id	sid	eid	entity	type
framr-1725	1	1	1	CARDINAL
framr-1725	1	2	2018	DATE
framr-1725	3	1	japan	GPE
framr-1725	3	2	uk	GPE
framr-1725	3	3	n. obodoechi1	ORG
framr-1725	3	4	anthony orji2	PERSON
framr-1725	3	5	i. anthony-orji3	PERSON
framr-1725	3	6	university of nigeria	ORG
framr-1725	3	7	nsukka	GPE
framr-1725	3	8	nigeria	GPE
framr-1725	3	9	17	CARDINAL
framr-1725	3	10	22	CARDINAL
framr-1725	3	11	october 2018	DATE
framr-1725	3	12	27 november 2018	DATE
framr-1725	3	13	20 december 2018	DATE
framr-1725	4	1	jel	ORG
framr-1725	5	1	three	CARDINAL
framr-1725	5	2	weekly	DATE
framr-1725	5	3	three	CARDINAL
framr-1725	5	4	100	CARDINAL
framr-1725	5	5	225	CARDINAL
framr-1725	6	1	twenty year	DATE
framr-1725	8	1	mae	PERSON
framr-1725	8	2	mape	ORG
framr-1725	9	1	first	ORDINAL
framr-1725	9	2	japan	GPE
framr-1725	9	3	uk	GPE
framr-1725	9	4	us	GPE
framr-1725	10	1	1	CARDINAL
framr-1725	10	2	the past three decades	DATE
framr-1725	10	3	al.	GPE
framr-1725	10	4	2011	DATE
framr-1725	10	5	al.	GPE
framr-1725	10	6	2013	DATE
framr-1725	10	7	2016	DATE
framr-1725	10	8	cipollini et al.	PERSON
framr-1725	10	9	2017	CARDINAL
framr-1725	10	10	2018	DATE
framr-1725	12	1	four	CARDINAL
framr-1725	15	1	one	CARDINAL
framr-1725	16	1	linear	ORG
framr-1725	16	2	weekly	DATE
framr-1725	16	3	three	CARDINAL
framr-1725	16	4	three	CARDINAL
framr-1725	16	5	100	CARDINAL
framr-1725	16	6	225	CARDINAL
framr-1725	17	1	mse	ORG
framr-1725	17	2	2018	DATE
framr-1725	17	3	4	CARDINAL
framr-1725	17	4	1	CARDINAL
framr-1725	18	1	1-23	CARDINAL
framr-1725	18	2	2411-6408	DATE
framr-1725	18	3	2412-3404	DATE
framr-1725	18	4	10.18488	CARDINAL
framr-1725	18	5	2018	DATE
framr-1725	20	1	2018	DATE
framr-1725	20	2	4(1	DATE
framr-1725	20	3	1-23 2	QUANTITY
framr-1725	20	4	2018 conscientia	DATE
framr-1725	22	1	mape	ORG
framr-1725	22	2	mae	PERSON
framr-1725	26	1	scholes	PERSON
framr-1725	26	2	1973	DATE
framr-1725	28	1	ye-hsiang	PERSON
framr-1725	28	2	1993	DATE
framr-1725	35	1	day	DATE
framr-1725	35	2	1992	DATE
framr-1725	37	1	kuwahara	GPE
framr-1725	37	2	1992	DATE
framr-1725	39	1	michael minnich	PERSON
framr-1725	44	1	section 2	LAW
framr-1725	45	1	section 3	LAW
framr-1725	45	2	section 4 and 5	LAW
framr-1725	46	1	2	CARDINAL
framr-1725	46	2	the last two decades	DATE
framr-1725	46	3	1989	DATE
framr-1725	46	4	1990	DATE
framr-1725	46	5	1990	DATE
framr-1725	46	6	boguth	ORG
framr-1725	46	7	al.	GPE
framr-1725	46	8	2011	DATE
framr-1725	46	9	al.	GPE
framr-1725	46	10	2013	DATE
framr-1725	46	11	2016	DATE
framr-1725	46	12	cipollini et al.	PERSON
framr-1725	46	13	2017	CARDINAL
framr-1725	46	14	2018	DATE
framr-1725	48	1	1992	DATE
framr-1725	48	2	tse	ORG
framr-1725	48	3	tung	GPE
framr-1725	48	4	1992	DATE
framr-1725	48	5	1993	DATE
framr-1725	50	1	linear	ORG
framr-1725	50	2	1992	DATE
framr-1725	50	3	heynen	PERSON
framr-1725	50	4	kat, 1994	ORG
framr-1725	50	5	1996	DATE
framr-1725	50	6	1997	DATE
framr-1725	51	1	2018	DATE
framr-1725	51	2	4(1	DATE
framr-1725	51	3	1-23 3	DATE
framr-1725	51	4	2018	DATE
framr-1725	53	1	1982	DATE
framr-1725	53	2	1986	DATE
framr-1725	53	3	nelson	PERSON
framr-1725	53	4	1991	DATE
framr-1725	58	1	angelidis et al.	PERSON
framr-1725	58	2	2003	DATE
framr-1725	58	3	louis	ORG
framr-1725	58	4	guan	GPE
framr-1725	58	5	2004	DATE
framr-1725	58	6	balaban	PRODUCT
framr-1725	58	7	bayar	ORG
framr-1725	58	8	2005	DATE
framr-1725	58	9	2005	DATE
framr-1725	58	10	palmquist	ORG
framr-1725	58	11	2005	DATE
framr-1725	58	12	abdul	ORG
framr-1725	58	13	shabbir	GPE
framr-1725	58	14	2008	DATE
framr-1725	59	1	3	CARDINAL
framr-1725	59	2	3.1	CARDINAL
framr-1725	61	1	daily	DATE
framr-1725	61	2	three	CARDINAL
framr-1725	61	3	3rd april 1989 to	DATE
framr-1725	61	4	7th	ORDINAL
framr-1725	61	5	april 2009	DATE
framr-1725	62	1	100	CARDINAL
framr-1725	62	2	uk	GPE
framr-1725	62	3	500	CARDINAL
framr-1725	62	4	225	CARDINAL
framr-1725	62	5	japan	GPE
framr-1725	63	1	around 5034	CARDINAL
framr-1725	63	2	days	DATE
framr-1725	65	1	100	CARDINAL
framr-1725	65	2	100	CARDINAL
framr-1725	65	3	uk	GPE
framr-1725	65	4	225	CARDINAL
framr-1725	65	5	500	CARDINAL
framr-1725	65	6	225	CARDINAL
framr-1725	66	1	two	CARDINAL
framr-1725	66	2	10 year	DATE
framr-1725	67	1	first	ORDINAL
framr-1725	67	2	4th	ORDINAL
framr-1725	67	3	april 1989 to 2nd april 1999	DATE
framr-1725	67	4	523	CARDINAL
framr-1725	67	5	second	ORDINAL
framr-1725	67	6	6th	ORDINAL
framr-1725	67	7	april 1999 to	DATE
framr-1725	67	8	7th	ORDINAL
framr-1725	67	9	april 2009	DATE
framr-1725	67	10	524	CARDINAL
framr-1725	68	1	daily	DATE
framr-1725	68	2	three	CARDINAL
framr-1725	69	1	3.1.1	CARDINAL
framr-1725	69	2	daily	DATE
framr-1725	71	1	daily	DATE
framr-1725	71	2	days	DATE
framr-1725	71	3	a week	DATE
framr-1725	71	4	weekly	DATE
framr-1725	72	1	3.2	CARDINAL
framr-1725	72	2	3.2.1	CARDINAL
framr-1725	79	1	brooks (2002	ORG
framr-1725	80	1	zero	CARDINAL
framr-1725	81	1	2018	DATE
framr-1725	81	2	4(1	DATE
framr-1725	81	3	1-23 4	DATE
framr-1725	81	4	2018	DATE
framr-1725	85	1	3.2.2	CARDINAL
framr-1725	90	1	3.2.1	CARDINAL
framr-1725	90	2	3.2.2	CARDINAL
framr-1725	90	3	lastrapes	PERSON
framr-1725	90	4	1990	DATE
framr-1725	90	5	walsh	PERSON
framr-1725	90	6	1998	DATE
framr-1725	90	7	1 1	CARDINAL
framr-1725	91	1	1993	DATE
framr-1725	91	2	brooks (2002	ORG
framr-1725	91	3	1 1	CARDINAL
framr-1725	92	1	3.2.3	CARDINAL
framr-1725	99	1	3.2.4	DATE
framr-1725	100	1	less than one	CARDINAL
framr-1725	105	1	2018	DATE
framr-1725	105	2	4(1	DATE
framr-1725	105	3	1-23 5	DATE
framr-1725	105	4	2018	DATE
framr-1725	107	1	3.3	CARDINAL
framr-1725	108	1	weekly	DATE
framr-1725	108	2	two	CARDINAL
framr-1725	110	1	1993	DATE
framr-1725	110	2	weekly	DATE
framr-1725	112	1	two	CARDINAL
framr-1725	113	1	two	CARDINAL
framr-1725	113	2	zero	CARDINAL
framr-1725	113	3	one	CARDINAL
framr-1725	115	1	3.3.1	CARDINAL
framr-1725	115	2	2005	DATE
framr-1725	115	3	one	CARDINAL
framr-1725	115	4	3.3.1	CARDINAL
framr-1725	115	5	3.3.2	CARDINAL
framr-1725	115	6	3.3.2	CARDINAL
framr-1725	118	1	2005	DATE
framr-1725	119	1	the first 261 weeks	DATE
framr-1725	120	1	first	ORDINAL
framr-1725	120	2	1st april 1994 to	DATE
framr-1725	120	3	april to 1999	DATE
framr-1725	120	4	the first 261 weeks	DATE
framr-1725	121	1	second	ORDINAL
framr-1725	121	2	6th	ORDINAL
framr-1725	121	3	april 2004 to 7th of	DATE
framr-1725	121	4	april 2009	DATE
framr-1725	121	5	the first 261 weeks	DATE
framr-1725	122	1	section four	LAW
framr-1725	125	1	mse	ORG
framr-1725	125	2	mae	PERSON
framr-1725	127	1	zero	CARDINAL
framr-1725	129	1	mse	ORG
framr-1725	129	2	mae	PERSON
framr-1725	130	1	2005	DATE
framr-1725	131	1	2018	DATE
framr-1725	131	2	4(1	DATE
framr-1725	131	3	1-23 6	QUANTITY
framr-1725	131	4	2018	DATE
framr-1725	134	1	3.3.6	CARDINAL
framr-1725	134	2	weekly	DATE
framr-1725	134	3	weeks	DATE
framr-1725	135	1	4	CARDINAL
framr-1725	135	2	4.1	CARDINAL
framr-1725	136	1	data series	ORG
framr-1725	137	1	table-4.1.1	PERSON
framr-1725	138	1	100	CARDINAL
framr-1725	138	2	1989-1999 1999-2009	DATE
framr-1725	138	3	1989-1999 1999-2009	DATE
framr-1725	138	4	1989-1999 1999-2009	DATE
framr-1725	138	5	2517 2515	EVENT
framr-1725	138	6	2461	DATE
framr-1725	138	7	0.000576 -0.0000996	QUANTITY
framr-1725	139	1	0.025056	CARDINAL
framr-1725	139	2	0.343934	CARDINAL
framr-1725	139	3	9.839083 10.74865	MONEY
framr-1725	139	4	9.553287	CARDINAL
framr-1725	139	5	jb-test	PERSON
framr-1725	140	1	5048.935	CARDINAL
framr-1725	140	2	559.7818	CARDINAL
framr-1725	140	3	4.1.1	CARDINAL
framr-1725	140	4	first	ORDINAL
framr-1725	140	5	225	CARDINAL
framr-1725	141	1	second	ORDINAL
framr-1725	141	2	100	CARDINAL
framr-1725	142	1	first	ORDINAL
framr-1725	142	2	100	CARDINAL
framr-1725	143	1	second	ORDINAL
framr-1725	143	2	225	CARDINAL
framr-1725	144	1	first	ORDINAL
framr-1725	145	1	2005	DATE
framr-1725	146	1	100	CARDINAL
framr-1725	146	2	nikkei 225	CARDINAL
framr-1725	147	1	second	ORDINAL
framr-1725	147	2	100	CARDINAL
framr-1725	148	1	3	CARDINAL
framr-1725	149	1	4.1.1	CARDINAL
framr-1725	149	2	jarque	PERSON
framr-1725	152	1	2018	DATE
framr-1725	152	2	4(1	DATE
framr-1725	152	3	1-23 7	DATE
framr-1725	152	4	2018	DATE
framr-1725	154	1	5%	PERCENT
framr-1725	155	1	4.1.2	CARDINAL
framr-1725	156	1	dickey	PERSON
framr-1725	156	2	100 nikkei 225	CARDINAL
framr-1725	156	3	1999-2009	DATE
framr-1725	156	4	1989-1999 1999-2009	DATE
framr-1725	156	5	1989-1999 1999-2009	DATE
framr-1725	156	6	0.0000) -4.15147	QUANTITY
framr-1725	156	7	0.0000	CARDINAL
framr-1725	156	8	0.0000	CARDINAL
framr-1725	156	9	0.0000	CARDINAL
framr-1725	156	10	0.0000	CARDINAL
framr-1725	156	11	1 2.032284	CARDINAL
framr-1725	156	12	0.0000	CARDINAL
framr-1725	156	13	2.235980	CARDINAL
framr-1725	156	14	0.0000	CARDINAL
framr-1725	156	15	1.830214	CARDINAL
framr-1725	156	16	0.0000	CARDINAL
framr-1725	156	17	2.440101	CARDINAL
framr-1725	156	18	0.0000	CARDINAL
framr-1725	156	19	2.225083	CARDINAL
framr-1725	156	20	0.0000	CARDINAL
framr-1725	156	21	2.353054	CARDINAL
framr-1725	156	22	0.0000	CARDINAL
framr-1725	156	23	2 1.346313	CARDINAL
framr-1725	156	24	0.0000	CARDINAL
framr-1725	156	25	1.422396	CARDINAL
framr-1725	156	26	0.0000	CARDINAL
framr-1725	156	27	1.198992	CARDINAL
framr-1725	156	28	0.0000	CARDINAL
framr-1725	156	29	1.659917	CARDINAL
framr-1725	156	30	0.0000	CARDINAL
framr-1725	156	31	1.439777	CARDINAL
framr-1725	156	32	0.00000 1.607558	MONEY
framr-1725	156	33	0.0000	CARDINAL
framr-1725	156	34	3 0.788079	CARDINAL
framr-1725	156	35	0.0000	CARDINAL
framr-1725	156	36	0.836214	CARDINAL
framr-1725	156	37	0.0000	CARDINAL
framr-1725	156	38	0.681636	CARDINAL
framr-1725	156	39	0.0000	CARDINAL
framr-1725	156	40	0.953854	CARDINAL
framr-1725	156	41	0.0000	CARDINAL
framr-1725	156	42	0.845688	CARDINAL
framr-1725	156	43	0.0000	CARDINAL
framr-1725	156	44	0.993646	CARDINAL
framr-1725	156	45	0.0000	CARDINAL
framr-1725	156	46	4 0.371190	CARDINAL
framr-1725	156	47	0.0000	CARDINAL
framr-1725	156	48	0.410869	CARDINAL
framr-1725	156	49	0.0000	CARDINAL
framr-1725	156	50	0.342955	CARDINAL
framr-1725	156	51	0.0000	CARDINAL
framr-1725	156	52	0.520806	CARDINAL
framr-1725	156	53	0.0000	CARDINAL
framr-1725	156	54	0.412657	CARDINAL
framr-1725	156	55	0.0000	CARDINAL
framr-1725	156	56	0.526422	CARDINAL
framr-1725	156	57	0.0000	CARDINAL
framr-1725	156	58	0.0000	CARDINAL
framr-1725	156	59	0.120470	CARDINAL
framr-1725	156	60	0.0000	CARDINAL
framr-1725	156	61	0.112003	CARDINAL
framr-1725	156	62	0.0000	CARDINAL
framr-1725	156	63	0.203948	CARDINAL
framr-1725	156	64	0.0000	CARDINAL
framr-1725	156	65	0.146547	CARDINAL
framr-1725	156	66	0.0000	CARDINAL
framr-1725	156	67	0.194116	CARDINAL
framr-1725	156	68	0.00000	ORG
framr-1725	156	69	1%	PERCENT
framr-1725	157	1	36	CARDINAL
framr-1725	157	2	weekly	DATE
framr-1725	158	1	brooks et al	ORG
framr-1725	159	1	2005	DATE
framr-1725	159	2	monthly	DATE
framr-1725	159	3	12	CARDINAL
framr-1725	159	4	quarterly	DATE
framr-1725	159	5	4	CARDINAL
framr-1725	160	1	5	CARDINAL
framr-1725	161	1	36	CARDINAL
framr-1725	161	2	weekly	DATE
framr-1725	162	1	4.1.2	CARDINAL
framr-1725	162	2	1 %	PERCENT
framr-1725	163	1	4.2	CARDINAL
framr-1725	165	1	table-4.2.1	DATE
framr-1725	166	1	akaike	GPE
framr-1725	166	2	schwartz	ORG
framr-1725	166	3	first	ORDINAL
framr-1725	167	1	jones indus	PERSON
framr-1725	167	2	1989-1999	DATE
framr-1725	167	3	100	CARDINAL
framr-1725	167	4	1989-1999	DATE
framr-1725	167	5	225	CARDINAL
framr-1725	167	6	1989-1999	DATE
framr-1725	167	7	aic	ORG
framr-1725	167	8	aic	ORG
framr-1725	167	9	aic	ORG
framr-1725	168	1	1	CARDINAL
framr-1725	168	2	2 -6.598964 -6.592010 -6.604955 -6.598017 -5.574370	TIME
framr-1725	169	1	3	CARDINAL
framr-1725	172	1	6	CARDINAL
framr-1725	173	1	8 -6.597738 -6.576834 -6.607472	QUANTITY
framr-1725	174	1	aic	PERSON
framr-1725	175	1	first	ORDINAL
framr-1725	175	2	aic	PERSON
framr-1725	176	1	jones indus	PERSON
framr-1725	176	2	1989	DATE
framr-1725	176	3	aic	PERSON
framr-1725	177	1	2018	DATE
framr-1725	177	2	4(1	DATE
framr-1725	177	3	1-23 8	DATE
framr-1725	177	4	2018	DATE
framr-1725	179	1	aic	PERSON
framr-1725	179	2	second	ORDINAL
framr-1725	179	3	4.2.2	CARDINAL
framr-1725	180	1	aic	PERSON
framr-1725	181	1	brooks et al.	PERSON
framr-1725	181	2	2005	DATE
framr-1725	182	1	table-4.2.2	PERSON
framr-1725	183	1	schwartz	ORG
framr-1725	183	2	second	ORDINAL
framr-1725	184	1	jones indus	PERSON
framr-1725	184	2	1999-2009	DATE
framr-1725	184	3	100 1999-2009	DATE
framr-1725	184	4	225 1999-2009	DATE
framr-1725	184	5	aic	ORG
framr-1725	184	6	aic	ORG
framr-1725	184	7	aic	ORG
framr-1725	185	1	1 -5.841630	QUANTITY
framr-1725	185	2	2	CARDINAL
framr-1725	186	1	4	CARDINAL
framr-1725	195	1	aic	PERSON
framr-1725	198	1	100	CARDINAL
framr-1725	198	2	225	CARDINAL
framr-1725	198	3	19891999 19992009	DATE
framr-1725	198	4	19891999 1999-2009	DATE
framr-1725	198	5	19891999 19992009	DATE
framr-1725	198	6	0.000578	TIME
framr-1725	198	7	0.0015	CARDINAL
framr-1725	198	8	0.6524	MONEY
framr-1725	198	9	0.3323	CARDINAL
framr-1725	198	10	0.2859	CARDINAL
framr-1725	198	11	0.4237	CARDINAL
framr-1725	199	1	0.019919	CARDINAL
framr-1725	199	2	0.083857	CARDINAL
framr-1725	199	3	0.0001	CARDINAL
framr-1725	199	4	0.0009	CARDINAL
framr-1725	199	5	0.06595	CARDINAL
framr-1725	199	6	0.0001	CARDINAL
framr-1725	199	7	0.0018	CARDINAL
framr-1725	199	8	0.0012	CARDINAL
framr-1725	200	1	14.749	CARDINAL
framr-1725	200	2	17.85108 12.9849	CARDINAL
framr-1725	200	3	2.4216	MONEY
framr-1725	200	4	1.9987	CARDINAL
framr-1725	200	5	1.995	CARDINAL
framr-1725	200	6	1.995	CARDINAL
framr-1725	200	7	1.995	CARDINAL
framr-1725	200	8	2.0016	MONEY
framr-1725	200	9	8304.05	CARDINAL
framr-1725	200	10	8334.574 7343.22	CARDINAL
framr-1725	200	11	6878.98	CARDINAL
framr-1725	201	1	4.2.3	DATE
framr-1725	203	1	first	ORDINAL
framr-1725	203	2	225	CARDINAL
framr-1725	203	3	second	ORDINAL
framr-1725	205	1	less than 1%	PERCENT
framr-1725	205	2	two	CARDINAL
framr-1725	205	3	above 1%	PERCENT
framr-1725	205	4	about 3%	PERCENT
framr-1725	206	1	1.1%	PERCENT
framr-1725	206	2	second	ORDINAL
framr-1725	206	3	3%	PERCENT
framr-1725	206	4	second	ORDINAL
framr-1725	206	5	2018	DATE
framr-1725	206	6	4(1	DATE
framr-1725	206	7	1-23 9	DATE
framr-1725	206	8	2018	DATE
framr-1725	208	1	100	CARDINAL
framr-1725	209	1	second	ORDINAL
framr-1725	209	2	september 11	DATE
framr-1725	209	3	2001	DATE
framr-1725	209	4	the last three years	DATE
framr-1725	210	1	durbin-watson	PERSON
framr-1725	210	2	durbin-watson	ORG
framr-1725	210	3	2	CARDINAL
framr-1725	211	1	brooks et al	PERSON
framr-1725	212	1	2005	DATE
framr-1725	213	1	table-4.3.1	TIME
framr-1725	214	1	dow jones indus ftse	ORG
framr-1725	214	2	100	CARDINAL
framr-1725	214	3	225	CARDINAL
framr-1725	214	4	1989-1999 19992009	DATE
framr-1725	214	5	19891999 19992009	DATE
framr-1725	214	6	1989-1999 1999-2009	DATE
framr-1725	214	7	0.00079	TIME
framr-1725	214	8	0.0000	CARDINAL
framr-1725	214	9	0.6524	MONEY
framr-1725	214	10	0.3323	CARDINAL
framr-1725	214	11	0.2859	CARDINAL
framr-1725	214	12	0.4237	CARDINAL
framr-1725	215	1	0.019919	CARDINAL
framr-1725	215	2	0.0000	CARDINAL
framr-1725	215	3	0.083857	DATE
framr-1725	215	4	0.0000	CARDINAL
framr-1725	215	5	0.0001	CARDINAL
framr-1725	215	6	0.0009	CARDINAL
framr-1725	215	7	0.0000	CARDINAL
framr-1725	215	8	0.06595	CARDINAL
framr-1725	215	9	0.0001	CARDINAL
framr-1725	215	10	0.0018	CARDINAL
framr-1725	215	11	0.0012	CARDINAL
framr-1725	217	1	0.0000	CARDINAL
framr-1725	217	2	0.000025	CARDINAL
framr-1725	217	3	0.0000	CARDINAL
framr-1725	218	1	0.0000	CARDINAL
framr-1725	218	2	0.0000203	CARDINAL
framr-1725	218	3	0.0000	CARDINAL
framr-1725	218	4	0.0000562	CARDINAL
framr-1725	218	5	0.0000	CARDINAL
framr-1725	218	6	0.0000826	CARDINAL
framr-1725	218	7	0.0000	CARDINAL
framr-1725	218	8	dow jones indus ftse	ORG
framr-1725	218	9	100	CARDINAL
framr-1725	218	10	1989-1999 19992009	DATE
framr-1725	218	11	19992009 1989-1999 1999-2009	DATE
framr-1725	218	12	0.0014	CARDINAL
framr-1725	218	13	0.03579	CARDINAL
framr-1725	218	14	0.1664	CARDINAL
framr-1725	218	15	0.112736	CARDINAL
framr-1725	218	16	0.10295	CARDINAL
framr-1725	218	17	0.0035	CARDINAL
framr-1725	218	18	0.180006	CARDINAL
framr-1725	218	19	0.0000	CARDINAL
framr-1725	218	20	0.9595	CARDINAL
framr-1725	218	21	0.150645	CARDINAL
framr-1725	218	22	0.0056	CARDINAL
framr-1725	218	23	0.12039	DATE
framr-1725	218	24	0.0002	CARDINAL
framr-1725	218	25	0.147786	CARDINAL
framr-1725	218	26	0.0000	CARDINAL
framr-1725	218	27	0.130056	CARDINAL
framr-1725	218	28	0.0000	CARDINAL
framr-1725	218	29	0.131339	CARDINAL
framr-1725	218	30	0.0000	CARDINAL
framr-1725	219	1	0.19168	CARDINAL
framr-1725	219	2	0.0000	CARDINAL
framr-1725	219	3	0.042911	CARDINAL
framr-1725	219	4	0.0477	CARDINAL
framr-1725	219	5	0.0000	CARDINAL
framr-1725	220	1	0.15256	CARDINAL
framr-1725	220	2	0.0000	CARDINAL
framr-1725	220	3	0.15165	CARDINAL
framr-1725	220	4	0.0000	CARDINAL
framr-1725	220	5	0.11555	CARDINAL
framr-1725	220	6	0.0002	CARDINAL
framr-1725	220	7	0.159832	CARDINAL
framr-1725	220	8	0.0000	CARDINAL
framr-1725	220	9	0.133670	CARDINAL
framr-1725	220	10	0.0000	CARDINAL
framr-1725	220	11	0.14526	CARDINAL
framr-1725	220	12	0.0001	CARDINAL
framr-1725	220	13	0.14546	CARDINAL
framr-1725	220	14	0.0000	CARDINAL
framr-1725	220	15	0.13495	CARDINAL
framr-1725	220	16	0.0000	CARDINAL
framr-1725	220	17	0.091687	CARDINAL
framr-1725	220	18	0.0000	CARDINAL
framr-1725	220	19	0.14147	CARDINAL
framr-1725	220	20	0.0000	CARDINAL
framr-1725	220	21	0.10737	CARDINAL
framr-1725	220	22	0.0011	CARDINAL
framr-1725	220	23	0.19271	CARDINAL
framr-1725	220	24	0.0000	CARDINAL
framr-1725	220	25	0.04847	CARDINAL
framr-1725	220	26	0.0201	CARDINAL
framr-1725	220	27	0.12652	CARDINAL
framr-1725	220	28	0.0000	CARDINAL
framr-1725	220	29	0.14140	CARDINAL
framr-1725	220	30	0.0000	CARDINAL
framr-1725	220	31	0.177484	CARDINAL
framr-1725	220	32	0.0000	CARDINAL
framr-1725	220	33	0.053988	CARDINAL
framr-1725	220	34	0.0403	CARDINAL
framr-1725	220	35	0.128662	CARDINAL
framr-1725	220	36	0.0000	CARDINAL
framr-1725	220	37	0.08182	CARDINAL
framr-1725	220	38	0.0008	CARDINAL
framr-1725	221	1	1.518740	CARDINAL
framr-1725	221	2	1.125045	MONEY
framr-1725	221	3	1.538423	MONEY
framr-1725	221	4	0.180530	MONEY
framr-1725	221	5	0.344721	MONEY
framr-1725	221	6	0.174486	MONEY
framr-1725	223	1	durbin watson 1.8321	PERSON
framr-1725	223	2	durbin watson	PERSON
framr-1725	224	1	7138.604 6984.194	DATE
framr-1725	225	1	second	ORDINAL
framr-1725	225	2	225	CARDINAL
framr-1725	225	3	durbin-watson	ORG
framr-1725	225	4	2	CARDINAL
framr-1725	226	1	durbin-watson	ORG
framr-1725	227	1	2018	DATE
framr-1725	227	2	4(1	DATE
framr-1725	227	3	1-23 10	DATE
framr-1725	227	4	2018	DATE
framr-1725	229	1	4.3	CARDINAL
framr-1725	230	1	1%	PERCENT
framr-1725	233	1	1% and 5%	PERCENT
framr-1725	235	1	first	ORDINAL
framr-1725	235	2	second	ORDINAL
framr-1725	235	3	225	CARDINAL
framr-1725	238	1	section 3.6.3	LAW
framr-1725	240	1	brooks et al	ORG
framr-1725	241	1	2005	DATE
framr-1725	241	2	one	CARDINAL
framr-1725	242	1	second	ORDINAL
framr-1725	242	2	225	CARDINAL
framr-1725	242	3	first	ORDINAL
framr-1725	242	4	5	CARDINAL
framr-1725	243	1	8)	CARDINAL
framr-1725	243	2	second	ORDINAL
framr-1725	243	3	100	CARDINAL
framr-1725	245	1	garch	ORG
framr-1725	245	2	1 1	CARDINAL
framr-1725	246	1	dow jones indus ftse	ORG
framr-1725	246	2	100	CARDINAL
framr-1725	246	3	225	CARDINAL
framr-1725	246	4	1989-1999 1999-2009	DATE
framr-1725	246	5	1989-1999 1999-2009	DATE
framr-1725	246	6	1989-1999 1999-2009	DATE
framr-1725	246	7	0.0001	CARDINAL
framr-1725	246	8	0.000342	CARDINAL
framr-1725	246	9	0.000497	CARDINAL
framr-1725	246	10	0.0012	CARDINAL
framr-1725	246	11	0.000275	CARDINAL
framr-1725	246	12	0.1186	CARDINAL
framr-1725	246	13	0.000304	CARDINAL
framr-1725	246	14	0.1978	CARDINAL
framr-1725	246	15	k 0.00000798	PERSON
framr-1725	246	16	0.0005	CARDINAL
framr-1725	246	17	0.00000104	CARDINAL
framr-1725	246	18	0.0130	CARDINAL
framr-1725	246	19	0.0008	CARDINAL
framr-1725	246	20	0.00000116	CARDINAL
framr-1725	246	21	0.0017	CARDINAL
framr-1725	246	22	k 0.0000028	PERSON
framr-1725	246	23	0.0068	CARDINAL
framr-1725	246	24	0.0000301	CARDINAL
framr-1725	246	25	0.0001	CARDINAL
framr-1725	246	26	0.038544	CARDINAL
framr-1725	246	27	0.0010	CARDINAL
framr-1725	246	28	0.078135	CARDINAL
framr-1725	246	29	0.0000	CARDINAL
framr-1725	246	30	0.05663	CARDINAL
framr-1725	246	31	0.0000	CARDINAL
framr-1725	246	32	0.109349	CARDINAL
framr-1725	246	33	0.0000	CARDINAL
framr-1725	246	34	0.109291	CARDINAL
framr-1725	246	35	0.0000	CARDINAL
framr-1725	246	36	0.094202	CARDINAL
framr-1725	246	37	0.0000	CARDINAL
framr-1725	246	38	0.952471	CARDINAL
framr-1725	246	39	0.0000	CARDINAL
framr-1725	246	40	0.91678	CARDINAL
framr-1725	246	41	0.0000	CARDINAL
framr-1725	246	42	0.92875	CARDINAL
framr-1725	246	43	0.0000	CARDINAL
framr-1725	246	44	0.888057	CARDINAL
framr-1725	246	45	0.0000	CARDINAL
framr-1725	246	46	0.88482	CARDINAL
framr-1725	246	47	0.0000	CARDINAL
framr-1725	247	1	0.0000	CARDINAL
framr-1725	247	2	0.954119	MONEY
framr-1725	247	3	0.950460 0.564544	PRODUCT
framr-1725	247	4	1.657808	MONEY
framr-1725	247	5	0.727279	MONEY
framr-1725	247	6	0.103763	MONEY
framr-1725	249	1	1.959	CARDINAL
framr-1725	249	2	2.1482	MONEY
framr-1725	249	3	1.8321	CARDINAL
framr-1725	249	4	dw	ORG
framr-1725	249	5	2.0598	MONEY
framr-1725	249	6	7927.203	CARDINAL
framr-1725	250	1	7939.081	PRODUCT
framr-1725	251	1	1 1	CARDINAL
framr-1725	254	1	0.99101	ORG
framr-1725	254	2	0.99491	ORG
framr-1725	254	3	first	ORDINAL
framr-1725	254	4	second	ORDINAL
framr-1725	257	1	brooks et al.	PERSON
framr-1725	257	2	2005	DATE
framr-1725	258	1	2018	DATE
framr-1725	258	2	4(1	DATE
framr-1725	258	3	1-23 11	DATE
framr-1725	258	4	2018	DATE
framr-1725	261	1	1 1	CARDINAL
framr-1725	261	2	100	CARDINAL
framr-1725	261	3	1989-1999 1999-2009	DATE
framr-1725	261	4	1989-1999 1999-2009	DATE
framr-1725	261	5	1989-1999 1999-2009	DATE
framr-1725	261	6	0.000468	CARDINAL
framr-1725	261	7	0.0032	CARDINAL
framr-1725	261	8	0.000399	CARDINAL
framr-1725	261	9	0.3761	CARDINAL
framr-1725	261	10	0.6637	CARDINAL
framr-1725	261	11	2	CARDINAL
framr-1725	261	12	0.0000	CARDINAL
framr-1725	261	13	0.0000	CARDINAL
framr-1725	261	14	2	CARDINAL
framr-1725	261	15	0.0000	CARDINAL
framr-1725	262	1	0.0000	CARDINAL
framr-1725	262	2	2	CARDINAL
framr-1725	262	3	0.0000	CARDINAL
framr-1725	262	4	3	CARDINAL
framr-1725	262	5	0.112528	CARDINAL
framr-1725	262	6	0.0000	CARDINAL
framr-1725	262	7	0.099973	CARDINAL
framr-1725	262	8	0.0000	CARDINAL
framr-1725	262	9	3	CARDINAL
framr-1725	262	10	0.089652	CARDINAL
framr-1725	262	11	0.0000	CARDINAL
framr-1725	262	12	0.104704	CARDINAL
framr-1725	262	13	0.0000	CARDINAL
framr-1725	262	14	3	CARDINAL
framr-1725	262	15	0.15967	CARDINAL
framr-1725	262	16	0.0000	CARDINAL
framr-1725	263	1	0.173927	CARDINAL
framr-1725	263	2	0.0000	CARDINAL
framr-1725	263	3	4	CARDINAL
framr-1725	263	4	0.0001	CARDINAL
framr-1725	263	5	0.0000	CARDINAL
framr-1725	263	6	4	CARDINAL
framr-1725	263	7	0.0000) -0.120989	MONEY
framr-1725	263	8	0.0000	CARDINAL
framr-1725	263	9	4	CARDINAL
framr-1725	263	10	0.0000	CARDINAL
framr-1725	263	11	0.0000	CARDINAL
framr-1725	263	12	5	CARDINAL
framr-1725	263	13	0.97370	CARDINAL
framr-1725	263	14	0.0000	CARDINAL
framr-1725	263	15	0.984802	CARDINAL
framr-1725	263	16	0.0000	CARDINAL
framr-1725	263	17	5	CARDINAL
framr-1725	263	18	0.98984	CARDINAL
framr-1725	263	19	0.0000	CARDINAL
framr-1725	263	20	0.98495	CARDINAL
framr-1725	263	21	0.0000	CARDINAL
framr-1725	263	22	5	CARDINAL
framr-1725	263	23	0.0000	CARDINAL
framr-1725	263	24	0.973512	CARDINAL
framr-1725	263	25	0.0000	CARDINAL
framr-1725	265	1	1.9597	CARDINAL
framr-1725	265	2	2.1505	MONEY
framr-1725	265	3	1.83213	CARDINAL
framr-1725	265	4	2.1278 dw	PRODUCT
framr-1725	265	5	2.062440	MONEY
framr-1725	266	1	first	ORDINAL
framr-1725	266	2	5%	PERCENT
framr-1725	268	1	section 3.6.3	LAW
framr-1725	271	1	4.4	CARDINAL
framr-1725	272	1	section 3.6.4	LAW
framr-1725	273	1	4.5.1	CARDINAL
framr-1725	274	1	4.5.1	CARDINAL
framr-1725	275	1	4.5.1	CARDINAL
framr-1725	275	2	1 1	CARDINAL
framr-1725	278	1	4.5.1	CARDINAL
framr-1725	278	2	4.5.1	CARDINAL
framr-1725	278	3	100%	PERCENT
framr-1725	282	1	4.4.1	CARDINAL
framr-1725	282	2	4.5.1a	MONEY
framr-1725	282	3	first	ORDINAL
framr-1725	282	4	second	ORDINAL
framr-1725	282	5	three	CARDINAL
framr-1725	283	1	521 weeks	DATE
framr-1725	283	2	week1	ORG
framr-1725	283	3	261	CARDINAL
framr-1725	283	4	week 262 to week	DATE
framr-1725	284	1	2018	DATE
framr-1725	284	2	4(1	DATE
framr-1725	284	3	1-23 12	PERCENT
framr-1725	284	4	2018	DATE
framr-1725	288	1	first	ORDINAL
framr-1725	288	2	4.5.1 a to fig 4.5.1c	DATE
framr-1725	289	1	second	ORDINAL
framr-1725	290	1	second	ORDINAL
framr-1725	290	2	4.5.1d	PRODUCT
framr-1725	290	3	4.5.1f	ORG
framr-1725	291	1	fig	ORG
framr-1725	291	2	4.5.1g	DATE
framr-1725	291	3	appendix	NORP
framr-1725	291	4	first	ORDINAL
framr-1725	291	5	100	CARDINAL
framr-1725	294	1	second	ORDINAL
framr-1725	295	1	4.5.1j	PRODUCT
framr-1725	295	2	second	ORDINAL
framr-1725	296	1	225	CARDINAL
framr-1725	296	2	100	CARDINAL
framr-1725	297	1	4.5.1	CARDINAL
framr-1725	297	2	4.5.1o	DATE
framr-1725	298	1	second	ORDINAL
framr-1725	298	2	4.5.1p	DATE
framr-1725	298	3	first	ORDINAL
framr-1725	301	1	4.4.2	CARDINAL
framr-1725	302	1	appendix	NORP
framr-1725	302	2	the week 262 to week 523	DATE
framr-1725	303	1	three	CARDINAL
framr-1725	307	1	the first 261 weeks	DATE
framr-1725	307	2	1249	CARDINAL
framr-1725	307	3	the second 261 weeks	DATE
framr-1725	307	4	1264	CARDINAL
framr-1725	308	1	weekly	DATE
framr-1725	309	1	bayar	ORG
framr-1725	309	2	2005	DATE
framr-1725	310	1	four	CARDINAL
framr-1725	312	1	appendix	NORP
framr-1725	312	2	first	ORDINAL
framr-1725	312	3	second	ORDINAL
framr-1725	313	1	four	CARDINAL
framr-1725	313	2	three	CARDINAL
framr-1725	314	1	100	CARDINAL
framr-1725	314	2	first	ORDINAL
framr-1725	316	1	2018	DATE
framr-1725	316	2	4(1	DATE
framr-1725	316	3	1-23 13	DATE
framr-1725	316	4	2018	DATE
framr-1725	318	1	2002	DATE
framr-1725	318	2	1990	DATE
framr-1725	319	1	1993	DATE
framr-1725	320	1	4.6.1d	CARDINAL
framr-1725	320	2	4.6.1f	ORG
framr-1725	320	3	appendix	NORP
framr-1725	321	1	225	CARDINAL
framr-1725	322	1	second	ORDINAL
framr-1725	322	2	100	CARDINAL
framr-1725	323	1	second	ORDINAL
framr-1725	324	1	second	ORDINAL
framr-1725	324	2	two	CARDINAL
framr-1725	324	3	september 11	DATE
framr-1725	324	4	2001	DATE
framr-1725	324	5	late 2007	DATE
framr-1725	325	1	1993	DATE
framr-1725	325	2	1990	DATE
framr-1725	325	3	2002	DATE
framr-1725	326	1	5	CARDINAL
framr-1725	329	1	mae	PERSON
framr-1725	329	2	mape	ORG
framr-1725	329	3	weekly	DATE
framr-1725	330	1	three	CARDINAL
framr-1725	336	1	abdul	PERSON
framr-1725	336	2	r.	NORP
framr-1725	336	3	a. shabbir	PERSON
framr-1725	336	4	2008	DATE
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framr-1725	374	1	https://doi.org/10.1002/jae.3950070512	ORG
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framr-1725	385	1	journal of banking & finance	ORG
framr-1725	385	2	14(2-3	DATE
framr-1725	385	3	399	CARDINAL
framr-1725	387	1	engle	PERSON
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framr-1725	393	1	48(5): 17491778	DATE
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framr-1725	396	2	1-88	DATE
framr-1725	397	1	s.	GPE
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framr-1725	401	2	50-65	DATE
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framr-1725	405	1	https://doi.org/10.1287/mnsc.38.11.1610	PERSON
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framr-1725	415	1	37(1	DATE
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framr-1725	416	1	nelson	PERSON
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framr-1725	419	1	pagan	GPE
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framr-1725	459	2	second	ORDINAL
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