id	sid	eid	entity	type
dem-18579	1	1	microsoft	ORG
dem-18579	1	2	2018	DATE
dem-18579	1	3	nicolaus copernicus university	ORG
dem-18579	8	1	18	CARDINAL
dem-18579	8	2	2018	DATE
dem-18579	8	3	67−79	DATE
dem-18579	8	4	november 23, 2018 issn	DATE
dem-18579	8	5	2450-7067	DATE
dem-18579	8	6	december 19, 2018 issn	DATE
dem-18579	8	7	1234	CARDINAL
dem-18579	8	8	joanna olbryś *	PERSON
dem-18579	8	9	seven	CARDINAL
dem-18579	8	10	the czech republic	GPE
dem-18579	8	11	hungary	GPE
dem-18579	8	12	slovakia	GPE
dem-18579	8	13	slovenia	GPE
dem-18579	8	14	lithuania	GPE
dem-18579	8	15	estonia	GPE
dem-18579	8	16	latvia	GPE
dem-18579	10	1	daily	DATE
dem-18579	13	1	k e y w o r	PERSON
dem-18579	13	2	cee	PERSON
dem-18579	14	1	j e l	PERSON
dem-18579	17	1	at least one	CARDINAL
dem-18579	18	1	joanna olbryś	PERSON
dem-18579	18	2	45a	CARDINAL
dem-18579	18	3	15-351	CARDINAL
dem-18579	18	4	poland	GPE
dem-18579	19	1	the national science centre	ORG
dem-18579	19	2	poland	GPE
dem-18579	20	1	2016/21	CARDINAL
dem-18579	21	1	joanna olbryś dynamic	PERSON
dem-18579	21	2	18	CARDINAL
dem-18579	21	3	2018	DATE
dem-18579	21	4	67–79	CARDINAL
dem-18579	21	5	68	CARDINAL
dem-18579	22	1	2000	DATE
dem-18579	22	2	first	ORDINAL
dem-18579	23	1	u.s.	GPE
dem-18579	23	2	u.s.	GPE
dem-18579	23	3	the last years	DATE
dem-18579	23	4	kamara et al.	PERSON
dem-18579	23	5	2008	DATE
dem-18579	23	6	2008	DATE
dem-18579	23	7	kang	PERSON
dem-18579	23	8	zhang	PERSON
dem-18579	23	9	2013	DATE
dem-18579	25	1	brockman	PERSON
dem-18579	25	2	chung	GPE
dem-18579	25	3	2006	DATE
dem-18579	25	4	hong kong	GPE
dem-18579	25	5	frino	PERSON
dem-18579	25	6	2004	DATE
dem-18579	25	7	the australian stock exchange	ORG
dem-18579	25	8	kempf	PERSON
dem-18579	25	9	2008	DATE
dem-18579	25	10	the frankfurt stock exchange	ORG
dem-18579	25	11	pukthuanthong-le	ORG
dem-18579	25	12	visaltanachoti	ORG
dem-18579	25	13	2009	DATE
dem-18579	25	14	thailand	GPE
dem-18579	25	15	foran et al	PERSON
dem-18579	26	1	2015	CARDINAL
dem-18579	27	1	2015	CARDINAL
dem-18579	27	2	chinese	NORP
dem-18579	27	3	shanghai	GPE
dem-18579	27	4	shenzhen	GPE
dem-18579	27	5	marcelo et al	PERSON
dem-18579	28	1	2015	DATE
dem-18579	28	2	the euronext lisbon stock exchange	ORG
dem-18579	28	3	2016	CARDINAL
dem-18579	28	4	turkish	NORP
dem-18579	29	1	2017	CARDINAL
dem-18579	29	2	indian	NORP
dem-18579	29	3	2018	DATE
dem-18579	29	4	warsaw	GPE
dem-18579	32	1	brockman et al	PERSON
dem-18579	33	1	2009	DATE
dem-18579	34	1	2000	DATE
dem-18579	35	1	47	CARDINAL
dem-18579	38	1	karolyi et al	PERSON
dem-18579	38	2	2012	DATE
dem-18579	38	3	daily	DATE
dem-18579	38	4	40	CARDINAL
dem-18579	39	1	wang	PERSON
dem-18579	39	2	2013	DATE
dem-18579	39	3	12	CARDINAL
dem-18579	39	4	asian	NORP
dem-18579	40	1	bai	ORG
dem-18579	40	2	qin	PERSON
dem-18579	40	3	2015	DATE
dem-18579	40	4	18	CARDINAL
dem-18579	42	1	bekaert et al	PERSON
dem-18579	43	1	2007	DATE
dem-18579	44	1	nowak	PERSON
dem-18579	44	2	2016	DATE
dem-18579	46	1	zero	CARDINAL
dem-18579	47	1	zeros	CARDINAL
dem-18579	47	2	daily	DATE
dem-18579	47	3	seven	CARDINAL
dem-18579	47	4	the czech republic	GPE
dem-18579	47	5	hungary	GPE
dem-18579	47	6	slovakia	GPE
dem-18579	47	7	slovenia	GPE
dem-18579	47	8	lithuania	GPE
dem-18579	47	9	estonia	GPE
dem-18579	47	10	latvia	GPE
dem-18579	48	1	18	CARDINAL
dem-18579	48	2	2018	DATE
dem-18579	48	3	67–79 69	DATE
dem-18579	50	1	2002	DATE
dem-18579	50	2	daily	DATE
dem-18579	50	3	january 2, 2012 to	DATE
dem-18579	50	4	december 30, 2016	DATE
dem-18579	52	1	2000	DATE
dem-18579	52	2	1987	DATE
dem-18579	59	1	section 1	LAW
dem-18579	60	1	section 2	LAW
dem-18579	60	2	the cee emerging stock markets	ORG
dem-18579	61	1	section 3	LAW
dem-18579	63	1	1	CARDINAL
dem-18579	64	1	nomenclature pse prague stock exchange	ORG
dem-18579	64	2	the czech republic	GPE
dem-18579	64	3	bse budapest stock exchange	ORG
dem-18579	64	4	hungary	GPE
dem-18579	64	5	bsse bratislava stock exchange	ORG
dem-18579	64	6	slovakia	GPE
dem-18579	64	7	ljse	GPE
dem-18579	64	8	ljubljana stock exchange	ORG
dem-18579	64	9	slovenia	GPE
dem-18579	64	10	nasdaq vilnius stock exchange	ORG
dem-18579	64	11	vilnius	GPE
dem-18579	64	12	lithuania	GPE
dem-18579	64	13	nasdaq tallinn stock exchange	ORG
dem-18579	64	14	tallinn	GPE
dem-18579	64	15	nasdaq riga stock exchange	ORG
dem-18579	64	16	riga	GPE
dem-18579	64	17	latvia	GPE
dem-18579	64	18	1	CARDINAL
dem-18579	67	1	2000	DATE
dem-18579	68	1	1979	DATE
dem-18579	68	2	daily	DATE
dem-18579	69	1	1	CARDINAL
dem-18579	69	2	joanna olbryś dynamic	PERSON
dem-18579	69	3	18	CARDINAL
dem-18579	69	4	2018	DATE
dem-18579	69	5	67–79 70	CARDINAL
dem-18579	70	1	𝐷𝐿,,%*+	LOC
dem-18579	71	1	campbell et al.	ORG
dem-18579	71	2	1997	DATE
dem-18579	72	1	1	CARDINAL
dem-18579	73	1	chordia et al	PERSON
dem-18579	74	1	2000	DATE
dem-18579	75	1	1	CARDINAL
dem-18579	77	1	2002	DATE
dem-18579	78	1	2	CARDINAL
dem-18579	78	2	1 +	CARDINAL
dem-18579	78	3	𝑉#,9	PERSON
dem-18579	78	4	0	CARDINAL
dem-18579	78	5	2	CARDINAL
dem-18579	78	6	𝑟#,9	GPE
dem-18579	78	7	𝑉#,9	PERSON
dem-18579	78	8	d.	NORP
dem-18579	78	9	karolyi et al	PERSON
dem-18579	79	1	2012	DATE
dem-18579	80	1	daily	DATE
dem-18579	80	2	2	CARDINAL
dem-18579	80	3	zero	CARDINAL
dem-18579	80	4	daily	DATE
dem-18579	80	5	zero	CARDINAL
dem-18579	81	1	second	ORDINAL
dem-18579	81	2	2	CARDINAL
dem-18579	81	3	daily	DATE
dem-18579	81	4	2018	DATE
dem-18579	82	1	2	CARDINAL
dem-18579	82	2	102	CARDINAL
dem-18579	83	1	each month	DATE
dem-18579	83	2	goyenko et al.	PERSON
dem-18579	83	3	2009	DATE
dem-18579	83	4	2014	DATE
dem-18579	83	5	foran et al.	PERSON
dem-18579	83	6	2015	DATE
dem-18579	83	7	fong et al.	PERSON
dem-18579	83	8	2017	CARDINAL
dem-18579	83	9	będowska-sójka	ORG
dem-18579	83	10	2018	DATE
dem-18579	84	1	2	CARDINAL
dem-18579	85	1	1	CARDINAL
dem-18579	85	2	1997	DATE
dem-18579	86	1	18	CARDINAL
dem-18579	86	2	2018	DATE
dem-18579	86	3	67–79 71	DATE
dem-18579	87	1	1	CARDINAL
dem-18579	88	1	1982	DATE
dem-18579	88	2	lagrange	GPE
dem-18579	90	1	1	CARDINAL
dem-18579	90	2	2	CARDINAL
dem-18579	90	3	2010	DATE
dem-18579	91	1	aic	ORG
dem-18579	93	1	3	CARDINAL
dem-18579	94	1	∑	PERSON
dem-18579	94	2	t-l	DATE
dem-18579	95	1	3	CARDINAL
dem-18579	95	2	0	CARDINAL
dem-18579	95	3	0	DATE
dem-18579	95	4	1	CARDINAL
dem-18579	95	5	0	CARDINAL
dem-18579	95	6	#	MONEY
dem-18579	95	7	0	CARDINAL
dem-18579	95	8	𝜀#,%	ORG
dem-18579	96	1	1	CARDINAL
dem-18579	97	1	wooldridge	PERSON
dem-18579	97	2	1992	DATE
dem-18579	98	1	hamilton	PERSON
dem-18579	98	2	2008	DATE
dem-18579	100	1	2	CARDINAL
dem-18579	100	2	daily	DATE
dem-18579	100	3	seven	CARDINAL
dem-18579	100	4	eastern european	NORP
dem-18579	100	5	the czech republic	GPE
dem-18579	100	6	hungary	GPE
dem-18579	100	7	slovakia	GPE
dem-18579	100	8	slovenia	GPE
dem-18579	100	9	lithuania	GPE
dem-18579	100	10	estonia	GPE
dem-18579	100	11	latvia	GPE
dem-18579	101	1	bloomberg	ORG
dem-18579	101	2	bloomberg	ORG
dem-18579	101	3	bialystok university of technology	ORG
dem-18579	102	1	2016/21	CARDINAL
dem-18579	102	2	02004	DATE
dem-18579	103	1	january 2, 2012 to	DATE
dem-18579	103	2	december 30, 2016	DATE
dem-18579	104	1	1252	CARDINAL
dem-18579	104	2	1240	CARDINAL
dem-18579	104	3	1244	CARDINAL
dem-18579	104	4	1245	CARDINAL
dem-18579	104	5	1245	CARDINAL
dem-18579	104	6	the nasdaq vilnius	ORG
dem-18579	104	7	1251	CARDINAL
dem-18579	104	8	tallinn	GPE
dem-18579	104	9	1242	CARDINAL
dem-18579	104	10	the nasdaq riga	ORG
dem-18579	104	11	trading days	DATE
dem-18579	105	1	the warsaw stock exchange	ORG
dem-18579	105	2	joanna olbryś dynamic	FAC
dem-18579	105	3	18	CARDINAL
dem-18579	105	4	2018	DATE
dem-18579	105	5	67–79 72	DATE
dem-18579	106	1	881	CARDINAL
dem-18579	106	2	23	CARDINAL
dem-18579	106	3	41	CARDINAL
dem-18579	106	4	71	CARDINAL
dem-18579	106	5	37	DATE
dem-18579	106	6	34	CARDINAL
dem-18579	106	7	nasdaq vilnius	ORG
dem-18579	106	8	17	CARDINAL
dem-18579	106	9	nasdaq tallinn	ORG
dem-18579	106	10	32	CARDINAL
dem-18579	106	11	nasdaq riga	ORG
dem-18579	109	1	373	CARDINAL
dem-18579	109	2	about 30%	PERCENT
dem-18579	109	3	all trading days	DATE
dem-18579	110	1	2	CARDINAL
dem-18579	110	2	january 2012	DATE
dem-18579	110	3	december 2016	DATE
dem-18579	111	1	eur billion	CARDINAL
dem-18579	111	2	dec 2016	DATE
dem-18579	111	3	10%	PERCENT
dem-18579	111	4	zeros	CARDINAL
dem-18579	111	5	daily	DATE
dem-18579	111	6	≈ 30%	PERCENT
dem-18579	111	7	zeros	CARDINAL
dem-18579	111	8	daily	DATE
dem-18579	111	9	22.19	CARDINAL
dem-18579	111	10	10	CARDINAL
dem-18579	111	11	21.27	CARDINAL
dem-18579	111	12	18	CARDINAL
dem-18579	111	13	5.28	CARDINAL
dem-18579	111	14	3	CARDINAL
dem-18579	111	15	5.00	CARDINAL
dem-18579	111	16	10	CARDINAL
dem-18579	111	17	nasdaq vilnius	ORG
dem-18579	111	18	3.50	CARDINAL
dem-18579	111	19	15	CARDINAL
dem-18579	111	20	nasdaq	ORG
dem-18579	111	21	tallinn	GPE
dem-18579	111	22	2.29	CARDINAL
dem-18579	111	23	12	CARDINAL
dem-18579	111	24	nasdaq	ORG
dem-18579	111	25	riga	GPE
dem-18579	111	26	0.80	CARDINAL
dem-18579	111	27	fourth	ORDINAL
dem-18579	112	1	fifth	ORDINAL
dem-18579	112	2	less than 125 zeros	QUANTITY
dem-18579	112	3	daily	DATE
dem-18579	112	4	about 10%	PERCENT
dem-18579	112	5	all trading days	DATE
dem-18579	113	1	daily	DATE
dem-18579	113	2	about 30%	PERCENT
dem-18579	113	3	all trading days	DATE
dem-18579	114	1	2	CARDINAL
dem-18579	115	1	the end of 2016	DATE
dem-18579	116	1	the end of december 2016	DATE
dem-18579	116	2	130.99	CARDINAL
dem-18579	117	1	20	CARDINAL
dem-18579	117	2	the warsaw stock exchange	ORG
dem-18579	119	1	18	CARDINAL
dem-18579	119	2	2018	DATE
dem-18579	119	3	67–79 73	CARDINAL
dem-18579	119	4	2	CARDINAL
dem-18579	119	5	zeros	CARDINAL
dem-18579	119	6	daily	DATE
dem-18579	120	1	71	CARDINAL
dem-18579	120	2	only 3	CARDINAL
dem-18579	121	1	10	CARDINAL
dem-18579	121	2	18	CARDINAL
dem-18579	121	3	3	CARDINAL
dem-18579	121	4	10	CARDINAL
dem-18579	121	5	ljubljana	GPE
dem-18579	121	6	15	CARDINAL
dem-18579	121	7	12	CARDINAL
dem-18579	121	8	tallinn	GPE
dem-18579	121	9	7	CARDINAL
dem-18579	121	10	riga	GPE
dem-18579	122	1	3	CARDINAL
dem-18579	123	1	3	CARDINAL
dem-18579	124	1	january 2012	DATE
dem-18579	124	2	december 2016	DATE
dem-18579	124	3	1 prague stock exchange	ORG
dem-18579	124	4	the czech republic	GPE
dem-18579	124	5	cez	ORG
dem-18579	124	6	foreg	ORG
dem-18579	124	7	komb, pegas	ORG
dem-18579	124	8	tabak	ORG
dem-18579	124	9	vig 2 budapest stock exchange	ORG
dem-18579	124	10	hungary	GPE
dem-18579	124	11	appeninn	GPE
dem-18579	124	12	fhb	GPE
dem-18579	124	13	nutex	ORG
dem-18579	124	14	opimus	GPE
dem-18579	124	15	otp	PERSON
dem-18579	124	16	plotinus	GPE
dem-18579	124	17	raba	GPE
dem-18579	124	18	richt	GPE
dem-18579	124	19	3	CARDINAL
dem-18579	124	20	slovakia) sln1	ORG
dem-18579	124	21	4 ljubljana stock exchange	ORG
dem-18579	124	22	slovenia	GPE
dem-18579	124	23	krkg	ORG
dem-18579	124	24	lithuania	GPE
dem-18579	124	25	knf1l	PERSON
dem-18579	124	26	rsu1l	GPE
dem-18579	124	27	sab1l	GPE
dem-18579	124	28	6	CARDINAL
dem-18579	124	29	tallinn	GPE
dem-18579	124	30	mrk1	GPE
dem-18579	124	31	ncn1	GPE
dem-18579	124	32	tal1	GPE
dem-18579	124	33	7	CARDINAL
dem-18579	124	34	latvia	GPE
dem-18579	124	35	bal1r	FAC
dem-18579	124	36	gze1r	ORG
dem-18579	124	37	lsc1r	GPE
dem-18579	126	1	3	CARDINAL
dem-18579	127	1	first	ORDINAL
dem-18579	127	2	the adf-gls	ORG
dem-18579	127	3	elliott et al.	PERSON
dem-18579	127	4	1996	DATE
dem-18579	127	5	adf	ORG
dem-18579	127	6	dickey	PERSON
dem-18579	127	7	1981	DATE
dem-18579	128	1	daily	DATE
dem-18579	128	2	five	CARDINAL
dem-18579	128	3	2014	DATE
dem-18579	129	1	5%	PERCENT
dem-18579	130	1	the 1st and	DATE
dem-18579	130	2	99th	ORDINAL
dem-18579	130	3	2008	DATE
dem-18579	130	4	kamara et al.	PERSON
dem-18579	130	5	2008	DATE
dem-18579	131	1	1	CARDINAL
dem-18579	132	1	75	CARDINAL
dem-18579	132	2	seven	CARDINAL
dem-18579	132	3	10	CARDINAL
dem-18579	132	4	18	CARDINAL
dem-18579	132	5	3	CARDINAL
dem-18579	132	6	10	CARDINAL
dem-18579	132	7	15	CARDINAL
dem-18579	132	8	18	CARDINAL
dem-18579	132	9	67–79 74	CARDINAL
dem-18579	132	10	the nasdaq vilnius	ORG
dem-18579	132	11	12	CARDINAL
dem-18579	132	12	tallinn	GPE
dem-18579	132	13	7	CARDINAL
dem-18579	132	14	4a	CARDINAL
dem-18579	133	1	four	CARDINAL
dem-18579	133	2	bsse	ORG
dem-18579	133	3	ljse	GPE
dem-18579	133	4	january 2, 2012 to	DATE
dem-18579	133	5	december 30	DATE
dem-18579	133	6	2016	CARDINAL
dem-18579	133	7	10	CARDINAL
dem-18579	133	8	18	CARDINAL
dem-18579	133	9	3	CARDINAL
dem-18579	133	10	ljse	GPE
dem-18579	133	11	10	CARDINAL
dem-18579	133	12	9	CARDINAL
dem-18579	133	13	1	CARDINAL
dem-18579	133	14	14	CARDINAL
dem-18579	133	15	4	CARDINAL
dem-18579	133	16	3	CARDINAL
dem-18579	134	1	10	CARDINAL
dem-18579	135	1	#	CARDINAL
dem-18579	135	2	2.424 2.333	MONEY
dem-18579	135	3	5.310	MONEY
dem-18579	135	4	2.129	CARDINAL
dem-18579	135	5	#	CARDINAL
dem-18579	135	6	0.043	CARDINAL
dem-18579	135	7	0.002	CARDINAL
dem-18579	135	8	0.011	CARDINAL
dem-18579	135	9	0.002	CARDINAL
dem-18579	135	10	0.028	MONEY
dem-18579	135	11	2/9	CARDINAL
dem-18579	135	12	0/3	MONEY
dem-18579	135	13	0/10	CARDINAL
dem-18579	135	14	3/9	CARDINAL
dem-18579	135	15	3/3	CARDINAL
dem-18579	135	16	7/10	CARDINAL
dem-18579	135	17	2/9	CARDINAL
dem-18579	135	18	1/10	CARDINAL
dem-18579	135	19	0/3	PRODUCT
dem-18579	135	20	2/10	CARDINAL
dem-18579	135	21	0.007	CARDINAL
dem-18579	135	22	0.002 0.0001	CARDINAL
dem-18579	135	23	0.005	CARDINAL
dem-18579	135	24	0.020	CARDINAL
dem-18579	135	25	0.002	CARDINAL
dem-18579	135	26	0.001	CARDINAL
dem-18579	135	27	0/9	CARDINAL
dem-18579	135	28	1/14 0/4 0/3	CARDINAL
dem-18579	135	29	0/10	CARDINAL
dem-18579	135	30	4/9	CARDINAL
dem-18579	135	31	1/14 3/4	CARDINAL
dem-18579	135	32	5/10	CARDINAL
dem-18579	135	33	2/9	CARDINAL
dem-18579	135	34	1/3	MONEY
dem-18579	135	35	2/10	CARDINAL
dem-18579	135	36	1/4	CARDINAL
dem-18579	135	37	3/10	CARDINAL
dem-18579	135	38	0.019 0.002	CARDINAL
dem-18579	135	39	0.0004	CARDINAL
dem-18579	135	40	0.001	CARDINAL
dem-18579	135	41	0.032	CARDINAL
dem-18579	135	42	0.001	CARDINAL
dem-18579	135	43	0.0003	CARDINAL
dem-18579	135	44	0.016	CARDINAL
dem-18579	135	45	0/9	CARDINAL
dem-18579	135	46	0/10	CARDINAL
dem-18579	135	47	2/9	CARDINAL
dem-18579	135	48	4/10	CARDINAL
dem-18579	135	49	2/9	CARDINAL
dem-18579	135	50	4/14 1/4	CARDINAL
dem-18579	135	51	4/10	CARDINAL
dem-18579	135	52	5/9	CARDINAL
dem-18579	135	53	3/14 2/4	CARDINAL
dem-18579	135	54	1/3	CARDINAL
dem-18579	135	55	2/10	CARDINAL
dem-18579	135	56	1	CARDINAL
dem-18579	136	1	daily	DATE
dem-18579	137	1	1	CARDINAL
dem-18579	137	2	ljse	GPE
dem-18579	137	3	nasdaq riga	ORG
dem-18579	138	1	1	CARDINAL
dem-18579	138	2	2	DATE
dem-18579	138	3	3	CARDINAL
dem-18579	138	4	18	CARDINAL
dem-18579	138	5	67–79 75	CARDINAL
dem-18579	139	1	aic	ORG
dem-18579	139	2	sc	GPE
dem-18579	140	1	1	CARDINAL
dem-18579	140	2	3	CARDINAL
dem-18579	140	3	4a–4b	CARDINAL
dem-18579	141	1	10%	PERCENT
dem-18579	144	1	2/10	CARDINAL
dem-18579	144	2	0/18	CARDINAL
dem-18579	144	3	0/3	CARDINAL
dem-18579	144	4	0/10	CARDINAL
dem-18579	144	5	0/15	CARDINAL
dem-18579	144	6	0/12	CARDINAL
dem-18579	144	7	0/7	CARDINAL
dem-18579	144	8	nasdaq riga	ORG
dem-18579	147	1	seven	CARDINAL
dem-18579	147	2	the czech republic	GPE
dem-18579	147	3	hungary	GPE
dem-18579	147	4	slovakia	GPE
dem-18579	147	5	slovenia	GPE
dem-18579	147	6	lithuania	GPE
dem-18579	147	7	estonia	GPE
dem-18579	147	8	latvia	GPE
dem-18579	150	1	71	CARDINAL
dem-18579	150	2	only 3	CARDINAL
dem-18579	151	1	295	CARDINAL
dem-18579	151	2	about 24%	PERCENT
dem-18579	151	3	all trading days	DATE
dem-18579	152	1	january 2, 2012 to	DATE
dem-18579	152	2	december 30, 2016	DATE
dem-18579	153	1	2002	DATE
dem-18579	153	2	daily	DATE
dem-18579	155	1	2000	DATE
dem-18579	157	1	joanna olbryś dynamic	PERSON
dem-18579	157	2	18	CARDINAL
dem-18579	157	3	2018	DATE
dem-18579	157	4	67–79 76	DATE
dem-18579	157	5	4b	CARDINAL
dem-18579	158	1	three	CARDINAL
dem-18579	158	2	january 2, 2012 to	DATE
dem-18579	158	3	december 30	DATE
dem-18579	158	4	2016	DATE
dem-18579	158	5	15	CARDINAL
dem-18579	158	6	nasdaq tallinn	ORG
dem-18579	158	7	12	CARDINAL
dem-18579	158	8	nasdaq riga	ORG
dem-18579	158	9	7	CARDINAL
dem-18579	158	10	14	CARDINAL
dem-18579	158	11	1	CARDINAL
dem-18579	158	12	11	CARDINAL
dem-18579	158	13	1	CARDINAL
dem-18579	158	14	7	CARDINAL
dem-18579	159	1	#	CARDINAL
dem-18579	160	1	1.334 2.078	CARDINAL
dem-18579	160	2	2.332	MONEY
dem-18579	160	3	0.996	CARDINAL
dem-18579	160	4	2.029	MONEY
dem-18579	160	5	#	CARDINAL
dem-18579	160	6	0.003 0.009 0.009 median	QUANTITY
dem-18579	161	1	0.003 0.006 0.001	QUANTITY
dem-18579	161	2	0/14	CARDINAL
dem-18579	161	3	0/11	ORG
dem-18579	161	4	0/7	PRODUCT
dem-18579	161	5	1/14	CARDINAL
dem-18579	161	6	2/11 0/1	DATE
dem-18579	161	7	4/14	CARDINAL
dem-18579	161	8	2/7	PRODUCT
dem-18579	161	9	0.007	CARDINAL
dem-18579	161	10	0.012	CARDINAL
dem-18579	161	11	0.006	CARDINAL
dem-18579	161	12	0.009	CARDINAL
dem-18579	161	13	0.011	CARDINAL
dem-18579	161	14	0.007	CARDINAL
dem-18579	161	15	0/14	CARDINAL
dem-18579	161	16	0/11	ORG
dem-18579	161	17	0/7	PRODUCT
dem-18579	161	18	3/14	CARDINAL
dem-18579	161	19	2/11 0/1	CARDINAL
dem-18579	161	20	3/7	PRODUCT
dem-18579	161	21	5/14	CARDINAL
dem-18579	161	22	2/7	PRODUCT
dem-18579	161	23	2/7	PRODUCT
dem-18579	161	24	0.012	CARDINAL
dem-18579	161	25	0.010	CARDINAL
dem-18579	161	26	0.009	CARDINAL
dem-18579	161	27	0.015	CARDINAL
dem-18579	161	28	0/14	CARDINAL
dem-18579	161	29	0/11	ORG
dem-18579	161	30	0/7	PRODUCT
dem-18579	161	31	1/11	CARDINAL
dem-18579	161	32	2/7	PRODUCT
dem-18579	161	33	2/14	CARDINAL
dem-18579	161	34	1/7	CARDINAL
dem-18579	161	35	3/14 1/1 7/11	PERCENT
dem-18579	161	36	1	CARDINAL
dem-18579	164	1	daily	DATE
dem-18579	166	1	18	CARDINAL
dem-18579	166	2	2018	DATE
dem-18579	166	3	67–79 77	CARDINAL
dem-18579	166	4	adkins	ORG
dem-18579	166	5	l.c.	PERSON
dem-18579	166	6	2014	DATE
dem-18579	167	1	4th	ORDINAL
dem-18579	167	2	1.041	CARDINAL
dem-18579	168	1	amihud	PERSON
dem-18579	168	2	2002	DATE
dem-18579	168	3	5(1	CARDINAL
dem-18579	168	4	31–56	CARDINAL
dem-18579	168	5	http://dx.doi.org/10.1016/s1386-4181(01)00024-6	PERSON
dem-18579	169	1	bai	ORG
dem-18579	169	2	m., qin	PERSON
dem-18579	169	3	2015	CARDINAL
dem-18579	169	4	economics & finance	ORG
dem-18579	169	5	39	CARDINAL
dem-18579	169	6	90–106	DATE
dem-18579	169	7	bekaert	PERSON
dem-18579	169	8	harvey	GPE
dem-18579	169	9	c.r.	GPE
dem-18579	169	10	2007	DATE
dem-18579	169	11	20(6	CARDINAL
dem-18579	169	12	1783–1831	CARDINAL
dem-18579	169	13	http://dx.doi.org/10.1093/rfs/hhm030	ORG
dem-18579	170	1	będowska	ORG
dem-18579	170	2	2018	DATE
dem-18579	171	1	27	CARDINAL
dem-18579	171	2	118–123	DATE
dem-18579	171	3	t.,	GPE
dem-18579	171	4	wooldridge	PERSON
dem-18579	171	5	j.m.	GPE
dem-18579	171	6	1992	DATE
dem-18579	171	7	11	CARDINAL
dem-18579	171	8	143–179	CARDINAL
dem-18579	172	1	brockman	PERSON
dem-18579	172	2	chung	GPE
dem-18579	172	3	d.y.	GPE
dem-18579	172	4	2006	DATE
dem-18579	172	5	hong kong	GPE
dem-18579	172	6	15(4–5	CARDINAL
dem-18579	172	7	291–305	CARDINAL
dem-18579	172	8	http://dx.doi.org/10.1016/j.irfa.2005.09.003	ORDINAL
dem-18579	172	9	brockman	PERSON
dem-18579	172	10	chung	GPE
dem-18579	172	11	d.y.	GPE
dem-18579	172	12	perignon	PERSON
dem-18579	172	13	c.	PERSON
dem-18579	172	14	2009	DATE
dem-18579	172	15	44(4	CARDINAL
dem-18579	172	16	851–882	DATE
dem-18579	173	1	campbell	ORG
dem-18579	173	2	j.y.	GPE
dem-18579	173	3	lo	PERSON
dem-18579	173	4	a.w.	GPE
dem-18579	173	5	a.c.	PERSON
dem-18579	173	6	1997	DATE
dem-18579	173	7	princeton university press	ORG
dem-18579	173	8	new jersey	GPE
dem-18579	174	1	chordia	ORG
dem-18579	174	2	r.	NORP
dem-18579	174	3	subrahmanyam	GPE
dem-18579	174	4	a.	PERSON
dem-18579	174	5	2000	DATE
dem-18579	174	6	journal of financial economics	ORG
dem-18579	174	7	56	DATE
dem-18579	174	8	3–28	CARDINAL
dem-18579	174	9	dickey	PERSON
dem-18579	174	10	d.a.	PERSON
dem-18579	174	11	w.a.	GPE
dem-18579	174	12	1981	DATE
dem-18579	174	13	49(4	DATE
dem-18579	174	14	1057–1072	CARDINAL
dem-18579	174	15	http://dx.doi.org/10.2307/1912517	GPE
dem-18579	175	1	dimson	GPE
dem-18579	175	2	1979	DATE
dem-18579	175	3	journal of financial economics	ORG
dem-18579	175	4	7	CARDINAL
dem-18579	175	5	197–226	CARDINAL
dem-18579	176	1	elliott	PERSON
dem-18579	176	2	rothenberg	PERSON
dem-18579	176	3	t.j.	GPE
dem-18579	176	4	j.h.	GPE
dem-18579	176	5	1996	DATE
dem-18579	176	6	econometrica	PERSON
dem-18579	176	7	64(4	DATE
dem-18579	176	8	813–836	CARDINAL
dem-18579	177	1	engle	PERSON
dem-18579	177	2	r.f.	GPE
dem-18579	177	3	1982	DATE
dem-18579	177	4	united kingdom	GPE
dem-18579	177	5	econometrica	GPE
dem-18579	177	6	50	DATE
dem-18579	177	7	987–1007	DATE
dem-18579	178	1	j.	PERSON
dem-18579	178	2	frino	PERSON
dem-18579	178	3	2004	DATE
dem-18579	178	4	the australian stock exchange	ORG
dem-18579	178	5	44	DATE
dem-18579	178	6	357–368	CARDINAL
dem-18579	178	7	fong	PERSON
dem-18579	178	8	k.y.l.	PERSON
dem-18579	178	9	holden	PERSON
dem-18579	178	10	c.w.	GPE
dem-18579	178	11	21	DATE
dem-18579	178	12	1355–1401	DATE
dem-18579	178	13	http://dx.doi.org/10.1093/rof/rfx003	CARDINAL
dem-18579	178	14	foran	PERSON
dem-18579	178	15	j., hutchinson	PERSON
dem-18579	178	16	m.c.	GPE
dem-18579	178	17	2015	DATE
dem-18579	178	18	uk	GPE
dem-18579	178	19	34	CARDINAL
dem-18579	178	20	281–293	CARDINAL
dem-18579	179	1	joanna olbryś dynamic	PERSON
dem-18579	179	2	18	CARDINAL
dem-18579	179	3	2018	DATE
dem-18579	179	4	67–79	CARDINAL
dem-18579	179	5	r.y.	GPE
dem-18579	179	6	holden	PERSON
dem-18579	179	7	c.w.	GPE
dem-18579	179	8	c.a.	GPE
dem-18579	179	9	2009	DATE
dem-18579	179	10	journal of financial economics	ORG
dem-18579	179	11	92	CARDINAL
dem-18579	179	12	153–181	CARDINAL
dem-18579	180	1	hamilton	PERSON
dem-18579	180	2	j.d.	PERSON
dem-18579	180	3	2008	DATE
dem-18579	181	1	14151	CARDINAL
dem-18579	181	2	cambridge	GPE
dem-18579	182	1	kamara, a.	ORG
dem-18579	182	2	lou	PERSON
dem-18579	182	3	x.	GPE
dem-18579	182	4	sadka	ORG
dem-18579	182	5	r. (	PERSON
dem-18579	182	6	2008	DATE
dem-18579	182	7	journal of financial economics	ORG
dem-18579	182	8	444–466	CARDINAL
dem-18579	183	1	kang	PERSON
dem-18579	183	2	w.	PERSON
dem-18579	183	3	zhang, h. (	ORG
dem-18579	183	4	2013	DATE
dem-18579	183	5	48(1	CARDINAL
dem-18579	183	6	97–122	CARDINAL
dem-18579	183	7	karolyi	GPE
dem-18579	183	8	g.a.	PERSON
dem-18579	183	9	lee	PERSON
dem-18579	183	10	van dijk	PERSON
dem-18579	183	11	m.a.	PERSON
dem-18579	183	12	2012	DATE
dem-18579	183	13	105(1	CARDINAL
dem-18579	183	14	82–112	DATE
dem-18579	184	1	kempf	PERSON
dem-18579	184	2	a.	PERSON
dem-18579	184	3	2008	DATE
dem-18579	184	4	31(1	CARDINAL
dem-18579	185	1	r.	NORP
dem-18579	185	2	sadka	GPE
dem-18579	185	3	r. (	PERSON
dem-18579	185	4	2008	DATE
dem-18579	185	5	journal of financial economics	ORG
dem-18579	185	6	87(1	DATE
dem-18579	185	7	miralles marcelo	PERSON
dem-18579	185	8	j.l.	GPE
dem-18579	185	9	portuguese	NORP
dem-18579	185	10	39–64	CARDINAL
dem-18579	186	1	mm	PERSON
dem-18579	186	2	p.k.	GPE
dem-18579	186	3	zhang, z., zheng	PERSON
dem-18579	186	4	x.	GPE
dem-18579	186	5	2015	DATE
dem-18579	186	6	chinese	NORP
dem-18579	186	7	51	CARDINAL
dem-18579	186	8	915–944	CARDINAL
dem-18579	187	1	newey	ORG
dem-18579	187	2	w.k.	GPE
dem-18579	187	3	west	GPE
dem-18579	187	4	k.d.	GPE
dem-18579	187	5	1987	DATE
dem-18579	187	6	econometrica	PERSON
dem-18579	187	7	703–708	DATE
dem-18579	188	1	nowak	PERSON
dem-18579	188	2	s.	PERSON
dem-18579	188	3	2016	DATE
dem-18579	188	4	the warsaw stock exchange	ORG
dem-18579	188	5	wroclaw university of economics	ORG
dem-18579	188	6	428	CARDINAL
dem-18579	188	7	184–194	CARDINAL
dem-18579	189	1	2014	DATE
dem-18579	190	1	polish	NORP
dem-18579	190	2	kredyt	GPE
dem-18579	190	3	45(6	DATE
dem-18579	190	4	513–536	CARDINAL
dem-18579	191	1	olbryś,	PERSON
dem-18579	191	2	2018	DATE
dem-18579	192	1	polish	NORP
dem-18579	192	2	2018	DATE
dem-18579	192	3	june 7–8,	DATE
dem-18579	192	4	2018	DATE
dem-18579	192	5	lodz	GPE
dem-18579	192	6	poland	GPE
dem-18579	193	1	j., mursztyn	PERSON
dem-18579	193	2	2018	DATE
dem-18579	194	1	polish	NORP
dem-18579	195	1	springer, cham	ORG
dem-18579	195	2	177–189	CARDINAL
dem-18579	195	3	k.	PERSON
dem-18579	195	4	visaltanachoti	PERSON
dem-18579	195	5	2009	DATE
dem-18579	195	6	thailand	GPE
dem-18579	195	7	pacific-basin	LOC
dem-18579	195	8	17(1	CARDINAL
dem-18579	195	9	a.	PERSON
dem-18579	195	10	2016	DATE
dem-18579	195	11	16	CARDINAL
dem-18579	195	12	125–131	DATE
dem-18579	196	1	syamala	PERSON
dem-18579	196	2	s.r.	GPE
dem-18579	196	3	2017	CARDINAL
dem-18579	196	4	north american journal of economics	ORG
dem-18579	196	5	42	DATE
dem-18579	197	1	r.s.	PERSON
dem-18579	198	1	2010	DATE
dem-18579	198	2	john wiley	PERSON
dem-18579	198	3	new york	GPE
dem-18579	199	1	18	CARDINAL
dem-18579	199	2	2018	DATE
dem-18579	199	3	wang	ORG
dem-18579	199	4	j. (	PERSON
dem-18579	199	5	2013	DATE
dem-18579	199	6	asian	NORP
dem-18579	199	7	pacific-basin	LOC
dem-18579	199	8	21(1	CARDINAL
dem-18579	199	9	1209–1231	DATE
dem-18579	199	10	http://dx.doi.org/10.1016/j.pacfin.2012.06.003	PERSON
dem-18579	199	11	wpływ	PERSON
dem-18579	199	12	transakcji na badanie	PERSON
dem-18579	199	13	i. artykuł	PERSON
dem-18579	202	1	środkowo	ORG
dem-18579	202	2	w kontekście problemu braku transakcji	ORG
dem-18579	202	3	czyli bardzo dużej	PERSON
dem-18579	202	4	dni z	ORG
dem-18579	203	1	konieczną redukcję	GPE
dem-18579	204	1	jako	PERSON
dem-18579	205	1	w celu identyfikacji	PERSON
dem-18579	205	2	wzorców w płynności wykorzystano modele	FAC
dem-18579	205	3	ols-hac oraz garch	ORG
dem-18579	206	1	nie stwierdzono efektu	ORG
dem-18579	208	1	rynków giełdowych	PERSON
dem-18579	209	1	ł	ORG
dem-18579	209	2	k l u	ORG
dem-18579	210	1	o	DATE
dem-18579	211	1	w płynności	PERSON