id	sid	tid	token	lemma	pos
cjfa-33360	1	1	date	date	NOUN
cjfa-33360	1	2	of	of	ADP
cjfa-33360	1	3	submission	submission	NOUN
cjfa-33360	1	4	:	:	PUNCT
cjfa-33360	1	5	june	june	PROPN
cjfa-33360	1	6	9	9	NUM
cjfa-33360	1	7	,	,	PUNCT
cjfa-33360	1	8	2020	2020	NUM
cjfa-33360	1	9	;	;	PUNCT
cjfa-33360	1	10	date	date	NOUN
cjfa-33360	1	11	of	of	ADP
cjfa-33360	1	12	acceptance	acceptance	NOUN
cjfa-33360	1	13	:	:	PUNCT
cjfa-33360	1	14	august	august	PROPN
cjfa-33360	1	15	18	18	NUM
cjfa-33360	1	16	,	,	PUNCT
cjfa-33360	1	17	2020	2020	NUM
cjfa-33360	1	18	.	.	PUNCT
cjfa-33360	2	1	*	*	PUNCT
cjfa-33360	2	2	contact	contact	NOUN
cjfa-33360	2	3	information	information	NOUN
cjfa-33360	2	4	:	:	PUNCT
cjfa-33360	3	1	jeetsimarkamal93@gmail.com	jeetsimarkamal93@gmail.com	PROPN
cjfa-33360	3	2	,	,	PUNCT
cjfa-33360	3	3	university	university	NOUN
cjfa-33360	3	4	school	school	NOUN
cjfa-33360	3	5	of	of	ADP
cjfa-33360	3	6	applied	apply	VERB
cjfa-33360	3	7	management	management	NOUN
cjfa-33360	3	8	,	,	PUNCT
cjfa-33360	3	9	punjabi	punjabi	NOUN
cjfa-33360	3	10	university	university	PROPN
cjfa-33360	3	11	,	,	PUNCT
cjfa-33360	3	12	patiala	patiala	NOUN
cjfa-33360	3	13	,	,	PUNCT
cjfa-33360	3	14	phone	phone	NOUN
cjfa-33360	3	15	:	:	PUNCT
cjfa-33360	3	16	+91	+91	NOUN
cjfa-33360	3	17	9646244332	9646244332	NUM
cjfa-33360	3	18	;	;	PUNCT
cjfa-33360	3	19	orcid	orcid	NOUN
cjfa-33360	4	1	i	i	NOUN
cjfa-33360	4	2	d	d	PROPN
cjfa-33360	4	3	:	:	PUNCT
cjfa-33360	4	4	https://orcid.org/0000-0003-3497-2177	https://orcid.org/0000-0003-3497-2177	PROPN
cjfa-33360	4	5	.	.	PUNCT
cjfa-33360	5	1	*	*	PUNCT
cjfa-33360	5	2	*	*	PUNCT
cjfa-33360	5	3	contact	contact	NOUN
cjfa-33360	5	4	information	information	NOUN
cjfa-33360	5	5	:	:	PUNCT
cjfa-33360	5	6	nidhiwalia79@gmail.com	nidhiwalia79@gmail.com	PROPN
cjfa-33360	5	7	,	,	PUNCT
cjfa-33360	5	8	university	university	NOUN
cjfa-33360	5	9	school	school	NOUN
cjfa-33360	5	10	of	of	ADP
cjfa-33360	5	11	applied	apply	VERB
cjfa-33360	5	12	management	management	NOUN
cjfa-33360	5	13	,	,	PUNCT
cjfa-33360	5	14	punjabi	punjabi	NOUN
cjfa-33360	5	15	university	university	PROPN
cjfa-33360	5	16	,	,	PUNCT
cjfa-33360	5	17	patiala	patiala	NOUN
cjfa-33360	5	18	,	,	PUNCT
cjfa-33360	5	19	phone	phone	NOUN
cjfa-33360	5	20	:	:	PUNCT
cjfa-33360	5	21	+91	+91	NOUN
cjfa-33360	5	22	9872022100	9872022100	NUM
cjfa-33360	5	23	;	;	PUNCT
cjfa-33360	5	24	orcid	orcid	PROPN
cjfa-33360	6	1	i	i	NOUN
cjfa-33360	6	2	d	d	NOUN
cjfa-33360	6	3	:	:	PUNCT
cjfa-33360	6	4	https://orcid	https://orcid	PROPN
cjfa-33360	6	5	.	.	PUNCT
cjfa-33360	6	6	org/0000	org/0000	NOUN
cjfa-33360	6	7	-	-	PUNCT
cjfa-33360	6	8	0002	0002	NUM
cjfa-33360	6	9	-	-	PUNCT
cjfa-33360	6	10	3197	3197	NUM
cjfa-33360	6	11	-	-	SYM
cjfa-33360	6	12	2326	2326	NUM
cjfa-33360	6	13	.	.	PUNCT
cjfa-33360	7	1	copernican	copernican	PROPN
cjfa-33360	7	2	journal	journal	PROPN
cjfa-33360	7	3	of	of	ADP
cjfa-33360	7	4	finance	finance	PROPN
cjfa-33360	7	5	&	&	CCONJ
cjfa-33360	7	6	accounting	accounting	PROPN
cjfa-33360	7	7	e	e	PROPN
cjfa-33360	7	8	-	-	PROPN
cjfa-33360	7	9	issn	issn	PROPN
cjfa-33360	7	10	2300	2300	NUM
cjfa-33360	7	11	-	-	SYM
cjfa-33360	7	12	3065	3065	NUM
cjfa-33360	7	13	p	p	PROPN
cjfa-33360	7	14	-	-	PUNCT
cjfa-33360	7	15	issn	issn	PROPN
cjfa-33360	7	16	2300	2300	NUM
cjfa-33360	7	17	-	-	SYM
cjfa-33360	7	18	12402020	12402020	NUM
cjfa-33360	7	19	,	,	PUNCT
cjfa-33360	7	20	volume	volume	NOUN
cjfa-33360	7	21	9	9	NUM
cjfa-33360	7	22	,	,	PUNCT
cjfa-33360	7	23	issue	issue	NOUN
cjfa-33360	7	24	3	3	NUM
cjfa-33360	7	25	singh	singh	PROPN
cjfa-33360	7	26	,	,	PUNCT
cjfa-33360	7	27	s.	s.	PROPN
cjfa-33360	7	28	,	,	PUNCT
cjfa-33360	7	29	&	&	CCONJ
cjfa-33360	7	30	walia	walia	PROPN
cjfa-33360	7	31	,	,	PUNCT
cjfa-33360	7	32	n.	n.	NOUN
cjfa-33360	7	33	(	(	PUNCT
cjfa-33360	7	34	2020	2020	NUM
cjfa-33360	7	35	)	)	PUNCT
cjfa-33360	7	36	.	.	PUNCT
cjfa-33360	8	1	time	time	NOUN
cjfa-33360	8	2	-	-	PUNCT
cjfa-33360	8	3	series	series	NOUN
cjfa-33360	8	4	and	and	CCONJ
cjfa-33360	8	5	cross	cross	ADJ
cjfa-33360	8	6	-	-	ADJ
cjfa-33360	8	7	sectional	sectional	ADJ
cjfa-33360	8	8	momentum	momentum	NOUN
cjfa-33360	8	9	in	in	ADP
cjfa-33360	8	10	indian	indian	ADJ
cjfa-33360	8	11	stock	stock	NOUN
cjfa-33360	8	12	market	market	NOUN
cjfa-33360	8	13	.	.	PUNCT
cjfa-33360	9	1	copernican	copernican	PROPN
cjfa-33360	9	2	journal	journal	PROPN
cjfa-33360	9	3	of	of	ADP
cjfa-33360	9	4	finance	finance	PROPN
cjfa-33360	9	5	&	&	CCONJ
cjfa-33360	9	6	accounting	accounting	PROPN
cjfa-33360	9	7	,	,	PUNCT
cjfa-33360	9	8	9(3	9(3	NUM
cjfa-33360	9	9	)	)	PUNCT
cjfa-33360	9	10	,	,	PUNCT
cjfa-33360	9	11	161–176	161–176	NUM
cjfa-33360	9	12	.	.	PUNCT
cjfa-33360	10	1	http://dx.doi.org/10.12775/	http://dx.doi.org/10.12775/	PROPN
cjfa-33360	10	2	cjfa.2020.018	cjfa.2020.018	PROPN
cjfa-33360	10	3	simarjeet	simarjeet	VERB
cjfa-33360	10	4	singh	singh	PROPN
cjfa-33360	10	5	*	*	PUNCT
cjfa-33360	10	6	punjabi	punjabi	PROPN
cjfa-33360	10	7	university	university	PROPN
cjfa-33360	10	8	nidhi	nidhi	PROPN
cjfa-33360	10	9	walia	walia	PROPN
cjfa-33360	10	10	*	*	PROPN
cjfa-33360	10	11	*	*	PROPN
cjfa-33360	10	12	punjabi	punjabi	PROPN
cjfa-33360	10	13	university	university	NOUN
cjfa-33360	10	14	time	time	NOUN
cjfa-33360	10	15	-	-	PUNCT
cjfa-33360	10	16	series	series	NOUN
cjfa-33360	10	17	and	and	CCONJ
cjfa-33360	10	18	cross	cross	ADJ
cjfa-33360	10	19	-	-	ADJ
cjfa-33360	10	20	sectional	sectional	ADJ
cjfa-33360	10	21	momentum	momentum	NOUN
cjfa-33360	10	22	in	in	ADP
cjfa-33360	10	23	indian	indian	ADJ
cjfa-33360	10	24	stock	stock	NOUN
cjfa-33360	10	25	market	market	NOUN
cjfa-33360	10	26	keywords	keyword	NOUN
cjfa-33360	10	27	:	:	PUNCT
cjfa-33360	10	28	cross	cross	ADJ
cjfa-33360	10	29	-	-	ADJ
cjfa-33360	10	30	sectional	sectional	ADJ
cjfa-33360	10	31	momentum	momentum	NOUN
cjfa-33360	10	32	,	,	PUNCT
cjfa-33360	10	33	time	time	NOUN
cjfa-33360	10	34	-	-	PUNCT
cjfa-33360	10	35	series	series	NOUN
cjfa-33360	10	36	momentum	momentum	NOUN
cjfa-33360	10	37	,	,	PUNCT
cjfa-33360	10	38	indian	indian	ADJ
cjfa-33360	10	39	stock	stock	NOUN
cjfa-33360	10	40	market	market	NOUN
cjfa-33360	10	41	.	.	PUNCT
cjfa-33360	11	1	j	j	PROPN
cjfa-33360	11	2	e	e	NOUN
cjfa-33360	11	3	l	l	PROPN
cjfa-33360	11	4	classification	classification	NOUN
cjfa-33360	11	5	:	:	PUNCT
cjfa-33360	12	1	g11	g11	PROPN
cjfa-33360	12	2	,	,	PUNCT
cjfa-33360	12	3	g12	g12	NOUN
cjfa-33360	12	4	.	.	PUNCT
cjfa-33360	13	1	abstract	abstract	ADJ
cjfa-33360	13	2	:	:	PUNCT
cjfa-33360	13	3	present	present	ADJ
cjfa-33360	13	4	study	study	NOUN
cjfa-33360	13	5	documents	document	VERB
cjfa-33360	13	6	the	the	DET
cjfa-33360	13	7	significant	significant	ADJ
cjfa-33360	13	8	time	time	NOUN
cjfa-33360	13	9	-	-	PUNCT
cjfa-33360	13	10	series	series	NOUN
cjfa-33360	13	11	and	and	CCONJ
cjfa-33360	13	12	cross	cross	ADJ
cjfa-33360	13	13	-	-	ADJ
cjfa-33360	13	14	sectional	sectional	ADJ
cjfa-33360	13	15	momentum	momentum	NOUN
cjfa-33360	13	16	profits	profit	NOUN
cjfa-33360	13	17	in	in	ADP
cjfa-33360	13	18	indian	indian	ADJ
cjfa-33360	13	19	stock	stock	NOUN
cjfa-33360	13	20	market	market	NOUN
cjfa-33360	13	21	.	.	PUNCT
cjfa-33360	14	1	these	these	DET
cjfa-33360	14	2	profits	profit	NOUN
cjfa-33360	14	3	remain	remain	VERB
cjfa-33360	14	4	significant	significant	ADJ
cjfa-33360	14	5	even	even	ADV
cjfa-33360	14	6	after	after	ADP
cjfa-33360	14	7	adjusting	adjust	VERB
cjfa-33360	14	8	market	market	NOUN
cjfa-33360	14	9	,	,	PUNCT
cjfa-33360	14	10	size	size	NOUN
cjfa-33360	14	11	and	and	CCONJ
cjfa-33360	14	12	value	value	NOUN
cjfa-33360	14	13	factors	factor	NOUN
cjfa-33360	14	14	.	.	PUNCT
cjfa-33360	15	1	further	further	ADJ
cjfa-33360	15	2	time	time	NOUN
cjfa-33360	15	3	-	-	PUNCT
cjfa-33360	15	4	series	series	NOUN
cjfa-33360	15	5	momentum	momentum	NOUN
cjfa-33360	15	6	effect	effect	NOUN
cjfa-33360	15	7	remains	remain	VERB
cjfa-33360	15	8	significant	significant	ADJ
cjfa-33360	15	9	when	when	SCONJ
cjfa-33360	15	10	we	we	PRON
cjfa-33360	15	11	hold	hold	VERB
cjfa-33360	15	12	securities	security	NOUN
cjfa-33360	15	13	for	for	ADP
cjfa-33360	15	14	longer	long	ADJ
cjfa-33360	15	15	period	period	NOUN
cjfa-33360	15	16	signalling	signal	VERB
cjfa-33360	15	17	that	that	DET
cjfa-33360	15	18	time	time	NOUN
cjfa-33360	15	19	-	-	PUNCT
cjfa-33360	15	20	series	series	NOUN
cjfa-33360	15	21	momentum	momentum	NOUN
cjfa-33360	15	22	do	do	AUX
cjfa-33360	15	23	not	not	PART
cjfa-33360	15	24	reverse	reverse	VERB
cjfa-33360	15	25	in	in	ADP
cjfa-33360	15	26	the	the	DET
cjfa-33360	15	27	long	long	ADJ
cjfa-33360	15	28	run	run	NOUN
cjfa-33360	15	29	.	.	PUNCT
cjfa-33360	16	1	when	when	SCONJ
cjfa-33360	16	2	we	we	PRON
cjfa-33360	16	3	compare	compare	VERB
cjfa-33360	16	4	the	the	DET
cjfa-33360	16	5	performances	performance	NOUN
cjfa-33360	16	6	of	of	ADP
cjfa-33360	16	7	time	time	NOUN
cjfa-33360	16	8	series	series	NOUN
cjfa-33360	16	9	and	and	CCONJ
cjfa-33360	16	10	cross	cross	ADJ
cjfa-33360	16	11	-	-	ADJ
cjfa-33360	16	12	sectional	sectional	ADJ
cjfa-33360	16	13	momentum	momentum	NOUN
cjfa-33360	16	14	payoffs	payoff	NOUN
cjfa-33360	16	15	,	,	PUNCT
cjfa-33360	16	16	we	we	PRON
cjfa-33360	16	17	find	find	VERB
cjfa-33360	16	18	that	that	SCONJ
cjfa-33360	16	19	time	time	NOUN
cjfa-33360	16	20	-	-	PUNCT
cjfa-33360	16	21	series	series	NOUN
cjfa-33360	16	22	momentum	momentum	NOUN
cjfa-33360	16	23	strategies	strategy	NOUN
cjfa-33360	16	24	generate	generate	VERB
cjfa-33360	16	25	superior	superior	ADJ
cjfa-33360	16	26	returns	return	NOUN
cjfa-33360	16	27	than	than	ADP
cjfa-33360	16	28	cross	cross	ADJ
cjfa-33360	16	29	-	-	ADJ
cjfa-33360	16	30	sectional	sectional	ADJ
cjfa-33360	16	31	momentum	momentum	NOUN
cjfa-33360	16	32	strategies	strategy	NOUN
cjfa-33360	16	33	and	and	CCONJ
cjfa-33360	16	34	net	net	ADJ
cjfa-33360	16	35	long	long	ADJ
cjfa-33360	16	36	investments	investment	NOUN
cjfa-33360	16	37	in	in	ADP
cjfa-33360	16	38	time	time	NOUN
cjfa-33360	16	39	-	-	PUNCT
cjfa-33360	16	40	series	series	NOUN
cjfa-33360	16	41	momentum	momentum	NOUN
cjfa-33360	16	42	strategies	strategy	NOUN
cjfa-33360	16	43	is	be	AUX
cjfa-33360	16	44	the	the	DET
cjfa-33360	16	45	main	main	ADJ
cjfa-33360	16	46	source	source	NOUN
cjfa-33360	16	47	of	of	ADP
cjfa-33360	16	48	difference	difference	NOUN
cjfa-33360	16	49	between	between	ADP
cjfa-33360	16	50	the	the	DET
cjfa-33360	16	51	performances	performance	NOUN
cjfa-33360	16	52	of	of	ADP
cjfa-33360	16	53	these	these	DET
cjfa-33360	16	54	two	two	NUM
cjfa-33360	16	55	approaches	approach	NOUN
cjfa-33360	16	56	.	.	PUNCT
cjfa-33360	17	1	simarjeet	simarjeet	PROPN
cjfa-33360	17	2	singh	singh	PROPN
cjfa-33360	17	3	,	,	PUNCT
cjfa-33360	17	4	nidhi	nidhi	PROPN
cjfa-33360	17	5	walia162	walia162	PROPN
cjfa-33360	17	6	 	 	SPACE
cjfa-33360	17	7	introduction	introduction	NOUN
cjfa-33360	17	8	in	in	ADP
cjfa-33360	17	9	recent	recent	ADJ
cjfa-33360	17	10	years	year	NOUN
cjfa-33360	17	11	,	,	PUNCT
cjfa-33360	17	12	momentum	momentum	NOUN
cjfa-33360	17	13	investing	investing	NOUN
cjfa-33360	17	14	based	base	VERB
cjfa-33360	17	15	on	on	ADP
cjfa-33360	17	16	buying	buy	VERB
cjfa-33360	17	17	and	and	CCONJ
cjfa-33360	17	18	selling	sell	VERB
cjfa-33360	17	19	financial	financial	ADJ
cjfa-33360	17	20	assets	asset	NOUN
cjfa-33360	17	21	on	on	ADP
cjfa-33360	17	22	the	the	DET
cjfa-33360	17	23	basis	basis	NOUN
cjfa-33360	17	24	of	of	ADP
cjfa-33360	17	25	their	their	PRON
cjfa-33360	17	26	past	past	ADJ
cjfa-33360	17	27	returns	return	NOUN
cjfa-33360	17	28	has	have	AUX
cjfa-33360	17	29	received	receive	VERB
cjfa-33360	17	30	substantial	substantial	ADJ
cjfa-33360	17	31	attention	attention	NOUN
cjfa-33360	17	32	from	from	ADP
cjfa-33360	17	33	the	the	DET
cjfa-33360	17	34	financial	financial	ADJ
cjfa-33360	17	35	researchers	researcher	NOUN
cjfa-33360	17	36	.	.	PUNCT
cjfa-33360	18	1	majority	majority	NOUN
cjfa-33360	18	2	of	of	ADP
cjfa-33360	18	3	the	the	DET
cjfa-33360	18	4	research	research	NOUN
cjfa-33360	18	5	on	on	ADP
cjfa-33360	18	6	momentum	momentum	NOUN
cjfa-33360	18	7	has	have	AUX
cjfa-33360	18	8	concentrated	concentrate	VERB
cjfa-33360	18	9	on	on	ADP
cjfa-33360	18	10	cross	cross	ADJ
cjfa-33360	18	11	-	-	ADJ
cjfa-33360	18	12	sectional	sectional	ADJ
cjfa-33360	18	13	momentum	momentum	NOUN
cjfa-33360	18	14	.	.	PUNCT
cjfa-33360	19	1	for	for	ADP
cjfa-33360	19	2	instance	instance	NOUN
cjfa-33360	19	3	,	,	PUNCT
cjfa-33360	19	4	jegadeesh	jegadeesh	NOUN
cjfa-33360	19	5	and	and	CCONJ
cjfa-33360	19	6	titman	titman	NOUN
cjfa-33360	19	7	(	(	PUNCT
cjfa-33360	19	8	1993	1993	NUM
cjfa-33360	19	9	)	)	PUNCT
cjfa-33360	19	10	have	have	AUX
cjfa-33360	19	11	demonstrated	demonstrate	VERB
cjfa-33360	19	12	that	that	SCONJ
cjfa-33360	19	13	stocks	stock	NOUN
cjfa-33360	19	14	that	that	PRON
cjfa-33360	19	15	performed	perform	VERB
cjfa-33360	19	16	better	well	ADV
cjfa-33360	19	17	than	than	ADP
cjfa-33360	19	18	peers	peer	NOUN
cjfa-33360	19	19	in	in	ADP
cjfa-33360	19	20	the	the	DET
cjfa-33360	19	21	past	past	NOUN
cjfa-33360	19	22	will	will	AUX
cjfa-33360	19	23	continue	continue	VERB
cjfa-33360	19	24	to	to	PART
cjfa-33360	19	25	perform	perform	VERB
cjfa-33360	19	26	better	well	ADV
cjfa-33360	19	27	in	in	ADP
cjfa-33360	19	28	their	their	PRON
cjfa-33360	19	29	near	near	ADJ
cjfa-33360	19	30	future	future	NOUN
cjfa-33360	19	31	(	(	PUNCT
cjfa-33360	19	32	next	next	ADV
cjfa-33360	19	33	3	3	NUM
cjfa-33360	19	34	to	to	PART
cjfa-33360	19	35	12	12	NUM
cjfa-33360	19	36	months	month	NOUN
cjfa-33360	19	37	)	)	PUNCT
cjfa-33360	19	38	and	and	CCONJ
cjfa-33360	19	39	similarly	similarly	ADV
cjfa-33360	19	40	stocks	stock	NOUN
cjfa-33360	19	41	that	that	PRON
cjfa-33360	19	42	have	have	AUX
cjfa-33360	19	43	underperformed	underperform	VERB
cjfa-33360	19	44	in	in	ADP
cjfa-33360	19	45	the	the	DET
cjfa-33360	19	46	past	past	NOUN
cjfa-33360	19	47	will	will	AUX
cjfa-33360	19	48	continue	continue	VERB
cjfa-33360	19	49	to	to	PART
cjfa-33360	19	50	underperform	underperform	VERB
cjfa-33360	19	51	in	in	ADP
cjfa-33360	19	52	the	the	DET
cjfa-33360	19	53	near	near	ADJ
cjfa-33360	19	54	future	future	NOUN
cjfa-33360	19	55	.	.	PUNCT
cjfa-33360	20	1	this	this	DET
cjfa-33360	20	2	phenomenon	phenomenon	NOUN
cjfa-33360	20	3	of	of	ADP
cjfa-33360	20	4	selecting	select	VERB
cjfa-33360	20	5	the	the	DET
cjfa-33360	20	6	stocks	stock	NOUN
cjfa-33360	20	7	based	base	VERB
cjfa-33360	20	8	on	on	ADP
cjfa-33360	20	9	their	their	PRON
cjfa-33360	20	10	relative	relative	ADJ
cjfa-33360	20	11	performances	performance	NOUN
cjfa-33360	20	12	over	over	ADP
cjfa-33360	20	13	some	some	DET
cjfa-33360	20	14	past	past	ADJ
cjfa-33360	20	15	period	period	NOUN
cjfa-33360	20	16	is	be	AUX
cjfa-33360	20	17	termed	term	VERB
cjfa-33360	20	18	as	as	ADP
cjfa-33360	20	19	cross	cross	ADJ
cjfa-33360	20	20	-	-	ADJ
cjfa-33360	20	21	sectional	sectional	ADJ
cjfa-33360	20	22	momentum	momentum	NOUN
cjfa-33360	20	23	.	.	PUNCT
cjfa-33360	21	1	research	research	NOUN
cjfa-33360	21	2	studies	study	NOUN
cjfa-33360	21	3	have	have	AUX
cjfa-33360	21	4	proved	prove	VERB
cjfa-33360	21	5	the	the	DET
cjfa-33360	21	6	substantial	substantial	ADJ
cjfa-33360	21	7	existence	existence	NOUN
cjfa-33360	21	8	of	of	ADP
cjfa-33360	21	9	cross	cross	ADJ
cjfa-33360	21	10	-	-	ADJ
cjfa-33360	21	11	sectional	sectional	ADJ
cjfa-33360	21	12	momentum	momentum	NOUN
cjfa-33360	21	13	(	(	PUNCT
cjfa-33360	21	14	relative	relative	ADJ
cjfa-33360	21	15	momentum	momentum	NOUN
cjfa-33360	21	16	)	)	PUNCT
cjfa-33360	21	17	across	across	ADP
cjfa-33360	21	18	different	different	ADJ
cjfa-33360	21	19	asset	asset	NOUN
cjfa-33360	21	20	classes	class	NOUN
cjfa-33360	21	21	and	and	CCONJ
cjfa-33360	21	22	financial	financial	ADJ
cjfa-33360	21	23	markets	market	NOUN
cjfa-33360	21	24	(	(	PUNCT
cjfa-33360	21	25	jegadeesh	jegadeesh	NOUN
cjfa-33360	21	26	&	&	CCONJ
cjfa-33360	21	27	titman	titman	PROPN
cjfa-33360	21	28	,	,	PUNCT
cjfa-33360	21	29	2001	2001	NUM
cjfa-33360	21	30	;	;	PUNCT
cjfa-33360	21	31	griffin	griffin	PROPN
cjfa-33360	21	32	,	,	PUNCT
cjfa-33360	21	33	ji	ji	PROPN
cjfa-33360	21	34	&	&	CCONJ
cjfa-33360	21	35	martin	martin	PROPN
cjfa-33360	21	36	,	,	PUNCT
cjfa-33360	21	37	2003	2003	NUM
cjfa-33360	21	38	;	;	PUNCT
cjfa-33360	21	39	asness	asness	PROPN
cjfa-33360	21	40	,	,	PUNCT
cjfa-33360	21	41	moskowitz	moskowitz	PROPN
cjfa-33360	21	42	&	&	CCONJ
cjfa-33360	21	43	pedersen	pedersen	PROPN
cjfa-33360	21	44	,	,	PUNCT
cjfa-33360	21	45	2013	2013	NUM
cjfa-33360	21	46	)	)	PUNCT
cjfa-33360	21	47	.	.	PUNCT
cjfa-33360	22	1	many	many	ADJ
cjfa-33360	22	2	research	research	NOUN
cjfa-33360	22	3	studies	study	NOUN
cjfa-33360	22	4	have	have	AUX
cjfa-33360	22	5	proved	prove	VERB
cjfa-33360	22	6	the	the	DET
cjfa-33360	22	7	profitability	profitability	NOUN
cjfa-33360	22	8	of	of	ADP
cjfa-33360	22	9	cross	cross	ADJ
cjfa-33360	22	10	-	-	ADJ
cjfa-33360	22	11	sectional	sectional	ADJ
cjfa-33360	22	12	momentum	momentum	NOUN
cjfa-33360	22	13	strategies	strategy	NOUN
cjfa-33360	22	14	in	in	ADP
cjfa-33360	22	15	the	the	DET
cjfa-33360	22	16	indian	indian	ADJ
cjfa-33360	22	17	market	market	NOUN
cjfa-33360	22	18	(	(	PUNCT
cjfa-33360	22	19	sehgal	sehgal	PROPN
cjfa-33360	22	20	&	&	CCONJ
cjfa-33360	22	21	jain	jain	PROPN
cjfa-33360	22	22	,	,	PUNCT
cjfa-33360	22	23	2015	2015	NUM
cjfa-33360	22	24	;	;	PUNCT
cjfa-33360	22	25	garg	garg	NOUN
cjfa-33360	22	26	&	&	CCONJ
cjfa-33360	22	27	varshney	varshney	NOUN
cjfa-33360	22	28	,	,	PUNCT
cjfa-33360	22	29	2015	2015	NUM
cjfa-33360	22	30	;	;	PUNCT
cjfa-33360	22	31	maheshwari	maheshwari	PROPN
cjfa-33360	22	32	&	&	CCONJ
cjfa-33360	22	33	dhankar	dhankar	PROPN
cjfa-33360	22	34	,	,	PUNCT
cjfa-33360	22	35	2017	2017	NUM
cjfa-33360	22	36	)	)	PUNCT
cjfa-33360	22	37	.	.	PUNCT
cjfa-33360	23	1	recently	recently	PROPN
cjfa-33360	23	2	moskowitz	moskowitz	PROPN
cjfa-33360	23	3	,	,	PUNCT
cjfa-33360	23	4	ooi	ooi	PROPN
cjfa-33360	23	5	and	and	CCONJ
cjfa-33360	23	6	pedersen	pedersen	PROPN
cjfa-33360	23	7	(	(	PUNCT
cjfa-33360	23	8	2012	2012	NUM
cjfa-33360	23	9	)	)	PUNCT
cjfa-33360	23	10	suggested	suggest	VERB
cjfa-33360	23	11	an	an	DET
cjfa-33360	23	12	alternative	alternative	ADJ
cjfa-33360	23	13	framework	framework	NOUN
cjfa-33360	23	14	for	for	ADP
cjfa-33360	23	15	the	the	DET
cjfa-33360	23	16	selection	selection	NOUN
cjfa-33360	23	17	of	of	ADP
cjfa-33360	23	18	financial	financial	ADJ
cjfa-33360	23	19	assets	asset	NOUN
cjfa-33360	23	20	which	which	PRON
cjfa-33360	23	21	is	be	AUX
cjfa-33360	23	22	based	base	VERB
cjfa-33360	23	23	on	on	ADP
cjfa-33360	23	24	the	the	DET
cjfa-33360	23	25	absolute	absolute	ADJ
cjfa-33360	23	26	performance	performance	NOUN
cjfa-33360	23	27	of	of	ADP
cjfa-33360	23	28	financial	financial	ADJ
cjfa-33360	23	29	assets	asset	NOUN
cjfa-33360	23	30	over	over	ADP
cjfa-33360	23	31	some	some	DET
cjfa-33360	23	32	past	past	ADJ
cjfa-33360	23	33	period	period	NOUN
cjfa-33360	23	34	.	.	PUNCT
cjfa-33360	24	1	they	they	PRON
cjfa-33360	24	2	termed	term	VERB
cjfa-33360	24	3	this	this	DET
cjfa-33360	24	4	approach	approach	NOUN
cjfa-33360	24	5	as	as	ADP
cjfa-33360	24	6	“	"	PUNCT
cjfa-33360	24	7	time	time	NOUN
cjfa-33360	24	8	-	-	PUNCT
cjfa-33360	24	9	series	series	NOUN
cjfa-33360	24	10	momentum	momentum	NOUN
cjfa-33360	24	11	”	"	PUNCT
cjfa-33360	24	12	.	.	PUNCT
cjfa-33360	25	1	moskowitz	moskowitz	PROPN
cjfa-33360	25	2	et	et	PROPN
cjfa-33360	25	3	al	al	PROPN
cjfa-33360	25	4	.	.	PROPN
cjfa-33360	25	5	(	(	PUNCT
cjfa-33360	25	6	2012	2012	NUM
cjfa-33360	25	7	)	)	PUNCT
cjfa-33360	25	8	,	,	PUNCT
cjfa-33360	25	9	taking	take	VERB
cjfa-33360	25	10	a	a	DET
cjfa-33360	25	11	sample	sample	NOUN
cjfa-33360	25	12	of	of	ADP
cjfa-33360	25	13	58	58	NUM
cjfa-33360	25	14	liquid	liquid	ADJ
cjfa-33360	25	15	contracts	contract	NOUN
cjfa-33360	25	16	proved	prove	VERB
cjfa-33360	25	17	that	that	SCONJ
cjfa-33360	25	18	buying	buying	NOUN
cjfa-33360	25	19	and	and	CCONJ
cjfa-33360	25	20	selling	sell	VERB
cjfa-33360	25	21	financial	financial	ADJ
cjfa-33360	25	22	assets	asset	NOUN
cjfa-33360	25	23	on	on	ADP
cjfa-33360	25	24	the	the	DET
cjfa-33360	25	25	basis	basis	NOUN
cjfa-33360	25	26	of	of	ADP
cjfa-33360	25	27	their	their	PRON
cjfa-33360	25	28	own	own	ADJ
cjfa-33360	25	29	past	past	ADJ
cjfa-33360	25	30	performance	performance	NOUN
cjfa-33360	25	31	performs	perform	VERB
cjfa-33360	25	32	better	well	ADJ
cjfa-33360	25	33	than	than	ADP
cjfa-33360	25	34	traditional	traditional	ADJ
cjfa-33360	25	35	cross	cross	ADJ
cjfa-33360	25	36	-	-	ADJ
cjfa-33360	25	37	sectional	sectional	ADJ
cjfa-33360	25	38	momentum	momentum	NOUN
cjfa-33360	25	39	.	.	PUNCT
cjfa-33360	26	1	although	although	SCONJ
cjfa-33360	26	2	most	most	ADJ
cjfa-33360	26	3	of	of	ADP
cjfa-33360	26	4	the	the	DET
cjfa-33360	26	5	research	research	NOUN
cjfa-33360	26	6	studies	study	NOUN
cjfa-33360	26	7	on	on	ADP
cjfa-33360	26	8	relative	relative	ADJ
cjfa-33360	26	9	momentum	momentum	NOUN
cjfa-33360	26	10	concentrate	concentrate	NOUN
cjfa-33360	26	11	on	on	ADP
cjfa-33360	26	12	individual	individual	ADJ
cjfa-33360	26	13	stocks	stock	NOUN
cjfa-33360	26	14	,	,	PUNCT
cjfa-33360	26	15	time	time	NOUN
cjfa-33360	26	16	-	-	PUNCT
cjfa-33360	26	17	series	series	NOUN
cjfa-33360	26	18	momentum	momentum	NOUN
cjfa-33360	26	19	(	(	PUNCT
cjfa-33360	26	20	absolute	absolute	ADJ
cjfa-33360	26	21	momentum	momentum	NOUN
cjfa-33360	26	22	)	)	PUNCT
cjfa-33360	26	23	literature	literature	NOUN
cjfa-33360	26	24	has	have	AUX
cjfa-33360	26	25	taken	take	VERB
cjfa-33360	26	26	into	into	ADP
cjfa-33360	26	27	consideration	consideration	NOUN
cjfa-33360	26	28	a	a	DET
cjfa-33360	26	29	sample	sample	NOUN
cjfa-33360	26	30	of	of	ADP
cjfa-33360	26	31	commodities	commodity	NOUN
cjfa-33360	26	32	,	,	PUNCT
cjfa-33360	26	33	currencies	currency	NOUN
cjfa-33360	26	34	and	and	CCONJ
cjfa-33360	26	35	indices	index	NOUN
cjfa-33360	26	36	.	.	PUNCT
cjfa-33360	27	1	very	very	ADV
cjfa-33360	27	2	few	few	ADJ
cjfa-33360	27	3	studies	study	NOUN
cjfa-33360	27	4	have	have	AUX
cjfa-33360	27	5	tested	test	VERB
cjfa-33360	27	6	the	the	DET
cjfa-33360	27	7	profitability	profitability	NOUN
cjfa-33360	27	8	of	of	ADP
cjfa-33360	27	9	time	time	NOUN
cjfa-33360	27	10	-	-	PUNCT
cjfa-33360	27	11	series	series	NOUN
cjfa-33360	27	12	momentum	momentum	NOUN
cjfa-33360	27	13	strategies	strategy	NOUN
cjfa-33360	27	14	among	among	ADP
cjfa-33360	27	15	individual	individual	ADJ
cjfa-33360	27	16	stocks	stock	NOUN
cjfa-33360	27	17	.	.	PUNCT
cjfa-33360	28	1	the	the	DET
cjfa-33360	28	2	direct	direct	ADJ
cjfa-33360	28	3	motivation	motivation	NOUN
cjfa-33360	28	4	for	for	ADP
cjfa-33360	28	5	this	this	DET
cjfa-33360	28	6	study	study	NOUN
cjfa-33360	28	7	arises	arise	VERB
cjfa-33360	28	8	from	from	ADP
cjfa-33360	28	9	the	the	DET
cjfa-33360	28	10	fact	fact	NOUN
cjfa-33360	28	11	that	that	SCONJ
cjfa-33360	28	12	most	most	ADJ
cjfa-33360	28	13	of	of	ADP
cjfa-33360	28	14	the	the	DET
cjfa-33360	28	15	literature	literature	NOUN
cjfa-33360	28	16	on	on	ADP
cjfa-33360	28	17	momentum	momentum	NOUN
cjfa-33360	28	18	focuses	focus	VERB
cjfa-33360	28	19	on	on	ADP
cjfa-33360	28	20	cross	cross	ADJ
cjfa-33360	28	21	-	-	ADJ
cjfa-33360	28	22	sectional	sectional	ADJ
cjfa-33360	28	23	momentum	momentum	NOUN
cjfa-33360	28	24	.	.	PUNCT
cjfa-33360	29	1	there	there	PRON
cjfa-33360	29	2	are	be	VERB
cjfa-33360	29	3	very	very	ADV
cjfa-33360	29	4	few	few	ADJ
cjfa-33360	29	5	studies	study	NOUN
cjfa-33360	29	6	on	on	ADP
cjfa-33360	29	7	time	time	NOUN
cjfa-33360	29	8	-	-	PUNCT
cjfa-33360	29	9	series	series	NOUN
cjfa-33360	29	10	momentum	momentum	NOUN
cjfa-33360	29	11	that	that	PRON
cjfa-33360	29	12	focuses	focus	VERB
cjfa-33360	29	13	only	only	ADV
cjfa-33360	29	14	on	on	ADP
cjfa-33360	29	15	developed	develop	VERB
cjfa-33360	29	16	markets	market	NOUN
cjfa-33360	29	17	.	.	PUNCT
cjfa-33360	30	1	nevertheless	nevertheless	ADV
cjfa-33360	30	2	,	,	PUNCT
cjfa-33360	30	3	in	in	ADP
cjfa-33360	30	4	recent	recent	ADJ
cjfa-33360	30	5	past	past	NOUN
cjfa-33360	30	6	,	,	PUNCT
cjfa-33360	30	7	emerging	emerge	VERB
cjfa-33360	30	8	markets	market	NOUN
cjfa-33360	30	9	have	have	AUX
cjfa-33360	30	10	offered	offer	VERB
cjfa-33360	30	11	tremendous	tremendous	ADJ
cjfa-33360	30	12	opportunities	opportunity	NOUN
cjfa-33360	30	13	for	for	ADP
cjfa-33360	30	14	growth	growth	NOUN
cjfa-33360	30	15	for	for	ADP
cjfa-33360	30	16	investors	investor	NOUN
cjfa-33360	30	17	.	.	PUNCT
cjfa-33360	31	1	therefore	therefore	ADV
cjfa-33360	31	2	,	,	PUNCT
cjfa-33360	31	3	it	it	PRON
cjfa-33360	31	4	is	be	AUX
cjfa-33360	31	5	vital	vital	ADJ
cjfa-33360	31	6	to	to	PART
cjfa-33360	31	7	examine	examine	VERB
cjfa-33360	31	8	the	the	DET
cjfa-33360	31	9	performance	performance	NOUN
cjfa-33360	31	10	of	of	ADP
cjfa-33360	31	11	time	time	NOUN
cjfa-33360	31	12	-	-	PUNCT
cjfa-33360	31	13	series	series	NOUN
cjfa-33360	31	14	momentum	momentum	NOUN
cjfa-33360	31	15	strategies	strategy	NOUN
cjfa-33360	31	16	in	in	ADP
cjfa-33360	31	17	emerging	emerge	VERB
cjfa-33360	31	18	markets	market	NOUN
cjfa-33360	31	19	.	.	PUNCT
cjfa-33360	32	1	our	our	PRON
cjfa-33360	32	2	study	study	NOUN
cjfa-33360	32	3	addresses	address	VERB
cjfa-33360	32	4	this	this	DET
cjfa-33360	32	5	gap	gap	NOUN
cjfa-33360	32	6	by	by	ADP
cjfa-33360	32	7	examining	examine	VERB
cjfa-33360	32	8	the	the	DET
cjfa-33360	32	9	performances	performance	NOUN
cjfa-33360	32	10	of	of	ADP
cjfa-33360	32	11	the	the	DET
cjfa-33360	32	12	time	time	NOUN
cjfa-33360	32	13	series	series	NOUN
cjfa-33360	32	14	and	and	CCONJ
cjfa-33360	32	15	cross	cross	ADJ
cjfa-33360	32	16	-	-	ADJ
cjfa-33360	32	17	sectional	sectional	ADJ
cjfa-33360	32	18	momentum	momentum	NOUN
cjfa-33360	32	19	strategies	strategy	NOUN
cjfa-33360	32	20	in	in	ADP
cjfa-33360	32	21	the	the	DET
cjfa-33360	32	22	indian	indian	PROPN
cjfa-33360	32	23	eq	eq	ADP
cjfa-33360	32	24	time	time	NOUN
cjfa-33360	32	25	-	-	PUNCT
cjfa-33360	32	26	series	series	NOUN
cjfa-33360	32	27	and	and	CCONJ
cjfa-33360	32	28	cross	cross	ADJ
cjfa-33360	32	29	-	-	ADJ
cjfa-33360	32	30	sectional	sectional	ADJ
cjfa-33360	32	31	momentum	momentum	NOUN
cjfa-33360	32	32	in	in	ADP
cjfa-33360	32	33	indian	indian	ADJ
cjfa-33360	32	34	stock	stock	NOUN
cjfa-33360	32	35	market	market	NOUN
cjfa-33360	32	36	163	163	NUM
cjfa-33360	32	37	uity	uity	NOUN
cjfa-33360	32	38	market	market	NOUN
cjfa-33360	32	39	.	.	PUNCT
cjfa-33360	33	1	we	we	PRON
cjfa-33360	33	2	also	also	ADV
cjfa-33360	33	3	investigate	investigate	VERB
cjfa-33360	33	4	potential	potential	ADJ
cjfa-33360	33	5	sources	source	NOUN
cjfa-33360	33	6	of	of	ADP
cjfa-33360	33	7	difference	difference	NOUN
cjfa-33360	33	8	between	between	ADP
cjfa-33360	33	9	the	the	DET
cjfa-33360	33	10	performance	performance	NOUN
cjfa-33360	33	11	of	of	ADP
cjfa-33360	33	12	these	these	DET
cjfa-33360	33	13	two	two	NUM
cjfa-33360	33	14	strategies	strategy	NOUN
cjfa-33360	33	15	.	.	PUNCT
cjfa-33360	34	1	indian	indian	ADJ
cjfa-33360	34	2	stock	stock	NOUN
cjfa-33360	34	3	market	market	NOUN
cjfa-33360	34	4	is	be	AUX
cjfa-33360	34	5	the	the	DET
cjfa-33360	34	6	second	second	ADJ
cjfa-33360	34	7	most	most	ADV
cjfa-33360	34	8	attracting	attract	VERB
cjfa-33360	34	9	emerging	emerge	VERB
cjfa-33360	34	10	stock	stock	NOUN
cjfa-33360	34	11	market	market	NOUN
cjfa-33360	34	12	.	.	PUNCT
cjfa-33360	35	1	it	it	PRON
cjfa-33360	35	2	has	have	AUX
cjfa-33360	35	3	attracted	attract	VERB
cjfa-33360	35	4	record	record	ADJ
cjfa-33360	35	5	foreign	foreign	ADJ
cjfa-33360	35	6	inflow	inflow	NOUN
cjfa-33360	35	7	in	in	ADP
cjfa-33360	35	8	recent	recent	ADJ
cjfa-33360	35	9	past1	past1	NOUN
cjfa-33360	35	10	.	.	PUNCT
cjfa-33360	36	1	in	in	ADP
cjfa-33360	36	2	our	our	PRON
cjfa-33360	36	3	knowledge	knowledge	NOUN
cjfa-33360	36	4	,	,	PUNCT
cjfa-33360	36	5	this	this	PRON
cjfa-33360	36	6	is	be	AUX
cjfa-33360	36	7	the	the	DET
cjfa-33360	36	8	first	first	ADJ
cjfa-33360	36	9	study	study	NOUN
cjfa-33360	36	10	that	that	PRON
cjfa-33360	36	11	examines	examine	VERB
cjfa-33360	36	12	the	the	DET
cjfa-33360	36	13	performance	performance	NOUN
cjfa-33360	36	14	of	of	ADP
cjfa-33360	36	15	time	time	NOUN
cjfa-33360	36	16	-	-	PUNCT
cjfa-33360	36	17	series	series	NOUN
cjfa-33360	36	18	momentum	momentum	NOUN
cjfa-33360	36	19	strategies	strategy	NOUN
cjfa-33360	36	20	in	in	ADP
cjfa-33360	36	21	the	the	DET
cjfa-33360	36	22	indian	indian	ADJ
cjfa-33360	36	23	market	market	NOUN
cjfa-33360	36	24	.	.	PUNCT
cjfa-33360	37	1	in	in	ADP
cjfa-33360	37	2	the	the	DET
cjfa-33360	37	3	present	present	ADJ
cjfa-33360	37	4	study	study	NOUN
cjfa-33360	37	5	,	,	PUNCT
cjfa-33360	37	6	we	we	PRON
cjfa-33360	37	7	first	first	ADV
cjfa-33360	37	8	examine	examine	VERB
cjfa-33360	37	9	the	the	DET
cjfa-33360	37	10	performance	performance	NOUN
cjfa-33360	37	11	of	of	ADP
cjfa-33360	37	12	cross	cross	ADJ
cjfa-33360	37	13	-	-	ADJ
cjfa-33360	37	14	sectional	sectional	ADJ
cjfa-33360	37	15	and	and	CCONJ
cjfa-33360	37	16	time	time	NOUN
cjfa-33360	37	17	-	-	PUNCT
cjfa-33360	37	18	series	series	NOUN
cjfa-33360	37	19	momentum	momentum	NOUN
cjfa-33360	37	20	strategies	strategy	NOUN
cjfa-33360	37	21	and	and	CCONJ
cjfa-33360	37	22	find	find	VERB
cjfa-33360	37	23	that	that	SCONJ
cjfa-33360	37	24	both	both	DET
cjfa-33360	37	25	kinds	kind	NOUN
cjfa-33360	37	26	of	of	ADP
cjfa-33360	37	27	strategies	strategy	NOUN
cjfa-33360	37	28	generate	generate	VERB
cjfa-33360	37	29	significant	significant	ADJ
cjfa-33360	37	30	profits	profit	NOUN
cjfa-33360	37	31	.	.	PUNCT
cjfa-33360	38	1	these	these	DET
cjfa-33360	38	2	profits	profit	NOUN
cjfa-33360	38	3	remain	remain	VERB
cjfa-33360	38	4	significant	significant	ADJ
cjfa-33360	38	5	even	even	ADV
cjfa-33360	38	6	after	after	ADP
cjfa-33360	38	7	adjusting	adjust	VERB
cjfa-33360	38	8	market	market	NOUN
cjfa-33360	38	9	and	and	CCONJ
cjfa-33360	38	10	fama	fama	NOUN
cjfa-33360	38	11	-	-	PUNCT
cjfa-33360	38	12	french	french	ADJ
cjfa-33360	38	13	factors	factor	NOUN
cjfa-33360	38	14	.	.	PUNCT
cjfa-33360	39	1	absolute	absolute	ADJ
cjfa-33360	39	2	momentum	momentum	NOUN
cjfa-33360	39	3	strategies	strategy	NOUN
cjfa-33360	39	4	generate	generate	VERB
cjfa-33360	39	5	superior	superior	ADJ
cjfa-33360	39	6	returns	return	NOUN
cjfa-33360	39	7	than	than	ADP
cjfa-33360	39	8	relative	relative	ADJ
cjfa-33360	39	9	momentum	momentum	NOUN
cjfa-33360	39	10	strategies	strategy	NOUN
cjfa-33360	39	11	.	.	PUNCT
cjfa-33360	40	1	absolute	absolute	ADJ
cjfa-33360	40	2	momentum	momentum	NOUN
cjfa-33360	40	3	profits	profit	NOUN
cjfa-33360	40	4	remain	remain	VERB
cjfa-33360	40	5	significant	significant	ADJ
cjfa-33360	40	6	even	even	ADV
cjfa-33360	40	7	when	when	SCONJ
cjfa-33360	40	8	we	we	PRON
cjfa-33360	40	9	hold	hold	VERB
cjfa-33360	40	10	portfolios	portfolio	NOUN
cjfa-33360	40	11	for	for	ADP
cjfa-33360	40	12	longer	long	ADJ
cjfa-33360	40	13	period	period	NOUN
cjfa-33360	40	14	signalling	signal	VERB
cjfa-33360	40	15	that	that	DET
cjfa-33360	40	16	absolute	absolute	ADJ
cjfa-33360	40	17	momentum	momentum	NOUN
cjfa-33360	40	18	profits	profit	NOUN
cjfa-33360	40	19	do	do	AUX
cjfa-33360	40	20	not	not	PART
cjfa-33360	40	21	reverse	reverse	VERB
cjfa-33360	40	22	in	in	ADP
cjfa-33360	40	23	long	long	ADJ
cjfa-33360	40	24	period	period	NOUN
cjfa-33360	40	25	.	.	PUNCT
cjfa-33360	41	1	in	in	ADP
cjfa-33360	41	2	contrast	contrast	NOUN
cjfa-33360	41	3	,	,	PUNCT
cjfa-33360	41	4	relative	relative	ADJ
cjfa-33360	41	5	momentum	momentum	NOUN
cjfa-33360	41	6	profits	profit	NOUN
cjfa-33360	41	7	do	do	AUX
cjfa-33360	41	8	not	not	PART
cjfa-33360	41	9	remain	remain	VERB
cjfa-33360	41	10	significant	significant	ADJ
cjfa-33360	41	11	in	in	ADP
cjfa-33360	41	12	longer	long	ADJ
cjfa-33360	41	13	period	period	NOUN
cjfa-33360	41	14	.	.	PUNCT
cjfa-33360	42	1	after	after	ADP
cjfa-33360	42	2	examining	examine	VERB
cjfa-33360	42	3	the	the	DET
cjfa-33360	42	4	performances	performance	NOUN
cjfa-33360	42	5	of	of	ADP
cjfa-33360	42	6	both	both	DET
cjfa-33360	42	7	kind	kind	NOUN
cjfa-33360	42	8	of	of	ADP
cjfa-33360	42	9	momentum	momentum	NOUN
cjfa-33360	42	10	strategies	strategy	NOUN
cjfa-33360	42	11	,	,	PUNCT
cjfa-33360	42	12	we	we	PRON
cjfa-33360	42	13	regress	regress	VERB
cjfa-33360	42	14	relative	relative	ADJ
cjfa-33360	42	15	momentum	momentum	NOUN
cjfa-33360	42	16	returns	return	NOUN
cjfa-33360	42	17	against	against	ADP
cjfa-33360	42	18	absolute	absolute	ADJ
cjfa-33360	42	19	momentum	momentum	NOUN
cjfa-33360	42	20	return	return	NOUN
cjfa-33360	42	21	and	and	CCONJ
cjfa-33360	42	22	other	other	ADJ
cjfa-33360	42	23	way	way	NOUN
cjfa-33360	42	24	around	around	ADV
cjfa-33360	42	25	.	.	PUNCT
cjfa-33360	43	1	we	we	PRON
cjfa-33360	43	2	notice	notice	VERB
cjfa-33360	43	3	that	that	SCONJ
cjfa-33360	43	4	regressing	regress	VERB
cjfa-33360	43	5	cross	cross	ADJ
cjfa-33360	43	6	-	-	ADJ
cjfa-33360	43	7	sectional	sectional	ADJ
cjfa-33360	43	8	momentum	momentum	NOUN
cjfa-33360	43	9	returns	return	NOUN
cjfa-33360	43	10	against	against	ADP
cjfa-33360	43	11	time	time	NOUN
cjfa-33360	43	12	-	-	PUNCT
cjfa-33360	43	13	series	series	NOUN
cjfa-33360	43	14	momentum	momentum	NOUN
cjfa-33360	43	15	return	return	NOUN
cjfa-33360	43	16	results	result	NOUN
cjfa-33360	43	17	in	in	ADP
cjfa-33360	43	18	negative	negative	ADJ
cjfa-33360	43	19	alphas	alpha	NOUN
cjfa-33360	43	20	whereas	whereas	SCONJ
cjfa-33360	43	21	regressing	regress	VERB
cjfa-33360	43	22	time	time	NOUN
cjfa-33360	43	23	-	-	PUNCT
cjfa-33360	43	24	series	series	NOUN
cjfa-33360	43	25	momentum	momentum	NOUN
cjfa-33360	43	26	returns	return	NOUN
cjfa-33360	43	27	against	against	ADP
cjfa-33360	43	28	cross	cross	ADJ
cjfa-33360	43	29	-	-	ADJ
cjfa-33360	43	30	sectional	sectional	ADJ
cjfa-33360	43	31	momentum	momentum	NOUN
cjfa-33360	43	32	returns	return	NOUN
cjfa-33360	43	33	results	result	VERB
cjfa-33360	43	34	in	in	ADP
cjfa-33360	43	35	significant	significant	ADJ
cjfa-33360	43	36	positive	positive	ADJ
cjfa-33360	43	37	alphas	alpha	NOUN
cjfa-33360	43	38	.	.	PUNCT
cjfa-33360	44	1	finally	finally	ADV
cjfa-33360	44	2	,	,	PUNCT
cjfa-33360	44	3	we	we	PRON
cjfa-33360	44	4	notice	notice	VERB
cjfa-33360	44	5	that	that	SCONJ
cjfa-33360	44	6	cross	cross	ADJ
cjfa-33360	44	7	-	-	ADJ
cjfa-33360	44	8	sectional	sectional	ADJ
cjfa-33360	44	9	momentum	momentum	NOUN
cjfa-33360	44	10	strategies	strategy	NOUN
cjfa-33360	44	11	are	be	AUX
cjfa-33360	44	12	“	"	PUNCT
cjfa-33360	44	13	zero	zero	NUM
cjfa-33360	44	14	-	-	PUNCT
cjfa-33360	44	15	investment	investment	NOUN
cjfa-33360	44	16	”	"	PUNCT
cjfa-33360	44	17	strategies2	strategies2	NOUN
cjfa-33360	44	18	(	(	PUNCT
cjfa-33360	44	19	equal	equal	ADJ
cjfa-33360	44	20	stocks	stock	NOUN
cjfa-33360	44	21	in	in	ADP
cjfa-33360	44	22	winner	winner	NOUN
cjfa-33360	44	23	and	and	CCONJ
cjfa-33360	44	24	loser	loser	ADJ
cjfa-33360	44	25	portfolios	portfolio	NOUN
cjfa-33360	44	26	)	)	PUNCT
cjfa-33360	44	27	whereas	whereas	SCONJ
cjfa-33360	44	28	in	in	ADP
cjfa-33360	44	29	time	time	NOUN
cjfa-33360	44	30	-	-	PUNCT
cjfa-33360	44	31	series	series	NOUN
cjfa-33360	44	32	momentum	momentum	NOUN
cjfa-33360	44	33	strategies	strategie	VERB
cjfa-33360	44	34	stocks	stock	NOUN
cjfa-33360	44	35	in	in	ADP
cjfa-33360	44	36	winner	winner	NOUN
cjfa-33360	44	37	and	and	CCONJ
cjfa-33360	44	38	loser	loser	ADJ
cjfa-33360	44	39	portfolios	portfolio	NOUN
cjfa-33360	44	40	fluctuate	fluctuate	VERB
cjfa-33360	44	41	with	with	ADP
cjfa-33360	44	42	market	market	NOUN
cjfa-33360	44	43	states	state	NOUN
cjfa-33360	44	44	.	.	PUNCT
cjfa-33360	45	1	we	we	PRON
cjfa-33360	45	2	find	find	VERB
cjfa-33360	45	3	that	that	SCONJ
cjfa-33360	45	4	net	net	ADJ
cjfa-33360	45	5	long	long	ADJ
cjfa-33360	45	6	investment	investment	NOUN
cjfa-33360	45	7	in	in	ADP
cjfa-33360	45	8	time	time	NOUN
cjfa-33360	45	9	-	-	PUNCT
cjfa-33360	45	10	series	series	NOUN
cjfa-33360	45	11	momentum	momentum	NOUN
cjfa-33360	45	12	strategies	strategy	NOUN
cjfa-33360	45	13	is	be	AUX
cjfa-33360	45	14	the	the	DET
cjfa-33360	45	15	main	main	ADJ
cjfa-33360	45	16	reason	reason	NOUN
cjfa-33360	45	17	for	for	ADP
cjfa-33360	45	18	the	the	DET
cjfa-33360	45	19	superiority	superiority	NOUN
cjfa-33360	45	20	of	of	ADP
cjfa-33360	45	21	absolute	absolute	ADJ
cjfa-33360	45	22	momentum	momentum	NOUN
cjfa-33360	45	23	strategies	strategy	NOUN
cjfa-33360	45	24	over	over	ADP
cjfa-33360	45	25	relative	relative	ADJ
cjfa-33360	45	26	momentum	momentum	NOUN
cjfa-33360	45	27	strategies	strategy	NOUN
cjfa-33360	45	28	.	.	PUNCT
cjfa-33360	46	1	the	the	DET
cjfa-33360	46	2	study	study	NOUN
cjfa-33360	46	3	tries	try	VERB
cjfa-33360	46	4	to	to	PART
cjfa-33360	46	5	fill	fill	VERB
cjfa-33360	46	6	the	the	DET
cjfa-33360	46	7	gap	gap	NOUN
cjfa-33360	46	8	in	in	ADP
cjfa-33360	46	9	existing	exist	VERB
cjfa-33360	46	10	momentum	momentum	NOUN
cjfa-33360	46	11	literature	literature	NOUN
cjfa-33360	46	12	by	by	ADP
cjfa-33360	46	13	examining	examine	VERB
cjfa-33360	46	14	the	the	DET
cjfa-33360	46	15	performance	performance	NOUN
cjfa-33360	46	16	of	of	ADP
cjfa-33360	46	17	time	time	NOUN
cjfa-33360	46	18	-	-	PUNCT
cjfa-33360	46	19	series	series	NOUN
cjfa-33360	46	20	momentum	momentum	NOUN
cjfa-33360	46	21	strategies	strategy	NOUN
cjfa-33360	46	22	in	in	ADP
cjfa-33360	46	23	the	the	DET
cjfa-33360	46	24	world	world	NOUN
cjfa-33360	46	25	’s	’s	PART
cjfa-33360	46	26	second	second	ADV
cjfa-33360	46	27	-	-	PUNCT
cjfa-33360	46	28	biggest	big	ADJ
cjfa-33360	46	29	emerging	emerge	VERB
cjfa-33360	46	30	market	market	NOUN
cjfa-33360	46	31	india	india	PROPN
cjfa-33360	46	32	.	.	PUNCT
cjfa-33360	47	1	the	the	DET
cjfa-33360	47	2	study	study	NOUN
cjfa-33360	47	3	provides	provide	VERB
cjfa-33360	47	4	significant	significant	ADJ
cjfa-33360	47	5	evidence	evidence	NOUN
cjfa-33360	47	6	of	of	ADP
cjfa-33360	47	7	time	time	NOUN
cjfa-33360	47	8	-	-	PUNCT
cjfa-33360	47	9	series	series	NOUN
cjfa-33360	47	10	momentum	momentum	NOUN
cjfa-33360	47	11	effect	effect	NOUN
cjfa-33360	47	12	in	in	ADP
cjfa-33360	47	13	the	the	DET
cjfa-33360	47	14	indian	indian	ADJ
cjfa-33360	47	15	market	market	NOUN
cjfa-33360	47	16	,	,	PUNCT
cjfa-33360	47	17	which	which	PRON
cjfa-33360	47	18	can	can	AUX
cjfa-33360	47	19	not	not	PART
cjfa-33360	47	20	be	be	AUX
cjfa-33360	47	21	captured	capture	VERB
cjfa-33360	47	22	by	by	ADP
cjfa-33360	47	23	traditional	traditional	ADJ
cjfa-33360	47	24	asset	asset	NOUN
cjfa-33360	47	25	pricing	pricing	NOUN
cjfa-33360	47	26	models	model	NOUN
cjfa-33360	47	27	.	.	PUNCT
cjfa-33360	48	1	our	our	PRON
cjfa-33360	48	2	study	study	NOUN
cjfa-33360	48	3	also	also	ADV
cjfa-33360	48	4	contributes	contribute	VERB
cjfa-33360	48	5	to	to	ADP
cjfa-33360	48	6	the	the	DET
cjfa-33360	48	7	existing	exist	VERB
cjfa-33360	48	8	literature	literature	NOUN
cjfa-33360	48	9	by	by	ADP
cjfa-33360	48	10	finding	find	VERB
cjfa-33360	48	11	the	the	DET
cjfa-33360	48	12	source	source	NOUN
cjfa-33360	48	13	of	of	ADP
cjfa-33360	48	14	difference	difference	NOUN
cjfa-33360	48	15	between	between	ADP
cjfa-33360	48	16	the	the	DET
cjfa-33360	48	17	performances	performance	NOUN
cjfa-33360	48	18	of	of	ADP
cjfa-33360	48	19	1	1	NUM
cjfa-33360	48	20	 	 	SPACE
cjfa-33360	48	21	bloomberg	bloomberg	NOUN
cjfa-33360	48	22	survey	survey	NOUN
cjfa-33360	48	23	of	of	ADP
cjfa-33360	48	24	global	global	ADJ
cjfa-33360	48	25	investors	investor	NOUN
cjfa-33360	48	26	and	and	CCONJ
cjfa-33360	48	27	traders	trader	NOUN
cjfa-33360	48	28	(	(	PUNCT
cjfa-33360	48	29	2019	2019	NUM
cjfa-33360	48	30	)	)	PUNCT
cjfa-33360	48	31	revealed	reveal	VERB
cjfa-33360	48	32	that	that	SCONJ
cjfa-33360	48	33	india	india	PROPN
cjfa-33360	48	34	is	be	AUX
cjfa-33360	48	35	the	the	DET
cjfa-33360	48	36	second	second	ADJ
cjfa-33360	48	37	most	most	ADV
cjfa-33360	48	38	preferred	preferred	ADJ
cjfa-33360	48	39	emerging	emerge	VERB
cjfa-33360	48	40	equity	equity	NOUN
cjfa-33360	48	41	market	market	NOUN
cjfa-33360	48	42	among	among	ADP
cjfa-33360	48	43	the	the	DET
cjfa-33360	48	44	global	global	ADJ
cjfa-33360	48	45	fund	fund	NOUN
cjfa-33360	48	46	managers	manager	NOUN
cjfa-33360	48	47	.	.	PUNCT
cjfa-33360	49	1	2	2	NUM
cjfa-33360	49	2	 	 	SPACE
cjfa-33360	49	3	zero	zero	NUM
cjfa-33360	49	4	investment	investment	NOUN
cjfa-33360	49	5	strategies	strategy	NOUN
cjfa-33360	49	6	or	or	CCONJ
cjfa-33360	49	7	zero	zero	NUM
cjfa-33360	49	8	net	net	ADJ
cjfa-33360	49	9	investment	investment	NOUN
cjfa-33360	49	10	strategies	strategy	NOUN
cjfa-33360	49	11	are	be	AUX
cjfa-33360	49	12	investment	investment	NOUN
cjfa-33360	49	13	strategies	strategy	NOUN
cjfa-33360	49	14	where	where	SCONJ
cjfa-33360	49	15	the	the	DET
cjfa-33360	49	16	net	net	ADJ
cjfa-33360	49	17	value	value	NOUN
cjfa-33360	49	18	of	of	ADP
cjfa-33360	49	19	the	the	DET
cjfa-33360	49	20	portfolio	portfolio	NOUN
cjfa-33360	49	21	is	be	AUX
cjfa-33360	49	22	zero	zero	NUM
cjfa-33360	49	23	.	.	PUNCT
cjfa-33360	50	1	this	this	PRON
cjfa-33360	50	2	is	be	AUX
cjfa-33360	50	3	done	do	VERB
cjfa-33360	50	4	by	by	ADP
cjfa-33360	50	5	forming	form	VERB
cjfa-33360	50	6	equal	equal	ADJ
cjfa-33360	50	7	long	long	ADJ
cjfa-33360	50	8	and	and	CCONJ
cjfa-33360	50	9	short	short	ADJ
cjfa-33360	50	10	portfolios	portfolio	NOUN
cjfa-33360	50	11	.	.	PUNCT
cjfa-33360	51	1	simarjeet	simarjeet	PROPN
cjfa-33360	51	2	singh	singh	PROPN
cjfa-33360	51	3	,	,	PUNCT
cjfa-33360	51	4	nidhi	nidhi	PROPN
cjfa-33360	51	5	walia164	walia164	VERB
cjfa-33360	51	6	cross	cross	ADJ
cjfa-33360	51	7	-	-	ADJ
cjfa-33360	51	8	sectional	sectional	ADJ
cjfa-33360	51	9	and	and	CCONJ
cjfa-33360	51	10	time	time	NOUN
cjfa-33360	51	11	-	-	PUNCT
cjfa-33360	51	12	series	series	NOUN
cjfa-33360	51	13	momentum	momentum	NOUN
cjfa-33360	51	14	strategies	strategy	NOUN
cjfa-33360	51	15	.	.	PUNCT
cjfa-33360	52	1	the	the	DET
cjfa-33360	52	2	study	study	NOUN
cjfa-33360	52	3	also	also	ADV
cjfa-33360	52	4	provides	provide	VERB
cjfa-33360	52	5	fresh	fresh	ADJ
cjfa-33360	52	6	evidence	evidence	NOUN
cjfa-33360	52	7	of	of	ADP
cjfa-33360	52	8	cross	cross	ADJ
cjfa-33360	52	9	-	-	ADJ
cjfa-33360	52	10	sectional	sectional	ADJ
cjfa-33360	52	11	momentum	momentum	NOUN
cjfa-33360	52	12	in	in	ADP
cjfa-33360	52	13	the	the	DET
cjfa-33360	52	14	indian	indian	ADJ
cjfa-33360	52	15	market	market	NOUN
cjfa-33360	52	16	.	.	PUNCT
cjfa-33360	53	1	we	we	PRON
cjfa-33360	53	2	have	have	AUX
cjfa-33360	53	3	organized	organize	VERB
cjfa-33360	53	4	the	the	DET
cjfa-33360	53	5	rest	rest	NOUN
cjfa-33360	53	6	of	of	ADP
cjfa-33360	53	7	the	the	DET
cjfa-33360	53	8	paper	paper	NOUN
cjfa-33360	53	9	as	as	SCONJ
cjfa-33360	53	10	follows	follow	VERB
cjfa-33360	53	11	.	.	PUNCT
cjfa-33360	54	1	section	section	NOUN
cjfa-33360	54	2	2	2	NUM
cjfa-33360	54	3	gives	give	VERB
cjfa-33360	54	4	a	a	DET
cjfa-33360	54	5	summary	summary	NOUN
cjfa-33360	54	6	of	of	ADP
cjfa-33360	54	7	the	the	DET
cjfa-33360	54	8	existing	exist	VERB
cjfa-33360	54	9	literature	literature	NOUN
cjfa-33360	54	10	on	on	ADP
cjfa-33360	54	11	momentum	momentum	NOUN
cjfa-33360	54	12	investing	investing	NOUN
cjfa-33360	54	13	.	.	PUNCT
cjfa-33360	55	1	section	section	NOUN
cjfa-33360	55	2	3	3	NUM
cjfa-33360	55	3	describes	describe	VERB
cjfa-33360	55	4	data	datum	NOUN
cjfa-33360	55	5	and	and	CCONJ
cjfa-33360	55	6	research	research	NOUN
cjfa-33360	55	7	methodology	methodology	NOUN
cjfa-33360	55	8	.	.	PUNCT
cjfa-33360	56	1	findings	finding	NOUN
cjfa-33360	56	2	and	and	CCONJ
cjfa-33360	56	3	discussions	discussion	NOUN
cjfa-33360	56	4	of	of	ADP
cjfa-33360	56	5	the	the	DET
cjfa-33360	56	6	study	study	NOUN
cjfa-33360	56	7	are	be	AUX
cjfa-33360	56	8	reported	report	VERB
cjfa-33360	56	9	in	in	ADP
cjfa-33360	56	10	section	section	NOUN
cjfa-33360	56	11	4	4	NUM
cjfa-33360	56	12	and	and	CCONJ
cjfa-33360	56	13	5	5	NUM
cjfa-33360	56	14	,	,	PUNCT
cjfa-33360	56	15	respectively	respectively	ADV
cjfa-33360	56	16	.	.	PUNCT
cjfa-33360	57	1	section	section	NOUN
cjfa-33360	57	2	6	6	NUM
cjfa-33360	57	3	concludes	conclude	VERB
cjfa-33360	57	4	the	the	DET
cjfa-33360	57	5	research	research	NOUN
cjfa-33360	57	6	study	study	NOUN
cjfa-33360	57	7	.	.	PUNCT
cjfa-33360	58	1	literature	literature	NOUN
cjfa-33360	58	2	review	review	PROPN
cjfa-33360	58	3	in	in	ADP
cjfa-33360	58	4	finance	finance	NOUN
cjfa-33360	58	5	,	,	PUNCT
cjfa-33360	58	6	momentum	momentum	NOUN
cjfa-33360	58	7	means	mean	VERB
cjfa-33360	58	8	price	price	NOUN
cjfa-33360	58	9	continuation	continuation	NOUN
cjfa-33360	58	10	patterns	pattern	NOUN
cjfa-33360	58	11	.	.	PUNCT
cjfa-33360	59	1	jegadeesh	jegadeesh	NOUN
cjfa-33360	59	2	and	and	CCONJ
cjfa-33360	59	3	titman	titman	NOUN
cjfa-33360	59	4	(	(	PUNCT
cjfa-33360	59	5	1993	1993	NUM
cjfa-33360	59	6	)	)	PUNCT
cjfa-33360	59	7	initially	initially	ADV
cjfa-33360	59	8	tested	test	VERB
cjfa-33360	59	9	the	the	DET
cjfa-33360	59	10	performance	performance	NOUN
cjfa-33360	59	11	of	of	ADP
cjfa-33360	59	12	relative	relative	ADJ
cjfa-33360	59	13	momentum	momentum	NOUN
cjfa-33360	59	14	strategies	strategy	NOUN
cjfa-33360	59	15	in	in	ADP
cjfa-33360	59	16	the	the	DET
cjfa-33360	59	17	us	us	PROPN
cjfa-33360	59	18	market	market	NOUN
cjfa-33360	59	19	.	.	PUNCT
cjfa-33360	60	1	they	they	PRON
cjfa-33360	60	2	reported	report	VERB
cjfa-33360	60	3	that	that	SCONJ
cjfa-33360	60	4	relative	relative	ADJ
cjfa-33360	60	5	momentum	momentum	NOUN
cjfa-33360	60	6	strategies	strategy	NOUN
cjfa-33360	60	7	generate	generate	VERB
cjfa-33360	60	8	large	large	ADJ
cjfa-33360	60	9	and	and	CCONJ
cjfa-33360	60	10	significant	significant	ADJ
cjfa-33360	60	11	returns	return	NOUN
cjfa-33360	60	12	.	.	PUNCT
cjfa-33360	61	1	after	after	SCONJ
cjfa-33360	61	2	their	their	PRON
cjfa-33360	61	3	work	work	NOUN
cjfa-33360	61	4	,	,	PUNCT
cjfa-33360	61	5	chan	chan	PROPN
cjfa-33360	61	6	,	,	PUNCT
cjfa-33360	61	7	jegadeesh	jegadeesh	NOUN
cjfa-33360	61	8	and	and	CCONJ
cjfa-33360	61	9	lakonishok	lakonishok	NOUN
cjfa-33360	61	10	(	(	PUNCT
cjfa-33360	61	11	1996	1996	NUM
cjfa-33360	61	12	)	)	PUNCT
cjfa-33360	61	13	and	and	CCONJ
cjfa-33360	61	14	conrad	conrad	PROPN
cjfa-33360	61	15	and	and	CCONJ
cjfa-33360	61	16	kaul	kaul	PROPN
cjfa-33360	61	17	(	(	PUNCT
cjfa-33360	61	18	1998	1998	NUM
cjfa-33360	61	19	)	)	PUNCT
cjfa-33360	61	20	also	also	ADV
cjfa-33360	61	21	confirmed	confirm	VERB
cjfa-33360	61	22	the	the	DET
cjfa-33360	61	23	presence	presence	NOUN
cjfa-33360	61	24	of	of	ADP
cjfa-33360	61	25	momentum	momentum	NOUN
cjfa-33360	61	26	effect	effect	NOUN
cjfa-33360	61	27	in	in	ADP
cjfa-33360	61	28	the	the	DET
cjfa-33360	61	29	us	us	PROPN
cjfa-33360	61	30	market	market	NOUN
cjfa-33360	61	31	.	.	PUNCT
cjfa-33360	62	1	rouwenhorst	rouwenhorst	ADV
cjfa-33360	62	2	(	(	PUNCT
cjfa-33360	62	3	1998	1998	NUM
cjfa-33360	62	4	)	)	PUNCT
cjfa-33360	62	5	examined	examine	VERB
cjfa-33360	62	6	the	the	DET
cjfa-33360	62	7	momentum	momentum	NOUN
cjfa-33360	62	8	effect	effect	NOUN
cjfa-33360	62	9	in	in	ADP
cjfa-33360	62	10	europe	europe	PROPN
cjfa-33360	62	11	.	.	PUNCT
cjfa-33360	63	1	by	by	ADP
cjfa-33360	63	2	taking	take	VERB
cjfa-33360	63	3	into	into	ADP
cjfa-33360	63	4	consideration	consideration	NOUN
cjfa-33360	63	5	the	the	DET
cjfa-33360	63	6	12	12	NUM
cjfa-33360	63	7	european	european	ADJ
cjfa-33360	63	8	markets	market	NOUN
cjfa-33360	63	9	,	,	PUNCT
cjfa-33360	63	10	the	the	DET
cjfa-33360	63	11	study	study	NOUN
cjfa-33360	63	12	documented	document	VERB
cjfa-33360	63	13	significant	significant	ADJ
cjfa-33360	63	14	momentum	momentum	NOUN
cjfa-33360	63	15	effect	effect	NOUN
cjfa-33360	63	16	in	in	ADP
cjfa-33360	63	17	europe	europe	PROPN
cjfa-33360	63	18	.	.	PUNCT
cjfa-33360	64	1	griffin	griffin	PROPN
cjfa-33360	64	2	et	et	PROPN
cjfa-33360	64	3	al	al	PROPN
cjfa-33360	64	4	.	.	PROPN
cjfa-33360	64	5	(	(	PUNCT
cjfa-33360	64	6	2003	2003	NUM
cjfa-33360	64	7	)	)	PUNCT
cjfa-33360	64	8	explored	explore	VERB
cjfa-33360	64	9	the	the	DET
cjfa-33360	64	10	performance	performance	NOUN
cjfa-33360	64	11	of	of	ADP
cjfa-33360	64	12	cross	cross	ADJ
cjfa-33360	64	13	-	-	ADJ
cjfa-33360	64	14	sectional	sectional	ADJ
cjfa-33360	64	15	momentum	momentum	NOUN
cjfa-33360	64	16	strategies	strategy	NOUN
cjfa-33360	64	17	across	across	ADP
cjfa-33360	64	18	40	40	NUM
cjfa-33360	64	19	developed	developed	ADJ
cjfa-33360	64	20	and	and	CCONJ
cjfa-33360	64	21	emerging	emerge	VERB
cjfa-33360	64	22	markets	market	NOUN
cjfa-33360	64	23	and	and	CCONJ
cjfa-33360	64	24	found	find	VERB
cjfa-33360	64	25	significant	significant	ADJ
cjfa-33360	64	26	momentum	momentum	NOUN
cjfa-33360	64	27	effect	effect	NOUN
cjfa-33360	64	28	in	in	ADP
cjfa-33360	64	29	32	32	NUM
cjfa-33360	64	30	financial	financial	ADJ
cjfa-33360	64	31	markets	market	NOUN
cjfa-33360	64	32	.	.	PUNCT
cjfa-33360	65	1	further	far	ADV
cjfa-33360	65	2	,	,	PUNCT
cjfa-33360	65	3	academic	academic	ADJ
cjfa-33360	65	4	studies	study	NOUN
cjfa-33360	65	5	have	have	AUX
cjfa-33360	65	6	reported	report	VERB
cjfa-33360	65	7	significant	significant	ADJ
cjfa-33360	65	8	cross	cross	ADJ
cjfa-33360	65	9	-	-	ADJ
cjfa-33360	65	10	sectional	sectional	ADJ
cjfa-33360	65	11	momentum	momentum	NOUN
cjfa-33360	65	12	effect	effect	NOUN
cjfa-33360	65	13	across	across	ADP
cjfa-33360	65	14	multiple	multiple	ADJ
cjfa-33360	65	15	asset	asset	NOUN
cjfa-33360	65	16	classes	class	NOUN
cjfa-33360	65	17	such	such	ADJ
cjfa-33360	65	18	as	as	ADP
cjfa-33360	65	19	commodities	commodity	NOUN
cjfa-33360	65	20	,	,	PUNCT
cjfa-33360	65	21	corporate	corporate	ADJ
cjfa-33360	65	22	bonds	bond	NOUN
cjfa-33360	65	23	,	,	PUNCT
cjfa-33360	65	24	currencies	currency	NOUN
cjfa-33360	65	25	,	,	PUNCT
cjfa-33360	65	26	mutual	mutual	ADJ
cjfa-33360	65	27	funds	fund	NOUN
cjfa-33360	65	28	,	,	PUNCT
cjfa-33360	65	29	real	real	ADJ
cjfa-33360	65	30	estate	estate	NOUN
cjfa-33360	65	31	(	(	PUNCT
cjfa-33360	65	32	okunev	okunev	PROPN
cjfa-33360	65	33	&	&	CCONJ
cjfa-33360	65	34	white	white	PROPN
cjfa-33360	65	35	,	,	PUNCT
cjfa-33360	65	36	2003	2003	NUM
cjfa-33360	65	37	;	;	PUNCT
cjfa-33360	65	38	derwall	derwall	PROPN
cjfa-33360	65	39	,	,	PUNCT
cjfa-33360	65	40	huij	huij	PROPN
cjfa-33360	65	41	,	,	PUNCT
cjfa-33360	65	42	brounen	brounen	PROPN
cjfa-33360	65	43	&	&	CCONJ
cjfa-33360	65	44	marquering	marquering	PROPN
cjfa-33360	65	45	,	,	PUNCT
cjfa-33360	65	46	2009	2009	NUM
cjfa-33360	65	47	;	;	PUNCT
cjfa-33360	65	48	beracha	beracha	PROPN
cjfa-33360	65	49	&	&	CCONJ
cjfa-33360	65	50	skiba	skiba	PROPN
cjfa-33360	65	51	,	,	PUNCT
cjfa-33360	65	52	2011	2011	NUM
cjfa-33360	65	53	;	;	PUNCT
cjfa-33360	65	54	jostova	jostova	PROPN
cjfa-33360	65	55	,	,	PUNCT
cjfa-33360	65	56	nikolova	nikolova	INTJ
cjfa-33360	65	57	,	,	PUNCT
cjfa-33360	65	58	philipov	philipov	PROPN
cjfa-33360	65	59	&	&	CCONJ
cjfa-33360	65	60	stahel	stahel	PROPN
cjfa-33360	65	61	,	,	PUNCT
cjfa-33360	65	62	2013	2013	NUM
cjfa-33360	65	63	;	;	PUNCT
cjfa-33360	65	64	fuertes	fuerte	NOUN
cjfa-33360	65	65	,	,	PUNCT
cjfa-33360	65	66	miffre	miffre	PROPN
cjfa-33360	65	67	&	&	CCONJ
cjfa-33360	65	68	fernandez	fernandez	PROPN
cjfa-33360	65	69	-	-	PUNCT
cjfa-33360	65	70	perez	perez	PROPN
cjfa-33360	65	71	,	,	PUNCT
cjfa-33360	65	72	2015	2015	NUM
cjfa-33360	65	73	;	;	PUNCT
cjfa-33360	65	74	grobys	grobys	NOUN
cjfa-33360	65	75	&	&	CCONJ
cjfa-33360	65	76	sapkota	sapkota	PROPN
cjfa-33360	65	77	,	,	PUNCT
cjfa-33360	65	78	2019	2019	NUM
cjfa-33360	65	79	)	)	PUNCT
cjfa-33360	65	80	.	.	PUNCT
cjfa-33360	66	1	research	research	NOUN
cjfa-33360	66	2	studies	study	NOUN
cjfa-33360	66	3	have	have	AUX
cjfa-33360	66	4	also	also	ADV
cjfa-33360	66	5	proved	prove	VERB
cjfa-33360	66	6	the	the	DET
cjfa-33360	66	7	efficacy	efficacy	NOUN
cjfa-33360	66	8	of	of	ADP
cjfa-33360	66	9	relative	relative	ADJ
cjfa-33360	66	10	momentum	momentum	NOUN
cjfa-33360	66	11	strategies	strategy	NOUN
cjfa-33360	66	12	in	in	ADP
cjfa-33360	66	13	the	the	DET
cjfa-33360	66	14	indian	indian	ADJ
cjfa-33360	66	15	stock	stock	NOUN
cjfa-33360	66	16	market	market	NOUN
cjfa-33360	66	17	.	.	PUNCT
cjfa-33360	67	1	sehgal	sehgal	PROPN
cjfa-33360	67	2	and	and	CCONJ
cjfa-33360	67	3	balakrishnan	balakrishnan	PROPN
cjfa-33360	67	4	(	(	PUNCT
cjfa-33360	67	5	2002	2002	NUM
cjfa-33360	67	6	)	)	PUNCT
cjfa-33360	67	7	initially	initially	ADV
cjfa-33360	67	8	observed	observe	VERB
cjfa-33360	67	9	significant	significant	ADJ
cjfa-33360	67	10	cross	cross	ADJ
cjfa-33360	67	11	-	-	ADJ
cjfa-33360	67	12	sectional	sectional	ADJ
cjfa-33360	67	13	momentum	momentum	NOUN
cjfa-33360	67	14	effect	effect	NOUN
cjfa-33360	67	15	in	in	ADP
cjfa-33360	67	16	the	the	DET
cjfa-33360	67	17	indian	indian	ADJ
cjfa-33360	67	18	market	market	NOUN
cjfa-33360	67	19	.	.	PUNCT
cjfa-33360	68	1	further	far	ADV
cjfa-33360	68	2	,	,	PUNCT
cjfa-33360	68	3	several	several	ADJ
cjfa-33360	68	4	academic	academic	ADJ
cjfa-33360	68	5	studies	study	NOUN
cjfa-33360	68	6	confirm	confirm	VERB
cjfa-33360	68	7	these	these	DET
cjfa-33360	68	8	findings	finding	NOUN
cjfa-33360	68	9	(	(	PUNCT
cjfa-33360	68	10	garg	garg	NOUN
cjfa-33360	68	11	&	&	CCONJ
cjfa-33360	68	12	varshney	varshney	NOUN
cjfa-33360	68	13	,	,	PUNCT
cjfa-33360	68	14	2015	2015	NUM
cjfa-33360	68	15	;	;	PUNCT
cjfa-33360	68	16	maheshwari	maheshwari	PROPN
cjfa-33360	68	17	&	&	CCONJ
cjfa-33360	68	18	dhankar	dhankar	PROPN
cjfa-33360	68	19	,	,	PUNCT
cjfa-33360	68	20	2017	2017	NUM
cjfa-33360	68	21	;	;	PUNCT
cjfa-33360	68	22	mohapatra	mohapatra	PROPN
cjfa-33360	68	23	&	&	CCONJ
cjfa-33360	68	24	misra	misra	PROPN
cjfa-33360	68	25	,	,	PUNCT
cjfa-33360	68	26	2020	2020	NUM
cjfa-33360	68	27	)	)	PUNCT
cjfa-33360	68	28	.	.	PUNCT
cjfa-33360	69	1	although	although	SCONJ
cjfa-33360	69	2	there	there	PRON
cjfa-33360	69	3	is	be	VERB
cjfa-33360	69	4	a	a	DET
cjfa-33360	69	5	vast	vast	ADJ
cjfa-33360	69	6	literature	literature	NOUN
cjfa-33360	69	7	on	on	ADP
cjfa-33360	69	8	cross	cross	ADJ
cjfa-33360	69	9	-	-	ADJ
cjfa-33360	69	10	section	section	ADJ
cjfa-33360	69	11	momentum	momentum	NOUN
cjfa-33360	69	12	,	,	PUNCT
cjfa-33360	69	13	the	the	DET
cjfa-33360	69	14	literature	literature	NOUN
cjfa-33360	69	15	on	on	ADP
cjfa-33360	69	16	time	time	NOUN
cjfa-33360	69	17	-	-	PUNCT
cjfa-33360	69	18	series	series	NOUN
cjfa-33360	69	19	momentum	momentum	NOUN
cjfa-33360	69	20	is	be	AUX
cjfa-33360	69	21	limited	limited	ADJ
cjfa-33360	69	22	.	.	PUNCT
cjfa-33360	70	1	moskowitz	moskowitz	PROPN
cjfa-33360	70	2	et	et	PROPN
cjfa-33360	70	3	al	al	PROPN
cjfa-33360	70	4	.	.	PROPN
cjfa-33360	70	5	(	(	PUNCT
cjfa-33360	70	6	2012	2012	NUM
cjfa-33360	70	7	)	)	PUNCT
cjfa-33360	70	8	initially	initially	ADV
cjfa-33360	70	9	proved	prove	VERB
cjfa-33360	70	10	the	the	DET
cjfa-33360	70	11	superiority	superiority	NOUN
cjfa-33360	70	12	of	of	ADP
cjfa-33360	70	13	time	time	NOUN
cjfa-33360	70	14	-	-	PUNCT
cjfa-33360	70	15	series	series	NOUN
cjfa-33360	70	16	momentum	momentum	NOUN
cjfa-33360	70	17	strategies	strategy	NOUN
cjfa-33360	70	18	over	over	ADP
cjfa-33360	70	19	cross	cross	ADJ
cjfa-33360	70	20	-	-	ADJ
cjfa-33360	70	21	sectional	sectional	ADJ
cjfa-33360	70	22	momentum	momentum	NOUN
cjfa-33360	70	23	strategies	strategy	NOUN
cjfa-33360	70	24	.	.	PUNCT
cjfa-33360	71	1	further	far	ADV
cjfa-33360	71	2	,	,	PUNCT
cjfa-33360	71	3	menkhoff	menkhoff	PROPN
cjfa-33360	71	4	,	,	PUNCT
cjfa-33360	71	5	sarno	sarno	PROPN
cjfa-33360	71	6	,	,	PUNCT
cjfa-33360	71	7	schmeling	schmele	VERB
cjfa-33360	71	8	and	and	CCONJ
cjfa-33360	71	9	schrimpf	schrimpf	NOUN
cjfa-33360	71	10	(	(	PUNCT
cjfa-33360	71	11	2012	2012	NUM
cjfa-33360	71	12	)	)	PUNCT
cjfa-33360	71	13	confirmed	confirm	VERB
cjfa-33360	71	14	these	these	DET
cjfa-33360	71	15	findings	finding	NOUN
cjfa-33360	71	16	in	in	ADP
cjfa-33360	71	17	currency	currency	NOUN
cjfa-33360	71	18	markets	market	NOUN
cjfa-33360	71	19	.	.	PUNCT
cjfa-33360	72	1	bird	bird	NOUN
cjfa-33360	72	2	,	,	PUNCT
cjfa-33360	72	3	gao	gao	PROPN
cjfa-33360	72	4	and	and	CCONJ
cjfa-33360	72	5	yeung	yeung	PROPN
cjfa-33360	72	6	(	(	PUNCT
cjfa-33360	72	7	2017	2017	NUM
cjfa-33360	72	8	)	)	PUNCT
cjfa-33360	72	9	extended	extend	VERB
cjfa-33360	72	10	the	the	DET
cjfa-33360	72	11	work	work	NOUN
cjfa-33360	72	12	of	of	ADP
cjfa-33360	72	13	moskowitz	moskowitz	PROPN
cjfa-33360	72	14	et	et	PROPN
cjfa-33360	72	15	al	al	PROPN
cjfa-33360	72	16	.	.	PROPN
cjfa-33360	73	1	(	(	PUNCT
cjfa-33360	73	2	2012	2012	NUM
cjfa-33360	73	3	)	)	PUNCT
cjfa-33360	74	1	and	and	CCONJ
cjfa-33360	74	2	tested	test	VERB
cjfa-33360	74	3	the	the	DET
cjfa-33360	74	4	performances	performance	NOUN
cjfa-33360	74	5	of	of	ADP
cjfa-33360	74	6	absolute	absolute	ADJ
cjfa-33360	74	7	and	and	CCONJ
cjfa-33360	74	8	relative	relative	ADJ
cjfa-33360	74	9	momentum	momentum	NOUN
cjfa-33360	74	10	strategies	strategy	NOUN
cjfa-33360	74	11	across	across	ADP
cjfa-33360	74	12	24	24	NUM
cjfa-33360	74	13	developed	develop	VERB
cjfa-33360	74	14	fi	fi	NOUN
cjfa-33360	74	15	time	time	NOUN
cjfa-33360	74	16	-	-	PUNCT
cjfa-33360	74	17	series	series	NOUN
cjfa-33360	74	18	and	and	CCONJ
cjfa-33360	74	19	cross	cross	ADJ
cjfa-33360	74	20	-	-	ADJ
cjfa-33360	74	21	sectional	sectional	ADJ
cjfa-33360	74	22	momentum	momentum	NOUN
cjfa-33360	74	23	in	in	ADP
cjfa-33360	74	24	indian	indian	ADJ
cjfa-33360	74	25	stock	stock	NOUN
cjfa-33360	74	26	market	market	NOUN
cjfa-33360	74	27	165	165	NUM
cjfa-33360	74	28	nancial	nancial	ADJ
cjfa-33360	74	29	markets	market	NOUN
cjfa-33360	74	30	.	.	PUNCT
cjfa-33360	75	1	they	they	PRON
cjfa-33360	75	2	confirmed	confirm	VERB
cjfa-33360	75	3	the	the	DET
cjfa-33360	75	4	superiority	superiority	NOUN
cjfa-33360	75	5	of	of	ADP
cjfa-33360	75	6	time	time	NOUN
cjfa-33360	75	7	-	-	PUNCT
cjfa-33360	75	8	series	series	NOUN
cjfa-33360	75	9	momentum	momentum	NOUN
cjfa-33360	75	10	strategies	strategy	NOUN
cjfa-33360	75	11	over	over	ADP
cjfa-33360	75	12	cross	cross	ADJ
cjfa-33360	75	13	-	-	ADJ
cjfa-33360	75	14	sectional	sectional	ADJ
cjfa-33360	75	15	momentum	momentum	NOUN
cjfa-33360	75	16	strategies	strategy	NOUN
cjfa-33360	75	17	.	.	PUNCT
cjfa-33360	76	1	goyal	goyal	NOUN
cjfa-33360	76	2	and	and	CCONJ
cjfa-33360	76	3	jegadeesh	jegadeesh	NOUN
cjfa-33360	76	4	(	(	PUNCT
cjfa-33360	76	5	2018	2018	NUM
cjfa-33360	76	6	)	)	PUNCT
cjfa-33360	76	7	went	go	VERB
cjfa-33360	76	8	one	one	NUM
cjfa-33360	76	9	step	step	NOUN
cjfa-33360	76	10	further	far	ADV
cjfa-33360	76	11	,	,	PUNCT
cjfa-33360	76	12	and	and	CCONJ
cjfa-33360	76	13	they	they	PRON
cjfa-33360	76	14	try	try	VERB
cjfa-33360	76	15	to	to	PART
cjfa-33360	76	16	find	find	VERB
cjfa-33360	76	17	out	out	ADP
cjfa-33360	76	18	the	the	DET
cjfa-33360	76	19	major	major	ADJ
cjfa-33360	76	20	source	source	NOUN
cjfa-33360	76	21	of	of	ADP
cjfa-33360	76	22	differences	difference	NOUN
cjfa-33360	76	23	between	between	ADP
cjfa-33360	76	24	the	the	DET
cjfa-33360	76	25	performances	performance	NOUN
cjfa-33360	76	26	of	of	ADP
cjfa-33360	76	27	time	time	NOUN
cjfa-33360	76	28	series	series	NOUN
cjfa-33360	76	29	and	and	CCONJ
cjfa-33360	76	30	cross	cross	ADJ
cjfa-33360	76	31	-	-	ADJ
cjfa-33360	76	32	sectional	sectional	ADJ
cjfa-33360	76	33	momentum	momentum	NOUN
cjfa-33360	76	34	strategies	strategy	NOUN
cjfa-33360	76	35	.	.	PUNCT
cjfa-33360	77	1	they	they	PRON
cjfa-33360	77	2	reported	report	VERB
cjfa-33360	77	3	that	that	SCONJ
cjfa-33360	77	4	absolute	absolute	ADJ
cjfa-33360	77	5	momentum	momentum	NOUN
cjfa-33360	77	6	strategies	strategy	NOUN
cjfa-33360	77	7	perform	perform	VERB
cjfa-33360	77	8	better	well	ADJ
cjfa-33360	77	9	than	than	ADP
cjfa-33360	77	10	relative	relative	ADJ
cjfa-33360	77	11	momentum	momentum	NOUN
cjfa-33360	77	12	strategies	strategy	NOUN
cjfa-33360	77	13	and	and	CCONJ
cjfa-33360	77	14	“	"	PUNCT
cjfa-33360	77	15	time	time	NOUN
cjfa-33360	77	16	-	-	PUNCT
cjfa-33360	77	17	varying	vary	VERB
cjfa-33360	77	18	net	net	ADJ
cjfa-33360	77	19	long	long	ADJ
cjfa-33360	77	20	position	position	NOUN
cjfa-33360	77	21	”	"	PUNCT
cjfa-33360	77	22	is	be	AUX
cjfa-33360	77	23	the	the	DET
cjfa-33360	77	24	main	main	ADJ
cjfa-33360	77	25	source	source	NOUN
cjfa-33360	77	26	behind	behind	ADP
cjfa-33360	77	27	this	this	DET
cjfa-33360	77	28	superiority	superiority	NOUN
cjfa-33360	77	29	.	.	PUNCT
cjfa-33360	78	1	lim	lim	PROPN
cjfa-33360	78	2	,	,	PUNCT
cjfa-33360	78	3	wang	wang	PROPN
cjfa-33360	78	4	and	and	CCONJ
cjfa-33360	78	5	yao	yao	PROPN
cjfa-33360	78	6	(	(	PUNCT
cjfa-33360	78	7	2018	2018	NUM
cjfa-33360	78	8	)	)	PUNCT
cjfa-33360	78	9	proved	prove	VERB
cjfa-33360	78	10	that	that	SCONJ
cjfa-33360	78	11	absolute	absolute	ADJ
cjfa-33360	78	12	momentum	momentum	NOUN
cjfa-33360	78	13	effect	effect	NOUN
cjfa-33360	78	14	is	be	AUX
cjfa-33360	78	15	pervasive	pervasive	ADJ
cjfa-33360	78	16	as	as	SCONJ
cjfa-33360	78	17	they	they	PRON
cjfa-33360	78	18	proved	prove	VERB
cjfa-33360	78	19	the	the	DET
cjfa-33360	78	20	efficacy	efficacy	NOUN
cjfa-33360	78	21	of	of	ADP
cjfa-33360	78	22	time	time	NOUN
cjfa-33360	78	23	-	-	PUNCT
cjfa-33360	78	24	series	series	NOUN
cjfa-33360	78	25	momentum	momentum	NOUN
cjfa-33360	78	26	strategies	strategy	NOUN
cjfa-33360	78	27	across	across	ADP
cjfa-33360	78	28	multiple	multiple	ADJ
cjfa-33360	78	29	geographical	geographical	ADJ
cjfa-33360	78	30	markets	market	NOUN
cjfa-33360	78	31	and	and	CCONJ
cjfa-33360	78	32	sub	sub	NOUN
cjfa-33360	78	33	-	-	ADJ
cjfa-33360	78	34	periods	period	NOUN
cjfa-33360	78	35	.	.	PUNCT
cjfa-33360	79	1	data	datum	NOUN
cjfa-33360	79	2	and	and	CCONJ
cjfa-33360	79	3	research	research	NOUN
cjfa-33360	79	4	methodology	methodology	NOUN
cjfa-33360	79	5	for	for	ADP
cjfa-33360	79	6	the	the	DET
cjfa-33360	79	7	selection	selection	NOUN
cjfa-33360	79	8	of	of	ADP
cjfa-33360	79	9	the	the	DET
cjfa-33360	79	10	sample	sample	NOUN
cjfa-33360	80	1	,	,	PUNCT
cjfa-33360	80	2	authors	author	NOUN
cjfa-33360	80	3	initially	initially	ADV
cjfa-33360	80	4	consider	consider	VERB
cjfa-33360	80	5	the	the	DET
cjfa-33360	80	6	month	month	NOUN
cjfa-33360	80	7	-	-	PUNCT
cjfa-33360	80	8	end	end	NOUN
cjfa-33360	80	9	adjusted	adjust	VERB
cjfa-33360	80	10	closing	closing	NOUN
cjfa-33360	80	11	prices	price	NOUN
cjfa-33360	80	12	of	of	ADP
cjfa-33360	80	13	all	all	DET
cjfa-33360	80	14	the	the	DET
cjfa-33360	80	15	companies	company	NOUN
cjfa-33360	80	16	listed	list	VERB
cjfa-33360	80	17	on	on	ADP
cjfa-33360	80	18	bse	bse	PROPN
cjfa-33360	80	19	(	(	PUNCT
cjfa-33360	80	20	bombay	bombay	PROPN
cjfa-33360	80	21	stock	stock	PROPN
cjfa-33360	80	22	exchange	exchange	PROPN
cjfa-33360	80	23	)	)	PUNCT
cjfa-33360	80	24	from	from	ADP
cjfa-33360	80	25	january	january	PROPN
cjfa-33360	80	26	2002	2002	NUM
cjfa-33360	80	27	to	to	ADP
cjfa-33360	80	28	october	october	PROPN
cjfa-33360	80	29	2019	2019	NUM
cjfa-33360	80	30	.	.	PUNCT
cjfa-33360	81	1	the	the	DET
cjfa-33360	81	2	span	span	NOUN
cjfa-33360	81	3	of	of	ADP
cjfa-33360	81	4	the	the	DET
cjfa-33360	81	5	sample	sample	NOUN
cjfa-33360	81	6	period	period	NOUN
cjfa-33360	81	7	covers	cover	VERB
cjfa-33360	81	8	both	both	CCONJ
cjfa-33360	81	9	the	the	DET
cjfa-33360	81	10	bull	bull	NOUN
cjfa-33360	81	11	and	and	CCONJ
cjfa-33360	81	12	bear	bear	VERB
cjfa-33360	81	13	phases	phase	NOUN
cjfa-33360	81	14	of	of	ADP
cjfa-33360	81	15	the	the	DET
cjfa-33360	81	16	indian	indian	ADJ
cjfa-33360	81	17	stock	stock	NOUN
cjfa-33360	81	18	market	market	NOUN
cjfa-33360	81	19	.	.	PUNCT
cjfa-33360	82	1	after	after	ADP
cjfa-33360	82	2	the	the	DET
cjfa-33360	82	3	initial	initial	ADJ
cjfa-33360	82	4	selection	selection	NOUN
cjfa-33360	82	5	,	,	PUNCT
cjfa-33360	82	6	we	we	PRON
cjfa-33360	82	7	further	far	ADV
cjfa-33360	82	8	screened	screen	VERB
cjfa-33360	82	9	the	the	DET
cjfa-33360	82	10	sample	sample	NOUN
cjfa-33360	82	11	and	and	CCONJ
cjfa-33360	82	12	selected	select	VERB
cjfa-33360	82	13	only	only	ADV
cjfa-33360	82	14	those	those	DET
cjfa-33360	82	15	companies	company	NOUN
cjfa-33360	82	16	that	that	PRON
cjfa-33360	82	17	have	have	AUX
cjfa-33360	82	18	complete	complete	ADJ
cjfa-33360	82	19	monthly	monthly	ADJ
cjfa-33360	82	20	stock	stock	NOUN
cjfa-33360	82	21	price	price	NOUN
cjfa-33360	82	22	data	datum	NOUN
cjfa-33360	82	23	for	for	ADP
cjfa-33360	82	24	the	the	DET
cjfa-33360	82	25	above	above	ADV
cjfa-33360	82	26	-	-	PUNCT
cjfa-33360	82	27	mentioned	mention	VERB
cjfa-33360	82	28	sample	sample	NOUN
cjfa-33360	82	29	period	period	NOUN
cjfa-33360	82	30	.	.	PUNCT
cjfa-33360	83	1	following	follow	VERB
cjfa-33360	83	2	du	du	PROPN
cjfa-33360	83	3	(	(	PUNCT
cjfa-33360	83	4	2008	2008	NUM
cjfa-33360	83	5	)	)	PUNCT
cjfa-33360	83	6	,	,	PUNCT
cjfa-33360	83	7	the	the	DET
cjfa-33360	83	8	study	study	NOUN
cjfa-33360	83	9	also	also	ADV
cjfa-33360	83	10	dropped	drop	VERB
cjfa-33360	83	11	the	the	DET
cjfa-33360	83	12	penny	penny	NOUN
cjfa-33360	83	13	stocks	stock	NOUN
cjfa-33360	83	14	from	from	ADP
cjfa-33360	83	15	the	the	DET
cjfa-33360	83	16	sample	sample	NOUN
cjfa-33360	83	17	to	to	PART
cjfa-33360	83	18	avoid	avoid	VERB
cjfa-33360	83	19	any	any	DET
cjfa-33360	83	20	potential	potential	ADJ
cjfa-33360	83	21	biases	bias	NOUN
cjfa-33360	83	22	.	.	PUNCT
cjfa-33360	84	1	finally	finally	ADV
cjfa-33360	84	2	,	,	PUNCT
cjfa-33360	84	3	we	we	PRON
cjfa-33360	84	4	selected	select	VERB
cjfa-33360	84	5	458	458	NUM
cjfa-33360	84	6	stocks	stock	NOUN
cjfa-33360	84	7	for	for	ADP
cjfa-33360	84	8	analysis	analysis	NOUN
cjfa-33360	84	9	.	.	PUNCT
cjfa-33360	85	1	we	we	PRON
cjfa-33360	85	2	have	have	AUX
cjfa-33360	85	3	collected	collect	VERB
cjfa-33360	85	4	the	the	DET
cjfa-33360	85	5	required	require	VERB
cjfa-33360	85	6	data	datum	NOUN
cjfa-33360	85	7	for	for	ADP
cjfa-33360	85	8	the	the	DET
cjfa-33360	85	9	study	study	NOUN
cjfa-33360	85	10	from	from	ADP
cjfa-33360	85	11	the	the	DET
cjfa-33360	85	12	multiple	multiple	ADJ
cjfa-33360	85	13	sources	source	NOUN
cjfa-33360	85	14	.	.	PUNCT
cjfa-33360	86	1	the	the	DET
cjfa-33360	86	2	monthly	monthly	ADJ
cjfa-33360	86	3	adjusted	adjust	VERB
cjfa-33360	86	4	stock	stock	NOUN
cjfa-33360	86	5	prices	price	NOUN
cjfa-33360	86	6	were	be	AUX
cjfa-33360	86	7	extracted	extract	VERB
cjfa-33360	86	8	from	from	ADP
cjfa-33360	86	9	cmie	cmie	PROPN
cjfa-33360	86	10	prowess	prowess	NOUN
cjfa-33360	86	11	financial	financial	ADJ
cjfa-33360	86	12	database3	database3	PROPN
cjfa-33360	86	13	.	.	PUNCT
cjfa-33360	87	1	we	we	PRON
cjfa-33360	87	2	have	have	AUX
cjfa-33360	87	3	used	use	VERB
cjfa-33360	87	4	91day	91day	NUM
cjfa-33360	87	5	treasury	treasury	NOUN
cjfa-33360	87	6	bill	bill	NOUN
cjfa-33360	87	7	(	(	PUNCT
cjfa-33360	87	8	t	t	NOUN
cjfa-33360	87	9	-	-	PUNCT
cjfa-33360	87	10	bill	bill	NOUN
cjfa-33360	87	11	)	)	PUNCT
cjfa-33360	87	12	yield	yield	NOUN
cjfa-33360	87	13	as	as	ADP
cjfa-33360	87	14	a	a	DET
cjfa-33360	87	15	proxy	proxy	NOUN
cjfa-33360	87	16	for	for	ADP
cjfa-33360	87	17	the	the	DET
cjfa-33360	87	18	risk	risk	NOUN
cjfa-33360	87	19	-	-	PUNCT
cjfa-33360	87	20	free	free	ADJ
cjfa-33360	87	21	return	return	NOUN
cjfa-33360	87	22	.	.	PUNCT
cjfa-33360	88	1	we	we	PRON
cjfa-33360	88	2	collected	collect	VERB
cjfa-33360	88	3	the	the	DET
cjfa-33360	88	4	t	t	PROPN
cjfa-33360	88	5	-	-	PUNCT
cjfa-33360	88	6	bill	bill	NOUN
cjfa-33360	88	7	returns	return	NOUN
cjfa-33360	88	8	from	from	ADP
cjfa-33360	88	9	the	the	DET
cjfa-33360	88	10	rbi	rbi	NOUN
cjfa-33360	88	11	’s	’s	PART
cjfa-33360	88	12	website	website	NOUN
cjfa-33360	88	13	.	.	PUNCT
cjfa-33360	89	1	data	datum	NOUN
cjfa-33360	89	2	regarding	regard	VERB
cjfa-33360	89	3	fama	fama	NOUN
cjfa-33360	89	4	-	-	PUNCT
cjfa-33360	89	5	french	french	ADJ
cjfa-33360	89	6	factors4	factors4	NOUN
cjfa-33360	89	7	were	be	AUX
cjfa-33360	89	8	obtained	obtain	VERB
cjfa-33360	89	9	from	from	ADP
cjfa-33360	89	10	the	the	DET
cjfa-33360	89	11	data	data	NOUN
cjfa-33360	89	12	library	library	NOUN
cjfa-33360	89	13	for	for	ADP
cjfa-33360	89	14	indian	indian	ADJ
cjfa-33360	89	15	market	market	NOUN
cjfa-33360	89	16	maintained	maintain	VERB
cjfa-33360	89	17	by	by	ADP
cjfa-33360	89	18	iim	iim	PROPN
cjfa-33360	89	19	ahmedabad	ahmedabad	PROPN
cjfa-33360	89	20	.	.	PUNCT
cjfa-33360	90	1	to	to	PART
cjfa-33360	90	2	remove	remove	VERB
cjfa-33360	90	3	the	the	DET
cjfa-33360	90	4	effect	effect	NOUN
cjfa-33360	90	5	of	of	ADP
cjfa-33360	90	6	the	the	DET
cjfa-33360	90	7	outliers	outlier	NOUN
cjfa-33360	90	8	from	from	ADP
cjfa-33360	90	9	the	the	DET
cjfa-33360	90	10	data	datum	NOUN
cjfa-33360	90	11	,	,	PUNCT
cjfa-33360	90	12	we	we	PRON
cjfa-33360	90	13	winsorize	winsorize	VERB
cjfa-33360	90	14	the	the	DET
cjfa-33360	90	15	data	datum	NOUN
cjfa-33360	90	16	at	at	ADP
cjfa-33360	90	17	0.5	0.5	NUM
cjfa-33360	90	18	%	%	NOUN
cjfa-33360	90	19	level	level	NOUN
cjfa-33360	90	20	both	both	CCONJ
cjfa-33360	90	21	at	at	ADP
cjfa-33360	90	22	lower	low	ADJ
cjfa-33360	90	23	and	and	CCONJ
cjfa-33360	90	24	high	high	ADJ
cjfa-33360	90	25	ends	end	NOUN
cjfa-33360	90	26	as	as	SCONJ
cjfa-33360	90	27	suggested	suggest	VERB
cjfa-33360	90	28	by	by	ADP
cjfa-33360	90	29	bali	bali	PROPN
cjfa-33360	90	30	,	,	PUNCT
cjfa-33360	90	31	engle	engle	PROPN
cjfa-33360	90	32	and	and	CCONJ
cjfa-33360	90	33	murray	murray	PROPN
cjfa-33360	90	34	(	(	PUNCT
cjfa-33360	90	35	2016	2016	NUM
cjfa-33360	90	36	)	)	PUNCT
cjfa-33360	90	37	.	.	PUNCT
cjfa-33360	91	1	from	from	ADP
cjfa-33360	91	2	the	the	DET
cjfa-33360	91	3	adjusted	adjust	VERB
cjfa-33360	91	4	stock	stock	NOUN
cjfa-33360	91	5	prices	price	NOUN
cjfa-33360	91	6	,	,	PUNCT
cjfa-33360	91	7	we	we	PRON
cjfa-33360	91	8	calculated	calculate	VERB
cjfa-33360	91	9	the	the	DET
cjfa-33360	91	10	logarithmic	logarithmic	ADJ
cjfa-33360	91	11	stock	stock	NOUN
cjfa-33360	91	12	returns	return	NOUN
cjfa-33360	91	13	using	use	VERB
cjfa-33360	91	14	the	the	DET
cjfa-33360	91	15	following	follow	VERB
cjfa-33360	91	16	formula	formula	NOUN
cjfa-33360	91	17	.	.	PUNCT
cjfa-33360	92	1	3	3	NUM
cjfa-33360	92	2	 	 	SPACE
cjfa-33360	92	3	prowess	prowess	NOUN
cjfa-33360	92	4	is	be	AUX
cjfa-33360	92	5	the	the	DET
cjfa-33360	92	6	“	"	PUNCT
cjfa-33360	92	7	largest	large	ADJ
cjfa-33360	92	8	database	database	NOUN
cjfa-33360	92	9	of	of	ADP
cjfa-33360	92	10	the	the	DET
cjfa-33360	92	11	financial	financial	ADJ
cjfa-33360	92	12	performance	performance	NOUN
cjfa-33360	92	13	of	of	ADP
cjfa-33360	92	14	indian	indian	ADJ
cjfa-33360	92	15	companies	company	NOUN
cjfa-33360	92	16	”	"	PUNCT
cjfa-33360	92	17	maintained	maintain	VERB
cjfa-33360	92	18	by	by	ADP
cjfa-33360	92	19	centre	centre	NOUN
cjfa-33360	92	20	for	for	ADP
cjfa-33360	92	21	monitoring	monitor	VERB
cjfa-33360	92	22	indian	indian	ADJ
cjfa-33360	92	23	economy	economy	NOUN
cjfa-33360	92	24	private	private	ADJ
cjfa-33360	92	25	limited	limited	ADJ
cjfa-33360	92	26	.	.	PUNCT
cjfa-33360	93	1	4	4	NUM
cjfa-33360	93	2	 	 	SPACE
cjfa-33360	93	3	fama	fama	NOUN
cjfa-33360	93	4	and	and	CCONJ
cjfa-33360	93	5	frech	frech	NOUN
cjfa-33360	93	6	(	(	PUNCT
cjfa-33360	93	7	1992	1992	NUM
cjfa-33360	93	8	)	)	PUNCT
cjfa-33360	93	9	introduced	introduce	VERB
cjfa-33360	93	10	the	the	DET
cjfa-33360	93	11	three	three	NUM
cjfa-33360	93	12	-	-	PUNCT
cjfa-33360	93	13	factor	factor	NOUN
cjfa-33360	93	14	asset	asset	NOUN
cjfa-33360	93	15	pricing	pricing	NOUN
cjfa-33360	93	16	model	model	NOUN
cjfa-33360	93	17	to	to	PART
cjfa-33360	93	18	explain	explain	VERB
cjfa-33360	93	19	cross	cross	ADJ
cjfa-33360	93	20	-	-	ADJ
cjfa-33360	93	21	sectional	sectional	ADJ
cjfa-33360	93	22	variation	variation	NOUN
cjfa-33360	93	23	in	in	ADP
cjfa-33360	93	24	financial	financial	ADJ
cjfa-33360	93	25	assets	asset	NOUN
cjfa-33360	93	26	returns	return	NOUN
cjfa-33360	93	27	.	.	PUNCT
cjfa-33360	94	1	these	these	DET
cjfa-33360	94	2	three	three	NUM
cjfa-33360	94	3	factors	factor	NOUN
cjfa-33360	94	4	are	be	AUX
cjfa-33360	94	5	size	size	NOUN
cjfa-33360	94	6	(	(	PUNCT
cjfa-33360	94	7	smb	smb	NOUN
cjfa-33360	94	8	)	)	PUNCT
cjfa-33360	94	9	,	,	PUNCT
cjfa-33360	94	10	value	value	NOUN
cjfa-33360	94	11	(	(	PUNCT
cjfa-33360	94	12	hml	hml	PROPN
cjfa-33360	94	13	)	)	PUNCT
cjfa-33360	94	14	and	and	CCONJ
cjfa-33360	94	15	market	market	NOUN
cjfa-33360	94	16	factor	factor	NOUN
cjfa-33360	94	17	.	.	PUNCT
cjfa-33360	95	1	simarjeet	simarjeet	PROPN
cjfa-33360	95	2	singh	singh	PROPN
cjfa-33360	95	3	,	,	PUNCT
cjfa-33360	95	4	nidhi	nidhi	PROPN
cjfa-33360	95	5	walia166	walia166	PROPN
cjfa-33360	95	6	momentum	momentum	NOUN
cjfa-33360	95	7	effect	effect	NOUN
cjfa-33360	95	8	is	be	AUX
cjfa-33360	95	9	pervasive	pervasive	ADJ
cjfa-33360	95	10	as	as	SCONJ
cjfa-33360	95	11	they	they	PRON
cjfa-33360	95	12	proved	prove	VERB
cjfa-33360	95	13	the	the	DET
cjfa-33360	95	14	efficacy	efficacy	NOUN
cjfa-33360	95	15	of	of	ADP
cjfa-33360	95	16	time	time	NOUN
cjfa-33360	95	17	-	-	PUNCT
cjfa-33360	95	18	series	series	NOUN
cjfa-33360	95	19	momentum	momentum	NOUN
cjfa-33360	95	20	strategies	strategy	NOUN
cjfa-33360	95	21	across	across	ADP
cjfa-33360	95	22	multiple	multiple	ADJ
cjfa-33360	95	23	geographical	geographical	ADJ
cjfa-33360	95	24	markets	market	NOUN
cjfa-33360	95	25	and	and	CCONJ
cjfa-33360	95	26	sub	sub	NOUN
cjfa-33360	95	27	-	-	ADJ
cjfa-33360	95	28	periods	period	NOUN
cjfa-33360	95	29	.	.	PUNCT
cjfa-33360	96	1	data	datum	NOUN
cjfa-33360	96	2	and	and	CCONJ
cjfa-33360	96	3	research	research	NOUN
cjfa-33360	96	4	methodology	methodology	NOUN
cjfa-33360	96	5	for	for	ADP
cjfa-33360	96	6	the	the	DET
cjfa-33360	96	7	selection	selection	NOUN
cjfa-33360	96	8	of	of	ADP
cjfa-33360	96	9	the	the	DET
cjfa-33360	96	10	sample	sample	NOUN
cjfa-33360	97	1	,	,	PUNCT
cjfa-33360	97	2	authors	author	NOUN
cjfa-33360	97	3	initially	initially	ADV
cjfa-33360	97	4	consider	consider	VERB
cjfa-33360	97	5	the	the	DET
cjfa-33360	97	6	month	month	NOUN
cjfa-33360	97	7	-	-	PUNCT
cjfa-33360	97	8	end	end	NOUN
cjfa-33360	97	9	adjusted	adjust	VERB
cjfa-33360	97	10	closing	closing	NOUN
cjfa-33360	97	11	prices	price	NOUN
cjfa-33360	97	12	of	of	ADP
cjfa-33360	97	13	all	all	DET
cjfa-33360	97	14	the	the	DET
cjfa-33360	97	15	companies	company	NOUN
cjfa-33360	97	16	listed	list	VERB
cjfa-33360	97	17	on	on	ADP
cjfa-33360	97	18	bse	bse	PROPN
cjfa-33360	97	19	(	(	PUNCT
cjfa-33360	97	20	bombay	bombay	PROPN
cjfa-33360	97	21	stock	stock	PROPN
cjfa-33360	97	22	exchange	exchange	PROPN
cjfa-33360	97	23	)	)	PUNCT
cjfa-33360	97	24	from	from	ADP
cjfa-33360	97	25	january	january	PROPN
cjfa-33360	97	26	2002	2002	NUM
cjfa-33360	97	27	to	to	ADP
cjfa-33360	97	28	october	october	PROPN
cjfa-33360	97	29	2019	2019	NUM
cjfa-33360	97	30	.	.	PUNCT
cjfa-33360	98	1	the	the	DET
cjfa-33360	98	2	span	span	NOUN
cjfa-33360	98	3	of	of	ADP
cjfa-33360	98	4	the	the	DET
cjfa-33360	98	5	sample	sample	NOUN
cjfa-33360	98	6	period	period	NOUN
cjfa-33360	98	7	covers	cover	VERB
cjfa-33360	98	8	both	both	CCONJ
cjfa-33360	98	9	the	the	DET
cjfa-33360	98	10	bull	bull	NOUN
cjfa-33360	98	11	and	and	CCONJ
cjfa-33360	98	12	bear	bear	VERB
cjfa-33360	98	13	phases	phase	NOUN
cjfa-33360	98	14	of	of	ADP
cjfa-33360	98	15	the	the	DET
cjfa-33360	98	16	indian	indian	ADJ
cjfa-33360	98	17	stock	stock	NOUN
cjfa-33360	98	18	market	market	NOUN
cjfa-33360	98	19	.	.	PUNCT
cjfa-33360	99	1	after	after	ADP
cjfa-33360	99	2	the	the	DET
cjfa-33360	99	3	initial	initial	ADJ
cjfa-33360	99	4	selection	selection	NOUN
cjfa-33360	99	5	,	,	PUNCT
cjfa-33360	99	6	we	we	PRON
cjfa-33360	99	7	further	far	ADV
cjfa-33360	99	8	screened	screen	VERB
cjfa-33360	99	9	the	the	DET
cjfa-33360	99	10	sample	sample	NOUN
cjfa-33360	99	11	and	and	CCONJ
cjfa-33360	99	12	selected	select	VERB
cjfa-33360	99	13	only	only	ADV
cjfa-33360	99	14	those	those	DET
cjfa-33360	99	15	companies	company	NOUN
cjfa-33360	99	16	that	that	PRON
cjfa-33360	99	17	have	have	AUX
cjfa-33360	99	18	complete	complete	ADJ
cjfa-33360	99	19	monthly	monthly	ADJ
cjfa-33360	99	20	stock	stock	NOUN
cjfa-33360	99	21	price	price	NOUN
cjfa-33360	99	22	data	datum	NOUN
cjfa-33360	99	23	for	for	ADP
cjfa-33360	99	24	the	the	DET
cjfa-33360	99	25	above	above	ADV
cjfa-33360	99	26	-	-	PUNCT
cjfa-33360	99	27	mentioned	mention	VERB
cjfa-33360	99	28	sample	sample	NOUN
cjfa-33360	99	29	period	period	NOUN
cjfa-33360	99	30	.	.	PUNCT
cjfa-33360	100	1	following	follow	VERB
cjfa-33360	100	2	du	du	PROPN
cjfa-33360	100	3	(	(	PUNCT
cjfa-33360	100	4	2008	2008	NUM
cjfa-33360	100	5	)	)	PUNCT
cjfa-33360	100	6	,	,	PUNCT
cjfa-33360	100	7	the	the	DET
cjfa-33360	100	8	study	study	NOUN
cjfa-33360	100	9	also	also	ADV
cjfa-33360	100	10	dropped	drop	VERB
cjfa-33360	100	11	the	the	DET
cjfa-33360	100	12	penny	penny	NOUN
cjfa-33360	100	13	stocks	stock	NOUN
cjfa-33360	100	14	from	from	ADP
cjfa-33360	100	15	the	the	DET
cjfa-33360	100	16	sample	sample	NOUN
cjfa-33360	100	17	to	to	PART
cjfa-33360	100	18	avoid	avoid	VERB
cjfa-33360	100	19	any	any	DET
cjfa-33360	100	20	potential	potential	ADJ
cjfa-33360	100	21	biases	bias	NOUN
cjfa-33360	100	22	.	.	PUNCT
cjfa-33360	101	1	finally	finally	ADV
cjfa-33360	101	2	,	,	PUNCT
cjfa-33360	101	3	we	we	PRON
cjfa-33360	101	4	selected	select	VERB
cjfa-33360	101	5	458	458	NUM
cjfa-33360	101	6	stocks	stock	NOUN
cjfa-33360	101	7	for	for	ADP
cjfa-33360	101	8	analysis	analysis	NOUN
cjfa-33360	101	9	.	.	PUNCT
cjfa-33360	102	1	we	we	PRON
cjfa-33360	102	2	have	have	AUX
cjfa-33360	102	3	collected	collect	VERB
cjfa-33360	102	4	the	the	DET
cjfa-33360	102	5	required	require	VERB
cjfa-33360	102	6	data	datum	NOUN
cjfa-33360	102	7	for	for	ADP
cjfa-33360	102	8	the	the	DET
cjfa-33360	102	9	study	study	NOUN
cjfa-33360	102	10	from	from	ADP
cjfa-33360	102	11	the	the	DET
cjfa-33360	102	12	multiple	multiple	ADJ
cjfa-33360	102	13	sources	source	NOUN
cjfa-33360	102	14	.	.	PUNCT
cjfa-33360	103	1	the	the	DET
cjfa-33360	103	2	monthly	monthly	ADJ
cjfa-33360	103	3	adjusted	adjust	VERB
cjfa-33360	103	4	stock	stock	NOUN
cjfa-33360	103	5	prices	price	NOUN
cjfa-33360	103	6	were	be	AUX
cjfa-33360	103	7	extracted	extract	VERB
cjfa-33360	103	8	from	from	ADP
cjfa-33360	103	9	cmie	cmie	PROPN
cjfa-33360	103	10	prowess	prowess	NOUN
cjfa-33360	103	11	financial	financial	ADJ
cjfa-33360	103	12	database3	database3	PROPN
cjfa-33360	103	13	.	.	PUNCT
cjfa-33360	104	1	we	we	PRON
cjfa-33360	104	2	have	have	AUX
cjfa-33360	104	3	used	use	VERB
cjfa-33360	104	4	91day	91day	NUM
cjfa-33360	104	5	treasury	treasury	NOUN
cjfa-33360	104	6	bill	bill	NOUN
cjfa-33360	104	7	(	(	PUNCT
cjfa-33360	104	8	t	t	NOUN
cjfa-33360	104	9	-	-	PUNCT
cjfa-33360	104	10	bill	bill	NOUN
cjfa-33360	104	11	)	)	PUNCT
cjfa-33360	104	12	yield	yield	NOUN
cjfa-33360	104	13	as	as	ADP
cjfa-33360	104	14	a	a	DET
cjfa-33360	104	15	proxy	proxy	NOUN
cjfa-33360	104	16	for	for	ADP
cjfa-33360	104	17	the	the	DET
cjfa-33360	104	18	risk	risk	NOUN
cjfa-33360	104	19	-	-	PUNCT
cjfa-33360	104	20	free	free	ADJ
cjfa-33360	104	21	return	return	NOUN
cjfa-33360	104	22	.	.	PUNCT
cjfa-33360	105	1	we	we	PRON
cjfa-33360	105	2	collected	collect	VERB
cjfa-33360	105	3	the	the	DET
cjfa-33360	105	4	t	t	PROPN
cjfa-33360	105	5	-	-	PUNCT
cjfa-33360	105	6	bill	bill	NOUN
cjfa-33360	105	7	returns	return	NOUN
cjfa-33360	105	8	from	from	ADP
cjfa-33360	105	9	the	the	DET
cjfa-33360	105	10	rbi	rbi	NOUN
cjfa-33360	105	11	's	's	PART
cjfa-33360	105	12	website	website	NOUN
cjfa-33360	105	13	.	.	PUNCT
cjfa-33360	106	1	data	datum	NOUN
cjfa-33360	106	2	regarding	regard	VERB
cjfa-33360	106	3	fama	fama	NOUN
cjfa-33360	106	4	-	-	PUNCT
cjfa-33360	106	5	french	french	ADJ
cjfa-33360	106	6	factors4	factors4	NOUN
cjfa-33360	106	7	were	be	AUX
cjfa-33360	106	8	obtained	obtain	VERB
cjfa-33360	106	9	from	from	ADP
cjfa-33360	106	10	the	the	DET
cjfa-33360	106	11	data	data	NOUN
cjfa-33360	106	12	library	library	NOUN
cjfa-33360	106	13	for	for	ADP
cjfa-33360	106	14	indian	indian	ADJ
cjfa-33360	106	15	market	market	NOUN
cjfa-33360	106	16	maintained	maintain	VERB
cjfa-33360	106	17	by	by	ADP
cjfa-33360	106	18	iim	iim	PROPN
cjfa-33360	106	19	ahmedabad	ahmedabad	PROPN
cjfa-33360	106	20	.	.	PUNCT
cjfa-33360	107	1	to	to	PART
cjfa-33360	107	2	remove	remove	VERB
cjfa-33360	107	3	the	the	DET
cjfa-33360	107	4	effect	effect	NOUN
cjfa-33360	107	5	of	of	ADP
cjfa-33360	107	6	the	the	DET
cjfa-33360	107	7	outliers	outlier	NOUN
cjfa-33360	107	8	from	from	ADP
cjfa-33360	107	9	the	the	DET
cjfa-33360	107	10	data	datum	NOUN
cjfa-33360	107	11	,	,	PUNCT
cjfa-33360	107	12	we	we	PRON
cjfa-33360	107	13	winsorize	winsorize	VERB
cjfa-33360	107	14	the	the	DET
cjfa-33360	107	15	data	datum	NOUN
cjfa-33360	107	16	at	at	ADP
cjfa-33360	107	17	0.5	0.5	NUM
cjfa-33360	107	18	%	%	NOUN
cjfa-33360	107	19	level	level	NOUN
cjfa-33360	107	20	both	both	CCONJ
cjfa-33360	107	21	at	at	ADP
cjfa-33360	107	22	lower	low	ADJ
cjfa-33360	107	23	and	and	CCONJ
cjfa-33360	107	24	high	high	ADJ
cjfa-33360	107	25	ends	end	NOUN
cjfa-33360	107	26	as	as	SCONJ
cjfa-33360	107	27	suggested	suggest	VERB
cjfa-33360	107	28	by	by	ADP
cjfa-33360	107	29	bali	bali	PROPN
cjfa-33360	107	30	,	,	PUNCT
cjfa-33360	107	31	engle	engle	PROPN
cjfa-33360	107	32	and	and	CCONJ
cjfa-33360	107	33	murray	murray	PROPN
cjfa-33360	107	34	(	(	PUNCT
cjfa-33360	107	35	2016	2016	NUM
cjfa-33360	107	36	)	)	PUNCT
cjfa-33360	107	37	.	.	PUNCT
cjfa-33360	108	1	from	from	ADP
cjfa-33360	108	2	the	the	DET
cjfa-33360	108	3	adjusted	adjust	VERB
cjfa-33360	108	4	stock	stock	NOUN
cjfa-33360	108	5	prices	price	NOUN
cjfa-33360	108	6	,	,	PUNCT
cjfa-33360	108	7	we	we	PRON
cjfa-33360	108	8	calculated	calculate	VERB
cjfa-33360	108	9	the	the	DET
cjfa-33360	108	10	logarithmic	logarithmic	ADJ
cjfa-33360	108	11	stock	stock	NOUN
cjfa-33360	108	12	returns	return	NOUN
cjfa-33360	108	13	using	use	VERB
cjfa-33360	108	14	the	the	DET
cjfa-33360	108	15	following	follow	VERB
cjfa-33360	108	16	formula	formula	NOUN
cjfa-33360	108	17	.	.	PUNCT
cjfa-33360	109	1	r	r	X
cjfa-33360	109	2	�	�	NOUN
cjfa-33360	109	3	�	�	NOUN
cjfa-33360	109	4	=	=	SYM
cjfa-33360	109	5	ln	ln	NOUN
cjfa-33360	109	6	(	(	PUNCT
cjfa-33360	109	7	p	p	PROPN
cjfa-33360	109	8	�	�	PROPN
cjfa-33360	109	9	�	�	PROPN
cjfa-33360	109	10	p	p	PROPN
cjfa-33360	109	11	�	�	PROPN
cjfa-33360	109	12	�	�	PROPN
cjfa-33360	109	13	�	�	NOUN
cjfa-33360	109	14	�	�	NOUN
cjfa-33360	109	15	)⁄	)⁄	NOUN
cjfa-33360	109	16	(	(	PUNCT
cjfa-33360	109	17	1	1	X
cjfa-33360	109	18	)	)	PUNCT
cjfa-33360	109	19	where	where	SCONJ
cjfa-33360	109	20	rit	rit	NOUN
cjfa-33360	109	21	represents	represent	VERB
cjfa-33360	109	22	log	log	NOUN
cjfa-33360	109	23	return	return	NOUN
cjfa-33360	109	24	of	of	ADP
cjfa-33360	109	25	a	a	DET
cjfa-33360	109	26	stock	stock	NOUN
cjfa-33360	109	27	at	at	ADP
cjfa-33360	109	28	time	time	NOUN
cjfa-33360	109	29	t	t	PROPN
cjfa-33360	109	30	,	,	PUNCT
cjfa-33360	109	31	pit	pit	NOUN
cjfa-33360	109	32	represents	represent	VERB
cjfa-33360	109	33	price	price	NOUN
cjfa-33360	109	34	of	of	ADP
cjfa-33360	109	35	that	that	DET
cjfa-33360	109	36	stock	stock	NOUN
cjfa-33360	109	37	at	at	ADP
cjfa-33360	109	38	time	time	NOUN
cjfa-33360	109	39	t	t	PROPN
cjfa-33360	109	40	and	and	CCONJ
cjfa-33360	109	41	pit-1	pit-1	ADV
cjfa-33360	109	42	represents	represent	VERB
cjfa-33360	109	43	the	the	DET
cjfa-33360	109	44	price	price	NOUN
cjfa-33360	109	45	of	of	ADP
cjfa-33360	109	46	the	the	DET
cjfa-33360	109	47	stock	stock	NOUN
cjfa-33360	109	48	on	on	ADP
cjfa-33360	109	49	t-1	t-1	PROPN
cjfa-33360	109	50	month	month	NOUN
cjfa-33360	109	51	,	,	PUNCT
cjfa-33360	109	52	and	and	CCONJ
cjfa-33360	109	53	ln	ln	ADV
cjfa-33360	109	54	is	be	AUX
cjfa-33360	109	55	the	the	DET
cjfa-33360	109	56	natural	natural	ADJ
cjfa-33360	109	57	logarithm	logarithm	NOUN
cjfa-33360	109	58	.	.	PUNCT
cjfa-33360	110	1	formulation	formulation	NOUN
cjfa-33360	110	2	of	of	ADP
cjfa-33360	110	3	momentum	momentum	NOUN
cjfa-33360	110	4	strategies	strategy	NOUN
cjfa-33360	110	5	to	to	PART
cjfa-33360	110	6	formulate	formulate	VERB
cjfa-33360	110	7	the	the	DET
cjfa-33360	110	8	cross	cross	ADJ
cjfa-33360	110	9	-	-	ADJ
cjfa-33360	110	10	sectional	sectional	ADJ
cjfa-33360	110	11	strategies	strategy	NOUN
cjfa-33360	110	12	,	,	PUNCT
cjfa-33360	110	13	we	we	PRON
cjfa-33360	110	14	follow	follow	VERB
cjfa-33360	110	15	the	the	DET
cjfa-33360	110	16	methodology	methodology	NOUN
cjfa-33360	110	17	as	as	SCONJ
cjfa-33360	110	18	suggested	suggest	VERB
cjfa-33360	110	19	by	by	ADP
cjfa-33360	110	20	jegadeesh	jegadeesh	NOUN
cjfa-33360	110	21	and	and	CCONJ
cjfa-33360	110	22	titman	titman	NOUN
cjfa-33360	110	23	(	(	PUNCT
cjfa-33360	110	24	1993	1993	NUM
cjfa-33360	110	25	)	)	PUNCT
cjfa-33360	110	26	and	and	CCONJ
cjfa-33360	110	27	lin	lin	PROPN
cjfa-33360	110	28	(	(	PUNCT
cjfa-33360	110	29	2019	2019	NUM
cjfa-33360	110	30	)	)	PUNCT
cjfa-33360	110	31	.	.	PUNCT
cjfa-33360	111	1	we	we	PRON
cjfa-33360	111	2	sort	sort	VERB
cjfa-33360	111	3	the	the	DET
cjfa-33360	111	4	stocks	stock	NOUN
cjfa-33360	111	5	into	into	ADP
cjfa-33360	111	6	deciles	decile	NOUN
cjfa-33360	111	7	on	on	ADP
cjfa-33360	111	8	the	the	DET
cjfa-33360	111	9	basis	basis	NOUN
cjfa-33360	111	10	of	of	ADP
cjfa-33360	111	11	their	their	PRON
cjfa-33360	111	12	prior	prior	ADJ
cjfa-33360	111	13	11	11	NUM
cjfa-33360	111	14	month	month	NOUN
cjfa-33360	111	15	returns	return	NOUN
cjfa-33360	111	16	from	from	ADP
cjfa-33360	111	17	the	the	DET
cjfa-33360	111	18	month	month	NOUN
cjfa-33360	111	19	t-12	t-12	NOUN
cjfa-33360	111	20	to	to	ADP
cjfa-33360	111	21	month	month	NOUN
cjfa-33360	111	22	t-2	t-2	PROPN
cjfa-33360	111	23	.	.	PUNCT
cjfa-33360	112	1	top	top	ADJ
cjfa-33360	112	2	deciles	decile	NOUN
cjfa-33360	112	3	(	(	PUNCT
cjfa-33360	112	4	best	good	ADJ
cjfa-33360	112	5	10	10	NUM
cjfa-33360	112	6	%	%	NOUN
cjfa-33360	112	7	)	)	PUNCT
cjfa-33360	112	8	represents	represent	VERB
cjfa-33360	112	9	the	the	DET
cjfa-33360	112	10	winner	winner	NOUN
cjfa-33360	112	11	portfolio	portfolio	NOUN
cjfa-33360	112	12	,	,	PUNCT
cjfa-33360	112	13	and	and	CCONJ
cjfa-33360	112	14	bottom	bottom	ADJ
cjfa-33360	112	15	decile	decile	NOUN
cjfa-33360	112	16	(	(	PUNCT
cjfa-33360	112	17	worst	bad	ADJ
cjfa-33360	112	18	10	10	NUM
cjfa-33360	112	19	%	%	NOUN
cjfa-33360	112	20	)	)	PUNCT
cjfa-33360	112	21	represent	represent	VERB
cjfa-33360	112	22	loser	loser	ADJ
cjfa-33360	112	23	portfolio	portfolio	NOUN
cjfa-33360	112	24	.	.	PUNCT
cjfa-33360	113	1	for	for	ADP
cjfa-33360	113	2	portfolio	portfolio	NOUN
cjfa-33360	113	3	construction	construction	NOUN
cjfa-33360	113	4	equal	equal	ADJ
cjfa-33360	113	5	weights	weight	NOUN
cjfa-33360	113	6	,	,	PUNCT
cjfa-33360	113	7	we	we	PRON
cjfa-33360	113	8	give	give	VERB
cjfa-33360	113	9	equal	equal	ADJ
cjfa-33360	113	10	weight	weight	NOUN
cjfa-33360	113	11	to	to	ADP
cjfa-33360	113	12	each	each	DET
cjfa-33360	113	13	stock	stock	NOUN
cjfa-33360	113	14	in	in	ADP
cjfa-33360	113	15	winner	winner	NOUN
cjfa-33360	113	16	and	and	CCONJ
cjfa-33360	113	17	loser	loser	ADJ
cjfa-33360	113	18	3	3	NUM
cjfa-33360	113	19	prowess	prowess	NOUN
cjfa-33360	113	20	is	be	AUX
cjfa-33360	113	21	the	the	DET
cjfa-33360	113	22	"	"	PUNCT
cjfa-33360	113	23	largest	large	ADJ
cjfa-33360	113	24	database	database	NOUN
cjfa-33360	113	25	of	of	ADP
cjfa-33360	113	26	the	the	DET
cjfa-33360	113	27	financial	financial	ADJ
cjfa-33360	113	28	performance	performance	NOUN
cjfa-33360	113	29	of	of	ADP
cjfa-33360	113	30	indian	indian	ADJ
cjfa-33360	113	31	companies	company	NOUN
cjfa-33360	113	32	"	"	PUNCT
cjfa-33360	113	33	maintained	maintain	VERB
cjfa-33360	113	34	by	by	ADP
cjfa-33360	113	35	centre	centre	NOUN
cjfa-33360	113	36	for	for	ADP
cjfa-33360	113	37	monitoring	monitor	VERB
cjfa-33360	113	38	indian	indian	ADJ
cjfa-33360	113	39	economy	economy	NOUN
cjfa-33360	113	40	private	private	ADJ
cjfa-33360	113	41	limited	limited	ADJ
cjfa-33360	113	42	.	.	PUNCT
cjfa-33360	114	1	4	4	NUM
cjfa-33360	114	2	fama	fama	NOUN
cjfa-33360	114	3	and	and	CCONJ
cjfa-33360	114	4	frech	frech	NOUN
cjfa-33360	114	5	(	(	PUNCT
cjfa-33360	114	6	1992	1992	NUM
cjfa-33360	114	7	)	)	PUNCT
cjfa-33360	114	8	introduced	introduce	VERB
cjfa-33360	114	9	the	the	DET
cjfa-33360	114	10	three	three	NUM
cjfa-33360	114	11	-	-	PUNCT
cjfa-33360	114	12	factor	factor	NOUN
cjfa-33360	114	13	asset	asset	NOUN
cjfa-33360	114	14	pricing	pricing	NOUN
cjfa-33360	114	15	model	model	NOUN
cjfa-33360	114	16	to	to	PART
cjfa-33360	114	17	explain	explain	VERB
cjfa-33360	114	18	cross	cross	ADJ
cjfa-33360	114	19	-	-	ADJ
cjfa-33360	114	20	sectional	sectional	ADJ
cjfa-33360	114	21	variation	variation	NOUN
cjfa-33360	114	22	in	in	ADP
cjfa-33360	114	23	financial	financial	ADJ
cjfa-33360	114	24	assets	asset	NOUN
cjfa-33360	114	25	returns	return	NOUN
cjfa-33360	114	26	.	.	PUNCT
cjfa-33360	115	1	these	these	DET
cjfa-33360	115	2	three	three	NUM
cjfa-33360	115	3	factors	factor	NOUN
cjfa-33360	115	4	are	be	AUX
cjfa-33360	115	5	size	size	NOUN
cjfa-33360	115	6	(	(	PUNCT
cjfa-33360	115	7	smb	smb	NOUN
cjfa-33360	115	8	)	)	PUNCT
cjfa-33360	115	9	,	,	PUNCT
cjfa-33360	115	10	value	value	NOUN
cjfa-33360	115	11	(	(	PUNCT
cjfa-33360	115	12	hml	hml	PROPN
cjfa-33360	115	13	)	)	PUNCT
cjfa-33360	115	14	and	and	CCONJ
cjfa-33360	115	15	market	market	NOUN
cjfa-33360	115	16	factor	factor	NOUN
cjfa-33360	115	17	.	.	PUNCT
cjfa-33360	116	1	(	(	PUNCT
cjfa-33360	116	2	1	1	X
cjfa-33360	116	3	)	)	PUNCT
cjfa-33360	116	4	where	where	SCONJ
cjfa-33360	116	5	rit	rit	NOUN
cjfa-33360	116	6	represents	represent	VERB
cjfa-33360	116	7	log	log	NOUN
cjfa-33360	116	8	return	return	NOUN
cjfa-33360	116	9	of	of	ADP
cjfa-33360	116	10	a	a	DET
cjfa-33360	116	11	stock	stock	NOUN
cjfa-33360	116	12	at	at	ADP
cjfa-33360	116	13	time	time	NOUN
cjfa-33360	116	14	t	t	PROPN
cjfa-33360	116	15	,	,	PUNCT
cjfa-33360	116	16	pit	pit	NOUN
cjfa-33360	116	17	represents	represent	VERB
cjfa-33360	116	18	price	price	NOUN
cjfa-33360	116	19	of	of	ADP
cjfa-33360	116	20	that	that	DET
cjfa-33360	116	21	stock	stock	NOUN
cjfa-33360	116	22	at	at	ADP
cjfa-33360	116	23	time	time	NOUN
cjfa-33360	116	24	t	t	PROPN
cjfa-33360	116	25	and	and	CCONJ
cjfa-33360	116	26	pit-1	pit-1	ADV
cjfa-33360	116	27	represents	represent	VERB
cjfa-33360	116	28	the	the	DET
cjfa-33360	116	29	price	price	NOUN
cjfa-33360	116	30	of	of	ADP
cjfa-33360	116	31	the	the	DET
cjfa-33360	116	32	stock	stock	NOUN
cjfa-33360	116	33	on	on	ADP
cjfa-33360	116	34	t-1	t-1	PROPN
cjfa-33360	116	35	month	month	NOUN
cjfa-33360	116	36	,	,	PUNCT
cjfa-33360	116	37	and	and	CCONJ
cjfa-33360	116	38	ln	ln	ADV
cjfa-33360	116	39	is	be	AUX
cjfa-33360	116	40	the	the	DET
cjfa-33360	116	41	natural	natural	ADJ
cjfa-33360	116	42	logarithm	logarithm	NOUN
cjfa-33360	116	43	.	.	PUNCT
cjfa-33360	117	1	formulation	formulation	NOUN
cjfa-33360	117	2	of	of	ADP
cjfa-33360	117	3	momentum	momentum	NOUN
cjfa-33360	117	4	strategies	strategy	NOUN
cjfa-33360	117	5	to	to	PART
cjfa-33360	117	6	formulate	formulate	VERB
cjfa-33360	117	7	the	the	DET
cjfa-33360	117	8	cross	cross	ADJ
cjfa-33360	117	9	-	-	ADJ
cjfa-33360	117	10	sectional	sectional	ADJ
cjfa-33360	117	11	strategies	strategy	NOUN
cjfa-33360	117	12	,	,	PUNCT
cjfa-33360	117	13	we	we	PRON
cjfa-33360	117	14	follow	follow	VERB
cjfa-33360	117	15	the	the	DET
cjfa-33360	117	16	methodology	methodology	NOUN
cjfa-33360	117	17	as	as	SCONJ
cjfa-33360	117	18	suggested	suggest	VERB
cjfa-33360	117	19	by	by	ADP
cjfa-33360	117	20	jegadeesh	jegadeesh	NOUN
cjfa-33360	117	21	and	and	CCONJ
cjfa-33360	117	22	titman	titman	NOUN
cjfa-33360	117	23	(	(	PUNCT
cjfa-33360	117	24	1993	1993	NUM
cjfa-33360	117	25	)	)	PUNCT
cjfa-33360	117	26	and	and	CCONJ
cjfa-33360	117	27	lin	lin	PROPN
cjfa-33360	117	28	(	(	PUNCT
cjfa-33360	117	29	2019	2019	NUM
cjfa-33360	117	30	)	)	PUNCT
cjfa-33360	117	31	.	.	PUNCT
cjfa-33360	118	1	we	we	PRON
cjfa-33360	118	2	sort	sort	VERB
cjfa-33360	118	3	the	the	DET
cjfa-33360	118	4	stocks	stock	NOUN
cjfa-33360	118	5	into	into	ADP
cjfa-33360	118	6	deciles	decile	NOUN
cjfa-33360	118	7	on	on	ADP
cjfa-33360	118	8	the	the	DET
cjfa-33360	118	9	basis	basis	NOUN
cjfa-33360	118	10	of	of	ADP
cjfa-33360	118	11	their	their	PRON
cjfa-33360	118	12	prior	prior	ADJ
cjfa-33360	118	13	11	11	NUM
cjfa-33360	118	14	month	month	NOUN
cjfa-33360	118	15	returns	return	NOUN
cjfa-33360	118	16	from	from	ADP
cjfa-33360	118	17	the	the	DET
cjfa-33360	118	18	month	month	NOUN
cjfa-33360	118	19	t-12	t-12	NOUN
cjfa-33360	118	20	to	to	ADP
cjfa-33360	118	21	month	month	NOUN
cjfa-33360	118	22	t-2	t-2	PROPN
cjfa-33360	118	23	.	.	PUNCT
cjfa-33360	119	1	top	top	ADJ
cjfa-33360	119	2	deciles	decile	NOUN
cjfa-33360	119	3	(	(	PUNCT
cjfa-33360	119	4	best	good	ADJ
cjfa-33360	119	5	10	10	NUM
cjfa-33360	119	6	%	%	NOUN
cjfa-33360	119	7	)	)	PUNCT
cjfa-33360	119	8	represents	represent	VERB
cjfa-33360	119	9	the	the	DET
cjfa-33360	119	10	winner	winner	NOUN
cjfa-33360	119	11	portfolio	portfolio	NOUN
cjfa-33360	119	12	,	,	PUNCT
cjfa-33360	119	13	and	and	CCONJ
cjfa-33360	119	14	bottom	bottom	ADJ
cjfa-33360	119	15	decile	decile	NOUN
cjfa-33360	119	16	(	(	PUNCT
cjfa-33360	119	17	worst	bad	ADJ
cjfa-33360	119	18	10	10	NUM
cjfa-33360	119	19	%	%	NOUN
cjfa-33360	119	20	)	)	PUNCT
cjfa-33360	119	21	represent	represent	VERB
cjfa-33360	119	22	loser	loser	ADJ
cjfa-33360	119	23	portfolio	portfolio	NOUN
cjfa-33360	119	24	.	.	PUNCT
cjfa-33360	120	1	for	for	ADP
cjfa-33360	120	2	portfolio	portfolio	NOUN
cjfa-33360	120	3	construction	construction	NOUN
cjfa-33360	120	4	equal	equal	ADJ
cjfa-33360	120	5	weights	weight	NOUN
cjfa-33360	120	6	,	,	PUNCT
cjfa-33360	120	7	we	we	PRON
cjfa-33360	120	8	give	give	VERB
cjfa-33360	120	9	equal	equal	ADJ
cjfa-33360	120	10	weight	weight	NOUN
cjfa-33360	120	11	to	to	ADP
cjfa-33360	120	12	each	each	DET
cjfa-33360	120	13	stock	stock	NOUN
cjfa-33360	120	14	in	in	ADP
cjfa-33360	120	15	winner	winner	NOUN
cjfa-33360	120	16	and	and	CCONJ
cjfa-33360	120	17	loser	loser	NOUN
cjfa-33360	120	18	portfolio	portfolio	NOUN
cjfa-33360	120	19	.	.	PUNCT
cjfa-33360	121	1	we	we	PRON
cjfa-33360	121	2	long	long	ADV
cjfa-33360	121	3	(	(	PUNCT
cjfa-33360	121	4	buy	buy	VERB
cjfa-33360	121	5	)	)	PUNCT
cjfa-33360	121	6	the	the	DET
cjfa-33360	121	7	stocks	stock	NOUN
cjfa-33360	121	8	in	in	ADP
cjfa-33360	121	9	winner	winner	NOUN
cjfa-33360	121	10	portfolio	portfolio	NOUN
cjfa-33360	121	11	and	and	CCONJ
cjfa-33360	121	12	short	short	ADJ
cjfa-33360	121	13	(	(	PUNCT
cjfa-33360	121	14	sell	sell	NOUN
cjfa-33360	121	15	)	)	PUNCT
cjfa-33360	121	16	the	the	DET
cjfa-33360	121	17	stocks	stock	NOUN
cjfa-33360	121	18	in	in	ADP
cjfa-33360	121	19	loser	loser	ADJ
cjfa-33360	121	20	portfolio	portfolio	NOUN
cjfa-33360	121	21	.	.	PUNCT
cjfa-33360	122	1	after	after	ADP
cjfa-33360	122	2	this	this	PRON
cjfa-33360	122	3	,	,	PUNCT
cjfa-33360	122	4	we	we	PRON
cjfa-33360	122	5	hold	hold	VERB
cjfa-33360	122	6	these	these	DET
cjfa-33360	122	7	stocks	stock	NOUN
cjfa-33360	122	8	for	for	ADP
cjfa-33360	122	9	five	five	NUM
cjfa-33360	122	10	different	different	ADJ
cjfa-33360	122	11	periods	period	NOUN
cjfa-33360	122	12	(	(	PUNCT
cjfa-33360	122	13	1,3,6,9,12	1,3,6,9,12	NOUN
cjfa-33360	122	14	months	month	NOUN
cjfa-33360	122	15	)	)	PUNCT
cjfa-33360	122	16	.	.	PUNCT
cjfa-33360	123	1	to	to	PART
cjfa-33360	123	2	prevent	prevent	VERB
cjfa-33360	123	3	bid	bid	NOUN
cjfa-33360	123	4	-	-	PUNCT
cjfa-33360	123	5	ask	ask	NOUN
cjfa-33360	123	6	bias	bias	NOUN
cjfa-33360	123	7	and	and	CCONJ
cjfa-33360	123	8	lagged	lag	VERB
cjfa-33360	123	9	reaction	reaction	NOUN
cjfa-33360	123	10	,	,	PUNCT
cjfa-33360	123	11	the	the	DET
cjfa-33360	123	12	study	study	NOUN
cjfa-33360	123	13	introduces	introduce	VERB
cjfa-33360	123	14	a	a	DET
cjfa-33360	123	15	one	one	NUM
cjfa-33360	123	16	-	-	PUNCT
cjfa-33360	123	17	month	month	NOUN
cjfa-33360	123	18	gap	gap	NOUN
cjfa-33360	123	19	between	between	ADP
cjfa-33360	123	20	formulation	formulation	NOUN
cjfa-33360	123	21	and	and	CCONJ
cjfa-33360	123	22	holding	holding	NOUN
cjfa-33360	123	23	period	period	NOUN
cjfa-33360	123	24	(	(	PUNCT
cjfa-33360	123	25	jegadeesh	jegadeesh	NOUN
cjfa-33360	123	26	&	&	CCONJ
cjfa-33360	123	27	titman	titman	PROPN
cjfa-33360	123	28	,	,	PUNCT
cjfa-33360	123	29	2001	2001	NUM
cjfa-33360	123	30	)	)	PUNCT
cjfa-33360	123	31	.	.	PUNCT
cjfa-33360	124	1	for	for	ADP
cjfa-33360	124	2	portfolio	portfolio	NOUN
cjfa-33360	124	3	rebalancing	rebalancing	NOUN
cjfa-33360	124	4	,	,	PUNCT
cjfa-33360	124	5	the	the	DET
cjfa-33360	124	6	present	present	ADJ
cjfa-33360	124	7	study	study	NOUN
cjfa-33360	124	8	uses	uses	AUX
cjfa-33360	124	9	buy	buy	VERB
cjfa-33360	124	10	and	and	CCONJ
cjfa-33360	124	11	hold	hold	VERB
cjfa-33360	124	12	strategy	strategy	NOUN
cjfa-33360	124	13	.	.	PUNCT
cjfa-33360	125	1	finally	finally	ADV
cjfa-33360	125	2	,	,	PUNCT
cjfa-33360	125	3	we	we	PRON
cjfa-33360	125	4	calculate	calculate	VERB
cjfa-33360	125	5	the	the	DET
cjfa-33360	125	6	cross	cross	ADJ
cjfa-33360	125	7	-	-	ADJ
cjfa-33360	125	8	sectional	sectional	ADJ
cjfa-33360	125	9	momentum	momentum	NOUN
cjfa-33360	125	10	as	as	ADP
cjfa-33360	125	11	the	the	DET
cjfa-33360	125	12	difference	difference	NOUN
cjfa-33360	125	13	between	between	ADP
cjfa-33360	125	14	winner	winner	NOUN
cjfa-33360	125	15	and	and	CCONJ
cjfa-33360	125	16	loser	loser	NOUN
cjfa-33360	125	17	portfolio	portfolio	NOUN
cjfa-33360	125	18	’s	’s	PART
cjfa-33360	125	19	returns	return	NOUN
cjfa-33360	125	20	.	.	PUNCT
cjfa-33360	126	1	moskowitz	moskowitz	PROPN
cjfa-33360	126	2	et	et	PROPN
cjfa-33360	126	3	al	al	PROPN
cjfa-33360	126	4	.	.	PROPN
cjfa-33360	127	1	(	(	PUNCT
cjfa-33360	127	2	2012	2012	NUM
cjfa-33360	127	3	)	)	PUNCT
cjfa-33360	127	4	suggested	suggest	VERB
cjfa-33360	127	5	the	the	DET
cjfa-33360	127	6	methodology	methodology	NOUN
cjfa-33360	127	7	for	for	ADP
cjfa-33360	127	8	the	the	DET
cjfa-33360	127	9	construction	construction	NOUN
cjfa-33360	127	10	of	of	ADP
cjfa-33360	127	11	time	time	NOUN
cjfa-33360	127	12	-	-	PUNCT
cjfa-33360	127	13	series	series	NOUN
cjfa-33360	127	14	momentum	momentum	NOUN
cjfa-33360	127	15	strategies	strategy	NOUN
cjfa-33360	127	16	.	.	PUNCT
cjfa-33360	128	1	firstly	firstly	ADV
cjfa-33360	128	2	,	,	PUNCT
cjfa-33360	128	3	for	for	ADP
cjfa-33360	128	4	every	every	DET
cjfa-33360	128	5	stock	stock	NOUN
cjfa-33360	128	6	we	we	PRON
cjfa-33360	128	7	calculate	calculate	VERB
cjfa-33360	128	8	prior	prior	ADV
cjfa-33360	128	9	11	11	NUM
cjfa-33360	128	10	months	month	NOUN
cjfa-33360	128	11	returns	return	NOUN
cjfa-33360	128	12	from	from	ADP
cjfa-33360	128	13	the	the	DET
cjfa-33360	128	14	month	month	NOUN
cjfa-33360	128	15	t-12	t-12	NOUN
cjfa-33360	128	16	through	through	ADP
cjfa-33360	128	17	month	month	NOUN
cjfa-33360	128	18	t-2	t-2	PROPN
cjfa-33360	128	19	.	.	PUNCT
cjfa-33360	129	1	after	after	ADP
cjfa-33360	129	2	calculating	calculate	VERB
cjfa-33360	129	3	returns	return	NOUN
cjfa-33360	129	4	for	for	ADP
cjfa-33360	129	5	every	every	DET
cjfa-33360	129	6	stock	stock	NOUN
cjfa-33360	129	7	,	,	PUNCT
cjfa-33360	129	8	we	we	PRON
cjfa-33360	129	9	sort	sort	VERB
cjfa-33360	129	10	the	the	DET
cjfa-33360	129	11	stocks	stock	NOUN
cjfa-33360	129	12	into	into	ADP
cjfa-33360	129	13	two	two	NUM
cjfa-33360	129	14	portfolios	portfolio	NOUN
cjfa-33360	129	15	.	.	PUNCT
cjfa-33360	130	1	the	the	DET
cjfa-33360	130	2	stocks	stock	NOUN
cjfa-33360	130	3	that	that	PRON
cjfa-33360	130	4	generated	generate	VERB
cjfa-33360	130	5	positive	positive	ADJ
cjfa-33360	130	6	returns	return	NOUN
cjfa-33360	130	7	are	be	AUX
cjfa-33360	130	8	categorized	categorize	VERB
cjfa-33360	130	9	as	as	SCONJ
cjfa-33360	130	10	winners	winner	NOUN
cjfa-33360	130	11	and	and	CCONJ
cjfa-33360	130	12	stocks	stock	NOUN
cjfa-33360	130	13	that	that	PRON
cjfa-33360	130	14	generated	generate	VERB
cjfa-33360	130	15	negative	negative	ADJ
cjfa-33360	130	16	returns	return	NOUN
cjfa-33360	130	17	are	be	AUX
cjfa-33360	130	18	categorized	categorize	VERB
cjfa-33360	130	19	as	as	ADP
cjfa-33360	130	20	losers	loser	NOUN
cjfa-33360	130	21	.	.	PUNCT
cjfa-33360	131	1	to	to	PART
cjfa-33360	131	2	make	make	VERB
cjfa-33360	131	3	time	time	NOUN
cjfa-33360	131	4	-	-	PUNCT
cjfa-33360	131	5	series	series	NOUN
cjfa-33360	131	6	momentum	momentum	NOUN
cjfa-33360	131	7	returns	return	NOUN
cjfa-33360	131	8	directly	directly	ADV
cjfa-33360	131	9	comparable	comparable	ADJ
cjfa-33360	131	10	with	with	ADP
cjfa-33360	131	11	cross	cross	ADJ
cjfa-33360	131	12	-	-	ADJ
cjfa-33360	131	13	sectional	sectional	ADJ
cjfa-33360	131	14	momentum	momentum	NOUN
cjfa-33360	131	15	returns	return	NOUN
cjfa-33360	131	16	,	,	PUNCT
cjfa-33360	131	17	we	we	PRON
cjfa-33360	131	18	invest	invest	VERB
cjfa-33360	131	19	in	in	ADP
cjfa-33360	131	20	20	20	NUM
cjfa-33360	131	21	%	%	NOUN
cjfa-33360	131	22	of	of	ADP
cjfa-33360	131	23	total	total	ADJ
cjfa-33360	131	24	stocks	stock	NOUN
cjfa-33360	131	25	.	.	PUNCT
cjfa-33360	132	1	for	for	ADP
cjfa-33360	132	2	the	the	DET
cjfa-33360	132	3	portfolio	portfolio	NOUN
cjfa-33360	132	4	rebalance	rebalance	NOUN
cjfa-33360	132	5	and	and	CCONJ
cjfa-33360	132	6	micro	micro	NOUN
cjfa-33360	132	7	-	-	NOUN
cjfa-33360	132	8	structure	structure	ADJ
cjfa-33360	132	9	biases	bias	NOUN
cjfa-33360	132	10	,	,	PUNCT
cjfa-33360	132	11	we	we	PRON
cjfa-33360	132	12	adopted	adopt	VERB
cjfa-33360	132	13	the	the	DET
cjfa-33360	132	14	same	same	ADJ
cjfa-33360	132	15	methodology	methodology	NOUN
cjfa-33360	132	16	as	as	SCONJ
cjfa-33360	132	17	mentioned	mention	VERB
cjfa-33360	132	18	in	in	ADP
cjfa-33360	132	19	the	the	DET
cjfa-33360	132	20	above	above	ADJ
cjfa-33360	132	21	paragraph	paragraph	NOUN
cjfa-33360	132	22	.	.	PUNCT
cjfa-33360	133	1	risk	risk	NOUN
cjfa-33360	133	2	-	-	PUNCT
cjfa-33360	133	3	adjusted	adjust	VERB
cjfa-33360	133	4	momentum	momentum	NOUN
cjfa-33360	133	5	returns	return	NOUN
cjfa-33360	133	6	for	for	ADP
cjfa-33360	133	7	calculation	calculation	NOUN
cjfa-33360	133	8	of	of	ADP
cjfa-33360	133	9	risk	risk	NOUN
cjfa-33360	133	10	-	-	PUNCT
cjfa-33360	133	11	adjusted	adjust	VERB
cjfa-33360	133	12	momentum	momentum	NOUN
cjfa-33360	133	13	returns	return	NOUN
cjfa-33360	133	14	,	,	PUNCT
cjfa-33360	133	15	authors	author	NOUN
cjfa-33360	133	16	first	first	ADV
cjfa-33360	133	17	compute	compute	VERB
cjfa-33360	133	18	excess	excess	ADJ
cjfa-33360	133	19	cross	cross	ADJ
cjfa-33360	133	20	-	-	ADJ
cjfa-33360	133	21	sectional	sectional	ADJ
cjfa-33360	133	22	and	and	CCONJ
cjfa-33360	133	23	time	time	NOUN
cjfa-33360	133	24	-	-	PUNCT
cjfa-33360	133	25	series	series	NOUN
cjfa-33360	133	26	momentum	momentum	NOUN
cjfa-33360	133	27	returns	return	NOUN
cjfa-33360	133	28	by	by	ADP
cjfa-33360	133	29	subtracting	subtract	VERB
cjfa-33360	133	30	risk	risk	NOUN
cjfa-33360	133	31	time	time	NOUN
cjfa-33360	133	32	-	-	PUNCT
cjfa-33360	133	33	series	series	NOUN
cjfa-33360	133	34	and	and	CCONJ
cjfa-33360	133	35	cross	cross	ADJ
cjfa-33360	133	36	-	-	ADJ
cjfa-33360	133	37	sectional	sectional	ADJ
cjfa-33360	133	38	momentum	momentum	NOUN
cjfa-33360	133	39	in	in	ADP
cjfa-33360	133	40	indian	indian	ADJ
cjfa-33360	133	41	stock	stock	NOUN
cjfa-33360	133	42	market	market	NOUN
cjfa-33360	133	43	167	167	NUM
cjfa-33360	133	44	free	free	ADJ
cjfa-33360	133	45	return	return	NOUN
cjfa-33360	133	46	from	from	ADP
cjfa-33360	133	47	cross	cross	ADJ
cjfa-33360	133	48	-	-	ADJ
cjfa-33360	133	49	sectional	sectional	ADJ
cjfa-33360	133	50	and	and	CCONJ
cjfa-33360	133	51	time	time	NOUN
cjfa-33360	133	52	-	-	PUNCT
cjfa-33360	133	53	series	series	NOUN
cjfa-33360	133	54	momentum	momentum	NOUN
cjfa-33360	133	55	returns	return	NOUN
cjfa-33360	133	56	.	.	PUNCT
cjfa-33360	134	1	then	then	ADV
cjfa-33360	134	2	we	we	PRON
cjfa-33360	134	3	estimate	estimate	VERB
cjfa-33360	134	4	alphas	alpha	NOUN
cjfa-33360	134	5	of	of	ADP
cjfa-33360	134	6	both	both	DET
cjfa-33360	134	7	cross	cross	ADJ
cjfa-33360	134	8	-	-	ADJ
cjfa-33360	134	9	sectional	sectional	ADJ
cjfa-33360	134	10	strategies	strategy	NOUN
cjfa-33360	134	11	and	and	CCONJ
cjfa-33360	134	12	time	time	NOUN
cjfa-33360	134	13	-	-	PUNCT
cjfa-33360	134	14	series	series	NOUN
cjfa-33360	134	15	momentum	momentum	NOUN
cjfa-33360	134	16	strategies	strategy	NOUN
cjfa-33360	134	17	by	by	ADP
cjfa-33360	134	18	regressing	regress	VERB
cjfa-33360	134	19	excess	excess	ADJ
cjfa-33360	134	20	cross	cross	ADJ
cjfa-33360	134	21	-	-	ADJ
cjfa-33360	134	22	sectional	sectional	ADJ
cjfa-33360	134	23	and	and	CCONJ
cjfa-33360	134	24	time	time	NOUN
cjfa-33360	134	25	-	-	PUNCT
cjfa-33360	134	26	series	series	NOUN
cjfa-33360	134	27	momentum	momentum	NOUN
cjfa-33360	134	28	returns	return	NOUN
cjfa-33360	134	29	on	on	ADP
cjfa-33360	134	30	capm	capm	PROPN
cjfa-33360	134	31	and	and	CCONJ
cjfa-33360	134	32	fama	fama	PROPN
cjfa-33360	134	33	-	-	PUNCT
cjfa-33360	134	34	french	french	ADJ
cjfa-33360	134	35	risk	risk	NOUN
cjfa-33360	134	36	factors	factor	NOUN
cjfa-33360	134	37	.	.	PUNCT
cjfa-33360	135	1	we	we	PRON
cjfa-33360	135	2	used	use	VERB
cjfa-33360	135	3	the	the	DET
cjfa-33360	135	4	following	follow	VERB
cjfa-33360	135	5	equations	equation	NOUN
cjfa-33360	135	6	to	to	PART
cjfa-33360	135	7	calculate	calculate	VERB
cjfa-33360	135	8	excess	excess	ADJ
cjfa-33360	135	9	returns	return	NOUN
cjfa-33360	135	10	,	,	PUNCT
cjfa-33360	135	11	capm	capm	NOUN
cjfa-33360	135	12	alpha	alpha	NOUN
cjfa-33360	135	13	and	and	CCONJ
cjfa-33360	135	14	fama	fama	NOUN
cjfa-33360	135	15	-	-	PUNCT
cjfa-33360	135	16	french	french	ADJ
cjfa-33360	135	17	alpha	alpha	NOUN
cjfa-33360	135	18	.	.	PUNCT
cjfa-33360	136	1	ret	ret	PROPN
cjfa-33360	136	2	=	=	NOUN
cjfa-33360	136	3	rmt	rmt	NOUN
cjfa-33360	136	4	rft	rft	NOUN
cjfa-33360	136	5	(	(	PUNCT
cjfa-33360	136	6	2	2	NUM
cjfa-33360	136	7	)	)	PUNCT
cjfa-33360	136	8	where	where	SCONJ
cjfa-33360	136	9	ret	ret	NOUN
cjfa-33360	136	10	represents	represent	VERB
cjfa-33360	136	11	excess	excess	ADJ
cjfa-33360	136	12	return	return	NOUN
cjfa-33360	136	13	at	at	ADP
cjfa-33360	136	14	time	time	NOUN
cjfa-33360	136	15	t	t	PROPN
cjfa-33360	136	16	,	,	PUNCT
cjfa-33360	136	17	rmt	rmt	NOUN
cjfa-33360	136	18	represents	represent	VERB
cjfa-33360	136	19	market	market	NOUN
cjfa-33360	136	20	return	return	NOUN
cjfa-33360	136	21	at	at	ADP
cjfa-33360	136	22	time	time	NOUN
cjfa-33360	136	23	t	t	PROPN
cjfa-33360	136	24	and	and	CCONJ
cjfa-33360	136	25	rft	rft	PROPN
cjfa-33360	136	26	risk	risk	NOUN
cjfa-33360	136	27	-	-	PUNCT
cjfa-33360	136	28	free	free	ADJ
cjfa-33360	136	29	return	return	NOUN
cjfa-33360	136	30	at	at	ADP
cjfa-33360	136	31	time	time	NOUN
cjfa-33360	136	32	.	.	PUNCT
cjfa-33360	137	1	αcapm	αcapm	NOUN
cjfa-33360	137	2	=	=	PUNCT
cjfa-33360	137	3	re	re	X
cjfa-33360	137	4	–	–	PUNCT
cjfa-33360	137	5	β(rmr	β(rmr	X
cjfa-33360	137	6	rf	rf	NOUN
cjfa-33360	137	7	)	)	PUNCT
cjfa-33360	137	8	(	(	PUNCT
cjfa-33360	137	9	3	3	X
cjfa-33360	137	10	)	)	PUNCT
cjfa-33360	137	11	where	where	SCONJ
cjfa-33360	137	12	αcapm	αcapm	NOUN
cjfa-33360	137	13	represent	represent	VERB
cjfa-33360	137	14	capm	capm	PROPN
cjfa-33360	137	15	alpha	alpha	PROPN
cjfa-33360	137	16	,	,	PUNCT
cjfa-33360	138	1	re	re	VERB
cjfa-33360	138	2	represent	represent	VERB
cjfa-33360	138	3	excess	excess	ADJ
cjfa-33360	138	4	return	return	NOUN
cjfa-33360	138	5	,	,	PUNCT
cjfa-33360	138	6	rmr	rmr	PROPN
cjfa-33360	138	7	represent	represent	VERB
cjfa-33360	138	8	market	market	NOUN
cjfa-33360	138	9	return	return	NOUN
cjfa-33360	138	10	,	,	PUNCT
cjfa-33360	138	11	rf	rf	PRON
cjfa-33360	138	12	represents	represent	VERB
cjfa-33360	138	13	risk	risk	NOUN
cjfa-33360	138	14	-	-	PUNCT
cjfa-33360	138	15	free	free	ADJ
cjfa-33360	138	16	rate	rate	NOUN
cjfa-33360	138	17	,	,	PUNCT
cjfa-33360	138	18	and	and	CCONJ
cjfa-33360	138	19	β	β	X
cjfa-33360	138	20	represent	represent	VERB
cjfa-33360	138	21	factor	factor	NOUN
cjfa-33360	138	22	loading	loading	NOUN
cjfa-33360	138	23	of	of	ADP
cjfa-33360	138	24	market	market	NOUN
cjfa-33360	138	25	factor	factor	NOUN
cjfa-33360	138	26	.	.	PUNCT
cjfa-33360	139	1	αff	αff	NUM
cjfa-33360	140	1	=	=	SYM
cjfa-33360	140	2	re	re	X
cjfa-33360	140	3	–	–	PUNCT
cjfa-33360	140	4	β1(rmr	β1(rmr	X
cjfa-33360	140	5	rf	rf	NOUN
cjfa-33360	140	6	)	)	PUNCT
cjfa-33360	140	7	–	–	PUNCT
cjfa-33360	140	8	β2smb	β2smb	PUNCT
cjfa-33360	140	9	–	–	PUNCT
cjfa-33360	140	10	β3hml	β3hml	PUNCT
cjfa-33360	140	11	(	(	PUNCT
cjfa-33360	140	12	4	4	NUM
cjfa-33360	140	13	)	)	PUNCT
cjfa-33360	140	14	where	where	SCONJ
cjfa-33360	140	15	αff	αff	NUM
cjfa-33360	140	16	represent	represent	VERB
cjfa-33360	140	17	fama	fama	PROPN
cjfa-33360	140	18	-	-	PUNCT
cjfa-33360	140	19	french	french	NOUN
cjfa-33360	140	20	alpha	alpha	NOUN
cjfa-33360	140	21	,	,	PUNCT
cjfa-33360	140	22	smb	smb	PROPN
cjfa-33360	140	23	represent	represent	VERB
cjfa-33360	140	24	size	size	NOUN
cjfa-33360	140	25	factor	factor	NOUN
cjfa-33360	140	26	,	,	PUNCT
cjfa-33360	140	27	hml	hml	PROPN
cjfa-33360	140	28	represents	represent	VERB
cjfa-33360	140	29	value	value	NOUN
cjfa-33360	140	30	factor	factor	NOUN
cjfa-33360	140	31	and	and	CCONJ
cjfa-33360	140	32	β1	β1	PROPN
cjfa-33360	140	33	,	,	PUNCT
cjfa-33360	140	34	β2	β2	VERB
cjfa-33360	140	35	,	,	PUNCT
cjfa-33360	140	36	β3	β3	VERB
cjfa-33360	140	37	represents	represent	VERB
cjfa-33360	140	38	factor	factor	NOUN
cjfa-33360	140	39	loadings	loading	NOUN
cjfa-33360	140	40	.	.	PUNCT
cjfa-33360	141	1	results	result	VERB
cjfa-33360	141	2	profitability	profitability	NOUN
cjfa-33360	141	3	of	of	ADP
cjfa-33360	141	4	momentum	momentum	NOUN
cjfa-33360	141	5	strategies	strategy	NOUN
cjfa-33360	141	6	the	the	DET
cjfa-33360	141	7	empirical	empirical	ADJ
cjfa-33360	141	8	analysis	analysis	NOUN
cjfa-33360	141	9	of	of	ADP
cjfa-33360	141	10	this	this	DET
cjfa-33360	141	11	study	study	NOUN
cjfa-33360	141	12	starts	start	VERB
cjfa-33360	141	13	with	with	ADP
cjfa-33360	141	14	inspecting	inspect	VERB
cjfa-33360	141	15	the	the	DET
cjfa-33360	141	16	performance	performance	NOUN
cjfa-33360	141	17	of	of	ADP
cjfa-33360	141	18	cross	cross	ADJ
cjfa-33360	141	19	-	-	ADJ
cjfa-33360	141	20	sectional	sectional	ADJ
cjfa-33360	141	21	and	and	CCONJ
cjfa-33360	141	22	time	time	NOUN
cjfa-33360	141	23	-	-	PUNCT
cjfa-33360	141	24	series	series	NOUN
cjfa-33360	141	25	momentum	momentum	NOUN
cjfa-33360	141	26	strategies	strategy	NOUN
cjfa-33360	141	27	in	in	ADP
cjfa-33360	141	28	the	the	DET
cjfa-33360	141	29	indian	indian	ADJ
cjfa-33360	141	30	stock	stock	NOUN
cjfa-33360	141	31	market	market	NOUN
cjfa-33360	141	32	.	.	PUNCT
cjfa-33360	142	1	in	in	ADP
cjfa-33360	142	2	table	table	NOUN
cjfa-33360	142	3	1	1	NUM
cjfa-33360	142	4	,	,	PUNCT
cjfa-33360	142	5	we	we	PRON
cjfa-33360	142	6	have	have	AUX
cjfa-33360	142	7	reported	report	VERB
cjfa-33360	142	8	unconditional	unconditional	ADJ
cjfa-33360	142	9	returns	return	NOUN
cjfa-33360	142	10	,	,	PUNCT
cjfa-33360	142	11	risk	risk	NOUN
cjfa-33360	142	12	-	-	PUNCT
cjfa-33360	142	13	adjusted	adjust	VERB
cjfa-33360	142	14	returns	return	NOUN
cjfa-33360	142	15	and	and	CCONJ
cjfa-33360	142	16	sharpe	sharpe	NOUN
cjfa-33360	142	17	ratio	ratio	NOUN
cjfa-33360	142	18	of	of	ADP
cjfa-33360	142	19	various	various	ADJ
cjfa-33360	142	20	momentum	momentum	NOUN
cjfa-33360	142	21	investment	investment	NOUN
cjfa-33360	142	22	strategies	strategy	NOUN
cjfa-33360	142	23	.	.	PUNCT
cjfa-33360	143	1	panel	panel	NOUN
cjfa-33360	143	2	a	a	DET
cjfa-33360	143	3	of	of	ADP
cjfa-33360	143	4	table	table	NOUN
cjfa-33360	143	5	1	1	NUM
cjfa-33360	143	6	reports	report	VERB
cjfa-33360	143	7	the	the	DET
cjfa-33360	143	8	performances	performance	NOUN
cjfa-33360	143	9	of	of	ADP
cjfa-33360	143	10	various	various	ADJ
cjfa-33360	143	11	cross	cross	ADJ
cjfa-33360	143	12	-	-	ADJ
cjfa-33360	143	13	sectional	sectional	ADJ
cjfa-33360	143	14	momentum	momentum	NOUN
cjfa-33360	143	15	strategies	strategy	NOUN
cjfa-33360	143	16	.	.	PUNCT
cjfa-33360	144	1	cross	cross	ADJ
cjfa-33360	144	2	-	-	ADJ
cjfa-33360	144	3	sectional	sectional	ADJ
cjfa-33360	144	4	momentum	momentum	NOUN
cjfa-33360	144	5	strategies	strategy	NOUN
cjfa-33360	144	6	generate	generate	VERB
cjfa-33360	144	7	significant	significant	ADJ
cjfa-33360	144	8	profits	profit	NOUN
cjfa-33360	144	9	in	in	ADP
cjfa-33360	144	10	the	the	DET
cjfa-33360	144	11	indian	indian	ADJ
cjfa-33360	144	12	market	market	NOUN
cjfa-33360	144	13	.	.	PUNCT
cjfa-33360	145	1	these	these	DET
cjfa-33360	145	2	findings	finding	NOUN
cjfa-33360	145	3	are	be	AUX
cjfa-33360	145	4	consistent	consistent	ADJ
cjfa-33360	145	5	with	with	ADP
cjfa-33360	145	6	the	the	DET
cjfa-33360	145	7	results	result	NOUN
cjfa-33360	145	8	of	of	ADP
cjfa-33360	145	9	past	past	ADJ
cjfa-33360	145	10	studies	study	NOUN
cjfa-33360	145	11	on	on	ADP
cjfa-33360	145	12	insimarjeet	insimarjeet	PROPN
cjfa-33360	145	13	singh	singh	PROPN
cjfa-33360	145	14	,	,	PUNCT
cjfa-33360	145	15	nidhi	nidhi	PROPN
cjfa-33360	145	16	walia168	walia168	PROPN
cjfa-33360	145	17	dian	dian	ADJ
cjfa-33360	145	18	stock	stock	NOUN
cjfa-33360	145	19	market	market	NOUN
cjfa-33360	145	20	.	.	PUNCT
cjfa-33360	146	1	we	we	PRON
cjfa-33360	146	2	find	find	VERB
cjfa-33360	146	3	that	that	SCONJ
cjfa-33360	146	4	raw	raw	ADJ
cjfa-33360	146	5	returns	return	NOUN
cjfa-33360	146	6	of	of	ADP
cjfa-33360	146	7	various	various	ADJ
cjfa-33360	146	8	cross	cross	ADJ
cjfa-33360	146	9	-	-	ADJ
cjfa-33360	146	10	sectional	sectional	ADJ
cjfa-33360	146	11	strategies	strategy	NOUN
cjfa-33360	146	12	are	be	AUX
cjfa-33360	146	13	significant	significant	ADJ
cjfa-33360	146	14	in	in	ADP
cjfa-33360	146	15	all	all	DET
cjfa-33360	146	16	cases	case	NOUN
cjfa-33360	146	17	,	,	PUNCT
cjfa-33360	146	18	but	but	CCONJ
cjfa-33360	146	19	risk	risk	NOUN
cjfa-33360	146	20	-	-	PUNCT
cjfa-33360	146	21	adjusted	adjust	VERB
cjfa-33360	146	22	returns	return	NOUN
cjfa-33360	146	23	are	be	AUX
cjfa-33360	146	24	not	not	PART
cjfa-33360	146	25	significant	significant	ADJ
cjfa-33360	146	26	for	for	ADP
cjfa-33360	146	27	longer	long	ADJ
cjfa-33360	146	28	time	time	NOUN
cjfa-33360	146	29	periods	period	NOUN
cjfa-33360	146	30	(	(	PUNCT
cjfa-33360	146	31	9,12	9,12	NUM
cjfa-33360	146	32	months	month	NOUN
cjfa-33360	146	33	)	)	PUNCT
cjfa-33360	146	34	.	.	PUNCT
cjfa-33360	147	1	cross	cross	ADJ
cjfa-33360	147	2	-	-	ADJ
cjfa-33360	147	3	sectional	sectional	ADJ
cjfa-33360	147	4	momentum	momentum	NOUN
cjfa-33360	147	5	delivers	deliver	VERB
cjfa-33360	147	6	best	good	ADJ
cjfa-33360	147	7	results	result	NOUN
cjfa-33360	147	8	when	when	SCONJ
cjfa-33360	147	9	we	we	PRON
cjfa-33360	147	10	hold	hold	VERB
cjfa-33360	147	11	portfolios	portfolio	NOUN
cjfa-33360	147	12	for	for	ADP
cjfa-33360	147	13	one	one	NUM
cjfa-33360	147	14	month	month	NOUN
cjfa-33360	147	15	.	.	PUNCT
cjfa-33360	148	1	we	we	PRON
cjfa-33360	148	2	find	find	VERB
cjfa-33360	148	3	that	that	SCONJ
cjfa-33360	148	4	performance	performance	NOUN
cjfa-33360	148	5	of	of	ADP
cjfa-33360	148	6	these	these	DET
cjfa-33360	148	7	strategies	strategy	NOUN
cjfa-33360	148	8	dramatically	dramatically	ADV
cjfa-33360	148	9	fall	fall	VERB
cjfa-33360	148	10	when	when	SCONJ
cjfa-33360	148	11	we	we	PRON
cjfa-33360	148	12	hold	hold	VERB
cjfa-33360	148	13	portfolios	portfolio	NOUN
cjfa-33360	148	14	for	for	ADP
cjfa-33360	148	15	longer	long	ADJ
cjfa-33360	148	16	time	time	NOUN
cjfa-33360	148	17	period	period	NOUN
cjfa-33360	148	18	signalling	signal	VERB
cjfa-33360	148	19	that	that	SCONJ
cjfa-33360	148	20	these	these	DET
cjfa-33360	148	21	strategies	strategy	NOUN
cjfa-33360	148	22	reverse	reverse	VERB
cjfa-33360	148	23	in	in	ADP
cjfa-33360	148	24	the	the	DET
cjfa-33360	148	25	long	long	ADJ
cjfa-33360	148	26	run	run	NOUN
cjfa-33360	148	27	.	.	PUNCT
cjfa-33360	149	1	panel	panel	NOUN
cjfa-33360	149	2	b	b	PROPN
cjfa-33360	149	3	of	of	ADP
cjfa-33360	149	4	the	the	DET
cjfa-33360	149	5	same	same	ADJ
cjfa-33360	149	6	table	table	NOUN
cjfa-33360	149	7	represents	represent	VERB
cjfa-33360	149	8	performances	performance	NOUN
cjfa-33360	149	9	of	of	ADP
cjfa-33360	149	10	time	time	NOUN
cjfa-33360	149	11	-	-	PUNCT
cjfa-33360	149	12	series	series	NOUN
cjfa-33360	149	13	momentum	momentum	NOUN
cjfa-33360	149	14	strategies	strategy	NOUN
cjfa-33360	149	15	.	.	PUNCT
cjfa-33360	150	1	these	these	DET
cjfa-33360	150	2	strategies	strategy	NOUN
cjfa-33360	150	3	also	also	ADV
cjfa-33360	150	4	generate	generate	VERB
cjfa-33360	150	5	significant	significant	ADJ
cjfa-33360	150	6	returns	return	NOUN
cjfa-33360	150	7	in	in	ADP
cjfa-33360	150	8	the	the	DET
cjfa-33360	150	9	indian	indian	ADJ
cjfa-33360	150	10	market	market	NOUN
cjfa-33360	150	11	.	.	PUNCT
cjfa-33360	151	1	even	even	ADV
cjfa-33360	151	2	after	after	ADP
cjfa-33360	151	3	adjusting	adjust	VERB
cjfa-33360	151	4	the	the	DET
cjfa-33360	151	5	market	market	NOUN
cjfa-33360	151	6	and	and	CCONJ
cjfa-33360	151	7	fama	fama	NOUN
cjfa-33360	151	8	-	-	PUNCT
cjfa-33360	151	9	french	french	ADJ
cjfa-33360	151	10	factors	factor	NOUN
cjfa-33360	151	11	,	,	PUNCT
cjfa-33360	151	12	these	these	DET
cjfa-33360	151	13	returns	return	NOUN
cjfa-33360	151	14	remain	remain	VERB
cjfa-33360	151	15	significant	significant	ADJ
cjfa-33360	151	16	.	.	PUNCT
cjfa-33360	152	1	similar	similar	ADJ
cjfa-33360	152	2	to	to	ADP
cjfa-33360	152	3	the	the	DET
cjfa-33360	152	4	findings	finding	NOUN
cjfa-33360	152	5	of	of	ADP
cjfa-33360	152	6	relative	relative	ADJ
cjfa-33360	152	7	momentum	momentum	NOUN
cjfa-33360	152	8	,	,	PUNCT
cjfa-33360	152	9	absolute	absolute	ADJ
cjfa-33360	152	10	momentum	momentum	NOUN
cjfa-33360	152	11	also	also	ADV
cjfa-33360	152	12	delivers	deliver	VERB
cjfa-33360	152	13	the	the	DET
cjfa-33360	152	14	best	good	ADJ
cjfa-33360	152	15	return	return	NOUN
cjfa-33360	152	16	when	when	SCONJ
cjfa-33360	152	17	we	we	PRON
cjfa-33360	152	18	hold	hold	VERB
cjfa-33360	152	19	portfolios	portfolio	NOUN
cjfa-33360	152	20	for	for	ADP
cjfa-33360	152	21	one	one	NUM
cjfa-33360	152	22	month	month	NOUN
cjfa-33360	152	23	.	.	PUNCT
cjfa-33360	153	1	we	we	PRON
cjfa-33360	153	2	witness	witness	VERB
cjfa-33360	153	3	that	that	SCONJ
cjfa-33360	153	4	absolute	absolute	ADJ
cjfa-33360	153	5	momentum	momentum	NOUN
cjfa-33360	153	6	strategies	strategy	NOUN
cjfa-33360	153	7	perform	perform	VERB
cjfa-33360	153	8	better	well	ADV
cjfa-33360	153	9	than	than	ADP
cjfa-33360	153	10	time	time	NOUN
cjfa-33360	153	11	momentum	momentum	NOUN
cjfa-33360	153	12	strategies	strategy	NOUN
cjfa-33360	153	13	.	.	PUNCT
cjfa-33360	154	1	as	as	SCONJ
cjfa-33360	154	2	one	one	PRON
cjfa-33360	154	3	can	can	AUX
cjfa-33360	154	4	see	see	VERB
cjfa-33360	154	5	from	from	ADP
cjfa-33360	154	6	the	the	DET
cjfa-33360	154	7	table	table	NOUN
cjfa-33360	154	8	in	in	ADP
cjfa-33360	154	9	all	all	DET
cjfa-33360	154	10	holding	hold	VERB
cjfa-33360	154	11	periods	period	NOUN
cjfa-33360	154	12	,	,	PUNCT
cjfa-33360	154	13	whether	whether	SCONJ
cjfa-33360	154	14	for	for	ADP
cjfa-33360	154	15	raw	raw	ADJ
cjfa-33360	154	16	returns	return	NOUN
cjfa-33360	154	17	or	or	CCONJ
cjfa-33360	154	18	for	for	ADP
cjfa-33360	154	19	risk	risk	NOUN
cjfa-33360	154	20	-	-	PUNCT
cjfa-33360	154	21	adjusted	adjust	VERB
cjfa-33360	154	22	returns	return	NOUN
cjfa-33360	154	23	time	time	NOUN
cjfa-33360	154	24	series	series	NOUN
cjfa-33360	154	25	momentum	momentum	NOUN
cjfa-33360	154	26	strategies	strategy	NOUN
cjfa-33360	154	27	has	have	AUX
cjfa-33360	154	28	generated	generate	VERB
cjfa-33360	154	29	excess	excess	ADJ
cjfa-33360	154	30	returns	return	NOUN
cjfa-33360	154	31	than	than	ADP
cjfa-33360	154	32	cross	cross	ADJ
cjfa-33360	154	33	-	-	ADJ
cjfa-33360	154	34	sectional	sectional	ADJ
cjfa-33360	154	35	momentum	momentum	NOUN
cjfa-33360	154	36	strategies	strategy	NOUN
cjfa-33360	154	37	.	.	PUNCT
cjfa-33360	155	1	this	this	DET
cjfa-33360	155	2	gap	gap	NOUN
cjfa-33360	155	3	between	between	ADP
cjfa-33360	155	4	the	the	DET
cjfa-33360	155	5	performances	performance	NOUN
cjfa-33360	155	6	of	of	ADP
cjfa-33360	155	7	time	time	NOUN
cjfa-33360	155	8	series	series	NOUN
cjfa-33360	155	9	and	and	CCONJ
cjfa-33360	155	10	cross	cross	VERB
cjfa-33360	155	11	momentum	momentum	NOUN
cjfa-33360	155	12	strategies	strategy	NOUN
cjfa-33360	155	13	increases	increase	NOUN
cjfa-33360	155	14	when	when	SCONJ
cjfa-33360	155	15	we	we	PRON
cjfa-33360	155	16	hold	hold	VERB
cjfa-33360	155	17	portfolios	portfolio	NOUN
cjfa-33360	155	18	for	for	ADP
cjfa-33360	155	19	longer	long	ADJ
cjfa-33360	155	20	period	period	NOUN
cjfa-33360	155	21	for	for	ADP
cjfa-33360	155	22	example	example	NOUN
cjfa-33360	155	23	when	when	SCONJ
cjfa-33360	155	24	we	we	PRON
cjfa-33360	155	25	held	hold	VERB
cjfa-33360	155	26	portfolios	portfolio	NOUN
cjfa-33360	155	27	for	for	ADP
cjfa-33360	155	28	12	12	NUM
cjfa-33360	155	29	months	month	NOUN
cjfa-33360	155	30	,	,	PUNCT
cjfa-33360	155	31	time	time	NOUN
cjfa-33360	155	32	-	-	PUNCT
cjfa-33360	155	33	series	series	NOUN
cjfa-33360	155	34	momentum	momentum	NOUN
cjfa-33360	155	35	generates	generate	VERB
cjfa-33360	155	36	a	a	DET
cjfa-33360	155	37	return	return	NOUN
cjfa-33360	155	38	of	of	ADP
cjfa-33360	155	39	1.764	1.764	NUM
cjfa-33360	155	40	%	%	NOUN
cjfa-33360	155	41	per	per	ADP
cjfa-33360	155	42	month	month	NOUN
cjfa-33360	155	43	.	.	PUNCT
cjfa-33360	156	1	in	in	ADP
cjfa-33360	156	2	contrast	contrast	NOUN
cjfa-33360	156	3	,	,	PUNCT
cjfa-33360	156	4	cross	cross	ADJ
cjfa-33360	156	5	-	-	ADJ
cjfa-33360	156	6	sectional	sectional	ADJ
cjfa-33360	156	7	momentum	momentum	NOUN
cjfa-33360	156	8	generates	generate	VERB
cjfa-33360	156	9	a	a	DET
cjfa-33360	156	10	return	return	NOUN
cjfa-33360	156	11	of	of	ADP
cjfa-33360	156	12	1.038	1.038	NUM
cjfa-33360	156	13	%	%	NOUN
cjfa-33360	156	14	per	per	ADP
cjfa-33360	156	15	month	month	NOUN
cjfa-33360	156	16	.	.	PUNCT
cjfa-33360	157	1	absolute	absolute	ADJ
cjfa-33360	157	2	momentum	momentum	NOUN
cjfa-33360	157	3	strategies	strategy	NOUN
cjfa-33360	157	4	also	also	ADV
cjfa-33360	157	5	perform	perform	VERB
cjfa-33360	157	6	better	well	ADJ
cjfa-33360	157	7	than	than	ADP
cjfa-33360	157	8	relative	relative	ADJ
cjfa-33360	157	9	momentum	momentum	NOUN
cjfa-33360	157	10	strategies	strategy	NOUN
cjfa-33360	157	11	in	in	ADP
cjfa-33360	157	12	terms	term	NOUN
cjfa-33360	157	13	of	of	ADP
cjfa-33360	157	14	risk	risk	NOUN
cjfa-33360	157	15	-	-	PUNCT
cjfa-33360	157	16	reward	reward	NOUN
cjfa-33360	157	17	ratio	ratio	NOUN
cjfa-33360	157	18	.	.	PUNCT
cjfa-33360	158	1	table	table	NOUN
cjfa-33360	158	2	1	1	NUM
cjfa-33360	158	3	.	.	PUNCT
cjfa-33360	158	4	profitability	profitability	NOUN
cjfa-33360	158	5	of	of	ADP
cjfa-33360	158	6	cross	cross	ADJ
cjfa-33360	158	7	-	-	ADJ
cjfa-33360	158	8	sectional	sectional	ADJ
cjfa-33360	158	9	and	and	CCONJ
cjfa-33360	158	10	time	time	NOUN
cjfa-33360	158	11	-	-	PUNCT
cjfa-33360	158	12	series	series	NOUN
cjfa-33360	158	13	momentum	momentum	NOUN
cjfa-33360	158	14	strategies	strategy	NOUN
cjfa-33360	158	15	panel	panel	NOUN
cjfa-33360	158	16	a	a	DET
cjfa-33360	158	17	:	:	PUNCT
cjfa-33360	158	18	cross	cross	ADJ
cjfa-33360	158	19	-	-	ADJ
cjfa-33360	158	20	sectional	sectional	ADJ
cjfa-33360	158	21	momentum	momentum	NOUN
cjfa-33360	158	22	k=	k=	CCONJ
cjfa-33360	158	23	1	1	NUM
cjfa-33360	158	24	3	3	NUM
cjfa-33360	158	25	6	6	NUM
cjfa-33360	158	26	9	9	NUM
cjfa-33360	158	27	12	12	NUM
cjfa-33360	158	28	raw	raw	ADJ
cjfa-33360	158	29	returns	return	NOUN
cjfa-33360	158	30	1.954	1.954	NUM
cjfa-33360	158	31	%	%	NOUN
cjfa-33360	158	32	(	(	PUNCT
cjfa-33360	158	33	4.475	4.475	NUM
cjfa-33360	158	34	)	)	PUNCT
cjfa-33360	158	35	1.735	1.735	NUM
cjfa-33360	158	36	%	%	NOUN
cjfa-33360	158	37	(	(	PUNCT
cjfa-33360	158	38	3.631	3.631	NUM
cjfa-33360	158	39	)	)	PUNCT
cjfa-33360	158	40	1.367	1.367	NUM
cjfa-33360	158	41	%	%	NOUN
cjfa-33360	158	42	(	(	PUNCT
cjfa-33360	158	43	2.982	2.982	NUM
cjfa-33360	158	44	)	)	PUNCT
cjfa-33360	158	45	1.135	1.135	NUM
cjfa-33360	158	46	%	%	NOUN
cjfa-33360	158	47	(	(	PUNCT
cjfa-33360	158	48	2.648	2.648	NUM
cjfa-33360	158	49	)	)	PUNCT
cjfa-33360	158	50	1.038	1.038	NUM
cjfa-33360	158	51	%	%	NOUN
cjfa-33360	158	52	(	(	PUNCT
cjfa-33360	158	53	2.200	2.200	NUM
cjfa-33360	158	54	)	)	PUNCT
cjfa-33360	158	55	capm	capm	NOUN
cjfa-33360	158	56	α	α	PROPN
cjfa-33360	158	57	1.518	1.518	NUM
cjfa-33360	158	58	%	%	NOUN
cjfa-33360	158	59	(	(	PUNCT
cjfa-33360	158	60	3.611	3.611	NUM
cjfa-33360	158	61	)	)	PUNCT
cjfa-33360	158	62	1.276	1.276	NUM
cjfa-33360	158	63	%	%	NOUN
cjfa-33360	158	64	(	(	PUNCT
cjfa-33360	158	65	2.750	2.750	NUM
cjfa-33360	158	66	)	)	PUNCT
cjfa-33360	158	67	0.930	0.930	NUM
cjfa-33360	158	68	%	%	NOUN
cjfa-33360	158	69	(	(	PUNCT
cjfa-33360	158	70	2.011	2.011	NUM
cjfa-33360	158	71	)	)	PUNCT
cjfa-33360	158	72	0.678	0.678	NUM
cjfa-33360	158	73	%	%	NOUN
cjfa-33360	158	74	(	(	PUNCT
cjfa-33360	158	75	1.501	1.501	NUM
cjfa-33360	158	76	)	)	PUNCT
cjfa-33360	158	77	0.578	0.578	NUM
cjfa-33360	158	78	%	%	NOUN
cjfa-33360	158	79	(	(	PUNCT
cjfa-33360	158	80	1.206	1.206	NUM
cjfa-33360	158	81	)	)	PUNCT
cjfa-33360	158	82	fama	fama	NOUN
cjfa-33360	158	83	-	-	PUNCT
cjfa-33360	158	84	french	french	NOUN
cjfa-33360	158	85	α	α	NOUN
cjfa-33360	158	86	1.661	1.661	NUM
cjfa-33360	158	87	%	%	NOUN
cjfa-33360	158	88	(	(	PUNCT
cjfa-33360	158	89	4.028	4.028	NUM
cjfa-33360	158	90	)	)	PUNCT
cjfa-33360	158	91	1.427	1.427	NUM
cjfa-33360	158	92	%	%	NOUN
cjfa-33360	158	93	(	(	PUNCT
cjfa-33360	158	94	3.085	3.085	NUM
cjfa-33360	158	95	)	)	PUNCT
cjfa-33360	158	96	1.087	1.087	NUM
cjfa-33360	158	97	%	%	NOUN
cjfa-33360	158	98	(	(	PUNCT
cjfa-33360	158	99	2.315	2.315	NUM
cjfa-33360	158	100	)	)	PUNCT
cjfa-33360	158	101	0.854	0.854	NUM
cjfa-33360	158	102	%	%	NOUN
cjfa-33360	158	103	(	(	PUNCT
cjfa-33360	158	104	1.895	1.895	NUM
cjfa-33360	158	105	)	)	PUNCT
cjfa-33360	158	106	0.782	0.782	NUM
cjfa-33360	158	107	%	%	NOUN
cjfa-33360	158	108	(	(	PUNCT
cjfa-33360	158	109	1.655	1.655	NUM
cjfa-33360	158	110	)	)	PUNCT
cjfa-33360	158	111	sharpe	sharpe	PROPN
cjfa-33360	158	112	ratio	ratio	NOUN
cjfa-33360	158	113	0.689	0.689	NUM
cjfa-33360	158	114	0.578	0.578	NUM
cjfa-33360	158	115	0.349	0.349	NUM
cjfa-33360	158	116	0.283	0.283	NUM
cjfa-33360	158	117	0.153	0.153	NUM
cjfa-33360	158	118	time	time	NOUN
cjfa-33360	158	119	-	-	PUNCT
cjfa-33360	158	120	series	series	NOUN
cjfa-33360	158	121	and	and	CCONJ
cjfa-33360	158	122	cross	cross	ADJ
cjfa-33360	158	123	-	-	ADJ
cjfa-33360	158	124	sectional	sectional	ADJ
cjfa-33360	158	125	momentum	momentum	NOUN
cjfa-33360	158	126	in	in	ADP
cjfa-33360	158	127	indian	indian	ADJ
cjfa-33360	158	128	stock	stock	NOUN
cjfa-33360	158	129	market	market	NOUN
cjfa-33360	158	130	169	169	NUM
cjfa-33360	158	131	panel	panel	NOUN
cjfa-33360	158	132	b	b	NOUN
cjfa-33360	158	133	:	:	PUNCT
cjfa-33360	158	134	time	time	NOUN
cjfa-33360	158	135	series	series	PROPN
cjfa-33360	158	136	momentum	momentum	NOUN
cjfa-33360	158	137	k=	k=	X
cjfa-33360	158	138	1	1	NUM
cjfa-33360	158	139	3	3	NUM
cjfa-33360	158	140	6	6	NUM
cjfa-33360	158	141	9	9	NUM
cjfa-33360	158	142	12	12	NUM
cjfa-33360	158	143	raw	raw	ADJ
cjfa-33360	158	144	returns	return	NOUN
cjfa-33360	158	145	2.326	2.326	NUM
cjfa-33360	158	146	%	%	NOUN
cjfa-33360	158	147	(	(	PUNCT
cjfa-33360	158	148	4.822	4.822	NUM
cjfa-33360	158	149	)	)	PUNCT
cjfa-33360	158	150	1.876	1.876	NUM
cjfa-33360	158	151	%	%	NOUN
cjfa-33360	158	152	(	(	PUNCT
cjfa-33360	158	153	3.908	3.908	NUM
cjfa-33360	158	154	)	)	PUNCT
cjfa-33360	158	155	1.672	1.672	NUM
cjfa-33360	158	156	%	%	NOUN
cjfa-33360	158	157	(	(	PUNCT
cjfa-33360	158	158	3.626	3.626	NUM
cjfa-33360	158	159	)	)	PUNCT
cjfa-33360	158	160	1.392	1.392	NUM
cjfa-33360	158	161	%	%	NOUN
cjfa-33360	158	162	(	(	PUNCT
cjfa-33360	158	163	3.332	3.332	NUM
cjfa-33360	158	164	)	)	PUNCT
cjfa-33360	158	165	1.764	1.764	NUM
cjfa-33360	158	166	%	%	NOUN
cjfa-33360	158	167	(	(	PUNCT
cjfa-33360	158	168	3.598	3.598	NUM
cjfa-33360	158	169	)	)	PUNCT
cjfa-33360	158	170	capm	capm	PROPN
cjfa-33360	158	171	α	α	PROPN
cjfa-33360	158	172	1.934	1.934	NUM
cjfa-33360	158	173	%	%	NOUN
cjfa-33360	158	174	(	(	PUNCT
cjfa-33360	158	175	3.995	3.995	NUM
cjfa-33360	158	176	)	)	PUNCT
cjfa-33360	158	177	1.415	1.415	NUM
cjfa-33360	158	178	%	%	NOUN
cjfa-33360	158	179	(	(	PUNCT
cjfa-33360	158	180	2.962	2.962	NUM
cjfa-33360	158	181	)	)	PUNCT
cjfa-33360	158	182	1.255	1.255	NUM
cjfa-33360	158	183	%	%	NOUN
cjfa-33360	158	184	(	(	PUNCT
cjfa-33360	158	185	2.660	2.660	NUM
cjfa-33360	158	186	)	)	PUNCT
cjfa-33360	158	187	0.909	0.909	NUM
cjfa-33360	158	188	%	%	NOUN
cjfa-33360	158	189	(	(	PUNCT
cjfa-33360	158	190	2.175	2.175	NUM
cjfa-33360	158	191	)	)	PUNCT
cjfa-33360	158	192	1.354	1.354	NUM
cjfa-33360	158	193	%	%	NOUN
cjfa-33360	158	194	(	(	PUNCT
cjfa-33360	158	195	2.693	2.693	NUM
cjfa-33360	158	196	)	)	PUNCT
cjfa-33360	158	197	fama	fama	NOUN
cjfa-33360	158	198	-	-	PUNCT
cjfa-33360	158	199	french	french	NOUN
cjfa-33360	158	200	α	α	NOUN
cjfa-33360	158	201	2.149	2.149	NUM
cjfa-33360	158	202	%	%	NOUN
cjfa-33360	158	203	(	(	PUNCT
cjfa-33360	158	204	4.616	4.616	NUM
cjfa-33360	158	205	)	)	PUNCT
cjfa-33360	158	206	1.616	1.616	NUM
cjfa-33360	158	207	%	%	NOUN
cjfa-33360	158	208	(	(	PUNCT
cjfa-33360	158	209	3.473	3.473	NUM
cjfa-33360	158	210	)	)	PUNCT
cjfa-33360	158	211	1.489	1.489	NUM
cjfa-33360	158	212	%	%	NOUN
cjfa-33360	158	213	(	(	PUNCT
cjfa-33360	158	214	3.206	3.206	NUM
cjfa-33360	158	215	)	)	PUNCT
cjfa-33360	158	216	1.135	1.135	NUM
cjfa-33360	158	217	%	%	NOUN
cjfa-33360	158	218	(	(	PUNCT
cjfa-33360	158	219	2.813	2.813	NUM
cjfa-33360	158	220	)	)	PUNCT
cjfa-33360	158	221	1.637	1.637	NUM
cjfa-33360	158	222	%	%	NOUN
cjfa-33360	158	223	(	(	PUNCT
cjfa-33360	158	224	3.490	3.490	NUM
cjfa-33360	158	225	)	)	PUNCT
cjfa-33360	158	226	sharpe	sharpe	NOUN
cjfa-33360	158	227	ratio	ratio	NOUN
cjfa-33360	158	228	0.830	0.830	NUM
cjfa-33360	158	229	0.654	0.654	NUM
cjfa-33360	158	230	0.471	0.471	NUM
cjfa-33360	158	231	0.434	0.434	NUM
cjfa-33360	158	232	0.453	0.453	NUM
cjfa-33360	158	233	the	the	DET
cjfa-33360	158	234	table	table	NOUN
cjfa-33360	158	235	1	1	NUM
cjfa-33360	158	236	represents	represent	VERB
cjfa-33360	158	237	raw	raw	ADJ
cjfa-33360	158	238	returns	return	NOUN
cjfa-33360	158	239	,	,	PUNCT
cjfa-33360	158	240	risk	risk	NOUN
cjfa-33360	158	241	-	-	PUNCT
cjfa-33360	158	242	adjusted	adjust	VERB
cjfa-33360	158	243	returns	return	NOUN
cjfa-33360	158	244	and	and	CCONJ
cjfa-33360	158	245	risk	risk	NOUN
cjfa-33360	158	246	-	-	PUNCT
cjfa-33360	158	247	reward	reward	NOUN
cjfa-33360	158	248	ratios	ratio	NOUN
cjfa-33360	158	249	of	of	ADP
cjfa-33360	158	250	various	various	ADJ
cjfa-33360	158	251	cross	cross	ADJ
cjfa-33360	158	252	-	-	ADJ
cjfa-33360	158	253	sectional	sectional	ADJ
cjfa-33360	158	254	and	and	CCONJ
cjfa-33360	158	255	time	time	NOUN
cjfa-33360	158	256	-	-	PUNCT
cjfa-33360	158	257	series	series	NOUN
cjfa-33360	158	258	momentum	momentum	NOUN
cjfa-33360	158	259	strategies	strategy	NOUN
cjfa-33360	158	260	.	.	PUNCT
cjfa-33360	159	1	we	we	PRON
cjfa-33360	159	2	rank	rank	VERB
cjfa-33360	159	3	the	the	DET
cjfa-33360	159	4	stocks	stock	NOUN
cjfa-33360	159	5	on	on	ADP
cjfa-33360	159	6	the	the	DET
cjfa-33360	159	7	basis	basis	NOUN
cjfa-33360	159	8	of	of	ADP
cjfa-33360	159	9	their	their	PRON
cjfa-33360	159	10	past	past	ADJ
cjfa-33360	159	11	12	12	NUM
cjfa-33360	159	12	months	month	NOUN
cjfa-33360	159	13	returns	return	NOUN
cjfa-33360	159	14	(	(	PUNCT
cjfa-33360	159	15	t-12	t-12	NOUN
cjfa-33360	159	16	to	to	ADP
cjfa-33360	159	17	t-2	t-2	NUM
cjfa-33360	159	18	)	)	PUNCT
cjfa-33360	159	19	and	and	CCONJ
cjfa-33360	159	20	hold	hold	VERB
cjfa-33360	159	21	these	these	PRON
cjfa-33360	159	22	for	for	ADP
cjfa-33360	159	23	1,3,6,9,12	1,3,6,9,12	PROPN
cjfa-33360	159	24	months	month	NOUN
cjfa-33360	159	25	respectively	respectively	ADV
cjfa-33360	159	26	.	.	PUNCT
cjfa-33360	160	1	k	k	PROPN
cjfa-33360	160	2	represents	represent	VERB
cjfa-33360	160	3	holding	hold	VERB
cjfa-33360	160	4	period	period	NOUN
cjfa-33360	160	5	.	.	PUNCT
cjfa-33360	161	1	risk	risk	NOUN
cjfa-33360	161	2	-	-	PUNCT
cjfa-33360	161	3	adjusted	adjust	VERB
cjfa-33360	161	4	returns	return	NOUN
cjfa-33360	161	5	are	be	AUX
cjfa-33360	161	6	calculated	calculate	VERB
cjfa-33360	161	7	using	use	VERB
cjfa-33360	161	8	capital	capital	NOUN
cjfa-33360	161	9	asset	asset	NOUN
cjfa-33360	161	10	pricing	pricing	NOUN
cjfa-33360	161	11	model	model	NOUN
cjfa-33360	161	12	and	and	CCONJ
cjfa-33360	161	13	fama	fama	PROPN
cjfa-33360	161	14	-	-	PUNCT
cjfa-33360	161	15	french	french	ADJ
cjfa-33360	161	16	three	three	NUM
cjfa-33360	161	17	-	-	PUNCT
cjfa-33360	161	18	factor	factor	NOUN
cjfa-33360	161	19	model	model	NOUN
cjfa-33360	161	20	.	.	PUNCT
cjfa-33360	162	1	in	in	ADP
cjfa-33360	162	2	parenthesis	parenthesis	ADJ
cjfa-33360	162	3	newey	newey	NOUN
cjfa-33360	162	4	-	-	PUNCT
cjfa-33360	162	5	west	west	PROPN
cjfa-33360	162	6	robust	robust	ADJ
cjfa-33360	162	7	t	t	PROPN
cjfa-33360	162	8	statics5	statics5	PROPN
cjfa-33360	162	9	(	(	PUNCT
cjfa-33360	162	10	with	with	ADP
cjfa-33360	162	11	a	a	DET
cjfa-33360	162	12	lag	lag	NOUN
cjfa-33360	162	13	of	of	ADP
cjfa-33360	162	14	6	6	NUM
cjfa-33360	162	15	)	)	PUNCT
cjfa-33360	162	16	are	be	AUX
cjfa-33360	162	17	reported	report	VERB
cjfa-33360	162	18	.	.	PUNCT
cjfa-33360	163	1	sharpe	sharpe	PROPN
cjfa-33360	163	2	ratios	ratio	NOUN
cjfa-33360	163	3	are	be	AUX
cjfa-33360	163	4	reported	report	VERB
cjfa-33360	163	5	in	in	ADP
cjfa-33360	163	6	annualized	annualize	VERB
cjfa-33360	163	7	terms	term	NOUN
cjfa-33360	163	8	.	.	PUNCT
cjfa-33360	164	1	s	s	PART
cjfa-33360	164	2	o	o	X
cjfa-33360	164	3	u	u	NOUN
cjfa-33360	164	4	r	r	NOUN
cjfa-33360	164	5	c	c	NOUN
cjfa-33360	164	6	e	e	NOUN
cjfa-33360	164	7	:	:	PUNCT
cjfa-33360	164	8	authors	author	NOUN
cjfa-33360	164	9	’	'	PUNCT
cjfa-33360	164	10	own	own	ADJ
cjfa-33360	164	11	calculations	calculation	NOUN
cjfa-33360	164	12	using	use	VERB
cjfa-33360	164	13	r	r	NOUN
cjfa-33360	164	14	software	software	NOUN
cjfa-33360	164	15	.	.	PUNCT
cjfa-33360	165	1	to	to	PART
cjfa-33360	165	2	examine	examine	VERB
cjfa-33360	165	3	whether	whether	SCONJ
cjfa-33360	165	4	time	time	NOUN
cjfa-33360	165	5	-	-	PUNCT
cjfa-33360	165	6	series	series	NOUN
cjfa-33360	165	7	momentum	momentum	NOUN
cjfa-33360	165	8	consistently	consistently	ADV
cjfa-33360	165	9	performs	perform	VERB
cjfa-33360	165	10	better	well	ADJ
cjfa-33360	165	11	than	than	ADP
cjfa-33360	165	12	cross	cross	ADJ
cjfa-33360	165	13	-	-	ADJ
cjfa-33360	165	14	sectional	sectional	ADJ
cjfa-33360	165	15	momentum	momentum	NOUN
cjfa-33360	165	16	,	,	PUNCT
cjfa-33360	165	17	we	we	PRON
cjfa-33360	165	18	further	far	ADV
cjfa-33360	165	19	divide	divide	VERB
cjfa-33360	165	20	the	the	DET
cjfa-33360	165	21	sample	sample	NOUN
cjfa-33360	165	22	period	period	NOUN
cjfa-33360	165	23	of	of	ADP
cjfa-33360	165	24	the	the	DET
cjfa-33360	165	25	study	study	NOUN
cjfa-33360	165	26	into	into	ADP
cjfa-33360	165	27	three	three	NUM
cjfa-33360	165	28	subsamples	subsample	NOUN
cjfa-33360	165	29	:	:	PUNCT
cjfa-33360	165	30	jan	jan	PROPN
cjfa-33360	165	31	2002	2002	NUM
cjfa-33360	165	32	to	to	ADP
cjfa-33360	165	33	dec	dec	PROPN
cjfa-33360	165	34	2007	2007	NUM
cjfa-33360	165	35	,	,	PUNCT
cjfa-33360	165	36	jan	jan	PROPN
cjfa-33360	165	37	2008	2008	NUM
cjfa-33360	165	38	to	to	ADP
cjfa-33360	165	39	dec	dec	PROPN
cjfa-33360	165	40	2009	2009	NUM
cjfa-33360	165	41	and	and	CCONJ
cjfa-33360	165	42	jan	jan	PROPN
cjfa-33360	165	43	2010	2010	NUM
cjfa-33360	165	44	to	to	ADP
cjfa-33360	165	45	oct	oct	PROPN
cjfa-33360	165	46	20196	20196	NUM
cjfa-33360	165	47	.	.	PUNCT
cjfa-33360	166	1	the	the	DET
cjfa-33360	166	2	results	result	NOUN
cjfa-33360	166	3	of	of	ADP
cjfa-33360	166	4	this	this	DET
cjfa-33360	166	5	subsample	subsample	ADJ
cjfa-33360	166	6	period	period	NOUN
cjfa-33360	166	7	analysis	analysis	NOUN
cjfa-33360	166	8	are	be	AUX
cjfa-33360	166	9	presented	present	VERB
cjfa-33360	166	10	in	in	ADP
cjfa-33360	166	11	table	table	NOUN
cjfa-33360	166	12	2	2	NUM
cjfa-33360	166	13	.	.	PUNCT
cjfa-33360	167	1	we	we	PRON
cjfa-33360	167	2	find	find	VERB
cjfa-33360	167	3	that	that	SCONJ
cjfa-33360	167	4	absolute	absolute	ADJ
cjfa-33360	167	5	momentum	momentum	NOUN
cjfa-33360	167	6	strategies	strategy	NOUN
cjfa-33360	167	7	perform	perform	VERB
cjfa-33360	167	8	better	well	ADJ
cjfa-33360	167	9	than	than	ADP
cjfa-33360	167	10	relative	relative	ADJ
cjfa-33360	167	11	momentum	momentum	NOUN
cjfa-33360	167	12	in	in	ADP
cjfa-33360	167	13	each	each	DET
cjfa-33360	167	14	subsample	subsample	ADJ
cjfa-33360	167	15	period	period	NOUN
cjfa-33360	167	16	.	.	PUNCT
cjfa-33360	168	1	these	these	DET
cjfa-33360	168	2	results	result	NOUN
cjfa-33360	168	3	are	be	AUX
cjfa-33360	168	4	similar	similar	ADJ
cjfa-33360	168	5	to	to	ADP
cjfa-33360	168	6	the	the	DET
cjfa-33360	168	7	findings	finding	NOUN
cjfa-33360	168	8	in	in	ADP
cjfa-33360	168	9	table	table	NOUN
cjfa-33360	168	10	1	1	NUM
cjfa-33360	168	11	.	.	PUNCT
cjfa-33360	169	1	these	these	DET
cjfa-33360	169	2	findings	finding	NOUN
cjfa-33360	169	3	prove	prove	VERB
cjfa-33360	169	4	that	that	SCONJ
cjfa-33360	169	5	ability	ability	NOUN
cjfa-33360	169	6	of	of	ADP
cjfa-33360	169	7	time	time	NOUN
cjfa-33360	169	8	-	-	PUNCT
cjfa-33360	169	9	series	series	NOUN
cjfa-33360	169	10	momentum	momentum	NOUN
cjfa-33360	169	11	to	to	PART
cjfa-33360	169	12	generate	generate	VERB
cjfa-33360	169	13	better	well	ADJ
cjfa-33360	169	14	return	return	NOUN
cjfa-33360	169	15	than	than	ADP
cjfa-33360	169	16	cross	cross	ADJ
cjfa-33360	169	17	-	-	ADJ
cjfa-33360	169	18	sectional	sectional	ADJ
cjfa-33360	169	19	momentum	momentum	NOUN
cjfa-33360	169	20	is	be	AUX
cjfa-33360	169	21	not	not	PART
cjfa-33360	169	22	limited	limit	VERB
cjfa-33360	169	23	to	to	ADP
cjfa-33360	169	24	specific	specific	ADJ
cjfa-33360	169	25	time	time	NOUN
cjfa-33360	169	26	period	period	NOUN
cjfa-33360	169	27	only	only	ADV
cjfa-33360	169	28	.	.	PUNCT
cjfa-33360	170	1	time	time	NOUN
cjfa-33360	170	2	series	series	PROPN
cjfa-33360	170	3	perform	perform	VERB
cjfa-33360	170	4	better	well	ADJ
cjfa-33360	170	5	cross	cross	ADJ
cjfa-33360	170	6	-	-	ADJ
cjfa-33360	170	7	sectional	sectional	ADJ
cjfa-33360	170	8	momentum	momentum	NOUN
cjfa-33360	170	9	in	in	ADP
cjfa-33360	170	10	every	every	DET
cjfa-33360	170	11	subsample	subsample	ADJ
cjfa-33360	170	12	period	period	NOUN
cjfa-33360	170	13	.	.	PUNCT
cjfa-33360	171	1	further	far	ADV
cjfa-33360	171	2	,	,	PUNCT
cjfa-33360	171	3	time	time	NOUN
cjfa-33360	171	4	-	-	PUNCT
cjfa-33360	171	5	series	series	NOUN
cjfa-33360	171	6	momentum	momentum	NOUN
cjfa-33360	171	7	performs	perform	VERB
cjfa-33360	171	8	bet5	bet5	NOUN
cjfa-33360	171	9	 	 	SPACE
cjfa-33360	171	10	we	we	PRON
cjfa-33360	171	11	have	have	AUX
cjfa-33360	171	12	used	use	VERB
cjfa-33360	171	13	newey	newey	PROPN
cjfa-33360	171	14	-	-	PUNCT
cjfa-33360	171	15	west	west	PROPN
cjfa-33360	171	16	t	t	PROPN
cjfa-33360	171	17	statics	statics	PROPN
cjfa-33360	171	18	because	because	SCONJ
cjfa-33360	171	19	financial	financial	ADJ
cjfa-33360	171	20	return	return	NOUN
cjfa-33360	171	21	series	series	NOUN
cjfa-33360	171	22	are	be	AUX
cjfa-33360	171	23	not	not	PART
cjfa-33360	171	24	normally	normally	ADV
cjfa-33360	171	25	distributed	distribute	VERB
cjfa-33360	171	26	.	.	PUNCT
cjfa-33360	172	1	if	if	SCONJ
cjfa-33360	172	2	a	a	DET
cjfa-33360	172	3	series	series	NOUN
cjfa-33360	172	4	is	be	AUX
cjfa-33360	172	5	not	not	PART
cjfa-33360	172	6	normally	normally	ADV
cjfa-33360	172	7	distributed	distribute	VERB
cjfa-33360	172	8	,	,	PUNCT
cjfa-33360	172	9	we	we	PRON
cjfa-33360	172	10	can	can	AUX
cjfa-33360	172	11	not	not	PART
cjfa-33360	172	12	use	use	VERB
cjfa-33360	172	13	t	t	NOUN
cjfa-33360	172	14	test	test	NOUN
cjfa-33360	172	15	.	.	PUNCT
cjfa-33360	173	1	therefore	therefore	ADV
cjfa-33360	173	2	,	,	PUNCT
cjfa-33360	173	3	following	follow	VERB
cjfa-33360	173	4	the	the	DET
cjfa-33360	173	5	recommendations	recommendation	NOUN
cjfa-33360	173	6	of	of	ADP
cjfa-33360	173	7	bali	bali	PROPN
cjfa-33360	173	8	et	et	PROPN
cjfa-33360	173	9	al	al	PROPN
cjfa-33360	173	10	.	.	PROPN
cjfa-33360	173	11	(	(	PUNCT
cjfa-33360	173	12	2016	2016	NUM
cjfa-33360	173	13	)	)	PUNCT
cjfa-33360	173	14	we	we	PRON
cjfa-33360	173	15	have	have	AUX
cjfa-33360	173	16	used	use	VERB
cjfa-33360	173	17	newey	newey	PROPN
cjfa-33360	173	18	-	-	PUNCT
cjfa-33360	173	19	west	west	PROPN
cjfa-33360	173	20	t	t	PROPN
cjfa-33360	173	21	statics	statics	PROPN
cjfa-33360	173	22	.	.	PUNCT
cjfa-33360	174	1	6	6	NUM
cjfa-33360	174	2	 	 	SPACE
cjfa-33360	174	3	we	we	PRON
cjfa-33360	174	4	have	have	AUX
cjfa-33360	174	5	selected	select	VERB
cjfa-33360	174	6	these	these	DET
cjfa-33360	174	7	three	three	NUM
cjfa-33360	174	8	sample	sample	NOUN
cjfa-33360	174	9	periods	period	NOUN
cjfa-33360	174	10	due	due	ADP
cjfa-33360	174	11	to	to	ADP
cjfa-33360	174	12	the	the	DET
cjfa-33360	174	13	fact	fact	NOUN
cjfa-33360	174	14	that	that	SCONJ
cjfa-33360	174	15	period	period	NOUN
cjfa-33360	174	16	from	from	ADP
cjfa-33360	174	17	2002	2002	NUM
cjfa-33360	174	18	to	to	ADP
cjfa-33360	174	19	2007	2007	NUM
cjfa-33360	174	20	represents	represent	VERB
cjfa-33360	174	21	boom	boom	NOUN
cjfa-33360	174	22	period	period	NOUN
cjfa-33360	174	23	,	,	PUNCT
cjfa-33360	174	24	the	the	DET
cjfa-33360	174	25	period	period	NOUN
cjfa-33360	174	26	from	from	ADP
cjfa-33360	174	27	2008	2008	NUM
cjfa-33360	174	28	to	to	ADP
cjfa-33360	174	29	2009	2009	NUM
cjfa-33360	174	30	represents	represent	VERB
cjfa-33360	174	31	depression	depression	NOUN
cjfa-33360	174	32	period	period	NOUN
cjfa-33360	174	33	and	and	CCONJ
cjfa-33360	174	34	the	the	DET
cjfa-33360	174	35	period	period	NOUN
cjfa-33360	174	36	from	from	ADP
cjfa-33360	174	37	2010	2010	NUM
cjfa-33360	174	38	to	to	ADP
cjfa-33360	174	39	2019	2019	NUM
cjfa-33360	174	40	represents	represent	VERB
cjfa-33360	174	41	recovery	recovery	NOUN
cjfa-33360	174	42	phase	phase	NOUN
cjfa-33360	174	43	.	.	PUNCT
cjfa-33360	175	1	table	table	NOUN
cjfa-33360	175	2	1	1	NUM
cjfa-33360	175	3	.	.	X
cjfa-33360	175	4	profitability	profitability	NOUN
cjfa-33360	175	5	…	…	PUNCT
cjfa-33360	175	6	simarjeet	simarjeet	NOUN
cjfa-33360	175	7	singh	singh	PROPN
cjfa-33360	175	8	,	,	PUNCT
cjfa-33360	175	9	nidhi	nidhi	PROPN
cjfa-33360	175	10	walia170	walia170	PROPN
cjfa-33360	175	11	ter	ter	NOUN
cjfa-33360	175	12	in	in	ADP
cjfa-33360	175	13	the	the	DET
cjfa-33360	175	14	first	first	ADJ
cjfa-33360	175	15	and	and	CCONJ
cjfa-33360	175	16	last	last	ADJ
cjfa-33360	175	17	sample	sample	NOUN
cjfa-33360	175	18	period	period	NOUN
cjfa-33360	175	19	.	.	PUNCT
cjfa-33360	176	1	in	in	ADP
cjfa-33360	176	2	comparison	comparison	NOUN
cjfa-33360	176	3	,	,	PUNCT
cjfa-33360	176	4	cross	cross	ADJ
cjfa-33360	176	5	-	-	ADJ
cjfa-33360	176	6	sectional	sectional	ADJ
cjfa-33360	176	7	momentum	momentum	NOUN
cjfa-33360	176	8	generated	generate	VERB
cjfa-33360	176	9	significant	significant	ADJ
cjfa-33360	176	10	returns	return	NOUN
cjfa-33360	176	11	only	only	ADV
cjfa-33360	176	12	in	in	ADP
cjfa-33360	176	13	first	first	ADJ
cjfa-33360	176	14	subsample	subsample	ADJ
cjfa-33360	176	15	period	period	NOUN
cjfa-33360	176	16	.	.	PUNCT
cjfa-33360	177	1	table	table	NOUN
cjfa-33360	177	2	2	2	NUM
cjfa-33360	177	3	.	.	PUNCT
cjfa-33360	177	4	performance	performance	NOUN
cjfa-33360	177	5	of	of	ADP
cjfa-33360	177	6	momentum	momentum	NOUN
cjfa-33360	177	7	strategies	strategy	NOUN
cjfa-33360	177	8	across	across	ADP
cjfa-33360	177	9	different	different	ADJ
cjfa-33360	177	10	subsample	subsample	ADJ
cjfa-33360	177	11	periods	period	NOUN
cjfa-33360	177	12	time	time	NOUN
cjfa-33360	177	13	period	period	NOUN
cjfa-33360	177	14	cross	cross	ADJ
cjfa-33360	177	15	-	-	ADJ
cjfa-33360	177	16	sectional	sectional	ADJ
cjfa-33360	177	17	momentum	momentum	NOUN
cjfa-33360	177	18	time	time	NOUN
cjfa-33360	177	19	series	series	PROPN
cjfa-33360	177	20	momentum	momentum	PROPN
cjfa-33360	177	21	raw	raw	ADJ
cjfa-33360	177	22	return	return	NOUN
cjfa-33360	177	23	capm	capm	PROPN
cjfa-33360	177	24	ff3	ff3	PROPN
cjfa-33360	177	25	raw	raw	PROPN
cjfa-33360	177	26	return	return	PROPN
cjfa-33360	177	27	capm	capm	PROPN
cjfa-33360	177	28	ff3	ff3	PROPN
cjfa-33360	177	29	2002	2002	NUM
cjfa-33360	177	30	-	-	SYM
cjfa-33360	177	31	2007	2007	NUM
cjfa-33360	177	32	2.058	2.058	NUM
cjfa-33360	177	33	%	%	NOUN
cjfa-33360	177	34	(	(	PUNCT
cjfa-33360	177	35	4.298	4.298	NUM
cjfa-33360	177	36	)	)	PUNCT
cjfa-33360	177	37	1.852	1.852	NUM
cjfa-33360	177	38	%	%	NOUN
cjfa-33360	177	39	(	(	PUNCT
cjfa-33360	177	40	2.492	2.492	NUM
cjfa-33360	177	41	)	)	PUNCT
cjfa-33360	177	42	2.164	2.164	NUM
cjfa-33360	177	43	%	%	NOUN
cjfa-33360	177	44	(	(	PUNCT
cjfa-33360	177	45	3.724	3.724	NUM
cjfa-33360	177	46	)	)	PUNCT
cjfa-33360	177	47	2.650	2.650	NUM
cjfa-33360	177	48	%	%	NOUN
cjfa-33360	177	49	(	(	PUNCT
cjfa-33360	177	50	4.602	4.602	NUM
cjfa-33360	177	51	)	)	PUNCT
cjfa-33360	177	52	2.715	2.715	NUM
cjfa-33360	177	53	%	%	NOUN
cjfa-33360	177	54	(	(	PUNCT
cjfa-33360	177	55	2.996	2.996	NUM
cjfa-33360	177	56	)	)	PUNCT
cjfa-33360	177	57	3.372	3.372	NUM
cjfa-33360	177	58	%	%	NOUN
cjfa-33360	177	59	(	(	PUNCT
cjfa-33360	177	60	3.073	3.073	NUM
cjfa-33360	177	61	)	)	PUNCT
cjfa-33360	177	62	2008	2008	NUM
cjfa-33360	177	63	-	-	SYM
cjfa-33360	177	64	2009	2009	NUM
cjfa-33360	177	65	-1.326	-1.326	SYM
cjfa-33360	177	66	%	%	NOUN
cjfa-33360	177	67	(	(	PUNCT
cjfa-33360	177	68	-1.066	-1.066	ADJ
cjfa-33360	177	69	)	)	PUNCT
cjfa-33360	177	70	-1.987	-1.987	NUM
cjfa-33360	177	71	%	%	NOUN
cjfa-33360	177	72	(	(	PUNCT
cjfa-33360	177	73	-1.407	-1.407	NOUN
cjfa-33360	177	74	)	)	PUNCT
cjfa-33360	177	75	-1.220	-1.220	NOUN
cjfa-33360	177	76	%	%	NOUN
cjfa-33360	177	77	(	(	PUNCT
cjfa-33360	177	78	-1.886	-1.886	X
cjfa-33360	177	79	)	)	PUNCT
cjfa-33360	177	80	-0.764	-0.764	NOUN
cjfa-33360	177	81	%	%	NOUN
cjfa-33360	177	82	(	(	PUNCT
cjfa-33360	177	83	-1.077	-1.077	PROPN
cjfa-33360	177	84	)	)	PUNCT
cjfa-33360	178	1	-1.470	-1.470	NUM
cjfa-33360	178	2	%	%	NOUN
cjfa-33360	178	3	(	(	PUNCT
cjfa-33360	178	4	-1.767	-1.767	X
cjfa-33360	178	5	)	)	PUNCT
cjfa-33360	178	6	-0.907	-0.907	NUM
cjfa-33360	178	7	%	%	NOUN
cjfa-33360	178	8	(	(	PUNCT
cjfa-33360	178	9	-0.848	-0.848	NOUN
cjfa-33360	178	10	)	)	PUNCT
cjfa-33360	178	11	2010	2010	NUM
cjfa-33360	178	12	-	-	SYM
cjfa-33360	178	13	2019	2019	NUM
cjfa-33360	178	14	1.249	1.249	NUM
cjfa-33360	178	15	%	%	NOUN
cjfa-33360	178	16	(	(	PUNCT
cjfa-33360	178	17	1.650	1.650	NUM
cjfa-33360	178	18	)	)	PUNCT
cjfa-33360	178	19	0.679	0.679	NUM
cjfa-33360	178	20	%	%	NOUN
cjfa-33360	178	21	(	(	PUNCT
cjfa-33360	178	22	1.049	1.049	NUM
cjfa-33360	178	23	)	)	PUNCT
cjfa-33360	178	24	0.558	0.558	NUM
cjfa-33360	178	25	%	%	NOUN
cjfa-33360	178	26	(	(	PUNCT
cjfa-33360	178	27	0.713	0.713	NUM
cjfa-33360	178	28	)	)	PUNCT
cjfa-33360	178	29	2.091	2.091	NUM
cjfa-33360	178	30	%	%	NOUN
cjfa-33360	178	31	(	(	PUNCT
cjfa-33360	178	32	2.872	2.872	NUM
cjfa-33360	178	33	)	)	PUNCT
cjfa-33360	178	34	1.541	1.541	NUM
cjfa-33360	178	35	%	%	NOUN
cjfa-33360	178	36	(	(	PUNCT
cjfa-33360	178	37	2.273	2.273	NUM
cjfa-33360	178	38	)	)	PUNCT
cjfa-33360	178	39	1.417	1.417	NUM
cjfa-33360	178	40	%	%	NOUN
cjfa-33360	178	41	(	(	PUNCT
cjfa-33360	178	42	1.689	1.689	NUM
cjfa-33360	178	43	)	)	PUNCT
cjfa-33360	178	44	we	we	PRON
cjfa-33360	178	45	sort	sort	VERB
cjfa-33360	178	46	the	the	DET
cjfa-33360	178	47	stocks	stock	NOUN
cjfa-33360	178	48	on	on	ADP
cjfa-33360	178	49	the	the	DET
cjfa-33360	178	50	basis	basis	NOUN
cjfa-33360	178	51	of	of	ADP
cjfa-33360	178	52	their	their	PRON
cjfa-33360	178	53	previous	previous	ADJ
cjfa-33360	178	54	12	12	NUM
cjfa-33360	178	55	months	month	NOUN
cjfa-33360	178	56	(	(	PUNCT
cjfa-33360	178	57	t-12	t-12	NOUN
cjfa-33360	178	58	to	to	ADP
cjfa-33360	178	59	t-2	t-2	NUM
cjfa-33360	178	60	)	)	PUNCT
cjfa-33360	178	61	returns	return	NOUN
cjfa-33360	178	62	and	and	CCONJ
cjfa-33360	178	63	hold	hold	VERB
cjfa-33360	178	64	these	these	DET
cjfa-33360	178	65	stocks	stock	NOUN
cjfa-33360	178	66	for	for	ADP
cjfa-33360	178	67	12	12	NUM
cjfa-33360	178	68	months	month	NOUN
cjfa-33360	178	69	.	.	PUNCT
cjfa-33360	179	1	raw	raw	ADJ
cjfa-33360	179	2	returns	return	NOUN
cjfa-33360	179	3	represent	represent	VERB
cjfa-33360	179	4	unconditional	unconditional	ADJ
cjfa-33360	179	5	returns	return	NOUN
cjfa-33360	179	6	.	.	PUNCT
cjfa-33360	180	1	capm	capm	PROPN
cjfa-33360	180	2	and	and	CCONJ
cjfa-33360	180	3	ff3	ff3	PROPN
cjfa-33360	180	4	returns	return	NOUN
cjfa-33360	180	5	are	be	AUX
cjfa-33360	180	6	calculated	calculate	VERB
cjfa-33360	180	7	by	by	ADP
cjfa-33360	180	8	regressing	regress	VERB
cjfa-33360	180	9	cross	cross	ADJ
cjfa-33360	180	10	-	-	ADJ
cjfa-33360	180	11	sectional	sectional	ADJ
cjfa-33360	180	12	and	and	CCONJ
cjfa-33360	180	13	time	time	NOUN
cjfa-33360	180	14	-	-	PUNCT
cjfa-33360	180	15	series	series	NOUN
cjfa-33360	180	16	momentum	momentum	NOUN
cjfa-33360	180	17	returns	return	NOUN
cjfa-33360	180	18	with	with	ADP
cjfa-33360	180	19	market	market	NOUN
cjfa-33360	180	20	return	return	NOUN
cjfa-33360	180	21	and	and	CCONJ
cjfa-33360	180	22	fama	fama	NOUN
cjfa-33360	180	23	-	-	PUNCT
cjfa-33360	180	24	french	french	ADJ
cjfa-33360	180	25	factors	factor	NOUN
cjfa-33360	180	26	.	.	PUNCT
cjfa-33360	181	1	returns	return	NOUN
cjfa-33360	181	2	are	be	AUX
cjfa-33360	181	3	reported	report	VERB
cjfa-33360	181	4	in	in	ADP
cjfa-33360	181	5	percentage	percentage	NOUN
cjfa-33360	181	6	terms	term	NOUN
cjfa-33360	181	7	.	.	PUNCT
cjfa-33360	182	1	in	in	ADP
cjfa-33360	182	2	brackets	bracket	NOUN
cjfa-33360	182	3	,	,	PUNCT
cjfa-33360	182	4	newey	newey	PROPN
cjfa-33360	182	5	west	west	PROPN
cjfa-33360	182	6	t	t	PROPN
cjfa-33360	182	7	statistics	statistic	NOUN
cjfa-33360	182	8	are	be	AUX
cjfa-33360	182	9	reported	report	VERB
cjfa-33360	182	10	.	.	PUNCT
cjfa-33360	183	1	s	s	PART
cjfa-33360	183	2	o	o	X
cjfa-33360	183	3	u	u	NOUN
cjfa-33360	183	4	r	r	NOUN
cjfa-33360	183	5	c	c	NOUN
cjfa-33360	183	6	e	e	NOUN
cjfa-33360	183	7	:	:	PUNCT
cjfa-33360	183	8	authors	author	NOUN
cjfa-33360	183	9	’	'	PUNCT
cjfa-33360	183	10	own	own	ADJ
cjfa-33360	183	11	calculations	calculation	NOUN
cjfa-33360	183	12	using	use	VERB
cjfa-33360	183	13	r	r	NOUN
cjfa-33360	183	14	software	software	NOUN
cjfa-33360	183	15	.	.	PUNCT
cjfa-33360	184	1	cross	cross	VERB
cjfa-33360	184	2	alpha	alpha	PROPN
cjfa-33360	184	3	comparison	comparison	NOUN
cjfa-33360	184	4	to	to	PART
cjfa-33360	184	5	compare	compare	VERB
cjfa-33360	184	6	the	the	DET
cjfa-33360	184	7	performances	performance	NOUN
cjfa-33360	184	8	of	of	ADP
cjfa-33360	184	9	cross	cross	ADJ
cjfa-33360	184	10	-	-	ADJ
cjfa-33360	184	11	sectional	sectional	ADJ
cjfa-33360	184	12	and	and	CCONJ
cjfa-33360	184	13	time	time	NOUN
cjfa-33360	184	14	-	-	PUNCT
cjfa-33360	184	15	series	series	NOUN
cjfa-33360	184	16	momentum	momentum	NOUN
cjfa-33360	184	17	strategies	strategy	NOUN
cjfa-33360	184	18	,	,	PUNCT
cjfa-33360	184	19	we	we	PRON
cjfa-33360	184	20	follow	follow	VERB
cjfa-33360	184	21	the	the	DET
cjfa-33360	184	22	methodology	methodology	NOUN
cjfa-33360	184	23	suggested	suggest	VERB
cjfa-33360	184	24	by	by	ADP
cjfa-33360	184	25	moskowitz	moskowitz	PROPN
cjfa-33360	184	26	et	et	PROPN
cjfa-33360	184	27	al	al	PROPN
cjfa-33360	184	28	.	.	PROPN
cjfa-33360	185	1	(	(	PUNCT
cjfa-33360	185	2	2012	2012	NUM
cjfa-33360	185	3	)	)	PUNCT
cjfa-33360	185	4	and	and	CCONJ
cjfa-33360	185	5	goyal	goyal	NOUN
cjfa-33360	185	6	and	and	CCONJ
cjfa-33360	185	7	jegadeesh	jegadeesh	NOUN
cjfa-33360	185	8	(	(	PUNCT
cjfa-33360	185	9	2018	2018	NUM
cjfa-33360	185	10	)	)	PUNCT
cjfa-33360	185	11	.	.	PUNCT
cjfa-33360	186	1	first	first	ADV
cjfa-33360	186	2	,	,	PUNCT
cjfa-33360	186	3	we	we	PRON
cjfa-33360	186	4	regress	regress	VERB
cjfa-33360	186	5	the	the	DET
cjfa-33360	186	6	relative	relative	ADJ
cjfa-33360	186	7	momentum	momentum	NOUN
cjfa-33360	186	8	profits	profit	NOUN
cjfa-33360	186	9	against	against	ADP
cjfa-33360	186	10	absolute	absolute	ADJ
cjfa-33360	186	11	momentum	momentum	NOUN
cjfa-33360	186	12	profits	profit	NOUN
cjfa-33360	186	13	and	and	CCONJ
cjfa-33360	186	14	find	find	VERB
cjfa-33360	186	15	that	that	SCONJ
cjfa-33360	186	16	alphas	alpha	NOUN
cjfa-33360	186	17	(	(	PUNCT
cjfa-33360	186	18	intercept	intercept	PROPN
cjfa-33360	186	19	)	)	PUNCT
cjfa-33360	186	20	are	be	AUX
cjfa-33360	186	21	negative	negative	ADJ
cjfa-33360	186	22	and	and	CCONJ
cjfa-33360	186	23	insignificant	insignificant	ADJ
cjfa-33360	186	24	.	.	PUNCT
cjfa-33360	187	1	then	then	ADV
cjfa-33360	187	2	we	we	PRON
cjfa-33360	187	3	regress	regress	VERB
cjfa-33360	187	4	absolute	absolute	ADJ
cjfa-33360	187	5	momentum	momentum	NOUN
cjfa-33360	187	6	profits	profit	NOUN
cjfa-33360	187	7	against	against	ADP
cjfa-33360	187	8	relative	relative	ADJ
cjfa-33360	187	9	momentum	momentum	NOUN
cjfa-33360	187	10	profits	profit	NOUN
cjfa-33360	187	11	and	and	CCONJ
cjfa-33360	187	12	find	find	VERB
cjfa-33360	187	13	significant	significant	ADJ
cjfa-33360	187	14	positive	positive	ADJ
cjfa-33360	187	15	alphas	alpha	NOUN
cjfa-33360	187	16	.	.	PUNCT
cjfa-33360	188	1	therefore	therefore	ADV
cjfa-33360	188	2	,	,	PUNCT
cjfa-33360	188	3	we	we	PRON
cjfa-33360	188	4	can	can	AUX
cjfa-33360	188	5	conclude	conclude	VERB
cjfa-33360	188	6	that	that	PRON
cjfa-33360	188	7	absolute	absolute	ADJ
cjfa-33360	188	8	momentum	momentum	NOUN
cjfa-33360	188	9	fully	fully	ADV
cjfa-33360	188	10	captures	capture	VERB
cjfa-33360	188	11	relative	relative	ADJ
cjfa-33360	188	12	momentum	momentum	NOUN
cjfa-33360	188	13	,	,	PUNCT
cjfa-33360	188	14	but	but	CCONJ
cjfa-33360	188	15	relative	relative	ADJ
cjfa-33360	188	16	momentum	momentum	NOUN
cjfa-33360	188	17	can	can	AUX
cjfa-33360	188	18	not	not	PART
cjfa-33360	188	19	fully	fully	ADV
cjfa-33360	188	20	explain	explain	VERB
cjfa-33360	188	21	absolute	absolute	ADJ
cjfa-33360	188	22	momentum	momentum	NOUN
cjfa-33360	188	23	.	.	PUNCT
cjfa-33360	189	1	table	table	NOUN
cjfa-33360	189	2	3	3	NUM
cjfa-33360	189	3	represents	represent	VERB
cjfa-33360	189	4	the	the	DET
cjfa-33360	189	5	intercepts	intercept	NOUN
cjfa-33360	189	6	when	when	SCONJ
cjfa-33360	189	7	we	we	PRON
cjfa-33360	189	8	regress	regress	VERB
cjfa-33360	189	9	relative	relative	ADJ
cjfa-33360	189	10	momentum	momentum	NOUN
cjfa-33360	189	11	profits	profit	NOUN
cjfa-33360	189	12	against	against	ADP
cjfa-33360	189	13	absolute	absolute	ADJ
cjfa-33360	189	14	momentum	momentum	NOUN
cjfa-33360	189	15	profits	profit	NOUN
cjfa-33360	189	16	and	and	CCONJ
cjfa-33360	189	17	absolute	absolute	ADJ
cjfa-33360	189	18	momentum	momentum	NOUN
cjfa-33360	189	19	profits	profit	NOUN
cjfa-33360	189	20	against	against	ADP
cjfa-33360	189	21	relative	relative	ADJ
cjfa-33360	189	22	momentum	momentum	NOUN
cjfa-33360	189	23	profits	profit	NOUN
cjfa-33360	189	24	.	.	PUNCT
cjfa-33360	190	1	we	we	PRON
cjfa-33360	190	2	report	report	VERB
cjfa-33360	190	3	these	these	DET
cjfa-33360	190	4	results	result	NOUN
cjfa-33360	190	5	for	for	ADP
cjfa-33360	190	6	all	all	DET
cjfa-33360	190	7	five	five	NUM
cjfa-33360	190	8	holding	hold	VERB
cjfa-33360	190	9	periods	period	NOUN
cjfa-33360	190	10	.	.	PUNCT
cjfa-33360	191	1	when	when	SCONJ
cjfa-33360	191	2	we	we	PRON
cjfa-33360	191	3	regress	regress	VERB
cjfa-33360	191	4	time	time	NOUN
cjfa-33360	191	5	-	-	PUNCT
cjfa-33360	191	6	series	series	NOUN
cjfa-33360	191	7	momentum	momentum	NOUN
cjfa-33360	191	8	profits	profit	NOUN
cjfa-33360	191	9	against	against	ADP
cjfa-33360	191	10	cross	cross	ADJ
cjfa-33360	191	11	-	-	ADJ
cjfa-33360	191	12	sectional	sectional	ADJ
cjfa-33360	191	13	momentum	momentum	NOUN
cjfa-33360	191	14	profits	profit	NOUN
cjfa-33360	191	15	,	,	PUNCT
cjfa-33360	191	16	we	we	PRON
cjfa-33360	191	17	find	find	VERB
cjfa-33360	191	18	three	three	NUM
cjfa-33360	191	19	of	of	ADP
cjfa-33360	191	20	five	five	NUM
cjfa-33360	191	21	holding	hold	VERB
cjfa-33360	191	22	periods	period	NOUN
cjfa-33360	191	23	generated	generate	VERB
cjfa-33360	191	24	significant	significant	ADJ
cjfa-33360	191	25	and	and	CCONJ
cjfa-33360	191	26	positive	positive	ADJ
cjfa-33360	191	27	alphas	alpha	NOUN
cjfa-33360	191	28	.	.	PUNCT
cjfa-33360	192	1	as	as	SCONJ
cjfa-33360	192	2	one	one	PRON
cjfa-33360	192	3	can	can	AUX
cjfa-33360	192	4	see	see	VERB
cjfa-33360	192	5	from	from	ADP
cjfa-33360	192	6	the	the	DET
cjfa-33360	192	7	table	table	NOUN
cjfa-33360	192	8	that	that	SCONJ
cjfa-33360	192	9	when	when	SCONJ
cjfa-33360	192	10	we	we	PRON
cjfa-33360	192	11	hold	hold	VERB
cjfa-33360	192	12	portfolios	portfolio	NOUN
cjfa-33360	192	13	for	for	ADP
cjfa-33360	192	14	1,3	1,3	NUM
cjfa-33360	192	15	and	and	CCONJ
cjfa-33360	192	16	12	12	NUM
cjfa-33360	192	17	months	month	NOUN
cjfa-33360	192	18	at	at	ADP
cjfa-33360	192	19	that	that	DET
cjfa-33360	192	20	time	time	NOUN
cjfa-33360	192	21	,	,	PUNCT
cjfa-33360	192	22	alphas	alpha	NOUN
cjfa-33360	192	23	are	be	AUX
cjfa-33360	192	24	significant	significant	ADJ
cjfa-33360	192	25	and	and	CCONJ
cjfa-33360	192	26	positive	positive	ADJ
cjfa-33360	192	27	.	.	PUNCT
cjfa-33360	193	1	on	on	ADP
cjfa-33360	193	2	the	the	DET
cjfa-33360	193	3	time	time	NOUN
cjfa-33360	193	4	-	-	PUNCT
cjfa-33360	193	5	series	series	NOUN
cjfa-33360	193	6	and	and	CCONJ
cjfa-33360	193	7	cross	cross	ADJ
cjfa-33360	193	8	-	-	ADJ
cjfa-33360	193	9	sectional	sectional	ADJ
cjfa-33360	193	10	momentum	momentum	NOUN
cjfa-33360	193	11	in	in	ADP
cjfa-33360	193	12	indian	indian	ADJ
cjfa-33360	193	13	stock	stock	NOUN
cjfa-33360	193	14	market	market	NOUN
cjfa-33360	193	15	171	171	NUM
cjfa-33360	193	16	other	other	ADJ
cjfa-33360	193	17	hand	hand	NOUN
cjfa-33360	193	18	,	,	PUNCT
cjfa-33360	193	19	when	when	SCONJ
cjfa-33360	193	20	cross	cross	ADJ
cjfa-33360	193	21	-	-	ADJ
cjfa-33360	193	22	sectional	sectional	ADJ
cjfa-33360	193	23	momentum	momentum	NOUN
cjfa-33360	193	24	profits	profit	NOUN
cjfa-33360	193	25	are	be	AUX
cjfa-33360	193	26	regressands	regressand	NOUN
cjfa-33360	193	27	and	and	CCONJ
cjfa-33360	193	28	timeseries	timeserie	NOUN
cjfa-33360	193	29	momentum	momentum	NOUN
cjfa-33360	193	30	profits	profit	NOUN
cjfa-33360	193	31	are	be	AUX
cjfa-33360	193	32	regressors	regressor	NOUN
cjfa-33360	193	33	,	,	PUNCT
cjfa-33360	193	34	the	the	DET
cjfa-33360	193	35	alphas	alpha	NOUN
cjfa-33360	193	36	are	be	AUX
cjfa-33360	193	37	negative	negative	ADJ
cjfa-33360	193	38	and	and	CCONJ
cjfa-33360	193	39	insignificant	insignificant	ADJ
cjfa-33360	193	40	.	.	PUNCT
cjfa-33360	194	1	for	for	ADP
cjfa-33360	194	2	instance	instance	NOUN
cjfa-33360	194	3	,	,	PUNCT
cjfa-33360	194	4	when	when	SCONJ
cjfa-33360	194	5	we	we	PRON
cjfa-33360	194	6	hold	hold	VERB
cjfa-33360	194	7	portfolio	portfolio	NOUN
cjfa-33360	194	8	for	for	ADP
cjfa-33360	194	9	12	12	NUM
cjfa-33360	194	10	months	month	NOUN
cjfa-33360	194	11	,	,	PUNCT
cjfa-33360	194	12	the	the	DET
cjfa-33360	194	13	alpha	alpha	NOUN
cjfa-33360	194	14	is	be	AUX
cjfa-33360	194	15	-0.284	-0.284	NOUN
cjfa-33360	194	16	%	%	NOUN
cjfa-33360	194	17	.	.	PUNCT
cjfa-33360	195	1	these	these	DET
cjfa-33360	195	2	findings	finding	NOUN
cjfa-33360	195	3	are	be	AUX
cjfa-33360	195	4	similar	similar	ADJ
cjfa-33360	195	5	to	to	ADP
cjfa-33360	195	6	the	the	DET
cjfa-33360	195	7	findings	finding	NOUN
cjfa-33360	195	8	of	of	ADP
cjfa-33360	195	9	moskowitz	moskowitz	PROPN
cjfa-33360	195	10	et	et	PROPN
cjfa-33360	195	11	al	al	PROPN
cjfa-33360	195	12	.	.	PROPN
cjfa-33360	196	1	(	(	PUNCT
cjfa-33360	196	2	2012	2012	NUM
cjfa-33360	196	3	)	)	PUNCT
cjfa-33360	196	4	and	and	CCONJ
cjfa-33360	196	5	goyal	goyal	NOUN
cjfa-33360	196	6	and	and	CCONJ
cjfa-33360	196	7	jegadeesh	jegadeesh	NOUN
cjfa-33360	196	8	(	(	PUNCT
cjfa-33360	196	9	2018	2018	NUM
cjfa-33360	196	10	)	)	PUNCT
cjfa-33360	196	11	.	.	PUNCT
cjfa-33360	197	1	therefore	therefore	ADV
cjfa-33360	197	2	,	,	PUNCT
cjfa-33360	197	3	one	one	PRON
cjfa-33360	197	4	can	can	AUX
cjfa-33360	197	5	say	say	VERB
cjfa-33360	197	6	that	that	SCONJ
cjfa-33360	197	7	absolute	absolute	ADJ
cjfa-33360	197	8	momentum	momentum	NOUN
cjfa-33360	197	9	fully	fully	ADV
cjfa-33360	197	10	captures	capture	VERB
cjfa-33360	197	11	relative	relative	ADJ
cjfa-33360	197	12	momentum	momentum	NOUN
cjfa-33360	197	13	,	,	PUNCT
cjfa-33360	197	14	but	but	CCONJ
cjfa-33360	197	15	relative	relative	ADJ
cjfa-33360	197	16	momentum	momentum	NOUN
cjfa-33360	197	17	can	can	AUX
cjfa-33360	197	18	not	not	PART
cjfa-33360	197	19	fully	fully	ADV
cjfa-33360	197	20	explain	explain	VERB
cjfa-33360	197	21	absolute	absolute	ADJ
cjfa-33360	197	22	momentum	momentum	NOUN
cjfa-33360	197	23	.	.	PUNCT
cjfa-33360	198	1	table	table	NOUN
cjfa-33360	198	2	3	3	NUM
cjfa-33360	198	3	.	.	PUNCT
cjfa-33360	198	4	cross	cros	NOUN
cjfa-33360	198	5	-	-	NOUN
cjfa-33360	198	6	alphas	alpha	NOUN
cjfa-33360	198	7	of	of	ADP
cjfa-33360	198	8	various	various	ADJ
cjfa-33360	198	9	cross	cross	ADJ
cjfa-33360	198	10	-	-	ADJ
cjfa-33360	198	11	sectional	sectional	ADJ
cjfa-33360	198	12	and	and	CCONJ
cjfa-33360	198	13	time	time	NOUN
cjfa-33360	198	14	-	-	PUNCT
cjfa-33360	198	15	series	series	NOUN
cjfa-33360	198	16	momentum	momentum	NOUN
cjfa-33360	198	17	returns	return	VERB
cjfa-33360	198	18	independent	independent	ADJ
cjfa-33360	198	19	variable	variable	NOUN
cjfa-33360	198	20	  	  	SPACE
cjfa-33360	198	21			PROPN
cjfa-33360	198	22	  	  	SPACE
cjfa-33360	198	23	cross	cross	ADJ
cjfa-33360	198	24	-	-	ADJ
cjfa-33360	198	25	sectional	sectional	ADJ
cjfa-33360	198	26	dependent	dependent	ADJ
cjfa-33360	198	27	variablecross	variablecross	ADJ
cjfa-33360	198	28	-	-	PUNCT
cjfa-33360	198	29	sectional	sectional	ADJ
cjfa-33360	198	30	  	  	SPACE
cjfa-33360	198	31			PROPN
cjfa-33360	198	32	  	  	SPACE
cjfa-33360	198	33	time	time	NOUN
cjfa-33360	198	34	-	-	PUNCT
cjfa-33360	198	35	series	series	NOUN
cjfa-33360	198	36	time	time	NOUN
cjfa-33360	198	37	-	-	PUNCT
cjfa-33360	198	38	series	series	NOUN
cjfa-33360	198	39	cross	cross	ADJ
cjfa-33360	198	40	-	-	ADJ
cjfa-33360	198	41	sectional	sectional	ADJ
cjfa-33360	198	42	   	   	SPACE
cjfa-33360	198	43	holding	hold	VERB
cjfa-33360	198	44	period	period	NOUN
cjfa-33360	198	45	1	1	NUM
cjfa-33360	198	46	0.476	0.476	NUM
cjfa-33360	198	47	%	%	NOUN
cjfa-33360	198	48	(	(	PUNCT
cjfa-33360	198	49	2.037	2.037	NUM
cjfa-33360	198	50	)	)	PUNCT
cjfa-33360	198	51	0.083	0.083	NUM
cjfa-33360	198	52	%	%	NOUN
cjfa-33360	198	53	(	(	PUNCT
cjfa-33360	198	54	0.347	0.347	NUM
cjfa-33360	198	55	)	)	PUNCT
cjfa-33360	198	56	3	3	NUM
cjfa-33360	198	57	0.346	0.346	NUM
cjfa-33360	198	58	%	%	NOUN
cjfa-33360	198	59	(	(	PUNCT
cjfa-33360	198	60	1.360	1.360	NUM
cjfa-33360	198	61	)	)	PUNCT
cjfa-33360	198	62	0.138	0.138	NUM
cjfa-33360	198	63	%	%	NOUN
cjfa-33360	198	64	(	(	PUNCT
cjfa-33360	198	65	0.452	0.452	NUM
cjfa-33360	198	66	)	)	PUNCT
cjfa-33360	198	67	6	6	NUM
cjfa-33360	198	68	0.368	0.368	NUM
cjfa-33360	198	69	%	%	NOUN
cjfa-33360	198	70	(	(	PUNCT
cjfa-33360	198	71	1.362	1.362	NUM
cjfa-33360	198	72	)	)	PUNCT
cjfa-33360	198	73	0.000	0.000	NUM
cjfa-33360	198	74	%	%	NOUN
cjfa-33360	198	75	(	(	PUNCT
cjfa-33360	198	76	-0.003	-0.003	NOUN
cjfa-33360	198	77	)	)	PUNCT
cjfa-33360	198	78	9	9	NUM
cjfa-33360	198	79	0.458	0.458	NUM
cjfa-33360	198	80	%	%	NOUN
cjfa-33360	198	81	(	(	PUNCT
cjfa-33360	198	82	1.978	1.978	NUM
cjfa-33360	198	83	)	)	PUNCT
cjfa-33360	198	84	0.039	0.039	NUM
cjfa-33360	198	85	%	%	NOUN
cjfa-33360	198	86	(	(	PUNCT
cjfa-33360	198	87	0.174	0.174	NUM
cjfa-33360	198	88	)	)	PUNCT
cjfa-33360	198	89	12	12	NUM
cjfa-33360	198	90	0.729	0.729	NUM
cjfa-33360	198	91	%	%	NOUN
cjfa-33360	198	92	(	(	PUNCT
cjfa-33360	198	93	2.545	2.545	NUM
cjfa-33360	198	94	)	)	PUNCT
cjfa-33360	198	95	-0.284	-0.284	NUM
cjfa-33360	198	96	%	%	NOUN
cjfa-33360	198	97	(	(	PUNCT
cjfa-33360	198	98	-0.934	-0.934	X
cjfa-33360	198	99	)	)	PUNCT
cjfa-33360	198	100	this	this	DET
cjfa-33360	198	101	table	table	NOUN
cjfa-33360	198	102	presents	present	VERB
cjfa-33360	198	103	alphas	alpha	NOUN
cjfa-33360	198	104	of	of	ADP
cjfa-33360	198	105	cross	cross	ADJ
cjfa-33360	198	106	-	-	ADJ
cjfa-33360	198	107	sectional	sectional	ADJ
cjfa-33360	198	108	momentum	momentum	NOUN
cjfa-33360	198	109	returns	return	NOUN
cjfa-33360	198	110	regressed	regress	VERB
cjfa-33360	198	111	with	with	ADP
cjfa-33360	198	112	time	time	NOUN
cjfa-33360	198	113	-	-	PUNCT
cjfa-33360	198	114	series	series	NOUN
cjfa-33360	198	115	momentum	momentum	NOUN
cjfa-33360	198	116	returns	return	NOUN
cjfa-33360	198	117	and	and	CCONJ
cjfa-33360	198	118	alphas	alpha	NOUN
cjfa-33360	198	119	of	of	ADP
cjfa-33360	198	120	time	time	NOUN
cjfa-33360	198	121	-	-	PUNCT
cjfa-33360	198	122	series	series	NOUN
cjfa-33360	198	123	momentum	momentum	NOUN
cjfa-33360	198	124	returns	return	NOUN
cjfa-33360	198	125	regressed	regress	VERB
cjfa-33360	198	126	with	with	ADP
cjfa-33360	198	127	cross	cross	ADJ
cjfa-33360	198	128	-	-	ADJ
cjfa-33360	198	129	sectional	sectional	ADJ
cjfa-33360	198	130	momentum	momentum	NOUN
cjfa-33360	198	131	returns	return	NOUN
cjfa-33360	198	132	.	.	PUNCT
cjfa-33360	199	1	alphas	alpha	NOUN
cjfa-33360	199	2	are	be	AUX
cjfa-33360	199	3	reported	report	VERB
cjfa-33360	199	4	in	in	ADP
cjfa-33360	199	5	percentage	percentage	NOUN
cjfa-33360	199	6	terms	term	NOUN
cjfa-33360	199	7	.	.	PUNCT
cjfa-33360	200	1	in	in	ADP
cjfa-33360	200	2	brackets	bracket	NOUN
cjfa-33360	200	3	,	,	PUNCT
cjfa-33360	200	4	we	we	PRON
cjfa-33360	200	5	have	have	AUX
cjfa-33360	200	6	reported	report	VERB
cjfa-33360	200	7	newey	newey	PROPN
cjfa-33360	200	8	-	-	PUNCT
cjfa-33360	200	9	west	west	PROPN
cjfa-33360	200	10	robust	robust	PROPN
cjfa-33360	200	11	t	t	PROPN
cjfa-33360	200	12	statistics	statistic	NOUN
cjfa-33360	200	13	(	(	PUNCT
cjfa-33360	200	14	with	with	ADP
cjfa-33360	200	15	a	a	DET
cjfa-33360	200	16	lag	lag	NOUN
cjfa-33360	200	17	of	of	ADP
cjfa-33360	200	18	6	6	NUM
cjfa-33360	200	19	)	)	PUNCT
cjfa-33360	200	20	.	.	PUNCT
cjfa-33360	201	1	s	s	PART
cjfa-33360	201	2	o	o	X
cjfa-33360	201	3	u	u	NOUN
cjfa-33360	201	4	r	r	NOUN
cjfa-33360	201	5	c	c	NOUN
cjfa-33360	201	6	e	e	NOUN
cjfa-33360	201	7	:	:	PUNCT
cjfa-33360	201	8	authors	author	NOUN
cjfa-33360	201	9	’	'	PUNCT
cjfa-33360	201	10	own	own	ADJ
cjfa-33360	201	11	calculations	calculation	NOUN
cjfa-33360	201	12	using	use	VERB
cjfa-33360	201	13	r	r	NOUN
cjfa-33360	201	14	software	software	NOUN
cjfa-33360	201	15	.	.	PUNCT
cjfa-33360	202	1	the	the	DET
cjfa-33360	202	2	results	result	NOUN
cjfa-33360	202	3	from	from	ADP
cjfa-33360	202	4	the	the	DET
cjfa-33360	202	5	above	above	ADJ
cjfa-33360	202	6	table	table	NOUN
cjfa-33360	202	7	prove	prove	VERB
cjfa-33360	202	8	that	that	SCONJ
cjfa-33360	202	9	time	time	NOUN
cjfa-33360	202	10	-	-	PUNCT
cjfa-33360	202	11	series	series	NOUN
cjfa-33360	202	12	momentum	momentum	NOUN
cjfa-33360	202	13	strategies	strategy	NOUN
cjfa-33360	202	14	perform	perform	VERB
cjfa-33360	202	15	better	well	ADJ
cjfa-33360	202	16	than	than	ADP
cjfa-33360	202	17	cross	cross	ADJ
cjfa-33360	202	18	-	-	ADJ
cjfa-33360	202	19	sectional	sectional	ADJ
cjfa-33360	202	20	momentum	momentum	NOUN
cjfa-33360	202	21	strategies	strategy	NOUN
cjfa-33360	202	22	.	.	PUNCT
cjfa-33360	203	1	now	now	ADV
cjfa-33360	203	2	the	the	DET
cjfa-33360	203	3	question	question	NOUN
cjfa-33360	203	4	arises	arise	VERB
cjfa-33360	203	5	why	why	SCONJ
cjfa-33360	203	6	time	time	NOUN
cjfa-33360	203	7	-	-	PUNCT
cjfa-33360	203	8	series	series	NOUN
cjfa-33360	203	9	momentum	momentum	NOUN
cjfa-33360	203	10	strategies	strategy	NOUN
cjfa-33360	203	11	perform	perform	VERB
cjfa-33360	203	12	better	well	ADJ
cjfa-33360	203	13	than	than	ADP
cjfa-33360	203	14	crosssectional	crosssectional	ADJ
cjfa-33360	203	15	momentum	momentum	NOUN
cjfa-33360	203	16	strategies	strategy	NOUN
cjfa-33360	203	17	.	.	PUNCT
cjfa-33360	204	1	for	for	ADP
cjfa-33360	204	2	this	this	PRON
cjfa-33360	204	3	,	,	PUNCT
cjfa-33360	204	4	we	we	PRON
cjfa-33360	204	5	need	need	VERB
cjfa-33360	204	6	to	to	PART
cjfa-33360	204	7	find	find	VERB
cjfa-33360	204	8	out	out	ADP
cjfa-33360	204	9	the	the	DET
cjfa-33360	204	10	sources	source	NOUN
cjfa-33360	204	11	of	of	ADP
cjfa-33360	204	12	difference	difference	NOUN
cjfa-33360	204	13	between	between	ADP
cjfa-33360	204	14	the	the	DET
cjfa-33360	204	15	performances	performance	NOUN
cjfa-33360	204	16	of	of	ADP
cjfa-33360	204	17	these	these	DET
cjfa-33360	204	18	two	two	NUM
cjfa-33360	204	19	strategies	strategy	NOUN
cjfa-33360	204	20	.	.	PUNCT
cjfa-33360	205	1	simarjeet	simarjeet	PROPN
cjfa-33360	205	2	singh	singh	PROPN
cjfa-33360	205	3	,	,	PUNCT
cjfa-33360	205	4	nidhi	nidhi	PROPN
cjfa-33360	205	5	walia172	walia172	PROPN
cjfa-33360	205	6	sources	source	NOUN
cjfa-33360	205	7	of	of	ADP
cjfa-33360	205	8	difference	difference	NOUN
cjfa-33360	205	9	between	between	ADP
cjfa-33360	205	10	cross	cross	ADJ
cjfa-33360	205	11	-	-	ADJ
cjfa-33360	205	12	sectional	sectional	ADJ
cjfa-33360	205	13	and	and	CCONJ
cjfa-33360	205	14	time	time	NOUN
cjfa-33360	205	15	-	-	PUNCT
cjfa-33360	205	16	series	series	NOUN
cjfa-33360	205	17	momentum	momentum	NOUN
cjfa-33360	205	18	returns	return	NOUN
cjfa-33360	205	19	if	if	SCONJ
cjfa-33360	205	20	we	we	PRON
cjfa-33360	205	21	see	see	VERB
cjfa-33360	205	22	formulation	formulation	NOUN
cjfa-33360	205	23	structure	structure	NOUN
cjfa-33360	205	24	of	of	ADP
cjfa-33360	205	25	cross	cross	ADJ
cjfa-33360	205	26	-	-	ADJ
cjfa-33360	205	27	sectional	sectional	ADJ
cjfa-33360	205	28	and	and	CCONJ
cjfa-33360	205	29	time	time	NOUN
cjfa-33360	205	30	-	-	PUNCT
cjfa-33360	205	31	series	series	NOUN
cjfa-33360	205	32	momentum	momentum	NOUN
cjfa-33360	205	33	strategies	strategy	NOUN
cjfa-33360	205	34	,	,	PUNCT
cjfa-33360	205	35	we	we	PRON
cjfa-33360	205	36	can	can	AUX
cjfa-33360	205	37	say	say	VERB
cjfa-33360	205	38	that	that	SCONJ
cjfa-33360	205	39	cross	cross	ADJ
cjfa-33360	205	40	-	-	ADJ
cjfa-33360	205	41	sectional	sectional	ADJ
cjfa-33360	205	42	momentum	momentum	NOUN
cjfa-33360	205	43	strategies	strategy	NOUN
cjfa-33360	205	44	are	be	AUX
cjfa-33360	205	45	“	"	PUNCT
cjfa-33360	205	46	zero	zero	NUM
cjfa-33360	205	47	net	net	ADJ
cjfa-33360	205	48	investment	investment	NOUN
cjfa-33360	205	49	long	long	ADJ
cjfa-33360	205	50	/	/	SYM
cjfa-33360	205	51	short	short	ADJ
cjfa-33360	205	52	strategies	strategy	NOUN
cjfa-33360	205	53	”	"	PUNCT
cjfa-33360	205	54	whereas	whereas	SCONJ
cjfa-33360	205	55	in	in	ADP
cjfa-33360	205	56	time	time	NOUN
cjfa-33360	205	57	-	-	PUNCT
cjfa-33360	205	58	series	series	NOUN
cjfa-33360	205	59	momentum	momentum	NOUN
cjfa-33360	205	60	strategies	strategy	NOUN
cjfa-33360	205	61	investors	investor	NOUN
cjfa-33360	205	62	take	take	VERB
cjfa-33360	205	63	long	long	ADJ
cjfa-33360	205	64	or	or	CCONJ
cjfa-33360	205	65	short	short	ADJ
cjfa-33360	205	66	positions	position	NOUN
cjfa-33360	205	67	on	on	ADP
cjfa-33360	205	68	the	the	DET
cjfa-33360	205	69	basis	basis	NOUN
cjfa-33360	205	70	of	of	ADP
cjfa-33360	205	71	number	number	NOUN
cjfa-33360	205	72	of	of	ADP
cjfa-33360	205	73	stocks	stock	NOUN
cjfa-33360	205	74	generated	generate	VERB
cjfa-33360	205	75	positive	positive	ADJ
cjfa-33360	205	76	and	and	CCONJ
cjfa-33360	205	77	negative	negative	ADJ
cjfa-33360	205	78	returns	return	NOUN
cjfa-33360	205	79	.	.	PUNCT
cjfa-33360	206	1	investors	investor	NOUN
cjfa-33360	206	2	would	would	AUX
cjfa-33360	206	3	have	have	VERB
cjfa-33360	206	4	a	a	DET
cjfa-33360	206	5	net	net	ADJ
cjfa-33360	206	6	long	long	ADJ
cjfa-33360	206	7	position	position	NOUN
cjfa-33360	206	8	for	for	ADP
cjfa-33360	206	9	a	a	DET
cjfa-33360	206	10	particular	particular	ADJ
cjfa-33360	206	11	month	month	NOUN
cjfa-33360	206	12	if	if	SCONJ
cjfa-33360	206	13	more	more	ADJ
cjfa-33360	206	14	than	than	ADP
cjfa-33360	206	15	half	half	NOUN
cjfa-33360	206	16	of	of	ADP
cjfa-33360	206	17	the	the	DET
cjfa-33360	206	18	stocks	stock	NOUN
cjfa-33360	206	19	have	have	AUX
cjfa-33360	206	20	generated	generate	VERB
cjfa-33360	206	21	positive	positive	ADJ
cjfa-33360	206	22	return	return	NOUN
cjfa-33360	206	23	in	in	ADP
cjfa-33360	206	24	the	the	DET
cjfa-33360	206	25	past	past	NOUN
cjfa-33360	206	26	and	and	CCONJ
cjfa-33360	206	27	a	a	DET
cjfa-33360	206	28	net	net	ADJ
cjfa-33360	206	29	short	short	ADJ
cjfa-33360	206	30	position	position	NOUN
cjfa-33360	206	31	if	if	SCONJ
cjfa-33360	206	32	most	most	ADJ
cjfa-33360	206	33	of	of	ADP
cjfa-33360	206	34	the	the	DET
cjfa-33360	206	35	stocks	stock	NOUN
cjfa-33360	206	36	have	have	AUX
cjfa-33360	206	37	generated	generate	VERB
cjfa-33360	206	38	negative	negative	ADJ
cjfa-33360	206	39	returns	return	NOUN
cjfa-33360	206	40	in	in	ADP
cjfa-33360	206	41	the	the	DET
cjfa-33360	206	42	past	past	NOUN
cjfa-33360	206	43	.	.	PUNCT
cjfa-33360	207	1	therefore	therefore	ADV
cjfa-33360	207	2	,	,	PUNCT
cjfa-33360	207	3	the	the	DET
cjfa-33360	207	4	formulation	formulation	NOUN
cjfa-33360	207	5	structure	structure	NOUN
cjfa-33360	207	6	of	of	ADP
cjfa-33360	207	7	the	the	DET
cjfa-33360	207	8	timeseries	timeserie	NOUN
cjfa-33360	207	9	momentum	momentum	NOUN
cjfa-33360	207	10	strategies	strategy	NOUN
cjfa-33360	207	11	automatically	automatically	ADV
cjfa-33360	207	12	adds	add	VERB
cjfa-33360	207	13	net	net	ADJ
cjfa-33360	207	14	long	long	ADJ
cjfa-33360	207	15	(	(	PUNCT
cjfa-33360	207	16	or	or	CCONJ
cjfa-33360	207	17	net	net	ADJ
cjfa-33360	207	18	short	short	ADJ
cjfa-33360	207	19	)	)	PUNCT
cjfa-33360	207	20	position	position	NOUN
cjfa-33360	207	21	component	component	NOUN
cjfa-33360	207	22	in	in	ADP
cjfa-33360	207	23	these	these	DET
cjfa-33360	207	24	strategies	strategy	NOUN
cjfa-33360	207	25	.	.	PUNCT
cjfa-33360	208	1	to	to	PART
cjfa-33360	208	2	compare	compare	VERB
cjfa-33360	208	3	the	the	DET
cjfa-33360	208	4	absolute	absolute	ADJ
cjfa-33360	208	5	and	and	CCONJ
cjfa-33360	208	6	relative	relative	ADJ
cjfa-33360	208	7	momentum	momentum	NOUN
cjfa-33360	208	8	,	,	PUNCT
cjfa-33360	208	9	we	we	PRON
cjfa-33360	208	10	have	have	AUX
cjfa-33360	208	11	taken	take	VERB
cjfa-33360	208	12	into	into	ADP
cjfa-33360	208	13	consideration	consideration	NOUN
cjfa-33360	208	14	extra	extra	ADJ
cjfa-33360	208	15	risk	risk	NOUN
cjfa-33360	208	16	premium	premium	NOUN
cjfa-33360	208	17	that	that	SCONJ
cjfa-33360	208	18	absolute	absolute	ADJ
cjfa-33360	208	19	momentum	momentum	NOUN
cjfa-33360	208	20	strategies	strategy	NOUN
cjfa-33360	208	21	gain	gain	VERB
cjfa-33360	208	22	relative	relative	ADJ
cjfa-33360	208	23	to	to	ADP
cjfa-33360	208	24	relative	relative	ADJ
cjfa-33360	208	25	momentum	momentum	NOUN
cjfa-33360	208	26	strategies	strategy	NOUN
cjfa-33360	208	27	due	due	ADJ
cjfa-33360	208	28	to	to	ADP
cjfa-33360	208	29	this	this	DET
cjfa-33360	208	30	net	net	ADJ
cjfa-33360	208	31	long	long	ADJ
cjfa-33360	208	32	position	position	NOUN
cjfa-33360	208	33	.	.	PUNCT
cjfa-33360	209	1	we	we	PRON
cjfa-33360	209	2	will	will	AUX
cjfa-33360	209	3	add	add	VERB
cjfa-33360	209	4	this	this	DET
cjfa-33360	209	5	additional	additional	ADJ
cjfa-33360	209	6	risk	risk	NOUN
cjfa-33360	209	7	premium	premium	NOUN
cjfa-33360	209	8	component	component	NOUN
cjfa-33360	209	9	in	in	ADP
cjfa-33360	209	10	crosssectional	crosssectional	ADJ
cjfa-33360	209	11	momentum	momentum	NOUN
cjfa-33360	209	12	by	by	ADP
cjfa-33360	209	13	investing	invest	VERB
cjfa-33360	209	14	the	the	DET
cjfa-33360	209	15	net	net	ADJ
cjfa-33360	209	16	long	long	ADJ
cjfa-33360	209	17	position	position	NOUN
cjfa-33360	209	18	in	in	ADP
cjfa-33360	209	19	any	any	DET
cjfa-33360	209	20	random	random	ADJ
cjfa-33360	209	21	portfolio	portfolio	NOUN
cjfa-33360	209	22	.	.	PUNCT
cjfa-33360	210	1	the	the	DET
cjfa-33360	210	2	rupee	rupee	NOUN
cjfa-33360	210	3	amount	amount	NOUN
cjfa-33360	210	4	invested	invest	VERB
cjfa-33360	210	5	in	in	ADP
cjfa-33360	210	6	this	this	DET
cjfa-33360	210	7	portfolio	portfolio	NOUN
cjfa-33360	210	8	will	will	AUX
cjfa-33360	210	9	change	change	VERB
cjfa-33360	210	10	through	through	ADP
cjfa-33360	210	11	time	time	NOUN
cjfa-33360	210	12	.	.	PUNCT
cjfa-33360	211	1	for	for	ADP
cjfa-33360	211	2	example	example	NOUN
cjfa-33360	211	3	,	,	PUNCT
cjfa-33360	211	4	time	time	NOUN
cjfa-33360	211	5	-	-	PUNCT
cjfa-33360	211	6	series	series	NOUN
cjfa-33360	211	7	momentum	momentum	NOUN
cjfa-33360	211	8	strategy	strategy	NOUN
cjfa-33360	211	9	will	will	AUX
cjfa-33360	211	10	invest	invest	VERB
cjfa-33360	211	11	₹	₹	PROPN
cjfa-33360	211	12	1.10	1.10	NUM
cjfa-33360	211	13	and	and	CCONJ
cjfa-33360	211	14	₹	₹	NOUN
cjfa-33360	211	15	0.90	0.90	NUM
cjfa-33360	211	16	in	in	ADP
cjfa-33360	211	17	the	the	DET
cjfa-33360	211	18	long	long	ADJ
cjfa-33360	211	19	and	and	CCONJ
cjfa-33360	211	20	short	short	ADJ
cjfa-33360	211	21	portfolio	portfolio	NOUN
cjfa-33360	211	22	,	,	PUNCT
cjfa-33360	211	23	respectively	respectively	ADV
cjfa-33360	211	24	if	if	SCONJ
cjfa-33360	211	25	55	55	NUM
cjfa-33360	211	26	stocks	stock	NOUN
cjfa-33360	211	27	generated	generate	VERB
cjfa-33360	211	28	positive	positive	ADJ
cjfa-33360	211	29	returns	return	NOUN
cjfa-33360	211	30	in	in	ADP
cjfa-33360	211	31	the	the	DET
cjfa-33360	211	32	past	past	NOUN
cjfa-33360	211	33	,	,	PUNCT
cjfa-33360	211	34	and	and	CCONJ
cjfa-33360	211	35	45	45	NUM
cjfa-33360	211	36	stocks	stock	NOUN
cjfa-33360	211	37	generated	generate	VERB
cjfa-33360	211	38	negative	negative	ADJ
cjfa-33360	211	39	returns	return	NOUN
cjfa-33360	211	40	.	.	PUNCT
cjfa-33360	212	1	in	in	ADP
cjfa-33360	212	2	this	this	DET
cjfa-33360	212	3	case	case	NOUN
cjfa-33360	212	4	the	the	DET
cjfa-33360	212	5	net	net	ADJ
cjfa-33360	212	6	long	long	ADJ
cjfa-33360	212	7	position	position	NOUN
cjfa-33360	212	8	of	of	ADP
cjfa-33360	212	9	₹	₹	NOUN
cjfa-33360	212	10	0.20	0.20	NUM
cjfa-33360	212	11	will	will	AUX
cjfa-33360	212	12	be	be	AUX
cjfa-33360	212	13	invested	invest	VERB
cjfa-33360	212	14	in	in	ADP
cjfa-33360	212	15	a	a	DET
cjfa-33360	212	16	random	random	ADJ
cjfa-33360	212	17	portfolio	portfolio	NOUN
cjfa-33360	212	18	.	.	PUNCT
cjfa-33360	213	1	goyal	goyal	PROPN
cjfa-33360	213	2	and	and	CCONJ
cjfa-33360	213	3	jegadeesh	jegadeesh	NOUN
cjfa-33360	213	4	(	(	PUNCT
cjfa-33360	213	5	2018	2018	NUM
cjfa-33360	213	6	)	)	PUNCT
cjfa-33360	213	7	refer	refer	VERB
cjfa-33360	213	8	to	to	ADP
cjfa-33360	213	9	this	this	DET
cjfa-33360	213	10	investment	investment	NOUN
cjfa-33360	213	11	as	as	ADP
cjfa-33360	213	12	“	"	PUNCT
cjfa-33360	213	13	time	time	NOUN
cjfa-33360	213	14	-	-	PUNCT
cjfa-33360	213	15	varying	vary	VERB
cjfa-33360	213	16	investment	investment	NOUN
cjfa-33360	213	17	”	"	PUNCT
cjfa-33360	213	18	in	in	ADP
cjfa-33360	213	19	the	the	DET
cjfa-33360	213	20	market	market	NOUN
cjfa-33360	213	21	.	.	PUNCT
cjfa-33360	214	1	we	we	PRON
cjfa-33360	214	2	will	will	AUX
cjfa-33360	214	3	add	add	VERB
cjfa-33360	214	4	this	this	DET
cjfa-33360	214	5	“	"	PUNCT
cjfa-33360	214	6	time	time	NOUN
cjfa-33360	214	7	-	-	PUNCT
cjfa-33360	214	8	varying	vary	VERB
cjfa-33360	214	9	investment	investment	NOUN
cjfa-33360	214	10	”	"	PUNCT
cjfa-33360	214	11	in	in	ADP
cjfa-33360	214	12	the	the	DET
cjfa-33360	214	13	cross	cross	ADJ
cjfa-33360	214	14	-	-	ADJ
cjfa-33360	214	15	sectional	sectional	ADJ
cjfa-33360	214	16	momentum	momentum	NOUN
cjfa-33360	214	17	and	and	CCONJ
cjfa-33360	214	18	will	will	AUX
cjfa-33360	214	19	term	term	VERB
cjfa-33360	214	20	this	this	DET
cjfa-33360	214	21	sum	sum	NOUN
cjfa-33360	214	22	as	as	ADP
cjfa-33360	214	23	cstvm	cstvm	ADJ
cjfa-33360	214	24	.	.	PUNCT
cjfa-33360	215	1	if	if	SCONJ
cjfa-33360	215	2	cstvm	cstvm	ADJ
cjfa-33360	215	3	performs	perform	VERB
cjfa-33360	215	4	same	same	ADJ
cjfa-33360	215	5	as	as	ADP
cjfa-33360	215	6	time	time	NOUN
cjfa-33360	215	7	-	-	PUNCT
cjfa-33360	215	8	series	series	NOUN
cjfa-33360	215	9	momentum	momentum	NOUN
cjfa-33360	215	10	,	,	PUNCT
cjfa-33360	215	11	we	we	PRON
cjfa-33360	215	12	can	can	AUX
cjfa-33360	215	13	say	say	VERB
cjfa-33360	215	14	that	that	SCONJ
cjfa-33360	215	15	time	time	NOUN
cjfa-33360	215	16	-	-	PUNCT
cjfa-33360	215	17	series	series	NOUN
cjfa-33360	215	18	momentum	momentum	NOUN
cjfa-33360	215	19	is	be	AUX
cjfa-33360	215	20	not	not	PART
cjfa-33360	215	21	completely	completely	ADV
cjfa-33360	215	22	new	new	ADJ
cjfa-33360	215	23	phenomena	phenomenon	NOUN
cjfa-33360	215	24	,	,	PUNCT
cjfa-33360	215	25	net	net	ADJ
cjfa-33360	215	26	long	long	ADJ
cjfa-33360	215	27	position	position	NOUN
cjfa-33360	215	28	is	be	AUX
cjfa-33360	215	29	the	the	DET
cjfa-33360	215	30	only	only	ADJ
cjfa-33360	215	31	reason	reason	NOUN
cjfa-33360	215	32	of	of	ADP
cjfa-33360	215	33	superior	superior	ADJ
cjfa-33360	215	34	performance	performance	NOUN
cjfa-33360	215	35	of	of	ADP
cjfa-33360	215	36	time	time	NOUN
cjfa-33360	215	37	-	-	PUNCT
cjfa-33360	215	38	series	series	NOUN
cjfa-33360	215	39	momentum	momentum	NOUN
cjfa-33360	215	40	over	over	ADP
cjfa-33360	215	41	cross	cross	ADJ
cjfa-33360	215	42	-	-	ADJ
cjfa-33360	215	43	sectional	sectional	ADJ
cjfa-33360	215	44	momentum	momentum	NOUN
cjfa-33360	215	45	.	.	PUNCT
cjfa-33360	216	1	in	in	ADP
cjfa-33360	216	2	table	table	NOUN
cjfa-33360	216	3	4	4	NUM
cjfa-33360	216	4	,	,	PUNCT
cjfa-33360	216	5	we	we	PRON
cjfa-33360	216	6	compare	compare	VERB
cjfa-33360	216	7	the	the	DET
cjfa-33360	216	8	performances	performance	NOUN
cjfa-33360	216	9	of	of	ADP
cjfa-33360	216	10	time	time	NOUN
cjfa-33360	216	11	-	-	PUNCT
cjfa-33360	216	12	series	series	NOUN
cjfa-33360	216	13	momentum	momentum	NOUN
cjfa-33360	216	14	(	(	PUNCT
cjfa-33360	216	15	ts	ts	NOUN
cjfa-33360	216	16	)	)	PUNCT
cjfa-33360	216	17	,	,	PUNCT
cjfa-33360	216	18	cross	cross	ADJ
cjfa-33360	216	19	-	-	ADJ
cjfa-33360	216	20	sectional	sectional	ADJ
cjfa-33360	216	21	momentum	momentum	NOUN
cjfa-33360	216	22	(	(	PUNCT
cjfa-33360	216	23	cs	cs	PROPN
cjfa-33360	216	24	)	)	PUNCT
cjfa-33360	216	25	and	and	CCONJ
cjfa-33360	216	26	the	the	DET
cjfa-33360	216	27	sum	sum	NOUN
cjfa-33360	216	28	of	of	ADP
cjfa-33360	216	29	cross	cross	ADJ
cjfa-33360	216	30	-	-	ADJ
cjfa-33360	216	31	sectional	sectional	ADJ
cjfa-33360	216	32	momentum	momentum	NOUN
cjfa-33360	216	33	and	and	CCONJ
cjfa-33360	216	34	“	"	PUNCT
cjfa-33360	216	35	time	time	NOUN
cjfa-33360	216	36	-	-	PUNCT
cjfa-33360	216	37	varying	vary	VERB
cjfa-33360	216	38	investment	investment	NOUN
cjfa-33360	216	39	”	"	PUNCT
cjfa-33360	216	40	(	(	PUNCT
cjfa-33360	216	41	cstvm	cstvm	NOUN
cjfa-33360	216	42	)	)	PUNCT
cjfa-33360	216	43	.	.	PUNCT
cjfa-33360	217	1	we	we	PRON
cjfa-33360	217	2	also	also	ADV
cjfa-33360	217	3	report	report	VERB
cjfa-33360	217	4	the	the	DET
cjfa-33360	217	5	difference	difference	NOUN
cjfa-33360	217	6	between	between	ADP
cjfa-33360	217	7	ts	ts	NOUN
cjfa-33360	217	8	and	and	CCONJ
cjfa-33360	217	9	cs	cs	PROPN
cjfa-33360	217	10	and	and	CCONJ
cjfa-33360	217	11	ts	ts	NOUN
cjfa-33360	217	12	and	and	CCONJ
cjfa-33360	217	13	cstvm	cstvm	VERB
cjfa-33360	217	14	.	.	PUNCT
cjfa-33360	218	1	we	we	PRON
cjfa-33360	218	2	report	report	VERB
cjfa-33360	218	3	these	these	DET
cjfa-33360	218	4	results	result	NOUN
cjfa-33360	218	5	when	when	SCONJ
cjfa-33360	218	6	we	we	PRON
cjfa-33360	218	7	hold	hold	VERB
cjfa-33360	218	8	stocks	stock	NOUN
cjfa-33360	218	9	throughout	throughout	ADP
cjfa-33360	218	10	12	12	NUM
cjfa-33360	218	11	months	month	NOUN
cjfa-33360	218	12	because	because	SCONJ
cjfa-33360	218	13	when	when	SCONJ
cjfa-33360	218	14	we	we	PRON
cjfa-33360	218	15	hold	hold	VERB
cjfa-33360	218	16	the	the	DET
cjfa-33360	218	17	portfolio	portfolio	NOUN
cjfa-33360	218	18	for	for	ADP
cjfa-33360	218	19	longer	long	ADJ
cjfa-33360	218	20	periods	period	NOUN
cjfa-33360	218	21	,	,	PUNCT
cjfa-33360	218	22	the	the	DET
cjfa-33360	218	23	difference	difference	NOUN
cjfa-33360	218	24	between	between	ADP
cjfa-33360	218	25	the	the	DET
cjfa-33360	218	26	performances	performance	NOUN
cjfa-33360	218	27	of	of	ADP
cjfa-33360	218	28	relative	relative	ADJ
cjfa-33360	218	29	momentum	momentum	NOUN
cjfa-33360	218	30	and	and	CCONJ
cjfa-33360	218	31	absolute	absolute	ADJ
cjfa-33360	218	32	momentum	momentum	NOUN
cjfa-33360	218	33	increases	increase	NOUN
cjfa-33360	218	34	.	.	PUNCT
cjfa-33360	219	1	the	the	DET
cjfa-33360	219	2	net	net	ADJ
cjfa-33360	219	3	long	long	ADJ
cjfa-33360	219	4	position	position	NOUN
cjfa-33360	219	5	for	for	ADP
cjfa-33360	219	6	this	this	DET
cjfa-33360	219	7	strategy	strategy	NOUN
cjfa-33360	219	8	is	be	AUX
cjfa-33360	219	9	₹	₹	PROPN
cjfa-33360	219	10	0.36	0.36	NUM
cjfa-33360	219	11	(	(	PUNCT
cjfa-33360	219	12	on	on	ADP
cjfa-33360	219	13	an	an	DET
cjfa-33360	219	14	average	average	NOUN
cjfa-33360	219	15	we	we	PRON
cjfa-33360	219	16	invested	invest	VERB
cjfa-33360	219	17	₹	₹	PROPN
cjfa-33360	219	18	1.18	1.18	NUM
cjfa-33360	219	19	on	on	ADP
cjfa-33360	219	20	the	the	DET
cjfa-33360	219	21	long	long	ADJ
cjfa-33360	219	22	side	side	NOUN
cjfa-33360	219	23	and	and	CCONJ
cjfa-33360	219	24	₹	₹	NOUN
cjfa-33360	219	25	0.82	0.82	NUM
cjfa-33360	219	26	on	on	ADP
cjfa-33360	219	27	the	the	DET
cjfa-33360	219	28	short	short	ADJ
cjfa-33360	219	29	side	side	NOUN
cjfa-33360	219	30	)	)	PUNCT
cjfa-33360	219	31	.	.	PUNCT
cjfa-33360	220	1	when	when	SCONJ
cjfa-33360	220	2	we	we	PRON
cjfa-33360	220	3	com	com	VERB
cjfa-33360	220	4	time	time	NOUN
cjfa-33360	220	5	-	-	PUNCT
cjfa-33360	220	6	series	series	NOUN
cjfa-33360	220	7	and	and	CCONJ
cjfa-33360	220	8	cross	cross	ADJ
cjfa-33360	220	9	-	-	ADJ
cjfa-33360	220	10	sectional	sectional	ADJ
cjfa-33360	220	11	momentum	momentum	NOUN
cjfa-33360	220	12	in	in	ADP
cjfa-33360	220	13	indian	indian	ADJ
cjfa-33360	220	14	stock	stock	NOUN
cjfa-33360	220	15	market	market	NOUN
cjfa-33360	220	16	173	173	NUM
cjfa-33360	220	17	pare	pare	NOUN
cjfa-33360	220	18	the	the	DET
cjfa-33360	220	19	difference	difference	NOUN
cjfa-33360	220	20	between	between	ADP
cjfa-33360	220	21	the	the	DET
cjfa-33360	220	22	absolute	absolute	ADJ
cjfa-33360	220	23	momentum	momentum	NOUN
cjfa-33360	220	24	and	and	CCONJ
cjfa-33360	220	25	relative	relative	ADJ
cjfa-33360	220	26	momentum	momentum	NOUN
cjfa-33360	220	27	,	,	PUNCT
cjfa-33360	220	28	the	the	DET
cjfa-33360	220	29	difference	difference	NOUN
cjfa-33360	220	30	is	be	AUX
cjfa-33360	220	31	large	large	ADJ
cjfa-33360	220	32	and	and	CCONJ
cjfa-33360	220	33	statically	statically	ADV
cjfa-33360	220	34	significant	significant	ADJ
cjfa-33360	220	35	.	.	PUNCT
cjfa-33360	221	1	however	however	ADV
cjfa-33360	221	2	,	,	PUNCT
cjfa-33360	221	3	when	when	SCONJ
cjfa-33360	221	4	we	we	PRON
cjfa-33360	221	5	add	add	VERB
cjfa-33360	221	6	“	"	PUNCT
cjfa-33360	221	7	timevarying	timevarye	VERB
cjfa-33360	221	8	investment	investment	NOUN
cjfa-33360	221	9	”	"	PUNCT
cjfa-33360	221	10	in	in	ADP
cjfa-33360	221	11	the	the	DET
cjfa-33360	221	12	cross	cross	ADJ
cjfa-33360	221	13	-	-	ADJ
cjfa-33360	221	14	sectional	sectional	ADJ
cjfa-33360	221	15	momentum	momentum	NOUN
cjfa-33360	221	16	and	and	CCONJ
cjfa-33360	221	17	compare	compare	VERB
cjfa-33360	221	18	this	this	DET
cjfa-33360	221	19	sum	sum	NOUN
cjfa-33360	221	20	with	with	ADP
cjfa-33360	221	21	time	time	NOUN
cjfa-33360	221	22	-	-	PUNCT
cjfa-33360	221	23	series	series	NOUN
cjfa-33360	221	24	momentum	momentum	NOUN
cjfa-33360	221	25	,	,	PUNCT
cjfa-33360	221	26	we	we	PRON
cjfa-33360	221	27	find	find	VERB
cjfa-33360	221	28	that	that	DET
cjfa-33360	221	29	difference	difference	NOUN
cjfa-33360	221	30	is	be	AUX
cjfa-33360	221	31	small	small	ADJ
cjfa-33360	221	32	and	and	CCONJ
cjfa-33360	221	33	statically	statically	ADV
cjfa-33360	221	34	insignificant	insignificant	ADJ
cjfa-33360	221	35	.	.	PUNCT
cjfa-33360	222	1	from	from	ADP
cjfa-33360	222	2	these	these	DET
cjfa-33360	222	3	findings	finding	NOUN
cjfa-33360	222	4	,	,	PUNCT
cjfa-33360	222	5	we	we	PRON
cjfa-33360	222	6	can	can	AUX
cjfa-33360	222	7	conclude	conclude	VERB
cjfa-33360	222	8	that	that	SCONJ
cjfa-33360	222	9	net	net	ADJ
cjfa-33360	222	10	long	long	ADJ
cjfa-33360	222	11	investment	investment	NOUN
cjfa-33360	222	12	is	be	AUX
cjfa-33360	222	13	the	the	DET
cjfa-33360	222	14	main	main	ADJ
cjfa-33360	222	15	reason	reason	NOUN
cjfa-33360	222	16	behind	behind	ADP
cjfa-33360	222	17	the	the	DET
cjfa-33360	222	18	significant	significant	ADJ
cjfa-33360	222	19	performance	performance	NOUN
cjfa-33360	222	20	of	of	ADP
cjfa-33360	222	21	time	time	NOUN
cjfa-33360	222	22	series	series	PROPN
cjfa-33360	222	23	momentum	momentum	NOUN
cjfa-33360	222	24	over	over	ADP
cjfa-33360	222	25	time	time	NOUN
cjfa-33360	222	26	-	-	PUNCT
cjfa-33360	222	27	series	series	NOUN
cjfa-33360	222	28	momentum	momentum	NOUN
cjfa-33360	222	29	.	.	PUNCT
cjfa-33360	223	1	table	table	NOUN
cjfa-33360	223	2	4	4	NUM
cjfa-33360	223	3	.	.	PUNCT
cjfa-33360	223	4	comparison	comparison	NOUN
cjfa-33360	223	5	of	of	ADP
cjfa-33360	223	6	cross	cross	ADJ
cjfa-33360	223	7	-	-	ADJ
cjfa-33360	223	8	sectional	sectional	ADJ
cjfa-33360	223	9	and	and	CCONJ
cjfa-33360	223	10	time	time	NOUN
cjfa-33360	223	11	-	-	PUNCT
cjfa-33360	223	12	series	series	NOUN
cjfa-33360	223	13	momentum	momentum	NOUN
cjfa-33360	223	14	ts	ts	ADP
cjfa-33360	223	15	cs	cs	PROPN
cjfa-33360	223	16	cstvm	cstvm	PROPN
cjfa-33360	223	17	ts	ts	PROPN
cjfa-33360	223	18	-	-	PUNCT
cjfa-33360	223	19	cs	cs	ADJ
cjfa-33360	223	20	ts	ts	PROPN
cjfa-33360	223	21	-	-	PUNCT
cjfa-33360	223	22	cstvm	cstvm	NOUN
cjfa-33360	223	23	₹	₹	PROPN
cjfa-33360	223	24	long	long	ADJ
cjfa-33360	223	25	₹	₹	PROPN
cjfa-33360	223	26	short	short	ADJ
cjfa-33360	223	27	1.764	1.764	NUM
cjfa-33360	223	28	%	%	NOUN
cjfa-33360	223	29	(	(	PUNCT
cjfa-33360	223	30	3.598	3.598	NUM
cjfa-33360	223	31	)	)	PUNCT
cjfa-33360	223	32	1.038	1.038	NUM
cjfa-33360	223	33	%	%	NOUN
cjfa-33360	223	34	(	(	PUNCT
cjfa-33360	223	35	2.200	2.200	NUM
cjfa-33360	223	36	)	)	PUNCT
cjfa-33360	223	37	1.461	1.461	NUM
cjfa-33360	223	38	%	%	NOUN
cjfa-33360	223	39	(	(	PUNCT
cjfa-33360	223	40	2.914	2.914	NUM
cjfa-33360	223	41	)	)	PUNCT
cjfa-33360	223	42	0.725	0.725	NUM
cjfa-33360	223	43	%	%	NOUN
cjfa-33360	223	44	(	(	PUNCT
cjfa-33360	223	45	2.264	2.264	NUM
cjfa-33360	223	46	)	)	PUNCT
cjfa-33360	223	47	0.301	0.301	NUM
cjfa-33360	223	48	%	%	NOUN
cjfa-33360	223	49	(	(	PUNCT
cjfa-33360	223	50	0.729	0.729	NUM
cjfa-33360	223	51	)	)	PUNCT
cjfa-33360	223	52	₹	₹	PROPN
cjfa-33360	223	53	1.18	1.18	NUM
cjfa-33360	223	54	₹	₹	PROPN
cjfa-33360	224	1	0.82	0.82	NUM
cjfa-33360	224	2	s	s	PART
cjfa-33360	224	3	o	o	NOUN
cjfa-33360	224	4	u	u	NOUN
cjfa-33360	224	5	r	r	NOUN
cjfa-33360	224	6	c	c	NOUN
cjfa-33360	224	7	e	e	NOUN
cjfa-33360	224	8	:	:	PUNCT
cjfa-33360	224	9	authors	author	NOUN
cjfa-33360	224	10	’	'	PUNCT
cjfa-33360	224	11	own	own	ADJ
cjfa-33360	224	12	calculations	calculation	NOUN
cjfa-33360	224	13	using	use	VERB
cjfa-33360	224	14	r	r	NOUN
cjfa-33360	224	15	software	software	NOUN
cjfa-33360	224	16	.	.	PUNCT
cjfa-33360	225	1	discussions	discussion	NOUN
cjfa-33360	225	2	the	the	DET
cjfa-33360	225	3	findings	finding	NOUN
cjfa-33360	225	4	of	of	ADP
cjfa-33360	225	5	the	the	DET
cjfa-33360	225	6	present	present	ADJ
cjfa-33360	225	7	study	study	NOUN
cjfa-33360	225	8	are	be	AUX
cjfa-33360	225	9	consistent	consistent	ADJ
cjfa-33360	225	10	with	with	ADP
cjfa-33360	225	11	the	the	DET
cjfa-33360	225	12	existing	exist	VERB
cjfa-33360	225	13	momentum	momentum	NOUN
cjfa-33360	225	14	investing	invest	VERB
cjfa-33360	225	15	literature	literature	NOUN
cjfa-33360	225	16	.	.	PUNCT
cjfa-33360	226	1	the	the	DET
cjfa-33360	226	2	present	present	ADJ
cjfa-33360	226	3	study	study	NOUN
cjfa-33360	226	4	reports	report	VERB
cjfa-33360	226	5	that	that	SCONJ
cjfa-33360	226	6	both	both	CCONJ
cjfa-33360	226	7	absolute	absolute	ADJ
cjfa-33360	226	8	and	and	CCONJ
cjfa-33360	226	9	relative	relative	ADJ
cjfa-33360	226	10	momentum	momentum	NOUN
cjfa-33360	226	11	strategies	strategy	NOUN
cjfa-33360	226	12	generate	generate	VERB
cjfa-33360	226	13	large	large	ADJ
cjfa-33360	226	14	and	and	CCONJ
cjfa-33360	226	15	significant	significant	ADJ
cjfa-33360	226	16	momentum	momentum	NOUN
cjfa-33360	226	17	payoffs	payoff	NOUN
cjfa-33360	226	18	in	in	ADP
cjfa-33360	226	19	indian	indian	ADJ
cjfa-33360	226	20	stock	stock	NOUN
cjfa-33360	226	21	market	market	NOUN
cjfa-33360	226	22	.	.	PUNCT
cjfa-33360	227	1	both	both	DET
cjfa-33360	227	2	strategies	strategy	NOUN
cjfa-33360	227	3	perform	perform	VERB
cjfa-33360	227	4	superior	superior	ADJ
cjfa-33360	227	5	returns	return	NOUN
cjfa-33360	227	6	in	in	ADP
cjfa-33360	227	7	the	the	DET
cjfa-33360	227	8	short	short	ADJ
cjfa-33360	227	9	window	window	NOUN
cjfa-33360	227	10	(	(	PUNCT
cjfa-33360	227	11	12	12	NUM
cjfa-33360	227	12	months	month	NOUN
cjfa-33360	227	13	’	'	PUNCT
cjfa-33360	227	14	formation	formation	NOUN
cjfa-33360	227	15	and	and	CCONJ
cjfa-33360	227	16	one	one	NUM
cjfa-33360	227	17	month	month	NOUN
cjfa-33360	227	18	holding	holding	NOUN
cjfa-33360	227	19	period	period	NOUN
cjfa-33360	227	20	)	)	PUNCT
cjfa-33360	227	21	than	than	ADP
cjfa-33360	227	22	the	the	DET
cjfa-33360	227	23	long	long	ADJ
cjfa-33360	227	24	window	window	NOUN
cjfa-33360	227	25	(	(	PUNCT
cjfa-33360	227	26	12	12	NUM
cjfa-33360	227	27	months	month	NOUN
cjfa-33360	227	28	’	'	PUNCT
cjfa-33360	227	29	formation	formation	NOUN
cjfa-33360	227	30	and	and	CCONJ
cjfa-33360	227	31	12	12	NUM
cjfa-33360	227	32	months	month	NOUN
cjfa-33360	227	33	holding	hold	VERB
cjfa-33360	227	34	period	period	NOUN
cjfa-33360	227	35	)	)	PUNCT
cjfa-33360	227	36	.	.	PUNCT
cjfa-33360	228	1	consistent	consistent	ADJ
cjfa-33360	228	2	with	with	ADP
cjfa-33360	228	3	the	the	DET
cjfa-33360	228	4	findings	finding	NOUN
cjfa-33360	228	5	of	of	ADP
cjfa-33360	228	6	lim	lim	PROPN
cjfa-33360	228	7	et	et	PROPN
cjfa-33360	228	8	al	al	PROPN
cjfa-33360	228	9	.	.	PROPN
cjfa-33360	229	1	(	(	PUNCT
cjfa-33360	229	2	2018	2018	NUM
cjfa-33360	229	3	)	)	PUNCT
cjfa-33360	229	4	,	,	PUNCT
cjfa-33360	229	5	absolute	absolute	ADJ
cjfa-33360	229	6	momentum	momentum	NOUN
cjfa-33360	229	7	strategies	strategy	NOUN
cjfa-33360	229	8	generate	generate	VERB
cjfa-33360	229	9	superior	superior	ADJ
cjfa-33360	229	10	returns	return	NOUN
cjfa-33360	229	11	than	than	ADP
cjfa-33360	229	12	relative	relative	ADJ
cjfa-33360	229	13	momentum	momentum	NOUN
cjfa-33360	229	14	strategies	strategy	NOUN
cjfa-33360	229	15	(	(	PUNCT
cjfa-33360	229	16	in	in	ADP
cjfa-33360	229	17	all	all	DET
cjfa-33360	229	18	cases	case	NOUN
cjfa-33360	229	19	)	)	PUNCT
cjfa-33360	229	20	.	.	PUNCT
cjfa-33360	230	1	absolute	absolute	ADJ
cjfa-33360	230	2	momentum	momentum	NOUN
cjfa-33360	230	3	payoffs	payoff	NOUN
cjfa-33360	230	4	remain	remain	VERB
cjfa-33360	230	5	significant	significant	ADJ
cjfa-33360	230	6	in	in	ADP
cjfa-33360	230	7	longer	long	ADJ
cjfa-33360	230	8	time	time	NOUN
cjfa-33360	230	9	frames	frame	NOUN
cjfa-33360	230	10	signalling	signal	VERB
cjfa-33360	230	11	that	that	SCONJ
cjfa-33360	230	12	unlike	unlike	ADP
cjfa-33360	230	13	relative	relative	ADJ
cjfa-33360	230	14	momentum	momentum	NOUN
cjfa-33360	230	15	strategies	strategy	NOUN
cjfa-33360	230	16	,	,	PUNCT
cjfa-33360	230	17	these	these	DET
cjfa-33360	230	18	strategies	strategy	NOUN
cjfa-33360	230	19	do	do	AUX
cjfa-33360	230	20	not	not	PART
cjfa-33360	230	21	reverse	reverse	VERB
cjfa-33360	230	22	in	in	ADP
cjfa-33360	230	23	the	the	DET
cjfa-33360	230	24	long	long	ADJ
cjfa-33360	230	25	run	run	NOUN
cjfa-33360	230	26	.	.	PUNCT
cjfa-33360	231	1	further	far	ADV
cjfa-33360	231	2	,	,	PUNCT
cjfa-33360	231	3	the	the	DET
cjfa-33360	231	4	study	study	NOUN
cjfa-33360	231	5	regresses	regress	VERB
cjfa-33360	231	6	the	the	DET
cjfa-33360	231	7	cross	cross	ADJ
cjfa-33360	231	8	-	-	ADJ
cjfa-33360	231	9	sectional	sectional	ADJ
cjfa-33360	231	10	momentum	momentum	NOUN
cjfa-33360	231	11	payoffs	payoff	NOUN
cjfa-33360	231	12	on	on	ADP
cjfa-33360	231	13	time	time	NOUN
cjfa-33360	231	14	-	-	PUNCT
cjfa-33360	231	15	series	series	NOUN
cjfa-33360	231	16	momentum	momentum	NOUN
cjfa-33360	231	17	payoffs	payoff	NOUN
cjfa-33360	231	18	and	and	CCONJ
cjfa-33360	231	19	time	time	NOUN
cjfa-33360	231	20	-	-	PUNCT
cjfa-33360	231	21	series	series	NOUN
cjfa-33360	231	22	momentum	momentum	NOUN
cjfa-33360	231	23	payoffs	payoff	NOUN
cjfa-33360	231	24	on	on	ADP
cjfa-33360	231	25	cross	cross	ADJ
cjfa-33360	231	26	-	-	ADJ
cjfa-33360	231	27	sectional	sectional	ADJ
cjfa-33360	231	28	payoffs	payoff	NOUN
cjfa-33360	231	29	.	.	PUNCT
cjfa-33360	232	1	we	we	PRON
cjfa-33360	232	2	document	document	VERB
cjfa-33360	232	3	that	that	SCONJ
cjfa-33360	232	4	absolute	absolute	ADJ
cjfa-33360	232	5	momentum	momentum	NOUN
cjfa-33360	232	6	strategies	strategy	NOUN
cjfa-33360	232	7	can	can	AUX
cjfa-33360	232	8	capture	capture	VERB
cjfa-33360	232	9	relative	relative	ADJ
cjfa-33360	232	10	momentum	momentum	NOUN
cjfa-33360	232	11	payoffs	payoff	NOUN
cjfa-33360	232	12	.	.	PUNCT
cjfa-33360	233	1	however	however	ADV
cjfa-33360	233	2	,	,	PUNCT
cjfa-33360	233	3	relative	relative	ADJ
cjfa-33360	233	4	momentum	momentum	NOUN
cjfa-33360	233	5	payoffs	payoff	NOUN
cjfa-33360	233	6	can	can	AUX
cjfa-33360	233	7	not	not	PART
cjfa-33360	233	8	capture	capture	VERB
cjfa-33360	233	9	absolute	absolute	ADJ
cjfa-33360	233	10	momentum	momentum	NOUN
cjfa-33360	233	11	payoffs	payoff	NOUN
cjfa-33360	233	12	.	.	PUNCT
cjfa-33360	234	1	these	these	DET
cjfa-33360	234	2	findings	finding	NOUN
cjfa-33360	234	3	are	be	AUX
cjfa-33360	234	4	in	in	ADP
cjfa-33360	234	5	accordance	accordance	NOUN
cjfa-33360	234	6	with	with	ADP
cjfa-33360	234	7	the	the	DET
cjfa-33360	234	8	results	result	NOUN
cjfa-33360	234	9	of	of	ADP
cjfa-33360	234	10	moskowitz	moskowitz	PROPN
cjfa-33360	234	11	et	et	PROPN
cjfa-33360	234	12	al	al	PROPN
cjfa-33360	234	13	.	.	PROPN
cjfa-33360	235	1	(	(	PUNCT
cjfa-33360	235	2	2012	2012	NUM
cjfa-33360	235	3	)	)	PUNCT
cjfa-33360	235	4	.	.	PUNCT
cjfa-33360	236	1	supporting	support	VERB
cjfa-33360	236	2	the	the	DET
cjfa-33360	236	3	results	result	NOUN
cjfa-33360	236	4	of	of	ADP
cjfa-33360	236	5	goyal	goyal	NOUN
cjfa-33360	236	6	and	and	CCONJ
cjfa-33360	236	7	jegadeesh	jegadeesh	NOUN
cjfa-33360	236	8	(	(	PUNCT
cjfa-33360	236	9	2018	2018	NUM
cjfa-33360	236	10	)	)	PUNCT
cjfa-33360	236	11	,	,	PUNCT
cjfa-33360	236	12	the	the	DET
cjfa-33360	236	13	present	present	ADJ
cjfa-33360	236	14	study	study	NOUN
cjfa-33360	236	15	also	also	ADV
cjfa-33360	236	16	finds	find	VERB
cjfa-33360	236	17	that	that	SCONJ
cjfa-33360	236	18	“	"	PUNCT
cjfa-33360	236	19	time	time	NOUN
cjfa-33360	236	20	-	-	PUNCT
cjfa-33360	236	21	varying	vary	VERB
cjfa-33360	236	22	net	net	ADJ
cjfa-33360	236	23	long	long	ADJ
cjfa-33360	236	24	position	position	NOUN
cjfa-33360	236	25	”	"	PUNCT
cjfa-33360	236	26	is	be	AUX
cjfa-33360	236	27	the	the	DET
cjfa-33360	236	28	main	main	ADJ
cjfa-33360	236	29	factor	factor	NOUN
cjfa-33360	236	30	behind	behind	ADP
cjfa-33360	236	31	the	the	DET
cjfa-33360	236	32	superior	superior	ADJ
cjfa-33360	236	33	performance	performance	NOUN
cjfa-33360	236	34	of	of	ADP
cjfa-33360	236	35	time	time	NOUN
cjfa-33360	236	36	-	-	PUNCT
cjfa-33360	236	37	series	series	NOUN
cjfa-33360	236	38	momentum	momentum	NOUN
cjfa-33360	236	39	strategies	strategy	NOUN
cjfa-33360	236	40	.	.	PUNCT
cjfa-33360	237	1	from	from	ADP
cjfa-33360	237	2	the	the	DET
cjfa-33360	237	3	practitioner	practitioner	NOUN
cjfa-33360	237	4	’s	’s	PART
cjfa-33360	237	5	point	point	NOUN
cjfa-33360	237	6	of	of	ADP
cjfa-33360	237	7	view	view	NOUN
cjfa-33360	237	8	,	,	PUNCT
cjfa-33360	237	9	the	the	DET
cjfa-33360	237	10	findings	finding	NOUN
cjfa-33360	237	11	of	of	ADP
cjfa-33360	237	12	the	the	DET
cjfa-33360	237	13	study	study	NOUN
cjfa-33360	237	14	will	will	AUX
cjfa-33360	237	15	assist	assist	VERB
cjfa-33360	237	16	active	active	ADJ
cjfa-33360	237	17	simarjeet	simarjeet	NOUN
cjfa-33360	237	18	singh	singh	PROPN
cjfa-33360	237	19	,	,	PUNCT
cjfa-33360	237	20	nidhi	nidhi	PROPN
cjfa-33360	237	21	walia174	walia174	PROPN
cjfa-33360	237	22	investors	investor	NOUN
cjfa-33360	237	23	in	in	ADP
cjfa-33360	237	24	consistently	consistently	ADV
cjfa-33360	237	25	generating	generate	VERB
cjfa-33360	237	26	superior	superior	ADJ
cjfa-33360	237	27	returns	return	NOUN
cjfa-33360	237	28	.	.	PUNCT
cjfa-33360	238	1	future	future	ADJ
cjfa-33360	238	2	research	research	NOUN
cjfa-33360	238	3	studies	study	NOUN
cjfa-33360	238	4	can	can	AUX
cjfa-33360	238	5	focus	focus	VERB
cjfa-33360	238	6	on	on	ADP
cjfa-33360	238	7	potential	potential	ADJ
cjfa-33360	238	8	explanations	explanation	NOUN
cjfa-33360	238	9	of	of	ADP
cjfa-33360	238	10	the	the	DET
cjfa-33360	238	11	time	time	NOUN
cjfa-33360	238	12	-	-	PUNCT
cjfa-33360	238	13	series	series	NOUN
cjfa-33360	238	14	momentum	momentum	NOUN
cjfa-33360	238	15	effect	effect	NOUN
cjfa-33360	238	16	.	.	PUNCT
cjfa-33360	238	17	 	 	SPACE
cjfa-33360	238	18	conclusion	conclusion	NOUN
cjfa-33360	238	19	although	although	SCONJ
cjfa-33360	238	20	there	there	PRON
cjfa-33360	238	21	are	be	VERB
cjfa-33360	238	22	a	a	DET
cjfa-33360	238	23	number	number	NOUN
cjfa-33360	238	24	of	of	ADP
cjfa-33360	238	25	research	research	NOUN
cjfa-33360	238	26	studies	study	NOUN
cjfa-33360	238	27	available	available	ADJ
cjfa-33360	238	28	on	on	ADP
cjfa-33360	238	29	momentum	momentum	NOUN
cjfa-33360	238	30	,	,	PUNCT
cjfa-33360	238	31	most	most	ADJ
cjfa-33360	238	32	of	of	ADP
cjfa-33360	238	33	them	they	PRON
cjfa-33360	238	34	most	most	ADV
cjfa-33360	238	35	focus	focus	VERB
cjfa-33360	238	36	on	on	ADP
cjfa-33360	238	37	cross	cross	ADJ
cjfa-33360	238	38	-	-	ADJ
cjfa-33360	238	39	sectional	sectional	ADJ
cjfa-33360	238	40	momentum	momentum	NOUN
cjfa-33360	238	41	,	,	PUNCT
cjfa-33360	238	42	whereas	whereas	SCONJ
cjfa-33360	238	43	absolute	absolute	ADJ
cjfa-33360	238	44	momentum	momentum	NOUN
cjfa-33360	238	45	is	be	AUX
cjfa-33360	238	46	a	a	DET
cjfa-33360	238	47	comparatively	comparatively	ADV
cjfa-33360	238	48	new	new	ADJ
cjfa-33360	238	49	phenomenon	phenomenon	NOUN
cjfa-33360	238	50	.	.	PUNCT
cjfa-33360	239	1	in	in	ADP
cjfa-33360	239	2	this	this	DET
cjfa-33360	239	3	study	study	NOUN
cjfa-33360	239	4	,	,	PUNCT
cjfa-33360	239	5	we	we	PRON
cjfa-33360	239	6	test	test	VERB
cjfa-33360	239	7	the	the	DET
cjfa-33360	239	8	performances	performance	NOUN
cjfa-33360	239	9	of	of	ADP
cjfa-33360	239	10	cross	cross	ADJ
cjfa-33360	239	11	-	-	ADJ
cjfa-33360	239	12	sectional	sectional	ADJ
cjfa-33360	239	13	and	and	CCONJ
cjfa-33360	239	14	time	time	NOUN
cjfa-33360	239	15	-	-	PUNCT
cjfa-33360	239	16	series	series	NOUN
cjfa-33360	239	17	momentum	momentum	NOUN
cjfa-33360	239	18	strategies	strategy	NOUN
cjfa-33360	239	19	in	in	ADP
cjfa-33360	239	20	the	the	DET
cjfa-33360	239	21	indian	indian	ADJ
cjfa-33360	239	22	stock	stock	NOUN
cjfa-33360	239	23	market	market	NOUN
cjfa-33360	239	24	.	.	PUNCT
cjfa-33360	240	1	both	both	DET
cjfa-33360	240	2	cross	cross	ADJ
cjfa-33360	240	3	-	-	ADJ
cjfa-33360	240	4	sectional	sectional	ADJ
cjfa-33360	240	5	and	and	CCONJ
cjfa-33360	240	6	time	time	NOUN
cjfa-33360	240	7	-	-	PUNCT
cjfa-33360	240	8	series	series	NOUN
cjfa-33360	240	9	momentum	momentum	NOUN
cjfa-33360	240	10	strategies	strategy	NOUN
cjfa-33360	240	11	generate	generate	VERB
cjfa-33360	240	12	significant	significant	ADJ
cjfa-33360	240	13	profits	profit	NOUN
cjfa-33360	240	14	over	over	ADP
cjfa-33360	240	15	the	the	DET
cjfa-33360	240	16	sample	sample	NOUN
cjfa-33360	240	17	period	period	NOUN
cjfa-33360	240	18	from	from	ADP
cjfa-33360	240	19	2002	2002	NUM
cjfa-33360	240	20	to	to	ADP
cjfa-33360	240	21	2019	2019	NUM
cjfa-33360	240	22	.	.	PUNCT
cjfa-33360	241	1	clearly	clearly	ADV
cjfa-33360	241	2	,	,	PUNCT
cjfa-33360	241	3	time	time	NOUN
cjfa-33360	241	4	-	-	PUNCT
cjfa-33360	241	5	series	series	NOUN
cjfa-33360	241	6	momentum	momentum	NOUN
cjfa-33360	241	7	strategies	strategy	NOUN
cjfa-33360	241	8	perform	perform	VERB
cjfa-33360	241	9	better	well	ADJ
cjfa-33360	241	10	than	than	ADP
cjfa-33360	241	11	cross	cross	ADJ
cjfa-33360	241	12	-	-	ADJ
cjfa-33360	241	13	sectional	sectional	ADJ
cjfa-33360	241	14	momentum	momentum	NOUN
cjfa-33360	241	15	.	.	PUNCT
cjfa-33360	242	1	time	time	NOUN
cjfa-33360	242	2	-	-	PUNCT
cjfa-33360	242	3	series	series	NOUN
cjfa-33360	242	4	momentum	momentum	NOUN
cjfa-33360	242	5	strategies	strategy	NOUN
cjfa-33360	242	6	also	also	ADV
cjfa-33360	242	7	perform	perform	VERB
cjfa-33360	242	8	better	well	ADV
cjfa-33360	242	9	when	when	SCONJ
cjfa-33360	242	10	we	we	PRON
cjfa-33360	242	11	hold	hold	VERB
cjfa-33360	242	12	portfolios	portfolio	NOUN
cjfa-33360	242	13	for	for	ADP
cjfa-33360	242	14	longer	long	ADJ
cjfa-33360	242	15	time	time	NOUN
cjfa-33360	242	16	whereas	whereas	SCONJ
cjfa-33360	242	17	returns	return	NOUN
cjfa-33360	242	18	from	from	ADP
cjfa-33360	242	19	cross	cross	ADJ
cjfa-33360	242	20	-	-	ADJ
cjfa-33360	242	21	sectional	sectional	ADJ
cjfa-33360	242	22	momentum	momentum	NOUN
cjfa-33360	242	23	strategies	strategy	NOUN
cjfa-33360	242	24	decline	decline	VERB
cjfa-33360	242	25	in	in	ADP
cjfa-33360	242	26	long	long	ADJ
cjfa-33360	242	27	time	time	NOUN
cjfa-33360	242	28	periods	period	NOUN
cjfa-33360	242	29	.	.	PUNCT
cjfa-33360	243	1	though	though	SCONJ
cjfa-33360	243	2	both	both	DET
cjfa-33360	243	3	time	time	NOUN
cjfa-33360	243	4	series	series	NOUN
cjfa-33360	243	5	and	and	CCONJ
cjfa-33360	243	6	cross	cross	ADJ
cjfa-33360	243	7	-	-	ADJ
cjfa-33360	243	8	sectional	sectional	ADJ
cjfa-33360	243	9	momentum	momentum	NOUN
cjfa-33360	243	10	strategies	strategy	NOUN
cjfa-33360	243	11	select	select	VERB
cjfa-33360	243	12	stocks	stock	NOUN
cjfa-33360	243	13	on	on	ADP
cjfa-33360	243	14	the	the	DET
cjfa-33360	243	15	basis	basis	NOUN
cjfa-33360	243	16	of	of	ADP
cjfa-33360	243	17	their	their	PRON
cjfa-33360	243	18	past	past	ADJ
cjfa-33360	243	19	performance	performance	NOUN
cjfa-33360	243	20	in	in	ADP
cjfa-33360	243	21	timeseries	timeserie	NOUN
cjfa-33360	243	22	momentum	momentum	NOUN
cjfa-33360	243	23	strategies	strategy	NOUN
cjfa-33360	243	24	we	we	PRON
cjfa-33360	243	25	select	select	VERB
cjfa-33360	243	26	stocks	stock	NOUN
cjfa-33360	243	27	on	on	ADP
cjfa-33360	243	28	the	the	DET
cjfa-33360	243	29	basis	basis	NOUN
cjfa-33360	243	30	of	of	ADP
cjfa-33360	243	31	their	their	PRON
cjfa-33360	243	32	own	own	ADJ
cjfa-33360	243	33	past	past	ADJ
cjfa-33360	243	34	performance	performance	NOUN
cjfa-33360	243	35	whereas	whereas	SCONJ
cjfa-33360	243	36	in	in	ADP
cjfa-33360	243	37	cross	cross	ADJ
cjfa-33360	243	38	-	-	ADJ
cjfa-33360	243	39	sectional	sectional	ADJ
cjfa-33360	243	40	momentum	momentum	NOUN
cjfa-33360	243	41	we	we	PRON
cjfa-33360	243	42	select	select	VERB
cjfa-33360	243	43	stocks	stock	NOUN
cjfa-33360	243	44	on	on	ADP
cjfa-33360	243	45	the	the	DET
cjfa-33360	243	46	basis	basis	NOUN
cjfa-33360	243	47	of	of	ADP
cjfa-33360	243	48	their	their	PRON
cjfa-33360	243	49	relative	relative	ADJ
cjfa-33360	243	50	performance	performance	NOUN
cjfa-33360	243	51	.	.	PUNCT
cjfa-33360	244	1	when	when	SCONJ
cjfa-33360	244	2	we	we	PRON
cjfa-33360	244	3	compare	compare	VERB
cjfa-33360	244	4	performances	performance	NOUN
cjfa-33360	244	5	of	of	ADP
cjfa-33360	244	6	time	time	NOUN
cjfa-33360	244	7	-	-	PUNCT
cjfa-33360	244	8	series	series	NOUN
cjfa-33360	244	9	momentum	momentum	NOUN
cjfa-33360	244	10	strategies	strategy	NOUN
cjfa-33360	244	11	with	with	ADP
cjfa-33360	244	12	cross	cross	ADJ
cjfa-33360	244	13	-	-	ADJ
cjfa-33360	244	14	sectional	sectional	ADJ
cjfa-33360	244	15	momentum	momentum	NOUN
cjfa-33360	244	16	strategies	strategy	NOUN
cjfa-33360	244	17	,	,	PUNCT
cjfa-33360	244	18	we	we	PRON
cjfa-33360	244	19	find	find	VERB
cjfa-33360	244	20	that	that	SCONJ
cjfa-33360	244	21	due	due	ADP
cjfa-33360	244	22	to	to	ADP
cjfa-33360	244	23	more	more	ADJ
cjfa-33360	244	24	investments	investment	NOUN
cjfa-33360	244	25	in	in	ADP
cjfa-33360	244	26	long	long	ADJ
cjfa-33360	244	27	positions	position	NOUN
cjfa-33360	244	28	,	,	PUNCT
cjfa-33360	244	29	time	time	NOUN
cjfa-33360	244	30	-	-	PUNCT
cjfa-33360	244	31	series	series	NOUN
cjfa-33360	244	32	momentum	momentum	NOUN
cjfa-33360	244	33	strategies	strategy	NOUN
cjfa-33360	244	34	perform	perform	VERB
cjfa-33360	244	35	better	well	ADJ
cjfa-33360	244	36	than	than	ADP
cjfa-33360	244	37	cross	cross	ADJ
cjfa-33360	244	38	-	-	ADJ
cjfa-33360	244	39	sectional	sectional	ADJ
cjfa-33360	244	40	momentum	momentum	NOUN
cjfa-33360	244	41	.	.	PUNCT
cjfa-33360	245	1	our	our	PRON
cjfa-33360	245	2	findings	finding	NOUN
cjfa-33360	245	3	contribute	contribute	VERB
cjfa-33360	245	4	to	to	ADP
cjfa-33360	245	5	the	the	DET
cjfa-33360	245	6	literature	literature	NOUN
cjfa-33360	245	7	on	on	ADP
cjfa-33360	245	8	financial	financial	ADJ
cjfa-33360	245	9	anomalies	anomaly	NOUN
cjfa-33360	245	10	by	by	ADP
cjfa-33360	245	11	giving	give	VERB
cjfa-33360	245	12	the	the	DET
cjfa-33360	245	13	initial	initial	ADJ
cjfa-33360	245	14	evidence	evidence	NOUN
cjfa-33360	245	15	of	of	ADP
cjfa-33360	245	16	significant	significant	ADJ
cjfa-33360	245	17	timeseries	timeserie	NOUN
cjfa-33360	245	18	momentum	momentum	NOUN
cjfa-33360	245	19	effect	effect	NOUN
cjfa-33360	245	20	in	in	ADP
cjfa-33360	245	21	indian	indian	ADJ
cjfa-33360	245	22	stock	stock	NOUN
cjfa-33360	245	23	market	market	NOUN
cjfa-33360	245	24	.	.	PUNCT
cjfa-33360	246	1	given	give	VERB
cjfa-33360	246	2	the	the	DET
cjfa-33360	246	3	fact	fact	NOUN
cjfa-33360	246	4	that	that	SCONJ
cjfa-33360	246	5	indian	indian	ADJ
cjfa-33360	246	6	stock	stock	NOUN
cjfa-33360	246	7	market	market	NOUN
cjfa-33360	246	8	is	be	AUX
cjfa-33360	246	9	the	the	DET
cjfa-33360	246	10	second	second	ADJ
cjfa-33360	246	11	most	most	ADV
cjfa-33360	246	12	preferred	preferred	ADJ
cjfa-33360	246	13	destination	destination	NOUN
cjfa-33360	246	14	(	(	PUNCT
cjfa-33360	246	15	among	among	ADP
cjfa-33360	246	16	emerging	emerge	VERB
cjfa-33360	246	17	countries	country	NOUN
cjfa-33360	246	18	)	)	PUNCT
cjfa-33360	246	19	for	for	ADP
cjfa-33360	246	20	global	global	ADJ
cjfa-33360	246	21	fund	fund	NOUN
cjfa-33360	246	22	managers	manager	NOUN
cjfa-33360	246	23	,	,	PUNCT
cjfa-33360	246	24	the	the	DET
cjfa-33360	246	25	findings	finding	NOUN
cjfa-33360	246	26	of	of	ADP
cjfa-33360	246	27	the	the	DET
cjfa-33360	246	28	study	study	NOUN
cjfa-33360	246	29	will	will	AUX
cjfa-33360	246	30	help	help	VERB
cjfa-33360	246	31	local	local	ADJ
cjfa-33360	246	32	and	and	CCONJ
cjfa-33360	246	33	global	global	ADJ
cjfa-33360	246	34	fund	fund	NOUN
cjfa-33360	246	35	managers	manager	NOUN
cjfa-33360	246	36	in	in	ADP
cjfa-33360	246	37	the	the	DET
cjfa-33360	246	38	formulation	formulation	NOUN
cjfa-33360	246	39	of	of	ADP
cjfa-33360	246	40	more	more	ADV
cjfa-33360	246	41	profitable	profitable	ADJ
cjfa-33360	246	42	equity	equity	NOUN
cjfa-33360	246	43	strategies	strategy	NOUN
cjfa-33360	246	44	.	.	PUNCT
cjfa-33360	246	45	 	 	SPACE
cjfa-33360	247	1	references	reference	NOUN
cjfa-33360	247	2	asness	asness	PROPN
cjfa-33360	247	3	,	,	PUNCT
cjfa-33360	247	4	c.s	c.s	PROPN
cjfa-33360	247	5	.	.	PROPN
cjfa-33360	247	6	,	,	PUNCT
cjfa-33360	247	7	moskowitz	moskowitz	PROPN
cjfa-33360	247	8	,	,	PUNCT
cjfa-33360	247	9	t.j	t.j	PROPN
cjfa-33360	247	10	.	.	PROPN
cjfa-33360	247	11	,	,	PUNCT
cjfa-33360	247	12	&	&	CCONJ
cjfa-33360	247	13	pedersen	pedersen	PROPN
cjfa-33360	247	14	,	,	PUNCT
cjfa-33360	247	15	l.h	l.h	PROPN
cjfa-33360	247	16	.	.	PROPN
cjfa-33360	248	1	(	(	PUNCT
cjfa-33360	248	2	2013	2013	NUM
cjfa-33360	248	3	)	)	PUNCT
cjfa-33360	248	4	.	.	PUNCT
cjfa-33360	249	1	value	value	NOUN
cjfa-33360	249	2	and	and	CCONJ
cjfa-33360	249	3	momentum	momentum	NOUN
cjfa-33360	249	4	everywhere	everywhere	ADV
cjfa-33360	249	5	.	.	PUNCT
cjfa-33360	250	1	the	the	DET
cjfa-33360	250	2	journal	journal	PROPN
cjfa-33360	250	3	of	of	ADP
cjfa-33360	250	4	finance	finance	NOUN
cjfa-33360	250	5	,	,	PUNCT
cjfa-33360	250	6	68(3	68(3	PROPN
cjfa-33360	250	7	)	)	PUNCT
cjfa-33360	250	8	,	,	PUNCT
cjfa-33360	250	9	929	929	NUM
cjfa-33360	250	10	-	-	SYM
cjfa-33360	250	11	985	985	NUM
cjfa-33360	250	12	.	.	PUNCT
cjfa-33360	251	1	http://dx.doi.org/10.1111/jofi.12021	http://dx.doi.org/10.1111/jofi.12021	X
cjfa-33360	251	2	.	.	PUNCT
cjfa-33360	252	1	bali	bali	PROPN
cjfa-33360	252	2	,	,	PUNCT
cjfa-33360	252	3	t.g	t.g	PROPN
cjfa-33360	252	4	.	.	PROPN
cjfa-33360	252	5	,	,	PUNCT
cjfa-33360	252	6	engle	engle	PROPN
cjfa-33360	252	7	,	,	PUNCT
cjfa-33360	252	8	r.f	r.f	PROPN
cjfa-33360	252	9	.	.	PROPN
cjfa-33360	252	10	,	,	PUNCT
cjfa-33360	252	11	&	&	CCONJ
cjfa-33360	252	12	murray	murray	PROPN
cjfa-33360	252	13	,	,	PUNCT
cjfa-33360	252	14	s.	s.	PROPN
cjfa-33360	252	15	(	(	PUNCT
cjfa-33360	252	16	2016	2016	NUM
cjfa-33360	252	17	)	)	PUNCT
cjfa-33360	252	18	.	.	PUNCT
cjfa-33360	253	1	empirical	empirical	ADJ
cjfa-33360	253	2	asset	asset	NOUN
cjfa-33360	253	3	pricing	pricing	NOUN
cjfa-33360	253	4	:	:	PUNCT
cjfa-33360	253	5	the	the	DET
cjfa-33360	253	6	cross	cross	NOUN
cjfa-33360	253	7	section	section	NOUN
cjfa-33360	253	8	of	of	ADP
cjfa-33360	253	9	stock	stock	NOUN
cjfa-33360	253	10	returns	return	NOUN
cjfa-33360	253	11	.	.	PUNCT
cjfa-33360	254	1	hoboken	hoboken	PROPN
cjfa-33360	254	2	:	:	PUNCT
cjfa-33360	254	3	john	john	PROPN
cjfa-33360	254	4	wiley	wiley	PROPN
cjfa-33360	254	5	&	&	CCONJ
cjfa-33360	254	6	sons	son	NOUN
cjfa-33360	254	7	.	.	PUNCT
cjfa-33360	255	1	beracha	beracha	PROPN
cjfa-33360	255	2	,	,	PUNCT
cjfa-33360	255	3	e.	e.	PROPN
cjfa-33360	255	4	,	,	PUNCT
cjfa-33360	255	5	&	&	CCONJ
cjfa-33360	255	6	skiba	skiba	PROPN
cjfa-33360	255	7	,	,	PUNCT
cjfa-33360	255	8	h.	h.	PROPN
cjfa-33360	255	9	(	(	PUNCT
cjfa-33360	255	10	2011	2011	NUM
cjfa-33360	255	11	)	)	PUNCT
cjfa-33360	255	12	.	.	PUNCT
cjfa-33360	256	1	momentum	momentum	NOUN
cjfa-33360	256	2	in	in	ADP
cjfa-33360	256	3	residential	residential	ADJ
cjfa-33360	256	4	real	real	ADJ
cjfa-33360	256	5	estate	estate	NOUN
cjfa-33360	256	6	.	.	PUNCT
cjfa-33360	257	1	the	the	DET
cjfa-33360	257	2	journal	journal	NOUN
cjfa-33360	257	3	of	of	ADP
cjfa-33360	257	4	real	real	ADJ
cjfa-33360	257	5	estate	estate	NOUN
cjfa-33360	257	6	finance	finance	NOUN
cjfa-33360	257	7	and	and	CCONJ
cjfa-33360	257	8	economics	economic	NOUN
cjfa-33360	257	9	,	,	PUNCT
cjfa-33360	257	10	43(3	43(3	NUM
cjfa-33360	257	11	)	)	PUNCT
cjfa-33360	257	12	,	,	PUNCT
cjfa-33360	257	13	299	299	NUM
cjfa-33360	257	14	-	-	SYM
cjfa-33360	257	15	320	320	NUM
cjfa-33360	257	16	.	.	PUNCT
cjfa-33360	257	17	http://dx.doi.org/10.1007/s11146009-9210-2	http://dx.doi.org/10.1007/s11146009-9210-2	PROPN
cjfa-33360	257	18	.	.	PUNCT
cjfa-33360	258	1	time	time	NOUN
cjfa-33360	258	2	-	-	PUNCT
cjfa-33360	258	3	series	series	NOUN
cjfa-33360	258	4	and	and	CCONJ
cjfa-33360	258	5	cross	cross	ADJ
cjfa-33360	258	6	-	-	ADJ
cjfa-33360	258	7	sectional	sectional	ADJ
cjfa-33360	258	8	momentum	momentum	NOUN
cjfa-33360	258	9	in	in	ADP
cjfa-33360	258	10	indian	indian	ADJ
cjfa-33360	258	11	stock	stock	NOUN
cjfa-33360	258	12	market	market	NOUN
cjfa-33360	258	13	175	175	NUM
cjfa-33360	258	14	bird	bird	NOUN
cjfa-33360	258	15	,	,	PUNCT
cjfa-33360	258	16	r.	r.	PROPN
cjfa-33360	258	17	,	,	PUNCT
cjfa-33360	258	18	gao	gao	PROPN
cjfa-33360	258	19	,	,	PUNCT
cjfa-33360	258	20	x.	x.	PROPN
cjfa-33360	258	21	,	,	PUNCT
cjfa-33360	258	22	&	&	CCONJ
cjfa-33360	258	23	yeung	yeung	PROPN
cjfa-33360	258	24	,	,	PUNCT
cjfa-33360	258	25	d.	d.	PROPN
cjfa-33360	258	26	(	(	PUNCT
cjfa-33360	258	27	2017	2017	NUM
cjfa-33360	258	28	)	)	PUNCT
cjfa-33360	258	29	.	.	PUNCT
cjfa-33360	259	1	time	time	NOUN
cjfa-33360	259	2	-	-	PUNCT
cjfa-33360	259	3	series	series	NOUN
cjfa-33360	259	4	and	and	CCONJ
cjfa-33360	259	5	cross	cross	ADJ
cjfa-33360	259	6	-	-	ADJ
cjfa-33360	259	7	sectional	sectional	ADJ
cjfa-33360	259	8	momentum	momentum	NOUN
cjfa-33360	259	9	strategies	strategy	NOUN
cjfa-33360	259	10	under	under	ADP
cjfa-33360	259	11	alternative	alternative	ADJ
cjfa-33360	259	12	implementation	implementation	NOUN
cjfa-33360	259	13	strategies	strategy	NOUN
cjfa-33360	259	14	.	.	PUNCT
cjfa-33360	260	1	australian	australian	ADJ
cjfa-33360	260	2	journal	journal	NOUN
cjfa-33360	260	3	of	of	ADP
cjfa-33360	260	4	management	management	NOUN
cjfa-33360	260	5	,	,	PUNCT
cjfa-33360	260	6	42(2	42(2	NOUN
cjfa-33360	260	7	)	)	PUNCT
cjfa-33360	260	8	,	,	PUNCT
cjfa-33360	260	9	230–251	230–251	NUM
cjfa-33360	260	10	.	.	PUNCT
cjfa-33360	261	1	https://doi.org/10.1177/0312896215619965	https://doi.org/10.1177/0312896215619965	NOUN
cjfa-33360	261	2	.	.	PUNCT
cjfa-33360	262	1	chan	chan	PROPN
cjfa-33360	262	2	,	,	PUNCT
cjfa-33360	262	3	l.k.c	l.k.c	NOUN
cjfa-33360	262	4	.	.	PUNCT
cjfa-33360	262	5	,	,	PUNCT
cjfa-33360	262	6	jegadeesh	jegadeesh	PROPN
cjfa-33360	262	7	,	,	PUNCT
cjfa-33360	262	8	n.	n.	NOUN
cjfa-33360	262	9	,	,	PUNCT
cjfa-33360	262	10	&	&	CCONJ
cjfa-33360	262	11	lakonishok	lakonishok	PROPN
cjfa-33360	262	12	,	,	PUNCT
cjfa-33360	262	13	j.	j.	PROPN
cjfa-33360	262	14	(	(	PUNCT
cjfa-33360	262	15	1996	1996	NUM
cjfa-33360	262	16	)	)	PUNCT
cjfa-33360	262	17	.	.	PUNCT
cjfa-33360	263	1	momentum	momentum	NOUN
cjfa-33360	263	2	strategies	strategy	NOUN
cjfa-33360	263	3	.	.	PUNCT
cjfa-33360	264	1	the	the	DET
cjfa-33360	264	2	journal	journal	PROPN
cjfa-33360	264	3	of	of	ADP
cjfa-33360	264	4	finance	finance	NOUN
cjfa-33360	264	5	,	,	PUNCT
cjfa-33360	264	6	51(5	51(5	NUM
cjfa-33360	264	7	)	)	PUNCT
cjfa-33360	264	8	,	,	PUNCT
cjfa-33360	264	9	1681	1681	NUM
cjfa-33360	264	10	-	-	SYM
cjfa-33360	264	11	1713	1713	NUM
cjfa-33360	264	12	.	.	PUNCT
cjfa-33360	265	1	http://dx.doi.org/10.1111/j.1540-6261.1996.tb05222.x	http://dx.doi.org/10.1111/j.1540-6261.1996.tb05222.x	PROPN
cjfa-33360	265	2	.	.	PUNCT
cjfa-33360	265	3	conrad	conrad	PROPN
cjfa-33360	265	4	,	,	PUNCT
cjfa-33360	265	5	j.	j.	PROPN
cjfa-33360	265	6	,	,	PUNCT
cjfa-33360	265	7	&	&	CCONJ
cjfa-33360	265	8	kaul	kaul	PROPN
cjfa-33360	265	9	,	,	PUNCT
cjfa-33360	265	10	g.	g.	PROPN
cjfa-33360	265	11	(	(	PUNCT
cjfa-33360	265	12	1998	1998	NUM
cjfa-33360	265	13	)	)	PUNCT
cjfa-33360	265	14	.	.	PUNCT
cjfa-33360	266	1	an	an	DET
cjfa-33360	266	2	anatomy	anatomy	NOUN
cjfa-33360	266	3	of	of	ADP
cjfa-33360	266	4	trading	trading	NOUN
cjfa-33360	266	5	strategies	strategy	NOUN
cjfa-33360	266	6	.	.	PUNCT
cjfa-33360	267	1	the	the	DET
cjfa-33360	267	2	review	review	NOUN
cjfa-33360	267	3	of	of	ADP
cjfa-33360	267	4	financial	financial	ADJ
cjfa-33360	267	5	studies	study	NOUN
cjfa-33360	267	6	,	,	PUNCT
cjfa-33360	267	7	11(3	11(3	NUM
cjfa-33360	267	8	)	)	PUNCT
cjfa-33360	267	9	,	,	PUNCT
cjfa-33360	267	10	489	489	NUM
cjfa-33360	267	11	-	-	SYM
cjfa-33360	267	12	519	519	NUM
cjfa-33360	267	13	.	.	PUNCT
cjfa-33360	267	14	http://dx.doi.org/10.1093/rfs/11.3.489	http://dx.doi.org/10.1093/rfs/11.3.489	NOUN
cjfa-33360	267	15	.	.	PUNCT
cjfa-33360	268	1	derwall	derwall	PROPN
cjfa-33360	268	2	,	,	PUNCT
cjfa-33360	268	3	j.	j.	PROPN
cjfa-33360	268	4	,	,	PUNCT
cjfa-33360	268	5	huij	huij	PROPN
cjfa-33360	268	6	,	,	PUNCT
cjfa-33360	268	7	j.	j.	PROPN
cjfa-33360	268	8	,	,	PUNCT
cjfa-33360	268	9	brounen	brounen	PROPN
cjfa-33360	268	10	,	,	PUNCT
cjfa-33360	268	11	d.	d.	PROPN
cjfa-33360	268	12	,	,	PUNCT
cjfa-33360	268	13	&	&	CCONJ
cjfa-33360	268	14	marquering	marquering	PROPN
cjfa-33360	268	15	,	,	PUNCT
cjfa-33360	268	16	w.	w.	PROPN
cjfa-33360	268	17	(	(	PUNCT
cjfa-33360	268	18	2009	2009	NUM
cjfa-33360	268	19	)	)	PUNCT
cjfa-33360	268	20	.	.	PUNCT
cjfa-33360	269	1	reit	reit	NOUN
cjfa-33360	269	2	momentum	momentum	NOUN
cjfa-33360	269	3	and	and	CCONJ
cjfa-33360	269	4	the	the	DET
cjfa-33360	269	5	performance	performance	NOUN
cjfa-33360	269	6	of	of	ADP
cjfa-33360	269	7	real	real	ADJ
cjfa-33360	269	8	estate	estate	NOUN
cjfa-33360	269	9	mutual	mutual	ADJ
cjfa-33360	269	10	funds	fund	NOUN
cjfa-33360	269	11	.	.	PUNCT
cjfa-33360	270	1	financial	financial	ADJ
cjfa-33360	270	2	analysts	analyst	NOUN
cjfa-33360	270	3	journal	journal	NOUN
cjfa-33360	270	4	,	,	PUNCT
cjfa-33360	270	5	65(5	65(5	PROPN
cjfa-33360	270	6	)	)	PUNCT
cjfa-33360	270	7	,	,	PUNCT
cjfa-33360	270	8	24	24	NUM
cjfa-33360	270	9	-	-	SYM
cjfa-33360	270	10	34	34	NUM
cjfa-33360	270	11	.	.	PUNCT
cjfa-33360	271	1	http://dx.doi.org/10.2469/faj.v65.n5.4	http://dx.doi.org/10.2469/faj.v65.n5.4	X
cjfa-33360	271	2	.	.	PUNCT
cjfa-33360	271	3	du	du	PROPN
cjfa-33360	271	4	,	,	PUNCT
cjfa-33360	271	5	d.	d.	PROPN
cjfa-33360	271	6	(	(	PUNCT
cjfa-33360	271	7	2008	2008	NUM
cjfa-33360	271	8	)	)	PUNCT
cjfa-33360	271	9	.	.	PUNCT
cjfa-33360	272	1	the	the	DET
cjfa-33360	272	2	52	52	NUM
cjfa-33360	272	3	-	-	PUNCT
cjfa-33360	272	4	week	week	NOUN
cjfa-33360	272	5	high	high	ADJ
cjfa-33360	272	6	and	and	CCONJ
cjfa-33360	272	7	momentum	momentum	NOUN
cjfa-33360	272	8	investing	invest	VERB
cjfa-33360	272	9	in	in	ADP
cjfa-33360	272	10	international	international	ADJ
cjfa-33360	272	11	stock	stock	NOUN
cjfa-33360	272	12	indexes	index	NOUN
cjfa-33360	272	13	.	.	PUNCT
cjfa-33360	273	1	the	the	DET
cjfa-33360	273	2	quarterly	quarterly	ADJ
cjfa-33360	273	3	review	review	NOUN
cjfa-33360	273	4	of	of	ADP
cjfa-33360	273	5	economics	economic	NOUN
cjfa-33360	273	6	and	and	CCONJ
cjfa-33360	273	7	finance	finance	NOUN
cjfa-33360	273	8	,	,	PUNCT
cjfa-33360	273	9	48(1	48(1	NOUN
cjfa-33360	273	10	)	)	PUNCT
cjfa-33360	273	11	,	,	PUNCT
cjfa-33360	273	12	61	61	NUM
cjfa-33360	273	13	-	-	SYM
cjfa-33360	273	14	77	77	NUM
cjfa-33360	273	15	.	.	PUNCT
cjfa-33360	274	1	http://dx.doi	http://dx.doi	NOUN
cjfa-33360	274	2	.	.	PUNCT
cjfa-33360	275	1	org/10.1016	org/10.1016	PROPN
cjfa-33360	275	2	/	/	SYM
cjfa-33360	275	3	j.qref.2007.02.001	j.qref.2007.02.001	PROPN
cjfa-33360	275	4	.	.	PUNCT
cjfa-33360	276	1	fama	fama	PROPN
cjfa-33360	276	2	,	,	PUNCT
cjfa-33360	276	3	e.f	e.f	PROPN
cjfa-33360	276	4	.	.	PROPN
cjfa-33360	276	5	,	,	PUNCT
cjfa-33360	276	6	&	&	CCONJ
cjfa-33360	276	7	french	french	PROPN
cjfa-33360	276	8	,	,	PUNCT
cjfa-33360	276	9	k.r	k.r	PROPN
cjfa-33360	276	10	.	.	PROPN
cjfa-33360	276	11	(	(	PUNCT
cjfa-33360	276	12	1992	1992	NUM
cjfa-33360	276	13	)	)	PUNCT
cjfa-33360	276	14	.	.	PUNCT
cjfa-33360	277	1	the	the	DET
cjfa-33360	277	2	cross	cross	NOUN
cjfa-33360	277	3	-	-	NOUN
cjfa-33360	277	4	section	section	NOUN
cjfa-33360	277	5	of	of	ADP
cjfa-33360	277	6	expected	expect	VERB
cjfa-33360	277	7	stock	stock	NOUN
cjfa-33360	277	8	returns	return	NOUN
cjfa-33360	277	9	.	.	PUNCT
cjfa-33360	278	1	the	the	DET
cjfa-33360	278	2	journal	journal	PROPN
cjfa-33360	278	3	of	of	ADP
cjfa-33360	278	4	finance	finance	PROPN
cjfa-33360	278	5	,	,	PUNCT
cjfa-33360	278	6	47(2	47(2	PROPN
cjfa-33360	278	7	)	)	PUNCT
cjfa-33360	278	8	,	,	PUNCT
cjfa-33360	278	9	427	427	NUM
cjfa-33360	278	10	-	-	SYM
cjfa-33360	278	11	465	465	NUM
cjfa-33360	278	12	.	.	PUNCT
cjfa-33360	279	1	http://dx.doi.org/10.1111/j.1540-6261.1992	http://dx.doi.org/10.1111/j.1540-6261.1992	PROPN
cjfa-33360	279	2	.	.	PUNCT
cjfa-33360	280	1	tb04398.x	tb04398.x	NOUN
cjfa-33360	280	2	.	.	PUNCT
cjfa-33360	281	1	fuertes	fuerte	NOUN
cjfa-33360	281	2	,	,	PUNCT
cjfa-33360	281	3	a.-m	a.-m	PROPN
cjfa-33360	281	4	.	.	PROPN
cjfa-33360	281	5	,	,	PUNCT
cjfa-33360	281	6	miffre	miffre	PROPN
cjfa-33360	281	7	,	,	PUNCT
cjfa-33360	281	8	j.	j.	PROPN
cjfa-33360	281	9	,	,	PUNCT
cjfa-33360	281	10	&	&	CCONJ
cjfa-33360	281	11	fernandez	fernandez	PROPN
cjfa-33360	281	12	-	-	PUNCT
cjfa-33360	281	13	perez	perez	PROPN
cjfa-33360	281	14	,	,	PUNCT
cjfa-33360	281	15	a.	a.	NOUN
cjfa-33360	281	16	(	(	PUNCT
cjfa-33360	281	17	2015	2015	NUM
cjfa-33360	281	18	)	)	PUNCT
cjfa-33360	281	19	.	.	PUNCT
cjfa-33360	282	1	commodity	commodity	NOUN
cjfa-33360	282	2	strategies	strategy	NOUN
cjfa-33360	282	3	based	base	VERB
cjfa-33360	282	4	on	on	ADP
cjfa-33360	282	5	momentum	momentum	NOUN
cjfa-33360	282	6	,	,	PUNCT
cjfa-33360	282	7	term	term	NOUN
cjfa-33360	282	8	structure	structure	NOUN
cjfa-33360	282	9	,	,	PUNCT
cjfa-33360	282	10	and	and	CCONJ
cjfa-33360	282	11	idiosyncratic	idiosyncratic	ADJ
cjfa-33360	282	12	volatility	volatility	NOUN
cjfa-33360	282	13	.	.	PUNCT
cjfa-33360	283	1	journal	journal	PROPN
cjfa-33360	283	2	of	of	ADP
cjfa-33360	283	3	futures	future	NOUN
cjfa-33360	283	4	markets	market	NOUN
cjfa-33360	283	5	,	,	PUNCT
cjfa-33360	283	6	35(3	35(3	NUM
cjfa-33360	283	7	)	)	PUNCT
cjfa-33360	283	8	,	,	PUNCT
cjfa-33360	283	9	274	274	NUM
cjfa-33360	283	10	-	-	SYM
cjfa-33360	283	11	297	297	NUM
cjfa-33360	283	12	.	.	PUNCT
cjfa-33360	284	1	http://dx.doi.org/10.1002/fut.21656	http://dx.doi.org/10.1002/fut.21656	PROPN
cjfa-33360	284	2	.	.	PUNCT
cjfa-33360	284	3	garg	garg	PROPN
cjfa-33360	284	4	,	,	PUNCT
cjfa-33360	284	5	a.k	a.k	PROPN
cjfa-33360	284	6	.	.	PROPN
cjfa-33360	284	7	,	,	PUNCT
cjfa-33360	284	8	&	&	CCONJ
cjfa-33360	284	9	varshney	varshney	NOUN
cjfa-33360	284	10	,	,	PUNCT
cjfa-33360	284	11	p.	p.	NOUN
cjfa-33360	284	12	(	(	PUNCT
cjfa-33360	284	13	2015	2015	NUM
cjfa-33360	284	14	)	)	PUNCT
cjfa-33360	284	15	.	.	PUNCT
cjfa-33360	285	1	momentum	momentum	NOUN
cjfa-33360	285	2	effect	effect	NOUN
cjfa-33360	285	3	in	in	ADP
cjfa-33360	285	4	indian	indian	ADJ
cjfa-33360	285	5	stock	stock	NOUN
cjfa-33360	285	6	market	market	NOUN
cjfa-33360	285	7	:	:	PUNCT
cjfa-33360	285	8	a	a	DET
cjfa-33360	285	9	sectoral	sectoral	ADJ
cjfa-33360	285	10	study	study	NOUN
cjfa-33360	285	11	.	.	PUNCT
cjfa-33360	286	1	global	global	ADJ
cjfa-33360	286	2	business	business	PROPN
cjfa-33360	286	3	review	review	PROPN
cjfa-33360	286	4	,	,	PUNCT
cjfa-33360	286	5	16(3	16(3	NOUN
cjfa-33360	286	6	)	)	PUNCT
cjfa-33360	286	7	,	,	PUNCT
cjfa-33360	286	8	494	494	NUM
cjfa-33360	286	9	-	-	SYM
cjfa-33360	286	10	510	510	NUM
cjfa-33360	286	11	.	.	PUNCT
cjfa-33360	287	1	http://dx.doi.org/10.1177	http://dx.doi.org/10.1177	ADJ
cjfa-33360	287	2	/0972150915569940	/0972150915569940	NOUN
cjfa-33360	287	3	.	.	PUNCT
cjfa-33360	287	4	goyal	goyal	PROPN
cjfa-33360	287	5	,	,	PUNCT
cjfa-33360	287	6	a.	a.	PROPN
cjfa-33360	287	7	,	,	PUNCT
cjfa-33360	287	8	&	&	CCONJ
cjfa-33360	287	9	jegadeesh	jegadeesh	PROPN
cjfa-33360	287	10	,	,	PUNCT
cjfa-33360	287	11	n.	n.	PROPN
cjfa-33360	287	12	(	(	PUNCT
cjfa-33360	287	13	2018	2018	NUM
cjfa-33360	287	14	)	)	PUNCT
cjfa-33360	287	15	.	.	PUNCT
cjfa-33360	288	1	cross	cross	ADJ
cjfa-33360	288	2	-	-	ADJ
cjfa-33360	288	3	sectional	sectional	ADJ
cjfa-33360	288	4	and	and	CCONJ
cjfa-33360	288	5	time	time	NOUN
cjfa-33360	288	6	-	-	PUNCT
cjfa-33360	288	7	series	series	NOUN
cjfa-33360	288	8	tests	test	NOUN
cjfa-33360	288	9	of	of	ADP
cjfa-33360	288	10	return	return	NOUN
cjfa-33360	288	11	predictability	predictability	NOUN
cjfa-33360	288	12	:	:	PUNCT
cjfa-33360	288	13	what	what	PRON
cjfa-33360	288	14	is	be	AUX
cjfa-33360	288	15	the	the	DET
cjfa-33360	288	16	difference	difference	NOUN
cjfa-33360	288	17	?	?	PUNCT
cjfa-33360	289	1	the	the	DET
cjfa-33360	289	2	review	review	NOUN
cjfa-33360	289	3	of	of	ADP
cjfa-33360	289	4	financial	financial	ADJ
cjfa-33360	289	5	studies	study	NOUN
cjfa-33360	289	6	,	,	PUNCT
cjfa-33360	289	7	31(5	31(5	NUM
cjfa-33360	289	8	)	)	PUNCT
cjfa-33360	289	9	,	,	PUNCT
cjfa-33360	289	10	1784-	1784-	PROPN
cjfa-33360	289	11	 	 	SPACE
cjfa-33360	289	12	1824	1824	NUM
cjfa-33360	289	13	.	.	PUNCT
cjfa-33360	290	1	http://dx.doi.org/10.1093/rfs/hhx131	http://dx.doi.org/10.1093/rfs/hhx131	PROPN
cjfa-33360	290	2	.	.	PUNCT
cjfa-33360	290	3	griffin	griffin	PROPN
cjfa-33360	290	4	,	,	PUNCT
cjfa-33360	290	5	j.m	j.m	PROPN
cjfa-33360	290	6	.	.	PROPN
cjfa-33360	290	7	,	,	PUNCT
cjfa-33360	290	8	ji	ji	PROPN
cjfa-33360	290	9	,	,	PUNCT
cjfa-33360	290	10	x.	x.	PROPN
cjfa-33360	290	11	,	,	PUNCT
cjfa-33360	290	12	&	&	CCONJ
cjfa-33360	290	13	martin	martin	PROPN
cjfa-33360	290	14	,	,	PUNCT
cjfa-33360	290	15	j.s	j.s	PROPN
cjfa-33360	290	16	.	.	PROPN
cjfa-33360	290	17	(	(	PUNCT
cjfa-33360	290	18	2003	2003	NUM
cjfa-33360	290	19	)	)	PUNCT
cjfa-33360	290	20	.	.	PUNCT
cjfa-33360	291	1	momentum	momentum	NOUN
cjfa-33360	291	2	investing	investing	NOUN
cjfa-33360	291	3	and	and	CCONJ
cjfa-33360	291	4	business	business	NOUN
cjfa-33360	291	5	cycle	cycle	NOUN
cjfa-33360	291	6	risk	risk	NOUN
cjfa-33360	291	7	:	:	PUNCT
cjfa-33360	291	8	evidence	evidence	NOUN
cjfa-33360	291	9	from	from	ADP
cjfa-33360	291	10	pole	pole	NOUN
cjfa-33360	291	11	to	to	AUX
cjfa-33360	291	12	pole	pole	VERB
cjfa-33360	291	13	.	.	PUNCT
cjfa-33360	292	1	the	the	DET
cjfa-33360	292	2	journal	journal	PROPN
cjfa-33360	292	3	of	of	ADP
cjfa-33360	292	4	finance	finance	NOUN
cjfa-33360	292	5	,	,	PUNCT
cjfa-33360	292	6	58(6	58(6	NOUN
cjfa-33360	292	7	)	)	PUNCT
cjfa-33360	292	8	,	,	PUNCT
cjfa-33360	292	9	2515	2515	NUM
cjfa-33360	292	10	-	-	SYM
cjfa-33360	292	11	2547	2547	NUM
cjfa-33360	292	12	.	.	PUNCT
cjfa-33360	293	1	http://dx.doi	http://dx.doi	NOUN
cjfa-33360	293	2	.	.	PUNCT
cjfa-33360	294	1	org/10.1046	org/10.1046	NOUN
cjfa-33360	294	2	/	/	SYM
cjfa-33360	294	3	j.1540	j.1540	PROPN
cjfa-33360	294	4	-	-	PUNCT
cjfa-33360	294	5	6261.2003.00614.x	6261.2003.00614.x	PROPN
cjfa-33360	294	6	.	.	PUNCT
cjfa-33360	295	1	grobys	groby	NOUN
cjfa-33360	295	2	,	,	PUNCT
cjfa-33360	295	3	k.	k.	PROPN
cjfa-33360	295	4	,	,	PUNCT
cjfa-33360	295	5	&	&	CCONJ
cjfa-33360	295	6	sapkota	sapkota	NOUN
cjfa-33360	295	7	,	,	PUNCT
cjfa-33360	295	8	n.	n.	NOUN
cjfa-33360	295	9	(	(	PUNCT
cjfa-33360	295	10	2019	2019	NUM
cjfa-33360	295	11	)	)	PUNCT
cjfa-33360	295	12	.	.	PUNCT
cjfa-33360	296	1	cryptocurrencies	cryptocurrencie	NOUN
cjfa-33360	296	2	and	and	CCONJ
cjfa-33360	296	3	momentum	momentum	NOUN
cjfa-33360	296	4	.	.	PUNCT
cjfa-33360	297	1	economics	economic	NOUN
cjfa-33360	297	2	letters	letter	NOUN
cjfa-33360	297	3	,	,	PUNCT
cjfa-33360	297	4	180	180	NUM
cjfa-33360	297	5	,	,	PUNCT
cjfa-33360	297	6	6	6	NUM
cjfa-33360	297	7	-	-	SYM
cjfa-33360	297	8	10	10	NUM
cjfa-33360	297	9	.	.	PUNCT
cjfa-33360	298	1	http://dx.doi.org/10.1016/j.econlet.2019.03.028	http://dx.doi.org/10.1016/j.econlet.2019.03.028	PROPN
cjfa-33360	298	2	.	.	PUNCT
cjfa-33360	299	1	jegadeesh	jegadeesh	PROPN
cjfa-33360	299	2	,	,	PUNCT
cjfa-33360	299	3	n.	n.	PROPN
cjfa-33360	299	4	,	,	PUNCT
cjfa-33360	299	5	&	&	CCONJ
cjfa-33360	299	6	titman	titman	PROPN
cjfa-33360	299	7	,	,	PUNCT
cjfa-33360	299	8	s.	s.	PROPN
cjfa-33360	299	9	(	(	PUNCT
cjfa-33360	299	10	1993	1993	NUM
cjfa-33360	299	11	)	)	PUNCT
cjfa-33360	299	12	.	.	PUNCT
cjfa-33360	300	1	returns	return	NOUN
cjfa-33360	300	2	to	to	ADP
cjfa-33360	300	3	buying	buy	VERB
cjfa-33360	300	4	winners	winner	NOUN
cjfa-33360	300	5	and	and	CCONJ
cjfa-33360	300	6	selling	sell	VERB
cjfa-33360	300	7	losers	loser	NOUN
cjfa-33360	300	8	:	:	PUNCT
cjfa-33360	300	9	implications	implication	NOUN
cjfa-33360	300	10	for	for	ADP
cjfa-33360	300	11	stock	stock	NOUN
cjfa-33360	300	12	market	market	NOUN
cjfa-33360	300	13	efficiency	efficiency	NOUN
cjfa-33360	300	14	.	.	PUNCT
cjfa-33360	301	1	the	the	DET
cjfa-33360	301	2	journal	journal	PROPN
cjfa-33360	301	3	of	of	ADP
cjfa-33360	301	4	finance	finance	NOUN
cjfa-33360	301	5	,	,	PUNCT
cjfa-33360	301	6	48(1	48(1	NOUN
cjfa-33360	301	7	)	)	PUNCT
cjfa-33360	301	8	,	,	PUNCT
cjfa-33360	301	9	65	65	NUM
cjfa-33360	301	10	-	-	SYM
cjfa-33360	301	11	91	91	NUM
cjfa-33360	301	12	.	.	PUNCT
cjfa-33360	302	1	http://	http://	PROPN
cjfa-33360	302	2	dx.doi.org/10.1111/j.1540-6261.1993.tb04702.x	dx.doi.org/10.1111/j.1540-6261.1993.tb04702.x	PROPN
cjfa-33360	302	3	.	.	PUNCT
cjfa-33360	303	1	jegadeesh	jegadeesh	PROPN
cjfa-33360	303	2	,	,	PUNCT
cjfa-33360	303	3	n.	n.	NOUN
cjfa-33360	303	4	,	,	PUNCT
cjfa-33360	303	5	&	&	CCONJ
cjfa-33360	303	6	titman	titman	PROPN
cjfa-33360	303	7	,	,	PUNCT
cjfa-33360	303	8	s.	s.	PROPN
cjfa-33360	303	9	(	(	PUNCT
cjfa-33360	303	10	2001	2001	NUM
cjfa-33360	303	11	)	)	PUNCT
cjfa-33360	303	12	.	.	PUNCT
cjfa-33360	304	1	profitability	profitability	NOUN
cjfa-33360	304	2	of	of	ADP
cjfa-33360	304	3	momentum	momentum	NOUN
cjfa-33360	304	4	strategies	strategy	NOUN
cjfa-33360	304	5	:	:	PUNCT
cjfa-33360	304	6	an	an	DET
cjfa-33360	304	7	evaluation	evaluation	NOUN
cjfa-33360	304	8	of	of	ADP
cjfa-33360	304	9	alternative	alternative	ADJ
cjfa-33360	304	10	explanations	explanation	NOUN
cjfa-33360	304	11	.	.	PUNCT
cjfa-33360	305	1	the	the	DET
cjfa-33360	305	2	journal	journal	NOUN
cjfa-33360	305	3	of	of	ADP
cjfa-33360	305	4	finance	finance	NOUN
cjfa-33360	305	5	,	,	PUNCT
cjfa-33360	305	6	56(2	56(2	ADJ
cjfa-33360	305	7	)	)	PUNCT
cjfa-33360	305	8	,	,	PUNCT
cjfa-33360	305	9	699	699	NUM
cjfa-33360	305	10	-	-	SYM
cjfa-33360	305	11	720	720	NUM
cjfa-33360	305	12	.	.	PUNCT
cjfa-33360	305	13	http://dx.doi	http://dx.doi	NOUN
cjfa-33360	305	14	.	.	PUNCT
cjfa-33360	306	1	org/10.1111/0022	org/10.1111/0022	PROPN
cjfa-33360	306	2	-	-	PUNCT
cjfa-33360	306	3	1082.00342	1082.00342	NOUN
cjfa-33360	306	4	.	.	PUNCT
cjfa-33360	307	1	jostova	jostova	PROPN
cjfa-33360	307	2	,	,	PUNCT
cjfa-33360	307	3	g.	g.	PROPN
cjfa-33360	307	4	,	,	PUNCT
cjfa-33360	307	5	nikolova	nikolova	X
cjfa-33360	307	6	,	,	PUNCT
cjfa-33360	307	7	s.	s.	PROPN
cjfa-33360	307	8	,	,	PUNCT
cjfa-33360	307	9	philipov	philipov	NOUN
cjfa-33360	307	10	,	,	PUNCT
cjfa-33360	307	11	a.	a.	NOUN
cjfa-33360	307	12	,	,	PUNCT
cjfa-33360	307	13	&	&	CCONJ
cjfa-33360	307	14	stahel	stahel	PROPN
cjfa-33360	307	15	,	,	PUNCT
cjfa-33360	307	16	c.	c.	PROPN
cjfa-33360	307	17	w.	w.	PROPN
cjfa-33360	307	18	(	(	PUNCT
cjfa-33360	307	19	2013	2013	NUM
cjfa-33360	307	20	)	)	PUNCT
cjfa-33360	307	21	.	.	PUNCT
cjfa-33360	308	1	momentum	momentum	NOUN
cjfa-33360	308	2	in	in	ADP
cjfa-33360	308	3	corporate	corporate	ADJ
cjfa-33360	308	4	bond	bond	NOUN
cjfa-33360	308	5	returns	return	NOUN
cjfa-33360	308	6	.	.	PUNCT
cjfa-33360	309	1	the	the	DET
cjfa-33360	309	2	review	review	NOUN
cjfa-33360	309	3	of	of	ADP
cjfa-33360	309	4	financial	financial	ADJ
cjfa-33360	309	5	studies	study	NOUN
cjfa-33360	309	6	,	,	PUNCT
cjfa-33360	309	7	26(7	26(7	NOUN
cjfa-33360	309	8	)	)	PUNCT
cjfa-33360	309	9	,	,	PUNCT
cjfa-33360	309	10	1649	1649	NUM
cjfa-33360	309	11	-	-	SYM
cjfa-33360	309	12	1693	1693	NUM
cjfa-33360	309	13	.	.	PUNCT
cjfa-33360	310	1	http://dx.doi	http://dx.doi	NOUN
cjfa-33360	310	2	.	.	PUNCT
cjfa-33360	311	1	org/10.1093	org/10.1093	PROPN
cjfa-33360	311	2	/	/	SYM
cjfa-33360	311	3	rfs	rfs	PROPN
cjfa-33360	311	4	/	/	SYM
cjfa-33360	311	5	hht022	hht022	PROPN
cjfa-33360	311	6	.	.	PUNCT
cjfa-33360	312	1	lim	lim	PROPN
cjfa-33360	312	2	,	,	PUNCT
cjfa-33360	312	3	b.y	b.y	PROPN
cjfa-33360	312	4	.	.	PROPN
cjfa-33360	312	5	,	,	PUNCT
cjfa-33360	312	6	wang	wang	PROPN
cjfa-33360	312	7	,	,	PUNCT
cjfa-33360	312	8	j.g	j.g	PROPN
cjfa-33360	312	9	.	.	PROPN
cjfa-33360	312	10	,	,	PUNCT
cjfa-33360	312	11	&	&	CCONJ
cjfa-33360	312	12	yao	yao	PROPN
cjfa-33360	312	13	,	,	PUNCT
cjfa-33360	312	14	y.	y.	PROPN
cjfa-33360	312	15	(	(	PUNCT
cjfa-33360	312	16	2018	2018	NUM
cjfa-33360	312	17	)	)	PUNCT
cjfa-33360	312	18	.	.	PUNCT
cjfa-33360	313	1	time	time	NOUN
cjfa-33360	313	2	-	-	PUNCT
cjfa-33360	313	3	series	series	NOUN
cjfa-33360	313	4	momentum	momentum	NOUN
cjfa-33360	313	5	in	in	ADP
cjfa-33360	313	6	nearly	nearly	ADV
cjfa-33360	313	7	100	100	NUM
cjfa-33360	313	8	years	year	NOUN
cjfa-33360	313	9	of	of	ADP
cjfa-33360	313	10	stock	stock	NOUN
cjfa-33360	313	11	returns	return	NOUN
cjfa-33360	313	12	.	.	PUNCT
cjfa-33360	314	1	journal	journal	NOUN
cjfa-33360	314	2	of	of	ADP
cjfa-33360	314	3	banking	banking	NOUN
cjfa-33360	314	4	&	&	CCONJ
cjfa-33360	314	5	finance	finance	PROPN
cjfa-33360	314	6	,	,	PUNCT
cjfa-33360	314	7	97	97	NUM
cjfa-33360	314	8	,	,	PUNCT
cjfa-33360	314	9	283	283	NUM
cjfa-33360	314	10	-	-	SYM
cjfa-33360	314	11	296	296	NUM
cjfa-33360	314	12	.	.	PUNCT
cjfa-33360	315	1	http://dx.doi.org/10.1016/j	http://dx.doi.org/10.1016/j	PROPN
cjfa-33360	315	2	.	.	PROPN
cjfa-33360	315	3	jbankfin.2018.10.010	jbankfin.2018.10.010	PROPN
cjfa-33360	315	4	.	.	PROPN
cjfa-33360	315	5	simarjeet	simarjeet	PROPN
cjfa-33360	315	6	singh	singh	PROPN
cjfa-33360	315	7	,	,	PUNCT
cjfa-33360	315	8	nidhi	nidhi	PROPN
cjfa-33360	315	9	walia176	walia176	PROPN
cjfa-33360	315	10	lin	lin	PROPN
cjfa-33360	315	11	,	,	PUNCT
cjfa-33360	315	12	q.	q.	PROPN
cjfa-33360	315	13	(	(	PUNCT
cjfa-33360	315	14	2019	2019	NUM
cjfa-33360	315	15	)	)	PUNCT
cjfa-33360	315	16	.	.	PUNCT
cjfa-33360	316	1	residual	residual	ADJ
cjfa-33360	316	2	momentum	momentum	NOUN
cjfa-33360	316	3	and	and	CCONJ
cjfa-33360	316	4	the	the	DET
cjfa-33360	316	5	cross	cross	NOUN
cjfa-33360	316	6	-	-	NOUN
cjfa-33360	316	7	section	section	NOUN
cjfa-33360	316	8	of	of	ADP
cjfa-33360	316	9	stock	stock	NOUN
cjfa-33360	316	10	returns	return	NOUN
cjfa-33360	316	11	:	:	PUNCT
cjfa-33360	316	12	chinese	chinese	ADJ
cjfa-33360	316	13	evidence	evidence	NOUN
cjfa-33360	316	14	.	.	PUNCT
cjfa-33360	317	1	finance	finance	NOUN
cjfa-33360	317	2	research	research	NOUN
cjfa-33360	317	3	letters	letter	NOUN
cjfa-33360	317	4	,	,	PUNCT
cjfa-33360	317	5	29	29	NUM
cjfa-33360	317	6	,	,	PUNCT
cjfa-33360	317	7	206	206	NUM
cjfa-33360	317	8	-	-	SYM
cjfa-33360	317	9	215	215	NUM
cjfa-33360	317	10	.	.	PUNCT
cjfa-33360	318	1	http://dx.doi.org/10.1016/j	http://dx.doi.org/10.1016/j	PROPN
cjfa-33360	318	2	.	.	PUNCT
cjfa-33360	318	3	frl.2018.07.009	frl.2018.07.009	PROPN
cjfa-33360	318	4	.	.	PUNCT
cjfa-33360	319	1	maheshwari	maheshwari	PROPN
cjfa-33360	319	2	,	,	PUNCT
cjfa-33360	319	3	s.	s.	PROPN
cjfa-33360	319	4	,	,	PUNCT
cjfa-33360	319	5	&	&	CCONJ
cjfa-33360	319	6	dhankar	dhankar	PROPN
cjfa-33360	319	7	,	,	PUNCT
cjfa-33360	319	8	r.s	r.s	PROPN
cjfa-33360	319	9	.	.	PROPN
cjfa-33360	319	10	(	(	PUNCT
cjfa-33360	319	11	2017	2017	NUM
cjfa-33360	319	12	)	)	PUNCT
cjfa-33360	319	13	.	.	PUNCT
cjfa-33360	320	1	momentum	momentum	NOUN
cjfa-33360	320	2	anomaly	anomaly	NOUN
cjfa-33360	320	3	:	:	PUNCT
cjfa-33360	320	4	evidence	evidence	NOUN
cjfa-33360	320	5	from	from	ADP
cjfa-33360	320	6	the	the	DET
cjfa-33360	320	7	indian	indian	ADJ
cjfa-33360	320	8	stock	stock	NOUN
cjfa-33360	320	9	market	market	NOUN
cjfa-33360	320	10	.	.	PUNCT
cjfa-33360	321	1	journal	journal	NOUN
cjfa-33360	321	2	of	of	ADP
cjfa-33360	321	3	advances	advance	NOUN
cjfa-33360	321	4	in	in	ADP
cjfa-33360	321	5	management	management	NOUN
cjfa-33360	321	6	research	research	NOUN
cjfa-33360	321	7	,	,	PUNCT
cjfa-33360	321	8	14(1	14(1	NUM
cjfa-33360	321	9	)	)	PUNCT
cjfa-33360	321	10	,	,	PUNCT
cjfa-33360	321	11	3	3	NUM
cjfa-33360	321	12	-	-	SYM
cjfa-33360	321	13	22	22	NUM
cjfa-33360	321	14	.	.	PUNCT
cjfa-33360	322	1	http://	http://	PROPN
cjfa-33360	322	2	dx.doi.org/10.1108/jamr-11-2015-0081	dx.doi.org/10.1108/jamr-11-2015-0081	PROPN
cjfa-33360	322	3	.	.	PUNCT
cjfa-33360	322	4	menkhoff	menkhoff	PROPN
cjfa-33360	322	5	,	,	PUNCT
cjfa-33360	322	6	l.	l.	PROPN
cjfa-33360	322	7	,	,	PUNCT
cjfa-33360	322	8	sarno	sarno	PROPN
cjfa-33360	322	9	,	,	PUNCT
cjfa-33360	322	10	l.	l.	PROPN
cjfa-33360	322	11	,	,	PUNCT
cjfa-33360	322	12	schmeling	schmeling	NOUN
cjfa-33360	322	13	,	,	PUNCT
cjfa-33360	322	14	m.	m.	NOUN
cjfa-33360	322	15	,	,	PUNCT
cjfa-33360	322	16	&	&	CCONJ
cjfa-33360	322	17	schrimpf	schrimpf	NOUN
cjfa-33360	322	18	,	,	PUNCT
cjfa-33360	322	19	a.	a.	NOUN
cjfa-33360	322	20	(	(	PUNCT
cjfa-33360	322	21	2012	2012	NUM
cjfa-33360	322	22	)	)	PUNCT
cjfa-33360	322	23	.	.	PUNCT
cjfa-33360	323	1	currency	currency	NOUN
cjfa-33360	323	2	momentum	momentum	NOUN
cjfa-33360	323	3	strategies	strategy	NOUN
cjfa-33360	323	4	.	.	PUNCT
cjfa-33360	324	1	journal	journal	NOUN
cjfa-33360	324	2	of	of	ADP
cjfa-33360	324	3	financial	financial	ADJ
cjfa-33360	324	4	economics	economic	NOUN
cjfa-33360	324	5	,	,	PUNCT
cjfa-33360	324	6	106(3	106(3	NUM
cjfa-33360	324	7	)	)	PUNCT
cjfa-33360	324	8	,	,	PUNCT
cjfa-33360	324	9	660	660	NUM
cjfa-33360	324	10	-	-	SYM
cjfa-33360	324	11	684	684	NUM
cjfa-33360	324	12	.	.	PUNCT
cjfa-33360	325	1	http://dx.doi.org/10.1016/j	http://dx.doi.org/10.1016/j	PROPN
cjfa-33360	325	2	.	.	PROPN
cjfa-33360	325	3	jfineco.2012.06.009	jfineco.2012.06.009	PROPN
cjfa-33360	325	4	.	.	PUNCT
cjfa-33360	325	5	mohapatra	mohapatra	PROPN
cjfa-33360	325	6	,	,	PUNCT
cjfa-33360	325	7	s.	s.	PROPN
cjfa-33360	325	8	,	,	PUNCT
cjfa-33360	325	9	&	&	CCONJ
cjfa-33360	325	10	misra	misra	PROPN
cjfa-33360	325	11	,	,	PUNCT
cjfa-33360	325	12	a.k	a.k	PROPN
cjfa-33360	325	13	.	.	PROPN
cjfa-33360	325	14	(	(	PUNCT
cjfa-33360	325	15	2020	2020	NUM
cjfa-33360	325	16	)	)	PUNCT
cjfa-33360	325	17	.	.	PUNCT
cjfa-33360	326	1	momentum	momentum	NOUN
cjfa-33360	326	2	returns	return	NOUN
cjfa-33360	326	3	:	:	PUNCT
cjfa-33360	326	4	a	a	DET
cjfa-33360	326	5	portfolio	portfolio	NOUN
cjfa-33360	326	6	-	-	PUNCT
cjfa-33360	326	7	based	base	VERB
cjfa-33360	326	8	empirical	empirical	ADJ
cjfa-33360	326	9	study	study	NOUN
cjfa-33360	326	10	to	to	PART
cjfa-33360	326	11	establish	establish	VERB
cjfa-33360	326	12	evidence	evidence	NOUN
cjfa-33360	326	13	,	,	PUNCT
cjfa-33360	326	14	factors	factor	NOUN
cjfa-33360	326	15	and	and	CCONJ
cjfa-33360	326	16	profitability	profitability	NOUN
cjfa-33360	326	17	in	in	ADP
cjfa-33360	326	18	indian	indian	ADJ
cjfa-33360	326	19	stock	stock	NOUN
cjfa-33360	326	20	market	market	NOUN
cjfa-33360	326	21	.	.	PUNCT
cjfa-33360	327	1	iimb	iimb	PROPN
cjfa-33360	327	2	management	management	PROPN
cjfa-33360	327	3	review	review	PROPN
cjfa-33360	327	4	,	,	PUNCT
cjfa-33360	327	5	32(1	32(1	NUM
cjfa-33360	327	6	)	)	PUNCT
cjfa-33360	327	7	,	,	PUNCT
cjfa-33360	327	8	75	75	NUM
cjfa-33360	327	9	-	-	SYM
cjfa-33360	327	10	84	84	NUM
cjfa-33360	327	11	.	.	PUNCT
cjfa-33360	328	1	http://dx.doi.org/10.1016/j.iimb.2019.07.007	http://dx.doi.org/10.1016/j.iimb.2019.07.007	INTJ
cjfa-33360	328	2	.	.	PUNCT
cjfa-33360	329	1	moskowitz	moskowitz	PROPN
cjfa-33360	329	2	,	,	PUNCT
cjfa-33360	329	3	t.j	t.j	PROPN
cjfa-33360	329	4	.	.	PROPN
cjfa-33360	329	5	,	,	PUNCT
cjfa-33360	329	6	ooi	ooi	PROPN
cjfa-33360	329	7	,	,	PUNCT
cjfa-33360	329	8	y.h	y.h	PROPN
cjfa-33360	329	9	.	.	PROPN
cjfa-33360	329	10	,	,	PUNCT
cjfa-33360	329	11	&	&	CCONJ
cjfa-33360	329	12	pedersen	pedersen	PROPN
cjfa-33360	329	13	,	,	PUNCT
cjfa-33360	329	14	l.h	l.h	PROPN
cjfa-33360	329	15	.	.	PROPN
cjfa-33360	329	16	(	(	PUNCT
cjfa-33360	329	17	2012	2012	NUM
cjfa-33360	329	18	)	)	PUNCT
cjfa-33360	329	19	.	.	PUNCT
cjfa-33360	330	1	time	time	PROPN
cjfa-33360	330	2	series	series	PROPN
cjfa-33360	330	3	momentum	momentum	PROPN
cjfa-33360	330	4	.	.	PUNCT
cjfa-33360	331	1	journal	journal	PROPN
cjfa-33360	331	2	of	of	ADP
cjfa-33360	331	3	financial	financial	ADJ
cjfa-33360	331	4	economics	economic	NOUN
cjfa-33360	331	5	,	,	PUNCT
cjfa-33360	331	6	104(2	104(2	NUM
cjfa-33360	331	7	)	)	PUNCT
cjfa-33360	331	8	,	,	PUNCT
cjfa-33360	331	9	228	228	NUM
cjfa-33360	331	10	-	-	SYM
cjfa-33360	331	11	250	250	NUM
cjfa-33360	331	12	.	.	PUNCT
cjfa-33360	332	1	http://dx.doi.org/10.1016/j.jfineco.2011.11.003	http://dx.doi.org/10.1016/j.jfineco.2011.11.003	PROPN
cjfa-33360	332	2	.	.	PUNCT
cjfa-33360	332	3	okunev	okunev	PROPN
cjfa-33360	332	4	,	,	PUNCT
cjfa-33360	332	5	j.	j.	PROPN
cjfa-33360	332	6	,	,	PUNCT
cjfa-33360	332	7	&	&	CCONJ
cjfa-33360	332	8	white	white	PROPN
cjfa-33360	332	9	,	,	PUNCT
cjfa-33360	332	10	d.	d.	PROPN
cjfa-33360	332	11	(	(	PUNCT
cjfa-33360	332	12	2003	2003	NUM
cjfa-33360	332	13	)	)	PUNCT
cjfa-33360	332	14	.	.	PUNCT
cjfa-33360	333	1	do	do	AUX
cjfa-33360	333	2	momentum	momentum	NOUN
cjfa-33360	333	3	-	-	PUNCT
cjfa-33360	333	4	based	base	VERB
cjfa-33360	333	5	strategies	strategy	NOUN
cjfa-33360	333	6	still	still	ADV
cjfa-33360	333	7	work	work	VERB
cjfa-33360	333	8	in	in	ADP
cjfa-33360	333	9	foreign	foreign	ADJ
cjfa-33360	333	10	currency	currency	NOUN
cjfa-33360	333	11	markets	market	NOUN
cjfa-33360	333	12	?	?	PUNCT
cjfa-33360	334	1	journal	journal	NOUN
cjfa-33360	334	2	of	of	ADP
cjfa-33360	334	3	financial	financial	ADJ
cjfa-33360	334	4	and	and	CCONJ
cjfa-33360	334	5	quantitative	quantitative	ADJ
cjfa-33360	334	6	analysis	analysis	NOUN
cjfa-33360	334	7	,	,	PUNCT
cjfa-33360	334	8	38(2	38(2	NOUN
cjfa-33360	334	9	)	)	PUNCT
cjfa-33360	334	10	,	,	PUNCT
cjfa-33360	334	11	425	425	NUM
cjfa-33360	334	12	-	-	SYM
cjfa-33360	334	13	447	447	NUM
cjfa-33360	334	14	.	.	PUNCT
cjfa-33360	335	1	http://dx.doi.org/10.2307/4126758	http://dx.doi.org/10.2307/4126758	PROPN
cjfa-33360	335	2	.	.	PUNCT
cjfa-33360	336	1	rouwenhorst	rouwenhorst	PROPN
cjfa-33360	336	2	,	,	PUNCT
cjfa-33360	336	3	k.g	k.g	PROPN
cjfa-33360	336	4	.	.	PROPN
cjfa-33360	337	1	(	(	PUNCT
cjfa-33360	337	2	1998	1998	NUM
cjfa-33360	337	3	)	)	PUNCT
cjfa-33360	337	4	.	.	PUNCT
cjfa-33360	338	1	international	international	ADJ
cjfa-33360	338	2	momentum	momentum	NOUN
cjfa-33360	338	3	strategies	strategy	NOUN
cjfa-33360	338	4	.	.	PUNCT
cjfa-33360	339	1	the	the	DET
cjfa-33360	339	2	journal	journal	PROPN
cjfa-33360	339	3	of	of	ADP
cjfa-33360	339	4	finance	finance	NOUN
cjfa-33360	339	5	,	,	PUNCT
cjfa-33360	339	6	53(1	53(1	PROPN
cjfa-33360	339	7	)	)	PUNCT
cjfa-33360	339	8	,	,	PUNCT
cjfa-33360	339	9	267	267	NUM
cjfa-33360	339	10	-	-	SYM
cjfa-33360	339	11	284	284	NUM
cjfa-33360	339	12	.	.	PUNCT
cjfa-33360	340	1	http://dx.doi.org/10.1111/0022-1082.95722	http://dx.doi.org/10.1111/0022-1082.95722	NOUN
cjfa-33360	340	2	.	.	PUNCT
cjfa-33360	341	1	sehgal	sehgal	PROPN
cjfa-33360	341	2	,	,	PUNCT
cjfa-33360	341	3	s.	s.	PROPN
cjfa-33360	341	4	,	,	PUNCT
cjfa-33360	341	5	&	&	CCONJ
cjfa-33360	341	6	balakrishnan	balakrishnan	PROPN
cjfa-33360	341	7	,	,	PUNCT
cjfa-33360	341	8	i.	i.	PROPN
cjfa-33360	341	9	(	(	PUNCT
cjfa-33360	341	10	2002	2002	NUM
cjfa-33360	341	11	)	)	PUNCT
cjfa-33360	341	12	.	.	PUNCT
cjfa-33360	342	1	contrarian	contrarian	ADJ
cjfa-33360	342	2	and	and	CCONJ
cjfa-33360	342	3	momentum	momentum	NOUN
cjfa-33360	342	4	strategies	strategy	NOUN
cjfa-33360	342	5	in	in	ADP
cjfa-33360	342	6	the	the	DET
cjfa-33360	342	7	indian	indian	ADJ
cjfa-33360	342	8	capital	capital	NOUN
cjfa-33360	342	9	market	market	NOUN
cjfa-33360	342	10	.	.	PUNCT
cjfa-33360	343	1	vikalpa	vikalpa	ADJ
cjfa-33360	343	2	,	,	PUNCT
cjfa-33360	343	3	27(1	27(1	NUM
cjfa-33360	343	4	)	)	PUNCT
cjfa-33360	343	5	,	,	PUNCT
cjfa-33360	343	6	13	13	NUM
cjfa-33360	343	7	-	-	SYM
cjfa-33360	343	8	20	20	NUM
cjfa-33360	343	9	.	.	PUNCT
cjfa-33360	344	1	http://dx.doi.org/10.1177/0256090920020103	http://dx.doi.org/10.1177/0256090920020103	PROPN
cjfa-33360	344	2	.	.	PUNCT
cjfa-33360	345	1	sehgal	sehgal	PROPN
cjfa-33360	345	2	,	,	PUNCT
cjfa-33360	345	3	s.	s.	PROPN
cjfa-33360	345	4	,	,	PUNCT
cjfa-33360	345	5	&	&	CCONJ
cjfa-33360	345	6	jain	jain	PROPN
cjfa-33360	345	7	,	,	PUNCT
cjfa-33360	345	8	k.	k.	PROPN
cjfa-33360	345	9	(	(	PUNCT
cjfa-33360	345	10	2015	2015	NUM
cjfa-33360	345	11	)	)	PUNCT
cjfa-33360	345	12	.	.	PUNCT
cjfa-33360	346	1	dissecting	dissect	VERB
cjfa-33360	346	2	sources	source	NOUN
cjfa-33360	346	3	of	of	ADP
cjfa-33360	346	4	price	price	NOUN
cjfa-33360	346	5	momentum	momentum	NOUN
cjfa-33360	346	6	:	:	PUNCT
cjfa-33360	346	7	evidence	evidence	NOUN
cjfa-33360	346	8	from	from	ADP
cjfa-33360	346	9	india	india	PROPN
cjfa-33360	346	10	.	.	PUNCT
cjfa-33360	347	1	international	international	ADJ
cjfa-33360	347	2	journal	journal	NOUN
cjfa-33360	347	3	of	of	ADP
cjfa-33360	347	4	emerging	emerge	VERB
cjfa-33360	347	5	markets	market	NOUN
cjfa-33360	347	6	,	,	PUNCT
cjfa-33360	347	7	10(4	10(4	NUM
cjfa-33360	347	8	)	)	PUNCT
cjfa-33360	347	9	,	,	PUNCT
cjfa-33360	347	10	801	801	NUM
cjfa-33360	347	11	-	-	SYM
cjfa-33360	347	12	819	819	NUM
cjfa-33360	347	13	.	.	PUNCT
cjfa-33360	348	1	http://dx.doi	http://dx.doi	NOUN
cjfa-33360	348	2	.	.	PUNCT
cjfa-33360	349	1	org/10.1108	org/10.1108	PROPN
cjfa-33360	349	2	/	/	SYM
cjfa-33360	349	3	ijoem-04	ijoem-04	PROPN
cjfa-33360	349	4	-	-	PUNCT
cjfa-33360	349	5	2014	2014	NUM
cjfa-33360	349	6	-	-	PUNCT
cjfa-33360	349	7	0046	0046	NUM
cjfa-33360	349	8	.	.	PUNCT