONEY
cjfa-33360	220	1	indian	NORP
cjfa-33360	220	2	173	CARDINAL
cjfa-33360	223	1	4	CARDINAL
cjfa-33360	223	2	₹	ORG
cjfa-33360	223	3	1.764%	PERCENT
cjfa-33360	223	4	3.598	CARDINAL
cjfa-33360	223	5	1.038%	PERCENT
cjfa-33360	223	6	2.200	CARDINAL
cjfa-33360	223	7	1.461%	PERCENT
cjfa-33360	223	8	2.914	CARDINAL
cjfa-33360	223	9	0.725%	PERCENT
cjfa-33360	223	10	2.264) 0.301%	MONEY
cjfa-33360	223	11	0.729) ₹ 1.18 ₹	MONEY
cjfa-33360	224	1	0.82	MONEY
cjfa-33360	224	2	o	DATE
cjfa-33360	226	1	indian	NORP
cjfa-33360	227	1	12 months	DATE
cjfa-33360	227	2	one month	DATE
cjfa-33360	227	3	12 months	DATE
cjfa-33360	227	4	12 months	DATE
cjfa-33360	228	1	lim et al	PERSON
cjfa-33360	229	1	2018	DATE
cjfa-33360	234	1	moskowitz et al	PERSON
cjfa-33360	235	1	2012	DATE
cjfa-33360	236	1	2018	DATE
cjfa-33360	237	1	singh	GPE
cjfa-33360	239	1	indian	NORP
cjfa-33360	240	1	2002	DATE
cjfa-33360	240	2	2019	DATE
cjfa-33360	245	1	indian	NORP
cjfa-33360	246	1	indian	NORP
cjfa-33360	246	2	second	ORDINAL
cjfa-33360	247	1	c.s.	GPE
cjfa-33360	247	2	moskowitz	PERSON
cjfa-33360	247	3	t.j.	GPE
cjfa-33360	247	4	l.h.	PERSON
cjfa-33360	248	1	2013	DATE
cjfa-33360	250	1	68(3	CARDINAL
cjfa-33360	250	2	929	CARDINAL
cjfa-33360	252	1	bali	GPE
cjfa-33360	252	2	t.g.	GPE
cjfa-33360	252	3	engle	PERSON
cjfa-33360	252	4	r.f.	GPE
cjfa-33360	252	5	s.	PERSON
cjfa-33360	252	6	2016	DATE
cjfa-33360	254	1	hoboken	PERSON
cjfa-33360	254	2	john wiley &	ORG
cjfa-33360	255	1	beracha	PERSON
cjfa-33360	255	2	e., & skiba	ORG
cjfa-33360	255	3	2011	DATE
cjfa-33360	257	1	43(3	DATE
cjfa-33360	257	2	299	CARDINAL
cjfa-33360	257	3	http://dx.doi.org/10.1007/s11146009-9210-2	PERSON
cjfa-33360	258	1	indian	NORP
cjfa-33360	258	2	175	CARDINAL
cjfa-33360	258	3	r.	NORP
cjfa-33360	258	4	gao	PERSON
cjfa-33360	258	5	x.	GPE
cjfa-33360	258	6	& yeung	PERSON
cjfa-33360	258	7	2017	CARDINAL
cjfa-33360	260	1	australian	NORP
cjfa-33360	260	2	230–251	CARDINAL
cjfa-33360	262	1	chan	PERSON
cjfa-33360	262	2	n., & lakonishok	ORG
cjfa-33360	262	3	j. (1996	ORG
cjfa-33360	264	1	51(5	DATE
cjfa-33360	264	2	1681-1713	DATE
cjfa-33360	265	1	conrad	PERSON
cjfa-33360	265	2	j., & kaul	ORG
cjfa-33360	265	3	1998	DATE
cjfa-33360	267	1	11(3	CARDINAL
cjfa-33360	267	2	489	CARDINAL
cjfa-33360	268	1	derwall	PERSON
cjfa-33360	268	2	j., huij	PERSON
cjfa-33360	268	3	j., brounen	ORG
cjfa-33360	268	4	d., & marquering	ORG
cjfa-33360	268	5	w.	PERSON
cjfa-33360	268	6	2009	DATE
cjfa-33360	269	1	reit	PERSON
cjfa-33360	270	1	65(5	CARDINAL
cjfa-33360	270	2	24	CARDINAL
cjfa-33360	271	1	2008	DATE
cjfa-33360	272	1	52-week	DATE
cjfa-33360	273	1	quarterly	DATE
cjfa-33360	273	2	48(1	CARDINAL
cjfa-33360	273	3	61	CARDINAL
cjfa-33360	274	1	http://dx.doi	PERSON
cjfa-33360	275	1	org/10.1016/j.qref.2007.02.001	FAC
cjfa-33360	276	1	fama	GPE
cjfa-33360	276	2	e.f.	GPE
cjfa-33360	276	3	& french	NORP
cjfa-33360	276	4	k.r.	GPE
cjfa-33360	276	5	1992	DATE
cjfa-33360	278	1	47(2	CARDINAL
cjfa-33360	278	2	427	CARDINAL
cjfa-33360	281	1	fuertes	PERSON
cjfa-33360	281	2	a.-m.	GPE
cjfa-33360	281	3	j., & fernandez-perez	ORG
cjfa-33360	281	4	a.	PERSON
cjfa-33360	281	5	2015	CARDINAL
cjfa-33360	283	1	35(3	CARDINAL
cjfa-33360	283	2	274	CARDINAL
cjfa-33360	284	1	garg	PERSON
cjfa-33360	284	2	a.k.	GPE
cjfa-33360	284	3	2015	CARDINAL
cjfa-33360	285	1	indian	NORP
cjfa-33360	286	1	16(3	CARDINAL
cjfa-33360	286	2	494	CARDINAL
cjfa-33360	287	1	/0972150915569940	CARDINAL
cjfa-33360	287	2	goyal, a., & jegadeesh	ORG
cjfa-33360	287	3	2018	DATE
cjfa-33360	289	1	31(5	CARDINAL
cjfa-33360	289	2	1784- 1824	DATE
cjfa-33360	290	1	http://dx.doi.org/10.1093/rfs/hhx131	DATE
cjfa-33360	290	2	griffin	PERSON
cjfa-33360	290	3	j.m.	GPE
cjfa-33360	290	4	x.	GPE
cjfa-33360	290	5	j.s.	GPE
cjfa-33360	290	6	2003	DATE
cjfa-33360	292	1	58(6	CARDINAL
cjfa-33360	292	2	2515-2547	CARDINAL
cjfa-33360	293	1	http://dx.doi	PERSON
cjfa-33360	294	1	org/10.1046	PERSON
cjfa-33360	295	1	k., & sapkota	ORG
cjfa-33360	295	2	n.	PERSON
cjfa-33360	295	3	2019	DATE
cjfa-33360	297	1	180	CARDINAL
cjfa-33360	297	2	6	CARDINAL
cjfa-33360	298	1	http://dx.doi.org/10.1016/j.econlet.2019.03.028	PERSON
cjfa-33360	299	1	n., & titman	ORG
cjfa-33360	299	2	s.	PERSON
cjfa-33360	299	3	1993	DATE
cjfa-33360	301	1	48(1	CARDINAL
cjfa-33360	301	2	65	CARDINAL
cjfa-33360	303	1	n., & titman	ORG
cjfa-33360	303	2	2001	DATE
cjfa-33360	305	1	699	CARDINAL
cjfa-33360	305	2	http://dx.doi	PERSON
cjfa-33360	306	1	org/10.1111/0022-1082.00342	CARDINAL
cjfa-33360	307	1	jostova	PERSON
cjfa-33360	307	2	s.	PERSON
cjfa-33360	307	3	a., & stahel	ORG
cjfa-33360	307	4	c. w.	PERSON
cjfa-33360	307	5	2013	DATE
cjfa-33360	309	1	1649-1693	DATE
cjfa-33360	310	1	http://dx.doi	PERSON
cjfa-33360	311	1	org/10.1093	PERSON
cjfa-33360	312	1	lim	PERSON
cjfa-33360	312	2	b.y.	GPE
cjfa-33360	312	3	wang	PERSON
cjfa-33360	312	4	j.g.	PERSON
cjfa-33360	312	5	2018	DATE
cjfa-33360	313	1	nearly 100 years	DATE
cjfa-33360	314	1	journal of banking & finance	ORG
cjfa-33360	314	2	97	CARDINAL
cjfa-33360	314	3	283	CARDINAL
cjfa-33360	315	1	singh	GPE
cjfa-33360	315	2	walia176 lin	PERSON
cjfa-33360	315	3	q.	PERSON
cjfa-33360	315	4	2019	DATE
cjfa-33360	316	1	chinese	NORP
cjfa-33360	317	1	29	CARDINAL
cjfa-33360	317	2	206	CARDINAL
cjfa-33360	319	1	maheshwari	PERSON
cjfa-33360	319	2	s., & dhankar	ORG
cjfa-33360	319	3	r.s.	PERSON
cjfa-33360	319	4	2017	CARDINAL
cjfa-33360	320	1	indian	NORP
cjfa-33360	321	1	14(1	CARDINAL
cjfa-33360	321	2	3-22	CARDINAL
cjfa-33360	322	1	http:// dx.doi.org/10.1108/jamr-11-2015-0081	PERSON
cjfa-33360	322	2	menkhoff	PERSON
cjfa-33360	322	3	l.	GPE
cjfa-33360	322	4	sarno	PERSON
cjfa-33360	322	5	l.	PERSON
cjfa-33360	322	6	m., & schrimpf	ORG
cjfa-33360	322	7	a.	PERSON
cjfa-33360	322	8	2012	DATE
cjfa-33360	324	1	journal of financial economics	ORG
cjfa-33360	324	2	106(3	DATE
cjfa-33360	324	3	660-684	CARDINAL
cjfa-33360	325	1	jfineco.2012.06.009	ORG
cjfa-33360	325	2	mohapatra	PERSON
cjfa-33360	325	3	s., & misra	ORG
cjfa-33360	325	4	a.k.	GPE
cjfa-33360	325	5	2020	DATE
cjfa-33360	326	1	indian	NORP
cjfa-33360	327	1	iimb management review	ORG
cjfa-33360	327	2	75-84	CARDINAL
cjfa-33360	329	1	moskowitz	PERSON
cjfa-33360	329	2	t.j.	GPE
cjfa-33360	329	3	ooi	ORG
cjfa-33360	329	4	y.h.	GPE
cjfa-33360	329	5	l.h.	PERSON
cjfa-33360	329	6	2012	DATE
cjfa-33360	331	1	journal of financial economics	ORG
cjfa-33360	331	2	104(2	DATE
cjfa-33360	331	3	228	CARDINAL
cjfa-33360	332	1	okunev	PERSON
cjfa-33360	332	2	j., & white	ORG
cjfa-33360	332	3	2003	DATE
cjfa-33360	334	1	425	CARDINAL
cjfa-33360	336	1	rouwenhorst	ORG
cjfa-33360	336	2	k.g.	GPE
cjfa-33360	337	1	1998	DATE
cjfa-33360	339	1	53(1	CARDINAL
cjfa-33360	339	2	267	CARDINAL
cjfa-33360	341	1	s., & balakrishnan	ORG
cjfa-33360	341	2	i.	PERSON
cjfa-33360	341	3	2002	DATE
cjfa-33360	342	1	indian	NORP
cjfa-33360	343	1	27(1	CARDINAL
cjfa-33360	343	2	13-20	CARDINAL
cjfa-33360	345	1	s., & jain	ORG
cjfa-33360	345	2	2015	DATE
cjfa-33360	346	1	india	GPE
cjfa-33360	347	1	international journal of emerging markets	ORG
cjfa-33360	347	2	801	CARDINAL
cjfa-33360	348	1	http://dx.doi	PERSON
cjfa-33360	349	1	ijoem-04-2014-0046	DATE