id	sid	tid	token	lemma	pos
easat-281	1	1	edelweiss	edelweiss	PROPN
easat-281	1	2	applied	apply	VERB
easat-281	1	3	science	science	NOUN
easat-281	1	4	and	and	CCONJ
easat-281	1	5	technology	technology	NOUN
easat-281	1	6	issn	issn	PROPN
easat-281	1	7	:	:	PUNCT
easat-281	1	8	2576	2576	NUM
easat-281	1	9	-	-	SYM
easat-281	1	10	8484	8484	NUM
easat-281	1	11	vol	vol	NOUN
easat-281	1	12	.	.	PROPN
easat-281	2	1	4	4	NUM
easat-281	2	2	,	,	PUNCT
easat-281	2	3	no	no	INTJ
easat-281	2	4	.	.	NOUN
easat-281	2	5	1	1	NUM
easat-281	2	6	,	,	PUNCT
easat-281	2	7	51	51	NUM
easat-281	2	8	-	-	SYM
easat-281	2	9	54	54	NUM
easat-281	2	10	2020	2020	NUM
easat-281	2	11	doi	doi	NOUN
easat-281	2	12	:	:	PUNCT
easat-281	2	13	10.33805/2576	10.33805/2576	NUM
easat-281	2	14	-	-	SYM
easat-281	2	15	8484.181	8484.181	PROPN
easat-281	2	16	©	©	PROPN
easat-281	2	17	2020	2020	NUM
easat-281	2	18	by	by	ADP
easat-281	2	19	the	the	DET
easat-281	2	20	authors	author	NOUN
easat-281	2	21	©	©	PROPN
easat-281	2	22	2020	2020	NUM
easat-281	2	23	by	by	ADP
easat-281	2	24	the	the	DET
easat-281	2	25	authors	author	NOUN
easat-281	2	26	history	history	NOUN
easat-281	2	27	:	:	PUNCT
easat-281	2	28	received	receive	VERB
easat-281	2	29	:	:	PUNCT
easat-281	2	30	29	29	NUM
easat-281	2	31	october	october	NOUN
easat-281	2	32	2020	2020	NUM
easat-281	2	33	;	;	PUNCT
easat-281	2	34	accepted	accept	VERB
easat-281	2	35	:	:	PUNCT
easat-281	2	36	29	29	NUM
easat-281	2	37	november	november	NOUN
easat-281	2	38	2020	2020	NUM
easat-281	2	39	;	;	PUNCT
easat-281	2	40	published	publish	VERB
easat-281	2	41	:	:	PUNCT
easat-281	2	42	04	04	NUM
easat-281	2	43	december	december	PROPN
easat-281	2	44	2020	2020	NUM
easat-281	2	45	*	*	PUNCT
easat-281	2	46	correspondence	correspondence	NOUN
easat-281	2	47	:	:	PUNCT
easat-281	2	48	khanhpd@neu.edu.vn	khanhpd@neu.edu.vn	VERB
easat-281	2	49	a	a	DET
easat-281	2	50	re	re	NOUN
easat-281	2	51	-	-	NOUN
easat-281	2	52	examination	examination	NOUN
easat-281	2	53	of	of	ADP
easat-281	2	54	the	the	DET
easat-281	2	55	holiday	holiday	NOUN
easat-281	2	56	effect	effect	NOUN
easat-281	2	57	in	in	ADP
easat-281	2	58	stock	stock	NOUN
easat-281	2	59	returns	return	NOUN
easat-281	2	60	:	:	PUNCT
easat-281	2	61	the	the	DET
easat-281	2	62	case	case	NOUN
easat-281	2	63	of	of	ADP
easat-281	2	64	vietnam	vietnam	PROPN
easat-281	2	65	pham	pham	PROPN
easat-281	2	66	dan	dan	PROPN
easat-281	2	67	khanh1	khanh1	PROPN
easat-281	2	68	*	*	PROPN
easat-281	2	69	,	,	PUNCT
easat-281	2	70	pham	pham	PROPN
easat-281	2	71	thanh	thanh	PROPN
easat-281	2	72	dat2	dat2	PROPN
easat-281	2	73	1school	1school	NUM
easat-281	2	74	of	of	ADP
easat-281	2	75	advanced	advanced	ADJ
easat-281	2	76	education	education	NOUN
easat-281	2	77	program	program	NOUN
easat-281	2	78	,	,	PUNCT
easat-281	2	79	national	national	ADJ
easat-281	2	80	economics	economics	PROPN
easat-281	2	81	university	university	PROPN
easat-281	2	82	,	,	PUNCT
easat-281	2	83	vietnam	vietnam	PROPN
easat-281	2	84	;	;	PUNCT
easat-281	2	85	khanhpd@neu.edu.vn	khanhpd@neu.edu.vn	NOUN
easat-281	2	86	(	(	PUNCT
easat-281	2	87	p.d.k	p.d.k	ADV
easat-281	2	88	)	)	PUNCT
easat-281	2	89	.	.	PUNCT
easat-281	3	1	2school	2school	NUM
easat-281	3	2	of	of	ADP
easat-281	3	3	banking	banking	NOUN
easat-281	3	4	and	and	CCONJ
easat-281	3	5	finance	finance	NOUN
easat-281	3	6	,	,	PUNCT
easat-281	3	7	national	national	ADJ
easat-281	3	8	economics	economics	PROPN
easat-281	3	9	university	university	PROPN
easat-281	3	10	,	,	PUNCT
easat-281	3	11	vietnam	vietnam	PROPN
easat-281	3	12	.	.	PUNCT
easat-281	4	1	abstract	abstract	PROPN
easat-281	4	2	:	:	PUNCT
easat-281	4	3	this	this	DET
easat-281	4	4	paper	paper	NOUN
easat-281	4	5	provides	provide	VERB
easat-281	4	6	empirical	empirical	ADJ
easat-281	4	7	evidence	evidence	NOUN
easat-281	4	8	of	of	ADP
easat-281	4	9	the	the	DET
easat-281	4	10	holiday	holiday	NOUN
easat-281	4	11	effect	effect	NOUN
easat-281	4	12	in	in	ADP
easat-281	4	13	stock	stock	NOUN
easat-281	4	14	return	return	NOUN
easat-281	4	15	and	and	CCONJ
easat-281	4	16	the	the	DET
easat-281	4	17	implications	implication	NOUN
easat-281	4	18	of	of	ADP
easat-281	4	19	the	the	DET
easat-281	4	20	holiday	holiday	NOUN
easat-281	4	21	effect	effect	NOUN
easat-281	4	22	.	.	PUNCT
easat-281	5	1	the	the	DET
easat-281	5	2	research	research	NOUN
easat-281	5	3	finds	find	VERB
easat-281	5	4	that	that	SCONJ
easat-281	5	5	there	there	PRON
easat-281	5	6	are	be	VERB
easat-281	5	7	existing	exist	VERB
easat-281	5	8	the	the	DET
easat-281	5	9	high	high	ADJ
easat-281	5	10	stock	stock	NOUN
easat-281	5	11	return	return	NOUN
easat-281	5	12	before	before	ADP
easat-281	5	13	the	the	DET
easat-281	5	14	lunar	lunar	ADJ
easat-281	5	15	new	new	ADJ
easat-281	5	16	year	year	NOUN
easat-281	5	17	on	on	ADP
easat-281	5	18	the	the	DET
easat-281	5	19	ho	ho	PROPN
easat-281	5	20	chi	chi	PROPN
easat-281	5	21	minh	minh	PROPN
easat-281	5	22	stock	stock	PROPN
easat-281	5	23	exchange	exchange	NOUN
easat-281	5	24	during	during	ADP
easat-281	5	25	the	the	DET
easat-281	5	26	period	period	NOUN
easat-281	5	27	2002	2002	NUM
easat-281	5	28	-	-	SYM
easat-281	5	29	2018	2018	NUM
easat-281	5	30	.	.	PUNCT
easat-281	6	1	this	this	DET
easat-281	6	2	paper	paper	NOUN
easat-281	6	3	using	use	VERB
easat-281	6	4	the	the	DET
easat-281	6	5	garch	garch	NOUN
easat-281	6	6	,	,	PUNCT
easat-281	6	7	modified	modify	VERB
easat-281	6	8	-	-	PUNCT
easat-281	6	9	garch	garch	NOUN
easat-281	6	10	,	,	PUNCT
easat-281	6	11	garch	garch	NOUN
easat-281	6	12	-	-	PUNCT
easat-281	6	13	m	m	NOUN
easat-281	6	14	,	,	PUNCT
easat-281	6	15	and	and	CCONJ
easat-281	6	16	egarch	egarch	NOUN
easat-281	6	17	models	model	NOUN
easat-281	6	18	to	to	PART
easat-281	6	19	test	test	VERB
easat-281	6	20	the	the	DET
easat-281	6	21	holiday	holiday	NOUN
easat-281	6	22	effect	effect	NOUN
easat-281	6	23	on	on	ADP
easat-281	6	24	stock	stock	NOUN
easat-281	6	25	return	return	NOUN
easat-281	6	26	.	.	PUNCT
easat-281	7	1	the	the	DET
easat-281	7	2	results	result	NOUN
easat-281	7	3	indicate	indicate	VERB
easat-281	7	4	that	that	SCONJ
easat-281	7	5	there	there	PRON
easat-281	7	6	is	be	VERB
easat-281	7	7	evidence	evidence	NOUN
easat-281	7	8	of	of	ADP
easat-281	7	9	holiday	holiday	NOUN
easat-281	7	10	such	such	ADJ
easat-281	7	11	as	as	ADP
easat-281	7	12	chinese	chinese	ADJ
easat-281	7	13	new	new	ADJ
easat-281	7	14	year	year	NOUN
easat-281	7	15	in	in	ADP
easat-281	7	16	vietnam	vietnam	PROPN
easat-281	7	17	which	which	PRON
easat-281	7	18	is	be	AUX
easat-281	7	19	called	call	VERB
easat-281	7	20	lunar	lunar	ADJ
easat-281	7	21	new	new	ADJ
easat-281	7	22	year	year	NOUN
easat-281	7	23	effect	effect	NOUN
easat-281	7	24	on	on	ADP
easat-281	7	25	stock	stock	NOUN
easat-281	7	26	return	return	NOUN
easat-281	7	27	.	.	PUNCT
easat-281	8	1	specifically	specifically	ADV
easat-281	8	2	,	,	PUNCT
easat-281	8	3	the	the	DET
easat-281	8	4	stock	stock	NOUN
easat-281	8	5	return	return	NOUN
easat-281	8	6	before	before	ADP
easat-281	8	7	the	the	DET
easat-281	8	8	lunar	lunar	ADJ
easat-281	8	9	new	new	ADJ
easat-281	8	10	year	year	NOUN
easat-281	8	11	is	be	AUX
easat-281	8	12	usually	usually	ADV
easat-281	8	13	higher	high	ADJ
easat-281	8	14	than	than	ADP
easat-281	8	15	after	after	ADP
easat-281	8	16	the	the	DET
easat-281	8	17	lunar	lunar	ADJ
easat-281	8	18	new	new	ADJ
easat-281	8	19	year	year	NOUN
easat-281	8	20	on	on	ADP
easat-281	8	21	the	the	DET
easat-281	8	22	ho	ho	PROPN
easat-281	8	23	chi	chi	PROPN
easat-281	8	24	minh	minh	PROPN
easat-281	8	25	stock	stock	PROPN
easat-281	8	26	exchange	exchange	NOUN
easat-281	8	27	.	.	PUNCT
easat-281	9	1	keywords	keyword	NOUN
easat-281	9	2	:	:	PUNCT
easat-281	9	3	calendar	calendar	NOUN
easat-281	9	4	effects	effect	NOUN
easat-281	9	5	,	,	PUNCT
easat-281	9	6	efficient	efficient	ADJ
easat-281	9	7	market	market	NOUN
easat-281	9	8	hypothesis	hypothesis	NOUN
easat-281	9	9	,	,	PUNCT
easat-281	9	10	dummy	dummy	ADJ
easat-281	9	11	variable	variable	ADJ
easat-281	9	12	regression	regression	NOUN
easat-281	9	13	,	,	PUNCT
easat-281	9	14	holiday	holiday	NOUN
easat-281	9	15	effect	effect	NOUN
easat-281	9	16	,	,	PUNCT
easat-281	9	17	vn	vn	NOUN
easat-281	9	18	-	-	PUNCT
easat-281	9	19	index	index	NOUN
easat-281	9	20	and	and	CCONJ
easat-281	9	21	lunar	lunar	ADJ
easat-281	9	22	new	new	ADJ
easat-281	9	23	year	year	NOUN
easat-281	9	24	.	.	PUNCT
easat-281	10	1	abbreviations	abbreviation	NOUN
easat-281	10	2	:	:	PUNCT
easat-281	10	3	emh	emh	PROPN
easat-281	10	4	-	-	PUNCT
easat-281	10	5	efficient	efficient	ADJ
easat-281	10	6	market	market	NOUN
easat-281	10	7	hypothesis	hypothesis	NOUN
easat-281	10	8	,	,	PUNCT
easat-281	10	9	garch	garch	NOUN
easat-281	10	10	-	-	PUNCT
easat-281	10	11	generalized	generalize	VERB
easat-281	10	12	autoregressive	autoregressive	ADJ
easat-281	10	13	conditional	conditional	ADJ
easat-281	10	14	heteroskedasticity	heteroskedasticity	NOUN
easat-281	10	15	,	,	PUNCT
easat-281	10	16	aic	aic	PROPN
easat-281	10	17	-	-	PUNCT
easat-281	10	18	akaike	akaike	ADJ
easat-281	10	19	info	info	NOUN
easat-281	10	20	criterio	criterio	PROPN
easat-281	10	21	n	n	CCONJ
easat-281	10	22	,	,	PUNCT
easat-281	10	23	asx	asx	NOUN
easat-281	10	24	-	-	PUNCT
easat-281	10	25	australian	australian	ADJ
easat-281	10	26	stock	stock	NOUN
easat-281	10	27	exchange	exchange	PROPN
easat-281	10	28	and	and	CCONJ
easat-281	10	29	sc	sc	PROPN
easat-281	10	30	-	-	PUNCT
easat-281	10	31	schwarz	schwarz	PROPN
easat-281	10	32	criterion	criterion	NOUN
easat-281	10	33	.	.	PUNCT
easat-281	11	1	1	1	X
easat-281	11	2	.	.	X
easat-281	11	3	introduction	introduction	NOUN
easat-281	11	4	stock	stock	NOUN
easat-281	11	5	market	market	NOUN
easat-281	11	6	efficiency	efficiency	NOUN
easat-281	11	7	is	be	AUX
easat-281	11	8	an	an	DET
easat-281	11	9	essential	essential	ADJ
easat-281	11	10	property	property	NOUN
easat-281	11	11	of	of	ADP
easat-281	11	12	the	the	DET
easat-281	11	13	market	market	NOUN
easat-281	11	14	.	.	PUNCT
easat-281	12	1	the	the	DET
easat-281	12	2	classic	classic	ADJ
easat-281	12	3	paradigm	paradigm	NOUN
easat-281	12	4	of	of	ADP
easat-281	12	5	efficient	efficient	ADJ
easat-281	12	6	market	market	NOUN
easat-281	12	7	hypothesis	hypothesis	NOUN
easat-281	12	8	(	(	PUNCT
easat-281	12	9	emh	emh	PROPN
easat-281	12	10	)	)	PUNCT
easat-281	12	11	was	be	AUX
easat-281	12	12	widely	widely	ADV
easat-281	12	13	accepted	accept	VERB
easat-281	12	14	since	since	SCONJ
easat-281	12	15	the	the	DET
easat-281	12	16	early	early	ADJ
easat-281	12	17	1970	1970	NUM
easat-281	12	18	’s	’	NOUN
easat-281	12	19	and	and	CCONJ
easat-281	12	20	is	be	AUX
easat-281	12	21	based	base	VERB
easat-281	12	22	on	on	ADP
easat-281	12	23	three	three	NUM
easat-281	12	24	essential	essential	ADJ
easat-281	12	25	pillars	pillar	NOUN
easat-281	12	26	such	such	ADJ
easat-281	12	27	as	as	ADP
easat-281	12	28	investor	investor	NOUN
easat-281	12	29	rationality	rationality	NOUN
easat-281	12	30	,	,	PUNCT
easat-281	12	31	uncorrelated	uncorrelated	ADJ
easat-281	12	32	errors	error	NOUN
easat-281	12	33	,	,	PUNCT
easat-281	12	34	and	and	CCONJ
easat-281	12	35	the	the	DET
easat-281	12	36	assumption	assumption	NOUN
easat-281	12	37	that	that	SCONJ
easat-281	12	38	there	there	PRON
easat-281	12	39	are	be	VERB
easat-281	12	40	no	no	DET
easat-281	12	41	limits	limit	NOUN
easat-281	12	42	to	to	ADP
easat-281	12	43	arbitrage	arbitrage	NOUN
easat-281	12	44	.	.	PUNCT
easat-281	13	1	according	accord	VERB
easat-281	13	2	to	to	ADP
easat-281	13	3	fama	fama	PROPN
easat-281	13	4	[	[	X
easat-281	13	5	1	1	X
easat-281	13	6	]	]	PUNCT
easat-281	13	7	the	the	DET
easat-281	13	8	ideal	ideal	ADJ
easat-281	13	9	financial	financial	ADJ
easat-281	13	10	market	market	NOUN
easat-281	13	11	would	would	AUX
easat-281	13	12	be	be	AUX
easat-281	13	13	guided	guide	VERB
easat-281	13	14	by	by	ADP
easat-281	13	15	the	the	DET
easat-281	13	16	principle	principle	NOUN
easat-281	13	17	that	that	SCONJ
easat-281	13	18	prices	price	NOUN
easat-281	13	19	provide	provide	VERB
easat-281	13	20	accurate	accurate	ADJ
easat-281	13	21	signals	signal	NOUN
easat-281	13	22	for	for	ADP
easat-281	13	23	resource	resource	NOUN
easat-281	13	24	allocation	allocation	NOUN
easat-281	13	25	.	.	PUNCT
easat-281	14	1	it	it	PRON
easat-281	14	2	implies	imply	VERB
easat-281	14	3	that	that	SCONJ
easat-281	14	4	rational	rational	ADJ
easat-281	14	5	,	,	PUNCT
easat-281	14	6	profit	profit	NOUN
easat-281	14	7	-maximizing	-maximize	VERB
easat-281	14	8	investors	investor	NOUN
easat-281	14	9	are	be	AUX
easat-281	14	10	not	not	PART
easat-281	14	11	able	able	ADJ
easat-281	14	12	to	to	PART
easat-281	14	13	consistently	consistently	ADV
easat-281	14	14	outperform	outperform	VERB
easat-281	14	15	the	the	DET
easat-281	14	16	market	market	NOUN
easat-281	14	17	since	since	SCONJ
easat-281	14	18	prices	price	NOUN
easat-281	14	19	of	of	ADP
easat-281	14	20	stocks	stock	NOUN
easat-281	14	21	in	in	ADP
easat-281	14	22	the	the	DET
easat-281	14	23	market	market	NOUN
easat-281	14	24	are	be	AUX
easat-281	14	25	fair	fair	ADJ
easat-281	14	26	,	,	PUNCT
easat-281	14	27	that	that	ADV
easat-281	14	28	is	is	ADV
easat-281	14	29	,	,	PUNCT
easat-281	14	30	there	there	PRON
easat-281	14	31	are	be	VERB
easat-281	14	32	no	no	DET
easat-281	14	33	undervalued	undervalued	ADJ
easat-281	14	34	stocks	stock	NOUN
easat-281	14	35	in	in	ADP
easat-281	14	36	the	the	DET
easat-281	14	37	market	market	NOUN
easat-281	14	38	.	.	PUNCT
easat-281	15	1	price	price	NOUN
easat-281	15	2	shocks	shock	NOUN
easat-281	15	3	also	also	ADV
easat-281	15	4	are	be	AUX
easat-281	15	5	an	an	DET
easat-281	15	6	integral	integral	ADJ
easat-281	15	7	part	part	NOUN
easat-281	15	8	of	of	ADP
easat-281	15	9	the	the	DET
easat-281	15	10	stock	stock	NOUN
easat-281	15	11	market	market	NOUN
easat-281	15	12	.	.	PUNCT
easat-281	16	1	the	the	DET
easat-281	16	2	flow	flow	NOUN
easat-281	16	3	of	of	ADP
easat-281	16	4	news	news	NOUN
easat-281	16	5	is	be	AUX
easat-281	16	6	continuous	continuous	ADJ
easat-281	16	7	and	and	CCONJ
easat-281	16	8	practically	practically	ADV
easat-281	16	9	infinite	infinite	ADJ
easat-281	16	10	,	,	PUNCT
easat-281	16	11	and	and	CCONJ
easat-281	16	12	from	from	ADP
easat-281	16	13	time	time	NOUN
easat-281	16	14	to	to	ADP
easat-281	16	15	time	time	NOUN
easat-281	16	16	some	some	PRON
easat-281	16	17	of	of	ADP
easat-281	16	18	them	they	PRON
easat-281	16	19	may	may	AUX
easat-281	16	20	be	be	AUX
easat-281	16	21	very	very	ADV
easat-281	16	22	influential	influential	ADJ
easat-281	16	23	for	for	ADP
easat-281	16	24	a	a	DET
easat-281	16	25	given	give	VERB
easat-281	16	26	stock	stock	NOUN
easat-281	16	27	,	,	PUNCT
easat-281	16	28	a	a	DET
easat-281	16	29	group	group	NOUN
easat-281	16	30	of	of	ADP
easat-281	16	31	stocks	stock	NOUN
easat-281	16	32	or	or	CCONJ
easat-281	16	33	the	the	DET
easat-281	16	34	stock	stock	NOUN
easat-281	16	35	market	market	NOUN
easat-281	16	36	in	in	ADP
easat-281	16	37	general	general	ADJ
easat-281	16	38	,	,	PUNCT
easat-281	16	39	and	and	CCONJ
easat-281	16	40	lead	lead	VERB
easat-281	16	41	to	to	ADP
easat-281	16	42	large	large	ADJ
easat-281	16	43	stock	stock	NOUN
easat-281	16	44	price	price	NOUN
easat-281	16	45	changes	change	NOUN
easat-281	16	46	,	,	PUNCT
easat-281	16	47	representing	represent	VERB
easat-281	16	48	both	both	CCONJ
easat-281	16	49	a	a	DET
easat-281	16	50	serious	serious	ADJ
easat-281	16	51	risk	risk	NOUN
easat-281	16	52	and	and	CCONJ
easat-281	16	53	a	a	DET
easat-281	16	54	great	great	ADJ
easat-281	16	55	opportunity	opportunity	NOUN
easat-281	16	56	for	for	ADP
easat-281	16	57	stock	stock	NOUN
easat-281	16	58	market	market	NOUN
easat-281	16	59	investors	investor	NOUN
easat-281	16	60	.	.	PUNCT
easat-281	17	1	a	a	DET
easat-281	17	2	vast	vast	ADJ
easat-281	17	3	strand	strand	NOUN
easat-281	17	4	of	of	ADP
easat-281	17	5	financial	financial	ADJ
easat-281	17	6	literature	literature	NOUN
easat-281	17	7	deals	deal	NOUN
easat-281	17	8	with	with	ADP
easat-281	17	9	large	large	ADJ
easat-281	17	10	one	one	NUM
easat-281	17	11	-	-	PUNCT
easat-281	17	12	day	day	NOUN
easat-281	17	13	stock	stock	NOUN
easat-281	17	14	price	price	NOUN
easat-281	17	15	changes	change	NOUN
easat-281	17	16	and	and	CCONJ
easat-281	17	17	their	their	PRON
easat-281	17	18	consequences	consequence	NOUN
easat-281	17	19	.	.	PUNCT
easat-281	18	1	the	the	DET
easat-281	18	2	major	major	ADJ
easat-281	18	3	research	research	NOUN
easat-281	18	4	question	question	NOUN
easat-281	18	5	of	of	ADP
easat-281	18	6	these	these	DET
easat-281	18	7	studies	study	NOUN
easat-281	18	8	is	be	AUX
easat-281	18	9	:	:	PUNCT
easat-281	18	10	what	what	PRON
easat-281	18	11	are	be	AUX
easat-281	18	12	the	the	DET
easat-281	18	13	patterns	pattern	NOUN
easat-281	18	14	of	of	ADP
easat-281	18	15	stock	stock	NOUN
easat-281	18	16	returns	return	NOUN
easat-281	18	17	following	follow	VERB
easat-281	18	18	index	index	NOUN
easat-281	18	19	market	market	NOUN
easat-281	18	20	changes	change	NOUN
easat-281	18	21	and	and	CCONJ
easat-281	18	22	can	can	AUX
easat-281	18	23	we	we	PRON
easat-281	18	24	predict	predict	VERB
easat-281	18	25	these	these	DET
easat-281	18	26	returns	return	NOUN
easat-281	18	27	to	to	PART
easat-281	18	28	build	build	VERB
easat-281	18	29	a	a	DET
easat-281	18	30	profitable	profitable	ADJ
easat-281	18	31	investment	investment	NOUN
easat-281	18	32	strategy	strategy	NOUN
easat-281	18	33	?	?	PUNCT
easat-281	19	1	the	the	DET
easat-281	19	2	answers	answer	NOUN
easat-281	19	3	to	to	ADP
easat-281	19	4	this	this	DET
easat-281	19	5	question	question	NOUN
easat-281	19	6	vary	vary	VERB
easat-281	19	7	as	as	ADP
easat-281	19	8	a	a	DET
easat-281	19	9	function	function	NOUN
easat-281	19	10	of	of	ADP
easat-281	19	11	the	the	DET
easat-281	19	12	samples	sample	NOUN
easat-281	19	13	analyzed	analyze	VERB
easat-281	19	14	by	by	ADP
easat-281	19	15	the	the	DET
easat-281	19	16	authors	author	NOUN
easat-281	19	17	and	and	CCONJ
easat-281	19	18	the	the	DET
easat-281	19	19	research	research	NOUN
easat-281	19	20	approaches	approach	NOUN
easat-281	19	21	applied	apply	VERB
easat-281	19	22	by	by	ADP
easat-281	19	23	them	they	PRON
easat-281	19	24	.	.	PUNCT
easat-281	20	1	a	a	DET
easat-281	20	2	few	few	ADJ
easat-281	20	3	studies	study	NOUN
easat-281	20	4	[	[	X
easat-281	20	5	2	2	NUM
easat-281	20	6	-	-	SYM
easat-281	20	7	5	5	NUM
easat-281	20	8	]	]	PUNCT
easat-281	20	9	document	document	NOUN
easat-281	20	10	price	price	NOUN
easat-281	20	11	reversals	reversal	NOUN
easat-281	20	12	following	follow	VERB
easat-281	20	13	initial	initial	ADJ
easat-281	20	14	price	price	NOUN
easat-281	20	15	moves	move	NOUN
easat-281	20	16	,	,	PUNCT
easat-281	20	17	and	and	CCONJ
easat-281	20	18	therefore	therefore	ADV
easat-281	20	19	,	,	PUNCT
easat-281	20	20	suggest	suggest	VERB
easat-281	20	21	that	that	SCONJ
easat-281	20	22	the	the	DET
easat-281	20	23	latter	latter	ADJ
easat-281	20	24	contain	contain	VERB
easat-281	20	25	some	some	DET
easat-281	20	26	element	element	NOUN
easat-281	20	27	of	of	ADP
easat-281	20	28	overreaction	overreaction	NOUN
easat-281	20	29	.	.	PUNCT
easat-281	21	1	another	another	DET
easat-281	21	2	cohort	cohort	NOUN
easat-281	21	3	of	of	ADP
easat-281	21	4	studies	study	NOUN
easat-281	21	5	either	either	CCONJ
easat-281	21	6	does	do	AUX
easat-281	21	7	not	not	PART
easat-281	21	8	detect	detect	VERB
easat-281	21	9	any	any	DET
easat-281	21	10	significan	significan	ADJ
easat-281	21	11	t	t	NOUN
easat-281	21	12	price	price	NOUN
easat-281	21	13	patterns	pattern	NOUN
easat-281	21	14	following	follow	VERB
easat-281	21	15	major	major	ADJ
easat-281	21	16	price	price	NOUN
easat-281	21	17	changes	change	NOUN
easat-281	21	18	[	[	X
easat-281	21	19	6	6	NUM
easat-281	21	20	-	-	SYM
easat-281	21	21	8	8	NUM
easat-281	21	22	]	]	PUNCT
easat-281	21	23	or	or	CCONJ
easat-281	21	24	finds	find	VERB
easat-281	21	25	some	some	DET
easat-281	21	26	evidence	evidence	NOUN
easat-281	21	27	of	of	ADP
easat-281	21	28	reversals	reversal	NOUN
easat-281	21	29	,	,	PUNCT
easat-281	21	30	but	but	CCONJ
easat-281	21	31	concludes	conclude	VERB
easat-281	21	32	that	that	SCONJ
easat-281	21	33	they	they	PRON
easat-281	21	34	are	be	AUX
easat-281	21	35	relatively	relatively	ADV
easat-281	21	36	small	small	ADJ
easat-281	21	37	and	and	CCONJ
easat-281	21	38	can	can	AUX
easat-281	21	39	not	not	PART
easat-281	21	40	be	be	AUX
easat-281	21	41	practically	practically	ADV
easat-281	21	42	used	use	VERB
easat-281	21	43	for	for	ADP
easat-281	21	44	generating	generate	VERB
easat-281	21	45	profitable	profitable	ADJ
easat-281	21	46	investment	investment	NOUN
easat-281	21	47	opportunities	opportunity	NOUN
easat-281	22	1	[	[	PUNCT
easat-281	22	2	9	9	NUM
easat-281	22	3	-	-	SYM
easat-281	22	4	11	11	NUM
easat-281	22	5	]	]	PUNCT
easat-281	22	6	.	.	PUNCT
easat-281	23	1	the	the	DET
easat-281	23	2	third	third	ADJ
easat-281	23	3	influential	influential	ADJ
easat-281	23	4	group	group	NOUN
easat-281	23	5	of	of	ADP
easat-281	23	6	studies	study	NOUN
easat-281	23	7	[	[	X
easat-281	23	8	12	12	NUM
easat-281	23	9	-	-	SYM
easat-281	23	10	15	15	NUM
easat-281	23	11	]	]	PUNCT
easat-281	23	12	suggests	suggest	VERB
easat-281	23	13	that	that	SCONJ
easat-281	23	14	large	large	ADJ
easat-281	23	15	stock	stock	NOUN
easat-281	23	16	price	price	NOUN
easat-281	23	17	moves	move	NOUN
easat-281	23	18	should	should	AUX
easat-281	23	19	be	be	AUX
easat-281	23	20	analyzed	analyze	VERB
easat-281	23	21	in	in	ADP
easat-281	23	22	a	a	DET
easat-281	23	23	wider	wide	ADJ
easat-281	23	24	company	company	NOUN
easat-281	23	25	-specific	-specific	NOUN
easat-281	23	26	context	context	NOUN
easat-281	23	27	,	,	PUNCT
easat-281	23	28	and	and	CCONJ
easat-281	23	29	concentrates	concentrate	VERB
easat-281	23	30	on	on	ADP
easat-281	23	31	the	the	DET
easat-281	23	32	role	role	NOUN
easat-281	23	33	of	of	ADP
easat-281	23	34	public	public	ADJ
easat-281	23	35	information	information	NOUN
easat-281	23	36	in	in	ADP
easat-281	23	37	determining	determine	VERB
easat-281	23	38	subsequent	subsequent	ADJ
easat-281	23	39	price	price	NOUN
easat-281	23	40	patterns	pattern	NOUN
easat-281	23	41	.	.	PUNCT
easat-281	24	1	the	the	DET
easat-281	24	2	general	general	ADJ
easat-281	24	3	conclusion	conclusion	NOUN
easat-281	24	4	arising	arise	VERB
easat-281	24	5	from	from	ADP
easat-281	24	6	this	this	DET
easat-281	24	7	literature	literature	NOUN
easat-281	24	8	is	be	AUX
easat-281	24	9	that	that	SCONJ
easat-281	24	10	stock	stock	NOUN
easat-281	24	11	price	price	NOUN
easat-281	24	12	moves	move	NOUN
easat-281	24	13	accompanied	accompany	VERB
easat-281	24	14	by	by	ADP
easat-281	24	15	public	public	ADJ
easat-281	24	16	information	information	NOUN
easat-281	24	17	releases	release	NOUN
easat-281	24	18	result	result	VERB
easat-281	24	19	in	in	ADP
easat-281	24	20	price	price	NOUN
easat-281	24	21	drifts	drift	NOUN
easat-281	24	22	,	,	PUNCT
easat-281	24	23	indicating	indicate	VERB
easat-281	24	24	that	that	SCONJ
easat-281	24	25	investors	investor	NOUN
easat-281	24	26	tend	tend	VERB
easat-281	24	27	to	to	PART
easat-281	24	28	underreact	underreact	VERB
easat-281	24	29	to	to	ADP
easat-281	24	30	news	news	NOUN
easat-281	24	31	about	about	ADP
easat-281	24	32	fundamentals	fundamental	NOUN
easat-281	24	33	,	,	PUNCT
easat-281	24	34	while	while	SCONJ
easat-281	24	35	those	those	PRON
easat-281	24	36	that	that	PRON
easat-281	24	37	are	be	AUX
easat-281	24	38	not	not	PART
easat-281	24	39	accompanied	accompany	VERB
easat-281	24	40	by	by	ADP
easat-281	24	41	any	any	DET
easat-281	24	42	public	public	ADJ
easat-281	24	43	news	news	NOUN
easat-281	24	44	are	be	AUX
easat-281	24	45	followed	follow	VERB
easat-281	24	46	by	by	ADP
easat-281	24	47	reversals	reversal	NOUN
easat-281	24	48	,	,	PUNCT
easat-281	24	49	suggesting	suggest	VERB
easat-281	24	50	that	that	SCONJ
easat-281	24	51	investors	investor	NOUN
easat-281	24	52	tend	tend	VERB
easat-281	24	53	to	to	PART
easat-281	24	54	overreact	overreact	VERB
easat-281	24	55	to	to	ADP
easat-281	24	56	other	other	ADJ
easat-281	24	57	shocks	shock	NOUN
easat-281	24	58	that	that	PRON
easat-281	24	59	move	move	VERB
easat-281	24	60	stock	stock	NOUN
easat-281	24	61	prices	price	NOUN
easat-281	24	62	,	,	PUNCT
easat-281	24	63	such	such	ADJ
easat-281	24	64	as	as	ADP
easat-281	24	65	shifts	shift	NOUN
easat-281	24	66	in	in	ADP
easat-281	24	67	investor	investor	NOUN
easat-281	24	68	sentiment	sentiment	NOUN
easat-281	24	69	or	or	CCONJ
easat-281	24	70	liquidity	liquidity	NOUN
easat-281	24	71	shocks	shock	NOUN
easat-281	24	72	.	.	PUNCT
easat-281	25	1	the	the	DET
easat-281	25	2	holiday	holiday	NOUN
easat-281	25	3	effect	effect	NOUN
easat-281	25	4	is	be	AUX
easat-281	25	5	one	one	NUM
easat-281	25	6	of	of	ADP
easat-281	25	7	the	the	DET
easat-281	25	8	most	most	ADV
easat-281	25	9	widely	widely	ADV
easat-281	25	10	analyzed	analyze	VERB
easat-281	25	11	calendar	calendar	NOUN
easat-281	25	12	anomalies	anomaly	NOUN
easat-281	25	13	in	in	ADP
easat-281	25	14	stock	stock	NOUN
easat-281	25	15	markets	market	NOUN
easat-281	25	16	.	.	PUNCT
easat-281	26	1	its	its	PRON
easat-281	26	2	best	well	ADV
easat-281	26	3	-	-	PUNCT
easat-281	26	4	known	know	VERB
easat-281	26	5	aspect	aspect	NOUN
easat-281	26	6	refers	refer	VERB
easat-281	26	7	to	to	ADP
easat-281	26	8	the	the	DET
easat-281	26	9	observed	observed	ADJ
easat-281	26	10	fact	fact	NOUN
easat-281	26	11	that	that	SCONJ
easat-281	26	12	stock	stock	NOUN
easat-281	26	13	returns	return	NOUN
easat-281	26	14	typically	typically	ADV
easat-281	26	15	exhibit	exhibit	VERB
easat-281	26	16	consistent	consistent	ADJ
easat-281	26	17	patterns	pattern	NOUN
easat-281	26	18	around	around	ADP
easat-281	26	19	holidays	holiday	NOUN
easat-281	26	20	,	,	PUNCT
easat-281	26	21	with	with	ADP
easat-281	26	22	systematically	systematically	ADV
easat-281	26	23	higher	high	ADJ
easat-281	26	24	returns	return	NOUN
easat-281	26	25	on	on	ADP
easat-281	26	26	days	day	NOUN
easat-281	26	27	prior	prior	ADV
easat-281	26	28	to	to	ADP
easat-281	26	29	major	major	ADJ
easat-281	26	30	holidays	holiday	NOUN
easat-281	26	31	.	.	PUNCT
easat-281	27	1	the	the	DET
easat-281	27	2	holiday	holiday	NOUN
easat-281	27	3	effect	effect	NOUN
easat-281	27	4	is	be	AUX
easat-281	27	5	well	well	ADV
easat-281	27	6	-	-	PUNCT
easat-281	27	7	documented	document	VERB
easat-281	27	8	both	both	CCONJ
easat-281	27	9	in	in	ADP
easat-281	27	10	the	the	DET
easat-281	27	11	us	us	PROPN
easat-281	28	1	[	[	X
easat-281	28	2	16	16	NUM
easat-281	28	3	-	-	SYM
easat-281	28	4	18	18	NUM
easat-281	28	5	]	]	PUNCT
easat-281	28	6	and	and	CCONJ
easat-281	28	7	worldwide	worldwide	ADV
easat-281	28	8	[	[	X
easat-281	28	9	19	19	NUM
easat-281	28	10	-	-	SYM
easat-281	28	11	22	22	NUM
easat-281	28	12	]	]	PUNCT
easat-281	28	13	stock	stock	NOUN
easat-281	28	14	markets	market	NOUN
easat-281	28	15	.	.	PUNCT
easat-281	29	1	the	the	DET
easat-281	29	2	dominating	dominating	NOUN
easat-281	29	3	explanation	explanation	NOUN
easat-281	29	4	for	for	ADP
easat-281	29	5	the	the	DET
easat-281	29	6	existence	existence	NOUN
easat-281	29	7	of	of	ADP
easat-281	29	8	the	the	DET
easat-281	29	9	holiday	holiday	NOUN
easat-281	29	10	effect	effect	NOUN
easat-281	29	11	lies	lie	VERB
easat-281	29	12	in	in	ADP
easat-281	29	13	investor	investor	NOUN
easat-281	29	14	psychology	psychology	NOUN
easat-281	29	15	[	[	X
easat-281	29	16	18	18	NUM
easat-281	29	17	,	,	PUNCT
easat-281	29	18	23	23	NUM
easat-281	29	19	]	]	PUNCT
easat-281	29	20	suggesting	suggest	VERB
easat-281	29	21	that	that	SCONJ
easat-281	29	22	investors	investor	NOUN
easat-281	29	23	tend	tend	VERB
easat-281	29	24	to	to	PART
easat-281	29	25	buy	buy	VERB
easat-281	29	26	stocks	stock	NOUN
easat-281	29	27	before	before	ADP
easat-281	29	28	holidays	holiday	NOUN
easat-281	29	29	because	because	SCONJ
easat-281	29	30	of	of	ADP
easat-281	29	31	‘	'	PUNCT
easat-281	29	32	high	high	ADJ
easat-281	29	33	spirits	spirit	NOUN
easat-281	29	34	’	'	PUNCT
easat-281	29	35	and	and	CCONJ
easat-281	29	36	‘	'	PUNCT
easat-281	29	37	holiday	holiday	NOUN
easat-281	29	38	euphoria	euphoria	NOUN
easat-281	29	39	’	'	PUNCT
easat-281	30	1	[	[	X
easat-281	30	2	24	24	NUM
easat-281	30	3	,	,	PUNCT
easat-281	30	4	25	25	NUM
easat-281	30	5	]	]	PUNCT
easat-281	30	6	which	which	PRON
easat-281	30	7	cause	cause	VERB
easat-281	30	8	them	they	PRON
easat-281	30	9	to	to	PART
easat-281	30	10	expect	expect	VERB
easat-281	30	11	positive	positive	ADJ
easat-281	30	12	returns	return	NOUN
easat-281	30	13	in	in	ADP
easat-281	30	14	the	the	DET
easat-281	30	15	sequel	sequel	NOUN
easat-281	30	16	.	.	PUNCT
easat-281	31	1	in	in	ADP
easat-281	31	2	recent	recent	ADJ
easat-281	31	3	empirical	empirical	ADJ
easat-281	31	4	studies	study	NOUN
easat-281	31	5	on	on	ADP
easat-281	31	6	calendar	calendar	NOUN
easat-281	31	7	anomalies	anomaly	NOUN
easat-281	31	8	or	or	CCONJ
easat-281	31	9	seasonal	seasonal	ADJ
easat-281	31	10	anomalies	anomaly	NOUN
easat-281	31	11	revealed	reveal	VERB
easat-281	31	12	that	that	SCONJ
easat-281	31	13	some	some	PRON
easat-281	31	14	of	of	ADP
easat-281	31	15	the	the	DET
easat-281	31	16	calendar	calendar	NOUN
easat-281	31	17	anomalies	anomaly	NOUN
easat-281	31	18	like	like	ADP
easat-281	31	19	day	day	NOUN
easat-281	31	20	of	of	ADP
easat-281	31	21	the	the	DET
easat-281	31	22	week	week	NOUN
easat-281	31	23	effect	effect	NOUN
easat-281	31	24	[	[	X
easat-281	31	25	26	26	NUM
easat-281	31	26	]	]	SYM
easat-281	31	27	month	month	NOUN
easat-281	31	28	of	of	ADP
easat-281	31	29	the	the	DET
easat-281	31	30	year	year	NOUN
easat-281	31	31	effect	effect	NOUN
easat-281	31	32	and	and	CCONJ
easat-281	31	33	turn	turn	NOUN
easat-281	31	34	of	of	ADP
easat-281	31	35	the	the	DET
easat-281	31	36	month	month	NOUN
easat-281	31	37	effect	effect	NOUN
easat-281	31	38	seem	seem	VERB
easat-281	31	39	to	to	PART
easat-281	31	40	have	have	AUX
easat-281	31	41	weakened	weaken	VERB
easat-281	31	42	or	or	CCONJ
easat-281	31	43	disappeared	disappear	VERB
easat-281	31	44	over	over	ADP
easat-281	31	45	the	the	DET
easat-281	31	46	sample	sample	NOUN
easat-281	32	1	t	t	NOUN
easat-281	32	2	i	i	PRON
easat-281	32	3	m	m	PROPN
easat-281	32	4	e	e	NOUN
easat-281	32	5	period	period	NOUN
easat-281	32	6	.	.	PUNCT
easat-281	33	1	to	to	PART
easat-281	33	2	test	test	VERB
easat-281	33	3	the	the	DET
easat-281	33	4	existence	existence	NOUN
easat-281	33	5	of	of	ADP
easat-281	33	6	the	the	DET
easat-281	33	7	holiday	holiday	NOUN
easat-281	33	8	effect	effect	NOUN
easat-281	33	9	in	in	ADP
easat-281	33	10	the	the	DET
easat-281	33	11	vietnamese	vietnamese	ADJ
easat-281	33	12	stock	stock	NOUN
easat-281	33	13	market	market	NOUN
easat-281	33	14	,	,	PUNCT
easat-281	33	15	the	the	DET
easat-281	33	16	study	study	NOUN
easat-281	33	17	is	be	AUX
easat-281	33	18	based	base	VERB
easat-281	33	19	on	on	ADP
easat-281	33	20	the	the	DET
easat-281	33	21	daily	daily	ADJ
easat-281	33	22	return	return	NOUN
easat-281	33	23	rate	rate	NOUN
easat-281	33	24	data	datum	NOUN
easat-281	33	25	sample	sample	NOUN
easat-281	33	26	of	of	ADP
easat-281	33	27	the	the	DET
easat-281	33	28	vn	vn	NOUN
easat-281	33	29	-	-	PUNCT
easat-281	33	30	index	index	NOUN
easat-281	33	31	from	from	ADP
easat-281	33	32	march	march	PROPN
easat-281	33	33	1st	1st	NOUN
easat-281	33	34	,	,	PUNCT
easat-281	33	35	2002	2002	NUM
easat-281	33	36	.	.	PUNCT
easat-281	34	1	the	the	DET
easat-281	34	2	period	period	NOUN
easat-281	34	3	before	before	ADP
easat-281	34	4	lunar	lunar	ADJ
easat-281	34	5	new	new	ADJ
easat-281	34	6	year	year	NOUN
easat-281	34	7	is	be	AUX
easat-281	34	8	defined	define	VERB
easat-281	34	9	as	as	ADP
easat-281	34	10	5	5	NUM
easat-281	34	11	trading	trading	NOUN
easat-281	34	12	days	day	NOUN
easat-281	34	13	before	before	SCONJ
easat-281	34	14	the	the	DET
easat-281	34	15	market	market	NOUN
easat-281	34	16	closes	close	VERB
easat-281	34	17	for	for	ADP
easat-281	34	18	lunar	lunar	ADJ
easat-281	34	19	new	new	ADJ
easat-281	34	20	year	year	NOUN
easat-281	34	21	holiday	holiday	NOUN
easat-281	34	22	.	.	PUNCT
easat-281	35	1	similarly	similarly	ADV
easat-281	35	2	,	,	PUNCT
easat-281	35	3	the	the	DET
easat-281	35	4	period	period	NOUN
easat-281	35	5	after	after	ADP
easat-281	35	6	the	the	DET
easat-281	35	7	lunar	lunar	ADJ
easat-281	35	8	new	new	ADJ
easat-281	35	9	year	year	NOUN
easat-281	35	10	is	be	AUX
easat-281	35	11	defined	define	VERB
easat-281	35	12	as	as	ADP
easat-281	35	13	5	5	NUM
easat-281	35	14	trading	trading	NOUN
easat-281	35	15	days	day	NOUN
easat-281	35	16	after	after	SCONJ
easat-281	35	17	the	the	DET
easat-281	35	18	lunar	lunar	ADJ
easat-281	35	19	new	new	ADJ
easat-281	35	20	y	y	PROPN
easat-281	35	21	ear	ear	NOUN
easat-281	35	22	holiday	holiday	NOUN
easat-281	35	23	when	when	SCONJ
easat-281	35	24	the	the	DET
easat-281	35	25	stock	stock	NOUN
easat-281	35	26	market	market	NOUN
easat-281	35	27	is	be	AUX
easat-281	35	28	active	active	ADJ
easat-281	35	29	again	again	ADV
easat-281	35	30	.	.	PUNCT
easat-281	36	1	the	the	DET
easat-281	36	2	difference	difference	NOUN
easat-281	36	3	in	in	ADP
easat-281	36	4	the	the	DET
easat-281	36	5	return	return	NOUN
easat-281	36	6	on	on	ADP
easat-281	36	7	indices	index	NOUN
easat-281	36	8	in	in	ADP
easat-281	36	9	the	the	DET
easat-281	36	10	period	period	NOUN
easat-281	36	11	around	around	ADP
easat-281	36	12	the	the	DET
easat-281	36	13	lunar	lunar	PROPN
easat-281	36	14	ne	ne	PROPN
easat-281	36	15	w	w	NOUN
easat-281	36	16	year	year	NOUN
easat-281	36	17	compared	compare	VERB
easat-281	36	18	to	to	ADP
easat-281	36	19	the	the	DET
easat-281	36	20	rest	rest	NOUN
easat-281	36	21	of	of	ADP
easat-281	36	22	the	the	DET
easat-281	36	23	trading	trading	NOUN
easat-281	36	24	days	day	NOUN
easat-281	36	25	is	be	AUX
easat-281	36	26	the	the	DET
easat-281	36	27	basis	basis	NOUN
easat-281	36	28	for	for	ADP
easat-281	36	29	testing	test	VERB
easat-281	36	30	the	the	DET
easat-281	36	31	existence	existence	NOUN
easat-281	36	32	of	of	ADP
easat-281	36	33	the	the	DET
easat-281	36	34	lunar	lunar	ADJ
easat-281	36	35	new	new	ADJ
easat-281	36	36	year	year	NOUN
easat-281	36	37	effect	effect	NOUN
easat-281	36	38	on	on	ADP
easat-281	36	39	the	the	DET
easat-281	36	40	vietnamese	vietnamese	ADJ
easat-281	36	41	stock	stock	NOUN
easat-281	36	42	market	market	NOUN
easat-281	36	43	.	.	PUNCT
easat-281	37	1	this	this	DET
easat-281	37	2	study	study	NOUN
easat-281	37	3	uses	use	VERB
easat-281	37	4	the	the	DET
easat-281	37	5	following	follow	VERB
easat-281	37	6	quantitative	quantitative	ADJ
easat-281	37	7	data	datum	NOUN
easat-281	37	8	analysis	analysis	NOUN
easat-281	37	9	methods	method	NOUN
easat-281	37	10	:	:	PUNCT
easat-281	37	11	basic	basic	ADJ
easat-281	37	12	descriptive	descriptive	ADJ
easat-281	37	13	statistical	statistical	ADJ
easat-281	37	14	method	method	NOUN
easat-281	37	15	,	,	PUNCT
easat-281	37	16	gene	gene	NOUN
easat-281	37	17	ralized	ralize	VERB
easat-281	37	18	autoregressive	autoregressive	ADJ
easat-281	37	19	conditional	conditional	ADJ
easat-281	37	20	heteroskedasticity	heteroskedasticity	NOUN
easat-281	37	21	(	(	PUNCT
easat-281	37	22	garch	garch	NOUN
easat-281	37	23	)	)	PUNCT
easat-281	37	24	.	.	PUNCT
easat-281	38	1	2	2	X
easat-281	38	2	.	.	X
easat-281	38	3	literature	literature	NOUN
easat-281	38	4	review	review	VERB
easat-281	38	5	the	the	DET
easat-281	38	6	holiday	holiday	NOUN
easat-281	38	7	effect	effect	NOUN
easat-281	38	8	is	be	AUX
easat-281	38	9	one	one	NUM
easat-281	38	10	of	of	ADP
easat-281	38	11	the	the	DET
easat-281	38	12	seasonal	seasonal	ADJ
easat-281	38	13	phenomena	phenomenon	NOUN
easat-281	38	14	and	and	CCONJ
easat-281	38	15	this	this	DET
easat-281	38	16	phenomenon	phenomenon	NOUN
easat-281	38	17	presents	present	VERB
easat-281	38	18	a	a	DET
easat-281	38	19	contradiction	contradiction	NOUN
easat-281	38	20	with	with	ADP
easat-281	38	21	the	the	DET
easat-281	38	22	efficient	efficient	ADJ
easat-281	38	23	market	market	NOUN
easat-281	38	24	theory	theory	NOUN
easat-281	38	25	an	an	DET
easat-281	38	26	important	important	ADJ
easat-281	38	27	financial	financial	ADJ
easat-281	38	28	hypothesis	hypothesis	NOUN
easat-281	38	29	.	.	PUNCT
easat-281	39	1	seasonal	seasonal	ADJ
easat-281	39	2	phenomena	phenomenon	NOUN
easat-281	39	3	can	can	AUX
easat-281	39	4	be	be	AUX
easat-281	39	5	understood	understand	VERB
easat-281	39	6	as	as	ADP
easat-281	39	7	seasonal	seasonal	ADJ
easat-281	39	8	effects	effect	NOUN
easat-281	39	9	that	that	PRON
easat-281	39	10	produce	produce	VERB
easat-281	39	11	either	either	CCONJ
easat-281	39	12	higher	high	ADJ
easat-281	39	13	or	or	CCONJ
easat-281	39	14	lower	low	ADJ
easat-281	39	15	returns	return	NOUN
easat-281	39	16	depending	depend	VERB
easat-281	39	17	on	on	ADP
easat-281	39	18	the	the	DET
easat-281	39	19	nature	nature	NOUN
easat-281	39	20	of	of	ADP
easat-281	39	21	the	the	DET
easat-281	39	22	time	time	NOUN
easat-281	39	23	series	series	NOUN
easat-281	39	24	.	.	PUNCT
easat-281	40	1	these	these	DET
easat-281	40	2	effects	effect	NOUN
easat-281	40	3	are	be	AUX
easat-281	40	4	also	also	ADV
easat-281	40	5	known	know	VERB
easat-281	40	6	as	as	ADP
easat-281	40	7	market	market	NOUN
easat-281	40	8	anomalies	anomaly	NOUN
easat-281	40	9	because	because	SCONJ
easat-281	40	10	these	these	DET
easat-281	40	11	anom	anom	PROPN
easat-281	40	12	alies	alie	NOUN
easat-281	40	13	can	can	AUX
easat-281	40	14	not	not	PART
easat-281	40	15	be	be	AUX
easat-281	40	16	explained	explain	VERB
easat-281	40	17	by	by	ADP
easat-281	40	18	traditional	traditional	ADJ
easat-281	40	19	asset	asset	NOUN
easat-281	40	20	pricing	pricing	NOUN
easat-281	40	21	models	model	NOUN
easat-281	40	22	.	.	PUNCT
easat-281	41	1	examples	example	NOUN
easat-281	41	2	of	of	ADP
easat-281	41	3	some	some	DET
easat-281	41	4	popular	popular	ADJ
easat-281	41	5	effects	effect	NOUN
easat-281	41	6	such	such	ADJ
easat-281	41	7	as	as	ADP
easat-281	41	8	january	january	PROPN
easat-281	41	9	effect	effect	NOUN
easat-281	41	10	,	,	PUNCT
easat-281	41	11	day	day	NOUN
easat-281	41	12	-	-	PUNCT
easat-281	41	13	of	of	ADP
easat-281	41	14	-	-	PUNCT
easat-281	41	15	the	the	PRON
easat-281	41	16	week	week	NOUN
easat-281	41	17	effect	effect	NOUN
easat-281	41	18	,	,	PUNCT
easat-281	41	19	turn	turn	NOUN
easat-281	41	20	of	of	ADP
easat-281	41	21	the	the	DET
easat-281	41	22	month	month	NOUN
easat-281	41	23	effect	effect	NOUN
easat-281	41	24	,	,	PUNCT
easat-281	41	25	holiday	holiday	NOUN
easat-281	41	26	effect	effect	NOUN
easat-281	41	27	.	.	PUNCT
easat-281	42	1	the	the	DET
easat-281	42	2	holiday	holiday	NOUN
easat-281	42	3	effect	effect	NOUN
easat-281	42	4	was	be	AUX
easat-281	42	5	first	first	ADV
easat-281	42	6	identified	identify	VERB
easat-281	42	7	by	by	ADP
easat-281	42	8	fields	field	NOUN
easat-281	42	9	[	[	X
easat-281	42	10	27	27	NUM
easat-281	42	11	]	]	PUNCT
easat-281	42	12	since	since	SCONJ
easat-281	42	13	then	then	ADV
easat-281	42	14	there	there	PRON
easat-281	42	15	has	have	AUX
easat-281	42	16	been	be	AUX
easat-281	42	17	much	much	ADJ
easat-281	42	18	debate	debate	NOUN
easat-281	42	19	about	about	ADP
easat-281	42	20	the	the	DET
easat-281	42	21	effect	effect	NOUN
easat-281	42	22	of	of	ADP
easat-281	42	23	the	the	DET
easat-281	42	24	holiday	holiday	NOUN
easat-281	42	25	.	.	PUNCT
easat-281	43	1	ariel	ariel	PROPN
easat-281	44	1	[	[	X
easat-281	44	2	28	28	NUM
easat-281	44	3	]	]	X
easat-281	44	4	;	;	PUNCT
easat-281	44	5	lakonishok	lakonishok	NOUN
easat-281	44	6	and	and	CCONJ
easat-281	44	7	smidt	smidt	NOUN
easat-281	44	8	[	[	X
easat-281	44	9	16	16	NUM
easat-281	44	10	]	]	PUNCT
easat-281	44	11	show	show	NOUN
easat-281	44	12	in	in	ADP
easat-281	44	13	their	their	PRON
easat-281	44	14	in	in	ADP
easat-281	44	15	-	-	PUNCT
easat-281	44	16	depth	depth	NOUN
easat-281	44	17	studies	study	NOUN
easat-281	44	18	that	that	SCONJ
easat-281	44	19	pre	pre	ADJ
easat-281	44	20	-	-	ADJ
easat-281	44	21	holiday	holiday	ADJ
easat-281	44	22	returns	return	NOUN
easat-281	44	23	are	be	AUX
easat-281	44	24	higher	high	ADJ
easat-281	44	25	than	than	ADP
easat-281	44	26	post	post	ADJ
easat-281	44	27	-	-	ADJ
easat-281	44	28	holiday	holiday	ADJ
easat-281	44	29	returns	return	NOUN
easat-281	44	30	.	.	PUNCT
easat-281	45	1	unusual	unusual	ADJ
easat-281	45	2	returns	return	NOUN
easat-281	45	3	were	be	AUX
easat-281	45	4	found	find	VERB
easat-281	45	5	not	not	PART
easat-281	45	6	only	only	ADV
easat-281	45	7	over	over	ADP
easat-281	45	8	the	the	DET
easat-281	45	9	weekend	weekend	NOUN
easat-281	45	10	but	but	CCONJ
easat-281	45	11	for	for	ADP
easat-281	45	12	any	any	DET
easat-281	45	13	given	give	VERB
easat-281	45	14	moment	moment	NOUN
easat-281	45	15	of	of	ADP
easat-281	45	16	trading	trading	NOUN
easat-281	45	17	.	.	PUNCT
easat-281	46	1	lakonishok	lakonishok	NOUN
easat-281	46	2	and	and	CCONJ
easat-281	46	3	smidt	smidt	NOUN
easat-281	46	4	even	even	ADV
easat-281	46	5	pointed	point	VERB
easat-281	46	6	out	out	ADP
easat-281	46	7	that	that	SCONJ
easat-281	46	8	the	the	DET
easat-281	46	9	holiday	holiday	NOUN
easat-281	46	10	effect	effect	NOUN
easat-281	46	11	accounted	account	VERB
easat-281	46	12	for	for	ADP
easat-281	46	13	about	about	ADV
easat-281	46	14	30	30	NUM
easat-281	46	15	-	-	SYM
easat-281	46	16	50	50	NUM
easat-281	46	17	%	%	NOUN
easat-281	46	18	of	of	ADP
easat-281	46	19	the	the	DET
easat-281	46	20	total	total	ADJ
easat-281	46	21	return	return	NOUN
easat-281	46	22	on	on	ADP
easat-281	46	23	the	the	DET
easat-281	46	24	us	us	PROPN
easat-281	46	25	market	market	NOUN
easat-281	46	26	in	in	ADP
easat-281	46	27	the	the	DET
easat-281	46	28	early	early	ADJ
easat-281	46	29	1987	1987	NUM
easat-281	46	30	.	.	PUNCT
easat-281	47	1	ariel	ariel	PROPN
easat-281	47	2	showed	show	VERB
easat-281	47	3	that	that	SCONJ
easat-281	47	4	pre	pre	ADJ
easat-281	47	5	holiday	holiday	NOUN
easat-281	47	6	returns	return	NOUN
easat-281	47	7	were	be	AUX
easat-281	47	8	eight	eight	NUM
easat-281	47	9	times	time	NOUN
easat-281	47	10	higher	high	ADJ
easat-281	47	11	than	than	ADP
easat-281	47	12	post	post	ADJ
easat-281	47	13	-	-	ADJ
easat-281	47	14	holiday	holiday	ADJ
easat-281	47	15	returns	return	NOUN
easat-281	47	16	.	.	PUNCT
easat-281	48	1	he	he	PRON
easat-281	48	2	found	find	VERB
easat-281	48	3	that	that	SCONJ
easat-281	48	4	8	8	NUM
easat-281	48	5	public	public	ADJ
easat-281	48	6	holidays	holiday	NOUN
easat-281	48	7	per	per	ADP
easat-281	48	8	year	year	NOUN
easat-281	48	9	accounted	account	VERB
easat-281	48	10	for	for	ADP
easat-281	48	11	38	38	NUM
easat-281	48	12	%	%	NOUN
easat-281	48	13	of	of	ADP
easat-281	48	14	total	total	ADJ
easat-281	48	15	annual	annual	ADJ
easat-281	48	16	return	return	NOUN
easat-281	48	17	rate	rate	NOUN
easat-281	48	18	.	.	PUNCT
easat-281	49	1	kim	kim	PROPN
easat-281	49	2	and	and	CCONJ
easat-281	49	3	park	park	PROPN
easat-281	49	4	[	[	X
easat-281	49	5	17	17	NUM
easat-281	49	6	]	]	X
easat-281	49	7	;	;	PUNCT
easat-281	49	8	brockman	brockman	PROPN
easat-281	49	9	and	and	CCONJ
easat-281	49	10	michayluk	michayluk	NOUN
easat-281	49	11	[	[	X
easat-281	49	12	18	18	NUM
easat-281	49	13	]	]	PUNCT
easat-281	49	14	also	also	ADV
easat-281	49	15	found	find	VERB
easat-281	49	16	that	that	SCONJ
easat-281	49	17	the	the	DET
easat-281	49	18	us	us	PROPN
easat-281	49	19	holiday	holiday	NOUN
easat-281	49	20	affected	affect	VERB
easat-281	49	21	market	market	NOUN
easat-281	49	22	indices	index	NOUN
easat-281	49	23	from	from	ADP
easat-281	49	24	the	the	DET
easat-281	49	25	new	new	PROPN
easat-281	49	26	york	york	PROPN
easat-281	49	27	stock	stock	PROPN
easat-281	49	28	exchange	exchange	PROPN
easat-281	49	29	,	,	PUNCT
easat-281	49	30	amex	amex	PROPN
easat-281	49	31	and	and	CCONJ
easat-281	49	32	nasdaq	nasdaq	PROPN
easat-281	49	33	from	from	ADP
easat-281	49	34	1963	1963	NUM
easat-281	49	35	-	-	SYM
easat-281	49	36	1987	1987	NUM
easat-281	49	37	and	and	CCONJ
easat-281	49	38	1987	1987	NUM
easat-281	49	39	-	-	SYM
easat-281	49	40	1993	1993	NUM
easat-281	49	41	.	.	PUNCT
easat-281	50	1	many	many	ADJ
easat-281	50	2	other	other	ADJ
easat-281	50	3	scholars	scholar	NOUN
easat-281	50	4	have	have	AUX
easat-281	50	5	also	also	ADV
easat-281	50	6	analyzed	analyze	VERB
easat-281	50	7	,	,	PUNCT
easat-281	50	8	have	have	AUX
easat-281	50	9	taken	take	VERB
easat-281	50	10	a	a	DET
easat-281	50	11	closer	close	ADJ
easat-281	50	12	look	look	NOUN
easat-281	50	13	at	at	ADP
easat-281	50	14	stock	stock	NOUN
easat-281	50	15	returns	return	NOUN
easat-281	50	16	both	both	CCONJ
easat-281	50	17	before	before	ADP
easat-281	50	18	and	and	CCONJ
easat-281	50	19	after	after	ADP
easat-281	50	20	each	each	DET
easat-281	50	21	holiday	holiday	NOUN
easat-281	50	22	.	.	PUNCT
easat-281	51	1	their	their	PRON
easat-281	51	2	research	research	NOUN
easat-281	51	3	has	have	AUX
easat-281	51	4	shown	show	VERB
easat-281	51	5	differences	difference	NOUN
easat-281	51	6	in	in	ADP
easat-281	51	7	holidays	holiday	NOUN
easat-281	51	8	in	in	ADP
easat-281	51	9	countries	country	NOUN
easat-281	51	10	other	other	ADJ
easat-281	51	11	than	than	ADP
easat-281	51	12	the	the	DET
easat-281	51	13	us	us	PROPN
easat-281	51	14	(	(	PUNCT
easat-281	51	15	canada	canada	PROPN
easat-281	51	16	,	,	PUNCT
easat-281	51	17	japan	japan	PROPN
easat-281	51	18	,	,	PUNCT
easat-281	51	19	hong	hong	PROPN
easat-281	51	20	kong	kong	PROPN
easat-281	51	21	and	and	CCONJ
easat-281	51	22	australia	australia	PROPN
easat-281	52	1	[	[	X
easat-281	52	2	29	29	NUM
easat-281	52	3	]	]	X
easat-281	52	4	turkey	turkey	NOUN
easat-281	53	1	[	[	X
easat-281	53	2	25	25	NUM
easat-281	53	3	,	,	PUNCT
easat-281	53	4	30	30	NUM
easat-281	53	5	]	]	PUNCT
easat-281	53	6	.	.	PUNCT
easat-281	54	1	cadsby	cadsby	PROPN
easat-281	54	2	and	and	CCONJ
easat-281	54	3	ratner	ratner	PROPN
easat-281	54	4	have	have	AUX
easat-281	54	5	studied	study	VERB
easat-281	54	6	the	the	DET
easat-281	54	7	holiday	holiday	NOUN
easat-281	54	8	effect	effect	NOUN
easat-281	54	9	in	in	ADP
easat-281	54	10	international	international	ADJ
easat-281	54	11	markets	market	NOUN
easat-281	54	12	[	[	X
easat-281	54	13	6	6	NUM
easat-281	54	14	,	,	PUNCT
easat-281	54	15	29	29	NUM
easat-281	54	16	]	]	PUNCT
easat-281	54	17	.	.	PUNCT
easat-281	55	1	they	they	PRON
easat-281	55	2	observed	observe	VERB
easat-281	55	3	canadian	canadian	ADJ
easat-281	55	4	,	,	PUNCT
easat-281	55	5	japanese	japanese	PROPN
easat-281	55	6	,	,	PUNCT
easat-281	55	7	hong	hong	PROPN
easat-281	55	8	kong	kong	PROPN
easat-281	55	9	and	and	CCONJ
easat-281	55	10	australian	australian	ADJ
easat-281	55	11	markets	market	NOUN
easat-281	55	12	from	from	ADP
easat-281	55	13	1962	1962	NUM
easat-281	55	14	to	to	ADP
easat-281	55	15	1989	1989	NUM
easat-281	55	16	and	and	CCONJ
easat-281	55	17	examined	examine	VERB
easat-281	55	18	local	local	ADJ
easat-281	55	19	holidays	holiday	NOUN
easat-281	55	20	and	and	CCONJ
easat-281	55	21	market	market	NOUN
easat-281	55	22	indicators	indicator	NOUN
easat-281	55	23	from	from	ADP
easat-281	55	24	each	each	DET
easat-281	55	25	country	country	NOUN
easat-281	55	26	.	.	PUNCT
easat-281	56	1	the	the	DET
easat-281	56	2	results	result	NOUN
easat-281	56	3	point	point	VERB
easat-281	56	4	to	to	ADP
easat-281	56	5	a	a	DET
easat-281	56	6	significant	significant	ADJ
easat-281	56	7	pre	pre	ADJ
easat-281	56	8	-	-	ADJ
easat-281	56	9	holiday	holiday	ADJ
easat-281	56	10	effect	effect	NOUN
easat-281	56	11	in	in	ADP
easat-281	56	12	all	all	DET
easat-281	56	13	observed	observed	ADJ
easat-281	56	14	markets	market	NOUN
easat-281	56	15	,	,	PUNCT
easat-281	56	16	with	with	ADP
easat-281	56	17	highest	high	ADJ
easat-281	56	18	returns	return	NOUN
easat-281	56	19	occurring	occur	VERB
easat-281	56	20	in	in	ADP
easat-281	56	21	the	the	DET
easat-281	56	22	days	day	NOUN
easat-281	56	23	before	before	ADP
easat-281	56	24	the	the	DET
easat-281	56	25	holiday	holiday	NOUN
easat-281	56	26	.	.	PUNCT
easat-281	57	1	kim	kim	PROPN
easat-281	57	2	and	and	CCONJ
easat-281	57	3	park	park	NOUN
easat-281	57	4	provided	provide	VERB
easat-281	57	5	further	further	ADJ
easat-281	57	6	evidence	evidence	NOUN
easat-281	57	7	of	of	ADP
easat-281	57	8	the	the	DET
easat-281	57	9	holiday	holiday	NOUN
easat-281	57	10	effect	effect	NOUN
easat-281	57	11	in	in	ADP
easat-281	57	12	research	research	NOUN
easat-281	57	13	on	on	ADP
easat-281	57	14	the	the	DET
easat-281	57	15	nikkei	nikkei	PROPN
easat-281	57	16	(	(	PUNCT
easat-281	57	17	japan	japan	PROPN
easat-281	57	18	)	)	PUNCT
easat-281	57	19	and	and	CCONJ
easat-281	57	20	the	the	DET
easat-281	57	21	fina	fina	PROPN
easat-281	57	22	ncial	ncial	PROPN
easat-281	57	23	times	times	PROPN
easat-281	57	24	(	(	PUNCT
easat-281	57	25	uk	uk	PROPN
easat-281	57	26	)	)	PUNCT
easat-281	57	27	,	,	PUNCT
easat-281	57	28	confirming	confirm	VERB
easat-281	57	29	the	the	DET
easat-281	57	30	results	result	NOUN
easat-281	57	31	of	of	ADP
easat-281	57	32	cadsby	cadsby	NOUN
easat-281	57	33	and	and	CCONJ
easat-281	57	34	ratner	ratner	NOUN
easat-281	58	1	[	[	X
easat-281	58	2	29	29	NUM
easat-281	58	3	]	]	PUNCT
easat-281	58	4	for	for	ADP
easat-281	58	5	the	the	DET
easat-281	58	6	japanese	japanese	ADJ
easat-281	58	7	market	market	NOUN
easat-281	58	8	.	.	PUNCT
easat-281	59	1	subsequently	subsequently	ADV
easat-281	59	2	,	,	PUNCT
easat-281	59	3	kim	kim	PROPN
easat-281	59	4	and	and	CCONJ
easat-281	59	5	park	park	NOUN
easat-281	59	6	[	[	X
easat-281	59	7	17	17	NUM
easat-281	59	8	]	]	PUNCT
easat-281	59	9	also	also	ADV
easat-281	59	10	noted	note	VERB
easat-281	59	11	an	an	DET
easat-281	59	12	effect	effect	NOUN
easat-281	59	13	of	of	ADP
easat-281	59	14	the	the	DET
easat-281	59	15	size	size	NOUN
easat-281	59	16	of	of	ADP
easat-281	59	17	firms	firm	NOUN
easat-281	59	18	in	in	ADP
easat-281	59	19	these	these	DET
easat-281	59	20	markets	market	NOUN
easat-281	59	21	[	[	X
easat-281	59	22	19	19	NUM
easat-281	59	23	]	]	PUNCT
easat-281	59	24	.	.	PUNCT
easat-281	60	1	examined	examine	VERB
easat-281	60	2	the	the	DET
easat-281	60	3	validity	validity	NOUN
easat-281	60	4	of	of	ADP
easat-281	60	5	vacation	vacation	NOUN
easat-281	60	6	in	in	ADP
easat-281	60	7	17	17	NUM
easat-281	60	8	markets	market	NOUN
easat-281	60	9	in	in	ADP
easat-281	60	10	different	different	ADJ
easat-281	60	11	countries	country	NOUN
easat-281	60	12	.	.	PUNCT
easat-281	61	1	their	their	PRON
easat-281	61	2	results	result	NOUN
easat-281	61	3	show	show	VERB
easat-281	61	4	a	a	DET
easat-281	61	5	clear	clear	ADJ
easat-281	61	6	65	65	NUM
easat-281	61	7	%	%	NOUN
easat-281	61	8	effect	effect	NOUN
easat-281	61	9	at	at	ADP
easat-281	61	10	the	the	DET
easat-281	61	11	pre	pre	NOUN
easat-281	61	12	-	-	NOUN
easat-281	61	13	holiday	holiday	NOUN
easat-281	61	14	in	in	ADP
easat-281	61	15	the	the	DET
easat-281	61	16	observed	observe	VERB
easat-281	61	17	samples	sample	NOUN
easat-281	61	18	.	.	PUNCT
easat-281	62	1	studies	study	NOUN
easat-281	62	2	in	in	ADP
easat-281	62	3	southeast	southeast	PROPN
easat-281	62	4	asia	asia	PROPN
easat-281	62	5	[	[	X
easat-281	62	6	6	6	NUM
easat-281	62	7	,	,	PUNCT
easat-281	62	8	29	29	NUM
easat-281	62	9	,	,	PUNCT
easat-281	62	10	31	31	NUM
easat-281	62	11	-	-	SYM
easat-281	62	12	34	34	NUM
easat-281	62	13	]	]	PUNCT
easat-281	62	14	have	have	AUX
easat-281	62	15	identified	identify	VERB
easat-281	62	16	the	the	DET
easat-281	62	17	presence	presence	NOUN
easat-281	62	18	of	of	ADP
easat-281	62	19	a	a	DET
easat-281	62	20	new	new	ADJ
easat-281	62	21	year	year	NOUN
easat-281	62	22	effect	effect	NOUN
easat-281	62	23	in	in	ADP
easat-281	62	24	china	china	PROPN
easat-281	62	25	.	.	PUNCT
easat-281	63	1	yen	yen	NOUN
easat-281	63	2	and	and	CCONJ
easat-281	63	3	shyy	shyy	NOUN
easat-281	64	1	[	[	X
easat-281	64	2	33	33	NUM
easat-281	64	3	]	]	PUNCT
easat-281	64	4	find	find	VERB
easat-281	64	5	evidence	evidence	NOUN
easat-281	64	6	that	that	SCONJ
easat-281	64	7	stock	stock	NOUN
easat-281	64	8	yields	yield	NOUN
easat-281	64	9	of	of	ADP
easat-281	64	10	post	post	ADJ
easat-281	64	11	-	-	ADJ
easat-281	64	12	holiday	holiday	NOUN
easat-281	64	13	are	be	AUX
easat-281	64	14	significantly	significantly	ADV
easat-281	64	15	higher	high	ADJ
easat-281	64	16	than	than	ADP
easat-281	64	17	pre	pre	ADJ
easat-281	64	18	-	-	NOUN
easat-281	64	19	holiday	holiday	NOUN
easat-281	64	20	in	in	ADP
easat-281	64	21	hong	hong	PROPN
easat-281	64	22	kong	kong	PROPN
easat-281	64	23	,	,	PUNCT
easat-281	64	24	japan	japan	PROPN
easat-281	64	25	,	,	PUNCT
easat-281	64	26	malaysia	malaysia	PROPN
easat-281	64	27	,	,	PUNCT
easat-281	64	28	singapore	singapore	PROPN
easat-281	64	29	,	,	PUNCT
easat-281	64	30	korea	korea	PROPN
easat-281	64	31	and	and	CCONJ
easat-281	64	32	taiwan	taiwan	PROPN
easat-281	64	33	.	.	PUNCT
easat-281	65	1	wong	wong	PROPN
easat-281	65	2	,	,	PUNCT
easat-281	65	3	et	et	PROPN
easat-281	65	4	al	al	PROPN
easat-281	65	5	.	.	PUNCT
easat-281	66	1	[	[	X
easat-281	66	2	31	31	NUM
easat-281	66	3	]	]	PUNCT
easat-281	66	4	determined	determine	VERB
easat-281	66	5	that	that	SCONJ
easat-281	66	6	both	both	CCONJ
easat-281	66	7	chinese	chinese	ADJ
easat-281	66	8	new	new	ADJ
easat-281	66	9	year	year	NOUN
easat-281	66	10	and	and	CCONJ
easat-281	66	11	ramadan	ramadan	PROPN
easat-281	66	12	's	's	PART
easat-281	66	13	holiday	holiday	NOUN
easat-281	66	14	had	have	VERB
easat-281	66	15	an	an	DET
easat-281	66	16	impact	impact	NOUN
easat-281	66	17	on	on	ADP
easat-281	66	18	the	the	DET
easat-281	66	19	kuala	kuala	PROPN
easat-281	66	20	lumpur	lumpur	PROPN
easat-281	66	21	stock	stock	NOUN
easat-281	66	22	market	market	NOUN
easat-281	66	23	;	;	PUNCT
easat-281	66	24	chan	chan	PROPN
easat-281	66	25	,	,	PUNCT
easat-281	66	26	et	et	PROPN
easat-281	66	27	al	al	PROPN
easat-281	66	28	.	.	PUNCT
easat-281	67	1	[	[	X
easat-281	67	2	34	34	NUM
easat-281	67	3	]	]	PUNCT
easat-281	67	4	confirmed	confirm	VERB
easat-281	67	5	the	the	DET
easat-281	67	6	impact	impact	NOUN
easat-281	67	7	of	of	ADP
easat-281	67	8	the	the	DET
easat-281	67	9	chinese	chinese	ADJ
easat-281	67	10	new	new	ADJ
easat-281	67	11	year	year	NOUN
easat-281	67	12	on	on	ADP
easat-281	67	13	thailand	thailand	PROPN
easat-281	67	14	,	,	PUNCT
easat-281	67	15	singapore	singapore	PROPN
easat-281	67	16	and	and	CCONJ
easat-281	67	17	malaysia	malaysia	PROPN
easat-281	67	18	markets	market	NOUN
easat-281	67	19	along	along	ADP
easat-281	67	20	with	with	ADP
easat-281	67	21	the	the	DET
easat-281	67	22	hindu	hindu	NOUN
easat-281	67	23	holiday	holiday	NOUN
easat-281	67	24	effect	effect	NOUN
easat-281	67	25	in	in	ADP
easat-281	67	26	singapore	singapore	PROPN
easat-281	67	27	and	and	CCONJ
easat-281	67	28	malaysia	malaysia	PROPN
easat-281	67	29	.	.	PUNCT
easat-281	68	1	worthington	worthington	PROPN
easat-281	69	1	[	[	X
easat-281	69	2	20	20	NUM
easat-281	69	3	]	]	PUNCT
easat-281	69	4	examined	examine	VERB
easat-281	69	5	the	the	DET
easat-281	69	6	holiday	holiday	NOUN
easat-281	69	7	effect	effect	NOUN
easat-281	69	8	in	in	ADP
easat-281	69	9	the	the	DET
easat-281	69	10	australian	australian	ADJ
easat-281	69	11	market	market	NOUN
easat-281	69	12	and	and	CCONJ
easat-281	69	13	concluded	conclude	VERB
easat-281	69	14	that	that	SCONJ
easat-281	69	15	the	the	DET
easat-281	69	16	holiday	holiday	NOUN
easat-281	69	17	effect	effect	NOUN
easat-281	69	18	is	be	AUX
easat-281	69	19	limited	limit	VERB
easat-281	69	20	to	to	ADP
easat-281	69	21	small	small	ADJ
easat-281	69	22	firms	firm	NOUN
easat-281	69	23	.	.	PUNCT
easat-281	70	1	he	he	PRON
easat-281	70	2	used	use	VERB
easat-281	70	3	12	12	NUM
easat-281	70	4	different	different	ADJ
easat-281	70	5	stock	stock	NOUN
easat-281	70	6	indices	index	NOUN
easat-281	70	7	in	in	ADP
easat-281	70	8	the	the	DET
easat-281	70	9	australian	australian	ADJ
easat-281	70	10	stock	stock	NOUN
easat-281	70	11	exchange	exchange	NOUN
easat-281	70	12	over	over	ADP
easat-281	70	13	a	a	DET
easat-281	70	14	10	10	NUM
easat-281	70	15	-year	-year	NOUN
easat-281	70	16	period	period	NOUN
easat-281	70	17	(	(	PUNCT
easat-281	70	18	1996	1996	NUM
easat-281	70	19	-	-	SYM
easat-281	70	20	2006	2006	NUM
easat-281	70	21	)	)	PUNCT
easat-281	70	22	providing	provide	VERB
easat-281	70	23	2,635	2,635	NUM
easat-281	70	24	observations	observation	NOUN
easat-281	70	25	on	on	ADP
easat-281	70	26	the	the	DET
easat-281	70	27	australian	australian	ADJ
easat-281	70	28	stock	stock	NOUN
easat-281	70	29	exchange	exchange	NOUN
easat-281	70	30	(	(	PUNCT
easat-281	70	31	asx	asx	NOUN
easat-281	70	32	)	)	PUNCT
easat-281	70	33	.	.	PUNCT
easat-281	71	1	his	his	PRON
easat-281	71	2	experiments	experiment	NOUN
easat-281	71	3	showed	show	VERB
easat-281	71	4	that	that	SCONJ
easat-281	71	5	the	the	DET
easat-281	71	6	holiday	holiday	NOUN
easat-281	71	7	effect	effect	NOUN
easat-281	71	8	in	in	ADP
easat-281	71	9	market	market	NOUN
easat-281	71	10	representation	representation	NOUN
easat-281	71	11	indices	index	NOUN
easat-281	71	12	with	with	ADP
easat-281	71	13	stock	stock	NOUN
easat-281	71	14	returns	return	NOUN
easat-281	71	15	before	before	ADP
easat-281	71	16	vacation	vacation	NOUN
easat-281	71	17	is	be	AUX
easat-281	71	18	often	often	ADV
easat-281	71	19	5	5	NUM
easat-281	71	20	times	time	NOUN
easat-281	71	21	higher	high	ADJ
easat-281	71	22	than	than	ADP
easat-281	71	23	on	on	ADP
easat-281	71	24	other	other	ADJ
easat-281	71	25	normal	normal	ADJ
easat-281	71	26	days	day	NOUN
easat-281	71	27	.	.	PUNCT
easat-281	72	1	his	his	PRON
easat-281	72	2	research	research	NOUN
easat-281	72	3	shows	show	VERB
easat-281	72	4	that	that	SCONJ
easat-281	72	5	the	the	DET
easat-281	72	6	performance	performance	NOUN
easat-281	72	7	of	of	ADP
easat-281	72	8	small	small	ADJ
easat-281	72	9	-	-	PUNCT
easat-281	72	10	cap	cap	NOUN
easat-281	72	11	companies	company	NOUN
easat-281	72	12	before	before	ADP
easat-281	72	13	the	the	DET
easat-281	72	14	holiday	holiday	NOUN
easat-281	72	15	,	,	PUNCT
easat-281	72	16	and	and	CCONJ
easat-281	72	17	for	for	ADP
easat-281	72	18	small	small	ADJ
easat-281	72	19	-	-	PUNCT
easat-281	72	20	value	value	NOUN
easat-281	72	21	stocks	stock	NOUN
easat-281	72	22	,	,	PUNCT
easat-281	72	23	returns	return	VERB
easat-281	72	24	10	10	NUM
easat-281	72	25	times	time	NOUN
easat-281	72	26	higher	high	ADJ
easat-281	72	27	than	than	ADP
easat-281	72	28	on	on	ADP
easat-281	72	29	other	other	ADJ
easat-281	72	30	trading	trading	NOUN
easat-281	72	31	days	day	NOUN
easat-281	72	32	.	.	PUNCT
easat-281	73	1	the	the	DET
easat-281	73	2	main	main	ADJ
easat-281	73	3	52	52	NUM
easat-281	73	4	edelweiss	edelweiss	PROPN
easat-281	73	5	applied	apply	VERB
easat-281	73	6	science	science	NOUN
easat-281	73	7	and	and	CCONJ
easat-281	73	8	technology	technology	NOUN
easat-281	73	9	issn	issn	PROPN
easat-281	73	10	:	:	PUNCT
easat-281	73	11	2576	2576	NUM
easat-281	73	12	-	-	SYM
easat-281	73	13	8484	8484	NUM
easat-281	73	14	vol	vol	NOUN
easat-281	73	15	.	.	PROPN
easat-281	74	1	4	4	NUM
easat-281	74	2	,	,	PUNCT
easat-281	74	3	no	no	INTJ
easat-281	74	4	.	.	NOUN
easat-281	74	5	1	1	NUM
easat-281	74	6	:	:	PUNCT
easat-281	74	7	51	51	NUM
easat-281	74	8	-	-	SYM
easat-281	74	9	54	54	NUM
easat-281	74	10	,	,	PUNCT
easat-281	74	11	2020	2020	NUM
easat-281	74	12	doi	doi	NOUN
easat-281	74	13	:	:	PUNCT
easat-281	74	14	10.33805/2576	10.33805/2576	NUM
easat-281	74	15	-	-	SYM
easat-281	74	16	8484.181	8484.181	PROPN
easat-281	74	17	©	©	PROPN
easat-281	74	18	2020	2020	NUM
easat-281	74	19	by	by	ADP
easat-281	74	20	the	the	DET
easat-281	74	21	authors	author	NOUN
easat-281	74	22	explanations	explanation	NOUN
easat-281	74	23	of	of	ADP
easat-281	74	24	the	the	DET
easat-281	74	25	holiday	holiday	NOUN
easat-281	74	26	phenomenon	phenomenon	NOUN
easat-281	74	27	are	be	AUX
easat-281	74	28	explained	explain	VERB
easat-281	74	29	in	in	ADP
easat-281	74	30	detail	detail	NOUN
easat-281	74	31	according	accord	VERB
easat-281	74	32	to	to	ADP
easat-281	74	33	the	the	DET
easat-281	74	34	following	follow	VERB
easat-281	74	35	hypotheses	hypothesis	NOUN
easat-281	74	36	of	of	ADP
easat-281	74	37	the	the	DET
easat-281	74	38	efficient	efficient	ADJ
easat-281	74	39	market	market	NOUN
easat-281	74	40	theory	theory	NOUN
easat-281	74	41	.	.	PUNCT
easat-281	75	1	firstly	firstly	ADV
easat-281	75	2	,	,	PUNCT
easat-281	75	3	it	it	PRON
easat-281	75	4	can	can	AUX
easat-281	75	5	be	be	AUX
easat-281	75	6	explained	explain	VERB
easat-281	75	7	by	by	ADP
easat-281	75	8	the	the	DET
easat-281	75	9	investment	investment	NOUN
easat-281	75	10	psychology	psychology	NOUN
easat-281	75	11	.	.	PUNCT
easat-281	76	1	arguably	arguably	ADV
easat-281	76	2	the	the	DET
easat-281	76	3	most	most	ADV
easat-281	76	4	promising	promising	ADJ
easat-281	76	5	explanation	explanation	NOUN
easat-281	76	6	for	for	ADP
easat-281	76	7	the	the	DET
easat-281	76	8	holiday	holiday	NOUN
easat-281	76	9	effect	effect	NOUN
easat-281	76	10	lie	lie	VERB
easat-281	76	11	s	s	X
easat-281	76	12	in	in	ADP
easat-281	76	13	investor	investor	NOUN
easat-281	76	14	sentiment	sentiment	NOUN
easat-281	76	15	[	[	X
easat-281	76	16	18	18	NUM
easat-281	76	17	,	,	PUNCT
easat-281	76	18	23	23	NUM
easat-281	76	19	]	]	PUNCT
easat-281	76	20	.	.	PUNCT
easat-281	77	1	the	the	DET
easat-281	77	2	theory	theory	NOUN
easat-281	77	3	shows	show	VERB
easat-281	77	4	that	that	SCONJ
easat-281	77	5	investors	investor	NOUN
easat-281	77	6	tend	tend	VERB
easat-281	77	7	to	to	PART
easat-281	77	8	buy	buy	VERB
easat-281	77	9	stocks	stock	NOUN
easat-281	77	10	before	before	ADP
easat-281	77	11	the	the	DET
easat-281	77	12	holiday	holiday	NOUN
easat-281	77	13	because	because	SCONJ
easat-281	77	14	of	of	ADP
easat-281	77	15	“	"	PUNCT
easat-281	77	16	being	be	AUX
easat-281	77	17	in	in	ADP
easat-281	77	18	good	good	ADJ
easat-281	77	19	shape	shape	NOUN
easat-281	77	20	”	"	PUNCT
easat-281	77	21	and	and	CCONJ
easat-281	77	22	“	"	PUNCT
easat-281	77	23	holiday	holiday	NOUN
easat-281	77	24	excitement	excitement	NOUN
easat-281	77	25	”	"	PUNCT
easat-281	77	26	.	.	PUNCT
easat-281	78	1	secondly	secondly	ADV
easat-281	78	2	,	,	PUNCT
easat-281	78	3	it	it	PRON
easat-281	78	4	can	can	AUX
easat-281	78	5	be	be	AUX
easat-281	78	6	explained	explain	VERB
easat-281	78	7	by	by	ADP
easat-281	78	8	the	the	DET
easat-281	78	9	end	end	NOUN
easat-281	78	10	of	of	ADP
easat-281	78	11	the	the	DET
easat-281	78	12	transaction	transaction	NOUN
easat-281	78	13	.	.	PUNCT
easat-281	79	1	one	one	NUM
easat-281	79	2	possible	possible	ADJ
easat-281	79	3	explanation	explanation	NOUN
easat-281	79	4	is	be	AUX
easat-281	79	5	that	that	PRON
easat-281	79	6	high	high	ADJ
easat-281	79	7	pre	pre	ADJ
easat-281	79	8	-	-	ADJ
easat-281	79	9	holiday	holiday	ADJ
easat-281	79	10	returns	return	NOUN
easat-281	79	11	are	be	AUX
easat-281	79	12	an	an	DET
easat-281	79	13	expression	expression	NOUN
easat-281	79	14	of	of	ADP
easat-281	79	15	good	good	ADJ
easat-281	79	16	closing	closing	NOUN
easat-281	79	17	prices	price	NOUN
easat-281	79	18	,	,	PUNCT
easat-281	79	19	where	where	SCONJ
easat-281	79	20	high	high	ADJ
easat-281	79	21	returns	return	NOUN
easat-281	79	22	on	on	ADP
easat-281	79	23	stocks	stock	NOUN
easat-281	79	24	are	be	AUX
easat-281	79	25	observed	observe	VERB
easat-281	79	26	at	at	ADP
easat-281	79	27	the	the	DET
easat-281	79	28	closing	closing	NOUN
easat-281	79	29	market	market	NOUN
easat-281	79	30	.	.	PUNCT
easat-281	80	1	one	one	NUM
easat-281	80	2	research	research	NOUN
easat-281	80	3	team	team	NOUN
easat-281	80	4	linked	link	VERB
easat-281	80	5	pre	pre	ADJ
easat-281	80	6	-	-	ADJ
easat-281	80	7	vacation	vacation	ADJ
easat-281	80	8	activity	activity	NOUN
easat-281	80	9	to	to	ADP
easat-281	80	10	the	the	DET
easat-281	80	11	system	system	NOUN
easat-281	80	12	models	model	NOUN
easat-281	80	13	in	in	ADP
easat-281	80	14	the	the	DET
easat-281	80	15	data	datum	NOUN
easat-281	80	16	set	set	VERB
easat-281	80	17	used	use	VERB
easat-281	80	18	to	to	PART
easat-281	80	19	calculate	calculate	VERB
easat-281	80	20	pre	pre	ADJ
easat-281	80	21	-	-	ADJ
easat-281	80	22	holiday	holiday	ADJ
easat-281	80	23	returns	return	NOUN
easat-281	80	24	.	.	PUNCT
easat-281	81	1	on	on	ADP
easat-281	81	2	the	the	DET
easat-281	81	3	behavior	behavior	NOUN
easat-281	81	4	side	side	NOUN
easat-281	81	5	,	,	PUNCT
easat-281	81	6	the	the	DET
easat-281	81	7	explanations	explanation	NOUN
easat-281	81	8	include	include	VERB
easat-281	81	9	from	from	ADP
easat-281	81	10	short	short	ADJ
easat-281	81	11	-	-	PUNCT
easat-281	81	12	term	term	NOUN
easat-281	81	13	sellers	seller	NOUN
easat-281	81	14	who	who	PRON
easat-281	81	15	end	end	VERB
easat-281	81	16	up	up	ADP
easat-281	81	17	risk	risk	NOUN
easat-281	81	18	before	before	ADP
easat-281	81	19	the	the	DET
easat-281	81	20	holiday	holiday	NOUN
easat-281	81	21	,	,	PUNCT
easat-281	81	22	with	with	ADP
easat-281	81	23	psychological	psychological	ADJ
easat-281	81	24	reasons	reason	NOUN
easat-281	81	25	such	such	ADJ
easat-281	81	26	as	as	ADP
easat-281	81	27	investors	investor	NOUN
easat-281	81	28	'	'	PART
easat-281	81	29	good	good	ADJ
easat-281	81	30	sentiment	sentiment	NOUN
easat-281	81	31	around	around	ADP
easat-281	81	32	vacations	vacation	NOUN
easat-281	81	33	showing	show	VERB
easat-281	81	34	more	more	ADJ
easat-281	81	35	optimism	optimism	NOUN
easat-281	81	36	about	about	ADP
easat-281	81	37	the	the	DET
easat-281	81	38	future	future	NOUN
easat-281	81	39	.	.	PUNCT
easat-281	82	1	3	3	X
easat-281	82	2	.	.	X
easat-281	82	3	data	data	PROPN
easat-281	82	4	’s	’s	PART
easat-281	82	5	and	and	CCONJ
easat-281	82	6	research	research	NOUN
easat-281	82	7	methodology	methodology	NOUN
easat-281	82	8	to	to	PART
easat-281	82	9	test	test	VERB
easat-281	82	10	the	the	DET
easat-281	82	11	existence	existence	NOUN
easat-281	82	12	of	of	ADP
easat-281	82	13	the	the	DET
easat-281	82	14	lunar	lunar	ADJ
easat-281	82	15	new	new	ADJ
easat-281	82	16	year	year	NOUN
easat-281	82	17	effect	effect	NOUN
easat-281	82	18	in	in	ADP
easat-281	82	19	the	the	DET
easat-281	82	20	vietnamese	vietnamese	ADJ
easat-281	82	21	stock	stock	NOUN
easat-281	82	22	market	market	NOUN
easat-281	82	23	,	,	PUNCT
easat-281	82	24	this	this	DET
easat-281	82	25	study	study	NOUN
easat-281	82	26	has	have	AUX
easat-281	82	27	collected	collect	VERB
easat-281	82	28	the	the	DET
easat-281	82	29	data	datum	NOUN
easat-281	82	30	of	of	ADP
easat-281	82	31	the	the	DET
easat-281	82	32	vnindex	vnindex	NOUN
easat-281	82	33	from	from	ADP
easat-281	82	34	march	march	PROPN
easat-281	82	35	1st	1st	NOUN
easat-281	82	36	,	,	PUNCT
easat-281	82	37	2002	2002	NUM
easat-281	82	38	to	to	ADP
easat-281	82	39	the	the	DET
easat-281	82	40	end	end	NOUN
easat-281	82	41	of	of	ADP
easat-281	82	42	2018	2018	NUM
easat-281	82	43	.	.	PUNCT
easat-281	83	1	the	the	DET
easat-281	83	2	research	research	NOUN
easat-281	83	3	chose	choose	VERB
easat-281	83	4	the	the	DET
easat-281	83	5	starting	starting	NOUN
easat-281	83	6	time	time	NOUN
easat-281	83	7	of	of	ADP
easat-281	83	8	the	the	DET
easat-281	83	9	data	datum	NOUN
easat-281	83	10	set	set	VERB
easat-281	83	11	is	be	AUX
easat-281	83	12	2002	2002	NUM
easat-281	83	13	because	because	SCONJ
easat-281	83	14	the	the	DET
easat-281	83	15	first	first	ADJ
easat-281	83	16	2	2	NUM
easat-281	83	17	years	year	NOUN
easat-281	83	18	(	(	PUNCT
easat-281	83	19	from	from	ADP
easat-281	83	20	28/7/2000	28/7/2000	NUM
easat-281	83	21	the	the	DET
easat-281	83	22	liquidity	liquidity	NOUN
easat-281	83	23	of	of	ADP
easat-281	83	24	the	the	DET
easat-281	83	25	vietnamese	vietnamese	ADJ
easat-281	83	26	market	market	NOUN
easat-281	83	27	is	be	AUX
easat-281	83	28	still	still	ADV
easat-281	83	29	low	low	ADJ
easat-281	83	30	,	,	PUNCT
easat-281	83	31	there	there	PRON
easat-281	83	32	are	be	VERB
easat-281	83	33	only	only	ADV
easat-281	83	34	3	3	NUM
easat-281	83	35	transaction	transaction	NOUN
easat-281	83	36	per	per	ADP
easat-281	83	37	week	week	NOUN
easat-281	83	38	and	and	CCONJ
easat-281	83	39	the	the	DET
easat-281	83	40	value	value	NOUN
easat-281	83	41	of	of	ADP
easat-281	83	42	t	t	PROPN
easat-281	83	43	he	he	PRON
easat-281	83	44	transaction	transaction	NOUN
easat-281	83	45	is	be	AUX
easat-281	83	46	low	low	ADJ
easat-281	83	47	)	)	PUNCT
easat-281	83	48	.	.	PUNCT
easat-281	84	1	the	the	DET
easat-281	84	2	vn	vn	PROPN
easat-281	84	3	-	-	PUNCT
easat-281	84	4	index	index	NOUN
easat-281	84	5	daily	daily	ADJ
easat-281	84	6	closing	closing	NOUN
easat-281	84	7	price	price	NOUN
easat-281	84	8	data	datum	NOUN
easat-281	84	9	was	be	AUX
easat-281	84	10	collected	collect	VERB
easat-281	84	11	from	from	ADP
easat-281	84	12	march	march	PROPN
easat-281	84	13	1	1	NUM
easat-281	84	14	st	st	PROPN
easat-281	84	15	,	,	PUNCT
easat-281	84	16	2002	2002	NUM
easat-281	84	17	to	to	ADP
easat-281	84	18	december	december	PROPN
easat-281	84	19	31st	31st	NOUN
easat-281	84	20	,	,	PUNCT
easat-281	84	21	2018	2018	NUM
easat-281	84	22	,	,	PUNCT
easat-281	84	23	for	for	ADP
easat-281	84	24	a	a	DET
easat-281	84	25	total	total	NOUN
easat-281	84	26	of	of	ADP
easat-281	84	27	4190	4190	NUM
easat-281	84	28	observations	observation	NOUN
easat-281	84	29	from	from	ADP
easat-281	84	30	the	the	DET
easat-281	84	31	ho	ho	PROPN
easat-281	84	32	chi	chi	PROPN
easat-281	84	33	minh	minh	PROPN
easat-281	84	34	city	city	PROPN
easat-281	84	35	stock	stock	NOUN
easat-281	84	36	exchange	exchange	PROPN
easat-281	84	37	.	.	PUNCT
easat-281	85	1	the	the	DET
easat-281	85	2	vn	vn	PROPN
easat-281	85	3	-	-	PUNCT
easat-281	85	4	index	index	NOUN
easat-281	85	5	daily	daily	ADJ
easat-281	85	6	data	datum	NOUN
easat-281	85	7	is	be	AUX
easat-281	85	8	used	use	VERB
easat-281	85	9	to	to	PART
easat-281	85	10	calculate	calculate	VERB
easat-281	85	11	the	the	DET
easat-281	85	12	daily	daily	ADJ
easat-281	85	13	rate	rate	NOUN
easat-281	85	14	of	of	ADP
easat-281	85	15	return	return	NOUN
easat-281	85	16	by	by	ADP
easat-281	85	17	using	use	VERB
easat-281	85	18	the	the	DET
easat-281	85	19	following	follow	VERB
easat-281	85	20	formula	formula	NOUN
easat-281	85	21	:	:	PUNCT
easat-281	85	22	1	1	NUM
easat-281	85	23	t	t	NOUN
easat-281	85	24	t	t	NOUN
easat-281	85	25	t	t	PROPN
easat-281	85	26	t	t	PROPN
easat-281	85	27	p	p	X
easat-281	85	28	p	p	PROPN
easat-281	85	29	r	r	NOUN
easat-281	85	30	p	p	NOUN
easat-281	85	31	−−	−−	NOUN
easat-281	85	32	=	=	SYM
easat-281	85	33	3.1	3.1	NUM
easat-281	85	34	.	.	NUM
easat-281	85	35	including	include	VERB
easat-281	85	36	rt	rt	PROPN
easat-281	85	37	is	be	AUX
easat-281	85	38	stock	stock	NOUN
easat-281	85	39	return	return	NOUN
easat-281	85	40	from	from	ADP
easat-281	85	41	day	day	NOUN
easat-281	85	42	t-1	t-1	PROPN
easat-281	85	43	to	to	ADP
easat-281	85	44	day	day	NOUN
easat-281	85	45	t	t	PROPN
easat-281	85	46	tp	tp	NOUN
easat-281	85	47	is	be	AUX
easat-281	85	48	closing	close	VERB
easat-281	85	49	price	price	NOUN
easat-281	85	50	at	at	ADP
easat-281	85	51	day	day	NOUN
easat-281	85	52	t	t	PROPN
easat-281	85	53	1	1	NUM
easat-281	85	54	  	  	SPACE
easat-281	85	55	tp−	tp−	PROPN
easat-281	85	56	is	be	AUX
easat-281	85	57	closing	close	VERB
easat-281	85	58	price	price	NOUN
easat-281	85	59	at	at	ADP
easat-281	85	60	day	day	NOUN
easat-281	85	61	t-1	t-1	PROPN
easat-281	85	62	this	this	DET
easat-281	85	63	study	study	NOUN
easat-281	85	64	stipulates	stipulate	VERB
easat-281	85	65	that	that	SCONJ
easat-281	85	66	the	the	DET
easat-281	85	67	period	period	NOUN
easat-281	85	68	before	before	ADP
easat-281	85	69	the	the	DET
easat-281	85	70	lunar	lunar	ADJ
easat-281	85	71	new	new	ADJ
easat-281	85	72	year	year	NOUN
easat-281	85	73	is	be	AUX
easat-281	85	74	5	5	NUM
easat-281	85	75	trading	trading	NOUN
easat-281	85	76	days	day	NOUN
easat-281	85	77	before	before	ADV
easat-281	85	78	,	,	PUNCT
easat-281	85	79	and	and	CCONJ
easat-281	85	80	the	the	DET
easat-281	85	81	period	period	NOUN
easat-281	85	82	after	after	ADP
easat-281	85	83	the	the	DET
easat-281	85	84	lunar	lunar	ADJ
easat-281	85	85	new	new	ADJ
easat-281	85	86	year	year	NOUN
easat-281	85	87	is	be	AUX
easat-281	85	88	5	5	NUM
easat-281	85	89	trading	trading	NOUN
easat-281	85	90	days	day	NOUN
easat-281	85	91	after	after	ADV
easat-281	85	92	.	.	PUNCT
easat-281	86	1	since	since	SCONJ
easat-281	86	2	the	the	DET
easat-281	86	3	lunar	lunar	ADJ
easat-281	86	4	new	new	ADJ
easat-281	86	5	year	year	NOUN
easat-281	86	6	will	will	AUX
easat-281	86	7	take	take	VERB
easat-281	86	8	place	place	NOUN
easat-281	86	9	according	accord	VERB
easat-281	86	10	to	to	ADP
easat-281	86	11	the	the	DET
easat-281	86	12	repetitive	repetitive	ADJ
easat-281	86	13	rule	rule	NOUN
easat-281	86	14	of	of	ADP
easat-281	86	15	late	late	ADJ
easat-281	86	16	january	january	PROPN
easat-281	86	17	,	,	PUNCT
easat-281	86	18	earl	earl	PROPN
easat-281	86	19	y	y	PROPN
easat-281	86	20	february	february	PROPN
easat-281	86	21	,	,	PUNCT
easat-281	86	22	and	and	CCONJ
easat-281	86	23	late	late	ADJ
easat-281	86	24	february	february	PROPN
easat-281	86	25	,	,	PUNCT
easat-281	86	26	if	if	SCONJ
easat-281	86	27	a	a	DET
easat-281	86	28	longer	long	ADJ
easat-281	86	29	observation	observation	NOUN
easat-281	86	30	range	range	NOUN
easat-281	86	31	such	such	ADJ
easat-281	86	32	as	as	ADP
easat-281	86	33	15	15	NUM
easat-281	86	34	days	day	NOUN
easat-281	86	35	is	be	AUX
easat-281	86	36	used	use	VERB
easat-281	86	37	,	,	PUNCT
easat-281	86	38	it	it	PRON
easat-281	86	39	may	may	AUX
easat-281	86	40	be	be	AUX
easat-281	86	41	affected	affect	VERB
easat-281	86	42	by	by	ADP
easat-281	86	43	the	the	DET
easat-281	86	44	january	january	PROPN
easat-281	86	45	effect	effect	NOUN
easat-281	86	46	.	.	PUNCT
easat-281	87	1	this	this	DET
easat-281	87	2	study	study	NOUN
easat-281	87	3	will	will	AUX
easat-281	87	4	apply	apply	VERB
easat-281	87	5	the	the	DET
easat-281	87	6	garch	garch	NOUN
easat-281	87	7	model	model	NOUN
easat-281	87	8	(	(	PUNCT
easat-281	87	9	1,1	1,1	NUM
easat-281	87	10	)	)	PUNCT
easat-281	87	11	and	and	CCONJ
easat-281	87	12	its	its	PRON
easat-281	87	13	extended	extended	ADJ
easat-281	87	14	models	model	NOUN
easat-281	87	15	,	,	PUNCT
easat-281	87	16	and	and	CCONJ
easat-281	87	17	consider	consider	VERB
easat-281	87	18	these	these	DET
easat-281	87	19	models	model	NOUN
easat-281	87	20	under	under	ADP
easat-281	87	21	the	the	DET
easat-281	87	22	student	student	NOUN
easat-281	87	23	-t	-t	NOUN
easat-281	87	24	distribution	distribution	NOUN
easat-281	87	25	.	.	PUNCT
easat-281	88	1	similar	similar	ADJ
easat-281	88	2	models	model	NOUN
easat-281	88	3	are	be	AUX
easat-281	88	4	applied	apply	VERB
easat-281	88	5	by	by	ADP
easat-281	88	6	many	many	ADJ
easat-281	88	7	previous	previous	ADJ
easat-281	88	8	studies	study	NOUN
easat-281	88	9	such	such	ADJ
easat-281	88	10	as	as	ADP
easat-281	88	11	that	that	PRON
easat-281	88	12	of	of	ADP
easat-281	88	13	lakonishok	lakonishok	NOUN
easat-281	88	14	and	and	CCONJ
easat-281	88	15	smidt	smidt	NOUN
easat-281	88	16	[	[	X
easat-281	88	17	16	16	NUM
easat-281	88	18	]	]	X
easat-281	88	19	;	;	PUNCT
easat-281	88	20	fields	field	NOUN
easat-281	88	21	[	[	X
easat-281	88	22	27	27	NUM
easat-281	88	23	]	]	X
easat-281	88	24	;	;	PUNCT
easat-281	88	25	chan	chan	PROPN
easat-281	88	26	,	,	PUNCT
easat-281	88	27	et	et	PROPN
easat-281	88	28	al	al	PROPN
easat-281	88	29	.	.	PUNCT
easat-281	89	1	[	[	X
easat-281	89	2	34	34	NUM
easat-281	89	3	]	]	PUNCT
easat-281	89	4	.	.	PUNCT
easat-281	90	1	the	the	DET
easat-281	90	2	garch	garch	NOUN
easat-281	90	3	(	(	PUNCT
easat-281	90	4	1,1	1,1	NUM
easat-281	90	5	)	)	PUNCT
easat-281	90	6	model	model	NOUN
easat-281	90	7	will	will	AUX
easat-281	90	8	be	be	AUX
easat-281	90	9	developed	develop	VERB
easat-281	90	10	to	to	PART
easat-281	90	11	estimate	estimate	VERB
easat-281	90	12	the	the	DET
easat-281	90	13	coefficients	coefficient	NOUN
easat-281	90	14	of	of	ADP
easat-281	90	15	the	the	DET
easat-281	90	16	variables	variable	NOUN
easat-281	90	17	and	and	CCONJ
easat-281	90	18	evaluate	evaluate	VERB
easat-281	90	19	the	the	DET
easat-281	90	20	significance	significance	NOUN
easat-281	90	21	of	of	ADP
easat-281	90	22	each	each	DET
easat-281	90	23	coefficient	coefficient	NOUN
easat-281	90	24	.	.	PUNCT
easat-281	91	1	3.2	3.2	NUM
easat-281	91	2	.	.	PUNCT
easat-281	92	1	the	the	DET
easat-281	92	2	model	model	NOUN
easat-281	92	3	garch	garch	NOUN
easat-281	92	4	(	(	PUNCT
easat-281	92	5	1,1	1,1	NUM
easat-281	92	6	)	)	PUNCT
easat-281	92	7	in	in	ADP
easat-281	92	8	this	this	DET
easat-281	92	9	study	study	NOUN
easat-281	92	10	has	have	VERB
easat-281	92	11	the	the	DET
easat-281	92	12	following	follow	VERB
easat-281	92	13	equation	equation	NOUN
easat-281	92	14	expected	expect	VERB
easat-281	92	15	equation	equation	NOUN
easat-281	92	16	1	1	NUM
easat-281	92	17	2=	2=	NUM
easat-281	92	18	+	+	X
easat-281	93	1	+	+	PUNCT
easat-281	93	2	+	+	ADJ
easat-281	93	3	tr	tr	VERB
easat-281	93	4	c	c	NOUN
easat-281	93	5	 	 	SPACE
easat-281	93	6	β	β	X
easat-281	93	7	x	x	VERB
easat-281	93	8	 	 	SPACE
easat-281	93	9	pre	pre	ADJ
easat-281	93	10	 	 	SPACE
easat-281	93	11	β	β	X
easat-281	93	12	x	x	NOUN
easat-281	93	13	 	 	SPACE
easat-281	93	14	post	post	X
easat-281	93	15	 	 	SPACE
easat-281	93	16	ε	ε	PROPN
easat-281	93	17	  	  	SPACE
easat-281	93	18	3.3	3.3	NUM
easat-281	93	19	.	.	PUNCT
easat-281	93	20	including	include	VERB
easat-281	93	21	rt	rt	PROPN
easat-281	93	22	is	be	AUX
easat-281	93	23	the	the	DET
easat-281	93	24	rate	rate	NOUN
easat-281	93	25	of	of	ADP
easat-281	93	26	return	return	NOUN
easat-281	93	27	of	of	ADP
easat-281	93	28	the	the	DET
easat-281	93	29	vn	vn	NOUN
easat-281	93	30	-	-	PUNCT
easat-281	93	31	index	index	NOUN
easat-281	93	32	c	c	NOUN
easat-281	93	33	is	be	AUX
easat-281	93	34	a	a	DET
easat-281	93	35	constant	constant	ADJ
easat-281	93	36	,	,	PUNCT
easat-281	93	37	equal	equal	ADJ
easat-281	93	38	to	to	ADP
easat-281	93	39	the	the	DET
easat-281	93	40	rate	rate	NOUN
easat-281	93	41	of	of	ADP
easat-281	93	42	return	return	NOUN
easat-281	93	43	on	on	ADP
easat-281	93	44	regular	regular	ADJ
easat-281	93	45	trading	trading	NOUN
easat-281	93	46	days	day	NOUN
easat-281	93	47	pre	pre	X
easat-281	93	48	is	be	AUX
easat-281	93	49	a	a	DET
easat-281	93	50	dummy	dummy	ADJ
easat-281	93	51	variable	variable	NOUN
easat-281	93	52	that	that	PRON
easat-281	93	53	takes	take	VERB
easat-281	93	54	value	value	NOUN
easat-281	93	55	of	of	ADP
easat-281	93	56	1	1	NUM
easat-281	93	57	for	for	ADP
easat-281	93	58	the	the	DET
easat-281	93	59	period	period	NOUN
easat-281	93	60	of	of	ADP
easat-281	93	61	5	5	NUM
easat-281	93	62	business	business	NOUN
easat-281	93	63	days	day	NOUN
easat-281	93	64	before	before	ADP
easat-281	93	65	the	the	DET
easat-281	93	66	lunar	lunar	ADJ
easat-281	93	67	new	new	ADJ
easat-281	93	68	year	year	NOUN
easat-281	93	69	holiday	holiday	NOUN
easat-281	93	70	and	and	CCONJ
easat-281	93	71	0	0	NUM
easat-281	93	72	for	for	ADP
easat-281	93	73	t	t	NOUN
easat-281	93	74	he	he	PRON
easat-281	93	75	remaining	remain	VERB
easat-281	93	76	trading	trading	NOUN
easat-281	93	77	days	day	NOUN
easat-281	93	78	.	.	PUNCT
easat-281	94	1	post	post	NOUN
easat-281	94	2	is	be	AUX
easat-281	94	3	a	a	DET
easat-281	94	4	dummy	dummy	ADJ
easat-281	94	5	variable	variable	NOUN
easat-281	94	6	that	that	PRON
easat-281	94	7	takes	take	VERB
easat-281	94	8	value	value	NOUN
easat-281	94	9	of	of	ADP
easat-281	94	10	1	1	NUM
easat-281	94	11	for	for	ADP
easat-281	94	12	the	the	DET
easat-281	94	13	period	period	NOUN
easat-281	94	14	of	of	ADP
easat-281	94	15	5	5	NUM
easat-281	94	16	business	business	NOUN
easat-281	94	17	days	day	NOUN
easat-281	94	18	after	after	ADP
easat-281	94	19	the	the	DET
easat-281	94	20	lunar	lunar	ADJ
easat-281	94	21	new	new	ADJ
easat-281	94	22	year	year	NOUN
easat-281	94	23	holiday	holiday	NOUN
easat-281	94	24	and	and	CCONJ
easat-281	94	25	zero	zero	NUM
easat-281	94	26	value	value	NOUN
easat-281	94	27	for	for	ADP
easat-281	94	28	the	the	DET
easat-281	94	29	rest	rest	NOUN
easat-281	94	30	of	of	ADP
easat-281	94	31	the	the	DET
easat-281	94	32	trading	trading	NOUN
easat-281	94	33	days	day	NOUN
easat-281	94	34	.	.	PUNCT
easat-281	95	1	ε	ε	PROPN
easat-281	95	2	is	be	AUX
easat-281	95	3	the	the	DET
easat-281	95	4	error	error	NOUN
easat-281	95	5	(	(	PUNCT
easat-281	95	6	remainder	remainder	NOUN
easat-281	95	7	)	)	PUNCT
easat-281	95	8	of	of	ADP
easat-281	95	9	the	the	DET
easat-281	95	10	regression	regression	NOUN
easat-281	95	11	model	model	NOUN
easat-281	95	12	.	.	PUNCT
easat-281	96	1	3.4	3.4	NUM
easat-281	96	2	.	.	PUNCT
easat-281	96	3	variance	variance	NOUN
easat-281	96	4	equation	equation	NOUN
easat-281	96	5	2	2	NUM
easat-281	96	6	2	2	NUM
easat-281	96	7	2	2	NUM
easat-281	96	8	0	0	NUM
easat-281	96	9	1	1	NUM
easat-281	96	10	1	1	NUM
easat-281	96	11	2	2	NUM
easat-281	96	12	2	2	NUM
easat-281	96	13	(	(	PUNCT
easat-281	96	14	2)−	2)−	NUM
easat-281	96	15	−=	−=	NOUN
easat-281	96	16	+	+	PROPN
easat-281	97	1	+	+	ADP
easat-281	97	2	t	t	X
easat-281	97	3	t	t	X
easat-281	97	4	tσ	tσ	PROPN
easat-281	97	5	α	α	PRON
easat-281	97	6	 	 	SPACE
easat-281	97	7	α	α	NOUN
easat-281	97	8	x	x	ADJ
easat-281	97	9	 	 	SPACE
easat-281	97	10	ε	ε	PROPN
easat-281	97	11	 	 	SPACE
easat-281	97	12	α	α	PROPN
easat-281	97	13	x	x	PROPN
easat-281	97	14	 	 	SPACE
easat-281	97	15	σ	σ	PROPN
easat-281	97	16	3.5	3.5	NUM
easat-281	97	17	.	.	PUNCT
easat-281	98	1	including	include	VERB
easat-281	98	2	0α	0α	PROPN
easat-281	98	3	is	be	AUX
easat-281	98	4	a	a	DET
easat-281	98	5	constant	constant	ADJ
easat-281	98	6	2	2	NUM
easat-281	98	7	1−tε	1−tε	NUM
easat-281	98	8	gives	give	VERB
easat-281	98	9	information	information	NOUN
easat-281	98	10	about	about	ADP
easat-281	98	11	the	the	DET
easat-281	98	12	previous	previous	ADJ
easat-281	98	13	time	time	NOUN
easat-281	98	14	fluctuation	fluctuation	NOUN
easat-281	98	15	determined	determine	VERB
easat-281	98	16	by	by	ADP
easat-281	98	17	squaring	square	VERB
easat-281	98	18	the	the	DET
easat-281	98	19	error	error	NOUN
easat-281	98	20	(	(	PUNCT
easat-281	98	21	remainder	remainder	NOUN
easat-281	98	22	)	)	PUNCT
easat-281	98	23	from	from	ADP
easat-281	98	24	the	the	DET
easat-281	98	25	expected	expect	VERB
easat-281	98	26	equation	equation	NOUN
easat-281	98	27	.	.	PUNCT
easat-281	99	1	(	(	PUNCT
easat-281	99	2	arch	arch	ADJ
easat-281	99	3	term	term	NOUN
easat-281	99	4	)	)	PUNCT
easat-281	99	5	2	2	NUM
easat-281	99	6	2−tσ	2−tσ	NUM
easat-281	99	7	is	be	AUX
easat-281	99	8	the	the	DET
easat-281	99	9	predictive	predictive	ADJ
easat-281	99	10	variance	variance	NOUN
easat-281	99	11	in	in	ADP
easat-281	99	12	the	the	DET
easat-281	99	13	previous	previous	ADJ
easat-281	99	14	period	period	NOUN
easat-281	99	15	(	(	PUNCT
easat-281	99	16	garch	garch	NOUN
easat-281	99	17	term	term	NOUN
easat-281	99	18	)	)	PUNCT
easat-281	99	19	the	the	DET
easat-281	99	20	modified	modify	VERB
easat-281	99	21	-	-	PUNCT
easat-281	99	22	garch	garch	NOUN
easat-281	99	23	(	(	PUNCT
easat-281	99	24	1,1	1,1	NUM
easat-281	99	25	)	)	PUNCT
easat-281	99	26	modified	modify	VERB
easat-281	99	27	garch	garch	NOUN
easat-281	99	28	model	model	NOUN
easat-281	99	29	adds	add	VERB
easat-281	99	30	the	the	DET
easat-281	99	31	impact	impact	NOUN
easat-281	99	32	of	of	ADP
easat-281	99	33	the	the	DET
easat-281	99	34	preand	preand	NOUN
easat-281	99	35	post	post	ADJ
easat-281	99	36	-	-	ADJ
easat-281	99	37	lunar	lunar	ADJ
easat-281	99	38	new	new	ADJ
easat-281	99	39	year	year	NOUN
easat-281	99	40	periods	period	NOUN
easat-281	99	41	to	to	ADP
easat-281	99	42	the	the	DET
easat-281	99	43	variance	variance	NOUN
easat-281	99	44	equation	equation	NOUN
easat-281	99	45	by	by	ADP
easat-281	99	46	adding	add	VERB
easat-281	99	47	dummy	dummy	ADJ
easat-281	99	48	variables	variable	NOUN
easat-281	99	49	pre	pre	ADJ
easat-281	99	50	and	and	CCONJ
easat-281	99	51	post	post	ADJ
easat-281	99	52	.	.	PUNCT
easat-281	100	1	the	the	DET
easat-281	100	2	modified	modify	VERB
easat-281	100	3	-	-	PUNCT
easat-281	100	4	garch	garch	NOUN
easat-281	100	5	(	(	PUNCT
easat-281	100	6	1,1	1,1	NUM
easat-281	100	7	)	)	PUNCT
easat-281	100	8	model	model	NOUN
easat-281	100	9	looks	look	VERB
easat-281	100	10	like	like	ADP
easat-281	100	11	this	this	PRON
easat-281	100	12	:	:	PUNCT
easat-281	100	13	1	1	NUM
easat-281	100	14	2=	2=	NUM
easat-281	100	15	+	+	X
easat-281	101	1	+	+	PUNCT
easat-281	101	2	+	+	ADJ
easat-281	101	3	tr	tr	VERB
easat-281	101	4	c	c	NOUN
easat-281	101	5	 	 	SPACE
easat-281	101	6	β	β	X
easat-281	101	7	x	x	VERB
easat-281	101	8	 	 	SPACE
easat-281	101	9	pre	pre	ADJ
easat-281	101	10	 	 	SPACE
easat-281	101	11	β	β	X
easat-281	101	12	x	x	NOUN
easat-281	101	13	 	 	SPACE
easat-281	101	14	post	post	NOUN
easat-281	101	15	 	 	SPACE
easat-281	101	16	ε	ε	PROPN
easat-281	101	17	2	2	NUM
easat-281	101	18	2	2	NUM
easat-281	101	19	2	2	NUM
easat-281	101	20	0	0	NUM
easat-281	101	21	1	1	NUM
easat-281	101	22	1	1	NUM
easat-281	101	23	2	2	NUM
easat-281	101	24	2	2	NUM
easat-281	101	25	1	1	NUM
easat-281	101	26	2	2	NUM
easat-281	101	27	(	(	PUNCT
easat-281	101	28	3)−	3)−	PROPN
easat-281	101	29	−=	−=	NOUN
easat-281	101	30	+	+	X
easat-281	102	1	+	+	PUNCT
easat-281	103	1	+	+	PUNCT
easat-281	103	2	+	+	NOUN
easat-281	103	3	t	t	X
easat-281	103	4	t	t	X
easat-281	103	5	tσ	tσ	PROPN
easat-281	103	6	α	α	DET
easat-281	103	7	 	 	SPACE
easat-281	103	8	α	α	PROPN
easat-281	103	9	 	 	SPACE
easat-281	103	10	ε	ε	PROPN
easat-281	103	11	 	 	SPACE
easat-281	103	12	α	α	PROPN
easat-281	103	13	 	 	SPACE
easat-281	103	14	σ	σ	PROPN
easat-281	103	15	 	 	SPACE
easat-281	103	16	γ	γ	PROPN
easat-281	103	17	pre	pre	X
easat-281	103	18	 	 	SPACE
easat-281	103	19	γ	γ	PROPN
easat-281	103	20	 	 	SPACE
easat-281	103	21	post	post	NOUN
easat-281	103	22	     	     	SPACE
easat-281	103	23	next	next	ADV
easat-281	103	24	,	,	PUNCT
easat-281	103	25	to	to	PART
easat-281	103	26	observe	observe	VERB
easat-281	103	27	the	the	DET
easat-281	103	28	relationship	relationship	NOUN
easat-281	103	29	between	between	ADP
easat-281	103	30	the	the	DET
easat-281	103	31	return	return	NOUN
easat-281	103	32	and	and	CCONJ
easat-281	103	33	the	the	DET
easat-281	103	34	respective	respective	ADJ
easat-281	103	35	risk	risk	NOUN
easat-281	103	36	,	,	PUNCT
easat-281	103	37	the	the	DET
easat-281	103	38	variance	variance	NOUN
easat-281	103	39	2	2	NUM
easat-281	103	40	2−tσ	2−tσ	NUM
easat-281	103	41	is	be	AUX
easat-281	103	42	added	add	VERB
easat-281	103	43	to	to	ADP
easat-281	103	44	the	the	DET
easat-281	103	45	right	right	ADJ
easat-281	103	46	side	side	NOUN
easat-281	103	47	of	of	ADP
easat-281	103	48	the	the	DET
easat-281	103	49	expected	expect	VERB
easat-281	103	50	equation	equation	NOUN
easat-281	103	51	(	(	PUNCT
easat-281	103	52	1	1	NUM
easat-281	103	53	)	)	PUNCT
easat-281	103	54	.	.	PUNCT
easat-281	104	1	the	the	DET
easat-281	104	2	garch	garch	NOUN
easat-281	104	3	-	-	PUNCT
easat-281	104	4	m	m	NOUN
easat-281	104	5	model	model	NOUN
easat-281	104	6	looks	look	VERB
easat-281	104	7	like	like	ADP
easat-281	104	8	this	this	DET
easat-281	104	9	2	2	NUM
easat-281	104	10	1	1	NUM
easat-281	104	11	2	2	NUM
easat-281	104	12	3	3	NUM
easat-281	104	13	(	(	PUNCT
easat-281	104	14	4)=	4)=	X
easat-281	104	15	+	+	CCONJ
easat-281	105	1	+	+	PUNCT
easat-281	106	1	+	+	CCONJ
easat-281	106	2	+	+	NOUN
easat-281	106	3	t	t	NOUN
easat-281	106	4	tr	tr	NOUN
easat-281	106	5	c	c	NOUN
easat-281	106	6	 	 	SPACE
easat-281	106	7	β	β	X
easat-281	106	8	x	x	AUX
easat-281	106	9	 	 	SPACE
easat-281	106	10	pre	pre	AUX
easat-281	106	11	 	 	SPACE
easat-281	106	12	β	β	X
easat-281	106	13	x	x	AUX
easat-281	106	14	 	 	SPACE
easat-281	106	15	post	post	NOUN
easat-281	106	16	 	 	SPACE
easat-281	106	17	β	β	X
easat-281	106	18	 	 	SPACE
easat-281	106	19	σ	σ	PROPN
easat-281	106	20	ε	ε	PROPN
easat-281	106	21	          	          	SPACE
easat-281	106	22	2	2	NUM
easat-281	106	23	2	2	NUM
easat-281	106	24	2	2	NUM
easat-281	106	25	0	0	NUM
easat-281	106	26	1	1	NUM
easat-281	106	27	1	1	NUM
easat-281	106	28	2	2	NUM
easat-281	106	29	1−	1−	NUM
easat-281	106	30	−=	−=	NOUN
easat-281	106	31	+	+	X
easat-281	107	1	+	+	ADP
easat-281	107	2	t	t	X
easat-281	107	3	t	t	X
easat-281	107	4	tσ	tσ	PROPN
easat-281	107	5	α	α	PRON
easat-281	107	6	 	 	SPACE
easat-281	107	7	α	α	PROPN
easat-281	107	8	 	 	SPACE
easat-281	107	9	ε	ε	PROPN
easat-281	107	10	 	 	SPACE
easat-281	107	11	α	α	PROPN
easat-281	107	12	 	 	SPACE
easat-281	107	13	σ	σ	NOUN
easat-281	107	14	another	another	DET
easat-281	107	15	popular	popular	ADJ
easat-281	107	16	extended	extended	ADJ
easat-281	107	17	model	model	NOUN
easat-281	107	18	of	of	ADP
easat-281	107	19	the	the	DET
easat-281	107	20	garch	garch	NOUN
easat-281	107	21	model	model	NOUN
easat-281	107	22	proposed	propose	VERB
easat-281	107	23	by	by	ADP
easat-281	107	24	nelson	nelson	PROPN
easat-281	108	1	[	[	X
easat-281	108	2	35	35	NUM
easat-281	108	3	]	]	PUNCT
easat-281	108	4	is	be	AUX
easat-281	108	5	the	the	DET
easat-281	108	6	exponential	exponential	ADJ
easat-281	108	7	general	general	ADJ
easat-281	108	8	autoregressive	autoregressive	ADJ
easat-281	108	9	conditional	conditional	ADJ
easat-281	108	10	heteroskedastic	heteroskedastic	NOUN
easat-281	108	11	(	(	PUNCT
easat-281	108	12	egarch	egarch	NOUN
easat-281	108	13	)	)	PUNCT
easat-281	108	14	or	or	CCONJ
easat-281	108	15	egarch	egarch	NOUN
easat-281	108	16	(	(	PUNCT
easat-281	108	17	egarch	egarch	NOUN
easat-281	108	18	)	)	PUNCT
easat-281	108	19	model	model	NOUN
easat-281	108	20	.	.	PUNCT
easat-281	109	1	the	the	DET
easat-281	109	2	egarch	egarch	NOUN
easat-281	109	3	model	model	NOUN
easat-281	109	4	has	have	VERB
easat-281	109	5	the	the	DET
easat-281	109	6	following	follow	VERB
easat-281	109	7	equation	equation	NOUN
easat-281	109	8	1	1	NUM
easat-281	109	9	2=	2=	NUM
easat-281	109	10	+	+	X
easat-281	109	11	+	+	PUNCT
easat-281	109	12	+	+	ADJ
easat-281	109	13	tr	tr	VERB
easat-281	109	14	c	c	NOUN
easat-281	109	15	 	 	SPACE
easat-281	109	16	β	β	X
easat-281	109	17	x	x	VERB
easat-281	109	18	 	 	SPACE
easat-281	109	19	pre	pre	ADJ
easat-281	109	20	 	 	SPACE
easat-281	109	21	β	β	X
easat-281	109	22	x	x	NOUN
easat-281	109	23	 	 	SPACE
easat-281	109	24	post	post	X
easat-281	109	25	 	 	SPACE
easat-281	109	26	ε	ε	PROPN
easat-281	109	27	  	  	SPACE
easat-281	109	28	(	(	PUNCT
easat-281	109	29	)	)	PUNCT
easat-281	109	30	2	2	NUM
easat-281	109	31	21	21	NUM
easat-281	109	32	1	1	NUM
easat-281	109	33	0	0	NUM
easat-281	109	34	1	1	NUM
easat-281	109	35	2	2	NUM
easat-281	109	36	1	1	NUM
easat-281	109	37	1	1	NUM
easat-281	109	38	1	1	NUM
easat-281	109	39	log	log	NOUN
easat-281	109	40	(	(	PUNCT
easat-281	109	41	−	−	PROPN
easat-281	109	42	−	−	PROPN
easat-281	109	43	−	−	PROPN
easat-281	109	44	−	−	NOUN
easat-281	110	1	−	−	PROPN
easat-281	111	1	=	=	PUNCT
easat-281	112	1	+	+	PUNCT
easat-281	112	2	+	+	PUNCT
easat-281	112	3	+	+	CCONJ
easat-281	112	4	+	+	NUM
easat-281	112	5	logt	logt	NOUN
easat-281	112	6	t	t	PROPN
easat-281	112	7	t	t	PROPN
easat-281	112	8	t	t	PROPN
easat-281	112	9	t	t	PROPN
easat-281	112	10	t	t	PROPN
easat-281	112	11	ε	ε	PROPN
easat-281	112	12	ε	ε	PROPN
easat-281	112	13	σ	σ	PROPN
easat-281	112	14	 	 	SPACE
easat-281	112	15	α	α	PROPN
easat-281	112	16	α	α	PROPN
easat-281	112	17	γ	γ	X
easat-281	112	18	 	 	SPACE
easat-281	112	19	α	α	PROPN
easat-281	112	20	σ	σ	PROPN
easat-281	112	21	σ	σ	PROPN
easat-281	112	22	σ	σ	PROPN
easat-281	112	23	as	as	SCONJ
easat-281	112	24	can	can	AUX
easat-281	112	25	be	be	AUX
easat-281	112	26	seen	see	VERB
easat-281	112	27	,	,	PUNCT
easat-281	112	28	since	since	SCONJ
easat-281	112	29	2	2	NUM
easat-281	112	30	1	1	NUM
easat-281	112	31	(	(	PUNCT
easat-281	112	32	)	)	PUNCT
easat-281	112	33	−log	−log	PROPN
easat-281	112	34	tσ	tσ	PROPN
easat-281	112	35	  	  	SPACE
easat-281	112	36	can	can	AUX
easat-281	112	37	be	be	AUX
easat-281	112	38	negative	negative	ADJ
easat-281	112	39	while	while	SCONJ
easat-281	112	40	(	(	PUNCT
easat-281	112	41	)	)	PUNCT
easat-281	112	42	2log	2log	NUM
easat-281	112	43	tσ	tσ	PROPN
easat-281	112	44	is	be	AUX
easat-281	112	45	always	always	ADV
easat-281	112	46	positive	positive	ADJ
easat-281	112	47	,	,	PUNCT
easat-281	112	48	the	the	DET
easat-281	112	49	egarch	egarch	NOUN
easat-281	112	50	model	model	NOUN
easat-281	112	51	removes	remove	VERB
easat-281	112	52	the	the	DET
easat-281	112	53	constraints	constraint	NOUN
easat-281	112	54	of	of	ADP
easat-281	112	55	the	the	DET
easat-281	112	56	usual	usual	ADJ
easat-281	112	57	garch	garch	NOUN
easat-281	112	58	model	model	NOUN
easat-281	112	59	parameters	parameter	NOUN
easat-281	112	60	.	.	PUNCT
easat-281	113	1	the	the	DET
easat-281	113	2	study	study	NOUN
easat-281	113	3	will	will	AUX
easat-281	113	4	use	use	VERB
easat-281	113	5	eviews	eviews	PROPN
easat-281	113	6	software	software	NOUN
easat-281	113	7	to	to	PART
easat-281	113	8	apply	apply	VERB
easat-281	113	9	garch	garch	NOUN
easat-281	113	10	,	,	PUNCT
easat-281	113	11	modified	modify	VERB
easat-281	113	12	-	-	PUNCT
easat-281	113	13	garch	garch	NOUN
easat-281	113	14	,	,	PUNCT
easat-281	113	15	garch	garch	NOUN
easat-281	113	16	-	-	PUNCT
easat-281	113	17	m	m	NOUN
easat-281	113	18	and	and	CCONJ
easat-281	113	19	egarch	egarch	NOUN
easat-281	113	20	models	model	NOUN
easat-281	113	21	in	in	ADP
easat-281	113	22	turn	turn	NOUN
easat-281	113	23	to	to	PART
easat-281	113	24	test	test	VERB
easat-281	113	25	the	the	DET
easat-281	113	26	existence	existence	NOUN
easat-281	113	27	of	of	ADP
easat-281	113	28	the	the	DET
easat-281	113	29	lunar	lunar	ADJ
easat-281	113	30	new	new	ADJ
easat-281	113	31	year	year	NOUN
easat-281	113	32	effect	effect	NOUN
easat-281	113	33	on	on	ADP
easat-281	113	34	the	the	DET
easat-281	113	35	stock	stock	NOUN
easat-281	113	36	return	return	NOUN
easat-281	113	37	.	.	PUNCT
easat-281	114	1	after	after	ADP
easat-281	114	2	that	that	SCONJ
easat-281	114	3	the	the	DET
easat-281	114	4	research	research	NOUN
easat-281	114	5	compares	compare	VERB
easat-281	114	6	the	the	DET
easat-281	114	7	akaike	akaike	ADJ
easat-281	114	8	info	info	NOUN
easat-281	114	9	criterion	criterion	NOUN
easat-281	114	10	(	(	PUNCT
easat-281	114	11	aic	aic	PROPN
easat-281	114	12	)	)	PUNCT
easat-281	114	13	and	and	CCONJ
easat-281	114	14	schwarz	schwarz	PROPN
easat-281	114	15	criterion	criterion	NOUN
easat-281	114	16	(	(	PUNCT
easat-281	114	17	sc	sc	NOUN
easat-281	114	18	)	)	PUNCT
easat-281	114	19	to	to	PART
easat-281	114	20	find	find	VERB
easat-281	114	21	the	the	DET
easat-281	114	22	most	most	ADV
easat-281	114	23	suitable	suitable	ADJ
easat-281	114	24	model	model	NOUN
easat-281	114	25	.	.	PUNCT
easat-281	115	1	53	53	NUM
easat-281	115	2	edelweiss	edelweiss	PROPN
easat-281	115	3	applied	apply	VERB
easat-281	115	4	science	science	NOUN
easat-281	115	5	and	and	CCONJ
easat-281	115	6	technology	technology	NOUN
easat-281	115	7	issn	issn	PROPN
easat-281	115	8	:	:	PUNCT
easat-281	115	9	2576	2576	NUM
easat-281	115	10	-	-	SYM
easat-281	115	11	8484	8484	NUM
easat-281	115	12	vol	vol	NOUN
easat-281	115	13	.	.	PROPN
easat-281	116	1	4	4	NUM
easat-281	116	2	,	,	PUNCT
easat-281	116	3	no	no	INTJ
easat-281	116	4	.	.	NOUN
easat-281	116	5	1	1	NUM
easat-281	116	6	:	:	PUNCT
easat-281	116	7	51	51	NUM
easat-281	116	8	-	-	SYM
easat-281	116	9	54	54	NUM
easat-281	116	10	,	,	PUNCT
easat-281	116	11	2020	2020	NUM
easat-281	116	12	doi	doi	NOUN
easat-281	116	13	:	:	PUNCT
easat-281	116	14	10.33805/2576	10.33805/2576	NUM
easat-281	116	15	-	-	SYM
easat-281	116	16	8484.181	8484.181	PROPN
easat-281	116	17	©	©	PROPN
easat-281	116	18	2020	2020	NUM
easat-281	116	19	by	by	ADP
easat-281	116	20	the	the	DET
easat-281	116	21	authors	author	NOUN
easat-281	116	22	4	4	NUM
easat-281	116	23	.	.	PUNCT
easat-281	116	24	empirical	empirical	ADJ
easat-281	116	25	result	result	NOUN
easat-281	116	26	table	table	NOUN
easat-281	116	27	1	1	NUM
easat-281	116	28	and	and	CCONJ
easat-281	116	29	table	table	NOUN
easat-281	117	1	2	2	NUM
easat-281	117	2	report	report	NOUN
easat-281	117	3	the	the	DET
easat-281	117	4	basic	basic	ADJ
easat-281	117	5	descriptive	descriptive	ADJ
easat-281	117	6	statistical	statistical	ADJ
easat-281	117	7	results	result	NOUN
easat-281	117	8	and	and	CCONJ
easat-281	117	9	the	the	DET
easat-281	117	10	estimated	estimate	VERB
easat-281	117	11	results	result	NOUN
easat-281	117	12	of	of	ADP
easat-281	117	13	the	the	DET
easat-281	117	14	stock	stock	NOUN
easat-281	117	15	return	return	NOUN
easat-281	117	16	as	as	ADV
easat-281	117	17	well	well	ADV
easat-281	117	18	as	as	ADP
easat-281	117	19	the	the	DET
easat-281	117	20	periods	period	NOUN
easat-281	117	21	around	around	ADP
easat-281	117	22	the	the	DET
easat-281	117	23	lunar	lunar	ADJ
easat-281	117	24	new	new	ADJ
easat-281	117	25	year	year	NOUN
easat-281	117	26	.	.	PUNCT
easat-281	118	1	table	table	NOUN
easat-281	118	2	1	1	NUM
easat-281	118	3	.	.	PUNCT
easat-281	118	4	descriptive	descriptive	ADJ
easat-281	118	5	statistic	statistic	NOUN
easat-281	118	6	of	of	ADP
easat-281	118	7	stock	stock	NOUN
easat-281	118	8	return	return	NOUN
easat-281	118	9	.	.	PUNCT
easat-281	119	1	n	n	PRON
easat-281	119	2	mean	mean	VERB
easat-281	119	3	std	std	X
easat-281	119	4	.	.	PUNCT
easat-281	120	1	deviation	deviation	NOUN
easat-281	120	2	rt_vn_index	rt_vn_index	NOUN
easat-281	120	3	4190	4190	NUM
easat-281	120	4	0.0368	0.0368	NUM
easat-281	120	5	1.40513	1.40513	NUM
easat-281	120	6	pre	pre	NOUN
easat-281	120	7	lunar	lunar	ADJ
easat-281	120	8	new	new	ADJ
easat-281	120	9	year	year	NOUN
easat-281	120	10	80	80	NUM
easat-281	120	11	0.45555	0.45555	NUM
easat-281	120	12	1.27358	1.27358	NUM
easat-281	120	13	post	post	NOUN
easat-281	120	14	lunar	lunar	ADJ
easat-281	120	15	new	new	ADJ
easat-281	120	16	year	year	NOUN
easat-281	120	17	80	80	NUM
easat-281	120	18	0.18406	0.18406	NUM
easat-281	120	19	1.84693	1.84693	NUM
easat-281	120	20	lunar	lunar	ADJ
easat-281	120	21	new	new	ADJ
easat-281	120	22	year	year	NOUN
easat-281	120	23	_	_	PROPN
easat-281	120	24	period	period	NOUN
easat-281	120	25	160	160	NUM
easat-281	120	26	0.3198	0.3198	NUM
easat-281	120	27	1.58723	1.58723	NUM
easat-281	120	28	regular_day	regular_day	NOUN
easat-281	120	29	4030	4030	NUM
easat-281	120	30	0.02556	0.02556	NUM
easat-281	120	31	1.39645	1.39645	NUM
easat-281	120	32	firstly	firstly	ADV
easat-281	120	33	,	,	PUNCT
easat-281	120	34	the	the	DET
easat-281	120	35	study	study	NOUN
easat-281	120	36	classified	classify	VERB
easat-281	120	37	4190	4190	NUM
easat-281	120	38	daily	daily	ADJ
easat-281	120	39	return	return	NOUN
easat-281	120	40	of	of	ADP
easat-281	120	41	vn	vn	NOUN
easat-281	120	42	-	-	PUNCT
easat-281	120	43	index	index	NOUN
easat-281	120	44	into	into	ADP
easat-281	120	45	periods	period	NOUN
easat-281	120	46	before	before	ADP
easat-281	120	47	lunar	lunar	ADJ
easat-281	120	48	new	new	ADJ
easat-281	120	49	year	year	NOUN
easat-281	120	50	,	,	PUNCT
easat-281	120	51	after	after	ADP
easat-281	120	52	lunar	lunar	ADJ
easat-281	120	53	new	new	ADJ
easat-281	120	54	year	year	NOUN
easat-281	120	55	and	and	CCONJ
easat-281	120	56	other	other	ADJ
easat-281	120	57	trading	trading	NOUN
easat-281	120	58	days	day	NOUN
easat-281	120	59	.	.	PUNCT
easat-281	121	1	during	during	ADP
easat-281	121	2	the	the	DET
easat-281	121	3	period	period	NOUN
easat-281	121	4	before	before	ADP
easat-281	121	5	lunar	lunar	ADJ
easat-281	121	6	new	new	ADJ
easat-281	121	7	year	year	NOUN
easat-281	121	8	and	and	CCONJ
easat-281	121	9	after	after	ADP
easat-281	121	10	lunar	lunar	ADJ
easat-281	121	11	new	new	ADJ
easat-281	121	12	year	year	NOUN
easat-281	121	13	,	,	PUNCT
easat-281	121	14	there	there	PRON
easat-281	121	15	are	be	VERB
easat-281	121	16	80	80	NUM
easat-281	121	17	observations	observation	NOUN
easat-281	121	18	,	,	PUNCT
easat-281	121	19	a	a	DET
easat-281	121	20	total	total	NOUN
easat-281	121	21	of	of	ADP
easat-281	121	22	160	160	NUM
easat-281	121	23	observations	observation	NOUN
easat-281	121	24	around	around	ADP
easat-281	121	25	the	the	DET
easat-281	121	26	lunar	lunar	ADJ
easat-281	121	27	new	new	ADJ
easat-281	121	28	year	year	NOUN
easat-281	121	29	,	,	PUNCT
easat-281	121	30	the	the	DET
easat-281	121	31	remaining	remain	VERB
easat-281	121	32	4030	4030	NUM
easat-281	121	33	observations	observation	NOUN
easat-281	121	34	of	of	ADP
easat-281	121	35	the	the	DET
easat-281	121	36	remaining	remain	VERB
easat-281	121	37	trading	trading	NOUN
easat-281	121	38	days	day	NOUN
easat-281	121	39	.	.	PUNCT
easat-281	122	1	from	from	ADP
easat-281	122	2	table	table	NOUN
easat-281	122	3	1	1	NUM
easat-281	122	4	,	,	PUNCT
easat-281	122	5	the	the	DET
easat-281	122	6	vnindex	vnindex	NOUN
easat-281	122	7	's	's	PART
easat-281	122	8	average	average	ADJ
easat-281	122	9	daily	daily	ADJ
easat-281	122	10	return	return	NOUN
easat-281	122	11	is	be	AUX
easat-281	122	12	0.03680	0.03680	NUM
easat-281	122	13	with	with	ADP
easat-281	122	14	a	a	DET
easat-281	122	15	standard	standard	ADJ
easat-281	122	16	deviation	deviation	NOUN
easat-281	122	17	of	of	ADP
easat-281	122	18	1.40513	1.40513	NUM
easat-281	122	19	while	while	SCONJ
easat-281	122	20	the	the	DET
easat-281	122	21	average	average	ADJ
easat-281	122	22	return	return	NOUN
easat-281	122	23	on	on	ADP
easat-281	122	24	trading	trading	NOUN
easat-281	122	25	days	day	NOUN
easat-281	122	26	outside	outside	ADP
easat-281	122	27	the	the	DET
easat-281	122	28	lunar	lunar	ADJ
easat-281	122	29	new	new	ADJ
easat-281	122	30	year	year	NOUN
easat-281	122	31	period	period	NOUN
easat-281	122	32	is	be	AUX
easat-281	122	33	low	low	ADJ
easat-281	122	34	,	,	PUNCT
easat-281	122	35	it	it	PRON
easat-281	122	36	is	be	AUX
easat-281	122	37	0.02556	0.02556	NUM
easat-281	122	38	.	.	PUNCT
easat-281	122	39	table	table	NOUN
easat-281	122	40	2	2	NUM
easat-281	122	41	.	.	X
easat-281	122	42	result	result	NOUN
easat-281	122	43	of	of	ADP
easat-281	122	44	arch	arch	ADJ
easat-281	122	45	estimation	estimation	NOUN
easat-281	122	46	.	.	PUNCT
easat-281	123	1	variable	variable	ADJ
easat-281	123	2	garch	garch	NOUN
easat-281	123	3	(	(	PUNCT
easat-281	123	4	1	1	NUM
easat-281	123	5	,	,	PUNCT
easat-281	123	6	1	1	NUM
easat-281	123	7	)	)	PUNCT
easat-281	123	8	modified	modify	VERB
easat-281	123	9	-	-	PUNCT
easat-281	123	10	garch	garch	NOUN
easat-281	123	11	(	(	PUNCT
easat-281	123	12	1,1	1,1	NUM
easat-281	123	13	)	)	PUNCT
easat-281	123	14	garch	garch	NOUN
easat-281	123	15	-	-	PUNCT
easat-281	123	16	m	m	PROPN
easat-281	123	17	egarch	egarch	NOUN
easat-281	123	18	expected	expect	VERB
easat-281	123	19	equation	equation	NOUN
easat-281	123	20	garch	garch	NOUN
easat-281	123	21	0.02943	0.02943	NUM
easat-281	124	1	c	c	NOUN
easat-281	124	2	0.00913	0.00913	NUM
easat-281	124	3	0.01111	0.01111	NUM
easat-281	124	4	-0.01624	-0.01624	NOUN
easat-281	124	5	0.00862	0.00862	NUM
easat-281	124	6	pre_lunar	pre_lunar	NOUN
easat-281	124	7	new	new	ADJ
easat-281	124	8	year	year	NOUN
easat-281	124	9	0.17604	0.17604	NUM
easat-281	124	10	0.19718	0.19718	NUM
easat-281	124	11	0.17119	0.17119	NUM
easat-281	124	12	0.21972	0.21972	NUM
easat-281	124	13	post_lunar	post_lunar	ADJ
easat-281	124	14	new	new	ADJ
easat-281	124	15	year	year	NOUN
easat-281	124	16	0.04596	0.04596	NUM
easat-281	124	17	-0.02971	-0.02971	PUNCT
easat-281	124	18	0.03563	0.03563	NUM
easat-281	124	19	-0.00257	-0.00257	NOUN
easat-281	124	20	variance	variance	NOUN
easat-281	124	21	equation	equation	NOUN
easat-281	124	22	0	0	VERB
easat-281	124	23	0.02867	0.02867	NUM
easat-281	124	24	0.02694	0.02694	NUM
easat-281	124	25	0.02842	0.02842	NUM
easat-281	124	26	-0.29897	-0.29897	NOUN
easat-281	125	1	1	1	NUM
easat-281	125	2	0.21085	0.21085	NUM
easat-281	125	3	0.20604	0.20604	NUM
easat-281	125	4	0.21094	0.21094	NUM
easat-281	125	5	0.39921	0.39921	NUM
easat-281	125	6	2	2	NUM
easat-281	125	7	0.79381	0.79381	NUM
easat-281	125	8	0.79887	0.79887	NUM
easat-281	125	9	0.79404	0.79404	NUM
easat-281	125	10	-0.02264	-0.02264	NOUN
easat-281	125	11			NUM
easat-281	125	12	0.96853	0.96853	NUM
easat-281	125	13	pre_lunar	pre_lunar	NOUN
easat-281	125	14	new	new	ADJ
easat-281	125	15	year	year	NOUN
easat-281	125	16	0.15402	0.15402	NUM
easat-281	125	17	post_lunar	post_lunar	ADJ
easat-281	125	18	new	new	ADJ
easat-281	125	19	year	year	NOUN
easat-281	125	20	-0.12914	-0.12914	VERB
easat-281	125	21	aic	aic	PROPN
easat-281	126	1	3.08164	3.08164	NUM
easat-281	126	2	3.08022	3.08022	NUM
easat-281	126	3	3.08051	3.08051	NUM
easat-281	126	4	3.04264	3.04264	NUM
easat-281	126	5	sc	sc	PROPN
easat-281	126	6	3.09071	3.09071	NUM
easat-281	126	7	3.09232	3.09232	NUM
easat-281	126	8	3.0911	3.0911	NUM
easat-281	126	9	3.05475	3.05475	NUM
easat-281	126	10	the	the	DET
easat-281	126	11	average	average	ADJ
easat-281	126	12	daily	daily	ADJ
easat-281	126	13	stock	stock	NOUN
easat-281	126	14	return	return	NOUN
easat-281	126	15	of	of	ADP
easat-281	126	16	the	the	DET
easat-281	126	17	5	5	NUM
easat-281	126	18	-	-	PUNCT
easat-281	126	19	day	day	NOUN
easat-281	126	20	period	period	NOUN
easat-281	126	21	before	before	SCONJ
easat-281	126	22	the	the	DET
easat-281	126	23	lunar	lunar	ADJ
easat-281	126	24	new	new	ADJ
easat-281	126	25	year	year	NOUN
easat-281	126	26	is	be	AUX
easat-281	126	27	0.45555	0.45555	NUM
easat-281	126	28	,	,	PUNCT
easat-281	126	29	many	many	ADJ
easat-281	126	30	times	time	NOUN
easat-281	126	31	higher	high	ADJ
easat-281	126	32	than	than	ADP
easat-281	126	33	that	that	PRON
easat-281	126	34	of	of	ADP
easat-281	126	35	the	the	DET
easat-281	126	36	whole	whole	ADJ
easat-281	126	37	vn	vn	NOUN
easat-281	126	38	-	-	PUNCT
easat-281	126	39	index	index	NOUN
easat-281	126	40	and	and	CCONJ
easat-281	126	41	with	with	ADP
easat-281	126	42	normal	normal	ADJ
easat-281	126	43	trading	trading	NOUN
easat-281	126	44	days	day	NOUN
easat-281	126	45	.	.	PUNCT
easat-281	127	1	however	however	ADV
easat-281	127	2	,	,	PUNCT
easat-281	127	3	the	the	DET
easat-281	127	4	deviation	deviation	NOUN
easat-281	127	5	of	of	ADP
easat-281	127	6	the	the	DET
easat-281	127	7	postlunar	postlunar	NOUN
easat-281	127	8	new	new	ADJ
easat-281	127	9	year	year	NOUN
easat-281	127	10	return	return	NOUN
easat-281	127	11	rate	rate	NOUN
easat-281	127	12	is	be	AUX
easat-281	127	13	higher	high	ADJ
easat-281	127	14	than	than	ADP
easat-281	127	15	the	the	DET
easat-281	127	16	average	average	NOUN
easat-281	127	17	for	for	ADP
easat-281	127	18	the	the	DET
easat-281	127	19	whole	whole	ADJ
easat-281	127	20	index	index	NOUN
easat-281	127	21	,	,	PUNCT
easat-281	127	22	meaning	mean	VERB
easat-281	127	23	that	that	SCONJ
easat-281	127	24	the	the	DET
easat-281	127	25	risk	risk	NOUN
easat-281	127	26	of	of	ADP
easat-281	127	27	the	the	DET
easat-281	127	28	post	post	ADJ
easat-281	127	29	-	-	ADJ
easat-281	127	30	lunar	lunar	ADJ
easat-281	127	31	new	new	ADJ
easat-281	127	32	year	year	NOUN
easat-281	127	33	period	period	NOUN
easat-281	127	34	is	be	AUX
easat-281	127	35	higher	high	ADJ
easat-281	127	36	than	than	ADP
easat-281	127	37	the	the	DET
easat-281	127	38	average	average	NOUN
easat-281	127	39	.	.	PUNCT
easat-281	128	1	in	in	ADP
easat-281	128	2	addition	addition	NOUN
easat-281	128	3	,	,	PUNCT
easat-281	128	4	the	the	DET
easat-281	128	5	lunar	lunar	ADJ
easat-281	128	6	new	new	ADJ
easat-281	128	7	year	year	NOUN
easat-281	128	8	period	period	NOUN
easat-281	128	9	also	also	ADV
easat-281	128	10	brings	bring	VERB
easat-281	128	11	a	a	DET
easat-281	128	12	higher	high	ADJ
easat-281	128	13	than	than	ADP
easat-281	128	14	normal	normal	ADJ
easat-281	128	15	rate	rate	NOUN
easat-281	128	16	of	of	ADP
easat-281	128	17	return	return	NOUN
easat-281	128	18	but	but	CCONJ
easat-281	128	19	does	do	AUX
easat-281	128	20	not	not	PART
easat-281	128	21	come	come	VERB
easat-281	128	22	with	with	ADP
easat-281	128	23	a	a	DET
easat-281	128	24	higher	high	ADJ
easat-281	128	25	level	level	NOUN
easat-281	128	26	of	of	ADP
easat-281	128	27	risk	risk	NOUN
easat-281	128	28	.	.	PUNCT
easat-281	129	1	from	from	ADP
easat-281	129	2	the	the	DET
easat-281	129	3	re	re	NOUN
easat-281	129	4	,	,	PUNCT
easat-281	129	5	the	the	DET
easat-281	129	6	existence	existence	NOUN
easat-281	129	7	of	of	ADP
easat-281	129	8	a	a	DET
easat-281	129	9	positive	positive	ADJ
easat-281	129	10	effect	effect	NOUN
easat-281	129	11	of	of	ADP
easat-281	129	12	the	the	DET
easat-281	129	13	lunar	lunar	ADJ
easat-281	129	14	new	new	ADJ
easat-281	129	15	year	year	NOUN
easat-281	129	16	period	period	NOUN
easat-281	129	17	on	on	ADP
easat-281	129	18	the	the	DET
easat-281	129	19	vn	vn	NOUN
easat-281	129	20	-	-	PUNCT
easat-281	129	21	index	index	NOUN
easat-281	129	22	is	be	AUX
easat-281	129	23	completely	completely	ADV
easat-281	129	24	grounded	ground	VERB
easat-281	129	25	.	.	PUNCT
easat-281	130	1	in	in	ADP
easat-281	130	2	general	general	ADJ
easat-281	130	3	,	,	PUNCT
easat-281	130	4	through	through	ADP
easat-281	130	5	analyzing	analyze	VERB
easat-281	130	6	the	the	DET
easat-281	130	7	preliminary	preliminary	ADJ
easat-281	130	8	statistical	statistical	ADJ
easat-281	130	9	statistics	statistic	NOUN
easat-281	130	10	,	,	PUNCT
easat-281	130	11	it	it	PRON
easat-281	130	12	can	can	AUX
easat-281	130	13	initially	initially	ADV
easat-281	130	14	be	be	AUX
easat-281	130	15	seen	see	VERB
easat-281	130	16	that	that	SCONJ
easat-281	130	17	the	the	DET
easat-281	130	18	existence	existence	NOUN
easat-281	130	19	of	of	ADP
easat-281	130	20	the	the	DET
easat-281	130	21	luna	luna	PROPN
easat-281	130	22	r	r	PROPN
easat-281	130	23	new	new	ADJ
easat-281	130	24	year	year	NOUN
easat-281	130	25	effect	effect	NOUN
easat-281	130	26	on	on	ADP
easat-281	130	27	the	the	DET
easat-281	130	28	vn	vn	NOUN
easat-281	130	29	-	-	PUNCT
easat-281	130	30	index	index	NOUN
easat-281	130	31	is	be	AUX
easat-281	130	32	quite	quite	ADV
easat-281	130	33	clear	clear	ADJ
easat-281	130	34	,	,	PUNCT
easat-281	130	35	especially	especially	ADV
easat-281	130	36	in	in	ADP
easat-281	130	37	the	the	DET
easat-281	130	38	period	period	NOUN
easat-281	130	39	before	before	ADP
easat-281	130	40	lunar	lunar	ADJ
easat-281	130	41	new	new	ADJ
easat-281	130	42	year	year	NOUN
easat-281	130	43	.	.	PUNCT
easat-281	131	1	up	up	ADP
easat-281	131	2	to	to	ADP
easat-281	131	3	this	this	DET
easat-281	131	4	step	step	NOUN
easat-281	131	5	,	,	PUNCT
easat-281	131	6	some	some	DET
easat-281	131	7	previous	previous	ADJ
easat-281	131	8	studies	study	NOUN
easat-281	131	9	such	such	ADJ
easat-281	131	10	as	as	ADP
easat-281	131	11	by	by	ADP
easat-281	131	12	mills	mill	NOUN
easat-281	131	13	and	and	CCONJ
easat-281	131	14	andrew	andrew	PROPN
easat-281	131	15	coutts	coutts	PROPN
easat-281	131	16	[	[	X
easat-281	131	17	36	36	NUM
easat-281	131	18	]	]	PUNCT
easat-281	131	19	have	have	AUX
easat-281	131	20	concluded	conclude	VERB
easat-281	131	21	the	the	DET
easat-281	131	22	existence	existence	NOUN
easat-281	131	23	of	of	ADP
easat-281	131	24	a	a	DET
easat-281	131	25	holiday	holiday	NOUN
easat-281	131	26	effect	effect	NOUN
easat-281	131	27	in	in	ADP
easat-281	131	28	the	the	DET
easat-281	131	29	uk	uk	PROPN
easat-281	131	30	stock	stock	NOUN
easat-281	131	31	market	market	NOUN
easat-281	131	32	from	from	ADP
easat-281	131	33	1986	1986	NUM
easat-281	131	34	to	to	ADP
easat-281	131	35	1992	1992	NUM
easat-281	131	36	.	.	PUNCT
easat-281	132	1	however	however	ADV
easat-281	132	2	,	,	PUNCT
easat-281	132	3	this	this	PRON
easat-281	132	4	is	be	AUX
easat-281	132	5	also	also	ADV
easat-281	132	6	the	the	DET
easat-281	132	7	limitation	limitation	NOUN
easat-281	132	8	of	of	ADP
easat-281	132	9	these	these	DET
easat-281	132	10	studies	study	NOUN
easat-281	132	11	because	because	SCONJ
easat-281	132	12	it	it	PRON
easat-281	132	13	will	will	AUX
easat-281	132	14	be	be	AUX
easat-281	132	15	the	the	DET
easat-281	132	16	lack	lack	NOUN
easat-281	132	17	of	of	ADP
easat-281	132	18	conclusion	conclusion	NOUN
easat-281	132	19	when	when	SCONJ
easat-281	132	20	the	the	DET
easat-281	132	21	stock	stock	NOUN
easat-281	132	22	return	return	PROPN
easat-281	132	23	data	datum	NOUN
easat-281	132	24	source	source	NOUN
easat-281	132	25	indicators	indicator	NOUN
easat-281	132	26	do	do	AUX
easat-281	132	27	not	not	PART
easat-281	132	28	follow	follow	VERB
easat-281	132	29	the	the	DET
easat-281	132	30	normal	normal	ADJ
easat-281	132	31	distribution	distribution	NOUN
easat-281	132	32	.	.	PUNCT
easat-281	133	1	this	this	PRON
easat-281	133	2	shows	show	VERB
easat-281	133	3	that	that	SCONJ
easat-281	133	4	if	if	SCONJ
easat-281	133	5	only	only	ADV
easat-281	133	6	based	base	VERB
easat-281	133	7	on	on	ADP
easat-281	133	8	the	the	DET
easat-281	133	9	average	average	ADJ
easat-281	133	10	return	return	NOUN
easat-281	133	11	,	,	PUNCT
easat-281	133	12	standard	standard	ADJ
easat-281	133	13	deviation	deviation	NOUN
easat-281	133	14	to	to	PART
easat-281	133	15	conclude	conclude	VERB
easat-281	133	16	the	the	DET
easat-281	133	17	existence	existence	NOUN
easat-281	133	18	of	of	ADP
easat-281	133	19	the	the	DET
easat-281	133	20	lunar	lunar	ADJ
easat-281	133	21	new	new	ADJ
easat-281	133	22	year	year	NOUN
easat-281	133	23	effect	effect	NOUN
easat-281	133	24	on	on	ADP
easat-281	133	25	the	the	DET
easat-281	133	26	vn	vn	PROPN
easat-281	133	27	-	-	PUNCT
easat-281	133	28	index	index	NOUN
easat-281	133	29	will	will	AUX
easat-281	133	30	be	be	AUX
easat-281	133	31	a	a	DET
easat-281	133	32	major	major	ADJ
easat-281	133	33	omission	omission	NOUN
easat-281	133	34	.	.	PUNCT
easat-281	134	1	models	model	NOUN
easat-281	134	2	garch	garch	NOUN
easat-281	134	3	(	(	PUNCT
easat-281	134	4	1,1	1,1	NUM
easat-281	134	5	)	)	PUNCT
easat-281	134	6	,	,	PUNCT
easat-281	134	7	adjusted	adjust	VERB
easat-281	134	8	garch	garch	NOUN
easat-281	134	9	(	(	PUNCT
easat-281	134	10	1,1	1,1	NUM
easat-281	134	11	)	)	PUNCT
easat-281	134	12	,	,	PUNCT
easat-281	134	13	garch	garch	NOUN
easat-281	134	14	-	-	PUNCT
easat-281	134	15	m	m	NOUN
easat-281	134	16	and	and	CCONJ
easat-281	134	17	egarch	egarch	NOUN
easat-281	134	18	were	be	AUX
easat-281	134	19	applied	apply	VERB
easat-281	134	20	to	to	PART
easat-281	134	21	estimate	estimate	VERB
easat-281	134	22	the	the	DET
easat-281	134	23	coefficients	coefficient	NOUN
easat-281	134	24	of	of	ADP
easat-281	134	25	the	the	DET
easat-281	134	26	rate	rate	NOUN
easat-281	134	27	of	of	ADP
easat-281	134	28	return	return	NOUN
easat-281	134	29	in	in	ADP
easat-281	134	30	the	the	DET
easat-281	134	31	period	period	NOUN
easat-281	134	32	before	before	ADV
easat-281	134	33	and	and	CCONJ
easat-281	134	34	after	after	ADP
easat-281	134	35	the	the	DET
easat-281	134	36	lunar	lunar	ADJ
easat-281	134	37	new	new	ADJ
easat-281	134	38	year	year	NOUN
easat-281	134	39	.	.	PUNCT
easat-281	135	1	table	table	NOUN
easat-281	135	2	2	2	NUM
easat-281	135	3	presents	present	VERB
easat-281	135	4	the	the	DET
easat-281	135	5	regression	regression	NOUN
easat-281	135	6	results	result	NOUN
easat-281	135	7	on	on	ADP
easat-281	135	8	the	the	DET
easat-281	135	9	lunar	lunar	ADJ
easat-281	135	10	new	new	ADJ
easat-281	135	11	year	year	NOUN
easat-281	135	12	effect	effect	NOUN
easat-281	135	13	and	and	CCONJ
easat-281	135	14	the	the	DET
easat-281	135	15	volatility	volatility	NOUN
easat-281	135	16	of	of	ADP
easat-281	135	17	stock	stock	NOUN
easat-281	135	18	returns	return	NOUN
easat-281	135	19	from	from	ADP
easat-281	135	20	march	march	PROPN
easat-281	135	21	1	1	NUM
easat-281	135	22	,	,	PUNCT
easat-281	135	23	2002	2002	NUM
easat-281	135	24	to	to	ADP
easat-281	135	25	december	december	PROPN
easat-281	135	26	31	31	NUM
easat-281	135	27	,	,	PUNCT
easat-281	135	28	2018	2018	NUM
easat-281	135	29	.	.	PUNCT
easat-281	136	1	to	to	PART
easat-281	136	2	find	find	VERB
easat-281	136	3	the	the	DET
easat-281	136	4	optimal	optimal	ADJ
easat-281	136	5	model	model	NOUN
easat-281	136	6	among	among	ADP
easat-281	136	7	the	the	DET
easat-281	136	8	above	above	ADJ
easat-281	136	9	4	4	NUM
easat-281	136	10	models	model	NOUN
easat-281	136	11	,	,	PUNCT
easat-281	136	12	we	we	PRON
easat-281	136	13	use	use	VERB
easat-281	136	14	the	the	DET
easat-281	136	15	akaike	akaike	ADJ
easat-281	136	16	info	info	NOUN
easat-281	136	17	criterion	criterion	NOUN
easat-281	136	18	(	(	PUNCT
easat-281	136	19	aic	aic	PROPN
easat-281	136	20	)	)	PUNCT
easat-281	136	21	and	and	CCONJ
easat-281	136	22	the	the	DET
easat-281	136	23	schwarz	schwarz	PROPN
easat-281	136	24	criterion	criterion	NOUN
easat-281	136	25	(	(	PUNCT
easat-281	136	26	sc	sc	PROPN
easat-281	136	27	)	)	PUNCT
easat-281	136	28	.	.	PUNCT
easat-281	137	1	these	these	DET
easat-281	137	2	ind	ind	NOUN
easat-281	137	3	icators	icator	NOUN
easat-281	137	4	are	be	AUX
easat-281	137	5	in	in	ADP
easat-281	137	6	which	which	DET
easat-281	137	7	model	model	NOUN
easat-281	137	8	the	the	DET
easat-281	137	9	smallest	small	ADJ
easat-281	137	10	value	value	NOUN
easat-281	137	11	gives	give	VERB
easat-281	137	12	the	the	DET
easat-281	137	13	best	good	ADJ
easat-281	137	14	model	model	NOUN
easat-281	137	15	.	.	PUNCT
easat-281	138	1	we	we	PRON
easat-281	138	2	see	see	VERB
easat-281	138	3	,	,	PUNCT
easat-281	138	4	egarch	egarch	NOUN
easat-281	138	5	model	model	NOUN
easat-281	138	6	has	have	VERB
easat-281	138	7	the	the	DET
easat-281	138	8	lowest	low	ADJ
easat-281	138	9	aic	aic	PROPN
easat-281	138	10	and	and	CCONJ
easat-281	138	11	sic	sic	ADJ
easat-281	138	12	indices	index	NOUN
easat-281	138	13	,	,	PUNCT
easat-281	138	14	so	so	SCONJ
easat-281	138	15	this	this	DET
easat-281	138	16	model	model	NOUN
easat-281	138	17	is	be	AUX
easat-281	138	18	more	more	ADV
easat-281	138	19	optimal	optimal	ADJ
easat-281	138	20	than	than	ADP
easat-281	138	21	the	the	DET
easat-281	138	22	other	other	ADJ
easat-281	138	23	models	model	NOUN
easat-281	138	24	.	.	PUNCT
easat-281	139	1	estimate	estimate	VERB
easat-281	140	1	d	d	NOUN
easat-281	140	2	results	result	NOUN
easat-281	140	3	by	by	ADP
easat-281	140	4	egarch	egarch	NOUN
easat-281	140	5	model	model	NOUN
easat-281	140	6	,	,	PUNCT
easat-281	140	7	the	the	DET
easat-281	140	8	trading	trading	NOUN
easat-281	140	9	days	day	NOUN
easat-281	140	10	outside	outside	ADP
easat-281	140	11	the	the	DET
easat-281	140	12	lunar	lunar	ADJ
easat-281	140	13	new	new	ADJ
easat-281	140	14	year	year	NOUN
easat-281	140	15	period	period	NOUN
easat-281	140	16	give	give	VERB
easat-281	140	17	a	a	DET
easat-281	140	18	low	low	ADJ
easat-281	140	19	profit	profit	NOUN
easat-281	140	20	margin	margin	NOUN
easat-281	140	21	of	of	ADP
easat-281	140	22	0.21972	0.21972	NUM
easat-281	140	23	and	and	CCONJ
easat-281	140	24	the	the	DET
easat-281	140	25	positive	positive	ADJ
easat-281	140	26	effect	effect	NOUN
easat-281	140	27	of	of	ADP
easat-281	140	28	the	the	DET
easat-281	140	29	period	period	NOUN
easat-281	140	30	before	before	SCONJ
easat-281	140	31	the	the	DET
easat-281	140	32	lunar	lunar	ADJ
easat-281	140	33	new	new	ADJ
easat-281	140	34	year	year	NOUN
easat-281	140	35	exists	exist	VERB
easat-281	140	36	at	at	ADP
easat-281	140	37	5	5	NUM
easat-281	140	38	%	%	NOUN
easat-281	140	39	significance	significance	NOUN
easat-281	140	40	level	level	NOUN
easat-281	140	41	.	.	PUNCT
easat-281	141	1	the	the	DET
easat-281	141	2	stock	stock	NOUN
easat-281	141	3	return	return	NOUN
easat-281	141	4	after	after	ADP
easat-281	141	5	lunar	lunar	ADJ
easat-281	141	6	new	new	ADJ
easat-281	141	7	year	year	NOUN
easat-281	141	8	holiday	holiday	NOUN
easat-281	141	9	was	be	AUX
easat-281	141	10	lower	low	ADJ
easat-281	141	11	than	than	ADP
easat-281	141	12	other	other	ADJ
easat-281	141	13	days	day	NOUN
easat-281	141	14	,	,	PUNCT
easat-281	141	15	but	but	CCONJ
easat-281	141	16	it	it	PRON
easat-281	141	17	was	be	AUX
easat-281	141	18	not	not	PART
easat-281	141	19	statistically	statistically	ADV
easat-281	141	20	significant	significant	ADJ
easat-281	141	21	at	at	ADP
easat-281	141	22	5	5	NUM
easat-281	141	23	%	%	NOUN
easat-281	141	24	.	.	PUNCT
easat-281	142	1	the	the	DET
easat-281	142	2	equation	equation	NOUN
easat-281	142	3	of	of	ADP
easat-281	142	4	variance	variance	NOUN
easat-281	142	5	with	with	ADP
easat-281	142	6	the	the	DET
easat-281	142	7	addition	addition	NOUN
easat-281	142	8	of	of	ADP
easat-281	142	9	an	an	DET
easat-281	142	10	asymmetric	asymmetric	ADJ
easat-281	142	11	coefficient	coefficient	NOUN
easat-281	142	12	value	value	NOUN
easat-281	142	13	less	less	ADJ
easat-281	142	14	than	than	ADP
easat-281	142	15	0	0	NUM
easat-281	142	16	indicates	indicate	VERB
easat-281	142	17	that	that	SCONJ
easat-281	142	18	positive	positive	ADJ
easat-281	142	19	effects	effect	NOUN
easat-281	142	20	(	(	PUNCT
easat-281	142	21	good	good	ADJ
easat-281	142	22	n	n	PRON
easat-281	142	23	ews	ew	NOUN
easat-281	142	24	)	)	PUNCT
easat-281	142	25	will	will	AUX
easat-281	142	26	cause	cause	VERB
easat-281	142	27	lower	low	ADJ
easat-281	142	28	volatility	volatility	NOUN
easat-281	142	29	than	than	ADP
easat-281	142	30	negative	negative	ADJ
easat-281	142	31	effects	effect	NOUN
easat-281	142	32	(	(	PUNCT
easat-281	142	33	bad	bad	ADJ
easat-281	142	34	news	news	NOUN
easat-281	142	35	)	)	PUNCT
easat-281	142	36	.	.	PUNCT
easat-281	143	1	at	at	ADP
easat-281	143	2	the	the	DET
easat-281	143	3	same	same	ADJ
easat-281	143	4	time	time	NOUN
easat-281	143	5	,	,	PUNCT
easat-281	143	6	there	there	PRON
easat-281	143	7	is	be	VERB
easat-281	143	8	no	no	DET
easat-281	143	9	sign	sign	NOUN
easat-281	143	10	of	of	ADP
easat-281	143	11	leverage	leverage	NOUN
easat-281	143	12	effect	effect	NOUN
easat-281	143	13	on	on	ADP
easat-281	143	14	the	the	DET
easat-281	143	15	vn	vn	PROPN
easat-281	143	16	-	-	PUNCT
easat-281	143	17	index	index	NOUN
easat-281	143	18	.	.	PUNCT
easat-281	144	1	however	however	ADV
easat-281	144	2	,	,	PUNCT
easat-281	144	3	the	the	DET
easat-281	144	4	coefficient	coefficient	NOUN
easat-281	144	5	is	be	AUX
easat-281	144	6	not	not	PART
easat-281	144	7	statistically	statistically	ADV
easat-281	144	8	significant	significant	ADJ
easat-281	144	9	.	.	PUNCT
easat-281	145	1	through	through	ADP
easat-281	145	2	the	the	DET
easat-281	145	3	egarch	egarch	NOUN
easat-281	145	4	model	model	NOUN
easat-281	145	5	,	,	PUNCT
easat-281	145	6	this	this	DET
easat-281	145	7	study	study	NOUN
easat-281	145	8	noted	note	VERB
easat-281	145	9	the	the	DET
easat-281	145	10	positive	positive	ADJ
easat-281	145	11	influence	influence	NOUN
easat-281	145	12	of	of	ADP
easat-281	145	13	the	the	DET
easat-281	145	14	pe	pe	PROPN
easat-281	145	15	riod	riod	NOUN
easat-281	145	16	before	before	ADP
easat-281	145	17	the	the	DET
easat-281	145	18	lunar	lunar	ADJ
easat-281	145	19	new	new	ADJ
easat-281	145	20	year	year	NOUN
easat-281	145	21	,	,	PUNCT
easat-281	145	22	in	in	ADP
easat-281	145	23	other	other	ADJ
easat-281	145	24	words	word	NOUN
easat-281	145	25	the	the	DET
easat-281	145	26	existence	existence	NOUN
easat-281	145	27	of	of	ADP
easat-281	145	28	the	the	DET
easat-281	145	29	lunar	lunar	ADJ
easat-281	145	30	new	new	ADJ
easat-281	145	31	year	year	NOUN
easat-281	145	32	effect	effect	NOUN
easat-281	145	33	on	on	ADP
easat-281	145	34	the	the	DET
easat-281	145	35	vn	vn	PROPN
easat-281	145	36	-	-	PUNCT
easat-281	145	37	index	index	NOUN
easat-281	145	38	.	.	PUNCT
easat-281	146	1	5	5	X
easat-281	146	2	.	.	X
easat-281	146	3	conclusions	conclusion	NOUN
easat-281	146	4	based	base	VERB
easat-281	146	5	on	on	ADP
easat-281	146	6	previous	previous	ADJ
easat-281	146	7	studies	study	NOUN
easat-281	146	8	related	relate	VERB
easat-281	146	9	to	to	ADP
easat-281	146	10	the	the	DET
easat-281	146	11	calendar	calendar	NOUN
easat-281	146	12	effect	effect	NOUN
easat-281	146	13	,	,	PUNCT
easat-281	146	14	especially	especially	ADV
easat-281	146	15	the	the	DET
easat-281	146	16	holiday	holiday	NOUN
easat-281	146	17	effect	effect	NOUN
easat-281	146	18	,	,	PUNCT
easat-281	146	19	this	this	DET
easat-281	146	20	study	study	NOUN
easat-281	146	21	examines	examine	VERB
easat-281	146	22	the	the	DET
easat-281	146	23	existence	existence	NOUN
easat-281	146	24	of	of	ADP
easat-281	146	25	the	the	DET
easat-281	146	26	lunar	lunar	ADJ
easat-281	146	27	new	new	ADJ
easat-281	146	28	year	year	NOUN
easat-281	146	29	effect	effect	NOUN
easat-281	146	30	on	on	ADP
easat-281	146	31	the	the	DET
easat-281	146	32	vietnamese	vietnamese	ADJ
easat-281	146	33	stock	stock	NOUN
easat-281	146	34	market	market	NOUN
easat-281	146	35	through	through	ADP
easat-281	146	36	vn	vn	PROPN
easat-281	146	37	-	-	PUNCT
easat-281	146	38	index	index	NOUN
easat-281	146	39	data	datum	NOUN
easat-281	146	40	from	from	ADP
easat-281	146	41	march	march	PROPN
easat-281	146	42	1	1	NUM
easat-281	146	43	,	,	PUNCT
easat-281	146	44	2002	2002	NUM
easat-281	146	45	to	to	ADP
easat-281	146	46	december	december	PROPN
easat-281	146	47	31	31	NUM
easat-281	146	48	,	,	PUNCT
easat-281	146	49	2018	2018	NUM
easat-281	146	50	.	.	PUNCT
easat-281	147	1	simple	simple	ADJ
easat-281	147	2	descriptive	descriptive	ADJ
easat-281	147	3	statistics	statistic	NOUN
easat-281	147	4	show	show	VERB
easat-281	147	5	that	that	SCONJ
easat-281	147	6	the	the	DET
easat-281	147	7	stock	stock	NOUN
easat-281	147	8	return	return	NOUN
easat-281	147	9	in	in	ADP
easat-281	147	10	the	the	DET
easat-281	147	11	period	period	NOUN
easat-281	147	12	before	before	ADV
easat-281	147	13	and	and	CCONJ
easat-281	147	14	after	after	ADP
easat-281	147	15	the	the	DET
easat-281	147	16	lunar	lunar	ADJ
easat-281	147	17	new	new	ADJ
easat-281	147	18	year	year	NOUN
easat-281	147	19	is	be	AUX
easat-281	147	20	higher	high	ADJ
easat-281	147	21	than	than	ADP
easat-281	147	22	the	the	DET
easat-281	147	23	average	average	ADJ
easat-281	147	24	o	o	X
easat-281	147	25	f	f	X
easat-281	147	26	the	the	DET
easat-281	147	27	remaining	remain	VERB
easat-281	147	28	trading	trading	NOUN
easat-281	147	29	days	day	NOUN
easat-281	147	30	.	.	PUNCT
easat-281	148	1	however	however	ADV
easat-281	148	2	,	,	PUNCT
easat-281	148	3	the	the	DET
easat-281	148	4	impact	impact	NOUN
easat-281	148	5	index	index	NOUN
easat-281	148	6	of	of	ADP
easat-281	148	7	the	the	DET
easat-281	148	8	period	period	NOUN
easat-281	148	9	before	before	ADP
easat-281	148	10	lunar	lunar	ADJ
easat-281	148	11	new	new	ADJ
easat-281	148	12	year	year	NOUN
easat-281	148	13	is	be	AUX
easat-281	148	14	statistically	statistically	ADV
easat-281	148	15	significant	significant	ADJ
easat-281	148	16	.	.	PUNCT
easat-281	149	1	regression	regression	NOUN
easat-281	149	2	model	model	NOUN
easat-281	149	3	according	accord	VERB
easat-281	149	4	to	to	ADP
easat-281	149	5	the	the	DET
easat-281	149	6	arch	arch	NOUN
easat-281	149	7	is	be	AUX
easat-281	149	8	applied	apply	VERB
easat-281	149	9	in	in	ADP
easat-281	149	10	this	this	DET
easat-281	149	11	study	study	NOUN
easat-281	149	12	.	.	PUNCT
easat-281	150	1	the	the	DET
easat-281	150	2	ols	ol	NOUN
easat-281	150	3	method	method	NOUN
easat-281	150	4	is	be	AUX
easat-281	150	5	the	the	DET
easat-281	150	6	simplest	simple	ADJ
easat-281	150	7	and	and	CCONJ
easat-281	150	8	is	be	AUX
easat-281	150	9	also	also	ADV
easat-281	150	10	widely	widely	ADV
easat-281	150	11	used	use	VERB
easat-281	150	12	in	in	ADP
easat-281	150	13	previous	previous	ADJ
easat-281	150	14	experimental	experimental	ADJ
easat-281	150	15	studies	study	NOUN
easat-281	150	16	,	,	PUNCT
easat-281	150	17	but	but	CCONJ
easat-281	150	18	the	the	DET
easat-281	150	19	conclusion	conclusion	NOUN
easat-281	150	20	is	be	AUX
easat-281	150	21	inconsistent	inconsistent	ADJ
easat-281	150	22	because	because	SCONJ
easat-281	150	23	of	of	ADP
easat-281	150	24	the	the	DET
easat-281	150	25	existence	existence	NOUN
easat-281	150	26	of	of	ADP
easat-281	150	27	cointegration	cointegration	NOUN
easat-281	150	28	and	and	CCONJ
easat-281	150	29	variable	variable	ADJ
easat-281	150	30	variance	variance	NOUN
easat-281	150	31	of	of	ADP
easat-281	150	32	the	the	DET
easat-281	150	33	data	datum	NOUN
easat-281	150	34	series	series	NOUN
easat-281	150	35	.	.	PUNCT
easat-281	151	1	the	the	DET
easat-281	151	2	garch	garch	NOUN
easat-281	151	3	(	(	PUNCT
easat-281	151	4	1,1	1,1	NUM
easat-281	151	5	)	)	PUNCT
easat-281	151	6	model	model	NOUN
easat-281	151	7	allows	allow	VERB
easat-281	151	8	variance	variance	NOUN
easat-281	151	9	to	to	PART
easat-281	151	10	change	change	VERB
easat-281	151	11	over	over	ADP
easat-281	151	12	time	time	NOUN
easat-281	151	13	.	.	PUNCT
easat-281	152	1	the	the	DET
easat-281	152	2	modified	modify	VERB
easat-281	152	3	-	-	PUNCT
easat-281	152	4	garch	garch	NOUN
easat-281	152	5	(	(	PUNCT
easat-281	152	6	1,1	1,1	NUM
easat-281	152	7	)	)	PUNCT
easat-281	152	8	model	model	NOUN
easat-281	152	9	adds	add	VERB
easat-281	152	10	the	the	DET
easat-281	152	11	impact	impact	NOUN
easat-281	152	12	of	of	ADP
easat-281	152	13	periods	period	NOUN
easat-281	152	14	before	before	ADV
easat-281	152	15	and	and	CCONJ
easat-281	152	16	after	after	ADP
easat-281	152	17	the	the	DET
easat-281	152	18	lunar	lunar	ADJ
easat-281	152	19	new	new	ADJ
easat-281	152	20	year	year	NOUN
easat-281	152	21	to	to	ADP
easat-281	152	22	the	the	DET
easat-281	152	23	equation	equation	NOUN
easat-281	152	24	of	of	ADP
easat-281	152	25	variance	variance	NOUN
easat-281	152	26	.	.	PUNCT
easat-281	153	1	the	the	DET
easat-281	153	2	garch	garch	NOUN
easat-281	153	3	-	-	PUNCT
easat-281	153	4	m	m	NOUN
easat-281	153	5	model	model	NOUN
easat-281	153	6	adds	add	VERB
easat-281	153	7	a	a	DET
easat-281	153	8	risk	risk	NOUN
easat-281	153	9	factor	factor	NOUN
easat-281	153	10	to	to	ADP
easat-281	153	11	the	the	DET
easat-281	153	12	regression	regression	NOUN
easat-281	153	13	equation	equation	NOUN
easat-281	153	14	.	.	PUNCT
easat-281	154	1	the	the	DET
easat-281	154	2	egarch	egarch	NOUN
easat-281	154	3	model	model	NOUN
easat-281	154	4	removes	remove	VERB
easat-281	154	5	the	the	DET
easat-281	154	6	constraint	constraint	NOUN
easat-281	154	7	of	of	ADP
easat-281	154	8	parameters	parameter	NOUN
easat-281	154	9	in	in	ADP
easat-281	154	10	conventional	conventional	ADJ
easat-281	154	11	garch	garch	NOUN
easat-281	154	12	models	model	NOUN
easat-281	154	13	.	.	PUNCT
easat-281	155	1	although	although	SCONJ
easat-281	155	2	the	the	DET
easat-281	155	3	above	above	ADJ
easat-281	155	4	models	model	NOUN
easat-281	155	5	all	all	PRON
easat-281	155	6	have	have	VERB
easat-281	155	7	their	their	PRON
easat-281	155	8	own	own	ADJ
easat-281	155	9	advantages	advantage	NOUN
easat-281	155	10	and	and	CCONJ
easat-281	155	11	the	the	DET
easat-281	155	12	regression	regression	NOUN
easat-281	155	13	results	result	VERB
easat-281	155	14	a	a	DET
easat-281	155	15	re	re	NOUN
easat-281	155	16	quite	quite	ADV
easat-281	155	17	similar	similar	ADJ
easat-281	155	18	,	,	PUNCT
easat-281	155	19	the	the	DET
easat-281	155	20	research	research	NOUN
easat-281	155	21	selected	select	VERB
easat-281	155	22	egarch	egarch	NOUN
easat-281	155	23	model	model	NOUN
easat-281	155	24	as	as	ADP
easat-281	155	25	the	the	DET
easat-281	155	26	most	most	ADV
easat-281	155	27	optimal	optimal	ADJ
easat-281	155	28	model	model	NOUN
easat-281	155	29	to	to	PART
easat-281	155	30	publish	publish	VERB
easat-281	155	31	conclusions	conclusion	NOUN
easat-281	155	32	.	.	PUNCT
easat-281	156	1	regression	regression	NOUN
easat-281	156	2	results	result	NOUN
easat-281	156	3	from	from	ADP
easat-281	156	4	the	the	DET
easat-281	156	5	egarch	egarch	NOUN
easat-281	156	6	model	model	NOUN
easat-281	156	7	recognized	recognize	VERB
easat-281	156	8	the	the	DET
easat-281	156	9	existence	existence	NOUN
easat-281	156	10	of	of	ADP
easat-281	156	11	a	a	DET
easat-281	156	12	positive	positive	ADJ
easat-281	156	13	impact	impact	NOUN
easat-281	156	14	of	of	ADP
easat-281	156	15	the	the	DET
easat-281	156	16	period	period	NOUN
easat-281	156	17	before	before	ADP
easat-281	156	18	the	the	DET
easat-281	156	19	lunar	lunar	ADJ
easat-281	156	20	new	new	ADJ
easat-281	156	21	year	year	NOUN
easat-281	156	22	on	on	ADP
easat-281	156	23	the	the	DET
easat-281	156	24	stock	stock	NOUN
easat-281	156	25	return	return	NOUN
easat-281	156	26	of	of	ADP
easat-281	156	27	the	the	DET
easat-281	156	28	vn	vn	PROPN
easat-281	156	29	-	-	PUNCT
easat-281	156	30	index	index	NOUN
easat-281	156	31	.	.	PUNCT
easat-281	157	1	the	the	DET
easat-281	157	2	results	result	NOUN
easat-281	157	3	of	of	ADP
easat-281	157	4	this	this	DET
easat-281	157	5	study	study	NOUN
easat-281	157	6	present	present	VERB
easat-281	157	7	clear	clear	ADJ
easat-281	157	8	evidence	evidence	NOUN
easat-281	157	9	of	of	ADP
easat-281	157	10	the	the	DET
easat-281	157	11	existence	existence	NOUN
easat-281	157	12	of	of	ADP
easat-281	157	13	the	the	DET
easat-281	157	14	lunar	lunar	ADJ
easat-281	157	15	new	new	ADJ
easat-281	157	16	year	year	NOUN
easat-281	157	17	effect	effect	NOUN
easat-281	157	18	on	on	ADP
easat-281	157	19	the	the	DET
easat-281	157	20	vietnamese	vietnamese	ADJ
easat-281	157	21	stock	stock	NOUN
easat-281	157	22	market	market	NOUN
easat-281	157	23	.	.	PUNCT
easat-281	158	1	the	the	DET
easat-281	158	2	emergence	emergence	NOUN
easat-281	158	3	of	of	ADP
easat-281	158	4	a	a	DET
easat-281	158	5	seasonal	seasonal	ADJ
easat-281	158	6	phenomenon	phenomenon	NOUN
easat-281	158	7	(	(	PUNCT
easat-281	158	8	holiday	holiday	NOUN
easat-281	158	9	effect	effect	NOUN
easat-281	158	10	)	)	PUNCT
easat-281	158	11	on	on	ADP
easat-281	158	12	the	the	DET
easat-281	158	13	ho	ho	PROPN
easat-281	158	14	chi	chi	PROPN
easat-281	158	15	minh	minh	PROPN
easat-281	158	16	city	city	PROPN
easat-281	158	17	stock	stock	NOUN
easat-281	158	18	exchange	exchange	NOUN
easat-281	158	19	has	have	AUX
easat-281	158	20	proven	prove	VERB
easat-281	158	21	ineffective	ineffective	ADJ
easat-281	158	22	in	in	ADP
easat-281	158	23	the	the	DET
easat-281	158	24	market	market	NOUN
easat-281	158	25	,	,	PUNCT
easat-281	158	26	the	the	DET
easat-281	158	27	most	most	ADV
easat-281	158	28	obvious	obvious	ADJ
easat-281	158	29	manifestation	manifestation	NOUN
easat-281	158	30	of	of	ADP
easat-281	158	31	which	which	PRON
easat-281	158	32	is	be	AUX
easat-281	158	33	the	the	DET
easat-281	158	34	existence	existence	NOUN
easat-281	158	35	of	of	ADP
easat-281	158	36	the	the	DET
easat-281	158	37	period	period	NOUN
easat-281	158	38	a	a	DET
easat-281	158	39	round	round	NOUN
easat-281	158	40	the	the	DET
easat-281	158	41	lunar	lunar	ADJ
easat-281	158	42	new	new	ADJ
easat-281	158	43	year	year	NOUN
easat-281	158	44	.	.	PUNCT
easat-281	159	1	the	the	DET
easat-281	159	2	stock	stock	NOUN
easat-281	159	3	return	return	NOUN
easat-281	159	4	increased	increase	VERB
easat-281	159	5	many	many	ADJ
easat-281	159	6	times	time	NOUN
easat-281	159	7	compared	compare	VERB
easat-281	159	8	to	to	ADP
easat-281	159	9	the	the	DET
easat-281	159	10	average	average	NOUN
easat-281	159	11	of	of	ADP
easat-281	159	12	normal	normal	ADJ
easat-281	159	13	trading	trading	NOUN
easat-281	159	14	days	day	NOUN
easat-281	159	15	but	but	CCONJ
easat-281	159	16	not	not	PART
easat-281	159	17	accompanied	accompany	VERB
easat-281	159	18	by	by	ADP
easat-281	159	19	an	an	DET
easat-281	159	20	increase	increase	NOUN
easat-281	159	21	in	in	ADP
easat-281	159	22	risk	risk	NOUN
easat-281	159	23	made	make	VERB
easat-281	159	24	it	it	PRON
easat-281	159	25	difficult	difficult	ADJ
easat-281	159	26	for	for	SCONJ
easat-281	159	27	investors	investor	NOUN
easat-281	159	28	to	to	PART
easat-281	159	29	sit	sit	VERB
easat-281	159	30	still	still	ADV
easat-281	159	31	and	and	CCONJ
easat-281	159	32	watch	watch	VERB
easat-281	159	33	.	.	PUNCT
easat-281	160	1	investors	investor	NOUN
easat-281	160	2	can	can	AUX
easat-281	160	3	refer	refer	VERB
easat-281	160	4	to	to	ADP
easat-281	160	5	the	the	DET
easat-281	160	6	results	result	NOUN
easat-281	160	7	of	of	ADP
easat-281	160	8	this	this	DET
easat-281	160	9	stu	stu	PROPN
easat-281	160	10	dy	dy	NOUN
easat-281	160	11	to	to	PART
easat-281	160	12	determine	determine	VERB
easat-281	160	13	their	their	PRON
easat-281	160	14	investment	investment	NOUN
easat-281	160	15	duration	duration	NOUN
easat-281	160	16	.	.	PUNCT
easat-281	161	1	investors	investor	NOUN
easat-281	161	2	can	can	AUX
easat-281	161	3	take	take	VERB
easat-281	161	4	advantage	advantage	NOUN
easat-281	161	5	of	of	ADP
easat-281	161	6	the	the	DET
easat-281	161	7	lunar	lunar	ADJ
easat-281	161	8	new	new	ADJ
easat-281	161	9	year	year	NOUN
easat-281	161	10	effect	effect	NOUN
easat-281	161	11	,	,	PUNCT
easat-281	161	12	buy	buy	VERB
easat-281	161	13	stocks	stock	NOUN
easat-281	161	14	in	in	ADP
easat-281	161	15	corrective	corrective	ADJ
easat-281	161	16	sessions	session	NOUN
easat-281	161	17	before	before	ADP
easat-281	161	18	the	the	DET
easat-281	161	19	lunar	lunar	ADJ
easat-281	161	20	new	new	ADJ
easat-281	161	21	y	y	PROPN
easat-281	161	22	ear	ear	NOUN
easat-281	161	23	and	and	CCONJ
easat-281	161	24	hold	hold	VERB
easat-281	161	25	until	until	ADP
easat-281	161	26	the	the	DET
easat-281	161	27	period	period	NOUN
easat-281	161	28	before	before	ADP
easat-281	161	29	lunar	lunar	ADJ
easat-281	161	30	new	new	ADJ
easat-281	161	31	year	year	NOUN
easat-281	161	32	to	to	PART
easat-281	161	33	sell	sell	VERB
easat-281	161	34	when	when	SCONJ
easat-281	161	35	the	the	DET
easat-281	161	36	market	market	NOUN
easat-281	161	37	rallies	rally	VERB
easat-281	161	38	.	.	PUNCT
easat-281	162	1	short	short	ADJ
easat-281	162	2	-	-	PUNCT
easat-281	162	3	term	term	NOUN
easat-281	162	4	investors	investor	NOUN
easat-281	162	5	can	can	AUX
easat-281	162	6	fully	fully	ADV
easat-281	162	7	apply	apply	VERB
easat-281	162	8	the	the	DET
easat-281	162	9	strategy	strategy	NOUN
easat-281	162	10	of	of	ADP
easat-281	162	11	buying	buy	VERB
easat-281	162	12	in	in	ADP
easat-281	162	13	in	in	ADP
easat-281	162	14	the	the	DET
easat-281	162	15	correction	correction	NOUN
easat-281	162	16	sessions	session	NOUN
easat-281	162	17	before	before	ADP
easat-281	162	18	the	the	DET
easat-281	162	19	lunar	lunar	ADJ
easat-281	162	20	new	new	ADJ
easat-281	162	21	year	year	NOUN
easat-281	162	22	and	and	CCONJ
easat-281	162	23	selling	selling	NOUN
easat-281	162	24	in	in	ADP
easat-281	162	25	the	the	DET
easat-281	162	26	last	last	ADJ
easat-281	162	27	trading	trading	NOUN
easat-281	162	28	session	session	NOUN
easat-281	162	29	before	before	ADP
easat-281	162	30	lunar	lunar	ADJ
easat-281	162	31	new	new	ADJ
easat-281	162	32	year	year	NOUN
easat-281	162	33	holiday	holiday	NOUN
easat-281	162	34	.	.	PUNCT
easat-281	163	1	however	however	ADV
easat-281	163	2	,	,	PUNCT
easat-281	163	3	investors	investor	NOUN
easat-281	163	4	should	should	AUX
easat-281	163	5	note	note	VERB
easat-281	163	6	that	that	SCONJ
easat-281	163	7	if	if	SCONJ
easat-281	163	8	all	all	DET
easat-281	163	9	investors	investor	NOUN
easat-281	163	10	apply	apply	VERB
easat-281	163	11	similar	similar	ADJ
easat-281	163	12	investment	investment	NOUN
easat-281	163	13	tact	tact	NOUN
easat-281	163	14	ics	ic	NOUN
easat-281	163	15	to	to	PART
easat-281	163	16	take	take	VERB
easat-281	163	17	advantage	advantage	NOUN
easat-281	163	18	of	of	ADP
easat-281	163	19	the	the	DET
easat-281	163	20	lunar	lunar	ADJ
easat-281	163	21	new	new	ADJ
easat-281	163	22	year	year	NOUN
easat-281	163	23	effect	effect	NOUN
easat-281	163	24	,	,	PUNCT
easat-281	163	25	this	this	DET
easat-281	163	26	effect	effect	NOUN
easat-281	163	27	will	will	AUX
easat-281	163	28	disappear	disappear	VERB
easat-281	163	29	and	and	CCONJ
easat-281	163	30	disable	disable	VERB
easat-281	163	31	the	the	DET
easat-281	163	32	above	above	ADJ
easat-281	163	33	investment	investment	NOUN
easat-281	163	34	strategies	strategy	NOUN
easat-281	163	35	.	.	PUNCT
easat-281	164	1	54	54	NUM
easat-281	164	2	edelweiss	edelweiss	PROPN
easat-281	164	3	applied	apply	VERB
easat-281	164	4	science	science	NOUN
easat-281	164	5	and	and	CCONJ
easat-281	164	6	technology	technology	NOUN
easat-281	164	7	issn	issn	PROPN
easat-281	164	8	:	:	PUNCT
easat-281	164	9	2576	2576	NUM
easat-281	164	10	-	-	SYM
easat-281	164	11	8484	8484	NUM
easat-281	164	12	vol	vol	NOUN
easat-281	164	13	.	.	PROPN
easat-281	165	1	4	4	NUM
easat-281	165	2	,	,	PUNCT
easat-281	165	3	no	no	INTJ
easat-281	165	4	.	.	NOUN
easat-281	165	5	1	1	NUM
easat-281	165	6	:	:	PUNCT
easat-281	165	7	51	51	NUM
easat-281	165	8	-	-	SYM
easat-281	165	9	54	54	NUM
easat-281	165	10	,	,	PUNCT
easat-281	165	11	2020	2020	NUM
easat-281	165	12	doi	doi	NOUN
easat-281	165	13	:	:	PUNCT
easat-281	165	14	10.33805/2576	10.33805/2576	NUM
easat-281	165	15	-	-	SYM
easat-281	165	16	8484.181	8484.181	PROPN
easat-281	165	17	©	©	PROPN
easat-281	165	18	2020	2020	NUM
easat-281	165	19	by	by	ADP
easat-281	165	20	the	the	DET
easat-281	165	21	authors	author	NOUN
easat-281	165	22	references	reference	VERB
easat-281	165	23	[	[	X
easat-281	165	24	1	1	NUM
easat-281	165	25	]	]	PUNCT
easat-281	165	26	e.	e.	PROPN
easat-281	165	27	f.	f.	PROPN
easat-281	165	28	fama	fama	PROPN
easat-281	165	29	,	,	PUNCT
easat-281	165	30	"	"	PUNCT
easat-281	165	31	efficient	efficient	ADJ
easat-281	165	32	capital	capital	NOUN
easat-281	165	33	markets	market	NOUN
easat-281	165	34	:	:	PUNCT
easat-281	165	35	a	a	DET
easat-281	165	36	review	review	NOUN
easat-281	165	37	of	of	ADP
easat-281	165	38	theory	theory	NOUN
easat-281	165	39	and	and	CCONJ
easat-281	165	40	empirical	empirical	ADJ
easat-281	165	41	work	work	NOUN
easat-281	165	42	,	,	PUNCT
easat-281	165	43	"	"	PUNCT
easat-281	165	44	the	the	DET
easat-281	165	45	journal	journal	NOUN
easat-281	165	46	of	of	ADP
easat-281	165	47	finance	finance	NOUN
easat-281	165	48	,	,	PUNCT
easat-281	165	49	vol	vol	NOUN
easat-281	165	50	.	.	PROPN
easat-281	165	51	25	25	NUM
easat-281	165	52	,	,	PUNCT
easat-281	165	53	no	no	INTJ
easat-281	165	54	.	.	NOUN
easat-281	165	55	2	2	NUM
easat-281	165	56	,	,	PUNCT
easat-281	165	57	pp	pp	ADJ
easat-281	165	58	.	.	PUNCT
easat-281	165	59	383417	383417	NUM
easat-281	165	60	,	,	PUNCT
easat-281	165	61	1970	1970	NUM
easat-281	165	62	.	.	PUNCT
easat-281	166	1	https://doi.org/10.2307/2325486	https://doi.org/10.2307/2325486	PUNCT
easat-281	167	1	[	[	X
easat-281	167	2	2	2	X
easat-281	167	3	]	]	PUNCT
easat-281	167	4	p.	p.	NOUN
easat-281	167	5	zarowin	zarowin	PROPN
easat-281	167	6	,	,	PUNCT
easat-281	167	7	"	"	PUNCT
easat-281	167	8	short	short	ADJ
easat-281	167	9	-	-	PUNCT
easat-281	167	10	run	run	NOUN
easat-281	167	11	market	market	NOUN
easat-281	167	12	overreaction	overreaction	NOUN
easat-281	167	13	:	:	PUNCT
easat-281	167	14	size	size	NOUN
easat-281	167	15	and	and	CCONJ
easat-281	167	16	seasonality	seasonality	NOUN
easat-281	167	17	effects	effect	NOUN
easat-281	167	18	,	,	PUNCT
easat-281	167	19	"	"	PUNCT
easat-281	167	20	journal	journal	NOUN
easat-281	167	21	of	of	ADP
easat-281	167	22	portfolio	portfolio	NOUN
easat-281	167	23	management	management	PROPN
easat-281	167	24	,	,	PUNCT
easat-281	167	25	vol	vol	NOUN
easat-281	167	26	.	.	PROPN
easat-281	167	27	15	15	NUM
easat-281	167	28	,	,	PUNCT
easat-281	167	29	no	no	INTJ
easat-281	167	30	.	.	NOUN
easat-281	167	31	3	3	NUM
easat-281	167	32	,	,	PUNCT
easat-281	167	33	pp	pp	ADJ
easat-281	167	34	.	.	PUNCT
easat-281	168	1	26	26	NUM
easat-281	168	2	-	-	SYM
easat-281	168	3	29	29	NUM
easat-281	168	4	,	,	PUNCT
easat-281	168	5	1989	1989	NUM
easat-281	168	6	.	.	PUNCT
easat-281	169	1	[	[	X
easat-281	169	2	3	3	X
easat-281	169	3	]	]	X
easat-281	169	4	b.	b.	PROPN
easat-281	169	5	marc	marc	PROPN
easat-281	169	6	and	and	CCONJ
easat-281	169	7	j.	j.	PROPN
easat-281	169	8	sweeney	sweeney	PROPN
easat-281	169	9	,	,	PUNCT
easat-281	169	10	"	"	PUNCT
easat-281	169	11	the	the	DET
easat-281	169	12	reversal	reversal	NOUN
easat-281	169	13	of	of	ADP
easat-281	169	14	large	large	ADJ
easat-281	169	15	stock	stock	NOUN
easat-281	169	16	price	price	NOUN
easat-281	169	17	decreases	decrease	NOUN
easat-281	169	18	,	,	PUNCT
easat-281	169	19	"	"	PUNCT
easat-281	169	20	journal	journal	NOUN
easat-281	169	21	finance	finance	NOUN
easat-281	169	22	,	,	PUNCT
easat-281	169	23	vol	vol	NOUN
easat-281	169	24	.	.	PROPN
easat-281	169	25	46	46	NUM
easat-281	169	26	,	,	PUNCT
easat-281	169	27	pp	pp	ADJ
easat-281	169	28	.	.	PUNCT
easat-281	170	1	747	747	NUM
easat-281	170	2	-	-	SYM
easat-281	170	3	754	754	NUM
easat-281	170	4	,	,	PUNCT
easat-281	170	5	1991	1991	NUM
easat-281	170	6	.	.	PUNCT
easat-281	171	1	https://doi.org/10.2307/2328846	https://doi.org/10.2307/2328846	X
easat-281	172	1	[	[	X
easat-281	172	2	4	4	NUM
easat-281	172	3	]	]	X
easat-281	172	4	m.	m.	NOUN
easat-281	172	5	cooper	cooper	PROPN
easat-281	172	6	,	,	PUNCT
easat-281	172	7	"	"	PUNCT
easat-281	172	8	filter	filter	NOUN
easat-281	172	9	rules	rule	NOUN
easat-281	172	10	based	base	VERB
easat-281	172	11	on	on	ADP
easat-281	172	12	price	price	NOUN
easat-281	172	13	and	and	CCONJ
easat-281	172	14	volume	volume	NOUN
easat-281	172	15	in	in	ADP
easat-281	172	16	individual	individual	ADJ
easat-281	172	17	security	security	NOUN
easat-281	172	18	overreaction	overreaction	NOUN
easat-281	172	19	,	,	PUNCT
easat-281	172	20	"	"	PUNCT
easat-281	172	21	the	the	DET
easat-281	172	22	review	review	NOUN
easat-281	172	23	of	of	ADP
easat-281	172	24	financial	financial	ADJ
easat-281	172	25	studies	study	NOUN
easat-281	172	26	,	,	PUNCT
easat-281	172	27	vol	vol	NOUN
easat-281	172	28	.	.	PROPN
easat-281	172	29	12	12	NUM
easat-281	172	30	,	,	PUNCT
easat-281	172	31	no	no	INTJ
easat-281	172	32	.	.	NOUN
easat-281	172	33	4	4	NUM
easat-281	172	34	,	,	PUNCT
easat-281	172	35	pp	pp	ADJ
easat-281	172	36	.	.	PUNCT
easat-281	173	1	901	901	NUM
easat-281	173	2	-	-	SYM
easat-281	173	3	935	935	NUM
easat-281	173	4	,	,	PUNCT
easat-281	173	5	1999	1999	NUM
easat-281	173	6	.	.	PUNCT
easat-281	174	1	https://doi.org/10.1093/rfs/12.4.901	https://doi.org/10.1093/rfs/12.4.901	NUM
easat-281	174	2	[	[	X
easat-281	174	3	5	5	X
easat-281	174	4	]	]	PUNCT
easat-281	174	5	r.	r.	PROPN
easat-281	174	6	r.	r.	PROPN
easat-281	174	7	sturm	sturm	PROPN
easat-281	174	8	,	,	PUNCT
easat-281	174	9	"	"	PUNCT
easat-281	174	10	investor	investor	NOUN
easat-281	174	11	confidence	confidence	NOUN
easat-281	174	12	and	and	CCONJ
easat-281	174	13	returns	return	NOUN
easat-281	174	14	following	follow	VERB
easat-281	174	15	large	large	ADJ
easat-281	174	16	one	one	NUM
easat-281	174	17	-	-	PUNCT
easat-281	174	18	day	day	NOUN
easat-281	174	19	price	price	NOUN
easat-281	174	20	changes	change	NOUN
easat-281	174	21	,	,	PUNCT
easat-281	174	22	"	"	PUNCT
easat-281	174	23	the	the	DET
easat-281	174	24	journal	journal	NOUN
easat-281	174	25	of	of	ADP
easat-281	174	26	behavioral	behavioral	ADJ
easat-281	174	27	finance	finance	NOUN
easat-281	174	28	,	,	PUNCT
easat-281	174	29	vol	vol	NOUN
easat-281	174	30	.	.	PROPN
easat-281	174	31	4	4	NUM
easat-281	174	32	,	,	PUNCT
easat-281	174	33	no	no	INTJ
easat-281	174	34	.	.	NOUN
easat-281	174	35	4	4	NUM
easat-281	174	36	,	,	PUNCT
easat-281	174	37	pp	pp	ADJ
easat-281	174	38	.	.	PUNCT
easat-281	174	39	201	201	NUM
easat-281	174	40	-	-	SYM
easat-281	174	41	216	216	NUM
easat-281	174	42	,	,	PUNCT
easat-281	174	43	2003	2003	NUM
easat-281	174	44	.	.	PUNCT
easat-281	175	1	https://doi.org/10.1207/s15427579jpfm0404_3	https://doi.org/10.1207/s15427579jpfm0404_3	NOUN
easat-281	176	1	[	[	X
easat-281	176	2	6	6	NUM
easat-281	176	3	]	]	PUNCT
easat-281	176	4	m.	m.	NOUN
easat-281	176	5	ratner	ratner	PROPN
easat-281	176	6	and	and	CCONJ
easat-281	176	7	r.	r.	PROPN
easat-281	176	8	leal	leal	PROPN
easat-281	176	9	,	,	PUNCT
easat-281	176	10	evidence	evidence	NOUN
easat-281	176	11	of	of	ADP
easat-281	176	12	short	short	ADJ
easat-281	176	13	-	-	PUNCT
easat-281	176	14	term	term	NOUN
easat-281	176	15	price	price	NOUN
easat-281	176	16	reversals	reversal	NOUN
easat-281	176	17	following	follow	VERB
easat-281	176	18	large	large	ADJ
easat-281	176	19	one	one	NUM
easat-281	176	20	-	-	PUNCT
easat-281	176	21	day	day	NOUN
easat-281	176	22	movements	movement	NOUN
easat-281	176	23	in	in	ADP
easat-281	176	24	the	the	DET
easat-281	176	25	emerging	emerge	VERB
easat-281	176	26	markets	market	NOUN
easat-281	176	27	of	of	ADP
easat-281	176	28	latin	latin	PROPN
easat-281	176	29	america	america	PROPN
easat-281	176	30	and	and	CCONJ
easat-281	176	31	asia	asia	PROPN
easat-281	176	32	,	,	PUNCT
easat-281	176	33	working	working	NOUN
easat-281	176	34	paper	paper	NOUN
easat-281	176	35	.	.	PUNCT
easat-281	177	1	new	new	PROPN
easat-281	177	2	jersey	jersey	PROPN
easat-281	177	3	,	,	PUNCT
easat-281	177	4	us	we	PRON
easat-281	177	5	:	:	PUNCT
easat-281	177	6	rider	rider	NOUN
easat-281	177	7	university	university	NOUN
easat-281	177	8	,	,	PUNCT
easat-281	177	9	1998	1998	NUM
easat-281	177	10	.	.	PUNCT
easat-281	178	1	[	[	X
easat-281	178	2	7	7	X
easat-281	178	3	]	]	X
easat-281	178	4	m.	m.	NOUN
easat-281	178	5	a.	a.	NOUN
easat-281	178	6	lasfer	lasfer	PROPN
easat-281	178	7	,	,	PUNCT
easat-281	178	8	a.	a.	NOUN
easat-281	178	9	melnik	melnik	X
easat-281	178	10	,	,	PUNCT
easat-281	178	11	and	and	CCONJ
easat-281	178	12	d.	d.	PROPN
easat-281	178	13	c.	c.	PROPN
easat-281	178	14	thomas	thomas	PROPN
easat-281	178	15	,	,	PUNCT
easat-281	178	16	"	"	PUNCT
easat-281	178	17	short	short	ADJ
easat-281	178	18	-	-	PUNCT
easat-281	178	19	term	term	NOUN
easat-281	178	20	reaction	reaction	NOUN
easat-281	178	21	of	of	ADP
easat-281	178	22	stock	stock	NOUN
easat-281	178	23	markets	market	NOUN
easat-281	178	24	in	in	ADP
easat-281	178	25	stressful	stressful	ADJ
easat-281	178	26	circumstances	circumstance	NOUN
easat-281	178	27	,	,	PUNCT
easat-281	178	28	"	"	PUNCT
easat-281	178	29	journal	journal	NOUN
easat-281	178	30	of	of	ADP
easat-281	178	31	banking	banking	NOUN
easat-281	178	32	&	&	CCONJ
easat-281	178	33	finance	finance	PROPN
easat-281	178	34	,	,	PUNCT
easat-281	178	35	vol	vol	NOUN
easat-281	178	36	.	.	PROPN
easat-281	178	37	27	27	NUM
easat-281	178	38	,	,	PUNCT
easat-281	178	39	no	no	INTJ
easat-281	178	40	.	.	NOUN
easat-281	178	41	10	10	NUM
easat-281	178	42	,	,	PUNCT
easat-281	178	43	pp	pp	ADJ
easat-281	178	44	.	.	PUNCT
easat-281	178	45	1959	1959	NUM
easat-281	178	46	-	-	SYM
easat-281	178	47	1977	1977	NUM
easat-281	178	48	,	,	PUNCT
easat-281	178	49	2003	2003	NUM
easat-281	178	50	.	.	PUNCT
easat-281	179	1	https://doi.org/10.1016/s0378-4266(02)00313-8	https://doi.org/10.1016/s0378-4266(02)00313-8	VERB
easat-281	180	1	[	[	X
easat-281	180	2	8	8	NUM
easat-281	180	3	]	]	PUNCT
easat-281	180	4	k.	k.	PROPN
easat-281	180	5	mazouz	mazouz	PROPN
easat-281	180	6	,	,	PUNCT
easat-281	180	7	n.	n.	PROPN
easat-281	180	8	l.	l.	PROPN
easat-281	180	9	joseph	joseph	PROPN
easat-281	180	10	,	,	PUNCT
easat-281	180	11	and	and	CCONJ
easat-281	180	12	j.	j.	PROPN
easat-281	180	13	joulmer	joulmer	PROPN
easat-281	180	14	,	,	PUNCT
easat-281	180	15	"	"	PUNCT
easat-281	180	16	stock	stock	NOUN
easat-281	180	17	price	price	NOUN
easat-281	180	18	reaction	reaction	NOUN
easat-281	180	19	following	follow	VERB
easat-281	180	20	large	large	ADJ
easat-281	180	21	one	one	NUM
easat-281	180	22	-	-	PUNCT
easat-281	180	23	day	day	NOUN
easat-281	180	24	price	price	NOUN
easat-281	180	25	changes	change	NOUN
easat-281	180	26	:	:	PUNCT
easat-281	180	27	uk	uk	PROPN
easat-281	180	28	evidence	evidence	NOUN
easat-281	180	29	,	,	PUNCT
easat-281	180	30	"	"	PUNCT
easat-281	180	31	journal	journal	NOUN
easat-281	180	32	of	of	ADP
easat-281	180	33	banking	banking	NOUN
easat-281	180	34	&	&	CCONJ
easat-281	180	35	finance	finance	PROPN
easat-281	180	36	,	,	PUNCT
easat-281	180	37	vol	vol	NOUN
easat-281	180	38	.	.	PROPN
easat-281	181	1	33	33	NUM
easat-281	181	2	,	,	PUNCT
easat-281	181	3	no	no	INTJ
easat-281	181	4	.	.	NOUN
easat-281	181	5	8	8	NUM
easat-281	181	6	,	,	PUNCT
easat-281	181	7	pp	pp	ADJ
easat-281	181	8	.	.	PUNCT
easat-281	182	1	1481	1481	NUM
easat-281	182	2	-	-	SYM
easat-281	182	3	1493	1493	NUM
easat-281	182	4	,	,	PUNCT
easat-281	182	5	2009	2009	NUM
easat-281	182	6	.	.	PUNCT
easat-281	183	1	[	[	X
easat-281	183	2	9	9	NUM
easat-281	183	3	]	]	PUNCT
easat-281	183	4	a.	a.	PROPN
easat-281	183	5	b.	b.	PROPN
easat-281	183	6	atkins	atkins	PROPN
easat-281	183	7	and	and	CCONJ
easat-281	183	8	e.	e.	PROPN
easat-281	183	9	a.	a.	PROPN
easat-281	183	10	dyl	dyl	PROPN
easat-281	183	11	,	,	PUNCT
easat-281	183	12	"	"	PUNCT
easat-281	183	13	price	price	NOUN
easat-281	183	14	reversals	reversal	NOUN
easat-281	183	15	,	,	PUNCT
easat-281	183	16	bid	bid	NOUN
easat-281	183	17	-	-	PUNCT
easat-281	183	18	ask	ask	NOUN
easat-281	183	19	spreads	spread	NOUN
easat-281	183	20	,	,	PUNCT
easat-281	183	21	and	and	CCONJ
easat-281	183	22	market	market	NOUN
easat-281	183	23	efficiency	efficiency	NOUN
easat-281	183	24	,	,	PUNCT
easat-281	183	25	"	"	PUNCT
easat-281	183	26	journal	journal	NOUN
easat-281	183	27	of	of	ADP
easat-281	183	28	financial	financial	ADJ
easat-281	183	29	and	and	CCONJ
easat-281	183	30	quantitative	quantitative	ADJ
easat-281	183	31	analysis	analysis	NOUN
easat-281	183	32	,	,	PUNCT
easat-281	183	33	vol	vol	NOUN
easat-281	183	34	.	.	PROPN
easat-281	183	35	25	25	NUM
easat-281	183	36	,	,	PUNCT
easat-281	183	37	no	no	INTJ
easat-281	183	38	.	.	NOUN
easat-281	183	39	4	4	NUM
easat-281	183	40	,	,	PUNCT
easat-281	183	41	pp	pp	ADJ
easat-281	183	42	.	.	PUNCT
easat-281	183	43	535	535	NUM
easat-281	183	44	-	-	SYM
easat-281	183	45	547	547	NUM
easat-281	183	46	,	,	PUNCT
easat-281	183	47	1990	1990	NUM
easat-281	183	48	.	.	PUNCT
easat-281	184	1	[	[	X
easat-281	184	2	10	10	NUM
easat-281	184	3	]	]	X
easat-281	184	4	j.	j.	PROPN
easat-281	184	5	park	park	PROPN
easat-281	184	6	,	,	PUNCT
easat-281	184	7	"	"	PUNCT
easat-281	184	8	a	a	DET
easat-281	184	9	market	market	NOUN
easat-281	184	10	microstructure	microstructure	NOUN
easat-281	184	11	explanation	explanation	NOUN
easat-281	184	12	for	for	ADP
easat-281	184	13	predictable	predictable	ADJ
easat-281	184	14	variations	variation	NOUN
easat-281	184	15	in	in	ADP
easat-281	184	16	stock	stock	NOUN
easat-281	184	17	returns	return	NOUN
easat-281	184	18	following	follow	VERB
easat-281	184	19	large	large	ADJ
easat-281	184	20	price	price	NOUN
easat-281	184	21	changes	change	NOUN
easat-281	184	22	,	,	PUNCT
easat-281	184	23	"	"	PUNCT
easat-281	184	24	journal	journal	NOUN
easat-281	184	25	of	of	ADP
easat-281	184	26	financial	financial	ADJ
easat-281	184	27	and	and	CCONJ
easat-281	184	28	quantitative	quantitative	ADJ
easat-281	184	29	analysis	analysis	NOUN
easat-281	184	30	,	,	PUNCT
easat-281	184	31	vol	vol	NOUN
easat-281	184	32	.	.	PROPN
easat-281	184	33	30	30	NUM
easat-281	184	34	,	,	PUNCT
easat-281	184	35	no	no	INTJ
easat-281	184	36	.	.	NOUN
easat-281	184	37	2	2	NUM
easat-281	184	38	,	,	PUNCT
easat-281	184	39	pp	pp	ADJ
easat-281	184	40	.	.	PUNCT
easat-281	185	1	241	241	NUM
easat-281	185	2	-	-	SYM
easat-281	185	3	256	256	NUM
easat-281	185	4	,	,	PUNCT
easat-281	185	5	1995	1995	NUM
easat-281	185	6	.	.	PUNCT
easat-281	186	1	https://doi.org/10.2307/2331119	https://doi.org/10.2307/2331119	X
easat-281	187	1	[	[	X
easat-281	187	2	11	11	NUM
easat-281	187	3	]	]	X
easat-281	187	4	f.	f.	PROPN
easat-281	187	5	fehle	fehle	PROPN
easat-281	187	6	and	and	CCONJ
easat-281	187	7	v.	v.	ADP
easat-281	187	8	zdorovtsov	zdorovtsov	NOUN
easat-281	187	9	,	,	PUNCT
easat-281	187	10	large	large	ADJ
easat-281	187	11	price	price	NOUN
easat-281	187	12	declines	decline	NOUN
easat-281	187	13	,	,	PUNCT
easat-281	187	14	news	news	NOUN
easat-281	187	15	,	,	PUNCT
easat-281	187	16	liquidity	liquidity	NOUN
easat-281	187	17	and	and	CCONJ
easat-281	187	18	trading	trading	NOUN
easat-281	187	19	strategies	strategy	NOUN
easat-281	187	20	:	:	PUNCT
easat-281	187	21	an	an	DET
easat-281	187	22	intraday	intraday	NOUN
easat-281	187	23	analysis	analysis	NOUN
easat-281	187	24	.	.	PUNCT
easat-281	188	1	university	university	NOUN
easat-281	188	2	of	of	ADP
easat-281	188	3	south	south	PROPN
easat-281	188	4	carolina	carolina	PROPN
easat-281	188	5	working	working	PROPN
easat-281	188	6	paper	paper	NOUN
easat-281	188	7	,	,	PUNCT
easat-281	188	8	2003	2003	NUM
easat-281	188	9	.	.	PUNCT
easat-281	189	1	[	[	X
easat-281	189	2	12	12	NUM
easat-281	189	3	]	]	PUNCT
easat-281	189	4	m.	m.	NOUN
easat-281	189	5	pritamani	pritamani	NOUN
easat-281	189	6	and	and	CCONJ
easat-281	189	7	v.	v.	ADP
easat-281	189	8	singal	singal	NOUN
easat-281	189	9	,	,	PUNCT
easat-281	189	10	"	"	PUNCT
easat-281	189	11	return	return	VERB
easat-281	189	12	predictability	predictability	NOUN
easat-281	189	13	following	follow	VERB
easat-281	189	14	large	large	ADJ
easat-281	189	15	price	price	NOUN
easat-281	189	16	changes	change	NOUN
easat-281	189	17	and	and	CCONJ
easat-281	189	18	information	information	NOUN
easat-281	189	19	releases	release	NOUN
easat-281	189	20	,	,	PUNCT
easat-281	189	21	"	"	PUNCT
easat-281	189	22	journal	journal	NOUN
easat-281	189	23	of	of	ADP
easat-281	189	24	banking	banking	NOUN
easat-281	189	25	&	&	CCONJ
easat-281	189	26	finance	finance	PROPN
easat-281	189	27	,	,	PUNCT
easat-281	189	28	vol	vol	NOUN
easat-281	189	29	.	.	PROPN
easat-281	190	1	25	25	NUM
easat-281	190	2	,	,	PUNCT
easat-281	190	3	no	no	INTJ
easat-281	190	4	.	.	NOUN
easat-281	190	5	4	4	NUM
easat-281	190	6	,	,	PUNCT
easat-281	190	7	pp	pp	ADJ
easat-281	190	8	.	.	PUNCT
easat-281	191	1	631	631	NUM
easat-281	191	2	-	-	PUNCT
easat-281	191	3	656	656	NUM
easat-281	191	4	,	,	PUNCT
easat-281	191	5	2001	2001	NUM
easat-281	191	6	.	.	PUNCT
easat-281	192	1	https://doi.org/10.1016/s0378-4266(00)00091-1	https://doi.org/10.1016/s0378-4266(00)00091-1	PROPN
easat-281	193	1	[	[	X
easat-281	193	2	13	13	NUM
easat-281	193	3	]	]	PUNCT
easat-281	193	4	w.	w.	PROPN
easat-281	193	5	s.	s.	PROPN
easat-281	193	6	chan	chan	PROPN
easat-281	193	7	,	,	PUNCT
easat-281	193	8	"	"	PUNCT
easat-281	193	9	stock	stock	NOUN
easat-281	193	10	price	price	NOUN
easat-281	193	11	reaction	reaction	NOUN
easat-281	193	12	to	to	ADP
easat-281	193	13	news	news	NOUN
easat-281	193	14	and	and	CCONJ
easat-281	193	15	no	no	DET
easat-281	193	16	-	-	PUNCT
easat-281	193	17	news	news	NOUN
easat-281	193	18	:	:	PUNCT
easat-281	193	19	drift	drift	NOUN
easat-281	193	20	and	and	CCONJ
easat-281	193	21	reversal	reversal	NOUN
easat-281	193	22	after	after	ADP
easat-281	193	23	headlines	headline	NOUN
easat-281	193	24	,	,	PUNCT
easat-281	193	25	"	"	PUNCT
easat-281	193	26	journal	journal	NOUN
easat-281	193	27	of	of	ADP
easat-281	193	28	financial	financial	ADJ
easat-281	193	29	economics	economic	NOUN
easat-281	193	30	,	,	PUNCT
easat-281	193	31	vol	vol	NOUN
easat-281	193	32	.	.	PROPN
easat-281	193	33	70	70	NUM
easat-281	193	34	,	,	PUNCT
easat-281	193	35	no	no	INTJ
easat-281	193	36	.	.	NOUN
easat-281	193	37	2	2	NUM
easat-281	193	38	,	,	PUNCT
easat-281	193	39	pp	pp	ADJ
easat-281	193	40	.	.	PUNCT
easat-281	193	41	223	223	NUM
easat-281	193	42	-	-	SYM
easat-281	193	43	260	260	NUM
easat-281	193	44	,	,	PUNCT
easat-281	193	45	2003	2003	NUM
easat-281	193	46	.	.	PUNCT
easat-281	194	1	https://doi.org/10.2139/ssrn.262452	https://doi.org/10.2139/ssrn.262452	NOUN
easat-281	195	1	[	[	X
easat-281	195	2	14	14	NUM
easat-281	195	3	]	]	X
easat-281	195	4	p.	p.	PROPN
easat-281	195	5	c.	c.	PROPN
easat-281	195	6	tetlock	tetlock	PROPN
easat-281	195	7	,	,	PUNCT
easat-281	195	8	"	"	PUNCT
easat-281	195	9	does	do	AUX
easat-281	195	10	public	public	ADJ
easat-281	195	11	financial	financial	ADJ
easat-281	195	12	news	news	NOUN
easat-281	195	13	resolve	resolve	VERB
easat-281	195	14	asymmetric	asymmetric	ADJ
easat-281	195	15	information	information	NOUN
easat-281	195	16	?	?	PUNCT
easat-281	195	17	,	,	PUNCT
easat-281	195	18	"	"	PUNCT
easat-281	195	19	the	the	DET
easat-281	195	20	review	review	NOUN
easat-281	195	21	of	of	ADP
easat-281	195	22	financial	financial	ADJ
easat-281	195	23	studies	study	NOUN
easat-281	195	24	,	,	PUNCT
easat-281	195	25	vol	vol	NOUN
easat-281	195	26	.	.	PROPN
easat-281	195	27	23	23	NUM
easat-281	195	28	,	,	PUNCT
easat-281	195	29	no	no	INTJ
easat-281	195	30	.	.	NOUN
easat-281	195	31	9	9	NUM
easat-281	195	32	,	,	PUNCT
easat-281	195	33	pp	pp	ADJ
easat-281	195	34	.	.	PUNCT
easat-281	196	1	3520	3520	NUM
easat-281	196	2	-	-	SYM
easat-281	196	3	3557	3557	NUM
easat-281	196	4	,	,	PUNCT
easat-281	196	5	2010	2010	NUM
easat-281	196	6	.	.	PUNCT
easat-281	197	1	https://doi.org/10.2139/ssrn.1303612	https://doi.org/10.2139/ssrn.1303612	NOUN
easat-281	198	1	[	[	X
easat-281	198	2	15	15	NUM
easat-281	198	3	]	]	X
easat-281	198	4	p.	p.	NOUN
easat-281	198	5	g.	g.	PROPN
easat-281	198	6	savor	savor	NOUN
easat-281	198	7	,	,	PUNCT
easat-281	198	8	"	"	PUNCT
easat-281	198	9	stock	stock	NOUN
easat-281	198	10	returns	return	NOUN
easat-281	198	11	after	after	ADP
easat-281	198	12	major	major	ADJ
easat-281	198	13	price	price	NOUN
easat-281	198	14	shocks	shock	NOUN
easat-281	198	15	:	:	PUNCT
easat-281	198	16	the	the	DET
easat-281	198	17	impact	impact	NOUN
easat-281	198	18	of	of	ADP
easat-281	198	19	information	information	NOUN
easat-281	198	20	,	,	PUNCT
easat-281	198	21	"	"	PUNCT
easat-281	198	22	journal	journal	NOUN
easat-281	198	23	of	of	ADP
easat-281	198	24	financial	financial	ADJ
easat-281	198	25	economics	economic	NOUN
easat-281	198	26	,	,	PUNCT
easat-281	198	27	vol	vol	NOUN
easat-281	198	28	.	.	PROPN
easat-281	198	29	106	106	NUM
easat-281	198	30	,	,	PUNCT
easat-281	198	31	no	no	INTJ
easat-281	198	32	.	.	NOUN
easat-281	198	33	3	3	NUM
easat-281	198	34	,	,	PUNCT
easat-281	198	35	pp	pp	ADJ
easat-281	198	36	.	.	PUNCT
easat-281	199	1	635	635	NUM
easat-281	199	2	-	-	SYM
easat-281	199	3	659	659	NUM
easat-281	199	4	,	,	PUNCT
easat-281	199	5	2012	2012	NUM
easat-281	199	6	.	.	PUNCT
easat-281	200	1	https://doi.org/10.2139/ssrn.1306233	https://doi.org/10.2139/ssrn.1306233	X
easat-281	201	1	[	[	X
easat-281	201	2	16	16	NUM
easat-281	201	3	]	]	X
easat-281	201	4	j.	j.	PROPN
easat-281	201	5	lakonishok	lakonishok	PROPN
easat-281	201	6	and	and	CCONJ
easat-281	201	7	s.	s.	PROPN
easat-281	201	8	smidt	smidt	PROPN
easat-281	201	9	,	,	PUNCT
easat-281	201	10	"	"	PUNCT
easat-281	201	11	are	be	AUX
easat-281	201	12	seasonal	seasonal	ADJ
easat-281	201	13	anomalies	anomaly	NOUN
easat-281	201	14	real	real	ADJ
easat-281	201	15	?	?	PUNCT
easat-281	202	1	a	a	DET
easat-281	202	2	ninety	ninety	NUM
easat-281	202	3	-year	-year	NOUN
easat-281	202	4	perspective	perspective	NOUN
easat-281	202	5	,	,	PUNCT
easat-281	202	6	"	"	PUNCT
easat-281	202	7	the	the	DET
easat-281	202	8	review	review	NOUN
easat-281	202	9	of	of	ADP
easat-281	202	10	financial	financial	ADJ
easat-281	202	11	studies	study	NOUN
easat-281	202	12	,	,	PUNCT
easat-281	202	13	vol	vol	NOUN
easat-281	202	14	.	.	PROPN
easat-281	202	15	1	1	NUM
easat-281	202	16	,	,	PUNCT
easat-281	202	17	no	no	INTJ
easat-281	202	18	.	.	NOUN
easat-281	202	19	4	4	NUM
easat-281	202	20	,	,	PUNCT
easat-281	202	21	pp	pp	ADJ
easat-281	202	22	.	.	PUNCT
easat-281	203	1	403	403	NUM
easat-281	203	2	-	-	SYM
easat-281	203	3	425	425	NUM
easat-281	203	4	,	,	PUNCT
easat-281	203	5	1988	1988	NUM
easat-281	203	6	.	.	PUNCT
easat-281	204	1	https://doi.org/10.1093/rfs/1.4.403	https://doi.org/10.1093/rfs/1.4.403	NOUN
easat-281	205	1	[	[	X
easat-281	205	2	17	17	NUM
easat-281	205	3	]	]	PUNCT
easat-281	205	4	c.-w	c.-w	PROPN
easat-281	205	5	.	.	PUNCT
easat-281	206	1	kim	kim	PROPN
easat-281	206	2	and	and	CCONJ
easat-281	206	3	j.	j.	PROPN
easat-281	206	4	park	park	PROPN
easat-281	206	5	,	,	PUNCT
easat-281	206	6	"	"	PUNCT
easat-281	206	7	holiday	holiday	NOUN
easat-281	206	8	effects	effect	NOUN
easat-281	206	9	and	and	CCONJ
easat-281	206	10	stock	stock	NOUN
easat-281	206	11	returns	return	NOUN
easat-281	206	12	:	:	PUNCT
easat-281	206	13	further	further	ADJ
easat-281	206	14	evidence	evidence	NOUN
easat-281	206	15	,	,	PUNCT
easat-281	206	16	"	"	PUNCT
easat-281	206	17	journal	journal	NOUN
easat-281	206	18	of	of	ADP
easat-281	206	19	financial	financial	ADJ
easat-281	206	20	and	and	CCONJ
easat-281	206	21	quantitative	quantitative	ADJ
easat-281	206	22	analysis	analysis	NOUN
easat-281	206	23	,	,	PUNCT
easat-281	206	24	vol	vol	NOUN
easat-281	206	25	.	.	PROPN
easat-281	206	26	29	29	NUM
easat-281	206	27	,	,	PUNCT
easat-281	206	28	no	no	INTJ
easat-281	206	29	.	.	NOUN
easat-281	206	30	1	1	NUM
easat-281	206	31	,	,	PUNCT
easat-281	206	32	pp	pp	ADJ
easat-281	206	33	.	.	PUNCT
easat-281	207	1	145	145	NUM
easat-281	207	2	-	-	SYM
easat-281	207	3	157	157	NUM
easat-281	207	4	,	,	PUNCT
easat-281	207	5	1994	1994	NUM
easat-281	207	6	.	.	PUNCT
easat-281	208	1	https://doi.org/10.2307/2331196	https://doi.org/10.2307/2331196	NOUN
easat-281	209	1	[	[	X
easat-281	209	2	18	18	NUM
easat-281	209	3	]	]	PUNCT
easat-281	209	4	p.	p.	PROPN
easat-281	209	5	brockman	brockman	PROPN
easat-281	209	6	and	and	CCONJ
easat-281	209	7	d.	d.	PROPN
easat-281	209	8	michayluk	michayluk	PROPN
easat-281	209	9	,	,	PUNCT
easat-281	209	10	"	"	PUNCT
easat-281	209	11	the	the	DET
easat-281	209	12	persistent	persistent	ADJ
easat-281	209	13	holiday	holiday	NOUN
easat-281	209	14	effect	effect	NOUN
easat-281	209	15	:	:	PUNCT
easat-281	209	16	additional	additional	ADJ
easat-281	209	17	evidence	evidence	NOUN
easat-281	209	18	,	,	PUNCT
easat-281	209	19	"	"	PUNCT
easat-281	209	20	applied	apply	VERB
easat-281	209	21	economics	economic	NOUN
easat-281	209	22	letters	letter	NOUN
easat-281	209	23	,	,	PUNCT
easat-281	209	24	vol	vol	NOUN
easat-281	209	25	.	.	PROPN
easat-281	209	26	5	5	NUM
easat-281	209	27	,	,	PUNCT
easat-281	209	28	no	no	INTJ
easat-281	209	29	.	.	NOUN
easat-281	209	30	4	4	NUM
easat-281	209	31	,	,	PUNCT
easat-281	209	32	pp	pp	ADJ
easat-281	209	33	.	.	PUNCT
easat-281	210	1	205	205	NUM
easat-281	210	2	-	-	SYM
easat-281	210	3	209	209	NUM
easat-281	210	4	,	,	PUNCT
easat-281	210	5	1998	1998	NUM
easat-281	210	6	.	.	PUNCT
easat-281	211	1	https://doi.org/10.1080/135048598354825	https://doi.org/10.1080/135048598354825	X
easat-281	212	1	[	[	X
easat-281	212	2	19	19	NUM
easat-281	212	3	]	]	PUNCT
easat-281	212	4	a.	a.	NOUN
easat-281	212	5	agrawal	agrawal	PROPN
easat-281	212	6	and	and	CCONJ
easat-281	212	7	k.	k.	PROPN
easat-281	212	8	tandon	tandon	PROPN
easat-281	212	9	,	,	PUNCT
easat-281	212	10	"	"	PUNCT
easat-281	212	11	anomalies	anomaly	NOUN
easat-281	212	12	or	or	CCONJ
easat-281	212	13	illusions	illusion	NOUN
easat-281	212	14	?	?	PUNCT
easat-281	213	1	evidence	evidence	NOUN
easat-281	213	2	from	from	ADP
easat-281	213	3	stock	stock	NOUN
easat-281	213	4	markets	market	NOUN
easat-281	213	5	in	in	ADP
easat-281	213	6	eighteen	eighteen	NUM
easat-281	213	7	countries	country	NOUN
easat-281	213	8	,	,	PUNCT
easat-281	213	9	"	"	PUNCT
easat-281	213	10	journal	journal	NOUN
easat-281	213	11	of	of	ADP
easat-281	213	12	international	international	ADJ
easat-281	213	13	money	money	NOUN
easat-281	213	14	and	and	CCONJ
easat-281	213	15	finance	finance	NOUN
easat-281	213	16	,	,	PUNCT
easat-281	213	17	vol	vol	NOUN
easat-281	213	18	.	.	PROPN
easat-281	213	19	13	13	NUM
easat-281	213	20	,	,	PUNCT
easat-281	213	21	no	no	INTJ
easat-281	213	22	.	.	NOUN
easat-281	213	23	1	1	NUM
easat-281	213	24	,	,	PUNCT
easat-281	213	25	pp	pp	ADJ
easat-281	213	26	.	.	PUNCT
easat-281	214	1	83	83	NUM
easat-281	214	2	-	-	SYM
easat-281	214	3	106	106	NUM
easat-281	214	4	,	,	PUNCT
easat-281	214	5	1994	1994	NUM
easat-281	214	6	.	.	PUNCT
easat-281	215	1	https://doi.org/10.1016/0261-5606(94)90026-4	https://doi.org/10.1016/0261-5606(94)90026-4	PROPN
easat-281	216	1	[	[	X
easat-281	216	2	20	20	NUM
easat-281	216	3	]	]	X
easat-281	216	4	g.	g.	PROPN
easat-281	216	5	j.	j.	PROPN
easat-281	216	6	marrett	marrett	PROPN
easat-281	216	7	and	and	CCONJ
easat-281	216	8	a.	a.	PROPN
easat-281	216	9	c.	c.	PROPN
easat-281	216	10	worthington	worthington	PROPN
easat-281	216	11	,	,	PUNCT
easat-281	216	12	"	"	PUNCT
easat-281	216	13	an	an	DET
easat-281	216	14	empirical	empirical	ADJ
easat-281	216	15	note	note	NOUN
easat-281	216	16	on	on	ADP
easat-281	216	17	the	the	DET
easat-281	216	18	holiday	holiday	NOUN
easat-281	216	19	effect	effect	NOUN
easat-281	216	20	in	in	ADP
easat-281	216	21	the	the	DET
easat-281	216	22	australian	australian	ADJ
easat-281	216	23	stock	stock	NOUN
easat-281	216	24	market	market	NOUN
easat-281	216	25	,	,	PUNCT
easat-281	216	26	1996	1996	NUM
easat-281	216	27	–	–	PUNCT
easat-281	216	28	2006	2006	NUM
easat-281	216	29	,	,	PUNCT
easat-281	216	30	"	"	PUNCT
easat-281	216	31	applied	apply	VERB
easat-281	216	32	economics	economic	NOUN
easat-281	216	33	letters	letter	NOUN
easat-281	216	34	,	,	PUNCT
easat-281	216	35	vol	vol	NOUN
easat-281	216	36	.	.	PROPN
easat-281	217	1	16	16	NUM
easat-281	217	2	,	,	PUNCT
easat-281	217	3	no	no	INTJ
easat-281	217	4	.	.	NOUN
easat-281	217	5	17	17	NUM
easat-281	217	6	,	,	PUNCT
easat-281	217	7	pp	pp	ADJ
easat-281	217	8	.	.	PUNCT
easat-281	218	1	1769	1769	NUM
easat-281	218	2	-	-	SYM
easat-281	218	3	1772	1772	NUM
easat-281	218	4	,	,	PUNCT
easat-281	218	5	2009	2009	NUM
easat-281	218	6	.	.	PUNCT
easat-281	219	1	https://doi.org/10.1080/13504850701675474	https://doi.org/10.1080/13504850701675474	X
easat-281	220	1	[	[	X
easat-281	220	2	21	21	NUM
easat-281	220	3	]	]	X
easat-281	220	4	j.	j.	PROPN
easat-281	220	5	bley	bley	PROPN
easat-281	220	6	and	and	CCONJ
easat-281	220	7	m.	m.	PROPN
easat-281	220	8	saad	saad	PROPN
easat-281	220	9	,	,	PUNCT
easat-281	220	10	"	"	PUNCT
easat-281	220	11	cross	cross	ADJ
easat-281	220	12	-	-	ADJ
easat-281	220	13	cultural	cultural	ADJ
easat-281	220	14	differences	difference	NOUN
easat-281	220	15	in	in	ADP
easat-281	220	16	seasonality	seasonality	NOUN
easat-281	220	17	,	,	PUNCT
easat-281	220	18	"	"	PUNCT
easat-281	220	19	international	international	ADJ
easat-281	220	20	review	review	NOUN
easat-281	220	21	of	of	ADP
easat-281	220	22	financial	financial	ADJ
easat-281	220	23	analysis	analysis	NOUN
easat-281	220	24	,	,	PUNCT
easat-281	220	25	vol	vol	NOUN
easat-281	220	26	.	.	PROPN
easat-281	220	27	19	19	NUM
easat-281	220	28	,	,	PUNCT
easat-281	220	29	no	no	INTJ
easat-281	220	30	.	.	NOUN
easat-281	220	31	4	4	NUM
easat-281	220	32	,	,	PUNCT
easat-281	220	33	pp	pp	ADJ
easat-281	220	34	.	.	PUNCT
easat-281	221	1	306	306	NUM
easat-281	221	2	-	-	SYM
easat-281	221	3	312	312	NUM
easat-281	221	4	,	,	PUNCT
easat-281	221	5	2010	2010	NUM
easat-281	221	6	.	.	PUNCT
easat-281	222	1	https://doi.org/10.1016/j.irfa.2010.08.004	https://doi.org/10.1016/j.irfa.2010.08.004	VERB
easat-281	223	1	[	[	X
easat-281	223	2	22	22	NUM
easat-281	223	3	]	]	X
easat-281	223	4	o.	o.	PROPN
easat-281	223	5	dodd	dodd	PROPN
easat-281	223	6	and	and	CCONJ
easat-281	223	7	a.	a.	NOUN
easat-281	223	8	gakhovich	gakhovich	PROPN
easat-281	223	9	,	,	PUNCT
easat-281	223	10	"	"	PUNCT
easat-281	223	11	the	the	DET
easat-281	223	12	holiday	holiday	NOUN
easat-281	223	13	effect	effect	NOUN
easat-281	223	14	in	in	ADP
easat-281	223	15	central	central	ADJ
easat-281	223	16	and	and	CCONJ
easat-281	223	17	eastern	eastern	ADJ
easat-281	223	18	european	european	ADJ
easat-281	223	19	financial	financial	ADJ
easat-281	223	20	markets	market	NOUN
easat-281	223	21	,	,	PUNCT
easat-281	223	22	"	"	PUNCT
easat-281	223	23	investment	investment	NOUN
easat-281	223	24	management	management	NOUN
easat-281	223	25	and	and	CCONJ
easat-281	223	26	financial	financial	ADJ
easat-281	223	27	innovations	innovation	NOUN
easat-281	223	28	,	,	PUNCT
easat-281	223	29	vol	vol	NOUN
easat-281	223	30	.	.	PROPN
easat-281	223	31	8	8	NUM
easat-281	223	32	,	,	PUNCT
easat-281	223	33	no	no	INTJ
easat-281	223	34	.	.	NOUN
easat-281	223	35	4	4	NUM
easat-281	223	36	,	,	PUNCT
easat-281	223	37	pp	pp	ADJ
easat-281	223	38	.	.	PUNCT
easat-281	223	39	29	29	NUM
easat-281	223	40	-	-	SYM
easat-281	223	41	35	35	NUM
easat-281	223	42	,	,	PUNCT
easat-281	223	43	2011	2011	NUM
easat-281	223	44	.	.	PUNCT
easat-281	224	1	https://doi.org/10.18778/8088-331-4.04	https://doi.org/10.18778/8088-331-4.04	NOUN
easat-281	225	1	[	[	X
easat-281	225	2	23	23	NUM
easat-281	225	3	]	]	PUNCT
easat-281	225	4	r.	r.	PROPN
easat-281	225	5	c.	c.	PROPN
easat-281	225	6	vergin	vergin	PROPN
easat-281	225	7	and	and	CCONJ
easat-281	225	8	j.	j.	PROPN
easat-281	225	9	mcginnis	mcginnis	PROPN
easat-281	225	10	,	,	PUNCT
easat-281	225	11	"	"	PUNCT
easat-281	225	12	revisiting	revisit	VERB
easat-281	225	13	the	the	DET
easat-281	225	14	holiday	holiday	NOUN
easat-281	225	15	effect	effect	NOUN
easat-281	225	16	:	:	PUNCT
easat-281	225	17	is	be	AUX
easat-281	225	18	it	it	PRON
easat-281	225	19	on	on	ADP
easat-281	225	20	holiday	holiday	NOUN
easat-281	225	21	?	?	PUNCT
easat-281	225	22	,	,	PUNCT
easat-281	225	23	"	"	PUNCT
easat-281	225	24	applied	apply	VERB
easat-281	225	25	financial	financial	ADJ
easat-281	225	26	economics	economic	NOUN
easat-281	225	27	,	,	PUNCT
easat-281	225	28	vol	vol	NOUN
easat-281	225	29	.	.	PROPN
easat-281	226	1	9	9	NUM
easat-281	226	2	,	,	PUNCT
easat-281	226	3	no	no	INTJ
easat-281	226	4	.	.	NOUN
easat-281	226	5	5	5	NUM
easat-281	226	6	,	,	PUNCT
easat-281	226	7	pp	pp	ADJ
easat-281	226	8	.	.	PUNCT
easat-281	227	1	477	477	NUM
easat-281	227	2	-	-	SYM
easat-281	227	3	482	482	NUM
easat-281	227	4	,	,	PUNCT
easat-281	227	5	1999	1999	NUM
easat-281	227	6	.	.	PUNCT
easat-281	228	1	https://doi.org/10.1080/096031099332131	https://doi.org/10.1080/096031099332131	PUNCT
easat-281	229	1	[	[	X
easat-281	229	2	24	24	NUM
easat-281	229	3	]	]	PUNCT
easat-281	229	4	l.	l.	NOUN
easat-281	229	5	frieder	frieder	PROPN
easat-281	229	6	and	and	CCONJ
easat-281	229	7	a.	a.	NOUN
easat-281	229	8	subrahmanyam	subrahmanyam	NOUN
easat-281	229	9	,	,	PUNCT
easat-281	229	10	"	"	PUNCT
easat-281	229	11	nonsecular	nonsecular	ADJ
easat-281	229	12	regularities	regularity	NOUN
easat-281	229	13	in	in	ADP
easat-281	229	14	returns	return	NOUN
easat-281	229	15	and	and	CCONJ
easat-281	229	16	volume	volume	NOUN
easat-281	229	17	,	,	PUNCT
easat-281	229	18	"	"	PUNCT
easat-281	229	19	financial	financial	ADJ
easat-281	229	20	analysts	analyst	NOUN
easat-281	229	21	journal	journal	NOUN
easat-281	229	22	,	,	PUNCT
easat-281	229	23	vol	vol	NOUN
easat-281	229	24	.	.	PROPN
easat-281	229	25	60	60	NUM
easat-281	229	26	,	,	PUNCT
easat-281	229	27	no	no	INTJ
easat-281	229	28	.	.	NOUN
easat-281	229	29	4	4	NUM
easat-281	229	30	,	,	PUNCT
easat-281	229	31	pp	pp	ADJ
easat-281	229	32	.	.	PUNCT
easat-281	230	1	29	29	NUM
easat-281	230	2	-	-	SYM
easat-281	230	3	34	34	NUM
easat-281	230	4	,	,	PUNCT
easat-281	230	5	2004	2004	NUM
easat-281	230	6	.	.	PUNCT
easat-281	231	1	https://doi.org/10.2469/faj.v60.n4.2634	https://doi.org/10.2469/faj.v60.n4.2634	PROPN
easat-281	232	1	[	[	X
easat-281	232	2	25	25	NUM
easat-281	232	3	]	]	PUNCT
easat-281	232	4	k.	k.	PROPN
easat-281	232	5	bergsma	bergsma	PROPN
easat-281	232	6	and	and	CCONJ
easat-281	232	7	d.	d.	PROPN
easat-281	232	8	jiang	jiang	PROPN
easat-281	232	9	,	,	PUNCT
easat-281	232	10	"	"	PUNCT
easat-281	232	11	cultural	cultural	ADJ
easat-281	232	12	new	new	ADJ
easat-281	232	13	year	year	NOUN
easat-281	232	14	holidays	holiday	NOUN
easat-281	232	15	and	and	CCONJ
easat-281	232	16	stock	stock	NOUN
easat-281	232	17	returns	return	NOUN
easat-281	232	18	around	around	ADP
easat-281	232	19	the	the	DET
easat-281	232	20	world	world	NOUN
easat-281	232	21	,	,	PUNCT
easat-281	232	22	"	"	PUNCT
easat-281	232	23	financial	financial	ADJ
easat-281	232	24	management	management	NOUN
easat-281	232	25	,	,	PUNCT
easat-281	232	26	vol	vol	NOUN
easat-281	232	27	.	.	PROPN
easat-281	233	1	45	45	NUM
easat-281	233	2	,	,	PUNCT
easat-281	233	3	no	no	INTJ
easat-281	233	4	.	.	NOUN
easat-281	233	5	1	1	NUM
easat-281	233	6	,	,	PUNCT
easat-281	233	7	pp	pp	ADJ
easat-281	233	8	.	.	PUNCT
easat-281	234	1	3	3	NUM
easat-281	234	2	-	-	SYM
easat-281	234	3	35	35	NUM
easat-281	234	4	,	,	PUNCT
easat-281	234	5	2016	2016	NUM
easat-281	234	6	.	.	PUNCT
easat-281	235	1	https://doi.org/10.1111/fima.12094	https://doi.org/10.1111/fima.12094	PUNCT
easat-281	236	1	[	[	X
easat-281	236	2	26	26	NUM
easat-281	236	3	]	]	X
easat-281	236	4	b.	b.	PROPN
easat-281	236	5	nhuong	nhuong	PROPN
easat-281	236	6	,	,	PUNCT
easat-281	236	7	p.	p.	PROPN
easat-281	236	8	khanh	khanh	PROPN
easat-281	236	9	,	,	PUNCT
easat-281	236	10	and	and	CCONJ
easat-281	236	11	p.	p.	PROPN
easat-281	236	12	dat	dat	PROPN
easat-281	236	13	,	,	PUNCT
easat-281	236	14	"	"	PUNCT
easat-281	236	15	calendar	calendar	NOUN
easat-281	236	16	effects	effect	NOUN
easat-281	236	17	:	:	PUNCT
easat-281	236	18	empirical	empirical	ADJ
easat-281	236	19	evidence	evidence	NOUN
easat-281	236	20	from	from	ADP
easat-281	236	21	the	the	DET
easat-281	236	22	vietnam	vietnam	PROPN
easat-281	236	23	stock	stock	NOUN
easat-281	236	24	markets	market	NOUN
easat-281	236	25	,	,	PUNCT
easat-281	236	26	"	"	PUNCT
easat-281	236	27	international	international	ADJ
easat-281	236	28	journal	journal	NOUN
easat-281	236	29	of	of	ADP
easat-281	236	30	advances	advance	NOUN
easat-281	236	31	in	in	ADP
easat-281	236	32	applied	apply	VERB
easat-281	236	33	sciences	science	NOUN
easat-281	236	34	,	,	PUNCT
easat-281	236	35	vol	vol	NOUN
easat-281	236	36	.	.	PROPN
easat-281	236	37	7	7	NUM
easat-281	236	38	,	,	PUNCT
easat-281	236	39	pp	pp	ADJ
easat-281	236	40	.	.	PUNCT
easat-281	237	1	48	48	NUM
easat-281	237	2	-	-	SYM
easat-281	237	3	55	55	NUM
easat-281	237	4	,	,	PUNCT
easat-281	237	5	2020	2020	NUM
easat-281	237	6	.	.	PUNCT
easat-281	238	1	[	[	X
easat-281	238	2	27	27	NUM
easat-281	238	3	]	]	PUNCT
easat-281	238	4	m.	m.	NOUN
easat-281	238	5	j.	j.	PROPN
easat-281	238	6	fields	fields	PROPN
easat-281	238	7	,	,	PUNCT
easat-281	238	8	"	"	PUNCT
easat-281	238	9	security	security	NOUN
easat-281	238	10	prices	price	NOUN
easat-281	238	11	and	and	CCONJ
easat-281	238	12	stock	stock	NOUN
easat-281	238	13	exchange	exchange	NOUN
easat-281	238	14	holidays	holiday	NOUN
easat-281	238	15	in	in	ADP
easat-281	238	16	relation	relation	NOUN
easat-281	238	17	to	to	ADP
easat-281	238	18	short	short	ADJ
easat-281	238	19	selling	selling	NOUN
easat-281	238	20	,	,	PUNCT
easat-281	238	21	"	"	PUNCT
easat-281	238	22	the	the	DET
easat-281	238	23	journal	journal	NOUN
easat-281	238	24	of	of	ADP
easat-281	238	25	business	business	NOUN
easat-281	238	26	of	of	ADP
easat-281	238	27	the	the	DET
easat-281	238	28	university	university	PROPN
easat-281	238	29	of	of	ADP
easat-281	238	30	chicago	chicago	PROPN
easat-281	238	31	,	,	PUNCT
easat-281	238	32	vol	vol	NOUN
easat-281	238	33	.	.	PROPN
easat-281	238	34	7	7	NUM
easat-281	238	35	,	,	PUNCT
easat-281	238	36	no	no	INTJ
easat-281	238	37	.	.	NOUN
easat-281	238	38	4	4	NUM
easat-281	238	39	,	,	PUNCT
easat-281	238	40	pp	pp	ADJ
easat-281	238	41	.	.	PUNCT
easat-281	239	1	328	328	NUM
easat-281	239	2	-	-	SYM
easat-281	239	3	338	338	NUM
easat-281	239	4	,	,	PUNCT
easat-281	239	5	1934	1934	NUM
easat-281	239	6	.	.	PUNCT
easat-281	240	1	[	[	X
easat-281	240	2	28	28	NUM
easat-281	240	3	]	]	X
easat-281	240	4	r.	r.	PROPN
easat-281	240	5	ariel	ariel	PROPN
easat-281	240	6	,	,	PUNCT
easat-281	240	7	"	"	PUNCT
easat-281	240	8	high	high	ADJ
easat-281	240	9	stock	stock	NOUN
easat-281	240	10	returns	return	NOUN
easat-281	240	11	before	before	ADP
easat-281	240	12	holidays	holiday	NOUN
easat-281	240	13	:	:	PUNCT
easat-281	240	14	existence	existence	NOUN
easat-281	240	15	and	and	CCONJ
easat-281	240	16	evidence	evidence	NOUN
easat-281	240	17	on	on	ADP
easat-281	240	18	possible	possible	ADJ
easat-281	240	19	causes	cause	NOUN
easat-281	240	20	,	,	PUNCT
easat-281	240	21	"	"	PUNCT
easat-281	240	22	journal	journal	NOUN
easat-281	240	23	finance	finance	NOUN
easat-281	240	24	,	,	PUNCT
easat-281	240	25	vol	vol	NOUN
easat-281	240	26	.	.	PROPN
easat-281	240	27	45	45	NUM
easat-281	240	28	,	,	PUNCT
easat-281	240	29	pp	pp	ADJ
easat-281	240	30	.	.	PUNCT
easat-281	241	1	16111626	16111626	NUM
easat-281	241	2	,	,	PUNCT
easat-281	241	3	1990	1990	NUM
easat-281	241	4	.	.	PUNCT
easat-281	242	1	https://doi.org/10.1111/j.1540-6261.1990.tb03731.x	https://doi.org/10.1111/j.1540-6261.1990.tb03731.x	NOUN
easat-281	243	1	[	[	X
easat-281	243	2	29	29	NUM
easat-281	243	3	]	]	X
easat-281	243	4	c.	c.	PROPN
easat-281	243	5	b.	b.	PROPN
easat-281	243	6	cadsby	cadsby	PROPN
easat-281	243	7	and	and	CCONJ
easat-281	243	8	m.	m.	NOUN
easat-281	243	9	ratner	ratner	PROPN
easat-281	243	10	,	,	PUNCT
easat-281	243	11	"	"	PUNCT
easat-281	243	12	turn	turn	VERB
easat-281	243	13	-	-	PUNCT
easat-281	243	14	of	of	ADP
easat-281	243	15	-	-	PUNCT
easat-281	243	16	month	month	NOUN
easat-281	243	17	and	and	CCONJ
easat-281	243	18	pre	pre	ADJ
easat-281	243	19	-	-	ADJ
easat-281	243	20	holiday	holiday	ADJ
easat-281	243	21	effects	effect	NOUN
easat-281	243	22	on	on	ADP
easat-281	243	23	stock	stock	NOUN
easat-281	243	24	returns	return	NOUN
easat-281	243	25	:	:	PUNCT
easat-281	243	26	some	some	DET
easat-281	243	27	international	international	ADJ
easat-281	243	28	evidence	evidence	NOUN
easat-281	243	29	,	,	PUNCT
easat-281	243	30	"	"	PUNCT
easat-281	243	31	journal	journal	NOUN
easat-281	243	32	of	of	ADP
easat-281	243	33	banking	banking	NOUN
easat-281	243	34	&	&	CCONJ
easat-281	243	35	finance	finance	PROPN
easat-281	243	36	,	,	PUNCT
easat-281	243	37	vol	vol	NOUN
easat-281	243	38	.	.	PROPN
easat-281	243	39	16	16	NUM
easat-281	243	40	,	,	PUNCT
easat-281	243	41	no	no	INTJ
easat-281	243	42	.	.	NOUN
easat-281	243	43	3	3	NUM
easat-281	243	44	,	,	PUNCT
easat-281	243	45	pp	pp	ADJ
easat-281	243	46	.	.	PUNCT
easat-281	243	47	497	497	NUM
easat-281	243	48	-	-	SYM
easat-281	243	49	509	509	NUM
easat-281	243	50	,	,	PUNCT
easat-281	243	51	1992	1992	NUM
easat-281	243	52	.	.	PUNCT
easat-281	244	1	https://doi.org/10.1016/0378-4266(92)90041-w	https://doi.org/10.1016/0378-4266(92)90041-w	NOUN
easat-281	244	2	[	[	X
easat-281	244	3	30	30	NUM
easat-281	244	4	]	]	X
easat-281	244	5	r.	r.	PROPN
easat-281	244	6	bildik	bildik	PROPN
easat-281	244	7	and	and	CCONJ
easat-281	244	8	s.	s.	PROPN
easat-281	244	9	elekdag	elekdag	PROPN
easat-281	244	10	,	,	PUNCT
easat-281	244	11	"	"	PUNCT
easat-281	244	12	effects	effect	NOUN
easat-281	244	13	of	of	ADP
easat-281	244	14	price	price	NOUN
easat-281	244	15	limits	limit	NOUN
easat-281	244	16	on	on	ADP
easat-281	244	17	volatility	volatility	NOUN
easat-281	244	18	:	:	PUNCT
easat-281	244	19	evidence	evidence	NOUN
easat-281	244	20	from	from	ADP
easat-281	244	21	the	the	DET
easat-281	244	22	istanbul	istanbul	PROPN
easat-281	244	23	stock	stock	PROPN
easat-281	244	24	exchange	exchange	PROPN
easat-281	244	25	,	,	PUNCT
easat-281	244	26	"	"	PUNCT
easat-281	244	27	emerging	emerge	VERB
easat-281	244	28	markets	market	NOUN
easat-281	244	29	finance	finance	NOUN
easat-281	244	30	and	and	CCONJ
easat-281	244	31	trade	trade	NOUN
easat-281	244	32	,	,	PUNCT
easat-281	244	33	vol	vol	NOUN
easat-281	244	34	.	.	PROPN
easat-281	244	35	40	40	NUM
easat-281	244	36	,	,	PUNCT
easat-281	244	37	no	no	INTJ
easat-281	244	38	.	.	NOUN
easat-281	244	39	1	1	NUM
easat-281	244	40	,	,	PUNCT
easat-281	244	41	pp	pp	ADJ
easat-281	244	42	.	.	PUNCT
easat-281	245	1	5	5	NUM
easat-281	245	2	-	-	SYM
easat-281	245	3	34	34	NUM
easat-281	245	4	,	,	PUNCT
easat-281	245	5	2004	2004	NUM
easat-281	245	6	.	.	PUNCT
easat-281	246	1	https://doi.org/10.2139/ssrn.302363	https://doi.org/10.2139/ssrn.302363	PUNCT
easat-281	247	1	[	[	X
easat-281	247	2	31	31	NUM
easat-281	247	3	]	]	PUNCT
easat-281	247	4	p.	p.	PROPN
easat-281	247	5	l.	l.	PROPN
easat-281	247	6	wong	wong	PROPN
easat-281	247	7	,	,	PUNCT
easat-281	247	8	s.	s.	PROPN
easat-281	247	9	neoh	neoh	PROPN
easat-281	247	10	,	,	PUNCT
easat-281	247	11	k.	k.	PROPN
easat-281	247	12	lee	lee	PROPN
easat-281	247	13	,	,	PUNCT
easat-281	247	14	and	and	CCONJ
easat-281	247	15	t.	t.	PROPN
easat-281	247	16	thong	thong	PROPN
easat-281	247	17	,	,	PUNCT
easat-281	247	18	"	"	PUNCT
easat-281	247	19	seasonality	seasonality	NOUN
easat-281	247	20	in	in	ADP
easat-281	247	21	the	the	DET
easat-281	247	22	malaysian	malaysian	ADJ
easat-281	247	23	stock	stock	NOUN
easat-281	247	24	market	market	NOUN
easat-281	247	25	,	,	PUNCT
easat-281	247	26	"	"	PUNCT
easat-281	247	27	asia	asia	PROPN
easat-281	247	28	pacific	pacific	PROPN
easat-281	247	29	journal	journal	PROPN
easat-281	247	30	of	of	ADP
easat-281	247	31	management	management	NOUN
easat-281	247	32	,	,	PUNCT
easat-281	247	33	vol	vol	NOUN
easat-281	247	34	.	.	PROPN
easat-281	247	35	7	7	NUM
easat-281	247	36	,	,	PUNCT
easat-281	247	37	pp	pp	ADJ
easat-281	247	38	.	.	PUNCT
easat-281	248	1	43	43	NUM
easat-281	248	2	-	-	SYM
easat-281	248	3	62	62	NUM
easat-281	248	4	,	,	PUNCT
easat-281	248	5	1990	1990	NUM
easat-281	248	6	.	.	PUNCT
easat-281	249	1	https://doi.org/10.1002/9781119198529.ch1	https://doi.org/10.1002/9781119198529.ch1	PROPN
easat-281	250	1	[	[	X
easat-281	250	2	32	32	NUM
easat-281	250	3	]	]	PUNCT
easat-281	250	4	w.	w.	PROPN
easat-281	250	5	h.	h.	PROPN
easat-281	250	6	tong	tong	PROPN
easat-281	250	7	,	,	PUNCT
easat-281	250	8	"	"	PUNCT
easat-281	250	9	an	an	DET
easat-281	250	10	analysis	analysis	NOUN
easat-281	250	11	of	of	ADP
easat-281	250	12	the	the	DET
easat-281	250	13	january	january	PROPN
easat-281	250	14	effect	effect	NOUN
easat-281	250	15	of	of	ADP
easat-281	250	16	united	united	PROPN
easat-281	250	17	states	states	PROPN
easat-281	250	18	,	,	PUNCT
easat-281	250	19	taiwan	taiwan	PROPN
easat-281	250	20	and	and	CCONJ
easat-281	250	21	south	south	ADJ
easat-281	250	22	korean	korean	ADJ
easat-281	250	23	stock	stock	NOUN
easat-281	250	24	returns	return	NOUN
easat-281	250	25	,	,	PUNCT
easat-281	250	26	"	"	PUNCT
easat-281	250	27	asia	asia	PROPN
easat-281	250	28	pacific	pacific	PROPN
easat-281	250	29	journal	journal	PROPN
easat-281	250	30	of	of	ADP
easat-281	250	31	management	management	NOUN
easat-281	250	32	,	,	PUNCT
easat-281	250	33	vol	vol	NOUN
easat-281	250	34	.	.	PROPN
easat-281	250	35	9	9	NUM
easat-281	250	36	,	,	PUNCT
easat-281	250	37	pp	pp	ADJ
easat-281	250	38	.	.	PUNCT
easat-281	250	39	189	189	NUM
easat-281	250	40	-	-	SYM
easat-281	250	41	207	207	NUM
easat-281	250	42	,	,	PUNCT
easat-281	250	43	1992	1992	NUM
easat-281	250	44	.	.	PUNCT
easat-281	251	1	https://doi.org/10.1007/bf01732896	https://doi.org/10.1007/bf01732896	PUNCT
easat-281	252	1	[	[	X
easat-281	252	2	33	33	NUM
easat-281	252	3	]	]	PUNCT
easat-281	252	4	h.	h.	PROPN
easat-281	252	5	yen	yen	PROPN
easat-281	252	6	and	and	CCONJ
easat-281	252	7	a.	a.	NOUN
easat-281	252	8	shyy	shyy	NOUN
easat-281	252	9	,	,	PUNCT
easat-281	252	10	"	"	PUNCT
easat-281	252	11	chinese	chinese	ADJ
easat-281	252	12	new	new	ADJ
easat-281	252	13	year	year	NOUN
easat-281	252	14	effect	effect	NOUN
easat-281	252	15	in	in	ADP
easat-281	252	16	asian	asian	ADJ
easat-281	252	17	stock	stock	NOUN
easat-281	252	18	markets	market	NOUN
easat-281	252	19	,	,	PUNCT
easat-281	252	20	"	"	PUNCT
easat-281	252	21	taiwan	taiwan	PROPN
easat-281	252	22	national	national	PROPN
easat-281	252	23	university	university	PROPN
easat-281	252	24	management	management	NOUN
easat-281	252	25	journal	journal	NOUN
easat-281	252	26	,	,	PUNCT
easat-281	252	27	vol	vol	NOUN
easat-281	252	28	.	.	PROPN
easat-281	252	29	4	4	NUM
easat-281	252	30	,	,	PUNCT
easat-281	252	31	pp	pp	ADJ
easat-281	252	32	.	.	PUNCT
easat-281	253	1	417	417	NUM
easat-281	253	2	-	-	SYM
easat-281	253	3	436	436	NUM
easat-281	253	4	,	,	PUNCT
easat-281	253	5	1993	1993	NUM
easat-281	253	6	.	.	PUNCT
easat-281	254	1	[	[	X
easat-281	254	2	34	34	NUM
easat-281	254	3	]	]	PUNCT
easat-281	254	4	m.	m.	PROPN
easat-281	254	5	l.	l.	PROPN
easat-281	254	6	chan	chan	PROPN
easat-281	254	7	,	,	PUNCT
easat-281	254	8	a.	a.	NOUN
easat-281	254	9	khanthavit	khanthavit	PROPN
easat-281	254	10	,	,	PUNCT
easat-281	254	11	and	and	CCONJ
easat-281	254	12	h.	h.	PROPN
easat-281	254	13	thomas	thomas	PROPN
easat-281	254	14	,	,	PUNCT
easat-281	254	15	"	"	PUNCT
easat-281	254	16	seasonality	seasonality	NOUN
easat-281	254	17	and	and	CCONJ
easat-281	254	18	cultural	cultural	ADJ
easat-281	254	19	influences	influence	NOUN
easat-281	254	20	on	on	ADP
easat-281	254	21	four	four	NUM
easat-281	254	22	asian	asian	ADJ
easat-281	254	23	stock	stock	NOUN
easat-281	254	24	markets	market	NOUN
easat-281	254	25	,	,	PUNCT
easat-281	254	26	"	"	PUNCT
easat-281	254	27	asia	asia	PROPN
easat-281	254	28	pacific	pacific	PROPN
easat-281	254	29	journal	journal	PROPN
easat-281	254	30	of	of	ADP
easat-281	254	31	management	management	NOUN
easat-281	254	32	,	,	PUNCT
easat-281	254	33	vol	vol	NOUN
easat-281	254	34	.	.	PROPN
easat-281	254	35	13	13	NUM
easat-281	254	36	,	,	PUNCT
easat-281	254	37	pp	pp	ADJ
easat-281	254	38	.	.	PUNCT
easat-281	255	1	1	1	NUM
easat-281	255	2	-	-	SYM
easat-281	255	3	24	24	NUM
easat-281	255	4	,	,	PUNCT
easat-281	255	5	1996	1996	NUM
easat-281	255	6	.	.	PUNCT
easat-281	256	1	https://doi.org/10.1007/bf01733814	https://doi.org/10.1007/bf01733814	X
easat-281	257	1	[	[	X
easat-281	257	2	35	35	NUM
easat-281	257	3	]	]	X
easat-281	257	4	d.	d.	PROPN
easat-281	257	5	b.	b.	PROPN
easat-281	257	6	nelson	nelson	PROPN
easat-281	257	7	,	,	PUNCT
easat-281	257	8	"	"	PUNCT
easat-281	257	9	conditional	conditional	ADJ
easat-281	257	10	heteroskedasticity	heteroskedasticity	NOUN
easat-281	257	11	in	in	ADP
easat-281	257	12	asset	asset	NOUN
easat-281	257	13	returns	return	NOUN
easat-281	257	14	:	:	PUNCT
easat-281	257	15	a	a	DET
easat-281	257	16	new	new	ADJ
easat-281	257	17	approach	approach	NOUN
easat-281	257	18	,	,	PUNCT
easat-281	257	19	"	"	PUNCT
easat-281	257	20	econometrica	econometrica	PROPN
easat-281	257	21	:	:	PUNCT
easat-281	257	22	journal	journal	NOUN
easat-281	257	23	of	of	ADP
easat-281	257	24	the	the	DET
easat-281	257	25	econometric	econometric	ADJ
easat-281	257	26	society	society	NOUN
easat-281	257	27	,	,	PUNCT
easat-281	257	28	pp	pp	ADP
easat-281	257	29	.	.	PUNCT
easat-281	258	1	347	347	NUM
easat-281	258	2	-	-	SYM
easat-281	258	3	370	370	NUM
easat-281	258	4	,	,	PUNCT
easat-281	258	5	1991	1991	NUM
easat-281	258	6	.	.	PUNCT
easat-281	259	1	https://doi.org/10.2307/2938260	https://doi.org/10.2307/2938260	PRON
easat-281	260	1	[	[	X
easat-281	260	2	36	36	NUM
easat-281	260	3	]	]	PUNCT
easat-281	260	4	t.	t.	PROPN
easat-281	260	5	c.	c.	PROPN
easat-281	260	6	mills	mills	PROPN
easat-281	260	7	and	and	CCONJ
easat-281	260	8	j.	j.	PROPN
easat-281	260	9	andrew	andrew	PROPN
easat-281	260	10	coutts	coutts	PROPN
easat-281	260	11	,	,	PUNCT
easat-281	260	12	"	"	PUNCT
easat-281	260	13	calendar	calendar	NOUN
easat-281	260	14	effects	effect	NOUN
easat-281	260	15	in	in	ADP
easat-281	260	16	the	the	DET
easat-281	260	17	london	london	PROPN
easat-281	260	18	stock	stock	NOUN
easat-281	260	19	exchange	exchange	PROPN
easat-281	260	20	ft	ft	PROPN
easat-281	260	21	–	–	PUNCT
easat-281	260	22	se	se	PROPN
easat-281	260	23	indices	index	NOUN
easat-281	260	24	,	,	PUNCT
easat-281	260	25	"	"	PUNCT
easat-281	260	26	the	the	DET
easat-281	260	27	european	european	PROPN
easat-281	260	28	journal	journal	PROPN
easat-281	260	29	of	of	ADP
easat-281	260	30	finance	finance	NOUN
easat-281	260	31	,	,	PUNCT
easat-281	260	32	vol	vol	NOUN
easat-281	260	33	.	.	PROPN
easat-281	260	34	1	1	NUM
easat-281	260	35	,	,	PUNCT
easat-281	260	36	no	no	INTJ
easat-281	260	37	.	.	NOUN
easat-281	260	38	1	1	NUM
easat-281	260	39	,	,	PUNCT
easat-281	260	40	pp	pp	ADJ
easat-281	260	41	.	.	PUNCT
easat-281	260	42	79	79	NUM
easat-281	260	43	-	-	SYM
easat-281	260	44	93	93	NUM
easat-281	260	45	,	,	PUNCT
easat-281	260	46	1995	1995	NUM
easat-281	260	47	.	.	PUNCT
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easat-281	264	5	https://doi.org/10.1007/bf01732896	https://doi.org/10.1007/bf01732896	NOUN
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