id	sid	tid	token	lemma	pos
cjfa-65815	1	1	e	e	X
cjfa-65815	1	2	-	-	PROPN
cjfa-65815	1	3	issn	issn	PROPN
cjfa-65815	1	4	2300	2300	NUM
cjfa-65815	1	5	-	-	SYM
cjfa-65815	1	6	3065	3065	NUM
cjfa-65815	1	7	p	p	PROPN
cjfa-65815	1	8	-	-	PUNCT
cjfa-65815	1	9	issn	issn	PROPN
cjfa-65815	1	10	2300	2300	NUM
cjfa-65815	1	11	-	-	SYM
cjfa-65815	1	12	12402025	12402025	NUM
cjfa-65815	1	13	,	,	PUNCT
cjfa-65815	1	14	volume	volume	NOUN
cjfa-65815	1	15	14	14	NUM
cjfa-65815	1	16	,	,	PUNCT
cjfa-65815	1	17	issue	issue	NOUN
cjfa-65815	1	18	2	2	NUM
cjfa-65815	1	19	copernican	copernican	PROPN
cjfa-65815	1	20	journal	journal	PROPN
cjfa-65815	1	21	of	of	ADP
cjfa-65815	1	22	finance	finance	PROPN
cjfa-65815	1	23	&	&	CCONJ
cjfa-65815	1	24	accounting	accounting	NOUN
cjfa-65815	1	25	date	date	NOUN
cjfa-65815	1	26	of	of	ADP
cjfa-65815	1	27	submission	submission	NOUN
cjfa-65815	1	28	:	:	PUNCT
cjfa-65815	1	29	june	june	PROPN
cjfa-65815	1	30	25	25	NUM
cjfa-65815	1	31	,	,	PUNCT
cjfa-65815	1	32	2025	2025	NUM
cjfa-65815	1	33	;	;	PUNCT
cjfa-65815	1	34	date	date	NOUN
cjfa-65815	1	35	of	of	ADP
cjfa-65815	1	36	acceptance	acceptance	NOUN
cjfa-65815	1	37	:	:	PUNCT
cjfa-65815	1	38	august	august	PROPN
cjfa-65815	1	39	25	25	NUM
cjfa-65815	1	40	,	,	PUNCT
cjfa-65815	1	41	2025	2025	NUM
cjfa-65815	1	42	.	.	PUNCT
cjfa-65815	2	1	*	*	PUNCT
cjfa-65815	2	2	contact	contact	NOUN
cjfa-65815	2	3	information	information	NOUN
cjfa-65815	2	4	:	:	PUNCT
cjfa-65815	2	5	sanjay.suresh20eph@iimranchi.ac.in	sanjay.suresh20eph@iimranchi.ac.in	PROPN
cjfa-65815	2	6	,	,	PUNCT
cjfa-65815	2	7	indian	indian	PROPN
cjfa-65815	2	8	institute	institute	PROPN
cjfa-65815	2	9	of	of	ADP
cjfa-65815	2	10	management	management	PROPN
cjfa-65815	2	11	,	,	PUNCT
cjfa-65815	2	12	prabandhan	prabandhan	NOUN
cjfa-65815	2	13	nagar	nagar	NOUN
cjfa-65815	2	14	,	,	PUNCT
cjfa-65815	2	15	nayasarai	nayasarai	PROPN
cjfa-65815	2	16	road	road	PROPN
cjfa-65815	2	17	,	,	PUNCT
cjfa-65815	2	18	ranchi	ranchi	PROPN
cjfa-65815	2	19	,	,	PUNCT
cjfa-65815	2	20	jharkhand	jharkhand	PROPN
cjfa-65815	2	21	835303	835303	NUM
cjfa-65815	2	22	,	,	PUNCT
cjfa-65815	2	23	india	india	PROPN
cjfa-65815	2	24	,	,	PUNCT
cjfa-65815	2	25	phone	phone	NOUN
cjfa-65815	2	26	:	:	PUNCT
cjfa-65815	2	27	+918408027817	+918408027817	NUM
cjfa-65815	2	28	;	;	PUNCT
cjfa-65815	2	29	orcid	orcid	PROPN
cjfa-65815	3	1	i	i	NOUN
cjfa-65815	3	2	d	d	NOUN
cjfa-65815	3	3	:	:	PUNCT
cjfa-65815	3	4	https://orcid.org/0009-0009-2809-1999	https://orcid.org/0009-0009-2809-1999	X
cjfa-65815	3	5	.	.	PUNCT
cjfa-65815	4	1	*	*	PUNCT
cjfa-65815	4	2	*	*	PUNCT
cjfa-65815	4	3	contact	contact	NOUN
cjfa-65815	4	4	information	information	NOUN
cjfa-65815	4	5	:	:	PUNCT
cjfa-65815	4	6	kamran.quddus@iimranchi.ac.in	kamran.quddus@iimranchi.ac.in	NUM
cjfa-65815	4	7	,	,	PUNCT
cjfa-65815	4	8	indian	indian	PROPN
cjfa-65815	4	9	institute	institute	PROPN
cjfa-65815	4	10	of	of	ADP
cjfa-65815	4	11	management	management	PROPN
cjfa-65815	4	12	,	,	PUNCT
cjfa-65815	4	13	prabandhan	prabandhan	NOUN
cjfa-65815	4	14	nagar	nagar	NOUN
cjfa-65815	4	15	,	,	PUNCT
cjfa-65815	4	16	nayasarai	nayasarai	PROPN
cjfa-65815	4	17	road	road	PROPN
cjfa-65815	4	18	,	,	PUNCT
cjfa-65815	4	19	ranchi	ranchi	PROPN
cjfa-65815	4	20	,	,	PUNCT
cjfa-65815	4	21	jharkhand	jharkhand	PROPN
cjfa-65815	4	22	835303	835303	NUM
cjfa-65815	4	23	,	,	PUNCT
cjfa-65815	4	24	india	india	PROPN
cjfa-65815	4	25	,	,	PUNCT
cjfa-65815	4	26	phone	phone	NOUN
cjfa-65815	4	27	:	:	PUNCT
cjfa-65815	4	28	+919007973996	+919007973996	ADJ
cjfa-65815	4	29	;	;	PUNCT
cjfa-65815	4	30	orcid	orcid	NOUN
cjfa-65815	5	1	i	i	NOUN
cjfa-65815	5	2	d	d	NOUN
cjfa-65815	5	3	:	:	PUNCT
cjfa-65815	5	4	https://orcid.org/0000-0003-3365-381x	https://orcid.org/0000-0003-3365-381x	PROPN
cjfa-65815	5	5	.	.	PUNCT
cjfa-65815	5	6	shanbhag	shanbhag	PROPN
cjfa-65815	5	7	,	,	PUNCT
cjfa-65815	5	8	s.	s.	PROPN
cjfa-65815	5	9	,	,	PUNCT
cjfa-65815	5	10	&	&	CCONJ
cjfa-65815	5	11	quddus	quddus	PROPN
cjfa-65815	5	12	,	,	PUNCT
cjfa-65815	5	13	k.	k.	PROPN
cjfa-65815	5	14	(	(	PUNCT
cjfa-65815	5	15	2025	2025	NUM
cjfa-65815	5	16	)	)	PUNCT
cjfa-65815	5	17	.	.	PUNCT
cjfa-65815	6	1	cross	cross	ADJ
cjfa-65815	6	2	-	-	ADJ
cjfa-65815	6	3	sectional	sectional	ADJ
cjfa-65815	6	4	predictability	predictability	NOUN
cjfa-65815	6	5	of	of	ADP
cjfa-65815	6	6	indian	indian	ADJ
cjfa-65815	6	7	stock	stock	NOUN
cjfa-65815	6	8	returns	return	NOUN
cjfa-65815	6	9	:	:	PUNCT
cjfa-65815	6	10	a	a	DET
cjfa-65815	6	11	factor	factor	NOUN
cjfa-65815	6	12	analytical	analytical	ADJ
cjfa-65815	6	13	approach	approach	NOUN
cjfa-65815	6	14	.	.	PUNCT
cjfa-65815	7	1	copernican	copernican	PROPN
cjfa-65815	7	2	journal	journal	PROPN
cjfa-65815	7	3	of	of	ADP
cjfa-65815	7	4	finance	finance	PROPN
cjfa-65815	7	5	&	&	CCONJ
cjfa-65815	7	6	accounting	accounting	PROPN
cjfa-65815	7	7	,	,	PUNCT
cjfa-65815	7	8	14(2	14(2	NUM
cjfa-65815	7	9	)	)	PUNCT
cjfa-65815	7	10	,	,	PUNCT
cjfa-65815	7	11	59–76	59–76	NUM
cjfa-65815	7	12	.	.	PUNCT
cjfa-65815	8	1	http://dx.doi	http://dx.doi	NOUN
cjfa-65815	8	2	.	.	PUNCT
cjfa-65815	9	1	org/10.12775	org/10.12775	PROPN
cjfa-65815	9	2	/	/	SYM
cjfa-65815	9	3	cjfa.2025.009	cjfa.2025.009	PROPN
cjfa-65815	9	4	sanjay	sanjay	PROPN
cjfa-65815	9	5	shanbhag	shanbhag	PROPN
cjfa-65815	9	6	*	*	PROPN
cjfa-65815	9	7	indian	indian	PROPN
cjfa-65815	9	8	institute	institute	PROPN
cjfa-65815	9	9	of	of	ADP
cjfa-65815	9	10	management	management	PROPN
cjfa-65815	9	11	,	,	PUNCT
cjfa-65815	9	12	ranchi	ranchi	PROPN
cjfa-65815	9	13	kamran	kamran	PROPN
cjfa-65815	9	14	quddus	quddus	PROPN
cjfa-65815	9	15	*	*	PROPN
cjfa-65815	9	16	*	*	PROPN
cjfa-65815	9	17	indian	indian	PROPN
cjfa-65815	9	18	institute	institute	PROPN
cjfa-65815	9	19	of	of	ADP
cjfa-65815	9	20	management	management	PROPN
cjfa-65815	9	21	,	,	PUNCT
cjfa-65815	9	22	ranchi	ranchi	PROPN
cjfa-65815	9	23	cross	cross	ADJ
cjfa-65815	9	24	-	-	ADJ
cjfa-65815	9	25	sectional	sectional	ADJ
cjfa-65815	9	26	predictability	predictability	NOUN
cjfa-65815	9	27	of	of	ADP
cjfa-65815	9	28	indian	indian	ADJ
cjfa-65815	9	29	stock	stock	NOUN
cjfa-65815	9	30	returns	return	NOUN
cjfa-65815	9	31	:	:	PUNCT
cjfa-65815	9	32	a	a	DET
cjfa-65815	9	33	factor	factor	NOUN
cjfa-65815	9	34	analytical	analytical	ADJ
cjfa-65815	9	35	approach	approach	NOUN
cjfa-65815	9	36	keywords	keyword	NOUN
cjfa-65815	9	37	:	:	PUNCT
cjfa-65815	9	38	asset	asset	NOUN
cjfa-65815	9	39	pricing	pricing	NOUN
cjfa-65815	9	40	,	,	PUNCT
cjfa-65815	9	41	return	return	NOUN
cjfa-65815	9	42	predictability	predictability	NOUN
cjfa-65815	9	43	,	,	PUNCT
cjfa-65815	9	44	fama	fama	PROPN
cjfa-65815	9	45	-	-	PUNCT
cjfa-65815	9	46	macbeth	macbeth	PROPN
cjfa-65815	9	47	regression	regression	NOUN
cjfa-65815	9	48	,	,	PUNCT
cjfa-65815	9	49	arbitrage	arbitrage	NOUN
cjfa-65815	9	50	pricing	pricing	NOUN
cjfa-65815	9	51	,	,	PUNCT
cjfa-65815	9	52	principal	principal	ADJ
cjfa-65815	9	53	components	component	NOUN
cjfa-65815	9	54	.	.	PUNCT
cjfa-65815	10	1	j	j	PROPN
cjfa-65815	10	2	e	e	PROPN
cjfa-65815	10	3	l	l	PROPN
cjfa-65815	10	4	classification	classification	NOUN
cjfa-65815	10	5	:	:	PUNCT
cjfa-65815	10	6	c51	c51	PROPN
cjfa-65815	10	7	,	,	PUNCT
cjfa-65815	10	8	g0	g0	PROPN
cjfa-65815	10	9	,	,	PUNCT
cjfa-65815	10	10	g12	g12	PROPN
cjfa-65815	10	11	.	.	PUNCT
cjfa-65815	11	1	abstract	abstract	PROPN
cjfa-65815	11	2	:	:	PUNCT
cjfa-65815	11	3	the	the	DET
cjfa-65815	11	4	core	core	NOUN
cjfa-65815	11	5	objective	objective	NOUN
cjfa-65815	11	6	of	of	ADP
cjfa-65815	11	7	this	this	DET
cjfa-65815	11	8	article	article	NOUN
cjfa-65815	11	9	is	be	AUX
cjfa-65815	11	10	to	to	PART
cjfa-65815	11	11	analyze	analyze	VERB
cjfa-65815	11	12	how	how	SCONJ
cjfa-65815	11	13	firm	firm	ADJ
cjfa-65815	11	14	characteristics	characteristic	NOUN
cjfa-65815	11	15	collectively	collectively	ADV
cjfa-65815	11	16	affect	affect	VERB
cjfa-65815	11	17	the	the	DET
cjfa-65815	11	18	risk	risk	NOUN
cjfa-65815	11	19	-	-	PUNCT
cjfa-65815	11	20	adjusted	adjust	VERB
cjfa-65815	11	21	returns	return	NOUN
cjfa-65815	11	22	of	of	ADP
cjfa-65815	11	23	indian	indian	ADJ
cjfa-65815	11	24	stocks	stock	NOUN
cjfa-65815	11	25	.	.	PUNCT
cjfa-65815	12	1	it	it	PRON
cjfa-65815	12	2	aims	aim	VERB
cjfa-65815	12	3	to	to	PART
cjfa-65815	12	4	understand	understand	VERB
cjfa-65815	12	5	the	the	DET
cjfa-65815	12	6	simultaneous	simultaneous	ADJ
cjfa-65815	12	7	explanatory	explanatory	ADJ
cjfa-65815	12	8	power	power	NOUN
cjfa-65815	12	9	of	of	ADP
cjfa-65815	12	10	multiple	multiple	ADJ
cjfa-65815	12	11	variables	variable	NOUN
cjfa-65815	12	12	that	that	PRON
cjfa-65815	12	13	have	have	AUX
cjfa-65815	12	14	been	be	AUX
cjfa-65815	12	15	shown	show	VERB
cjfa-65815	12	16	to	to	PART
cjfa-65815	12	17	predict	predict	VERB
cjfa-65815	12	18	the	the	DET
cjfa-65815	12	19	cross	cross	ADJ
cjfa-65815	12	20	-	-	ADJ
cjfa-65815	12	21	sectional	sectional	ADJ
cjfa-65815	12	22	returns	return	NOUN
cjfa-65815	12	23	in	in	ADP
cjfa-65815	12	24	prior	prior	ADJ
cjfa-65815	12	25	studies	study	NOUN
cjfa-65815	12	26	.	.	PUNCT
cjfa-65815	13	1	we	we	PRON
cjfa-65815	13	2	include	include	VERB
cjfa-65815	13	3	eight	eight	NUM
cjfa-65815	13	4	firm	firm	ADJ
cjfa-65815	13	5	characteristics	characteristic	NOUN
cjfa-65815	13	6	as	as	ADP
cjfa-65815	13	7	determinants	determinant	NOUN
cjfa-65815	13	8	of	of	ADP
cjfa-65815	13	9	expected	expect	VERB
cjfa-65815	13	10	returns	return	NOUN
cjfa-65815	13	11	:	:	PUNCT
cjfa-65815	13	12	size	size	NOUN
cjfa-65815	13	13	,	,	PUNCT
cjfa-65815	13	14	book	book	NOUN
cjfa-65815	13	15	-	-	PUNCT
cjfa-65815	13	16	to	to	ADP
cjfa-65815	13	17	-	-	PUNCT
cjfa-65815	13	18	market	market	NOUN
cjfa-65815	13	19	equity	equity	NOUN
cjfa-65815	13	20	,	,	PUNCT
cjfa-65815	13	21	reciprocity	reciprocity	NOUN
cjfa-65815	13	22	of	of	ADP
cjfa-65815	13	23	share	share	NOUN
cjfa-65815	13	24	price	price	NOUN
cjfa-65815	13	25	,	,	PUNCT
cjfa-65815	13	26	volume	volume	NOUN
cjfa-65815	13	27	traded	trade	VERB
cjfa-65815	13	28	,	,	PUNCT
cjfa-65815	13	29	dividend	dividend	NOUN
cjfa-65815	13	30	yield	yield	NOUN
cjfa-65815	13	31	,	,	PUNCT
cjfa-65815	13	32	and	and	CCONJ
cjfa-65815	13	33	three	three	NUM
cjfa-65815	13	34	lagged	lag	VERB
cjfa-65815	13	35	returns	return	NOUN
cjfa-65815	13	36	.	.	PUNCT
cjfa-65815	14	1	the	the	DET
cjfa-65815	14	2	data	data	NOUN
cjfa-65815	14	3	consists	consist	VERB
cjfa-65815	14	4	of	of	ADP
cjfa-65815	14	5	monthly	monthly	ADJ
cjfa-65815	14	6	returns	return	NOUN
cjfa-65815	14	7	and	and	CCONJ
cjfa-65815	14	8	firm	firm	ADJ
cjfa-65815	14	9	characteristics	characteristic	NOUN
cjfa-65815	14	10	for	for	ADP
cjfa-65815	14	11	a	a	DET
cjfa-65815	14	12	sample	sample	NOUN
cjfa-65815	14	13	of	of	ADP
cjfa-65815	14	14	listed	list	VERB
cjfa-65815	14	15	securities	security	NOUN
cjfa-65815	14	16	that	that	PRON
cjfa-65815	14	17	constitute	constitute	VERB
cjfa-65815	14	18	the	the	DET
cjfa-65815	14	19	national	national	PROPN
cjfa-65815	14	20	stock	stock	PROPN
cjfa-65815	14	21	exchange	exchange	PROPN
cjfa-65815	14	22	’s	’s	PART
cjfa-65815	14	23	(	(	PUNCT
cjfa-65815	14	24	nse	nse	NOUN
cjfa-65815	14	25	)	)	PUNCT
cjfa-65815	14	26	nifty	nifty	ADJ
cjfa-65815	14	27	100	100	NUM
cjfa-65815	14	28	index	index	NOUN
cjfa-65815	14	29	.	.	PUNCT
cjfa-65815	15	1	we	we	PRON
cjfa-65815	15	2	use	use	VERB
cjfa-65815	15	3	arbitrage	arbitrage	NOUN
cjfa-65815	15	4	pricing	pricing	NOUN
cjfa-65815	15	5	theory	theory	NOUN
cjfa-65815	15	6	,	,	PUNCT
cjfa-65815	15	7	with	with	ADP
cjfa-65815	15	8	connor	connor	NOUN
cjfa-65815	15	9	and	and	CCONJ
cjfa-65815	15	10	korajczyk	korajczyk	PROPN
cjfa-65815	15	11	’s	’s	PART
cjfa-65815	15	12	(	(	PUNCT
cjfa-65815	15	13	1988	1988	NUM
cjfa-65815	15	14	)	)	PUNCT
cjfa-65815	15	15	benchmark	benchmark	NOUN
cjfa-65815	15	16	factors	factor	NOUN
cjfa-65815	15	17	for	for	ADP
cjfa-65815	15	18	risk	risk	NOUN
cjfa-65815	15	19	-	-	PUNCT
cjfa-65815	15	20	adjusting	adjust	VERB
cjfa-65815	15	21	returns	return	NOUN
cjfa-65815	15	22	on	on	ADP
cjfa-65815	15	23	individual	individual	ADJ
cjfa-65815	15	24	securities	security	NOUN
cjfa-65815	15	25	.	.	PUNCT
cjfa-65815	16	1	we	we	PRON
cjfa-65815	16	2	conduct	conduct	VERB
cjfa-65815	16	3	fama	fama	PROPN
cjfa-65815	16	4	-	-	PUNCT
cjfa-65815	16	5	macbeth	macbeth	ADJ
cjfa-65815	16	6	regressions	regression	NOUN
cjfa-65815	16	7	to	to	PART
cjfa-65815	16	8	determine	determine	VERB
cjfa-65815	16	9	the	the	DET
cjfa-65815	16	10	statistical	statistical	ADJ
cjfa-65815	16	11	sanjay	sanjay	NOUN
cjfa-65815	16	12	shanbhag	shanbhag	PROPN
cjfa-65815	16	13	,	,	PUNCT
cjfa-65815	16	14	kamran	kamran	PROPN
cjfa-65815	16	15	quddus6060	quddus6060	PROPN
cjfa-65815	16	16	significance	significance	NOUN
cjfa-65815	16	17	of	of	ADP
cjfa-65815	16	18	the	the	DET
cjfa-65815	16	19	firm	firm	ADJ
cjfa-65815	16	20	characteristics	characteristic	NOUN
cjfa-65815	16	21	.	.	PUNCT
cjfa-65815	17	1	furthremore	furthremore	ADV
cjfa-65815	17	2	,	,	PUNCT
cjfa-65815	17	3	we	we	PRON
cjfa-65815	17	4	find	find	VERB
cjfa-65815	17	5	that	that	SCONJ
cjfa-65815	17	6	lags	lag	NOUN
cjfa-65815	17	7	of	of	ADP
cjfa-65815	17	8	size	size	NOUN
cjfa-65815	17	9	,	,	PUNCT
cjfa-65815	17	10	book	book	NOUN
cjfa-65815	17	11	-	-	PUNCT
cjfa-65815	17	12	tomarket	tomarket	NOUN
cjfa-65815	17	13	,	,	PUNCT
cjfa-65815	17	14	dividend	dividend	NOUN
cjfa-65815	17	15	yield	yield	NOUN
cjfa-65815	17	16	,	,	PUNCT
cjfa-65815	17	17	and	and	CCONJ
cjfa-65815	17	18	momentum	momentum	NOUN
cjfa-65815	17	19	have	have	VERB
cjfa-65815	17	20	strong	strong	ADJ
cjfa-65815	17	21	residual	residual	ADJ
cjfa-65815	17	22	pricing	pricing	NOUN
cjfa-65815	17	23	power	power	NOUN
cjfa-65815	17	24	and	and	CCONJ
cjfa-65815	17	25	in	in	ADP
cjfa-65815	17	26	-	-	PUNCT
cjfa-65815	17	27	sample	sample	NOUN
cjfa-65815	17	28	predictability	predictability	NOUN
cjfa-65815	17	29	of	of	ADP
cjfa-65815	17	30	risk	risk	NOUN
cjfa-65815	17	31	-	-	PUNCT
cjfa-65815	17	32	adjusted	adjust	VERB
cjfa-65815	17	33	returns	return	NOUN
cjfa-65815	17	34	.	.	PUNCT
cjfa-65815	18	1	we	we	PRON
cjfa-65815	18	2	also	also	ADV
cjfa-65815	18	3	find	find	VERB
cjfa-65815	18	4	that	that	SCONJ
cjfa-65815	18	5	the	the	DET
cjfa-65815	18	6	intercepts	intercept	NOUN
cjfa-65815	18	7	are	be	AUX
cjfa-65815	18	8	positive	positive	ADJ
cjfa-65815	18	9	and	and	CCONJ
cjfa-65815	18	10	highly	highly	ADV
cjfa-65815	18	11	significant	significant	ADJ
cjfa-65815	18	12	.	.	PUNCT
cjfa-65815	19	1	thus	thus	ADV
cjfa-65815	19	2	,	,	PUNCT
cjfa-65815	19	3	the	the	DET
cjfa-65815	19	4	average	average	ADJ
cjfa-65815	19	5	stock	stock	NOUN
cjfa-65815	19	6	in	in	ADP
cjfa-65815	19	7	the	the	DET
cjfa-65815	19	8	sample	sample	NOUN
cjfa-65815	19	9	underperforms	underperform	VERB
cjfa-65815	19	10	the	the	DET
cjfa-65815	19	11	risk	risk	NOUN
cjfa-65815	19	12	model	model	NOUN
cjfa-65815	19	13	by	by	ADP
cjfa-65815	19	14	a	a	DET
cjfa-65815	19	15	substantial	substantial	ADJ
cjfa-65815	19	16	amount	amount	NOUN
cjfa-65815	19	17	.	.	PUNCT
cjfa-65815	20	1	the	the	DET
cjfa-65815	20	2	results	result	NOUN
cjfa-65815	20	3	lead	lead	VERB
cjfa-65815	20	4	us	we	PRON
cjfa-65815	20	5	to	to	PART
cjfa-65815	20	6	categorically	categorically	ADV
cjfa-65815	20	7	reject	reject	VERB
cjfa-65815	20	8	the	the	DET
cjfa-65815	20	9	arbitrage	arbitrage	NOUN
cjfa-65815	20	10	pricing	pricing	NOUN
cjfa-65815	20	11	model	model	NOUN
cjfa-65815	20	12	with	with	ADP
cjfa-65815	20	13	connor	connor	NOUN
cjfa-65815	20	14	and	and	CCONJ
cjfa-65815	20	15	korajczyk	korajczyk	PROPN
cjfa-65815	20	16	’s	’s	PART
cjfa-65815	20	17	factors	factor	NOUN
cjfa-65815	20	18	as	as	ADP
cjfa-65815	20	19	a	a	DET
cjfa-65815	20	20	risk	risk	NOUN
cjfa-65815	20	21	model	model	NOUN
cjfa-65815	20	22	for	for	ADP
cjfa-65815	20	23	indian	indian	ADJ
cjfa-65815	20	24	stock	stock	NOUN
cjfa-65815	20	25	returns	return	NOUN
cjfa-65815	20	26	.	.	PUNCT
cjfa-65815	20	27	 	 	SPACE
cjfa-65815	21	1	introduction	introduction	NOUN
cjfa-65815	21	2	 	 	SPACE
cjfa-65815	21	3	introduction	introduction	NOUN
cjfa-65815	21	4	the	the	DET
cjfa-65815	21	5	understanding	understanding	NOUN
cjfa-65815	21	6	and	and	CCONJ
cjfa-65815	21	7	measurement	measurement	NOUN
cjfa-65815	21	8	of	of	ADP
cjfa-65815	21	9	the	the	DET
cjfa-65815	21	10	sources	source	NOUN
cjfa-65815	21	11	of	of	ADP
cjfa-65815	21	12	fundamental	fundamental	ADJ
cjfa-65815	21	13	,	,	PUNCT
cjfa-65815	21	14	non	non	ADJ
cjfa-65815	21	15	-	-	ADJ
cjfa-65815	21	16	diversifiable	diversifiable	ADJ
cjfa-65815	21	17	macroeconomic	macroeconomic	ADJ
cjfa-65815	21	18	risks	risk	NOUN
cjfa-65815	21	19	underlying	underlie	VERB
cjfa-65815	21	20	asset	asset	NOUN
cjfa-65815	21	21	prices	price	NOUN
cjfa-65815	21	22	largely	largely	ADV
cjfa-65815	21	23	remain	remain	VERB
cjfa-65815	21	24	unanswered	unanswered	ADJ
cjfa-65815	21	25	.	.	PUNCT
cjfa-65815	22	1	the	the	DET
cjfa-65815	22	2	capm	capm	PROPN
cjfa-65815	22	3	(	(	PUNCT
cjfa-65815	22	4	sharpe	sharpe	PROPN
cjfa-65815	22	5	,	,	PUNCT
cjfa-65815	22	6	1964	1964	NUM
cjfa-65815	22	7	;	;	PUNCT
cjfa-65815	22	8	lintner	lintner	NOUN
cjfa-65815	22	9	,	,	PUNCT
cjfa-65815	22	10	1965	1965	NUM
cjfa-65815	22	11	;	;	PUNCT
cjfa-65815	22	12	black	black	ADJ
cjfa-65815	22	13	,	,	PUNCT
cjfa-65815	22	14	jensen	jensen	PROPN
cjfa-65815	22	15	&	&	CCONJ
cjfa-65815	22	16	scholes	scholes	PROPN
cjfa-65815	22	17	,	,	PUNCT
cjfa-65815	22	18	1972	1972	NUM
cjfa-65815	22	19	)	)	PUNCT
cjfa-65815	22	20	,	,	PUNCT
cjfa-65815	22	21	a	a	DET
cjfa-65815	22	22	cross	cross	ADJ
cjfa-65815	22	23	-	-	ADJ
cjfa-65815	22	24	sectional	sectional	ADJ
cjfa-65815	22	25	model	model	NOUN
cjfa-65815	22	26	,	,	PUNCT
cjfa-65815	22	27	shows	show	VERB
cjfa-65815	22	28	that	that	SCONJ
cjfa-65815	22	29	expected	expect	VERB
cjfa-65815	22	30	excess	excess	ADJ
cjfa-65815	22	31	security	security	NOUN
cjfa-65815	22	32	returns	return	NOUN
cjfa-65815	22	33	are	be	AUX
cjfa-65815	22	34	a	a	DET
cjfa-65815	22	35	linear	linear	ADJ
cjfa-65815	22	36	function	function	NOUN
cjfa-65815	22	37	of	of	ADP
cjfa-65815	22	38	market	market	NOUN
cjfa-65815	22	39	beta	beta	NOUN
cjfa-65815	22	40	only	only	ADV
cjfa-65815	22	41	with	with	ADP
cjfa-65815	22	42	an	an	DET
cjfa-65815	22	43	intercept	intercept	NOUN
cjfa-65815	22	44	of	of	ADP
cjfa-65815	22	45	zero	zero	NUM
cjfa-65815	22	46	.	.	PUNCT
cjfa-65815	23	1	however	however	ADV
cjfa-65815	23	2	,	,	PUNCT
cjfa-65815	23	3	over	over	ADP
cjfa-65815	23	4	the	the	DET
cjfa-65815	23	5	past	past	ADJ
cjfa-65815	23	6	decades	decade	NOUN
cjfa-65815	23	7	,	,	PUNCT
cjfa-65815	23	8	numerous	numerous	ADJ
cjfa-65815	23	9	empirical	empirical	ADJ
cjfa-65815	23	10	asset	asset	NOUN
cjfa-65815	23	11	pricing	pricing	NOUN
cjfa-65815	23	12	studies	study	NOUN
cjfa-65815	23	13	contradicting	contradict	VERB
cjfa-65815	23	14	the	the	DET
cjfa-65815	23	15	capm	capm	PROPN
cjfa-65815	23	16	have	have	AUX
cjfa-65815	23	17	been	be	AUX
cjfa-65815	23	18	documented	document	VERB
cjfa-65815	23	19	.	.	PUNCT
cjfa-65815	24	1	these	these	DET
cjfa-65815	24	2	capm	capm	PROPN
cjfa-65815	24	3	“	"	PUNCT
cjfa-65815	24	4	anomalies	anomaly	NOUN
cjfa-65815	24	5	”	"	PUNCT
cjfa-65815	24	6	that	that	PRON
cjfa-65815	24	7	reject	reject	VERB
cjfa-65815	24	8	the	the	DET
cjfa-65815	24	9	zero	zero	NUM
cjfa-65815	24	10	intercept	intercept	NOUN
cjfa-65815	24	11	hypothesis	hypothesis	NOUN
cjfa-65815	24	12	have	have	AUX
cjfa-65815	24	13	steadily	steadily	ADV
cjfa-65815	24	14	increased	increase	VERB
cjfa-65815	24	15	.	.	PUNCT
cjfa-65815	25	1	some	some	PRON
cjfa-65815	25	2	of	of	ADP
cjfa-65815	25	3	the	the	DET
cjfa-65815	25	4	more	more	ADV
cjfa-65815	25	5	prominent	prominent	ADJ
cjfa-65815	25	6	anomaly	anomaly	NOUN
cjfa-65815	25	7	research	research	NOUN
cjfa-65815	25	8	findings	finding	NOUN
cjfa-65815	25	9	demonstrate	demonstrate	VERB
cjfa-65815	25	10	the	the	DET
cjfa-65815	25	11	inability	inability	NOUN
cjfa-65815	25	12	of	of	ADP
cjfa-65815	25	13	capm	capm	PROPN
cjfa-65815	25	14	to	to	PART
cjfa-65815	25	15	price	price	NOUN
cjfa-65815	25	16	portfolios	portfolio	NOUN
cjfa-65815	25	17	formed	form	VERB
cjfa-65815	25	18	by	by	ADP
cjfa-65815	25	19	grouping	group	VERB
cjfa-65815	25	20	securities	security	NOUN
cjfa-65815	25	21	based	base	VERB
cjfa-65815	25	22	on	on	ADP
cjfa-65815	25	23	firm	firm	ADJ
cjfa-65815	25	24	characteristics	characteristic	NOUN
cjfa-65815	25	25	.	.	PUNCT
cjfa-65815	26	1	basu	basu	PROPN
cjfa-65815	26	2	(	(	PUNCT
cjfa-65815	26	3	1983	1983	NUM
cjfa-65815	26	4	)	)	PUNCT
cjfa-65815	26	5	finds	find	VERB
cjfa-65815	26	6	that	that	SCONJ
cjfa-65815	26	7	,	,	PUNCT
cjfa-65815	26	8	on	on	ADP
cjfa-65815	26	9	average	average	ADJ
cjfa-65815	26	10	,	,	PUNCT
cjfa-65815	26	11	securities	security	NOUN
cjfa-65815	26	12	with	with	ADP
cjfa-65815	26	13	low	low	ADJ
cjfa-65815	26	14	p	p	X
cjfa-65815	26	15	/	/	SYM
cjfa-65815	26	16	e	e	NOUN
cjfa-65815	26	17	earn	earn	VERB
cjfa-65815	26	18	higher	high	ADJ
cjfa-65815	26	19	risk	risk	NOUN
cjfa-65815	26	20	-	-	PUNCT
cjfa-65815	26	21	adjusted	adjust	VERB
cjfa-65815	26	22	returns	return	NOUN
cjfa-65815	26	23	than	than	ADP
cjfa-65815	26	24	securities	security	NOUN
cjfa-65815	26	25	with	with	ADP
cjfa-65815	26	26	high	high	ADJ
cjfa-65815	26	27	p	p	X
cjfa-65815	26	28	/	/	SYM
cjfa-65815	26	29	e.	e.	PROPN
cjfa-65815	26	30	banz	banz	PROPN
cjfa-65815	26	31	(	(	PUNCT
cjfa-65815	26	32	1981	1981	NUM
cjfa-65815	26	33	)	)	PUNCT
cjfa-65815	26	34	discovers	discover	VERB
cjfa-65815	26	35	the	the	DET
cjfa-65815	26	36	“	"	PUNCT
cjfa-65815	26	37	size	size	NOUN
cjfa-65815	26	38	”	"	PUNCT
cjfa-65815	26	39	effect	effect	NOUN
cjfa-65815	26	40	,	,	PUNCT
cjfa-65815	26	41	with	with	ADP
cjfa-65815	26	42	small	small	ADJ
cjfa-65815	26	43	capitalization	capitalization	NOUN
cjfa-65815	26	44	stocks	stock	NOUN
cjfa-65815	26	45	earning	earn	VERB
cjfa-65815	26	46	higher	high	ADJ
cjfa-65815	26	47	riskadjusted	riskadjuste	VERB
cjfa-65815	26	48	returns	return	NOUN
cjfa-65815	26	49	than	than	ADP
cjfa-65815	26	50	large	large	ADJ
cjfa-65815	26	51	capitalization	capitalization	NOUN
cjfa-65815	26	52	stocks	stock	NOUN
cjfa-65815	26	53	.	.	PUNCT
cjfa-65815	27	1	rosenberg	rosenberg	PROPN
cjfa-65815	27	2	,	,	PUNCT
cjfa-65815	27	3	reid	reid	PROPN
cjfa-65815	27	4	and	and	CCONJ
cjfa-65815	27	5	lanstein	lanstein	ADJ
cjfa-65815	27	6	(	(	PUNCT
cjfa-65815	27	7	1985	1985	NUM
cjfa-65815	27	8	)	)	PUNCT
cjfa-65815	27	9	discover	discover	VERB
cjfa-65815	27	10	the	the	DET
cjfa-65815	27	11	“	"	PUNCT
cjfa-65815	27	12	value	value	NOUN
cjfa-65815	27	13	”	"	PUNCT
cjfa-65815	27	14	effect	effect	NOUN
cjfa-65815	27	15	with	with	ADP
cjfa-65815	27	16	high	high	ADJ
cjfa-65815	27	17	b	b	PROPN
cjfa-65815	27	18	/	/	SYM
cjfa-65815	27	19	m	m	PROPN
cjfa-65815	27	20	(	(	PUNCT
cjfa-65815	27	21	value	value	NOUN
cjfa-65815	27	22	)	)	PUNCT
cjfa-65815	27	23	stocks	stock	NOUN
cjfa-65815	27	24	earning	earn	VERB
cjfa-65815	27	25	higher	high	ADJ
cjfa-65815	27	26	risk	risk	NOUN
cjfa-65815	27	27	-	-	PUNCT
cjfa-65815	27	28	adjusted	adjust	VERB
cjfa-65815	27	29	returns	return	NOUN
cjfa-65815	27	30	than	than	ADP
cjfa-65815	27	31	low	low	ADJ
cjfa-65815	27	32	b	b	PROPN
cjfa-65815	27	33	/	/	SYM
cjfa-65815	27	34	m	m	PROPN
cjfa-65815	27	35	(	(	PUNCT
cjfa-65815	27	36	growth	growth	NOUN
cjfa-65815	27	37	)	)	PUNCT
cjfa-65815	27	38	stocks	stock	NOUN
cjfa-65815	27	39	.	.	PUNCT
cjfa-65815	28	1	finally	finally	ADV
cjfa-65815	28	2	,	,	PUNCT
cjfa-65815	28	3	jegadeesh	jegadeesh	NOUN
cjfa-65815	28	4	and	and	CCONJ
cjfa-65815	28	5	titman	titman	NOUN
cjfa-65815	28	6	(	(	PUNCT
cjfa-65815	28	7	2001	2001	NUM
cjfa-65815	28	8	)	)	PUNCT
cjfa-65815	28	9	identify	identify	VERB
cjfa-65815	28	10	the	the	DET
cjfa-65815	28	11	momentum	momentum	NOUN
cjfa-65815	28	12	factor	factor	NOUN
cjfa-65815	28	13	.	.	PUNCT
cjfa-65815	29	1	as	as	SCONJ
cjfa-65815	29	2	the	the	DET
cjfa-65815	29	3	number	number	NOUN
cjfa-65815	29	4	of	of	ADP
cjfa-65815	29	5	documented	document	VERB
cjfa-65815	29	6	violations	violation	NOUN
cjfa-65815	29	7	of	of	ADP
cjfa-65815	29	8	capm	capm	PROPN
cjfa-65815	29	9	grew	grow	VERB
cjfa-65815	29	10	,	,	PUNCT
cjfa-65815	29	11	so	so	ADV
cjfa-65815	29	12	did	do	VERB
cjfa-65815	29	13	the	the	DET
cjfa-65815	29	14	research	research	NOUN
cjfa-65815	29	15	efforts	effort	NOUN
cjfa-65815	29	16	to	to	PART
cjfa-65815	29	17	find	find	VERB
cjfa-65815	29	18	possible	possible	ADJ
cjfa-65815	29	19	explanations	explanation	NOUN
cjfa-65815	29	20	.	.	PUNCT
cjfa-65815	30	1	prominent	prominent	ADJ
cjfa-65815	30	2	among	among	ADP
cjfa-65815	30	3	them	they	PRON
cjfa-65815	30	4	were	be	AUX
cjfa-65815	30	5	explanations	explanation	NOUN
cjfa-65815	30	6	based	base	VERB
cjfa-65815	30	7	on	on	ADP
cjfa-65815	30	8	deviations	deviation	NOUN
cjfa-65815	30	9	from	from	ADP
cjfa-65815	30	10	perfect	perfect	ADJ
cjfa-65815	30	11	markets	market	NOUN
cjfa-65815	30	12	due	due	ADJ
cjfa-65815	30	13	to	to	ADP
cjfa-65815	30	14	transaction	transaction	NOUN
cjfa-65815	30	15	and	and	CCONJ
cjfa-65815	30	16	liquidity	liquidity	NOUN
cjfa-65815	30	17	effects	effect	NOUN
cjfa-65815	30	18	(	(	PUNCT
cjfa-65815	30	19	amihud	amihud	PROPN
cjfa-65815	30	20	&	&	CCONJ
cjfa-65815	30	21	mendelson	mendelson	PROPN
cjfa-65815	30	22	,	,	PUNCT
cjfa-65815	30	23	1986	1986	NUM
cjfa-65815	30	24	;	;	PUNCT
cjfa-65815	30	25	pastor	pastor	NOUN
cjfa-65815	30	26	&	&	CCONJ
cjfa-65815	30	27	stambaugh	stambaugh	PROPN
cjfa-65815	30	28	,	,	PUNCT
cjfa-65815	30	29	2001	2001	NUM
cjfa-65815	30	30	)	)	PUNCT
cjfa-65815	30	31	;	;	PUNCT
cjfa-65815	31	1	irrational	irrational	ADJ
cjfa-65815	31	2	investor	investor	NOUN
cjfa-65815	31	3	behavior	behavior	NOUN
cjfa-65815	31	4	(	(	PUNCT
cjfa-65815	31	5	such	such	ADJ
cjfa-65815	31	6	as	as	ADP
cjfa-65815	31	7	overreaction	overreaction	NOUN
cjfa-65815	31	8	)	)	PUNCT
cjfa-65815	31	9	or	or	CCONJ
cjfa-65815	31	10	market	market	NOUN
cjfa-65815	31	11	inefficiencies	inefficiency	NOUN
cjfa-65815	31	12	(	(	PUNCT
cjfa-65815	31	13	lakonishok	lakonishok	NOUN
cjfa-65815	31	14	,	,	PUNCT
cjfa-65815	31	15	shleifer	shleifer	PROPN
cjfa-65815	31	16	&	&	CCONJ
cjfa-65815	31	17	vishny	vishny	PROPN
cjfa-65815	31	18	,	,	PUNCT
cjfa-65815	31	19	1994	1994	NUM
cjfa-65815	31	20	)	)	PUNCT
cjfa-65815	31	21	;	;	PUNCT
cjfa-65815	31	22	momentum	momentum	NOUN
cjfa-65815	31	23	anomaly	anomaly	NOUN
cjfa-65815	31	24	arising	arise	VERB
cjfa-65815	31	25	from	from	ADP
cjfa-65815	31	26	investors	investor	NOUN
cjfa-65815	31	27	behavioral	behavioral	ADJ
cjfa-65815	31	28	and	and	CCONJ
cjfa-65815	31	29	cognitive	cognitive	ADJ
cjfa-65815	31	30	biases	bias	NOUN
cjfa-65815	31	31	(	(	PUNCT
cjfa-65815	31	32	jegadeesh	jegadeesh	NOUN
cjfa-65815	31	33	&	&	CCONJ
cjfa-65815	31	34	titman	titman	PROPN
cjfa-65815	31	35	,	,	PUNCT
cjfa-65815	31	36	1993	1993	NUM
cjfa-65815	31	37	;	;	PUNCT
cjfa-65815	31	38	chan	chan	PROPN
cjfa-65815	31	39	,	,	PUNCT
cjfa-65815	31	40	jegadeesh	jegadeesh	PROPN
cjfa-65815	31	41	&	&	CCONJ
cjfa-65815	31	42	lakonishok	lakonishok	PROPN
cjfa-65815	31	43	,	,	PUNCT
cjfa-65815	31	44	1995	1995	NUM
cjfa-65815	31	45	;	;	PUNCT
cjfa-65815	31	46	daniel	daniel	PROPN
cjfa-65815	31	47	,	,	PUNCT
cjfa-65815	31	48	hirshleifer	hirshleifer	PROPN
cjfa-65815	31	49	&	&	CCONJ
cjfa-65815	31	50	subrahmanyam	subrahmanyam	PROPN
cjfa-65815	31	51	,	,	PUNCT
cjfa-65815	31	52	1998	1998	NUM
cjfa-65815	31	53	;	;	PUNCT
cjfa-65815	31	54	hong	hong	PROPN
cjfa-65815	31	55	&	&	CCONJ
cjfa-65815	31	56	stein	stein	PROPN
cjfa-65815	31	57	,	,	PUNCT
cjfa-65815	31	58	1999	1999	NUM
cjfa-65815	31	59	)	)	PUNCT
cjfa-65815	31	60	;	;	PUNCT
cjfa-65815	31	61	fundamental	fundamental	ADJ
cjfa-65815	31	62	non	non	ADJ
cjfa-65815	31	63	-	-	ADJ
cjfa-65815	31	64	diversifiable	diversifiable	ADJ
cjfa-65815	31	65	risks	risk	NOUN
cjfa-65815	31	66	such	such	ADJ
cjfa-65815	31	67	as	as	ADP
cjfa-65815	31	68	missing	miss	VERB
cjfa-65815	31	69	risk	risk	NOUN
cjfa-65815	31	70	factor(s	factor(s	NOUN
cjfa-65815	31	71	)	)	PUNCT
cjfa-65815	31	72	or	or	CCONJ
cjfa-65815	31	73	improper	improper	ADJ
cjfa-65815	31	74	proxy	proxy	NOUN
cjfa-65815	31	75	for	for	ADP
cjfa-65815	31	76	market	market	NOUN
cjfa-65815	31	77	portfolio	portfolio	NOUN
cjfa-65815	31	78	(	(	PUNCT
cjfa-65815	31	79	roll	roll	NOUN
cjfa-65815	31	80	,	,	PUNCT
cjfa-65815	31	81	1977	1977	NUM
cjfa-65815	31	82	)	)	PUNCT
cjfa-65815	31	83	;	;	PUNCT
cjfa-65815	31	84	and	and	CCONJ
cjfa-65815	31	85	the	the	DET
cjfa-65815	31	86	biases	bias	NOUN
cjfa-65815	31	87	in	in	ADP
cjfa-65815	31	88	the	the	DET
cjfa-65815	31	89	empirical	empirical	ADJ
cjfa-65815	31	90	methodology	methodology	NOUN
cjfa-65815	31	91	(	(	PUNCT
cjfa-65815	31	92	such	such	ADJ
cjfa-65815	31	93	as	as	ADP
cjfa-65815	31	94	data	data	NOUN
cjfa-65815	31	95	-	-	PUNCT
cjfa-65815	31	96	snooping	snooping	NOUN
cjfa-65815	31	97	)	)	PUNCT
cjfa-65815	31	98	.	.	PUNCT
cjfa-65815	32	1	cross	cross	ADJ
cjfa-65815	32	2	-	-	ADJ
cjfa-65815	32	3	sectional	sectional	ADJ
cjfa-65815	32	4	predictability	predictability	NOUN
cjfa-65815	32	5	of	of	ADP
cjfa-65815	32	6	indian	indian	ADJ
cjfa-65815	32	7	stock	stock	NOUN
cjfa-65815	32	8	returns	return	NOUN
cjfa-65815	32	9	…	…	PUNCT
cjfa-65815	32	10	6161	6161	NUM
cjfa-65815	32	11	many	many	ADJ
cjfa-65815	32	12	theoretical	theoretical	ADJ
cjfa-65815	32	13	equilibrium	equilibrium	NOUN
cjfa-65815	32	14	-	-	PUNCT
cjfa-65815	32	15	based	base	VERB
cjfa-65815	32	16	models	model	NOUN
cjfa-65815	32	17	(	(	PUNCT
cjfa-65815	32	18	unrelated	unrelated	ADJ
cjfa-65815	32	19	to	to	ADP
cjfa-65815	32	20	the	the	DET
cjfa-65815	32	21	linear	linear	ADJ
cjfa-65815	32	22	factor	factor	NOUN
cjfa-65815	32	23	model	model	NOUN
cjfa-65815	32	24	(	(	PUNCT
cjfa-65815	32	25	lfm	lfm	PROPN
cjfa-65815	32	26	)	)	PUNCT
cjfa-65815	32	27	)	)	PUNCT
cjfa-65815	32	28	in	in	ADP
cjfa-65815	32	29	literature	literature	NOUN
cjfa-65815	32	30	offer	offer	VERB
cjfa-65815	32	31	non	non	ADJ
cjfa-65815	32	32	-	-	ADJ
cjfa-65815	32	33	capm	capm	ADJ
cjfa-65815	32	34	-	-	PUNCT
cjfa-65815	32	35	based	base	VERB
cjfa-65815	32	36	explanations	explanation	NOUN
cjfa-65815	32	37	of	of	ADP
cjfa-65815	32	38	asset	asset	NOUN
cjfa-65815	32	39	returns	return	NOUN
cjfa-65815	32	40	.	.	PUNCT
cjfa-65815	33	1	for	for	ADP
cjfa-65815	33	2	example	example	NOUN
cjfa-65815	33	3	,	,	PUNCT
cjfa-65815	33	4	kraus	kraus	PROPN
cjfa-65815	33	5	and	and	CCONJ
cjfa-65815	33	6	litzenberger	litzenberger	NOUN
cjfa-65815	33	7	(	(	PUNCT
cjfa-65815	33	8	1976	1976	NUM
cjfa-65815	33	9	)	)	PUNCT
cjfa-65815	33	10	and	and	CCONJ
cjfa-65815	33	11	harvey	harvey	NOUN
cjfa-65815	33	12	and	and	CCONJ
cjfa-65815	33	13	siddique	siddique	NOUN
cjfa-65815	33	14	(	(	PUNCT
cjfa-65815	33	15	2000	2000	NUM
cjfa-65815	33	16	)	)	PUNCT
cjfa-65815	33	17	use	use	VERB
cjfa-65815	33	18	co	co	NOUN
cjfa-65815	33	19	-	-	NOUN
cjfa-65815	33	20	skewness	skewness	NOUN
cjfa-65815	33	21	as	as	ADP
cjfa-65815	33	22	a	a	DET
cjfa-65815	33	23	risk	risk	NOUN
cjfa-65815	33	24	measure	measure	NOUN
cjfa-65815	33	25	,	,	PUNCT
cjfa-65815	33	26	hwang	hwang	PROPN
cjfa-65815	33	27	and	and	CCONJ
cjfa-65815	33	28	satchell	satchell	PROPN
cjfa-65815	33	29	(	(	PUNCT
cjfa-65815	33	30	1999	1999	NUM
cjfa-65815	33	31	)	)	PUNCT
cjfa-65815	33	32	use	use	NOUN
cjfa-65815	33	33	cokurtosis	cokurtosis	NOUN
cjfa-65815	33	34	,	,	PUNCT
cjfa-65815	33	35	while	while	SCONJ
cjfa-65815	33	36	bawa	bawa	PROPN
cjfa-65815	33	37	and	and	CCONJ
cjfa-65815	33	38	lindenberg	lindenberg	PROPN
cjfa-65815	33	39	(	(	PUNCT
cjfa-65815	33	40	1977	1977	NUM
cjfa-65815	33	41	)	)	PUNCT
cjfa-65815	33	42	propose	propose	VERB
cjfa-65815	33	43	a	a	DET
cjfa-65815	33	44	semi	semi	NOUN
cjfa-65815	33	45	-	-	NOUN
cjfa-65815	33	46	variance	variance	NOUN
cjfa-65815	33	47	,	,	PUNCT
cjfa-65815	33	48	downside	downside	ADJ
cjfa-65815	33	49	beta	beta	NOUN
cjfa-65815	33	50	-	-	PUNCT
cjfa-65815	33	51	based	base	VERB
cjfa-65815	33	52	equilibrium	equilibrium	NOUN
cjfa-65815	33	53	model	model	NOUN
cjfa-65815	33	54	.	.	PUNCT
cjfa-65815	34	1	theoretically	theoretically	ADV
cjfa-65815	34	2	motivated	motivate	VERB
cjfa-65815	34	3	lfms	lfms	NOUN
cjfa-65815	34	4	,	,	PUNCT
cjfa-65815	34	5	such	such	ADJ
cjfa-65815	34	6	as	as	ADP
cjfa-65815	34	7	intertemporal	intertemporal	ADJ
cjfa-65815	34	8	capm	capm	PROPN
cjfa-65815	34	9	(	(	PUNCT
cjfa-65815	34	10	merton	merton	PROPN
cjfa-65815	34	11	,	,	PUNCT
cjfa-65815	34	12	1973	1973	NUM
cjfa-65815	34	13	)	)	PUNCT
cjfa-65815	34	14	and	and	CCONJ
cjfa-65815	34	15	arbitrage	arbitrage	NOUN
cjfa-65815	34	16	pricing	pricing	NOUN
cjfa-65815	34	17	theory	theory	NOUN
cjfa-65815	34	18	(	(	PUNCT
cjfa-65815	34	19	apt	apt	ADJ
cjfa-65815	34	20	)	)	PUNCT
cjfa-65815	34	21	(	(	PUNCT
cjfa-65815	34	22	ross	ross	PROPN
cjfa-65815	34	23	,	,	PUNCT
cjfa-65815	34	24	1976	1976	NUM
cjfa-65815	34	25	)	)	PUNCT
cjfa-65815	34	26	,	,	PUNCT
cjfa-65815	34	27	assume	assume	VERB
cjfa-65815	34	28	rational	rational	ADJ
cjfa-65815	34	29	investors	investor	NOUN
cjfa-65815	34	30	and	and	CCONJ
cjfa-65815	34	31	perfect	perfect	ADJ
cjfa-65815	34	32	markets	market	NOUN
cjfa-65815	34	33	.	.	PUNCT
cjfa-65815	35	1	however	however	ADV
cjfa-65815	35	2	,	,	PUNCT
cjfa-65815	35	3	these	these	DET
cjfa-65815	35	4	models	model	NOUN
cjfa-65815	35	5	are	be	AUX
cjfa-65815	35	6	quiet	quiet	ADJ
cjfa-65815	35	7	when	when	SCONJ
cjfa-65815	35	8	it	it	PRON
cjfa-65815	35	9	comes	come	VERB
cjfa-65815	35	10	to	to	ADP
cjfa-65815	35	11	which	which	DET
cjfa-65815	35	12	factors	factor	NOUN
cjfa-65815	35	13	and	and	CCONJ
cjfa-65815	35	14	how	how	SCONJ
cjfa-65815	35	15	many	many	ADJ
cjfa-65815	35	16	of	of	ADP
cjfa-65815	35	17	them	they	PRON
cjfa-65815	35	18	should	should	AUX
cjfa-65815	35	19	be	be	AUX
cjfa-65815	35	20	included	include	VERB
cjfa-65815	35	21	in	in	ADP
cjfa-65815	35	22	the	the	DET
cjfa-65815	35	23	lfms	lfms	NOUN
cjfa-65815	35	24	,	,	PUNCT
cjfa-65815	35	25	making	make	VERB
cjfa-65815	35	26	it	it	PRON
cjfa-65815	35	27	largely	largely	ADV
cjfa-65815	35	28	an	an	DET
cjfa-65815	35	29	empirical	empirical	ADJ
cjfa-65815	35	30	issue	issue	NOUN
cjfa-65815	35	31	.	.	PUNCT
cjfa-65815	36	1	this	this	DET
cjfa-65815	36	2	“	"	PUNCT
cjfa-65815	36	3	fishing	fishing	NOUN
cjfa-65815	36	4	license	license	NOUN
cjfa-65815	36	5	”	"	PUNCT
cjfa-65815	36	6	(	(	PUNCT
cjfa-65815	36	7	fama	fama	NOUN
cjfa-65815	36	8	,	,	PUNCT
cjfa-65815	36	9	1991	1991	NUM
cjfa-65815	36	10	)	)	PUNCT
cjfa-65815	36	11	that	that	PRON
cjfa-65815	36	12	apparently	apparently	ADV
cjfa-65815	36	13	allows	allow	VERB
cjfa-65815	36	14	researchers	researcher	NOUN
cjfa-65815	36	15	to	to	PART
cjfa-65815	36	16	use	use	VERB
cjfa-65815	36	17	just	just	ADV
cjfa-65815	36	18	about	about	ADV
cjfa-65815	36	19	any	any	DET
cjfa-65815	36	20	factor	factor	NOUN
cjfa-65815	36	21	led	lead	VERB
cjfa-65815	36	22	to	to	ADP
cjfa-65815	36	23	a	a	DET
cjfa-65815	36	24	rise	rise	NOUN
cjfa-65815	36	25	in	in	ADP
cjfa-65815	36	26	the	the	DET
cjfa-65815	36	27	number	number	NOUN
cjfa-65815	36	28	of	of	ADP
cjfa-65815	36	29	potential	potential	ADJ
cjfa-65815	36	30	factors	factor	NOUN
cjfa-65815	36	31	.	.	PUNCT
cjfa-65815	37	1	harvey	harvey	NOUN
cjfa-65815	37	2	,	,	PUNCT
cjfa-65815	37	3	liu	liu	PROPN
cjfa-65815	37	4	and	and	CCONJ
cjfa-65815	37	5	zhu	zhu	PROPN
cjfa-65815	37	6	(	(	PUNCT
cjfa-65815	37	7	2015	2015	NUM
cjfa-65815	37	8	)	)	PUNCT
cjfa-65815	37	9	document	document	NOUN
cjfa-65815	37	10	over	over	ADP
cjfa-65815	37	11	300	300	NUM
cjfa-65815	37	12	factors	factor	NOUN
cjfa-65815	37	13	identified	identify	VERB
cjfa-65815	37	14	in	in	ADP
cjfa-65815	37	15	empirical	empirical	ADJ
cjfa-65815	37	16	studies	study	NOUN
cjfa-65815	37	17	to	to	PART
cjfa-65815	37	18	explain	explain	VERB
cjfa-65815	37	19	asset	asset	NOUN
cjfa-65815	37	20	cross	cross	ADJ
cjfa-65815	37	21	-	-	ADJ
cjfa-65815	37	22	sectional	sectional	ADJ
cjfa-65815	37	23	returns	return	NOUN
cjfa-65815	37	24	.	.	PUNCT
cjfa-65815	38	1	cochrane	cochrane	NOUN
cjfa-65815	38	2	(	(	PUNCT
cjfa-65815	38	3	2011	2011	NUM
cjfa-65815	38	4	)	)	PUNCT
cjfa-65815	38	5	calls	call	VERB
cjfa-65815	38	6	this	this	DET
cjfa-65815	38	7	situation	situation	NOUN
cjfa-65815	38	8	“	"	PUNCT
cjfa-65815	38	9	a	a	DET
cjfa-65815	38	10	zoo	zoo	NOUN
cjfa-65815	38	11	of	of	ADP
cjfa-65815	38	12	new	new	ADJ
cjfa-65815	38	13	factors	factor	NOUN
cjfa-65815	38	14	”	"	PUNCT
cjfa-65815	38	15	.	.	PUNCT
cjfa-65815	39	1	the	the	DET
cjfa-65815	39	2	large	large	ADJ
cjfa-65815	39	3	number	number	NOUN
cjfa-65815	39	4	of	of	ADP
cjfa-65815	39	5	factors	factor	NOUN
cjfa-65815	39	6	in	in	ADP
cjfa-65815	39	7	literature	literature	NOUN
cjfa-65815	39	8	is	be	AUX
cjfa-65815	39	9	contrary	contrary	ADJ
cjfa-65815	39	10	to	to	ADP
cjfa-65815	39	11	earlier	early	ADV
cjfa-65815	39	12	empirical	empirical	ADJ
cjfa-65815	39	13	apt	apt	ADJ
cjfa-65815	39	14	studies	study	NOUN
cjfa-65815	39	15	that	that	PRON
cjfa-65815	39	16	have	have	AUX
cjfa-65815	39	17	suggested	suggest	VERB
cjfa-65815	39	18	the	the	DET
cjfa-65815	39	19	existence	existence	NOUN
cjfa-65815	39	20	of	of	ADP
cjfa-65815	39	21	not	not	PART
cjfa-65815	39	22	more	more	ADJ
cjfa-65815	39	23	than	than	ADP
cjfa-65815	39	24	10	10	NUM
cjfa-65815	39	25	factors	factor	NOUN
cjfa-65815	39	26	.	.	PUNCT
cjfa-65815	40	1	the	the	DET
cjfa-65815	40	2	findings	finding	NOUN
cjfa-65815	40	3	of	of	ADP
cjfa-65815	40	4	a	a	DET
cjfa-65815	40	5	statistically	statistically	ADV
cjfa-65815	40	6	significant	significant	ADJ
cjfa-65815	40	7	non	non	ADJ
cjfa-65815	40	8	-	-	ADJ
cjfa-65815	40	9	zero	zero	NUM
cjfa-65815	40	10	capm	capm	NOUN
cjfa-65815	40	11	intercept	intercept	NOUN
cjfa-65815	40	12	also	also	ADV
cjfa-65815	40	13	led	lead	VERB
cjfa-65815	40	14	to	to	ADP
cjfa-65815	40	15	the	the	DET
cjfa-65815	40	16	empirical	empirical	ADJ
cjfa-65815	40	17	testing	testing	NOUN
cjfa-65815	40	18	of	of	ADP
cjfa-65815	40	19	multiple	multiple	ADJ
cjfa-65815	40	20	beta	beta	ADJ
cjfa-65815	40	21	asset	asset	NOUN
cjfa-65815	40	22	pricing	pricing	NOUN
cjfa-65815	40	23	models	model	NOUN
cjfa-65815	40	24	.	.	PUNCT
cjfa-65815	41	1	connor	connor	NOUN
cjfa-65815	41	2	(	(	PUNCT
cjfa-65815	41	3	1995	1995	NUM
cjfa-65815	41	4	)	)	PUNCT
cjfa-65815	41	5	lists	list	VERB
cjfa-65815	41	6	3	3	NUM
cjfa-65815	41	7	types	type	NOUN
cjfa-65815	41	8	of	of	ADP
cjfa-65815	41	9	multiple	multiple	ADJ
cjfa-65815	41	10	beta	beta	ADJ
cjfa-65815	41	11	models	model	NOUN
cjfa-65815	41	12	:	:	PUNCT
cjfa-65815	41	13	macroeconomic	macroeconomic	ADJ
cjfa-65815	41	14	,	,	PUNCT
cjfa-65815	41	15	statistical	statistical	ADJ
cjfa-65815	41	16	,	,	PUNCT
cjfa-65815	41	17	and	and	CCONJ
cjfa-65815	41	18	fundamental	fundamental	ADJ
cjfa-65815	41	19	factor	factor	NOUN
cjfa-65815	41	20	models	model	NOUN
cjfa-65815	41	21	.	.	PUNCT
cjfa-65815	42	1	chen	chen	PROPN
cjfa-65815	42	2	,	,	PUNCT
cjfa-65815	42	3	roll	roll	VERB
cjfa-65815	42	4	,	,	PUNCT
cjfa-65815	42	5	and	and	CCONJ
cjfa-65815	42	6	ross	ross	PROPN
cjfa-65815	42	7	(	(	PUNCT
cjfa-65815	42	8	1986	1986	NUM
cjfa-65815	42	9	)	)	PUNCT
cjfa-65815	42	10	find	find	VERB
cjfa-65815	42	11	empirical	empirical	ADJ
cjfa-65815	42	12	evidence	evidence	NOUN
cjfa-65815	42	13	for	for	ADP
cjfa-65815	42	14	5	5	NUM
cjfa-65815	42	15	priced	price	VERB
cjfa-65815	42	16	macroeconomic	macroeconomic	ADJ
cjfa-65815	42	17	factors	factor	NOUN
cjfa-65815	42	18	.	.	PUNCT
cjfa-65815	43	1	roll	roll	NOUN
cjfa-65815	43	2	and	and	CCONJ
cjfa-65815	43	3	ross	ross	PROPN
cjfa-65815	43	4	(	(	PUNCT
cjfa-65815	43	5	1980	1980	NUM
cjfa-65815	43	6	)	)	PUNCT
cjfa-65815	43	7	use	use	VERB
cjfa-65815	43	8	a	a	DET
cjfa-65815	43	9	statistical	statistical	ADJ
cjfa-65815	43	10	procedure	procedure	NOUN
cjfa-65815	43	11	.	.	PUNCT
cjfa-65815	44	1	lehmann	lehmann	PROPN
cjfa-65815	44	2	and	and	CCONJ
cjfa-65815	44	3	modest	modest	ADJ
cjfa-65815	44	4	(	(	PUNCT
cjfa-65815	44	5	1988	1988	NUM
cjfa-65815	44	6	)	)	PUNCT
cjfa-65815	44	7	use	use	VERB
cjfa-65815	44	8	maximum	maximum	ADJ
cjfa-65815	44	9	likelihood	likelihood	NOUN
cjfa-65815	44	10	analysis	analysis	NOUN
cjfa-65815	44	11	to	to	PART
cjfa-65815	44	12	estimate	estimate	VERB
cjfa-65815	44	13	the	the	DET
cjfa-65815	44	14	lfm	lfm	PROPN
cjfa-65815	44	15	.	.	PUNCT
cjfa-65815	45	1	connor	connor	PROPN
cjfa-65815	45	2	and	and	CCONJ
cjfa-65815	45	3	korajczyk	korajczyk	PROPN
cjfa-65815	45	4	(	(	PUNCT
cjfa-65815	45	5	1988	1988	NUM
cjfa-65815	45	6	)	)	PUNCT
cjfa-65815	45	7	find	find	VERB
cjfa-65815	45	8	empirical	empirical	ADJ
cjfa-65815	45	9	evidence	evidence	NOUN
cjfa-65815	45	10	for	for	ADP
cjfa-65815	45	11	5	5	NUM
cjfa-65815	45	12	to	to	PART
cjfa-65815	45	13	10	10	NUM
cjfa-65815	45	14	principal	principal	ADJ
cjfa-65815	45	15	component	component	NOUN
cjfa-65815	45	16	factors	factor	NOUN
cjfa-65815	45	17	.	.	PUNCT
cjfa-65815	46	1	the	the	DET
cjfa-65815	46	2	factors	factor	NOUN
cjfa-65815	46	3	extracted	extract	VERB
cjfa-65815	46	4	through	through	ADP
cjfa-65815	46	5	statistical	statistical	ADJ
cjfa-65815	46	6	procedures	procedure	NOUN
cjfa-65815	46	7	or	or	CCONJ
cjfa-65815	46	8	principal	principal	ADJ
cjfa-65815	46	9	components	component	NOUN
cjfa-65815	46	10	are	be	AUX
cjfa-65815	46	11	not	not	PART
cjfa-65815	46	12	observable	observable	ADJ
cjfa-65815	46	13	,	,	PUNCT
cjfa-65815	46	14	and	and	CCONJ
cjfa-65815	46	15	their	their	PRON
cjfa-65815	46	16	economic	economic	ADJ
cjfa-65815	46	17	interpretation	interpretation	NOUN
cjfa-65815	46	18	is	be	AUX
cjfa-65815	46	19	unclear	unclear	ADJ
cjfa-65815	46	20	.	.	PUNCT
cjfa-65815	47	1	additionally	additionally	ADV
cjfa-65815	47	2	,	,	PUNCT
cjfa-65815	47	3	these	these	DET
cjfa-65815	47	4	factors	factor	NOUN
cjfa-65815	47	5	are	be	AUX
cjfa-65815	47	6	conditional	conditional	ADJ
cjfa-65815	47	7	to	to	PART
cjfa-65815	47	8	sample	sample	VERB
cjfa-65815	47	9	assets	asset	NOUN
cjfa-65815	47	10	and	and	CCONJ
cjfa-65815	47	11	time	time	NOUN
cjfa-65815	47	12	periods	period	NOUN
cjfa-65815	47	13	,	,	PUNCT
cjfa-65815	47	14	and	and	CCONJ
cjfa-65815	47	15	they	they	PRON
cjfa-65815	47	16	are	be	AUX
cjfa-65815	47	17	likely	likely	ADV
cjfa-65815	47	18	unstable	unstable	ADJ
cjfa-65815	47	19	.	.	PUNCT
cjfa-65815	48	1	a	a	DET
cjfa-65815	48	2	different	different	ADJ
cjfa-65815	48	3	approach	approach	NOUN
cjfa-65815	48	4	,	,	PUNCT
cjfa-65815	48	5	not	not	PART
cjfa-65815	48	6	necessarily	necessarily	ADV
cjfa-65815	48	7	economically	economically	ADV
cjfa-65815	48	8	motivated	motivated	ADJ
cjfa-65815	48	9	,	,	PUNCT
cjfa-65815	48	10	is	be	AUX
cjfa-65815	48	11	based	base	VERB
cjfa-65815	48	12	on	on	ADP
cjfa-65815	48	13	creating	create	VERB
cjfa-65815	48	14	factors	factor	NOUN
cjfa-65815	48	15	from	from	ADP
cjfa-65815	48	16	excess	excess	ADJ
cjfa-65815	48	17	returns	return	NOUN
cjfa-65815	48	18	of	of	ADP
cjfa-65815	48	19	portfolios	portfolio	NOUN
cjfa-65815	48	20	formed	form	VERB
cjfa-65815	48	21	from	from	ADP
cjfa-65815	48	22	securities	security	NOUN
cjfa-65815	48	23	sorted	sort	VERB
cjfa-65815	48	24	on	on	ADP
cjfa-65815	48	25	firm	firm	ADJ
cjfa-65815	48	26	attributes	attribute	NOUN
cjfa-65815	48	27	such	such	ADJ
cjfa-65815	48	28	as	as	ADP
cjfa-65815	48	29	size	size	NOUN
cjfa-65815	48	30	,	,	PUNCT
cjfa-65815	48	31	b	b	X
cjfa-65815	48	32	/	/	SYM
cjfa-65815	48	33	m	m	PROPN
cjfa-65815	48	34	,	,	PUNCT
cjfa-65815	48	35	etc	etc	X
cjfa-65815	48	36	.	.	X
cjfa-65815	48	37	,	,	PUNCT
cjfa-65815	48	38	to	to	PART
cjfa-65815	48	39	explain	explain	VERB
cjfa-65815	48	40	assets	asset	NOUN
cjfa-65815	48	41	’	'	PUNCT
cjfa-65815	48	42	returns	return	NOUN
cjfa-65815	48	43	and	and	CCONJ
cjfa-65815	48	44	reassessing	reassess	VERB
cjfa-65815	48	45	the	the	DET
cjfa-65815	48	46	zero	zero	NUM
cjfa-65815	48	47	intercept	intercept	NOUN
cjfa-65815	48	48	hypothesis	hypothesis	NOUN
cjfa-65815	48	49	.	.	PUNCT
cjfa-65815	49	1	there	there	PRON
cjfa-65815	49	2	are	be	VERB
cjfa-65815	49	3	no	no	DET
cjfa-65815	49	4	specific	specific	ADJ
cjfa-65815	49	5	theories	theory	NOUN
cjfa-65815	49	6	identified	identify	VERB
cjfa-65815	49	7	with	with	ADP
cjfa-65815	49	8	these	these	DET
cjfa-65815	49	9	risk	risk	NOUN
cjfa-65815	49	10	factors	factor	NOUN
cjfa-65815	49	11	,	,	PUNCT
cjfa-65815	49	12	and	and	CCONJ
cjfa-65815	49	13	they	they	PRON
cjfa-65815	49	14	are	be	AUX
cjfa-65815	49	15	hypothesized	hypothesize	VERB
cjfa-65815	49	16	as	as	ADP
cjfa-65815	49	17	either	either	DET
cjfa-65815	49	18	proxies	proxy	NOUN
cjfa-65815	49	19	correlated	correlate	VERB
cjfa-65815	49	20	to	to	ADP
cjfa-65815	49	21	yet	yet	ADV
cjfa-65815	49	22	-	-	PUNCT
cjfa-65815	49	23	to	to	PART
cjfa-65815	49	24	-	-	PUNCT
cjfa-65815	49	25	be	be	AUX
cjfa-65815	49	26	-	-	PUNCT
cjfa-65815	49	27	known	know	VERB
cjfa-65815	49	28	fundamental	fundamental	ADJ
cjfa-65815	49	29	sources	source	NOUN
cjfa-65815	49	30	of	of	ADP
cjfa-65815	49	31	risk	risk	NOUN
cjfa-65815	49	32	,	,	PUNCT
cjfa-65815	49	33	products	product	NOUN
cjfa-65815	49	34	of	of	ADP
cjfa-65815	49	35	data	datum	NOUN
cjfa-65815	49	36	snooping	snooping	NOUN
cjfa-65815	49	37	,	,	PUNCT
cjfa-65815	49	38	or	or	CCONJ
cjfa-65815	49	39	just	just	ADV
cjfa-65815	49	40	redundant	redundant	ADJ
cjfa-65815	49	41	.	.	PUNCT
cjfa-65815	50	1	gibbons	gibbon	NOUN
cjfa-65815	50	2	,	,	PUNCT
cjfa-65815	50	3	ross	ross	PROPN
cjfa-65815	50	4	and	and	CCONJ
cjfa-65815	50	5	shanken	shanken	VERB
cjfa-65815	50	6	(	(	PUNCT
cjfa-65815	50	7	1989	1989	NUM
cjfa-65815	50	8	)	)	PUNCT
cjfa-65815	50	9	posit	posit	VERB
cjfa-65815	50	10	that	that	SCONJ
cjfa-65815	50	11	stock	stock	NOUN
cjfa-65815	50	12	portfolios	portfolio	NOUN
cjfa-65815	50	13	are	be	AUX
cjfa-65815	50	14	used	use	VERB
cjfa-65815	50	15	to	to	PART
cjfa-65815	50	16	test	test	VERB
cjfa-65815	50	17	lfms	lfms	NOUN
cjfa-65815	50	18	due	due	ADP
cjfa-65815	50	19	to	to	ADP
cjfa-65815	50	20	the	the	DET
cjfa-65815	50	21	limitations	limitation	NOUN
cjfa-65815	50	22	of	of	ADP
cjfa-65815	50	23	the	the	DET
cjfa-65815	50	24	econometric	econometric	ADJ
cjfa-65815	50	25	techniques	technique	NOUN
cjfa-65815	50	26	requiring	require	VERB
cjfa-65815	50	27	a	a	DET
cjfa-65815	50	28	larger	large	ADJ
cjfa-65815	50	29	number	number	NOUN
cjfa-65815	50	30	of	of	ADP
cjfa-65815	50	31	test	test	NOUN
cjfa-65815	50	32	periods	period	NOUN
cjfa-65815	50	33	than	than	ADP
cjfa-65815	50	34	test	test	NOUN
cjfa-65815	50	35	assets	asset	NOUN
cjfa-65815	50	36	.	.	PUNCT
cjfa-65815	51	1	fama	fama	PROPN
cjfa-65815	51	2	and	and	CCONJ
cjfa-65815	51	3	french	french	ADJ
cjfa-65815	51	4	sanjay	sanjay	PROPN
cjfa-65815	51	5	shanbhag	shanbhag	PROPN
cjfa-65815	51	6	,	,	PUNCT
cjfa-65815	51	7	kamran	kamran	PROPN
cjfa-65815	51	8	quddus6262	quddus6262	PROPN
cjfa-65815	51	9	(	(	PUNCT
cjfa-65815	51	10	1992	1992	NUM
cjfa-65815	51	11	)	)	PUNCT
cjfa-65815	51	12	find	find	VERB
cjfa-65815	51	13	that	that	SCONJ
cjfa-65815	51	14	the	the	DET
cjfa-65815	51	15	three	three	NUM
cjfa-65815	51	16	-	-	PUNCT
cjfa-65815	51	17	factor	factor	NOUN
cjfa-65815	51	18	model	model	NOUN
cjfa-65815	51	19	(	(	PUNCT
cjfa-65815	51	20	ff3	ff3	PROPN
cjfa-65815	51	21	)	)	PUNCT
cjfa-65815	51	22	,	,	PUNCT
cjfa-65815	51	23	with	with	ADP
cjfa-65815	51	24	factor	factor	NOUN
cjfa-65815	51	25	portfolios	portfolio	NOUN
cjfa-65815	51	26	formed	form	VERB
cjfa-65815	51	27	from	from	ADP
cjfa-65815	51	28	excess	excess	ADJ
cjfa-65815	51	29	market	market	NOUN
cjfa-65815	51	30	returns	return	NOUN
cjfa-65815	51	31	,	,	PUNCT
cjfa-65815	51	32	size	size	NOUN
cjfa-65815	51	33	,	,	PUNCT
cjfa-65815	51	34	and	and	CCONJ
cjfa-65815	51	35	b	b	X
cjfa-65815	51	36	/	/	SYM
cjfa-65815	51	37	m	m	PROPN
cjfa-65815	51	38	,	,	PUNCT
cjfa-65815	51	39	has	have	VERB
cjfa-65815	51	40	an	an	DET
cjfa-65815	51	41	intercept	intercept	NOUN
cjfa-65815	51	42	not	not	PART
cjfa-65815	51	43	significantly	significantly	ADV
cjfa-65815	51	44	different	different	ADJ
cjfa-65815	51	45	from	from	ADP
cjfa-65815	51	46	zero	zero	NUM
cjfa-65815	51	47	.	.	PUNCT
cjfa-65815	52	1	besides	besides	SCONJ
cjfa-65815	52	2	the	the	DET
cjfa-65815	52	3	widely	widely	ADV
cjfa-65815	52	4	known	know	VERB
cjfa-65815	52	5	ff3	ff3	PROPN
cjfa-65815	52	6	,	,	PUNCT
cjfa-65815	52	7	other	other	ADJ
cjfa-65815	52	8	models	model	NOUN
cjfa-65815	52	9	in	in	ADP
cjfa-65815	52	10	literature	literature	NOUN
cjfa-65815	52	11	are	be	AUX
cjfa-65815	52	12	the	the	DET
cjfa-65815	52	13	four	four	NUM
cjfa-65815	52	14	-	-	PUNCT
cjfa-65815	52	15	factor	factor	NOUN
cjfa-65815	52	16	model	model	NOUN
cjfa-65815	52	17	by	by	ADP
cjfa-65815	52	18	carhart	carhart	NOUN
cjfa-65815	52	19	(	(	PUNCT
cjfa-65815	52	20	1997	1997	NUM
cjfa-65815	52	21	)	)	PUNCT
cjfa-65815	52	22	,	,	PUNCT
cjfa-65815	52	23	three	three	NUM
cjfa-65815	52	24	-	-	PUNCT
cjfa-65815	52	25	factor	factor	NOUN
cjfa-65815	52	26	model	model	NOUN
cjfa-65815	52	27	by	by	ADP
cjfa-65815	52	28	chen	chen	PROPN
cjfa-65815	52	29	and	and	CCONJ
cjfa-65815	52	30	zhang	zhang	PROPN
cjfa-65815	52	31	(	(	PUNCT
cjfa-65815	52	32	2009	2009	NUM
cjfa-65815	52	33	)	)	PUNCT
cjfa-65815	52	34	,	,	PUNCT
cjfa-65815	52	35	four	four	NUM
cjfa-65815	52	36	-	-	PUNCT
cjfa-65815	52	37	factor	factor	NOUN
cjfa-65815	52	38	model	model	NOUN
cjfa-65815	52	39	by	by	ADP
cjfa-65815	52	40	hou	hou	PROPN
cjfa-65815	52	41	,	,	PUNCT
cjfa-65815	52	42	xue	xue	PROPN
cjfa-65815	52	43	and	and	CCONJ
cjfa-65815	52	44	zhang	zhang	PROPN
cjfa-65815	52	45	(	(	PUNCT
cjfa-65815	52	46	2014	2014	NUM
cjfa-65815	52	47	)	)	PUNCT
cjfa-65815	52	48	,	,	PUNCT
cjfa-65815	52	49	five	five	NUM
cjfa-65815	52	50	-	-	PUNCT
cjfa-65815	52	51	factor	factor	NOUN
cjfa-65815	52	52	model	model	NOUN
cjfa-65815	52	53	by	by	ADP
cjfa-65815	52	54	fama	fama	PROPN
cjfa-65815	52	55	and	and	CCONJ
cjfa-65815	52	56	french	french	ADJ
cjfa-65815	52	57	(	(	PUNCT
cjfa-65815	52	58	2015	2015	NUM
cjfa-65815	52	59	)	)	PUNCT
cjfa-65815	52	60	(	(	PUNCT
cjfa-65815	52	61	ff5	ff5	NOUN
cjfa-65815	52	62	)	)	PUNCT
cjfa-65815	52	63	,	,	PUNCT
cjfa-65815	52	64	and	and	CCONJ
cjfa-65815	52	65	six	six	NUM
cjfa-65815	52	66	-	-	PUNCT
cjfa-65815	52	67	factor	factor	NOUN
cjfa-65815	52	68	model	model	NOUN
cjfa-65815	52	69	by	by	ADP
cjfa-65815	52	70	barillas	barilla	NOUN
cjfa-65815	52	71	and	and	CCONJ
cjfa-65815	52	72	shanken	shanken	VERB
cjfa-65815	52	73	(	(	PUNCT
cjfa-65815	52	74	2018	2018	NUM
cjfa-65815	52	75	)	)	PUNCT
cjfa-65815	52	76	.	.	PUNCT
cjfa-65815	53	1	important	important	ADJ
cjfa-65815	53	2	considerations	consideration	NOUN
cjfa-65815	53	3	that	that	PRON
cjfa-65815	53	4	are	be	AUX
cjfa-65815	53	5	also	also	ADV
cjfa-65815	53	6	present	present	ADJ
cjfa-65815	53	7	in	in	ADP
cjfa-65815	53	8	literature	literature	NOUN
cjfa-65815	53	9	include	include	VERB
cjfa-65815	53	10	whether	whether	SCONJ
cjfa-65815	53	11	ff3	ff3	VERB
cjfa-65815	53	12	firm	firm	ADJ
cjfa-65815	53	13	-	-	PUNCT
cjfa-65815	53	14	characteristic	characteristic	ADJ
cjfa-65815	53	15	factors	factor	NOUN
cjfa-65815	53	16	are	be	AUX
cjfa-65815	53	17	priced	price	VERB
cjfa-65815	53	18	(	(	PUNCT
cjfa-65815	53	19	mackinlay	mackinlay	NOUN
cjfa-65815	53	20	,	,	PUNCT
cjfa-65815	53	21	1995	1995	NUM
cjfa-65815	53	22	;	;	PUNCT
cjfa-65815	53	23	lakonishok	lakonishok	NOUN
cjfa-65815	53	24	et	et	PROPN
cjfa-65815	53	25	al	al	PROPN
cjfa-65815	53	26	.	.	PROPN
cjfa-65815	53	27	,	,	PUNCT
cjfa-65815	53	28	1994	1994	NUM
cjfa-65815	53	29	;	;	PUNCT
cjfa-65815	53	30	liew	liew	PROPN
cjfa-65815	53	31	&	&	CCONJ
cjfa-65815	53	32	vassalou	vassalou	PROPN
cjfa-65815	53	33	,	,	PUNCT
cjfa-65815	53	34	2000	2000	NUM
cjfa-65815	53	35	;	;	PUNCT
cjfa-65815	53	36	petkova	petkova	ADP
cjfa-65815	53	37	,	,	PUNCT
cjfa-65815	53	38	2006	2006	NUM
cjfa-65815	53	39	)	)	PUNCT
cjfa-65815	53	40	,	,	PUNCT
cjfa-65815	53	41	whether	whether	SCONJ
cjfa-65815	53	42	the	the	DET
cjfa-65815	53	43	factor	factor	NOUN
cjfa-65815	53	44	portfolios	portfolio	NOUN
cjfa-65815	53	45	that	that	PRON
cjfa-65815	53	46	correlate	correlate	VERB
cjfa-65815	53	47	well	well	ADV
cjfa-65815	53	48	with	with	ADP
cjfa-65815	53	49	anomalies	anomaly	NOUN
cjfa-65815	53	50	are	be	AUX
cjfa-65815	53	51	related	relate	VERB
cjfa-65815	53	52	to	to	ADP
cjfa-65815	53	53	fundamental	fundamental	ADJ
cjfa-65815	53	54	sources	source	NOUN
cjfa-65815	53	55	of	of	ADP
cjfa-65815	53	56	risk	risk	NOUN
cjfa-65815	53	57	(	(	PUNCT
cjfa-65815	53	58	lewellen	lewellen	NOUN
cjfa-65815	53	59	,	,	PUNCT
cjfa-65815	53	60	nagel	nagel	PROPN
cjfa-65815	53	61	and	and	CCONJ
cjfa-65815	53	62	shanken	shanken	VERB
cjfa-65815	53	63	,	,	PUNCT
cjfa-65815	53	64	2010	2010	NUM
cjfa-65815	53	65	)	)	PUNCT
cjfa-65815	53	66	,	,	PUNCT
cjfa-65815	53	67	and	and	CCONJ
cjfa-65815	53	68	which	which	DET
cjfa-65815	53	69	factors	factor	NOUN
cjfa-65815	53	70	best	well	ADV
cjfa-65815	53	71	explain	explain	VERB
cjfa-65815	53	72	asset	asset	NOUN
cjfa-65815	53	73	returns	return	NOUN
cjfa-65815	53	74	.	.	PUNCT
cjfa-65815	54	1	the	the	DET
cjfa-65815	54	2	ability	ability	NOUN
cjfa-65815	54	3	of	of	ADP
cjfa-65815	54	4	characteristic	characteristic	NOUN
cjfa-65815	54	5	-	-	PUNCT
cjfa-65815	54	6	sorted	sort	VERB
cjfa-65815	54	7	portfolios	portfolio	NOUN
cjfa-65815	54	8	to	to	PART
cjfa-65815	54	9	explain	explain	VERB
cjfa-65815	54	10	capm	capm	NOUN
cjfa-65815	54	11	anomalies	anomaly	NOUN
cjfa-65815	54	12	is	be	AUX
cjfa-65815	54	13	viewed	view	VERB
cjfa-65815	54	14	with	with	ADP
cjfa-65815	54	15	caution	caution	NOUN
cjfa-65815	54	16	.	.	PUNCT
cjfa-65815	55	1	the	the	DET
cjfa-65815	55	2	factor	factor	NOUN
cjfa-65815	55	3	portfolio	portfolio	NOUN
cjfa-65815	55	4	formation	formation	NOUN
cjfa-65815	55	5	process	process	NOUN
cjfa-65815	55	6	itself	itself	PRON
cjfa-65815	55	7	may	may	AUX
cjfa-65815	55	8	make	make	VERB
cjfa-65815	55	9	it	it	PRON
cjfa-65815	55	10	difficult	difficult	ADJ
cjfa-65815	55	11	to	to	PART
cjfa-65815	55	12	reject	reject	VERB
cjfa-65815	55	13	the	the	DET
cjfa-65815	55	14	model	model	NOUN
cjfa-65815	55	15	(	(	PUNCT
cjfa-65815	55	16	roll	roll	NOUN
cjfa-65815	55	17	,	,	PUNCT
cjfa-65815	55	18	1977	1977	NUM
cjfa-65815	55	19	)	)	PUNCT
cjfa-65815	55	20	or	or	CCONJ
cjfa-65815	55	21	the	the	DET
cjfa-65815	55	22	capm	capm	PROPN
cjfa-65815	55	23	anomaly	anomaly	NOUN
cjfa-65815	55	24	(	(	PUNCT
cjfa-65815	55	25	lo	lo	PROPN
cjfa-65815	55	26	&	&	CCONJ
cjfa-65815	55	27	mackinlay	mackinlay	PROPN
cjfa-65815	55	28	,	,	PUNCT
cjfa-65815	55	29	1990	1990	NUM
cjfa-65815	55	30	;	;	PUNCT
cjfa-65815	55	31	ferson	ferson	NOUN
cjfa-65815	55	32	,	,	PUNCT
cjfa-65815	55	33	sarkissian	sarkissian	PROPN
cjfa-65815	55	34	&	&	CCONJ
cjfa-65815	55	35	simin	simin	PROPN
cjfa-65815	55	36	,	,	PUNCT
cjfa-65815	55	37	1999	1999	NUM
cjfa-65815	55	38	;	;	PUNCT
cjfa-65815	55	39	berk	berk	PROPN
cjfa-65815	55	40	,	,	PUNCT
cjfa-65815	55	41	2000	2000	NUM
cjfa-65815	55	42	)	)	PUNCT
cjfa-65815	55	43	due	due	ADP
cjfa-65815	55	44	to	to	ADP
cjfa-65815	55	45	data	datum	NOUN
cjfa-65815	55	46	snooping	snooping	NOUN
cjfa-65815	55	47	biases	bias	NOUN
cjfa-65815	55	48	inherent	inherent	ADJ
cjfa-65815	55	49	in	in	ADP
cjfa-65815	55	50	the	the	DET
cjfa-65815	55	51	characteristic	characteristic	NOUN
cjfa-65815	55	52	-	-	PUNCT
cjfa-65815	55	53	sorted	sort	VERB
cjfa-65815	55	54	test	test	NOUN
cjfa-65815	55	55	portfolios	portfolio	NOUN
cjfa-65815	55	56	.	.	PUNCT
cjfa-65815	56	1	hwang	hwang	PROPN
cjfa-65815	56	2	and	and	CCONJ
cjfa-65815	56	3	satchell	satchell	PROPN
cjfa-65815	56	4	(	(	PUNCT
cjfa-65815	56	5	2012	2012	NUM
cjfa-65815	56	6	)	)	PUNCT
cjfa-65815	56	7	suggest	suggest	VERB
cjfa-65815	56	8	an	an	DET
cjfa-65815	56	9	average	average	ADJ
cjfa-65815	56	10	f	f	NOUN
cjfa-65815	56	11	-	-	PUNCT
cjfa-65815	56	12	test	test	NOUN
cjfa-65815	56	13	to	to	PART
cjfa-65815	56	14	get	get	VERB
cjfa-65815	56	15	around	around	ADP
cjfa-65815	56	16	this	this	DET
cjfa-65815	56	17	problem	problem	NOUN
cjfa-65815	56	18	.	.	PUNCT
cjfa-65815	57	1	hou	hou	NOUN
cjfa-65815	57	2	,	,	PUNCT
cjfa-65815	57	3	xue	xue	PROPN
cjfa-65815	57	4	and	and	CCONJ
cjfa-65815	57	5	zhang	zhang	PROPN
cjfa-65815	57	6	(	(	PUNCT
cjfa-65815	57	7	2018	2018	NUM
cjfa-65815	57	8	)	)	PUNCT
cjfa-65815	57	9	and	and	CCONJ
cjfa-65815	57	10	chordia	chordia	NOUN
cjfa-65815	57	11	,	,	PUNCT
cjfa-65815	57	12	goyal	goyal	PROPN
cjfa-65815	57	13	and	and	CCONJ
cjfa-65815	57	14	saretto	saretto	PROPN
cjfa-65815	57	15	(	(	PUNCT
cjfa-65815	57	16	2020	2020	NUM
cjfa-65815	57	17	)	)	PUNCT
cjfa-65815	57	18	demonstrate	demonstrate	VERB
cjfa-65815	57	19	that	that	SCONJ
cjfa-65815	57	20	anomalies	anomaly	NOUN
cjfa-65815	57	21	fail	fail	VERB
cjfa-65815	57	22	to	to	PART
cjfa-65815	57	23	replicate	replicate	VERB
cjfa-65815	57	24	when	when	SCONJ
cjfa-65815	57	25	adjusted	adjust	VERB
cjfa-65815	57	26	for	for	ADP
cjfa-65815	57	27	multiple	multiple	ADJ
cjfa-65815	57	28	hypothesis	hypothesis	NOUN
cjfa-65815	57	29	testing	testing	NOUN
cjfa-65815	57	30	.	.	PUNCT
cjfa-65815	58	1	kothari	kothari	PROPN
cjfa-65815	58	2	,	,	PUNCT
cjfa-65815	58	3	shanken	shanken	VERB
cjfa-65815	58	4	and	and	CCONJ
cjfa-65815	58	5	sloan	sloan	PROPN
cjfa-65815	58	6	(	(	PUNCT
cjfa-65815	58	7	1995	1995	NUM
cjfa-65815	58	8	)	)	PUNCT
cjfa-65815	58	9	provide	provide	VERB
cjfa-65815	58	10	evidence	evidence	NOUN
cjfa-65815	58	11	of	of	ADP
cjfa-65815	58	12	crsp	crsp	PROPN
cjfa-65815	58	13	and	and	CCONJ
cjfa-65815	58	14	compustat	compustat	PROPN
cjfa-65815	58	15	database	database	NOUN
cjfa-65815	58	16	sample	sample	NOUN
cjfa-65815	58	17	selection	selection	NOUN
cjfa-65815	58	18	biases	bias	NOUN
cjfa-65815	58	19	to	to	PART
cjfa-65815	58	20	demonstrate	demonstrate	VERB
cjfa-65815	58	21	ff3	ff3	PROPN
cjfa-65815	58	22	’s	’s	PART
cjfa-65815	58	23	ability	ability	NOUN
cjfa-65815	58	24	to	to	PART
cjfa-65815	58	25	explain	explain	VERB
cjfa-65815	58	26	capm	capm	PROPN
cjfa-65815	58	27	anomalies	anomaly	NOUN
cjfa-65815	58	28	.	.	PUNCT
cjfa-65815	59	1	fama	fama	PROPN
cjfa-65815	59	2	and	and	CCONJ
cjfa-65815	59	3	french	french	PROPN
cjfa-65815	59	4	,	,	PUNCT
cjfa-65815	59	5	however	however	ADV
cjfa-65815	59	6	,	,	PUNCT
cjfa-65815	59	7	provide	provide	VERB
cjfa-65815	59	8	evidence	evidence	NOUN
cjfa-65815	59	9	of	of	ADP
cjfa-65815	59	10	the	the	DET
cjfa-65815	59	11	success	success	NOUN
cjfa-65815	59	12	of	of	ADP
cjfa-65815	59	13	the	the	DET
cjfa-65815	59	14	ff3	ff3	PROPN
cjfa-65815	59	15	model	model	NOUN
cjfa-65815	59	16	in	in	ADP
cjfa-65815	59	17	other	other	ADJ
cjfa-65815	59	18	international	international	ADJ
cjfa-65815	59	19	markets	market	NOUN
cjfa-65815	59	20	to	to	PART
cjfa-65815	59	21	demonstrate	demonstrate	VERB
cjfa-65815	59	22	that	that	SCONJ
cjfa-65815	59	23	not	not	PART
cjfa-65815	59	24	all	all	DET
cjfa-65815	59	25	characteristic	characteristic	ADJ
cjfa-65815	59	26	-	-	PUNCT
cjfa-65815	59	27	related	relate	VERB
cjfa-65815	59	28	phenomena	phenomenon	NOUN
cjfa-65815	59	29	are	be	AUX
cjfa-65815	59	30	spurious	spurious	ADJ
cjfa-65815	59	31	effects	effect	NOUN
cjfa-65815	59	32	of	of	ADP
cjfa-65815	59	33	data	datum	NOUN
cjfa-65815	59	34	snooping	snooping	NOUN
cjfa-65815	59	35	or	or	CCONJ
cjfa-65815	59	36	sample	sample	NOUN
cjfa-65815	59	37	bias	bias	NOUN
cjfa-65815	59	38	.	.	PUNCT
cjfa-65815	60	1	literature	literature	NOUN
cjfa-65815	60	2	reviewliterature	reviewliterature	NOUN
cjfa-65815	60	3	review	review	NOUN
cjfa-65815	60	4	there	there	PRON
cjfa-65815	60	5	is	be	VERB
cjfa-65815	60	6	extensive	extensive	ADJ
cjfa-65815	60	7	literature	literature	NOUN
cjfa-65815	60	8	focused	focus	VERB
cjfa-65815	60	9	on	on	ADP
cjfa-65815	60	10	empirical	empirical	ADJ
cjfa-65815	60	11	testing	testing	NOUN
cjfa-65815	60	12	of	of	ADP
cjfa-65815	60	13	asset	asset	NOUN
cjfa-65815	60	14	pricing	pricing	NOUN
cjfa-65815	60	15	models	model	NOUN
cjfa-65815	60	16	and	and	CCONJ
cjfa-65815	60	17	uncovering	uncover	VERB
cjfa-65815	60	18	anomalies	anomaly	NOUN
cjfa-65815	60	19	in	in	ADP
cjfa-65815	60	20	the	the	DET
cjfa-65815	60	21	indian	indian	ADJ
cjfa-65815	60	22	stock	stock	NOUN
cjfa-65815	60	23	markets	market	NOUN
cjfa-65815	60	24	.	.	PUNCT
cjfa-65815	61	1	asset	asset	NOUN
cjfa-65815	61	2	pricing	pricing	NOUN
cjfa-65815	61	3	models	model	NOUN
cjfa-65815	61	4	such	such	ADJ
cjfa-65815	61	5	as	as	ADP
cjfa-65815	61	6	capm	capm	PROPN
cjfa-65815	61	7	,	,	PUNCT
cjfa-65815	61	8	fama	fama	PROPN
cjfa-65815	61	9	-	-	PUNCT
cjfa-65815	61	10	french	french	ADJ
cjfa-65815	61	11	three	three	NUM
cjfa-65815	61	12	-	-	PUNCT
cjfa-65815	61	13	factor	factor	NOUN
cjfa-65815	61	14	,	,	PUNCT
cjfa-65815	61	15	apt	apt	ADJ
cjfa-65815	61	16	,	,	PUNCT
cjfa-65815	61	17	and	and	CCONJ
cjfa-65815	61	18	carhart	carhart	NOUN
cjfa-65815	61	19	four	four	NUM
cjfa-65815	61	20	-	-	PUNCT
cjfa-65815	61	21	factor	factor	NOUN
cjfa-65815	61	22	have	have	AUX
cjfa-65815	61	23	been	be	AUX
cjfa-65815	61	24	tested	test	VERB
cjfa-65815	61	25	extensively	extensively	ADV
cjfa-65815	61	26	on	on	ADP
cjfa-65815	61	27	various	various	ADJ
cjfa-65815	61	28	indices	index	NOUN
cjfa-65815	61	29	such	such	ADJ
cjfa-65815	61	30	as	as	ADP
cjfa-65815	61	31	bse	bse	NOUN
cjfa-65815	61	32	and	and	CCONJ
cjfa-65815	61	33	nse	nse	NOUN
cjfa-65815	61	34	for	for	ADP
cjfa-65815	61	35	different	different	ADJ
cjfa-65815	61	36	sets	set	NOUN
cjfa-65815	61	37	of	of	ADP
cjfa-65815	61	38	portfolios	portfolio	NOUN
cjfa-65815	61	39	and	and	CCONJ
cjfa-65815	61	40	different	different	ADJ
cjfa-65815	61	41	time	time	NOUN
cjfa-65815	61	42	periods	period	NOUN
cjfa-65815	61	43	.	.	PUNCT
cjfa-65815	62	1	while	while	SCONJ
cjfa-65815	62	2	capm	capm	PROPN
cjfa-65815	62	3	has	have	AUX
cjfa-65815	62	4	generally	generally	ADV
cjfa-65815	62	5	failed	fail	VERB
cjfa-65815	62	6	,	,	PUNCT
cjfa-65815	62	7	the	the	DET
cjfa-65815	62	8	performance	performance	NOUN
cjfa-65815	62	9	of	of	ADP
cjfa-65815	62	10	fama	fama	NOUN
cjfa-65815	62	11	-	-	PUNCT
cjfa-65815	62	12	french	french	ADJ
cjfa-65815	62	13	three	three	NUM
cjfa-65815	62	14	-	-	PUNCT
cjfa-65815	62	15	factor	factor	NOUN
cjfa-65815	62	16	has	have	AUX
cjfa-65815	62	17	been	be	AUX
cjfa-65815	62	18	better	well	ADJ
cjfa-65815	62	19	and	and	CCONJ
cjfa-65815	62	20	carhart	carhart	VERB
cjfa-65815	62	21	four	four	NUM
cjfa-65815	62	22	-	-	PUNCT
cjfa-65815	62	23	factor	factor	NOUN
cjfa-65815	62	24	has	have	AUX
cjfa-65815	62	25	been	be	AUX
cjfa-65815	62	26	found	find	VERB
cjfa-65815	62	27	to	to	PART
cjfa-65815	62	28	explain	explain	VERB
cjfa-65815	62	29	cross	cross	NOUN
cjfa-65815	62	30	section	section	NOUN
cjfa-65815	62	31	of	of	ADP
cjfa-65815	62	32	returns	return	NOUN
cjfa-65815	62	33	better	well	ADV
cjfa-65815	62	34	cross	cross	ADJ
cjfa-65815	62	35	-	-	ADJ
cjfa-65815	62	36	sectional	sectional	ADJ
cjfa-65815	62	37	predictability	predictability	NOUN
cjfa-65815	62	38	of	of	ADP
cjfa-65815	62	39	indian	indian	ADJ
cjfa-65815	62	40	stock	stock	NOUN
cjfa-65815	62	41	returns	return	NOUN
cjfa-65815	62	42	…	…	PUNCT
cjfa-65815	62	43	6363	6363	NUM
cjfa-65815	62	44	than	than	ADP
cjfa-65815	62	45	both	both	DET
cjfa-65815	62	46	these	these	DET
cjfa-65815	62	47	models	model	NOUN
cjfa-65815	62	48	.	.	PUNCT
cjfa-65815	63	1	basu	basu	PROPN
cjfa-65815	63	2	and	and	CCONJ
cjfa-65815	63	3	chawla	chawla	PROPN
cjfa-65815	63	4	(	(	PUNCT
cjfa-65815	63	5	2010	2010	NUM
cjfa-65815	63	6	)	)	PUNCT
cjfa-65815	63	7	,	,	PUNCT
cjfa-65815	63	8	ansari	ansari	PROPN
cjfa-65815	63	9	and	and	CCONJ
cjfa-65815	63	10	khan	khan	PROPN
cjfa-65815	63	11	(	(	PUNCT
cjfa-65815	63	12	2012	2012	NUM
cjfa-65815	63	13	)	)	PUNCT
cjfa-65815	63	14	,	,	PUNCT
cjfa-65815	63	15	sehgal	sehgal	NOUN
cjfa-65815	63	16	and	and	CCONJ
cjfa-65815	63	17	balakrishnan	balakrishnan	PROPN
cjfa-65815	63	18	(	(	PUNCT
cjfa-65815	63	19	2013	2013	NUM
cjfa-65815	63	20	)	)	PUNCT
cjfa-65815	63	21	,	,	PUNCT
cjfa-65815	63	22	and	and	CCONJ
cjfa-65815	63	23	das	das	PROPN
cjfa-65815	63	24	(	(	PUNCT
cjfa-65815	63	25	2015	2015	NUM
cjfa-65815	63	26	)	)	PUNCT
cjfa-65815	63	27	document	document	NOUN
cjfa-65815	63	28	the	the	DET
cjfa-65815	63	29	failure	failure	NOUN
cjfa-65815	63	30	of	of	ADP
cjfa-65815	63	31	capm	capm	PROPN
cjfa-65815	63	32	.	.	PUNCT
cjfa-65815	64	1	basu	basu	PROPN
cjfa-65815	64	2	and	and	CCONJ
cjfa-65815	64	3	chawla	chawla	PROPN
cjfa-65815	64	4	(	(	PUNCT
cjfa-65815	64	5	2012	2012	NUM
cjfa-65815	64	6	)	)	PUNCT
cjfa-65815	64	7	find	find	VERB
cjfa-65815	64	8	selected	select	VERB
cjfa-65815	64	9	macroeconomic	macroeconomic	ADJ
cjfa-65815	64	10	variables	variable	NOUN
cjfa-65815	64	11	in	in	ADP
cjfa-65815	64	12	multi	multi	ADJ
cjfa-65815	64	13	-	-	NOUN
cjfa-65815	64	14	factor	factor	NOUN
cjfa-65815	64	15	apt	apt	ADJ
cjfa-65815	64	16	to	to	PART
cjfa-65815	64	17	be	be	AUX
cjfa-65815	64	18	good	good	ADJ
cjfa-65815	64	19	descriptors	descriptor	NOUN
cjfa-65815	64	20	of	of	ADP
cjfa-65815	64	21	asset	asset	NOUN
cjfa-65815	64	22	returns	return	NOUN
cjfa-65815	64	23	.	.	PUNCT
cjfa-65815	65	1	zaremba	zaremba	NOUN
cjfa-65815	65	2	(	(	PUNCT
cjfa-65815	65	3	2015	2015	NUM
cjfa-65815	65	4	)	)	PUNCT
cjfa-65815	65	5	demonstrates	demonstrate	VERB
cjfa-65815	65	6	the	the	DET
cjfa-65815	65	7	january	january	PROPN
cjfa-65815	65	8	seasonal	seasonal	ADJ
cjfa-65815	65	9	effect	effect	NOUN
cjfa-65815	65	10	using	use	VERB
cjfa-65815	65	11	several	several	ADJ
cjfa-65815	65	12	distinct	distinct	ADJ
cjfa-65815	65	13	value	value	NOUN
cjfa-65815	65	14	and	and	CCONJ
cjfa-65815	65	15	momentum	momentum	NOUN
cjfa-65815	65	16	strategies	strategy	NOUN
cjfa-65815	65	17	on	on	ADP
cjfa-65815	65	18	78	78	NUM
cjfa-65815	65	19	markets	market	NOUN
cjfa-65815	65	20	and	and	CCONJ
cjfa-65815	65	21	concludes	conclude	VERB
cjfa-65815	65	22	that	that	SCONJ
cjfa-65815	65	23	their	their	PRON
cjfa-65815	65	24	findings	finding	NOUN
cjfa-65815	65	25	are	be	AUX
cjfa-65815	65	26	consistent	consistent	ADJ
cjfa-65815	65	27	with	with	ADP
cjfa-65815	65	28	the	the	DET
cjfa-65815	65	29	tax	tax	NOUN
cjfa-65815	65	30	loss	loss	NOUN
cjfa-65815	65	31	selling	selling	NOUN
cjfa-65815	65	32	and	and	CCONJ
cjfa-65815	65	33	window	window	NOUN
cjfa-65815	65	34	dressing	dressing	NOUN
cjfa-65815	65	35	effects	effect	NOUN
cjfa-65815	65	36	.	.	PUNCT
cjfa-65815	66	1	ansari	ansari	PROPN
cjfa-65815	66	2	and	and	CCONJ
cjfa-65815	66	3	khan	khan	PROPN
cjfa-65815	66	4	(	(	PUNCT
cjfa-65815	66	5	2012	2012	NUM
cjfa-65815	66	6	)	)	PUNCT
cjfa-65815	66	7	,	,	PUNCT
cjfa-65815	66	8	pandey	pandey	PROPN
cjfa-65815	66	9	and	and	CCONJ
cjfa-65815	66	10	sehgal	sehgal	PROPN
cjfa-65815	66	11	(	(	PUNCT
cjfa-65815	66	12	2015	2015	NUM
cjfa-65815	66	13	)	)	PUNCT
cjfa-65815	66	14	,	,	PUNCT
cjfa-65815	66	15	balakrishnan	balakrishnan	PROPN
cjfa-65815	66	16	(	(	PUNCT
cjfa-65815	66	17	2016	2016	NUM
cjfa-65815	66	18	)	)	PUNCT
cjfa-65815	66	19	,	,	PUNCT
cjfa-65815	66	20	vasishth	vasishth	ADJ
cjfa-65815	66	21	,	,	PUNCT
cjfa-65815	66	22	sehgal	sehgal	ADJ
cjfa-65815	66	23	and	and	CCONJ
cjfa-65815	66	24	sharma	sharma	PROPN
cjfa-65815	66	25	(	(	PUNCT
cjfa-65815	66	26	2020	2020	NUM
cjfa-65815	66	27	)	)	PUNCT
cjfa-65815	66	28	,	,	PUNCT
cjfa-65815	66	29	sobti	sobti	NOUN
cjfa-65815	66	30	(	(	PUNCT
cjfa-65815	66	31	2018	2018	NUM
cjfa-65815	66	32	)	)	PUNCT
cjfa-65815	66	33	,	,	PUNCT
cjfa-65815	66	34	harshita	harshita	PROPN
cjfa-65815	66	35	,	,	PUNCT
cjfa-65815	66	36	singh	singh	PROPN
cjfa-65815	66	37	and	and	CCONJ
cjfa-65815	66	38	yadav	yadav	PROPN
cjfa-65815	66	39	(	(	PUNCT
cjfa-65815	66	40	2018	2018	NUM
cjfa-65815	66	41	)	)	PUNCT
cjfa-65815	66	42	,	,	PUNCT
cjfa-65815	66	43	sharma	sharma	PROPN
cjfa-65815	66	44	,	,	PUNCT
cjfa-65815	66	45	subramaniam	subramaniam	PROPN
cjfa-65815	66	46	and	and	CCONJ
cjfa-65815	66	47	sehgal	sehgal	PROPN
cjfa-65815	66	48	(	(	PUNCT
cjfa-65815	66	49	2019	2019	NUM
cjfa-65815	66	50	)	)	PUNCT
cjfa-65815	66	51	,	,	PUNCT
cjfa-65815	66	52	balakrishnan	balakrishnan	PROPN
cjfa-65815	66	53	,	,	PUNCT
cjfa-65815	66	54	maiti	maiti	NOUN
cjfa-65815	66	55	and	and	CCONJ
cjfa-65815	66	56	panda	panda	NOUN
cjfa-65815	66	57	(	(	PUNCT
cjfa-65815	66	58	2018	2018	NUM
cjfa-65815	66	59	)	)	PUNCT
cjfa-65815	66	60	,	,	PUNCT
cjfa-65815	66	61	and	and	CCONJ
cjfa-65815	66	62	tripathi	tripathi	PROPN
cjfa-65815	66	63	and	and	CCONJ
cjfa-65815	66	64	aggarwal	aggarwal	PROPN
cjfa-65815	66	65	(	(	PUNCT
cjfa-65815	66	66	2020	2020	NUM
cjfa-65815	66	67	)	)	PUNCT
cjfa-65815	66	68	confirm	confirm	VERB
cjfa-65815	66	69	the	the	DET
cjfa-65815	66	70	existence	existence	NOUN
cjfa-65815	66	71	of	of	ADP
cjfa-65815	66	72	size	size	NOUN
cjfa-65815	66	73	,	,	PUNCT
cjfa-65815	66	74	value	value	NOUN
cjfa-65815	66	75	,	,	PUNCT
cjfa-65815	66	76	momentum	momentum	NOUN
cjfa-65815	66	77	,	,	PUNCT
cjfa-65815	66	78	profitability	profitability	NOUN
cjfa-65815	66	79	,	,	PUNCT
cjfa-65815	66	80	and	and	CCONJ
cjfa-65815	66	81	investment	investment	NOUN
cjfa-65815	66	82	effects	effect	NOUN
cjfa-65815	66	83	.	.	PUNCT
cjfa-65815	67	1	das	das	PROPN
cjfa-65815	67	2	and	and	CCONJ
cjfa-65815	67	3	barai	barai	NOUN
cjfa-65815	67	4	(	(	PUNCT
cjfa-65815	67	5	2015	2015	NUM
cjfa-65815	67	6	)	)	PUNCT
cjfa-65815	67	7	show	show	VERB
cjfa-65815	67	8	the	the	DET
cjfa-65815	67	9	existence	existence	NOUN
cjfa-65815	67	10	of	of	ADP
cjfa-65815	67	11	time	time	NOUN
cjfa-65815	67	12	-	-	PUNCT
cjfa-65815	67	13	varying	vary	VERB
cjfa-65815	67	14	portfolio	portfolio	NOUN
cjfa-65815	67	15	beta	beta	NOUN
cjfa-65815	67	16	.	.	PUNCT
cjfa-65815	68	1	sehgal	sehgal	PROPN
cjfa-65815	68	2	and	and	CCONJ
cjfa-65815	68	3	balakrishnan	balakrishnan	PROPN
cjfa-65815	68	4	(	(	PUNCT
cjfa-65815	68	5	2013	2013	NUM
cjfa-65815	68	6	)	)	PUNCT
cjfa-65815	68	7	and	and	CCONJ
cjfa-65815	68	8	das	das	PROPN
cjfa-65815	68	9	(	(	PUNCT
cjfa-65815	68	10	2015	2015	NUM
cjfa-65815	68	11	)	)	PUNCT
cjfa-65815	68	12	test	test	NOUN
cjfa-65815	68	13	the	the	DET
cjfa-65815	68	14	famafrench	famafrench	ADJ
cjfa-65815	68	15	three	three	NUM
cjfa-65815	68	16	-	-	PUNCT
cjfa-65815	68	17	factor	factor	NOUN
cjfa-65815	68	18	model	model	NOUN
cjfa-65815	68	19	.	.	PUNCT
cjfa-65815	69	1	sehgal	sehgal	PROPN
cjfa-65815	69	2	and	and	CCONJ
cjfa-65815	69	3	jain	jain	PROPN
cjfa-65815	69	4	(	(	PUNCT
cjfa-65815	69	5	2015	2015	NUM
cjfa-65815	69	6	)	)	PUNCT
cjfa-65815	69	7	and	and	CCONJ
cjfa-65815	69	8	dutta	dutta	PROPN
cjfa-65815	69	9	(	(	PUNCT
cjfa-65815	69	10	2019	2019	NUM
cjfa-65815	69	11	)	)	PUNCT
cjfa-65815	69	12	find	find	VERB
cjfa-65815	69	13	the	the	DET
cjfa-65815	69	14	fama	fama	NOUN
cjfa-65815	69	15	-	-	PUNCT
cjfa-65815	69	16	french	french	ADJ
cjfa-65815	69	17	five	five	NUM
cjfa-65815	69	18	-	-	PUNCT
cjfa-65815	69	19	factor	factor	NOUN
cjfa-65815	69	20	model	model	NOUN
cjfa-65815	69	21	more	more	ADV
cjfa-65815	69	22	robust	robust	ADJ
cjfa-65815	69	23	than	than	ADP
cjfa-65815	69	24	the	the	DET
cjfa-65815	69	25	fama	fama	NOUN
cjfa-65815	69	26	-	-	PUNCT
cjfa-65815	69	27	french	french	ADJ
cjfa-65815	69	28	three	three	NUM
cjfa-65815	69	29	-	-	PUNCT
cjfa-65815	69	30	factor	factor	NOUN
cjfa-65815	69	31	model	model	NOUN
cjfa-65815	69	32	.	.	PUNCT
cjfa-65815	70	1	das	das	PROPN
cjfa-65815	70	2	and	and	CCONJ
cjfa-65815	70	3	barai	barai	NOUN
cjfa-65815	70	4	(	(	PUNCT
cjfa-65815	70	5	2016	2016	NUM
cjfa-65815	70	6	)	)	PUNCT
cjfa-65815	70	7	test	test	NOUN
cjfa-65815	70	8	carhart	carhart	NOUN
cjfa-65815	70	9	four	four	NUM
cjfa-65815	70	10	-	-	PUNCT
cjfa-65815	70	11	factor	factor	NOUN
cjfa-65815	70	12	model	model	NOUN
cjfa-65815	70	13	.	.	PUNCT
cjfa-65815	71	1	roy	roy	PROPN
cjfa-65815	71	2	’s	’s	PART
cjfa-65815	71	3	(	(	PUNCT
cjfa-65815	71	4	2021	2021	NUM
cjfa-65815	71	5	)	)	PUNCT
cjfa-65815	71	6	findings	finding	NOUN
cjfa-65815	71	7	reveal	reveal	VERB
cjfa-65815	71	8	that	that	SCONJ
cjfa-65815	71	9	the	the	DET
cjfa-65815	71	10	six	six	NUM
cjfa-65815	71	11	-	-	PUNCT
cjfa-65815	71	12	factor	factor	NOUN
cjfa-65815	71	13	model	model	NOUN
cjfa-65815	71	14	performs	perform	VERB
cjfa-65815	71	15	better	well	ADV
cjfa-65815	71	16	than	than	ADP
cjfa-65815	71	17	carhart	carhart	NOUN
cjfa-65815	71	18	four	four	NUM
cjfa-65815	71	19	-	-	PUNCT
cjfa-65815	71	20	factor	factor	NOUN
cjfa-65815	71	21	and	and	CCONJ
cjfa-65815	71	22	fama	fama	PROPN
cjfa-65815	71	23	–	–	PUNCT
cjfa-65815	71	24	french	french	ADJ
cjfa-65815	71	25	five	five	NUM
cjfa-65815	71	26	-	-	PUNCT
cjfa-65815	71	27	factor	factor	NOUN
cjfa-65815	71	28	models	model	NOUN
cjfa-65815	71	29	.	.	PUNCT
cjfa-65815	72	1	khudoykulov	khudoykulov	PROPN
cjfa-65815	72	2	(	(	PUNCT
cjfa-65815	72	3	2020	2020	NUM
cjfa-65815	72	4	)	)	PUNCT
cjfa-65815	72	5	evaluates	evaluate	VERB
cjfa-65815	72	6	the	the	DET
cjfa-65815	72	7	capm	capm	PROPN
cjfa-65815	72	8	,	,	PUNCT
cjfa-65815	72	9	fama	fama	PROPN
cjfa-65815	72	10	-	-	PUNCT
cjfa-65815	72	11	french	french	ADJ
cjfa-65815	72	12	three	three	NUM
cjfa-65815	72	13	-	-	PUNCT
cjfa-65815	72	14	factor	factor	NOUN
cjfa-65815	72	15	model	model	NOUN
cjfa-65815	72	16	,	,	PUNCT
cjfa-65815	72	17	and	and	CCONJ
cjfa-65815	72	18	fama	fama	NOUN
cjfa-65815	72	19	-	-	PUNCT
cjfa-65815	72	20	french	french	ADJ
cjfa-65815	72	21	five	five	NUM
cjfa-65815	72	22	-	-	PUNCT
cjfa-65815	72	23	factor	factor	NOUN
cjfa-65815	72	24	model	model	NOUN
cjfa-65815	72	25	.	.	PUNCT
cjfa-65815	73	1	veeravel	veeravel	NOUN
cjfa-65815	73	2	(	(	PUNCT
cjfa-65815	73	3	2023	2023	NUM
cjfa-65815	73	4	)	)	PUNCT
cjfa-65815	73	5	tests	test	VERB
cjfa-65815	73	6	the	the	DET
cjfa-65815	73	7	short	short	ADJ
cjfa-65815	73	8	-	-	PUNCT
cjfa-65815	73	9	term	term	NOUN
cjfa-65815	73	10	persistence	persistence	NOUN
cjfa-65815	73	11	of	of	ADP
cjfa-65815	73	12	equity	equity	NOUN
cjfa-65815	73	13	mutual	mutual	ADJ
cjfa-65815	73	14	fund	fund	NOUN
cjfa-65815	73	15	returns	return	NOUN
cjfa-65815	73	16	in	in	ADP
cjfa-65815	73	17	indian	indian	ADJ
cjfa-65815	73	18	stock	stock	NOUN
cjfa-65815	73	19	markets	market	NOUN
cjfa-65815	73	20	and	and	CCONJ
cjfa-65815	73	21	finds	find	VERB
cjfa-65815	73	22	that	that	SCONJ
cjfa-65815	73	23	the	the	DET
cjfa-65815	73	24	three	three	NUM
cjfa-65815	73	25	-	-	PUNCT
cjfa-65815	73	26	factor	factor	NOUN
cjfa-65815	73	27	fama	fama	NOUN
cjfa-65815	73	28	-	-	PUNCT
cjfa-65815	73	29	french	french	ADJ
cjfa-65815	73	30	model	model	NOUN
cjfa-65815	73	31	consistently	consistently	ADV
cjfa-65815	73	32	explains	explain	VERB
cjfa-65815	73	33	the	the	DET
cjfa-65815	73	34	persistence	persistence	NOUN
cjfa-65815	73	35	better	well	ADJ
cjfa-65815	73	36	than	than	ADP
cjfa-65815	73	37	four	four	NUM
cjfa-65815	73	38	-	-	PUNCT
cjfa-65815	73	39	factor	factor	NOUN
cjfa-65815	73	40	carhart	carhart	NOUN
cjfa-65815	73	41	model	model	NOUN
cjfa-65815	73	42	.	.	PUNCT
cjfa-65815	74	1	keswani	keswani	PROPN
cjfa-65815	74	2	,	,	PUNCT
cjfa-65815	74	3	puri	puri	PROPN
cjfa-65815	74	4	and	and	CCONJ
cjfa-65815	74	5	jha	jha	PROPN
cjfa-65815	74	6	(	(	PUNCT
cjfa-65815	74	7	2024	2024	NUM
cjfa-65815	74	8	)	)	PUNCT
cjfa-65815	74	9	find	find	VERB
cjfa-65815	74	10	significantly	significantly	ADV
cjfa-65815	74	11	positive	positive	ADJ
cjfa-65815	74	12	association	association	NOUN
cjfa-65815	74	13	between	between	ADP
cjfa-65815	74	14	returns	return	NOUN
cjfa-65815	74	15	and	and	CCONJ
cjfa-65815	74	16	gdp	gdp	NOUN
cjfa-65815	74	17	,	,	PUNCT
cjfa-65815	74	18	disposable	disposable	ADJ
cjfa-65815	74	19	income	income	NOUN
cjfa-65815	74	20	,	,	PUNCT
cjfa-65815	74	21	foreign	foreign	ADJ
cjfa-65815	74	22	institutional	institutional	ADJ
cjfa-65815	74	23	investor	investor	NOUN
cjfa-65815	74	24	flows	flow	VERB
cjfa-65815	74	25	,	,	PUNCT
cjfa-65815	74	26	and	and	CCONJ
cjfa-65815	74	27	negative	negative	ADJ
cjfa-65815	74	28	relationship	relationship	NOUN
cjfa-65815	74	29	with	with	ADP
cjfa-65815	74	30	interest	interest	NOUN
cjfa-65815	74	31	rates	rate	NOUN
cjfa-65815	74	32	,	,	PUNCT
cjfa-65815	74	33	government	government	NOUN
cjfa-65815	74	34	policies	policy	NOUN
cjfa-65815	74	35	,	,	PUNCT
cjfa-65815	74	36	exchange	exchange	NOUN
cjfa-65815	74	37	rates	rate	NOUN
cjfa-65815	74	38	,	,	PUNCT
cjfa-65815	74	39	and	and	CCONJ
cjfa-65815	74	40	inflation	inflation	NOUN
cjfa-65815	74	41	.	.	PUNCT
cjfa-65815	75	1	the	the	DET
cjfa-65815	75	2	literature	literature	NOUN
cjfa-65815	75	3	in	in	ADP
cjfa-65815	75	4	the	the	DET
cjfa-65815	75	5	area	area	NOUN
cjfa-65815	75	6	of	of	ADP
cjfa-65815	75	7	predictability	predictability	NOUN
cjfa-65815	75	8	,	,	PUNCT
cjfa-65815	75	9	however	however	ADV
cjfa-65815	75	10	,	,	PUNCT
cjfa-65815	75	11	is	be	AUX
cjfa-65815	75	12	sparse	sparse	ADJ
cjfa-65815	75	13	.	.	PUNCT
cjfa-65815	76	1	narayan	narayan	PROPN
cjfa-65815	76	2	and	and	CCONJ
cjfa-65815	76	3	ahmed	ahmed	PROPN
cjfa-65815	76	4	(	(	PUNCT
cjfa-65815	76	5	2014	2014	NUM
cjfa-65815	76	6	)	)	PUNCT
cjfa-65815	76	7	test	test	NOUN
cjfa-65815	76	8	sectoral	sectoral	ADJ
cjfa-65815	76	9	stock	stock	NOUN
cjfa-65815	76	10	return	return	NOUN
cjfa-65815	76	11	predictability	predictability	NOUN
cjfa-65815	76	12	on	on	ADP
cjfa-65815	76	13	the	the	DET
cjfa-65815	76	14	indian	indian	ADJ
cjfa-65815	76	15	stock	stock	NOUN
cjfa-65815	76	16	exchange	exchange	NOUN
cjfa-65815	76	17	using	use	VERB
cjfa-65815	76	18	p	p	PROPN
cjfa-65815	76	19	/	/	SYM
cjfa-65815	76	20	b	b	NOUN
cjfa-65815	76	21	,	,	PUNCT
cjfa-65815	76	22	dividend	dividend	NOUN
cjfa-65815	76	23	yield	yield	NOUN
cjfa-65815	76	24	,	,	PUNCT
cjfa-65815	76	25	and	and	CCONJ
cjfa-65815	76	26	p	p	X
cjfa-65815	76	27	/	/	SYM
cjfa-65815	76	28	e	e	NOUN
cjfa-65815	76	29	and	and	CCONJ
cjfa-65815	76	30	find	find	VERB
cjfa-65815	76	31	evidence	evidence	NOUN
cjfa-65815	76	32	of	of	ADP
cjfa-65815	76	33	predictability	predictability	NOUN
cjfa-65815	76	34	.	.	PUNCT
cjfa-65815	77	1	narayan	narayan	PROPN
cjfa-65815	77	2	and	and	CCONJ
cjfa-65815	77	3	bannigidadmath	bannigidadmath	NOUN
cjfa-65815	77	4	(	(	PUNCT
cjfa-65815	77	5	2015	2015	NUM
cjfa-65815	77	6	)	)	PUNCT
cjfa-65815	77	7	show	show	VERB
cjfa-65815	77	8	predictability	predictability	NOUN
cjfa-65815	77	9	of	of	ADP
cjfa-65815	77	10	b	b	PROPN
cjfa-65815	77	11	/	/	SYM
cjfa-65815	77	12	m	m	PROPN
cjfa-65815	77	13	and	and	CCONJ
cjfa-65815	77	14	size	size	NOUN
cjfa-65815	77	15	-	-	PUNCT
cjfa-65815	77	16	sorted	sort	VERB
cjfa-65815	77	17	industry	industry	NOUN
cjfa-65815	77	18	portfolios	portfolio	NOUN
cjfa-65815	77	19	both	both	CCONJ
cjfa-65815	77	20	in	in	ADP
cjfa-65815	77	21	-	-	PUNCT
cjfa-65815	77	22	sample	sample	NOUN
cjfa-65815	77	23	and	and	CCONJ
cjfa-65815	77	24	out	out	ADP
cjfa-65815	77	25	-	-	PUNCT
cjfa-65815	77	26	of	of	ADP
cjfa-65815	77	27	-	-	PUNCT
cjfa-65815	77	28	sample	sample	NOUN
cjfa-65815	77	29	.	.	PUNCT
cjfa-65815	78	1	objectivesobjectives	objectivesobjective	NOUN
cjfa-65815	78	2	in	in	ADP
cjfa-65815	78	3	this	this	DET
cjfa-65815	78	4	article	article	NOUN
cjfa-65815	78	5	,	,	PUNCT
cjfa-65815	78	6	our	our	PRON
cjfa-65815	78	7	objective	objective	NOUN
cjfa-65815	78	8	is	be	AUX
cjfa-65815	78	9	to	to	PART
cjfa-65815	78	10	further	far	ADV
cjfa-65815	78	11	study	study	VERB
cjfa-65815	78	12	the	the	DET
cjfa-65815	78	13	cross	cross	ADJ
cjfa-65815	78	14	-	-	ADJ
cjfa-65815	78	15	sectional	sectional	ADJ
cjfa-65815	78	16	predictability	predictability	NOUN
cjfa-65815	78	17	of	of	ADP
cjfa-65815	78	18	returns	return	NOUN
cjfa-65815	78	19	for	for	ADP
cjfa-65815	78	20	indian	indian	ADJ
cjfa-65815	78	21	stocks	stock	NOUN
cjfa-65815	78	22	.	.	PUNCT
cjfa-65815	79	1	we	we	PRON
cjfa-65815	79	2	investigate	investigate	VERB
cjfa-65815	79	3	whether	whether	SCONJ
cjfa-65815	79	4	the	the	DET
cjfa-65815	79	5	lags	lag	NOUN
cjfa-65815	79	6	of	of	ADP
cjfa-65815	79	7	firm	firm	ADJ
cjfa-65815	79	8	characteristic	characteristic	ADJ
cjfa-65815	79	9	variables	variable	NOUN
cjfa-65815	79	10	that	that	PRON
cjfa-65815	79	11	have	have	AUX
cjfa-65815	79	12	been	be	AUX
cjfa-65815	79	13	attributed	attribute	VERB
cjfa-65815	79	14	with	with	ADP
cjfa-65815	79	15	the	the	DET
cjfa-65815	79	16	power	power	NOUN
cjfa-65815	79	17	to	to	PART
cjfa-65815	79	18	predict	predict	VERB
cjfa-65815	79	19	in	in	ADP
cjfa-65815	79	20	prior	prior	ADJ
cjfa-65815	79	21	sanjay	sanjay	PROPN
cjfa-65815	79	22	shanbhag	shanbhag	PROPN
cjfa-65815	79	23	,	,	PUNCT
cjfa-65815	79	24	kamran	kamran	PROPN
cjfa-65815	79	25	quddus6464	quddus6464	PROPN
cjfa-65815	79	26	studies	study	NOUN
cjfa-65815	79	27	are	be	AUX
cjfa-65815	79	28	cross	cross	ADJ
cjfa-65815	79	29	-	-	ADJ
cjfa-65815	79	30	sectionally	sectionally	ADV
cjfa-65815	79	31	priced	price	VERB
cjfa-65815	79	32	after	after	ADP
cjfa-65815	79	33	adjusting	adjust	VERB
cjfa-65815	79	34	for	for	ADP
cjfa-65815	79	35	risk	risk	NOUN
cjfa-65815	79	36	using	use	VERB
cjfa-65815	79	37	the	the	DET
cjfa-65815	79	38	apt	apt	ADJ
cjfa-65815	79	39	model	model	NOUN
cjfa-65815	79	40	connor	connor	NOUN
cjfa-65815	79	41	and	and	CCONJ
cjfa-65815	79	42	korajczyk	korajczyk	PROPN
cjfa-65815	79	43	(	(	PUNCT
cjfa-65815	79	44	1988	1988	NUM
cjfa-65815	79	45	)	)	PUNCT
cjfa-65815	79	46	benchmarks	benchmark	NOUN
cjfa-65815	79	47	.	.	PUNCT
cjfa-65815	80	1	our	our	PRON
cjfa-65815	80	2	sample	sample	NOUN
cjfa-65815	80	3	consists	consist	VERB
cjfa-65815	80	4	of	of	ADP
cjfa-65815	80	5	securities	security	NOUN
cjfa-65815	80	6	from	from	ADP
cjfa-65815	80	7	the	the	DET
cjfa-65815	80	8	india	india	PROPN
cjfa-65815	80	9	’s	’s	PART
cjfa-65815	80	10	national	national	PROPN
cjfa-65815	80	11	stock	stock	PROPN
cjfa-65815	80	12	exchange	exchange	PROPN
cjfa-65815	80	13	(	(	PUNCT
cjfa-65815	80	14	nse	nse	NOUN
cjfa-65815	80	15	)	)	PUNCT
cjfa-65815	80	16	nifty	nifty	ADJ
cjfa-65815	80	17	100	100	NUM
cjfa-65815	80	18	index	index	NOUN
cjfa-65815	80	19	.	.	PUNCT
cjfa-65815	81	1	the	the	DET
cjfa-65815	81	2	firm	firm	ADJ
cjfa-65815	81	3	characteristics	characteristic	NOUN
cjfa-65815	81	4	that	that	PRON
cjfa-65815	81	5	we	we	PRON
cjfa-65815	81	6	include	include	VERB
cjfa-65815	81	7	have	have	AUX
cjfa-65815	81	8	found	find	VERB
cjfa-65815	81	9	importance	importance	NOUN
cjfa-65815	81	10	in	in	ADP
cjfa-65815	81	11	several	several	ADJ
cjfa-65815	81	12	prior	prior	ADJ
cjfa-65815	81	13	empirical	empirical	ADJ
cjfa-65815	81	14	studies	study	NOUN
cjfa-65815	81	15	and	and	CCONJ
cjfa-65815	81	16	are	be	AUX
cjfa-65815	81	17	backed	back	VERB
cjfa-65815	81	18	by	by	ADP
cjfa-65815	81	19	strong	strong	ADJ
cjfa-65815	81	20	theoretical	theoretical	ADJ
cjfa-65815	81	21	rationales	rationale	NOUN
cjfa-65815	81	22	(	(	PUNCT
cjfa-65815	81	23	lakonishok	lakonishok	NOUN
cjfa-65815	81	24	et	et	PROPN
cjfa-65815	81	25	al	al	PROPN
cjfa-65815	81	26	.	.	PROPN
cjfa-65815	81	27	,	,	PUNCT
cjfa-65815	81	28	1994	1994	NUM
cjfa-65815	81	29	;	;	PUNCT
cjfa-65815	81	30	fama	fama	PROPN
cjfa-65815	81	31	&	&	CCONJ
cjfa-65815	81	32	french	french	PROPN
cjfa-65815	81	33	,	,	PUNCT
cjfa-65815	81	34	1988	1988	NUM
cjfa-65815	81	35	,	,	PUNCT
cjfa-65815	81	36	1992	1992	NUM
cjfa-65815	81	37	;	;	PUNCT
cjfa-65815	81	38	miller	miller	PROPN
cjfa-65815	81	39	&	&	CCONJ
cjfa-65815	81	40	scholes	scholes	PROPN
cjfa-65815	81	41	,	,	PUNCT
cjfa-65815	81	42	1982	1982	NUM
cjfa-65815	81	43	;	;	PUNCT
cjfa-65815	81	44	pontiff	pontiff	NOUN
cjfa-65815	81	45	&	&	CCONJ
cjfa-65815	81	46	schall	schall	PROPN
cjfa-65815	81	47	,	,	PUNCT
cjfa-65815	81	48	1998	1998	NUM
cjfa-65815	81	49	;	;	PUNCT
cjfa-65815	81	50	goyal	goyal	PROPN
cjfa-65815	81	51	&	&	CCONJ
cjfa-65815	81	52	welch	welch	PROPN
cjfa-65815	81	53	,	,	PUNCT
cjfa-65815	81	54	2003	2003	NUM
cjfa-65815	81	55	;	;	PUNCT
cjfa-65815	81	56	lewellen	lewellen	NOUN
cjfa-65815	81	57	,	,	PUNCT
cjfa-65815	81	58	2004	2004	NUM
cjfa-65815	81	59	;	;	PUNCT
cjfa-65815	81	60	welch	welch	PROPN
cjfa-65815	81	61	&	&	CCONJ
cjfa-65815	81	62	goyal	goyal	PROPN
cjfa-65815	81	63	,	,	PUNCT
cjfa-65815	81	64	2007	2007	NUM
cjfa-65815	81	65	)	)	PUNCT
cjfa-65815	81	66	.	.	PUNCT
cjfa-65815	82	1	theoretical	theoretical	ADJ
cjfa-65815	82	2	frameworktheoretical	frameworktheoretical	ADJ
cjfa-65815	82	3	framework	framework	NOUN
cjfa-65815	82	4	we	we	PRON
cjfa-65815	82	5	base	base	VERB
cjfa-65815	82	6	our	our	PRON
cjfa-65815	82	7	analysis	analysis	NOUN
cjfa-65815	82	8	on	on	ADP
cjfa-65815	82	9	arbitrage	arbitrage	NOUN
cjfa-65815	82	10	pricing	pricing	NOUN
cjfa-65815	82	11	theory	theory	NOUN
cjfa-65815	82	12	(	(	PUNCT
cjfa-65815	82	13	ross	ross	PROPN
cjfa-65815	82	14	,	,	PUNCT
cjfa-65815	82	15	1976	1976	NUM
cjfa-65815	82	16	)	)	PUNCT
cjfa-65815	82	17	.	.	PUNCT
cjfa-65815	83	1	for	for	ADP
cjfa-65815	83	2	risk	risk	NOUN
cjfa-65815	83	3	factors	factor	NOUN
cjfa-65815	83	4	,	,	PUNCT
cjfa-65815	83	5	we	we	PRON
cjfa-65815	83	6	use	use	VERB
cjfa-65815	83	7	the	the	DET
cjfa-65815	83	8	connor	connor	NOUN
cjfa-65815	83	9	and	and	CCONJ
cjfa-65815	83	10	korajczyk	korajczyk	PROPN
cjfa-65815	83	11	’s	’s	PART
cjfa-65815	83	12	(	(	PUNCT
cjfa-65815	83	13	1988	1988	NUM
cjfa-65815	83	14	)	)	PUNCT
cjfa-65815	83	15	(	(	PUNCT
cjfa-65815	83	16	ck	ck	NOUN
cjfa-65815	83	17	)	)	PUNCT
cjfa-65815	83	18	approach	approach	NOUN
cjfa-65815	83	19	to	to	PART
cjfa-65815	83	20	extract	extract	VERB
cjfa-65815	83	21	principal	principal	ADJ
cjfa-65815	83	22	components	component	NOUN
cjfa-65815	83	23	risk	risk	NOUN
cjfa-65815	83	24	factors	factor	NOUN
cjfa-65815	83	25	from	from	ADP
cjfa-65815	83	26	the	the	DET
cjfa-65815	83	27	covariance	covariance	NOUN
cjfa-65815	83	28	matrix	matrix	NOUN
cjfa-65815	83	29	of	of	ADP
cjfa-65815	83	30	security	security	NOUN
cjfa-65815	83	31	returns	return	NOUN
cjfa-65815	83	32	.	.	PUNCT
cjfa-65815	84	1	for	for	ADP
cjfa-65815	84	2	a	a	DET
cjfa-65815	84	3	period	period	NOUN
cjfa-65815	84	4	spanning	span	VERB
cjfa-65815	84	5	1967–1991	1967–1991	NUM
cjfa-65815	84	6	,	,	PUNCT
cjfa-65815	84	7	connor	connor	NOUN
cjfa-65815	84	8	and	and	CCONJ
cjfa-65815	84	9	korajczyk	korajczyk	PROPN
cjfa-65815	84	10	(	(	PUNCT
cjfa-65815	84	11	1993	1993	NUM
cjfa-65815	84	12	)	)	PUNCT
cjfa-65815	84	13	document	document	NOUN
cjfa-65815	84	14	evidence	evidence	NOUN
cjfa-65815	84	15	for	for	ADP
cjfa-65815	84	16	up	up	ADP
cjfa-65815	84	17	to	to	PART
cjfa-65815	84	18	six	six	NUM
cjfa-65815	84	19	factors	factor	NOUN
cjfa-65815	84	20	underlying	underlie	VERB
cjfa-65815	84	21	the	the	DET
cjfa-65815	84	22	returns	return	NOUN
cjfa-65815	84	23	on	on	ADP
cjfa-65815	84	24	the	the	DET
cjfa-65815	84	25	nyse	nyse	PROPN
cjfa-65815	84	26	and	and	CCONJ
cjfa-65815	84	27	amex	amex	PROPN
cjfa-65815	84	28	.	.	PUNCT
cjfa-65815	85	1	the	the	DET
cjfa-65815	85	2	focus	focus	NOUN
cjfa-65815	85	3	of	of	ADP
cjfa-65815	85	4	our	our	PRON
cjfa-65815	85	5	study	study	NOUN
cjfa-65815	85	6	is	be	AUX
cjfa-65815	85	7	on	on	ADP
cjfa-65815	85	8	testing	test	VERB
cjfa-65815	85	9	the	the	DET
cjfa-65815	85	10	explanatory	explanatory	ADJ
cjfa-65815	85	11	power	power	NOUN
cjfa-65815	85	12	or	or	CCONJ
cjfa-65815	85	13	pricing	pricing	NOUN
cjfa-65815	85	14	lags	lag	NOUN
cjfa-65815	85	15	of	of	ADP
cjfa-65815	85	16	firm	firm	ADJ
cjfa-65815	85	17	characteristics	characteristic	NOUN
cjfa-65815	85	18	relative	relative	ADJ
cjfa-65815	85	19	to	to	ADP
cjfa-65815	85	20	ck	ck	PROPN
cjfa-65815	85	21	benchmarks	benchmark	NOUN
cjfa-65815	85	22	.	.	PUNCT
cjfa-65815	86	1	our	our	PRON
cjfa-65815	86	2	model	model	NOUN
cjfa-65815	86	3	is	be	AUX
cjfa-65815	86	4	based	base	VERB
cjfa-65815	86	5	on	on	ADP
cjfa-65815	86	6	risk	risk	NOUN
cjfa-65815	86	7	adjustment	adjustment	NOUN
cjfa-65815	86	8	of	of	ADP
cjfa-65815	86	9	individual	individual	ADJ
cjfa-65815	86	10	security	security	NOUN
cjfa-65815	86	11	returns	return	NOUN
cjfa-65815	86	12	.	.	PUNCT
cjfa-65815	87	1	as	as	SCONJ
cjfa-65815	87	2	discussed	discuss	VERB
cjfa-65815	87	3	earlier	early	ADV
cjfa-65815	87	4	,	,	PUNCT
cjfa-65815	87	5	many	many	ADJ
cjfa-65815	87	6	studies	study	NOUN
cjfa-65815	87	7	show	show	VERB
cjfa-65815	87	8	that	that	SCONJ
cjfa-65815	87	9	characteristic	characteristic	NOUN
cjfa-65815	87	10	-	-	PUNCT
cjfa-65815	87	11	sorted	sort	VERB
cjfa-65815	87	12	test	test	NOUN
cjfa-65815	87	13	portfolios	portfolio	NOUN
cjfa-65815	87	14	formed	form	VERB
cjfa-65815	87	15	introduce	introduce	ADJ
cjfa-65815	87	16	data	data	NOUN
cjfa-65815	87	17	-	-	PUNCT
cjfa-65815	87	18	snooping	snoop	VERB
cjfa-65815	87	19	biases	bias	NOUN
cjfa-65815	87	20	.	.	PUNCT
cjfa-65815	88	1	the	the	DET
cjfa-65815	88	2	approach	approach	NOUN
cjfa-65815	88	3	of	of	ADP
cjfa-65815	88	4	using	use	VERB
cjfa-65815	88	5	individual	individual	ADJ
cjfa-65815	88	6	securities	security	NOUN
cjfa-65815	88	7	permits	permit	VERB
cjfa-65815	88	8	the	the	DET
cjfa-65815	88	9	consideration	consideration	NOUN
cjfa-65815	88	10	of	of	ADP
cjfa-65815	88	11	joint	joint	ADJ
cjfa-65815	88	12	effects	effect	NOUN
cjfa-65815	88	13	of	of	ADP
cjfa-65815	88	14	many	many	ADJ
cjfa-65815	88	15	firm	firm	ADJ
cjfa-65815	88	16	characteristics	characteristic	NOUN
cjfa-65815	88	17	and	and	CCONJ
cjfa-65815	88	18	also	also	ADV
cjfa-65815	88	19	mitigates	mitigate	VERB
cjfa-65815	88	20	the	the	DET
cjfa-65815	88	21	data	data	NOUN
cjfa-65815	88	22	-	-	PUNCT
cjfa-65815	88	23	snooping	snoop	VERB
cjfa-65815	88	24	biases	bias	NOUN
cjfa-65815	88	25	of	of	ADP
cjfa-65815	88	26	the	the	DET
cjfa-65815	88	27	portfolio	portfolio	NOUN
cjfa-65815	88	28	-	-	PUNCT
cjfa-65815	88	29	based	base	VERB
cjfa-65815	88	30	methodology	methodology	NOUN
cjfa-65815	88	31	.	.	PUNCT
cjfa-65815	89	1	we	we	PRON
cjfa-65815	89	2	include	include	VERB
cjfa-65815	89	3	lags	lag	NOUN
cjfa-65815	89	4	of	of	ADP
cjfa-65815	89	5	eight	eight	NUM
cjfa-65815	89	6	firm	firm	ADJ
cjfa-65815	89	7	level	level	NOUN
cjfa-65815	89	8	variables	variable	NOUN
cjfa-65815	89	9	as	as	ADP
cjfa-65815	89	10	determinants	determinant	NOUN
cjfa-65815	89	11	of	of	ADP
cjfa-65815	89	12	expected	expect	VERB
cjfa-65815	89	13	returns	return	NOUN
cjfa-65815	89	14	:	:	PUNCT
cjfa-65815	89	15	size	size	NOUN
cjfa-65815	89	16	(	(	PUNCT
cjfa-65815	89	17	banz	banz	NOUN
cjfa-65815	89	18	,	,	PUNCT
cjfa-65815	89	19	1981	1981	NUM
cjfa-65815	89	20	)	)	PUNCT
cjfa-65815	89	21	,	,	PUNCT
cjfa-65815	89	22	b	b	X
cjfa-65815	89	23	/	/	SYM
cjfa-65815	89	24	m	m	PROPN
cjfa-65815	89	25	(	(	PUNCT
cjfa-65815	89	26	fama	fama	PROPN
cjfa-65815	89	27	&	&	CCONJ
cjfa-65815	89	28	french	french	PROPN
cjfa-65815	89	29	,	,	PUNCT
cjfa-65815	89	30	1992	1992	NUM
cjfa-65815	89	31	)	)	PUNCT
cjfa-65815	89	32	,	,	PUNCT
cjfa-65815	89	33	reciprocity	reciprocity	NOUN
cjfa-65815	89	34	of	of	ADP
cjfa-65815	89	35	security	security	NOUN
cjfa-65815	89	36	price	price	NOUN
cjfa-65815	89	37	(	(	PUNCT
cjfa-65815	89	38	miller	miller	PROPN
cjfa-65815	89	39	&	&	CCONJ
cjfa-65815	89	40	scholes	scholes	PROPN
cjfa-65815	89	41	,	,	PUNCT
cjfa-65815	89	42	1982	1982	NUM
cjfa-65815	89	43	)	)	PUNCT
cjfa-65815	89	44	,	,	PUNCT
cjfa-65815	89	45	volume	volume	NOUN
cjfa-65815	89	46	traded	trade	VERB
cjfa-65815	89	47	,	,	PUNCT
cjfa-65815	89	48	dividend	dividend	NOUN
cjfa-65815	89	49	yield	yield	NOUN
cjfa-65815	89	50	(	(	PUNCT
cjfa-65815	89	51	fama	fama	PROPN
cjfa-65815	89	52	&	&	CCONJ
cjfa-65815	89	53	french	french	PROPN
cjfa-65815	89	54	,	,	PUNCT
cjfa-65815	89	55	1988	1988	NUM
cjfa-65815	89	56	)	)	PUNCT
cjfa-65815	89	57	,	,	PUNCT
cjfa-65815	89	58	and	and	CCONJ
cjfa-65815	89	59	3	3	NUM
cjfa-65815	89	60	lagged	lag	VERB
cjfa-65815	89	61	returns	return	NOUN
cjfa-65815	89	62	(	(	PUNCT
cjfa-65815	89	63	jegadeesh	jegadeesh	NOUN
cjfa-65815	89	64	&	&	CCONJ
cjfa-65815	89	65	titman	titman	NOUN
cjfa-65815	89	66	,	,	PUNCT
cjfa-65815	89	67	1993	1993	NUM
cjfa-65815	89	68	)	)	PUNCT
cjfa-65815	89	69	.	.	PUNCT
cjfa-65815	90	1	we	we	PRON
cjfa-65815	90	2	investigate	investigate	VERB
cjfa-65815	90	3	the	the	DET
cjfa-65815	90	4	persistence	persistence	NOUN
cjfa-65815	90	5	of	of	ADP
cjfa-65815	90	6	statistical	statistical	ADJ
cjfa-65815	90	7	significance	significance	NOUN
cjfa-65815	90	8	of	of	ADP
cjfa-65815	90	9	these	these	DET
cjfa-65815	90	10	firm	firm	ADJ
cjfa-65815	90	11	characteristics	characteristic	NOUN
cjfa-65815	90	12	after	after	ADP
cjfa-65815	90	13	accounting	account	VERB
cjfa-65815	90	14	for	for	ADP
cjfa-65815	90	15	risk	risk	NOUN
cjfa-65815	90	16	factors	factor	NOUN
cjfa-65815	90	17	.	.	PUNCT
cjfa-65815	91	1	equation	equation	NOUN
cjfa-65815	91	2	(	(	PUNCT
cjfa-65815	91	3	1	1	X
cjfa-65815	91	4	)	)	PUNCT
cjfa-65815	91	5	is	be	AUX
cjfa-65815	91	6	the	the	DET
cjfa-65815	91	7	conditional	conditional	ADJ
cjfa-65815	91	8	k	k	PROPN
cjfa-65815	91	9	factor	factor	NOUN
cjfa-65815	91	10	ck	ck	PROPN
cjfa-65815	91	11	benchmark	benchmark	NOUN
cjfa-65815	91	12	version	version	NOUN
cjfa-65815	91	13	of	of	ADP
cjfa-65815	91	14	multifactor	multifactor	NOUN
cjfa-65815	91	15	apt	apt	ADJ
cjfa-65815	91	16	model	model	NOUN
cjfa-65815	91	17	of	of	ADP
cjfa-65815	91	18	returns	return	NOUN
cjfa-65815	91	19	with	with	ADP
cjfa-65815	91	20	m	m	PROPN
cjfa-65815	91	21	firm	firm	ADJ
cjfa-65815	91	22	characteristics	characteristic	NOUN
cjfa-65815	91	23	.	.	PUNCT
cjfa-65815	92	1	under	under	ADP
cjfa-65815	92	2	the	the	DET
cjfa-65815	92	3	null	null	ADJ
cjfa-65815	92	4	hypothesis	hypothesis	NOUN
cjfa-65815	92	5	,	,	PUNCT
cjfa-65815	92	6	cq	cq	NOUN
cjfa-65815	92	7	 	 	SPACE
cjfa-65815	92	8	(	(	PUNCT
cjfa-65815	92	9	q	q	NOUN
cjfa-65815	92	10	=	=	SYM
cjfa-65815	92	11	1	1	NUM
cjfa-65815	92	12	,	,	PUNCT
cjfa-65815	92	13	 	 	SPACE
cjfa-65815	92	14	...	...	PUNCT
cjfa-65815	92	15	,	,	PUNCT
cjfa-65815	92	16	 	 	SPACE
cjfa-65815	92	17	m	m	VERB
cjfa-65815	92	18	)	)	PUNCT
cjfa-65815	92	19	is	be	AUX
cjfa-65815	92	20	zero	zero	NUM
cjfa-65815	92	21	,	,	PUNCT
cjfa-65815	92	22	implying	imply	VERB
cjfa-65815	92	23	that	that	SCONJ
cjfa-65815	92	24	excess	excess	ADJ
cjfa-65815	92	25	security	security	NOUN
cjfa-65815	92	26	returns	return	NOUN
cjfa-65815	92	27	are	be	AUX
cjfa-65815	92	28	a	a	DET
cjfa-65815	92	29	linear	linear	ADJ
cjfa-65815	92	30	function	function	NOUN
cjfa-65815	92	31	only	only	ADV
cjfa-65815	92	32	of	of	ADP
cjfa-65815	92	33	βi	βi	VERB
cjfa-65815	92	34	 	 	SPACE
cjfa-65815	92	35	j	j	PROPN
cjfa-65815	92	36	 	 	SPACE
cjfa-65815	92	37	(	(	PUNCT
cjfa-65815	92	38	j	j	PROPN
cjfa-65815	92	39	=	=	SYM
cjfa-65815	92	40	1	1	NUM
cjfa-65815	92	41	,	,	PUNCT
cjfa-65815	92	42	 	 	SPACE
cjfa-65815	92	43	...	...	PUNCT
cjfa-65815	92	44	,	,	PUNCT
cjfa-65815	92	45	 	 	SPACE
cjfa-65815	92	46	k	k	NOUN
cjfa-65815	92	47	)	)	PUNCT
cjfa-65815	92	48	,	,	PUNCT
cjfa-65815	92	49	the	the	DET
cjfa-65815	92	50	factor	factor	NOUN
cjfa-65815	92	51	loadings	loading	NOUN
cjfa-65815	92	52	.	.	PUNCT
cjfa-65815	93	1	thus	thus	ADV
cjfa-65815	93	2	,	,	PUNCT
cjfa-65815	93	3	a	a	DET
cjfa-65815	93	4	violation	violation	NOUN
cjfa-65815	93	5	of	of	ADP
cjfa-65815	93	6	the	the	DET
cjfa-65815	93	7	null	null	ADJ
cjfa-65815	93	8	hypothesis	hypothesis	NOUN
cjfa-65815	93	9	would	would	AUX
cjfa-65815	93	10	attribute	attribute	VERB
cjfa-65815	93	11	predictive	predictive	ADJ
cjfa-65815	93	12	power	power	NOUN
cjfa-65815	93	13	to	to	ADP
cjfa-65815	93	14	lagged	lag	VERB
cjfa-65815	93	15	values	value	NOUN
cjfa-65815	93	16	of	of	ADP
cjfa-65815	93	17	firm	firm	ADJ
cjfa-65815	93	18	characteristics	characteristic	NOUN
cjfa-65815	93	19	.	.	PUNCT
cjfa-65815	94	1	characteristics	characteristic	NOUN
cjfa-65815	94	2	that	that	PRON
cjfa-65815	94	3	we	we	PRON
cjfa-65815	94	4	include	include	VERB
cjfa-65815	94	5	have	have	AUX
cjfa-65815	94	6	found	find	VERB
cjfa-65815	94	7	importance	importance	NOUN
cjfa-65815	94	8	in	in	ADP
cjfa-65815	94	9	several	several	ADJ
cjfa-65815	94	10	prior	prior	ADJ
cjfa-65815	94	11	empirical	empirical	ADJ
cjfa-65815	94	12	studies	study	NOUN
cjfa-65815	94	13	and	and	CCONJ
cjfa-65815	94	14	are	be	AUX
cjfa-65815	94	15	backed	back	VERB
cjfa-65815	94	16	by	by	ADP
cjfa-65815	94	17	strong	strong	ADJ
cjfa-65815	94	18	theoretical	theoretical	ADJ
cjfa-65815	94	19	rationales	rationale	NOUN
cjfa-65815	94	20	(	(	PUNCT
cjfa-65815	94	21	lakonishok	lakonishok	NOUN
cjfa-65815	94	22	et	et	PROPN
cjfa-65815	94	23	al	al	PROPN
cjfa-65815	94	24	.	.	PROPN
cjfa-65815	94	25	,	,	PUNCT
cjfa-65815	94	26	1994	1994	NUM
cjfa-65815	94	27	;	;	PUNCT
cjfa-65815	94	28	fama	fama	PROPN
cjfa-65815	94	29	&	&	CCONJ
cjfa-65815	94	30	french	french	PROPN
cjfa-65815	94	31	,	,	PUNCT
cjfa-65815	94	32	1988	1988	NUM
cjfa-65815	94	33	,	,	PUNCT
cjfa-65815	94	34	1992	1992	NUM
cjfa-65815	94	35	;	;	PUNCT
cjfa-65815	94	36	miller	miller	PROPN
cjfa-65815	94	37	&	&	CCONJ
cjfa-65815	94	38	scholes	scholes	PROPN
cjfa-65815	94	39	,	,	PUNCT
cjfa-65815	94	40	1982	1982	NUM
cjfa-65815	94	41	;	;	PUNCT
cjfa-65815	94	42	pontiff	pontiff	NOUN
cjfa-65815	94	43	&	&	CCONJ
cjfa-65815	94	44	schall	schall	PROPN
cjfa-65815	94	45	,	,	PUNCT
cjfa-65815	94	46	1998	1998	NUM
cjfa-65815	94	47	;	;	PUNCT
cjfa-65815	94	48	goyal	goyal	PROPN
cjfa-65815	94	49	&	&	CCONJ
cjfa-65815	94	50	welch	welch	PROPN
cjfa-65815	94	51	,	,	PUNCT
cjfa-65815	94	52	2003	2003	NUM
cjfa-65815	94	53	;	;	PUNCT
cjfa-65815	94	54	lewellen	lewellen	NOUN
cjfa-65815	94	55	,	,	PUNCT
cjfa-65815	94	56	2004	2004	NUM
cjfa-65815	94	57	;	;	PUNCT
cjfa-65815	94	58	welch	welch	PROPN
cjfa-65815	94	59	&	&	CCONJ
cjfa-65815	94	60	goyal	goyal	PROPN
cjfa-65815	94	61	,	,	PUNCT
cjfa-65815	94	62	2007	2007	NUM
cjfa-65815	94	63	)	)	PUNCT
cjfa-65815	94	64	.	.	PUNCT
cjfa-65815	95	1	theoretical	theoretical	ADJ
cjfa-65815	95	2	framework	framework	NOUN
cjfa-65815	95	3	we	we	PRON
cjfa-65815	95	4	base	base	VERB
cjfa-65815	95	5	our	our	PRON
cjfa-65815	95	6	analysis	analysis	NOUN
cjfa-65815	95	7	on	on	ADP
cjfa-65815	95	8	arbitrage	arbitrage	NOUN
cjfa-65815	95	9	pricing	pricing	NOUN
cjfa-65815	95	10	theory	theory	NOUN
cjfa-65815	95	11	(	(	PUNCT
cjfa-65815	95	12	ross	ross	PROPN
cjfa-65815	95	13	,	,	PUNCT
cjfa-65815	95	14	1976	1976	NUM
cjfa-65815	95	15	)	)	PUNCT
cjfa-65815	95	16	.	.	PUNCT
cjfa-65815	96	1	for	for	ADP
cjfa-65815	96	2	risk	risk	NOUN
cjfa-65815	96	3	factors	factor	NOUN
cjfa-65815	96	4	,	,	PUNCT
cjfa-65815	96	5	we	we	PRON
cjfa-65815	96	6	use	use	VERB
cjfa-65815	96	7	the	the	DET
cjfa-65815	96	8	connor	connor	NOUN
cjfa-65815	96	9	and	and	CCONJ
cjfa-65815	96	10	korajczyk	korajczyk	PROPN
cjfa-65815	96	11	’s	’s	PART
cjfa-65815	96	12	(	(	PUNCT
cjfa-65815	96	13	1988	1988	NUM
cjfa-65815	96	14	)	)	PUNCT
cjfa-65815	96	15	(	(	PUNCT
cjfa-65815	96	16	ck	ck	NOUN
cjfa-65815	96	17	)	)	PUNCT
cjfa-65815	96	18	approach	approach	NOUN
cjfa-65815	96	19	to	to	PART
cjfa-65815	96	20	extract	extract	VERB
cjfa-65815	96	21	principal	principal	ADJ
cjfa-65815	96	22	components	component	NOUN
cjfa-65815	96	23	risk	risk	NOUN
cjfa-65815	96	24	factors	factor	NOUN
cjfa-65815	96	25	from	from	ADP
cjfa-65815	96	26	the	the	DET
cjfa-65815	96	27	covariance	covariance	NOUN
cjfa-65815	96	28	matrix	matrix	NOUN
cjfa-65815	96	29	of	of	ADP
cjfa-65815	96	30	security	security	NOUN
cjfa-65815	96	31	returns	return	NOUN
cjfa-65815	96	32	.	.	PUNCT
cjfa-65815	97	1	for	for	ADP
cjfa-65815	97	2	a	a	DET
cjfa-65815	97	3	period	period	NOUN
cjfa-65815	97	4	spanning	span	VERB
cjfa-65815	97	5	1967–1991	1967–1991	NUM
cjfa-65815	97	6	,	,	PUNCT
cjfa-65815	97	7	connor	connor	NOUN
cjfa-65815	97	8	and	and	CCONJ
cjfa-65815	97	9	korajczyk	korajczyk	PROPN
cjfa-65815	97	10	(	(	PUNCT
cjfa-65815	97	11	1993	1993	NUM
cjfa-65815	97	12	)	)	PUNCT
cjfa-65815	97	13	document	document	NOUN
cjfa-65815	97	14	evidence	evidence	NOUN
cjfa-65815	97	15	for	for	ADP
cjfa-65815	97	16	up	up	ADP
cjfa-65815	97	17	to	to	PART
cjfa-65815	97	18	six	six	NUM
cjfa-65815	97	19	factors	factor	NOUN
cjfa-65815	97	20	underlying	underlie	VERB
cjfa-65815	97	21	the	the	DET
cjfa-65815	97	22	returns	return	NOUN
cjfa-65815	97	23	on	on	ADP
cjfa-65815	97	24	the	the	DET
cjfa-65815	97	25	nyse	nyse	PROPN
cjfa-65815	97	26	and	and	CCONJ
cjfa-65815	97	27	amex	amex	PROPN
cjfa-65815	97	28	.	.	PUNCT
cjfa-65815	98	1	the	the	DET
cjfa-65815	98	2	focus	focus	NOUN
cjfa-65815	98	3	of	of	ADP
cjfa-65815	98	4	our	our	PRON
cjfa-65815	98	5	study	study	NOUN
cjfa-65815	98	6	is	be	AUX
cjfa-65815	98	7	on	on	ADP
cjfa-65815	98	8	testing	test	VERB
cjfa-65815	98	9	the	the	DET
cjfa-65815	98	10	explanatory	explanatory	ADJ
cjfa-65815	98	11	power	power	NOUN
cjfa-65815	98	12	or	or	CCONJ
cjfa-65815	98	13	pricing	pricing	NOUN
cjfa-65815	98	14	lags	lag	NOUN
cjfa-65815	98	15	of	of	ADP
cjfa-65815	98	16	firm	firm	ADJ
cjfa-65815	98	17	characteristics	characteristic	NOUN
cjfa-65815	98	18	relative	relative	ADJ
cjfa-65815	98	19	to	to	ADP
cjfa-65815	98	20	ck	ck	PROPN
cjfa-65815	98	21	benchmarks	benchmark	NOUN
cjfa-65815	98	22	.	.	PUNCT
cjfa-65815	99	1	our	our	PRON
cjfa-65815	99	2	model	model	NOUN
cjfa-65815	99	3	is	be	AUX
cjfa-65815	99	4	based	base	VERB
cjfa-65815	99	5	on	on	ADP
cjfa-65815	99	6	risk	risk	NOUN
cjfa-65815	99	7	adjustment	adjustment	NOUN
cjfa-65815	99	8	of	of	ADP
cjfa-65815	99	9	individual	individual	ADJ
cjfa-65815	99	10	security	security	NOUN
cjfa-65815	99	11	returns	return	NOUN
cjfa-65815	99	12	.	.	PUNCT
cjfa-65815	100	1	as	as	SCONJ
cjfa-65815	100	2	discussed	discuss	VERB
cjfa-65815	100	3	earlier	early	ADV
cjfa-65815	100	4	,	,	PUNCT
cjfa-65815	100	5	many	many	ADJ
cjfa-65815	100	6	studies	study	NOUN
cjfa-65815	100	7	show	show	VERB
cjfa-65815	100	8	that	that	SCONJ
cjfa-65815	100	9	characteristic	characteristic	NOUN
cjfa-65815	100	10	-	-	PUNCT
cjfa-65815	100	11	sorted	sort	VERB
cjfa-65815	100	12	test	test	NOUN
cjfa-65815	100	13	portfolios	portfolio	NOUN
cjfa-65815	100	14	formed	form	VERB
cjfa-65815	100	15	introduce	introduce	ADJ
cjfa-65815	100	16	data	data	NOUN
cjfa-65815	100	17	-	-	PUNCT
cjfa-65815	100	18	snooping	snoop	VERB
cjfa-65815	100	19	biases	bias	NOUN
cjfa-65815	100	20	.	.	PUNCT
cjfa-65815	101	1	the	the	DET
cjfa-65815	101	2	approach	approach	NOUN
cjfa-65815	101	3	of	of	ADP
cjfa-65815	101	4	using	use	VERB
cjfa-65815	101	5	individual	individual	ADJ
cjfa-65815	101	6	securities	security	NOUN
cjfa-65815	101	7	permits	permit	VERB
cjfa-65815	101	8	the	the	DET
cjfa-65815	101	9	consideration	consideration	NOUN
cjfa-65815	101	10	of	of	ADP
cjfa-65815	101	11	joint	joint	ADJ
cjfa-65815	101	12	effects	effect	NOUN
cjfa-65815	101	13	of	of	ADP
cjfa-65815	101	14	many	many	ADJ
cjfa-65815	101	15	firm	firm	ADJ
cjfa-65815	101	16	characteristics	characteristic	NOUN
cjfa-65815	101	17	and	and	CCONJ
cjfa-65815	101	18	also	also	ADV
cjfa-65815	101	19	mitigates	mitigate	VERB
cjfa-65815	101	20	the	the	DET
cjfa-65815	101	21	data	data	NOUN
cjfa-65815	101	22	-	-	PUNCT
cjfa-65815	101	23	snooping	snoop	VERB
cjfa-65815	101	24	biases	bias	NOUN
cjfa-65815	101	25	of	of	ADP
cjfa-65815	101	26	the	the	DET
cjfa-65815	101	27	portfolio	portfolio	NOUN
cjfa-65815	101	28	-	-	PUNCT
cjfa-65815	101	29	based	base	VERB
cjfa-65815	101	30	methodology	methodology	NOUN
cjfa-65815	101	31	.	.	PUNCT
cjfa-65815	102	1	we	we	PRON
cjfa-65815	102	2	include	include	VERB
cjfa-65815	102	3	lags	lag	NOUN
cjfa-65815	102	4	of	of	ADP
cjfa-65815	102	5	eight	eight	NUM
cjfa-65815	102	6	firm	firm	ADJ
cjfa-65815	102	7	level	level	NOUN
cjfa-65815	102	8	variables	variable	NOUN
cjfa-65815	102	9	as	as	ADP
cjfa-65815	102	10	determinants	determinant	NOUN
cjfa-65815	102	11	of	of	ADP
cjfa-65815	102	12	expected	expect	VERB
cjfa-65815	102	13	returns	return	NOUN
cjfa-65815	102	14	:	:	PUNCT
cjfa-65815	102	15	size	size	NOUN
cjfa-65815	102	16	(	(	PUNCT
cjfa-65815	102	17	banz	banz	NOUN
cjfa-65815	102	18	,	,	PUNCT
cjfa-65815	102	19	1981	1981	NUM
cjfa-65815	102	20	)	)	PUNCT
cjfa-65815	102	21	,	,	PUNCT
cjfa-65815	102	22	b	b	X
cjfa-65815	102	23	/	/	SYM
cjfa-65815	102	24	m	m	PROPN
cjfa-65815	102	25	(	(	PUNCT
cjfa-65815	102	26	fama	fama	PROPN
cjfa-65815	102	27	&	&	CCONJ
cjfa-65815	102	28	french	french	PROPN
cjfa-65815	102	29	,	,	PUNCT
cjfa-65815	102	30	1992	1992	NUM
cjfa-65815	102	31	)	)	PUNCT
cjfa-65815	102	32	,	,	PUNCT
cjfa-65815	102	33	reciprocity	reciprocity	NOUN
cjfa-65815	102	34	of	of	ADP
cjfa-65815	102	35	security	security	NOUN
cjfa-65815	102	36	price	price	NOUN
cjfa-65815	102	37	(	(	PUNCT
cjfa-65815	102	38	miller	miller	PROPN
cjfa-65815	102	39	&	&	CCONJ
cjfa-65815	102	40	scholes	scholes	PROPN
cjfa-65815	102	41	,	,	PUNCT
cjfa-65815	102	42	1982	1982	NUM
cjfa-65815	102	43	)	)	PUNCT
cjfa-65815	102	44	,	,	PUNCT
cjfa-65815	102	45	volume	volume	NOUN
cjfa-65815	102	46	traded	trade	VERB
cjfa-65815	102	47	,	,	PUNCT
cjfa-65815	102	48	dividend	dividend	NOUN
cjfa-65815	102	49	yield	yield	NOUN
cjfa-65815	102	50	(	(	PUNCT
cjfa-65815	102	51	fama	fama	PROPN
cjfa-65815	102	52	&	&	CCONJ
cjfa-65815	102	53	french	french	PROPN
cjfa-65815	102	54	,	,	PUNCT
cjfa-65815	102	55	1988	1988	NUM
cjfa-65815	102	56	)	)	PUNCT
cjfa-65815	102	57	,	,	PUNCT
cjfa-65815	102	58	and	and	CCONJ
cjfa-65815	102	59	3	3	NUM
cjfa-65815	102	60	lagged	lag	VERB
cjfa-65815	102	61	returns	return	NOUN
cjfa-65815	102	62	(	(	PUNCT
cjfa-65815	102	63	jegadeesh	jegadeesh	NOUN
cjfa-65815	102	64	&	&	CCONJ
cjfa-65815	102	65	titman	titman	NOUN
cjfa-65815	102	66	,	,	PUNCT
cjfa-65815	102	67	1993	1993	NUM
cjfa-65815	102	68	)	)	PUNCT
cjfa-65815	102	69	.	.	PUNCT
cjfa-65815	103	1	we	we	PRON
cjfa-65815	103	2	investigate	investigate	VERB
cjfa-65815	103	3	the	the	DET
cjfa-65815	103	4	persistence	persistence	NOUN
cjfa-65815	103	5	of	of	ADP
cjfa-65815	103	6	statistical	statistical	ADJ
cjfa-65815	103	7	significance	significance	NOUN
cjfa-65815	103	8	of	of	ADP
cjfa-65815	103	9	these	these	DET
cjfa-65815	103	10	firm	firm	ADJ
cjfa-65815	103	11	characteristics	characteristic	NOUN
cjfa-65815	103	12	after	after	ADP
cjfa-65815	103	13	accounting	account	VERB
cjfa-65815	103	14	for	for	ADP
cjfa-65815	103	15	risk	risk	NOUN
cjfa-65815	103	16	factors	factor	NOUN
cjfa-65815	103	17	.	.	PUNCT
cjfa-65815	104	1	equation	equation	NOUN
cjfa-65815	104	2	(	(	PUNCT
cjfa-65815	104	3	1	1	X
cjfa-65815	104	4	)	)	PUNCT
cjfa-65815	104	5	is	be	AUX
cjfa-65815	104	6	the	the	DET
cjfa-65815	104	7	conditional	conditional	ADJ
cjfa-65815	104	8	k	k	PROPN
cjfa-65815	104	9	factor	factor	NOUN
cjfa-65815	104	10	ck	ck	PROPN
cjfa-65815	104	11	benchmark	benchmark	NOUN
cjfa-65815	104	12	version	version	NOUN
cjfa-65815	104	13	of	of	ADP
cjfa-65815	104	14	multifactor	multifactor	NOUN
cjfa-65815	104	15	apt	apt	ADJ
cjfa-65815	104	16	model	model	NOUN
cjfa-65815	104	17	of	of	ADP
cjfa-65815	104	18	returns	return	NOUN
cjfa-65815	104	19	with	with	ADP
cjfa-65815	104	20	m	m	PROPN
cjfa-65815	104	21	firm	firm	ADJ
cjfa-65815	104	22	characteristics	characteristic	NOUN
cjfa-65815	104	23	.	.	PUNCT
cjfa-65815	105	1	under	under	ADP
cjfa-65815	105	2	the	the	DET
cjfa-65815	105	3	null	null	ADJ
cjfa-65815	105	4	hypothesis	hypothesis	NOUN
cjfa-65815	105	5	,	,	PUNCT
cjfa-65815	105	6	𝑐𝑐	𝑐𝑐	PROPN
cjfa-65815	105	7	�	�	PROPN
cjfa-65815	105	8	�	�	PROPN
cjfa-65815	105	9	�	�	PROPN
cjfa-65815	105	10	�	�	PROPN
cjfa-65815	105	11	1	1	NUM
cjfa-65815	105	12	,	,	PUNCT
cjfa-65815	105	13	.	.	PUNCT
cjfa-65815	105	14	.	.	PUNCT
cjfa-65815	106	1	.	.	PUNCT
cjfa-65815	107	1	,	,	PUNCT
cjfa-65815	107	2	𝑀𝑀	𝑀𝑀	PROPN
cjfa-65815	107	3	�	�	PROPN
cjfa-65815	107	4	is	be	AUX
cjfa-65815	107	5	zero	zero	NUM
cjfa-65815	107	6	,	,	PUNCT
cjfa-65815	107	7	implying	imply	VERB
cjfa-65815	107	8	that	that	SCONJ
cjfa-65815	107	9	excess	excess	ADJ
cjfa-65815	107	10	security	security	NOUN
cjfa-65815	107	11	returns	return	NOUN
cjfa-65815	107	12	are	be	AUX
cjfa-65815	107	13	a	a	DET
cjfa-65815	107	14	linear	linear	ADJ
cjfa-65815	107	15	function	function	NOUN
cjfa-65815	107	16	only	only	ADV
cjfa-65815	107	17	of	of	ADP
cjfa-65815	107	18	𝛽𝛽	𝛽𝛽	ADP
cjfa-65815	107	19	�	�	PROPN
cjfa-65815	107	20	�	�	PROPN
cjfa-65815	107	21	�	�	PROPN
cjfa-65815	107	22	�	�	PROPN
cjfa-65815	107	23	�	�	PROPN
cjfa-65815	107	24	1	1	NUM
cjfa-65815	107	25	,	,	PUNCT
cjfa-65815	107	26	…	…	PUNCT
cjfa-65815	107	27	,	,	PUNCT
cjfa-65815	107	28	𝐾𝐾	𝐾𝐾	PROPN
cjfa-65815	107	29	�	�	PROPN
cjfa-65815	107	30	,	,	PUNCT
cjfa-65815	107	31	the	the	DET
cjfa-65815	107	32	factor	factor	NOUN
cjfa-65815	107	33	loadings	loading	NOUN
cjfa-65815	107	34	.	.	PUNCT
cjfa-65815	108	1	thus	thus	ADV
cjfa-65815	108	2	,	,	PUNCT
cjfa-65815	108	3	a	a	DET
cjfa-65815	108	4	violation	violation	NOUN
cjfa-65815	108	5	of	of	ADP
cjfa-65815	108	6	the	the	DET
cjfa-65815	108	7	null	null	ADJ
cjfa-65815	108	8	hypothesis	hypothesis	NOUN
cjfa-65815	108	9	would	would	AUX
cjfa-65815	108	10	attribute	attribute	VERB
cjfa-65815	108	11	predictive	predictive	ADJ
cjfa-65815	108	12	power	power	NOUN
cjfa-65815	108	13	to	to	ADP
cjfa-65815	108	14	lagged	lag	VERB
cjfa-65815	108	15	values	value	NOUN
cjfa-65815	108	16	of	of	ADP
cjfa-65815	108	17	firm	firm	ADJ
cjfa-65815	108	18	characteristics	characteristic	NOUN
cjfa-65815	108	19	.	.	PUNCT
cjfa-65815	109	1	e	e	X
cjfa-65815	109	2	�	�	PROPN
cjfa-65815	109	3	𝑅𝑅	𝑅𝑅	PROPN
cjfa-65815	109	4	�	�	PROPN
cjfa-65815	109	5	�	�	PROPN
cjfa-65815	109	6	�	�	PROPN
cjfa-65815	109	7	𝑅𝑅	𝑅𝑅	PROPN
cjfa-65815	109	8	�	�	PROPN
cjfa-65815	109	9	�	�	PROPN
cjfa-65815	109	10	𝑐𝑐	𝑐𝑐	PROPN
cjfa-65815	109	11	�	�	PROPN
cjfa-65815	109	12	�	�	PROPN
cjfa-65815	109	13	∑	∑	PROPN
cjfa-65815	109	14	𝜆𝜆	𝜆𝜆	PROPN
cjfa-65815	109	15	�	�	PROPN
cjfa-65815	109	16	�	�	PROPN
cjfa-65815	109	17	�	�	PROPN
cjfa-65815	109	18	�	�	PROPN
cjfa-65815	109	19	�	�	PROPN
cjfa-65815	109	20	𝛽𝛽	𝛽𝛽	ADP
cjfa-65815	109	21	�	�	PROPN
cjfa-65815	109	22	�	�	PROPN
cjfa-65815	109	23	�	�	PROPN
cjfa-65815	109	24	∑	∑	PROPN
cjfa-65815	109	25	𝑐𝑐	𝑐𝑐	PROPN
cjfa-65815	109	26	�	�	PROPN
cjfa-65815	109	27	�	�	PROPN
cjfa-65815	109	28	�	�	PROPN
cjfa-65815	109	29	�	�	PROPN
cjfa-65815	109	30	�	�	PROPN
cjfa-65815	109	31	𝑍𝑍	𝑍𝑍	PROPN
cjfa-65815	109	32	�	�	PROPN
cjfa-65815	109	33	�	�	PROPN
cjfa-65815	109	34	(	(	PUNCT
cjfa-65815	109	35	1	1	NUM
cjfa-65815	109	36	)	)	PUNCT
cjfa-65815	109	37	research	research	NOUN
cjfa-65815	109	38	methodology	methodology	NOUN
cjfa-65815	109	39	the	the	DET
cjfa-65815	109	40	data	data	NOUN
cjfa-65815	109	41	consists	consist	VERB
cjfa-65815	109	42	of	of	ADP
cjfa-65815	109	43	excess	excess	ADJ
cjfa-65815	109	44	monthly	monthly	ADJ
cjfa-65815	109	45	returns	return	NOUN
cjfa-65815	109	46	and	and	CCONJ
cjfa-65815	109	47	characteristics	characteristic	NOUN
cjfa-65815	109	48	(	(	PUNCT
cjfa-65815	109	49	as	as	SCONJ
cjfa-65815	109	50	listed	list	VERB
cjfa-65815	109	51	above	above	ADV
cjfa-65815	109	52	)	)	PUNCT
cjfa-65815	109	53	for	for	ADP
cjfa-65815	109	54	a	a	DET
cjfa-65815	109	55	sample	sample	NOUN
cjfa-65815	109	56	of	of	ADP
cjfa-65815	109	57	listed	list	VERB
cjfa-65815	109	58	securities	security	NOUN
cjfa-65815	109	59	which	which	PRON
cjfa-65815	109	60	constitute	constitute	VERB
cjfa-65815	109	61	the	the	DET
cjfa-65815	109	62	national	national	PROPN
cjfa-65815	109	63	stock	stock	PROPN
cjfa-65815	109	64	exchange	exchange	PROPN
cjfa-65815	109	65	’s	’s	PART
cjfa-65815	109	66	(	(	PUNCT
cjfa-65815	109	67	nse	nse	NOUN
cjfa-65815	109	68	)	)	PUNCT
cjfa-65815	109	69	nifty	nifty	ADJ
cjfa-65815	109	70	100	100	NUM
cjfa-65815	109	71	index	index	NOUN
cjfa-65815	109	72	.	.	PUNCT
cjfa-65815	110	1	(	(	PUNCT
cjfa-65815	110	2	1	1	X
cjfa-65815	110	3	)	)	PUNCT
cjfa-65815	110	4	cross	cross	ADJ
cjfa-65815	110	5	-	-	ADJ
cjfa-65815	110	6	sectional	sectional	ADJ
cjfa-65815	110	7	predictability	predictability	NOUN
cjfa-65815	110	8	of	of	ADP
cjfa-65815	110	9	indian	indian	ADJ
cjfa-65815	110	10	stock	stock	NOUN
cjfa-65815	110	11	returns	return	NOUN
cjfa-65815	110	12	…	…	PUNCT
cjfa-65815	110	13	6565	6565	NUM
cjfa-65815	110	14	research	research	NOUN
cjfa-65815	110	15	methodologyresearch	methodologyresearch	NOUN
cjfa-65815	110	16	methodology	methodology	NOUN
cjfa-65815	110	17	the	the	DET
cjfa-65815	110	18	data	data	NOUN
cjfa-65815	110	19	consists	consist	VERB
cjfa-65815	110	20	of	of	ADP
cjfa-65815	110	21	excess	excess	ADJ
cjfa-65815	110	22	monthly	monthly	ADJ
cjfa-65815	110	23	returns	return	NOUN
cjfa-65815	110	24	and	and	CCONJ
cjfa-65815	110	25	characteristics	characteristic	NOUN
cjfa-65815	110	26	(	(	PUNCT
cjfa-65815	110	27	as	as	SCONJ
cjfa-65815	110	28	listed	list	VERB
cjfa-65815	110	29	above	above	ADV
cjfa-65815	110	30	)	)	PUNCT
cjfa-65815	110	31	for	for	ADP
cjfa-65815	110	32	a	a	DET
cjfa-65815	110	33	sample	sample	NOUN
cjfa-65815	110	34	of	of	ADP
cjfa-65815	110	35	listed	list	VERB
cjfa-65815	110	36	securities	security	NOUN
cjfa-65815	110	37	which	which	PRON
cjfa-65815	110	38	constitute	constitute	VERB
cjfa-65815	110	39	the	the	DET
cjfa-65815	110	40	national	national	PROPN
cjfa-65815	110	41	stock	stock	PROPN
cjfa-65815	110	42	exchange	exchange	PROPN
cjfa-65815	110	43	’s	’s	PART
cjfa-65815	110	44	(	(	PUNCT
cjfa-65815	110	45	nse	nse	NOUN
cjfa-65815	110	46	)	)	PUNCT
cjfa-65815	110	47	nifty	nifty	ADJ
cjfa-65815	110	48	100	100	NUM
cjfa-65815	110	49	index	index	NOUN
cjfa-65815	110	50	.	.	PUNCT
cjfa-65815	111	1	66	66	NUM
cjfa-65815	111	2	securities	security	NOUN
cjfa-65815	111	3	from	from	ADP
cjfa-65815	111	4	the	the	DET
cjfa-65815	111	5	nifty	nifty	ADJ
cjfa-65815	111	6	100	100	NUM
cjfa-65815	111	7	index	index	NOUN
cjfa-65815	111	8	that	that	PRON
cjfa-65815	111	9	had	have	VERB
cjfa-65815	111	10	price	price	NOUN
cjfa-65815	111	11	data	datum	NOUN
cjfa-65815	111	12	for	for	ADP
cjfa-65815	111	13	all	all	DET
cjfa-65815	111	14	months	month	NOUN
cjfa-65815	111	15	for	for	ADP
cjfa-65815	111	16	a	a	DET
cjfa-65815	111	17	period	period	NOUN
cjfa-65815	111	18	of	of	ADP
cjfa-65815	111	19	20	20	NUM
cjfa-65815	111	20	years	year	NOUN
cjfa-65815	111	21	from	from	ADP
cjfa-65815	111	22	january	january	PROPN
cjfa-65815	111	23	2004	2004	NUM
cjfa-65815	111	24	to	to	ADP
cjfa-65815	111	25	december	december	PROPN
cjfa-65815	111	26	2023	2023	NUM
cjfa-65815	111	27	were	be	AUX
cjfa-65815	111	28	selected	select	VERB
cjfa-65815	111	29	.	.	PUNCT
cjfa-65815	112	1	the	the	DET
cjfa-65815	112	2	firm	firm	ADJ
cjfa-65815	112	3	level	level	NOUN
cjfa-65815	112	4	sample	sample	NOUN
cjfa-65815	112	5	data	datum	NOUN
cjfa-65815	112	6	has	have	AUX
cjfa-65815	112	7	been	be	AUX
cjfa-65815	112	8	obtained	obtain	VERB
cjfa-65815	112	9	from	from	ADP
cjfa-65815	112	10	prowess	prowess	NOUN
cjfa-65815	112	11	database	database	NOUN
cjfa-65815	112	12	.	.	PUNCT
cjfa-65815	113	1	the	the	DET
cjfa-65815	113	2	one	one	NUM
cjfa-65815	113	3	month	month	NOUN
cjfa-65815	113	4	risk	risk	NOUN
cjfa-65815	113	5	-	-	PUNCT
cjfa-65815	113	6	free	free	ADJ
cjfa-65815	113	7	rate	rate	NOUN
cjfa-65815	113	8	is	be	AUX
cjfa-65815	113	9	derived	derive	VERB
cjfa-65815	113	10	from	from	ADP
cjfa-65815	113	11	91	91	NUM
cjfa-65815	113	12	-	-	PUNCT
cjfa-65815	113	13	days	day	NOUN
cjfa-65815	113	14	treasury	treasury	NOUN
cjfa-65815	113	15	bills	bill	NOUN
cjfa-65815	113	16	yield	yield	VERB
cjfa-65815	113	17	from	from	ADP
cjfa-65815	113	18	the	the	DET
cjfa-65815	113	19	reserve	reserve	PROPN
cjfa-65815	113	20	bank	bank	PROPN
cjfa-65815	113	21	of	of	ADP
cjfa-65815	113	22	india	india	PROPN
cjfa-65815	113	23	’s	’s	PART
cjfa-65815	113	24	official	official	ADJ
cjfa-65815	113	25	website	website	NOUN
cjfa-65815	113	26	.	.	PUNCT
cjfa-65815	114	1	table	table	NOUN
cjfa-65815	114	2	1	1	NUM
cjfa-65815	114	3	displays	display	VERB
cjfa-65815	114	4	the	the	DET
cjfa-65815	114	5	predetermined	predetermine	VERB
cjfa-65815	114	6	firm	firm	ADJ
cjfa-65815	114	7	characteristic	characteristic	ADJ
cjfa-65815	114	8	variables	variable	NOUN
cjfa-65815	114	9	used	use	VERB
cjfa-65815	114	10	in	in	ADP
cjfa-65815	114	11	the	the	DET
cjfa-65815	114	12	conditional	conditional	ADJ
cjfa-65815	114	13	apt	apt	ADJ
cjfa-65815	114	14	model	model	NOUN
cjfa-65815	114	15	.	.	PUNCT
cjfa-65815	115	1	table	table	NOUN
cjfa-65815	115	2	2	2	NUM
cjfa-65815	115	3	displays	display	VERB
cjfa-65815	115	4	the	the	DET
cjfa-65815	115	5	summary	summary	NOUN
cjfa-65815	115	6	statistics	statistic	NOUN
cjfa-65815	115	7	that	that	PRON
cjfa-65815	115	8	represent	represent	VERB
cjfa-65815	115	9	the	the	DET
cjfa-65815	115	10	sample	sample	NOUN
cjfa-65815	115	11	period	period	NOUN
cjfa-65815	115	12	average	average	NOUN
cjfa-65815	115	13	of	of	ADP
cjfa-65815	115	14	cross	cross	ADJ
cjfa-65815	115	15	-	-	ADJ
cjfa-65815	115	16	sectional	sectional	ADJ
cjfa-65815	115	17	means	mean	NOUN
cjfa-65815	115	18	,	,	PUNCT
cjfa-65815	115	19	medians	median	NOUN
cjfa-65815	115	20	,	,	PUNCT
cjfa-65815	115	21	and	and	CCONJ
cjfa-65815	115	22	standard	standard	ADJ
cjfa-65815	115	23	deviations	deviation	NOUN
cjfa-65815	115	24	of	of	ADP
cjfa-65815	115	25	the	the	DET
cjfa-65815	115	26	firm	firm	ADJ
cjfa-65815	115	27	characteristic	characteristic	ADJ
cjfa-65815	115	28	variables	variable	NOUN
cjfa-65815	115	29	for	for	ADP
cjfa-65815	115	30	66	66	NUM
cjfa-65815	115	31	securities	security	NOUN
cjfa-65815	115	32	over	over	ADP
cjfa-65815	115	33	240	240	NUM
cjfa-65815	115	34	months	month	NOUN
cjfa-65815	115	35	from	from	ADP
cjfa-65815	115	36	january	january	PROPN
cjfa-65815	115	37	2004	2004	NUM
cjfa-65815	115	38	to	to	ADP
cjfa-65815	115	39	december	december	PROPN
cjfa-65815	115	40	2023	2023	NUM
cjfa-65815	115	41	of	of	ADP
cjfa-65815	115	42	the	the	DET
cjfa-65815	115	43	sample	sample	NOUN
cjfa-65815	115	44	period	period	NOUN
cjfa-65815	115	45	.	.	PUNCT
cjfa-65815	116	1	the	the	DET
cjfa-65815	116	2	variables	variable	NOUN
cjfa-65815	116	3	display	display	VERB
cjfa-65815	116	4	minor	minor	ADJ
cjfa-65815	116	5	skewness	skewness	NOUN
cjfa-65815	116	6	;	;	PUNCT
cjfa-65815	116	7	we	we	PRON
cjfa-65815	116	8	nevertheless	nevertheless	ADV
cjfa-65815	116	9	use	use	VERB
cjfa-65815	116	10	logarithmic	logarithmic	ADJ
cjfa-65815	116	11	transformations	transformation	NOUN
cjfa-65815	116	12	for	for	ADP
cjfa-65815	116	13	all	all	DET
cjfa-65815	116	14	variables	variable	NOUN
cjfa-65815	116	15	in	in	ADP
cjfa-65815	116	16	our	our	PRON
cjfa-65815	116	17	analysis	analysis	NOUN
cjfa-65815	116	18	.	.	PUNCT
cjfa-65815	117	1	table	table	NOUN
cjfa-65815	117	2	3	3	NUM
cjfa-65815	117	3	displays	display	VERB
cjfa-65815	117	4	the	the	DET
cjfa-65815	117	5	matrix	matrix	NOUN
cjfa-65815	117	6	of	of	ADP
cjfa-65815	117	7	averages	average	NOUN
cjfa-65815	117	8	of	of	ADP
cjfa-65815	117	9	monthly	monthly	ADJ
cjfa-65815	117	10	cross	cross	NOUN
cjfa-65815	117	11	-	-	NOUN
cjfa-65815	117	12	correlation	correlation	NOUN
cjfa-65815	117	13	of	of	ADP
cjfa-65815	117	14	all	all	DET
cjfa-65815	117	15	natural	natural	ADJ
cjfa-65815	117	16	logarithm	logarithm	NOUN
cjfa-65815	117	17	transformed	transform	VERB
cjfa-65815	117	18	variables	variable	NOUN
cjfa-65815	117	19	for	for	ADP
cjfa-65815	117	20	all	all	DET
cjfa-65815	117	21	securities	security	NOUN
cjfa-65815	117	22	over	over	ADP
cjfa-65815	117	23	the	the	DET
cjfa-65815	117	24	sample	sample	NOUN
cjfa-65815	117	25	period	period	NOUN
cjfa-65815	117	26	.	.	PUNCT
cjfa-65815	118	1	the	the	DET
cjfa-65815	118	2	largest	large	ADJ
cjfa-65815	118	3	correlation	correlation	NOUN
cjfa-65815	118	4	is	be	AUX
cjfa-65815	118	5	between	between	ADP
cjfa-65815	118	6	size	size	NOUN
cjfa-65815	118	7	and	and	CCONJ
cjfa-65815	118	8	vol	vol	NOUN
cjfa-65815	118	9	.	.	PUNCT
cjfa-65815	119	1	the	the	DET
cjfa-65815	119	2	other	other	ADJ
cjfa-65815	119	3	correlations	correlation	NOUN
cjfa-65815	119	4	are	be	AUX
cjfa-65815	119	5	fairly	fairly	ADV
cjfa-65815	119	6	low	low	ADJ
cjfa-65815	119	7	.	.	PUNCT
cjfa-65815	120	1	using	use	VERB
cjfa-65815	120	2	connor	connor	NOUN
cjfa-65815	120	3	and	and	CCONJ
cjfa-65815	120	4	korajczyk	korajczyk	PROPN
cjfa-65815	120	5	’s	’s	PART
cjfa-65815	120	6	(	(	PUNCT
cjfa-65815	120	7	1988	1988	NUM
cjfa-65815	120	8	)	)	PUNCT
cjfa-65815	120	9	technique	technique	NOUN
cjfa-65815	120	10	,	,	PUNCT
cjfa-65815	120	11	the	the	DET
cjfa-65815	120	12	ck	ck	ADJ
cjfa-65815	120	13	factors	factor	NOUN
cjfa-65815	120	14	are	be	AUX
cjfa-65815	120	15	estimated	estimate	VERB
cjfa-65815	120	16	for	for	ADP
cjfa-65815	120	17	the	the	DET
cjfa-65815	120	18	66	66	NUM
cjfa-65815	120	19	listed	list	VERB
cjfa-65815	120	20	securities	security	NOUN
cjfa-65815	120	21	of	of	ADP
cjfa-65815	120	22	the	the	DET
cjfa-65815	120	23	nse	nse	NOUN
cjfa-65815	120	24	exchanges	exchange	NOUN
cjfa-65815	120	25	on	on	ADP
cjfa-65815	120	26	nifty	nifty	ADJ
cjfa-65815	120	27	100	100	NUM
cjfa-65815	120	28	that	that	PRON
cjfa-65815	120	29	had	have	VERB
cjfa-65815	120	30	price	price	NOUN
cjfa-65815	120	31	data	datum	NOUN
cjfa-65815	120	32	for	for	ADP
cjfa-65815	120	33	all	all	DET
cjfa-65815	120	34	months	month	NOUN
cjfa-65815	120	35	from	from	ADP
cjfa-65815	120	36	2004–2023	2004–2023	NUM
cjfa-65815	120	37	of	of	ADP
cjfa-65815	120	38	the	the	DET
cjfa-65815	120	39	sample	sample	NOUN
cjfa-65815	120	40	period	period	NOUN
cjfa-65815	120	41	.	.	PUNCT
cjfa-65815	121	1	connor	connor	NOUN
cjfa-65815	121	2	and	and	CCONJ
cjfa-65815	121	3	korajczyk	korajczyk	PROPN
cjfa-65815	121	4	(	(	PUNCT
cjfa-65815	121	5	1993	1993	NUM
cjfa-65815	121	6	)	)	PUNCT
cjfa-65815	121	7	show	show	VERB
cjfa-65815	121	8	evidence	evidence	NOUN
cjfa-65815	121	9	for	for	ADP
cjfa-65815	121	10	1	1	NUM
cjfa-65815	121	11	to	to	PART
cjfa-65815	121	12	6	6	NUM
cjfa-65815	121	13	factors	factor	NOUN
cjfa-65815	121	14	.	.	PUNCT
cjfa-65815	122	1	we	we	PRON
cjfa-65815	122	2	use	use	VERB
cjfa-65815	122	3	5	5	NUM
cjfa-65815	122	4	factors	factor	NOUN
cjfa-65815	122	5	in	in	ADP
cjfa-65815	122	6	our	our	PRON
cjfa-65815	122	7	model	model	NOUN
cjfa-65815	122	8	.	.	PUNCT
cjfa-65815	123	1	the	the	DET
cjfa-65815	123	2	regression	regression	NOUN
cjfa-65815	123	3	in	in	ADP
cjfa-65815	123	4	equation	equation	NOUN
cjfa-65815	123	5	(	(	PUNCT
cjfa-65815	123	6	2	2	X
cjfa-65815	123	7	)	)	PUNCT
cjfa-65815	123	8	is	be	AUX
cjfa-65815	123	9	fama	fama	PROPN
cjfa-65815	123	10	-	-	PUNCT
cjfa-65815	123	11	macbeth	macbeth	ADJ
cjfa-65815	123	12	estimation	estimation	NOUN
cjfa-65815	123	13	:	:	PUNCT
cjfa-65815	123	14	66	66	NUM
cjfa-65815	123	15	securities	security	NOUN
cjfa-65815	123	16	from	from	ADP
cjfa-65815	123	17	the	the	DET
cjfa-65815	123	18	nifty	nifty	ADJ
cjfa-65815	123	19	100	100	NUM
cjfa-65815	123	20	index	index	NOUN
cjfa-65815	123	21	that	that	PRON
cjfa-65815	123	22	had	have	VERB
cjfa-65815	123	23	price	price	NOUN
cjfa-65815	123	24	data	datum	NOUN
cjfa-65815	123	25	for	for	ADP
cjfa-65815	123	26	all	all	DET
cjfa-65815	123	27	months	month	NOUN
cjfa-65815	123	28	for	for	ADP
cjfa-65815	123	29	a	a	DET
cjfa-65815	123	30	period	period	NOUN
cjfa-65815	123	31	of	of	ADP
cjfa-65815	123	32	20	20	NUM
cjfa-65815	123	33	years	year	NOUN
cjfa-65815	123	34	from	from	ADP
cjfa-65815	123	35	january	january	PROPN
cjfa-65815	123	36	2004	2004	NUM
cjfa-65815	123	37	to	to	ADP
cjfa-65815	123	38	december	december	PROPN
cjfa-65815	123	39	2023	2023	NUM
cjfa-65815	123	40	were	be	AUX
cjfa-65815	123	41	selected	select	VERB
cjfa-65815	123	42	.	.	PUNCT
cjfa-65815	124	1	the	the	DET
cjfa-65815	124	2	firm	firm	ADJ
cjfa-65815	124	3	level	level	NOUN
cjfa-65815	124	4	sample	sample	NOUN
cjfa-65815	124	5	data	datum	NOUN
cjfa-65815	124	6	has	have	AUX
cjfa-65815	124	7	been	be	AUX
cjfa-65815	124	8	obtained	obtain	VERB
cjfa-65815	124	9	from	from	ADP
cjfa-65815	124	10	prowess	prowess	NOUN
cjfa-65815	124	11	database	database	NOUN
cjfa-65815	124	12	.	.	PUNCT
cjfa-65815	125	1	the	the	DET
cjfa-65815	125	2	one	one	NUM
cjfa-65815	125	3	month	month	NOUN
cjfa-65815	125	4	risk	risk	NOUN
cjfa-65815	125	5	-	-	PUNCT
cjfa-65815	125	6	free	free	ADJ
cjfa-65815	125	7	rate	rate	NOUN
cjfa-65815	125	8	is	be	AUX
cjfa-65815	125	9	derived	derive	VERB
cjfa-65815	125	10	from	from	ADP
cjfa-65815	125	11	91	91	NUM
cjfa-65815	125	12	-	-	PUNCT
cjfa-65815	125	13	days	day	NOUN
cjfa-65815	125	14	treasury	treasury	NOUN
cjfa-65815	125	15	bills	bill	NOUN
cjfa-65815	125	16	yield	yield	VERB
cjfa-65815	125	17	from	from	ADP
cjfa-65815	125	18	the	the	DET
cjfa-65815	125	19	reserve	reserve	PROPN
cjfa-65815	125	20	bank	bank	PROPN
cjfa-65815	125	21	of	of	ADP
cjfa-65815	125	22	india	india	PROPN
cjfa-65815	125	23	’s	’s	PART
cjfa-65815	125	24	official	official	ADJ
cjfa-65815	125	25	website	website	NOUN
cjfa-65815	125	26	.	.	PUNCT
cjfa-65815	126	1	table	table	NOUN
cjfa-65815	126	2	1	1	NUM
cjfa-65815	126	3	displays	display	VERB
cjfa-65815	126	4	the	the	DET
cjfa-65815	126	5	predetermined	predetermine	VERB
cjfa-65815	126	6	firm	firm	ADJ
cjfa-65815	126	7	characteristic	characteristic	ADJ
cjfa-65815	126	8	variables	variable	NOUN
cjfa-65815	126	9	used	use	VERB
cjfa-65815	126	10	in	in	ADP
cjfa-65815	126	11	the	the	DET
cjfa-65815	126	12	conditional	conditional	ADJ
cjfa-65815	126	13	apt	apt	ADJ
cjfa-65815	126	14	model	model	NOUN
cjfa-65815	126	15	.	.	PUNCT
cjfa-65815	127	1	table	table	NOUN
cjfa-65815	127	2	2	2	NUM
cjfa-65815	127	3	displays	display	VERB
cjfa-65815	127	4	the	the	DET
cjfa-65815	127	5	summary	summary	NOUN
cjfa-65815	127	6	statistics	statistic	NOUN
cjfa-65815	127	7	that	that	PRON
cjfa-65815	127	8	represent	represent	VERB
cjfa-65815	127	9	the	the	DET
cjfa-65815	127	10	sample	sample	NOUN
cjfa-65815	127	11	period	period	NOUN
cjfa-65815	127	12	average	average	NOUN
cjfa-65815	127	13	of	of	ADP
cjfa-65815	127	14	cross	cross	ADJ
cjfa-65815	127	15	-	-	ADJ
cjfa-65815	127	16	sectional	sectional	ADJ
cjfa-65815	127	17	means	mean	NOUN
cjfa-65815	127	18	,	,	PUNCT
cjfa-65815	127	19	medians	median	NOUN
cjfa-65815	127	20	,	,	PUNCT
cjfa-65815	127	21	and	and	CCONJ
cjfa-65815	127	22	standard	standard	ADJ
cjfa-65815	127	23	deviations	deviation	NOUN
cjfa-65815	127	24	of	of	ADP
cjfa-65815	127	25	the	the	DET
cjfa-65815	127	26	firm	firm	ADJ
cjfa-65815	127	27	characteristic	characteristic	ADJ
cjfa-65815	127	28	variables	variable	NOUN
cjfa-65815	127	29	for	for	ADP
cjfa-65815	127	30	66	66	NUM
cjfa-65815	127	31	securities	security	NOUN
cjfa-65815	127	32	over	over	ADP
cjfa-65815	127	33	240	240	NUM
cjfa-65815	127	34	months	month	NOUN
cjfa-65815	127	35	from	from	ADP
cjfa-65815	127	36	january	january	PROPN
cjfa-65815	127	37	2004	2004	NUM
cjfa-65815	127	38	to	to	ADP
cjfa-65815	127	39	december	december	PROPN
cjfa-65815	127	40	2023	2023	NUM
cjfa-65815	127	41	of	of	ADP
cjfa-65815	127	42	the	the	DET
cjfa-65815	127	43	sample	sample	NOUN
cjfa-65815	127	44	period	period	NOUN
cjfa-65815	127	45	.	.	PUNCT
cjfa-65815	128	1	the	the	DET
cjfa-65815	128	2	variables	variable	NOUN
cjfa-65815	128	3	display	display	VERB
cjfa-65815	128	4	minor	minor	ADJ
cjfa-65815	128	5	skewness	skewness	NOUN
cjfa-65815	128	6	;	;	PUNCT
cjfa-65815	128	7	we	we	PRON
cjfa-65815	128	8	nevertheless	nevertheless	ADV
cjfa-65815	128	9	use	use	VERB
cjfa-65815	128	10	logarithmic	logarithmic	ADJ
cjfa-65815	128	11	transformations	transformation	NOUN
cjfa-65815	128	12	for	for	ADP
cjfa-65815	128	13	all	all	DET
cjfa-65815	128	14	variables	variable	NOUN
cjfa-65815	128	15	in	in	ADP
cjfa-65815	128	16	our	our	PRON
cjfa-65815	128	17	analysis	analysis	NOUN
cjfa-65815	128	18	.	.	PUNCT
cjfa-65815	129	1	table	table	NOUN
cjfa-65815	129	2	3	3	NUM
cjfa-65815	129	3	displays	display	VERB
cjfa-65815	129	4	the	the	DET
cjfa-65815	129	5	matrix	matrix	NOUN
cjfa-65815	129	6	of	of	ADP
cjfa-65815	129	7	averages	average	NOUN
cjfa-65815	129	8	of	of	ADP
cjfa-65815	129	9	monthly	monthly	ADJ
cjfa-65815	129	10	cross	cross	NOUN
cjfa-65815	129	11	-	-	NOUN
cjfa-65815	129	12	correlation	correlation	NOUN
cjfa-65815	129	13	of	of	ADP
cjfa-65815	129	14	all	all	DET
cjfa-65815	129	15	natural	natural	ADJ
cjfa-65815	129	16	logarithm	logarithm	NOUN
cjfa-65815	129	17	transformed	transform	VERB
cjfa-65815	129	18	variables	variable	NOUN
cjfa-65815	129	19	for	for	ADP
cjfa-65815	129	20	all	all	DET
cjfa-65815	129	21	securities	security	NOUN
cjfa-65815	129	22	over	over	ADP
cjfa-65815	129	23	the	the	DET
cjfa-65815	129	24	sample	sample	NOUN
cjfa-65815	129	25	period	period	NOUN
cjfa-65815	129	26	.	.	PUNCT
cjfa-65815	130	1	the	the	DET
cjfa-65815	130	2	largest	large	ADJ
cjfa-65815	130	3	correlation	correlation	NOUN
cjfa-65815	130	4	is	be	AUX
cjfa-65815	130	5	between	between	ADP
cjfa-65815	130	6	size	size	NOUN
cjfa-65815	130	7	and	and	CCONJ
cjfa-65815	130	8	vol	vol	NOUN
cjfa-65815	130	9	.	.	PUNCT
cjfa-65815	131	1	the	the	DET
cjfa-65815	131	2	other	other	ADJ
cjfa-65815	131	3	correlations	correlation	NOUN
cjfa-65815	131	4	are	be	AUX
cjfa-65815	131	5	fairly	fairly	ADV
cjfa-65815	131	6	low	low	ADJ
cjfa-65815	131	7	.	.	PUNCT
cjfa-65815	132	1	using	use	VERB
cjfa-65815	132	2	connor	connor	NOUN
cjfa-65815	132	3	and	and	CCONJ
cjfa-65815	132	4	korajczyk	korajczyk	PROPN
cjfa-65815	132	5	’s	’s	PART
cjfa-65815	132	6	(	(	PUNCT
cjfa-65815	132	7	1988	1988	NUM
cjfa-65815	132	8	)	)	PUNCT
cjfa-65815	132	9	technique	technique	NOUN
cjfa-65815	132	10	,	,	PUNCT
cjfa-65815	132	11	the	the	DET
cjfa-65815	132	12	ck	ck	ADJ
cjfa-65815	132	13	factors	factor	NOUN
cjfa-65815	132	14	are	be	AUX
cjfa-65815	132	15	estimated	estimate	VERB
cjfa-65815	132	16	for	for	ADP
cjfa-65815	132	17	the	the	DET
cjfa-65815	132	18	66	66	NUM
cjfa-65815	132	19	listed	list	VERB
cjfa-65815	132	20	securities	security	NOUN
cjfa-65815	132	21	of	of	ADP
cjfa-65815	132	22	the	the	DET
cjfa-65815	132	23	nse	nse	NOUN
cjfa-65815	132	24	exchanges	exchange	NOUN
cjfa-65815	132	25	on	on	ADP
cjfa-65815	132	26	nifty	nifty	ADJ
cjfa-65815	132	27	100	100	NUM
cjfa-65815	132	28	that	that	PRON
cjfa-65815	132	29	had	have	VERB
cjfa-65815	132	30	price	price	NOUN
cjfa-65815	132	31	data	datum	NOUN
cjfa-65815	132	32	for	for	ADP
cjfa-65815	132	33	all	all	DET
cjfa-65815	132	34	months	month	NOUN
cjfa-65815	132	35	from	from	ADP
cjfa-65815	132	36	2004–2023	2004–2023	NUM
cjfa-65815	132	37	of	of	ADP
cjfa-65815	132	38	the	the	DET
cjfa-65815	132	39	sample	sample	NOUN
cjfa-65815	132	40	period	period	NOUN
cjfa-65815	132	41	.	.	PUNCT
cjfa-65815	133	1	connor	connor	NOUN
cjfa-65815	133	2	and	and	CCONJ
cjfa-65815	133	3	korajczyk	korajczyk	PROPN
cjfa-65815	133	4	(	(	PUNCT
cjfa-65815	133	5	1993	1993	NUM
cjfa-65815	133	6	)	)	PUNCT
cjfa-65815	133	7	show	show	VERB
cjfa-65815	133	8	evidence	evidence	NOUN
cjfa-65815	133	9	for	for	ADP
cjfa-65815	133	10	1	1	NUM
cjfa-65815	133	11	to	to	PART
cjfa-65815	133	12	6	6	NUM
cjfa-65815	133	13	factors	factor	NOUN
cjfa-65815	133	14	.	.	PUNCT
cjfa-65815	134	1	we	we	PRON
cjfa-65815	134	2	use	use	VERB
cjfa-65815	134	3	5	5	NUM
cjfa-65815	134	4	factors	factor	NOUN
cjfa-65815	134	5	in	in	ADP
cjfa-65815	134	6	our	our	PRON
cjfa-65815	134	7	model	model	NOUN
cjfa-65815	134	8	.	.	PUNCT
cjfa-65815	135	1	the	the	DET
cjfa-65815	135	2	regression	regression	NOUN
cjfa-65815	135	3	in	in	ADP
cjfa-65815	135	4	equation	equation	NOUN
cjfa-65815	135	5	(	(	PUNCT
cjfa-65815	135	6	2	2	X
cjfa-65815	135	7	)	)	PUNCT
cjfa-65815	135	8	is	be	AUX
cjfa-65815	135	9	fama	fama	PROPN
cjfa-65815	135	10	-	-	PUNCT
cjfa-65815	135	11	macbeth	macbeth	ADJ
cjfa-65815	135	12	estimation	estimation	NOUN
cjfa-65815	135	13	:	:	PUNCT
cjfa-65815	135	14	�	�	PROPN
cjfa-65815	135	15	̃	̃	PROPN
cjfa-65815	135	16	�	�	PROPN
cjfa-65815	135	17	𝑅	𝑅	PROPN
cjfa-65815	135	18	�	�	PROPN
cjfa-65815	135	19	�	�	PROPN
cjfa-65815	135	20	�	�	PROPN
cjfa-65815	135	21	𝑅𝑅	𝑅𝑅	PROPN
cjfa-65815	135	22	�	�	PROPN
cjfa-65815	135	23	�	�	PROPN
cjfa-65815	135	24	�	�	PROPN
cjfa-65815	135	25	𝑐𝑐	𝑐𝑐	PROPN
cjfa-65815	135	26	�	�	PROPN
cjfa-65815	135	27	�	�	PROPN
cjfa-65815	135	28	∑	∑	ADP
cjfa-65815	135	29	 	 	SPACE
cjfa-65815	135	30	�	�	PROPN
cjfa-65815	135	31	�	�	PROPN
cjfa-65815	135	32	�	�	PROPN
cjfa-65815	135	33	�	�	PROPN
cjfa-65815	135	34	𝛽𝛽	𝛽𝛽	ADP
cjfa-65815	135	35	�	�	PROPN
cjfa-65815	135	36	�	�	PROPN
cjfa-65815	135	37	𝐶𝐶	𝐶𝐶	PROPN
cjfa-65815	135	38	�	�	PROPN
cjfa-65815	135	39	̃	̃	PROPN
cjfa-65815	135	40	�	�	PROPN
cjfa-65815	135	41	𝐶	𝐶	PROPN
cjfa-65815	135	42	�	�	PROPN
cjfa-65815	135	43	�	�	PROPN
cjfa-65815	135	44	�	�	PROPN
cjfa-65815	135	45	∑	∑	ADP
cjfa-65815	135	46	 	 	SPACE
cjfa-65815	135	47	�	�	PROPN
cjfa-65815	135	48	�	�	PROPN
cjfa-65815	135	49	�	�	PROPN
cjfa-65815	135	50	�	�	PROPN
cjfa-65815	135	51	𝑐𝑐	𝑐𝑐	PROPN
cjfa-65815	135	52	�	�	PROPN
cjfa-65815	135	53	𝑍𝑍	𝑍𝑍	PROPN
cjfa-65815	135	54	�	�	PROPN
cjfa-65815	135	55	�	�	PROPN
cjfa-65815	135	56	�	�	PROPN
cjfa-65815	135	57	�	�	PROPN
cjfa-65815	135	58	�	�	PROPN
cjfa-65815	135	59	̃	̃	PROPN
cjfa-65815	135	60	�	�	PROPN
cjfa-65815	135	61	�	�	PROPN
cjfa-65815	135	62	(	(	PUNCT
cjfa-65815	135	63	2	2	NUM
cjfa-65815	135	64	)	)	PUNCT
cjfa-65815	135	65	table	table	NOUN
cjfa-65815	135	66	1	1	NUM
cjfa-65815	135	67	.	.	PUNCT
cjfa-65815	135	68	predetermined	predetermine	VERB
cjfa-65815	135	69	firm	firm	ADJ
cjfa-65815	135	70	characteristic	characteristic	ADJ
cjfa-65815	135	71	variables	variable	NOUN
cjfa-65815	135	72	variable	variable	ADJ
cjfa-65815	135	73	definition	definition	NOUN
cjfa-65815	135	74	size	size	NOUN
cjfa-65815	135	75	the	the	DET
cjfa-65815	135	76	natural	natural	ADJ
cjfa-65815	135	77	logarithm	logarithm	NOUN
cjfa-65815	135	78	of	of	ADP
cjfa-65815	135	79	the	the	DET
cjfa-65815	135	80	firm	firm	NOUN
cjfa-65815	135	81	’s	’s	PART
cjfa-65815	135	82	market	market	NOUN
cjfa-65815	135	83	capitalization	capitalization	NOUN
cjfa-65815	135	84	ending	end	VERB
cjfa-65815	135	85	month	month	NOUN
cjfa-65815	135	86	before	before	ADP
cjfa-65815	135	87	the	the	DET
cjfa-65815	135	88	previous	previous	ADJ
cjfa-65815	135	89	month	month	NOUN
cjfa-65815	135	90	.	.	PUNCT
cjfa-65815	136	1	bm	bm	PROPN
cjfa-65815	136	2	the	the	DET
cjfa-65815	136	3	natural	natural	ADJ
cjfa-65815	136	4	logarithm	logarithm	PROPN
cjfa-65815	136	5	b	b	PROPN
cjfa-65815	136	6	/	/	SYM
cjfa-65815	136	7	m	m	NOUN
cjfa-65815	136	8	as	as	ADP
cjfa-65815	136	9	of	of	ADP
cjfa-65815	136	10	the	the	DET
cjfa-65815	136	11	previous	previous	ADJ
cjfa-65815	136	12	month	month	NOUN
cjfa-65815	136	13	.	.	PUNCT
cjfa-65815	137	1	vol	vol	VERB
cjfa-65815	137	2	the	the	DET
cjfa-65815	137	3	natural	natural	ADJ
cjfa-65815	137	4	logarithm	logarithm	NOUN
cjfa-65815	137	5	of	of	ADP
cjfa-65815	137	6	the	the	DET
cjfa-65815	137	7	rupee	rupee	NOUN
cjfa-65815	137	8	trading	trading	NOUN
cjfa-65815	137	9	volume	volume	NOUN
cjfa-65815	137	10	ending	end	VERB
cjfa-65815	137	11	month	month	NOUN
cjfa-65815	137	12	before	before	ADP
cjfa-65815	137	13	the	the	DET
cjfa-65815	137	14	previous	previous	ADJ
cjfa-65815	137	15	month	month	NOUN
cjfa-65815	137	16	.	.	PUNCT
cjfa-65815	138	1	price	price	VERB
cjfa-65815	138	2	the	the	DET
cjfa-65815	138	3	natural	natural	ADJ
cjfa-65815	138	4	logarithm	logarithm	NOUN
cjfa-65815	138	5	of	of	ADP
cjfa-65815	138	6	the	the	DET
cjfa-65815	138	7	reciprocal	reciprocal	NOUN
cjfa-65815	138	8	of	of	ADP
cjfa-65815	138	9	the	the	DET
cjfa-65815	138	10	security	security	NOUN
cjfa-65815	138	11	price	price	NOUN
cjfa-65815	138	12	ending	end	VERB
cjfa-65815	138	13	month	month	NOUN
cjfa-65815	138	14	before	before	ADP
cjfa-65815	138	15	the	the	DET
cjfa-65815	138	16	previous	previous	ADJ
cjfa-65815	138	17	month	month	NOUN
cjfa-65815	138	18	.	.	PUNCT
cjfa-65815	139	1	yld	yld	PROPN
cjfa-65815	139	2	the	the	DET
cjfa-65815	139	3	natural	natural	ADJ
cjfa-65815	139	4	logarithm	logarithm	NOUN
cjfa-65815	139	5	of	of	ADP
cjfa-65815	139	6	the	the	DET
cjfa-65815	139	7	previous	previous	ADJ
cjfa-65815	139	8	12	12	NUM
cjfa-65815	139	9	month	month	NOUN
cjfa-65815	139	10	cumulative	cumulative	ADJ
cjfa-65815	139	11	dividends	dividend	NOUN
cjfa-65815	139	12	divided	divide	VERB
cjfa-65815	139	13	by	by	ADP
cjfa-65815	139	14	the	the	DET
cjfa-65815	139	15	security	security	NOUN
cjfa-65815	139	16	price	price	NOUN
cjfa-65815	139	17	as	as	ADP
cjfa-65815	139	18	of	of	ADP
cjfa-65815	139	19	month	month	NOUN
cjfa-65815	139	20	before	before	ADP
cjfa-65815	139	21	the	the	DET
cjfa-65815	139	22	previous	previous	ADJ
cjfa-65815	139	23	month	month	NOUN
cjfa-65815	139	24	.	.	PUNCT
cjfa-65815	140	1	ret	ret	PROPN
cjfa-65815	140	2	2	2	NUM
cjfa-65815	140	3	-	-	SYM
cjfa-65815	140	4	3	3	NUM
cjfa-65815	140	5	the	the	DET
cjfa-65815	140	6	natural	natural	ADJ
cjfa-65815	140	7	logarithm	logarithm	NOUN
cjfa-65815	140	8	of	of	ADP
cjfa-65815	140	9	the	the	DET
cjfa-65815	140	10	two	two	NUM
cjfa-65815	140	11	months	month	NOUN
cjfa-65815	140	12	cumulative	cumulative	ADJ
cjfa-65815	140	13	return	return	NOUN
cjfa-65815	140	14	ending	end	VERB
cjfa-65815	140	15	two	two	NUM
cjfa-65815	140	16	months	month	NOUN
cjfa-65815	140	17	before	before	ADP
cjfa-65815	140	18	the	the	DET
cjfa-65815	140	19	current	current	ADJ
cjfa-65815	140	20	month	month	NOUN
cjfa-65815	140	21	.	.	PUNCT
cjfa-65815	141	1	ret	ret	PROPN
cjfa-65815	141	2	4	4	NUM
cjfa-65815	141	3	-	-	SYM
cjfa-65815	141	4	6	6	NUM
cjfa-65815	141	5	the	the	DET
cjfa-65815	141	6	natural	natural	ADJ
cjfa-65815	141	7	logarithm	logarithm	NOUN
cjfa-65815	141	8	of	of	ADP
cjfa-65815	141	9	the	the	DET
cjfa-65815	141	10	three	three	NUM
cjfa-65815	141	11	months	month	NOUN
cjfa-65815	141	12	cumulative	cumulative	ADJ
cjfa-65815	141	13	return	return	NOUN
cjfa-65815	141	14	ending	end	VERB
cjfa-65815	141	15	three	three	NUM
cjfa-65815	141	16	months	month	NOUN
cjfa-65815	141	17	before	before	ADP
cjfa-65815	141	18	the	the	DET
cjfa-65815	141	19	current	current	ADJ
cjfa-65815	141	20	month	month	NOUN
cjfa-65815	141	21	.	.	PUNCT
cjfa-65815	142	1	ret	ret	PROPN
cjfa-65815	142	2	7	7	NUM
cjfa-65815	142	3	-	-	SYM
cjfa-65815	142	4	12	12	NUM
cjfa-65815	142	5	the	the	DET
cjfa-65815	142	6	natural	natural	ADJ
cjfa-65815	142	7	logarithm	logarithm	NOUN
cjfa-65815	142	8	of	of	ADP
cjfa-65815	142	9	the	the	DET
cjfa-65815	142	10	6	6	NUM
cjfa-65815	142	11	months	month	NOUN
cjfa-65815	142	12	cumulative	cumulative	ADJ
cjfa-65815	142	13	return	return	NOUN
cjfa-65815	142	14	ending	end	VERB
cjfa-65815	142	15	six	six	NUM
cjfa-65815	142	16	months	month	NOUN
cjfa-65815	142	17	before	before	ADP
cjfa-65815	142	18	the	the	DET
cjfa-65815	142	19	current	current	ADJ
cjfa-65815	142	20	month	month	NOUN
cjfa-65815	142	21	.	.	PUNCT
cjfa-65815	143	1	(	(	PUNCT
cjfa-65815	143	2	2	2	NUM
cjfa-65815	143	3	)	)	PUNCT
cjfa-65815	143	4	table	table	NOUN
cjfa-65815	143	5	1	1	NUM
cjfa-65815	143	6	.	.	PUNCT
cjfa-65815	143	7	predetermined	predetermine	VERB
cjfa-65815	143	8	firm	firm	ADJ
cjfa-65815	143	9	characteristic	characteristic	ADJ
cjfa-65815	143	10	variables	variable	NOUN
cjfa-65815	143	11	variable	variable	ADJ
cjfa-65815	143	12	definition	definition	NOUN
cjfa-65815	143	13	size	size	NOUN
cjfa-65815	143	14	the	the	DET
cjfa-65815	143	15	natural	natural	ADJ
cjfa-65815	143	16	logarithm	logarithm	NOUN
cjfa-65815	143	17	of	of	ADP
cjfa-65815	143	18	the	the	DET
cjfa-65815	143	19	firm	firm	NOUN
cjfa-65815	143	20	’s	’s	PART
cjfa-65815	143	21	market	market	NOUN
cjfa-65815	143	22	capitalization	capitalization	NOUN
cjfa-65815	143	23	ending	end	VERB
cjfa-65815	143	24	month	month	NOUN
cjfa-65815	143	25	before	before	ADP
cjfa-65815	143	26	the	the	DET
cjfa-65815	143	27	previous	previous	ADJ
cjfa-65815	143	28	month	month	NOUN
cjfa-65815	143	29	.	.	PUNCT
cjfa-65815	144	1	bm	bm	PROPN
cjfa-65815	144	2	the	the	DET
cjfa-65815	144	3	natural	natural	ADJ
cjfa-65815	144	4	logarithm	logarithm	PROPN
cjfa-65815	144	5	b	b	PROPN
cjfa-65815	144	6	/	/	SYM
cjfa-65815	144	7	m	m	NOUN
cjfa-65815	144	8	as	as	ADP
cjfa-65815	144	9	of	of	ADP
cjfa-65815	144	10	the	the	DET
cjfa-65815	144	11	previous	previous	ADJ
cjfa-65815	144	12	month	month	NOUN
cjfa-65815	144	13	.	.	PUNCT
cjfa-65815	145	1	vol	vol	VERB
cjfa-65815	145	2	the	the	DET
cjfa-65815	145	3	natural	natural	ADJ
cjfa-65815	145	4	logarithm	logarithm	NOUN
cjfa-65815	145	5	of	of	ADP
cjfa-65815	145	6	the	the	DET
cjfa-65815	145	7	rupee	rupee	NOUN
cjfa-65815	145	8	trading	trading	NOUN
cjfa-65815	145	9	volume	volume	NOUN
cjfa-65815	145	10	ending	end	VERB
cjfa-65815	145	11	month	month	NOUN
cjfa-65815	145	12	before	before	ADP
cjfa-65815	145	13	the	the	DET
cjfa-65815	145	14	previous	previous	ADJ
cjfa-65815	145	15	month	month	NOUN
cjfa-65815	145	16	.	.	PUNCT
cjfa-65815	146	1	sanjay	sanjay	PROPN
cjfa-65815	146	2	shanbhag	shanbhag	PROPN
cjfa-65815	146	3	,	,	PUNCT
cjfa-65815	146	4	kamran	kamran	PROPN
cjfa-65815	146	5	quddus6666	quddus6666	PROPN
cjfa-65815	146	6	variable	variable	ADJ
cjfa-65815	146	7	definition	definition	NOUN
cjfa-65815	146	8	price	price	VERB
cjfa-65815	146	9	the	the	DET
cjfa-65815	146	10	natural	natural	ADJ
cjfa-65815	146	11	logarithm	logarithm	NOUN
cjfa-65815	146	12	of	of	ADP
cjfa-65815	146	13	the	the	DET
cjfa-65815	146	14	reciprocal	reciprocal	NOUN
cjfa-65815	146	15	of	of	ADP
cjfa-65815	146	16	the	the	DET
cjfa-65815	146	17	security	security	NOUN
cjfa-65815	146	18	price	price	NOUN
cjfa-65815	146	19	ending	end	VERB
cjfa-65815	146	20	month	month	NOUN
cjfa-65815	146	21	before	before	ADP
cjfa-65815	146	22	the	the	DET
cjfa-65815	146	23	previous	previous	ADJ
cjfa-65815	146	24	month	month	NOUN
cjfa-65815	146	25	.	.	PUNCT
cjfa-65815	147	1	yld	yld	PROPN
cjfa-65815	147	2	the	the	DET
cjfa-65815	147	3	natural	natural	ADJ
cjfa-65815	147	4	logarithm	logarithm	NOUN
cjfa-65815	147	5	of	of	ADP
cjfa-65815	147	6	the	the	DET
cjfa-65815	147	7	previous	previous	ADJ
cjfa-65815	147	8	12	12	NUM
cjfa-65815	147	9	month	month	NOUN
cjfa-65815	147	10	cumulative	cumulative	ADJ
cjfa-65815	147	11	dividends	dividend	NOUN
cjfa-65815	147	12	divided	divide	VERB
cjfa-65815	147	13	by	by	ADP
cjfa-65815	147	14	the	the	DET
cjfa-65815	147	15	security	security	NOUN
cjfa-65815	147	16	price	price	NOUN
cjfa-65815	147	17	as	as	ADP
cjfa-65815	147	18	of	of	ADP
cjfa-65815	147	19	month	month	NOUN
cjfa-65815	147	20	before	before	ADP
cjfa-65815	147	21	the	the	DET
cjfa-65815	147	22	previous	previous	ADJ
cjfa-65815	147	23	month	month	NOUN
cjfa-65815	147	24	.	.	PUNCT
cjfa-65815	148	1	ret	ret	PROPN
cjfa-65815	148	2	2	2	NUM
cjfa-65815	148	3	-	-	SYM
cjfa-65815	148	4	3	3	NUM
cjfa-65815	148	5	the	the	DET
cjfa-65815	148	6	natural	natural	ADJ
cjfa-65815	148	7	logarithm	logarithm	NOUN
cjfa-65815	148	8	of	of	ADP
cjfa-65815	148	9	the	the	DET
cjfa-65815	148	10	two	two	NUM
cjfa-65815	148	11	months	month	NOUN
cjfa-65815	148	12	cumulative	cumulative	ADJ
cjfa-65815	148	13	return	return	NOUN
cjfa-65815	148	14	ending	end	VERB
cjfa-65815	148	15	two	two	NUM
cjfa-65815	148	16	months	month	NOUN
cjfa-65815	148	17	before	before	ADP
cjfa-65815	148	18	the	the	DET
cjfa-65815	148	19	current	current	ADJ
cjfa-65815	148	20	month	month	NOUN
cjfa-65815	148	21	.	.	PUNCT
cjfa-65815	149	1	ret	ret	PROPN
cjfa-65815	149	2	4	4	NUM
cjfa-65815	149	3	-	-	SYM
cjfa-65815	149	4	6	6	NUM
cjfa-65815	149	5	the	the	DET
cjfa-65815	149	6	natural	natural	ADJ
cjfa-65815	149	7	logarithm	logarithm	NOUN
cjfa-65815	149	8	of	of	ADP
cjfa-65815	149	9	the	the	DET
cjfa-65815	149	10	three	three	NUM
cjfa-65815	149	11	months	month	NOUN
cjfa-65815	149	12	cumulative	cumulative	ADJ
cjfa-65815	149	13	return	return	NOUN
cjfa-65815	149	14	ending	end	VERB
cjfa-65815	149	15	three	three	NUM
cjfa-65815	149	16	months	month	NOUN
cjfa-65815	149	17	before	before	ADP
cjfa-65815	149	18	the	the	DET
cjfa-65815	149	19	current	current	ADJ
cjfa-65815	149	20	month	month	NOUN
cjfa-65815	149	21	.	.	PUNCT
cjfa-65815	150	1	ret	ret	PROPN
cjfa-65815	150	2	7	7	NUM
cjfa-65815	150	3	-	-	SYM
cjfa-65815	150	4	12	12	NUM
cjfa-65815	150	5	the	the	DET
cjfa-65815	150	6	natural	natural	ADJ
cjfa-65815	150	7	logarithm	logarithm	NOUN
cjfa-65815	150	8	of	of	ADP
cjfa-65815	150	9	the	the	DET
cjfa-65815	150	10	6	6	NUM
cjfa-65815	150	11	months	month	NOUN
cjfa-65815	150	12	cumulative	cumulative	ADJ
cjfa-65815	150	13	return	return	NOUN
cjfa-65815	150	14	ending	end	VERB
cjfa-65815	150	15	six	six	NUM
cjfa-65815	150	16	months	month	NOUN
cjfa-65815	150	17	before	before	ADP
cjfa-65815	150	18	the	the	DET
cjfa-65815	150	19	current	current	ADJ
cjfa-65815	150	20	month	month	NOUN
cjfa-65815	150	21	.	.	PUNCT
cjfa-65815	151	1	s	s	PART
cjfa-65815	151	2	o	o	X
cjfa-65815	151	3	u	u	NOUN
cjfa-65815	151	4	r	r	NOUN
cjfa-65815	151	5	c	c	NOUN
cjfa-65815	151	6	e	e	NOUN
cjfa-65815	151	7	:	:	PUNCT
cjfa-65815	151	8	authors	author	NOUN
cjfa-65815	151	9	hypothesis	hypothesis	NOUN
cjfa-65815	151	10	of	of	ADP
cjfa-65815	151	11	the	the	DET
cjfa-65815	151	12	eight	eight	NUM
cjfa-65815	151	13	firm	firm	ADJ
cjfa-65815	151	14	level	level	NOUN
cjfa-65815	151	15	variables	variable	NOUN
cjfa-65815	151	16	as	as	ADP
cjfa-65815	151	17	determinants	determinant	NOUN
cjfa-65815	151	18	of	of	ADP
cjfa-65815	151	19	expected	expect	VERB
cjfa-65815	151	20	returns	return	NOUN
cjfa-65815	151	21	,	,	PUNCT
cjfa-65815	151	22	based	base	VERB
cjfa-65815	151	23	on	on	ADP
cjfa-65815	151	24	existing	exist	VERB
cjfa-65815	151	25	literature	literature	NOUN
cjfa-65815	151	26	size	size	NOUN
cjfa-65815	151	27	(	(	PUNCT
cjfa-65815	151	28	banz	banz	NOUN
cjfa-65815	151	29	,	,	PUNCT
cjfa-65815	151	30	1981	1981	NUM
cjfa-65815	151	31	)	)	PUNCT
cjfa-65815	151	32	,	,	PUNCT
cjfa-65815	151	33	b	b	X
cjfa-65815	151	34	/	/	SYM
cjfa-65815	151	35	m	m	PROPN
cjfa-65815	151	36	(	(	PUNCT
cjfa-65815	151	37	fama	fama	PROPN
cjfa-65815	151	38	&	&	CCONJ
cjfa-65815	151	39	french	french	PROPN
cjfa-65815	151	40	,	,	PUNCT
cjfa-65815	151	41	1992	1992	NUM
cjfa-65815	151	42	)	)	PUNCT
cjfa-65815	151	43	,	,	PUNCT
cjfa-65815	151	44	reciproityc	reciproityc	NOUN
cjfa-65815	151	45	of	of	ADP
cjfa-65815	151	46	security	security	NOUN
cjfa-65815	151	47	price	price	NOUN
cjfa-65815	151	48	(	(	PUNCT
cjfa-65815	151	49	miller	miller	PROPN
cjfa-65815	151	50	&	&	CCONJ
cjfa-65815	151	51	scholes	scholes	PROPN
cjfa-65815	151	52	,	,	PUNCT
cjfa-65815	151	53	1982	1982	NUM
cjfa-65815	151	54	)	)	PUNCT
cjfa-65815	151	55	,	,	PUNCT
cjfa-65815	151	56	volume	volume	NOUN
cjfa-65815	151	57	traded	trade	VERB
cjfa-65815	151	58	,	,	PUNCT
cjfa-65815	151	59	dividend	dividend	NOUN
cjfa-65815	151	60	yield	yield	NOUN
cjfa-65815	151	61	(	(	PUNCT
cjfa-65815	151	62	fama	fama	PROPN
cjfa-65815	151	63	&	&	CCONJ
cjfa-65815	151	64	french	french	PROPN
cjfa-65815	151	65	,	,	PUNCT
cjfa-65815	151	66	1988	1988	NUM
cjfa-65815	151	67	)	)	PUNCT
cjfa-65815	151	68	,	,	PUNCT
cjfa-65815	151	69	and	and	CCONJ
cjfa-65815	151	70	3	3	NUM
cjfa-65815	151	71	lagged	lag	VERB
cjfa-65815	151	72	returns	return	NOUN
cjfa-65815	151	73	(	(	PUNCT
cjfa-65815	151	74	jegadeesh	jegadeesh	NOUN
cjfa-65815	151	75	&	&	CCONJ
cjfa-65815	151	76	titman	titman	NOUN
cjfa-65815	151	77	,	,	PUNCT
cjfa-65815	151	78	1993	1993	NUM
cjfa-65815	151	79	)	)	PUNCT
cjfa-65815	151	80	.	.	PUNCT
cjfa-65815	152	1	table	table	NOUN
cjfa-65815	153	1	2	2	NUM
cjfa-65815	153	2	.	.	PUNCT
cjfa-65815	154	1	summary	summary	NOUN
cjfa-65815	154	2	statistics	statistic	NOUN
cjfa-65815	154	3	variable	variable	ADJ
cjfa-65815	154	4	mean	mean	VERB
cjfa-65815	154	5	median	median	ADJ
cjfa-65815	154	6	standard	standard	ADJ
cjfa-65815	154	7	deviation	deviation	NOUN
cjfa-65815	154	8	size	size	NOUN
cjfa-65815	154	9	(	(	PUNCT
cjfa-65815	154	10	₹	₹	NOUN
cjfa-65815	154	11	billion	billion	NUM
cjfa-65815	154	12	)	)	PUNCT
cjfa-65815	154	13	0.791	0.791	NUM
cjfa-65815	154	14	0.643	0.643	NUM
cjfa-65815	154	15	0.569	0.569	NUM
cjfa-65815	154	16	bm	bm	PROPN
cjfa-65815	154	17	0.386	0.386	NUM
cjfa-65815	154	18	0.362	0.362	NUM
cjfa-65815	154	19	0.098	0.098	NUM
cjfa-65815	154	20	trading	trading	NOUN
cjfa-65815	154	21	volume	volume	NOUN
cjfa-65815	154	22	(	(	PUNCT
cjfa-65815	154	23	₹	₹	PROPN
cjfa-65815	154	24	billion	billion	NUM
cjfa-65815	154	25	)	)	PUNCT
cjfa-65815	154	26	0.034	0.034	NUM
cjfa-65815	154	27	0.021	0.021	NUM
cjfa-65815	154	28	0.029	0.029	NUM
cjfa-65815	154	29	share	share	NOUN
cjfa-65815	154	30	price	price	NOUN
cjfa-65815	154	31	(	(	PUNCT
cjfa-65815	154	32	₹	₹	PROPN
cjfa-65815	154	33	)	)	PUNCT
cjfa-65815	154	34	1,374.937	1,374.937	NUM
cjfa-65815	154	35	1,340.738	1,340.738	NUM
cjfa-65815	154	36	586.043	586.043	NUM
cjfa-65815	154	37	dividend	dividend	NOUN
cjfa-65815	154	38	yield	yield	NOUN
cjfa-65815	154	39	(	(	PUNCT
cjfa-65815	154	40	%	%	NOUN
cjfa-65815	154	41	)	)	PUNCT
cjfa-65815	154	42	1.148	1.148	NUM
cjfa-65815	154	43	%	%	NOUN
cjfa-65815	154	44	1.100	1.100	NUM
cjfa-65815	154	45	%	%	NOUN
cjfa-65815	154	46	0.331	0.331	NUM
cjfa-65815	154	47	%	%	NOUN
cjfa-65815	154	48	s	s	PART
cjfa-65815	154	49	o	o	NOUN
cjfa-65815	154	50	u	u	NOUN
cjfa-65815	154	51	r	r	NOUN
cjfa-65815	154	52	c	c	NOUN
cjfa-65815	154	53	e	e	NOUN
cjfa-65815	154	54	:	:	PUNCT
cjfa-65815	154	55	authors	author	NOUN
cjfa-65815	154	56	’	’	PART
cjfa-65815	154	57	analysis	analysis	NOUN
cjfa-65815	154	58	and	and	CCONJ
cjfa-65815	154	59	calculations	calculation	NOUN
cjfa-65815	154	60	with	with	ADP
cjfa-65815	154	61	data	datum	NOUN
cjfa-65815	154	62	sourced	source	VERB
cjfa-65815	154	63	from	from	ADP
cjfa-65815	154	64	prowess	prowess	NOUN
cjfa-65815	154	65	dx	dx	PROPN
cjfa-65815	154	66	.	.	PROPN
cjfa-65815	154	67	table	table	PROPN
cjfa-65815	154	68	3	3	NUM
cjfa-65815	154	69	.	.	PUNCT
cjfa-65815	154	70	correlation	correlation	NOUN
cjfa-65815	154	71	matrix	matrix	NOUN
cjfa-65815	154	72	for	for	ADP
cjfa-65815	154	73	firm	firm	ADJ
cjfa-65815	154	74	characteristics	characteristic	NOUN
cjfa-65815	154	75	return	return	NOUN
cjfa-65815	154	76	size	size	NOUN
cjfa-65815	154	77	bm	bm	PROPN
cjfa-65815	154	78	vol	vol	PROPN
cjfa-65815	154	79	price	price	PROPN
cjfa-65815	154	80	yld	yld	PROPN
cjfa-65815	154	81	ret	ret	PROPN
cjfa-65815	154	82	2	2	NUM
cjfa-65815	154	83	-	-	SYM
cjfa-65815	154	84	3	3	NUM
cjfa-65815	154	85	ret	ret	NOUN
cjfa-65815	154	86	4	4	NUM
cjfa-65815	154	87	-	-	SYM
cjfa-65815	154	88	6	6	NUM
cjfa-65815	154	89	ret	ret	NOUN
cjfa-65815	154	90	7	7	NUM
cjfa-65815	154	91	-	-	SYM
cjfa-65815	154	92	12	12	NUM
cjfa-65815	154	93	return	return	NOUN
cjfa-65815	154	94	1.00	1.00	NUM
cjfa-65815	154	95	size	size	NOUN
cjfa-65815	154	96	-0.08	-0.08	NUM
cjfa-65815	154	97	1.00	1.00	NUM
cjfa-65815	154	98	bm	bm	PROPN
cjfa-65815	154	99	0.03	0.03	NUM
cjfa-65815	154	100	-0.09	-0.09	NUM
cjfa-65815	154	101	1.00	1.00	NUM
cjfa-65815	154	102	vol	vol	NOUN
cjfa-65815	154	103	-0.05	-0.05	NUM
cjfa-65815	154	104	0.78	0.78	NUM
cjfa-65815	154	105	0.12	0.12	NUM
cjfa-65815	154	106	1.00	1.00	NUM
cjfa-65815	154	107	table	table	NOUN
cjfa-65815	154	108	1	1	NUM
cjfa-65815	154	109	.	.	NUM
cjfa-65815	154	110	predetermined	predetermine	VERB
cjfa-65815	154	111	…	…	PUNCT
cjfa-65815	154	112	cross	cross	ADJ
cjfa-65815	154	113	-	-	ADJ
cjfa-65815	154	114	sectional	sectional	ADJ
cjfa-65815	154	115	predictability	predictability	NOUN
cjfa-65815	154	116	of	of	ADP
cjfa-65815	154	117	indian	indian	ADJ
cjfa-65815	154	118	stock	stock	NOUN
cjfa-65815	154	119	returns	return	NOUN
cjfa-65815	154	120	…	…	PUNCT
cjfa-65815	154	121	6767	6767	NUM
cjfa-65815	154	122	return	return	NOUN
cjfa-65815	154	123	size	size	NOUN
cjfa-65815	154	124	bm	bm	PROPN
cjfa-65815	154	125	vol	vol	PROPN
cjfa-65815	154	126	price	price	PROPN
cjfa-65815	154	127	yld	yld	PROPN
cjfa-65815	154	128	ret	ret	PROPN
cjfa-65815	154	129	2	2	NUM
cjfa-65815	154	130	-	-	SYM
cjfa-65815	154	131	3	3	NUM
cjfa-65815	154	132	ret	ret	NOUN
cjfa-65815	154	133	4	4	NUM
cjfa-65815	154	134	-	-	SYM
cjfa-65815	154	135	6	6	NUM
cjfa-65815	154	136	ret	ret	NOUN
cjfa-65815	154	137	7	7	NUM
cjfa-65815	154	138	-	-	SYM
cjfa-65815	154	139	12	12	NUM
cjfa-65815	154	140	price	price	NOUN
cjfa-65815	154	141	0.05	0.05	NUM
cjfa-65815	154	142	-0.26	-0.26	NOUN
cjfa-65815	154	143	0.30	0.30	NUM
cjfa-65815	154	144	-0.13	-0.13	NUM
cjfa-65815	154	145	1.00	1.00	NUM
cjfa-65815	154	146	yld	yld	NOUN
cjfa-65815	154	147	0.02	0.02	NUM
cjfa-65815	154	148	-0.04	-0.04	NUM
cjfa-65815	154	149	0.32	0.32	NUM
cjfa-65815	154	150	-0.01	-0.01	NUM
cjfa-65815	154	151	0.32	0.32	NUM
cjfa-65815	154	152	1.00	1.00	NUM
cjfa-65815	154	153	ret	ret	NOUN
cjfa-65815	154	154	2	2	NUM
cjfa-65815	154	155	-	-	SYM
cjfa-65815	154	156	3	3	NUM
cjfa-65815	154	157	-0.05	-0.05	NUM
cjfa-65815	154	158	0.01	0.01	NUM
cjfa-65815	154	159	-0.07	-0.07	NUM
cjfa-65815	154	160	0.02	0.02	NUM
cjfa-65815	154	161	-0.10	-0.10	NUM
cjfa-65815	154	162	-0.18	-0.18	NUM
cjfa-65815	154	163	1.00	1.00	NUM
cjfa-65815	154	164	ret	ret	NOUN
cjfa-65815	154	165	4	4	NUM
cjfa-65815	154	166	-	-	SYM
cjfa-65815	154	167	6	6	NUM
cjfa-65815	154	168	-0.02	-0.02	NUM
cjfa-65815	154	169	0.00	0.00	NUM
cjfa-65815	154	170	-0.08	-0.08	NUM
cjfa-65815	154	171	0.01	0.01	NUM
cjfa-65815	154	172	-0.12	-0.12	NUM
cjfa-65815	154	173	-0.18	-0.18	NUM
cjfa-65815	154	174	-0.05	-0.05	NUM
cjfa-65815	154	175	1.00	1.00	NUM
cjfa-65815	154	176	ret	ret	NOUN
cjfa-65815	154	177	7	7	NUM
cjfa-65815	154	178	-	-	SYM
cjfa-65815	154	179	12	12	NUM
cjfa-65815	154	180	0.00	0.00	NUM
cjfa-65815	154	181	0.01	0.01	NUM
cjfa-65815	154	182	-0.10	-0.10	NUM
cjfa-65815	154	183	0.01	0.01	NUM
cjfa-65815	154	184	-0.16	-0.16	NUM
cjfa-65815	154	185	-0.12	-0.12	NUM
cjfa-65815	154	186	0.00	0.00	NUM
cjfa-65815	154	187	-0.03	-0.03	NUM
cjfa-65815	155	1	1.00	1.00	NUM
cjfa-65815	155	2	s	s	NOUN
cjfa-65815	155	3	o	o	NOUN
cjfa-65815	155	4	u	u	NOUN
cjfa-65815	155	5	r	r	NOUN
cjfa-65815	155	6	c	c	NOUN
cjfa-65815	155	7	e	e	NOUN
cjfa-65815	155	8	:	:	PUNCT
cjfa-65815	155	9	authors	author	NOUN
cjfa-65815	155	10	analysis	analysis	NOUN
cjfa-65815	155	11	and	and	CCONJ
cjfa-65815	155	12	calculations	calculation	NOUN
cjfa-65815	155	13	with	with	ADP
cjfa-65815	155	14	data	datum	NOUN
cjfa-65815	155	15	sourced	source	VERB
cjfa-65815	155	16	from	from	ADP
cjfa-65815	155	17	prowess	prowess	NOUN
cjfa-65815	155	18	dx	dx	PROPN
cjfa-65815	155	19	.	.	PUNCT
cjfa-65815	156	1	the	the	DET
cjfa-65815	156	2	null	null	ADJ
cjfa-65815	156	3	hypothesis	hypothesis	NOUN
cjfa-65815	156	4	is	be	AUX
cjfa-65815	156	5	tested	test	VERB
cjfa-65815	156	6	by	by	ADP
cjfa-65815	156	7	estimating	estimate	VERB
cjfa-65815	156	8	equation	equation	NOUN
cjfa-65815	156	9	(	(	PUNCT
cjfa-65815	156	10	2	2	X
cjfa-65815	156	11	)	)	PUNCT
cjfa-65815	156	12	using	use	VERB
cjfa-65815	156	13	the	the	DET
cjfa-65815	156	14	famamacbeth	famamacbeth	ADJ
cjfa-65815	156	15	technique	technique	NOUN
cjfa-65815	156	16	.	.	PUNCT
cjfa-65815	157	1	stationarity	stationarity	NOUN
cjfa-65815	157	2	is	be	AUX
cjfa-65815	157	3	a	a	DET
cjfa-65815	157	4	key	key	ADJ
cjfa-65815	157	5	assumption	assumption	NOUN
cjfa-65815	157	6	in	in	ADP
cjfa-65815	157	7	the	the	DET
cjfa-65815	157	8	estimation	estimation	NOUN
cjfa-65815	157	9	of	of	ADP
cjfa-65815	157	10	the	the	DET
cjfa-65815	157	11	ck	ck	PROPN
cjfa-65815	157	12	factors	factor	NOUN
cjfa-65815	157	13	(	(	PUNCT
cjfa-65815	157	14	connor	connor	NOUN
cjfa-65815	157	15	&	&	CCONJ
cjfa-65815	157	16	korajczyk	korajczyk	PROPN
cjfa-65815	157	17	,	,	PUNCT
cjfa-65815	157	18	1988	1988	NUM
cjfa-65815	157	19	)	)	PUNCT
cjfa-65815	157	20	based	base	VERB
cjfa-65815	157	21	on	on	ADP
cjfa-65815	157	22	an	an	DET
cjfa-65815	157	23	equilibrium	equilibrium	NOUN
cjfa-65815	157	24	apt	apt	ADJ
cjfa-65815	157	25	model	model	NOUN
cjfa-65815	157	26	.	.	PUNCT
cjfa-65815	158	1	the	the	DET
cjfa-65815	158	2	relationship	relationship	NOUN
cjfa-65815	158	3	between	between	ADP
cjfa-65815	158	4	risk	risk	NOUN
cjfa-65815	158	5	and	and	CCONJ
cjfa-65815	158	6	return	return	NOUN
cjfa-65815	158	7	is	be	AUX
cjfa-65815	158	8	expected	expect	VERB
cjfa-65815	158	9	to	to	PART
cjfa-65815	158	10	be	be	AUX
cjfa-65815	158	11	stable	stable	ADJ
cjfa-65815	158	12	over	over	ADP
cjfa-65815	158	13	time	time	NOUN
cjfa-65815	158	14	,	,	PUNCT
cjfa-65815	158	15	with	with	ADP
cjfa-65815	158	16	sensitivities	sensitivity	NOUN
cjfa-65815	158	17	to	to	ADP
cjfa-65815	158	18	the	the	DET
cjfa-65815	158	19	underlying	underlie	VERB
cjfa-65815	158	20	factors	factor	NOUN
cjfa-65815	158	21	or	or	CCONJ
cjfa-65815	158	22	factor	factor	NOUN
cjfa-65815	158	23	loadings	loading	NOUN
cjfa-65815	158	24	(	(	PUNCT
cjfa-65815	158	25	)	)	PUNCT
cjfa-65815	158	26	remaining	remain	VERB
cjfa-65815	158	27	unchanged	unchanged	ADJ
cjfa-65815	158	28	.	.	PUNCT
cjfa-65815	159	1	however	however	ADV
cjfa-65815	159	2	,	,	PUNCT
cjfa-65815	159	3	stationarity	stationarity	NOUN
cjfa-65815	159	4	may	may	AUX
cjfa-65815	159	5	not	not	PART
cjfa-65815	159	6	be	be	AUX
cjfa-65815	159	7	the	the	DET
cjfa-65815	159	8	ideal	ideal	ADJ
cjfa-65815	159	9	description	description	NOUN
cjfa-65815	159	10	of	of	ADP
cjfa-65815	159	11	real	real	ADJ
cjfa-65815	159	12	-	-	PUNCT
cjfa-65815	159	13	world	world	NOUN
cjfa-65815	159	14	market	market	NOUN
cjfa-65815	159	15	conditions	condition	NOUN
cjfa-65815	159	16	,	,	PUNCT
cjfa-65815	159	17	with	with	ADP
cjfa-65815	159	18	factors	factor	NOUN
cjfa-65815	159	19	and	and	CCONJ
cjfa-65815	159	20	factor	factor	NOUN
cjfa-65815	159	21	sensitivities	sensitivity	NOUN
cjfa-65815	159	22	changing	change	VERB
cjfa-65815	159	23	over	over	ADP
cjfa-65815	159	24	time	time	NOUN
cjfa-65815	159	25	.	.	PUNCT
cjfa-65815	160	1	we	we	PRON
cjfa-65815	160	2	therefore	therefore	ADV
cjfa-65815	160	3	estimate	estimate	VERB
cjfa-65815	160	4	the	the	DET
cjfa-65815	160	5	ck	ck	PROPN
cjfa-65815	160	6	factors	factor	NOUN
cjfa-65815	160	7	on	on	ADP
cjfa-65815	160	8	subsamples	subsample	NOUN
cjfa-65815	160	9	to	to	PART
cjfa-65815	160	10	simulate	simulate	VERB
cjfa-65815	160	11	non	non	ADJ
cjfa-65815	160	12	-	-	NOUN
cjfa-65815	160	13	stationarity	stationarity	NOUN
cjfa-65815	160	14	in	in	ADP
cjfa-65815	160	15	the	the	DET
cjfa-65815	160	16	data	datum	NOUN
cjfa-65815	160	17	.	.	PUNCT
cjfa-65815	161	1	results	result	NOUN
cjfa-65815	161	2	and	and	CCONJ
cjfa-65815	161	3	discussionsresults	discussionsresult	NOUN
cjfa-65815	161	4	and	and	CCONJ
cjfa-65815	161	5	discussions	discussion	NOUN
cjfa-65815	161	6	first	first	ADV
cjfa-65815	161	7	,	,	PUNCT
cjfa-65815	161	8	we	we	PRON
cjfa-65815	161	9	conduct	conduct	VERB
cjfa-65815	161	10	fama	fama	PROPN
cjfa-65815	161	11	-	-	PUNCT
cjfa-65815	161	12	macbeth	macbeth	ADJ
cjfa-65815	161	13	regression	regression	NOUN
cjfa-65815	161	14	(	(	PUNCT
cjfa-65815	161	15	equation	equation	NOUN
cjfa-65815	161	16	(	(	PUNCT
cjfa-65815	161	17	2	2	NUM
cjfa-65815	161	18	)	)	PUNCT
cjfa-65815	161	19	)	)	PUNCT
cjfa-65815	161	20	of	of	ADP
cjfa-65815	161	21	returns	return	NOUN
cjfa-65815	161	22	on	on	ADP
cjfa-65815	161	23	a	a	DET
cjfa-65815	161	24	reduced	reduced	ADJ
cjfa-65815	161	25	set	set	NOUN
cjfa-65815	161	26	of	of	ADP
cjfa-65815	161	27	variables	variable	NOUN
cjfa-65815	161	28	and	and	CCONJ
cjfa-65815	161	29	lagged	lag	VERB
cjfa-65815	161	30	variables	variable	NOUN
cjfa-65815	161	31	.	.	PUNCT
cjfa-65815	162	1	table	table	NOUN
cjfa-65815	162	2	4	4	NUM
cjfa-65815	162	3	below	below	ADV
cjfa-65815	162	4	displays	display	VERB
cjfa-65815	162	5	the	the	DET
cjfa-65815	162	6	results	result	NOUN
cjfa-65815	162	7	of	of	ADP
cjfa-65815	162	8	fama	fama	NOUN
cjfa-65815	162	9	-	-	PUNCT
cjfa-65815	162	10	macbeth	macbeth	ADJ
cjfa-65815	162	11	regression	regression	NOUN
cjfa-65815	162	12	.	.	PUNCT
cjfa-65815	163	1	the	the	DET
cjfa-65815	163	2	sample	sample	NOUN
cjfa-65815	163	3	includes	include	VERB
cjfa-65815	163	4	66	66	NUM
cjfa-65815	163	5	securities	security	NOUN
cjfa-65815	163	6	over	over	ADP
cjfa-65815	163	7	a	a	DET
cjfa-65815	163	8	period	period	NOUN
cjfa-65815	163	9	of	of	ADP
cjfa-65815	163	10	240	240	NUM
cjfa-65815	163	11	months	month	NOUN
cjfa-65815	163	12	from	from	ADP
cjfa-65815	163	13	january	january	PROPN
cjfa-65815	163	14	2004	2004	NUM
cjfa-65815	163	15	to	to	ADP
cjfa-65815	163	16	december	december	PROPN
cjfa-65815	163	17	2023	2023	NUM
cjfa-65815	163	18	.	.	PUNCT
cjfa-65815	164	1	of	of	ADP
cjfa-65815	164	2	the	the	DET
cjfa-65815	164	3	variables	variable	NOUN
cjfa-65815	164	4	,	,	PUNCT
cjfa-65815	164	5	size	size	NOUN
cjfa-65815	164	6	,	,	PUNCT
cjfa-65815	164	7	bm	bm	PROPN
cjfa-65815	164	8	,	,	PUNCT
cjfa-65815	164	9	and	and	CCONJ
cjfa-65815	164	10	the	the	DET
cjfa-65815	164	11	three	three	NUM
cjfa-65815	164	12	lagged	lag	VERB
cjfa-65815	164	13	returns	return	NOUN
cjfa-65815	164	14	are	be	AUX
cjfa-65815	164	15	well	well	ADV
cjfa-65815	164	16	-	-	PUNCT
cjfa-65815	164	17	known	know	VERB
cjfa-65815	164	18	for	for	ADP
cjfa-65815	164	19	their	their	PRON
cjfa-65815	164	20	predictability	predictability	NOUN
cjfa-65815	164	21	of	of	ADP
cjfa-65815	164	22	returns	return	NOUN
cjfa-65815	164	23	.	.	PUNCT
cjfa-65815	165	1	the	the	DET
cjfa-65815	165	2	complete	complete	ADJ
cjfa-65815	165	3	sample	sample	NOUN
cjfa-65815	165	4	period	period	NOUN
cjfa-65815	165	5	is	be	AUX
cjfa-65815	165	6	further	far	ADV
cjfa-65815	165	7	partitioned	partition	VERB
cjfa-65815	165	8	into	into	ADP
cjfa-65815	165	9	sub	sub	NOUN
cjfa-65815	165	10	-	-	NOUN
cjfa-65815	165	11	samples	sample	NOUN
cjfa-65815	165	12	of	of	ADP
cjfa-65815	165	13	5	5	NUM
cjfa-65815	165	14	years	year	NOUN
cjfa-65815	165	15	each	each	PRON
cjfa-65815	165	16	:	:	PUNCT
cjfa-65815	165	17	2004–2008	2004–2008	NUM
cjfa-65815	165	18	,	,	PUNCT
cjfa-65815	165	19	2008–2012	2008–2012	NUM
cjfa-65815	165	20	,	,	PUNCT
cjfa-65815	165	21	2013–2017	2013–2017	NUM
cjfa-65815	165	22	,	,	PUNCT
cjfa-65815	165	23	and	and	CCONJ
cjfa-65815	165	24	2018–2023	2018–2023	NUM
cjfa-65815	165	25	.	.	PUNCT
cjfa-65815	166	1	for	for	ADP
cjfa-65815	166	2	each	each	DET
cjfa-65815	166	3	sub	sub	NOUN
cjfa-65815	166	4	-	-	NOUN
cjfa-65815	166	5	sample	sample	ADJ
cjfa-65815	166	6	,	,	PUNCT
cjfa-65815	166	7	excess	excess	ADJ
cjfa-65815	166	8	security	security	NOUN
cjfa-65815	166	9	returns	return	NOUN
cjfa-65815	166	10	and	and	CCONJ
cjfa-65815	166	11	excess	excess	ADJ
cjfa-65815	166	12	security	security	NOUN
cjfa-65815	166	13	returns	return	NOUN
cjfa-65815	166	14	risk	risk	NOUN
cjfa-65815	166	15	-	-	PUNCT
cjfa-65815	166	16	adjusted	adjust	VERB
cjfa-65815	166	17	using	use	VERB
cjfa-65815	166	18	the	the	DET
cjfa-65815	166	19	ck	ck	ADJ
cjfa-65815	166	20	factors	factor	NOUN
cjfa-65815	166	21	are	be	AUX
cjfa-65815	166	22	calculated	calculate	VERB
cjfa-65815	166	23	,	,	PUNCT
cjfa-65815	166	24	respectively	respectively	ADV
cjfa-65815	166	25	.	.	PUNCT
cjfa-65815	167	1	the	the	DET
cjfa-65815	167	2	coefficients	coefficient	NOUN
cjfa-65815	167	3	in	in	ADP
cjfa-65815	167	4	the	the	DET
cjfa-65815	167	5	cross	cross	ADJ
cjfa-65815	167	6	-	-	ADJ
cjfa-65815	167	7	sectional	sectional	ADJ
cjfa-65815	167	8	regressions	regression	NOUN
cjfa-65815	167	9	are	be	AUX
cjfa-65815	167	10	estimated	estimate	VERB
cjfa-65815	167	11	using	use	VERB
cjfa-65815	167	12	the	the	DET
cjfa-65815	167	13	fama	fama	NOUN
cjfa-65815	167	14	-	-	PUNCT
cjfa-65815	167	15	macbeth	macbeth	ADJ
cjfa-65815	167	16	technique	technique	NOUN
cjfa-65815	167	17	for	for	ADP
cjfa-65815	167	18	the	the	DET
cjfa-65815	167	19	two	two	NUM
cjfa-65815	167	20	separate	separate	ADJ
cjfa-65815	167	21	regressions	regression	NOUN
cjfa-65815	167	22	:	:	PUNCT
cjfa-65815	167	23	one	one	NUM
cjfa-65815	167	24	with	with	ADP
cjfa-65815	167	25	the	the	DET
cjfa-65815	167	26	excess	excess	ADJ
cjfa-65815	167	27	security	security	NOUN
cjfa-65815	167	28	returns	return	NOUN
cjfa-65815	167	29	as	as	ADP
cjfa-65815	167	30	the	the	DET
cjfa-65815	167	31	dependent	dependent	ADJ
cjfa-65815	167	32	variable	variable	NOUN
cjfa-65815	167	33	and	and	CCONJ
cjfa-65815	167	34	the	the	DET
cjfa-65815	167	35	other	other	ADJ
cjfa-65815	167	36	with	with	ADP
cjfa-65815	167	37	risk	risk	NOUN
cjfa-65815	167	38	-	-	PUNCT
cjfa-65815	167	39	adjusted	adjust	VERB
cjfa-65815	167	40	excess	excess	ADJ
cjfa-65815	167	41	security	security	NOUN
cjfa-65815	167	42	returns	return	NOUN
cjfa-65815	167	43	.	.	PUNCT
cjfa-65815	168	1	the	the	DET
cjfa-65815	168	2	numbers	number	NOUN
cjfa-65815	168	3	in	in	ADP
cjfa-65815	168	4	the	the	DET
cjfa-65815	168	5	first	first	ADJ
cjfa-65815	168	6	and	and	CCONJ
cjfa-65815	168	7	second	second	ADJ
cjfa-65815	168	8	columns	column	NOUN
cjfa-65815	168	9	of	of	ADP
cjfa-65815	168	10	each	each	DET
cjfa-65815	168	11	subsample	subsample	NOUN
cjfa-65815	168	12	are	be	AUX
cjfa-65815	168	13	the	the	DET
cjfa-65815	168	14	p	p	NOUN
cjfa-65815	168	15	-	-	PUNCT
cjfa-65815	168	16	values	value	NOUN
cjfa-65815	168	17	.	.	PUNCT
cjfa-65815	169	1	table	table	NOUN
cjfa-65815	169	2	3	3	NUM
cjfa-65815	169	3	.	.	X
cjfa-65815	169	4	correlation	correlation	NOUN
cjfa-65815	169	5	…	…	PUNCT
cjfa-65815	169	6	ta	ta	X
cjfa-65815	169	7	bl	bl	ADP
cjfa-65815	169	8	e	e	PROPN
cjfa-65815	169	9	4	4	NUM
cjfa-65815	169	10	.	.	PUNCT
cjfa-65815	170	1	f	f	PROPN
cjfa-65815	170	2	am	be	AUX
cjfa-65815	170	3	am	be	AUX
cjfa-65815	170	4	ac	ac	PROPN
cjfa-65815	170	5	be	be	VERB
cjfa-65815	170	6	th	th	NUM
cjfa-65815	170	7	r	r	NOUN
cjfa-65815	170	8	eg	eg	NOUN
cjfa-65815	170	9	re	re	NOUN
cjfa-65815	170	10	ss	ss	PROPN
cjfa-65815	170	11	io	io	PROPN
cjfa-65815	170	12	n	n	PROPN
cjfa-65815	170	13	re	re	PROPN
cjfa-65815	170	14	su	su	PROPN
cjfa-65815	171	1	lts	lts	PROPN
cjfa-65815	171	2	o	o	PROPN
cjfa-65815	171	3	f	f	X
cjfa-65815	171	4	e	e	PROPN
cjfa-65815	171	5	qu	qu	PROPN
cjfa-65815	171	6	at	at	ADP
cjfa-65815	171	7	io	io	PROPN
cjfa-65815	171	8	n	n	PROPN
cjfa-65815	171	9	(	(	PUNCT
cjfa-65815	171	10	2	2	NUM
cjfa-65815	171	11	)	)	PUNCT
cjfa-65815	171	12	20	20	NUM
cjfa-65815	171	13	04	04	NUM
cjfa-65815	171	14	–	–	PUNCT
cjfa-65815	171	15	2	2	NUM
cjfa-65815	171	16	00	00	NUM
cjfa-65815	171	17	8	8	NUM
cjfa-65815	171	18	20	20	NUM
cjfa-65815	171	19	09	09	NUM
cjfa-65815	171	20	–	–	SYM
cjfa-65815	171	21	2	2	NUM
cjfa-65815	171	22	01	01	NUM
cjfa-65815	171	23	3	3	NUM
cjfa-65815	171	24	20	20	NUM
cjfa-65815	171	25	14	14	NUM
cjfa-65815	171	26	–	–	SYM
cjfa-65815	171	27	2	2	NUM
cjfa-65815	171	28	01	01	NUM
cjfa-65815	171	29	8	8	NUM
cjfa-65815	171	30	20	20	NUM
cjfa-65815	171	31	19	19	NUM
cjfa-65815	171	32	–	–	SYM
cjfa-65815	171	33	2	2	NUM
cjfa-65815	171	34	02	02	NUM
cjfa-65815	171	35	3	3	NUM
cjfa-65815	171	36	20	20	NUM
cjfa-65815	171	37	04	04	NUM
cjfa-65815	171	38	–	–	PUNCT
cjfa-65815	171	39	2	2	NUM
cjfa-65815	171	40	02	02	NUM
cjfa-65815	171	41	3	3	NUM
cjfa-65815	171	42	fi	fi	NOUN
cjfa-65815	171	43	rm	rm	PROPN
cjfa-65815	171	44	ch	ch	PROPN
cjfa-65815	171	45	ar	ar	PROPN
cjfa-65815	171	46	ac	ac	PROPN
cjfa-65815	171	47	te	te	PROPN
cjfa-65815	171	48	ri	ri	PROPN
cjfa-65815	171	49	st	st	PROPN
cjfa-65815	171	50	ic	ic	PROPN
cjfa-65815	171	51	ex	ex	PROPN
cjfa-65815	171	52	ce	ce	PROPN
cjfa-65815	171	53	ss	ss	PROPN
cjfa-65815	171	54	re	re	VERB
cjfa-65815	171	55	tu	tu	PROPN
cjfa-65815	171	56	rn	rn	PROPN
cjfa-65815	171	57	s	s	PROPN
cjfa-65815	171	58	ri	ri	PROPN
cjfa-65815	171	59	sk	sk	PROPN
cjfa-65815	171	60	-a	-a	PUNCT
cjfa-65815	171	61	dj	dj	VERB
cjfa-65815	171	62	us	we	PRON
cjfa-65815	171	63	te	te	PROPN
cjfa-65815	171	64	d	d	X
cjfa-65815	171	65	re	re	VERB
cjfa-65815	171	66	tu	tu	PROPN
cjfa-65815	171	67	rn	rn	PROPN
cjfa-65815	171	68	s	s	PROPN
cjfa-65815	171	69	ex	ex	PROPN
cjfa-65815	171	70	ce	ce	PROPN
cjfa-65815	171	71	ss	ss	PROPN
cjfa-65815	171	72	re	re	PROPN
cjfa-65815	171	73	tu	tu	PROPN
cjfa-65815	171	74	rn	rn	PROPN
cjfa-65815	171	75	s	s	PROPN
cjfa-65815	171	76	ri	ri	PROPN
cjfa-65815	171	77	sk	sk	PROPN
cjfa-65815	171	78	-a	-a	PUNCT
cjfa-65815	171	79	dj	dj	VERB
cjfa-65815	171	80	us	we	PRON
cjfa-65815	171	81	te	te	PROPN
cjfa-65815	171	82	d	d	X
cjfa-65815	171	83	re	re	VERB
cjfa-65815	171	84	tu	tu	PROPN
cjfa-65815	171	85	rn	rn	PROPN
cjfa-65815	171	86	s	s	PROPN
cjfa-65815	171	87	ex	ex	PROPN
cjfa-65815	171	88	ce	ce	PROPN
cjfa-65815	171	89	ss	ss	PROPN
cjfa-65815	171	90	re	re	PROPN
cjfa-65815	171	91	tu	tu	PROPN
cjfa-65815	171	92	rn	rn	PROPN
cjfa-65815	171	93	s	s	PROPN
cjfa-65815	171	94	ri	ri	PROPN
cjfa-65815	171	95	sk	sk	PROPN
cjfa-65815	171	96	-a	-a	PUNCT
cjfa-65815	171	97	dj	dj	VERB
cjfa-65815	171	98	us	we	PRON
cjfa-65815	171	99	te	te	PROPN
cjfa-65815	171	100	d	d	X
cjfa-65815	171	101	re	re	VERB
cjfa-65815	171	102	tu	tu	PROPN
cjfa-65815	171	103	rn	rn	PROPN
cjfa-65815	171	104	s	s	PROPN
cjfa-65815	171	105	ex	ex	PROPN
cjfa-65815	171	106	ce	ce	PROPN
cjfa-65815	171	107	ss	ss	PROPN
cjfa-65815	171	108	re	re	PROPN
cjfa-65815	171	109	tu	tu	PROPN
cjfa-65815	171	110	rn	rn	PROPN
cjfa-65815	171	111	s	s	PROPN
cjfa-65815	171	112	ri	ri	PROPN
cjfa-65815	171	113	sk	sk	PROPN
cjfa-65815	171	114	-a	-a	PUNCT
cjfa-65815	171	115	dj	dj	VERB
cjfa-65815	171	116	us	we	PRON
cjfa-65815	171	117	te	te	PROPN
cjfa-65815	171	118	d	d	X
cjfa-65815	171	119	re	re	VERB
cjfa-65815	171	120	tu	tu	PROPN
cjfa-65815	171	121	rn	rn	PROPN
cjfa-65815	171	122	s	s	PROPN
cjfa-65815	171	123	ex	ex	PROPN
cjfa-65815	171	124	ce	ce	PROPN
cjfa-65815	171	125	ss	ss	PROPN
cjfa-65815	171	126	re	re	PROPN
cjfa-65815	171	127	tu	tu	PROPN
cjfa-65815	171	128	rn	rn	PROPN
cjfa-65815	171	129	s	s	PROPN
cjfa-65815	171	130	ri	ri	PROPN
cjfa-65815	171	131	sk	sk	PROPN
cjfa-65815	171	132	-a	-a	PUNCT
cjfa-65815	171	133	dj	dj	VERB
cjfa-65815	171	134	us	we	PRON
cjfa-65815	171	135	te	te	PROPN
cjfa-65815	171	136	d	d	X
cjfa-65815	171	137	re	re	VERB
cjfa-65815	171	138	tu	tu	PROPN
cjfa-65815	171	139	rn	rn	PROPN
cjfa-65815	171	140	s	s	PROPN
cjfa-65815	171	141	in	in	ADP
cjfa-65815	171	142	te	te	PROPN
cjfa-65815	171	143	rc	rc	PROPN
cjfa-65815	171	144	ep	ep	PROPN
cjfa-65815	171	145	t	t	PROPN
cjfa-65815	171	146	0	0	NUM
cjfa-65815	171	147	.	.	PUNCT
cjfa-65815	171	148	04	04	NUM
cjfa-65815	172	1	99	99	NUM
cjfa-65815	172	2	0	0	NUM
cjfa-65815	172	3	.	.	PUNCT
cjfa-65815	173	1	16	16	NUM
cjfa-65815	173	2	88	88	NUM
cjfa-65815	173	3	0	0	NUM
cjfa-65815	173	4	.	.	PUNCT
cjfa-65815	174	1	10	10	NUM
cjfa-65815	174	2	11	11	NUM
cjfa-65815	174	3	0	0	NUM
cjfa-65815	174	4	.	.	PUNCT
cjfa-65815	175	1	10	10	NUM
cjfa-65815	175	2	70	70	NUM
cjfa-65815	175	3	0	0	NUM
cjfa-65815	175	4	.	.	PUNCT
cjfa-65815	175	5	08	08	NUM
cjfa-65815	176	1	52	52	NUM
cjfa-65815	176	2	0	0	NUM
cjfa-65815	176	3	.	.	PUNCT
cjfa-65815	177	1	14	14	NUM
cjfa-65815	177	2	75	75	NUM
cjfa-65815	177	3	0	0	NUM
cjfa-65815	177	4	.	.	PUNCT
cjfa-65815	178	1	09	09	NUM
cjfa-65815	178	2	74	74	NUM
cjfa-65815	178	3	0	0	NUM
cjfa-65815	178	4	.	.	PUNCT
cjfa-65815	179	1	15	15	NUM
cjfa-65815	179	2	94	94	NUM
cjfa-65815	179	3	0	0	NUM
cjfa-65815	179	4	.	.	PUNCT
cjfa-65815	179	5	08	08	NUM
cjfa-65815	180	1	52	52	NUM
cjfa-65815	180	2	0	0	NUM
cjfa-65815	180	3	.	.	PUNCT
cjfa-65815	181	1	14	14	NUM
cjfa-65815	181	2	44	44	NUM
cjfa-65815	181	3	(	(	PUNCT
cjfa-65815	181	4	1	1	NUM
cjfa-65815	181	5	.6	.6	NUM
cjfa-65815	181	6	7	7	NUM
cjfa-65815	181	7	)	)	PUNCT
cjfa-65815	181	8	(	(	PUNCT
cjfa-65815	181	9	1	1	NUM
cjfa-65815	181	10	2	2	NUM
cjfa-65815	181	11	.	.	NUM
cjfa-65815	181	12	22	22	NUM
cjfa-65815	181	13	)	)	PUNCT
cjfa-65815	181	14	(	(	PUNCT
cjfa-65815	181	15	4	4	NUM
cjfa-65815	181	16	.0	.0	NUM
cjfa-65815	181	17	6	6	NUM
cjfa-65815	181	18	)	)	PUNCT
cjfa-65815	181	19	(	(	PUNCT
cjfa-65815	181	20	8	8	NUM
cjfa-65815	181	21	.0	.0	NUM
cjfa-65815	181	22	8)	8)	NUM
cjfa-65815	181	23	(	(	PUNCT
cjfa-65815	181	24	2	2	NUM
cjfa-65815	181	25	.7	.7	PROPN
cjfa-65815	181	26	0	0	NUM
cjfa-65815	181	27	)	)	PUNCT
cjfa-65815	181	28	(	(	PUNCT
cjfa-65815	181	29	9	9	NUM
cjfa-65815	181	30	.5	.5	NUM
cjfa-65815	181	31	0	0	NUM
cjfa-65815	181	32	)	)	PUNCT
cjfa-65815	181	33	(	(	PUNCT
cjfa-65815	181	34	3	3	NUM
cjfa-65815	181	35	.6	.6	NUM
cjfa-65815	181	36	3	3	NUM
cjfa-65815	181	37	)	)	PUNCT
cjfa-65815	181	38	(	(	PUNCT
cjfa-65815	181	39	1	1	NUM
cjfa-65815	181	40	1	1	NUM
cjfa-65815	181	41	.	.	NUM
cjfa-65815	181	42	56	56	NUM
cjfa-65815	181	43	)	)	PUNCT
cjfa-65815	181	44	(	(	PUNCT
cjfa-65815	181	45	6	6	NUM
cjfa-65815	181	46	.0	.0	NUM
cjfa-65815	181	47	2	2	NUM
cjfa-65815	181	48	)	)	PUNCT
cjfa-65815	181	49	(	(	PUNCT
cjfa-65815	181	50	1	1	NUM
cjfa-65815	181	51	9	9	NUM
cjfa-65815	181	52	.	.	NOUN
cjfa-65815	181	53	98	98	NUM
cjfa-65815	181	54	)	)	PUNCT
cjfa-65815	181	55	si	si	PROPN
cjfa-65815	181	56	ze	ze	PROPN
cjfa-65815	181	57	-0	-0	PUNCT
cjfa-65815	181	58	.0	.0	NUM
cjfa-65815	181	59	03	03	NUM
cjfa-65815	181	60	6	6	NUM
cjfa-65815	181	61	-0	-0	SYM
cjfa-65815	181	62	.0	.0	NUM
cjfa-65815	181	63	05	05	NUM
cjfa-65815	181	64	3	3	NUM
cjfa-65815	181	65	-0	-0	SYM
cjfa-65815	181	66	.0	.0	NUM
cjfa-65815	181	67	07	07	NUM
cjfa-65815	181	68	4	4	NUM
cjfa-65815	181	69	-0	-0	SYM
cjfa-65815	181	70	.0	.0	NUM
cjfa-65815	181	71	01	01	NUM
cjfa-65815	181	72	9	9	NUM
cjfa-65815	181	73	-0	-0	SYM
cjfa-65815	181	74	.0	.0	NUM
cjfa-65815	181	75	06	06	NUM
cjfa-65815	181	76	7	7	NUM
cjfa-65815	181	77	-0	-0	SYM
cjfa-65815	181	78	.0	.0	NUM
cjfa-65815	181	79	05	05	NUM
cjfa-65815	181	80	2	2	NUM
cjfa-65815	181	81	-0	-0	SYM
cjfa-65815	181	82	.0	.0	NUM
cjfa-65815	181	83	06	06	NUM
cjfa-65815	181	84	4	4	NUM
cjfa-65815	181	85	-0	-0	SYM
cjfa-65815	181	86	.0	.0	NUM
cjfa-65815	181	87	06	06	NUM
cjfa-65815	181	88	0	0	NUM
cjfa-65815	181	89	-0	-0	SYM
cjfa-65815	181	90	.0	.0	NUM
cjfa-65815	181	91	06	06	NUM
cjfa-65815	181	92	1	1	NUM
cjfa-65815	181	93	-0	-0	SYM
cjfa-65815	181	94	.0	.0	NUM
cjfa-65815	181	95	04	04	NUM
cjfa-65815	181	96	6	6	NUM
cjfa-65815	181	97	-(1	-(1	PROPN
cjfa-65815	181	98	.6	.6	NUM
cjfa-65815	181	99	7	7	X
cjfa-65815	181	100	)	)	PUNCT
cjfa-65815	181	101	-	-	PUNCT
cjfa-65815	181	102	(	(	PUNCT
cjfa-65815	181	103	5	5	NUM
cjfa-65815	181	104	.	.	NOUN
cjfa-65815	181	105	15	15	NUM
cjfa-65815	181	106	)	)	PUNCT
cjfa-65815	181	107	-	-	PUNCT
cjfa-65815	181	108	(	(	PUNCT
cjfa-65815	181	109	3	3	NUM
cjfa-65815	181	110	.	.	NOUN
cjfa-65815	181	111	84	84	NUM
cjfa-65815	181	112	)	)	PUNCT
cjfa-65815	182	1	-(1	-(1	PROPN
cjfa-65815	182	2	.6	.6	NUM
cjfa-65815	182	3	7	7	X
cjfa-65815	182	4	)	)	PUNCT
cjfa-65815	182	5	-	-	PUNCT
cjfa-65815	182	6	(	(	PUNCT
cjfa-65815	182	7	2	2	NUM
cjfa-65815	182	8	.	.	NOUN
cjfa-65815	182	9	98	98	NUM
cjfa-65815	182	10	)	)	PUNCT
cjfa-65815	183	1	-(4	-(4	PROPN
cjfa-65815	183	2	.5	.5	NUM
cjfa-65815	183	3	0	0	NUM
cjfa-65815	183	4	)	)	PUNCT
cjfa-65815	183	5	-	-	PUNCT
cjfa-65815	183	6	(	(	PUNCT
cjfa-65815	183	7	3	3	NUM
cjfa-65815	183	8	.	.	NOUN
cjfa-65815	183	9	62	62	NUM
cjfa-65815	183	10	)	)	PUNCT
cjfa-65815	183	11	-	-	PUNCT
cjfa-65815	183	12	(	(	PUNCT
cjfa-65815	183	13	5	5	NUM
cjfa-65815	183	14	.	.	NOUN
cjfa-65815	183	15	90	90	NUM
cjfa-65815	183	16	)	)	PUNCT
cjfa-65815	183	17	-	-	PUNCT
cjfa-65815	183	18	(	(	PUNCT
cjfa-65815	183	19	6	6	NUM
cjfa-65815	183	20	.	.	NOUN
cjfa-65815	183	21	08	08	NUM
cjfa-65815	183	22	)	)	PUNCT
cjfa-65815	183	23	-	-	PUNCT
cjfa-65815	183	24	(	(	PUNCT
cjfa-65815	183	25	8	8	NUM
cjfa-65815	183	26	.	.	NOUN
cjfa-65815	183	27	24	24	NUM
cjfa-65815	183	28	)	)	PUNCT
cjfa-65815	183	29	bm	bm	PROPN
cjfa-65815	183	30	0	0	PROPN
cjfa-65815	183	31	.	.	PROPN
cjfa-65815	183	32	00	00	NUM
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cjfa-65815	184	2	0	0	NUM
cjfa-65815	184	3	.	.	PUNCT
cjfa-65815	185	1	01	01	NUM
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cjfa-65815	185	3	0	0	NUM
cjfa-65815	185	4	.	.	PUNCT
cjfa-65815	185	5	00	00	NUM
cjfa-65815	186	1	07	07	NUM
cjfa-65815	186	2	0	0	NUM
cjfa-65815	186	3	.	.	PUNCT
cjfa-65815	186	4	00	00	PROPN
cjfa-65815	187	1	73	73	NUM
cjfa-65815	187	2	-0	-0	SYM
cjfa-65815	187	3	.0	.0	NUM
cjfa-65815	187	4	02	02	NUM
cjfa-65815	187	5	8	8	NUM
cjfa-65815	187	6	0	0	NUM
cjfa-65815	187	7	.	.	PUNCT
cjfa-65815	187	8	00	00	NUM
cjfa-65815	188	1	80	80	NUM
cjfa-65815	188	2	0	0	NUM
cjfa-65815	188	3	.	.	PUNCT
cjfa-65815	188	4	00	00	NUM
cjfa-65815	189	1	02	02	NUM
cjfa-65815	189	2	0	0	NUM
cjfa-65815	189	3	.	.	PUNCT
cjfa-65815	189	4	00	00	NUM
cjfa-65815	190	1	70	70	NUM
cjfa-65815	190	2	-0	-0	SYM
cjfa-65815	190	3	.0	.0	NUM
cjfa-65815	190	4	00	00	NUM
cjfa-65815	190	5	1	1	NUM
cjfa-65815	190	6	0	0	NUM
cjfa-65815	190	7	.	.	PUNCT
cjfa-65815	190	8	00	00	NUM
cjfa-65815	191	1	83	83	NUM
cjfa-65815	191	2	(	(	PUNCT
cjfa-65815	191	3	0	0	NUM
cjfa-65815	191	4	.5	.5	NUM
cjfa-65815	191	5	3	3	NUM
cjfa-65815	191	6	)	)	PUNCT
cjfa-65815	191	7	(	(	PUNCT
cjfa-65815	191	8	4	4	NUM
cjfa-65815	191	9	.9	.9	NUM
cjfa-65815	191	10	4	4	NUM
cjfa-65815	191	11	)	)	PUNCT
cjfa-65815	191	12	(	(	PUNCT
cjfa-65815	191	13	0	0	NUM
cjfa-65815	191	14	.1	.1	NUM
cjfa-65815	191	15	7	7	NUM
cjfa-65815	191	16	)	)	PUNCT
cjfa-65815	191	17	(	(	PUNCT
cjfa-65815	191	18	4	4	NUM
cjfa-65815	191	19	.9	.9	NUM
cjfa-65815	191	20	5	5	NUM
cjfa-65815	191	21	)	)	PUNCT
cjfa-65815	191	22	-	-	PUNCT
cjfa-65815	191	23	(	(	PUNCT
cjfa-65815	191	24	0	0	NUM
cjfa-65815	191	25	.	.	NOUN
cjfa-65815	191	26	91	91	NUM
cjfa-65815	191	27	)	)	PUNCT
cjfa-65815	192	1	(	(	PUNCT
cjfa-65815	192	2	6	6	NUM
cjfa-65815	192	3	.7	.7	NUM
cjfa-65815	192	4	2	2	NUM
cjfa-65815	192	5	)	)	PUNCT
cjfa-65815	192	6	(	(	PUNCT
cjfa-65815	192	7	0	0	NUM
cjfa-65815	192	8	.0	.0	NUM
cjfa-65815	192	9	7	7	NUM
cjfa-65815	192	10	)	)	PUNCT
cjfa-65815	192	11	(	(	PUNCT
cjfa-65815	192	12	6	6	NUM
cjfa-65815	192	13	.3	.3	NUM
cjfa-65815	192	14	7	7	NUM
cjfa-65815	192	15	)	)	PUNCT
cjfa-65815	192	16	-	-	PUNCT
cjfa-65815	192	17	(	(	PUNCT
cjfa-65815	192	18	0	0	NUM
cjfa-65815	192	19	.	.	NUM
cjfa-65815	192	20	05	05	NUM
cjfa-65815	192	21	)	)	PUNCT
cjfa-65815	192	22	(	(	PUNCT
cjfa-65815	192	23	1	1	NUM
cjfa-65815	192	24	0	0	NUM
cjfa-65815	192	25	.	.	NOUN
cjfa-65815	192	26	90	90	NUM
cjfa-65815	192	27	)	)	PUNCT
cjfa-65815	192	28	re	re	ADP
cjfa-65815	192	29	t	t	PROPN
cjfa-65815	192	30	23	23	NUM
cjfa-65815	192	31	0	0	NUM
cjfa-65815	192	32	.	.	PUNCT
cjfa-65815	192	33	00	00	NUM
cjfa-65815	193	1	36	36	NUM
cjfa-65815	193	2	0	0	NUM
cjfa-65815	193	3	.	.	PUNCT
cjfa-65815	194	1	02	02	NUM
cjfa-65815	194	2	44	44	NUM
cjfa-65815	194	3	-0	-0	SYM
cjfa-65815	194	4	.0	.0	NUM
cjfa-65815	194	5	32	32	NUM
cjfa-65815	194	6	2	2	NUM
cjfa-65815	194	7	0	0	NUM
cjfa-65815	194	8	.	.	PUNCT
cjfa-65815	194	9	00	00	NUM
cjfa-65815	195	1	54	54	NUM
cjfa-65815	195	2	-0	-0	SYM
cjfa-65815	195	3	.0	.0	NUM
cjfa-65815	195	4	16	16	NUM
cjfa-65815	195	5	6	6	NUM
cjfa-65815	195	6	0	0	NUM
cjfa-65815	195	7	.	.	PUNCT
cjfa-65815	196	1	01	01	NUM
cjfa-65815	196	2	75	75	NUM
cjfa-65815	196	3	-0	-0	SYM
cjfa-65815	196	4	.0	.0	NUM
cjfa-65815	196	5	26	26	NUM
cjfa-65815	196	6	4	4	NUM
cjfa-65815	196	7	0	0	NUM
cjfa-65815	196	8	.	.	PUNCT
cjfa-65815	196	9	03	03	NUM
cjfa-65815	197	1	26	26	NUM
cjfa-65815	197	2	-0	-0	SYM
cjfa-65815	197	3	.0	.0	NUM
cjfa-65815	197	4	19	19	NUM
cjfa-65815	197	5	0	0	NUM
cjfa-65815	197	6	0	0	NUM
cjfa-65815	197	7	.	.	PUNCT
cjfa-65815	198	1	01	01	NUM
cjfa-65815	198	2	97	97	NUM
cjfa-65815	198	3	(	(	PUNCT
cjfa-65815	198	4	0	0	NUM
cjfa-65815	198	5	.1	.1	NUM
cjfa-65815	198	6	8)	8)	NUM
cjfa-65815	198	7	(	(	PUNCT
cjfa-65815	198	8	2	2	NUM
cjfa-65815	198	9	.0	.0	NUM
cjfa-65815	198	10	4	4	NUM
cjfa-65815	198	11	)	)	PUNCT
cjfa-65815	198	12	-(1	-(1	PROPN
cjfa-65815	198	13	.9	.9	NUM
cjfa-65815	198	14	8)	8)	NUM
cjfa-65815	198	15	(	(	PUNCT
cjfa-65815	198	16	0	0	NUM
cjfa-65815	198	17	.6	.6	NUM
cjfa-65815	198	18	1	1	NUM
cjfa-65815	198	19	)	)	PUNCT
cjfa-65815	198	20	-	-	PUNCT
cjfa-65815	198	21	(	(	PUNCT
cjfa-65815	198	22	0	0	NUM
cjfa-65815	198	23	.	.	NOUN
cjfa-65815	198	24	98	98	NUM
cjfa-65815	198	25	)	)	PUNCT
cjfa-65815	198	26	(	(	PUNCT
cjfa-65815	198	27	1	1	NUM
cjfa-65815	198	28	.8	.8	NUM
cjfa-65815	198	29	8)	8)	NUM
cjfa-65815	198	30	-(1	-(1	PROPN
cjfa-65815	198	31	.3	.3	NUM
cjfa-65815	198	32	4	4	NUM
cjfa-65815	198	33	)	)	PUNCT
cjfa-65815	198	34	(	(	PUNCT
cjfa-65815	198	35	3	3	NUM
cjfa-65815	198	36	.3	.3	NUM
cjfa-65815	198	37	0	0	NUM
cjfa-65815	198	38	)	)	PUNCT
cjfa-65815	198	39	-	-	PUNCT
cjfa-65815	198	40	(	(	PUNCT
cjfa-65815	198	41	2	2	NUM
cjfa-65815	198	42	.	.	NOUN
cjfa-65815	198	43	09	09	NUM
cjfa-65815	198	44	)	)	PUNCT
cjfa-65815	198	45	(	(	PUNCT
cjfa-65815	198	46	3	3	NUM
cjfa-65815	198	47	.9	.9	NUM
cjfa-65815	198	48	8)	8)	NUM
cjfa-65815	198	49	re	re	NOUN
cjfa-65815	198	50	t	t	PROPN
cjfa-65815	198	51	46	46	NUM
cjfa-65815	198	52	-0	-0	SYM
cjfa-65815	198	53	.0	.0	NUM
cjfa-65815	198	54	14	14	NUM
cjfa-65815	198	55	3	3	NUM
cjfa-65815	198	56	0	0	NUM
cjfa-65815	198	57	.	.	PUNCT
cjfa-65815	199	1	02	02	NUM
cjfa-65815	199	2	61	61	NUM
cjfa-65815	199	3	-0	-0	SYM
cjfa-65815	199	4	.0	.0	NUM
cjfa-65815	199	5	01	01	NUM
cjfa-65815	199	6	5	5	NUM
cjfa-65815	199	7	0	0	NUM
cjfa-65815	199	8	.	.	PUNCT
cjfa-65815	199	9	00	00	NUM
cjfa-65815	200	1	05	05	NUM
cjfa-65815	201	1	-0	-0	PUNCT
cjfa-65815	201	2	.0	.0	NUM
cjfa-65815	201	3	02	02	NUM
cjfa-65815	201	4	5	5	NUM
cjfa-65815	201	5	0	0	NUM
cjfa-65815	201	6	.	.	PUNCT
cjfa-65815	202	1	01	01	NUM
cjfa-65815	202	2	08	08	NUM
cjfa-65815	202	3	0	0	NUM
cjfa-65815	202	4	.	.	PROPN
cjfa-65815	203	1	01	01	NUM
cjfa-65815	203	2	15	15	NUM
cjfa-65815	203	3	0	0	NUM
cjfa-65815	203	4	.	.	PUNCT
cjfa-65815	204	1	02	02	NUM
cjfa-65815	204	2	83	83	NUM
cjfa-65815	204	3	-0	-0	SYM
cjfa-65815	204	4	.0	.0	NUM
cjfa-65815	204	5	01	01	NUM
cjfa-65815	204	6	0	0	NUM
cjfa-65815	204	7	0	0	NUM
cjfa-65815	204	8	.	.	PUNCT
cjfa-65815	205	1	01	01	NUM
cjfa-65815	205	2	59	59	NUM
cjfa-65815	205	3	-	-	PUNCT
cjfa-65815	205	4	(	(	PUNCT
cjfa-65815	205	5	0	0	NUM
cjfa-65815	205	6	.	.	NOUN
cjfa-65815	205	7	96	96	NUM
cjfa-65815	205	8	)	)	PUNCT
cjfa-65815	205	9	(	(	PUNCT
cjfa-65815	205	10	3	3	NUM
cjfa-65815	205	11	.5	.5	NUM
cjfa-65815	205	12	0	0	NUM
cjfa-65815	205	13	)	)	PUNCT
cjfa-65815	205	14	-	-	PUNCT
cjfa-65815	205	15	(	(	PUNCT
cjfa-65815	205	16	0	0	NUM
cjfa-65815	205	17	.	.	NOUN
cjfa-65815	205	18	11	11	NUM
cjfa-65815	205	19	)	)	PUNCT
cjfa-65815	205	20	(	(	PUNCT
cjfa-65815	205	21	0	0	NUM
cjfa-65815	205	22	.0	.0	NUM
cjfa-65815	205	23	8)	8)	NUM
cjfa-65815	205	24	-	-	PUNCT
cjfa-65815	205	25	(	(	PUNCT
cjfa-65815	205	26	0	0	NUM
cjfa-65815	205	27	.	.	NOUN
cjfa-65815	205	28	29	29	NUM
cjfa-65815	205	29	)	)	PUNCT
cjfa-65815	205	30	(	(	PUNCT
cjfa-65815	205	31	1	1	NUM
cjfa-65815	205	32	.5	.5	NUM
cjfa-65815	205	33	5	5	NUM
cjfa-65815	205	34	)	)	PUNCT
cjfa-65815	205	35	(	(	PUNCT
cjfa-65815	205	36	0	0	NUM
cjfa-65815	205	37	.8	.8	NUM
cjfa-65815	205	38	2	2	NUM
cjfa-65815	205	39	)	)	PUNCT
cjfa-65815	205	40	(	(	PUNCT
cjfa-65815	205	41	3	3	NUM
cjfa-65815	205	42	.6	.6	NUM
cjfa-65815	205	43	2	2	NUM
cjfa-65815	205	44	)	)	PUNCT
cjfa-65815	205	45	-	-	PUNCT
cjfa-65815	205	46	(	(	PUNCT
cjfa-65815	205	47	0	0	NUM
cjfa-65815	205	48	.	.	NUM
cjfa-65815	205	49	16	16	NUM
cjfa-65815	205	50	)	)	PUNCT
cjfa-65815	205	51	(	(	PUNCT
cjfa-65815	205	52	4	4	NUM
cjfa-65815	205	53	.3	.3	NUM
cjfa-65815	205	54	2	2	NUM
cjfa-65815	205	55	)	)	PUNCT
cjfa-65815	205	56	re	re	ADP
cjfa-65815	205	57	t	t	PROPN
cjfa-65815	205	58	712	712	NUM
cjfa-65815	205	59	0	0	NUM
cjfa-65815	205	60	.	.	PUNCT
cjfa-65815	205	61	00	00	NUM
cjfa-65815	206	1	99	99	NUM
cjfa-65815	206	2	0	0	NUM
cjfa-65815	206	3	.	.	PUNCT
cjfa-65815	207	1	02	02	NUM
cjfa-65815	207	2	25	25	NUM
cjfa-65815	207	3	-0	-0	SYM
cjfa-65815	207	4	.0	.0	NUM
cjfa-65815	207	5	11	11	NUM
cjfa-65815	207	6	3	3	NUM
cjfa-65815	207	7	0	0	NUM
cjfa-65815	207	8	.	.	PUNCT
cjfa-65815	207	9	00	00	NUM
cjfa-65815	208	1	29	29	NUM
cjfa-65815	208	2	0	0	NUM
cjfa-65815	208	3	.	.	PUNCT
cjfa-65815	208	4	00	00	NUM
cjfa-65815	209	1	44	44	NUM
cjfa-65815	209	2	0	0	NUM
cjfa-65815	209	3	.	.	PUNCT
cjfa-65815	209	4	00	00	NUM
cjfa-65815	210	1	54	54	NUM
cjfa-65815	210	2	0	0	NUM
cjfa-65815	210	3	.	.	PUNCT
cjfa-65815	211	1	01	01	NUM
cjfa-65815	211	2	23	23	NUM
cjfa-65815	211	3	0	0	NUM
cjfa-65815	211	4	.	.	PUNCT
cjfa-65815	211	5	00	00	NUM
cjfa-65815	212	1	70	70	NUM
cjfa-65815	212	2	0	0	NUM
cjfa-65815	212	3	.	.	PUNCT
cjfa-65815	212	4	00	00	NUM
cjfa-65815	213	1	35	35	NUM
cjfa-65815	213	2	0	0	NUM
cjfa-65815	213	3	.	.	PUNCT
cjfa-65815	213	4	00	00	NUM
cjfa-65815	214	1	88	88	NUM
cjfa-65815	214	2	(	(	PUNCT
cjfa-65815	214	3	1	1	NUM
cjfa-65815	214	4	.2	.2	NUM
cjfa-65815	214	5	9	9	NUM
cjfa-65815	214	6	)	)	PUNCT
cjfa-65815	214	7	(	(	PUNCT
cjfa-65815	214	8	4	4	NUM
cjfa-65815	214	9	.5	.5	NUM
cjfa-65815	214	10	7	7	NUM
cjfa-65815	214	11	)	)	PUNCT
cjfa-65815	214	12	-(1	-(1	PROPN
cjfa-65815	214	13	.3	.3	NUM
cjfa-65815	214	14	2	2	NUM
cjfa-65815	214	15	)	)	PUNCT
cjfa-65815	214	16	(	(	PUNCT
cjfa-65815	214	17	0	0	NUM
cjfa-65815	214	18	.7	.7	NUM
cjfa-65815	214	19	1	1	NUM
cjfa-65815	214	20	)	)	PUNCT
cjfa-65815	214	21	(	(	PUNCT
cjfa-65815	214	22	0	0	NUM
cjfa-65815	214	23	.7	.7	NUM
cjfa-65815	214	24	3	3	NUM
cjfa-65815	214	25	)	)	PUNCT
cjfa-65815	214	26	(	(	PUNCT
cjfa-65815	214	27	0	0	NUM
cjfa-65815	214	28	.9	.9	NUM
cjfa-65815	214	29	6	6	NUM
cjfa-65815	214	30	)	)	PUNCT
cjfa-65815	214	31	(	(	PUNCT
cjfa-65815	214	32	1	1	NUM
cjfa-65815	214	33	.4	.4	NUM
cjfa-65815	214	34	5	5	NUM
cjfa-65815	214	35	)	)	PUNCT
cjfa-65815	214	36	(	(	PUNCT
cjfa-65815	214	37	1	1	NUM
cjfa-65815	214	38	.7	.7	NUM
cjfa-65815	214	39	7	7	NUM
cjfa-65815	214	40	)	)	PUNCT
cjfa-65815	214	41	(	(	PUNCT
cjfa-65815	214	42	0	0	NUM
cjfa-65815	214	43	.8	.8	NUM
cjfa-65815	214	44	9	9	NUM
cjfa-65815	214	45	)	)	PUNCT
cjfa-65815	214	46	(	(	PUNCT
cjfa-65815	214	47	3	3	NUM
cjfa-65815	214	48	.6	.6	NUM
cjfa-65815	214	49	9	9	NUM
cjfa-65815	214	50	)	)	PUNCT
cjfa-65815	214	51	s	s	PART
cjfa-65815	215	1	o	o	NOUN
cjfa-65815	215	2	u	u	X
cjfa-65815	215	3	rc	rc	PROPN
cjfa-65815	215	4	e	e	PROPN
cjfa-65815	215	5	:	:	PUNCT
cjfa-65815	215	6	a	a	DET
cjfa-65815	215	7	ut	ut	PROPN
cjfa-65815	215	8	ho	ho	PROPN
cjfa-65815	215	9	rs	rs	PROPN
cjfa-65815	215	10	’	'	PUNCT
cjfa-65815	215	11	a	a	DET
cjfa-65815	215	12	na	na	NOUN
cjfa-65815	215	13	ly	ly	X
cjfa-65815	215	14	si	si	PROPN
cjfa-65815	215	15	s	s	PROPN
cjfa-65815	215	16	a	a	DET
cjfa-65815	215	17	nd	nd	NOUN
cjfa-65815	215	18	c	c	NOUN
cjfa-65815	215	19	al	al	PROPN
cjfa-65815	215	20	cu	cu	PROPN
cjfa-65815	215	21	la	la	PROPN
cjfa-65815	215	22	tio	tio	PROPN
cjfa-65815	216	1	ns	ns	INTJ
cjfa-65815	216	2	w	w	VERB
cjfa-65815	216	3	it	it	PRON
cjfa-65815	217	1	h	h	INTJ
cjfa-65815	218	1	da	da	INTJ
cjfa-65815	218	2	ta	ta	X
cjfa-65815	219	1	so	so	ADV
cjfa-65815	219	2	ur	ur	INTJ
cjfa-65815	219	3	ce	ce	PROPN
cjfa-65815	220	1	d	d	NOUN
cjfa-65815	220	2	fr	fr	INTJ
cjfa-65815	221	1	om	om	PROPN
cjfa-65815	221	2	p	p	PROPN
cjfa-65815	222	1	ro	ro	INTJ
cjfa-65815	222	2	w	w	NOUN
cjfa-65815	222	3	es	es	X
cjfa-65815	222	4	s	s	PROPN
cjfa-65815	222	5	d	d	X
cjfa-65815	222	6	x.	x.	NOUN
cjfa-65815	222	7	cross	cross	ADJ
cjfa-65815	222	8	-	-	ADJ
cjfa-65815	222	9	sectional	sectional	ADJ
cjfa-65815	222	10	predictability	predictability	NOUN
cjfa-65815	222	11	of	of	ADP
cjfa-65815	222	12	indian	indian	ADJ
cjfa-65815	222	13	stock	stock	NOUN
cjfa-65815	222	14	returns	return	NOUN
cjfa-65815	222	15	…	…	PUNCT
cjfa-65815	222	16	6969	6969	NUM
cjfa-65815	222	17	we	we	PRON
cjfa-65815	222	18	present	present	VERB
cjfa-65815	222	19	the	the	DET
cjfa-65815	222	20	results	result	NOUN
cjfa-65815	222	21	for	for	ADP
cjfa-65815	222	22	the	the	DET
cjfa-65815	222	23	full	full	ADJ
cjfa-65815	222	24	sample	sample	NOUN
cjfa-65815	222	25	as	as	ADV
cjfa-65815	222	26	well	well	ADV
cjfa-65815	222	27	as	as	ADP
cjfa-65815	222	28	for	for	ADP
cjfa-65815	222	29	four	four	NUM
cjfa-65815	222	30	subsamples	subsample	NOUN
cjfa-65815	222	31	of	of	ADP
cjfa-65815	222	32	5	5	NUM
cjfa-65815	222	33	years	year	NOUN
cjfa-65815	222	34	each	each	PRON
cjfa-65815	222	35	.	.	PUNCT
cjfa-65815	223	1	for	for	ADP
cjfa-65815	223	2	regressions	regression	NOUN
cjfa-65815	223	3	of	of	ADP
cjfa-65815	223	4	excess	excess	ADJ
cjfa-65815	223	5	returns	return	NOUN
cjfa-65815	223	6	,	,	PUNCT
cjfa-65815	223	7	we	we	PRON
cjfa-65815	223	8	observe	observe	VERB
cjfa-65815	223	9	that	that	SCONJ
cjfa-65815	223	10	the	the	DET
cjfa-65815	223	11	coefficient	coefficient	NOUN
cjfa-65815	223	12	of	of	ADP
cjfa-65815	223	13	size	size	NOUN
cjfa-65815	223	14	is	be	AUX
cjfa-65815	223	15	negative	negative	ADJ
cjfa-65815	223	16	and	and	CCONJ
cjfa-65815	223	17	statistically	statistically	ADV
cjfa-65815	223	18	significant	significant	ADJ
cjfa-65815	223	19	in	in	ADP
cjfa-65815	223	20	all	all	DET
cjfa-65815	223	21	periods	period	NOUN
cjfa-65815	223	22	,	,	PUNCT
cjfa-65815	223	23	consistent	consistent	ADJ
cjfa-65815	223	24	with	with	ADP
cjfa-65815	223	25	fama	fama	NOUN
cjfa-65815	223	26	and	and	CCONJ
cjfa-65815	223	27	french	french	ADJ
cjfa-65815	223	28	(	(	PUNCT
cjfa-65815	223	29	1992	1992	NUM
cjfa-65815	223	30	)	)	PUNCT
cjfa-65815	223	31	,	,	PUNCT
cjfa-65815	223	32	whereas	whereas	SCONJ
cjfa-65815	223	33	the	the	DET
cjfa-65815	223	34	coefficient	coefficient	NOUN
cjfa-65815	223	35	of	of	ADP
cjfa-65815	223	36	bm	bm	PROPN
cjfa-65815	223	37	is	be	AUX
cjfa-65815	223	38	statistically	statistically	ADV
cjfa-65815	223	39	insignificant	insignificant	ADJ
cjfa-65815	223	40	.	.	PUNCT
cjfa-65815	224	1	the	the	DET
cjfa-65815	224	2	coefficients	coefficient	NOUN
cjfa-65815	224	3	of	of	ADP
cjfa-65815	224	4	all	all	DET
cjfa-65815	224	5	3	3	NUM
cjfa-65815	224	6	lags	lag	NOUN
cjfa-65815	224	7	are	be	AUX
cjfa-65815	224	8	statistically	statistically	ADV
cjfa-65815	224	9	insignificant	insignificant	ADJ
cjfa-65815	224	10	.	.	PUNCT
cjfa-65815	225	1	the	the	DET
cjfa-65815	225	2	intercept	intercept	NOUN
cjfa-65815	225	3	of	of	ADP
cjfa-65815	225	4	the	the	DET
cjfa-65815	225	5	regression	regression	NOUN
cjfa-65815	225	6	is	be	AUX
cjfa-65815	225	7	highly	highly	ADV
cjfa-65815	225	8	significant	significant	ADJ
cjfa-65815	225	9	.	.	PUNCT
cjfa-65815	226	1	next	next	ADV
cjfa-65815	226	2	,	,	PUNCT
cjfa-65815	226	3	we	we	PRON
cjfa-65815	226	4	repeat	repeat	VERB
cjfa-65815	226	5	the	the	DET
cjfa-65815	226	6	regressions	regression	NOUN
cjfa-65815	226	7	for	for	ADP
cjfa-65815	226	8	excess	excess	ADJ
cjfa-65815	226	9	risk	risk	NOUN
cjfa-65815	226	10	-	-	PUNCT
cjfa-65815	226	11	adjusted	adjust	VERB
cjfa-65815	226	12	returns	return	NOUN
cjfa-65815	226	13	using	use	VERB
cjfa-65815	226	14	ck	ck	ADJ
cjfa-65815	226	15	factors	factor	NOUN
cjfa-65815	226	16	.	.	PUNCT
cjfa-65815	227	1	we	we	PRON
cjfa-65815	227	2	compare	compare	VERB
cjfa-65815	227	3	the	the	DET
cjfa-65815	227	4	results	result	NOUN
cjfa-65815	227	5	and	and	CCONJ
cjfa-65815	227	6	find	find	VERB
cjfa-65815	227	7	the	the	DET
cjfa-65815	227	8	coefficient	coefficient	NOUN
cjfa-65815	227	9	of	of	ADP
cjfa-65815	227	10	size	size	NOUN
cjfa-65815	227	11	now	now	ADV
cjfa-65815	227	12	to	to	PART
cjfa-65815	227	13	be	be	AUX
cjfa-65815	227	14	negative	negative	ADJ
cjfa-65815	227	15	,	,	PUNCT
cjfa-65815	227	16	the	the	DET
cjfa-65815	227	17	coefficient	coefficient	NOUN
cjfa-65815	227	18	of	of	ADP
cjfa-65815	227	19	bm	bm	PROPN
cjfa-65815	227	20	to	to	PART
cjfa-65815	227	21	be	be	AUX
cjfa-65815	227	22	positive	positive	ADJ
cjfa-65815	227	23	,	,	PUNCT
cjfa-65815	227	24	and	and	CCONJ
cjfa-65815	227	25	both	both	PRON
cjfa-65815	227	26	statistically	statistically	ADV
cjfa-65815	227	27	more	more	ADV
cjfa-65815	227	28	significant	significant	ADJ
cjfa-65815	227	29	for	for	ADP
cjfa-65815	227	30	all	all	DET
cjfa-65815	227	31	periods	period	NOUN
cjfa-65815	227	32	.	.	PUNCT
cjfa-65815	228	1	the	the	DET
cjfa-65815	228	2	lagged	lag	VERB
cjfa-65815	228	3	returns	return	NOUN
cjfa-65815	228	4	are	be	AUX
cjfa-65815	228	5	now	now	ADV
cjfa-65815	228	6	statistically	statistically	ADV
cjfa-65815	228	7	significant	significant	ADJ
cjfa-65815	228	8	for	for	ADP
cjfa-65815	228	9	two	two	NUM
cjfa-65815	228	10	periods	period	NOUN
cjfa-65815	228	11	–	–	PUNCT
cjfa-65815	228	12	2004–2008	2004–2008	NUM
cjfa-65815	228	13	and	and	CCONJ
cjfa-65815	228	14	2019–2023	2019–2023	NUM
cjfa-65815	228	15	–	–	PUNCT
cjfa-65815	228	16	and	and	CCONJ
cjfa-65815	228	17	for	for	ADP
cjfa-65815	228	18	the	the	DET
cjfa-65815	228	19	full	full	ADJ
cjfa-65815	228	20	sample	sample	NOUN
cjfa-65815	228	21	.	.	PUNCT
cjfa-65815	229	1	moreover	moreover	ADV
cjfa-65815	229	2	,	,	PUNCT
cjfa-65815	229	3	the	the	DET
cjfa-65815	229	4	sign	sign	NOUN
cjfa-65815	229	5	of	of	ADP
cjfa-65815	229	6	these	these	PRON
cjfa-65815	229	7	lags	lag	VERB
cjfa-65815	229	8	changes	change	NOUN
cjfa-65815	229	9	after	after	ADP
cjfa-65815	229	10	risk	risk	NOUN
cjfa-65815	229	11	adjustment	adjustment	NOUN
cjfa-65815	229	12	.	.	PUNCT
cjfa-65815	230	1	an	an	DET
cjfa-65815	230	2	overarching	overarching	ADJ
cjfa-65815	230	3	observation	observation	NOUN
cjfa-65815	230	4	is	be	AUX
cjfa-65815	230	5	that	that	SCONJ
cjfa-65815	230	6	regardless	regardless	ADV
cjfa-65815	230	7	of	of	ADP
cjfa-65815	230	8	the	the	DET
cjfa-65815	230	9	statistical	statistical	ADJ
cjfa-65815	230	10	significance	significance	NOUN
cjfa-65815	230	11	,	,	PUNCT
cjfa-65815	230	12	all	all	DET
cjfa-65815	230	13	coefficients	coefficient	NOUN
cjfa-65815	230	14	except	except	SCONJ
cjfa-65815	230	15	for	for	ADP
cjfa-65815	230	16	that	that	PRON
cjfa-65815	230	17	of	of	ADP
cjfa-65815	230	18	the	the	DET
cjfa-65815	230	19	intercept	intercept	NOUN
cjfa-65815	230	20	are	be	AUX
cjfa-65815	230	21	small	small	ADJ
cjfa-65815	230	22	and	and	CCONJ
cjfa-65815	230	23	thus	thus	ADV
cjfa-65815	230	24	can	can	AUX
cjfa-65815	230	25	be	be	AUX
cjfa-65815	230	26	considered	consider	VERB
cjfa-65815	230	27	to	to	PART
cjfa-65815	230	28	be	be	AUX
cjfa-65815	230	29	economically	economically	ADV
cjfa-65815	230	30	insignificant	insignificant	ADJ
cjfa-65815	230	31	.	.	PUNCT
cjfa-65815	231	1	next	next	ADV
cjfa-65815	231	2	,	,	PUNCT
cjfa-65815	231	3	we	we	PRON
cjfa-65815	231	4	conduct	conduct	VERB
cjfa-65815	231	5	fama	fama	PROPN
cjfa-65815	231	6	-	-	PUNCT
cjfa-65815	231	7	macbeth	macbeth	ADJ
cjfa-65815	231	8	regressions	regression	NOUN
cjfa-65815	231	9	using	use	VERB
cjfa-65815	231	10	a	a	DET
cjfa-65815	231	11	complete	complete	ADJ
cjfa-65815	231	12	set	set	NOUN
cjfa-65815	231	13	of	of	ADP
cjfa-65815	231	14	variables	variable	NOUN
cjfa-65815	231	15	and	and	CCONJ
cjfa-65815	231	16	lagged	lag	VERB
cjfa-65815	231	17	variables	variable	NOUN
cjfa-65815	231	18	.	.	PUNCT
cjfa-65815	232	1	table	table	NOUN
cjfa-65815	232	2	5	5	NUM
cjfa-65815	232	3	displays	display	VERB
cjfa-65815	232	4	the	the	DET
cjfa-65815	232	5	results	result	NOUN
cjfa-65815	232	6	of	of	ADP
cjfa-65815	232	7	fama	fama	NOUN
cjfa-65815	232	8	-	-	PUNCT
cjfa-65815	232	9	macbeth	macbeth	ADJ
cjfa-65815	232	10	regression	regression	NOUN
cjfa-65815	232	11	(	(	PUNCT
cjfa-65815	232	12	equation	equation	NOUN
cjfa-65815	232	13	(	(	PUNCT
cjfa-65815	232	14	2	2	NUM
cjfa-65815	232	15	)	)	PUNCT
cjfa-65815	232	16	)	)	PUNCT
cjfa-65815	232	17	of	of	ADP
cjfa-65815	232	18	excess	excess	ADJ
cjfa-65815	232	19	returns	return	NOUN
cjfa-65815	232	20	and	and	CCONJ
cjfa-65815	232	21	risk	risk	NOUN
cjfa-65815	232	22	-	-	PUNCT
cjfa-65815	232	23	adjusted	adjust	VERB
cjfa-65815	232	24	excess	excess	ADJ
cjfa-65815	232	25	returns	return	NOUN
cjfa-65815	232	26	for	for	ADP
cjfa-65815	232	27	all	all	DET
cjfa-65815	232	28	securities	security	NOUN
cjfa-65815	232	29	in	in	ADP
cjfa-65815	232	30	the	the	DET
cjfa-65815	232	31	sample	sample	NOUN
cjfa-65815	232	32	space	space	NOUN
cjfa-65815	232	33	on	on	ADP
cjfa-65815	232	34	characteristics	characteristic	NOUN
cjfa-65815	232	35	.	.	PUNCT
cjfa-65815	233	1	as	as	SCONJ
cjfa-65815	233	2	seen	see	VERB
cjfa-65815	233	3	in	in	ADP
cjfa-65815	233	4	table	table	NOUN
cjfa-65815	233	5	5	5	NUM
cjfa-65815	233	6	,	,	PUNCT
cjfa-65815	233	7	for	for	ADP
cjfa-65815	233	8	excess	excess	ADJ
cjfa-65815	233	9	returns	return	NOUN
cjfa-65815	233	10	and	and	CCONJ
cjfa-65815	233	11	for	for	ADP
cjfa-65815	233	12	the	the	DET
cjfa-65815	233	13	period	period	NOUN
cjfa-65815	233	14	of	of	ADP
cjfa-65815	233	15	2019–2023	2019–2023	NUM
cjfa-65815	233	16	,	,	PUNCT
cjfa-65815	233	17	coefficients	coefficient	NOUN
cjfa-65815	233	18	of	of	ADP
cjfa-65815	233	19	size	size	NOUN
cjfa-65815	233	20	and	and	CCONJ
cjfa-65815	233	21	yld	yld	PROPN
cjfa-65815	233	22	are	be	AUX
cjfa-65815	233	23	negative	negative	ADJ
cjfa-65815	233	24	and	and	CCONJ
cjfa-65815	233	25	statistically	statistically	ADV
cjfa-65815	233	26	significant	significant	ADJ
cjfa-65815	233	27	,	,	PUNCT
cjfa-65815	233	28	and	and	CCONJ
cjfa-65815	233	29	price	price	NOUN
cjfa-65815	233	30	is	be	AUX
cjfa-65815	233	31	positive	positive	ADJ
cjfa-65815	233	32	and	and	CCONJ
cjfa-65815	233	33	statistically	statistically	ADV
cjfa-65815	233	34	significant	significant	ADJ
cjfa-65815	233	35	.	.	PUNCT
cjfa-65815	234	1	for	for	ADP
cjfa-65815	234	2	all	all	DET
cjfa-65815	234	3	other	other	ADJ
cjfa-65815	234	4	periods	period	NOUN
cjfa-65815	234	5	,	,	PUNCT
cjfa-65815	234	6	all	all	DET
cjfa-65815	234	7	other	other	ADJ
cjfa-65815	234	8	variables	variable	NOUN
cjfa-65815	234	9	are	be	AUX
cjfa-65815	234	10	statistically	statistically	ADV
cjfa-65815	234	11	insignificant	insignificant	ADJ
cjfa-65815	234	12	.	.	PUNCT
cjfa-65815	235	1	there	there	PRON
cjfa-65815	235	2	is	be	VERB
cjfa-65815	235	3	a	a	DET
cjfa-65815	235	4	distinct	distinct	ADJ
cjfa-65815	235	5	departure	departure	NOUN
cjfa-65815	235	6	from	from	ADP
cjfa-65815	235	7	these	these	DET
cjfa-65815	235	8	results	result	NOUN
cjfa-65815	235	9	,	,	PUNCT
cjfa-65815	235	10	however	however	ADV
cjfa-65815	235	11	,	,	PUNCT
cjfa-65815	235	12	for	for	ADP
cjfa-65815	235	13	regressions	regression	NOUN
cjfa-65815	235	14	of	of	ADP
cjfa-65815	235	15	excess	excess	ADJ
cjfa-65815	235	16	returns	return	NOUN
cjfa-65815	235	17	risk	risk	NOUN
cjfa-65815	235	18	-	-	PUNCT
cjfa-65815	235	19	adjusted	adjust	VERB
cjfa-65815	235	20	using	use	VERB
cjfa-65815	235	21	ck	ck	ADJ
cjfa-65815	235	22	factors	factor	NOUN
cjfa-65815	235	23	.	.	PUNCT
cjfa-65815	236	1	coefficients	coefficient	NOUN
cjfa-65815	236	2	of	of	ADP
cjfa-65815	236	3	size	size	NOUN
cjfa-65815	236	4	and	and	CCONJ
cjfa-65815	236	5	yld	yld	PROPN
cjfa-65815	236	6	are	be	AUX
cjfa-65815	236	7	negative	negative	ADJ
cjfa-65815	236	8	,	,	PUNCT
cjfa-65815	236	9	and	and	CCONJ
cjfa-65815	236	10	bm	bm	PROPN
cjfa-65815	236	11	and	and	CCONJ
cjfa-65815	236	12	vol	vol	NOUN
cjfa-65815	236	13	are	be	AUX
cjfa-65815	236	14	positive	positive	ADJ
cjfa-65815	236	15	,	,	PUNCT
cjfa-65815	236	16	and	and	CCONJ
cjfa-65815	236	17	all	all	DET
cjfa-65815	236	18	four	four	NUM
cjfa-65815	236	19	are	be	AUX
cjfa-65815	236	20	now	now	ADV
cjfa-65815	236	21	statistically	statistically	ADV
cjfa-65815	236	22	more	more	ADV
cjfa-65815	236	23	significant	significant	ADJ
cjfa-65815	236	24	for	for	ADP
cjfa-65815	236	25	all	all	DET
cjfa-65815	236	26	periods	period	NOUN
cjfa-65815	236	27	.	.	PUNCT
cjfa-65815	237	1	with	with	ADP
cjfa-65815	237	2	the	the	DET
cjfa-65815	237	3	introduction	introduction	NOUN
cjfa-65815	237	4	of	of	ADP
cjfa-65815	237	5	price	price	NOUN
cjfa-65815	237	6	,	,	PUNCT
cjfa-65815	237	7	vol	vol	NOUN
cjfa-65815	237	8	,	,	PUNCT
cjfa-65815	237	9	yld	yld	PROPN
cjfa-65815	237	10	,	,	PUNCT
cjfa-65815	237	11	the	the	DET
cjfa-65815	237	12	coefficient	coefficient	NOUN
cjfa-65815	237	13	of	of	ADP
cjfa-65815	237	14	size	size	NOUN
cjfa-65815	237	15	is	be	AUX
cjfa-65815	237	16	more	more	ADV
cjfa-65815	237	17	pronounced	pronounced	ADJ
cjfa-65815	237	18	,	,	PUNCT
cjfa-65815	237	19	and	and	CCONJ
cjfa-65815	237	20	that	that	PRON
cjfa-65815	237	21	of	of	ADP
cjfa-65815	237	22	bm	bm	PROPN
cjfa-65815	237	23	is	be	AUX
cjfa-65815	237	24	slightly	slightly	ADV
cjfa-65815	237	25	attenuated	attenuate	VERB
cjfa-65815	237	26	.	.	PUNCT
cjfa-65815	238	1	the	the	DET
cjfa-65815	238	2	coefficient	coefficient	NOUN
cjfa-65815	238	3	of	of	ADP
cjfa-65815	238	4	price	price	NOUN
cjfa-65815	238	5	is	be	AUX
cjfa-65815	238	6	no	no	PRON
cjfa-65815	238	7	longer	long	ADV
cjfa-65815	238	8	significant	significant	ADJ
cjfa-65815	238	9	.	.	PUNCT
cjfa-65815	239	1	the	the	DET
cjfa-65815	239	2	lags	lag	NOUN
cjfa-65815	239	3	show	show	VERB
cjfa-65815	239	4	statistical	statistical	ADJ
cjfa-65815	239	5	importance	importance	NOUN
cjfa-65815	239	6	in	in	ADP
cjfa-65815	239	7	some	some	DET
cjfa-65815	239	8	periods	period	NOUN
cjfa-65815	239	9	,	,	PUNCT
cjfa-65815	239	10	notably	notably	ADV
cjfa-65815	239	11	2004–2008	2004–2008	NUM
cjfa-65815	239	12	and	and	CCONJ
cjfa-65815	239	13	2019–2023	2019–2023	NUM
cjfa-65815	239	14	,	,	PUNCT
cjfa-65815	239	15	as	as	ADP
cjfa-65815	239	16	before	before	ADV
cjfa-65815	239	17	.	.	PUNCT
cjfa-65815	240	1	moreover	moreover	ADV
cjfa-65815	240	2	,	,	PUNCT
cjfa-65815	240	3	the	the	DET
cjfa-65815	240	4	sign	sign	NOUN
cjfa-65815	240	5	of	of	ADP
cjfa-65815	240	6	these	these	PRON
cjfa-65815	240	7	lags	lag	VERB
cjfa-65815	240	8	changes	change	NOUN
cjfa-65815	240	9	after	after	ADP
cjfa-65815	240	10	risk	risk	NOUN
cjfa-65815	240	11	adjustment	adjustment	NOUN
cjfa-65815	240	12	,	,	PUNCT
cjfa-65815	240	13	and	and	CCONJ
cjfa-65815	240	14	lags	lag	VERB
cjfa-65815	240	15	become	become	VERB
cjfa-65815	240	16	less	less	ADV
cjfa-65815	240	17	significant	significant	ADJ
cjfa-65815	240	18	after	after	ADP
cjfa-65815	240	19	price	price	NOUN
cjfa-65815	240	20	,	,	PUNCT
cjfa-65815	240	21	vol	vol	NOUN
cjfa-65815	240	22	,	,	PUNCT
cjfa-65815	240	23	and	and	CCONJ
cjfa-65815	240	24	yld	yld	PROPN
cjfa-65815	240	25	are	be	AUX
cjfa-65815	240	26	introduced	introduce	VERB
cjfa-65815	240	27	.	.	PUNCT
cjfa-65815	241	1	the	the	DET
cjfa-65815	241	2	intercept	intercept	NOUN
cjfa-65815	241	3	remains	remain	VERB
cjfa-65815	241	4	highly	highly	ADV
cjfa-65815	241	5	significant	significant	ADJ
cjfa-65815	241	6	for	for	ADP
cjfa-65815	241	7	all	all	DET
cjfa-65815	241	8	periods	period	NOUN
cjfa-65815	241	9	.	.	PUNCT
cjfa-65815	242	1	but	but	CCONJ
cjfa-65815	242	2	for	for	ADP
cjfa-65815	242	3	the	the	DET
cjfa-65815	242	4	intercept	intercept	NOUN
cjfa-65815	242	5	,	,	PUNCT
cjfa-65815	242	6	the	the	DET
cjfa-65815	242	7	economic	economic	ADJ
cjfa-65815	242	8	significance	significance	NOUN
cjfa-65815	242	9	of	of	ADP
cjfa-65815	242	10	all	all	DET
cjfa-65815	242	11	coefficients	coefficient	NOUN
cjfa-65815	242	12	remains	remain	VERB
cjfa-65815	242	13	small	small	ADJ
cjfa-65815	242	14	.	.	PUNCT
cjfa-65815	243	1	ta	ta	X
cjfa-65815	243	2	bl	bl	PROPN
cjfa-65815	243	3	e	e	PROPN
cjfa-65815	243	4	5	5	NUM
cjfa-65815	243	5	.	.	PUNCT
cjfa-65815	244	1	f	f	PROPN
cjfa-65815	244	2	am	be	AUX
cjfa-65815	244	3	am	be	AUX
cjfa-65815	244	4	ac	ac	PROPN
cjfa-65815	244	5	be	be	VERB
cjfa-65815	244	6	th	th	NUM
cjfa-65815	244	7	r	r	NOUN
cjfa-65815	244	8	eg	eg	NOUN
cjfa-65815	244	9	re	re	NOUN
cjfa-65815	244	10	ss	ss	PROPN
cjfa-65815	244	11	io	io	PROPN
cjfa-65815	244	12	n	n	PROPN
cjfa-65815	244	13	re	re	PROPN
cjfa-65815	244	14	su	su	PROPN
cjfa-65815	245	1	lts	lts	PROPN
cjfa-65815	245	2	o	o	PROPN
cjfa-65815	245	3	f	f	X
cjfa-65815	245	4	e	e	PROPN
cjfa-65815	245	5	qu	qu	PROPN
cjfa-65815	245	6	at	at	ADP
cjfa-65815	245	7	io	io	PROPN
cjfa-65815	245	8	n	n	PROPN
cjfa-65815	245	9	(	(	PUNCT
cjfa-65815	245	10	2	2	NUM
cjfa-65815	245	11	)	)	PUNCT
cjfa-65815	245	12	20	20	NUM
cjfa-65815	245	13	04	04	NUM
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cjfa-65815	246	4	20	20	NUM
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cjfa-65815	247	13	20	20	NUM
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cjfa-65815	248	22	a	a	DET
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cjfa-65815	248	40	a	a	DET
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cjfa-65815	248	58	a	a	DET
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cjfa-65815	248	76	a	a	DET
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cjfa-65815	248	94	a	a	DET
cjfa-65815	248	95	dj	dj	NOUN
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cjfa-65815	248	97	te	te	PROPN
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cjfa-65815	250	3	.	.	PROPN
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cjfa-65815	251	4	.	.	PUNCT
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cjfa-65815	252	4	.	.	PUNCT
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cjfa-65815	253	4	.	.	PUNCT
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cjfa-65815	255	3	.	.	PUNCT
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cjfa-65815	256	4	.	.	PUNCT
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cjfa-65815	258	3	.	.	PUNCT
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cjfa-65815	259	3	.	.	PUNCT
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cjfa-65815	260	13	(	(	PUNCT
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cjfa-65815	260	18	(	(	PUNCT
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cjfa-65815	260	22	)	)	PUNCT
cjfa-65815	260	23	(	(	PUNCT
cjfa-65815	260	24	1	1	NUM
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cjfa-65815	260	28	(	(	PUNCT
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cjfa-65815	260	43	(	(	PUNCT
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cjfa-65815	260	48	(	(	PUNCT
cjfa-65815	260	49	1	1	NUM
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cjfa-65815	260	51	.	.	NUM
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cjfa-65815	260	85	.0	.0	NUM
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cjfa-65815	261	3	-0	-0	SYM
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cjfa-65815	261	5	04	04	NUM
cjfa-65815	261	6	2	2	NUM
cjfa-65815	261	7	-0	-0	SYM
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cjfa-65815	261	12	(	(	PUNCT
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cjfa-65815	261	18	(	(	PUNCT
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cjfa-65815	261	20	.	.	NOUN
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cjfa-65815	262	1	-(1	-(1	PROPN
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cjfa-65815	262	3	9	9	X
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cjfa-65815	262	6	(	(	PUNCT
cjfa-65815	262	7	5	5	NUM
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cjfa-65815	262	9	93	93	NUM
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cjfa-65815	262	11	-	-	PUNCT
cjfa-65815	262	12	(	(	PUNCT
cjfa-65815	262	13	0	0	NUM
cjfa-65815	262	14	.	.	NOUN
cjfa-65815	262	15	50	50	NUM
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cjfa-65815	262	17	-	-	PUNCT
cjfa-65815	262	18	(	(	PUNCT
cjfa-65815	262	19	6	6	NUM
cjfa-65815	262	20	.	.	NOUN
cjfa-65815	262	21	46	46	NUM
cjfa-65815	262	22	)	)	PUNCT
cjfa-65815	262	23	-	-	PUNCT
cjfa-65815	262	24	(	(	PUNCT
cjfa-65815	262	25	3	3	NUM
cjfa-65815	262	26	.	.	NOUN
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cjfa-65815	262	28	)	)	PUNCT
cjfa-65815	262	29	-	-	PUNCT
cjfa-65815	262	30	(	(	PUNCT
cjfa-65815	262	31	8	8	NUM
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cjfa-65815	262	34	)	)	PUNCT
cjfa-65815	262	35	-	-	PUNCT
cjfa-65815	262	36	(	(	PUNCT
cjfa-65815	262	37	2	2	NUM
cjfa-65815	262	38	.	.	NOUN
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cjfa-65815	262	41	-(1	-(1	PROPN
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cjfa-65815	262	43	.	.	NOUN
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cjfa-65815	262	46	bm	bm	PROPN
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cjfa-65815	262	48	.	.	PROPN
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cjfa-65815	262	52	.	.	PUNCT
cjfa-65815	262	53	00	00	NUM
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cjfa-65815	262	60	.	.	PUNCT
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cjfa-65815	262	66	7	7	NUM
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cjfa-65815	262	69	00	00	PROPN
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cjfa-65815	263	5	2	2	NUM
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cjfa-65815	263	7	.	.	PUNCT
cjfa-65815	263	8	00	00	NUM
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cjfa-65815	264	4	01	01	NUM
cjfa-65815	264	5	1	1	NUM
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cjfa-65815	264	7	.	.	PUNCT
cjfa-65815	264	8	00	00	NUM
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cjfa-65815	265	3	0	0	NUM
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cjfa-65815	265	7	(	(	PUNCT
cjfa-65815	265	8	4	4	NUM
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cjfa-65815	265	11	)	)	PUNCT
cjfa-65815	265	12	-	-	PUNCT
cjfa-65815	265	13	(	(	PUNCT
cjfa-65815	265	14	0	0	NUM
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cjfa-65815	265	18	(	(	PUNCT
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cjfa-65815	265	23	-	-	PUNCT
cjfa-65815	265	24	(	(	PUNCT
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cjfa-65815	265	26	.	.	NOUN
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cjfa-65815	266	1	(	(	PUNCT
cjfa-65815	266	2	5	5	NUM
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cjfa-65815	266	6	-	-	PUNCT
cjfa-65815	266	7	(	(	PUNCT
cjfa-65815	266	8	0	0	NUM
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cjfa-65815	266	12	(	(	PUNCT
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cjfa-65815	266	17	-	-	PUNCT
cjfa-65815	266	18	(	(	PUNCT
cjfa-65815	266	19	0	0	NUM
cjfa-65815	266	20	.	.	NOUN
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cjfa-65815	266	23	(	(	PUNCT
cjfa-65815	266	24	8	8	NUM
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cjfa-65815	266	30	e	e	PROPN
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cjfa-65815	267	7	.	.	PUNCT
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cjfa-65815	268	3	.	.	PUNCT
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cjfa-65815	270	7	.	.	PUNCT
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cjfa-65815	272	3	.	.	PUNCT
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cjfa-65815	288	238	00	00	NUM
cjfa-65815	288	239	17	17	NUM
cjfa-65815	288	240	0	0	NUM
cjfa-65815	288	241	.	.	PUNCT
cjfa-65815	288	242	00	00	NUM
cjfa-65815	288	243	76	76	NUM
cjfa-65815	288	244	0	0	NUM
cjfa-65815	288	245	.	.	PUNCT
cjfa-65815	288	246	00	00	NUM
cjfa-65815	288	247	23	23	NUM
cjfa-65815	288	248	0	0	NUM
cjfa-65815	288	249	.	.	PUNCT
cjfa-65815	288	250	00	00	NUM
cjfa-65815	288	251	32	32	NUM
cjfa-65815	288	252	0	0	NUM
cjfa-65815	288	253	.	.	PUNCT
cjfa-65815	288	254	00	00	NUM
cjfa-65815	288	255	61	61	NUM
cjfa-65815	288	256	(	(	PUNCT
cjfa-65815	288	257	1	1	NUM
cjfa-65815	288	258	.3	.3	NUM
cjfa-65815	288	259	9	9	NUM
cjfa-65815	288	260	)	)	PUNCT
cjfa-65815	288	261	(	(	PUNCT
cjfa-65815	288	262	4	4	NUM
cjfa-65815	288	263	.1	.1	NUM
cjfa-65815	288	264	0	0	NUM
cjfa-65815	288	265	)	)	PUNCT
cjfa-65815	288	266	-(1	-(1	PROPN
cjfa-65815	288	267	.0	.0	NUM
cjfa-65815	288	268	9	9	NUM
cjfa-65815	288	269	)	)	PUNCT
cjfa-65815	288	270	(	(	PUNCT
cjfa-65815	288	271	0	0	NUM
cjfa-65815	288	272	.4	.4	NUM
cjfa-65815	288	273	1	1	NUM
cjfa-65815	288	274	)	)	PUNCT
cjfa-65815	288	275	(	(	PUNCT
cjfa-65815	288	276	0	0	NUM
cjfa-65815	288	277	.8	.8	NUM
cjfa-65815	288	278	8)	8)	NUM
cjfa-65815	288	279	(	(	PUNCT
cjfa-65815	288	280	0	0	NUM
cjfa-65815	288	281	.3	.3	NUM
cjfa-65815	288	282	2	2	NUM
cjfa-65815	288	283	)	)	PUNCT
cjfa-65815	288	284	(	(	PUNCT
cjfa-65815	288	285	0	0	NUM
cjfa-65815	288	286	.7	.7	NUM
cjfa-65815	288	287	8)	8)	NUM
cjfa-65815	288	288	(	(	PUNCT
cjfa-65815	288	289	0	0	NUM
cjfa-65815	288	290	.5	.5	NUM
cjfa-65815	288	291	8)	8)	NUM
cjfa-65815	288	292	(	(	PUNCT
cjfa-65815	288	293	0	0	NUM
cjfa-65815	288	294	.7	.7	PROPN
cjfa-65815	288	295	9	9	NUM
cjfa-65815	288	296	)	)	PUNCT
cjfa-65815	288	297	(	(	PUNCT
cjfa-65815	288	298	2	2	NUM
cjfa-65815	288	299	.5	.5	NUM
cjfa-65815	288	300	7	7	NUM
cjfa-65815	288	301	)	)	PUNCT
cjfa-65815	288	302	s	s	PART
cjfa-65815	288	303	o	o	NOUN
cjfa-65815	288	304	u	u	X
cjfa-65815	288	305	rc	rc	PROPN
cjfa-65815	288	306	e	e	PROPN
cjfa-65815	288	307	:	:	PUNCT
cjfa-65815	288	308	a	a	DET
cjfa-65815	288	309	ut	ut	PROPN
cjfa-65815	288	310	ho	ho	PROPN
cjfa-65815	288	311	rs	rs	PROPN
cjfa-65815	288	312	’	'	PUNCT
cjfa-65815	288	313	a	a	DET
cjfa-65815	288	314	na	na	NOUN
cjfa-65815	288	315	ly	ly	X
cjfa-65815	288	316	si	si	PROPN
cjfa-65815	288	317	s	s	PROPN
cjfa-65815	288	318	a	a	DET
cjfa-65815	288	319	nd	nd	NOUN
cjfa-65815	288	320	c	c	NOUN
cjfa-65815	288	321	al	al	PROPN
cjfa-65815	288	322	cu	cu	PROPN
cjfa-65815	288	323	la	la	PROPN
cjfa-65815	288	324	tio	tio	PROPN
cjfa-65815	289	1	ns	ns	INTJ
cjfa-65815	289	2	w	w	VERB
cjfa-65815	289	3	it	it	PRON
cjfa-65815	290	1	h	h	INTJ
cjfa-65815	291	1	da	da	INTJ
cjfa-65815	291	2	ta	ta	X
cjfa-65815	292	1	so	so	ADV
cjfa-65815	292	2	ur	ur	INTJ
cjfa-65815	292	3	ce	ce	PROPN
cjfa-65815	293	1	d	d	NOUN
cjfa-65815	293	2	fr	fr	INTJ
cjfa-65815	294	1	om	om	PROPN
cjfa-65815	294	2	p	p	PROPN
cjfa-65815	295	1	ro	ro	INTJ
cjfa-65815	295	2	w	w	NOUN
cjfa-65815	295	3	es	es	X
cjfa-65815	295	4	s	s	PROPN
cjfa-65815	295	5	d	d	X
cjfa-65815	295	6	x.	x.	NOUN
cjfa-65815	295	7	cross	cross	ADJ
cjfa-65815	295	8	-	-	ADJ
cjfa-65815	295	9	sectional	sectional	ADJ
cjfa-65815	295	10	predictability	predictability	NOUN
cjfa-65815	295	11	of	of	ADP
cjfa-65815	295	12	indian	indian	ADJ
cjfa-65815	295	13	stock	stock	NOUN
cjfa-65815	295	14	returns	return	NOUN
cjfa-65815	295	15	…	…	PUNCT
cjfa-65815	295	16	7171	7171	NUM
cjfa-65815	295	17	 	 	SPACE
cjfa-65815	296	1	conclusions	conclusion	NOUN
cjfa-65815	296	2	 	 	SPACE
cjfa-65815	296	3	conclusions	conclusion	NOUN
cjfa-65815	296	4	in	in	ADP
cjfa-65815	296	5	this	this	DET
cjfa-65815	296	6	article	article	NOUN
cjfa-65815	296	7	,	,	PUNCT
cjfa-65815	296	8	we	we	PRON
cjfa-65815	296	9	test	test	VERB
cjfa-65815	296	10	the	the	DET
cjfa-65815	296	11	principal	principal	ADJ
cjfa-65815	296	12	components	component	NOUN
cjfa-65815	296	13	approach	approach	NOUN
cjfa-65815	296	14	of	of	ADP
cjfa-65815	296	15	the	the	DET
cjfa-65815	296	16	apt	apt	ADJ
cjfa-65815	296	17	model	model	NOUN
cjfa-65815	296	18	(	(	PUNCT
cjfa-65815	296	19	connor	connor	PROPN
cjfa-65815	296	20	&	&	CCONJ
cjfa-65815	296	21	korajczyk	korajczyk	PROPN
cjfa-65815	296	22	,	,	PUNCT
cjfa-65815	296	23	1988	1988	NUM
cjfa-65815	296	24	)	)	PUNCT
cjfa-65815	296	25	against	against	ADP
cjfa-65815	296	26	firm	firm	ADJ
cjfa-65815	296	27	characteristic	characteristic	ADJ
cjfa-65815	296	28	variables	variable	NOUN
cjfa-65815	296	29	such	such	ADJ
cjfa-65815	296	30	as	as	ADP
cjfa-65815	296	31	size	size	NOUN
cjfa-65815	296	32	,	,	PUNCT
cjfa-65815	296	33	bm	bm	PROPN
cjfa-65815	296	34	,	,	PUNCT
cjfa-65815	296	35	yld	yld	PROPN
cjfa-65815	296	36	,	,	PUNCT
cjfa-65815	296	37	vol	vol	NOUN
cjfa-65815	296	38	,	,	PUNCT
cjfa-65815	296	39	price	price	NOUN
cjfa-65815	296	40	,	,	PUNCT
cjfa-65815	296	41	and	and	CCONJ
cjfa-65815	296	42	several	several	ADJ
cjfa-65815	296	43	return	return	NOUN
cjfa-65815	296	44	lags	lag	VERB
cjfa-65815	296	45	using	use	VERB
cjfa-65815	296	46	data	datum	NOUN
cjfa-65815	296	47	on	on	ADP
cjfa-65815	296	48	individual	individual	ADJ
cjfa-65815	296	49	securities	security	NOUN
cjfa-65815	296	50	.	.	PUNCT
cjfa-65815	297	1	we	we	PRON
cjfa-65815	297	2	find	find	VERB
cjfa-65815	297	3	strong	strong	ADJ
cjfa-65815	297	4	evidence	evidence	NOUN
cjfa-65815	297	5	of	of	ADP
cjfa-65815	297	6	risk	risk	NOUN
cjfa-65815	297	7	-	-	PUNCT
cjfa-65815	297	8	adjusted	adjust	VERB
cjfa-65815	297	9	excess	excess	ADJ
cjfa-65815	297	10	returns	return	NOUN
cjfa-65815	297	11	to	to	PART
cjfa-65815	297	12	be	be	AUX
cjfa-65815	297	13	more	more	ADV
cjfa-65815	297	14	strongly	strongly	ADV
cjfa-65815	297	15	related	relate	VERB
cjfa-65815	297	16	to	to	ADP
cjfa-65815	297	17	size	size	NOUN
cjfa-65815	297	18	,	,	PUNCT
cjfa-65815	297	19	bm	bm	PROPN
cjfa-65815	297	20	,	,	PUNCT
cjfa-65815	297	21	and	and	CCONJ
cjfa-65815	297	22	lagged	lag	VERB
cjfa-65815	297	23	returns	return	NOUN
cjfa-65815	297	24	or	or	CCONJ
cjfa-65815	297	25	momentum	momentum	NOUN
cjfa-65815	297	26	than	than	SCONJ
cjfa-65815	297	27	unadjusted	unadjuste	VERB
cjfa-65815	297	28	excess	excess	ADJ
cjfa-65815	297	29	returns	return	NOUN
cjfa-65815	297	30	.	.	PUNCT
cjfa-65815	298	1	the	the	DET
cjfa-65815	298	2	presence	presence	NOUN
cjfa-65815	298	3	of	of	ADP
cjfa-65815	298	4	yld	yld	PROPN
cjfa-65815	298	5	,	,	PUNCT
cjfa-65815	298	6	price	price	NOUN
cjfa-65815	298	7	,	,	PUNCT
cjfa-65815	298	8	and	and	CCONJ
cjfa-65815	298	9	vol	vol	NOUN
cjfa-65815	298	10	makes	make	VERB
cjfa-65815	298	11	size	size	NOUN
cjfa-65815	298	12	even	even	ADV
cjfa-65815	298	13	more	more	ADV
cjfa-65815	298	14	significant	significant	ADJ
cjfa-65815	298	15	and	and	CCONJ
cjfa-65815	298	16	bm	bm	X
cjfa-65815	298	17	less	less	ADV
cjfa-65815	298	18	significant	significant	ADJ
cjfa-65815	298	19	.	.	PUNCT
cjfa-65815	299	1	yld	yld	NOUN
cjfa-65815	299	2	and	and	CCONJ
cjfa-65815	299	3	vol	vol	NOUN
cjfa-65815	299	4	are	be	AUX
cjfa-65815	299	5	significant	significant	ADJ
cjfa-65815	299	6	in	in	ADP
cjfa-65815	299	7	the	the	DET
cjfa-65815	299	8	overall	overall	ADJ
cjfa-65815	299	9	sample	sample	NOUN
cjfa-65815	299	10	,	,	PUNCT
cjfa-65815	299	11	whereas	whereas	SCONJ
cjfa-65815	299	12	price	price	NOUN
cjfa-65815	299	13	is	be	AUX
cjfa-65815	299	14	insignificant	insignificant	ADJ
cjfa-65815	299	15	.	.	PUNCT
cjfa-65815	300	1	all	all	DET
cjfa-65815	300	2	characteristics	characteristic	NOUN
cjfa-65815	300	3	,	,	PUNCT
cjfa-65815	300	4	except	except	SCONJ
cjfa-65815	300	5	for	for	ADP
cjfa-65815	300	6	price	price	NOUN
cjfa-65815	300	7	,	,	PUNCT
cjfa-65815	300	8	become	become	VERB
cjfa-65815	300	9	highly	highly	ADV
cjfa-65815	300	10	statistically	statistically	ADV
cjfa-65815	300	11	significant	significant	ADJ
cjfa-65815	300	12	after	after	ADP
cjfa-65815	300	13	risk	risk	NOUN
cjfa-65815	300	14	adjustment	adjustment	NOUN
cjfa-65815	300	15	.	.	PUNCT
cjfa-65815	301	1	it	it	PRON
cjfa-65815	301	2	is	be	AUX
cjfa-65815	301	3	also	also	ADV
cjfa-65815	301	4	worth	worth	ADJ
cjfa-65815	301	5	noting	note	VERB
cjfa-65815	301	6	that	that	SCONJ
cjfa-65815	301	7	in	in	ADP
cjfa-65815	301	8	both	both	DET
cjfa-65815	301	9	sets	set	NOUN
cjfa-65815	301	10	of	of	ADP
cjfa-65815	301	11	regressions	regression	NOUN
cjfa-65815	301	12	of	of	ADP
cjfa-65815	301	13	risk	risk	NOUN
cjfa-65815	301	14	-	-	PUNCT
cjfa-65815	301	15	adjusted	adjust	VERB
cjfa-65815	301	16	returns	return	NOUN
cjfa-65815	301	17	(	(	PUNCT
cjfa-65815	301	18	table	table	NOUN
cjfa-65815	301	19	4	4	NUM
cjfa-65815	301	20	and	and	CCONJ
cjfa-65815	301	21	table	table	NOUN
cjfa-65815	301	22	5	5	NUM
cjfa-65815	301	23	)	)	PUNCT
cjfa-65815	301	24	,	,	PUNCT
cjfa-65815	301	25	the	the	DET
cjfa-65815	301	26	intercepts	intercept	NOUN
cjfa-65815	301	27	are	be	AUX
cjfa-65815	301	28	positive	positive	ADJ
cjfa-65815	301	29	and	and	CCONJ
cjfa-65815	301	30	highly	highly	ADV
cjfa-65815	301	31	significant	significant	ADJ
cjfa-65815	301	32	.	.	PUNCT
cjfa-65815	302	1	thus	thus	ADV
cjfa-65815	302	2	,	,	PUNCT
cjfa-65815	302	3	the	the	DET
cjfa-65815	302	4	average	average	ADJ
cjfa-65815	302	5	stock	stock	NOUN
cjfa-65815	302	6	in	in	ADP
cjfa-65815	302	7	the	the	DET
cjfa-65815	302	8	sample	sample	NOUN
cjfa-65815	302	9	underperforms	underperform	VERB
cjfa-65815	302	10	the	the	DET
cjfa-65815	302	11	risk	risk	NOUN
cjfa-65815	302	12	model	model	NOUN
cjfa-65815	302	13	by	by	ADP
cjfa-65815	302	14	a	a	DET
cjfa-65815	302	15	substantial	substantial	ADJ
cjfa-65815	302	16	amount	amount	NOUN
cjfa-65815	302	17	.	.	PUNCT
cjfa-65815	303	1	the	the	DET
cjfa-65815	303	2	results	result	NOUN
cjfa-65815	303	3	lead	lead	VERB
cjfa-65815	303	4	us	we	PRON
cjfa-65815	303	5	to	to	PART
cjfa-65815	303	6	categorically	categorically	ADV
cjfa-65815	303	7	reject	reject	VERB
cjfa-65815	303	8	the	the	DET
cjfa-65815	303	9	null	null	ADJ
cjfa-65815	303	10	hypothesis	hypothesis	NOUN
cjfa-65815	303	11	that	that	PRON
cjfa-65815	303	12	returns	return	NOUN
cjfa-65815	303	13	are	be	AUX
cjfa-65815	303	14	determined	determine	VERB
cjfa-65815	303	15	by	by	ADP
cjfa-65815	303	16	the	the	DET
cjfa-65815	303	17	apt	apt	ADJ
cjfa-65815	303	18	with	with	ADP
cjfa-65815	303	19	ck	ck	PROPN
cjfa-65815	303	20	factors	factor	NOUN
cjfa-65815	303	21	as	as	ADP
cjfa-65815	303	22	the	the	DET
cjfa-65815	303	23	risk	risk	NOUN
cjfa-65815	303	24	model	model	NOUN
cjfa-65815	303	25	.	.	PUNCT
cjfa-65815	304	1	the	the	DET
cjfa-65815	304	2	lags	lag	NOUN
cjfa-65815	304	3	of	of	ADP
cjfa-65815	304	4	size	size	NOUN
cjfa-65815	304	5	,	,	PUNCT
cjfa-65815	304	6	bm	bm	PROPN
cjfa-65815	304	7	,	,	PUNCT
cjfa-65815	304	8	yld	yld	PROPN
cjfa-65815	304	9	,	,	PUNCT
cjfa-65815	304	10	and	and	CCONJ
cjfa-65815	304	11	momentum	momentum	NOUN
cjfa-65815	304	12	have	have	VERB
cjfa-65815	304	13	strong	strong	ADJ
cjfa-65815	304	14	residual	residual	ADJ
cjfa-65815	304	15	pricing	pricing	NOUN
cjfa-65815	304	16	power	power	NOUN
cjfa-65815	304	17	and	and	CCONJ
cjfa-65815	304	18	in	in	ADP
cjfa-65815	304	19	-	-	PUNCT
cjfa-65815	304	20	sample	sample	NOUN
cjfa-65815	304	21	predictability	predictability	NOUN
cjfa-65815	304	22	of	of	ADP
cjfa-65815	304	23	risk	risk	NOUN
cjfa-65815	304	24	-	-	PUNCT
cjfa-65815	304	25	adjusted	adjust	VERB
cjfa-65815	304	26	returns	return	NOUN
cjfa-65815	304	27	.	.	PUNCT
cjfa-65815	305	1	the	the	DET
cjfa-65815	305	2	statistically	statistically	ADV
cjfa-65815	305	3	and	and	CCONJ
cjfa-65815	305	4	economically	economically	ADV
cjfa-65815	305	5	significant	significant	ADJ
cjfa-65815	305	6	intercept	intercept	NOUN
cjfa-65815	305	7	suggests	suggest	VERB
cjfa-65815	305	8	the	the	DET
cjfa-65815	305	9	presence	presence	NOUN
cjfa-65815	305	10	of	of	ADP
cjfa-65815	305	11	omitted	omit	VERB
cjfa-65815	305	12	risk	risk	NOUN
cjfa-65815	305	13	factors	factor	NOUN
cjfa-65815	305	14	.	.	PUNCT
cjfa-65815	305	15	 	 	SPACE
cjfa-65815	306	1	references	reference	NOUN
cjfa-65815	306	2	 	 	SPACE
cjfa-65815	306	3	references	reference	NOUN
cjfa-65815	306	4	amihud	amihud	PROPN
cjfa-65815	306	5	,	,	PUNCT
cjfa-65815	306	6	y.	y.	PROPN
cjfa-65815	306	7	,	,	PUNCT
cjfa-65815	306	8	&	&	CCONJ
cjfa-65815	306	9	mendelson	mendelson	PROPN
cjfa-65815	306	10	,	,	PUNCT
cjfa-65815	306	11	h.	h.	PROPN
cjfa-65815	306	12	(	(	PUNCT
cjfa-65815	306	13	1986	1986	NUM
cjfa-65815	306	14	)	)	PUNCT
cjfa-65815	306	15	.	.	PUNCT
cjfa-65815	307	1	asset	asset	NOUN
cjfa-65815	307	2	pricing	pricing	NOUN
cjfa-65815	307	3	and	and	CCONJ
cjfa-65815	307	4	the	the	DET
cjfa-65815	307	5	bid	bid	NOUN
cjfa-65815	307	6	-	-	PUNCT
cjfa-65815	307	7	ask	ask	NOUN
cjfa-65815	307	8	spread	spread	NOUN
cjfa-65815	307	9	.	.	PUNCT
cjfa-65815	308	1	journal	journal	NOUN
cjfa-65815	308	2	of	of	ADP
cjfa-65815	308	3	financial	financial	ADJ
cjfa-65815	308	4	economics	economic	NOUN
cjfa-65815	308	5	,	,	PUNCT
cjfa-65815	308	6	17(2	17(2	NUM
cjfa-65815	308	7	)	)	PUNCT
cjfa-65815	308	8	,	,	PUNCT
cjfa-65815	308	9	223–249	223–249	NUM
cjfa-65815	308	10	.	.	PUNCT
cjfa-65815	309	1	https://doi.org/10.1016/0304-405x(86)90065-6	https://doi.org/10.1016/0304-405x(86)90065-6	PROPN
cjfa-65815	309	2	.	.	PUNCT
cjfa-65815	309	3	ansari	ansari	PROPN
cjfa-65815	309	4	,	,	PUNCT
cjfa-65815	309	5	v.a	v.a	PROPN
cjfa-65815	309	6	.	.	PROPN
cjfa-65815	309	7	,	,	PUNCT
cjfa-65815	309	8	&	&	CCONJ
cjfa-65815	309	9	khan	khan	PROPN
cjfa-65815	309	10	,	,	PUNCT
cjfa-65815	309	11	s.	s.	PROPN
cjfa-65815	309	12	(	(	PUNCT
cjfa-65815	309	13	2012	2012	NUM
cjfa-65815	309	14	)	)	PUNCT
cjfa-65815	309	15	.	.	PUNCT
cjfa-65815	310	1	momentum	momentum	NOUN
cjfa-65815	310	2	anomaly	anomaly	NOUN
cjfa-65815	310	3	:	:	PUNCT
cjfa-65815	310	4	evidence	evidence	NOUN
cjfa-65815	310	5	from	from	ADP
cjfa-65815	310	6	india	india	PROPN
cjfa-65815	310	7	.	.	PUNCT
cjfa-65815	311	1	managerial	managerial	ADJ
cjfa-65815	311	2	finance	finance	NOUN
cjfa-65815	311	3	,	,	PUNCT
cjfa-65815	311	4	38(2	38(2	NOUN
cjfa-65815	311	5	)	)	PUNCT
cjfa-65815	311	6	,	,	PUNCT
cjfa-65815	311	7	206–223	206–223	NUM
cjfa-65815	311	8	.	.	PUNCT
cjfa-65815	312	1	https://doi.org/10.1108/03074351211193730	https://doi.org/10.1108/03074351211193730	X
cjfa-65815	312	2	.	.	PUNCT
cjfa-65815	313	1	balakrishnan	balakrishnan	PROPN
cjfa-65815	313	2	,	,	PUNCT
cjfa-65815	313	3	a.	a.	NOUN
cjfa-65815	313	4	(	(	PUNCT
cjfa-65815	313	5	2016	2016	NUM
cjfa-65815	313	6	)	)	PUNCT
cjfa-65815	313	7	.	.	PUNCT
cjfa-65815	314	1	size	size	NOUN
cjfa-65815	314	2	,	,	PUNCT
cjfa-65815	314	3	value	value	NOUN
cjfa-65815	314	4	,	,	PUNCT
cjfa-65815	314	5	and	and	CCONJ
cjfa-65815	314	6	momentum	momentum	NOUN
cjfa-65815	314	7	effects	effect	NOUN
cjfa-65815	314	8	in	in	ADP
cjfa-65815	314	9	stock	stock	NOUN
cjfa-65815	314	10	returns	return	NOUN
cjfa-65815	314	11	:	:	PUNCT
cjfa-65815	314	12	evidence	evidence	NOUN
cjfa-65815	314	13	from	from	ADP
cjfa-65815	314	14	india	india	PROPN
cjfa-65815	314	15	.	.	PUNCT
cjfa-65815	315	1	vision	vision	PROPN
cjfa-65815	315	2	:	:	PUNCT
cjfa-65815	315	3	the	the	DET
cjfa-65815	315	4	journal	journal	NOUN
cjfa-65815	315	5	of	of	ADP
cjfa-65815	315	6	business	business	PROPN
cjfa-65815	315	7	perspective	perspective	NOUN
cjfa-65815	315	8	,	,	PUNCT
cjfa-65815	315	9	20(1	20(1	NUM
cjfa-65815	315	10	)	)	PUNCT
cjfa-65815	315	11	,	,	PUNCT
cjfa-65815	315	12	1–8	1–8	X
cjfa-65815	315	13	.	.	PUNCT
cjfa-65815	316	1	https://doi	https://doi	NOUN
cjfa-65815	316	2	.	.	PUNCT
cjfa-65815	316	3	org/10.1177/0972262916628929	org/10.1177/0972262916628929	NOUN
cjfa-65815	316	4	.	.	PUNCT
cjfa-65815	317	1	balakrishnan	balakrishnan	PROPN
cjfa-65815	317	2	,	,	PUNCT
cjfa-65815	317	3	a.	a.	PROPN
cjfa-65815	317	4	,	,	PUNCT
cjfa-65815	317	5	maiti	maiti	PROPN
cjfa-65815	317	6	,	,	PUNCT
cjfa-65815	317	7	m.	m.	NOUN
cjfa-65815	317	8	,	,	PUNCT
cjfa-65815	317	9	&	&	CCONJ
cjfa-65815	317	10	panda	panda	NOUN
cjfa-65815	317	11	,	,	PUNCT
cjfa-65815	317	12	p.	p.	NOUN
cjfa-65815	317	13	(	(	PUNCT
cjfa-65815	317	14	2018	2018	NUM
cjfa-65815	317	15	)	)	PUNCT
cjfa-65815	317	16	.	.	PUNCT
cjfa-65815	318	1	test	test	NOUN
cjfa-65815	318	2	of	of	ADP
cjfa-65815	318	3	five	five	NUM
cjfa-65815	318	4	-	-	PUNCT
cjfa-65815	318	5	factor	factor	NOUN
cjfa-65815	318	6	asset	asset	NOUN
cjfa-65815	318	7	pricing	pricing	NOUN
cjfa-65815	318	8	model	model	NOUN
cjfa-65815	318	9	in	in	ADP
cjfa-65815	318	10	india	india	PROPN
cjfa-65815	318	11	.	.	PUNCT
cjfa-65815	319	1	vision	vision	PROPN
cjfa-65815	319	2	:	:	PUNCT
cjfa-65815	319	3	the	the	DET
cjfa-65815	319	4	journal	journal	NOUN
cjfa-65815	319	5	of	of	ADP
cjfa-65815	319	6	business	business	PROPN
cjfa-65815	319	7	perspective	perspective	NOUN
cjfa-65815	319	8	,	,	PUNCT
cjfa-65815	319	9	22(2	22(2	NUM
cjfa-65815	319	10	)	)	PUNCT
cjfa-65815	319	11	,	,	PUNCT
cjfa-65815	319	12	153–162	153–162	NUM
cjfa-65815	319	13	.	.	PUNCT
cjfa-65815	320	1	https://doi	https://doi	PROPN
cjfa-65815	320	2	.	.	PUNCT
cjfa-65815	320	3	org/10.1177/0972262918766133	org/10.1177/0972262918766133	PROPN
cjfa-65815	320	4	.	.	PUNCT
cjfa-65815	321	1	banz	banz	PROPN
cjfa-65815	321	2	,	,	PUNCT
cjfa-65815	321	3	r.w	r.w	PROPN
cjfa-65815	321	4	.	.	PROPN
cjfa-65815	321	5	(	(	PUNCT
cjfa-65815	321	6	1981	1981	NUM
cjfa-65815	321	7	)	)	PUNCT
cjfa-65815	321	8	.	.	PUNCT
cjfa-65815	322	1	the	the	DET
cjfa-65815	322	2	relationship	relationship	NOUN
cjfa-65815	322	3	between	between	ADP
cjfa-65815	322	4	return	return	NOUN
cjfa-65815	322	5	and	and	CCONJ
cjfa-65815	322	6	market	market	NOUN
cjfa-65815	322	7	value	value	NOUN
cjfa-65815	322	8	of	of	ADP
cjfa-65815	322	9	common	common	ADJ
cjfa-65815	322	10	stocks	stock	NOUN
cjfa-65815	322	11	.	.	PUNCT
cjfa-65815	323	1	journal	journal	NOUN
cjfa-65815	323	2	of	of	ADP
cjfa-65815	323	3	financial	financial	ADJ
cjfa-65815	323	4	economics	economic	NOUN
cjfa-65815	323	5	,	,	PUNCT
cjfa-65815	323	6	9(1	9(1	NUM
cjfa-65815	323	7	)	)	PUNCT
cjfa-65815	323	8	,	,	PUNCT
cjfa-65815	323	9	3–18	3–18	PROPN
cjfa-65815	323	10	.	.	PUNCT
cjfa-65815	324	1	https://doi.org/10.1016/0304405x(81)90018-0	https://doi.org/10.1016/0304405x(81)90018-0	PROPN
cjfa-65815	324	2	.	.	PUNCT
cjfa-65815	325	1	barillas	barillas	PROPN
cjfa-65815	325	2	,	,	PUNCT
cjfa-65815	325	3	f.	f.	PROPN
cjfa-65815	325	4	,	,	PUNCT
cjfa-65815	325	5	&	&	CCONJ
cjfa-65815	325	6	shanken	shanken	PROPN
cjfa-65815	325	7	,	,	PUNCT
cjfa-65815	325	8	j.	j.	PROPN
cjfa-65815	325	9	(	(	PUNCT
cjfa-65815	325	10	2018	2018	NUM
cjfa-65815	325	11	)	)	PUNCT
cjfa-65815	325	12	.	.	PUNCT
cjfa-65815	326	1	comparing	compare	VERB
cjfa-65815	326	2	asset	asset	NOUN
cjfa-65815	326	3	pricing	pricing	NOUN
cjfa-65815	326	4	models	model	NOUN
cjfa-65815	326	5	.	.	PUNCT
cjfa-65815	327	1	the	the	DET
cjfa-65815	327	2	journal	journal	NOUN
cjfa-65815	327	3	of	of	ADP
cjfa-65815	327	4	finance	finance	NOUN
cjfa-65815	327	5	,	,	PUNCT
cjfa-65815	327	6	73(2	73(2	NUM
cjfa-65815	327	7	)	)	PUNCT
cjfa-65815	327	8	,	,	PUNCT
cjfa-65815	327	9	715–754	715–754	NUM
cjfa-65815	327	10	.	.	PUNCT
cjfa-65815	327	11	https://doi.org/10.1111/jofi.12607	https://doi.org/10.1111/jofi.12607	PROPN
cjfa-65815	327	12	.	.	PUNCT
cjfa-65815	328	1	basu	basu	PROPN
cjfa-65815	328	2	,	,	PUNCT
cjfa-65815	328	3	d.	d.	PROPN
cjfa-65815	328	4	,	,	PUNCT
cjfa-65815	328	5	&	&	CCONJ
cjfa-65815	328	6	chawla	chawla	PROPN
cjfa-65815	328	7	,	,	PUNCT
cjfa-65815	328	8	d.	d.	PROPN
cjfa-65815	328	9	(	(	PUNCT
cjfa-65815	328	10	2010	2010	NUM
cjfa-65815	328	11	)	)	PUNCT
cjfa-65815	328	12	.	.	PUNCT
cjfa-65815	329	1	an	an	DET
cjfa-65815	329	2	empirical	empirical	ADJ
cjfa-65815	329	3	test	test	NOUN
cjfa-65815	329	4	of	of	ADP
cjfa-65815	329	5	capm	capm	PROPN
cjfa-65815	329	6	—	—	PUNCT
cjfa-65815	329	7	the	the	DET
cjfa-65815	329	8	case	case	NOUN
cjfa-65815	329	9	of	of	ADP
cjfa-65815	329	10	indian	indian	ADJ
cjfa-65815	329	11	stock	stock	NOUN
cjfa-65815	329	12	market	market	NOUN
cjfa-65815	329	13	.	.	PUNCT
cjfa-65815	330	1	global	global	ADJ
cjfa-65815	330	2	business	business	PROPN
cjfa-65815	330	3	review	review	PROPN
cjfa-65815	330	4	,	,	PUNCT
cjfa-65815	330	5	11(2	11(2	NOUN
cjfa-65815	330	6	)	)	PUNCT
cjfa-65815	330	7	,	,	PUNCT
cjfa-65815	330	8	209–220	209–220	NUM
cjfa-65815	330	9	.	.	PUNCT
cjfa-65815	330	10	https://doi.org/10.1177/097215091001100206	https://doi.org/10.1177/097215091001100206	NOUN
cjfa-65815	330	11	.	.	PUNCT
cjfa-65815	331	1	https://doi.org/10.1016/0304-405x(86)90065-6	https://doi.org/10.1016/0304-405x(86)90065-6	ADV
cjfa-65815	331	2	https://doi.org/10.1177/0972262918766133	https://doi.org/10.1177/0972262918766133	X
cjfa-65815	331	3	https://doi.org/10.1177/0972262918766133	https://doi.org/10.1177/0972262918766133	PUNCT
cjfa-65815	332	1	https://doi.org/10.1016/0304-405x(81)90018-0	https://doi.org/10.1016/0304-405x(81)90018-0	PROPN
cjfa-65815	332	2	https://doi.org/10.1016/0304-405x(81)90018-0	https://doi.org/10.1016/0304-405x(81)90018-0	PROPN
cjfa-65815	332	3	sanjay	sanjay	PROPN
cjfa-65815	332	4	shanbhag	shanbhag	PROPN
cjfa-65815	332	5	,	,	PUNCT
cjfa-65815	332	6	kamran	kamran	PROPN
cjfa-65815	332	7	quddus7272	quddus7272	PROPN
cjfa-65815	332	8	basu	basu	PROPN
cjfa-65815	332	9	,	,	PUNCT
cjfa-65815	332	10	d.	d.	PROPN
cjfa-65815	332	11	,	,	PUNCT
cjfa-65815	332	12	&	&	CCONJ
cjfa-65815	332	13	chawla	chawla	PROPN
cjfa-65815	332	14	,	,	PUNCT
cjfa-65815	332	15	d.	d.	PROPN
cjfa-65815	332	16	(	(	PUNCT
cjfa-65815	332	17	2012	2012	NUM
cjfa-65815	332	18	)	)	PUNCT
cjfa-65815	332	19	.	.	PUNCT
cjfa-65815	333	1	an	an	DET
cjfa-65815	333	2	empirical	empirical	ADJ
cjfa-65815	333	3	test	test	NOUN
cjfa-65815	333	4	of	of	ADP
cjfa-65815	333	5	the	the	DET
cjfa-65815	333	6	arbitrage	arbitrage	NOUN
cjfa-65815	333	7	pricing	pricing	NOUN
cjfa-65815	333	8	theory	theory	NOUN
cjfa-65815	333	9	—	—	PUNCT
cjfa-65815	333	10	the	the	DET
cjfa-65815	333	11	case	case	NOUN
cjfa-65815	333	12	of	of	ADP
cjfa-65815	333	13	indian	indian	ADJ
cjfa-65815	333	14	stock	stock	NOUN
cjfa-65815	333	15	market	market	NOUN
cjfa-65815	333	16	.	.	PUNCT
cjfa-65815	334	1	global	global	ADJ
cjfa-65815	334	2	business	business	PROPN
cjfa-65815	334	3	review	review	PROPN
cjfa-65815	334	4	,	,	PUNCT
cjfa-65815	334	5	13(3	13(3	NUM
cjfa-65815	334	6	)	)	PUNCT
cjfa-65815	334	7	,	,	PUNCT
cjfa-65815	334	8	421–432	421–432	NUM
cjfa-65815	334	9	.	.	PUNCT
cjfa-65815	335	1	https://doi	https://doi	PROPN
cjfa-65815	336	1	.	.	PUNCT
cjfa-65815	336	2	org/10.1177/097215091201300305	org/10.1177/097215091201300305	PROPN
cjfa-65815	336	3	.	.	PUNCT
cjfa-65815	337	1	basu	basu	PROPN
cjfa-65815	337	2	,	,	PUNCT
cjfa-65815	337	3	s.	s.	PROPN
cjfa-65815	337	4	(	(	PUNCT
cjfa-65815	337	5	1983	1983	NUM
cjfa-65815	337	6	)	)	PUNCT
cjfa-65815	337	7	.	.	PUNCT
cjfa-65815	338	1	the	the	DET
cjfa-65815	338	2	relationship	relationship	NOUN
cjfa-65815	338	3	between	between	ADP
cjfa-65815	338	4	earnings	earning	NOUN
cjfa-65815	338	5	’	'	PUNCT
cjfa-65815	338	6	yield	yield	NOUN
cjfa-65815	338	7	,	,	PUNCT
cjfa-65815	338	8	market	market	NOUN
cjfa-65815	338	9	value	value	NOUN
cjfa-65815	338	10	and	and	CCONJ
cjfa-65815	338	11	return	return	VERB
cjfa-65815	338	12	for	for	ADP
cjfa-65815	338	13	nyse	nyse	PROPN
cjfa-65815	338	14	common	common	ADJ
cjfa-65815	338	15	stocks	stock	NOUN
cjfa-65815	338	16	.	.	PUNCT
cjfa-65815	339	1	journal	journal	NOUN
cjfa-65815	339	2	of	of	ADP
cjfa-65815	339	3	financial	financial	ADJ
cjfa-65815	339	4	economics	economic	NOUN
cjfa-65815	339	5	,	,	PUNCT
cjfa-65815	339	6	12(1	12(1	NUM
cjfa-65815	339	7	)	)	PUNCT
cjfa-65815	339	8	,	,	PUNCT
cjfa-65815	339	9	129–156	129–156	NUM
cjfa-65815	339	10	.	.	PUNCT
cjfa-65815	340	1	https://doi	https://doi	PROPN
cjfa-65815	340	2	.	.	PUNCT
cjfa-65815	341	1	org/10.1016/0304	org/10.1016/0304	PROPN
cjfa-65815	341	2	-	-	PUNCT
cjfa-65815	341	3	405x(83)90031	405x(83)90031	NOUN
cjfa-65815	341	4	-	-	PUNCT
cjfa-65815	341	5	4	4	NUM
cjfa-65815	341	6	.	.	PUNCT
cjfa-65815	342	1	bawa	bawa	PROPN
cjfa-65815	342	2	,	,	PUNCT
cjfa-65815	342	3	v.s.	v.s.	ADJ
cjfa-65815	342	4	,	,	PUNCT
cjfa-65815	342	5	&	&	CCONJ
cjfa-65815	342	6	lindenberg	lindenberg	PROPN
cjfa-65815	342	7	,	,	PUNCT
cjfa-65815	342	8	e.b	e.b	PROPN
cjfa-65815	342	9	.	.	PUNCT
cjfa-65815	342	10	(	(	PUNCT
cjfa-65815	342	11	1977	1977	NUM
cjfa-65815	342	12	)	)	PUNCT
cjfa-65815	342	13	.	.	PUNCT
cjfa-65815	343	1	capital	capital	NOUN
cjfa-65815	343	2	market	market	NOUN
cjfa-65815	343	3	equilibrium	equilibrium	NOUN
cjfa-65815	343	4	in	in	ADP
cjfa-65815	343	5	a	a	DET
cjfa-65815	343	6	mean	mean	ADJ
cjfa-65815	343	7	-	-	PUNCT
cjfa-65815	343	8	lower	low	ADJ
cjfa-65815	343	9	partial	partial	ADJ
cjfa-65815	343	10	moment	moment	NOUN
cjfa-65815	343	11	framework	framework	NOUN
cjfa-65815	343	12	.	.	PUNCT
cjfa-65815	344	1	journal	journal	NOUN
cjfa-65815	344	2	of	of	ADP
cjfa-65815	344	3	financial	financial	ADJ
cjfa-65815	344	4	economics	economic	NOUN
cjfa-65815	344	5	,	,	PUNCT
cjfa-65815	344	6	5(2	5(2	NUM
cjfa-65815	344	7	)	)	PUNCT
cjfa-65815	344	8	,	,	PUNCT
cjfa-65815	344	9	189–200	189–200	NUM
cjfa-65815	344	10	.	.	PUNCT
cjfa-65815	345	1	https://doi	https://doi	PROPN
cjfa-65815	345	2	.	.	PUNCT
cjfa-65815	346	1	org/10.1016/0304	org/10.1016/0304	PROPN
cjfa-65815	346	2	-	-	PUNCT
cjfa-65815	346	3	405x(77)90017	405x(77)90017	NUM
cjfa-65815	346	4	-	-	PUNCT
cjfa-65815	346	5	4	4	NUM
cjfa-65815	346	6	.	.	PUNCT
cjfa-65815	347	1	berk	berk	PROPN
cjfa-65815	347	2	,	,	PUNCT
cjfa-65815	347	3	j.	j.	PROPN
cjfa-65815	347	4	b.	b.	PROPN
cjfa-65815	347	5	(	(	PUNCT
cjfa-65815	347	6	2000	2000	NUM
cjfa-65815	347	7	)	)	PUNCT
cjfa-65815	347	8	.	.	PUNCT
cjfa-65815	348	1	sorting	sort	VERB
cjfa-65815	348	2	out	out	ADP
cjfa-65815	348	3	sorts	sort	NOUN
cjfa-65815	348	4	.	.	PUNCT
cjfa-65815	349	1	the	the	DET
cjfa-65815	349	2	journal	journal	PROPN
cjfa-65815	349	3	of	of	ADP
cjfa-65815	349	4	finance	finance	NOUN
cjfa-65815	349	5	,	,	PUNCT
cjfa-65815	349	6	55(1	55(1	NOUN
cjfa-65815	349	7	)	)	PUNCT
cjfa-65815	349	8	,	,	PUNCT
cjfa-65815	349	9	407–427	407–427	NUM
cjfa-65815	349	10	.	.	PUNCT
cjfa-65815	350	1	https://doi	https://doi	NOUN
cjfa-65815	350	2	.	.	PUNCT
cjfa-65815	351	1	org/10.1111/0022	org/10.1111/0022	PROPN
cjfa-65815	351	2	-	-	PUNCT
cjfa-65815	351	3	1082.00210	1082.00210	PROPN
cjfa-65815	351	4	.	.	PUNCT
cjfa-65815	352	1	black	black	PROPN
cjfa-65815	352	2	,	,	PUNCT
cjfa-65815	352	3	f.	f.	PROPN
cjfa-65815	352	4	,	,	PUNCT
cjfa-65815	352	5	jensen	jensen	PROPN
cjfa-65815	352	6	,	,	PUNCT
cjfa-65815	352	7	m.	m.	NOUN
cjfa-65815	352	8	,	,	PUNCT
cjfa-65815	352	9	&	&	CCONJ
cjfa-65815	352	10	scholes	scholes	PROPN
cjfa-65815	352	11	,	,	PUNCT
cjfa-65815	352	12	m.	m.	NOUN
cjfa-65815	352	13	(	(	PUNCT
cjfa-65815	352	14	1972	1972	NUM
cjfa-65815	352	15	)	)	PUNCT
cjfa-65815	352	16	.	.	PUNCT
cjfa-65815	353	1	the	the	DET
cjfa-65815	353	2	capital	capital	NOUN
cjfa-65815	353	3	asset	asset	NOUN
cjfa-65815	353	4	pricing	pricing	NOUN
cjfa-65815	353	5	model	model	NOUN
cjfa-65815	353	6	:	:	PUNCT
cjfa-65815	353	7	some	some	DET
cjfa-65815	353	8	empirical	empirical	ADJ
cjfa-65815	353	9	tests	test	NOUN
cjfa-65815	353	10	.	.	PUNCT
cjfa-65815	354	1	in	in	ADP
cjfa-65815	354	2	m.	m.	PROPN
cjfa-65815	354	3	jensen	jensen	PROPN
cjfa-65815	354	4	.	.	PUNCT
cjfa-65815	355	1	studies	study	NOUN
cjfa-65815	355	2	in	in	ADP
cjfa-65815	355	3	the	the	DET
cjfa-65815	355	4	theory	theory	NOUN
cjfa-65815	355	5	of	of	ADP
cjfa-65815	355	6	capital	capital	NOUN
cjfa-65815	355	7	markets	market	NOUN
cjfa-65815	355	8	.	.	PUNCT
cjfa-65815	356	1	new	new	PROPN
cjfa-65815	356	2	york	york	PROPN
cjfa-65815	356	3	:	:	PUNCT
cjfa-65815	356	4	praeger	praeger	NOUN
cjfa-65815	356	5	publishers	publisher	NOUN
cjfa-65815	356	6	.	.	PUNCT
cjfa-65815	357	1	carhart	carhart	NOUN
cjfa-65815	357	2	,	,	PUNCT
cjfa-65815	357	3	m.m	m.m	PROPN
cjfa-65815	357	4	.	.	PROPN
cjfa-65815	357	5	(	(	PUNCT
cjfa-65815	357	6	1997	1997	NUM
cjfa-65815	357	7	)	)	PUNCT
cjfa-65815	357	8	.	.	PUNCT
cjfa-65815	358	1	on	on	ADP
cjfa-65815	358	2	persistence	persistence	NOUN
cjfa-65815	358	3	in	in	ADP
cjfa-65815	358	4	mutual	mutual	ADJ
cjfa-65815	358	5	fund	fund	NOUN
cjfa-65815	358	6	performance	performance	NOUN
cjfa-65815	358	7	.	.	PUNCT
cjfa-65815	359	1	the	the	DET
cjfa-65815	359	2	journal	journal	PROPN
cjfa-65815	359	3	of	of	ADP
cjfa-65815	359	4	finance	finance	NOUN
cjfa-65815	359	5	,	,	PUNCT
cjfa-65815	359	6	52(1	52(1	NOUN
cjfa-65815	359	7	)	)	PUNCT
cjfa-65815	359	8	,	,	PUNCT
cjfa-65815	359	9	57–82	57–82	NUM
cjfa-65815	359	10	.	.	PUNCT
cjfa-65815	360	1	https://doi.org/10.1111/j.1540-6261.1997.tb03808.x	https://doi.org/10.1111/j.1540-6261.1997.tb03808.x	PROPN
cjfa-65815	360	2	.	.	PUNCT
cjfa-65815	360	3	chan	chan	PROPN
cjfa-65815	360	4	,	,	PUNCT
cjfa-65815	360	5	l.k	l.k	PROPN
cjfa-65815	360	6	.	.	PROPN
cjfa-65815	360	7	,	,	PUNCT
cjfa-65815	360	8	jegadeesh	jegadeesh	PROPN
cjfa-65815	360	9	,	,	PUNCT
cjfa-65815	360	10	n.	n.	NOUN
cjfa-65815	360	11	,	,	PUNCT
cjfa-65815	360	12	&	&	CCONJ
cjfa-65815	360	13	lakonishok	lakonishok	PROPN
cjfa-65815	360	14	,	,	PUNCT
cjfa-65815	360	15	j.	j.	PROPN
cjfa-65815	360	16	(	(	PUNCT
cjfa-65815	360	17	1995	1995	NUM
cjfa-65815	360	18	)	)	PUNCT
cjfa-65815	360	19	.	.	PUNCT
cjfa-65815	361	1	momentum	momentum	NOUN
cjfa-65815	361	2	strategies	strategy	NOUN
cjfa-65815	361	3	.	.	PUNCT
cjfa-65815	362	1	the	the	DET
cjfa-65815	362	2	journal	journal	NOUN
cjfa-65815	362	3	of	of	ADP
cjfa-65815	362	4	finance	finance	NOUN
cjfa-65815	362	5	,	,	PUNCT
cjfa-65815	362	6	51	51	NUM
cjfa-65815	362	7	,	,	PUNCT
cjfa-65815	362	8	1681–1713	1681–1713	NUM
cjfa-65815	362	9	.	.	PUNCT
cjfa-65815	363	1	https://doi.org/10.3386/w5375	https://doi.org/10.3386/w5375	PROPN
cjfa-65815	363	2	.	.	PUNCT
cjfa-65815	364	1	chen	chen	PROPN
cjfa-65815	364	2	,	,	PUNCT
cjfa-65815	364	3	l.	l.	PROPN
cjfa-65815	364	4	,	,	PUNCT
cjfa-65815	364	5	&	&	CCONJ
cjfa-65815	364	6	zhang	zhang	PROPN
cjfa-65815	364	7	,	,	PUNCT
cjfa-65815	364	8	l.	l.	PROPN
cjfa-65815	364	9	(	(	PUNCT
cjfa-65815	364	10	2009	2009	NUM
cjfa-65815	364	11	)	)	PUNCT
cjfa-65815	364	12	.	.	PUNCT
cjfa-65815	365	1	a	a	DET
cjfa-65815	365	2	better	well	ADJ
cjfa-65815	365	3	three	three	NUM
cjfa-65815	365	4	-	-	PUNCT
cjfa-65815	365	5	factor	factor	NOUN
cjfa-65815	365	6	model	model	NOUN
cjfa-65815	365	7	that	that	PRON
cjfa-65815	365	8	explains	explain	VERB
cjfa-65815	365	9	more	more	ADJ
cjfa-65815	365	10	anomalies	anomaly	NOUN
cjfa-65815	365	11	.	.	PUNCT
cjfa-65815	366	1	journal	journal	PROPN
cjfa-65815	366	2	of	of	ADP
cjfa-65815	366	3	finance	finance	NOUN
cjfa-65815	366	4	,	,	PUNCT
cjfa-65815	366	5	65(2	65(2	NOUN
cjfa-65815	366	6	)	)	PUNCT
cjfa-65815	366	7	,	,	PUNCT
cjfa-65815	366	8	563–594	563–594	NUM
cjfa-65815	366	9	.	.	PUNCT
cjfa-65815	367	1	chen	chen	PROPN
cjfa-65815	367	2	,	,	PUNCT
cjfa-65815	367	3	n.	n.	NOUN
cjfa-65815	367	4	,	,	PUNCT
cjfa-65815	367	5	roll	roll	NOUN
cjfa-65815	367	6	,	,	PUNCT
cjfa-65815	367	7	r.	r.	PROPN
cjfa-65815	367	8	,	,	PUNCT
cjfa-65815	367	9	&	&	CCONJ
cjfa-65815	367	10	ross	ross	PROPN
cjfa-65815	367	11	,	,	PUNCT
cjfa-65815	367	12	s.a	s.a	PROPN
cjfa-65815	367	13	.	.	PROPN
cjfa-65815	367	14	(	(	PUNCT
cjfa-65815	367	15	1986	1986	NUM
cjfa-65815	367	16	)	)	PUNCT
cjfa-65815	367	17	.	.	PUNCT
cjfa-65815	368	1	economic	economic	ADJ
cjfa-65815	368	2	forces	force	NOUN
cjfa-65815	368	3	and	and	CCONJ
cjfa-65815	368	4	the	the	DET
cjfa-65815	368	5	stock	stock	NOUN
cjfa-65815	368	6	market	market	NOUN
cjfa-65815	368	7	.	.	PUNCT
cjfa-65815	369	1	the	the	DET
cjfa-65815	369	2	journal	journal	NOUN
cjfa-65815	369	3	of	of	ADP
cjfa-65815	369	4	business	business	NOUN
cjfa-65815	369	5	,	,	PUNCT
cjfa-65815	369	6	59(3	59(3	NUM
cjfa-65815	369	7	)	)	PUNCT
cjfa-65815	369	8	,	,	PUNCT
cjfa-65815	369	9	383–403	383–403	NUM
cjfa-65815	369	10	.	.	PUNCT
cjfa-65815	370	1	https://doi.org/10.1086/296344	https://doi.org/10.1086/296344	PROPN
cjfa-65815	370	2	.	.	PUNCT
cjfa-65815	370	3	chordia	chordia	PROPN
cjfa-65815	370	4	,	,	PUNCT
cjfa-65815	370	5	t.	t.	PROPN
cjfa-65815	370	6	,	,	PUNCT
cjfa-65815	370	7	goyal	goyal	PROPN
cjfa-65815	370	8	,	,	PUNCT
cjfa-65815	370	9	a.	a.	PROPN
cjfa-65815	370	10	,	,	PUNCT
cjfa-65815	370	11	&	&	CCONJ
cjfa-65815	370	12	saretto	saretto	PROPN
cjfa-65815	370	13	,	,	PUNCT
cjfa-65815	370	14	a.	a.	NOUN
cjfa-65815	370	15	(	(	PUNCT
cjfa-65815	370	16	2020	2020	NUM
cjfa-65815	370	17	)	)	PUNCT
cjfa-65815	370	18	.	.	PUNCT
cjfa-65815	371	1	anomalies	anomaly	NOUN
cjfa-65815	371	2	and	and	CCONJ
cjfa-65815	371	3	false	false	ADJ
cjfa-65815	371	4	rejections	rejection	NOUN
cjfa-65815	371	5	.	.	PUNCT
cjfa-65815	372	1	the	the	DET
cjfa-65815	372	2	review	review	NOUN
cjfa-65815	372	3	of	of	ADP
cjfa-65815	372	4	financial	financial	ADJ
cjfa-65815	372	5	studies	study	NOUN
cjfa-65815	372	6	,	,	PUNCT
cjfa-65815	372	7	33(5	33(5	NUM
cjfa-65815	372	8	)	)	PUNCT
cjfa-65815	372	9	,	,	PUNCT
cjfa-65815	372	10	2134–2179	2134–2179	NUM
cjfa-65815	372	11	.	.	PUNCT
cjfa-65815	373	1	https://doi.org/10.1093/rfs/hhaa018	https://doi.org/10.1093/rfs/hhaa018	NOUN
cjfa-65815	373	2	.	.	PUNCT
cjfa-65815	374	1	cochrane	cochrane	PROPN
cjfa-65815	374	2	,	,	PUNCT
cjfa-65815	374	3	j.h	j.h	PROPN
cjfa-65815	374	4	.	.	PROPN
cjfa-65815	374	5	(	(	PUNCT
cjfa-65815	374	6	2011	2011	NUM
cjfa-65815	374	7	)	)	PUNCT
cjfa-65815	374	8	.	.	PUNCT
cjfa-65815	375	1	presidential	presidential	ADJ
cjfa-65815	375	2	address	address	NOUN
cjfa-65815	375	3	:	:	PUNCT
cjfa-65815	375	4	discount	discount	NOUN
cjfa-65815	375	5	rates	rate	NOUN
cjfa-65815	375	6	.	.	PUNCT
cjfa-65815	376	1	the	the	DET
cjfa-65815	376	2	journal	journal	NOUN
cjfa-65815	376	3	of	of	ADP
cjfa-65815	376	4	finance	finance	NOUN
cjfa-65815	376	5	,	,	PUNCT
cjfa-65815	376	6	66(4	66(4	NUM
cjfa-65815	376	7	)	)	PUNCT
cjfa-65815	376	8	,	,	PUNCT
cjfa-65815	376	9	1047–1108	1047–1108	NUM
cjfa-65815	376	10	.	.	PUNCT
cjfa-65815	377	1	https://doi.org/10.1111/j.1540-6261.2011.01671.x	https://doi.org/10.1111/j.1540-6261.2011.01671.x	NOUN
cjfa-65815	377	2	.	.	PUNCT
cjfa-65815	378	1	connor	connor	PROPN
cjfa-65815	378	2	,	,	PUNCT
cjfa-65815	378	3	g.	g.	PROPN
cjfa-65815	378	4	(	(	PUNCT
cjfa-65815	378	5	1995	1995	NUM
cjfa-65815	378	6	)	)	PUNCT
cjfa-65815	378	7	.	.	PUNCT
cjfa-65815	379	1	the	the	DET
cjfa-65815	379	2	three	three	NUM
cjfa-65815	379	3	types	type	NOUN
cjfa-65815	379	4	of	of	ADP
cjfa-65815	379	5	factor	factor	NOUN
cjfa-65815	379	6	models	model	NOUN
cjfa-65815	379	7	:	:	PUNCT
cjfa-65815	379	8	a	a	DET
cjfa-65815	379	9	comparison	comparison	NOUN
cjfa-65815	379	10	of	of	ADP
cjfa-65815	379	11	their	their	PRON
cjfa-65815	379	12	explanatory	explanatory	ADJ
cjfa-65815	379	13	power	power	NOUN
cjfa-65815	379	14	.	.	PUNCT
cjfa-65815	380	1	financial	financial	ADJ
cjfa-65815	380	2	analysts	analyst	NOUN
cjfa-65815	380	3	journal	journal	NOUN
cjfa-65815	380	4	,	,	PUNCT
cjfa-65815	380	5	51(3	51(3	NUM
cjfa-65815	380	6	)	)	PUNCT
cjfa-65815	380	7	,	,	PUNCT
cjfa-65815	380	8	42–46	42–46	NUM
cjfa-65815	380	9	.	.	PUNCT
cjfa-65815	381	1	https://doi.org/10.2469/faj.v51	https://doi.org/10.2469/faj.v51	NOUN
cjfa-65815	381	2	.	.	PUNCT
cjfa-65815	382	1	n3.1904	n3.1904	PROPN
cjfa-65815	382	2	.	.	PUNCT
cjfa-65815	383	1	connor	connor	PROPN
cjfa-65815	383	2	,	,	PUNCT
cjfa-65815	383	3	g.	g.	PROPN
cjfa-65815	383	4	,	,	PUNCT
cjfa-65815	383	5	&	&	CCONJ
cjfa-65815	383	6	korajczyk	korajczyk	PROPN
cjfa-65815	383	7	,	,	PUNCT
cjfa-65815	383	8	r.a	r.a	PROPN
cjfa-65815	383	9	.	.	PROPN
cjfa-65815	383	10	(	(	PUNCT
cjfa-65815	383	11	1988	1988	NUM
cjfa-65815	383	12	)	)	PUNCT
cjfa-65815	383	13	.	.	PUNCT
cjfa-65815	384	1	risk	risk	NOUN
cjfa-65815	384	2	and	and	CCONJ
cjfa-65815	384	3	return	return	VERB
cjfa-65815	384	4	in	in	ADP
cjfa-65815	384	5	an	an	DET
cjfa-65815	384	6	equilibrium	equilibrium	NOUN
cjfa-65815	384	7	apt	apt	ADJ
cjfa-65815	384	8	.	.	PROPN
cjfa-65815	384	9	journal	journal	PROPN
cjfa-65815	384	10	of	of	ADP
cjfa-65815	384	11	financial	financial	ADJ
cjfa-65815	384	12	economics	economic	NOUN
cjfa-65815	384	13	,	,	PUNCT
cjfa-65815	384	14	21(2	21(2	NUM
cjfa-65815	384	15	)	)	PUNCT
cjfa-65815	384	16	,	,	PUNCT
cjfa-65815	384	17	255–289	255–289	NUM
cjfa-65815	384	18	.	.	PUNCT
cjfa-65815	385	1	https://doi.org/10.1016/0304-405x(88)90062-1	https://doi.org/10.1016/0304-405x(88)90062-1	PROPN
cjfa-65815	385	2	.	.	PUNCT
cjfa-65815	385	3	connor	connor	PROPN
cjfa-65815	385	4	,	,	PUNCT
cjfa-65815	385	5	g.	g.	PROPN
cjfa-65815	385	6	,	,	PUNCT
cjfa-65815	385	7	&	&	CCONJ
cjfa-65815	385	8	korajczyk	korajczyk	PROPN
cjfa-65815	385	9	,	,	PUNCT
cjfa-65815	385	10	r.a	r.a	PROPN
cjfa-65815	385	11	.	.	PROPN
cjfa-65815	385	12	(	(	PUNCT
cjfa-65815	385	13	1993	1993	NUM
cjfa-65815	385	14	)	)	PUNCT
cjfa-65815	385	15	.	.	PUNCT
cjfa-65815	386	1	a	a	DET
cjfa-65815	386	2	test	test	NOUN
cjfa-65815	386	3	for	for	ADP
cjfa-65815	386	4	the	the	DET
cjfa-65815	386	5	number	number	NOUN
cjfa-65815	386	6	of	of	ADP
cjfa-65815	386	7	factors	factor	NOUN
cjfa-65815	386	8	in	in	ADP
cjfa-65815	386	9	an	an	DET
cjfa-65815	386	10	approximate	approximate	ADJ
cjfa-65815	386	11	factor	factor	NOUN
cjfa-65815	386	12	model	model	NOUN
cjfa-65815	386	13	.	.	PUNCT
cjfa-65815	387	1	the	the	DET
cjfa-65815	387	2	journal	journal	PROPN
cjfa-65815	387	3	of	of	ADP
cjfa-65815	387	4	finance	finance	NOUN
cjfa-65815	387	5	,	,	PUNCT
cjfa-65815	387	6	48(4	48(4	NUM
cjfa-65815	387	7	)	)	PUNCT
cjfa-65815	387	8	,	,	PUNCT
cjfa-65815	387	9	1263–1291	1263–1291	NUM
cjfa-65815	387	10	.	.	PUNCT
cjfa-65815	388	1	https://doi	https://doi	PROPN
cjfa-65815	388	2	.	.	PUNCT
cjfa-65815	388	3	org/10.2307/2329038	org/10.2307/2329038	PROPN
cjfa-65815	388	4	.	.	PUNCT
cjfa-65815	389	1	daniel	daniel	PROPN
cjfa-65815	389	2	,	,	PUNCT
cjfa-65815	389	3	k.	k.	PROPN
cjfa-65815	389	4	,	,	PUNCT
cjfa-65815	389	5	hirshleifer	hirshleifer	PROPN
cjfa-65815	389	6	,	,	PUNCT
cjfa-65815	389	7	d.	d.	PROPN
cjfa-65815	389	8	,	,	PUNCT
cjfa-65815	389	9	&	&	CCONJ
cjfa-65815	389	10	subrahmanyam	subrahmanyam	PROPN
cjfa-65815	389	11	,	,	PUNCT
cjfa-65815	389	12	a.	a.	NOUN
cjfa-65815	389	13	(	(	PUNCT
cjfa-65815	389	14	1998	1998	NUM
cjfa-65815	389	15	)	)	PUNCT
cjfa-65815	389	16	.	.	PUNCT
cjfa-65815	390	1	investor	investor	NOUN
cjfa-65815	390	2	psychology	psychology	NOUN
cjfa-65815	390	3	and	and	CCONJ
cjfa-65815	390	4	security	security	NOUN
cjfa-65815	390	5	market	market	NOUN
cjfa-65815	390	6	underand	underand	NOUN
cjfa-65815	390	7	overreactions	overreaction	NOUN
cjfa-65815	390	8	.	.	PUNCT
cjfa-65815	391	1	the	the	DET
cjfa-65815	391	2	journal	journal	PROPN
cjfa-65815	391	3	of	of	ADP
cjfa-65815	391	4	finance	finance	NOUN
cjfa-65815	391	5	,	,	PUNCT
cjfa-65815	391	6	53(6	53(6	PROPN
cjfa-65815	391	7	)	)	PUNCT
cjfa-65815	391	8	,	,	PUNCT
cjfa-65815	391	9	1839–1885	1839–1885	NUM
cjfa-65815	391	10	.	.	PUNCT
cjfa-65815	392	1	https://doi.org/10.1111/0022-1082.00077	https://doi.org/10.1111/0022-1082.00077	PROPN
cjfa-65815	392	2	.	.	PUNCT
cjfa-65815	393	1	das	das	PROPN
cjfa-65815	393	2	,	,	PUNCT
cjfa-65815	393	3	s.	s.	PROPN
cjfa-65815	393	4	(	(	PUNCT
cjfa-65815	393	5	2015	2015	NUM
cjfa-65815	393	6	)	)	PUNCT
cjfa-65815	393	7	.	.	PUNCT
cjfa-65815	394	1	empirical	empirical	ADJ
cjfa-65815	394	2	evidence	evidence	NOUN
cjfa-65815	394	3	of	of	ADP
cjfa-65815	394	4	conditional	conditional	ADJ
cjfa-65815	394	5	asset	asset	NOUN
cjfa-65815	394	6	pricing	pricing	NOUN
cjfa-65815	394	7	in	in	ADP
cjfa-65815	394	8	the	the	DET
cjfa-65815	394	9	indian	indian	ADJ
cjfa-65815	394	10	stock	stock	NOUN
cjfa-65815	394	11	market	market	NOUN
cjfa-65815	394	12	.	.	PUNCT
cjfa-65815	395	1	economic	economic	ADJ
cjfa-65815	395	2	systems	system	NOUN
cjfa-65815	395	3	,	,	PUNCT
cjfa-65815	395	4	39(2	39(2	NUM
cjfa-65815	395	5	)	)	PUNCT
cjfa-65815	395	6	,	,	PUNCT
cjfa-65815	395	7	225–239	225–239	NUM
cjfa-65815	395	8	.	.	PUNCT
cjfa-65815	395	9	https://doi.org/10.1016/j.ecosys.2014	https://doi.org/10.1016/j.ecosys.2014	PROPN
cjfa-65815	395	10	.	.	PUNCT
cjfa-65815	396	1	07.003	07.003	NUM
cjfa-65815	396	2	.	.	PUNCT
cjfa-65815	397	1	das	das	PROPN
cjfa-65815	397	2	,	,	PUNCT
cjfa-65815	397	3	s.	s.	PROPN
cjfa-65815	397	4	,	,	PUNCT
cjfa-65815	397	5	&	&	CCONJ
cjfa-65815	397	6	barai	barai	PROPN
cjfa-65815	397	7	,	,	PUNCT
cjfa-65815	397	8	p.	p.	NOUN
cjfa-65815	397	9	(	(	PUNCT
cjfa-65815	397	10	2015	2015	NUM
cjfa-65815	397	11	)	)	PUNCT
cjfa-65815	397	12	.	.	PUNCT
cjfa-65815	398	1	time	time	NOUN
cjfa-65815	398	2	-	-	PUNCT
cjfa-65815	398	3	varying	vary	VERB
cjfa-65815	398	4	industry	industry	NOUN
cjfa-65815	398	5	beta	beta	NOUN
cjfa-65815	398	6	in	in	ADP
cjfa-65815	398	7	indian	indian	ADJ
cjfa-65815	398	8	stock	stock	NOUN
cjfa-65815	398	9	market	market	NOUN
cjfa-65815	398	10	and	and	CCONJ
cjfa-65815	398	11	forecasting	forecasting	NOUN
cjfa-65815	398	12	errors	error	NOUN
cjfa-65815	398	13	.	.	PUNCT
cjfa-65815	399	1	international	international	ADJ
cjfa-65815	399	2	journal	journal	NOUN
cjfa-65815	399	3	of	of	ADP
cjfa-65815	399	4	emerging	emerge	VERB
cjfa-65815	399	5	markets	market	NOUN
cjfa-65815	399	6	,	,	PUNCT
cjfa-65815	399	7	10(3	10(3	NUM
cjfa-65815	399	8	)	)	PUNCT
cjfa-65815	399	9	,	,	PUNCT
cjfa-65815	399	10	521–534	521–534	NUM
cjfa-65815	399	11	.	.	PUNCT
cjfa-65815	400	1	https://	https://	PROPN
cjfa-65815	400	2	doi.org/10.1108/ijoem-02-2013-0035	doi.org/10.1108/ijoem-02-2013-0035	PROPN
cjfa-65815	400	3	.	.	PUNCT
cjfa-65815	401	1	https://doi.org/10.1177/097215091201300305	https://doi.org/10.1177/097215091201300305	NUM
cjfa-65815	401	2	https://doi.org/10.1177/097215091201300305	https://doi.org/10.1177/097215091201300305	NOUN
cjfa-65815	402	1	https://doi.org/10.1016/0304-405x(83)90031-4	https://doi.org/10.1016/0304-405x(83)90031-4	PROPN
cjfa-65815	402	2	https://doi.org/10.1016/0304-405x(83)90031-4	https://doi.org/10.1016/0304-405x(83)90031-4	PROPN
cjfa-65815	402	3	https://doi.org/10.1016/0304-405x(77)90017-4	https://doi.org/10.1016/0304-405x(77)90017-4	PROPN
cjfa-65815	402	4	https://doi.org/10.1016/0304-405x(77)90017-4	https://doi.org/10.1016/0304-405x(77)90017-4	PROPN
cjfa-65815	402	5	https://doi.org/10.1111/0022-1082.00210	https://doi.org/10.1111/0022-1082.00210	NOUN
cjfa-65815	402	6	https://doi.org/10.1111/0022-1082.00210	https://doi.org/10.1111/0022-1082.00210	PROPN
cjfa-65815	402	7	https://doi.org/10.2469/faj.v51.n3.1904	https://doi.org/10.2469/faj.v51.n3.1904	PROPN
cjfa-65815	402	8	https://doi.org/10.2469/faj.v51.n3.1904	https://doi.org/10.2469/faj.v51.n3.1904	PROPN
cjfa-65815	403	1	https://doi.org/10.1016/0304-405x(88)90062-1	https://doi.org/10.1016/0304-405x(88)90062-1	PROPN
cjfa-65815	403	2	https://doi.org/10.2307/2329038	https://doi.org/10.2307/2329038	PROPN
cjfa-65815	403	3	https://doi.org/10.2307/2329038	https://doi.org/10.2307/2329038	ADJ
cjfa-65815	403	4	https://doi.org/10.1016/j.ecosys.2014.07.003	https://doi.org/10.1016/j.ecosys.2014.07.003	PROPN
cjfa-65815	403	5	https://doi.org/10.1016/j.ecosys.2014.07.003	https://doi.org/10.1016/j.ecosys.2014.07.003	PROPN
cjfa-65815	403	6	https://doi.org/10.1108/ijoem-02-2013-0035	https://doi.org/10.1108/ijoem-02-2013-0035	PROPN
cjfa-65815	403	7	https://doi.org/10.1108/ijoem-02-2013-0035	https://doi.org/10.1108/ijoem-02-2013-0035	PROPN
cjfa-65815	403	8	cross	cross	ADJ
cjfa-65815	403	9	-	-	ADJ
cjfa-65815	403	10	sectional	sectional	ADJ
cjfa-65815	403	11	predictability	predictability	NOUN
cjfa-65815	403	12	of	of	ADP
cjfa-65815	403	13	indian	indian	ADJ
cjfa-65815	403	14	stock	stock	NOUN
cjfa-65815	403	15	returns	return	NOUN
cjfa-65815	403	16	…	…	PUNCT
cjfa-65815	403	17	7373	7373	NUM
cjfa-65815	403	18	das	das	PROPN
cjfa-65815	403	19	,	,	PUNCT
cjfa-65815	403	20	s.	s.	PROPN
cjfa-65815	403	21	,	,	PUNCT
cjfa-65815	403	22	&	&	CCONJ
cjfa-65815	403	23	barai	barai	PROPN
cjfa-65815	403	24	,	,	PUNCT
cjfa-65815	403	25	p.	p.	NOUN
cjfa-65815	403	26	(	(	PUNCT
cjfa-65815	403	27	2016	2016	NUM
cjfa-65815	403	28	)	)	PUNCT
cjfa-65815	403	29	.	.	PUNCT
cjfa-65815	404	1	size	size	NOUN
cjfa-65815	404	2	,	,	PUNCT
cjfa-65815	404	3	value	value	NOUN
cjfa-65815	404	4	and	and	CCONJ
cjfa-65815	404	5	momentum	momentum	NOUN
cjfa-65815	404	6	in	in	ADP
cjfa-65815	404	7	stock	stock	NOUN
cjfa-65815	404	8	returns	return	NOUN
cjfa-65815	404	9	:	:	PUNCT
cjfa-65815	404	10	evidence	evidence	NOUN
cjfa-65815	404	11	from	from	ADP
cjfa-65815	404	12	india	india	PROPN
cjfa-65815	404	13	.	.	PUNCT
cjfa-65815	405	1	macroeconomics	macroeconomic	NOUN
cjfa-65815	405	2	and	and	CCONJ
cjfa-65815	405	3	finance	finance	NOUN
cjfa-65815	405	4	in	in	ADP
cjfa-65815	405	5	emerging	emerge	VERB
cjfa-65815	405	6	market	market	NOUN
cjfa-65815	405	7	economies	economy	NOUN
cjfa-65815	405	8	,	,	PUNCT
cjfa-65815	405	9	9(3	9(3	NUM
cjfa-65815	405	10	)	)	PUNCT
cjfa-65815	405	11	,	,	PUNCT
cjfa-65815	405	12	284–302	284–302	NUM
cjfa-65815	405	13	.	.	PUNCT
cjfa-65815	406	1	https://doi.org/10.1080/17520843.2016.1148754	https://doi.org/10.1080/17520843.2016.1148754	PROPN
cjfa-65815	406	2	.	.	PUNCT
cjfa-65815	407	1	dutta	dutta	PROPN
cjfa-65815	407	2	,	,	PUNCT
cjfa-65815	407	3	a.	a.	NOUN
cjfa-65815	407	4	(	(	PUNCT
cjfa-65815	407	5	2019	2019	NUM
cjfa-65815	407	6	)	)	PUNCT
cjfa-65815	407	7	.	.	PUNCT
cjfa-65815	408	1	does	do	AUX
cjfa-65815	408	2	the	the	DET
cjfa-65815	408	3	five	five	NUM
cjfa-65815	408	4	-	-	PUNCT
cjfa-65815	408	5	factor	factor	NOUN
cjfa-65815	408	6	asset	asset	NOUN
cjfa-65815	408	7	pricing	pricing	NOUN
cjfa-65815	408	8	model	model	NOUN
cjfa-65815	408	9	have	have	VERB
cjfa-65815	408	10	sufficient	sufficient	ADJ
cjfa-65815	408	11	power	power	NOUN
cjfa-65815	408	12	?	?	PUNCT
cjfa-65815	409	1	global	global	ADJ
cjfa-65815	409	2	business	business	PROPN
cjfa-65815	409	3	review	review	PROPN
cjfa-65815	409	4	,	,	PUNCT
cjfa-65815	409	5	20(3	20(3	NOUN
cjfa-65815	409	6	)	)	PUNCT
cjfa-65815	409	7	,	,	PUNCT
cjfa-65815	409	8	684–691	684–691	NUM
cjfa-65815	409	9	.	.	PUNCT
cjfa-65815	410	1	https://doi.org/10.1177/0972150919837060	https://doi.org/10.1177/0972150919837060	NOUN
cjfa-65815	410	2	.	.	PUNCT
cjfa-65815	411	1	fama	fama	PROPN
cjfa-65815	411	2	,	,	PUNCT
cjfa-65815	411	3	e.f	e.f	PROPN
cjfa-65815	411	4	.	.	PROPN
cjfa-65815	411	5	(	(	PUNCT
cjfa-65815	411	6	1991	1991	NUM
cjfa-65815	411	7	)	)	PUNCT
cjfa-65815	411	8	.	.	PUNCT
cjfa-65815	412	1	efficient	efficient	ADJ
cjfa-65815	412	2	capital	capital	NOUN
cjfa-65815	412	3	markets	market	NOUN
cjfa-65815	412	4	:	:	PUNCT
cjfa-65815	412	5	ii	ii	X
cjfa-65815	412	6	.	.	PUNCT
cjfa-65815	413	1	the	the	DET
cjfa-65815	413	2	journal	journal	PROPN
cjfa-65815	413	3	of	of	ADP
cjfa-65815	413	4	finance	finance	NOUN
cjfa-65815	413	5	,	,	PUNCT
cjfa-65815	413	6	46(5	46(5	PROPN
cjfa-65815	413	7	)	)	PUNCT
cjfa-65815	413	8	,	,	PUNCT
cjfa-65815	413	9	1575–1617	1575–1617	NUM
cjfa-65815	413	10	.	.	PUNCT
cjfa-65815	414	1	https://doi.org/10.2307/2328565	https://doi.org/10.2307/2328565	NOUN
cjfa-65815	414	2	.	.	PUNCT
cjfa-65815	415	1	fama	fama	PROPN
cjfa-65815	415	2	,	,	PUNCT
cjfa-65815	415	3	e.f	e.f	PROPN
cjfa-65815	415	4	.	.	PROPN
cjfa-65815	415	5	,	,	PUNCT
cjfa-65815	415	6	&	&	CCONJ
cjfa-65815	415	7	french	french	PROPN
cjfa-65815	415	8	,	,	PUNCT
cjfa-65815	415	9	k.r	k.r	PROPN
cjfa-65815	415	10	.	.	PROPN
cjfa-65815	415	11	(	(	PUNCT
cjfa-65815	415	12	1988	1988	NUM
cjfa-65815	415	13	)	)	PUNCT
cjfa-65815	415	14	.	.	PUNCT
cjfa-65815	416	1	dividend	dividend	NOUN
cjfa-65815	416	2	yields	yield	NOUN
cjfa-65815	416	3	and	and	CCONJ
cjfa-65815	416	4	expected	expect	VERB
cjfa-65815	416	5	stock	stock	NOUN
cjfa-65815	416	6	returns	return	NOUN
cjfa-65815	416	7	.	.	PUNCT
cjfa-65815	417	1	journal	journal	NOUN
cjfa-65815	417	2	of	of	ADP
cjfa-65815	417	3	financial	financial	ADJ
cjfa-65815	417	4	economics	economic	NOUN
cjfa-65815	417	5	,	,	PUNCT
cjfa-65815	417	6	22(1	22(1	NUM
cjfa-65815	417	7	)	)	PUNCT
cjfa-65815	417	8	,	,	PUNCT
cjfa-65815	417	9	3–25	3–25	VERB
cjfa-65815	417	10	.	.	PUNCT
cjfa-65815	418	1	https://doi.org/10.1016/0304-405x(88)90020-7	https://doi.org/10.1016/0304-405x(88)90020-7	PROPN
cjfa-65815	418	2	.	.	PUNCT
cjfa-65815	418	3	fama	fama	PROPN
cjfa-65815	418	4	,	,	PUNCT
cjfa-65815	418	5	e.f	e.f	PROPN
cjfa-65815	418	6	.	.	PROPN
cjfa-65815	418	7	,	,	PUNCT
cjfa-65815	418	8	&	&	CCONJ
cjfa-65815	418	9	french	french	PROPN
cjfa-65815	418	10	,	,	PUNCT
cjfa-65815	418	11	k.r	k.r	PROPN
cjfa-65815	418	12	.	.	PROPN
cjfa-65815	418	13	(	(	PUNCT
cjfa-65815	418	14	1992	1992	NUM
cjfa-65815	418	15	)	)	PUNCT
cjfa-65815	418	16	.	.	PUNCT
cjfa-65815	419	1	the	the	DET
cjfa-65815	419	2	cross	cross	NOUN
cjfa-65815	419	3	-	-	NOUN
cjfa-65815	419	4	section	section	NOUN
cjfa-65815	419	5	of	of	ADP
cjfa-65815	419	6	expected	expect	VERB
cjfa-65815	419	7	stock	stock	NOUN
cjfa-65815	419	8	returns	return	NOUN
cjfa-65815	419	9	.	.	PUNCT
cjfa-65815	420	1	the	the	DET
cjfa-65815	420	2	journal	journal	PROPN
cjfa-65815	420	3	of	of	ADP
cjfa-65815	420	4	finance	finance	PROPN
cjfa-65815	420	5	,	,	PUNCT
cjfa-65815	420	6	47(2	47(2	PROPN
cjfa-65815	420	7	)	)	PUNCT
cjfa-65815	420	8	,	,	PUNCT
cjfa-65815	420	9	427–465	427–465	NUM
cjfa-65815	420	10	.	.	PUNCT
cjfa-65815	421	1	https://doi.org/10.2307/2329112	https://doi.org/10.2307/2329112	PROPN
cjfa-65815	421	2	.	.	PUNCT
cjfa-65815	422	1	fama	fama	PROPN
cjfa-65815	422	2	,	,	PUNCT
cjfa-65815	422	3	e.f	e.f	PROPN
cjfa-65815	422	4	.	.	PROPN
cjfa-65815	422	5	,	,	PUNCT
cjfa-65815	422	6	&	&	CCONJ
cjfa-65815	422	7	french	french	PROPN
cjfa-65815	422	8	,	,	PUNCT
cjfa-65815	422	9	k.r	k.r	PROPN
cjfa-65815	422	10	.	.	PROPN
cjfa-65815	422	11	(	(	PUNCT
cjfa-65815	422	12	2015	2015	NUM
cjfa-65815	422	13	)	)	PUNCT
cjfa-65815	422	14	.	.	PUNCT
cjfa-65815	423	1	a	a	DET
cjfa-65815	423	2	five	five	NUM
cjfa-65815	423	3	-	-	PUNCT
cjfa-65815	423	4	factor	factor	NOUN
cjfa-65815	423	5	asset	asset	NOUN
cjfa-65815	423	6	pricing	pricing	NOUN
cjfa-65815	423	7	model	model	NOUN
cjfa-65815	423	8	.	.	PUNCT
cjfa-65815	424	1	journal	journal	PROPN
cjfa-65815	424	2	of	of	ADP
cjfa-65815	424	3	financial	financial	ADJ
cjfa-65815	424	4	economics	economic	NOUN
cjfa-65815	424	5	,	,	PUNCT
cjfa-65815	424	6	116(1	116(1	NUM
cjfa-65815	424	7	)	)	PUNCT
cjfa-65815	424	8	,	,	PUNCT
cjfa-65815	424	9	1–22	1–22	NOUN
cjfa-65815	424	10	.	.	PUNCT
cjfa-65815	425	1	https://doi.org/10.1016/j.jfineco.2014.10.010	https://doi.org/10.1016/j.jfineco.2014.10.010	PROPN
cjfa-65815	425	2	.	.	PUNCT
cjfa-65815	426	1	ferson	ferson	PROPN
cjfa-65815	426	2	,	,	PUNCT
cjfa-65815	426	3	w.e	w.e	PROPN
cjfa-65815	426	4	.	.	PROPN
cjfa-65815	426	5	,	,	PUNCT
cjfa-65815	426	6	sarkissian	sarkissian	PROPN
cjfa-65815	426	7	,	,	PUNCT
cjfa-65815	426	8	s.	s.	PROPN
cjfa-65815	426	9	,	,	PUNCT
cjfa-65815	426	10	&	&	CCONJ
cjfa-65815	426	11	simin	simin	PROPN
cjfa-65815	426	12	,	,	PUNCT
cjfa-65815	426	13	t.	t.	PROPN
cjfa-65815	426	14	(	(	PUNCT
cjfa-65815	426	15	1999	1999	NUM
cjfa-65815	426	16	)	)	PUNCT
cjfa-65815	426	17	.	.	PUNCT
cjfa-65815	427	1	the	the	DET
cjfa-65815	427	2	alpha	alpha	PROPN
cjfa-65815	427	3	factor	factor	NOUN
cjfa-65815	427	4	asset	asset	NOUN
cjfa-65815	427	5	pricing	pricing	NOUN
cjfa-65815	427	6	model	model	NOUN
cjfa-65815	427	7	:	:	PUNCT
cjfa-65815	427	8	a	a	PRON
cjfa-65815	427	9	parable	parable	ADJ
cjfa-65815	427	10	.	.	PUNCT
cjfa-65815	428	1	journal	journal	PROPN
cjfa-65815	428	2	of	of	ADP
cjfa-65815	428	3	financial	financial	ADJ
cjfa-65815	428	4	markets	market	NOUN
cjfa-65815	428	5	,	,	PUNCT
cjfa-65815	428	6	2(1	2(1	NUM
cjfa-65815	428	7	)	)	PUNCT
cjfa-65815	428	8	,	,	PUNCT
cjfa-65815	428	9	49–68	49–68	NUM
cjfa-65815	428	10	.	.	PUNCT
cjfa-65815	429	1	https://doi.org/10.1016/s13864181(98)00005-6	https://doi.org/10.1016/s13864181(98)00005-6	PROPN
cjfa-65815	429	2	.	.	PUNCT
cjfa-65815	430	1	gibbons	gibbon	NOUN
cjfa-65815	430	2	,	,	PUNCT
cjfa-65815	430	3	m.r	m.r	PROPN
cjfa-65815	430	4	.	.	PROPN
cjfa-65815	430	5	,	,	PUNCT
cjfa-65815	430	6	ross	ross	PROPN
cjfa-65815	430	7	,	,	PUNCT
cjfa-65815	430	8	s.a	s.a	PROPN
cjfa-65815	430	9	.	.	PROPN
cjfa-65815	430	10	,	,	PUNCT
cjfa-65815	430	11	&	&	CCONJ
cjfa-65815	430	12	shanken	shanken	PROPN
cjfa-65815	430	13	,	,	PUNCT
cjfa-65815	430	14	j.	j.	PROPN
cjfa-65815	430	15	(	(	PUNCT
cjfa-65815	430	16	1989	1989	NUM
cjfa-65815	430	17	)	)	PUNCT
cjfa-65815	430	18	.	.	PUNCT
cjfa-65815	431	1	a	a	DET
cjfa-65815	431	2	test	test	NOUN
cjfa-65815	431	3	of	of	ADP
cjfa-65815	431	4	the	the	DET
cjfa-65815	431	5	efficiency	efficiency	NOUN
cjfa-65815	431	6	of	of	ADP
cjfa-65815	431	7	a	a	DET
cjfa-65815	431	8	given	give	VERB
cjfa-65815	431	9	portfolio	portfolio	NOUN
cjfa-65815	431	10	.	.	PUNCT
cjfa-65815	432	1	econometrica	econometrica	PROPN
cjfa-65815	432	2	,	,	PUNCT
cjfa-65815	432	3	57(5	57(5	NOUN
cjfa-65815	432	4	)	)	PUNCT
cjfa-65815	432	5	,	,	PUNCT
cjfa-65815	432	6	1121–1152	1121–1152	NUM
cjfa-65815	432	7	.	.	PUNCT
cjfa-65815	433	1	https://doi.org/10.2307/1913625	https://doi.org/10.2307/1913625	X
cjfa-65815	433	2	.	.	PUNCT
cjfa-65815	434	1	goyal	goyal	PROPN
cjfa-65815	434	2	,	,	PUNCT
cjfa-65815	434	3	a.	a.	PROPN
cjfa-65815	434	4	,	,	PUNCT
cjfa-65815	434	5	&	&	CCONJ
cjfa-65815	434	6	welch	welch	PROPN
cjfa-65815	434	7	,	,	PUNCT
cjfa-65815	434	8	i.	i.	PROPN
cjfa-65815	434	9	(	(	PUNCT
cjfa-65815	434	10	2003	2003	NUM
cjfa-65815	434	11	)	)	PUNCT
cjfa-65815	434	12	.	.	PUNCT
cjfa-65815	435	1	predicting	predict	VERB
cjfa-65815	435	2	the	the	DET
cjfa-65815	435	3	equity	equity	NOUN
cjfa-65815	435	4	premium	premium	NOUN
cjfa-65815	435	5	with	with	ADP
cjfa-65815	435	6	dividend	dividend	NOUN
cjfa-65815	435	7	ratios	ratio	NOUN
cjfa-65815	435	8	.	.	PUNCT
cjfa-65815	436	1	management	management	NOUN
cjfa-65815	436	2	science	science	NOUN
cjfa-65815	436	3	,	,	PUNCT
cjfa-65815	436	4	49(5	49(5	NUM
cjfa-65815	436	5	)	)	PUNCT
cjfa-65815	436	6	,	,	PUNCT
cjfa-65815	436	7	639–654	639–654	NUM
cjfa-65815	436	8	.	.	PUNCT
cjfa-65815	437	1	https://doi.org/10.1287/mnsc.49.5.639.15149	https://doi.org/10.1287/mnsc.49.5.639.15149	PROPN
cjfa-65815	437	2	.	.	PUNCT
cjfa-65815	437	3	harshita	harshita	PROPN
cjfa-65815	437	4	,	,	PUNCT
cjfa-65815	437	5	singh	singh	PROPN
cjfa-65815	437	6	,	,	PUNCT
cjfa-65815	437	7	s.	s.	PROPN
cjfa-65815	437	8	,	,	PUNCT
cjfa-65815	437	9	&	&	CCONJ
cjfa-65815	437	10	yadav	yadav	PROPN
cjfa-65815	437	11	,	,	PUNCT
cjfa-65815	437	12	s.s	s.s	PROPN
cjfa-65815	437	13	.	.	PROPN
cjfa-65815	437	14	(	(	PUNCT
cjfa-65815	437	15	2018	2018	NUM
cjfa-65815	437	16	)	)	PUNCT
cjfa-65815	437	17	.	.	PUNCT
cjfa-65815	438	1	changing	change	VERB
cjfa-65815	438	2	nature	nature	NOUN
cjfa-65815	438	3	of	of	ADP
cjfa-65815	438	4	the	the	DET
cjfa-65815	438	5	value	value	NOUN
cjfa-65815	438	6	premium	premium	NOUN
cjfa-65815	438	7	in	in	ADP
cjfa-65815	438	8	the	the	DET
cjfa-65815	438	9	indian	indian	ADJ
cjfa-65815	438	10	stock	stock	NOUN
cjfa-65815	438	11	market	market	NOUN
cjfa-65815	438	12	.	.	PUNCT
cjfa-65815	439	1	vision	vision	NOUN
cjfa-65815	439	2	:	:	PUNCT
cjfa-65815	439	3	the	the	DET
cjfa-65815	439	4	journal	journal	NOUN
cjfa-65815	439	5	of	of	ADP
cjfa-65815	439	6	business	business	PROPN
cjfa-65815	439	7	perspective	perspective	NOUN
cjfa-65815	439	8	,	,	PUNCT
cjfa-65815	439	9	22(2	22(2	NUM
cjfa-65815	439	10	)	)	PUNCT
cjfa-65815	439	11	,	,	PUNCT
cjfa-65815	439	12	135–143	135–143	NUM
cjfa-65815	439	13	.	.	PUNCT
cjfa-65815	440	1	https://doi.org/10.1177/0972262918766135	https://doi.org/10.1177/0972262918766135	PROPN
cjfa-65815	440	2	.	.	PUNCT
cjfa-65815	441	1	harvey	harvey	PROPN
cjfa-65815	441	2	,	,	PUNCT
cjfa-65815	441	3	c.r	c.r	PROPN
cjfa-65815	441	4	.	.	PROPN
cjfa-65815	441	5	,	,	PUNCT
cjfa-65815	441	6	&	&	CCONJ
cjfa-65815	441	7	siddique	siddique	PROPN
cjfa-65815	441	8	,	,	PUNCT
cjfa-65815	441	9	a.	a.	NOUN
cjfa-65815	441	10	(	(	PUNCT
cjfa-65815	441	11	2000	2000	NUM
cjfa-65815	441	12	)	)	PUNCT
cjfa-65815	441	13	.	.	PUNCT
cjfa-65815	442	1	conditional	conditional	ADJ
cjfa-65815	442	2	skewness	skewness	NOUN
cjfa-65815	442	3	in	in	ADP
cjfa-65815	442	4	asset	asset	NOUN
cjfa-65815	442	5	pricing	pricing	NOUN
cjfa-65815	442	6	tests	test	NOUN
cjfa-65815	442	7	.	.	PUNCT
cjfa-65815	443	1	the	the	DET
cjfa-65815	443	2	journal	journal	NOUN
cjfa-65815	443	3	of	of	ADP
cjfa-65815	443	4	finance	finance	NOUN
cjfa-65815	443	5	,	,	PUNCT
cjfa-65815	443	6	55(3	55(3	NUM
cjfa-65815	443	7	)	)	PUNCT
cjfa-65815	443	8	,	,	PUNCT
cjfa-65815	443	9	1263–1295	1263–1295	NUM
cjfa-65815	443	10	.	.	PUNCT
cjfa-65815	444	1	https://doi.org/10.1111/0022-1082.00247	https://doi.org/10.1111/0022-1082.00247	PROPN
cjfa-65815	444	2	.	.	PUNCT
cjfa-65815	445	1	harvey	harvey	PROPN
cjfa-65815	445	2	,	,	PUNCT
cjfa-65815	445	3	c.r	c.r	PROPN
cjfa-65815	445	4	.	.	PROPN
cjfa-65815	445	5	,	,	PUNCT
cjfa-65815	445	6	liu	liu	PROPN
cjfa-65815	445	7	,	,	PUNCT
cjfa-65815	445	8	y.	y.	PROPN
cjfa-65815	445	9	,	,	PUNCT
cjfa-65815	445	10	&	&	CCONJ
cjfa-65815	445	11	zhu	zhu	PROPN
cjfa-65815	445	12	,	,	PUNCT
cjfa-65815	445	13	h.	h.	PROPN
cjfa-65815	445	14	(	(	PUNCT
cjfa-65815	445	15	2015	2015	NUM
cjfa-65815	445	16	)	)	PUNCT
cjfa-65815	445	17	.	.	PUNCT
cjfa-65815	446	1	…	…	PUNCT
cjfa-65815	446	2	and	and	CCONJ
cjfa-65815	446	3	the	the	DET
cjfa-65815	446	4	cross	cross	NOUN
cjfa-65815	446	5	-	-	NOUN
cjfa-65815	446	6	section	section	NOUN
cjfa-65815	446	7	of	of	ADP
cjfa-65815	446	8	expected	expect	VERB
cjfa-65815	446	9	returns	return	NOUN
cjfa-65815	446	10	.	.	PUNCT
cjfa-65815	447	1	review	review	NOUN
cjfa-65815	447	2	of	of	ADP
cjfa-65815	447	3	financial	financial	ADJ
cjfa-65815	447	4	studies	study	NOUN
cjfa-65815	447	5	,	,	PUNCT
cjfa-65815	447	6	29(1	29(1	NUM
cjfa-65815	447	7	)	)	PUNCT
cjfa-65815	447	8	,	,	PUNCT
cjfa-65815	447	9	5–68	5–68	PROPN
cjfa-65815	447	10	.	.	PUNCT
cjfa-65815	447	11	https://doi.org/10.1093/rfs/hhv059	https://doi.org/10.1093/rfs/hhv059	PROPN
cjfa-65815	447	12	.	.	PUNCT
cjfa-65815	448	1	hong	hong	PROPN
cjfa-65815	448	2	,	,	PUNCT
cjfa-65815	448	3	h.	h.	PROPN
cjfa-65815	448	4	,	,	PUNCT
cjfa-65815	448	5	&	&	CCONJ
cjfa-65815	448	6	stein	stein	PROPN
cjfa-65815	448	7	,	,	PUNCT
cjfa-65815	448	8	j.c	j.c	PROPN
cjfa-65815	448	9	.	.	PROPN
cjfa-65815	448	10	(	(	PUNCT
cjfa-65815	448	11	1999	1999	NUM
cjfa-65815	448	12	)	)	PUNCT
cjfa-65815	448	13	.	.	PUNCT
cjfa-65815	449	1	a	a	DET
cjfa-65815	449	2	unified	unified	ADJ
cjfa-65815	449	3	theory	theory	NOUN
cjfa-65815	449	4	of	of	ADP
cjfa-65815	449	5	underreaction	underreaction	NOUN
cjfa-65815	449	6	,	,	PUNCT
cjfa-65815	449	7	momentum	momentum	NOUN
cjfa-65815	449	8	trading	trading	NOUN
cjfa-65815	449	9	,	,	PUNCT
cjfa-65815	449	10	and	and	CCONJ
cjfa-65815	449	11	overreaction	overreaction	NOUN
cjfa-65815	449	12	in	in	ADP
cjfa-65815	449	13	asset	asset	NOUN
cjfa-65815	449	14	markets	market	NOUN
cjfa-65815	449	15	.	.	PUNCT
cjfa-65815	450	1	the	the	DET
cjfa-65815	450	2	journal	journal	NOUN
cjfa-65815	450	3	of	of	ADP
cjfa-65815	450	4	finance	finance	NOUN
cjfa-65815	450	5	,	,	PUNCT
cjfa-65815	450	6	54(6	54(6	NOUN
cjfa-65815	450	7	)	)	PUNCT
cjfa-65815	450	8	,	,	PUNCT
cjfa-65815	450	9	2143–2184	2143–2184	X
cjfa-65815	450	10	.	.	PUNCT
cjfa-65815	451	1	https://doi.org/10.1111/0022-1082.00184	https://doi.org/10.1111/0022-1082.00184	PROPN
cjfa-65815	451	2	.	.	PUNCT
cjfa-65815	452	1	hou	hou	PROPN
cjfa-65815	452	2	,	,	PUNCT
cjfa-65815	452	3	k.	k.	PROPN
cjfa-65815	452	4	,	,	PUNCT
cjfa-65815	452	5	xue	xue	PROPN
cjfa-65815	452	6	,	,	PUNCT
cjfa-65815	452	7	c.	c.	PROPN
cjfa-65815	452	8	,	,	PUNCT
cjfa-65815	452	9	&	&	CCONJ
cjfa-65815	452	10	zhang	zhang	PROPN
cjfa-65815	452	11	,	,	PUNCT
cjfa-65815	452	12	l.	l.	PROPN
cjfa-65815	452	13	(	(	PUNCT
cjfa-65815	452	14	2014	2014	NUM
cjfa-65815	452	15	)	)	PUNCT
cjfa-65815	452	16	.	.	PUNCT
cjfa-65815	453	1	digesting	digest	VERB
cjfa-65815	453	2	anomalies	anomaly	NOUN
cjfa-65815	453	3	:	:	PUNCT
cjfa-65815	453	4	an	an	DET
cjfa-65815	453	5	investment	investment	NOUN
cjfa-65815	453	6	approach	approach	NOUN
cjfa-65815	453	7	.	.	PUNCT
cjfa-65815	454	1	review	review	NOUN
cjfa-65815	454	2	of	of	ADP
cjfa-65815	454	3	financial	financial	ADJ
cjfa-65815	454	4	studies	study	NOUN
cjfa-65815	454	5	,	,	PUNCT
cjfa-65815	454	6	28(3	28(3	NUM
cjfa-65815	454	7	)	)	PUNCT
cjfa-65815	454	8	,	,	PUNCT
cjfa-65815	454	9	650–705	650–705	NUM
cjfa-65815	454	10	.	.	PUNCT
cjfa-65815	455	1	https://doi.org/10.1093/rfs/hhu068	https://doi.org/10.1093/rfs/hhu068	PROPN
cjfa-65815	455	2	.	.	PUNCT
cjfa-65815	456	1	hou	hou	PROPN
cjfa-65815	456	2	,	,	PUNCT
cjfa-65815	456	3	k.	k.	PROPN
cjfa-65815	456	4	,	,	PUNCT
cjfa-65815	456	5	xue	xue	PROPN
cjfa-65815	456	6	,	,	PUNCT
cjfa-65815	456	7	c.	c.	PROPN
cjfa-65815	456	8	,	,	PUNCT
cjfa-65815	456	9	&	&	CCONJ
cjfa-65815	456	10	zhang	zhang	PROPN
cjfa-65815	456	11	,	,	PUNCT
cjfa-65815	456	12	l.	l.	PROPN
cjfa-65815	456	13	(	(	PUNCT
cjfa-65815	456	14	2018	2018	NUM
cjfa-65815	456	15	)	)	PUNCT
cjfa-65815	456	16	.	.	PUNCT
cjfa-65815	457	1	replicating	replicate	VERB
cjfa-65815	457	2	anomalies	anomaly	NOUN
cjfa-65815	457	3	.	.	PUNCT
cjfa-65815	458	1	the	the	DET
cjfa-65815	458	2	review	review	NOUN
cjfa-65815	458	3	of	of	ADP
cjfa-65815	458	4	financial	financial	ADJ
cjfa-65815	458	5	studies	study	NOUN
cjfa-65815	458	6	,	,	PUNCT
cjfa-65815	458	7	33(5	33(5	NUM
cjfa-65815	458	8	)	)	PUNCT
cjfa-65815	458	9	,	,	PUNCT
cjfa-65815	458	10	2019–2133	2019–2133	NUM
cjfa-65815	458	11	.	.	PUNCT
cjfa-65815	459	1	https://doi.org/10.1093/rfs/hhy131	https://doi.org/10.1093/rfs/hhy131	PROPN
cjfa-65815	459	2	.	.	PUNCT
cjfa-65815	460	1	hwang	hwang	PROPN
cjfa-65815	460	2	,	,	PUNCT
cjfa-65815	460	3	s.	s.	PROPN
cjfa-65815	460	4	,	,	PUNCT
cjfa-65815	460	5	&	&	CCONJ
cjfa-65815	460	6	satchell	satchell	PROPN
cjfa-65815	460	7	,	,	PUNCT
cjfa-65815	460	8	s.e	s.e	PROPN
cjfa-65815	460	9	.	.	PROPN
cjfa-65815	460	10	(	(	PUNCT
cjfa-65815	460	11	1999	1999	NUM
cjfa-65815	460	12	)	)	PUNCT
cjfa-65815	460	13	.	.	PUNCT
cjfa-65815	461	1	modelling	model	VERB
cjfa-65815	461	2	emerging	emerge	VERB
cjfa-65815	461	3	market	market	NOUN
cjfa-65815	461	4	risk	risk	NOUN
cjfa-65815	461	5	premia	premia	NOUN
cjfa-65815	461	6	using	use	VERB
cjfa-65815	461	7	higher	high	ADJ
cjfa-65815	461	8	moments	moment	NOUN
cjfa-65815	461	9	.	.	PUNCT
cjfa-65815	462	1	international	international	ADJ
cjfa-65815	462	2	journal	journal	PROPN
cjfa-65815	462	3	of	of	ADP
cjfa-65815	462	4	finance	finance	PROPN
cjfa-65815	462	5	&	&	CCONJ
cjfa-65815	462	6	economics	economic	NOUN
cjfa-65815	462	7	,	,	PUNCT
cjfa-65815	462	8	4(4	4(4	NUM
cjfa-65815	462	9	)	)	PUNCT
cjfa-65815	462	10	,	,	PUNCT
cjfa-65815	462	11	271–296	271–296	NUM
cjfa-65815	462	12	.	.	PUNCT
cjfa-65815	463	1	https://doi	https://doi	PROPN
cjfa-65815	463	2	.	.	PUNCT
cjfa-65815	463	3	org/10.1002/(sici)1099	org/10.1002/(sici)1099	VERB
cjfa-65815	463	4	-	-	PUNCT
cjfa-65815	463	5	1158(199910)4:4%3c271::aid	1158(199910)4:4%3c271::aid	NUM
cjfa-65815	463	6	-	-	PUNCT
cjfa-65815	463	7	ijfe110%3e3.0.co;2	ijfe110%3e3.0.co;2	NOUN
cjfa-65815	463	8	-	-	PUNCT
cjfa-65815	463	9	m.	m.	NOUN
cjfa-65815	463	10	hwang	hwang	PROPN
cjfa-65815	463	11	,	,	PUNCT
cjfa-65815	463	12	s.	s.	PROPN
cjfa-65815	463	13	,	,	PUNCT
cjfa-65815	463	14	&	&	CCONJ
cjfa-65815	463	15	satchell	satchell	PROPN
cjfa-65815	463	16	,	,	PUNCT
cjfa-65815	463	17	s.e	s.e	PROPN
cjfa-65815	463	18	.	.	PROPN
cjfa-65815	463	19	(	(	PUNCT
cjfa-65815	463	20	2012	2012	NUM
cjfa-65815	463	21	)	)	PUNCT
cjfa-65815	463	22	.	.	PUNCT
cjfa-65815	464	1	testing	test	VERB
cjfa-65815	464	2	linear	linear	ADJ
cjfa-65815	464	3	factor	factor	NOUN
cjfa-65815	464	4	models	model	NOUN
cjfa-65815	464	5	on	on	ADP
cjfa-65815	464	6	individual	individual	ADJ
cjfa-65815	464	7	stocks	stock	NOUN
cjfa-65815	464	8	using	use	VERB
cjfa-65815	464	9	the	the	DET
cjfa-65815	464	10	averagef	averagef	NOUN
cjfa-65815	464	11	-	-	PUNCT
cjfa-65815	464	12	test	test	NOUN
cjfa-65815	464	13	.	.	PUNCT
cjfa-65815	465	1	the	the	DET
cjfa-65815	465	2	european	european	PROPN
cjfa-65815	465	3	journal	journal	PROPN
cjfa-65815	465	4	of	of	ADP
cjfa-65815	465	5	finance	finance	NOUN
cjfa-65815	465	6	,	,	PUNCT
cjfa-65815	465	7	20(5	20(5	NUM
cjfa-65815	465	8	)	)	PUNCT
cjfa-65815	465	9	,	,	PUNCT
cjfa-65815	465	10	463–498	463–498	NUM
cjfa-65815	465	11	.	.	PUNCT
cjfa-65815	466	1	https://doi	https://doi	PROPN
cjfa-65815	466	2	.	.	PUNCT
cjfa-65815	466	3	org/10.1080/1351847x.2012.717097	org/10.1080/1351847x.2012.717097	PROPN
cjfa-65815	466	4	.	.	PUNCT
cjfa-65815	467	1	jegadeesh	jegadeesh	PROPN
cjfa-65815	467	2	,	,	PUNCT
cjfa-65815	467	3	n.	n.	NOUN
cjfa-65815	467	4	,	,	PUNCT
cjfa-65815	467	5	&	&	CCONJ
cjfa-65815	467	6	titman	titman	PROPN
cjfa-65815	467	7	,	,	PUNCT
cjfa-65815	467	8	s.	s.	PROPN
cjfa-65815	467	9	(	(	PUNCT
cjfa-65815	467	10	1993	1993	NUM
cjfa-65815	467	11	)	)	PUNCT
cjfa-65815	467	12	.	.	PUNCT
cjfa-65815	468	1	returns	return	NOUN
cjfa-65815	468	2	to	to	ADP
cjfa-65815	468	3	buying	buy	VERB
cjfa-65815	468	4	winners	winner	NOUN
cjfa-65815	468	5	and	and	CCONJ
cjfa-65815	468	6	selling	sell	VERB
cjfa-65815	468	7	losers	loser	NOUN
cjfa-65815	468	8	:	:	PUNCT
cjfa-65815	468	9	implications	implication	NOUN
cjfa-65815	468	10	for	for	ADP
cjfa-65815	468	11	stock	stock	NOUN
cjfa-65815	468	12	market	market	NOUN
cjfa-65815	468	13	efficiency	efficiency	NOUN
cjfa-65815	468	14	.	.	PUNCT
cjfa-65815	469	1	the	the	DET
cjfa-65815	469	2	journal	journal	PROPN
cjfa-65815	469	3	of	of	ADP
cjfa-65815	469	4	finance	finance	NOUN
cjfa-65815	469	5	,	,	PUNCT
cjfa-65815	469	6	48(1	48(1	NOUN
cjfa-65815	469	7	)	)	PUNCT
cjfa-65815	469	8	,	,	PUNCT
cjfa-65815	469	9	65–91	65–91	NUM
cjfa-65815	469	10	.	.	PUNCT
cjfa-65815	470	1	https://doi	https://doi	PROPN
cjfa-65815	470	2	.	.	PUNCT
cjfa-65815	470	3	org/10.1111	org/10.1111	PROPN
cjfa-65815	470	4	/	/	SYM
cjfa-65815	470	5	j.1540	j.1540	PROPN
cjfa-65815	470	6	-	-	PUNCT
cjfa-65815	470	7	6261.1993.tb04702.x	6261.1993.tb04702.x	NUM
cjfa-65815	470	8	.	.	PUNCT
cjfa-65815	471	1	https://doi.org/10.1016/s1386-4181(98)00005-6	https://doi.org/10.1016/s1386-4181(98)00005-6	ADV
cjfa-65815	471	2	https://doi.org/10.1016/s1386-4181(98)00005-6	https://doi.org/10.1016/s1386-4181(98)00005-6	ADV
cjfa-65815	471	3	https://doi.org/10.1002/(sici)1099-1158(199910)4:4%3c271::aid-ijfe110%3e3.0.co;2-m	https://doi.org/10.1002/(sici)1099-1158(199910)4:4%3c271::aid-ijfe110%3e3.0.co;2-m	PROPN
cjfa-65815	471	4	https://doi.org/10.1002/(sici)1099-1158(199910)4:4%3c271::aid-ijfe110%3e3.0.co;2-m	https://doi.org/10.1002/(sici)1099-1158(199910)4:4%3c271::aid-ijfe110%3e3.0.co;2-m	PROPN
cjfa-65815	471	5	https://doi.org/10.1080/1351847x.2012.717097	https://doi.org/10.1080/1351847x.2012.717097	ADP
cjfa-65815	471	6	https://doi.org/10.1080/1351847x.2012.717097	https://doi.org/10.1080/1351847x.2012.717097	ADP
cjfa-65815	471	7	https://doi.org/10.1111/j.1540-6261.1993.tb04702.x	https://doi.org/10.1111/j.1540-6261.1993.tb04702.x	ADJ
cjfa-65815	471	8	https://doi.org/10.1111/j.1540-6261.1993.tb04702.x	https://doi.org/10.1111/j.1540-6261.1993.tb04702.x	PROPN
cjfa-65815	471	9	sanjay	sanjay	NOUN
cjfa-65815	471	10	shanbhag	shanbhag	PROPN
cjfa-65815	471	11	,	,	PUNCT
cjfa-65815	471	12	kamran	kamran	PROPN
cjfa-65815	471	13	quddus7474	quddus7474	PROPN
cjfa-65815	471	14	jegadeesh	jegadeesh	PROPN
cjfa-65815	471	15	,	,	PUNCT
cjfa-65815	471	16	n.	n.	NOUN
cjfa-65815	471	17	,	,	PUNCT
cjfa-65815	471	18	&	&	CCONJ
cjfa-65815	471	19	titman	titman	PROPN
cjfa-65815	471	20	,	,	PUNCT
cjfa-65815	471	21	s.	s.	PROPN
cjfa-65815	471	22	(	(	PUNCT
cjfa-65815	471	23	2001	2001	NUM
cjfa-65815	471	24	)	)	PUNCT
cjfa-65815	471	25	.	.	PUNCT
cjfa-65815	472	1	profitability	profitability	NOUN
cjfa-65815	472	2	of	of	ADP
cjfa-65815	472	3	momentum	momentum	NOUN
cjfa-65815	472	4	strategies	strategy	NOUN
cjfa-65815	472	5	:	:	PUNCT
cjfa-65815	472	6	an	an	DET
cjfa-65815	472	7	evaluation	evaluation	NOUN
cjfa-65815	472	8	of	of	ADP
cjfa-65815	472	9	alternative	alternative	ADJ
cjfa-65815	472	10	explanations	explanation	NOUN
cjfa-65815	472	11	.	.	PUNCT
cjfa-65815	473	1	the	the	DET
cjfa-65815	473	2	journal	journal	NOUN
cjfa-65815	473	3	of	of	ADP
cjfa-65815	473	4	finance	finance	NOUN
cjfa-65815	473	5	,	,	PUNCT
cjfa-65815	473	6	56(2	56(2	ADJ
cjfa-65815	473	7	)	)	PUNCT
cjfa-65815	473	8	,	,	PUNCT
cjfa-65815	473	9	699–720	699–720	NUM
cjfa-65815	473	10	.	.	PUNCT
cjfa-65815	474	1	https://doi	https://doi	PROPN
cjfa-65815	474	2	.	.	PUNCT
cjfa-65815	475	1	org/10.1111/0022	org/10.1111/0022	PROPN
cjfa-65815	475	2	-	-	PUNCT
cjfa-65815	475	3	1082.00342	1082.00342	NOUN
cjfa-65815	475	4	.	.	PUNCT
cjfa-65815	476	1	keswani	keswani	PROPN
cjfa-65815	476	2	,	,	PUNCT
cjfa-65815	476	3	s.	s.	PROPN
cjfa-65815	476	4	,	,	PUNCT
cjfa-65815	476	5	puri	puri	PROPN
cjfa-65815	476	6	,	,	PUNCT
cjfa-65815	476	7	v.	v.	PROPN
cjfa-65815	476	8	,	,	PUNCT
cjfa-65815	476	9	&	&	CCONJ
cjfa-65815	476	10	jha	jha	PROPN
cjfa-65815	476	11	,	,	PUNCT
cjfa-65815	476	12	r.	r.	PROPN
cjfa-65815	476	13	(	(	PUNCT
cjfa-65815	476	14	2024	2024	NUM
cjfa-65815	476	15	)	)	PUNCT
cjfa-65815	476	16	.	.	PUNCT
cjfa-65815	477	1	relationship	relationship	NOUN
cjfa-65815	477	2	among	among	ADP
cjfa-65815	477	3	macroeconomic	macroeconomic	ADJ
cjfa-65815	477	4	factors	factor	NOUN
cjfa-65815	477	5	and	and	CCONJ
cjfa-65815	477	6	stock	stock	NOUN
cjfa-65815	477	7	prices	price	NOUN
cjfa-65815	477	8	:	:	PUNCT
cjfa-65815	477	9	cointegration	cointegration	NOUN
cjfa-65815	477	10	approach	approach	NOUN
cjfa-65815	477	11	from	from	ADP
cjfa-65815	477	12	the	the	DET
cjfa-65815	477	13	indian	indian	ADJ
cjfa-65815	477	14	stock	stock	NOUN
cjfa-65815	477	15	market	market	NOUN
cjfa-65815	477	16	.	.	PUNCT
cjfa-65815	478	1	cogent	cogent	NOUN
cjfa-65815	478	2	economics	economics	PROPN
cjfa-65815	478	3	&	&	CCONJ
cjfa-65815	478	4	finance	finance	PROPN
cjfa-65815	478	5	,	,	PUNCT
cjfa-65815	478	6	12(1	12(1	NUM
cjfa-65815	478	7	)	)	PUNCT
cjfa-65815	478	8	,	,	PUNCT
cjfa-65815	478	9	1–20	1–20	NUM
cjfa-65815	478	10	.	.	PUNCT
cjfa-65815	478	11	https://doi.org/10.1080/23322039.2024.2355017	https://doi.org/10.1080/23322039.2024.2355017	AUX
cjfa-65815	478	12	.	.	PUNCT
cjfa-65815	479	1	khudoykulov	khudoykulov	PROPN
cjfa-65815	479	2	,	,	PUNCT
cjfa-65815	479	3	k.	k.	PROPN
cjfa-65815	479	4	(	(	PUNCT
cjfa-65815	479	5	2020	2020	NUM
cjfa-65815	479	6	)	)	PUNCT
cjfa-65815	479	7	.	.	PUNCT
cjfa-65815	480	1	asset	asset	NOUN
cjfa-65815	480	2	-	-	PUNCT
cjfa-65815	480	3	pricing	pricing	NOUN
cjfa-65815	480	4	models	model	NOUN
cjfa-65815	480	5	:	:	PUNCT
cjfa-65815	480	6	a	a	DET
cjfa-65815	480	7	case	case	NOUN
cjfa-65815	480	8	of	of	ADP
cjfa-65815	480	9	indian	indian	ADJ
cjfa-65815	480	10	capital	capital	NOUN
cjfa-65815	480	11	market	market	NOUN
cjfa-65815	480	12	.	.	PUNCT
cjfa-65815	481	1	cogent	cogent	NOUN
cjfa-65815	481	2	economics	economics	PROPN
cjfa-65815	481	3	&	&	CCONJ
cjfa-65815	481	4	finance	finance	PROPN
cjfa-65815	481	5	,	,	PUNCT
cjfa-65815	481	6	8(1	8(1	NOUN
cjfa-65815	481	7	)	)	PUNCT
cjfa-65815	481	8	,	,	PUNCT
cjfa-65815	481	9	1–15	1–15	NUM
cjfa-65815	481	10	.	.	PUNCT
cjfa-65815	482	1	https://doi.org/10.1080/23322039.2020.1832732	https://doi.org/10.1080/23322039.2020.1832732	NOUN
cjfa-65815	482	2	.	.	PUNCT
cjfa-65815	483	1	kothari	kothari	PROPN
cjfa-65815	483	2	,	,	PUNCT
cjfa-65815	483	3	s.p	s.p	PROPN
cjfa-65815	483	4	.	.	PROPN
cjfa-65815	483	5	,	,	PUNCT
cjfa-65815	483	6	shanken	shanken	VERB
cjfa-65815	483	7	,	,	PUNCT
cjfa-65815	483	8	j.	j.	PROPN
cjfa-65815	483	9	,	,	PUNCT
cjfa-65815	483	10	&	&	CCONJ
cjfa-65815	483	11	sloan	sloan	PROPN
cjfa-65815	483	12	,	,	PUNCT
cjfa-65815	483	13	r.g	r.g	PROPN
cjfa-65815	483	14	.	.	PROPN
cjfa-65815	483	15	(	(	PUNCT
cjfa-65815	483	16	1995	1995	NUM
cjfa-65815	483	17	)	)	PUNCT
cjfa-65815	483	18	.	.	PUNCT
cjfa-65815	484	1	another	another	DET
cjfa-65815	484	2	look	look	NOUN
cjfa-65815	484	3	at	at	ADP
cjfa-65815	484	4	the	the	DET
cjfa-65815	484	5	cross	cross	NOUN
cjfa-65815	484	6	-	-	NOUN
cjfa-65815	484	7	section	section	NOUN
cjfa-65815	484	8	of	of	ADP
cjfa-65815	484	9	expected	expect	VERB
cjfa-65815	484	10	stock	stock	NOUN
cjfa-65815	484	11	returns	return	NOUN
cjfa-65815	484	12	.	.	PUNCT
cjfa-65815	485	1	the	the	DET
cjfa-65815	485	2	journal	journal	NOUN
cjfa-65815	485	3	of	of	ADP
cjfa-65815	485	4	finance	finance	NOUN
cjfa-65815	485	5	,	,	PUNCT
cjfa-65815	485	6	50(1	50(1	PROPN
cjfa-65815	485	7	)	)	PUNCT
cjfa-65815	485	8	,	,	PUNCT
cjfa-65815	485	9	185–224	185–224	NUM
cjfa-65815	485	10	.	.	PUNCT
cjfa-65815	486	1	https://doi	https://doi	PROPN
cjfa-65815	486	2	.	.	PUNCT
cjfa-65815	487	1	org/10.2307/2329243	org/10.2307/2329243	PROPN
cjfa-65815	487	2	.	.	PUNCT
cjfa-65815	488	1	kraus	kraus	PROPN
cjfa-65815	488	2	,	,	PUNCT
cjfa-65815	488	3	a.	a.	PROPN
cjfa-65815	488	4	,	,	PUNCT
cjfa-65815	488	5	&	&	CCONJ
cjfa-65815	488	6	litzenberger	litzenberger	NOUN
cjfa-65815	488	7	,	,	PUNCT
cjfa-65815	488	8	r.h	r.h	PROPN
cjfa-65815	488	9	.	.	PROPN
cjfa-65815	488	10	(	(	PUNCT
cjfa-65815	488	11	1976	1976	NUM
cjfa-65815	488	12	)	)	PUNCT
cjfa-65815	488	13	.	.	PUNCT
cjfa-65815	489	1	skewness	skewness	NOUN
cjfa-65815	489	2	preference	preference	NOUN
cjfa-65815	489	3	and	and	CCONJ
cjfa-65815	489	4	the	the	DET
cjfa-65815	489	5	valuation	valuation	NOUN
cjfa-65815	489	6	of	of	ADP
cjfa-65815	489	7	risk	risk	NOUN
cjfa-65815	489	8	assets	asset	NOUN
cjfa-65815	489	9	.	.	PUNCT
cjfa-65815	490	1	the	the	DET
cjfa-65815	490	2	journal	journal	PROPN
cjfa-65815	490	3	of	of	ADP
cjfa-65815	490	4	finance	finance	NOUN
cjfa-65815	490	5	,	,	PUNCT
cjfa-65815	490	6	31(4	31(4	NUM
cjfa-65815	490	7	)	)	PUNCT
cjfa-65815	490	8	,	,	PUNCT
cjfa-65815	490	9	1085–1100	1085–1100	NUM
cjfa-65815	490	10	.	.	PUNCT
cjfa-65815	491	1	https://doi.org/10.2307/2326275	https://doi.org/10.2307/2326275	PROPN
cjfa-65815	491	2	.	.	PUNCT
cjfa-65815	491	3	lakonishok	lakonishok	PROPN
cjfa-65815	491	4	,	,	PUNCT
cjfa-65815	491	5	j.	j.	PROPN
cjfa-65815	491	6	,	,	PUNCT
cjfa-65815	491	7	shleifer	shleifer	PROPN
cjfa-65815	491	8	,	,	PUNCT
cjfa-65815	491	9	a.	a.	PROPN
cjfa-65815	491	10	,	,	PUNCT
cjfa-65815	491	11	&	&	CCONJ
cjfa-65815	491	12	vishny	vishny	PROPN
cjfa-65815	491	13	,	,	PUNCT
cjfa-65815	491	14	r.w	r.w	PROPN
cjfa-65815	491	15	.	.	PROPN
cjfa-65815	491	16	(	(	PUNCT
cjfa-65815	491	17	1994	1994	NUM
cjfa-65815	491	18	)	)	PUNCT
cjfa-65815	491	19	.	.	PUNCT
cjfa-65815	492	1	contrarian	contrarian	ADJ
cjfa-65815	492	2	investment	investment	NOUN
cjfa-65815	492	3	,	,	PUNCT
cjfa-65815	492	4	extrapolation	extrapolation	NOUN
cjfa-65815	492	5	,	,	PUNCT
cjfa-65815	492	6	and	and	CCONJ
cjfa-65815	492	7	risk	risk	NOUN
cjfa-65815	492	8	.	.	PUNCT
cjfa-65815	493	1	the	the	DET
cjfa-65815	493	2	journal	journal	PROPN
cjfa-65815	493	3	of	of	ADP
cjfa-65815	493	4	finance	finance	NOUN
cjfa-65815	493	5	,	,	PUNCT
cjfa-65815	493	6	49(5	49(5	NUM
cjfa-65815	493	7	)	)	PUNCT
cjfa-65815	493	8	,	,	PUNCT
cjfa-65815	493	9	1541–1578	1541–1578	NUM
cjfa-65815	493	10	.	.	PUNCT
cjfa-65815	494	1	https://doi.org/10.2307/2329262	https://doi.org/10.2307/2329262	PROPN
cjfa-65815	494	2	.	.	PUNCT
cjfa-65815	495	1	lehmann	lehmann	PROPN
cjfa-65815	495	2	,	,	PUNCT
cjfa-65815	495	3	b.n	b.n	PROPN
cjfa-65815	495	4	.	.	PROPN
cjfa-65815	495	5	,	,	PUNCT
cjfa-65815	495	6	&	&	CCONJ
cjfa-65815	495	7	modest	modest	ADJ
cjfa-65815	495	8	,	,	PUNCT
cjfa-65815	495	9	d.m	d.m	PROPN
cjfa-65815	495	10	.	.	PUNCT
cjfa-65815	495	11	(	(	PUNCT
cjfa-65815	495	12	1988	1988	NUM
cjfa-65815	495	13	)	)	PUNCT
cjfa-65815	495	14	.	.	PUNCT
cjfa-65815	496	1	the	the	DET
cjfa-65815	496	2	empirical	empirical	ADJ
cjfa-65815	496	3	foundations	foundation	NOUN
cjfa-65815	496	4	of	of	ADP
cjfa-65815	496	5	the	the	DET
cjfa-65815	496	6	arbitrage	arbitrage	NOUN
cjfa-65815	496	7	pricing	pricing	NOUN
cjfa-65815	496	8	theory	theory	NOUN
cjfa-65815	496	9	.	.	PUNCT
cjfa-65815	497	1	journal	journal	NOUN
cjfa-65815	497	2	of	of	ADP
cjfa-65815	497	3	financial	financial	ADJ
cjfa-65815	497	4	economics	economic	NOUN
cjfa-65815	497	5	,	,	PUNCT
cjfa-65815	497	6	21(2	21(2	NUM
cjfa-65815	497	7	)	)	PUNCT
cjfa-65815	497	8	,	,	PUNCT
cjfa-65815	497	9	213–254	213–254	NUM
cjfa-65815	497	10	.	.	PUNCT
cjfa-65815	498	1	https://doi	https://doi	PROPN
cjfa-65815	498	2	.	.	PUNCT
cjfa-65815	498	3	org/10.1016/0304	org/10.1016/0304	PROPN
cjfa-65815	498	4	-	-	PUNCT
cjfa-65815	498	5	405x(88)90061	405x(88)90061	NOUN
cjfa-65815	498	6	-	-	PUNCT
cjfa-65815	498	7	x.	x.	NOUN
cjfa-65815	498	8	lewellen	lewellen	PROPN
cjfa-65815	498	9	,	,	PUNCT
cjfa-65815	498	10	j.	j.	PROPN
cjfa-65815	498	11	(	(	PUNCT
cjfa-65815	498	12	2004	2004	NUM
cjfa-65815	498	13	)	)	PUNCT
cjfa-65815	498	14	.	.	PUNCT
cjfa-65815	499	1	predicting	predict	VERB
cjfa-65815	499	2	returns	return	NOUN
cjfa-65815	499	3	with	with	ADP
cjfa-65815	499	4	financial	financial	ADJ
cjfa-65815	499	5	ratios	ratio	NOUN
cjfa-65815	499	6	.	.	PUNCT
cjfa-65815	500	1	journal	journal	NOUN
cjfa-65815	500	2	of	of	ADP
cjfa-65815	500	3	financial	financial	ADJ
cjfa-65815	500	4	economics	economic	NOUN
cjfa-65815	500	5	,	,	PUNCT
cjfa-65815	500	6	74(2	74(2	NUM
cjfa-65815	500	7	)	)	PUNCT
cjfa-65815	500	8	,	,	PUNCT
cjfa-65815	500	9	209–235	209–235	NUM
cjfa-65815	500	10	.	.	PUNCT
cjfa-65815	501	1	https://doi.org/10.1016/j.jfineco.2002.11.002	https://doi.org/10.1016/j.jfineco.2002.11.002	PROPN
cjfa-65815	501	2	.	.	PUNCT
cjfa-65815	501	3	lewellen	lewellen	PROPN
cjfa-65815	501	4	,	,	PUNCT
cjfa-65815	501	5	j.	j.	PROPN
cjfa-65815	501	6	,	,	PUNCT
cjfa-65815	501	7	nagel	nagel	PROPN
cjfa-65815	501	8	,	,	PUNCT
cjfa-65815	501	9	s.	s.	PROPN
cjfa-65815	501	10	,	,	PUNCT
cjfa-65815	501	11	&	&	CCONJ
cjfa-65815	501	12	shanken	shanken	PROPN
cjfa-65815	501	13	,	,	PUNCT
cjfa-65815	501	14	j.	j.	PROPN
cjfa-65815	501	15	(	(	PUNCT
cjfa-65815	501	16	2010	2010	NUM
cjfa-65815	501	17	)	)	PUNCT
cjfa-65815	501	18	.	.	PUNCT
cjfa-65815	502	1	a	a	DET
cjfa-65815	502	2	skeptical	skeptical	ADJ
cjfa-65815	502	3	appraisal	appraisal	NOUN
cjfa-65815	502	4	of	of	ADP
cjfa-65815	502	5	asset	asset	NOUN
cjfa-65815	502	6	pricing	pricing	NOUN
cjfa-65815	502	7	tests	test	NOUN
cjfa-65815	502	8	.	.	PUNCT
cjfa-65815	503	1	journal	journal	NOUN
cjfa-65815	503	2	of	of	ADP
cjfa-65815	503	3	financial	financial	ADJ
cjfa-65815	503	4	economics	economic	NOUN
cjfa-65815	503	5	,	,	PUNCT
cjfa-65815	503	6	96(2	96(2	NUM
cjfa-65815	503	7	)	)	PUNCT
cjfa-65815	503	8	,	,	PUNCT
cjfa-65815	503	9	175–194	175–194	NUM
cjfa-65815	503	10	.	.	PUNCT
cjfa-65815	504	1	https://doi.org/10.1016/j.jfineco.2009.09.001	https://doi.org/10.1016/j.jfineco.2009.09.001	PROPN
cjfa-65815	504	2	.	.	PUNCT
cjfa-65815	505	1	liew	liew	PROPN
cjfa-65815	505	2	,	,	PUNCT
cjfa-65815	505	3	j.	j.	PROPN
cjfa-65815	505	4	,	,	PUNCT
cjfa-65815	505	5	&	&	CCONJ
cjfa-65815	505	6	vassalou	vassalou	PROPN
cjfa-65815	505	7	,	,	PUNCT
cjfa-65815	505	8	m.	m.	NOUN
cjfa-65815	505	9	(	(	PUNCT
cjfa-65815	505	10	2000	2000	NUM
cjfa-65815	505	11	)	)	PUNCT
cjfa-65815	505	12	.	.	PUNCT
cjfa-65815	506	1	can	can	AUX
cjfa-65815	506	2	book	book	VERB
cjfa-65815	506	3	-	-	PUNCT
cjfa-65815	506	4	to	to	ADP
cjfa-65815	506	5	-	-	PUNCT
cjfa-65815	506	6	market	market	NOUN
cjfa-65815	506	7	,	,	PUNCT
cjfa-65815	506	8	size	size	NOUN
cjfa-65815	506	9	and	and	CCONJ
cjfa-65815	506	10	momentum	momentum	NOUN
cjfa-65815	506	11	be	be	AUX
cjfa-65815	506	12	risk	risk	NOUN
cjfa-65815	506	13	factors	factor	NOUN
cjfa-65815	506	14	that	that	PRON
cjfa-65815	506	15	predict	predict	VERB
cjfa-65815	506	16	economic	economic	ADJ
cjfa-65815	506	17	growth	growth	NOUN
cjfa-65815	506	18	?	?	PUNCT
cjfa-65815	507	1	journal	journal	NOUN
cjfa-65815	507	2	of	of	ADP
cjfa-65815	507	3	financial	financial	ADJ
cjfa-65815	507	4	economics	economic	NOUN
cjfa-65815	507	5	,	,	PUNCT
cjfa-65815	507	6	57(2	57(2	NUM
cjfa-65815	507	7	)	)	PUNCT
cjfa-65815	507	8	,	,	PUNCT
cjfa-65815	507	9	221–245	221–245	NUM
cjfa-65815	507	10	.	.	PUNCT
cjfa-65815	508	1	https://doi.org/10.1016/s0304-405x(00)00056-8	https://doi.org/10.1016/s0304-405x(00)00056-8	PROPN
cjfa-65815	508	2	.	.	PUNCT
cjfa-65815	509	1	lintner	lintner	PROPN
cjfa-65815	509	2	,	,	PUNCT
cjfa-65815	509	3	j.	j.	PROPN
cjfa-65815	509	4	(	(	PUNCT
cjfa-65815	509	5	1965	1965	NUM
cjfa-65815	509	6	)	)	PUNCT
cjfa-65815	509	7	.	.	PUNCT
cjfa-65815	510	1	the	the	DET
cjfa-65815	510	2	valuation	valuation	NOUN
cjfa-65815	510	3	of	of	ADP
cjfa-65815	510	4	risk	risk	NOUN
cjfa-65815	510	5	assets	asset	NOUN
cjfa-65815	510	6	and	and	CCONJ
cjfa-65815	510	7	the	the	DET
cjfa-65815	510	8	selection	selection	NOUN
cjfa-65815	510	9	of	of	ADP
cjfa-65815	510	10	risky	risky	ADJ
cjfa-65815	510	11	investments	investment	NOUN
cjfa-65815	510	12	in	in	ADP
cjfa-65815	510	13	stock	stock	NOUN
cjfa-65815	510	14	portfolios	portfolio	NOUN
cjfa-65815	510	15	and	and	CCONJ
cjfa-65815	510	16	capital	capital	NOUN
cjfa-65815	510	17	budgets	budget	NOUN
cjfa-65815	510	18	.	.	PUNCT
cjfa-65815	511	1	the	the	DET
cjfa-65815	511	2	review	review	NOUN
cjfa-65815	511	3	of	of	ADP
cjfa-65815	511	4	economics	economic	NOUN
cjfa-65815	511	5	and	and	CCONJ
cjfa-65815	511	6	statistics	statistic	NOUN
cjfa-65815	511	7	,	,	PUNCT
cjfa-65815	511	8	47(1	47(1	NUM
cjfa-65815	511	9	)	)	PUNCT
cjfa-65815	511	10	,	,	PUNCT
cjfa-65815	511	11	13–37	13–37	NOUN
cjfa-65815	511	12	.	.	PUNCT
cjfa-65815	512	1	https://doi.org/10.2307/1924119	https://doi.org/10.2307/1924119	X
cjfa-65815	512	2	.	.	PUNCT
cjfa-65815	513	1	lo	lo	PROPN
cjfa-65815	513	2	,	,	PUNCT
cjfa-65815	513	3	a.w	a.w	PROPN
cjfa-65815	513	4	.	.	PROPN
cjfa-65815	513	5	,	,	PUNCT
cjfa-65815	513	6	&	&	CCONJ
cjfa-65815	513	7	mackinlay	mackinlay	PROPN
cjfa-65815	513	8	,	,	PUNCT
cjfa-65815	513	9	a.c	a.c	PROPN
cjfa-65815	513	10	.	.	PROPN
cjfa-65815	513	11	(	(	PUNCT
cjfa-65815	513	12	1990	1990	NUM
cjfa-65815	513	13	)	)	PUNCT
cjfa-65815	513	14	.	.	PUNCT
cjfa-65815	514	1	data	data	NOUN
cjfa-65815	514	2	-	-	PUNCT
cjfa-65815	514	3	snooping	snoop	VERB
cjfa-65815	514	4	biases	bias	NOUN
cjfa-65815	514	5	in	in	ADP
cjfa-65815	514	6	tests	test	NOUN
cjfa-65815	514	7	of	of	ADP
cjfa-65815	514	8	financial	financial	ADJ
cjfa-65815	514	9	asset	asset	NOUN
cjfa-65815	514	10	pricing	pricing	NOUN
cjfa-65815	514	11	models	model	NOUN
cjfa-65815	514	12	.	.	PUNCT
cjfa-65815	515	1	review	review	NOUN
cjfa-65815	515	2	of	of	ADP
cjfa-65815	515	3	financial	financial	ADJ
cjfa-65815	515	4	studies	study	NOUN
cjfa-65815	515	5	,	,	PUNCT
cjfa-65815	515	6	3(3	3(3	NUM
cjfa-65815	515	7	)	)	PUNCT
cjfa-65815	515	8	,	,	PUNCT
cjfa-65815	515	9	431–467	431–467	NUM
cjfa-65815	515	10	.	.	PUNCT
cjfa-65815	516	1	https://doi.org/10.1093/	https://doi.org/10.1093/	PROPN
cjfa-65815	516	2	rfs/3.3.431	rfs/3.3.431	PROPN
cjfa-65815	516	3	.	.	PUNCT
cjfa-65815	517	1	mackinlay	mackinlay	PROPN
cjfa-65815	517	2	,	,	PUNCT
cjfa-65815	517	3	a.	a.	NOUN
cjfa-65815	517	4	(	(	PUNCT
cjfa-65815	517	5	1995	1995	NUM
cjfa-65815	517	6	)	)	PUNCT
cjfa-65815	517	7	.	.	PUNCT
cjfa-65815	518	1	multifactor	multifactor	NOUN
cjfa-65815	518	2	models	model	NOUN
cjfa-65815	518	3	do	do	AUX
cjfa-65815	518	4	not	not	PART
cjfa-65815	518	5	explain	explain	VERB
cjfa-65815	518	6	deviations	deviation	NOUN
cjfa-65815	518	7	from	from	ADP
cjfa-65815	518	8	the	the	DET
cjfa-65815	518	9	capm	capm	PROPN
cjfa-65815	518	10	.	.	PUNCT
cjfa-65815	519	1	journal	journal	PROPN
cjfa-65815	519	2	of	of	ADP
cjfa-65815	519	3	financial	financial	ADJ
cjfa-65815	519	4	economics	economic	NOUN
cjfa-65815	519	5	,	,	PUNCT
cjfa-65815	519	6	38(1	38(1	NUM
cjfa-65815	519	7	)	)	PUNCT
cjfa-65815	519	8	,	,	PUNCT
cjfa-65815	519	9	3–28	3–28	PROPN
cjfa-65815	519	10	.	.	PUNCT
cjfa-65815	520	1	https://doi.org/10.1016/0304-405x	https://doi.org/10.1016/0304-405x	NOUN
cjfa-65815	520	2	(	(	PUNCT
cjfa-65815	520	3	94)00808	94)00808	PROPN
cjfa-65815	520	4	-	-	PUNCT
cjfa-65815	520	5	e.	e.	PROPN
cjfa-65815	520	6	merton	merton	PROPN
cjfa-65815	520	7	,	,	PUNCT
cjfa-65815	520	8	r.c	r.c	PROPN
cjfa-65815	520	9	.	.	PROPN
cjfa-65815	520	10	(	(	PUNCT
cjfa-65815	520	11	1973	1973	NUM
cjfa-65815	520	12	)	)	PUNCT
cjfa-65815	520	13	.	.	PUNCT
cjfa-65815	521	1	an	an	DET
cjfa-65815	521	2	intertemporal	intertemporal	ADJ
cjfa-65815	521	3	capital	capital	NOUN
cjfa-65815	521	4	asset	asset	NOUN
cjfa-65815	521	5	pricing	pricing	NOUN
cjfa-65815	521	6	model	model	NOUN
cjfa-65815	521	7	.	.	PUNCT
cjfa-65815	522	1	econometrica	econometrica	PROPN
cjfa-65815	522	2	,	,	PUNCT
cjfa-65815	522	3	41(5	41(5	NUM
cjfa-65815	522	4	)	)	PUNCT
cjfa-65815	522	5	,	,	PUNCT
cjfa-65815	522	6	867–887	867–887	NUM
cjfa-65815	522	7	.	.	PUNCT
cjfa-65815	523	1	https://doi.org/10.2307/1913811	https://doi.org/10.2307/1913811	X
cjfa-65815	523	2	.	.	PUNCT
cjfa-65815	524	1	miller	miller	PROPN
cjfa-65815	524	2	,	,	PUNCT
cjfa-65815	524	3	m.h	m.h	PROPN
cjfa-65815	524	4	.	.	PROPN
cjfa-65815	524	5	,	,	PUNCT
cjfa-65815	524	6	&	&	CCONJ
cjfa-65815	524	7	scholes	scholes	PROPN
cjfa-65815	524	8	,	,	PUNCT
cjfa-65815	524	9	m.s	m.s	PROPN
cjfa-65815	524	10	.	.	PROPN
cjfa-65815	524	11	(	(	PUNCT
cjfa-65815	524	12	1982	1982	NUM
cjfa-65815	524	13	)	)	PUNCT
cjfa-65815	524	14	.	.	PUNCT
cjfa-65815	525	1	dividends	dividend	NOUN
cjfa-65815	525	2	and	and	CCONJ
cjfa-65815	525	3	taxes	taxis	NOUN
cjfa-65815	525	4	:	:	PUNCT
cjfa-65815	525	5	some	some	DET
cjfa-65815	525	6	empirical	empirical	ADJ
cjfa-65815	525	7	evidence	evidence	NOUN
cjfa-65815	525	8	.	.	PUNCT
cjfa-65815	526	1	journal	journal	NOUN
cjfa-65815	526	2	of	of	ADP
cjfa-65815	526	3	political	political	ADJ
cjfa-65815	526	4	economy	economy	NOUN
cjfa-65815	526	5	,	,	PUNCT
cjfa-65815	526	6	90(6	90(6	NOUN
cjfa-65815	526	7	)	)	PUNCT
cjfa-65815	526	8	,	,	PUNCT
cjfa-65815	526	9	1118–1141	1118–1141	NUM
cjfa-65815	526	10	.	.	PUNCT
cjfa-65815	527	1	https://doi.org/10.1086/261114	https://doi.org/10.1086/261114	NOUN
cjfa-65815	527	2	.	.	PUNCT
cjfa-65815	527	3	narayan	narayan	PROPN
cjfa-65815	527	4	,	,	PUNCT
cjfa-65815	527	5	p.k	p.k	PROPN
cjfa-65815	527	6	.	.	PROPN
cjfa-65815	527	7	,	,	PUNCT
cjfa-65815	527	8	&	&	CCONJ
cjfa-65815	527	9	ahmed	ahmed	PROPN
cjfa-65815	527	10	,	,	PUNCT
cjfa-65815	527	11	h.a	h.a	PROPN
cjfa-65815	527	12	.	.	PROPN
cjfa-65815	527	13	(	(	PUNCT
cjfa-65815	527	14	2014	2014	NUM
cjfa-65815	527	15	)	)	PUNCT
cjfa-65815	527	16	.	.	PUNCT
cjfa-65815	528	1	importance	importance	NOUN
cjfa-65815	528	2	of	of	ADP
cjfa-65815	528	3	skewness	skewness	NOUN
cjfa-65815	528	4	in	in	ADP
cjfa-65815	528	5	decision	decision	NOUN
cjfa-65815	528	6	making	making	NOUN
cjfa-65815	528	7	:	:	PUNCT
cjfa-65815	528	8	evidence	evidence	NOUN
cjfa-65815	528	9	from	from	ADP
cjfa-65815	528	10	the	the	DET
cjfa-65815	528	11	indian	indian	ADJ
cjfa-65815	528	12	stock	stock	NOUN
cjfa-65815	528	13	exchange	exchange	PROPN
cjfa-65815	528	14	.	.	PUNCT
cjfa-65815	529	1	global	global	ADJ
cjfa-65815	529	2	finance	finance	PROPN
cjfa-65815	529	3	journal	journal	NOUN
cjfa-65815	529	4	,	,	PUNCT
cjfa-65815	529	5	25(3	25(3	NUM
cjfa-65815	529	6	)	)	PUNCT
cjfa-65815	529	7	,	,	PUNCT
cjfa-65815	529	8	260–269	260–269	NUM
cjfa-65815	529	9	.	.	PUNCT
cjfa-65815	530	1	https://doi.org/10.1016/j.gfj.2014.10.006	https://doi.org/10.1016/j.gfj.2014.10.006	NOUN
cjfa-65815	530	2	.	.	PUNCT
cjfa-65815	530	3	https://doi.org/10.2307/2329243	https://doi.org/10.2307/2329243	VERB
cjfa-65815	530	4	https://doi.org/10.2307/2329243	https://doi.org/10.2307/2329243	VERB
cjfa-65815	530	5	https://doi.org/10.1016/0304-405x(88)90061-x	https://doi.org/10.1016/0304-405x(88)90061-x	NOUN
cjfa-65815	530	6	https://doi.org/10.1016/0304-405x(88)90061-x	https://doi.org/10.1016/0304-405x(88)90061-x	NOUN
cjfa-65815	530	7	https://doi.org/10.1016/j.jfineco.2009.09.001	https://doi.org/10.1016/j.jfineco.2009.09.001	VERB
cjfa-65815	530	8	https://doi.org/10.1016/j.jfineco.2009.09.001	https://doi.org/10.1016/j.jfineco.2009.09.001	VERB
cjfa-65815	530	9	https://doi.org/10.1093/rfs/3.3.431	https://doi.org/10.1093/rfs/3.3.431	NOUN
cjfa-65815	530	10	https://doi.org/10.1093/rfs/3.3.431	https://doi.org/10.1093/rfs/3.3.431	NOUN
cjfa-65815	530	11	https://doi.org/10.1016/0304-405x(94)00808-e	https://doi.org/10.1016/0304-405x(94)00808-e	NOUN
cjfa-65815	530	12	https://doi.org/10.1016/0304-405x(94)00808-e	https://doi.org/10.1016/0304-405x(94)00808-e	NOUN
cjfa-65815	530	13	https://doi.org/10.1086/261114	https://doi.org/10.1086/261114	NOUN
cjfa-65815	530	14	cross	cross	ADJ
cjfa-65815	530	15	-	-	ADJ
cjfa-65815	530	16	sectional	sectional	ADJ
cjfa-65815	530	17	predictability	predictability	NOUN
cjfa-65815	530	18	of	of	ADP
cjfa-65815	530	19	indian	indian	ADJ
cjfa-65815	530	20	stock	stock	NOUN
cjfa-65815	530	21	returns	return	NOUN
cjfa-65815	530	22	…	…	PUNCT
cjfa-65815	530	23	7575	7575	NUM
cjfa-65815	530	24	narayan	narayan	NOUN
cjfa-65815	530	25	,	,	PUNCT
cjfa-65815	530	26	p.k	p.k	PROPN
cjfa-65815	530	27	.	.	PROPN
cjfa-65815	530	28	,	,	PUNCT
cjfa-65815	530	29	&	&	CCONJ
cjfa-65815	530	30	bannigidadmath	bannigidadmath	PROPN
cjfa-65815	530	31	,	,	PUNCT
cjfa-65815	530	32	d.	d.	PROPN
cjfa-65815	530	33	(	(	PUNCT
cjfa-65815	530	34	2015	2015	NUM
cjfa-65815	530	35	)	)	PUNCT
cjfa-65815	530	36	.	.	PUNCT
cjfa-65815	531	1	are	be	AUX
cjfa-65815	531	2	indian	indian	ADJ
cjfa-65815	531	3	stock	stock	NOUN
cjfa-65815	531	4	returns	return	NOUN
cjfa-65815	531	5	predictable	predictable	ADJ
cjfa-65815	531	6	?	?	PUNCT
cjfa-65815	532	1	journal	journal	NOUN
cjfa-65815	532	2	of	of	ADP
cjfa-65815	532	3	banking	banking	NOUN
cjfa-65815	532	4	&	&	CCONJ
cjfa-65815	532	5	finance	finance	PROPN
cjfa-65815	532	6	,	,	PUNCT
cjfa-65815	532	7	58	58	NUM
cjfa-65815	532	8	,	,	PUNCT
cjfa-65815	532	9	506–531	506–531	NUM
cjfa-65815	532	10	.	.	PUNCT
cjfa-65815	533	1	https://doi.org/10.1016/j.jbankfin.2015.05.001	https://doi.org/10.1016/j.jbankfin.2015.05.001	PROPN
cjfa-65815	533	2	.	.	PUNCT
cjfa-65815	534	1	pandey	pandey	PROPN
cjfa-65815	534	2	,	,	PUNCT
cjfa-65815	534	3	a.	a.	PROPN
cjfa-65815	534	4	,	,	PUNCT
cjfa-65815	534	5	&	&	CCONJ
cjfa-65815	534	6	sehgal	sehgal	PROPN
cjfa-65815	534	7	,	,	PUNCT
cjfa-65815	534	8	s.	s.	PROPN
cjfa-65815	534	9	(	(	PUNCT
cjfa-65815	534	10	2015	2015	NUM
cjfa-65815	534	11	)	)	PUNCT
cjfa-65815	534	12	.	.	PUNCT
cjfa-65815	535	1	explaining	explain	VERB
cjfa-65815	535	2	size	size	NOUN
cjfa-65815	535	3	effect	effect	NOUN
cjfa-65815	535	4	for	for	ADP
cjfa-65815	535	5	indian	indian	ADJ
cjfa-65815	535	6	stock	stock	NOUN
cjfa-65815	535	7	market	market	NOUN
cjfa-65815	535	8	.	.	PUNCT
cjfa-65815	536	1	asia	asia	PROPN
cjfa-65815	536	2	-	-	PUNCT
cjfa-65815	536	3	pacific	pacific	ADJ
cjfa-65815	536	4	financial	financial	ADJ
cjfa-65815	536	5	markets	market	NOUN
cjfa-65815	536	6	,	,	PUNCT
cjfa-65815	536	7	23(1	23(1	NUM
cjfa-65815	536	8	)	)	PUNCT
cjfa-65815	536	9	,	,	PUNCT
cjfa-65815	536	10	45–68	45–68	NUM
cjfa-65815	536	11	.	.	PUNCT
cjfa-65815	537	1	https://doi.org/10.1007/s10690-015-9208-0	https://doi.org/10.1007/s10690-015-9208-0	PROPN
cjfa-65815	537	2	.	.	PUNCT
cjfa-65815	538	1	pastor	pastor	PROPN
cjfa-65815	538	2	,	,	PUNCT
cjfa-65815	538	3	l.	l.	PROPN
cjfa-65815	538	4	,	,	PUNCT
cjfa-65815	538	5	&	&	CCONJ
cjfa-65815	538	6	stambaugh	stambaugh	PROPN
cjfa-65815	538	7	,	,	PUNCT
cjfa-65815	538	8	r.	r.	PROPN
cjfa-65815	538	9	(	(	PUNCT
cjfa-65815	538	10	2001	2001	NUM
cjfa-65815	538	11	)	)	PUNCT
cjfa-65815	538	12	.	.	PUNCT
cjfa-65815	539	1	liquidity	liquidity	NOUN
cjfa-65815	539	2	risk	risk	NOUN
cjfa-65815	539	3	and	and	CCONJ
cjfa-65815	539	4	expected	expect	VERB
cjfa-65815	539	5	stock	stock	NOUN
cjfa-65815	539	6	returns	return	NOUN
cjfa-65815	539	7	.	.	PUNCT
cjfa-65815	540	1	nber	nber	PROPN
cjfa-65815	540	2	working	working	PROPN
cjfa-65815	540	3	paper	paper	PROPN
cjfa-65815	540	4	no	no	INTJ
cjfa-65815	540	5	.	.	NOUN
cjfa-65815	540	6	8462	8462	NUM
cjfa-65815	540	7	.	.	PUNCT
cjfa-65815	541	1	https://doi.org/10.3386/w8462	https://doi.org/10.3386/w8462	NOUN
cjfa-65815	541	2	.	.	PUNCT
cjfa-65815	542	1	petkova	petkova	PROPN
cjfa-65815	542	2	,	,	PUNCT
cjfa-65815	542	3	r.	r.	PROPN
cjfa-65815	542	4	(	(	PUNCT
cjfa-65815	542	5	2006	2006	NUM
cjfa-65815	542	6	)	)	PUNCT
cjfa-65815	542	7	.	.	PUNCT
cjfa-65815	543	1	do	do	AUX
cjfa-65815	543	2	the	the	DET
cjfa-65815	543	3	fama	fama	NOUN
cjfa-65815	543	4	–	–	PUNCT
cjfa-65815	543	5	french	french	ADJ
cjfa-65815	543	6	factors	factor	NOUN
cjfa-65815	543	7	proxy	proxy	VERB
cjfa-65815	543	8	for	for	ADP
cjfa-65815	543	9	innovations	innovation	NOUN
cjfa-65815	543	10	in	in	ADP
cjfa-65815	543	11	predictive	predictive	ADJ
cjfa-65815	543	12	variables	variable	NOUN
cjfa-65815	543	13	?	?	PUNCT
cjfa-65815	544	1	the	the	DET
cjfa-65815	544	2	journal	journal	NOUN
cjfa-65815	544	3	of	of	ADP
cjfa-65815	544	4	finance	finance	NOUN
cjfa-65815	544	5	,	,	PUNCT
cjfa-65815	544	6	61(2	61(2	NUM
cjfa-65815	544	7	)	)	PUNCT
cjfa-65815	544	8	,	,	PUNCT
cjfa-65815	544	9	581–612	581–612	NUM
cjfa-65815	544	10	.	.	PUNCT
cjfa-65815	545	1	https://doi.org/10.1111/j.15406261.2006.00849.x	https://doi.org/10.1111/j.15406261.2006.00849.x	X
cjfa-65815	545	2	.	.	PUNCT
cjfa-65815	545	3	pontiff	pontiff	PROPN
cjfa-65815	545	4	,	,	PUNCT
cjfa-65815	545	5	j.	j.	PROPN
cjfa-65815	545	6	,	,	PUNCT
cjfa-65815	545	7	&	&	CCONJ
cjfa-65815	545	8	schall	schall	PROPN
cjfa-65815	545	9	,	,	PUNCT
cjfa-65815	545	10	l.d	l.d	PROPN
cjfa-65815	545	11	.	.	PROPN
cjfa-65815	545	12	(	(	PUNCT
cjfa-65815	545	13	1998	1998	NUM
cjfa-65815	545	14	)	)	PUNCT
cjfa-65815	545	15	.	.	PUNCT
cjfa-65815	546	1	book	book	NOUN
cjfa-65815	546	2	-	-	PUNCT
cjfa-65815	546	3	to	to	ADP
cjfa-65815	546	4	-	-	PUNCT
cjfa-65815	546	5	market	market	NOUN
cjfa-65815	546	6	ratios	ratio	NOUN
cjfa-65815	546	7	as	as	ADP
cjfa-65815	546	8	predictors	predictor	NOUN
cjfa-65815	546	9	of	of	ADP
cjfa-65815	546	10	market	market	NOUN
cjfa-65815	546	11	returns	return	NOUN
cjfa-65815	546	12	.	.	PUNCT
cjfa-65815	547	1	journal	journal	NOUN
cjfa-65815	547	2	of	of	ADP
cjfa-65815	547	3	financial	financial	ADJ
cjfa-65815	547	4	economics	economic	NOUN
cjfa-65815	547	5	,	,	PUNCT
cjfa-65815	547	6	49(2	49(2	NUM
cjfa-65815	547	7	)	)	PUNCT
cjfa-65815	547	8	,	,	PUNCT
cjfa-65815	547	9	141–160	141–160	NUM
cjfa-65815	547	10	.	.	PUNCT
cjfa-65815	548	1	https://doi.org/10.1016/	https://doi.org/10.1016/	PROPN
cjfa-65815	548	2	s0304	s0304	PROPN
cjfa-65815	548	3	-	-	PUNCT
cjfa-65815	548	4	405x(98)00020	405x(98)00020	NOUN
cjfa-65815	548	5	-	-	NOUN
cjfa-65815	548	6	8	8	NUM
cjfa-65815	548	7	.	.	PUNCT
cjfa-65815	548	8	roll	roll	NOUN
cjfa-65815	548	9	,	,	PUNCT
cjfa-65815	548	10	r.	r.	PROPN
cjfa-65815	548	11	(	(	PUNCT
cjfa-65815	548	12	1977	1977	NUM
cjfa-65815	548	13	)	)	PUNCT
cjfa-65815	548	14	.	.	PUNCT
cjfa-65815	549	1	a	a	DET
cjfa-65815	549	2	critique	critique	NOUN
cjfa-65815	549	3	of	of	ADP
cjfa-65815	549	4	the	the	DET
cjfa-65815	549	5	asset	asset	NOUN
cjfa-65815	549	6	pricing	pricing	NOUN
cjfa-65815	549	7	theory	theory	NOUN
cjfa-65815	549	8	’s	’s	PART
cjfa-65815	549	9	tests	test	VERB
cjfa-65815	549	10	part	part	NOUN
cjfa-65815	550	1	i	i	PRON
cjfa-65815	550	2	:	:	PUNCT
cjfa-65815	550	3	on	on	ADP
cjfa-65815	550	4	past	past	NOUN
cjfa-65815	550	5	and	and	CCONJ
cjfa-65815	550	6	potential	potential	ADJ
cjfa-65815	550	7	testability	testability	NOUN
cjfa-65815	550	8	of	of	ADP
cjfa-65815	550	9	the	the	DET
cjfa-65815	550	10	theory	theory	NOUN
cjfa-65815	550	11	.	.	PUNCT
cjfa-65815	551	1	journal	journal	NOUN
cjfa-65815	551	2	of	of	ADP
cjfa-65815	551	3	financial	financial	ADJ
cjfa-65815	551	4	economics	economic	NOUN
cjfa-65815	551	5	,	,	PUNCT
cjfa-65815	551	6	4(2	4(2	NUM
cjfa-65815	551	7	)	)	PUNCT
cjfa-65815	551	8	,	,	PUNCT
cjfa-65815	551	9	129–176	129–176	NUM
cjfa-65815	551	10	.	.	PUNCT
cjfa-65815	552	1	https://doi	https://doi	PROPN
cjfa-65815	552	2	.	.	PUNCT
cjfa-65815	553	1	org/10.1016/0304	org/10.1016/0304	PROPN
cjfa-65815	553	2	-	-	PUNCT
cjfa-65815	553	3	405x(77)90009	405x(77)90009	NUM
cjfa-65815	553	4	-	-	SYM
cjfa-65815	553	5	5	5	NUM
cjfa-65815	553	6	.	.	PUNCT
cjfa-65815	553	7	roll	roll	NOUN
cjfa-65815	553	8	,	,	PUNCT
cjfa-65815	553	9	r.	r.	PROPN
cjfa-65815	553	10	,	,	PUNCT
cjfa-65815	553	11	&	&	CCONJ
cjfa-65815	553	12	ross	ross	PROPN
cjfa-65815	553	13	,	,	PUNCT
cjfa-65815	553	14	s.	s.	PROPN
cjfa-65815	553	15	a.	a.	PROPN
cjfa-65815	553	16	(	(	PUNCT
cjfa-65815	553	17	1980	1980	NUM
cjfa-65815	553	18	)	)	PUNCT
cjfa-65815	553	19	.	.	PUNCT
cjfa-65815	554	1	an	an	DET
cjfa-65815	554	2	empirical	empirical	ADJ
cjfa-65815	554	3	investigation	investigation	NOUN
cjfa-65815	554	4	of	of	ADP
cjfa-65815	554	5	the	the	DET
cjfa-65815	554	6	arbitrage	arbitrage	NOUN
cjfa-65815	554	7	pricing	pricing	NOUN
cjfa-65815	554	8	theory	theory	NOUN
cjfa-65815	554	9	.	.	PUNCT
cjfa-65815	555	1	the	the	DET
cjfa-65815	555	2	journal	journal	PROPN
cjfa-65815	555	3	of	of	ADP
cjfa-65815	555	4	finance	finance	NOUN
cjfa-65815	555	5	,	,	PUNCT
cjfa-65815	555	6	35(5	35(5	NUM
cjfa-65815	555	7	)	)	PUNCT
cjfa-65815	555	8	,	,	PUNCT
cjfa-65815	555	9	1073–1103	1073–1103	NUM
cjfa-65815	555	10	.	.	PUNCT
cjfa-65815	556	1	https://doi.org/10.1111/j.1540-6261.1980	https://doi.org/10.1111/j.1540-6261.1980	PROPN
cjfa-65815	556	2	.	.	PUNCT
cjfa-65815	556	3	tb02197.x	tb02197.x	NOUN
cjfa-65815	556	4	.	.	PUNCT
cjfa-65815	557	1	rosenberg	rosenberg	PROPN
cjfa-65815	557	2	,	,	PUNCT
cjfa-65815	557	3	b.	b.	PROPN
cjfa-65815	557	4	,	,	PUNCT
cjfa-65815	557	5	reid	reid	PROPN
cjfa-65815	557	6	,	,	PUNCT
cjfa-65815	557	7	k.	k.	PROPN
cjfa-65815	557	8	,	,	PUNCT
cjfa-65815	557	9	&	&	CCONJ
cjfa-65815	557	10	lanstein	lanstein	PROPN
cjfa-65815	557	11	,	,	PUNCT
cjfa-65815	557	12	r.	r.	PROPN
cjfa-65815	557	13	(	(	PUNCT
cjfa-65815	557	14	1985	1985	NUM
cjfa-65815	557	15	)	)	PUNCT
cjfa-65815	557	16	.	.	PUNCT
cjfa-65815	558	1	persuasive	persuasive	ADJ
cjfa-65815	558	2	evidence	evidence	NOUN
cjfa-65815	558	3	of	of	ADP
cjfa-65815	558	4	market	market	NOUN
cjfa-65815	558	5	inefficiency	inefficiency	NOUN
cjfa-65815	558	6	.	.	PUNCT
cjfa-65815	559	1	the	the	DET
cjfa-65815	559	2	journal	journal	PROPN
cjfa-65815	559	3	of	of	ADP
cjfa-65815	559	4	portfolio	portfolio	NOUN
cjfa-65815	559	5	management	management	NOUN
cjfa-65815	559	6	,	,	PUNCT
cjfa-65815	559	7	11(3	11(3	NUM
cjfa-65815	559	8	)	)	PUNCT
cjfa-65815	559	9	,	,	PUNCT
cjfa-65815	559	10	9–16	9–16	NOUN
cjfa-65815	559	11	.	.	PUNCT
cjfa-65815	560	1	https://doi.org/10.3905/	https://doi.org/10.3905/	PROPN
cjfa-65815	560	2	jpm.1985.409007	jpm.1985.409007	PROPN
cjfa-65815	560	3	.	.	PUNCT
cjfa-65815	560	4	ross	ross	PROPN
cjfa-65815	560	5	,	,	PUNCT
cjfa-65815	560	6	s.a	s.a	PROPN
cjfa-65815	560	7	.	.	PROPN
cjfa-65815	560	8	(	(	PUNCT
cjfa-65815	560	9	1976	1976	NUM
cjfa-65815	560	10	)	)	PUNCT
cjfa-65815	560	11	.	.	PUNCT
cjfa-65815	561	1	the	the	DET
cjfa-65815	561	2	arbitrage	arbitrage	NOUN
cjfa-65815	561	3	theory	theory	NOUN
cjfa-65815	561	4	of	of	ADP
cjfa-65815	561	5	capital	capital	NOUN
cjfa-65815	561	6	asset	asset	NOUN
cjfa-65815	561	7	pricing	pricing	NOUN
cjfa-65815	561	8	.	.	PUNCT
cjfa-65815	562	1	journal	journal	NOUN
cjfa-65815	562	2	of	of	ADP
cjfa-65815	562	3	economic	economic	ADJ
cjfa-65815	562	4	theory	theory	NOUN
cjfa-65815	562	5	,	,	PUNCT
cjfa-65815	562	6	13(3	13(3	NUM
cjfa-65815	562	7	)	)	PUNCT
cjfa-65815	562	8	,	,	PUNCT
cjfa-65815	562	9	341–360	341–360	NUM
cjfa-65815	562	10	.	.	PUNCT
cjfa-65815	563	1	https://doi.org/10.1016/0022-0531(76)90046-6	https://doi.org/10.1016/0022-0531(76)90046-6	PROPN
cjfa-65815	563	2	.	.	PUNCT
cjfa-65815	564	1	roy	roy	PROPN
cjfa-65815	564	2	,	,	PUNCT
cjfa-65815	564	3	r.	r.	PROPN
cjfa-65815	564	4	(	(	PUNCT
cjfa-65815	564	5	2021	2021	NUM
cjfa-65815	564	6	)	)	PUNCT
cjfa-65815	564	7	.	.	PUNCT
cjfa-65815	565	1	is	be	AUX
cjfa-65815	565	2	the	the	DET
cjfa-65815	565	3	six	six	NUM
cjfa-65815	565	4	-	-	PUNCT
cjfa-65815	565	5	factor	factor	NOUN
cjfa-65815	565	6	asset	asset	NOUN
cjfa-65815	565	7	pricing	pricing	NOUN
cjfa-65815	565	8	model	model	NOUN
cjfa-65815	565	9	discounting	discount	VERB
cjfa-65815	565	10	the	the	DET
cjfa-65815	565	11	global	global	ADJ
cjfa-65815	565	12	returns	return	NOUN
cjfa-65815	565	13	?	?	PUNCT
cjfa-65815	566	1	macroeconomics	macroeconomic	NOUN
cjfa-65815	566	2	and	and	CCONJ
cjfa-65815	566	3	finance	finance	NOUN
cjfa-65815	566	4	in	in	ADP
cjfa-65815	566	5	emerging	emerge	VERB
cjfa-65815	566	6	market	market	NOUN
cjfa-65815	566	7	economies	economy	NOUN
cjfa-65815	566	8	,	,	PUNCT
cjfa-65815	566	9	16(1	16(1	NUM
cjfa-65815	566	10	)	)	PUNCT
cjfa-65815	566	11	,	,	PUNCT
cjfa-65815	566	12	95–136	95–136	NOUN
cjfa-65815	566	13	.	.	PUNCT
cjfa-65815	567	1	https://doi	https://doi	PROPN
cjfa-65815	567	2	.	.	PUNCT
cjfa-65815	567	3	org/10.1080/17520843.2021.1936110	org/10.1080/17520843.2021.1936110	PROPN
cjfa-65815	567	4	.	.	PUNCT
cjfa-65815	568	1	sehgal	sehgal	PROPN
cjfa-65815	568	2	,	,	PUNCT
cjfa-65815	568	3	s.	s.	PROPN
cjfa-65815	568	4	,	,	PUNCT
cjfa-65815	568	5	&	&	CCONJ
cjfa-65815	568	6	balakrishnan	balakrishnan	PROPN
cjfa-65815	568	7	,	,	PUNCT
cjfa-65815	568	8	a.	a.	PROPN
cjfa-65815	568	9	(	(	PUNCT
cjfa-65815	568	10	2013	2013	NUM
cjfa-65815	568	11	)	)	PUNCT
cjfa-65815	568	12	.	.	PUNCT
cjfa-65815	569	1	robustness	robustness	NOUN
cjfa-65815	569	2	of	of	ADP
cjfa-65815	569	3	fama	fama	NOUN
cjfa-65815	569	4	-	-	PUNCT
cjfa-65815	569	5	french	french	ADJ
cjfa-65815	569	6	three	three	NUM
cjfa-65815	569	7	factor	factor	NOUN
cjfa-65815	569	8	model	model	NOUN
cjfa-65815	569	9	:	:	PUNCT
cjfa-65815	569	10	further	further	ADJ
cjfa-65815	569	11	evidence	evidence	NOUN
cjfa-65815	569	12	for	for	ADP
cjfa-65815	569	13	indian	indian	ADJ
cjfa-65815	569	14	stock	stock	NOUN
cjfa-65815	569	15	market	market	NOUN
cjfa-65815	569	16	.	.	PUNCT
cjfa-65815	570	1	vision	vision	NOUN
cjfa-65815	570	2	:	:	PUNCT
cjfa-65815	570	3	the	the	DET
cjfa-65815	570	4	journal	journal	NOUN
cjfa-65815	570	5	of	of	ADP
cjfa-65815	570	6	business	business	PROPN
cjfa-65815	570	7	perspective	perspective	NOUN
cjfa-65815	570	8	,	,	PUNCT
cjfa-65815	570	9	17(2	17(2	NUM
cjfa-65815	570	10	)	)	PUNCT
cjfa-65815	570	11	,	,	PUNCT
cjfa-65815	570	12	119–127	119–127	NUM
cjfa-65815	570	13	.	.	PUNCT
cjfa-65815	571	1	https://doi.org/10.1177/0972262912483526	https://doi.org/10.1177/0972262912483526	NOUN
cjfa-65815	571	2	.	.	PUNCT
cjfa-65815	572	1	sehgal	sehgal	PROPN
cjfa-65815	572	2	,	,	PUNCT
cjfa-65815	572	3	s.	s.	PROPN
cjfa-65815	572	4	,	,	PUNCT
cjfa-65815	572	5	&	&	CCONJ
cjfa-65815	572	6	jain	jain	PROPN
cjfa-65815	572	7	,	,	PUNCT
cjfa-65815	572	8	k.	k.	PROPN
cjfa-65815	572	9	(	(	PUNCT
cjfa-65815	572	10	2015	2015	NUM
cjfa-65815	572	11	)	)	PUNCT
cjfa-65815	572	12	.	.	PUNCT
cjfa-65815	573	1	dissecting	dissect	VERB
cjfa-65815	573	2	sources	source	NOUN
cjfa-65815	573	3	of	of	ADP
cjfa-65815	573	4	price	price	NOUN
cjfa-65815	573	5	momentum	momentum	NOUN
cjfa-65815	573	6	:	:	PUNCT
cjfa-65815	573	7	evidence	evidence	NOUN
cjfa-65815	573	8	from	from	ADP
cjfa-65815	573	9	india	india	PROPN
cjfa-65815	573	10	.	.	PUNCT
cjfa-65815	574	1	international	international	ADJ
cjfa-65815	574	2	journal	journal	NOUN
cjfa-65815	574	3	of	of	ADP
cjfa-65815	574	4	emerging	emerge	VERB
cjfa-65815	574	5	markets	market	NOUN
cjfa-65815	574	6	,	,	PUNCT
cjfa-65815	574	7	10(4	10(4	NUM
cjfa-65815	574	8	)	)	PUNCT
cjfa-65815	574	9	,	,	PUNCT
cjfa-65815	574	10	801–819	801–819	NUM
cjfa-65815	574	11	.	.	PUNCT
cjfa-65815	575	1	https://doi.org/10.1108/	https://doi.org/10.1108/	PROPN
cjfa-65815	575	2	ijoem-04	ijoem-04	PROPN
cjfa-65815	575	3	-	-	PUNCT
cjfa-65815	575	4	2014	2014	NUM
cjfa-65815	575	5	-	-	PUNCT
cjfa-65815	575	6	0046	0046	NUM
cjfa-65815	575	7	.	.	PUNCT
cjfa-65815	576	1	sharma	sharma	PROPN
cjfa-65815	576	2	,	,	PUNCT
cjfa-65815	576	3	g.	g.	PROPN
cjfa-65815	576	4	,	,	PUNCT
cjfa-65815	576	5	subramaniam	subramaniam	PROPN
cjfa-65815	576	6	,	,	PUNCT
cjfa-65815	576	7	s.	s.	PROPN
cjfa-65815	576	8	,	,	PUNCT
cjfa-65815	576	9	&	&	CCONJ
cjfa-65815	576	10	sehgal	sehgal	PROPN
cjfa-65815	576	11	,	,	PUNCT
cjfa-65815	576	12	s.	s.	PROPN
cjfa-65815	576	13	(	(	PUNCT
cjfa-65815	576	14	2019	2019	NUM
cjfa-65815	576	15	)	)	PUNCT
cjfa-65815	576	16	.	.	PUNCT
cjfa-65815	576	17	are	be	AUX
cjfa-65815	576	18	prominent	prominent	ADJ
cjfa-65815	576	19	equity	equity	NOUN
cjfa-65815	576	20	market	market	NOUN
cjfa-65815	576	21	anomalies	anomaly	NOUN
cjfa-65815	576	22	in	in	ADP
cjfa-65815	576	23	india	india	PROPN
cjfa-65815	576	24	fading	fade	VERB
cjfa-65815	576	25	away	away	ADV
cjfa-65815	576	26	?	?	PUNCT
cjfa-65815	577	1	global	global	ADJ
cjfa-65815	577	2	business	business	PROPN
cjfa-65815	577	3	review	review	PROPN
cjfa-65815	577	4	,	,	PUNCT
cjfa-65815	577	5	22(1	22(1	NUM
cjfa-65815	577	6	)	)	PUNCT
cjfa-65815	577	7	,	,	PUNCT
cjfa-65815	577	8	255–270	255–270	NUM
cjfa-65815	577	9	.	.	PUNCT
cjfa-65815	578	1	https://doi	https://doi	NOUN
cjfa-65815	578	2	.	.	PUNCT
cjfa-65815	578	3	org/10.1177/0972150918811248	org/10.1177/0972150918811248	PROPN
cjfa-65815	578	4	.	.	PUNCT
cjfa-65815	579	1	sharpe	sharpe	PROPN
cjfa-65815	579	2	,	,	PUNCT
cjfa-65815	579	3	w.f	w.f	PROPN
cjfa-65815	579	4	.	.	PROPN
cjfa-65815	579	5	(	(	PUNCT
cjfa-65815	579	6	1964	1964	NUM
cjfa-65815	579	7	)	)	PUNCT
cjfa-65815	579	8	.	.	PUNCT
cjfa-65815	580	1	capital	capital	NOUN
cjfa-65815	580	2	asset	asset	NOUN
cjfa-65815	580	3	prices	price	NOUN
cjfa-65815	580	4	:	:	PUNCT
cjfa-65815	580	5	a	a	DET
cjfa-65815	580	6	theory	theory	NOUN
cjfa-65815	580	7	of	of	ADP
cjfa-65815	580	8	market	market	NOUN
cjfa-65815	580	9	equilibrium	equilibrium	NOUN
cjfa-65815	580	10	under	under	ADP
cjfa-65815	580	11	conditions	condition	NOUN
cjfa-65815	580	12	of	of	ADP
cjfa-65815	580	13	risk	risk	NOUN
cjfa-65815	580	14	.	.	PUNCT
cjfa-65815	581	1	the	the	DET
cjfa-65815	581	2	journal	journal	PROPN
cjfa-65815	581	3	of	of	ADP
cjfa-65815	581	4	finance	finance	NOUN
cjfa-65815	581	5	,	,	PUNCT
cjfa-65815	581	6	19(3	19(3	NUM
cjfa-65815	581	7	)	)	PUNCT
cjfa-65815	581	8	,	,	PUNCT
cjfa-65815	581	9	425–442	425–442	NUM
cjfa-65815	581	10	.	.	PUNCT
cjfa-65815	581	11	https://doi.org/10.2307/2977928	https://doi.org/10.2307/2977928	PROPN
cjfa-65815	581	12	.	.	PUNCT
cjfa-65815	582	1	sobti	sobti	PROPN
cjfa-65815	582	2	,	,	PUNCT
cjfa-65815	582	3	n.	n.	NOUN
cjfa-65815	582	4	(	(	PUNCT
cjfa-65815	582	5	2018	2018	NUM
cjfa-65815	582	6	)	)	PUNCT
cjfa-65815	582	7	.	.	PUNCT
cjfa-65815	583	1	does	do	AUX
cjfa-65815	583	2	size	size	VERB
cjfa-65815	583	3	,	,	PUNCT
cjfa-65815	583	4	value	value	NOUN
cjfa-65815	583	5	and	and	CCONJ
cjfa-65815	583	6	seasonal	seasonal	ADJ
cjfa-65815	583	7	effects	effect	NOUN
cjfa-65815	583	8	still	still	ADV
cjfa-65815	583	9	persist	persist	VERB
cjfa-65815	583	10	in	in	ADP
cjfa-65815	583	11	indian	indian	ADJ
cjfa-65815	583	12	equity	equity	NOUN
cjfa-65815	583	13	markets	market	NOUN
cjfa-65815	583	14	?	?	PUNCT
cjfa-65815	584	1	vision	vision	NOUN
cjfa-65815	584	2	:	:	PUNCT
cjfa-65815	584	3	the	the	DET
cjfa-65815	584	4	journal	journal	NOUN
cjfa-65815	584	5	of	of	ADP
cjfa-65815	584	6	business	business	PROPN
cjfa-65815	584	7	perspective	perspective	NOUN
cjfa-65815	584	8	,	,	PUNCT
cjfa-65815	584	9	22(1	22(1	NUM
cjfa-65815	584	10	)	)	PUNCT
cjfa-65815	584	11	,	,	PUNCT
cjfa-65815	584	12	11–21	11–21	NUM
cjfa-65815	584	13	.	.	PUNCT
cjfa-65815	585	1	https://doi	https://doi	PROPN
cjfa-65815	585	2	.	.	PUNCT
cjfa-65815	585	3	org/10.1177/0972262917750230	org/10.1177/0972262917750230	PROPN
cjfa-65815	585	4	.	.	PUNCT
cjfa-65815	586	1	https://doi.org/10.1016/s0304-405x(98)00020-8	https://doi.org/10.1016/s0304-405x(98)00020-8	NOUN
cjfa-65815	586	2	https://doi.org/10.1016/s0304-405x(98)00020-8	https://doi.org/10.1016/s0304-405x(98)00020-8	PROPN
cjfa-65815	586	3	https://doi.org/10.1016/0304-405x(77)90009-5	https://doi.org/10.1016/0304-405x(77)90009-5	PROPN
cjfa-65815	586	4	https://doi.org/10.1016/0304-405x(77)90009-5	https://doi.org/10.1016/0304-405x(77)90009-5	PROPN
cjfa-65815	586	5	https://doi.org/10.1111/j.1540-6261.1980.tb02197.x	https://doi.org/10.1111/j.1540-6261.1980.tb02197.x	PROPN
cjfa-65815	587	1	https://doi.org/10.1111/j.1540-6261.1980.tb02197.x	https://doi.org/10.1111/j.1540-6261.1980.tb02197.x	PROPN
cjfa-65815	587	2	https://doi.org/10.3905/jpm.1985.409007	https://doi.org/10.3905/jpm.1985.409007	ADJ
cjfa-65815	587	3	https://doi.org/10.3905/jpm.1985.409007	https://doi.org/10.3905/jpm.1985.409007	ADJ
cjfa-65815	587	4	https://doi.org/10.1016/0022-0531(76)90046-6	https://doi.org/10.1016/0022-0531(76)90046-6	PROPN
cjfa-65815	587	5	https://doi.org/10.1080/17520843.2021.1936110	https://doi.org/10.1080/17520843.2021.1936110	PROPN
cjfa-65815	588	1	https://doi.org/10.1080/17520843.2021.1936110	https://doi.org/10.1080/17520843.2021.1936110	PROPN
cjfa-65815	588	2	https://doi.org/10.1108/ijoem-04-2014-0046	https://doi.org/10.1108/ijoem-04-2014-0046	NOUN
cjfa-65815	588	3	https://doi.org/10.1108/ijoem-04-2014-0046	https://doi.org/10.1108/ijoem-04-2014-0046	PROPN
cjfa-65815	588	4	https://doi.org/10.1177/0972150918811248	https://doi.org/10.1177/0972150918811248	PROPN
cjfa-65815	588	5	https://doi.org/10.1177/0972150918811248	https://doi.org/10.1177/0972150918811248	NOUN
cjfa-65815	588	6	https://doi.org/10.1177/0972262917750230	https://doi.org/10.1177/0972262917750230	X
cjfa-65815	588	7	https://doi.org/10.1177/0972262917750230	https://doi.org/10.1177/0972262917750230	X
cjfa-65815	588	8	sanjay	sanjay	ADJ
cjfa-65815	588	9	shanbhag	shanbhag	PROPN
cjfa-65815	588	10	,	,	PUNCT
cjfa-65815	588	11	kamran	kamran	PROPN
cjfa-65815	588	12	quddus7676	quddus7676	PROPN
cjfa-65815	588	13	tripathi	tripathi	PROPN
cjfa-65815	588	14	,	,	PUNCT
cjfa-65815	588	15	v.	v.	PROPN
cjfa-65815	588	16	,	,	PUNCT
cjfa-65815	588	17	&	&	CCONJ
cjfa-65815	588	18	aggarwal	aggarwal	PROPN
cjfa-65815	588	19	,	,	PUNCT
cjfa-65815	588	20	p.	p.	NOUN
cjfa-65815	588	21	(	(	PUNCT
cjfa-65815	588	22	2020	2020	NUM
cjfa-65815	588	23	)	)	PUNCT
cjfa-65815	588	24	.	.	PUNCT
cjfa-65815	589	1	is	be	AUX
cjfa-65815	589	2	value	value	NOUN
cjfa-65815	589	3	premium	premium	NOUN
cjfa-65815	589	4	sector	sector	NOUN
cjfa-65815	589	5	-	-	PUNCT
cjfa-65815	589	6	specific	specific	ADJ
cjfa-65815	589	7	?	?	PUNCT
cjfa-65815	589	8	evidence	evidence	NOUN
cjfa-65815	589	9	from	from	ADP
cjfa-65815	589	10	india	india	PROPN
cjfa-65815	589	11	.	.	PUNCT
cjfa-65815	590	1	managerial	managerial	ADJ
cjfa-65815	590	2	finance	finance	NOUN
cjfa-65815	590	3	,	,	PUNCT
cjfa-65815	590	4	46(12	46(12	PROPN
cjfa-65815	590	5	)	)	PUNCT
cjfa-65815	590	6	,	,	PUNCT
cjfa-65815	590	7	1605–1628	1605–1628	NUM
cjfa-65815	590	8	.	.	PUNCT
cjfa-65815	591	1	https://doi.org/10.1108/mf-02-20200049	https://doi.org/10.1108/mf-02-20200049	X
cjfa-65815	591	2	.	.	PROPN
cjfa-65815	591	3	vasishth	vasishth	PROPN
cjfa-65815	591	4	,	,	PUNCT
cjfa-65815	591	5	v.	v.	ADP
cjfa-65815	591	6	,	,	PUNCT
cjfa-65815	591	7	sehgal	sehgal	PROPN
cjfa-65815	591	8	,	,	PUNCT
cjfa-65815	591	9	s.	s.	PROPN
cjfa-65815	591	10	,	,	PUNCT
cjfa-65815	591	11	&	&	CCONJ
cjfa-65815	591	12	sharma	sharma	PROPN
cjfa-65815	591	13	,	,	PUNCT
cjfa-65815	591	14	g.	g.	PROPN
cjfa-65815	591	15	(	(	PUNCT
cjfa-65815	591	16	2020	2020	NUM
cjfa-65815	591	17	)	)	PUNCT
cjfa-65815	591	18	.	.	PUNCT
cjfa-65815	592	1	size	size	NOUN
cjfa-65815	592	2	effect	effect	NOUN
cjfa-65815	592	3	in	in	ADP
cjfa-65815	592	4	indian	indian	ADJ
cjfa-65815	592	5	equity	equity	NOUN
cjfa-65815	592	6	market	market	NOUN
cjfa-65815	592	7	:	:	PUNCT
cjfa-65815	592	8	myth	myth	NOUN
cjfa-65815	592	9	or	or	CCONJ
cjfa-65815	592	10	reality	reality	NOUN
cjfa-65815	592	11	?	?	PUNCT
cjfa-65815	593	1	asia	asia	ADJ
cjfa-65815	593	2	-	-	PUNCT
cjfa-65815	593	3	pacific	pacific	ADJ
cjfa-65815	593	4	financial	financial	ADJ
cjfa-65815	593	5	markets	market	NOUN
cjfa-65815	593	6	,	,	PUNCT
cjfa-65815	593	7	28(1	28(1	NOUN
cjfa-65815	593	8	)	)	PUNCT
cjfa-65815	593	9	,	,	PUNCT
cjfa-65815	593	10	101–119	101–119	NUM
cjfa-65815	593	11	.	.	PUNCT
cjfa-65815	594	1	https://doi.org/10.1007/	https://doi.org/10.1007/	PROPN
cjfa-65815	594	2	s10690	s10690	PROPN
cjfa-65815	594	3	-	-	PUNCT
cjfa-65815	594	4	020	020	NUM
cjfa-65815	594	5	-	-	PUNCT
cjfa-65815	594	6	09318	09318	NUM
cjfa-65815	594	7	-	-	PUNCT
cjfa-65815	594	8	0	0	NUM
cjfa-65815	594	9	.	.	PUNCT
cjfa-65815	594	10	veeravel	veeravel	NOUN
cjfa-65815	594	11	,	,	PUNCT
cjfa-65815	594	12	v.	v.	CCONJ
cjfa-65815	594	13	(	(	PUNCT
cjfa-65815	594	14	2023	2023	NUM
cjfa-65815	594	15	)	)	PUNCT
cjfa-65815	594	16	.	.	PUNCT
cjfa-65815	595	1	short	short	ADJ
cjfa-65815	595	2	-	-	PUNCT
cjfa-65815	595	3	term	term	NOUN
cjfa-65815	595	4	persistence	persistence	NOUN
cjfa-65815	595	5	performance	performance	NOUN
cjfa-65815	595	6	of	of	ADP
cjfa-65815	595	7	equity	equity	NOUN
cjfa-65815	595	8	mutual	mutual	ADJ
cjfa-65815	595	9	fund	fund	NOUN
cjfa-65815	595	10	returns	return	NOUN
cjfa-65815	595	11	:	:	PUNCT
cjfa-65815	595	12	evidence	evidence	NOUN
cjfa-65815	595	13	from	from	ADP
cjfa-65815	595	14	india	india	PROPN
cjfa-65815	595	15	.	.	PUNCT
cjfa-65815	596	1	copernican	copernican	PROPN
cjfa-65815	596	2	journal	journal	PROPN
cjfa-65815	596	3	of	of	ADP
cjfa-65815	596	4	finance	finance	PROPN
cjfa-65815	596	5	&	&	CCONJ
cjfa-65815	596	6	accounting	accounting	NOUN
cjfa-65815	596	7	,	,	PUNCT
cjfa-65815	596	8	12(3	12(3	NUM
cjfa-65815	596	9	)	)	PUNCT
cjfa-65815	596	10	,	,	PUNCT
cjfa-65815	596	11	79–92	79–92	NUM
cjfa-65815	596	12	.	.	PUNCT
cjfa-65815	597	1	https://doi.org/10.12775/cjfa.2023.017	https://doi.org/10.12775/cjfa.2023.017	PROPN
cjfa-65815	597	2	.	.	PUNCT
cjfa-65815	597	3	welch	welch	PROPN
cjfa-65815	597	4	,	,	PUNCT
cjfa-65815	597	5	i.	i.	PROPN
cjfa-65815	597	6	,	,	PUNCT
cjfa-65815	597	7	&	&	CCONJ
cjfa-65815	597	8	goyal	goyal	PROPN
cjfa-65815	597	9	,	,	PUNCT
cjfa-65815	597	10	a.	a.	NOUN
cjfa-65815	597	11	(	(	PUNCT
cjfa-65815	597	12	2007	2007	NUM
cjfa-65815	597	13	)	)	PUNCT
cjfa-65815	597	14	.	.	PUNCT
cjfa-65815	598	1	a	a	DET
cjfa-65815	598	2	comprehensive	comprehensive	ADJ
cjfa-65815	598	3	look	look	NOUN
cjfa-65815	598	4	at	at	ADP
cjfa-65815	598	5	the	the	DET
cjfa-65815	598	6	empirical	empirical	ADJ
cjfa-65815	598	7	performance	performance	NOUN
cjfa-65815	598	8	of	of	ADP
cjfa-65815	598	9	equity	equity	NOUN
cjfa-65815	598	10	premium	premium	NOUN
cjfa-65815	598	11	prediction	prediction	NOUN
cjfa-65815	598	12	.	.	PUNCT
cjfa-65815	599	1	review	review	NOUN
cjfa-65815	599	2	of	of	ADP
cjfa-65815	599	3	financial	financial	ADJ
cjfa-65815	599	4	studies	study	NOUN
cjfa-65815	599	5	,	,	PUNCT
cjfa-65815	599	6	21(4	21(4	NUM
cjfa-65815	599	7	)	)	PUNCT
cjfa-65815	599	8	,	,	PUNCT
cjfa-65815	599	9	1455–1508	1455–1508	NUM
cjfa-65815	599	10	.	.	PUNCT
cjfa-65815	600	1	https://doi	https://doi	NOUN
cjfa-65815	600	2	.	.	PUNCT
cjfa-65815	601	1	org/10.1093	org/10.1093	PROPN
cjfa-65815	601	2	/	/	SYM
cjfa-65815	601	3	rfs	rfs	PROPN
cjfa-65815	601	4	/	/	SYM
cjfa-65815	601	5	hhm014	hhm014	PROPN
cjfa-65815	601	6	.	.	PUNCT
cjfa-65815	602	1	zaremba	zaremba	PROPN
cjfa-65815	602	2	,	,	PUNCT
cjfa-65815	602	3	a.	a.	NOUN
cjfa-65815	602	4	(	(	PUNCT
cjfa-65815	602	5	2015	2015	NUM
cjfa-65815	602	6	)	)	PUNCT
cjfa-65815	602	7	.	.	PUNCT
cjfa-65815	603	1	the	the	DET
cjfa-65815	603	2	january	january	PROPN
cjfa-65815	603	3	seasonality	seasonality	NOUN
cjfa-65815	603	4	and	and	CCONJ
cjfa-65815	603	5	the	the	DET
cjfa-65815	603	6	performance	performance	NOUN
cjfa-65815	603	7	of	of	ADP
cjfa-65815	603	8	country	country	NOUN
cjfa-65815	603	9	-	-	PUNCT
cjfa-65815	603	10	level	level	NOUN
cjfa-65815	603	11	value	value	NOUN
cjfa-65815	603	12	and	and	CCONJ
cjfa-65815	603	13	momentum	momentum	NOUN
cjfa-65815	603	14	strategies	strategy	NOUN
cjfa-65815	603	15	.	.	PUNCT
cjfa-65815	604	1	copernican	copernican	PROPN
cjfa-65815	604	2	journal	journal	PROPN
cjfa-65815	604	3	of	of	ADP
cjfa-65815	604	4	finance	finance	PROPN
cjfa-65815	604	5	&	&	CCONJ
cjfa-65815	604	6	accounting	accounting	PROPN
cjfa-65815	604	7	,	,	PUNCT
cjfa-65815	604	8	4(2	4(2	NUM
cjfa-65815	604	9	)	)	PUNCT
cjfa-65815	604	10	,	,	PUNCT
cjfa-65815	604	11	195–209	195–209	NUM
cjfa-65815	604	12	.	.	PUNCT
cjfa-65815	605	1	https://doi.org/10.12775/cjfa.2015.024	https://doi.org/10.12775/cjfa.2015.024	PROPN
cjfa-65815	605	2	.	.	PUNCT
cjfa-65815	606	1	https://doi.org/10.1108/mf-02-2020-0049	https://doi.org/10.1108/mf-02-2020-0049	PRON
cjfa-65815	606	2	https://doi.org/10.1108/mf-02-2020-0049	https://doi.org/10.1108/mf-02-2020-0049	PRON
cjfa-65815	606	3	https://doi.org/10.1007/s10690-020-09318-0	https://doi.org/10.1007/s10690-020-09318-0	NUM
cjfa-65815	606	4	https://doi.org/10.1007/s10690-020-09318-0	https://doi.org/10.1007/s10690-020-09318-0	NUM
cjfa-65815	606	5	https://doi.org/10.1093/rfs/hhm014	https://doi.org/10.1093/rfs/hhm014	PROPN
cjfa-65815	606	6	https://doi.org/10.1093/rfs/hhm014	https://doi.org/10.1093/rfs/hhm014	NOUN