id	sid	eid	entity	type
dem-4187	1	1	microsoft	ORG
dem-4187	1	2	10	CARDINAL
dem-4187	1	3	nicolaus copernicus university	ORG
dem-4187	1	4	2010	DATE
dem-4187	1	5	małgorzata doman poznań university of economics	PERSON
dem-4187	4	1	polish	NORP
dem-4187	4	2	pekao s.a.	PERSON
dem-4187	7	1	k e y w o r	PERSON
dem-4187	8	1	1	CARDINAL
dem-4187	12	1	daily	DATE
dem-4187	16	1	polish	NORP
dem-4187	16	2	the years 2007-2010	DATE
dem-4187	16	3	111	CARDINAL
dem-4187	16	4	1256 33	DATE
dem-4187	18	1	małgorzata doman 6	PERSON
dem-4187	19	1	2000	DATE
dem-4187	22	1	one	CARDINAL
dem-4187	22	2	daily	DATE
dem-4187	22	3	1998	DATE
dem-4187	22	4	shephard	GPE
dem-4187	22	5	2002	DATE
dem-4187	24	1	intraday	ORDINAL
dem-4187	25	1	daily	DATE
dem-4187	28	1	yu	GPE
dem-4187	28	2	2009	DATE
dem-4187	28	3	polish	NORP
dem-4187	28	4	pekao s.a.	ORG
dem-4187	33	1	2	CARDINAL
dem-4187	33	2	daily	DATE
dem-4187	34	1	days	DATE
dem-4187	35	1	daily	DATE
dem-4187	35	2	1998	DATE
dem-4187	35	3	shephard	GPE
dem-4187	35	4	2002	DATE
dem-4187	35	5	1	CARDINAL
dem-4187	35	6	1	CARDINAL
dem-4187	36	1	1	CARDINAL
dem-4187	36	2	two	CARDINAL
dem-4187	37	1	daily	DATE
dem-4187	37	2	2	CARDINAL
dem-4187	37	3	daily	DATE
dem-4187	37	4	day 1−t	DATE
dem-4187	37	5	7	CARDINAL
dem-4187	37	6	2	CARDINAL
dem-4187	38	1	1	CARDINAL
dem-4187	40	1	3	CARDINAL
dem-4187	40	2	tw	ORG
dem-4187	41	1	daily	DATE
dem-4187	41	2	2	CARDINAL
dem-4187	42	1	1 2∫	CARDINAL
dem-4187	42	2	t t duutiv σ	DATE
dem-4187	42	3	4	CARDINAL
dem-4187	43	1	1 2	CARDINAL
dem-4187	44	1	5	CARDINAL
dem-4187	45	1	yu	GPE
dem-4187	45	2	2009	DATE
dem-4187	45	3	tx	ORG
dem-4187	45	4	ttt yx	PERSON
dem-4187	45	5	6	CARDINAL
dem-4187	45	6	daily	DATE
dem-4187	45	7	2	CARDINAL
dem-4187	47	1	6	CARDINAL
dem-4187	48	1	1984	DATE
dem-4187	48	2	huang stoll	PERSON
dem-4187	48	3	1996	DATE
dem-4187	48	4	huang, stoll, 1996	ORG
dem-4187	48	5	chan	ORG
dem-4187	48	6	lakonishok	ORG
dem-4187	48	7	1997	DATE
dem-4187	48	8	1985	DATE
dem-4187	49	1	manganelli	PERSON
dem-4187	49	2	2005	DATE
dem-4187	49	3	yu	PERSON
dem-4187	49	4	2009	DATE
dem-4187	50	1	1993	DATE
dem-4187	51	1	daily	DATE
dem-4187	52	1	intraday	TIME
dem-4187	53	1	8	CARDINAL
dem-4187	54	1	0	CARDINAL
dem-4187	55	1	3	CARDINAL
dem-4187	56	1	t t dw t (7	ORG
dem-4187	56	2	mykland	ORG
dem-4187	56	3	zhang	PERSON
dem-4187	56	4	2005	DATE
dem-4187	57	1	1− −= ii	TIME
dem-4187	57	2	xxri	GPE
dem-4187	58	1	.,0	ORG
dem-4187	58	2	2δσn	CARDINAL
dem-4187	58	3	daily	DATE
dem-4187	58	4	2σ	CARDINAL
dem-4187	58	5	42 δ⎯⎯	QUANTITY
dem-4187	58	6	yu	GPE
dem-4187	58	7	2009	DATE
dem-4187	58	8	mykland	ORG
dem-4187	58	9	zhang, 2005	ORG
dem-4187	61	1	111 iii uuwwyyr	QUANTITY
dem-4187	61	2	iiiiii	PERSON
dem-4187	61	3	9	CARDINAL
dem-4187	61	4	0.(i.i.d~	CARDINAL
dem-4187	61	5	2γiu	MONEY
dem-4187	61	6	22 2)var	CARDINAL
dem-4187	61	7	ari +δ	PRODUCT
dem-4187	61	8	2)cov	DATE
dem-4187	62	1	section 4. 3	DATE
dem-4187	63	1	polish	NORP
dem-4187	63	2	pekao s.a.	ORG
dem-4187	64	1	august 8, 2006 to february 13, 2009	DATE
dem-4187	66	1	1	CARDINAL
dem-4187	66	2	361 314	QUANTITY
dem-4187	66	3	325	CARDINAL
dem-4187	66	4	53 520 10 minute	TIME
dem-4187	66	5	27 160	CARDINAL
dem-4187	66	6	629	CARDINAL
dem-4187	66	7	10	CARDINAL
dem-4187	66	8	5	DATE
dem-4187	66	9	2	CARDINAL
dem-4187	66	10	1 minute	TIME
dem-4187	68	1	1	CARDINAL
dem-4187	70	1	degr	PERSON
dem-4187	70	2	2009	DATE
dem-4187	72	1	1	CARDINAL
dem-4187	72	2	1	CARDINAL
dem-4187	73	1	daily	DATE
dem-4187	73	2	rical resu	ORG
dem-4187	73	3	funda	ORG
dem-4187	73	4	9	CARDINAL
dem-4187	78	1	t the first one	DATE
dem-4187	78	2	w	ORG
dem-4187	78	3	tx	ORG
dem-4187	78	4	cor	ORG
dem-4187	78	5	8, 2006	DATE
dem-4187	79	1	next day	DATE
dem-4187	79	2	5	CARDINAL
dem-4187	79	3	10	CARDINAL
dem-4187	79	4	daily	DATE
dem-4187	79	5	february 13	DATE
dem-4187	80	1	9 considered minute	TIME
dem-4187	80	2	pre 2009	DATE
dem-4187	80	3	10	CARDINAL
dem-4187	80	4	two	CARDINAL
dem-4187	80	5	11	CARDINAL
dem-4187	80	6	10	CARDINAL
dem-4187	81	1	5 minute	TIME
dem-4187	81	2	2009	DATE
dem-4187	82	1	2	CARDINAL
dem-4187	83	1	2	CARDINAL
dem-4187	84	1	1sr	ORDINAL
dem-4187	86	1	2	CARDINAL
dem-4187	87	1	1	CARDINAL
dem-4187	88	1	tx	ORG
dem-4187	89	1	3	CARDINAL
dem-4187	90	1	standard devia	PERSON
dem-4187	90	2	standard devia	PERSON
dem-4187	90	3	ar olume	PERSON
dem-4187	90	4	s the plo rd	ORG
dem-4187	90	5	develope	LOC
dem-4187	90	6	5	CARDINAL
dem-4187	90	7	daily	DATE
dem-4187	90	8	5	CARDINAL
dem-4187	90	9	10 minute	TIME
dem-4187	90	10	tx	ORG
dem-4187	91	1	about 3/1	CARDINAL
dem-4187	91	2	1 3	CARDINAL
dem-4187	91	3	3	CARDINAL
dem-4187	91	4	12	CARDINAL
dem-4187	91	5	2	CARDINAL
dem-4187	91	6	3	CARDINAL
dem-4187	91	7	yu	PERSON
dem-4187	91	8	10	CARDINAL
dem-4187	91	9	11	CARDINAL
dem-4187	91	10	3	CARDINAL
dem-4187	92	1	10 minute	TIME
dem-4187	92	2	grey line	ORG
dem-4187	92	3	5 minute	TIME
dem-4187	92	4	3	CARDINAL
dem-4187	92	5	3	CARDINAL
dem-4187	93	1	11	CARDINAL
dem-4187	94	1	5	CARDINAL
dem-4187	94	2	2r	CARDINAL
dem-4187	95	1	0.012	CARDINAL
dem-4187	95	2	0.008	CARDINAL
dem-4187	95	3	0.01 0.042	CARDINAL
dem-4187	95	4	0.011	CARDINAL
dem-4187	95	5	0.03	CARDINAL
dem-4187	95	6	0.009	CARDINAL
dem-4187	95	7	0.004 0.004	CARDINAL
dem-4187	95	8	0.0129	CARDINAL
dem-4187	95	9	0.001	CARDINAL
dem-4187	95	10	0.006	CARDINAL
dem-4187	95	11	0.006	CARDINAL
dem-4187	95	12	0.002 0.0278	CARDINAL
dem-4187	95	13	0.008	CARDINAL
dem-4187	95	14	0.02	CARDINAL
dem-4187	95	15	5	CARDINAL
dem-4187	95	16	2r	CARDINAL
dem-4187	95	17	0.019	CARDINAL
dem-4187	95	18	0.1	CARDINAL
dem-4187	95	19	0.021	CARDINAL
dem-4187	95	20	0.02	CARDINAL
dem-4187	95	21	0.028	CARDINAL
dem-4187	95	22	0.03 0.017	CARDINAL
dem-4187	95	23	0.030	CARDINAL
dem-4187	95	24	0.0005	CARDINAL
dem-4187	95	25	0.015	CARDINAL
dem-4187	95	26	0.03	CARDINAL
dem-4187	95	27	0.016	CARDINAL
dem-4187	95	28	0.01	CARDINAL
dem-4187	96	1	10 minute	TIME
dem-4187	96	2	a day	DATE
dem-4187	98	1	481 541 601	QUANTITY
dem-4187	98	2	12	CARDINAL
dem-4187	98	3	daily	DATE
dem-4187	99	1	pekao s.a.	ORG
dem-4187	101	1	4–5	CARDINAL
dem-4187	101	2	days	DATE
dem-4187	102	1	the days	DATE
dem-4187	104	1	the days	DATE
dem-4187	104	2	close to zero	CARDINAL
dem-4187	104	3	the days	DATE
dem-4187	106	1	4	CARDINAL
dem-4187	107	1	0.91	CARDINAL
dem-4187	107	2	may 13, 2008	DATE
dem-4187	107	3	5	CARDINAL
dem-4187	108	1	0.03	CARDINAL
dem-4187	108	2	september 7, 2006 -0,5 -0,3	DATE
dem-4187	109	1	321 361	CARDINAL
dem-4187	110	1	241 281	CARDINAL
dem-4187	110	2	13 5	CARDINAL
dem-4187	113	1	daily	DATE
dem-4187	116	1	polish	NORP
dem-4187	116	2	pekao s.a.	ORG
dem-4187	118	1	5-minute	TIME
dem-4187	120	1	a day	DATE
dem-4187	122	1	the warsaw stock exchange	ORG
dem-4187	123	1	2009	DATE
dem-4187	123	2	3	CARDINAL
dem-4187	123	3	422–457	CARDINAL
dem-4187	124	1	mykland	ORG
dem-4187	124	2	p. a.	PERSON
dem-4187	124	3	zhang, l. (	PERSON
dem-4187	124	4	2005	DATE
dem-4187	124	5	18(2	CARDINAL
dem-4187	124	6	351–416	CARDINAL
dem-4187	124	7	andersen	PERSON
dem-4187	124	8	t. g.	PERSON
dem-4187	124	9	t.	GPE
dem-4187	124	10	1998	DATE
dem-4187	124	11	39	DATE
dem-4187	124	12	885–905	DATE
dem-4187	125	1	andersen	PERSON
dem-4187	125	2	t. g.	PERSON
dem-4187	125	3	f. x.	PERSON
dem-4187	125	4	journal of financial economics	ORG
dem-4187	125	5	61	DATE
dem-4187	125	6	43–76	DATE
dem-4187	126	1	o. e.	PERSON
dem-4187	126	2	shephard	GPE
dem-4187	126	3	2002	DATE
dem-4187	126	4	64	DATE
dem-4187	126	5	253–280	CARDINAL
dem-4187	127	1	chan	ORG
dem-4187	127	2	l.	GPE
dem-4187	127	3	j. (1997	ORG
dem-4187	127	4	nyse	ORG
dem-4187	127	5	nasdaq	ORG
dem-4187	127	6	52	CARDINAL
dem-4187	127	7	713–735	CARDINAL
dem-4187	127	8	a.	PERSON
dem-4187	127	9	1985	DATE
dem-4187	127	10	40	CARDINAL
dem-4187	128	1	hasbrouck	PERSON
dem-4187	128	2	j. (	GPE
dem-4187	128	3	1993	DATE
dem-4187	128	4	6	CARDINAL
dem-4187	128	5	191–212	CARDINAL
dem-4187	129	1	huang	PERSON
dem-4187	129	2	r.	NORP
dem-4187	129	3	1996	DATE
dem-4187	129	4	nyse	ORG
dem-4187	129	5	3	CARDINAL
dem-4187	129	6	313–357	PRODUCT
dem-4187	129	7	manganelli	GPE
dem-4187	129	8	2005	DATE
dem-4187	129	9	journal of financial markets	ORG
dem-4187	129	10	8	CARDINAL
dem-4187	129	11	377–399	CARDINAL
dem-4187	130	1	małgorzata doman	PERSON
dem-4187	130	2	14	CARDINAL
dem-4187	130	3	r.	PERSON
dem-4187	130	4	1984	DATE
dem-4187	130	5	39	CARDINAL
dem-4187	131	1	r. s.	PERSON
dem-4187	131	2	2002	DATE
dem-4187	131	3	wiley	PERSON
dem-4187	131	4	john wiley& sons	ORG
dem-4187	131	5	new york	GPE
dem-4187	132	1	płynność	PERSON
dem-4187	132	2	notowań spółki	PERSON
dem-4187	133	1	i. dostępność danych giełdowych o bardzo wysokiej	PERSON
dem-4187	133	2	stanowi	ORDINAL
dem-4187	133	3	za	PERSON
dem-4187	133	4	dynamiki cen akcji modeli	ORG
dem-4187	134	1	jednak dane takie zawierają	ORG
dem-4187	134	2	oprócz	PERSON
dem-4187	134	3	temat	DATE
dem-4187	134	4	ceny także szum	PERSON
dem-4187	134	5	którego	GPE
dem-4187	134	6	powoduje obciążenie oszacowań zmienności	PERSON
dem-4187	135	1	ten	CARDINAL
dem-4187	135	2	rzeczywistymi warunkami	PERSON
dem-4187	135	3	w jakich	GPE
dem-4187	136	1	mikrostruktury	GPE
dem-4187	136	2	w	GPE
dem-4187	136	3	zrealizowanej cen akcji spółki	ORG
dem-4187	136	4	pekao sa oraz	PERSON
dem-4187	137	1	wyniki badań wskazują	PERSON
dem-4187	137	2	że optymalna częstotliwość wyliczania stóp zwrotu przy wyznaczaniu	PERSON
dem-4187	137	3	zrealizowanej	GPE
dem-4187	137	4	częstotliwość pięciominutowa	PERSON
dem-4187	137	5	na rozwiniętych rynkach giełdowych	ORG
dem-4187	138	1	ponadto	ORG
dem-4187	138	2	analiza	ORG
dem-4187	138	3	wybranymi miarami	PERSON
dem-4187	138	4	mikrostruktury	GPE
dem-4187	139	1	ł	ORG
dem-4187	139	2	k l u	ORG
dem-4187	140	1	o	DATE
dem-4187	141	1	mikrostruktura rynku	PERSON
dem-4187	141	2	zmienność	PERSON
dem-4187	141	3	wariancja zrealizowana	ORG
dem-4187	141	4	dane wysokiej	PERSON