id	sid	eid	entity	type
cjfa-8204	1	1	copernican journal of finance & accounting e-issn 2300-3065	ORG
cjfa-8204	1	2	2300-12402015	DATE
cjfa-8204	1	3	4	CARDINAL
cjfa-8204	1	4	2 date	DATE
cjfa-8204	1	5	june 25, 2015	DATE
cjfa-8204	1	6	october 8, 2015	DATE
cjfa-8204	2	1	poznań university of economics	ORG
cjfa-8204	2	2	al	PERSON
cjfa-8204	3	1	10	CARDINAL
cjfa-8204	3	2	61	CARDINAL
cjfa-8204	3	3	poland	GPE
cjfa-8204	4	1	zaremba a.	PERSON
cjfa-8204	4	2	2015	CARDINAL
cjfa-8204	5	1	january	DATE
cjfa-8204	6	1	copernican journal of finance & accounting	ORG
cjfa-8204	6	2	4(2	CARDINAL
cjfa-8204	6	3	195–209	CARDINAL
cjfa-8204	7	1	http://dx.doi	PERSON
cjfa-8204	8	1	adam zaremba* poznań university of economics	PERSON
cjfa-8204	8	2	january	DATE
cjfa-8204	8	3	january	DATE
cjfa-8204	9	1	j e l	PERSON
cjfa-8204	9	2	g14	GPE
cjfa-8204	11	1	eight	CARDINAL
cjfa-8204	11	2	78	CARDINAL
cjfa-8204	11	3	1995-2015	DATE
cjfa-8204	13	1	the last 20 years	DATE
cjfa-8204	13	2	january	DATE
cjfa-8204	13	3	december	DATE
cjfa-8204	14	1	december	DATE
cjfa-8204	14	2	january	DATE
cjfa-8204	15	1	january	DATE
cjfa-8204	16	1	adam zaremba	PERSON
cjfa-8204	17	1	january	DATE
cjfa-8204	17	2	january	DATE
cjfa-8204	18	1	rozeff	ORG
cjfa-8204	18	2	kinney 1976	PERSON
cjfa-8204	18	3	only two	CARDINAL
cjfa-8204	19	1	the end of the year	DATE
cjfa-8204	19	2	january	DATE
cjfa-8204	19	3	chen	PERSON
cjfa-8204	19	4	2004	DATE
cjfa-8204	20	1	second	ORDINAL
cjfa-8204	20	2	the end of december	DATE
cjfa-8204	21	1	haugen	ORG
cjfa-8204	21	2	1988	DATE
cjfa-8204	21	3	lakonishok et al	PERSON
cjfa-8204	21	4	1991	DATE
cjfa-8204	22	1	december	DATE
cjfa-8204	22	2	the beginning of the year	DATE
cjfa-8204	23	1	two	CARDINAL
cjfa-8204	25	1	3-12 months	DATE
cjfa-8204	26	1	2013	DATE
cjfa-8204	27	1	january	DATE
cjfa-8204	27	2	december	DATE
cjfa-8204	27	3	january	DATE
cjfa-8204	28	1	december	DATE
cjfa-8204	28	2	the beginning of the year	DATE
cjfa-8204	29	1	the end of the year	DATE
cjfa-8204	29	2	january	DATE
cjfa-8204	30	1	the last month of the year	DATE
cjfa-8204	30	2	january	DATE
cjfa-8204	32	1	davis	PERSON
cjfa-8204	32	2	1994	DATE
cjfa-8204	32	3	1997	DATE
cjfa-8204	32	4	january	DATE
cjfa-8204	32	5	2012	DATE
cjfa-8204	32	6	2012	DATE
cjfa-8204	32	7	december	DATE
cjfa-8204	32	8	january	DATE
cjfa-8204	33	1	january	DATE
cjfa-8204	33	2	197	CARDINAL
cjfa-8204	35	1	1997	DATE
cjfa-8204	35	2	kim 2012	PERSON
cjfa-8204	36	1	the past 12 months	DATE
cjfa-8204	36	2	bhojraj	ORG
cjfa-8204	36	3	wu 2006	PERSON
cjfa-8204	37	1	year	DATE
cjfa-8204	42	1	january	DATE
cjfa-8204	44	1	january	DATE
cjfa-8204	44	2	december	DATE
cjfa-8204	44	3	december	DATE
cjfa-8204	44	4	january	DATE
cjfa-8204	45	1	december	DATE
cjfa-8204	45	2	january	DATE
cjfa-8204	45	3	december	DATE
cjfa-8204	45	4	january	DATE
cjfa-8204	47	1	first	ORDINAL
cjfa-8204	48	1	second	ORDINAL
cjfa-8204	49	1	adam zaremba198	PERSON
cjfa-8204	50	1	jacobs	PERSON
cjfa-8204	50	2	2015	DATE
cjfa-8204	50	3	100	CARDINAL
cjfa-8204	50	4	one	CARDINAL
cjfa-8204	53	1	the last years	DATE
cjfa-8204	55	1	eight	CARDINAL
cjfa-8204	55	2	78	CARDINAL
cjfa-8204	55	3	1995-2015	DATE
cjfa-8204	56	1	first	ORDINAL
cjfa-8204	58	1	the last 20 years	DATE
cjfa-8204	58	2	january	DATE
cjfa-8204	58	3	december	DATE
cjfa-8204	59	1	december	DATE
cjfa-8204	59	2	january	DATE
cjfa-8204	64	1	two	CARDINAL
cjfa-8204	64	2	1	CARDINAL
cjfa-8204	64	3	2	CARDINAL
cjfa-8204	64	4	january	DATE
cjfa-8204	64	5	december	DATE
cjfa-8204	65	1	first	ORDINAL
cjfa-8204	67	1	january	DATE
cjfa-8204	67	2	199	CARDINAL
cjfa-8204	67	3	msci international stock market	ORG
cjfa-8204	67	4	78	CARDINAL
cjfa-8204	67	5	msci venezuela)1.	PERSON
cjfa-8204	68	1	monthly	DATE
cjfa-8204	68	2	the period june 1995	DATE
cjfa-8204	68	3	2015	DATE
cjfa-8204	68	4	bloomberg	ORG
cjfa-8204	71	1	month	DATE
cjfa-8204	71	2	month	DATE
cjfa-8204	71	3	the end of month	DATE
cjfa-8204	71	4	t-1.	ORG
cjfa-8204	72	1	us$	GPE
cjfa-8204	73	1	us$	ORG
cjfa-8204	73	2	1-month	DATE
cjfa-8204	74	1	first	ORDINAL
cjfa-8204	74	2	zero	CARDINAL
cjfa-8204	74	3	two	CARDINAL
cjfa-8204	75	1	first	ORDINAL
cjfa-8204	76	1	rosenberg et al	PERSON
cjfa-8204	76	2	1985	DATE
cjfa-8204	76	3	basu 1983	ORG
cjfa-8204	76	4	1979	DATE
cjfa-8204	77	1	1997	DATE
cjfa-8204	77	2	kim 2012	PERSON
cjfa-8204	78	1	four	CARDINAL
cjfa-8204	78	2	2015b	DATE
cjfa-8204	79	1	australia	GPE
cjfa-8204	79	2	austria	GPE
cjfa-8204	79	3	bahrain	GPE
cjfa-8204	79	4	bangladesh	GPE
cjfa-8204	79	5	belgium	GPE
cjfa-8204	79	6	brazil	GPE
cjfa-8204	79	7	bulgaria	GPE
cjfa-8204	79	8	canada	GPE
cjfa-8204	79	9	chile	GPE
cjfa-8204	79	10	china	GPE
cjfa-8204	79	11	colombia	GPE
cjfa-8204	79	12	croatia	GPE
cjfa-8204	79	13	cyprus	GPE
cjfa-8204	79	14	czech republic	GPE
cjfa-8204	79	15	denmark	GPE
cjfa-8204	79	16	egypt	GPE
cjfa-8204	79	17	estonia	GPE
cjfa-8204	79	18	finland	GPE
cjfa-8204	79	19	france	GPE
cjfa-8204	79	20	germany	GPE
cjfa-8204	79	21	greece	GPE
cjfa-8204	79	22	hong kong	GPE
cjfa-8204	79	23	hungary	GPE
cjfa-8204	79	24	iceland	GPE
cjfa-8204	79	25	india	GPE
cjfa-8204	79	26	indonesia	GPE
cjfa-8204	79	27	ireland	GPE
cjfa-8204	79	28	israel	GPE
cjfa-8204	79	29	italy	GPE
cjfa-8204	79	30	japan	GPE
cjfa-8204	79	31	jordan	GPE
cjfa-8204	79	32	kazakhstan	GPE
cjfa-8204	79	33	kenya	GPE
cjfa-8204	79	34	kuwait	GPE
cjfa-8204	79	35	latvia	GPE
cjfa-8204	79	36	lebanon	GPE
cjfa-8204	79	37	lithuania	GPE
cjfa-8204	79	38	luxemburg	GPE
cjfa-8204	79	39	malaysia	GPE
cjfa-8204	79	40	malta	GPE
cjfa-8204	79	41	mexico	GPE
cjfa-8204	79	42	morocco	GPE
cjfa-8204	79	43	mauritius	GPE
cjfa-8204	79	44	netherlands	GPE
cjfa-8204	79	45	new zealand	GPE
cjfa-8204	79	46	nigeria	GPE
cjfa-8204	79	47	norway	GPE
cjfa-8204	79	48	oman	GPE
cjfa-8204	79	49	pakistan	GPE
cjfa-8204	79	50	peru	GPE
cjfa-8204	79	51	philippines	GPE
cjfa-8204	79	52	poland	GPE
cjfa-8204	79	53	portugal	GPE
cjfa-8204	79	54	qatar	GPE
cjfa-8204	79	55	romania	GPE
cjfa-8204	79	56	russia	GPE
cjfa-8204	79	57	serbia	GPE
cjfa-8204	79	58	saudi arabia	GPE
cjfa-8204	79	59	singapore	GPE
cjfa-8204	79	60	slovenia	GPE
cjfa-8204	79	61	south africa	GPE
cjfa-8204	79	62	south korea	GPE
cjfa-8204	79	63	spain	GPE
cjfa-8204	79	64	sri lanka	GPE
cjfa-8204	79	65	sweden	GPE
cjfa-8204	79	66	switzerland	GPE
cjfa-8204	79	67	taiwan	GPE
cjfa-8204	79	68	thailand	GPE
cjfa-8204	79	69	trinidad	GPE
cjfa-8204	79	70	tobago	GPE
cjfa-8204	79	71	tunisia	GPE
cjfa-8204	79	72	turkey	GPE
cjfa-8204	79	73	ukraine	GPE
cjfa-8204	79	74	united arab emirates	GPE
cjfa-8204	79	75	united kingdom	GPE
cjfa-8204	79	76	usa	GPE
cjfa-8204	79	77	venezuela	GPE
cjfa-8204	79	78	vietnam	GPE
cjfa-8204	80	1	msci	ORG
cjfa-8204	80	2	second	ORDINAL
cjfa-8204	80	3	third	ORDINAL
cjfa-8204	80	4	stoxx	GPE
cjfa-8204	81	1	adam zaremba200	PERSON
cjfa-8204	81	2	ev	ORG
cjfa-8204	83	1	three months	DATE
cjfa-8204	84	1	second	ORDINAL
cjfa-8204	85	1	1997	DATE
cjfa-8204	85	2	bhojraj	ORG
cjfa-8204	85	3	2006	DATE
cjfa-8204	85	4	wu	PERSON
cjfa-8204	85	5	2006	DATE
cjfa-8204	86	1	two	CARDINAL
cjfa-8204	87	1	first	ORDINAL
cjfa-8204	87	2	12-month	DATE
cjfa-8204	87	3	the most recent month	DATE
cjfa-8204	87	4	french 2008	EVENT
cjfa-8204	88	1	second	ORDINAL
cjfa-8204	88	2	novy-marx	PERSON
cjfa-8204	88	3	2012	DATE
cjfa-8204	89	1	1993	DATE
cjfa-8204	89	2	6-month	DATE
cjfa-8204	90	1	novy-marx	PERSON
cjfa-8204	90	2	2012	DATE
cjfa-8204	91	1	2015b	DATE
cjfa-8204	91	2	konieczka	PERSON
cjfa-8204	91	3	2015	DATE
cjfa-8204	92	1	zero	CARDINAL
cjfa-8204	93	1	first	ORDINAL
cjfa-8204	93	2	the end of each month	DATE
cjfa-8204	94	1	20th	ORDINAL
cjfa-8204	94	2	80th	ORDINAL
cjfa-8204	94	3	three	CARDINAL
cjfa-8204	96	1	zero	CARDINAL
cjfa-8204	96	2	100%	PERCENT
cjfa-8204	96	3	100%	PERCENT
cjfa-8204	97	1	two	CARDINAL
cjfa-8204	98	1	four	CARDINAL
cjfa-8204	99	1	konieczka	PERSON
cjfa-8204	99	2	2015	DATE
cjfa-8204	99	3	two	CARDINAL
cjfa-8204	100	1	first	ORDINAL
cjfa-8204	100	2	1964	DATE
cjfa-8204	101	1	january	DATE
cjfa-8204	101	2	201	CARDINAL
cjfa-8204	102	1	four	CARDINAL
cjfa-8204	102	2	1997	DATE
cjfa-8204	102	3	us	GPE
cjfa-8204	102	4	data2	ORG
cjfa-8204	104	1	january	DATE
cjfa-8204	104	2	december	DATE
cjfa-8204	105	1	two	CARDINAL
cjfa-8204	106	1	two	CARDINAL
cjfa-8204	106	2	months	DATE
cjfa-8204	106	3	0	CARDINAL
cjfa-8204	107	1	january	DATE
cjfa-8204	107	2	december	DATE
cjfa-8204	109	1		PERSON
cjfa-8204	109	2	1	CARDINAL
cjfa-8204	109	3	ri t	GPE
cjfa-8204	109	4	month	DATE
cjfa-8204	109	5	1 when month	DATE
cjfa-8204	109	6	january	DATE
cjfa-8204	109	7	december	DATE
cjfa-8204	109	8	0	CARDINAL
cjfa-8204	111	1	0	CARDINAL
cjfa-8204	111	2	paternoster et al	PERSON
cjfa-8204	112	1	1998	DATE
cjfa-8204	113	1	1	CARDINAL
cjfa-8204	114	1	0	CARDINAL
cjfa-8204	114	2	four	CARDINAL
cjfa-8204	117	1	0.86	CARDINAL
cjfa-8204	117	2	0.75	CARDINAL
cjfa-8204	117	3	0.58	CARDINAL
cjfa-8204	117	4	0.51	CARDINAL
cjfa-8204	119	1	two	CARDINAL
cjfa-8204	120	1	first	ORDINAL
cjfa-8204	120	2	zero	CARDINAL
cjfa-8204	120	3	0	CARDINAL
cjfa-8204	122	1	konieczka	PERSON
cjfa-8204	122	2	2015	DATE
cjfa-8204	125	1	2013	DATE
cjfa-8204	126	1	1	CARDINAL
cjfa-8204	127	1	zero	CARDINAL
cjfa-8204	128	1	st. dev	PERSON
cjfa-8204	129	1	st. dev	PERSON
cjfa-8204	131	1	0.32	CARDINAL
cjfa-8204	131	2	3.60 0.45 0.41 0.38	MONEY
cjfa-8204	131	3	1	CARDINAL
cjfa-8204	131	4	ri t	GPE
cjfa-8204	131	5	month	DATE
cjfa-8204	131	6	1 when month	DATE
cjfa-8204	131	7	january	DATE
cjfa-8204	131	8	december	DATE
cjfa-8204	131	9	0	CARDINAL
cjfa-8204	133	1	0	CARDINAL
cjfa-8204	133	2	paternoster et al	PERSON
cjfa-8204	134	1	1998	DATE
cjfa-8204	135	1	1	CARDINAL
cjfa-8204	136	1	0	CARDINAL
cjfa-8204	136	2	four	CARDINAL
cjfa-8204	137	1	andrea frazzini’s	PERSON
cjfa-8204	137	2	25 june	DATE
cjfa-8204	137	3	2015	DATE
cjfa-8204	139	1	3	CARDINAL
cjfa-8204	140	1	adam zaremba202	PERSON
cjfa-8204	142	1	0.86	CARDINAL
cjfa-8204	142	2	0.75	CARDINAL
cjfa-8204	142	3	0.58	CARDINAL
cjfa-8204	142	4	0.51	CARDINAL
cjfa-8204	144	1	two	CARDINAL
cjfa-8204	145	1	first	ORDINAL
cjfa-8204	145	2	zero	CARDINAL
cjfa-8204	145	3	0	CARDINAL
cjfa-8204	147	1	konieczka	PERSON
cjfa-8204	147	2	2015	DATE
cjfa-8204	150	1	2013	DATE
cjfa-8204	151	1	1	CARDINAL
cjfa-8204	152	1	zero	CARDINAL
cjfa-8204	153	1	st. dev	PERSON
cjfa-8204	155	1	0.32	CARDINAL
cjfa-8204	155	2	3.60 0.45 0.41 0.38	MONEY
cjfa-8204	155	3	1.47	CARDINAL
cjfa-8204	155	4	1.16	CARDINAL
cjfa-8204	155	5	0.97	CARDINAL
cjfa-8204	155	6	2.00	CARDINAL
cjfa-8204	155	7	1.60	CARDINAL
cjfa-8204	155	8	1.51	CARDINAL
cjfa-8204	155	9	0.96	CARDINAL
cjfa-8204	155	10	4.25	CARDINAL
cjfa-8204	155	11	0.88	CARDINAL
cjfa-8204	155	12	0.64	CARDINAL
cjfa-8204	155	13	3.94	CARDINAL
cjfa-8204	155	14	0.57 0.57	QUANTITY
cjfa-8204	155	15	0.53	CARDINAL
cjfa-8204	155	16	3.54	CARDINAL
cjfa-8204	155	17	3.51	CARDINAL
cjfa-8204	155	18	3.26	CARDINAL
cjfa-8204	155	19	2.27	CARDINAL
cjfa-8204	155	20	2.24	CARDINAL
cjfa-8204	155	21	2.04	CARDINAL
cjfa-8204	155	22	ebp 0.84	CARDINAL
cjfa-8204	155	23	4.08	CARDINAL
cjfa-8204	155	24	0.71 0.80	CARDINAL
cjfa-8204	155	25	0.70	CARDINAL
cjfa-8204	155	26	0.73	CARDINAL
cjfa-8204	155	27	4.21	CARDINAL
cjfa-8204	155	28	0.64	CARDINAL
cjfa-8204	155	29	0.56	CARDINAL
cjfa-8204	155	30	3.00	CARDINAL
cjfa-8204	155	31	3.12	CARDINAL
cjfa-8204	155	32	2.84	CARDINAL
cjfa-8204	155	33	2.20	CARDINAL
cjfa-8204	155	34	2.23	CARDINAL
cjfa-8204	155	35	2.05	CARDINAL
cjfa-8204	155	36	0.69	CARDINAL
cjfa-8204	155	37	3.90	CARDINAL
cjfa-8204	155	38	0.64	CARDINAL
cjfa-8204	155	39	0.58	CARDINAL
cjfa-8204	155	40	3.07 0.65 0.52	QUANTITY
cjfa-8204	156	1	0.47	CARDINAL
cjfa-8204	156	2	3.09	CARDINAL
cjfa-8204	156	3	2.64	CARDINAL
cjfa-8204	156	4	2.56	CARDINAL
cjfa-8204	156	5	3.15	CARDINAL
cjfa-8204	156	6	2.42	CARDINAL
cjfa-8204	156	7	2.25	CARDINAL
cjfa-8204	156	8	0.74	CARDINAL
cjfa-8204	156	9	2.99 0.86 0.72	QUANTITY
cjfa-8204	156	10	0.68	CARDINAL
cjfa-8204	156	11	0.63	CARDINAL
cjfa-8204	156	12	2.93	CARDINAL
cjfa-8204	156	13	0.75 0.55	QUANTITY
cjfa-8204	156	14	0.50	CARDINAL
cjfa-8204	156	15	3.83	CARDINAL
cjfa-8204	156	16	3.34	CARDINAL
cjfa-8204	156	17	2.98	CARDINAL
cjfa-8204	156	18	3.00	CARDINAL
cjfa-8204	156	19	2.89	CARDINAL
cjfa-8204	156	20	2.65	CARDINAL
cjfa-8204	156	21	january	DATE
cjfa-8204	156	22	203	CARDINAL
cjfa-8204	157	1	st. dev	PERSON
cjfa-8204	159	1	0.64	CARDINAL
cjfa-8204	159	2	4.71	CARDINAL
cjfa-8204	160	1	0.52	CARDINAL
cjfa-8204	160	2	0.44	CARDINAL
cjfa-8204	160	3	4.42 0.34 0.49 0.34	QUANTITY
cjfa-8204	160	4	1.96	CARDINAL
cjfa-8204	160	5	2.18	CARDINAL
cjfa-8204	160	6	1.82	CARDINAL
cjfa-8204	160	7	1.40	CARDINAL
cjfa-8204	160	8	1.55	CARDINAL
cjfa-8204	160	9	1.21	CARDINAL
cjfa-8204	160	10	0.74	CARDINAL
cjfa-8204	160	11	4.38 0.58 0.77	QUANTITY
cjfa-8204	161	1	0.63	CARDINAL
cjfa-8204	161	2	0.72	CARDINAL
cjfa-8204	161	3	4.42 0.57 0.77	QUANTITY
cjfa-8204	162	1	0.64	CARDINAL
cjfa-8204	162	2	2.52	CARDINAL
cjfa-8204	162	3	2.71	CARDINAL
cjfa-8204	162	4	2.20	CARDINAL
cjfa-8204	162	5	2.36	CARDINAL
cjfa-8204	162	6	2.53	CARDINAL
cjfa-8204	162	7	2.14	CARDINAL
cjfa-8204	162	8	0.70	CARDINAL
cjfa-8204	162	9	4.22 0.58 0.73	QUANTITY
cjfa-8204	163	1	0.59	CARDINAL
cjfa-8204	164	1	0.60	CARDINAL
cjfa-8204	164	2	4.06	CARDINAL
cjfa-8204	164	3	0.55	CARDINAL
cjfa-8204	164	4	2.51	CARDINAL
cjfa-8204	164	5	2.68	CARDINAL
cjfa-8204	164	6	2.15	CARDINAL
cjfa-8204	164	7	2.04	CARDINAL
cjfa-8204	164	8	2.15	CARDINAL
cjfa-8204	164	9	1.80	CARDINAL
cjfa-8204	164	10	zero	CARDINAL
cjfa-8204	165	1	two	CARDINAL
cjfa-8204	166	1	st.dev	PERSON
cjfa-8204	166	2	monthly	DATE
cjfa-8204	166	3	sr	ORG
cjfa-8204	166	4	us	GPE
cjfa-8204	166	5	four	CARDINAL
cjfa-8204	169	1	10%	PERCENT
cjfa-8204	170	1	0	CARDINAL
cjfa-8204	170	2	10%	PERCENT
cjfa-8204	170	3	5% and 1%	PERCENT
cjfa-8204	171	1	o	DATE
cjfa-8204	172	1	2	CARDINAL
cjfa-8204	172	2	monthly	DATE
cjfa-8204	172	3	zero	CARDINAL
cjfa-8204	172	4	three	CARDINAL
cjfa-8204	172	5	the year	DATE
cjfa-8204	172	6	december	DATE
cjfa-8204	172	7	the remaining months	DATE
cjfa-8204	173	1	first	ORDINAL
cjfa-8204	174	1	january	DATE
cjfa-8204	174	2	the 10 following months	DATE
cjfa-8204	174	3	december	DATE
cjfa-8204	175	1	the year	DATE
cjfa-8204	175	2	january	DATE
cjfa-8204	175	3	december	DATE
cjfa-8204	176	1	monthly	DATE
cjfa-8204	176	2	january	DATE
cjfa-8204	176	3	1.50%	PERCENT
cjfa-8204	176	4	0.71%	PERCENT
cjfa-8204	176	5	monthly	DATE
cjfa-8204	176	6	the year	DATE
cjfa-8204	176	7	only 0.31%	PERCENT
cjfa-8204	176	8	december	DATE
cjfa-8204	178	1	january	DATE
cjfa-8204	178	2	davis 1994, loughram 1997	ORG
cjfa-8204	179	1	january-december	DATE
cjfa-8204	179	2	adam zaremba204	PERSON
cjfa-8204	179	3	0	CARDINAL
cjfa-8204	183	1	december	DATE
cjfa-8204	183	2	other months	DATE
cjfa-8204	183	3	january	DATE
cjfa-8204	185	1	monthly	DATE
cjfa-8204	185	2	january	DATE
cjfa-8204	185	3	1.93%	PERCENT
cjfa-8204	185	4	december	DATE
cjfa-8204	185	5	only 0.33%	PERCENT
cjfa-8204	186	1	the remaining months	DATE
cjfa-8204	186	2	0.62%	PERCENT
cjfa-8204	187	1	2012	DATE
cjfa-8204	187	2	novy-marx	PERSON
cjfa-8204	187	3	2012	DATE
cjfa-8204	188	1	2	CARDINAL
cjfa-8204	189	1	monthly	DATE
cjfa-8204	189	2	ebp	CARDINAL
cjfa-8204	189	3	jan 0.46	DATE
cjfa-8204	189	4	0.26	CARDINAL
cjfa-8204	189	5	1.93	CARDINAL
cjfa-8204	189	6	jan-dec	GPE
cjfa-8204	189	7	0.13	CARDINAL
cjfa-8204	189	8	1.05	CARDINAL
cjfa-8204	189	9	0.96	CARDINAL
cjfa-8204	189	10	1.47	CARDINAL
cjfa-8204	189	11	1.21	CARDINAL
cjfa-8204	189	12	-0.96	ORG
cjfa-8204	189	13	jan 1.14 0.79 1.22	MONEY
cjfa-8204	189	14	1.18 0.68	CARDINAL
cjfa-8204	189	15	0.46	CARDINAL
cjfa-8204	189	16	0.57	CARDINAL
cjfa-8204	189	17	0.05 0.04	MONEY
cjfa-8204	189	18	2.15 1.89	QUANTITY
cjfa-8204	189	19	jan-dec	GPE
cjfa-8204	189	20	0.46	CARDINAL
cjfa-8204	189	21	0.90	CARDINAL
cjfa-8204	189	22	0.91	CARDINAL
cjfa-8204	189	23	1.20	CARDINAL
cjfa-8204	189	24	1.11	CARDINAL
cjfa-8204	189	25	-0.76	ORG
cjfa-8204	189	26	monthly	DATE
cjfa-8204	189	27	three	CARDINAL
cjfa-8204	189	28	the year	DATE
cjfa-8204	189	29	januaries	PERSON
cjfa-8204	189	30	the remaining months	DATE
cjfa-8204	190	1	the last row	DATE
cjfa-8204	191	1	1	CARDINAL
cjfa-8204	193	1	o	DATE
cjfa-8204	194	1	january	DATE
cjfa-8204	194	2	205	CARDINAL
cjfa-8204	194	3	3	CARDINAL
cjfa-8204	194	4	1	CARDINAL
cjfa-8204	195	1	2	CARDINAL
cjfa-8204	195	2	january	DATE
cjfa-8204	195	3	0.18	CARDINAL
cjfa-8204	195	4	1.49	CARDINAL
cjfa-8204	196	1	december	DATE
cjfa-8204	196	2	-0.03	CARDINAL
cjfa-8204	196	3	ebp	CARDINAL
cjfa-8204	197	1	between january and december	DATE
cjfa-8204	197	2	0	CARDINAL
cjfa-8204	200	1	3	CARDINAL
cjfa-8204	201	1	seasonal	DATE
cjfa-8204	201	2	ebp	CARDINAL
cjfa-8204	201	3	jan 0.18	DATE
cjfa-8204	201	4	0.19	CARDINAL
cjfa-8204	201	5	0.71	CARDINAL
cjfa-8204	201	6	0.70	CARDINAL
cjfa-8204	201	7	1.65	CARDINAL
cjfa-8204	201	8	1.15	CARDINAL
cjfa-8204	201	9	-0.23	ORG
cjfa-8204	201	10	dec -0.03 -0.63 -0.83	DATE
cjfa-8204	201	11	1.24 1.37 1.31	CARDINAL
cjfa-8204	201	12	-0.03	CARDINAL
cjfa-8204	201	13	1.10	CARDINAL
cjfa-8204	201	14	1.30	CARDINAL
cjfa-8204	201	15	1.29	CARDINAL
cjfa-8204	201	16	0.22	CARDINAL
cjfa-8204	201	17	1.35	CARDINAL
cjfa-8204	201	18	1.57	CARDINAL
cjfa-8204	201	19	1.77	CARDINAL
cjfa-8204	201	20	1.69	CARDINAL
cjfa-8204	201	21	-1.53	NORP
cjfa-8204	201	22	jan 0.75	DATE
cjfa-8204	201	23	0.64 0.22	CARDINAL
cjfa-8204	201	24	0.82	CARDINAL
cjfa-8204	201	25	0.07	CARDINAL
cjfa-8204	201	26	0.41	CARDINAL
cjfa-8204	201	27	0.81	CARDINAL
cjfa-8204	201	28	0.64	CARDINAL
cjfa-8204	201	29	0.57	CARDINAL
cjfa-8204	201	30	0.21	CARDINAL
cjfa-8204	201	31	dec 0.18	DATE
cjfa-8204	201	32	1.25 1.61 1.42	MONEY
cjfa-8204	201	33	0.19	CARDINAL
cjfa-8204	201	34	1.07	CARDINAL
cjfa-8204	201	35	1.39	CARDINAL
cjfa-8204	201	36	1.34	CARDINAL
cjfa-8204	201	37	0.61	CARDINAL
cjfa-8204	201	38	1.07	CARDINAL
cjfa-8204	201	39	1.42	CARDINAL
cjfa-8204	201	40	1.45	CARDINAL
cjfa-8204	201	41	1.42	CARDINAL
cjfa-8204	201	42	seasonal	DATE
cjfa-8204	201	43	december	DATE
cjfa-8204	201	44	1	CARDINAL
cjfa-8204	202	1	between january and december	DATE
cjfa-8204	203	1	1	CARDINAL
cjfa-8204	204	1	10%	PERCENT
cjfa-8204	205	1	o	DATE
cjfa-8204	206	1	adam zaremba206	PERSON
cjfa-8204	207	1	december	DATE
cjfa-8204	207	2	2	CARDINAL
cjfa-8204	208	1	january	DATE
cjfa-8204	208	2	december	DATE
cjfa-8204	210	1	seasonal	DATE
cjfa-8204	211	1	last 20 years	DATE
cjfa-8204	211	2	january	DATE
cjfa-8204	211	3	december	DATE
cjfa-8204	212	1	december	DATE
cjfa-8204	212	2	january	DATE
cjfa-8204	213	1	january	DATE
cjfa-8204	215	1	december	DATE
cjfa-8204	215	2	january	DATE
cjfa-8204	216	1	three	CARDINAL
cjfa-8204	217	1	first	ORDINAL
cjfa-8204	218	1	second	ORDINAL
cjfa-8204	219	1	third	ORDINAL
cjfa-8204	220	1	years prior to 1995	DATE
cjfa-8204	223	1	first	ORDINAL
cjfa-8204	224	1	second	ORDINAL
cjfa-8204	224	2	jacobsen 2002	PERSON
cjfa-8204	224	3	castro	PERSON
cjfa-8204	224	4	2014	DATE
cjfa-8204	225	1	january	DATE
cjfa-8204	225	2	crosscountry	ORG
cjfa-8204	225	3	keppler	ORG
cjfa-8204	225	4	encinosa 2011	ORG
cjfa-8204	227	1	the national science centre of	ORG
cjfa-8204	227	2	poland	GPE
cjfa-8204	228	1	c.s.	GPE
cjfa-8204	228	2	liew	PERSON
cjfa-8204	228	3	j.m.	GPE
cjfa-8204	228	4	& stevens	PERSON
cjfa-8204	228	5	r.l.	PERSON
cjfa-8204	228	6	1997	DATE
cjfa-8204	230	1	23	CARDINAL
cjfa-8204	230	2	79-87	DATE
cjfa-8204	232	1	asness	NORP
cjfa-8204	232	2	c.s.	GPE
cjfa-8204	232	3	moskowitz	PERSON
cjfa-8204	232	4	t.j.	GPE
cjfa-8204	232	5	l.h.	PERSON
cjfa-8204	233	1	2013	DATE
cjfa-8204	235	1	68	CARDINAL
cjfa-8204	235	2	929	CARDINAL
cjfa-8204	237	1	balvers	GPE
cjfa-8204	237	2	r. & wu	ORG
cjfa-8204	237	3	2006	DATE
cjfa-8204	239	1	13	CARDINAL
cjfa-8204	239	2	24	CARDINAL
cjfa-8204	240	1	http://dx.doi.org/10.1016/j.jempfin.2005.05.001	GPE
cjfa-8204	241	1	basu	PERSON
cjfa-8204	241	2	s. (1983)	ORG
cjfa-8204	242	1	nyse	ORG
cjfa-8204	243	1	journal of financial economics	ORG
cjfa-8204	243	2	12	CARDINAL
cjfa-8204	243	3	129	CARDINAL
cjfa-8204	243	4	156	CARDINAL
cjfa-8204	245	1	bhojraj	ORG
cjfa-8204	245	2	s., & swaminathan	ORG
cjfa-8204	245	3	2006	DATE
cjfa-8204	246	1	macromomentum	PERSON
cjfa-8204	247	1	79	CARDINAL
cjfa-8204	247	2	429	CARDINAL
cjfa-8204	248	1	http://dx.doi	PERSON
cjfa-8204	249	1	org/10.1086/497416	PERSON
cjfa-8204	249	2	bouman	PERSON
cjfa-8204	249	3	s., & jacobsen	ORG
cjfa-8204	249	4	2002	DATE
cjfa-8204	250	1	halloween	DATE
cjfa-8204	251	1	american	NORP
cjfa-8204	251	2	1618-1635	CARDINAL
cjfa-8204	252	1	http://dx.doi	PERSON
cjfa-8204	254	1	carhart	ORG
cjfa-8204	254	2	m.m.	GPE
cjfa-8204	254	3	1997	DATE
cjfa-8204	256	1	52	CARDINAL
cjfa-8204	256	2	57	CARDINAL
cjfa-8204	257	1	castro	PERSON
cjfa-8204	257	2	f.h.	GPE
cjfa-8204	257	3	t.	GPE
cjfa-8204	257	4	2014	DATE
cjfa-8204	260	1	ssrn	PERSON
cjfa-8204	260	2	24.06.2015	CARDINAL
cjfa-8204	261	1	chen	PERSON
cjfa-8204	261	2	2004	DATE
cjfa-8204	262	1	january	DATE
cjfa-8204	263	1	351	CARDINAL
cjfa-8204	265	1	davis	PERSON
cjfa-8204	265	2	j. (1994	ORG
cjfa-8204	266	1	49	DATE
cjfa-8204	266	2	1579-1593	DATE
cjfa-8204	269	1	adam zaremba208 fama	ORG
cjfa-8204	269	2	e.f.	GPE
cjfa-8204	269	3	& french	NORP
cjfa-8204	269	4	k.r.	GPE
cjfa-8204	269	5	2008	DATE
cjfa-8204	271	1	58	DATE
cjfa-8204	271	2	1653	CARDINAL
cjfa-8204	271	3	1678	CARDINAL
cjfa-8204	273	1	haugen	PERSON
cjfa-8204	273	2	r.a.	GPE
cjfa-8204	273	3	j. (1988	ORG
cjfa-8204	274	1	january	DATE
cjfa-8204	275	1	jones-irwin	PERSON
cjfa-8204	275	2	homewood	GPE
cjfa-8204	275	3	il	ORG
cjfa-8204	275	4	jacobs, h. (	ORG
cjfa-8204	275	5	2015	CARDINAL
cjfa-8204	276	1	100	CARDINAL
cjfa-8204	277	1	journal of banking & finance	ORG
cjfa-8204	277	2	57	DATE
cjfa-8204	277	3	65-85	DATE
cjfa-8204	279	1	n., & titman	ORG
cjfa-8204	279	2	s.	PERSON
cjfa-8204	279	3	1993	DATE
cjfa-8204	281	1	48, 65–91	DATE
cjfa-8204	282	1	http://dx.doi	PERSON
cjfa-8204	284	1	keppler	ORG
cjfa-8204	284	2	m.	PERSON
cjfa-8204	284	3	encinosa	PERSON
cjfa-8204	284	4	2011	DATE
cjfa-8204	286	1	20	CARDINAL
cjfa-8204	286	2	99	CARDINAL
cjfa-8204	288	1	kim	PERSON
cjfa-8204	288	2	2012	DATE
cjfa-8204	290	1	38	CARDINAL
cjfa-8204	291	1	lakonishok	ORG
cjfa-8204	291	2	j., shleifer, a.	ORG
cjfa-8204	291	3	thaler	PERSON
cjfa-8204	291	4	r., & vishny	ORG
cjfa-8204	291	5	r.	PERSON
cjfa-8204	291	6	1991	DATE
cjfa-8204	293	1	american economic review	ORG
cjfa-8204	293	2	227–231	CARDINAL
cjfa-8204	293	3	http://dx.doi	PERSON
cjfa-8204	295	1	litzenberg	GPE
cjfa-8204	295	2	r.h.	GPE
cjfa-8204	295	3	k. (1979	ORG
cjfa-8204	297	1	journal of financial economics	ORG
cjfa-8204	297	2	7	CARDINAL
cjfa-8204	297	3	163	CARDINAL
cjfa-8204	298	1	http://dx.doi.org/10.1016/0304-405x(79)90012-6.	PERSON
cjfa-8204	299	1	t. (	ORG
cjfa-8204	299	2	1997	DATE
cjfa-8204	301	1	30	CARDINAL
cjfa-8204	301	2	607	CARDINAL
cjfa-8204	303	1	novy-marx	PERSON
cjfa-8204	303	2	r.	PERSON
cjfa-8204	303	3	2012	DATE
cjfa-8204	304	1	journal of financial economics	ORG
cjfa-8204	304	2	103	CARDINAL
cjfa-8204	304	3	429–453	DATE
cjfa-8204	306	1	paternoster	PERSON
cjfa-8204	306	2	r.	NORP
cjfa-8204	306	3	r.	NORP
cjfa-8204	306	4	a.	PERSON
cjfa-8204	306	5	1998	DATE
cjfa-8204	308	1	36(4	CARDINAL
cjfa-8204	308	2	859-866	CARDINAL
cjfa-8204	310	1	rosenberg	PERSON
cjfa-8204	310	2	b., reid	PERSON
cjfa-8204	310	3	k., & lanstein	ORG
cjfa-8204	310	4	r.	PERSON
cjfa-8204	310	5	1985	DATE
cjfa-8204	312	1	11	CARDINAL
cjfa-8204	312	2	9–16	CARDINAL
cjfa-8204	313	1	http://dx.doi.org/10.3905/	PERSON
cjfa-8204	314	1	rozeff	PERSON
cjfa-8204	314	2	m.s.	GPE
cjfa-8204	314	3	& kinney	PERSON
cjfa-8204	314	4	w.r.	GPE
cjfa-8204	314	5	1976	DATE
cjfa-8204	316	1	journal of financial economics	ORG
cjfa-8204	316	2	3	CARDINAL
cjfa-8204	316	3	379–402	CARDINAL
cjfa-8204	317	1	sharpe	PERSON
cjfa-8204	317	2	w.f.	PERSON
cjfa-8204	317	3	1964	DATE
cjfa-8204	319	1	19	CARDINAL
cjfa-8204	319	2	425	CARDINAL
cjfa-8204	321	1	yao	PERSON
cjfa-8204	321	2	2012	DATE
cjfa-8204	322	1	january	DATE
cjfa-8204	323	1	36	CARDINAL
cjfa-8204	323	2	2757-2769	CARDINAL
cjfa-8204	325	1	zaremba	PERSON
cjfa-8204	325	2	a.	PERSON
cjfa-8204	327	1	171-198	CARDINAL
cjfa-8204	328	1	015.1060747	CARDINAL
cjfa-8204	329	1	january	DATE
cjfa-8204	329	2	209	CARDINAL
cjfa-8204	329	3	a. (	PERSON
cjfa-8204	329	4	2015b	DATE
cjfa-8204	332	1	25.06	CARDINAL
cjfa-8204	333	1	zaremba	PERSON
cjfa-8204	333	2	a., & konieczka	ORG
cjfa-8204	333	3	2015	CARDINAL
cjfa-8204	335	1	ssrn	PERSON
cjfa-8204	335	2	http://dx.doi	PERSON
cjfa-8204	337	1	25.06.2015	DATE