id	sid	eid	entity	type
dem-1051	1	1	2012	DATE
dem-1051	1	2	nicolaus copernicus university press	ORG
dem-1051	4	1	12	CARDINAL
dem-1051	4	2	2012	DATE
dem-1051	4	3	35−52	DATE
dem-1051	4	4	april 30, 2012 issn	DATE
dem-1051	4	5	october 8, 2012 1234-3862	DATE
dem-1051	4	6	katarzyna bień-barkowska	PERSON
dem-1051	9	1	k e y w	PERSON
dem-1051	10	1	j e l	PERSON
dem-1051	10	2	c22	ORG
dem-1051	12	1	this decade	DATE
dem-1051	12	2	crouch	ORG
dem-1051	12	3	1970	DATE
dem-1051	12	4	epps	PERSON
dem-1051	12	5	epps	PERSON
dem-1051	12	6	1976	DATE
dem-1051	12	7	morgan	ORG
dem-1051	12	8	1976	DATE
dem-1051	12	9	westerfield	PERSON
dem-1051	12	10	1977	DATE
dem-1051	13	1	karpoff	PERSON
dem-1051	13	2	1987	DATE
dem-1051	13	3	1	CARDINAL
dem-1051	13	4	katarzyna bień-barkowska	PERSON
dem-1051	13	5	institute of econometrics	ORG
dem-1051	13	6	warsaw school of economics	ORG
dem-1051	13	7	6/8	CARDINAL
dem-1051	13	8	02-513	CARDINAL
dem-1051	13	9	warsaw	GPE
dem-1051	13	10	poland	GPE
dem-1051	13	11	2	CARDINAL
dem-1051	13	12	katarzyna bieńbarkowska	PERSON
dem-1051	13	13	financial system department	ORG
dem-1051	13	14	national bank of poland	ORG
dem-1051	13	15	11/21	CARDINAL
dem-1051	13	16	00-919	CARDINAL
dem-1051	13	17	warsaw	GPE
dem-1051	13	18	poland	GPE
dem-1051	13	19	katarzyna.bien@sgh.waw.pl katarzyna bień-barkowska	PERSON
dem-1051	13	20	12	CARDINAL
dem-1051	13	21	2012	DATE
dem-1051	13	22	35–52 36	DATE
dem-1051	13	23	19	CARDINAL
dem-1051	13	24	the seventies and eighties	DATE
dem-1051	13	25	daily	DATE
dem-1051	13	26	intraday	ORDINAL
dem-1051	14	1	the nineties	DATE
dem-1051	14	2	lamoureoux	ORG
dem-1051	14	3	lastrapes	PERSON
dem-1051	14	4	1990	DATE
dem-1051	14	5	gallant et al.	PERSON
dem-1051	14	6	1992	DATE
dem-1051	14	7	jones et al.	PERSON
dem-1051	14	8	1994	DATE
dem-1051	14	9	bohl	PERSON
dem-1051	14	10	henke	PERSON
dem-1051	14	11	2003	DATE
dem-1051	14	12	luckley	GPE
dem-1051	14	13	2005	DATE
dem-1051	14	14	doman,	ORG
dem-1051	14	15	2008	DATE
dem-1051	14	16	doman,	ORG
dem-1051	14	17	2011	DATE
dem-1051	15	1	bessembinder	PERSON
dem-1051	15	2	seguin	PERSON
dem-1051	15	3	1993	DATE
dem-1051	16	1	between two and thirteen	CARDINAL
dem-1051	17	1	kuserk	PERSON
dem-1051	17	2	1995	DATE
dem-1051	17	3	gurgul et al.	PERSON
dem-1051	17	4	2005	DATE
dem-1051	17	5	huang et al.	PERSON
dem-1051	17	6	2006	DATE
dem-1051	18	1	at least three	CARDINAL
dem-1051	19	1	first	ORDINAL
dem-1051	19	2	c.f. copeland	GPE
dem-1051	19	3	1976	DATE
dem-1051	19	4	jennings et al.	PERSON
dem-1051	19	5	1981	DATE
dem-1051	24	1	second	ORDINAL
dem-1051	25	1	c.f.	GPE
dem-1051	25	2	easley	GPE
dem-1051	25	3	1987	DATE
dem-1051	28	1	easley	GPE
dem-1051	28	2	1992	DATE
dem-1051	29	1	admati	GPE
dem-1051	29	2	pfleiderer	PERSON
dem-1051	29	3	1988	DATE
dem-1051	29	4	blume et al	PERSON
dem-1051	30	1	1994	DATE
dem-1051	31	1	easley	GPE
dem-1051	31	2	1997	DATE
dem-1051	31	3	malinova	PERSON
dem-1051	31	4	2011	DATE
dem-1051	32	1	third	ORDINAL
dem-1051	32	2	mdh	PERSON
dem-1051	32	3	clark	GPE
dem-1051	32	4	1973	DATE
dem-1051	32	5	epps	PERSON
dem-1051	32	6	epps	PERSON
dem-1051	32	7	1976	DATE
dem-1051	33	1	12	CARDINAL
dem-1051	33	2	2012	DATE
dem-1051	33	3	35–52 37	DATE
dem-1051	33	4	1983	DATE
dem-1051	34	1	mdh	PERSON
dem-1051	36	1	reuters	ORG
dem-1051	36	2	3000	CARDINAL
dem-1051	37	1	chuang et al	PERSON
dem-1051	38	1	2009	DATE
dem-1051	40	1	lastrapes	PERSON
dem-1051	40	2	1990	DATE
dem-1051	40	3	bohl	PERSON
dem-1051	40	4	henke	PERSON
dem-1051	40	5	2003	DATE
dem-1051	40	6	gurgul et al.	PERSON
dem-1051	40	7	2005	DATE
dem-1051	40	8	2006	DATE
dem-1051	41	1	second	ORDINAL
dem-1051	42	1	qr	ORG
dem-1051	42	2	generalized gamma	PERSON
dem-1051	42	3	first	ORDINAL
dem-1051	42	4	two moments	TIME
dem-1051	43	1	qr	ORG
dem-1051	49	1	katarzyna bień-barkowska	PERSON
dem-1051	49	2	12	CARDINAL
dem-1051	49	3	2012	DATE
dem-1051	49	4	35–52 38	DATE
dem-1051	50	1	1	CARDINAL
dem-1051	50	2	1.1	CARDINAL
dem-1051	51	1	andersen, 1996	DATE
dem-1051	51	2	2003	DATE
dem-1051	53	1	arima	ORG
dem-1051	53	2	c.f.	GPE
dem-1051	53	3	seguin	PERSON
dem-1051	53	4	1993	DATE
dem-1051	53	5	hartmann	GPE
dem-1051	53	6	1999	DATE
dem-1051	53	7	2003	DATE
dem-1051	56	1	russell	PERSON
dem-1051	56	2	1998	DATE
dem-1051	58	1	manganelli	GPE
dem-1051	58	2	2005	DATE
dem-1051	58	3	2008, 2011	DATE
dem-1051	58	4	2008	DATE
dem-1051	60	1	1,1	CARDINAL
dem-1051	60	2	2000	DATE
dem-1051	61	1	1	CARDINAL
dem-1051	61	2	1−tf	CARDINAL
dem-1051	61	3	2σκburr	CARDINAL
dem-1051	61	4	1	CARDINAL
dem-1051	62	1	12110	DATE
dem-1051	62	2	2	CARDINAL
dem-1051	63	1	12	CARDINAL
dem-1051	63	2	2012	DATE
dem-1051	63	3	35–52 39	DATE
dem-1051	64	1	1ln11	CARDINAL
dem-1051	64	2	ln1)(lnln=	PERSON
dem-1051	64	3	2 2	CARDINAL
dem-1051	66	1	κκξσ σ	PERSON
dem-1051	66	2	3	CARDINAL
dem-1051	67	1		PERSON
dem-1051	68	1		PERSON
dem-1051	69	1		PERSON
dem-1051	70	1		PERSON
dem-1051	70	2	σ σ	PERSON
dem-1051	70	3	1111 11	DATE
dem-1051	70	4	2 2 11	DATE
dem-1051	70	5	2 tt	PERSON
dem-1051	72	1	1.2	CARDINAL
dem-1051	76	1	1exp,,3exp,,2exp,,1 1,1,0	CARDINAL
dem-1051	78	1	ttr volvolvol srq t	ORG
dem-1051	80	1	4	CARDINAL
dem-1051	80	2	1−t	DATE
dem-1051	80	3	fff	PERSON
dem-1051	80	4	katarzyna bień-barkowska	PERSON
dem-1051	80	5	12	CARDINAL
dem-1051	80	6	2012	DATE
dem-1051	80	7	40	DATE
dem-1051	81	1	2cos][2sin=	CARDINAL
dem-1051	81	2	2,12 2 1=	CARDINAL
dem-1051	82	1	5	CARDINAL
dem-1051	83	1	4cos(),4sin(),2cos(),2sin(,,,1 exp	CARDINAL
dem-1051	84	1	fff diurnality	PERSON
dem-1051	84	2	andersen	PERSON
dem-1051	84	3	1996	DATE
dem-1051	86	1	two	CARDINAL
dem-1051	86	2	first	ORDINAL
dem-1051	87	1	intraday	TIME
dem-1051	89	1	4	CARDINAL
dem-1051	90	1	baur et al	PERSON
dem-1051	91	1	2011	DATE
dem-1051	93	1	forces1	PERSON
dem-1051	94	1	second	ORDINAL
dem-1051	95	1	chuang et al	PERSON
dem-1051	96	1	2009	DATE
dem-1051	96	2	2	CARDINAL
dem-1051	97	1	manganelli	GPE
dem-1051	97	2	2004	DATE
dem-1051	99	1	quasi-newton	ORG
dem-1051	100	1	1	CARDINAL
dem-1051	101	1	12	CARDINAL
dem-1051	101	2	2012	DATE
dem-1051	101	3	41	CARDINAL
dem-1051	102	1	1ˆ	CARDINAL
dem-1051	102	2	term2	NORP
dem-1051	103	1	measure3	ORG
dem-1051	103	2	1−t	DATE
dem-1051	104	1	2 1−tr	CARDINAL
dem-1051	105	1	1exp,,3exp,,2exp,,1 1,21,1,0	CARDINAL
dem-1051	105	2	srq t	GPE
dem-1051	106	1	6	CARDINAL
dem-1051	108	1	1	CARDINAL
dem-1051	108	2	τ γx1γ	ORG
dem-1051	108	3	7	CARDINAL
dem-1051	108	4	3214321010	DATE
dem-1051	108	5	4cos(),4sin(),2cos(),2sin(,,ˆ,,1 exp	DATE
dem-1051	109	1	7	CARDINAL
dem-1051	109	2	2005	DATE
dem-1051	109	3	170	CARDINAL
dem-1051	110	1	1967	DATE
dem-1051	110	2	11)1(,0ˆ	CARDINAL
dem-1051	110	3	2	CARDINAL
dem-1051	110	4	1ˆ	CARDINAL
dem-1051	110	5	trtt srr	PERSON
dem-1051	112	1	2.78sn	CARDINAL
dem-1051	113	1	2004	DATE
dem-1051	114	1	2005	DATE
dem-1051	114	2	anderson	PERSON
dem-1051	114	3	1997	DATE
dem-1051	115	1	3	CARDINAL
dem-1051	115	2	taylor	PERSON
dem-1051	115	3	1999	DATE
dem-1051	117	1	katarzyna bień-barkowska	PERSON
dem-1051	117	2	12	CARDINAL
dem-1051	117	3	2012	DATE
dem-1051	118	1	42	CARDINAL
dem-1051	118	2	1 1	DATE
dem-1051	119	1	1 1	CARDINAL
dem-1051	119	2	τqfth	ORG
dem-1051	120	1	2005	DATE
dem-1051	120	2	74	CARDINAL
dem-1051	125	1	2005	DATE
dem-1051	125	2	80	CARDINAL
dem-1051	125	3	hendricks	ORG
dem-1051	125	4	1991	DATE
dem-1051	126	1	t ttt hqf −+ −=	ORG
dem-1051	126	2	9	CARDINAL
dem-1051	126	3	2005	DATE
dem-1051	126	4	139	CARDINAL
dem-1051	127	1	10	CARDINAL
dem-1051	127	2	powell kernel	PERSON
dem-1051	127	3	c.f.	GPE
dem-1051	127	4	2005	DATE
dem-1051	127	5	80	CARDINAL
dem-1051	128	1	2	CARDINAL
dem-1051	128	2	2.1	CARDINAL
dem-1051	128	3	reuters	ORG
dem-1051	128	4	3000	CARDINAL
dem-1051	130	1	reuters	ORG
dem-1051	130	2	3000	CARDINAL
dem-1051	130	3	about 60 %	PERCENT
dem-1051	130	4	polish	NORP
dem-1051	130	5	20084	DATE
dem-1051	131	1	2008	DATE
dem-1051	134	1	mil 4	DATE
dem-1051	134	2	polish	NORP
dem-1051	134	3	london	GPE
dem-1051	134	4	poland	GPE
dem-1051	137	1	12	CARDINAL
dem-1051	137	2	2012	DATE
dem-1051	137	3	43	CARDINAL
dem-1051	138	1	between the hours of 8:00	TIME
dem-1051	138	2	18:00	CARDINAL
dem-1051	138	3	central european	NORP
dem-1051	139	1	between the hours of 18:00 and 8:00 cet	TIME
dem-1051	141	1	15minute	CARDINAL
dem-1051	141	2	1	CARDINAL
dem-1051	141	3	1−t	DATE
dem-1051	141	4	m. eur	PERSON
dem-1051	141	5	2	CARDINAL
dem-1051	144	1	2004	DATE
dem-1051	145	1	series7	PERSON
dem-1051	147	1	1	CARDINAL
dem-1051	148	1	2.2	CARDINAL
dem-1051	149	1	2	CARDINAL
dem-1051	150	1	2	CARDINAL
dem-1051	150	2	ˆˆ=)|(ˆ	DATE
dem-1051	151	1	99.0;95.0;9.0;75.0;5.0;25.0;1.0;05.0;01.0∈τ	CARDINAL
dem-1051	152	1	5	CARDINAL
dem-1051	152	2	2.78sn	CARDINAL
dem-1051	153	1	6	CARDINAL
dem-1051	156	1	katarzyna bień-barkowska	PERSON
dem-1051	156	2	12	CARDINAL
dem-1051	156	3	2012	DATE
dem-1051	156	4	44	DATE
dem-1051	157	1	u ne	ORG
dem-1051	157	2	ec	ORG
dem-1051	159	1	1	CARDINAL
dem-1051	160	1	chuang et al	PERSON
dem-1051	161	1	2009	DATE
dem-1051	167	1	technique8	PERSON
dem-1051	170	1	4	CARDINAL
dem-1051	170	2	6	CARDINAL
dem-1051	170	3	4.79	CARDINAL
dem-1051	170	4	roger koenker	PERSON
dem-1051	172	1	8	CARDINAL
dem-1051	172	2	three	CARDINAL
dem-1051	172	3	2005	DATE
dem-1051	173	1	9	CARDINAL
dem-1051	174	1	12	CARDINAL
dem-1051	174	2	2012	DATE
dem-1051	174	3	0	CARDINAL
dem-1051	175	1	0	CARDINAL
dem-1051	176	1	10 20 30	DATE
dem-1051	176	2	eu	ORG
dem-1051	176	3	0	CARDINAL
dem-1051	177	1	0	CARDINAL
dem-1051	178	1	10 20 30	DATE
dem-1051	178	2	eu	ORG
dem-1051	178	3	0	CARDINAL
dem-1051	179	1	0	CARDINAL
dem-1051	180	1	10 20 30	DATE
dem-1051	180	2	lag1 eu	PERSON
dem-1051	181	1	0	CARDINAL
dem-1051	182	1	0	CARDINAL
dem-1051	183	1	eu	ORG
dem-1051	183	2	2	CARDINAL
dem-1051	184	1	99.0;95.0;9.0;75.0;5.0;25.0;1.0;05.0;01.0∈τ	CARDINAL
dem-1051	184	2	99	CARDINAL
dem-1051	184	3	3	CARDINAL
dem-1051	184	4	4	CARDINAL
dem-1051	184	5	2	CARDINAL
dem-1051	185	1	4	CARDINAL
dem-1051	185	2	5))10	CARDINAL
dem-1051	186	1	90%	PERCENT
dem-1051	187	1	3	CARDINAL
dem-1051	187	2	3	CARDINAL
dem-1051	187	3	1	CARDINAL
dem-1051	187	4	2sin(2	CARDINAL
dem-1051	187	5	2cos(3	CARDINAL
dem-1051	187	6	10	CARDINAL
dem-1051	188	1	katarzyna bień-barkowska	PERSON
dem-1051	188	2	12	CARDINAL
dem-1051	188	3	2012	DATE
dem-1051	188	4	35–52 46	DATE
dem-1051	188	5	4sin(4	CARDINAL
dem-1051	189	1	3	CARDINAL
dem-1051	189	2	5	CARDINAL
dem-1051	192	1	early in the morning	TIME
dem-1051	193	1	the early morning	TIME
dem-1051	194	1	polish	NORP
dem-1051	194	2	the late afternoon	TIME
dem-1051	195	1	3	CARDINAL
dem-1051	196	1	about four	CARDINAL
dem-1051	196	2	0.99	CARDINAL
dem-1051	196	3	about three	CARDINAL
dem-1051	196	4	0.01	CARDINAL
dem-1051	197	1	polish	NORP
dem-1051	198	1	51.0,	CARDINAL
dem-1051	198	2	99.0	CARDINAL
dem-1051	198	3	5%	PERCENT
dem-1051	205	1	zero	CARDINAL
dem-1051	205	2	19.0	CARDINAL
dem-1051	205	3	99.0	CARDINAL
dem-1051	208	1	07.0	CARDINAL
dem-1051	210	1	12	CARDINAL
dem-1051	210	2	2012	DATE
dem-1051	210	3	0.0 0.4 0.8 -6 -2 2	TIME
dem-1051	210	4	0.0	CARDINAL
dem-1051	210	5	0.4 0.8	CARDINAL
dem-1051	210	6	0 1 2 3	QUANTITY
dem-1051	210	7	0.0	CARDINAL
dem-1051	210	8	0.4 0.8	CARDINAL
dem-1051	210	9	-1	ORG
dem-1051	210	10	0	CARDINAL
dem-1051	212	1	0.0 0.4 0.8 -2	QUANTITY
dem-1051	212	2	0 1 2	QUANTITY
dem-1051	212	3	0.0	CARDINAL
dem-1051	212	4	0.4 0.8	CARDINAL
dem-1051	212	5	-1	ORG
dem-1051	212	6	0 1	DATE
dem-1051	213	1	0.0	CARDINAL
dem-1051	213	2	0.8	CARDINAL
dem-1051	213	3	-3	ORG
dem-1051	213	4	0 1	DATE
dem-1051	213	5	0.0	CARDINAL
dem-1051	213	6	0	CARDINAL
dem-1051	213	7	5 1	CARDINAL
dem-1051	213	8	0	CARDINAL
dem-1051	213	9	-0	ORG
dem-1051	213	10	3	CARDINAL
dem-1051	215	1	90%	PERCENT
dem-1051	215	2	4	CARDINAL
dem-1051	215	3	1ˆ	CARDINAL
dem-1051	216	1	about two	CARDINAL
dem-1051	216	2	zero	CARDINAL
dem-1051	216	3	87.0	CARDINAL
dem-1051	216	4	98.0	CARDINAL
dem-1051	219	1	1ˆ	CARDINAL
dem-1051	219	2	12	CARDINAL
dem-1051	219	3	2012	DATE
dem-1051	219	4	48 mation	QUANTITY
dem-1051	219	5	t-1)	ORG
dem-1051	220	1	0.0	CARDINAL
dem-1051	220	2	0.8	CARDINAL
dem-1051	220	3	0 2 4	PERCENT
dem-1051	220	4	0.0	CARDINAL
dem-1051	220	5	0.4 0.8	CARDINAL
dem-1051	220	6	0 1 2 3	QUANTITY
dem-1051	220	7	0.0	CARDINAL
dem-1051	220	8	0	CARDINAL
dem-1051	220	9	5 1	CARDINAL
dem-1051	221	1	0.0	CARDINAL
dem-1051	221	2	0.4 0.8	CARDINAL
dem-1051	221	3	0 1 2 s4	QUANTITY
dem-1051	221	4	0.0	CARDINAL
dem-1051	221	5	0.4 0.8	CARDINAL
dem-1051	221	6	-1	ORG
dem-1051	221	7	0	CARDINAL
dem-1051	223	1	0.0	CARDINAL
dem-1051	223	2	0.4 0.8	CARDINAL
dem-1051	223	3	-1	ORG
dem-1051	223	4	-0	PERSON
dem-1051	223	5	5	CARDINAL
dem-1051	223	6	0.0 0.4 0.8	CARDINAL
dem-1051	223	7	0.4 0.8	CARDINAL
dem-1051	223	8	-1	ORG
dem-1051	223	9	0	CARDINAL
dem-1051	224	1	0	CARDINAL
dem-1051	224	2	-0	ORG
dem-1051	224	3	4	CARDINAL
dem-1051	224	4	4	CARDINAL
dem-1051	226	1	90%	PERCENT
dem-1051	231	1	12	CARDINAL
dem-1051	231	2	2012	DATE
dem-1051	231	3	35–52 49	DATE
dem-1051	233	1	5	CARDINAL
dem-1051	234	1	monthly	DATE
dem-1051	236	1	cheung et al	ORG
dem-1051	237	1	2009	DATE
dem-1051	239	1	admati	GPE
dem-1051	239	2	a.	GPE
dem-1051	239	3	pfleiderer	PERSON
dem-1051	239	4	1988	DATE
dem-1051	239	5	intraday	TIME
dem-1051	239	6	1	CARDINAL
dem-1051	239	7	andersen	PERSON
dem-1051	239	8	t.	GPE
dem-1051	239	9	1996	DATE
dem-1051	239	10	51	DATE
dem-1051	239	11	169–204	CARDINAL
dem-1051	240	1	andersen	PERSON
dem-1051	240	2	t.	GPE
dem-1051	240	3	t. (1996	ORG
dem-1051	240	4	4	CARDINAL
dem-1051	240	5	115–158	CARDINAL
dem-1051	241	1	baur	ORG
dem-1051	241	2	d.g.	GPE
dem-1051	241	3	jung	GPE
dem-1051	241	4	r.c.	GPE
dem-1051	242	1	2011	DATE
dem-1051	242	2	19	CARDINAL
dem-1051	242	3	251–265	CARDINAL
dem-1051	243	1	katarzyna bień-barkowska	PERSON
dem-1051	243	2	12	CARDINAL
dem-1051	243	3	2012	DATE
dem-1051	243	4	50	CARDINAL
dem-1051	243	5	2004	DATE
dem-1051	243	6	119	CARDINAL
dem-1051	243	7	381–412	CARDINAL
dem-1051	244	1	bessembinder, h.	ORG
dem-1051	244	2	seguin	GPE
dem-1051	244	3	p.j.	GPE
dem-1051	244	4	1994	DATE
dem-1051	244	5	28	CARDINAL
dem-1051	245	1	bień	ORG
dem-1051	245	2	k. (2006	PERSON
dem-1051	245	3	53	CARDINAL
dem-1051	245	4	1	CARDINAL
dem-1051	245	5	90–108	CARDINAL
dem-1051	246	1	blume	PERSON
dem-1051	246	2	l.	GPE
dem-1051	246	3	easley	GPE
dem-1051	246	4	d.	NORP
dem-1051	246	5	1994	DATE
dem-1051	246	6	49	DATE
dem-1051	246	7	153–181	CARDINAL
dem-1051	246	8	bjonnes	ORG
dem-1051	246	9	g.h.	GPE
dem-1051	246	10	rime	PERSON
dem-1051	246	11	d.	NORP
dem-1051	246	12	solheim	GPE
dem-1051	246	13	h.o.	PERSON
dem-1051	246	14	2003	DATE
dem-1051	247	1	783	CARDINAL
dem-1051	248	1	bohl	PERSON
dem-1051	248	2	m.	PERSON
dem-1051	248	3	t., henke	PERSON
dem-1051	248	4	2003	DATE
dem-1051	248	5	polish	NORP
dem-1051	248	6	12	CARDINAL
dem-1051	248	7	513–525	CARDINAL
dem-1051	248	8	brown-hruska	PERSON
dem-1051	248	9	s.	PERSON
dem-1051	248	10	kuserk	PERSON
dem-1051	248	11	1995	DATE
dem-1051	248	12	15(6	CARDINAL
dem-1051	248	13	677–689	CARDINAL
dem-1051	249	1	chuang	PERSON
dem-1051	249	2	kuan c-m.	PERSON
dem-1051	249	3	lin	PERSON
dem-1051	249	4	2009	DATE
dem-1051	249	5	33	DATE
dem-1051	249	6	1351–1360	DATE
dem-1051	250	1	copeland	GPE
dem-1051	250	2	t.e.	GPE
dem-1051	250	3	1976	DATE
dem-1051	250	4	31	CARDINAL
dem-1051	250	5	1149–1168	DATE
dem-1051	251	1	crouch	ORG
dem-1051	251	2	r.l.	PERSON
dem-1051	251	3	1970	DATE
dem-1051	251	4	the new york stock exchange	ORG
dem-1051	251	5	26	CARDINAL
dem-1051	251	6	104–109	CARDINAL
dem-1051	251	7	clark	PERSON
dem-1051	251	8	1973	DATE
dem-1051	251	9	econometrica	PERSON
dem-1051	251	10	41	DATE
dem-1051	251	11	135–155	DATE
dem-1051	252	1	darrat	ORG
dem-1051	252	2	a.f.	GPE
dem-1051	252	3	rahman s.	PERSON
dem-1051	252	4	zhong m.	PERSON
dem-1051	252	5	2007	DATE
dem-1051	252	6	31(9	CARDINAL
dem-1051	252	7	2711–2729	CARDINAL
dem-1051	253	1	srinivasan k.	PERSON
dem-1051	253	2	k. (2008	PERSON
dem-1051	253	3	asia	LOC
dem-1051	253	4	european journal of economics	ORG
dem-1051	253	5	12	CARDINAL
dem-1051	253	6	58–68	CARDINAL
dem-1051	254	1	diebold	PERSON
dem-1051	254	2	f.x.	GPE
dem-1051	254	3	gunther	GPE
dem-1051	254	4	t.a.	GPE
dem-1051	254	5	a.s.	GPE
dem-1051	254	6	1998	DATE
dem-1051	254	7	39	CARDINAL
dem-1051	254	8	863–883	CARDINAL
dem-1051	255	1	doman	ORG
dem-1051	255	2	m. (2008	PERSON
dem-1051	255	3	8	CARDINAL
dem-1051	255	4	13–20	CARDINAL
dem-1051	255	5	doman	PERSON
dem-1051	255	6	m. (	PERSON
dem-1051	255	7	2011	DATE
dem-1051	255	8	mikrostruktura giełd papierów wartościowych	ORG
dem-1051	255	9	ekonomicznego	DATE
dem-1051	255	10	w poznaniu	GPE
dem-1051	256	1	engle	PERSON
dem-1051	256	2	r.f.	GPE
dem-1051	256	3	manganelli	GPE
dem-1051	256	4	s.	PERSON
dem-1051	256	5	2004	DATE
dem-1051	256	6	journal of business & economic statistics	ORG
dem-1051	256	7	22(4	CARDINAL
dem-1051	256	8	367–381	CARDINAL
dem-1051	256	9	engle	ORG
dem-1051	256	10	r.f.	GPE
dem-1051	256	11	russell	GPE
dem-1051	256	12	j.r.	GPE
dem-1051	256	13	1998	DATE
dem-1051	256	14	econometrica	GPE
dem-1051	256	15	66	DATE
dem-1051	257	1	easley	GPE
dem-1051	257	2	d., kiefer	GPE
dem-1051	257	3	o’hara m.	PERSON
dem-1051	257	4	1997	DATE
dem-1051	257	5	one day	DATE
dem-1051	257	6	10	CARDINAL
dem-1051	257	7	805–835	CARDINAL
dem-1051	258	1	easley	GPE
dem-1051	258	2	d.	NORP
dem-1051	258	3	o’hara m.	PERSON
dem-1051	258	4	1987	DATE
dem-1051	258	5	journal of financial economics	ORG
dem-1051	258	6	19	CARDINAL
dem-1051	259	1	easley	GPE
dem-1051	259	2	d.	NORP
dem-1051	259	3	o’hara m.	PERSON
dem-1051	259	4	1992	DATE
dem-1051	259	5	47	DATE
dem-1051	259	6	576–605	CARDINAL
dem-1051	259	7	epps	PERSON
dem-1051	259	8	t.w.	GPE
dem-1051	259	9	epps	PERSON
dem-1051	259	10	m.l.	GPE
dem-1051	259	11	1976	DATE
dem-1051	259	12	econometrica	GPE
dem-1051	259	13	44	DATE
dem-1051	259	14	305–321	CARDINAL
dem-1051	260	1	12	CARDINAL
dem-1051	260	2	2012	DATE
dem-1051	260	3	35–52 51	DATE
dem-1051	260	4	fleming	ORG
dem-1051	260	5	j., kirby	ORG
dem-1051	260	6	2006	DATE
dem-1051	260	7	79(3	CARDINAL
dem-1051	260	8	1551–1590	CARDINAL
dem-1051	261	1	a.r.	GPE
dem-1051	261	2	p.e.	GPE
dem-1051	261	3	1992	DATE
dem-1051	261	4	5	CARDINAL
dem-1051	261	5	199–242	CARDINAL
dem-1051	261	6	giot	ORG
dem-1051	261	7	2000	DATE
dem-1051	261	8	4(2	CARDINAL
dem-1051	261	9	31–62	CARDINAL
dem-1051	261	10	giot	PERSON
dem-1051	261	11	2005	DATE
dem-1051	261	12	intraday	ORDINAL
dem-1051	261	13	european journal of finance	ORG
dem-1051	261	14	11	CARDINAL
dem-1051	261	15	309	CARDINAL
dem-1051	261	16	324	CARDINAL
dem-1051	262	1	j., maurer	GPE
dem-1051	262	2	k. (2000	PERSON
dem-1051	262	3	3	CARDINAL
dem-1051	263	1	gurgul	PERSON
dem-1051	263	2	h.	GPE
dem-1051	263	3	r. (	GPE
dem-1051	263	4	2005	DATE
dem-1051	263	5	polish	NORP
dem-1051	263	6	3(2	CARDINAL
dem-1051	263	7	139–156	CARDINAL
dem-1051	264	1	hartmann	GPE
dem-1051	264	2	1999	DATE
dem-1051	265	1	daily dollar-yen	MONEY
dem-1051	265	2	23	CARDINAL
dem-1051	265	3	801	CARDINAL
dem-1051	265	4	824	CARDINAL
dem-1051	266	1	hendricks	ORG
dem-1051	266	2	w.	PERSON
dem-1051	266	3	r.	PERSON
dem-1051	266	4	1991	DATE
dem-1051	266	5	the american statistical association	ORG
dem-1051	266	6	87	DATE
dem-1051	266	7	58–68	CARDINAL
dem-1051	267	1	huber	PERSON
dem-1051	267	2	1967	DATE
dem-1051	267	3	5th	ORDINAL
dem-1051	267	4	berkeley: university of california	ORG
dem-1051	268	1	huang	PERSON
dem-1051	268	2	c-m.	PERSON
dem-1051	268	3	lin	PERSON
dem-1051	268	4	2006	DATE
dem-1051	268	5	pacific basin financial markets	ORG
dem-1051	268	6	9(4	CARDINAL
dem-1051	268	7	575–596	CARDINAL
dem-1051	269	1	jennings, r.h.	ORG
dem-1051	269	2	starks	PERSON
dem-1051	269	3	l.t.	GPE
dem-1051	269	4	fellingham	PERSON
dem-1051	269	5	j.c.	PERSON
dem-1051	269	6	1981	DATE
dem-1051	269	7	36	CARDINAL
dem-1051	269	8	143–161	CARDINAL
dem-1051	270	1	jones	PERSON
dem-1051	270	2	c.m.	GPE
dem-1051	270	3	kaul	PERSON
dem-1051	270	4	lipson	GPE
dem-1051	270	5	m.l.	GPE
dem-1051	270	6	1994	DATE
dem-1051	270	7	7(4	CARDINAL
dem-1051	270	8	631–651	CARDINAL
dem-1051	271	1	karpoff	ORG
dem-1051	271	2	j.m.	GPE
dem-1051	271	3	1987	DATE
dem-1051	271	4	euronext paris	ORG
dem-1051	271	5	the journal of financial and	ORG
dem-1051	271	6	22(1	TIME
dem-1051	271	7	109–126	CARDINAL
dem-1051	271	8	r. (	PERSON
dem-1051	271	9	2005	DATE
dem-1051	271	10	cambridge university press	ORG
dem-1051	271	11	new york	GPE
dem-1051	272	1	luckley	NORP
dem-1051	272	2	b.m.	GPE
dem-1051	272	3	2005	DATE
dem-1051	273	1	irish	NORP
dem-1051	273	2	1	CARDINAL
dem-1051	273	3	105–109	CARDINAL
dem-1051	274	1	c., lastrapes	PERSON
dem-1051	274	2	w.	PERSON
dem-1051	274	3	1990	DATE
dem-1051	274	4	45	CARDINAL
dem-1051	274	5	220–229	CARDINAL
dem-1051	275	1	louhichi	GPE
dem-1051	275	2	w.	PERSON
dem-1051	275	3	2011	DATE
dem-1051	275	4	200–206	CARDINAL
dem-1051	276	1	malinova	PERSON
dem-1051	276	2	k.	PERSON
dem-1051	276	3	2011	DATE
dem-1051	276	4	45	CARDINAL
dem-1051	276	5	1447–1489	DATE
dem-1051	277	1	m.	PERSON
dem-1051	277	2	2006	DATE
dem-1051	277	3	11(5	CARDINAL
dem-1051	277	4	613–621	CARDINAL
dem-1051	277	5	manganelli	GPE
dem-1051	277	6	2005	DATE
dem-1051	277	7	journal of financial markets	ORG
dem-1051	277	8	8	CARDINAL
dem-1051	277	9	377–399	CARDINAL
dem-1051	278	1	morgan	ORG
dem-1051	278	2	i. g.	PERSON
dem-1051	278	3	1976	DATE
dem-1051	278	4	49	DATE
dem-1051	278	5	496–508	CARDINAL
dem-1051	279	1	i.	PERSON
dem-1051	279	2	2008	DATE
dem-1051	279	3	6	CARDINAL
dem-1051	279	4	143–170	CARDINAL
dem-1051	280	1	m. (1983)	ORG
dem-1051	280	2	econometrica	GPE
dem-1051	280	3	51	DATE
dem-1051	281	1	katarzyna bień-barkowska	PERSON
dem-1051	281	2	12	CARDINAL
dem-1051	281	3	2012	DATE
dem-1051	281	4	52	CARDINAL
dem-1051	281	5	taylor	PERSON
dem-1051	281	6	j.w.	GPE
dem-1051	282	1	1999	DATE
dem-1051	282	2	7	CARDINAL
dem-1051	282	3	64–78	CARDINAL
dem-1051	283	1	westerfield	PERSON
dem-1051	283	2	r.	PERSON
dem-1051	283	3	1977	DATE
dem-1051	284	1	12	CARDINAL
dem-1051	284	2	743–765	CARDINAL
dem-1051	285	1	wnioski płynące	PERSON
dem-1051	285	2	zastosowania regresji	GPE
dem-1051	286	1	na wartość	ORG
dem-1051	286	2	wybranych kwantyli	PERSON
dem-1051	287	1	wyniki empiryczne otrzymane na podstawie regresji kwantylowych	ORG
dem-1051	287	2	że wzrost	PERSON
dem-1051	287	3	ma statystycznie	PERSON
dem-1051	288	1	w	ORG
dem-1051	288	2	na dwie części: tzw.	ORG
dem-1051	290	1	oraz wykazano	PERSON
dem-1051	290	2	nieoczekiwany ma dużo większy wpływ na dyspersję badanego rozkładu	PERSON
dem-1051	291	1	zaobserwowano również	PERSON
dem-1051	291	2	że relacja pomiędzy	PERSON
dem-1051	291	3	wolumenem	GPE
dem-1051	291	4	stopą	GPE
dem-1051	291	5	zwrotu ma charakter nieliniowy	PERSON
dem-1051	292	1	dla najbardziej	PERSON
dem-1051	292	2	ekstremalnych kwantyli	PERSON
dem-1051	293	1	wykazano	ORG
dem-1051	293	2	że w	PERSON
dem-1051	293	3	uwzględnienia	GPE
dem-1051	293	4	jako	GPE
dem-1051	293	5	wyjaśniającego	ORG
dem-1051	293	6	dynamikę kwantyli stóp zwrotu	ORG
dem-1051	293	7	statystycznie	GPE
dem-1051	293	8	szczególnie dla najbardziej	ORG
dem-1051	293	9	ekstremalnych kwantyli	PERSON
dem-1051	295	1	ł	ORG
dem-1051	295	2	k l u	ORG
dem-1051	296	1	o	DATE
dem-1051	297	1	-stopa zwrotu	ORG
dem-1051	297	2	mikrostruktura rynku	GPE
dem-1051	297	3	walutowym	GPE
dem-1051	297	4	reuters	ORG
dem-1051	297	5	3000	CARDINAL
dem-1051	297	6	two	CARDINAL
dem-1051	298	1	the national bank of poland	ORG
dem-1051	299	1	1	CARDINAL
dem-1051	300	1	2	CARDINAL