id	sid	eid	entity	type
cjfa-34397	1	1	december 10, 2020	DATE
cjfa-34397	1	2	march 3, 2021	DATE
cjfa-34397	3	1	pondicherry university	ORG
cjfa-34397	3	2	puducherry 605014	GPE
cjfa-34397	3	3	india	GPE
cjfa-34397	3	4	+91 74183 46733	DATE
cjfa-34397	4	1	https://orcid.org/0000-0003-1597-1777	NORP
cjfa-34397	5	1	pondicherry university	ORG
cjfa-34397	5	2	puducherry 605014	GPE
cjfa-34397	5	3	india	GPE
cjfa-34397	5	4	+91 99414 59900	DATE
cjfa-34397	6	1	copernican journal of finance & accounting e-issn 2300-3065	ORG
cjfa-34397	6	2	2300-12402020	CARDINAL
cjfa-34397	6	3	9	CARDINAL
cjfa-34397	6	4	4	CARDINAL
cjfa-34397	6	5	& mohanasundaram	ORG
cjfa-34397	6	6	s.	PERSON
cjfa-34397	6	7	2020	DATE
cjfa-34397	7	1	india	GPE
cjfa-34397	8	1	copernican journal of finance & accounting	ORG
cjfa-34397	8	2	9(4	CARDINAL
cjfa-34397	8	3	87–99	CARDINAL
cjfa-34397	9	1	* pondicherry university	ORG
cjfa-34397	9	2	s. mohanasundaram**	PERSON
cjfa-34397	9	3	india	GPE
cjfa-34397	10	1	j e l	PERSON
cjfa-34397	10	2	g11	ORG
cjfa-34397	11	1	mta	ORG
cjfa-34397	11	2	india	GPE
cjfa-34397	12	1	mazuy	PERSON
cjfa-34397	12	2	six	CARDINAL
cjfa-34397	12	3	91-days	DATE
cjfa-34397	12	4	treasury	ORG
cjfa-34397	12	5	500	CARDINAL
cjfa-34397	15	1	mta	ORG
cjfa-34397	15	2	s. mohanasundaram88	PERSON
cjfa-34397	15	3	mta	ORG
cjfa-34397	17	1	india	GPE
cjfa-34397	17	2	the past two decades	DATE
cjfa-34397	18	1	2020	DATE
cjfa-34397	18	2	indian	NORP
cjfa-34397	19	1	26.94 trillion	CARDINAL
cjfa-34397	19	2	november 2019	DATE
cjfa-34397	20	1	29.83 trillion	CARDINAL
cjfa-34397	20	2	november 2020	DATE
cjfa-34397	21	1	india	GPE
cjfa-34397	22	1	mta	ORG
cjfa-34397	23	1	mta	ORG
cjfa-34397	24	1	mazuy	PERSON
cjfa-34397	24	2	1966	DATE
cjfa-34397	24	3	henriksson	ORG
cjfa-34397	24	4	1981	DATE
cjfa-34397	25	1	two	CARDINAL
cjfa-34397	25	2	becker	ORG
cjfa-34397	25	3	ferson	ORG
cjfa-34397	25	4	myers & schill	ORG
cjfa-34397	25	5	1999	DATE
cjfa-34397	26	1	n. p. b. bollen & busse	PERSON
cjfa-34397	26	2	2001	DATE
cjfa-34397	26	3	bollen & pool	ORG
cjfa-34397	26	4	2008	DATE
cjfa-34397	26	5	deb	ORG
cjfa-34397	26	6	2019	DATE
cjfa-34397	26	7	dhar & mandal	ORG
cjfa-34397	26	8	2014	DATE
cjfa-34397	26	9	elton, gruber & blake	ORG
cjfa-34397	26	10	2012	DATE
cjfa-34397	26	11	ferson & warther, 1996	ORG
cjfa-34397	26	12	sehgal & babbar	ORG
cjfa-34397	26	13	2017	DATE
cjfa-34397	26	14	sehgal & jhanwar	ORG
cjfa-34397	26	15	2008	DATE
cjfa-34397	28	1	six	CARDINAL
cjfa-34397	29	1	section 2	LAW
cjfa-34397	29	2	mta	ORG
cjfa-34397	30	1	section 3	LAW
cjfa-34397	31	1	section 4	LAW
cjfa-34397	32	1	section 5	LAW
cjfa-34397	33	1	section 6	LAW
cjfa-34397	34	1	the early 1990s	DATE
cjfa-34397	34	2	mta	ORG
cjfa-34397	35	1	jensen	PERSON
cjfa-34397	35	2	1968	DATE
cjfa-34397	35	3	sharpe	GPE
cjfa-34397	35	4	1966	DATE
cjfa-34397	35	5	treynor	GPE
cjfa-34397	35	6	1965	DATE
cjfa-34397	36	1	1989	DATE
cjfa-34397	36	2	89	CARDINAL
cjfa-34397	37	1	fama & french	ORG
cjfa-34397	37	2	1993	DATE
cjfa-34397	37	3	ippolito, 1986	ORG
cjfa-34397	38	1	carhart	PERSON
cjfa-34397	38	2	1997	DATE
cjfa-34397	38	3	three	CARDINAL
cjfa-34397	38	4	french	NORP
cjfa-34397	38	5	1993	DATE
cjfa-34397	40	1	mta	ORG
cjfa-34397	40	2	treynor	GPE
cjfa-34397	40	3	mazuy	PERSON
cjfa-34397	40	4	1966	DATE
cjfa-34397	41	1	henriksson	PERSON
cjfa-34397	41	2	1981	DATE
cjfa-34397	41	3	1	CARDINAL
cjfa-34397	41	4	0	CARDINAL
cjfa-34397	42	1	kon	PERSON
cjfa-34397	42	2	jen (1979	ORG
cjfa-34397	42	3	chang	PERSON
cjfa-34397	42	4	1984	DATE
cjfa-34397	43	1	jagannathan & korajczyk	ORG
cjfa-34397	43	2	1986	DATE
cjfa-34397	43	3	lee & rahman	ORG
cjfa-34397	43	4	1990	DATE
cjfa-34397	44	1	becker et al	PERSON
cjfa-34397	44	2	1999	DATE
cjfa-34397	44	3	mta	ORG
cjfa-34397	45	1	daily	DATE
cjfa-34397	45	2	monthly	DATE
cjfa-34397	45	3	mta	ORG
cjfa-34397	45	4	bollen & busse	ORG
cjfa-34397	45	5	2001	DATE
cjfa-34397	46	1	1980- 1999	DATE
cjfa-34397	46	2	jiang	PERSON
cjfa-34397	46	3	2003	DATE
cjfa-34397	46	4	mta	ORG
cjfa-34397	47	1	christensen	PERSON
cjfa-34397	47	2	2005	DATE
cjfa-34397	47	3	mta	ORG
cjfa-34397	47	4	danish	NORP
cjfa-34397	47	5	mta	ORG
cjfa-34397	48	1	chen	PERSON
cjfa-34397	48	2	liang	PERSON
cjfa-34397	48	3	2007	DATE
cjfa-34397	48	4	mta	ORG
cjfa-34397	49	1	elton et al	PERSON
cjfa-34397	50	1	2012	DATE
cjfa-34397	50	2	mta	ORG
cjfa-34397	50	3	monthly	DATE
cjfa-34397	51	1	mta	ORG
cjfa-34397	52	1	fdr	PERSON
cjfa-34397	52	2	mta	ORG
cjfa-34397	52	3	2013	DATE
cjfa-34397	52	4	german	NORP
cjfa-34397	53	1	indian	NORP
cjfa-34397	53	2	deb, banerjee & chakrabarti	ORG
cjfa-34397	53	3	2007	DATE
cjfa-34397	53	4	dhar & mandal	ORG
cjfa-34397	53	5	2014	DATE
cjfa-34397	53	6	sehgal & jhanwar	ORG
cjfa-34397	53	7	2008	DATE
cjfa-34397	53	8	2005	DATE
cjfa-34397	53	9	2006	DATE
cjfa-34397	53	10	mta	ORG
cjfa-34397	54	1	chopra	ORG
cjfa-34397	54	2	2011	DATE
cjfa-34397	54	3	mta	ORG
cjfa-34397	55	1	2017	CARDINAL
cjfa-34397	56	1	2018	DATE
cjfa-34397	57	1	veeravel	ORG
cjfa-34397	57	2	s. mohanasundaram90	PERSON
cjfa-34397	58	1	bandi	ORG
cjfa-34397	58	2	gupta	PERSON
cjfa-34397	58	3	2019	DATE
cjfa-34397	58	4	only three	CARDINAL
cjfa-34397	58	5	only two	CARDINAL
cjfa-34397	58	6	mta	ORG
cjfa-34397	59	1	indian	NORP
cjfa-34397	59	2	jensen	PERSON
cjfa-34397	59	3	1968	DATE
cjfa-34397	60	1	mta	ORG
cjfa-34397	61	1	indian	NORP
cjfa-34397	62	1	2020	DATE
cjfa-34397	62	2	206	CARDINAL
cjfa-34397	63	1	more than 36 months	DATE
cjfa-34397	63	2	35	CARDINAL
cjfa-34397	64	1	171	CARDINAL
cjfa-34397	65	1	january, 2000	DATE
cjfa-34397	65	2	december	DATE
cjfa-34397	65	3	2019	DATE
cjfa-34397	66	1	bloomberg	ORG
cjfa-34397	68	1	s&p	ORG
cjfa-34397	68	2	200	CARDINAL
cjfa-34397	69	1	91-days	DATE
cjfa-34397	69	2	treasury	ORG
cjfa-34397	69	3	rbi1	GPE
cjfa-34397	70	1	ferson	ORG
cjfa-34397	70	2	1996	DATE
cjfa-34397	71	1	six	CARDINAL
cjfa-34397	71	2	91-days	DATE
cjfa-34397	71	3	treasury	ORG
cjfa-34397	71	4	500	CARDINAL
cjfa-34397	72	1	bloomberg	ORG
cjfa-34397	73	1	1	CARDINAL
cjfa-34397	73	2	india	GPE
cjfa-34397	74	1	91	CARDINAL
cjfa-34397	74	2	mta	ORG
cjfa-34397	75	1	mta	ORG
cjfa-34397	75	2	monthly	DATE
cjfa-34397	75	3	mta	ORG
cjfa-34397	76	1	mta	ORG
cjfa-34397	76	2	monthly	DATE
cjfa-34397	76	3	1	CARDINAL
cjfa-34397	76	4	𝑁𝑁𝑁𝑁𝑁𝑁	GPE
cjfa-34397	76	5	𝑁𝑁𝑁𝑁𝑁𝑁	GPE
cjfa-34397	78	1	2	CARDINAL
cjfa-34397	78	2	𝑃𝑃	PERSON
cjfa-34397	78	3	𝑃𝑃	PERSON
cjfa-34397	78	4	𝑡𝑡 𝑡 1	ORG
cjfa-34397	79	1	91-day	DATE
cjfa-34397	79	2	monthly	DATE
cjfa-34397	81	1	mta	ORG
cjfa-34397	86	1	3	CARDINAL
cjfa-34397	86	2	jensen	PERSON
cjfa-34397	86	3	mta	ORG
cjfa-34397	87	1	1	CARDINAL
cjfa-34397	87	2	rt	ORG
cjfa-34397	87	3	1	CARDINAL
cjfa-34397	88	1	mta	ORG
cjfa-34397	89	1	mta	ORG
cjfa-34397	89	2	monthly	DATE
cjfa-34397	89	3	1	CARDINAL
cjfa-34397	89	4	𝑁𝑁𝑁𝑁𝑁𝑁	GPE
cjfa-34397	89	5	𝑁𝑁𝑁𝑁𝑁𝑁	GPE
cjfa-34397	91	1	2	CARDINAL
cjfa-34397	91	2	𝑃𝑃	PERSON
cjfa-34397	91	3	𝑃𝑃	PERSON
cjfa-34397	91	4	𝑡𝑡 𝑡 1	ORG
cjfa-34397	92	1	91-day	DATE
cjfa-34397	92	2	monthly	DATE
cjfa-34397	94	1	mta	ORG
cjfa-34397	99	1	3	CARDINAL
cjfa-34397	99	2	jensen	PERSON
cjfa-34397	99	3	mta	ORG
cjfa-34397	100	1	2	CARDINAL
cjfa-34397	100	2	rm	GPE
cjfa-34397	101	1	1	CARDINAL
cjfa-34397	102	1	91- day	DATE
cjfa-34397	102	2	monthly	DATE
cjfa-34397	104	1	mta	ORG
cjfa-34397	108	1	mta	ORG
cjfa-34397	109	1	mta	ORG
cjfa-34397	109	2	monthly	DATE
cjfa-34397	109	3	1	CARDINAL
cjfa-34397	109	4	𝑁𝑁𝑁𝑁𝑁𝑁	GPE
cjfa-34397	109	5	𝑁𝑁𝑁𝑁𝑁𝑁	GPE
cjfa-34397	111	1	2	CARDINAL
cjfa-34397	111	2	𝑃𝑃	PERSON
cjfa-34397	111	3	𝑃𝑃	PERSON
cjfa-34397	111	4	𝑡𝑡 𝑡 1	ORG
cjfa-34397	112	1	91-day	DATE
cjfa-34397	112	2	monthly	DATE
cjfa-34397	114	1	mta	ORG
cjfa-34397	119	1	3	CARDINAL
cjfa-34397	119	2	jensen	PERSON
cjfa-34397	119	3	mta	ORG
cjfa-34397	120	1	3	CARDINAL
cjfa-34397	120	2	α jensen	PERSON
cjfa-34397	122	1	s. mohanasundaram92	PERSON
cjfa-34397	122	2	mta	ORG
cjfa-34397	130	1	4	CARDINAL
cjfa-34397	130	2	3	CARDINAL
cjfa-34397	130	3	1	CARDINAL
cjfa-34397	130	4	0	CARDINAL
cjfa-34397	132	1	mta	ORG
cjfa-34397	132	2	ferson & warther, 1996	ORG
cjfa-34397	136	1	six	CARDINAL
cjfa-34397	137	1	pesaran & timmermann	ORG
cjfa-34397	137	2	1995	DATE
cjfa-34397	138	1	4	CARDINAL
cjfa-34397	138	2	3	CARDINAL
cjfa-34397	138	3	1	CARDINAL
cjfa-34397	138	4	0	CARDINAL
cjfa-34397	141	1	mta	ORG
cjfa-34397	141	2	ferson & warther, 1996	ORG
cjfa-34397	145	1	six	CARDINAL
cjfa-34397	146	1	pesaran & timmermann	ORG
cjfa-34397	146	2	1995	DATE
cjfa-34397	148	1	5	CARDINAL
cjfa-34397	148	2	6	CARDINAL
cjfa-34397	148	3	3	CARDINAL
cjfa-34397	148	4	91day	CARDINAL
cjfa-34397	148	5	treasury	ORG
cjfa-34397	148	6	500	CARDINAL
cjfa-34397	149	1	1	CARDINAL
cjfa-34397	150	1	1	CARDINAL
cjfa-34397	151	1	mazuy	PERSON
cjfa-34397	151	2	131	CARDINAL
cjfa-34397	151	3	52	CARDINAL
cjfa-34397	151	4	37	CARDINAL
cjfa-34397	151	5	118	CARDINAL
cjfa-34397	151	6	50	CARDINAL
cjfa-34397	151	7	henriksson & merton	ORG
cjfa-34397	151	8	133	CARDINAL
cjfa-34397	151	9	75	CARDINAL
cjfa-34397	151	10	35	CARDINAL
cjfa-34397	151	11	120	CARDINAL
cjfa-34397	152	1	171	CARDINAL
cjfa-34397	152	2	79	CARDINAL
cjfa-34397	152	3	0.05	CARDINAL
cjfa-34397	152	4	γ estimate	ORG
cjfa-34397	152	5	46 per cent	MONEY
cjfa-34397	153	1	only three	CARDINAL
cjfa-34397	153	2	mta	ORG
cjfa-34397	154	1	5	CARDINAL
cjfa-34397	155	1	93	CARDINAL
cjfa-34397	155	2	5	CARDINAL
cjfa-34397	155	3	6	CARDINAL
cjfa-34397	155	4	3	CARDINAL
cjfa-34397	155	5	91day	CARDINAL
cjfa-34397	155	6	treasury	ORG
cjfa-34397	155	7	500	CARDINAL
cjfa-34397	156	1	1	CARDINAL
cjfa-34397	157	1	1	CARDINAL
cjfa-34397	158	1	mazuy	PERSON
cjfa-34397	158	2	131	CARDINAL
cjfa-34397	158	3	52	CARDINAL
cjfa-34397	158	4	37	CARDINAL
cjfa-34397	158	5	118	CARDINAL
cjfa-34397	158	6	50	CARDINAL
cjfa-34397	158	7	henriksson & merton	ORG
cjfa-34397	158	8	133	CARDINAL
cjfa-34397	158	9	75	CARDINAL
cjfa-34397	158	10	35	CARDINAL
cjfa-34397	158	11	120	CARDINAL
cjfa-34397	159	1	171	CARDINAL
cjfa-34397	159	2	79	CARDINAL
cjfa-34397	159	3	0.05	CARDINAL
cjfa-34397	159	4	γ estimate	ORG
cjfa-34397	159	5	46 per cent	MONEY
cjfa-34397	160	1	only three	CARDINAL
cjfa-34397	160	2	mta	ORG
cjfa-34397	161	1	6	CARDINAL
cjfa-34397	161	2	5	CARDINAL
cjfa-34397	161	3	6	CARDINAL
cjfa-34397	161	4	3	CARDINAL
cjfa-34397	161	5	tbt–1	GPE
cjfa-34397	161	6	91-day	DATE
cjfa-34397	161	7	treasury	ORG
cjfa-34397	161	8	dyt–1	DATE
cjfa-34397	161	9	500	CARDINAL
cjfa-34397	161	10	tst–1	GPE
cjfa-34397	162	1	1	CARDINAL
cjfa-34397	163	1	1	CARDINAL
cjfa-34397	164	1	mazuy	PERSON
cjfa-34397	164	2	131	CARDINAL
cjfa-34397	164	3	52	CARDINAL
cjfa-34397	164	4	37	CARDINAL
cjfa-34397	164	5	118	CARDINAL
cjfa-34397	164	6	50	CARDINAL
cjfa-34397	164	7	henriksson & merton	ORG
cjfa-34397	164	8	133	CARDINAL
cjfa-34397	164	9	75	CARDINAL
cjfa-34397	164	10	35	CARDINAL
cjfa-34397	164	11	120	CARDINAL
cjfa-34397	164	12	o	DATE
cjfa-34397	165	1	171	CARDINAL
cjfa-34397	165	2	79	CARDINAL
cjfa-34397	165	3	0.05	CARDINAL
cjfa-34397	165	4	γ estimate	ORG
cjfa-34397	165	5	46 per cent	MONEY
cjfa-34397	166	1	only three	CARDINAL
cjfa-34397	166	2	mta	ORG
cjfa-34397	167	1	s. mohanasundaram94 the	ORG
cjfa-34397	167	2	67	CARDINAL
cjfa-34397	167	3	0.05	CARDINAL
cjfa-34397	167	4	γ estimate	ORG
cjfa-34397	167	5	39 per cent	MONEY
cjfa-34397	168	1	only three	CARDINAL
cjfa-34397	170	1	75	CARDINAL
cjfa-34397	170	2	44 per cent	MONEY
cjfa-34397	170	3	0.05	CARDINAL
cjfa-34397	170	4	only three	CARDINAL
cjfa-34397	171	1	65	CARDINAL
cjfa-34397	171	2	38 per cent	MONEY
cjfa-34397	171	3	only three	CARDINAL
cjfa-34397	173	1	2	CARDINAL
cjfa-34397	173	2	the γ estimate	ORG
cjfa-34397	173	3	four	CARDINAL
cjfa-34397	174	1	2	CARDINAL
cjfa-34397	175	1	max	PERSON
cjfa-34397	176	1	s.e. treynor	ORG
cjfa-34397	176	2	mazuy	PERSON
cjfa-34397	176	3	0.3782 0.4652	MONEY
cjfa-34397	176	4	0.0411	MONEY
cjfa-34397	176	5	0.5133 0.8335 0.5899 -1.8898 2.4125	MONEY
cjfa-34397	176	6	0.1109 0.1120	PRODUCT
cjfa-34397	176	7	0.4915 0.8103	PRODUCT
cjfa-34397	177	1	2.4140 0.0716	CARDINAL
cjfa-34397	177	2	o	DATE
cjfa-34397	178	1	95	CARDINAL
cjfa-34397	180	1	above 50 percent	PERCENT
cjfa-34397	183	1	3	CARDINAL
cjfa-34397	183	2	1000	CARDINAL
cjfa-34397	184	1	3	CARDINAL
cjfa-34397	184	2	γ estimate bootstrap	ORG
cjfa-34397	184	3	s.e. bca interval treynor	GPE
cjfa-34397	184	4	mazuy	PERSON
cjfa-34397	184	5	0.3792 0.00104 0.0410	MONEY
cjfa-34397	184	6	0.3034	CARDINAL
cjfa-34397	184	7	0.4623	ORG
cjfa-34397	184	8	0.5135 0.00020	MONEY
cjfa-34397	185	1	0.0734	MONEY
cjfa-34397	185	2	0.3708	ORG
cjfa-34397	185	3	0.6568) henriksson & merton	ORG
cjfa-34397	185	4	0.0914	CARDINAL
cjfa-34397	185	5	0.1285	GPE
cjfa-34397	185	6	0.4916 0.00006 0.0708	PRODUCT
cjfa-34397	185	7	0.3530	CARDINAL
cjfa-34397	185	8	0.6240	CARDINAL
cjfa-34397	185	9	o	DATE
cjfa-34397	186	1	four	CARDINAL
cjfa-34397	189	1	1000	CARDINAL
cjfa-34397	189	2	four	CARDINAL
cjfa-34397	189	3	1	CARDINAL
cjfa-34397	190	1	v. veeravel	PERSON
cjfa-34397	190	2	s. mohanasundaram96	PERSON
cjfa-34397	190	3	1	CARDINAL
cjfa-34397	190	4	γ estimate percent	ORG
cjfa-34397	193	1	3	CARDINAL
cjfa-34397	193	2	1000	CARDINAL
cjfa-34397	194	1	3	CARDINAL
cjfa-34397	194	2	γ estimate bootstrap	ORG
cjfa-34397	194	3	s.e. bca interval treynor	GPE
cjfa-34397	194	4	mazuy	PERSON
cjfa-34397	194	5	0.3792 0.00104 0.0410	MONEY
cjfa-34397	194	6	0.3034	CARDINAL
cjfa-34397	194	7	0.4623	ORG
cjfa-34397	194	8	0.5135 0.00020	MONEY
cjfa-34397	195	1	0.0734	MONEY
cjfa-34397	195	2	0.3708	ORG
cjfa-34397	195	3	0.6568) henriksson & merton	ORG
cjfa-34397	195	4	0.0914	CARDINAL
cjfa-34397	195	5	0.1285	GPE
cjfa-34397	195	6	0.4916 0.00006 0.0708	PRODUCT
cjfa-34397	195	7	0.3530	CARDINAL
cjfa-34397	195	8	0.6240	CARDINAL
cjfa-34397	196	1	1	CARDINAL
cjfa-34397	196	2	r. s	PERSON
cjfa-34397	196	3	o	DATE
cjfa-34397	196	4	r.	NORP
cjfa-34397	196	5	mta	ORG
cjfa-34397	196	6	january, 2000	DATE
cjfa-34397	196	7	december	DATE
cjfa-34397	196	8	2019	DATE
cjfa-34397	198	1	mta	ORG
cjfa-34397	199	1	around 46 percent	PERCENT
cjfa-34397	199	2	39 percent	PERCENT
cjfa-34397	199	3	mta	ORG
cjfa-34397	200	1	chang	PERSON
cjfa-34397	200	2	1984	DATE
cjfa-34397	200	3	mandal	PERSON
cjfa-34397	200	4	2014	DATE
cjfa-34397	200	5	ingersoll jr	PERSON
cjfa-34397	200	6	ivkovic	PERSON
cjfa-34397	200	7	2000	DATE
cjfa-34397	200	8	henriksson	PERSON
cjfa-34397	200	9	1981	DATE
cjfa-34397	200	10	2008	DATE
cjfa-34397	200	11	mazuy	PERSON
cjfa-34397	200	12	1966	DATE
cjfa-34397	200	13	2006	DATE
cjfa-34397	201	1	44 percent	PERCENT
cjfa-34397	201	2	38 percent	PERCENT
cjfa-34397	201	3	97	CARDINAL
cjfa-34397	201	4	mta	ORG
cjfa-34397	203	1	becker et al	PERSON
cjfa-34397	204	1	1999	DATE
cjfa-34397	204	2	dhar	PERSON
cjfa-34397	204	3	mandal	PERSON
cjfa-34397	204	4	2014	DATE
cjfa-34397	204	5	elton et al	PERSON
cjfa-34397	205	1	2012	DATE
cjfa-34397	206	1	mta	ORG
cjfa-34397	207	1	becker et al.	PERSON
cjfa-34397	207	2	1999	DATE
cjfa-34397	207	3	deb et al.	ORG
cjfa-34397	207	4	2007	DATE
cjfa-34397	207	5	dhar & mandal	ORG
cjfa-34397	207	6	2014	DATE
cjfa-34397	207	7	ferson & warther, 1996	ORG
cjfa-34397	208	1	india	GPE
cjfa-34397	208	2	mta	ORG
cjfa-34397	209	1	mta	ORG
cjfa-34397	212	1	mta	ORG
cjfa-34397	212	2	india	GPE
cjfa-34397	214	1	2020	DATE
cjfa-34397	215	1	india	GPE
cjfa-34397	216	1	bandi	ORG
cjfa-34397	216	2	s., & gupta	ORG
cjfa-34397	216	3	2019	DATE
cjfa-34397	217	1	indian	NORP
cjfa-34397	218	1	delhi business review	ORG
cjfa-34397	218	2	20(2	CARDINAL
cjfa-34397	218	3	67	CARDINAL
cjfa-34397	220	1	becker	PERSON
cjfa-34397	220	2	c.	PERSON
cjfa-34397	220	3	w.	GPE
cjfa-34397	220	4	myers	GPE
cjfa-34397	220	5	d.h.	GPE
cjfa-34397	220	6	m.j.	PERSON
cjfa-34397	220	7	1999	DATE
cjfa-34397	222	1	journal of financial economics	ORG
cjfa-34397	222	2	119	CARDINAL
cjfa-34397	223	1	http://dx.doi	PERSON
cjfa-34397	224	1	org/10.1016	PERSON
cjfa-34397	224	2	405x(99)00006-9	DATE
cjfa-34397	225	1	j.a.	GPE
cjfa-34397	225	2	2001	DATE
cjfa-34397	227	1	the journal of finance finance	ORG
cjfa-34397	227	2	56(3	CARDINAL
cjfa-34397	227	3	1075-1094	CARDINAL
cjfa-34397	228	1	n., & pool	ORG
cjfa-34397	228	2	v.k.	GPE
cjfa-34397	228	3	2008	DATE
cjfa-34397	230	1	the journal of financial and	ORG
cjfa-34397	230	2	43(2	CARDINAL
cjfa-34397	230	3	267	CARDINAL
cjfa-34397	231	1	http://dx.doi	PERSON
cjfa-34397	233	1	carhart	ORG
cjfa-34397	233	2	m.m.	GPE
cjfa-34397	233	3	1997	DATE
cjfa-34397	235	1	57	CARDINAL
cjfa-34397	237	1	chang	PERSON
cjfa-34397	237	2	e.c.	GPE
cjfa-34397	237	3	w.g.	GPE
cjfa-34397	237	4	1984	DATE
cjfa-34397	239	1	the journal of business	ORG
cjfa-34397	239	2	57(1	DATE
cjfa-34397	239	3	57-72	DATE
cjfa-34397	241	1	chen	PERSON
cjfa-34397	241	2	b.	PERSON
cjfa-34397	241	3	2007	DATE
cjfa-34397	243	1	827	CARDINAL
cjfa-34397	245	1	v. veeravel	PERSON
cjfa-34397	245	2	s. mohanasundaram98 chopra	PERSON
cjfa-34397	245	3	m.p.	GPE
cjfa-34397	245	4	2011	DATE
cjfa-34397	246	1	indian	NORP
cjfa-34397	247	1	iup journal	ORG
cjfa-34397	247	2	78-88	DATE
cjfa-34397	248	1	christensen	PERSON
cjfa-34397	248	2	m. (	PERSON
cjfa-34397	248	3	2005	DATE
cjfa-34397	249	1	danish	NORP
cjfa-34397	252	1	cuthbertson	PERSON
cjfa-34397	252	2	k., & nitzsche	ORG
cjfa-34397	252	3	2013	DATE
cjfa-34397	253	1	german	NORP
cjfa-34397	254	1	21(1	CARDINAL
cjfa-34397	254	2	86101	DATE
cjfa-34397	255	1	deb	ORG
cjfa-34397	255	2	s.g.	GPE
cjfa-34397	255	3	2019	CARDINAL
cjfa-34397	256	1	indian	NORP
cjfa-34397	257	1	iimb management review	ORG
cjfa-34397	257	2	31(2	CARDINAL
cjfa-34397	257	3	145	CARDINAL
cjfa-34397	258	1	http://dx.doi	PERSON
cjfa-34397	259	1	org/10.1016/j.iimb.2019.03.014	FAC
cjfa-34397	260	1	deb	ORG
cjfa-34397	260	2	s.g.	GPE
cjfa-34397	260	3	banerjee	GPE
cjfa-34397	260	4	a., & chakrabarti	ORG
cjfa-34397	260	5	2007	DATE
cjfa-34397	261	1	india	GPE
cjfa-34397	262	1	vikalpa	PERSON
cjfa-34397	262	2	32(2	CARDINAL
cjfa-34397	262	3	39	CARDINAL
cjfa-34397	264	1	dhar	PERSON
cjfa-34397	264	2	j., & mandal	ORG
cjfa-34397	264	3	k.	PERSON
cjfa-34397	264	4	2014	DATE
cjfa-34397	265	1	indian	NORP
cjfa-34397	266	1	41(3	PERSON
cjfa-34397	266	2	299	CARDINAL
cjfa-34397	268	1	elton	PERSON
cjfa-34397	268	2	e.j.	GPE
cjfa-34397	268	3	gruber	PERSON
cjfa-34397	268	4	m.j.	ORG
cjfa-34397	268	5	c.r.	GPE
cjfa-34397	268	6	2012	DATE
cjfa-34397	269	1	monthly	DATE
cjfa-34397	270	1	16(3	CARDINAL
cjfa-34397	270	2	619	CARDINAL
cjfa-34397	271	1	http://dx.doi	PERSON
cjfa-34397	272	1	org/10.1093	PERSON
cjfa-34397	273	1	fama	ORG
cjfa-34397	273	2	f., & french	ORG
cjfa-34397	273	3	r.	GPE
cjfa-34397	273	4	1993	DATE
cjfa-34397	275	1	journal of financial economics	ORG
cjfa-34397	275	2	33(1	CARDINAL
cjfa-34397	275	3	3-56	CARDINAL
cjfa-34397	276	1	ferson	ORG
cjfa-34397	276	2	w.e.	GPE
cjfa-34397	276	3	r.w.	GPE
cjfa-34397	276	4	1996	DATE
cjfa-34397	278	1	51(2	CARDINAL
cjfa-34397	278	2	425	CARDINAL
cjfa-34397	279	1	ferson	ORG
cjfa-34397	279	2	w.e.	GPE
cjfa-34397	279	3	v.a.	GPE
cjfa-34397	279	4	1996	DATE
cjfa-34397	281	1	52(6	CARDINAL
cjfa-34397	281	2	20-28	CARDINAL
cjfa-34397	282	1	fletcher	PERSON
cjfa-34397	282	2	j. (	ORG
cjfa-34397	282	3	1995	DATE
cjfa-34397	284	1	journal of business finance & accounting	ORG
cjfa-34397	284	2	22(1	CARDINAL
cjfa-34397	284	3	143	CARDINAL
cjfa-34397	285	1	w.n.	GPE
cjfa-34397	285	2	ingersoll jr	PERSON
cjfa-34397	285	3	j.e.	GPE
cjfa-34397	285	4	ivkovic	PERSON
cjfa-34397	285	5	z.	PERSON
cjfa-34397	285	6	2000	DATE
cjfa-34397	286	1	monthly	DATE
cjfa-34397	286	2	daily	DATE
cjfa-34397	287	1	the journal of financial and	ORG
cjfa-34397	287	2	35(3	CARDINAL
cjfa-34397	287	3	257	CARDINAL
cjfa-34397	288	1	http:// dx.doi.org/10.2307/2676204	PERSON
cjfa-34397	289	1	grinblatt	PERSON
cjfa-34397	289	2	m., & titman	ORG
cjfa-34397	289	3	s.	PERSON
cjfa-34397	289	4	1989	DATE
cjfa-34397	290	1	quarterly	DATE
cjfa-34397	291	1	the journal of business	ORG
cjfa-34397	291	2	62(3	CARDINAL
cjfa-34397	291	3	393	CARDINAL
cjfa-34397	292	1	http://dx.doi	PERSON
cjfa-34397	293	1	org/10.1086/296468	GPE
cjfa-34397	294	1	henriksson	GPE
cjfa-34397	294	2	r.d.	GPE
cjfa-34397	294	3	r.c.	PERSON
cjfa-34397	294	4	1981	DATE
cjfa-34397	298	1	the journal of business	ORG
cjfa-34397	298	2	54(4	CARDINAL
cjfa-34397	298	3	513	CARDINAL
cjfa-34397	299	1	ippolito	PERSON
cjfa-34397	299	2	r.a.	PERSON
cjfa-34397	299	3	1986	DATE
cjfa-34397	300	1	1965-1984	DATE
cjfa-34397	301	1	quarterly	DATE
cjfa-34397	301	2	104(1	TIME
cjfa-34397	301	3	1-23	CARDINAL
cjfa-34397	302	1	http://dx.doi	PERSON
cjfa-34397	304	1	99	CARDINAL
cjfa-34397	304	2	r., & korajczyk	ORG
cjfa-34397	304	3	r.a.	PERSON
cjfa-34397	304	4	1986	DATE
cjfa-34397	306	1	the journal of business	ORG
cjfa-34397	306	2	217	CARDINAL
cjfa-34397	306	3	http://dx.doi	PERSON
cjfa-34397	308	1	jensen	PERSON
cjfa-34397	308	2	m.c.	PERSON
cjfa-34397	308	3	1968	DATE
cjfa-34397	309	1	the period 1945-1964	DATE
cjfa-34397	310	1	23(2	CARDINAL
cjfa-34397	310	2	389	CARDINAL
cjfa-34397	312	1	jiang	PERSON
cjfa-34397	312	2	w.	PERSON
cjfa-34397	312	3	2003	DATE
cjfa-34397	314	1	399	CARDINAL
cjfa-34397	316	1	kon	PERSON
cjfa-34397	316	2	s.j.	GPE
cjfa-34397	316	3	f.c.	GPE
cjfa-34397	316	4	1979	DATE
cjfa-34397	318	1	the journal of business	ORG
cjfa-34397	318	2	263	CARDINAL
cjfa-34397	319	1	lee	PERSON
cjfa-34397	319	2	s.	PERSON
cjfa-34397	319	3	1990	DATE
cjfa-34397	321	1	the journal of business	ORG
cjfa-34397	321	2	63(2	CARDINAL
cjfa-34397	321	3	261	CARDINAL
cjfa-34397	322	1	http:// dx.doi.org/10.1086/296505	DATE
cjfa-34397	323	1	d., & priyan	ORG
cjfa-34397	323	2	p.k.	GPE
cjfa-34397	323	3	2018	DATE
cjfa-34397	324	1	india	GPE
cjfa-34397	325	1	iimb management review	ORG
cjfa-34397	325	2	30	CARDINAL
cjfa-34397	325	3	219	CARDINAL
cjfa-34397	327	1	pesaran	GPE
cjfa-34397	327	2	m.h.	GPE
cjfa-34397	327	3	a. (1995	ORG
cjfa-34397	329	1	1201	CARDINAL
cjfa-34397	330	1	http://dx.doi	PERSON
cjfa-34397	332	1	sehgal	GPE
cjfa-34397	332	2	s., & babbar	ORG
cjfa-34397	332	3	s.	PERSON
cjfa-34397	332	4	2017	CARDINAL
cjfa-34397	333	1	indian	NORP
cjfa-34397	334	1	222250	DATE
cjfa-34397	336	1	s., & jhanwar	ORG
cjfa-34397	336	2	2008	DATE
cjfa-34397	337	1	india	GPE
cjfa-34397	338	1	international research journal	ORG
cjfa-34397	338	2	307	CARDINAL
cjfa-34397	339	1	sharpe	PERSON
cjfa-34397	339	2	w.f.	PERSON
cjfa-34397	339	3	1966	DATE
cjfa-34397	341	1	the journal of business	ORG
cjfa-34397	341	2	39(1	CARDINAL
cjfa-34397	341	3	119	CARDINAL
cjfa-34397	342	1	treynor	PERSON
cjfa-34397	342	2	j.l.	GPE
cjfa-34397	342	3	1965	DATE
cjfa-34397	344	1	harvard business review	ORG
cjfa-34397	344	2	43	CARDINAL
cjfa-34397	344	3	63	CARDINAL
cjfa-34397	345	1	treynor	PERSON
cjfa-34397	345	2	j. l.	PERSON
cjfa-34397	345	3	1966	DATE
cjfa-34397	347	1	harvard business review	ORG
cjfa-34397	347	2	4	CARDINAL
cjfa-34397	347	3	131	CARDINAL
cjfa-34397	348	1	n.p.	GPE
cjfa-34397	348	2	2005	DATE
cjfa-34397	349	1	indian	NORP
cjfa-34397	350	1	delhi business review	ORG
cjfa-34397	350	2	6(2	CARDINAL
cjfa-34397	350	3	19	CARDINAL
cjfa-34397	351	1	n.p.	GPE
cjfa-34397	351	2	2006	DATE
cjfa-34397	353	1	vilakshan, ximb journal of management	ORG
cjfa-34397	353	2	127	CARDINAL
