id	sid	tid	token	lemma	pos
framr-1742	1	1	16	16	NUM
framr-1742	1	2	©	©	PROPN
framr-1742	1	3	2021	2021	NUM
framr-1742	1	4	conscientia	conscientia	PROPN
framr-1742	1	5	beam	beam	PROPN
framr-1742	1	6	.	.	PUNCT
framr-1742	2	1	all	all	DET
framr-1742	2	2	rights	right	NOUN
framr-1742	2	3	reserved	reserve	VERB
framr-1742	2	4	.	.	PUNCT
framr-1742	3	1	testing	test	VERB
framr-1742	3	2	the	the	DET
framr-1742	3	3	validity	validity	NOUN
framr-1742	3	4	of	of	ADP
framr-1742	3	5	arbitrage	arbitrage	NOUN
framr-1742	3	6	pricing	pricing	NOUN
framr-1742	3	7	theory	theory	NOUN
framr-1742	3	8	:	:	PUNCT
framr-1742	3	9	a	a	DET
framr-1742	3	10	study	study	NOUN
framr-1742	3	11	on	on	ADP
framr-1742	3	12	dhaka	dhaka	PROPN
framr-1742	3	13	stock	stock	PROPN
framr-1742	3	14	exchange	exchange	PROPN
framr-1742	3	15	bangladesh	bangladesh	PROPN
framr-1742	3	16	syed	syed	PROPN
framr-1742	3	17	mohammad	mohammad	PROPN
framr-1742	3	18	khaled	khaled	PROPN
framr-1742	3	19	rahman1	rahman1	PROPN
framr-1742	4	1	+	+	CCONJ
framr-1742	4	2	priyanka	priyanka	NOUN
framr-1742	4	3	mazumder2	mazumder2	VERB
framr-1742	4	4	1associate	1associate	NUM
framr-1742	4	5	professor	professor	NOUN
framr-1742	4	6	,	,	PUNCT
framr-1742	4	7	department	department	NOUN
framr-1742	4	8	of	of	ADP
framr-1742	4	9	business	business	PROPN
framr-1742	4	10	administration	administration	PROPN
framr-1742	4	11	,	,	PUNCT
framr-1742	4	12	shahjalal	shahjalal	PROPN
framr-1742	4	13	university	university	PROPN
framr-1742	4	14	of	of	ADP
framr-1742	4	15	science	science	PROPN
framr-1742	4	16	&	&	CCONJ
framr-1742	4	17	technology	technology	PROPN
framr-1742	4	18	,	,	PUNCT
framr-1742	4	19	bangladesh	bangladesh	NOUN
framr-1742	4	20	.	.	PUNCT
framr-1742	5	1	2ex	2ex	ADJ
framr-1742	5	2	-	-	PUNCT
framr-1742	5	3	student	student	NOUN
framr-1742	5	4	of	of	ADP
framr-1742	5	5	mba	mba	PROPN
framr-1742	5	6	program	program	NOUN
framr-1742	5	7	,	,	PUNCT
framr-1742	5	8	department	department	NOUN
framr-1742	5	9	of	of	ADP
framr-1742	5	10	business	business	PROPN
framr-1742	5	11	administration	administration	PROPN
framr-1742	5	12	shahjalal	shahjalal	PROPN
framr-1742	5	13	university	university	PROPN
framr-1742	5	14	of	of	ADP
framr-1742	5	15	science	science	PROPN
framr-1742	5	16	&	&	CCONJ
framr-1742	5	17	technology	technology	PROPN
framr-1742	5	18	,	,	PUNCT
framr-1742	5	19	bangladesh	bangladesh	NOUN
framr-1742	5	20	.	.	PUNCT
framr-1742	6	1	(	(	PUNCT
framr-1742	6	2	+	+	CCONJ
framr-1742	6	3	corresponding	correspond	VERB
framr-1742	6	4	author	author	NOUN
framr-1742	6	5	)	)	PUNCT
framr-1742	6	6	abstract	abstract	ADJ
framr-1742	6	7	article	article	NOUN
framr-1742	6	8	history	history	NOUN
framr-1742	6	9	received	receive	VERB
framr-1742	6	10	:	:	PUNCT
framr-1742	6	11	25	25	NUM
framr-1742	6	12	january	january	PROPN
framr-1742	6	13	2021	2021	NUM
framr-1742	6	14	revised	revise	VERB
framr-1742	6	15	:	:	PUNCT
framr-1742	6	16	23	23	NUM
framr-1742	6	17	february	february	NOUN
framr-1742	6	18	2021	2021	NUM
framr-1742	6	19	accepted	accept	VERB
framr-1742	6	20	:	:	PUNCT
framr-1742	6	21	19	19	NUM
framr-1742	6	22	march	march	NOUN
framr-1742	6	23	2021	2021	NUM
framr-1742	6	24	published	publish	VERB
framr-1742	6	25	:	:	PUNCT
framr-1742	6	26	14	14	NUM
framr-1742	6	27	april	april	PROPN
framr-1742	6	28	2021	2021	NUM
framr-1742	6	29	keywords	keyword	VERB
framr-1742	6	30	arbitrage	arbitrage	NOUN
framr-1742	6	31	pricing	pricing	NOUN
framr-1742	6	32	theory	theory	NOUN
framr-1742	6	33	index	index	NOUN
framr-1742	6	34	interest	interest	NOUN
framr-1742	6	35	exchange	exchange	NOUN
framr-1742	6	36	.	.	PUNCT
framr-1742	7	1	jel	jel	PROPN
framr-1742	7	2	classification	classification	PROPN
framr-1742	7	3	:	:	PUNCT
framr-1742	7	4	g12	g12	PROPN
framr-1742	7	5	.	.	PUNCT
framr-1742	8	1	the	the	DET
framr-1742	8	2	purpose	purpose	NOUN
framr-1742	8	3	of	of	ADP
framr-1742	8	4	the	the	DET
framr-1742	8	5	study	study	NOUN
framr-1742	8	6	was	be	AUX
framr-1742	8	7	to	to	PART
framr-1742	8	8	test	test	VERB
framr-1742	8	9	the	the	DET
framr-1742	8	10	validity	validity	NOUN
framr-1742	8	11	of	of	ADP
framr-1742	8	12	arbitrage	arbitrage	NOUN
framr-1742	8	13	pricing	pricing	NOUN
framr-1742	8	14	theory	theory	NOUN
framr-1742	8	15	(	(	PUNCT
framr-1742	8	16	apt	apt	ADJ
framr-1742	8	17	)	)	PUNCT
framr-1742	8	18	in	in	ADP
framr-1742	8	19	dhaka	dhaka	PROPN
framr-1742	8	20	stock	stock	PROPN
framr-1742	8	21	exchange	exchange	PROPN
framr-1742	8	22	(	(	PUNCT
framr-1742	8	23	dse	dse	PROPN
framr-1742	8	24	)	)	PUNCT
framr-1742	8	25	of	of	ADP
framr-1742	8	26	bangladesh	bangladesh	PROPN
framr-1742	8	27	.	.	PUNCT
framr-1742	9	1	secondary	secondary	ADJ
framr-1742	9	2	data	datum	NOUN
framr-1742	9	3	has	have	AUX
framr-1742	9	4	been	be	AUX
framr-1742	9	5	used	use	VERB
framr-1742	9	6	which	which	PRON
framr-1742	9	7	was	be	AUX
framr-1742	9	8	composed	compose	VERB
framr-1742	9	9	of	of	ADP
framr-1742	9	10	observable	observable	ADJ
framr-1742	9	11	macroeconomic	macroeconomic	ADJ
framr-1742	9	12	and	and	CCONJ
framr-1742	9	13	stock	stock	NOUN
framr-1742	9	14	market	market	NOUN
framr-1742	9	15	variables	variable	NOUN
framr-1742	9	16	.	.	PUNCT
framr-1742	10	1	study	study	NOUN
framr-1742	10	2	period	period	NOUN
framr-1742	10	3	was	be	AUX
framr-1742	10	4	from	from	ADP
framr-1742	10	5	january	january	PROPN
framr-1742	10	6	2013	2013	NUM
framr-1742	10	7	to	to	ADP
framr-1742	10	8	october	october	PROPN
framr-1742	10	9	2018	2018	NUM
framr-1742	10	10	,	,	PUNCT
framr-1742	10	11	making	make	VERB
framr-1742	10	12	a	a	DET
framr-1742	10	13	total	total	NOUN
framr-1742	10	14	of	of	ADP
framr-1742	10	15	70	70	NUM
framr-1742	10	16	monthly	monthly	ADJ
framr-1742	10	17	observations	observation	NOUN
framr-1742	10	18	.	.	PUNCT
framr-1742	11	1	study	study	NOUN
framr-1742	11	2	found	find	VERB
framr-1742	11	3	that	that	SCONJ
framr-1742	11	4	interest	interest	NOUN
framr-1742	11	5	rate	rate	NOUN
framr-1742	11	6	and	and	CCONJ
framr-1742	11	7	exchange	exchange	NOUN
framr-1742	11	8	rate	rate	NOUN
framr-1742	11	9	has	have	VERB
framr-1742	11	10	significant	significant	ADJ
framr-1742	11	11	influence	influence	NOUN
framr-1742	11	12	but	but	CCONJ
framr-1742	11	13	market	market	NOUN
framr-1742	11	14	capitalization	capitalization	NOUN
framr-1742	11	15	and	and	CCONJ
framr-1742	11	16	tax	tax	NOUN
framr-1742	11	17	rate	rate	NOUN
framr-1742	11	18	have	have	VERB
framr-1742	11	19	insignificant	insignificant	ADJ
framr-1742	11	20	impact	impact	NOUN
framr-1742	11	21	on	on	ADP
framr-1742	11	22	return	return	NOUN
framr-1742	11	23	of	of	ADP
framr-1742	11	24	ds-30	ds-30	NOUN
framr-1742	11	25	index	index	NOUN
framr-1742	11	26	.	.	PUNCT
framr-1742	12	1	except	except	SCONJ
framr-1742	12	2	exchange	exchange	NOUN
framr-1742	12	3	rate	rate	NOUN
framr-1742	12	4	,	,	PUNCT
framr-1742	12	5	other	other	ADJ
framr-1742	12	6	three	three	NUM
framr-1742	12	7	variables	variable	NOUN
framr-1742	12	8	were	be	AUX
framr-1742	12	9	negatively	negatively	ADV
framr-1742	12	10	related	relate	VERB
framr-1742	12	11	with	with	ADP
framr-1742	12	12	ds-30	ds-30	NOUN
framr-1742	12	13	index	index	NOUN
framr-1742	12	14	return	return	NOUN
framr-1742	12	15	.	.	PUNCT
framr-1742	13	1	1	1	NUM
framr-1742	13	2	%	%	NOUN
framr-1742	13	3	increases	increase	NOUN
framr-1742	13	4	in	in	ADP
framr-1742	13	5	exchange	exchange	NOUN
framr-1742	13	6	rate	rate	NOUN
framr-1742	13	7	results	result	NOUN
framr-1742	13	8	0	0	NUM
framr-1742	13	9	.	.	PUNCT
framr-1742	14	1	993	993	NUM
framr-1742	14	2	%	%	NOUN
framr-1742	14	3	increase	increase	NOUN
framr-1742	14	4	in	in	ADP
framr-1742	14	5	stock	stock	NOUN
framr-1742	14	6	prices	price	NOUN
framr-1742	14	7	while	while	SCONJ
framr-1742	14	8	1	1	NUM
framr-1742	14	9	%	%	NOUN
framr-1742	14	10	increases	increase	NOUN
framr-1742	14	11	in	in	ADP
framr-1742	14	12	interest	interest	NOUN
framr-1742	14	13	rate	rate	NOUN
framr-1742	14	14	results	result	NOUN
framr-1742	14	15	0	0	NUM
framr-1742	14	16	.	.	PUNCT
framr-1742	14	17	486	486	NUM
framr-1742	14	18	%	%	NOUN
framr-1742	14	19	decrease	decrease	NOUN
framr-1742	14	20	in	in	ADP
framr-1742	14	21	stock	stock	NOUN
framr-1742	14	22	prices	price	NOUN
framr-1742	14	23	and	and	CCONJ
framr-1742	14	24	vice	vice	NOUN
framr-1742	14	25	-	-	NOUN
framr-1742	14	26	versa	versa	ADV
framr-1742	14	27	.	.	PUNCT
framr-1742	15	1	strong	strong	ADJ
framr-1742	15	2	negative	negative	ADJ
framr-1742	15	3	correlation	correlation	NOUN
framr-1742	15	4	was	be	AUX
framr-1742	15	5	seen	see	VERB
framr-1742	15	6	between	between	ADP
framr-1742	15	7	interest	interest	NOUN
framr-1742	15	8	rate	rate	NOUN
framr-1742	15	9	and	and	CCONJ
framr-1742	15	10	stock	stock	NOUN
framr-1742	15	11	index	index	NOUN
framr-1742	15	12	return	return	NOUN
framr-1742	15	13	.	.	PUNCT
framr-1742	16	1	apt	apt	ADJ
framr-1742	16	2	have	have	AUX
framr-1742	16	3	failed	fail	VERB
framr-1742	16	4	to	to	PART
framr-1742	16	5	fully	fully	ADV
framr-1742	16	6	explain	explain	VERB
framr-1742	16	7	the	the	DET
framr-1742	16	8	change	change	NOUN
framr-1742	16	9	of	of	ADP
framr-1742	16	10	ds-30	ds-30	NOUN
framr-1742	16	11	index	index	NOUN
framr-1742	16	12	return	return	NOUN
framr-1742	16	13	due	due	ADP
framr-1742	16	14	to	to	ADP
framr-1742	16	15	presence	presence	NOUN
framr-1742	16	16	of	of	ADP
framr-1742	16	17	two	two	NUM
framr-1742	16	18	insignificant	insignificant	ADJ
framr-1742	16	19	explanatory	explanatory	ADJ
framr-1742	16	20	variables	variable	NOUN
framr-1742	16	21	.	.	PUNCT
framr-1742	17	1	this	this	DET
framr-1742	17	2	research	research	NOUN
framr-1742	17	3	has	have	VERB
framr-1742	17	4	practical	practical	ADJ
framr-1742	17	5	implications	implication	NOUN
framr-1742	17	6	on	on	ADP
framr-1742	17	7	stock	stock	NOUN
framr-1742	17	8	market	market	NOUN
framr-1742	17	9	participants	participant	NOUN
framr-1742	17	10	as	as	ADP
framr-1742	17	11	investors	investor	NOUN
framr-1742	17	12	’	'	PUNCT
framr-1742	17	13	optimal	optimal	ADJ
framr-1742	17	14	strategy	strategy	NOUN
framr-1742	17	15	largely	largely	ADV
framr-1742	17	16	influenced	influence	VERB
framr-1742	17	17	by	by	ADP
framr-1742	17	18	precision	precision	NOUN
framr-1742	17	19	of	of	ADP
framr-1742	17	20	asset	asset	NOUN
framr-1742	17	21	pricing	pricing	NOUN
framr-1742	17	22	models	model	NOUN
framr-1742	17	23	.	.	PUNCT
framr-1742	18	1	this	this	DET
framr-1742	18	2	research	research	NOUN
framr-1742	18	3	has	have	AUX
framr-1742	18	4	also	also	ADV
framr-1742	18	5	policy	policy	NOUN
framr-1742	18	6	implications	implication	NOUN
framr-1742	18	7	for	for	ADP
framr-1742	18	8	securities	security	NOUN
framr-1742	18	9	&	&	CCONJ
framr-1742	18	10	exchange	exchange	PROPN
framr-1742	18	11	commission	commission	PROPN
framr-1742	18	12	,	,	PUNCT
framr-1742	18	13	government	government	NOUN
framr-1742	18	14	,	,	PUNCT
framr-1742	18	15	and	and	CCONJ
framr-1742	18	16	other	other	ADJ
framr-1742	18	17	regulators	regulator	NOUN
framr-1742	18	18	as	as	ADP
framr-1742	18	19	findings	finding	NOUN
framr-1742	18	20	of	of	ADP
framr-1742	18	21	the	the	DET
framr-1742	18	22	study	study	NOUN
framr-1742	18	23	will	will	AUX
framr-1742	18	24	assist	assist	VERB
framr-1742	18	25	them	they	PRON
framr-1742	18	26	to	to	PART
framr-1742	18	27	develop	develop	VERB
framr-1742	18	28	more	more	ADV
framr-1742	18	29	efficient	efficient	ADJ
framr-1742	18	30	capital	capital	NOUN
framr-1742	18	31	market	market	NOUN
framr-1742	18	32	.	.	PUNCT
framr-1742	19	1	contribution	contribution	NOUN
framr-1742	19	2	/	/	SYM
framr-1742	19	3	originality	originality	NOUN
framr-1742	19	4	:	:	PUNCT
framr-1742	19	5	this	this	DET
framr-1742	19	6	study	study	NOUN
framr-1742	19	7	contributes	contribute	VERB
framr-1742	19	8	to	to	ADP
framr-1742	19	9	the	the	DET
framr-1742	19	10	existing	exist	VERB
framr-1742	19	11	literature	literature	NOUN
framr-1742	19	12	of	of	ADP
framr-1742	19	13	asset	asset	NOUN
framr-1742	19	14	pricing	pricing	NOUN
framr-1742	19	15	model	model	NOUN
framr-1742	19	16	by	by	ADP
framr-1742	19	17	judging	judge	VERB
framr-1742	19	18	its	its	PRON
framr-1742	19	19	reliability	reliability	NOUN
framr-1742	19	20	in	in	ADP
framr-1742	19	21	bangladeshi	bangladeshi	ADJ
framr-1742	19	22	capital	capital	NOUN
framr-1742	19	23	market	market	NOUN
framr-1742	19	24	.	.	PUNCT
framr-1742	20	1	this	this	DET
framr-1742	20	2	study	study	NOUN
framr-1742	20	3	is	be	AUX
framr-1742	20	4	one	one	NUM
framr-1742	20	5	of	of	ADP
framr-1742	20	6	very	very	ADV
framr-1742	20	7	few	few	ADJ
framr-1742	20	8	studies	study	NOUN
framr-1742	20	9	which	which	PRON
framr-1742	20	10	have	have	AUX
framr-1742	20	11	investigated	investigate	VERB
framr-1742	20	12	the	the	DET
framr-1742	20	13	validity	validity	NOUN
framr-1742	20	14	of	of	ADP
framr-1742	20	15	arbitrage	arbitrage	NOUN
framr-1742	20	16	pricing	pricing	NOUN
framr-1742	20	17	theory	theory	NOUN
framr-1742	20	18	in	in	ADP
framr-1742	20	19	dhaka	dhaka	PROPN
framr-1742	20	20	stock	stock	PROPN
framr-1742	20	21	exchange	exchange	PROPN
framr-1742	20	22	with	with	ADP
framr-1742	20	23	the	the	DET
framr-1742	20	24	help	help	NOUN
framr-1742	20	25	of	of	ADP
framr-1742	20	26	index	index	NOUN
framr-1742	20	27	of	of	ADP
framr-1742	20	28	blue	blue	ADJ
framr-1742	20	29	chip	chip	NOUN
framr-1742	20	30	companies	company	NOUN
framr-1742	20	31	.	.	PUNCT
framr-1742	21	1	1	1	X
framr-1742	21	2	.	.	X
framr-1742	21	3	background	background	NOUN
framr-1742	21	4	of	of	ADP
framr-1742	21	5	the	the	DET
framr-1742	21	6	study	study	NOUN
framr-1742	21	7	the	the	DET
framr-1742	21	8	capital	capital	NOUN
framr-1742	21	9	market	market	NOUN
framr-1742	21	10	is	be	AUX
framr-1742	21	11	a	a	DET
framr-1742	21	12	channel	channel	NOUN
framr-1742	21	13	of	of	ADP
framr-1742	21	14	direct	direct	ADJ
framr-1742	21	15	finance	finance	NOUN
framr-1742	21	16	.	.	PUNCT
framr-1742	22	1	it	it	PRON
framr-1742	22	2	enables	enable	VERB
framr-1742	22	3	mobilization	mobilization	NOUN
framr-1742	22	4	of	of	ADP
framr-1742	22	5	funds	fund	NOUN
framr-1742	22	6	for	for	ADP
framr-1742	22	7	investment	investment	NOUN
framr-1742	22	8	purposes	purpose	NOUN
framr-1742	22	9	from	from	ADP
framr-1742	22	10	purchaser	purchaser	NOUN
framr-1742	22	11	of	of	ADP
framr-1742	22	12	capital	capital	NOUN
framr-1742	22	13	market	market	NOUN
framr-1742	22	14	securities	security	NOUN
framr-1742	22	15	or	or	CCONJ
framr-1742	22	16	investor	investor	NOUN
framr-1742	22	17	to	to	PART
framr-1742	22	18	issuer	issuer	VERB
framr-1742	22	19	of	of	ADP
framr-1742	22	20	securities	security	NOUN
framr-1742	22	21	or	or	CCONJ
framr-1742	22	22	borrowers	borrower	NOUN
framr-1742	22	23	(	(	PUNCT
framr-1742	22	24	imam	imam	NOUN
framr-1742	22	25	,	,	PUNCT
framr-1742	22	26	2001	2001	NUM
framr-1742	22	27	)	)	PUNCT
framr-1742	22	28	.	.	PUNCT
framr-1742	23	1	it	it	PRON
framr-1742	23	2	is	be	AUX
framr-1742	23	3	a	a	DET
framr-1742	23	4	market	market	NOUN
framr-1742	23	5	where	where	SCONJ
framr-1742	23	6	savings	saving	NOUN
framr-1742	23	7	are	be	AUX
framr-1742	23	8	made	make	VERB
framr-1742	23	9	available	available	ADJ
framr-1742	23	10	to	to	ADP
framr-1742	23	11	investors	investor	NOUN
framr-1742	23	12	as	as	SCONJ
framr-1742	23	13	firms	firm	NOUN
framr-1742	23	14	get	get	VERB
framr-1742	23	15	capital	capital	NOUN
framr-1742	23	16	through	through	ADP
framr-1742	23	17	issuing	issue	VERB
framr-1742	23	18	financial	financial	ADJ
framr-1742	23	19	assets	asset	NOUN
framr-1742	23	20	such	such	ADJ
framr-1742	23	21	as	as	ADP
framr-1742	23	22	bonds	bond	NOUN
framr-1742	23	23	and	and	CCONJ
framr-1742	23	24	equities	equity	NOUN
framr-1742	23	25	.	.	PUNCT
framr-1742	24	1	in	in	ADP
framr-1742	24	2	other	other	ADJ
framr-1742	24	3	words	word	NOUN
framr-1742	24	4	,	,	PUNCT
framr-1742	24	5	through	through	ADP
framr-1742	24	6	capital	capital	NOUN
framr-1742	24	7	market	market	NOUN
framr-1742	24	8	funds	fund	NOUN
framr-1742	24	9	are	be	AUX
framr-1742	24	10	transferred	transfer	VERB
framr-1742	24	11	from	from	ADP
framr-1742	24	12	investors	investor	NOUN
framr-1742	24	13	to	to	ADP
framr-1742	24	14	different	different	ADJ
framr-1742	24	15	economic	economic	ADJ
framr-1742	24	16	entities	entity	NOUN
framr-1742	24	17	in	in	ADP
framr-1742	24	18	exchange	exchange	NOUN
framr-1742	24	19	of	of	ADP
framr-1742	24	20	transfer	transfer	NOUN
framr-1742	24	21	of	of	ADP
framr-1742	24	22	financial	financial	ADJ
framr-1742	24	23	instruments	instrument	NOUN
framr-1742	24	24	(	(	PUNCT
framr-1742	24	25	chowdhury	chowdhury	PROPN
framr-1742	24	26	,	,	PUNCT
framr-1742	24	27	2005	2005	NUM
framr-1742	24	28	)	)	PUNCT
framr-1742	24	29	.	.	PUNCT
framr-1742	25	1	like	like	ADP
framr-1742	25	2	other	other	ADJ
framr-1742	25	3	markets	market	NOUN
framr-1742	25	4	it	it	PRON
framr-1742	25	5	has	have	VERB
framr-1742	25	6	a	a	DET
framr-1742	25	7	set	set	NOUN
framr-1742	25	8	of	of	ADP
framr-1742	25	9	rules	rule	NOUN
framr-1742	25	10	to	to	PART
framr-1742	25	11	ensure	ensure	VERB
framr-1742	25	12	protection	protection	NOUN
framr-1742	25	13	of	of	ADP
framr-1742	25	14	the	the	DET
framr-1742	25	15	buyers	buyer	NOUN
framr-1742	25	16	i.e.	i.e.	X
framr-1742	25	17	investors	investor	NOUN
framr-1742	25	18	.	.	PUNCT
framr-1742	26	1	capital	capital	NOUN
framr-1742	26	2	market	market	NOUN
framr-1742	26	3	lies	lie	VERB
framr-1742	26	4	at	at	ADP
framr-1742	26	5	the	the	DET
framr-1742	26	6	heart	heart	NOUN
framr-1742	26	7	of	of	ADP
framr-1742	26	8	the	the	DET
framr-1742	26	9	economic	economic	ADJ
framr-1742	26	10	development	development	NOUN
framr-1742	26	11	of	of	ADP
framr-1742	26	12	a	a	DET
framr-1742	26	13	country	country	NOUN
framr-1742	26	14	as	as	SCONJ
framr-1742	26	15	it	it	PRON
framr-1742	26	16	circulates	circulate	VERB
framr-1742	26	17	the	the	DET
framr-1742	26	18	life	life	NOUN
framr-1742	26	19	blood	blood	NOUN
framr-1742	26	20	of	of	ADP
framr-1742	26	21	industrialization	industrialization	NOUN
framr-1742	26	22	,	,	PUNCT
framr-1742	26	23	i.e.	i.e.	X
framr-1742	26	24	the	the	DET
framr-1742	26	25	capital	capital	NOUN
framr-1742	26	26	,	,	PUNCT
framr-1742	26	27	in	in	ADP
framr-1742	26	28	an	an	DET
framr-1742	26	29	economy	economy	NOUN
framr-1742	26	30	;	;	PUNCT
framr-1742	26	31	like	like	SCONJ
framr-1742	26	32	a	a	DET
framr-1742	26	33	heart	heart	NOUN
framr-1742	26	34	circulates	circulate	VERB
framr-1742	26	35	blood	blood	NOUN
framr-1742	26	36	in	in	ADP
framr-1742	26	37	a	a	DET
framr-1742	26	38	human	human	ADJ
framr-1742	26	39	body	body	NOUN
framr-1742	26	40	.	.	PUNCT
framr-1742	27	1	but	but	CCONJ
framr-1742	27	2	it	it	PRON
framr-1742	27	3	requires	require	VERB
framr-1742	27	4	rigorous	rigorous	ADJ
framr-1742	27	5	,	,	PUNCT
framr-1742	27	6	conscious	conscious	ADJ
framr-1742	27	7	,	,	PUNCT
framr-1742	27	8	and	and	CCONJ
framr-1742	27	9	continuous	continuous	ADJ
framr-1742	27	10	human	human	ADJ
framr-1742	27	11	efforts	effort	NOUN
framr-1742	27	12	to	to	PART
framr-1742	27	13	result	result	VERB
framr-1742	27	14	in	in	ADP
framr-1742	27	15	a	a	DET
framr-1742	27	16	fully	fully	ADV
framr-1742	27	17	and	and	CCONJ
framr-1742	27	18	efficiently	efficiently	ADV
framr-1742	27	19	functioning	function	VERB
framr-1742	27	20	organ	organ	NOUN
framr-1742	27	21	of	of	ADP
framr-1742	27	22	an	an	DET
framr-1742	27	23	economy	economy	NOUN
framr-1742	27	24	.	.	PUNCT
framr-1742	28	1	these	these	DET
framr-1742	28	2	efforts	effort	NOUN
framr-1742	28	3	encompass	encompass	VERB
framr-1742	28	4	some	some	DET
framr-1742	28	5	fundamentals	fundamental	NOUN
framr-1742	28	6	related	relate	VERB
framr-1742	28	7	to	to	ADP
framr-1742	28	8	the	the	DET
framr-1742	28	9	very	very	ADJ
framr-1742	28	10	nature	nature	NOUN
framr-1742	28	11	of	of	ADP
framr-1742	28	12	the	the	DET
framr-1742	28	13	market	market	NOUN
framr-1742	28	14	without	without	ADP
framr-1742	28	15	establishing	establish	VERB
framr-1742	28	16	which	which	PRON
framr-1742	28	17	the	the	DET
framr-1742	28	18	true	true	ADJ
framr-1742	28	19	benefits	benefit	NOUN
framr-1742	28	20	of	of	ADP
framr-1742	28	21	the	the	DET
framr-1742	28	22	market	market	NOUN
framr-1742	28	23	can	can	AUX
framr-1742	28	24	not	not	PART
framr-1742	28	25	be	be	AUX
framr-1742	28	26	harnessed	harness	VERB
framr-1742	28	27	.	.	PUNCT
framr-1742	29	1	several	several	ADJ
framr-1742	29	2	theories	theory	NOUN
framr-1742	29	3	and	and	CCONJ
framr-1742	29	4	models	model	NOUN
framr-1742	29	5	have	have	AUX
framr-1742	29	6	been	be	AUX
framr-1742	29	7	developed	develop	VERB
framr-1742	29	8	for	for	ADP
framr-1742	29	9	financial	financial	ADJ
framr-1742	29	10	risk	risk	NOUN
framr-1742	29	11	and	and	CCONJ
framr-1742	29	12	management	management	NOUN
framr-1742	29	13	reviews	review	NOUN
framr-1742	29	14	2021	2021	NUM
framr-1742	29	15	vol	vol	NOUN
framr-1742	29	16	.	.	PROPN
framr-1742	30	1	7	7	NUM
framr-1742	30	2	,	,	PUNCT
framr-1742	30	3	no	no	INTJ
framr-1742	30	4	.	.	NOUN
framr-1742	30	5	1	1	NUM
framr-1742	30	6	,	,	PUNCT
framr-1742	30	7	pp	pp	ADJ
framr-1742	30	8	.	.	PUNCT
framr-1742	31	1	16	16	NUM
framr-1742	31	2	-	-	SYM
framr-1742	31	3	25	25	NUM
framr-1742	31	4	.	.	PUNCT
framr-1742	32	1	issn(e	issn(e	PROPN
framr-1742	32	2	):	):	PUNCT
framr-1742	32	3	2411	2411	NUM
framr-1742	32	4	-	-	SYM
framr-1742	32	5	6408	6408	NUM
framr-1742	32	6	issn(p	issn(p	NUM
framr-1742	32	7	):	):	PUNCT
framr-1742	32	8	2412	2412	NUM
framr-1742	32	9	-	-	SYM
framr-1742	32	10	3404	3404	NUM
framr-1742	32	11	doi	doi	NOUN
framr-1742	32	12	:	:	PUNCT
framr-1742	32	13	10.18488	10.18488	NUM
framr-1742	32	14	/	/	SYM
framr-1742	32	15	journal.89.2021.71.16.25	journal.89.2021.71.16.25	PROPN
framr-1742	32	16	©	©	PROPN
framr-1742	32	17	2021	2021	NUM
framr-1742	32	18	conscientia	conscientia	PROPN
framr-1742	32	19	beam	beam	PROPN
framr-1742	32	20	.	.	PUNCT
framr-1742	33	1	all	all	DET
framr-1742	33	2	rights	right	NOUN
framr-1742	33	3	reserved	reserve	VERB
framr-1742	33	4	.	.	PUNCT
framr-1742	34	1	https://orcid.org/0000-0002-8713-6933	https://orcid.org/0000-0002-8713-6933	PROPN
framr-1742	34	2	https://orcid.org/0000-0002-9708-0507	https://orcid.org/0000-0002-9708-0507	PROPN
framr-1742	34	3	https://www.doi.org/10.18488/journal.89.2021.71.16.25	https://www.doi.org/10.18488/journal.89.2021.71.16.25	VERB
framr-1742	34	4	financial	financial	ADJ
framr-1742	34	5	risk	risk	NOUN
framr-1742	34	6	and	and	CCONJ
framr-1742	34	7	management	management	NOUN
framr-1742	34	8	reviews	review	NOUN
framr-1742	34	9	,	,	PUNCT
framr-1742	34	10	2021	2021	NUM
framr-1742	34	11	,	,	PUNCT
framr-1742	34	12	7(1	7(1	NUM
framr-1742	34	13	):	):	PUNCT
framr-1742	34	14	16	16	NUM
framr-1742	34	15	-	-	SYM
framr-1742	34	16	25	25	NUM
framr-1742	34	17	17	17	NUM
framr-1742	34	18	©	©	PROPN
framr-1742	34	19	2021	2021	NUM
framr-1742	34	20	conscientia	conscientia	PROPN
framr-1742	34	21	beam	beam	PROPN
framr-1742	34	22	.	.	PUNCT
framr-1742	35	1	all	all	DET
framr-1742	35	2	rights	right	NOUN
framr-1742	35	3	reserved	reserve	VERB
framr-1742	35	4	.	.	PUNCT
framr-1742	36	1	estimating	estimate	VERB
framr-1742	36	2	prices	price	NOUN
framr-1742	36	3	or	or	CCONJ
framr-1742	36	4	values	value	NOUN
framr-1742	36	5	of	of	ADP
framr-1742	36	6	financial	financial	ADJ
framr-1742	36	7	instruments	instrument	NOUN
framr-1742	36	8	.	.	PUNCT
framr-1742	37	1	arbitrage	arbitrage	NOUN
framr-1742	37	2	pricing	pricing	NOUN
framr-1742	37	3	theory	theory	NOUN
framr-1742	37	4	(	(	PUNCT
framr-1742	37	5	apt	apt	ADJ
framr-1742	37	6	)	)	PUNCT
framr-1742	37	7	is	be	AUX
framr-1742	37	8	one	one	NUM
framr-1742	37	9	of	of	ADP
framr-1742	37	10	them	they	PRON
framr-1742	37	11	.	.	PUNCT
framr-1742	38	1	determination	determination	NOUN
framr-1742	38	2	of	of	ADP
framr-1742	38	3	asset	asset	NOUN
framr-1742	38	4	prices	price	NOUN
framr-1742	38	5	through	through	ADP
framr-1742	38	6	well	well	ADV
framr-1742	38	7	-	-	PUNCT
framr-1742	38	8	established	establish	VERB
framr-1742	38	9	models	model	NOUN
framr-1742	38	10	or	or	CCONJ
framr-1742	38	11	theories	theory	NOUN
framr-1742	38	12	is	be	AUX
framr-1742	38	13	an	an	DET
framr-1742	38	14	indicator	indicator	NOUN
framr-1742	38	15	of	of	ADP
framr-1742	38	16	a	a	DET
framr-1742	38	17	well	well	ADV
framr-1742	38	18	-	-	PUNCT
framr-1742	38	19	functioning	function	VERB
framr-1742	38	20	capital	capital	NOUN
framr-1742	38	21	market	market	NOUN
framr-1742	38	22	.	.	PUNCT
framr-1742	39	1	2	2	X
framr-1742	39	2	.	.	X
framr-1742	39	3	problem	problem	NOUN
framr-1742	39	4	statement	statement	NOUN
framr-1742	39	5	an	an	DET
framr-1742	39	6	investor	investor	NOUN
framr-1742	39	7	’s	’s	PART
framr-1742	39	8	appropriate	appropriate	ADJ
framr-1742	39	9	investment	investment	NOUN
framr-1742	39	10	decision	decision	NOUN
framr-1742	39	11	largely	largely	ADV
framr-1742	39	12	depends	depend	VERB
framr-1742	39	13	on	on	ADP
framr-1742	39	14	accuracy	accuracy	NOUN
framr-1742	39	15	level	level	NOUN
framr-1742	39	16	of	of	ADP
framr-1742	39	17	forecasting	forecast	VERB
framr-1742	39	18	stock	stock	NOUN
framr-1742	39	19	prices	price	NOUN
framr-1742	39	20	or	or	CCONJ
framr-1742	39	21	values	value	NOUN
framr-1742	39	22	.	.	PUNCT
framr-1742	40	1	in	in	ADP
framr-1742	40	2	general	general	ADJ
framr-1742	40	3	,	,	PUNCT
framr-1742	40	4	market	market	NOUN
framr-1742	40	5	prices	price	NOUN
framr-1742	40	6	of	of	ADP
framr-1742	40	7	firms	firm	NOUN
framr-1742	40	8	’	’	PART
framr-1742	40	9	shares	share	NOUN
framr-1742	40	10	in	in	ADP
framr-1742	40	11	dhaka	dhaka	PROPN
framr-1742	40	12	stock	stock	PROPN
framr-1742	40	13	exchange	exchange	PROPN
framr-1742	40	14	(	(	PUNCT
framr-1742	40	15	dse	dse	PROPN
framr-1742	40	16	)	)	PUNCT
framr-1742	40	17	fluctuates	fluctuate	VERB
framr-1742	40	18	every	every	PRON
framr-1742	40	19	now	now	ADV
framr-1742	40	20	and	and	CCONJ
framr-1742	40	21	then	then	ADV
framr-1742	40	22	and	and	CCONJ
framr-1742	40	23	price	price	NOUN
framr-1742	40	24	variation	variation	NOUN
framr-1742	40	25	enhances	enhance	NOUN
framr-1742	40	26	as	as	SCONJ
framr-1742	40	27	investors	investor	NOUN
framr-1742	40	28	’	'	PUNCT
framr-1742	40	29	holding	hold	VERB
framr-1742	40	30	periods	period	NOUN
framr-1742	40	31	lengthen	lengthen	VERB
framr-1742	40	32	(	(	PUNCT
framr-1742	40	33	mollik	mollik	PROPN
framr-1742	40	34	&	&	CCONJ
framr-1742	40	35	bepari	bepari	PROPN
framr-1742	40	36	,	,	PUNCT
framr-1742	40	37	2010	2010	NUM
framr-1742	40	38	)	)	PUNCT
framr-1742	40	39	.	.	PUNCT
framr-1742	41	1	dse	dse	PROPN
framr-1742	41	2	stock	stock	PROPN
framr-1742	41	3	return	return	NOUN
framr-1742	41	4	behave	behave	VERB
framr-1742	41	5	abnormally	abnormally	ADV
framr-1742	41	6	for	for	ADP
framr-1742	41	7	example	example	NOUN
framr-1742	41	8	stock	stock	NOUN
framr-1742	41	9	market	market	NOUN
framr-1742	41	10	price	price	NOUN
framr-1742	41	11	crush	crush	NOUN
framr-1742	41	12	of	of	ADP
framr-1742	41	13	1996	1996	NUM
framr-1742	41	14	and	and	CCONJ
framr-1742	41	15	2010	2010	NUM
framr-1742	41	16	.	.	PUNCT
framr-1742	42	1	many	many	ADJ
framr-1742	42	2	investors	investor	NOUN
framr-1742	42	3	gained	gain	VERB
framr-1742	42	4	and	and	CCONJ
framr-1742	42	5	many	many	ADJ
framr-1742	42	6	faced	faced	ADJ
framr-1742	42	7	tremendous	tremendous	ADJ
framr-1742	42	8	losses	loss	NOUN
framr-1742	42	9	from	from	ADP
framr-1742	42	10	the	the	DET
framr-1742	42	11	unexpected	unexpected	ADJ
framr-1742	42	12	price	price	NOUN
framr-1742	42	13	abrupt	abrupt	PROPN
framr-1742	42	14	dse	dse	PROPN
framr-1742	42	15	trade	trade	NOUN
framr-1742	42	16	stock	stock	NOUN
framr-1742	42	17	.	.	PUNCT
framr-1742	43	1	as	as	SCONJ
framr-1742	43	2	the	the	DET
framr-1742	43	3	shares	share	NOUN
framr-1742	43	4	of	of	ADP
framr-1742	43	5	stocks	stock	NOUN
framr-1742	43	6	of	of	ADP
framr-1742	43	7	different	different	ADJ
framr-1742	43	8	industries	industry	NOUN
framr-1742	43	9	’	'	PUNCT
framr-1742	43	10	firms	firm	NOUN
framr-1742	43	11	are	be	AUX
framr-1742	43	12	traded	trade	VERB
framr-1742	43	13	in	in	ADP
framr-1742	43	14	dse	dse	PROPN
framr-1742	43	15	and	and	CCONJ
framr-1742	43	16	the	the	DET
framr-1742	43	17	economy	economy	NOUN
framr-1742	43	18	consists	consist	VERB
framr-1742	43	19	of	of	ADP
framr-1742	43	20	different	different	ADJ
framr-1742	43	21	industries	industry	NOUN
framr-1742	43	22	so	so	SCONJ
framr-1742	43	23	certain	certain	ADJ
framr-1742	43	24	macro	macro	ADJ
framr-1742	43	25	-	-	ADJ
framr-1742	43	26	economic	economic	ADJ
framr-1742	43	27	variables	variable	NOUN
framr-1742	43	28	should	should	AUX
framr-1742	43	29	have	have	VERB
framr-1742	43	30	significant	significant	ADJ
framr-1742	43	31	impact	impact	NOUN
framr-1742	43	32	on	on	ADP
framr-1742	43	33	stock	stock	NOUN
framr-1742	43	34	prices	price	NOUN
framr-1742	43	35	.	.	PUNCT
framr-1742	44	1	some	some	DET
framr-1742	44	2	macro	macro	ADJ
framr-1742	44	3	-	-	ADJ
framr-1742	44	4	economic	economic	ADJ
framr-1742	44	5	variables	variable	NOUN
framr-1742	44	6	are	be	AUX
framr-1742	44	7	treated	treat	VERB
framr-1742	44	8	as	as	ADP
framr-1742	44	9	explanatory	explanatory	ADJ
framr-1742	44	10	variable	variable	NOUN
framr-1742	44	11	in	in	SCONJ
framr-1742	44	12	apt	apt	ADJ
framr-1742	44	13	and	and	CCONJ
framr-1742	44	14	in	in	ADP
framr-1742	44	15	an	an	DET
framr-1742	44	16	efficient	efficient	ADJ
framr-1742	44	17	and	and	CCONJ
framr-1742	44	18	well	well	ADV
framr-1742	44	19	developed	develop	VERB
framr-1742	44	20	capital	capital	NOUN
framr-1742	44	21	market	market	NOUN
framr-1742	44	22	true	true	ADJ
framr-1742	44	23	asset	asset	NOUN
framr-1742	44	24	prices	price	NOUN
framr-1742	44	25	can	can	AUX
framr-1742	44	26	be	be	AUX
framr-1742	44	27	forecasted	forecast	VERB
framr-1742	44	28	through	through	ADP
framr-1742	44	29	apt	apt	ADJ
framr-1742	44	30	which	which	PRON
framr-1742	44	31	guides	guide	VERB
framr-1742	44	32	rational	rational	ADJ
framr-1742	44	33	investment	investment	NOUN
framr-1742	44	34	behavior	behavior	NOUN
framr-1742	44	35	.	.	PUNCT
framr-1742	45	1	individual	individual	ADJ
framr-1742	45	2	and	and	CCONJ
framr-1742	45	3	institutional	institutional	ADJ
framr-1742	45	4	investors	investor	NOUN
framr-1742	45	5	’	’	PART
framr-1742	45	6	investment	investment	NOUN
framr-1742	45	7	decisions	decision	NOUN
framr-1742	45	8	influence	influence	VERB
framr-1742	45	9	the	the	DET
framr-1742	45	10	degree	degree	NOUN
framr-1742	45	11	of	of	ADP
framr-1742	45	12	abnormal	abnormal	ADJ
framr-1742	45	13	return	return	NOUN
framr-1742	45	14	and	and	CCONJ
framr-1742	45	15	price	price	NOUN
framr-1742	45	16	instability	instability	NOUN
framr-1742	45	17	.	.	PUNCT
framr-1742	46	1	3	3	X
framr-1742	46	2	.	.	X
framr-1742	46	3	theoretical	theoretical	ADJ
framr-1742	46	4	framework	framework	NOUN
framr-1742	46	5	of	of	ADP
framr-1742	46	6	arbitrage	arbitrage	NOUN
framr-1742	46	7	pricing	pricing	NOUN
framr-1742	46	8	theory	theory	NOUN
framr-1742	46	9	(	(	PUNCT
framr-1742	46	10	apt	apt	ADJ
framr-1742	46	11	)	)	PUNCT
framr-1742	46	12	the	the	DET
framr-1742	46	13	apt	apt	ADJ
framr-1742	46	14	is	be	AUX
framr-1742	46	15	a	a	DET
framr-1742	46	16	multi	multi	ADJ
framr-1742	46	17	-	-	ADJ
framr-1742	46	18	index	index	ADJ
framr-1742	46	19	model	model	NOUN
framr-1742	46	20	which	which	PRON
framr-1742	46	21	along	along	ADP
framr-1742	46	22	with	with	ADP
framr-1742	46	23	market	market	NOUN
framr-1742	46	24	index	index	NOUN
framr-1742	46	25	describes	describe	VERB
framr-1742	46	26	both	both	CCONJ
framr-1742	46	27	macroeconomic	macroeconomic	ADJ
framr-1742	46	28	and	and	CCONJ
framr-1742	46	29	industrial	industrial	ADJ
framr-1742	46	30	factors	factor	NOUN
framr-1742	46	31	that	that	PRON
framr-1742	46	32	changes	change	VERB
framr-1742	46	33	most	most	ADJ
framr-1742	46	34	of	of	ADP
framr-1742	46	35	the	the	DET
framr-1742	46	36	security	security	NOUN
framr-1742	46	37	prices	price	NOUN
framr-1742	46	38	to	to	ADP
framr-1742	46	39	a	a	DET
framr-1742	46	40	specific	specific	ADJ
framr-1742	46	41	direction	direction	NOUN
framr-1742	46	42	.	.	PUNCT
framr-1742	47	1	influence	influence	NOUN
framr-1742	47	2	of	of	ADP
framr-1742	47	3	non	non	ADJ
framr-1742	47	4	-	-	ADJ
framr-1742	47	5	market	market	ADJ
framr-1742	47	6	factors	factor	NOUN
framr-1742	47	7	are	be	AUX
framr-1742	47	8	incorporated	incorporate	VERB
framr-1742	47	9	.	.	PUNCT
framr-1742	48	1	initial	initial	ADJ
framr-1742	48	2	equation	equation	NOUN
framr-1742	48	3	for	for	ADP
framr-1742	48	4	apt	apt	ADJ
framr-1742	48	5	test	test	NOUN
framr-1742	48	6	is	be	AUX
framr-1742	48	7	:	:	PUNCT
framr-1742	48	8	rit=	rit=	PROPN
framr-1742	48	9	𝜶	𝜶	PRON
framr-1742	48	10	+	+	NUM
framr-1742	48	11	𝜷1	𝜷1	ADJ
framr-1742	49	1	x1	x1	PROPN
framr-1742	50	1	+	+	X
framr-1742	50	2	𝜷2x2	𝜷2x2	X
framr-1742	50	3	+	+	NUM
framr-1742	50	4	𝜷3x3	𝜷3x3	X
framr-1742	50	5	+	+	NUM
framr-1742	50	6	…	…	PUNCT
framr-1742	50	7	.+	.+	NOUN
framr-1742	50	8	𝜷ixi	𝜷ixi	VERB
framr-1742	50	9	+	+	X
framr-1742	50	10	𝜺	𝜺	PROPN
framr-1742	50	11	(	(	PUNCT
framr-1742	50	12	dimson	dimson	NOUN
framr-1742	50	13	&	&	CCONJ
framr-1742	50	14	mussavian	mussavian	PROPN
framr-1742	50	15	,	,	PUNCT
framr-1742	50	16	1999	1999	NUM
framr-1742	50	17	)	)	PUNCT
framr-1742	50	18	here	here	ADV
framr-1742	50	19	,	,	PUNCT
framr-1742	50	20	rit	rit	VERB
framr-1742	50	21	the	the	DET
framr-1742	50	22	return	return	NOUN
framr-1742	50	23	of	of	ADP
framr-1742	50	24	ith	ith	PROPN
framr-1742	50	25	stock	stock	NOUN
framr-1742	50	26	at	at	ADP
framr-1742	50	27	t	t	PROPN
framr-1742	50	28	period	period	NOUN
framr-1742	50	29	.	.	PUNCT
framr-1742	51	1	𝜶	𝜶	NOUN
framr-1742	51	2	is	be	AUX
framr-1742	51	3	the	the	DET
framr-1742	51	4	intercept	intercept	NOUN
framr-1742	51	5	,	,	PUNCT
framr-1742	51	6	𝜷1	𝜷1	ADV
framr-1742	51	7	,	,	PUNCT
framr-1742	51	8	𝜷2,	𝜷2,	PROPN
framr-1742	51	9	…	…	PUNCT
framr-1742	51	10	…	…	PUNCT
framr-1742	51	11	i	i	PRON
framr-1742	51	12	are	be	AUX
framr-1742	51	13	relative	relative	ADJ
framr-1742	51	14	slopes	slope	NOUN
framr-1742	51	15	of	of	ADP
framr-1742	51	16	x1	x1	PROPN
framr-1742	51	17	,	,	PUNCT
framr-1742	51	18	x2,	x2,	PROPN
framr-1742	51	19	…	…	SYM
framr-1742	51	20	.xi	.xi	ADJ
framr-1742	51	21	macro	macro	ADJ
framr-1742	51	22	variables	variable	NOUN
framr-1742	51	23	.	.	PUNCT
framr-1742	52	1	𝜺	𝜺	NOUN
framr-1742	52	2	is	be	AUX
framr-1742	52	3	the	the	DET
framr-1742	52	4	error	error	NOUN
framr-1742	52	5	term	term	NOUN
framr-1742	52	6	.	.	PUNCT
framr-1742	53	1	the	the	DET
framr-1742	53	2	fama	fama	PROPN
framr-1742	53	3	-	-	PUNCT
framr-1742	53	4	french	french	ADJ
framr-1742	53	5	three	three	NUM
framr-1742	53	6	factor	factor	NOUN
framr-1742	53	7	model	model	NOUN
framr-1742	53	8	:	:	PUNCT
framr-1742	53	9	fama	fama	PROPN
framr-1742	53	10	and	and	CCONJ
framr-1742	53	11	french	french	ADJ
framr-1742	53	12	(	(	PUNCT
framr-1742	53	13	1993	1993	NUM
framr-1742	53	14	)	)	PUNCT
framr-1742	53	15	;	;	PUNCT
framr-1742	53	16	fama	fama	PROPN
framr-1742	53	17	and	and	CCONJ
framr-1742	53	18	french	french	ADJ
framr-1742	53	19	(	(	PUNCT
framr-1742	53	20	1995	1995	NUM
framr-1742	53	21	)	)	PUNCT
framr-1742	53	22	proposed	propose	VERB
framr-1742	53	23	a	a	DET
framr-1742	53	24	three	three	NUM
framr-1742	53	25	factor	factor	NOUN
framr-1742	53	26	model	model	NOUN
framr-1742	53	27	to	to	PART
framr-1742	53	28	evaluate	evaluate	VERB
framr-1742	53	29	stock	stock	NOUN
framr-1742	53	30	market	market	NOUN
framr-1742	53	31	return	return	NOUN
framr-1742	53	32	;	;	PUNCT
framr-1742	53	33	e(ri	e(ri	PROPN
framr-1742	53	34	)	)	PUNCT
framr-1742	53	35	=	=	SYM
framr-1742	54	1	rf	rf	PRON
framr-1742	54	2	+	+	CCONJ
framr-1742	54	3	β1	β1	X
framr-1742	54	4	[	[	SYM
framr-1742	54	5	e(rm	e(rm	PROPN
framr-1742	54	6	)	)	PUNCT
framr-1742	54	7	–	–	PUNCT
framr-1742	54	8	rf	rf	X
framr-1742	54	9	]	]	X
framr-1742	54	10	+	+	CCONJ
framr-1742	54	11	β2.smb+	β2.smb+	PUNCT
framr-1742	54	12	β3.hml	β3.hml	PUNCT
framr-1742	54	13	here	here	ADV
framr-1742	54	14	,	,	PUNCT
framr-1742	54	15	hml	hml	PROPN
framr-1742	54	16	is	be	AUX
framr-1742	54	17	the	the	DET
framr-1742	54	18	difference	difference	NOUN
framr-1742	54	19	in	in	ADP
framr-1742	54	20	return	return	NOUN
framr-1742	54	21	between	between	ADP
framr-1742	54	22	portfolios	portfolio	NOUN
framr-1742	54	23	of	of	ADP
framr-1742	54	24	assets	asset	NOUN
framr-1742	54	25	with	with	ADP
framr-1742	54	26	high	high	ADJ
framr-1742	54	27	book	book	NOUN
framr-1742	54	28	to	to	ADP
framr-1742	54	29	market	market	NOUN
framr-1742	54	30	and	and	CCONJ
framr-1742	54	31	low	low	ADJ
framr-1742	54	32	book	book	NOUN
framr-1742	54	33	to	to	ADP
framr-1742	54	34	market	market	NOUN
framr-1742	54	35	ratio	ratio	NOUN
framr-1742	54	36	.	.	PUNCT
framr-1742	55	1	smb	smb	PROPN
framr-1742	55	2	is	be	AUX
framr-1742	55	3	the	the	DET
framr-1742	55	4	difference	difference	NOUN
framr-1742	55	5	in	in	ADP
framr-1742	55	6	return	return	NOUN
framr-1742	55	7	between	between	ADP
framr-1742	55	8	portfolios	portfolio	NOUN
framr-1742	55	9	of	of	ADP
framr-1742	55	10	assets	asset	NOUN
framr-1742	55	11	with	with	ADP
framr-1742	55	12	small	small	ADJ
framr-1742	55	13	market	market	NOUN
framr-1742	55	14	capitalization	capitalization	NOUN
framr-1742	55	15	and	and	CCONJ
framr-1742	55	16	big	big	ADJ
framr-1742	55	17	market	market	NOUN
framr-1742	55	18	capitalization	capitalization	NOUN
framr-1742	55	19	.	.	PUNCT
framr-1742	56	1	4	4	X
framr-1742	56	2	.	.	X
framr-1742	56	3	literature	literature	NOUN
framr-1742	56	4	review	review	PROPN
framr-1742	56	5	and	and	CCONJ
framr-1742	56	6	research	research	NOUN
framr-1742	56	7	gap	gap	NOUN
framr-1742	56	8	lehmann	lehmann	NOUN
framr-1742	56	9	and	and	CCONJ
framr-1742	56	10	modest	modest	ADJ
framr-1742	56	11	(	(	PUNCT
framr-1742	56	12	2005	2005	NUM
framr-1742	56	13	)	)	PUNCT
framr-1742	56	14	published	publish	VERB
framr-1742	56	15	a	a	DET
framr-1742	56	16	study	study	NOUN
framr-1742	56	17	examining	examine	VERB
framr-1742	56	18	the	the	DET
framr-1742	56	19	different	different	ADJ
framr-1742	56	20	strategies	strategy	NOUN
framr-1742	56	21	for	for	ADP
framr-1742	56	22	constructing	construct	VERB
framr-1742	56	23	basis	basis	NOUN
framr-1742	56	24	portfolios	portfolio	NOUN
framr-1742	56	25	that	that	PRON
framr-1742	56	26	are	be	AUX
framr-1742	56	27	highly	highly	ADV
framr-1742	56	28	correlated	correlate	VERB
framr-1742	56	29	with	with	ADP
framr-1742	56	30	the	the	DET
framr-1742	56	31	factors	factor	NOUN
framr-1742	56	32	affecting	affect	VERB
framr-1742	56	33	security	security	NOUN
framr-1742	56	34	rates	rate	NOUN
framr-1742	56	35	of	of	ADP
framr-1742	56	36	return	return	NOUN
framr-1742	56	37	.	.	PUNCT
framr-1742	57	1	study	study	NOUN
framr-1742	57	2	found	find	VERB
framr-1742	57	3	that	that	SCONJ
framr-1742	57	4	performance	performance	NOUN
framr-1742	57	5	of	of	ADP
framr-1742	57	6	portfolios	portfolio	NOUN
framr-1742	57	7	with	with	ADP
framr-1742	57	8	large	large	ADJ
framr-1742	57	9	number	number	NOUN
framr-1742	57	10	of	of	ADP
framr-1742	57	11	securities	security	NOUN
framr-1742	57	12	was	be	AUX
framr-1742	57	13	better	well	ADJ
framr-1742	57	14	than	than	ADP
framr-1742	57	15	portfolios	portfolio	NOUN
framr-1742	57	16	with	with	ADP
framr-1742	57	17	small	small	ADJ
framr-1742	57	18	number	number	NOUN
framr-1742	57	19	of	of	ADP
framr-1742	57	20	securities	security	NOUN
framr-1742	57	21	.	.	PUNCT
framr-1742	58	1	they	they	PRON
framr-1742	58	2	found	find	VERB
framr-1742	58	3	factor	factor	NOUN
framr-1742	58	4	analysis	analysis	NOUN
framr-1742	58	5	as	as	ADP
framr-1742	58	6	superior	superior	ADJ
framr-1742	58	7	technique	technique	NOUN
framr-1742	58	8	to	to	ADP
framr-1742	58	9	principal	principal	ADJ
framr-1742	58	10	components	component	NOUN
framr-1742	58	11	procedures	procedure	NOUN
framr-1742	58	12	.	.	PUNCT
framr-1742	59	1	ingersoll	ingersoll	PROPN
framr-1742	59	2	(	(	PUNCT
framr-1742	59	3	1984	1984	NUM
framr-1742	59	4	)	)	PUNCT
framr-1742	59	5	is	be	AUX
framr-1742	59	6	one	one	NUM
framr-1742	59	7	of	of	ADP
framr-1742	59	8	the	the	DET
framr-1742	59	9	supporters	supporter	NOUN
framr-1742	59	10	of	of	ADP
framr-1742	59	11	the	the	DET
framr-1742	59	12	apt	apt	ADJ
framr-1742	59	13	model	model	NOUN
framr-1742	59	14	,	,	PUNCT
framr-1742	59	15	stating	state	VERB
framr-1742	59	16	in	in	ADP
framr-1742	59	17	his	his	PRON
framr-1742	59	18	study	study	NOUN
framr-1742	59	19	that	that	SCONJ
framr-1742	59	20	the	the	DET
framr-1742	59	21	apt	apt	ADJ
framr-1742	59	22	does	do	AUX
framr-1742	59	23	not	not	PART
framr-1742	59	24	incorporate	incorporate	VERB
framr-1742	59	25	capm	capm	PROPN
framr-1742	59	26	’s	’s	PART
framr-1742	59	27	dubious	dubious	ADJ
framr-1742	59	28	assumptions	assumption	NOUN
framr-1742	59	29	in	in	ADP
framr-1742	59	30	describing	describe	VERB
framr-1742	59	31	simple	simple	ADJ
framr-1742	59	32	linear	linear	ADJ
framr-1742	59	33	relationship	relationship	NOUN
framr-1742	59	34	between	between	ADP
framr-1742	59	35	security	security	NOUN
framr-1742	59	36	prices	price	NOUN
framr-1742	59	37	and	and	CCONJ
framr-1742	59	38	various	various	ADJ
framr-1742	59	39	factors	factor	NOUN
framr-1742	59	40	those	those	PRON
framr-1742	59	41	have	have	VERB
framr-1742	59	42	impact	impact	NOUN
framr-1742	59	43	on	on	ADP
framr-1742	59	44	rates	rate	NOUN
framr-1742	59	45	of	of	ADP
framr-1742	59	46	return	return	NOUN
framr-1742	59	47	.	.	PUNCT
framr-1742	60	1	according	accord	VERB
framr-1742	60	2	to	to	ADP
framr-1742	60	3	opinion	opinion	NOUN
framr-1742	60	4	of	of	ADP
framr-1742	60	5	some	some	DET
framr-1742	60	6	researchers	researcher	NOUN
framr-1742	60	7	,	,	PUNCT
framr-1742	60	8	although	although	SCONJ
framr-1742	60	9	equally	equally	ADV
framr-1742	60	10	weighted	weight	VERB
framr-1742	60	11	stock	stock	NOUN
framr-1742	60	12	market	market	NOUN
framr-1742	60	13	index	index	NOUN
framr-1742	60	14	does	do	AUX
framr-1742	60	15	not	not	PART
framr-1742	60	16	truly	truly	ADV
framr-1742	60	17	represent	represent	VERB
framr-1742	60	18	market	market	NOUN
framr-1742	60	19	portfolio	portfolio	NOUN
framr-1742	60	20	,	,	PUNCT
framr-1742	60	21	its	its	PRON
framr-1742	60	22	movement	movement	NOUN
framr-1742	60	23	of	of	ADP
framr-1742	60	24	returns	return	NOUN
framr-1742	60	25	should	should	AUX
framr-1742	60	26	be	be	AUX
framr-1742	60	27	highly	highly	ADV
framr-1742	60	28	associated	associate	VERB
framr-1742	60	29	with	with	ADP
framr-1742	60	30	the	the	DET
framr-1742	60	31	true	true	ADJ
framr-1742	60	32	market	market	NOUN
framr-1742	60	33	portfolio	portfolio	NOUN
framr-1742	60	34	(	(	PUNCT
framr-1742	60	35	kandel	kandel	PROPN
framr-1742	60	36	&	&	CCONJ
framr-1742	60	37	stambaugh	stambaugh	PROPN
framr-1742	60	38	,	,	PUNCT
framr-1742	60	39	1987	1987	NUM
framr-1742	60	40	;	;	PUNCT
framr-1742	60	41	shanken	shanken	VERB
framr-1742	60	42	,	,	PUNCT
framr-1742	60	43	1985	1985	NUM
framr-1742	60	44	)	)	PUNCT
framr-1742	60	45	.	.	PUNCT
framr-1742	61	1	chen	chen	PROPN
framr-1742	61	2	,	,	PUNCT
framr-1742	61	3	roll	roll	VERB
framr-1742	61	4	,	,	PUNCT
framr-1742	61	5	and	and	CCONJ
framr-1742	61	6	ross	ross	PROPN
framr-1742	61	7	(	(	PUNCT
framr-1742	61	8	1986	1986	NUM
framr-1742	61	9	)	)	PUNCT
framr-1742	61	10	in	in	ADP
framr-1742	61	11	their	their	PRON
framr-1742	61	12	study	study	NOUN
framr-1742	61	13	verified	verify	VERB
framr-1742	61	14	the	the	DET
framr-1742	61	15	soundness	soundness	NOUN
framr-1742	61	16	of	of	ADP
framr-1742	61	17	the	the	DET
framr-1742	61	18	apt	apt	ADJ
framr-1742	61	19	in	in	ADP
framr-1742	61	20	us	us	PROPN
framr-1742	61	21	stock	stock	NOUN
framr-1742	61	22	markets	market	NOUN
framr-1742	61	23	.	.	PUNCT
framr-1742	62	1	they	they	PRON
framr-1742	62	2	found	find	VERB
framr-1742	62	3	several	several	ADJ
framr-1742	62	4	macroeconomic	macroeconomic	ADJ
framr-1742	62	5	factors	factor	NOUN
framr-1742	62	6	such	such	ADJ
framr-1742	62	7	as	as	ADP
framr-1742	62	8	industrial	industrial	ADJ
framr-1742	62	9	production	production	NOUN
framr-1742	62	10	,	,	PUNCT
framr-1742	62	11	variations	variation	NOUN
framr-1742	62	12	in	in	ADP
framr-1742	62	13	risk	risk	NOUN
framr-1742	62	14	premiums	premium	NOUN
framr-1742	62	15	,	,	PUNCT
framr-1742	62	16	and	and	CCONJ
framr-1742	62	17	the	the	DET
framr-1742	62	18	shifts	shift	NOUN
framr-1742	62	19	in	in	ADP
framr-1742	62	20	the	the	DET
framr-1742	62	21	yield	yield	NOUN
framr-1742	62	22	curve	curve	NOUN
framr-1742	62	23	have	have	VERB
framr-1742	62	24	profound	profound	ADJ
framr-1742	62	25	influence	influence	NOUN
framr-1742	62	26	on	on	ADP
framr-1742	62	27	stock	stock	NOUN
framr-1742	62	28	’s	’s	PART
framr-1742	62	29	return	return	NOUN
framr-1742	62	30	.	.	PUNCT
framr-1742	63	1	the	the	DET
framr-1742	63	2	relation	relation	NOUN
framr-1742	63	3	between	between	ADP
framr-1742	63	4	risk	risk	NOUN
framr-1742	63	5	and	and	CCONJ
framr-1742	63	6	return	return	VERB
framr-1742	63	7	for	for	ADP
framr-1742	63	8	agricultural	agricultural	ADJ
framr-1742	63	9	assets	asset	NOUN
framr-1742	63	10	was	be	AUX
framr-1742	63	11	examined	examine	VERB
framr-1742	63	12	by	by	ADP
framr-1742	63	13	arthur	arthur	PROPN
framr-1742	63	14	,	,	PUNCT
framr-1742	63	15	carter	carter	PROPN
framr-1742	63	16	,	,	PUNCT
framr-1742	63	17	and	and	CCONJ
framr-1742	63	18	abizadeh	abizadeh	NOUN
framr-1742	63	19	(	(	PUNCT
framr-1742	63	20	1988	1988	NUM
framr-1742	63	21	)	)	PUNCT
framr-1742	63	22	who	who	PRON
framr-1742	63	23	concluded	conclude	VERB
framr-1742	63	24	that	that	SCONJ
framr-1742	63	25	the	the	DET
framr-1742	63	26	apt	apt	ADJ
framr-1742	63	27	was	be	AUX
framr-1742	63	28	better	well	ADJ
framr-1742	63	29	at	at	ADP
framr-1742	63	30	explaining	explain	VERB
framr-1742	63	31	returns	return	NOUN
framr-1742	63	32	for	for	ADP
framr-1742	63	33	these	these	DET
framr-1742	63	34	assets	asset	NOUN
framr-1742	63	35	than	than	ADP
framr-1742	63	36	the	the	DET
framr-1742	63	37	capm	capm	PROPN
framr-1742	63	38	.	.	PUNCT
framr-1742	64	1	handa	handa	PROPN
framr-1742	64	2	and	and	CCONJ
framr-1742	64	3	linn	linn	PROPN
framr-1742	64	4	(	(	PUNCT
framr-1742	64	5	1993	1993	NUM
framr-1742	64	6	)	)	PUNCT
framr-1742	64	7	in	in	ADP
framr-1742	64	8	their	their	PRON
framr-1742	64	9	study	study	NOUN
framr-1742	64	10	depicted	depict	VERB
framr-1742	64	11	a	a	DET
framr-1742	64	12	linear	linear	ADJ
framr-1742	64	13	relationship	relationship	NOUN
framr-1742	64	14	between	between	ADP
framr-1742	64	15	expected	expect	VERB
framr-1742	64	16	financial	financial	ADJ
framr-1742	64	17	risk	risk	NOUN
framr-1742	64	18	and	and	CCONJ
framr-1742	64	19	management	management	NOUN
framr-1742	64	20	reviews	review	NOUN
framr-1742	64	21	,	,	PUNCT
framr-1742	64	22	2021	2021	NUM
framr-1742	64	23	,	,	PUNCT
framr-1742	64	24	7(1	7(1	NUM
framr-1742	64	25	):	):	PUNCT
framr-1742	64	26	16	16	NUM
framr-1742	64	27	-	-	SYM
framr-1742	64	28	25	25	NUM
framr-1742	64	29	18	18	NUM
framr-1742	64	30	©	©	PROPN
framr-1742	64	31	2021	2021	NUM
framr-1742	64	32	conscientia	conscientia	PROPN
framr-1742	64	33	beam	beam	PROPN
framr-1742	64	34	.	.	PUNCT
framr-1742	65	1	all	all	DET
framr-1742	65	2	rights	right	NOUN
framr-1742	65	3	reserved	reserve	VERB
framr-1742	65	4	.	.	PUNCT
framr-1742	66	1	asset	asset	NOUN
framr-1742	66	2	returns	return	NOUN
framr-1742	66	3	and	and	CCONJ
framr-1742	66	4	their	their	PRON
framr-1742	66	5	factor	factor	NOUN
framr-1742	66	6	betas	beta	NOUN
framr-1742	66	7	;	;	PUNCT
framr-1742	66	8	however	however	ADV
framr-1742	66	9	,	,	PUNCT
framr-1742	66	10	they	they	PRON
framr-1742	66	11	also	also	ADV
framr-1742	66	12	concluded	conclude	VERB
framr-1742	66	13	that	that	SCONJ
framr-1742	66	14	when	when	SCONJ
framr-1742	66	15	there	there	PRON
framr-1742	66	16	is	be	VERB
framr-1742	66	17	more	more	ADJ
framr-1742	66	18	information	information	NOUN
framr-1742	66	19	available	available	ADJ
framr-1742	66	20	,	,	PUNCT
framr-1742	66	21	predicted	predict	VERB
framr-1742	66	22	prices	price	NOUN
framr-1742	66	23	were	be	AUX
framr-1742	66	24	higher	high	ADJ
framr-1742	66	25	while	while	SCONJ
framr-1742	66	26	factor	factor	NOUN
framr-1742	66	27	betas	beta	NOUN
framr-1742	66	28	were	be	AUX
framr-1742	66	29	relatively	relatively	ADV
framr-1742	66	30	lower	low	ADJ
framr-1742	66	31	.	.	PUNCT
framr-1742	67	1	on	on	ADP
framr-1742	67	2	the	the	DET
framr-1742	67	3	other	other	ADJ
framr-1742	67	4	hand	hand	NOUN
framr-1742	67	5	,	,	PUNCT
framr-1742	67	6	less	less	ADV
framr-1742	67	7	available	available	ADJ
framr-1742	67	8	information	information	NOUN
framr-1742	67	9	underestimated	underestimate	VERB
framr-1742	67	10	prices	price	NOUN
framr-1742	67	11	and	and	CCONJ
framr-1742	67	12	overestimated	overestimated	ADJ
framr-1742	67	13	factor	factor	NOUN
framr-1742	67	14	betas	beta	NOUN
framr-1742	67	15	.	.	PUNCT
framr-1742	68	1	sarver	sarver	PROPN
framr-1742	68	2	and	and	CCONJ
framr-1742	68	3	philippatos	philippato	NOUN
framr-1742	68	4	(	(	PUNCT
framr-1742	68	5	1993	1993	NUM
framr-1742	68	6	)	)	PUNCT
framr-1742	68	7	evaluated	evaluate	VERB
framr-1742	68	8	the	the	DET
framr-1742	68	9	nature	nature	NOUN
framr-1742	68	10	of	of	ADP
framr-1742	68	11	spot	spot	ADJ
framr-1742	68	12	foreign	foreign	ADJ
framr-1742	68	13	exchange	exchange	NOUN
framr-1742	68	14	risk	risk	NOUN
framr-1742	68	15	premiums	premium	NOUN
framr-1742	68	16	using	use	VERB
framr-1742	68	17	the	the	DET
framr-1742	68	18	apt	apt	ADJ
framr-1742	68	19	.	.	PUNCT
framr-1742	69	1	they	they	PRON
framr-1742	69	2	tested	test	VERB
framr-1742	69	3	whether	whether	SCONJ
framr-1742	69	4	the	the	DET
framr-1742	69	5	differences	difference	NOUN
framr-1742	69	6	in	in	ADP
framr-1742	69	7	the	the	DET
framr-1742	69	8	pure	pure	ADJ
framr-1742	69	9	returns	return	NOUN
framr-1742	69	10	on	on	ADP
framr-1742	69	11	currencies	currency	NOUN
framr-1742	69	12	depend	depend	VERB
framr-1742	69	13	on	on	ADP
framr-1742	69	14	systematic	systematic	ADJ
framr-1742	69	15	risk	risk	NOUN
framr-1742	69	16	.	.	PUNCT
framr-1742	70	1	they	they	PRON
framr-1742	70	2	came	come	VERB
framr-1742	70	3	to	to	ADP
framr-1742	70	4	the	the	DET
framr-1742	70	5	result	result	NOUN
framr-1742	70	6	that	that	SCONJ
framr-1742	70	7	single	single	ADJ
framr-1742	70	8	-	-	PUNCT
framr-1742	70	9	factor	factor	NOUN
framr-1742	70	10	apt	apt	ADJ
framr-1742	70	11	model	model	NOUN
framr-1742	70	12	can	can	AUX
framr-1742	70	13	describe	describe	VERB
framr-1742	70	14	expected	expect	VERB
framr-1742	70	15	exchange	exchange	NOUN
framr-1742	70	16	returns	return	NOUN
framr-1742	70	17	.	.	PUNCT
framr-1742	71	1	due	due	ADP
framr-1742	71	2	to	to	ADP
framr-1742	71	3	non	non	ADJ
framr-1742	71	4	-	-	ADJ
framr-1742	71	5	stationarity	stationarity	ADJ
framr-1742	71	6	problem	problem	NOUN
framr-1742	71	7	of	of	ADP
framr-1742	71	8	security	security	NOUN
framr-1742	71	9	returns	return	NOUN
framr-1742	71	10	,	,	PUNCT
framr-1742	71	11	koutmos	koutmos	PROPN
framr-1742	71	12	and	and	CCONJ
framr-1742	71	13	theodossiou	theodossiou	NOUN
framr-1742	71	14	(	(	PUNCT
framr-1742	71	15	1993	1993	NUM
framr-1742	71	16	)	)	PUNCT
framr-1742	71	17	examined	examine	VERB
framr-1742	71	18	the	the	DET
framr-1742	71	19	impact	impact	NOUN
framr-1742	71	20	of	of	ADP
framr-1742	71	21	conditional	conditional	ADJ
framr-1742	71	22	heteroskedasticity	heteroskedasticity	NOUN
framr-1742	71	23	in	in	ADP
framr-1742	71	24	the	the	DET
framr-1742	71	25	apt	apt	ADJ
framr-1742	71	26	with	with	ADP
framr-1742	71	27	observed	observed	ADJ
framr-1742	71	28	variables	variable	NOUN
framr-1742	71	29	.	.	PUNCT
framr-1742	72	1	study	study	NOUN
framr-1742	72	2	revealed	reveal	VERB
framr-1742	72	3	that	that	SCONJ
framr-1742	72	4	forming	form	VERB
framr-1742	72	5	portfolios	portfolio	NOUN
framr-1742	72	6	ca	can	AUX
framr-1742	72	7	n’t	not	PART
framr-1742	72	8	remove	remove	VERB
framr-1742	72	9	the	the	DET
framr-1742	72	10	existence	existence	NOUN
framr-1742	72	11	of	of	ADP
framr-1742	72	12	conditional	conditional	ADJ
framr-1742	72	13	heteroskedasticity	heteroskedasticity	NOUN
framr-1742	72	14	which	which	PRON
framr-1742	72	15	leads	lead	VERB
framr-1742	72	16	to	to	ADP
framr-1742	72	17	inefficient	inefficient	ADJ
framr-1742	72	18	estimates	estimate	NOUN
framr-1742	72	19	of	of	ADP
framr-1742	72	20	factor	factor	NOUN
framr-1742	72	21	betas	beta	NOUN
framr-1742	72	22	,	,	PUNCT
framr-1742	72	23	and	and	CCONJ
framr-1742	72	24	if	if	SCONJ
framr-1742	72	25	ignored	ignore	VERB
framr-1742	72	26	leads	lead	NOUN
framr-1742	72	27	to	to	ADP
framr-1742	72	28	erroneous	erroneous	ADJ
framr-1742	72	29	pricing	pricing	NOUN
framr-1742	72	30	of	of	ADP
framr-1742	72	31	factors	factor	NOUN
framr-1742	72	32	.	.	PUNCT
framr-1742	73	1	nshom	nshom	PROPN
framr-1742	73	2	(	(	PUNCT
framr-1742	73	3	2007	2007	NUM
framr-1742	73	4	)	)	PUNCT
framr-1742	73	5	analyzed	analyze	VERB
framr-1742	73	6	18	18	NUM
framr-1742	73	7	stocks	stock	NOUN
framr-1742	73	8	listed	list	VERB
framr-1742	73	9	in	in	ADP
framr-1742	73	10	london	london	PROPN
framr-1742	73	11	stock	stock	NOUN
framr-1742	73	12	exchange	exchange	PROPN
framr-1742	73	13	(	(	PUNCT
framr-1742	73	14	lse	lse	PROPN
framr-1742	73	15	)	)	PUNCT
framr-1742	73	16	to	to	PART
framr-1742	73	17	explore	explore	VERB
framr-1742	73	18	the	the	DET
framr-1742	73	19	association	association	NOUN
framr-1742	73	20	between	between	ADP
framr-1742	73	21	return	return	NOUN
framr-1742	73	22	of	of	ADP
framr-1742	73	23	stock	stock	NOUN
framr-1742	73	24	and	and	CCONJ
framr-1742	73	25	currency	currency	NOUN
framr-1742	73	26	exchange	exchange	NOUN
framr-1742	73	27	rates	rate	NOUN
framr-1742	73	28	.	.	PUNCT
framr-1742	74	1	study	study	NOUN
framr-1742	74	2	revealed	reveal	VERB
framr-1742	74	3	that	that	SCONJ
framr-1742	74	4	in	in	ADP
framr-1742	74	5	case	case	NOUN
framr-1742	74	6	of	of	ADP
framr-1742	74	7	some	some	DET
framr-1742	74	8	firms	firm	NOUN
framr-1742	74	9	,	,	PUNCT
framr-1742	74	10	return	return	NOUN
framr-1742	74	11	of	of	ADP
framr-1742	74	12	stock	stock	NOUN
framr-1742	74	13	was	be	AUX
framr-1742	74	14	significantly	significantly	ADV
framr-1742	74	15	affected	affect	VERB
framr-1742	74	16	by	by	ADP
framr-1742	74	17	exchange	exchange	NOUN
framr-1742	74	18	rate	rate	NOUN
framr-1742	74	19	changes	change	NOUN
framr-1742	74	20	.	.	PUNCT
framr-1742	75	1	cauchie	cauchie	NOUN
framr-1742	75	2	,	,	PUNCT
framr-1742	75	3	hoesli	hoesli	NOUN
framr-1742	75	4	,	,	PUNCT
framr-1742	75	5	and	and	CCONJ
framr-1742	75	6	isako	isako	NOUN
framr-1742	75	7	(	(	PUNCT
framr-1742	75	8	2004	2004	NUM
framr-1742	75	9	)	)	PUNCT
framr-1742	75	10	conducted	conduct	VERB
framr-1742	75	11	a	a	DET
framr-1742	75	12	study	study	NOUN
framr-1742	75	13	on	on	ADP
framr-1742	75	14	the	the	DET
framr-1742	75	15	determinants	determinant	NOUN
framr-1742	75	16	of	of	ADP
framr-1742	75	17	stock	stock	NOUN
framr-1742	75	18	returns	return	NOUN
framr-1742	75	19	using	use	VERB
framr-1742	75	20	an	an	DET
framr-1742	75	21	apt	apt	ADJ
framr-1742	75	22	framework	framework	NOUN
framr-1742	75	23	in	in	ADP
framr-1742	75	24	the	the	DET
framr-1742	75	25	swiss	swiss	ADJ
framr-1742	75	26	stock	stock	NOUN
framr-1742	75	27	market	market	NOUN
framr-1742	75	28	which	which	PRON
framr-1742	75	29	is	be	AUX
framr-1742	75	30	particular	particular	ADJ
framr-1742	75	31	because	because	SCONJ
framr-1742	75	32	it	it	PRON
framr-1742	75	33	includes	include	VERB
framr-1742	75	34	a	a	DET
framr-1742	75	35	large	large	ADJ
framr-1742	75	36	number	number	NOUN
framr-1742	75	37	of	of	ADP
framr-1742	75	38	firms	firm	NOUN
framr-1742	75	39	that	that	PRON
framr-1742	75	40	are	be	AUX
framr-1742	75	41	susceptible	susceptible	ADJ
framr-1742	75	42	to	to	ADP
framr-1742	75	43	foreign	foreign	ADJ
framr-1742	75	44	economic	economic	ADJ
framr-1742	75	45	conditions	condition	NOUN
framr-1742	75	46	.	.	PUNCT
framr-1742	76	1	they	they	PRON
framr-1742	76	2	used	use	VERB
framr-1742	76	3	statistical	statistical	ADJ
framr-1742	76	4	and	and	CCONJ
framr-1742	76	5	macroeconomic	macroeconomic	ADJ
framr-1742	76	6	implementations	implementation	NOUN
framr-1742	76	7	of	of	ADP
framr-1742	76	8	the	the	DET
framr-1742	76	9	apt	apt	ADJ
framr-1742	76	10	on	on	ADP
framr-1742	76	11	19	19	NUM
framr-1742	76	12	industrial	industrial	ADJ
framr-1742	76	13	sector	sector	NOUN
framr-1742	76	14	indices	index	NOUN
framr-1742	76	15	.	.	PUNCT
framr-1742	77	1	they	they	PRON
framr-1742	77	2	concluded	conclude	VERB
framr-1742	77	3	that	that	SCONJ
framr-1742	77	4	statistically	statistically	ADV
framr-1742	77	5	determined	determined	ADJ
framr-1742	77	6	factors	factor	NOUN
framr-1742	77	7	were	be	AUX
framr-1742	77	8	better	well	ADJ
framr-1742	77	9	at	at	ADP
framr-1742	77	10	explaining	explain	VERB
framr-1742	77	11	determinants	determinant	NOUN
framr-1742	77	12	of	of	ADP
framr-1742	77	13	stock	stock	NOUN
framr-1742	77	14	returns	return	NOUN
framr-1742	77	15	than	than	ADP
framr-1742	77	16	macroeconomic	macroeconomic	ADJ
framr-1742	77	17	variables	variable	NOUN
framr-1742	77	18	.	.	PUNCT
framr-1742	78	1	altay	altay	NOUN
framr-1742	78	2	(	(	PUNCT
framr-1742	78	3	2003	2003	NUM
framr-1742	78	4	)	)	PUNCT
framr-1742	78	5	analyzed	analyze	VERB
framr-1742	78	6	german	german	ADJ
framr-1742	78	7	and	and	CCONJ
framr-1742	78	8	turkish	turkish	ADJ
framr-1742	78	9	economies	economy	NOUN
framr-1742	78	10	and	and	CCONJ
framr-1742	78	11	used	use	VERB
framr-1742	78	12	the	the	DET
framr-1742	78	13	factor	factor	NOUN
framr-1742	78	14	analysis	analysis	NOUN
framr-1742	78	15	technique	technique	NOUN
framr-1742	78	16	on	on	ADP
framr-1742	78	17	key	key	ADJ
framr-1742	78	18	economic	economic	ADJ
framr-1742	78	19	indicators	indicator	NOUN
framr-1742	78	20	for	for	ADP
framr-1742	78	21	identifying	identify	VERB
framr-1742	78	22	significant	significant	ADJ
framr-1742	78	23	factors	factor	NOUN
framr-1742	78	24	that	that	PRON
framr-1742	78	25	affect	affect	VERB
framr-1742	78	26	security	security	NOUN
framr-1742	78	27	returns	return	NOUN
framr-1742	78	28	in	in	ADP
framr-1742	78	29	an	an	DET
framr-1742	78	30	apt	apt	ADJ
framr-1742	78	31	framework	framework	NOUN
framr-1742	78	32	.	.	PUNCT
framr-1742	79	1	altay	altay	PROPN
framr-1742	79	2	used	use	VERB
framr-1742	79	3	the	the	DET
framr-1742	79	4	same	same	ADJ
framr-1742	79	5	economic	economic	ADJ
framr-1742	79	6	indicators	indicator	NOUN
framr-1742	79	7	for	for	ADP
framr-1742	79	8	both	both	DET
framr-1742	79	9	countries	country	NOUN
framr-1742	79	10	and	and	CCONJ
framr-1742	79	11	found	find	VERB
framr-1742	79	12	four	four	NUM
framr-1742	79	13	factors	factor	NOUN
framr-1742	79	14	affecting	affect	VERB
framr-1742	79	15	the	the	DET
framr-1742	79	16	german	german	ADJ
framr-1742	79	17	market	market	NOUN
framr-1742	79	18	while	while	SCONJ
framr-1742	79	19	he	he	PRON
framr-1742	79	20	found	find	VERB
framr-1742	79	21	only	only	ADV
framr-1742	79	22	3	3	NUM
framr-1742	79	23	for	for	ADP
framr-1742	79	24	the	the	DET
framr-1742	79	25	turkish	turkish	ADJ
framr-1742	79	26	market	market	NOUN
framr-1742	79	27	.	.	PUNCT
framr-1742	80	1	the	the	DET
framr-1742	80	2	german	german	ADJ
framr-1742	80	3	market	market	NOUN
framr-1742	80	4	had	have	VERB
framr-1742	80	5	two	two	NUM
framr-1742	80	6	factors	factor	NOUN
framr-1742	80	7	relating	relate	VERB
framr-1742	80	8	to	to	ADP
framr-1742	80	9	unexpected	unexpected	ADJ
framr-1742	80	10	economic	economic	ADJ
framr-1742	80	11	changes	change	NOUN
framr-1742	80	12	.	.	PUNCT
framr-1742	81	1	ramadan	ramadan	PROPN
framr-1742	81	2	(	(	PUNCT
framr-1742	81	3	2012	2012	NUM
framr-1742	81	4	)	)	PUNCT
framr-1742	81	5	conducted	conduct	VERB
framr-1742	81	6	a	a	DET
framr-1742	81	7	research	research	NOUN
framr-1742	81	8	on	on	ADP
framr-1742	81	9	12	12	NUM
framr-1742	81	10	industrial	industrial	ADJ
framr-1742	81	11	portfolios	portfolio	NOUN
framr-1742	81	12	which	which	PRON
framr-1742	81	13	consisted	consist	VERB
framr-1742	81	14	of	of	ADP
framr-1742	81	15	listed	list	VERB
framr-1742	81	16	stocks	stock	NOUN
framr-1742	81	17	traded	trade	VERB
framr-1742	81	18	in	in	ADP
framr-1742	81	19	amman	amman	PROPN
framr-1742	81	20	stock	stock	PROPN
framr-1742	81	21	exchange	exchange	PROPN
framr-1742	81	22	of	of	ADP
framr-1742	81	23	jordan	jordan	PROPN
framr-1742	81	24	over	over	ADP
framr-1742	81	25	the	the	DET
framr-1742	81	26	period	period	NOUN
framr-1742	81	27	2001	2001	NUM
framr-1742	81	28	-	-	SYM
framr-1742	81	29	2011	2011	NUM
framr-1742	81	30	.	.	PUNCT
framr-1742	82	1	regressing	regress	VERB
framr-1742	82	2	six	six	NUM
framr-1742	82	3	variables	variable	NOUN
framr-1742	82	4	on	on	ADP
framr-1742	82	5	stock	stock	NOUN
framr-1742	82	6	return	return	NOUN
framr-1742	82	7	study	study	NOUN
framr-1742	82	8	found	find	VERB
framr-1742	82	9	that	that	SCONJ
framr-1742	82	10	four	four	NUM
framr-1742	82	11	variables	variable	NOUN
framr-1742	82	12	explained	explain	VERB
framr-1742	82	13	84	84	NUM
framr-1742	82	14	%	%	NOUN
framr-1742	82	15	changes	change	NOUN
framr-1742	82	16	in	in	ADP
framr-1742	82	17	stock	stock	NOUN
framr-1742	82	18	return	return	NOUN
framr-1742	82	19	.	.	PUNCT
framr-1742	83	1	study	study	NOUN
framr-1742	83	2	also	also	ADV
framr-1742	83	3	revealed	reveal	VERB
framr-1742	83	4	that	that	SCONJ
framr-1742	83	5	the	the	DET
framr-1742	83	6	impact	impact	NOUN
framr-1742	83	7	changes	change	VERB
framr-1742	83	8	across	across	ADP
framr-1742	83	9	industries	industry	NOUN
framr-1742	83	10	.	.	PUNCT
framr-1742	84	1	zubairi	zubairi	PROPN
framr-1742	84	2	and	and	CCONJ
framr-1742	84	3	farooq	farooq	PROPN
framr-1742	84	4	(	(	PUNCT
framr-1742	84	5	2012	2012	NUM
framr-1742	84	6	)	)	PUNCT
framr-1742	84	7	in	in	ADP
framr-1742	84	8	their	their	PRON
framr-1742	84	9	research	research	NOUN
framr-1742	84	10	tested	test	VERB
framr-1742	84	11	both	both	CCONJ
framr-1742	84	12	capm	capm	PROPN
framr-1742	84	13	and	and	CCONJ
framr-1742	84	14	apt	apt	ADJ
framr-1742	84	15	using	use	VERB
framr-1742	84	16	stock	stock	NOUN
framr-1742	84	17	returns	return	NOUN
framr-1742	84	18	of	of	ADP
framr-1742	84	19	fertilizer	fertilizer	NOUN
framr-1742	84	20	and	and	CCONJ
framr-1742	84	21	power	power	NOUN
framr-1742	84	22	industries	industry	NOUN
framr-1742	84	23	listed	list	VERB
framr-1742	84	24	in	in	ADP
framr-1742	84	25	karachi	karachi	PROPN
framr-1742	84	26	stock	stock	PROPN
framr-1742	84	27	exchange	exchange	PROPN
framr-1742	84	28	,	,	PUNCT
framr-1742	84	29	pakistan	pakistan	PROPN
framr-1742	84	30	.	.	PUNCT
framr-1742	85	1	study	study	NOUN
framr-1742	85	2	found	find	VERB
framr-1742	85	3	that	that	SCONJ
framr-1742	85	4	macroeconomic	macroeconomic	ADJ
framr-1742	85	5	variables	variable	NOUN
framr-1742	85	6	were	be	AUX
framr-1742	85	7	not	not	PART
framr-1742	85	8	the	the	DET
framr-1742	85	9	significant	significant	ADJ
framr-1742	85	10	determinant	determinant	NOUN
framr-1742	85	11	of	of	ADP
framr-1742	85	12	stock	stock	NOUN
framr-1742	85	13	returns	return	NOUN
framr-1742	85	14	and	and	CCONJ
framr-1742	85	15	hence	hence	ADV
framr-1742	85	16	apt	apt	ADJ
framr-1742	85	17	was	be	AUX
framr-1742	85	18	not	not	PART
framr-1742	85	19	valid	valid	ADJ
framr-1742	85	20	.	.	PUNCT
framr-1742	86	1	for	for	ADP
framr-1742	86	2	testing	testing	NOUN
framr-1742	86	3	efficiency	efficiency	NOUN
framr-1742	86	4	of	of	ADP
framr-1742	86	5	apt	apt	ADJ
framr-1742	86	6	,	,	PUNCT
framr-1742	86	7	(	(	PUNCT
framr-1742	86	8	basu	basu	PROPN
framr-1742	86	9	&	&	CCONJ
framr-1742	86	10	chawla	chawla	PROPN
framr-1742	86	11	,	,	PUNCT
framr-1742	86	12	2012	2012	NUM
framr-1742	86	13	)	)	PUNCT
framr-1742	86	14	analyzed	analyze	VERB
framr-1742	86	15	10	10	NUM
framr-1742	86	16	portfolios	portfolio	NOUN
framr-1742	86	17	which	which	PRON
framr-1742	86	18	consists	consist	VERB
framr-1742	86	19	of	of	ADP
framr-1742	86	20	50	50	NUM
framr-1742	86	21	stocks	stock	NOUN
framr-1742	86	22	traded	trade	VERB
framr-1742	86	23	in	in	ADP
framr-1742	86	24	indian	indian	ADJ
framr-1742	86	25	stock	stock	NOUN
framr-1742	86	26	exchange	exchange	NOUN
framr-1742	86	27	over	over	ADP
framr-1742	86	28	the	the	DET
framr-1742	86	29	period	period	NOUN
framr-1742	86	30	2003	2003	NUM
framr-1742	86	31	to	to	ADP
framr-1742	86	32	2008	2008	NUM
framr-1742	86	33	.	.	PUNCT
framr-1742	87	1	study	study	NOUN
framr-1742	87	2	found	find	VERB
framr-1742	87	3	that	that	SCONJ
framr-1742	87	4	apt	apt	ADJ
framr-1742	87	5	is	be	AUX
framr-1742	87	6	valid	valid	ADJ
framr-1742	87	7	since	since	SCONJ
framr-1742	87	8	macroeconomic	macroeconomic	ADJ
framr-1742	87	9	variables	variable	NOUN
framr-1742	87	10	of	of	ADP
framr-1742	87	11	apt	apt	ADJ
framr-1742	87	12	were	be	AUX
framr-1742	87	13	significantly	significantly	ADV
framr-1742	87	14	associated	associate	VERB
framr-1742	87	15	with	with	ADP
framr-1742	87	16	portfolios	portfolio	NOUN
framr-1742	87	17	’	'	PUNCT
framr-1742	87	18	return	return	NOUN
framr-1742	87	19	.	.	PUNCT
framr-1742	88	1	iqbal	iqbal	PROPN
framr-1742	88	2	,	,	PUNCT
framr-1742	88	3	khattak	khattak	PROPN
framr-1742	88	4	,	,	PUNCT
framr-1742	88	5	khattak	khattak	PROPN
framr-1742	88	6	,	,	PUNCT
framr-1742	88	7	and	and	CCONJ
framr-1742	88	8	ullah	ullah	PROPN
framr-1742	88	9	(	(	PUNCT
framr-1742	88	10	2012	2012	NUM
framr-1742	88	11	)	)	PUNCT
framr-1742	88	12	tested	test	VERB
framr-1742	88	13	the	the	DET
framr-1742	88	14	validity	validity	NOUN
framr-1742	88	15	of	of	ADP
framr-1742	88	16	apt	apt	ADJ
framr-1742	88	17	in	in	ADP
framr-1742	88	18	karachi	karachi	PROPN
framr-1742	88	19	stock	stock	PROPN
framr-1742	88	20	exchange	exchange	PROPN
framr-1742	88	21	of	of	ADP
framr-1742	88	22	pakistan	pakistan	PROPN
framr-1742	88	23	using	use	VERB
framr-1742	88	24	four	four	NUM
framr-1742	88	25	macroeconomic	macroeconomic	ADJ
framr-1742	88	26	factors	factor	NOUN
framr-1742	88	27	and	and	CCONJ
framr-1742	88	28	26	26	NUM
framr-1742	88	29	listed	list	VERB
framr-1742	88	30	firms	firm	NOUN
framr-1742	88	31	’	’	PART
framr-1742	88	32	stocks	stock	NOUN
framr-1742	88	33	during	during	ADP
framr-1742	88	34	2004	2004	NUM
framr-1742	88	35	-	-	SYM
framr-1742	88	36	2008	2008	NUM
framr-1742	88	37	.	.	PUNCT
framr-1742	89	1	study	study	NOUN
framr-1742	89	2	found	find	VERB
framr-1742	89	3	that	that	SCONJ
framr-1742	89	4	apt	apt	ADJ
framr-1742	89	5	was	be	AUX
framr-1742	89	6	valid	valid	ADJ
framr-1742	89	7	since	since	SCONJ
framr-1742	89	8	actual	actual	ADJ
framr-1742	89	9	return	return	NOUN
framr-1742	89	10	did	do	AUX
framr-1742	89	11	not	not	PART
framr-1742	89	12	significantly	significantly	ADV
framr-1742	89	13	deviate	deviate	VERB
framr-1742	89	14	from	from	ADP
framr-1742	89	15	projected	project	VERB
framr-1742	89	16	return	return	NOUN
framr-1742	89	17	.	.	PUNCT
framr-1742	90	1	depending	depend	VERB
framr-1742	90	2	on	on	ADP
framr-1742	90	3	the	the	DET
framr-1742	90	4	previous	previous	ADJ
framr-1742	90	5	studies	study	NOUN
framr-1742	90	6	mentioned	mention	VERB
framr-1742	90	7	above	above	ADV
framr-1742	90	8	,	,	PUNCT
framr-1742	90	9	it	it	PRON
framr-1742	90	10	can	can	AUX
framr-1742	90	11	be	be	AUX
framr-1742	90	12	concluded	conclude	VERB
framr-1742	90	13	that	that	SCONJ
framr-1742	90	14	some	some	PRON
framr-1742	90	15	of	of	ADP
framr-1742	90	16	these	these	DET
framr-1742	90	17	studies	study	NOUN
framr-1742	90	18	supported	support	VERB
framr-1742	90	19	the	the	DET
framr-1742	90	20	apt	apt	ADJ
framr-1742	90	21	while	while	SCONJ
framr-1742	90	22	others	other	NOUN
framr-1742	90	23	do	do	VERB
framr-1742	90	24	n’t	not	PART
framr-1742	90	25	.	.	PUNCT
framr-1742	91	1	all	all	DET
framr-1742	91	2	studies	study	NOUN
framr-1742	91	3	used	use	VERB
framr-1742	91	4	different	different	ADJ
framr-1742	91	5	methods	method	NOUN
framr-1742	91	6	in	in	ADP
framr-1742	91	7	testing	test	VERB
framr-1742	91	8	the	the	DET
framr-1742	91	9	validity	validity	NOUN
framr-1742	91	10	of	of	ADP
framr-1742	91	11	the	the	DET
framr-1742	91	12	models	model	NOUN
framr-1742	91	13	,	,	PUNCT
framr-1742	91	14	some	some	PRON
framr-1742	91	15	used	use	VERB
framr-1742	91	16	unconditional	unconditional	ADJ
framr-1742	91	17	apt	apt	ADJ
framr-1742	91	18	while	while	SCONJ
framr-1742	91	19	others	other	NOUN
framr-1742	91	20	used	use	VERB
framr-1742	91	21	conditional	conditional	ADJ
framr-1742	91	22	apt	apt	PROPN
framr-1742	91	23	,	,	PUNCT
framr-1742	91	24	and	and	CCONJ
framr-1742	91	25	thus	thus	ADV
framr-1742	91	26	the	the	DET
framr-1742	91	27	results	result	NOUN
framr-1742	91	28	are	be	AUX
framr-1742	91	29	inconclusive	inconclusive	ADJ
framr-1742	91	30	.	.	PUNCT
framr-1742	92	1	so	so	ADV
framr-1742	92	2	,	,	PUNCT
framr-1742	92	3	here	here	ADV
framr-1742	92	4	some	some	DET
framr-1742	92	5	space	space	NOUN
framr-1742	92	6	of	of	ADP
framr-1742	92	7	investigating	investigate	VERB
framr-1742	92	8	the	the	DET
framr-1742	92	9	validity	validity	NOUN
framr-1742	92	10	of	of	ADP
framr-1742	92	11	model	model	NOUN
framr-1742	92	12	on	on	ADP
framr-1742	92	13	bangladesh	bangladesh	NOUN
framr-1742	92	14	stock	stock	NOUN
framr-1742	92	15	market	market	NOUN
framr-1742	92	16	is	be	AUX
framr-1742	92	17	found	find	VERB
framr-1742	92	18	.	.	PUNCT
framr-1742	93	1	although	although	SCONJ
framr-1742	93	2	few	few	ADJ
framr-1742	93	3	research	research	NOUN
framr-1742	93	4	works	work	NOUN
framr-1742	93	5	were	be	AUX
framr-1742	93	6	done	do	VERB
framr-1742	93	7	on	on	ADP
framr-1742	93	8	capital	capital	NOUN
framr-1742	93	9	asset	asset	NOUN
framr-1742	93	10	pricing	pricing	NOUN
framr-1742	93	11	model	model	NOUN
framr-1742	93	12	(	(	PUNCT
framr-1742	93	13	capm	capm	PROPN
framr-1742	93	14	)	)	PUNCT
framr-1742	93	15	but	but	CCONJ
framr-1742	93	16	no	no	DET
framr-1742	93	17	research	research	NOUN
framr-1742	93	18	work	work	NOUN
framr-1742	93	19	was	be	AUX
framr-1742	93	20	done	do	VERB
framr-1742	93	21	on	on	ADP
framr-1742	93	22	validity	validity	NOUN
framr-1742	93	23	of	of	ADP
framr-1742	93	24	apt	apt	ADJ
framr-1742	93	25	from	from	ADP
framr-1742	93	26	the	the	DET
framr-1742	93	27	context	context	NOUN
framr-1742	93	28	of	of	ADP
framr-1742	93	29	bangladeshi	bangladeshi	ADJ
framr-1742	93	30	stock	stock	NOUN
framr-1742	93	31	market	market	NOUN
framr-1742	93	32	.	.	PUNCT
framr-1742	94	1	aim	aim	NOUN
framr-1742	94	2	of	of	ADP
framr-1742	94	3	the	the	DET
framr-1742	94	4	present	present	ADJ
framr-1742	94	5	study	study	NOUN
framr-1742	94	6	is	be	AUX
framr-1742	94	7	to	to	PART
framr-1742	94	8	fill	fill	VERB
framr-1742	94	9	this	this	DET
framr-1742	94	10	research	research	NOUN
framr-1742	94	11	gap	gap	NOUN
framr-1742	94	12	.	.	PUNCT
framr-1742	95	1	5	5	X
framr-1742	95	2	.	.	X
framr-1742	95	3	research	research	NOUN
framr-1742	95	4	objectives	objective	NOUN
framr-1742	95	5	:	:	PUNCT
framr-1742	95	6	the	the	DET
framr-1742	95	7	main	main	ADJ
framr-1742	95	8	purpose	purpose	NOUN
framr-1742	95	9	of	of	ADP
framr-1742	95	10	the	the	DET
framr-1742	95	11	study	study	NOUN
framr-1742	95	12	is	be	AUX
framr-1742	95	13	to	to	PART
framr-1742	95	14	test	test	VERB
framr-1742	95	15	the	the	DET
framr-1742	95	16	validity	validity	NOUN
framr-1742	95	17	of	of	ADP
framr-1742	95	18	arbitrage	arbitrage	NOUN
framr-1742	95	19	pricing	pricing	NOUN
framr-1742	95	20	theory	theory	NOUN
framr-1742	95	21	(	(	PUNCT
framr-1742	95	22	apt	apt	ADJ
framr-1742	95	23	)	)	PUNCT
framr-1742	95	24	model	model	NOUN
framr-1742	95	25	in	in	ADP
framr-1742	95	26	dhaka	dhaka	PROPN
framr-1742	95	27	stock	stock	PROPN
framr-1742	95	28	exchange	exchange	PROPN
framr-1742	95	29	(	(	PUNCT
framr-1742	95	30	dse	dse	PROPN
framr-1742	95	31	)	)	PUNCT
framr-1742	95	32	.	.	PUNCT
framr-1742	96	1	the	the	DET
framr-1742	96	2	specific	specific	ADJ
framr-1742	96	3	objectives	objective	NOUN
framr-1742	96	4	are	be	AUX
framr-1742	96	5	as	as	SCONJ
framr-1742	96	6	follows	follow	VERB
framr-1742	96	7	:	:	PUNCT
framr-1742	96	8	a.	a.	NOUN
framr-1742	96	9	to	to	PART
framr-1742	96	10	know	know	VERB
framr-1742	96	11	about	about	ADP
framr-1742	96	12	some	some	DET
framr-1742	96	13	descriptive	descriptive	ADJ
framr-1742	96	14	statistics	statistic	NOUN
framr-1742	96	15	of	of	ADP
framr-1742	96	16	ds-30	ds-30	NOUN
framr-1742	96	17	index	index	NOUN
framr-1742	96	18	return	return	NOUN
framr-1742	96	19	and	and	CCONJ
framr-1742	96	20	macro	macro	ADJ
framr-1742	96	21	-	-	ADJ
framr-1742	96	22	economic	economic	ADJ
framr-1742	96	23	variables	variable	NOUN
framr-1742	96	24	used	use	VERB
framr-1742	96	25	in	in	ADP
framr-1742	96	26	apt	apt	ADJ
framr-1742	96	27	model	model	NOUN
framr-1742	96	28	.	.	PUNCT
framr-1742	97	1	b.	b.	PROPN
framr-1742	97	2	to	to	PART
framr-1742	97	3	identify	identify	VERB
framr-1742	97	4	the	the	DET
framr-1742	97	5	strength	strength	NOUN
framr-1742	97	6	and	and	CCONJ
framr-1742	97	7	direction	direction	NOUN
framr-1742	97	8	of	of	ADP
framr-1742	97	9	co	co	NOUN
framr-1742	97	10	-	-	NOUN
framr-1742	97	11	movement	movement	NOUN
framr-1742	97	12	between	between	ADP
framr-1742	97	13	ds-30	ds-30	NOUN
framr-1742	97	14	index	index	NOUN
framr-1742	97	15	return	return	NOUN
framr-1742	97	16	and	and	CCONJ
framr-1742	97	17	macro	macro	ADJ
framr-1742	97	18	-	-	ADJ
framr-1742	97	19	economic	economic	ADJ
framr-1742	97	20	variables	variable	NOUN
framr-1742	97	21	used	use	VERB
framr-1742	97	22	in	in	ADP
framr-1742	97	23	apt	apt	ADJ
framr-1742	97	24	model	model	NOUN
framr-1742	97	25	.	.	PUNCT
framr-1742	98	1	financial	financial	ADJ
framr-1742	98	2	risk	risk	NOUN
framr-1742	98	3	and	and	CCONJ
framr-1742	98	4	management	management	NOUN
framr-1742	98	5	reviews	review	NOUN
framr-1742	98	6	,	,	PUNCT
framr-1742	98	7	2021	2021	NUM
framr-1742	98	8	,	,	PUNCT
framr-1742	98	9	7(1	7(1	NUM
framr-1742	98	10	):	):	PUNCT
framr-1742	98	11	16	16	NUM
framr-1742	98	12	-	-	SYM
framr-1742	98	13	25	25	NUM
framr-1742	98	14	19	19	NUM
framr-1742	98	15	©	©	PROPN
framr-1742	98	16	2021	2021	NUM
framr-1742	98	17	conscientia	conscientia	PROPN
framr-1742	98	18	beam	beam	PROPN
framr-1742	98	19	.	.	PUNCT
framr-1742	99	1	all	all	DET
framr-1742	99	2	rights	right	NOUN
framr-1742	99	3	reserved	reserve	VERB
framr-1742	99	4	.	.	PUNCT
framr-1742	100	1	c.	c.	NOUN
framr-1742	100	2	to	to	PART
framr-1742	100	3	explore	explore	VERB
framr-1742	100	4	the	the	DET
framr-1742	100	5	significance	significance	NOUN
framr-1742	100	6	of	of	ADP
framr-1742	100	7	impact	impact	NOUN
framr-1742	100	8	of	of	ADP
framr-1742	100	9	macro	macro	ADJ
framr-1742	100	10	-	-	ADJ
framr-1742	100	11	economic	economic	ADJ
framr-1742	100	12	variables	variable	NOUN
framr-1742	100	13	on	on	ADP
framr-1742	100	14	ds-30	ds-30	NOUN
framr-1742	100	15	index	index	NOUN
framr-1742	100	16	return	return	NOUN
framr-1742	100	17	.	.	PUNCT
framr-1742	101	1	6	6	X
framr-1742	101	2	.	.	X
framr-1742	101	3	hypotheses	hypothese	VERB
framr-1742	101	4	the	the	DET
framr-1742	101	5	hypotheses	hypothesis	NOUN
framr-1742	101	6	of	of	ADP
framr-1742	101	7	the	the	DET
framr-1742	101	8	study	study	NOUN
framr-1742	101	9	are	be	AUX
framr-1742	101	10	as	as	SCONJ
framr-1742	101	11	follows	follow	VERB
framr-1742	101	12	:	:	PUNCT
framr-1742	101	13	h0	h0	NOUN
framr-1742	101	14	-	-	PUNCT
framr-1742	101	15	1	1	NUM
framr-1742	101	16	:	:	PUNCT
framr-1742	101	17	exchange	exchange	NOUN
framr-1742	101	18	rate	rate	NOUN
framr-1742	101	19	has	have	VERB
framr-1742	101	20	significant	significant	ADJ
framr-1742	101	21	effect	effect	NOUN
framr-1742	101	22	on	on	ADP
framr-1742	101	23	return	return	NOUN
framr-1742	101	24	of	of	ADP
framr-1742	101	25	ds-30	ds-30	NOUN
framr-1742	101	26	index	index	NOUN
framr-1742	101	27	.	.	PUNCT
framr-1742	102	1	h0	h0	PROPN
framr-1742	102	2	-	-	PUNCT
framr-1742	102	3	2	2	NUM
framr-1742	102	4	:	:	PUNCT
framr-1742	102	5	interest	interest	NOUN
framr-1742	102	6	rate	rate	NOUN
framr-1742	102	7	has	have	VERB
framr-1742	102	8	significant	significant	ADJ
framr-1742	102	9	influence	influence	NOUN
framr-1742	102	10	on	on	ADP
framr-1742	102	11	return	return	NOUN
framr-1742	102	12	of	of	ADP
framr-1742	102	13	ds-30	ds-30	NOUN
framr-1742	102	14	index	index	NOUN
framr-1742	102	15	.	.	PUNCT
framr-1742	103	1	h0	h0	PROPN
framr-1742	103	2	-	-	PUNCT
framr-1742	103	3	3	3	NUM
framr-1742	103	4	:	:	PUNCT
framr-1742	103	5	market	market	NOUN
framr-1742	103	6	capitalization	capitalization	NOUN
framr-1742	103	7	has	have	VERB
framr-1742	103	8	significant	significant	ADJ
framr-1742	103	9	impact	impact	NOUN
framr-1742	103	10	on	on	ADP
framr-1742	103	11	return	return	NOUN
framr-1742	103	12	of	of	ADP
framr-1742	103	13	ds-30	ds-30	NOUN
framr-1742	103	14	index	index	NOUN
framr-1742	103	15	.	.	PUNCT
framr-1742	104	1	h0	h0	PROPN
framr-1742	104	2	-	-	PUNCT
framr-1742	104	3	4	4	NUM
framr-1742	104	4	:	:	PUNCT
framr-1742	104	5	tax	tax	NOUN
framr-1742	104	6	rate	rate	NOUN
framr-1742	104	7	has	have	VERB
framr-1742	104	8	significant	significant	ADJ
framr-1742	104	9	influence	influence	NOUN
framr-1742	104	10	on	on	ADP
framr-1742	104	11	return	return	NOUN
framr-1742	104	12	of	of	ADP
framr-1742	104	13	ds-30	ds-30	NOUN
framr-1742	104	14	index	index	NOUN
framr-1742	104	15	.	.	PUNCT
framr-1742	105	1	7	7	X
framr-1742	105	2	.	.	X
framr-1742	105	3	research	research	NOUN
framr-1742	105	4	methodology	methodology	NOUN
framr-1742	105	5	7.1	7.1	NUM
framr-1742	105	6	.	.	PUNCT
framr-1742	106	1	data	datum	NOUN
framr-1742	106	2	and	and	CCONJ
framr-1742	106	3	sample	sample	VERB
framr-1742	106	4	the	the	DET
framr-1742	106	5	data	datum	NOUN
framr-1742	106	6	in	in	ADP
framr-1742	106	7	this	this	DET
framr-1742	106	8	particular	particular	ADJ
framr-1742	106	9	study	study	NOUN
framr-1742	106	10	consist	consist	NOUN
framr-1742	106	11	of	of	ADP
framr-1742	106	12	secondary	secondary	ADJ
framr-1742	106	13	data	datum	NOUN
framr-1742	106	14	composed	compose	VERB
framr-1742	106	15	of	of	ADP
framr-1742	106	16	observable	observable	ADJ
framr-1742	106	17	variables	variable	NOUN
framr-1742	106	18	that	that	PRON
framr-1742	106	19	has	have	AUX
framr-1742	106	20	been	be	AUX
framr-1742	106	21	obtained	obtain	VERB
framr-1742	106	22	from	from	ADP
framr-1742	106	23	the	the	DET
framr-1742	106	24	dse	dse	PROPN
framr-1742	106	25	library	library	NOUN
framr-1742	106	26	,	,	PUNCT
framr-1742	106	27	bangladesh	bangladesh	PROPN
framr-1742	106	28	bureau	bureau	PROPN
framr-1742	106	29	of	of	ADP
framr-1742	106	30	statistics	statistic	NOUN
framr-1742	106	31	,	,	PUNCT
framr-1742	106	32	and	and	CCONJ
framr-1742	106	33	bangladesh	bangladesh	PROPN
framr-1742	106	34	institute	institute	PROPN
framr-1742	106	35	of	of	ADP
framr-1742	106	36	bank	bank	PROPN
framr-1742	106	37	management	management	NOUN
framr-1742	106	38	.	.	PUNCT
framr-1742	107	1	this	this	PRON
framr-1742	107	2	has	have	AUX
framr-1742	107	3	covered	cover	VERB
framr-1742	107	4	the	the	DET
framr-1742	107	5	period	period	NOUN
framr-1742	107	6	from	from	ADP
framr-1742	107	7	january	january	PROPN
framr-1742	107	8	2013	2013	NUM
framr-1742	107	9	to	to	ADP
framr-1742	107	10	october	october	PROPN
framr-1742	107	11	2018	2018	NUM
framr-1742	107	12	,	,	PUNCT
framr-1742	107	13	making	make	VERB
framr-1742	107	14	a	a	DET
framr-1742	107	15	total	total	NOUN
framr-1742	107	16	of	of	ADP
framr-1742	107	17	70	70	NUM
framr-1742	107	18	monthly	monthly	ADJ
framr-1742	107	19	observations	observation	NOUN
framr-1742	107	20	.	.	PUNCT
framr-1742	108	1	data	datum	NOUN
framr-1742	108	2	has	have	AUX
framr-1742	108	3	comprised	comprise	VERB
framr-1742	108	4	of	of	ADP
framr-1742	108	5	interest	interest	NOUN
framr-1742	108	6	on	on	ADP
framr-1742	108	7	commercial	commercial	ADJ
framr-1742	108	8	bank	bank	NOUN
framr-1742	108	9	loans	loan	NOUN
framr-1742	108	10	&	&	CCONJ
framr-1742	108	11	advances	advance	NOUN
framr-1742	108	12	;	;	PUNCT
framr-1742	108	13	interest	interest	NOUN
framr-1742	108	14	on	on	ADP
framr-1742	108	15	savings	saving	NOUN
framr-1742	108	16	of	of	ADP
framr-1742	108	17	commercial	commercial	ADJ
framr-1742	108	18	banks	bank	NOUN
framr-1742	108	19	;	;	PUNCT
framr-1742	108	20	exchange	exchange	NOUN
framr-1742	108	21	rate	rate	NOUN
framr-1742	108	22	of	of	ADP
framr-1742	108	23	the	the	DET
framr-1742	108	24	u.s	u.s	PROPN
framr-1742	108	25	dollar	dollar	NOUN
framr-1742	108	26	,	,	PUNCT
framr-1742	108	27	value	value	NOUN
framr-1742	108	28	of	of	ADP
framr-1742	108	29	market	market	NOUN
framr-1742	108	30	capitalization	capitalization	NOUN
framr-1742	108	31	,	,	PUNCT
framr-1742	108	32	taxes	taxis	NOUN
framr-1742	108	33	paid	pay	VERB
framr-1742	108	34	to	to	ADP
framr-1742	108	35	government	government	NOUN
framr-1742	108	36	by	by	ADP
framr-1742	108	37	investor	investor	NOUN
framr-1742	108	38	and	and	CCONJ
framr-1742	108	39	rate	rate	NOUN
framr-1742	108	40	of	of	ADP
framr-1742	108	41	return	return	NOUN
framr-1742	108	42	of	of	ADP
framr-1742	108	43	ds	ds	ADJ
framr-1742	108	44	30	30	NUM
framr-1742	108	45	index	index	NOUN
framr-1742	108	46	.	.	PUNCT
framr-1742	109	1	7.2	7.2	NUM
framr-1742	109	2	.	.	PUNCT
framr-1742	109	3	model	model	NOUN
framr-1742	109	4	specification	specification	NOUN
framr-1742	109	5	the	the	DET
framr-1742	109	6	analysis	analysis	NOUN
framr-1742	109	7	has	have	AUX
framr-1742	109	8	involved	involve	VERB
framr-1742	109	9	performing	perform	VERB
framr-1742	109	10	test	test	NOUN
framr-1742	109	11	of	of	ADP
framr-1742	109	12	relative	relative	ADJ
framr-1742	109	13	pricing	pricing	NOUN
framr-1742	109	14	model	model	NOUN
framr-1742	109	15	to	to	PART
framr-1742	109	16	know	know	VERB
framr-1742	109	17	how	how	SCONJ
framr-1742	109	18	much	much	ADJ
framr-1742	109	19	of	of	ADP
framr-1742	109	20	the	the	DET
framr-1742	109	21	movement	movement	NOUN
framr-1742	109	22	in	in	ADP
framr-1742	109	23	stock	stock	NOUN
framr-1742	109	24	returns	return	NOUN
framr-1742	109	25	is	be	AUX
framr-1742	109	26	picked	pick	VERB
framr-1742	109	27	up	up	ADP
framr-1742	109	28	by	by	ADP
framr-1742	109	29	the	the	DET
framr-1742	109	30	several	several	ADJ
framr-1742	109	31	explanatory	explanatory	ADJ
framr-1742	109	32	variables	variable	NOUN
framr-1742	109	33	.	.	PUNCT
framr-1742	110	1	from	from	ADP
framr-1742	110	2	the	the	DET
framr-1742	110	3	full	full	ADJ
framr-1742	110	4	sample	sample	NOUN
framr-1742	110	5	of	of	ADP
framr-1742	110	6	30	30	NUM
framr-1742	110	7	stocks	stock	NOUN
framr-1742	110	8	,	,	PUNCT
framr-1742	110	9	the	the	DET
framr-1742	110	10	firms	firm	NOUN
framr-1742	110	11	selected	select	VERB
framr-1742	110	12	spanned	span	VERB
framr-1742	110	13	the	the	DET
framr-1742	110	14	full	full	ADJ
framr-1742	110	15	spectrum	spectrum	NOUN
framr-1742	110	16	of	of	ADP
framr-1742	110	17	stocks	stock	NOUN
framr-1742	110	18	contained	contain	VERB
framr-1742	110	19	in	in	ADP
framr-1742	110	20	the	the	DET
framr-1742	110	21	sample	sample	NOUN
framr-1742	110	22	.	.	PUNCT
framr-1742	111	1	the	the	DET
framr-1742	111	2	model	model	NOUN
framr-1742	111	3	for	for	ADP
framr-1742	111	4	apt	apt	ADJ
framr-1742	111	5	test	test	NOUN
framr-1742	111	6	is	be	AUX
framr-1742	111	7	:	:	PUNCT
framr-1742	111	8	rrdt	rrdt	ADJ
framr-1742	111	9	=	=	SYM
framr-1742	111	10	𝜶	𝜶	SYM
framr-1742	111	11	+	+	CCONJ
framr-1742	111	12	𝛽1	𝛽1	ADJ
framr-1742	111	13	expt	expt	NOUN
framr-1742	111	14	+	+	CCONJ
framr-1742	111	15	𝜷2intt	𝜷2intt	NOUN
framr-1742	111	16	+	+	CCONJ
framr-1742	111	17	𝜷𝟑capt	𝜷𝟑capt	NOUN
framr-1742	111	18	+	+	CCONJ
framr-1742	111	19	𝜷4	𝜷4	NOUN
framr-1742	111	20	taxt	taxt	NOUN
framr-1742	111	21	+	+	CCONJ
framr-1742	111	22	𝜺t	𝜺t	PROPN
framr-1742	111	23	(	(	PUNCT
framr-1742	111	24	sharpe	sharpe	PROPN
framr-1742	111	25	&	&	CCONJ
framr-1742	111	26	cooper	cooper	PROPN
framr-1742	111	27	,	,	PUNCT
framr-1742	111	28	1972	1972	NUM
framr-1742	111	29	)	)	PUNCT
framr-1742	111	30	here	here	ADV
framr-1742	111	31	,	,	PUNCT
framr-1742	111	32	rrdt	rrdt	ADJ
framr-1742	111	33	representing	represent	VERB
framr-1742	111	34	rate	rate	NOUN
framr-1742	111	35	of	of	ADP
framr-1742	111	36	return	return	NOUN
framr-1742	111	37	on	on	ADP
framr-1742	111	38	ds	ds	PRON
framr-1742	111	39	30	30	NUM
framr-1742	111	40	companies	company	NOUN
framr-1742	111	41	at	at	ADP
framr-1742	111	42	time	time	NOUN
framr-1742	111	43	period	period	NOUN
framr-1742	111	44	t	t	PROPN
framr-1742	111	45	is	be	AUX
framr-1742	111	46	the	the	DET
framr-1742	111	47	dependent	dependent	ADJ
framr-1742	111	48	variable	variable	NOUN
framr-1742	111	49	.	.	PUNCT
framr-1742	112	1	returns	return	NOUN
framr-1742	112	2	are	be	AUX
framr-1742	112	3	articulated	articulate	VERB
framr-1742	112	4	in	in	ADP
framr-1742	112	5	percentage	percentage	NOUN
framr-1742	112	6	forms	form	NOUN
framr-1742	112	7	for	for	ADP
framr-1742	112	8	study	study	NOUN
framr-1742	112	9	periods	period	NOUN
framr-1742	112	10	.	.	PUNCT
framr-1742	113	1	independent	independent	ADJ
framr-1742	113	2	variables	variable	NOUN
framr-1742	113	3	:	:	PUNCT
framr-1742	113	4	exchange	exchange	NOUN
framr-1742	113	5	rate	rate	NOUN
framr-1742	113	6	(	(	PUNCT
framr-1742	113	7	expt	expt	NOUN
framr-1742	113	8	)	)	PUNCT
framr-1742	113	9	,	,	PUNCT
framr-1742	113	10	interest	interest	NOUN
framr-1742	113	11	rate	rate	NOUN
framr-1742	113	12	(	(	PUNCT
framr-1742	113	13	intt	intt	NOUN
framr-1742	113	14	)	)	PUNCT
framr-1742	113	15	,	,	PUNCT
framr-1742	113	16	market	market	NOUN
framr-1742	113	17	capitalization	capitalization	NOUN
framr-1742	113	18	(	(	PUNCT
framr-1742	113	19	capt	capt	PROPN
framr-1742	113	20	)	)	PUNCT
framr-1742	113	21	,	,	PUNCT
framr-1742	113	22	and	and	CCONJ
framr-1742	113	23	taxes	taxis	NOUN
framr-1742	113	24	paid	pay	VERB
framr-1742	113	25	by	by	ADP
framr-1742	113	26	investors	investor	NOUN
framr-1742	113	27	(	(	PUNCT
framr-1742	113	28	taxt	taxt	NOUN
framr-1742	113	29	)	)	PUNCT
framr-1742	113	30	at	at	ADP
framr-1742	113	31	time	time	NOUN
framr-1742	113	32	period	period	NOUN
framr-1742	113	33	t.	t.	NOUN
framr-1742	113	34	𝛽1	𝛽1	NOUN
framr-1742	113	35	,	,	PUNCT
framr-1742	113	36	𝛽2	𝛽2	PROPN
framr-1742	113	37	,	,	PUNCT
framr-1742	113	38	𝛽3	𝛽3	PROPN
framr-1742	113	39	,	,	PUNCT
framr-1742	113	40	𝛽4	𝛽4	PROPN
framr-1742	113	41	are	be	AUX
framr-1742	113	42	coefficients	coefficient	NOUN
framr-1742	113	43	of	of	ADP
framr-1742	113	44	exchange	exchange	NOUN
framr-1742	113	45	rate	rate	NOUN
framr-1742	113	46	,	,	PUNCT
framr-1742	113	47	interest	interest	NOUN
framr-1742	113	48	rates	rate	NOUN
framr-1742	113	49	,	,	PUNCT
framr-1742	113	50	market	market	NOUN
framr-1742	113	51	capitalization	capitalization	NOUN
framr-1742	113	52	&	&	CCONJ
framr-1742	113	53	taxes	taxis	NOUN
framr-1742	113	54	respectively	respectively	ADV
framr-1742	113	55	while	while	SCONJ
framr-1742	113	56	𝛼	𝛼	NOUN
framr-1742	113	57	is	be	AUX
framr-1742	113	58	constant	constant	ADJ
framr-1742	113	59	and	and	CCONJ
framr-1742	113	60	𝜀t	𝜀t	NOUN
framr-1742	113	61	is	be	AUX
framr-1742	113	62	the	the	DET
framr-1742	113	63	error	error	NOUN
framr-1742	113	64	of	of	ADP
framr-1742	113	65	analysis	analysis	NOUN
framr-1742	113	66			NOUN
framr-1742	113	67	stock	stock	NOUN
framr-1742	113	68	return	return	NOUN
framr-1742	113	69	–	–	PUNCT
framr-1742	113	70	return	return	NOUN
framr-1742	113	71	of	of	ADP
framr-1742	113	72	a	a	DET
framr-1742	113	73	stock	stock	NOUN
framr-1742	113	74	(	(	PUNCT
framr-1742	113	75	rrd	rrd	PROPN
framr-1742	113	76	):	):	PUNCT
framr-1742	113	77	it	it	PRON
framr-1742	113	78	depends	depend	VERB
framr-1742	113	79	on	on	ADP
framr-1742	113	80	stock	stock	NOUN
framr-1742	113	81	prices	price	NOUN
framr-1742	113	82	which	which	PRON
framr-1742	113	83	is	be	AUX
framr-1742	113	84	largely	largely	ADV
framr-1742	113	85	influenced	influence	VERB
framr-1742	113	86	by	by	ADP
framr-1742	113	87	value	value	NOUN
framr-1742	113	88	creation	creation	NOUN
framr-1742	113	89	.	.	PUNCT
framr-1742	114	1			X
framr-1742	114	2	exchange	exchange	NOUN
framr-1742	114	3	rateratio	rateratio	NOUN
framr-1742	114	4	of	of	ADP
framr-1742	114	5	two	two	NUM
framr-1742	114	6	currencies	currency	NOUN
framr-1742	114	7	(	(	PUNCT
framr-1742	114	8	exp	exp	NOUN
framr-1742	114	9	):	):	PUNCT
framr-1742	114	10	an	an	DET
framr-1742	114	11	exchange	exchange	NOUN
framr-1742	114	12	rate	rate	NOUN
framr-1742	114	13	estimates	estimate	VERB
framr-1742	114	14	the	the	DET
framr-1742	114	15	estimation	estimation	NOUN
framr-1742	114	16	of	of	ADP
framr-1742	114	17	one	one	NUM
framr-1742	114	18	cash	cash	NOUN
framr-1742	114	19	in	in	ADP
framr-1742	114	20	units	unit	NOUN
framr-1742	114	21	of	of	ADP
framr-1742	114	22	another	another	DET
framr-1742	114	23	money	money	NOUN
framr-1742	114	24	.	.	PUNCT
framr-1742	115	1			NOUN
framr-1742	115	2	interest	interest	NOUN
framr-1742	115	3	rate	rate	NOUN
framr-1742	115	4	(	(	PUNCT
framr-1742	115	5	int	int	NOUN
framr-1742	115	6	):	):	PUNCT
framr-1742	115	7	it	it	PRON
framr-1742	115	8	is	be	AUX
framr-1742	115	9	the	the	DET
framr-1742	115	10	general	general	ADJ
framr-1742	115	11	market	market	NOUN
framr-1742	115	12	interest	interest	NOUN
framr-1742	115	13	rate	rate	NOUN
framr-1742	115	14	which	which	PRON
framr-1742	115	15	indicates	indicate	VERB
framr-1742	115	16	the	the	DET
framr-1742	115	17	fee	fee	NOUN
framr-1742	115	18	paid	pay	VERB
framr-1742	115	19	for	for	ADP
framr-1742	115	20	obtaining	obtain	VERB
framr-1742	115	21	the	the	DET
framr-1742	115	22	fund	fund	NOUN
framr-1742	115	23	.	.	PUNCT
framr-1742	116	1	it	it	PRON
framr-1742	116	2	is	be	AUX
framr-1742	116	3	the	the	DET
framr-1742	116	4	cost	cost	NOUN
framr-1742	116	5	of	of	ADP
framr-1742	116	6	borrowing	borrowing	NOUN
framr-1742	116	7	for	for	ADP
framr-1742	116	8	the	the	DET
framr-1742	116	9	fund	fund	NOUN
framr-1742	116	10	receiving	receive	VERB
framr-1742	116	11	entity	entity	NOUN
framr-1742	116	12	.	.	PUNCT
framr-1742	117	1			NOUN
framr-1742	117	2	market	market	NOUN
framr-1742	117	3	capitalization	capitalization	NOUN
framr-1742	117	4	(	(	PUNCT
framr-1742	117	5	cap)-aggregate	cap)-aggregate	ADJ
framr-1742	117	6	market	market	NOUN
framr-1742	117	7	stock	stock	NOUN
framr-1742	117	8	value	value	NOUN
framr-1742	117	9	:	:	PUNCT
framr-1742	117	10	it	it	PRON
framr-1742	117	11	alludes	allude	VERB
framr-1742	117	12	to	to	ADP
framr-1742	117	13	the	the	DET
framr-1742	117	14	all	all	ADV
framr-1742	117	15	-	-	PUNCT
framr-1742	117	16	out	out	ADJ
framr-1742	117	17	dollar	dollar	NOUN
framr-1742	117	18	market	market	NOUN
framr-1742	117	19	value	value	NOUN
framr-1742	117	20	of	of	ADP
framr-1742	117	21	an	an	DET
framr-1742	117	22	organization	organization	NOUN
framr-1742	117	23	's	's	PART
framr-1742	117	24	outstanding	outstanding	ADJ
framr-1742	117	25	shares	share	NOUN
framr-1742	117	26	.	.	PUNCT
framr-1742	118	1	it	it	PRON
framr-1742	118	2	is	be	AUX
framr-1742	118	3	determined	determine	VERB
framr-1742	118	4	by	by	ADP
framr-1742	118	5	duplicating	duplicate	VERB
framr-1742	118	6	an	an	DET
framr-1742	118	7	organization	organization	NOUN
framr-1742	118	8	's	's	PART
framr-1742	118	9	offers	offer	NOUN
framr-1742	118	10	remarkable	remarkable	ADJ
framr-1742	118	11	by	by	ADP
framr-1742	118	12	the	the	DET
framr-1742	118	13	present	present	ADJ
framr-1742	118	14	market	market	NOUN
framr-1742	118	15	price	price	NOUN
framr-1742	118	16	of	of	ADP
framr-1742	118	17	one	one	NUM
framr-1742	118	18	share	share	NOUN
framr-1742	118	19	.	.	PUNCT
framr-1742	119	1			PRON
framr-1742	119	2	taxes	taxis	NOUN
framr-1742	119	3	mandatory	mandatory	ADJ
framr-1742	119	4	charges	charge	NOUN
framr-1742	119	5	paid	pay	VERB
framr-1742	119	6	to	to	ADP
framr-1742	119	7	government	government	NOUN
framr-1742	119	8	(	(	PUNCT
framr-1742	119	9	tax	tax	NOUN
framr-1742	119	10	):	):	PUNCT
framr-1742	119	11	a	a	DET
framr-1742	119	12	charge	charge	NOUN
framr-1742	119	13	which	which	PRON
framr-1742	119	14	is	be	AUX
framr-1742	119	15	an	an	DET
framr-1742	119	16	obligatory	obligatory	ADJ
framr-1742	119	17	budgetary	budgetary	ADJ
framr-1742	119	18	charge	charge	NOUN
framr-1742	119	19	or	or	CCONJ
framr-1742	119	20	some	some	DET
framr-1742	119	21	other	other	ADJ
framr-1742	119	22	kind	kind	NOUN
framr-1742	119	23	of	of	ADP
framr-1742	119	24	toll	toll	NOUN
framr-1742	119	25	forced	force	VERB
framr-1742	119	26	upon	upon	SCONJ
framr-1742	119	27	a	a	DET
framr-1742	119	28	citizen	citizen	NOUN
framr-1742	119	29	(	(	PUNCT
framr-1742	119	30	an	an	DET
framr-1742	119	31	individual	individual	ADJ
framr-1742	119	32	or	or	CCONJ
framr-1742	119	33	other	other	ADJ
framr-1742	119	34	lawful	lawful	ADJ
framr-1742	119	35	element	element	NOUN
framr-1742	119	36	)	)	PUNCT
framr-1742	119	37	by	by	ADP
framr-1742	119	38	a	a	DET
framr-1742	119	39	legislative	legislative	ADJ
framr-1742	119	40	association	association	NOUN
framr-1742	119	41	so	so	SCONJ
framr-1742	119	42	as	as	SCONJ
framr-1742	119	43	to	to	PART
framr-1742	119	44	support	support	VERB
framr-1742	119	45	different	different	ADJ
framr-1742	119	46	open	open	ADJ
framr-1742	119	47	expenditures	expenditure	NOUN
framr-1742	119	48	.	.	PUNCT
framr-1742	120	1	7.3	7.3	NUM
framr-1742	120	2	.	.	PUNCT
framr-1742	121	1	data	datum	NOUN
framr-1742	121	2	analysis	analysis	NOUN
framr-1742	121	3	technique	technique	NOUN
framr-1742	121	4	here	here	ADV
framr-1742	121	5	in	in	ADP
framr-1742	121	6	the	the	DET
framr-1742	121	7	study	study	NOUN
framr-1742	121	8	,	,	PUNCT
framr-1742	121	9	data	datum	NOUN
framr-1742	121	10	have	have	AUX
framr-1742	121	11	been	be	AUX
framr-1742	121	12	analyzed	analyze	VERB
framr-1742	121	13	using	use	VERB
framr-1742	121	14	ordinary	ordinary	ADJ
framr-1742	121	15	least	least	ADJ
framr-1742	121	16	squares	square	NOUN
framr-1742	121	17	(	(	PUNCT
framr-1742	121	18	ols	ol	NOUN
framr-1742	121	19	)	)	PUNCT
framr-1742	121	20	or	or	CCONJ
framr-1742	121	21	linear	linear	ADV
framr-1742	121	22	least	least	ADJ
framr-1742	121	23	squares	square	NOUN
framr-1742	121	24	method	method	VERB
framr-1742	121	25	.	.	PUNCT
framr-1742	122	1	it	it	PRON
framr-1742	122	2	is	be	AUX
framr-1742	122	3	a	a	DET
framr-1742	122	4	method	method	NOUN
framr-1742	122	5	for	for	ADP
framr-1742	122	6	estimating	estimate	VERB
framr-1742	122	7	the	the	DET
framr-1742	122	8	unknown	unknown	ADJ
framr-1742	122	9	parameters	parameter	NOUN
framr-1742	122	10	in	in	ADP
framr-1742	122	11	a	a	DET
framr-1742	122	12	linear	linear	ADJ
framr-1742	122	13	regression	regression	NOUN
framr-1742	122	14	model	model	NOUN
framr-1742	122	15	.	.	PUNCT
framr-1742	123	1	for	for	ADP
framr-1742	123	2	apt	apt	ADJ
framr-1742	123	3	test	test	NOUN
framr-1742	123	4	a	a	DET
framr-1742	123	5	regression	regression	NOUN
framr-1742	123	6	model	model	NOUN
framr-1742	123	7	for	for	ADP
framr-1742	123	8	establishing	establish	VERB
framr-1742	123	9	an	an	DET
framr-1742	123	10	equation	equation	NOUN
framr-1742	123	11	is	be	AUX
framr-1742	123	12	formed	form	VERB
framr-1742	123	13	.	.	PUNCT
framr-1742	124	1	this	this	DET
framr-1742	124	2	equation	equation	NOUN
framr-1742	124	3	describes	describe	VERB
framr-1742	124	4	the	the	DET
framr-1742	124	5	relationship	relationship	NOUN
framr-1742	124	6	of	of	ADP
framr-1742	124	7	rrd	rrd	PROPN
framr-1742	124	8	with	with	ADP
framr-1742	124	9	other	other	ADJ
framr-1742	124	10	independent	independent	ADJ
framr-1742	124	11	variables	variable	NOUN
framr-1742	124	12	such	such	ADJ
framr-1742	124	13	as	as	ADP
framr-1742	124	14	exchange	exchange	NOUN
framr-1742	124	15	rates	rate	NOUN
framr-1742	124	16	,	,	PUNCT
framr-1742	124	17	interest	interest	NOUN
framr-1742	124	18	rates	rate	NOUN
framr-1742	124	19	,	,	PUNCT
framr-1742	124	20	market	market	NOUN
framr-1742	124	21	capitalization	capitalization	NOUN
framr-1742	124	22	and	and	CCONJ
framr-1742	124	23	taxes	taxis	NOUN
framr-1742	124	24	.	.	PUNCT
framr-1742	125	1	financial	financial	ADJ
framr-1742	125	2	risk	risk	NOUN
framr-1742	125	3	and	and	CCONJ
framr-1742	125	4	management	management	NOUN
framr-1742	125	5	reviews	review	NOUN
framr-1742	125	6	,	,	PUNCT
framr-1742	125	7	2021	2021	NUM
framr-1742	125	8	,	,	PUNCT
framr-1742	125	9	7(1	7(1	NUM
framr-1742	125	10	):	):	PUNCT
framr-1742	125	11	16	16	NUM
framr-1742	125	12	-	-	SYM
framr-1742	125	13	25	25	NUM
framr-1742	125	14	20	20	NUM
framr-1742	125	15	©	©	PROPN
framr-1742	125	16	2021	2021	NUM
framr-1742	125	17	conscientia	conscientia	PROPN
framr-1742	125	18	beam	beam	PROPN
framr-1742	125	19	.	.	PUNCT
framr-1742	126	1	all	all	DET
framr-1742	126	2	rights	right	NOUN
framr-1742	126	3	reserved	reserve	VERB
framr-1742	126	4	.	.	PUNCT
framr-1742	127	1	a	a	DET
framr-1742	127	2	)	)	PUNCT
framr-1742	127	3	data	datum	NOUN
framr-1742	127	4	were	be	AUX
framr-1742	127	5	dissected	dissect	VERB
framr-1742	127	6	to	to	ADP
framr-1742	127	7	information	information	NOUN
framr-1742	127	8	utilizing	utilize	VERB
framr-1742	127	9	e	e	NOUN
framr-1742	127	10	-	-	NOUN
framr-1742	127	11	views	view	NOUN
framr-1742	127	12	10	10	NUM
framr-1742	127	13	.	.	PUNCT
framr-1742	128	1	some	some	DET
framr-1742	128	2	specific	specific	ADJ
framr-1742	128	3	tests	test	NOUN
framr-1742	128	4	were	be	AUX
framr-1742	128	5	performed	perform	VERB
framr-1742	128	6	as	as	ADP
framr-1742	128	7	followings	following	NOUN
framr-1742	128	8	:	:	PUNCT
framr-1742	128	9	1	1	NUM
framr-1742	128	10	)	)	PUNCT
framr-1742	128	11	descriptive	descriptive	ADJ
framr-1742	128	12	measurements	measurement	NOUN
framr-1742	128	13	.	.	PUNCT
framr-1742	129	1	2	2	X
framr-1742	129	2	)	)	PUNCT
framr-1742	129	3	correlations	correlation	NOUN
framr-1742	129	4	between	between	ADP
framr-1742	129	5	factors	factor	NOUN
framr-1742	129	6	.	.	PUNCT
framr-1742	130	1	3	3	X
framr-1742	130	2	)	)	PUNCT
framr-1742	130	3	estimation	estimation	NOUN
framr-1742	130	4	of	of	ADP
framr-1742	130	5	regression	regression	NOUN
framr-1742	130	6	coefficients	coefficient	NOUN
framr-1742	130	7	.	.	PUNCT
framr-1742	131	1	4	4	X
framr-1742	131	2	)	)	PUNCT
framr-1742	131	3	diagnostic	diagnostic	ADJ
framr-1742	131	4	tests	test	NOUN
framr-1742	131	5	:	:	PUNCT
framr-1742	131	6	normality	normality	NOUN
framr-1742	131	7	,	,	PUNCT
framr-1742	131	8	heteroskedasticity	heteroskedasticity	NOUN
framr-1742	131	9	,	,	PUNCT
framr-1742	131	10	serial	serial	ADJ
framr-1742	131	11	auto	auto	NOUN
framr-1742	131	12	correlation	correlation	NOUN
framr-1742	131	13	,	,	PUNCT
framr-1742	131	14	model	model	NOUN
framr-1742	131	15	stability	stability	NOUN
framr-1742	131	16	,	,	PUNCT
framr-1742	131	17	and	and	CCONJ
framr-1742	131	18	multicollinearity	multicollinearity	NOUN
framr-1742	131	19	.	.	PUNCT
framr-1742	132	1	b	b	X
framr-1742	132	2	)	)	PUNCT
framr-1742	132	3	hypothesis	hypothesis	NOUN
framr-1742	132	4	test	test	NOUN
framr-1742	132	5	was	be	AUX
framr-1742	132	6	performed	perform	VERB
framr-1742	132	7	through	through	ADP
framr-1742	132	8	multiple	multiple	ADJ
framr-1742	132	9	linear	linear	ADJ
framr-1742	132	10	regression	regression	NOUN
framr-1742	132	11	.	.	PUNCT
framr-1742	133	1	8	8	X
framr-1742	133	2	.	.	X
framr-1742	133	3	results	result	NOUN
framr-1742	133	4	and	and	CCONJ
framr-1742	133	5	discussions	discussion	NOUN
framr-1742	133	6	8.1	8.1	NUM
framr-1742	133	7	.	.	PUNCT
framr-1742	134	1	descriptive	descriptive	ADJ
framr-1742	134	2	statistics	statistic	NOUN
framr-1742	134	3	of	of	ADP
framr-1742	134	4	variables	variable	NOUN
framr-1742	134	5	it	it	PRON
framr-1742	134	6	is	be	AUX
framr-1742	134	7	necessary	necessary	ADJ
framr-1742	134	8	to	to	PART
framr-1742	134	9	comment	comment	VERB
framr-1742	134	10	on	on	ADP
framr-1742	134	11	some	some	DET
framr-1742	134	12	preliminary	preliminary	ADJ
framr-1742	134	13	features	feature	NOUN
framr-1742	134	14	of	of	ADP
framr-1742	134	15	the	the	DET
framr-1742	134	16	data	datum	NOUN
framr-1742	134	17	for	for	ADP
framr-1742	134	18	analyzing	analyze	VERB
framr-1742	134	19	the	the	DET
framr-1742	134	20	result	result	NOUN
framr-1742	134	21	of	of	ADP
framr-1742	134	22	the	the	DET
framr-1742	134	23	study	study	NOUN
framr-1742	134	24	.	.	PUNCT
framr-1742	135	1	table	table	NOUN
framr-1742	135	2	1	1	NUM
framr-1742	135	3	shows	show	VERB
framr-1742	135	4	descriptive	descriptive	ADJ
framr-1742	135	5	statistics	statistic	NOUN
framr-1742	135	6	for	for	ADP
framr-1742	135	7	the	the	DET
framr-1742	135	8	return	return	NOUN
framr-1742	135	9	of	of	ADP
framr-1742	135	10	ds30	ds30	PROPN
framr-1742	135	11	and	and	CCONJ
framr-1742	135	12	other	other	ADJ
framr-1742	135	13	independent	independent	ADJ
framr-1742	135	14	variables	variable	NOUN
framr-1742	135	15	.	.	PUNCT
framr-1742	136	1	table-1	table-1	NUM
framr-1742	136	2	.	.	PUNCT
framr-1742	136	3	descriptive	descriptive	ADJ
framr-1742	136	4	statistics	statistic	NOUN
framr-1742	136	5	of	of	ADP
framr-1742	136	6	dependent	dependent	ADJ
framr-1742	136	7	variable	variable	ADJ
framr-1742	136	8	and	and	CCONJ
framr-1742	136	9	independent	independent	ADJ
framr-1742	136	10	variables	variable	NOUN
framr-1742	136	11	.	.	PUNCT
framr-1742	137	1	statistics	statistic	NOUN
framr-1742	137	2	rrd	rrd	PROPN
framr-1742	137	3	exp	exp	NOUN
framr-1742	137	4	int	int	PROPN
framr-1742	137	5	cap	cap	NOUN
framr-1742	137	6	tax	tax	NOUN
framr-1742	137	7	mean	mean	NOUN
framr-1742	137	8	3.249404	3.249404	NUM
framr-1742	137	9	1.897652	1.897652	NUM
framr-1742	137	10	0.808625	0.808625	NUM
framr-1742	137	11	3.753781	3.753781	NUM
framr-1742	137	12	5.075939	5.075939	NUM
framr-1742	137	13	median	median	NOUN
framr-1742	137	14	3.245375	3.245375	NUM
framr-1742	137	15	1.894316	1.894316	NUM
framr-1742	137	16	0.814229	0.814229	NUM
framr-1742	137	17	3.778838	3.778838	NUM
framr-1742	137	18	5.076294	5.076294	NUM
framr-1742	137	19	maximum	maximum	NOUN
framr-1742	137	20	3.358549	3.358549	NUM
framr-1742	137	21	1.922985	1.922985	NUM
framr-1742	137	22	0.938520	0.938520	NUM
framr-1742	137	23	3.834866	3.834866	NUM
framr-1742	137	24	5.311029	5.311029	NUM
framr-1742	137	25	minimum	minimum	NOUN
framr-1742	137	26	3.108089	3.108089	NUM
framr-1742	137	27	1.888741	1.888741	NUM
framr-1742	137	28	0.684845	0.684845	NUM
framr-1742	137	29	3.443106	3.443106	NUM
framr-1742	137	30	4.436799	4.436799	NUM
framr-1742	137	31	std	std	NOUN
framr-1742	137	32	.	.	PUNCT
framr-1742	138	1	dev	dev	PROPN
framr-1742	138	2	.	.	PUNCT
framr-1742	139	1	0.059084	0.059084	NUM
framr-1742	139	2	0.009821	0.009821	NUM
framr-1742	139	3	0.089872	0.089872	NUM
framr-1742	139	4	0.103793	0.103793	NUM
framr-1742	139	5	0.137199	0.137199	NUM
framr-1742	139	6	skewness	skewness	NOUN
framr-1742	139	7	-0.129869	-0.129869	NOUN
framr-1742	139	8	1.371836	1.371836	NUM
framr-1742	139	9	0.082612	0.082612	NUM
framr-1742	139	10	-2.399796	-2.399796	NOUN
framr-1742	139	11	1.381987	1.381987	NUM
framr-1742	139	12	kurtosis	kurtosis	NOUN
framr-1742	139	13	2.486674	2.486674	NUM
framr-1742	139	14	3.632694	3.632694	NUM
framr-1742	139	15	1.488254	1.488254	NUM
framr-1742	139	16	7.121232	7.121232	NUM
framr-1742	139	17	8.240003	8.240003	NUM
framr-1742	139	18	probability	probability	NOUN
framr-1742	140	1	0.634397	0.634397	NUM
framr-1742	140	2	0.000018	0.000018	NUM
framr-1742	140	3	0.041589	0.041589	NUM
framr-1742	140	4	0.000000	0.000000	NUM
framr-1742	140	5	0.000000	0.000000	NUM
framr-1742	140	6	sum	sum	PROPN
framr-1742	140	7	sq	sq	PROPN
framr-1742	140	8	.	.	PROPN
framr-1742	140	9	dev	dev	PROPN
framr-1742	140	10	.	.	PUNCT
framr-1742	141	1	0.226910	0.226910	NUM
framr-1742	141	2	0.006269	0.006269	NUM
framr-1742	141	3	0.525002	0.525002	NUM
framr-1742	141	4	0.700242	0.700242	NUM
framr-1742	141	5	1.223524	1.223524	NUM
framr-1742	141	6	observations	observation	NOUN
framr-1742	141	7	70	70	NUM
framr-1742	141	8	70	70	NUM
framr-1742	141	9	70	70	NUM
framr-1742	141	10	70	70	NUM
framr-1742	141	11	70	70	NUM
framr-1742	141	12	note	note	NOUN
framr-1742	141	13	:	:	PUNCT
framr-1742	141	14	here	here	ADV
framr-1742	141	15	all	all	DET
framr-1742	141	16	variables	variable	NOUN
framr-1742	141	17	are	be	AUX
framr-1742	141	18	in	in	ADP
framr-1742	141	19	the	the	DET
framr-1742	141	20	percentage	percentage	NOUN
framr-1742	141	21	form	form	NOUN
framr-1742	141	22	.	.	PUNCT
framr-1742	142	1	data	datum	NOUN
framr-1742	142	2	have	have	AUX
framr-1742	142	3	been	be	AUX
framr-1742	142	4	compiled	compile	VERB
framr-1742	142	5	by	by	ADP
framr-1742	142	6	the	the	DET
framr-1742	142	7	researchers	researcher	NOUN
framr-1742	142	8	and	and	CCONJ
framr-1742	142	9	calculated	calculate	VERB
framr-1742	142	10	in	in	ADP
framr-1742	142	11	eviews10	eviews10	NOUN
framr-1742	142	12	.	.	PUNCT
framr-1742	143	1	from	from	ADP
framr-1742	143	2	the	the	DET
framr-1742	143	3	table	table	NOUN
framr-1742	143	4	,	,	PUNCT
framr-1742	143	5	we	we	PRON
framr-1742	143	6	can	can	AUX
framr-1742	143	7	see	see	VERB
framr-1742	143	8	that	that	DET
framr-1742	143	9	average	average	ADJ
framr-1742	143	10	return	return	NOUN
framr-1742	143	11	of	of	ADP
framr-1742	143	12	ds30	ds30	PROPN
framr-1742	143	13	is	be	AUX
framr-1742	143	14	3.25	3.25	NUM
framr-1742	143	15	%	%	NOUN
framr-1742	143	16	.	.	PUNCT
framr-1742	144	1	the	the	DET
framr-1742	144	2	mean	mean	NOUN
framr-1742	144	3	of	of	ADP
framr-1742	144	4	tax	tax	NOUN
framr-1742	144	5	is	be	AUX
framr-1742	144	6	the	the	DET
framr-1742	144	7	largest	large	ADJ
framr-1742	144	8	(	(	PUNCT
framr-1742	144	9	5.08	5.08	NUM
framr-1742	144	10	)	)	PUNCT
framr-1742	144	11	and	and	CCONJ
framr-1742	144	12	the	the	DET
framr-1742	144	13	lowest	low	ADJ
framr-1742	144	14	one	one	NOUN
framr-1742	144	15	is	be	AUX
framr-1742	144	16	int	int	NOUN
framr-1742	144	17	(	(	PUNCT
framr-1742	144	18	.81	.81	NUM
framr-1742	144	19	)	)	PUNCT
framr-1742	144	20	over	over	ADP
framr-1742	144	21	the	the	DET
framr-1742	144	22	period	period	NOUN
framr-1742	144	23	.	.	PUNCT
framr-1742	145	1	in	in	ADP
framr-1742	145	2	term	term	NOUN
framr-1742	145	3	of	of	ADP
framr-1742	145	4	standard	standard	ADJ
framr-1742	145	5	deviation	deviation	NOUN
framr-1742	145	6	,	,	PUNCT
framr-1742	145	7	highest	high	ADJ
framr-1742	145	8	value	value	NOUN
framr-1742	145	9	is	be	AUX
framr-1742	145	10	tax	tax	NOUN
framr-1742	145	11	with	with	ADP
framr-1742	145	12	0.137	0.137	NUM
framr-1742	145	13	followed	follow	VERB
framr-1742	145	14	by	by	ADP
framr-1742	145	15	cap	cap	NOUN
framr-1742	145	16	,	,	PUNCT
framr-1742	145	17	int	int	NOUN
framr-1742	145	18	,	,	PUNCT
framr-1742	145	19	rrd	rrd	PROPN
framr-1742	145	20	and	and	CCONJ
framr-1742	145	21	exp	exp	NOUN
framr-1742	145	22	with	with	ADP
framr-1742	145	23	0.104	0.104	NUM
framr-1742	145	24	,	,	PUNCT
framr-1742	145	25	0.0899	0.0899	NUM
framr-1742	145	26	,	,	PUNCT
framr-1742	145	27	0.059	0.059	NUM
framr-1742	145	28	and	and	CCONJ
framr-1742	145	29	0.0098	0.0098	NUM
framr-1742	145	30	respectively	respectively	ADV
framr-1742	145	31	.	.	PUNCT
framr-1742	146	1	all	all	PRON
framr-1742	146	2	of	of	ADP
framr-1742	146	3	the	the	DET
framr-1742	146	4	variables	variable	NOUN
framr-1742	146	5	except	except	SCONJ
framr-1742	146	6	exp	exp	NOUN
framr-1742	146	7	and	and	CCONJ
framr-1742	146	8	int	int	NOUN
framr-1742	146	9	have	have	VERB
framr-1742	146	10	negative	negative	ADJ
framr-1742	146	11	skewness	skewness	NOUN
framr-1742	146	12	and	and	CCONJ
framr-1742	146	13	positive	positive	ADJ
framr-1742	146	14	kurtosis	kurtosis	NOUN
framr-1742	146	15	values	value	NOUN
framr-1742	146	16	.	.	PUNCT
framr-1742	147	1	8.2	8.2	NUM
framr-1742	147	2	.	.	PUNCT
framr-1742	147	3	correlation	correlation	NOUN
framr-1742	147	4	between	between	ADP
framr-1742	147	5	macroeconomic	macroeconomic	ADJ
framr-1742	147	6	variables	variable	NOUN
framr-1742	147	7	and	and	CCONJ
framr-1742	147	8	ds-30	ds-30	NOUN
framr-1742	147	9	index	index	NOUN
framr-1742	147	10	table-2	table-2	PROPN
framr-1742	147	11	.	.	PUNCT
framr-1742	147	12	correlation	correlation	NOUN
framr-1742	147	13	among	among	ADP
framr-1742	147	14	variables	variable	NOUN
framr-1742	147	15	.	.	PUNCT
framr-1742	148	1	variables	variable	NOUN
framr-1742	148	2	rrd	rrd	PROPN
framr-1742	148	3	exp	exp	NOUN
framr-1742	148	4	int	int	PROPN
framr-1742	148	5	cap	cap	NOUN
framr-1742	148	6	tax	tax	NOUN
framr-1742	148	7	rrd	rrd	PROPN
framr-1742	148	8	1	1	NUM
framr-1742	148	9	0.65223686	0.65223686	NUM
framr-1742	148	10	-0.8295003	-0.8295003	NOUN
framr-1742	148	11	-0.4721129	-0.4721129	PROPN
framr-1742	148	12	0.45743023	0.45743023	NUM
framr-1742	148	13	exp	exp	NOUN
framr-1742	148	14	0.65223686	0.65223686	NUM
framr-1742	148	15	1	1	NUM
framr-1742	148	16	-0.6582619	-0.6582619	NOUN
framr-1742	148	17	-0.8305811	-0.8305811	VERB
framr-1742	148	18	0.41359074	0.41359074	NUM
framr-1742	148	19	int	int	NOUN
framr-1742	148	20	-0.8295003	-0.8295003	NOUN
framr-1742	148	21	-0.6582619	-0.6582619	NOUN
framr-1742	149	1	1	1	NUM
framr-1742	149	2	0.45274716	0.45274716	NUM
framr-1742	149	3	-0.5795148	-0.5795148	NOUN
framr-1742	149	4	cap	cap	NOUN
framr-1742	149	5	-0.4721129	-0.4721129	PROPN
framr-1742	149	6	-0.8305811	-0.8305811	VERB
framr-1742	149	7	0.45274716	0.45274716	NUM
framr-1742	149	8	1	1	NUM
framr-1742	149	9	-0.5046696	-0.5046696	NOUN
framr-1742	149	10	tax	tax	NOUN
framr-1742	149	11	0.45743073	0.45743073	NUM
framr-1742	149	12	0.41359074	0.41359074	NUM
framr-1742	149	13	-0.5795148	-0.5795148	NOUN
framr-1742	149	14	-0.5046696	-0.5046696	NOUN
framr-1742	149	15	1	1	NUM
framr-1742	149	16	from	from	ADP
framr-1742	149	17	table	table	NOUN
framr-1742	149	18	2	2	NUM
framr-1742	149	19	it	it	PRON
framr-1742	149	20	is	be	AUX
framr-1742	149	21	seen	see	VERB
framr-1742	149	22	that	that	PRON
framr-1742	149	23	relationship	relationship	NOUN
framr-1742	149	24	between	between	ADP
framr-1742	149	25	rrd	rrd	PROPN
framr-1742	149	26	and	and	CCONJ
framr-1742	149	27	int	int	NOUN
framr-1742	149	28	is	be	AUX
framr-1742	149	29	strong	strong	ADJ
framr-1742	149	30	and	and	CCONJ
framr-1742	149	31	negative	negative	ADJ
framr-1742	149	32	as	as	SCONJ
framr-1742	149	33	the	the	DET
framr-1742	149	34	value	value	NOUN
framr-1742	149	35	of	of	ADP
framr-1742	149	36	correlation	correlation	NOUN
framr-1742	149	37	coefficient	coefficient	NOUN
framr-1742	149	38	is	be	AUX
framr-1742	149	39	-0.829	-0.829	PUNCT
framr-1742	149	40	.	.	PUNCT
framr-1742	149	41	moderate	moderate	ADJ
framr-1742	149	42	and	and	CCONJ
framr-1742	149	43	positive	positive	ADJ
framr-1742	149	44	correlation	correlation	NOUN
framr-1742	149	45	is	be	AUX
framr-1742	149	46	seen	see	VERB
framr-1742	149	47	between	between	ADP
framr-1742	149	48	rrd	rrd	PROPN
framr-1742	149	49	and	and	CCONJ
framr-1742	149	50	exp	exp	NOUN
framr-1742	149	51	(	(	PUNCT
framr-1742	149	52	0.65	0.65	NUM
framr-1742	149	53	)	)	PUNCT
framr-1742	149	54	.	.	PUNCT
framr-1742	150	1	negative	negative	ADJ
framr-1742	150	2	and	and	CCONJ
framr-1742	150	3	weak	weak	ADJ
framr-1742	150	4	correlation	correlation	NOUN
framr-1742	150	5	is	be	AUX
framr-1742	150	6	seen	see	VERB
framr-1742	150	7	between	between	ADP
framr-1742	150	8	rrd	rrd	PROPN
framr-1742	150	9	and	and	CCONJ
framr-1742	150	10	cap	cap	NOUN
framr-1742	150	11	(	(	PUNCT
framr-1742	150	12	-0.472	-0.472	NOUN
framr-1742	150	13	)	)	PUNCT
framr-1742	150	14	while	while	SCONJ
framr-1742	150	15	tax	tax	NOUN
framr-1742	150	16	is	be	AUX
framr-1742	150	17	positively	positively	ADV
framr-1742	150	18	related	relate	VERB
framr-1742	150	19	with	with	ADP
framr-1742	150	20	rrd	rrd	PROPN
framr-1742	150	21	.	.	PROPN
framr-1742	151	1	8.3	8.3	NUM
framr-1742	151	2	.	.	PUNCT
framr-1742	151	3	impact	impact	NOUN
framr-1742	151	4	of	of	ADP
framr-1742	151	5	macroeconomic	macroeconomic	ADJ
framr-1742	151	6	variables	variable	NOUN
framr-1742	151	7	on	on	ADP
framr-1742	151	8	return	return	NOUN
framr-1742	151	9	of	of	ADP
framr-1742	151	10	ds-30	ds-30	NOUN
framr-1742	151	11	index	index	NOUN
framr-1742	151	12	regression	regression	NOUN
framr-1742	151	13	model	model	NOUN
framr-1742	151	14	paves	pave	VERB
framr-1742	151	15	the	the	DET
framr-1742	151	16	way	way	NOUN
framr-1742	151	17	of	of	ADP
framr-1742	151	18	constituting	constitute	VERB
framr-1742	151	19	the	the	DET
framr-1742	151	20	mentioned	mention	VERB
framr-1742	151	21	equation	equation	NOUN
framr-1742	151	22	.	.	PUNCT
framr-1742	152	1	the	the	DET
framr-1742	152	2	independent	independent	ADJ
framr-1742	152	3	variable	variable	NOUN
framr-1742	152	4	which	which	PRON
framr-1742	152	5	has	have	VERB
framr-1742	152	6	high	high	ADJ
framr-1742	152	7	coefficient	coefficient	NOUN
framr-1742	152	8	value	value	NOUN
framr-1742	152	9	at	at	ADP
framr-1742	152	10	low	low	ADJ
framr-1742	152	11	probability	probability	NOUN
framr-1742	152	12	has	have	VERB
framr-1742	152	13	impact	impact	NOUN
framr-1742	152	14	rrd	rrd	NOUN
framr-1742	152	15	more	more	ADJ
framr-1742	152	16	.	.	PUNCT
framr-1742	153	1	from	from	ADP
framr-1742	153	2	the	the	DET
framr-1742	153	3	table	table	NOUN
framr-1742	153	4	3	3	NUM
framr-1742	153	5	,	,	PUNCT
framr-1742	153	6	it	it	PRON
framr-1742	153	7	is	be	AUX
framr-1742	153	8	clear	clear	ADJ
framr-1742	153	9	that	that	SCONJ
framr-1742	153	10	constant	constant	ADJ
framr-1742	153	11	value	value	NOUN
framr-1742	153	12	is	be	AUX
framr-1742	153	13	1.932	1.932	NUM
framr-1742	153	14	.	.	PUNCT
framr-1742	154	1	coefficient	coefficient	NOUN
framr-1742	154	2	values	value	NOUN
framr-1742	154	3	of	of	ADP
framr-1742	154	4	exp	exp	NOUN
framr-1742	154	5	,	,	PUNCT
framr-1742	154	6	int	int	NOUN
framr-1742	154	7	,	,	PUNCT
framr-1742	154	8	cap	cap	NOUN
framr-1742	154	9	and	and	CCONJ
framr-1742	154	10	tax	tax	NOUN
framr-1742	154	11	are	be	AUX
framr-1742	154	12	0.993	0.993	NUM
framr-1742	154	13	,	,	PUNCT
framr-1742	154	14	-0.486	-0.486	NUM
framr-1742	154	15	,	,	PUNCT
framr-1742	154	16	-0.015	-0.015	PUNCT
framr-1742	154	17	and	and	CCONJ
framr-1742	154	18	-0.023	-0.023	NOUN
framr-1742	154	19	respectively	respectively	ADV
framr-1742	154	20	.	.	PUNCT
framr-1742	155	1	the	the	DET
framr-1742	155	2	probabilities	probability	NOUN
framr-1742	155	3	are	be	AUX
framr-1742	155	4	less	less	ADJ
framr-1742	155	5	than	than	ADP
framr-1742	155	6	5	5	NUM
framr-1742	155	7	%	%	NOUN
framr-1742	155	8	for	for	ADP
framr-1742	155	9	exp	exp	NOUN
framr-1742	155	10	and	and	CCONJ
framr-1742	155	11	int	int	NOUN
framr-1742	155	12	which	which	PRON
framr-1742	155	13	means	mean	VERB
framr-1742	155	14	that	that	SCONJ
framr-1742	155	15	financial	financial	ADJ
framr-1742	155	16	risk	risk	NOUN
framr-1742	155	17	and	and	CCONJ
framr-1742	155	18	management	management	NOUN
framr-1742	155	19	reviews	review	NOUN
framr-1742	155	20	,	,	PUNCT
framr-1742	155	21	2021	2021	NUM
framr-1742	155	22	,	,	PUNCT
framr-1742	155	23	7(1	7(1	NUM
framr-1742	155	24	):	):	PUNCT
framr-1742	155	25	16	16	NUM
framr-1742	155	26	-	-	SYM
framr-1742	155	27	25	25	NUM
framr-1742	155	28	21	21	NUM
framr-1742	155	29	©	©	PROPN
framr-1742	155	30	2021	2021	NUM
framr-1742	155	31	conscientia	conscientia	PROPN
framr-1742	155	32	beam	beam	PROPN
framr-1742	155	33	.	.	PUNCT
framr-1742	156	1	all	all	DET
framr-1742	156	2	rights	right	NOUN
framr-1742	156	3	reserved	reserve	VERB
framr-1742	156	4	.	.	PUNCT
framr-1742	157	1	null	null	ADJ
framr-1742	157	2	hypothesis	hypothesis	NOUN
framr-1742	157	3	is	be	AUX
framr-1742	157	4	rejected	reject	VERB
framr-1742	157	5	and	and	CCONJ
framr-1742	157	6	these	these	DET
framr-1742	157	7	two	two	NUM
framr-1742	157	8	macroeconomic	macroeconomic	ADJ
framr-1742	157	9	variables	variable	NOUN
framr-1742	157	10	has	have	VERB
framr-1742	157	11	significant	significant	ADJ
framr-1742	157	12	impact	impact	NOUN
framr-1742	157	13	on	on	ADP
framr-1742	157	14	return	return	NOUN
framr-1742	157	15	of	of	ADP
framr-1742	157	16	ds-30	ds-30	NOUN
framr-1742	157	17	index	index	NOUN
framr-1742	157	18	.	.	PUNCT
framr-1742	158	1	the	the	DET
framr-1742	158	2	other	other	ADJ
framr-1742	158	3	two	two	NUM
framr-1742	158	4	variables	variable	NOUN
framr-1742	158	5	cap	cap	NOUN
framr-1742	158	6	and	and	CCONJ
framr-1742	158	7	tax	tax	NOUN
framr-1742	158	8	are	be	AUX
framr-1742	158	9	insignificant	insignificant	ADJ
framr-1742	158	10	as	as	SCONJ
framr-1742	158	11	probabilities	probability	NOUN
framr-1742	158	12	are	be	AUX
framr-1742	158	13	greater	great	ADJ
framr-1742	158	14	than	than	ADP
framr-1742	158	15	5	5	NUM
framr-1742	158	16	%	%	NOUN
framr-1742	158	17	and	and	CCONJ
framr-1742	158	18	thus	thus	ADV
framr-1742	158	19	null	null	ADJ
framr-1742	158	20	hypothesis	hypothesis	NOUN
framr-1742	158	21	is	be	AUX
framr-1742	158	22	accepted	accept	VERB
framr-1742	158	23	.	.	PUNCT
framr-1742	159	1	from	from	ADP
framr-1742	159	2	the	the	DET
framr-1742	159	3	regression	regression	NOUN
framr-1742	159	4	model	model	NOUN
framr-1742	159	5	the	the	DET
framr-1742	159	6	actual	actual	ADJ
framr-1742	159	7	equation	equation	NOUN
framr-1742	159	8	established	establish	VERB
framr-1742	159	9	such	such	ADJ
framr-1742	159	10	as	as	ADP
framr-1742	159	11	rrdt	rrdt	ADJ
framr-1742	159	12	=	=	NOUN
framr-1742	159	13	1.93	1.93	NUM
framr-1742	159	14	+	+	NUM
framr-1742	159	15	0.993	0.993	NUM
framr-1742	159	16	expt	expt	NOUN
framr-1742	159	17	+	+	CCONJ
framr-1742	159	18	(	(	PUNCT
framr-1742	159	19	-0.486	-0.486	NOUN
framr-1742	159	20	)	)	PUNCT
framr-1742	159	21	intt	intt	NOUN
framr-1742	159	22	+	+	CCONJ
framr-1742	159	23	(	(	PUNCT
framr-1742	159	24	-0.015	-0.015	NOUN
framr-1742	159	25	)	)	PUNCT
framr-1742	159	26	capt	capt	PROPN
framr-1742	159	27	+	+	CCONJ
framr-1742	159	28	(	(	PUNCT
framr-1742	159	29	-0.023	-0.023	NUM
framr-1742	159	30	)	)	PUNCT
framr-1742	159	31	taxt	taxt	NOUN
framr-1742	159	32	from	from	ADP
framr-1742	159	33	the	the	DET
framr-1742	159	34	empirical	empirical	ADJ
framr-1742	159	35	study	study	NOUN
framr-1742	159	36	it	it	PRON
framr-1742	159	37	is	be	AUX
framr-1742	159	38	obvious	obvious	ADJ
framr-1742	159	39	that	that	SCONJ
framr-1742	159	40	exchange	exchange	NOUN
framr-1742	159	41	rate	rate	NOUN
framr-1742	159	42	significantly	significantly	ADV
framr-1742	159	43	and	and	CCONJ
framr-1742	159	44	positively	positively	ADV
framr-1742	159	45	affects	affect	VERB
framr-1742	159	46	stock	stock	NOUN
framr-1742	159	47	return	return	NOUN
framr-1742	159	48	of	of	ADP
framr-1742	159	49	ds30	ds30	PROPN
framr-1742	159	50	companies	company	NOUN
framr-1742	159	51	.	.	PUNCT
framr-1742	160	1	1	1	NUM
framr-1742	160	2	%	%	NOUN
framr-1742	160	3	increases	increase	NOUN
framr-1742	160	4	in	in	ADP
framr-1742	160	5	exchange	exchange	NOUN
framr-1742	160	6	rate	rate	NOUN
framr-1742	160	7	results	result	NOUN
framr-1742	160	8	in	in	ADP
framr-1742	160	9	0	0	NUM
framr-1742	160	10	.	.	PUNCT
framr-1742	160	11	993	993	NUM
framr-1742	160	12	%	%	NOUN
framr-1742	160	13	increase	increase	NOUN
framr-1742	160	14	in	in	ADP
framr-1742	160	15	stock	stock	NOUN
framr-1742	160	16	prices	price	NOUN
framr-1742	160	17	at	at	ADP
framr-1742	160	18	5	5	NUM
framr-1742	160	19	%	%	NOUN
framr-1742	160	20	significant	significant	ADJ
framr-1742	160	21	level	level	NOUN
framr-1742	160	22	in	in	ADP
framr-1742	160	23	the	the	DET
framr-1742	160	24	safe	safe	ADJ
framr-1742	160	25	range	range	NOUN
framr-1742	160	26	having	have	VERB
framr-1742	160	27	0.097	0.097	NUM
framr-1742	160	28	%	%	NOUN
framr-1742	160	29	standard	standard	ADJ
framr-1742	160	30	error	error	NOUN
framr-1742	160	31	.	.	PUNCT
framr-1742	161	1	another	another	DET
framr-1742	161	2	variable	variable	NOUN
framr-1742	161	3	that	that	PRON
framr-1742	161	4	has	have	VERB
framr-1742	161	5	significant	significant	ADJ
framr-1742	161	6	impact	impact	NOUN
framr-1742	161	7	is	be	AUX
framr-1742	161	8	int	int	NOUN
framr-1742	162	1	but	but	CCONJ
framr-1742	162	2	it	it	PRON
framr-1742	162	3	is	be	AUX
framr-1742	162	4	negatively	negatively	ADV
framr-1742	162	5	related	relate	VERB
framr-1742	162	6	with	with	ADP
framr-1742	162	7	return	return	NOUN
framr-1742	162	8	of	of	ADP
framr-1742	162	9	ds-30	ds-30	NOUN
framr-1742	162	10	index	index	NOUN
framr-1742	162	11	.	.	PUNCT
framr-1742	163	1	1	1	NUM
framr-1742	163	2	%	%	NOUN
framr-1742	163	3	increases	increase	NOUN
framr-1742	163	4	in	in	ADP
framr-1742	163	5	interest	interest	NOUN
framr-1742	163	6	rate	rate	NOUN
framr-1742	163	7	results	result	NOUN
framr-1742	163	8	in	in	ADP
framr-1742	163	9	0	0	NUM
framr-1742	163	10	.	.	PUNCT
framr-1742	163	11	486	486	NUM
framr-1742	163	12	%	%	NOUN
framr-1742	163	13	decrease	decrease	NOUN
framr-1742	163	14	in	in	ADP
framr-1742	163	15	stock	stock	NOUN
framr-1742	163	16	prices	price	NOUN
framr-1742	163	17	at	at	ADP
framr-1742	163	18	5	5	NUM
framr-1742	163	19	%	%	NOUN
framr-1742	163	20	significant	significant	ADJ
framr-1742	163	21	level	level	NOUN
framr-1742	163	22	having	have	VERB
framr-1742	163	23	standard	standard	ADJ
framr-1742	163	24	error	error	NOUN
framr-1742	163	25	0.075	0.075	NUM
framr-1742	163	26	%	%	NOUN
framr-1742	163	27	.	.	PUNCT
framr-1742	164	1	the	the	DET
framr-1742	164	2	other	other	ADJ
framr-1742	164	3	two	two	NUM
framr-1742	164	4	variables	variable	NOUN
framr-1742	164	5	tax	tax	NOUN
framr-1742	164	6	and	and	CCONJ
framr-1742	164	7	cap	cap	NOUN
framr-1742	164	8	have	have	VERB
framr-1742	164	9	negative	negative	ADJ
framr-1742	164	10	impact	impact	NOUN
framr-1742	164	11	on	on	ADP
framr-1742	164	12	stock	stock	NOUN
framr-1742	164	13	prices	price	NOUN
framr-1742	164	14	but	but	CCONJ
framr-1742	164	15	have	have	VERB
framr-1742	164	16	insignificant	insignificant	ADJ
framr-1742	164	17	impact	impact	NOUN
framr-1742	164	18	.	.	PUNCT
framr-1742	165	1	this	this	PRON
framr-1742	165	2	supports	support	VERB
framr-1742	165	3	the	the	DET
framr-1742	165	4	findings	finding	NOUN
framr-1742	165	5	of	of	ADP
framr-1742	165	6	dimitrova	dimitrova	PROPN
framr-1742	165	7	(	(	PUNCT
framr-1742	165	8	2005	2005	NUM
framr-1742	165	9	)	)	PUNCT
framr-1742	165	10	.	.	PUNCT
framr-1742	166	1	1	1	NUM
framr-1742	166	2	%	%	NOUN
framr-1742	166	3	increase	increase	NOUN
framr-1742	166	4	in	in	ADP
framr-1742	166	5	market	market	NOUN
framr-1742	166	6	capitalization	capitalization	NOUN
framr-1742	166	7	results	result	NOUN
framr-1742	166	8	in	in	ADP
framr-1742	166	9	0.015	0.015	NUM
framr-1742	166	10	%	%	NOUN
framr-1742	166	11	decrease	decrease	NOUN
framr-1742	166	12	in	in	ADP
framr-1742	166	13	return	return	NOUN
framr-1742	166	14	of	of	ADP
framr-1742	166	15	ds30	ds30	PROPN
framr-1742	166	16	having	have	VERB
framr-1742	166	17	standard	standard	ADJ
framr-1742	166	18	error	error	NOUN
framr-1742	166	19	0.187	0.187	NUM
framr-1742	166	20	%	%	NOUN
framr-1742	166	21	.	.	PUNCT
framr-1742	167	1	it	it	PRON
framr-1742	167	2	is	be	AUX
framr-1742	167	3	noted	note	VERB
framr-1742	167	4	that	that	SCONJ
framr-1742	167	5	1	1	NUM
framr-1742	167	6	%	%	NOUN
framr-1742	167	7	increase	increase	NOUN
framr-1742	167	8	in	in	ADP
framr-1742	167	9	tax	tax	NOUN
framr-1742	167	10	causes	cause	NOUN
framr-1742	167	11	0.023	0.023	NUM
framr-1742	167	12	%	%	NOUN
framr-1742	167	13	decrease	decrease	NOUN
framr-1742	167	14	in	in	ADP
framr-1742	167	15	stock	stock	NOUN
framr-1742	167	16	price	price	NOUN
framr-1742	167	17	and	and	CCONJ
framr-1742	167	18	vice	vice	NOUN
framr-1742	167	19	versa	versa	ADV
framr-1742	167	20	.	.	PUNCT
framr-1742	168	1	so	so	ADV
framr-1742	168	2	,	,	PUNCT
framr-1742	168	3	it	it	PRON
framr-1742	168	4	is	be	AUX
framr-1742	168	5	relatively	relatively	ADV
framr-1742	168	6	more	more	ADV
framr-1742	168	7	worthy	worthy	ADJ
framr-1742	168	8	in	in	ADP
framr-1742	168	9	considering	consider	VERB
framr-1742	168	10	exchange	exchange	NOUN
framr-1742	168	11	rate	rate	NOUN
framr-1742	168	12	and	and	CCONJ
framr-1742	168	13	interest	interest	NOUN
framr-1742	168	14	rate	rate	NOUN
framr-1742	168	15	effect	effect	NOUN
framr-1742	168	16	for	for	ADP
framr-1742	168	17	investing	invest	VERB
framr-1742	168	18	in	in	ADP
framr-1742	168	19	stock	stock	NOUN
framr-1742	168	20	market	market	NOUN
framr-1742	168	21	although	although	SCONJ
framr-1742	168	22	market	market	NOUN
framr-1742	168	23	capitalization	capitalization	NOUN
framr-1742	168	24	and	and	CCONJ
framr-1742	168	25	tax	tax	NOUN
framr-1742	168	26	rate	rate	NOUN
framr-1742	168	27	has	have	VERB
framr-1742	168	28	insignificant	insignificant	ADJ
framr-1742	168	29	effect	effect	NOUN
framr-1742	168	30	.	.	PUNCT
framr-1742	169	1	so	so	ADV
framr-1742	169	2	,	,	PUNCT
framr-1742	169	3	apt	apt	ADJ
framr-1742	169	4	is	be	AUX
framr-1742	169	5	not	not	PART
framr-1742	169	6	fully	fully	ADV
framr-1742	169	7	valid	valid	ADJ
framr-1742	169	8	for	for	ADP
framr-1742	169	9	determining	determine	VERB
framr-1742	169	10	stock	stock	NOUN
framr-1742	169	11	prices	price	NOUN
framr-1742	169	12	of	of	ADP
framr-1742	169	13	ds-30	ds-30	NOUN
framr-1742	169	14	companies	company	NOUN
framr-1742	169	15	of	of	ADP
framr-1742	169	16	dhaka	dhaka	PROPN
framr-1742	169	17	stock	stock	PROPN
framr-1742	169	18	exchange	exchange	PROPN
framr-1742	169	19	.	.	PUNCT
framr-1742	170	1	table-3	table-3	NUM
framr-1742	170	2	.	.	PUNCT
framr-1742	171	1	coefficient	coefficient	NOUN
framr-1742	171	2	table	table	NOUN
framr-1742	171	3	of	of	ADP
framr-1742	171	4	regression	regression	NOUN
framr-1742	171	5	analysis	analysis	NOUN
framr-1742	171	6	.	.	PUNCT
framr-1742	172	1	variable	variable	ADJ
framr-1742	172	2	coefficient	coefficient	NOUN
framr-1742	172	3	std	std	PROPN
framr-1742	172	4	.	.	NOUN
framr-1742	172	5	error	error	NOUN
framr-1742	172	6	t	t	NOUN
framr-1742	172	7	-	-	PUNCT
framr-1742	172	8	statistic	statistic	NOUN
framr-1742	172	9	prob.(p	prob.(p	NOUN
framr-1742	172	10	-	-	PUNCT
framr-1742	172	11	value	value	NOUN
framr-1742	172	12	)	)	PUNCT
framr-1742	172	13	decision	decision	NOUN
framr-1742	172	14	on	on	ADP
framr-1742	172	15	h0	h0	PROPN
framr-1742	172	16	c	c	PROPN
framr-1742	172	17	1.932142	1.932142	NUM
framr-1742	172	18	2.245506	2.245506	NUM
framr-1742	172	19	0.860448	0.860448	NUM
framr-1742	172	20	0.3929	0.3929	NUM
framr-1742	172	21	exp	exp	NOUN
framr-1742	172	22	0.992655	0.992655	NOUN
framr-1742	172	23	0.097534	0.097534	NUM
framr-1742	172	24	10.17746	10.17746	NUM
framr-1742	172	25	0.0003	0.0003	NUM
framr-1742	172	26	*	*	PUNCT
framr-1742	172	27	*	*	PUNCT
framr-1742	172	28	*	*	PUNCT
framr-1742	172	29	h0	h0	NOUN
framr-1742	172	30	-	-	PUNCT
framr-1742	172	31	1	1	NUM
framr-1742	172	32	accepted	accept	VERB
framr-1742	172	33	int	int	NOUN
framr-1742	172	34	-0.486033	-0.486033	NOUN
framr-1742	172	35	0.074792	0.074792	NUM
framr-1742	172	36	-6.498472	-6.498472	NOUN
framr-1742	172	37	0.0004	0.0004	NUM
framr-1742	172	38	*	*	PUNCT
framr-1742	172	39	*	*	PUNCT
framr-1742	172	40	h0	h0	NOUN
framr-1742	172	41	-	-	PUNCT
framr-1742	172	42	2	2	NUM
framr-1742	172	43	accepted	accept	VERB
framr-1742	172	44	cap	cap	NOUN
framr-1742	172	45	-0.015400	-0.015400	NOUN
framr-1742	173	1	0.082530	0.082530	NUM
framr-1742	173	2	-0.186598	-0.186598	NOUN
framr-1742	173	3	0.8526	0.8526	NUM
framr-1742	173	4	h0	h0	NOUN
framr-1742	173	5	-	-	PUNCT
framr-1742	173	6	3	3	NUM
framr-1742	173	7	rejected	reject	VERB
framr-1742	173	8	tax	tax	NOUN
framr-1742	173	9	-0.022779	-0.022779	PROPN
framr-1742	173	10	0.041635	0.041635	NUM
framr-1742	173	11	-0.547117	-0.547117	NOUN
framr-1742	173	12	0.5863	0.5863	NUM
framr-1742	173	13	h0	h0	NOUN
framr-1742	173	14	-	-	PUNCT
framr-1742	173	15	4	4	NUM
framr-1742	173	16	rejected	reject	VERB
framr-1742	173	17	8.4	8.4	NUM
framr-1742	173	18	.	.	PUNCT
framr-1742	173	19	model	model	NOUN
framr-1742	173	20	fitness	fitness	NOUN
framr-1742	173	21	and	and	CCONJ
framr-1742	173	22	diagnosis	diagnosis	NOUN
framr-1742	173	23	tests	test	NOUN
framr-1742	173	24	tests	test	NOUN
framr-1742	173	25	for	for	ADP
framr-1742	173	26	model	model	NOUN
framr-1742	173	27	fitness	fitness	NOUN
framr-1742	173	28	are	be	AUX
framr-1742	173	29	quite	quite	ADV
framr-1742	173	30	positive	positive	ADJ
framr-1742	173	31	in	in	ADP
framr-1742	173	32	the	the	DET
framr-1742	173	33	empirical	empirical	ADJ
framr-1742	173	34	analysis	analysis	NOUN
framr-1742	173	35	.	.	PUNCT
framr-1742	174	1	the	the	DET
framr-1742	174	2	table	table	NOUN
framr-1742	174	3	4	4	NUM
framr-1742	174	4	shows	show	VERB
framr-1742	174	5	the	the	DET
framr-1742	174	6	fitness	fitness	NOUN
framr-1742	174	7	of	of	ADP
framr-1742	174	8	the	the	DET
framr-1742	174	9	overall	overall	ADJ
framr-1742	174	10	model	model	NOUN
framr-1742	174	11	.	.	PUNCT
framr-1742	175	1	table-4	table-4	PROPN
framr-1742	175	2	.	.	PUNCT
framr-1742	176	1	fitness	fitness	NOUN
framr-1742	176	2	of	of	ADP
framr-1742	176	3	regression	regression	NOUN
framr-1742	176	4	model	model	NOUN
framr-1742	176	5	.	.	PUNCT
framr-1742	177	1	r	r	X
framr-1742	177	2	-	-	PUNCT
framr-1742	177	3	squared	square	VERB
framr-1742	177	4	0.709438	0.709438	NUM
framr-1742	177	5	adjusted	adjust	VERB
framr-1742	177	6	r	r	NOUN
framr-1742	177	7	-	-	PUNCT
framr-1742	177	8	squared	square	VERB
framr-1742	177	9	0.690385	0.690385	NUM
framr-1742	177	10	*	*	PUNCT
framr-1742	177	11	*	*	PUNCT
framr-1742	177	12	*	*	PUNCT
framr-1742	177	13	s.e	s.e	PROPN
framr-1742	177	14	of	of	ADP
framr-1742	177	15	regression	regression	NOUN
framr-1742	177	16	0.032876	0.032876	NUM
framr-1742	177	17	*	*	SYM
framr-1742	177	18	f	f	X
framr-1742	177	19	-	-	PUNCT
framr-1742	177	20	stat	stat	NOUN
framr-1742	177	21	37.234449	37.234449	NUM
framr-1742	177	22	*	*	PUNCT
framr-1742	177	23	*	*	PUNCT
framr-1742	178	1	no	no	PROPN
framr-1742	178	2	of	of	ADP
framr-1742	178	3	observations	observation	NOUN
framr-1742	178	4	66	66	NUM
framr-1742	178	5	note	note	NOUN
framr-1742	178	6	:	:	PUNCT
framr-1742	178	7	(	(	PUNCT
framr-1742	178	8	*	*	PUNCT
framr-1742	178	9	*	*	PUNCT
framr-1742	178	10	*	*	PUNCT
framr-1742	178	11	)	)	PUNCT
framr-1742	178	12	,	,	PUNCT
framr-1742	178	13	(	(	PUNCT
framr-1742	178	14	*	*	PUNCT
framr-1742	178	15	*	*	PUNCT
framr-1742	178	16	)	)	PUNCT
framr-1742	178	17	and	and	CCONJ
framr-1742	178	18	(	(	PUNCT
framr-1742	178	19	*	*	PUNCT
framr-1742	178	20	)	)	PUNCT
framr-1742	178	21	indicates	indicate	VERB
framr-1742	178	22	strongly	strongly	ADV
framr-1742	178	23	,	,	PUNCT
framr-1742	178	24	moderate	moderate	ADJ
framr-1742	178	25	and	and	CCONJ
framr-1742	178	26	poor	poor	ADJ
framr-1742	178	27	results	result	NOUN
framr-1742	178	28	.	.	PUNCT
framr-1742	179	1	here	here	ADV
framr-1742	179	2	r	r	NOUN
framr-1742	179	3	-	-	PUNCT
framr-1742	179	4	squared	square	VERB
framr-1742	179	5	is	be	AUX
framr-1742	179	6	0.709	0.709	NUM
framr-1742	179	7	meaning	mean	VERB
framr-1742	179	8	that	that	SCONJ
framr-1742	179	9	about	about	ADV
framr-1742	179	10	71	71	NUM
framr-1742	179	11	%	%	NOUN
framr-1742	179	12	of	of	ADP
framr-1742	179	13	independent	independent	ADJ
framr-1742	179	14	variables	variable	NOUN
framr-1742	179	15	explain	explain	VERB
framr-1742	179	16	change	change	NOUN
framr-1742	179	17	of	of	ADP
framr-1742	179	18	dependent	dependent	ADJ
framr-1742	179	19	variable	variable	ADJ
framr-1742	179	20	rrd	rrd	NOUN
framr-1742	179	21	.	.	PUNCT
framr-1742	180	1	summary	summary	NOUN
framr-1742	180	2	results	result	NOUN
framr-1742	180	3	of	of	ADP
framr-1742	180	4	model	model	NOUN
framr-1742	180	5	diagnostic	diagnostic	ADJ
framr-1742	180	6	tests	test	NOUN
framr-1742	180	7	are	be	AUX
framr-1742	180	8	given	give	VERB
framr-1742	180	9	below	below	ADP
framr-1742	180	10	:	:	PUNCT
framr-1742	180	11	table-5	table-5	PROPN
framr-1742	180	12	.	.	PUNCT
framr-1742	181	1	overall	overall	ADJ
framr-1742	181	2	results	result	NOUN
framr-1742	181	3	of	of	ADP
framr-1742	181	4	diagnosis	diagnosis	NOUN
framr-1742	181	5	tests	test	NOUN
framr-1742	181	6	.	.	PUNCT
framr-1742	182	1	name	name	NOUN
framr-1742	182	2	of	of	ADP
framr-1742	182	3	tests	test	NOUN
framr-1742	182	4	specific	specific	ADJ
framr-1742	182	5	model	model	NOUN
framr-1742	182	6	remarks	remark	NOUN
framr-1742	182	7	normality	normality	NOUN
framr-1742	182	8	test	test	NOUN
framr-1742	182	9	jarque	jarque	NOUN
framr-1742	182	10	-	-	PUNCT
framr-1742	182	11	bera	bera	NOUN
framr-1742	182	12	yes	yes	INTJ
framr-1742	182	13	model	model	NOUN
framr-1742	182	14	specification	specification	PROPN
framr-1742	182	15	test	test	NOUN
framr-1742	182	16	ramsey	ramsey	PROPN
framr-1742	182	17	-	-	PUNCT
framr-1742	182	18	reset	reset	ADJ
framr-1742	182	19	test	test	NOUN
framr-1742	182	20	support	support	NOUN
framr-1742	182	21	heteroskedastiticity	heteroskedastiticity	NOUN
framr-1742	182	22	breusch	breusch	PROPN
framr-1742	182	23	–	–	PUNCT
framr-1742	182	24	pagan	pagan	ADJ
framr-1742	182	25	–	–	PUNCT
framr-1742	182	26	godfrey(bpg	godfrey(bpg	ADJ
framr-1742	182	27	)	)	PUNCT
framr-1742	182	28	test	test	NOUN
framr-1742	182	29	.	.	PUNCT
framr-1742	183	1	no	no	DET
framr-1742	183	2	serial	serial	ADJ
framr-1742	183	3	auto	auto	NOUN
framr-1742	183	4	correlation	correlation	NOUN
framr-1742	183	5	durbin	durbin	NOUN
framr-1742	183	6	-	-	PUNCT
framr-1742	183	7	watson	watson	PROPN
framr-1742	183	8	test/	test/	NUM
framr-1742	183	9	breuschgodfrey	breuschgodfrey	NOUN
framr-1742	183	10	serial	serial	ADJ
framr-1742	183	11	correlation	correlation	NOUN
framr-1742	183	12	lm	lm	INTJ
framr-1742	183	13	test	test	NOUN
framr-1742	183	14	no	no	DET
framr-1742	183	15	testing	testing	NOUN
framr-1742	183	16	for	for	ADP
framr-1742	183	17	multicollinearity	multicollinearity	NOUN
framr-1742	183	18	variance	variance	NOUN
framr-1742	183	19	inflation	inflation	NOUN
framr-1742	183	20	factors	factor	NOUN
framr-1742	183	21	(	(	PUNCT
framr-1742	183	22	vifs	vifs	PROPN
framr-1742	183	23	)	)	PUNCT
framr-1742	183	24	no	no	NOUN
framr-1742	183	25	from	from	ADP
framr-1742	183	26	table	table	NOUN
framr-1742	183	27	5	5	NUM
framr-1742	183	28	it	it	PRON
framr-1742	183	29	is	be	AUX
framr-1742	183	30	seen	see	VERB
framr-1742	183	31	that	that	SCONJ
framr-1742	183	32	the	the	DET
framr-1742	183	33	data	datum	NOUN
framr-1742	183	34	used	use	VERB
framr-1742	183	35	in	in	ADP
framr-1742	183	36	the	the	DET
framr-1742	183	37	study	study	NOUN
framr-1742	183	38	are	be	AUX
framr-1742	183	39	normally	normally	ADV
framr-1742	183	40	distributed	distribute	VERB
framr-1742	183	41	.	.	PUNCT
framr-1742	184	1	it	it	PRON
framr-1742	184	2	is	be	AUX
framr-1742	184	3	found	find	VERB
framr-1742	184	4	that	that	SCONJ
framr-1742	184	5	from	from	ADP
framr-1742	184	6	jarquebera	jarquebera	PROPN
framr-1742	184	7	normality	normality	NOUN
framr-1742	184	8	test	test	NOUN
framr-1742	184	9	.	.	PUNCT
framr-1742	185	1	the	the	DET
framr-1742	185	2	estimated	estimate	VERB
framr-1742	185	3	equation	equation	NOUN
framr-1742	185	4	is	be	AUX
framr-1742	185	5	stable	stable	ADJ
framr-1742	185	6	and	and	CCONJ
framr-1742	185	7	specified	specify	VERB
framr-1742	185	8	having	have	VERB
framr-1742	185	9	73	73	NUM
framr-1742	185	10	%	%	NOUN
framr-1742	185	11	probabilities	probability	NOUN
framr-1742	185	12	(	(	PUNCT
framr-1742	185	13	ramsey	ramsey	NOUN
framr-1742	185	14	reset	reset	NOUN
framr-1742	185	15	test	test	NOUN
framr-1742	185	16	)	)	PUNCT
framr-1742	185	17	.	.	PUNCT
framr-1742	186	1	the	the	DET
framr-1742	186	2	equation	equation	NOUN
framr-1742	186	3	is	be	AUX
framr-1742	186	4	free	free	ADJ
framr-1742	186	5	from	from	ADP
framr-1742	186	6	heteroskedasticity	heteroskedasticity	NOUN
framr-1742	186	7	and	and	CCONJ
framr-1742	186	8	serial	serial	ADJ
framr-1742	186	9	auto	auto	NOUN
framr-1742	186	10	correlation	correlation	NOUN
framr-1742	186	11	.	.	PUNCT
framr-1742	187	1	so	so	ADV
framr-1742	187	2	,	,	PUNCT
framr-1742	187	3	the	the	DET
framr-1742	187	4	model	model	NOUN
framr-1742	187	5	has	have	AUX
framr-1742	187	6	passed	pass	VERB
framr-1742	187	7	all	all	PRON
framr-1742	187	8	of	of	ADP
framr-1742	187	9	the	the	DET
framr-1742	187	10	standard	standard	ADJ
framr-1742	187	11	tests	test	NOUN
framr-1742	187	12	.	.	PUNCT
framr-1742	188	1	financial	financial	ADJ
framr-1742	188	2	risk	risk	NOUN
framr-1742	188	3	and	and	CCONJ
framr-1742	188	4	management	management	NOUN
framr-1742	188	5	reviews	review	NOUN
framr-1742	188	6	,	,	PUNCT
framr-1742	188	7	2021	2021	NUM
framr-1742	188	8	,	,	PUNCT
framr-1742	188	9	7(1	7(1	NUM
framr-1742	188	10	):	):	PUNCT
framr-1742	188	11	16	16	NUM
framr-1742	188	12	-	-	SYM
framr-1742	188	13	25	25	NUM
framr-1742	188	14	22	22	NUM
framr-1742	188	15	©	©	PROPN
framr-1742	188	16	2021	2021	NUM
framr-1742	188	17	conscientia	conscientia	PROPN
framr-1742	188	18	beam	beam	PROPN
framr-1742	188	19	.	.	PUNCT
framr-1742	189	1	all	all	DET
framr-1742	189	2	rights	right	NOUN
framr-1742	189	3	reserved	reserve	VERB
framr-1742	189	4	.	.	PUNCT
framr-1742	190	1	9	9	X
framr-1742	190	2	.	.	X
framr-1742	190	3	conclusion	conclusion	NOUN
framr-1742	190	4	in	in	ADP
framr-1742	190	5	this	this	DET
framr-1742	190	6	study	study	NOUN
framr-1742	190	7	,	,	PUNCT
framr-1742	190	8	four	four	NUM
framr-1742	190	9	explanatory	explanatory	ADJ
framr-1742	190	10	variables	variable	NOUN
framr-1742	190	11	namely	namely	ADV
framr-1742	190	12	interest	interest	NOUN
framr-1742	190	13	rate	rate	NOUN
framr-1742	190	14	,	,	PUNCT
framr-1742	190	15	exchange	exchange	NOUN
framr-1742	190	16	rate	rate	NOUN
framr-1742	190	17	,	,	PUNCT
framr-1742	190	18	market	market	NOUN
framr-1742	190	19	capitalization	capitalization	NOUN
framr-1742	190	20	,	,	PUNCT
framr-1742	190	21	and	and	CCONJ
framr-1742	190	22	tax	tax	NOUN
framr-1742	190	23	rate	rate	NOUN
framr-1742	190	24	were	be	AUX
framr-1742	190	25	used	use	VERB
framr-1742	190	26	in	in	ADP
framr-1742	190	27	apt	apt	ADJ
framr-1742	190	28	model	model	NOUN
framr-1742	190	29	to	to	PART
framr-1742	190	30	assess	assess	VERB
framr-1742	190	31	the	the	DET
framr-1742	190	32	significance	significance	NOUN
framr-1742	190	33	of	of	ADP
framr-1742	190	34	impact	impact	NOUN
framr-1742	190	35	of	of	ADP
framr-1742	190	36	these	these	DET
framr-1742	190	37	variables	variable	NOUN
framr-1742	190	38	on	on	ADP
framr-1742	190	39	return	return	NOUN
framr-1742	190	40	of	of	ADP
framr-1742	190	41	ds-30	ds-30	NOUN
framr-1742	190	42	index	index	NOUN
framr-1742	190	43	.	.	PUNCT
framr-1742	191	1	it	it	PRON
framr-1742	191	2	is	be	AUX
framr-1742	191	3	found	find	VERB
framr-1742	191	4	that	that	SCONJ
framr-1742	191	5	two	two	NUM
framr-1742	191	6	explanatory	explanatory	ADJ
framr-1742	191	7	variables	variable	NOUN
framr-1742	191	8	namely	namely	ADV
framr-1742	191	9	interest	interest	NOUN
framr-1742	191	10	rate	rate	NOUN
framr-1742	191	11	and	and	CCONJ
framr-1742	191	12	exchange	exchange	NOUN
framr-1742	191	13	rate	rate	NOUN
framr-1742	191	14	has	have	VERB
framr-1742	191	15	significant	significant	ADJ
framr-1742	191	16	influence	influence	NOUN
framr-1742	191	17	but	but	CCONJ
framr-1742	191	18	market	market	NOUN
framr-1742	191	19	capitalization	capitalization	NOUN
framr-1742	191	20	and	and	CCONJ
framr-1742	191	21	tax	tax	NOUN
framr-1742	191	22	rate	rate	NOUN
framr-1742	191	23	have	have	VERB
framr-1742	191	24	insignificant	insignificant	ADJ
framr-1742	191	25	impact	impact	NOUN
framr-1742	191	26	on	on	ADP
framr-1742	191	27	return	return	NOUN
framr-1742	191	28	of	of	ADP
framr-1742	191	29	ds-30	ds-30	NOUN
framr-1742	191	30	index	index	NOUN
framr-1742	191	31	.	.	PUNCT
framr-1742	192	1	it	it	PRON
framr-1742	192	2	is	be	AUX
framr-1742	192	3	also	also	ADV
framr-1742	192	4	found	find	VERB
framr-1742	192	5	that	that	PRON
framr-1742	192	6	rise	rise	NOUN
framr-1742	192	7	of	of	ADP
framr-1742	192	8	interest	interest	NOUN
framr-1742	192	9	rate	rate	NOUN
framr-1742	192	10	adversely	adversely	ADV
framr-1742	192	11	affects	affect	VERB
framr-1742	192	12	the	the	DET
framr-1742	192	13	return	return	NOUN
framr-1742	192	14	of	of	ADP
framr-1742	192	15	ds-30	ds-30	NOUN
framr-1742	192	16	index	index	NOUN
framr-1742	192	17	.	.	PUNCT
framr-1742	193	1	so	so	ADV
framr-1742	193	2	,	,	PUNCT
framr-1742	193	3	monetary	monetary	ADJ
framr-1742	193	4	policy	policy	NOUN
framr-1742	193	5	has	have	VERB
framr-1742	193	6	immense	immense	ADJ
framr-1742	193	7	importance	importance	NOUN
framr-1742	193	8	in	in	ADP
framr-1742	193	9	this	this	DET
framr-1742	193	10	regard	regard	NOUN
framr-1742	193	11	.	.	PUNCT
framr-1742	194	1	explanatory	explanatory	ADJ
framr-1742	194	2	variables	variable	NOUN
framr-1742	194	3	used	use	VERB
framr-1742	194	4	in	in	ADP
framr-1742	194	5	apt	apt	ADJ
framr-1742	194	6	model	model	NOUN
framr-1742	194	7	have	have	AUX
framr-1742	194	8	failed	fail	VERB
framr-1742	194	9	to	to	PART
framr-1742	194	10	fully	fully	ADV
framr-1742	194	11	explain	explain	VERB
framr-1742	194	12	the	the	DET
framr-1742	194	13	change	change	NOUN
framr-1742	194	14	of	of	ADP
framr-1742	194	15	return	return	NOUN
framr-1742	194	16	of	of	ADP
framr-1742	194	17	ds-30	ds-30	NOUN
framr-1742	194	18	index	index	NOUN
framr-1742	194	19	due	due	ADP
framr-1742	194	20	to	to	ADP
framr-1742	194	21	presence	presence	NOUN
framr-1742	194	22	of	of	ADP
framr-1742	194	23	two	two	NUM
framr-1742	194	24	insignificant	insignificant	ADJ
framr-1742	194	25	variables	variable	NOUN
framr-1742	194	26	.	.	PUNCT
framr-1742	195	1	further	further	ADJ
framr-1742	195	2	studies	study	NOUN
framr-1742	195	3	can	can	AUX
framr-1742	195	4	be	be	AUX
framr-1742	195	5	undertaken	undertake	VERB
framr-1742	195	6	to	to	PART
framr-1742	195	7	assess	assess	VERB
framr-1742	195	8	the	the	DET
framr-1742	195	9	validity	validity	NOUN
framr-1742	195	10	of	of	ADP
framr-1742	195	11	apt	apt	ADJ
framr-1742	195	12	model	model	NOUN
framr-1742	195	13	by	by	ADP
framr-1742	195	14	incorporating	incorporate	VERB
framr-1742	195	15	other	other	ADJ
framr-1742	195	16	macroeconomic	macroeconomic	ADJ
framr-1742	195	17	variables	variable	NOUN
framr-1742	195	18	such	such	ADJ
framr-1742	195	19	as	as	ADP
framr-1742	195	20	inflation	inflation	NOUN
framr-1742	195	21	rate	rate	NOUN
framr-1742	195	22	,	,	PUNCT
framr-1742	195	23	per	per	ADP
framr-1742	195	24	capital	capital	NOUN
framr-1742	195	25	income	income	NOUN
framr-1742	195	26	,	,	PUNCT
framr-1742	195	27	foreign	foreign	ADJ
framr-1742	195	28	direct	direct	ADJ
framr-1742	195	29	investment	investment	NOUN
framr-1742	195	30	etc	etc	X
framr-1742	195	31	.	.	X
framr-1742	196	1	funding	funding	NOUN
framr-1742	196	2	:	:	PUNCT
framr-1742	196	3	this	this	DET
framr-1742	196	4	study	study	NOUN
framr-1742	196	5	received	receive	VERB
framr-1742	196	6	no	no	DET
framr-1742	196	7	specific	specific	ADJ
framr-1742	196	8	financial	financial	ADJ
framr-1742	196	9	support	support	NOUN
framr-1742	196	10	.	.	PUNCT
framr-1742	197	1	competing	compete	VERB
framr-1742	197	2	interests	interest	NOUN
framr-1742	197	3	:	:	PUNCT
framr-1742	197	4	the	the	DET
framr-1742	197	5	authors	author	NOUN
framr-1742	197	6	declare	declare	VERB
framr-1742	197	7	that	that	SCONJ
framr-1742	197	8	they	they	PRON
framr-1742	197	9	have	have	VERB
framr-1742	197	10	no	no	DET
framr-1742	197	11	competing	compete	VERB
framr-1742	197	12	interests	interest	NOUN
framr-1742	197	13	.	.	PUNCT
framr-1742	198	1	acknowledgement	acknowledgement	NOUN
framr-1742	198	2	:	:	PUNCT
framr-1742	198	3	authors	author	NOUN
framr-1742	198	4	are	be	AUX
framr-1742	198	5	indebted	indebte	VERB
framr-1742	198	6	to	to	ADP
framr-1742	198	7	dhaka	dhaka	PROPN
framr-1742	198	8	stock	stock	PROPN
framr-1742	198	9	exchange	exchange	PROPN
framr-1742	198	10	(	(	PUNCT
framr-1742	198	11	dse	dse	PROPN
framr-1742	198	12	)	)	PUNCT
framr-1742	198	13	and	and	CCONJ
framr-1742	198	14	bangladesh	bangladesh	PROPN
framr-1742	198	15	bank	bank	PROPN
framr-1742	198	16	authority	authority	NOUN
framr-1742	198	17	for	for	ADP
framr-1742	198	18	providing	provide	VERB
framr-1742	198	19	necessary	necessary	ADJ
framr-1742	198	20	data	datum	NOUN
framr-1742	198	21	and	and	CCONJ
framr-1742	198	22	reports	report	NOUN
framr-1742	198	23	.	.	PUNCT
framr-1742	199	1	they	they	PRON
framr-1742	199	2	also	also	ADV
framr-1742	199	3	express	express	VERB
framr-1742	199	4	their	their	PRON
framr-1742	199	5	gratitude	gratitude	NOUN
framr-1742	199	6	to	to	ADP
framr-1742	199	7	different	different	ADJ
framr-1742	199	8	finance	finance	NOUN
framr-1742	199	9	scholars	scholar	NOUN
framr-1742	199	10	,	,	PUNCT
framr-1742	199	11	academicians	academician	NOUN
framr-1742	199	12	,	,	PUNCT
framr-1742	199	13	and	and	CCONJ
framr-1742	199	14	officials	official	NOUN
framr-1742	199	15	of	of	ADP
framr-1742	199	16	dse	dse	PROPN
framr-1742	199	17	who	who	PRON
framr-1742	199	18	assist	assist	VERB
framr-1742	199	19	them	they	PRON
framr-1742	199	20	through	through	ADP
framr-1742	199	21	their	their	PRON
framr-1742	199	22	invaluable	invaluable	ADJ
framr-1742	199	23	suggestions	suggestion	NOUN
framr-1742	199	24	,	,	PUNCT
framr-1742	199	25	insight	insight	NOUN
framr-1742	199	26	thoughts	thought	NOUN
framr-1742	199	27	and	and	CCONJ
framr-1742	199	28	constructive	constructive	ADJ
framr-1742	199	29	criticisms	criticism	NOUN
framr-1742	199	30	.	.	PUNCT
framr-1742	200	1	references	reference	NOUN
framr-1742	200	2	altay	altay	PROPN
framr-1742	200	3	,	,	PUNCT
framr-1742	200	4	e.	e.	PROPN
framr-1742	200	5	(	(	PUNCT
framr-1742	200	6	2003	2003	NUM
framr-1742	200	7	)	)	PUNCT
framr-1742	200	8	.	.	PUNCT
framr-1742	201	1	the	the	DET
framr-1742	201	2	effect	effect	NOUN
framr-1742	201	3	of	of	ADP
framr-1742	201	4	macroeconomic	macroeconomic	ADJ
framr-1742	201	5	factors	factor	NOUN
framr-1742	201	6	on	on	ADP
framr-1742	201	7	asset	asset	NOUN
framr-1742	201	8	returns	return	NOUN
framr-1742	201	9	.	.	PUNCT
framr-1742	202	1	a	a	DET
framr-1742	202	2	comparative	comparative	ADJ
framr-1742	202	3	analysis	analysis	NOUN
framr-1742	202	4	of	of	ADP
framr-1742	202	5	the	the	DET
framr-1742	202	6	german	german	NOUN
framr-1742	202	7	and	and	CCONJ
framr-1742	202	8	the	the	DET
framr-1742	202	9	turkish	turkish	ADJ
framr-1742	202	10	stock	stock	NOUN
framr-1742	202	11	markets	market	NOUN
framr-1742	202	12	in	in	ADP
framr-1742	202	13	an	an	DET
framr-1742	202	14	apt	apt	ADJ
framr-1742	202	15	foreign	foreign	ADJ
framr-1742	202	16	market	market	NOUN
framr-1742	202	17	(	(	PUNCT
framr-1742	202	18	pp	pp	ADJ
framr-1742	202	19	.	.	PUNCT
framr-1742	203	1	217	217	NUM
framr-1742	203	2	-	-	SYM
framr-1742	203	3	237	237	NUM
framr-1742	203	4	)	)	PUNCT
framr-1742	203	5	.	.	PUNCT
framr-1742	204	1	germany	germany	PROPN
framr-1742	204	2	:	:	PUNCT
framr-1742	204	3	financ	financ	PROPN
framr-1742	204	4	:	:	PUNCT
framr-1742	204	5	university	university	NOUN
framr-1742	204	6	library	library	NOUN
framr-1742	204	7	of	of	ADP
framr-1742	204	8	munich	munich	PROPN
framr-1742	204	9	.	.	PUNCT
framr-1742	205	1	arthur	arthur	PROPN
framr-1742	205	2	,	,	PUNCT
framr-1742	205	3	l.	l.	PROPN
framr-1742	205	4	m.	m.	PROPN
framr-1742	205	5	,	,	PUNCT
framr-1742	205	6	carter	carter	PROPN
framr-1742	205	7	,	,	PUNCT
framr-1742	205	8	c.	c.	PROPN
framr-1742	205	9	a.	a.	PROPN
framr-1742	205	10	,	,	PUNCT
framr-1742	205	11	&	&	CCONJ
framr-1742	205	12	abizadeh	abizadeh	PROPN
framr-1742	205	13	,	,	PUNCT
framr-1742	205	14	f.	f.	PROPN
framr-1742	205	15	(	(	PUNCT
framr-1742	205	16	1988	1988	NUM
framr-1742	205	17	)	)	PUNCT
framr-1742	205	18	.	.	PUNCT
framr-1742	206	1	arbitrage	arbitrage	NOUN
framr-1742	206	2	pricing	pricing	NOUN
framr-1742	206	3	,	,	PUNCT
framr-1742	206	4	capital	capital	NOUN
framr-1742	206	5	asset	asset	NOUN
framr-1742	206	6	pricing	pricing	NOUN
framr-1742	206	7	,	,	PUNCT
framr-1742	206	8	and	and	CCONJ
framr-1742	206	9	agricultural	agricultural	ADJ
framr-1742	206	10	assets	asset	NOUN
framr-1742	206	11	.	.	PUNCT
framr-1742	207	1	american	american	ADJ
framr-1742	207	2	journal	journal	PROPN
framr-1742	207	3	of	of	ADP
framr-1742	207	4	agricultural	agricultural	ADJ
framr-1742	207	5	economics	economic	NOUN
framr-1742	207	6	,	,	PUNCT
framr-1742	207	7	70(2	70(2	PROPN
framr-1742	207	8	)	)	PUNCT
framr-1742	207	9	,	,	PUNCT
framr-1742	207	10	359	359	NUM
framr-1742	207	11	-	-	SYM
framr-1742	207	12	365	365	NUM
framr-1742	207	13	.	.	PUNCT
framr-1742	207	14	available	available	ADJ
framr-1742	207	15	at	at	ADP
framr-1742	207	16	:	:	PUNCT
framr-1742	207	17	https://doi.org/10.2307/1242076	https://doi.org/10.2307/1242076	NOUN
framr-1742	207	18	.	.	PUNCT
framr-1742	208	1	basu	basu	PROPN
framr-1742	208	2	,	,	PUNCT
framr-1742	208	3	d.	d.	PROPN
framr-1742	208	4	,	,	PUNCT
framr-1742	208	5	&	&	CCONJ
framr-1742	208	6	chawla	chawla	PROPN
framr-1742	208	7	,	,	PUNCT
framr-1742	208	8	d.	d.	PROPN
framr-1742	208	9	(	(	PUNCT
framr-1742	208	10	2012	2012	NUM
framr-1742	208	11	)	)	PUNCT
framr-1742	208	12	.	.	PUNCT
framr-1742	209	1	an	an	DET
framr-1742	209	2	empirical	empirical	ADJ
framr-1742	209	3	test	test	NOUN
framr-1742	209	4	of	of	ADP
framr-1742	209	5	the	the	DET
framr-1742	209	6	arbitrage	arbitrage	NOUN
framr-1742	209	7	pricing	pricing	NOUN
framr-1742	209	8	theory	theory	NOUN
framr-1742	209	9	—	—	PUNCT
framr-1742	209	10	the	the	DET
framr-1742	209	11	case	case	NOUN
framr-1742	209	12	of	of	ADP
framr-1742	209	13	indian	indian	ADJ
framr-1742	209	14	stock	stock	NOUN
framr-1742	209	15	market	market	NOUN
framr-1742	209	16	.	.	PUNCT
framr-1742	210	1	global	global	ADJ
framr-1742	210	2	business	business	PROPN
framr-1742	210	3	review	review	PROPN
framr-1742	210	4	.	.	PUNCT
framr-1742	211	1	global	global	ADJ
framr-1742	211	2	business	business	PROPN
framr-1742	211	3	review	review	PROPN
framr-1742	211	4	,	,	PUNCT
framr-1742	211	5	13(3	13(3	NUM
framr-1742	211	6	)	)	PUNCT
framr-1742	211	7	,	,	PUNCT
framr-1742	211	8	421–432	421–432	NUM
framr-1742	211	9	.	.	PUNCT
framr-1742	211	10	available	available	ADJ
framr-1742	211	11	at	at	ADP
framr-1742	211	12	:	:	PUNCT
framr-1742	211	13	https://doi.org/10.1177/097215091201300305	https://doi.org/10.1177/097215091201300305	X
framr-1742	211	14	.	.	PUNCT
framr-1742	211	15	cauchie	cauchie	PROPN
framr-1742	211	16	,	,	PUNCT
framr-1742	211	17	s.	s.	PROPN
framr-1742	211	18	,	,	PUNCT
framr-1742	211	19	hoesli	hoesli	NOUN
framr-1742	211	20	,	,	PUNCT
framr-1742	211	21	m.	m.	NOUN
framr-1742	211	22	,	,	PUNCT
framr-1742	211	23	&	&	CCONJ
framr-1742	211	24	isako	isako	PROPN
framr-1742	211	25	,	,	PUNCT
framr-1742	211	26	d.	d.	PROPN
framr-1742	211	27	(	(	PUNCT
framr-1742	211	28	2004	2004	NUM
framr-1742	211	29	)	)	PUNCT
framr-1742	211	30	.	.	PUNCT
framr-1742	212	1	the	the	DET
framr-1742	212	2	determinants	determinant	NOUN
framr-1742	212	3	of	of	ADP
framr-1742	212	4	stock	stock	NOUN
framr-1742	212	5	returns	return	NOUN
framr-1742	212	6	in	in	ADP
framr-1742	212	7	a	a	DET
framr-1742	212	8	small	small	ADJ
framr-1742	212	9	open	open	ADJ
framr-1742	212	10	economy	economy	NOUN
framr-1742	212	11	.	.	PUNCT
framr-1742	213	1	international	international	ADJ
framr-1742	213	2	review	review	NOUN
framr-1742	213	3	of	of	ADP
framr-1742	213	4	economics	economics	PROPN
framr-1742	213	5	&	&	CCONJ
framr-1742	213	6	finance	finance	PROPN
framr-1742	213	7	,	,	PUNCT
framr-1742	213	8	13(2	13(2	PROPN
framr-1742	213	9	)	)	PUNCT
framr-1742	213	10	,	,	PUNCT
framr-1742	213	11	167	167	NUM
framr-1742	213	12	-	-	SYM
framr-1742	213	13	185	185	NUM
framr-1742	213	14	.	.	PUNCT
framr-1742	214	1	available	available	ADJ
framr-1742	214	2	at	at	ADP
framr-1742	214	3	:	:	PUNCT
framr-1742	214	4	10.1016	10.1016	NUM
framr-1742	214	5	/	/	SYM
framr-1742	214	6	j.iref.2003.07.001	j.iref.2003.07.001	PROPN
framr-1742	214	7	.	.	PUNCT
framr-1742	215	1	chen	chen	PROPN
framr-1742	215	2	,	,	PUNCT
framr-1742	215	3	n.-f	n.-f	PROPN
framr-1742	215	4	.	.	PUNCT
framr-1742	215	5	,	,	PUNCT
framr-1742	215	6	roll	roll	PROPN
framr-1742	215	7	,	,	PUNCT
framr-1742	215	8	r.	r.	PROPN
framr-1742	215	9	,	,	PUNCT
framr-1742	215	10	&	&	CCONJ
framr-1742	215	11	ross	ross	PROPN
framr-1742	215	12	,	,	PUNCT
framr-1742	215	13	s.	s.	PROPN
framr-1742	215	14	a.	a.	PROPN
framr-1742	215	15	(	(	PUNCT
framr-1742	215	16	1986	1986	NUM
framr-1742	215	17	)	)	PUNCT
framr-1742	215	18	.	.	PUNCT
framr-1742	216	1	economic	economic	ADJ
framr-1742	216	2	forces	force	NOUN
framr-1742	216	3	and	and	CCONJ
framr-1742	216	4	the	the	DET
framr-1742	216	5	stock	stock	NOUN
framr-1742	216	6	market	market	NOUN
framr-1742	216	7	.	.	PUNCT
framr-1742	217	1	journal	journal	NOUN
framr-1742	217	2	of	of	ADP
framr-1742	217	3	business	business	NOUN
framr-1742	217	4	,	,	PUNCT
framr-1742	217	5	59(3	59(3	NUM
framr-1742	217	6	)	)	PUNCT
framr-1742	217	7	,	,	PUNCT
framr-1742	217	8	383	383	NUM
framr-1742	217	9	-	-	SYM
framr-1742	217	10	403	403	NUM
framr-1742	217	11	.	.	PUNCT
framr-1742	218	1	chowdhury	chowdhury	PROPN
framr-1742	218	2	,	,	PUNCT
framr-1742	218	3	t.	t.	NOUN
framr-1742	218	4	a.	a.	NOUN
framr-1742	218	5	(	(	PUNCT
framr-1742	218	6	2005	2005	NUM
framr-1742	218	7	)	)	PUNCT
framr-1742	218	8	.	.	PUNCT
framr-1742	219	1	an	an	DET
framr-1742	219	2	overview	overview	NOUN
framr-1742	219	3	of	of	ADP
framr-1742	219	4	bangladesh	bangladesh	NOUN
framr-1742	219	5	stock	stock	NOUN
framr-1742	219	6	market	market	NOUN
framr-1742	219	7	(	(	PUNCT
framr-1742	219	8	vol	vol	NOUN
framr-1742	219	9	.	.	PROPN
framr-1742	219	10	45	45	NUM
framr-1742	219	11	)	)	PUNCT
framr-1742	219	12	.	.	PUNCT
framr-1742	220	1	portfolio	portfolio	NOUN
framr-1742	220	2	:	:	PUNCT
framr-1742	220	3	chittagong	chittagong	PROPN
framr-1742	220	4	stock	stock	PROPN
framr-1742	220	5	exchange	exchange	PROPN
framr-1742	220	6	ltd	ltd	PROPN
framr-1742	220	7	.	.	PROPN
framr-1742	221	1	dimitrova	dimitrova	PROPN
framr-1742	221	2	,	,	PUNCT
framr-1742	221	3	d.	d.	PROPN
framr-1742	221	4	(	(	PUNCT
framr-1742	221	5	2005	2005	NUM
framr-1742	221	6	)	)	PUNCT
framr-1742	221	7	.	.	PUNCT
framr-1742	222	1	the	the	DET
framr-1742	222	2	relationship	relationship	NOUN
framr-1742	222	3	between	between	ADP
framr-1742	222	4	exchange	exchange	NOUN
framr-1742	222	5	rates	rate	NOUN
framr-1742	222	6	and	and	CCONJ
framr-1742	222	7	stock	stock	NOUN
framr-1742	222	8	prices	price	NOUN
framr-1742	222	9	:	:	PUNCT
framr-1742	222	10	studied	study	VERB
framr-1742	222	11	in	in	ADP
framr-1742	222	12	a	a	DET
framr-1742	222	13	multivariate	multivariate	NOUN
framr-1742	222	14	model	model	NOUN
framr-1742	222	15	.	.	PUNCT
framr-1742	223	1	issues	issue	NOUN
framr-1742	223	2	in	in	ADP
framr-1742	223	3	political	political	ADJ
framr-1742	223	4	economy	economy	NOUN
framr-1742	223	5	,	,	PUNCT
framr-1742	223	6	14(1	14(1	NUM
framr-1742	223	7	)	)	PUNCT
framr-1742	223	8	,	,	PUNCT
framr-1742	223	9	3	3	NUM
framr-1742	223	10	-	-	SYM
framr-1742	223	11	9	9	NUM
framr-1742	223	12	.	.	X
framr-1742	223	13	dimson	dimson	NOUN
framr-1742	223	14	,	,	PUNCT
framr-1742	223	15	e.	e.	PROPN
framr-1742	223	16	,	,	PUNCT
framr-1742	223	17	&	&	CCONJ
framr-1742	223	18	mussavian	mussavian	PROPN
framr-1742	223	19	,	,	PUNCT
framr-1742	223	20	m.	m.	NOUN
framr-1742	223	21	(	(	PUNCT
framr-1742	223	22	1999	1999	NUM
framr-1742	223	23	)	)	PUNCT
framr-1742	223	24	.	.	PUNCT
framr-1742	224	1	three	three	NUM
framr-1742	224	2	centuries	century	NOUN
framr-1742	224	3	of	of	ADP
framr-1742	224	4	asset	asset	NOUN
framr-1742	224	5	pricing	pricing	NOUN
framr-1742	224	6	.	.	PUNCT
framr-1742	225	1	journal	journal	NOUN
framr-1742	225	2	of	of	ADP
framr-1742	225	3	banking	banking	NOUN
framr-1742	225	4	&	&	CCONJ
framr-1742	225	5	finance	finance	NOUN
framr-1742	225	6	,	,	PUNCT
framr-1742	225	7	23(12	23(12	NUM
framr-1742	225	8	)	)	PUNCT
framr-1742	225	9	,	,	PUNCT
framr-1742	225	10	1745	1745	NUM
framr-1742	225	11	-	-	SYM
framr-1742	225	12	1769	1769	NUM
framr-1742	225	13	.	.	PUNCT
framr-1742	226	1	fama	fama	PROPN
framr-1742	226	2	,	,	PUNCT
framr-1742	226	3	e.	e.	PROPN
framr-1742	226	4	f.	f.	PROPN
framr-1742	226	5	,	,	PUNCT
framr-1742	226	6	&	&	CCONJ
framr-1742	226	7	french	french	PROPN
framr-1742	226	8	,	,	PUNCT
framr-1742	226	9	k.	k.	PROPN
framr-1742	226	10	r.	r.	PROPN
framr-1742	226	11	(	(	PUNCT
framr-1742	226	12	1993	1993	NUM
framr-1742	226	13	)	)	PUNCT
framr-1742	226	14	.	.	PUNCT
framr-1742	227	1	common	common	ADJ
framr-1742	227	2	risk	risk	NOUN
framr-1742	227	3	factors	factor	NOUN
framr-1742	227	4	in	in	ADP
framr-1742	227	5	the	the	DET
framr-1742	227	6	returns	return	NOUN
framr-1742	227	7	on	on	ADP
framr-1742	227	8	stocks	stock	NOUN
framr-1742	227	9	and	and	CCONJ
framr-1742	227	10	bonds	bond	NOUN
framr-1742	227	11	.	.	PUNCT
framr-1742	228	1	journal	journal	NOUN
framr-1742	228	2	of	of	ADP
framr-1742	228	3	financial	financial	ADJ
framr-1742	228	4	economics	economic	NOUN
framr-1742	228	5	,	,	PUNCT
framr-1742	228	6	33(1	33(1	NUM
framr-1742	228	7	)	)	PUNCT
framr-1742	228	8	,	,	PUNCT
framr-1742	228	9	3	3	NUM
framr-1742	228	10	-	-	SYM
framr-1742	228	11	56	56	NUM
framr-1742	228	12	.	.	PUNCT
framr-1742	228	13	available	available	ADJ
framr-1742	228	14	at	at	ADP
framr-1742	228	15	:	:	PUNCT
framr-1742	228	16	https://doi.org/10.1111/1540-6229.00717	https://doi.org/10.1111/1540-6229.00717	PROPN
framr-1742	228	17	.	.	PUNCT
framr-1742	229	1	fama	fama	PROPN
framr-1742	229	2	,	,	PUNCT
framr-1742	229	3	e.	e.	PROPN
framr-1742	229	4	f.	f.	PROPN
framr-1742	229	5	,	,	PUNCT
framr-1742	229	6	&	&	CCONJ
framr-1742	229	7	french	french	PROPN
framr-1742	229	8	,	,	PUNCT
framr-1742	229	9	k.	k.	PROPN
framr-1742	229	10	r.	r.	PROPN
framr-1742	229	11	(	(	PUNCT
framr-1742	229	12	1995	1995	NUM
framr-1742	229	13	)	)	PUNCT
framr-1742	229	14	.	.	PUNCT
framr-1742	230	1	size	size	NOUN
framr-1742	230	2	and	and	CCONJ
framr-1742	230	3	book	book	NOUN
framr-1742	230	4	-	-	PUNCT
framr-1742	230	5	to	to	ADP
framr-1742	230	6	-	-	PUNCT
framr-1742	230	7	market	market	NOUN
framr-1742	230	8	factors	factor	NOUN
framr-1742	230	9	in	in	ADP
framr-1742	230	10	earnings	earning	NOUN
framr-1742	230	11	and	and	CCONJ
framr-1742	230	12	returns	return	NOUN
framr-1742	230	13	.	.	PUNCT
framr-1742	231	1	the	the	DET
framr-1742	231	2	journal	journal	NOUN
framr-1742	231	3	of	of	ADP
framr-1742	231	4	finance	finance	NOUN
framr-1742	231	5	,	,	PUNCT
framr-1742	231	6	50(1	50(1	PROPN
framr-1742	231	7	)	)	PUNCT
framr-1742	231	8	,	,	PUNCT
framr-1742	231	9	131155	131155	NUM
framr-1742	231	10	.	.	PUNCT
framr-1742	232	1	handa	handa	PROPN
framr-1742	232	2	,	,	PUNCT
framr-1742	232	3	p.	p.	PROPN
framr-1742	232	4	,	,	PUNCT
framr-1742	232	5	&	&	CCONJ
framr-1742	232	6	linn	linn	PROPN
framr-1742	232	7	,	,	PUNCT
framr-1742	232	8	s.	s.	PROPN
framr-1742	232	9	c.	c.	PROPN
framr-1742	232	10	(	(	PUNCT
framr-1742	232	11	1993	1993	NUM
framr-1742	232	12	)	)	PUNCT
framr-1742	232	13	.	.	PUNCT
framr-1742	233	1	arbitrage	arbitrage	NOUN
framr-1742	233	2	pricing	pricing	NOUN
framr-1742	233	3	with	with	ADP
framr-1742	233	4	estimation	estimation	NOUN
framr-1742	233	5	risk	risk	NOUN
framr-1742	233	6	.	.	PUNCT
framr-1742	234	1	journal	journal	NOUN
framr-1742	234	2	of	of	ADP
framr-1742	234	3	financial	financial	ADJ
framr-1742	234	4	and	and	CCONJ
framr-1742	234	5	quantitative	quantitative	ADJ
framr-1742	234	6	analysis	analysis	NOUN
framr-1742	234	7	,	,	PUNCT
framr-1742	234	8	28(1	28(1	NOUN
framr-1742	234	9	)	)	PUNCT
framr-1742	234	10	,	,	PUNCT
framr-1742	234	11	81100	81100	NUM
framr-1742	234	12	.	.	PUNCT
framr-1742	235	1	imam	imam	PROPN
framr-1742	235	2	,	,	PUNCT
framr-1742	235	3	m.	m.	NOUN
framr-1742	235	4	o.	o.	PROPN
framr-1742	235	5	(	(	PUNCT
framr-1742	235	6	2001	2001	NUM
framr-1742	235	7	)	)	PUNCT
framr-1742	235	8	.	.	PUNCT
framr-1742	236	1	capital	capital	NOUN
framr-1742	236	2	market	market	NOUN
framr-1742	236	3	development	development	NOUN
framr-1742	236	4	in	in	ADP
framr-1742	236	5	bangladesh	bangladesh	NOUN
framr-1742	236	6	:	:	PUNCT
framr-1742	236	7	problems	problem	NOUN
framr-1742	236	8	and	and	CCONJ
framr-1742	236	9	prospects	prospect	NOUN
framr-1742	236	10	.	.	PUNCT
framr-1742	237	1	portfolio	portfolio	NOUN
framr-1742	237	2	:	:	PUNCT
framr-1742	237	3	chittagong	chittagong	PROPN
framr-1742	237	4	stock	stock	PROPN
framr-1742	237	5	exchange	exchange	PROPN
framr-1742	237	6	ltd	ltd	PROPN
framr-1742	237	7	.	.	PROPN
framr-1742	237	8	ingersoll	ingersoll	PROPN
framr-1742	237	9	,	,	PUNCT
framr-1742	237	10	j.	j.	PROPN
framr-1742	237	11	e.	e.	PROPN
framr-1742	237	12	(	(	PUNCT
framr-1742	237	13	1984	1984	NUM
framr-1742	237	14	)	)	PUNCT
framr-1742	237	15	.	.	PUNCT
framr-1742	238	1	some	some	DET
framr-1742	238	2	results	result	NOUN
framr-1742	238	3	in	in	ADP
framr-1742	238	4	the	the	DET
framr-1742	238	5	theory	theory	NOUN
framr-1742	238	6	of	of	ADP
framr-1742	238	7	arbitrage	arbitrage	NOUN
framr-1742	238	8	pricing	pricing	NOUN
framr-1742	238	9	.	.	PUNCT
framr-1742	239	1	the	the	DET
framr-1742	239	2	journal	journal	PROPN
framr-1742	239	3	of	of	ADP
framr-1742	239	4	finance	finance	NOUN
framr-1742	239	5	,	,	PUNCT
framr-1742	239	6	39(4	39(4	NOUN
framr-1742	239	7	)	)	PUNCT
framr-1742	239	8	,	,	PUNCT
framr-1742	239	9	1021	1021	NUM
framr-1742	239	10	-	-	SYM
framr-1742	239	11	1039	1039	NUM
framr-1742	239	12	.	.	PUNCT
framr-1742	239	13	available	available	ADJ
framr-1742	239	14	at	at	ADP
framr-1742	239	15	:	:	PUNCT
framr-1742	239	16	https://doi.org/10.1111/j.1540-6261.1984.tb03890.x	https://doi.org/10.1111/j.1540-6261.1984.tb03890.x	PROPN
framr-1742	239	17	.	.	PROPN
framr-1742	239	18	iqbal	iqbal	PROPN
framr-1742	239	19	,	,	PUNCT
framr-1742	239	20	n.	n.	PROPN
framr-1742	239	21	,	,	PUNCT
framr-1742	239	22	khattak	khattak	PROPN
framr-1742	239	23	,	,	PUNCT
framr-1742	239	24	s.	s.	PROPN
framr-1742	239	25	r.	r.	PROPN
framr-1742	239	26	,	,	PUNCT
framr-1742	239	27	khattak	khattak	PROPN
framr-1742	239	28	,	,	PUNCT
framr-1742	239	29	m.	m.	NOUN
framr-1742	239	30	a.	a.	PROPN
framr-1742	239	31	,	,	PUNCT
framr-1742	239	32	&	&	CCONJ
framr-1742	239	33	ullah	ullah	PROPN
framr-1742	239	34	,	,	PUNCT
framr-1742	239	35	i.	i.	PROPN
framr-1742	239	36	(	(	PUNCT
framr-1742	239	37	2012	2012	NUM
framr-1742	239	38	)	)	PUNCT
framr-1742	239	39	.	.	PUNCT
framr-1742	240	1	testing	test	VERB
framr-1742	240	2	the	the	DET
framr-1742	240	3	arbitrage	arbitrage	NOUN
framr-1742	240	4	pricing	pricing	NOUN
framr-1742	240	5	theory	theory	NOUN
framr-1742	240	6	on	on	ADP
framr-1742	240	7	karachi	karachi	PROPN
framr-1742	240	8	stock	stock	PROPN
framr-1742	240	9	exchange	exchange	PROPN
framr-1742	240	10	.	.	PUNCT
framr-1742	241	1	interdisciplinary	interdisciplinary	ADJ
framr-1742	241	2	journal	journal	NOUN
framr-1742	241	3	of	of	ADP
framr-1742	241	4	contemporary	contemporary	ADJ
framr-1742	241	5	research	research	NOUN
framr-1742	241	6	in	in	ADP
framr-1742	241	7	business	business	NOUN
framr-1742	241	8	,	,	PUNCT
framr-1742	241	9	4(8	4(8	NUM
framr-1742	241	10	)	)	PUNCT
framr-1742	241	11	,	,	PUNCT
framr-1742	241	12	839	839	NUM
framr-1742	241	13	-	-	SYM
framr-1742	241	14	853	853	NUM
framr-1742	241	15	.	.	PUNCT
framr-1742	242	1	kandel	kandel	PROPN
framr-1742	242	2	,	,	PUNCT
framr-1742	242	3	s.	s.	PROPN
framr-1742	242	4	,	,	PUNCT
framr-1742	242	5	&	&	CCONJ
framr-1742	242	6	stambaugh	stambaugh	PROPN
framr-1742	242	7	,	,	PUNCT
framr-1742	242	8	r.	r.	PROPN
framr-1742	242	9	f.	f.	PROPN
framr-1742	242	10	(	(	PUNCT
framr-1742	242	11	1987	1987	NUM
framr-1742	242	12	)	)	PUNCT
framr-1742	242	13	.	.	PUNCT
framr-1742	243	1	on	on	ADP
framr-1742	243	2	correlations	correlation	NOUN
framr-1742	243	3	and	and	CCONJ
framr-1742	243	4	inferences	inference	NOUN
framr-1742	243	5	about	about	ADP
framr-1742	243	6	mean	mean	ADJ
framr-1742	243	7	-	-	PUNCT
framr-1742	243	8	variance	variance	NOUN
framr-1742	243	9	efficiency	efficiency	NOUN
framr-1742	243	10	.	.	PUNCT
framr-1742	244	1	journal	journal	NOUN
framr-1742	244	2	of	of	ADP
framr-1742	244	3	financial	financial	ADJ
framr-1742	244	4	economics	economic	NOUN
framr-1742	244	5	,	,	PUNCT
framr-1742	244	6	18(1	18(1	NUM
framr-1742	244	7	)	)	PUNCT
framr-1742	244	8	,	,	PUNCT
framr-1742	244	9	61	61	NUM
framr-1742	244	10	-	-	SYM
framr-1742	244	11	90	90	NUM
framr-1742	244	12	.	.	PUNCT
framr-1742	245	1	koutmos	koutmos	PROPN
framr-1742	245	2	,	,	PUNCT
framr-1742	245	3	g.	g.	PROPN
framr-1742	245	4	,	,	PUNCT
framr-1742	245	5	&	&	CCONJ
framr-1742	245	6	theodossiou	theodossiou	NOUN
framr-1742	245	7	,	,	PUNCT
framr-1742	245	8	p.	p.	NOUN
framr-1742	245	9	(	(	PUNCT
framr-1742	245	10	1993	1993	NUM
framr-1742	245	11	)	)	PUNCT
framr-1742	245	12	.	.	PUNCT
framr-1742	246	1	apt	apt	ADJ
framr-1742	246	2	with	with	ADP
framr-1742	246	3	observed	observed	ADJ
framr-1742	246	4	factors	factor	NOUN
framr-1742	246	5	and	and	CCONJ
framr-1742	246	6	conditional	conditional	ADJ
framr-1742	246	7	heteroskedasticity	heteroskedasticity	NOUN
framr-1742	246	8	.	.	PUNCT
framr-1742	247	1	managerial	managerial	ADJ
framr-1742	247	2	finance	finance	NOUN
framr-1742	247	3	,	,	PUNCT
framr-1742	247	4	19(3/4	19(3/4	NUM
framr-1742	247	5	)	)	PUNCT
framr-1742	247	6	,	,	PUNCT
framr-1742	247	7	24	24	NUM
framr-1742	247	8	-	-	SYM
framr-1742	247	9	39	39	NUM
framr-1742	247	10	.	.	PUNCT
framr-1742	248	1	financial	financial	ADJ
framr-1742	248	2	risk	risk	NOUN
framr-1742	248	3	and	and	CCONJ
framr-1742	248	4	management	management	NOUN
framr-1742	248	5	reviews	review	NOUN
framr-1742	248	6	,	,	PUNCT
framr-1742	248	7	2021	2021	NUM
framr-1742	248	8	,	,	PUNCT
framr-1742	248	9	7(1	7(1	NUM
framr-1742	248	10	):	):	PUNCT
framr-1742	248	11	16	16	NUM
framr-1742	248	12	-	-	SYM
framr-1742	248	13	25	25	NUM
framr-1742	248	14	23	23	NUM
framr-1742	248	15	©	©	PROPN
framr-1742	248	16	2021	2021	NUM
framr-1742	248	17	conscientia	conscientia	PROPN
framr-1742	248	18	beam	beam	PROPN
framr-1742	248	19	.	.	PUNCT
framr-1742	249	1	all	all	DET
framr-1742	249	2	rights	right	NOUN
framr-1742	249	3	reserved	reserve	VERB
framr-1742	249	4	.	.	PUNCT
framr-1742	250	1	lehmann	lehmann	PROPN
framr-1742	250	2	,	,	PUNCT
framr-1742	250	3	b.	b.	PROPN
framr-1742	250	4	n.	n.	PROPN
framr-1742	250	5	,	,	PUNCT
framr-1742	250	6	&	&	CCONJ
framr-1742	250	7	modest	modest	ADJ
framr-1742	250	8	,	,	PUNCT
framr-1742	250	9	d.	d.	PROPN
framr-1742	250	10	m.	m.	PROPN
framr-1742	250	11	(	(	PUNCT
framr-1742	250	12	2005	2005	NUM
framr-1742	250	13	)	)	PUNCT
framr-1742	250	14	.	.	PUNCT
framr-1742	251	1	diversification	diversification	NOUN
framr-1742	251	2	and	and	CCONJ
framr-1742	251	3	the	the	DET
framr-1742	251	4	optimal	optimal	ADJ
framr-1742	251	5	construction	construction	NOUN
framr-1742	251	6	of	of	ADP
framr-1742	251	7	basis	basis	NOUN
framr-1742	251	8	portfolios	portfolio	NOUN
framr-1742	251	9	.	.	PUNCT
framr-1742	252	1	management	management	NOUN
framr-1742	252	2	science	science	NOUN
framr-1742	252	3	,	,	PUNCT
framr-1742	252	4	51(4	51(4	NUM
framr-1742	252	5	)	)	PUNCT
framr-1742	252	6	,	,	PUNCT
framr-1742	252	7	581	581	NUM
framr-1742	252	8	-	-	SYM
framr-1742	252	9	598	598	NUM
framr-1742	252	10	.	.	PUNCT
framr-1742	252	11	mollik	mollik	PROPN
framr-1742	252	12	,	,	PUNCT
framr-1742	252	13	a.	a.	NOUN
framr-1742	252	14	,	,	PUNCT
framr-1742	252	15	&	&	CCONJ
framr-1742	252	16	bepari	bepari	PROPN
framr-1742	252	17	,	,	PUNCT
framr-1742	252	18	m.	m.	PROPN
framr-1742	252	19	k.	k.	PROPN
framr-1742	252	20	(	(	PUNCT
framr-1742	252	21	2010	2010	NUM
framr-1742	252	22	)	)	PUNCT
framr-1742	252	23	.	.	PUNCT
framr-1742	253	1	instability	instability	NOUN
framr-1742	253	2	of	of	ADP
framr-1742	253	3	stock	stock	NOUN
framr-1742	253	4	beta	beta	NOUN
framr-1742	253	5	in	in	ADP
framr-1742	253	6	dhaka	dhaka	PROPN
framr-1742	253	7	stock	stock	PROPN
framr-1742	253	8	exchange	exchange	PROPN
framr-1742	253	9	,	,	PUNCT
framr-1742	253	10	bangladesh	bangladesh	PROPN
framr-1742	253	11	.	.	PUNCT
framr-1742	254	1	managerial	managerial	ADJ
framr-1742	254	2	finance	finance	NOUN
framr-1742	254	3	,	,	PUNCT
framr-1742	254	4	36(10	36(10	NUM
framr-1742	254	5	)	)	PUNCT
framr-1742	254	6	,	,	PUNCT
framr-1742	254	7	886	886	NUM
framr-1742	254	8	-	-	SYM
framr-1742	254	9	902	902	NUM
framr-1742	254	10	.	.	PUNCT
framr-1742	254	11	available	available	ADJ
framr-1742	254	12	at	at	ADP
framr-1742	254	13	:	:	PUNCT
framr-1742	254	14	https://doi.org/10.1108/03074351011070251	https://doi.org/10.1108/03074351011070251	PROPN
framr-1742	254	15	.	.	PUNCT
framr-1742	255	1	nshom	nshom	PROPN
framr-1742	255	2	,	,	PUNCT
framr-1742	255	3	a.	a.	NOUN
framr-1742	255	4	m.	m.	NOUN
framr-1742	255	5	(	(	PUNCT
framr-1742	255	6	2007	2007	NUM
framr-1742	255	7	)	)	PUNCT
framr-1742	255	8	.	.	PUNCT
framr-1742	256	1	the	the	DET
framr-1742	256	2	association	association	NOUN
framr-1742	256	3	of	of	ADP
framr-1742	256	4	exchange	exchange	NOUN
framr-1742	256	5	rates	rate	NOUN
framr-1742	256	6	and	and	CCONJ
framr-1742	256	7	stock	stock	NOUN
framr-1742	256	8	returns	return	NOUN
framr-1742	256	9	.	.	PUNCT
framr-1742	257	1	master	master	NOUN
framr-1742	257	2	’s	’s	PART
framr-1742	257	3	thesis	thesis	NOUN
framr-1742	257	4	,	,	PUNCT
framr-1742	257	5	umea	umea	ADJ
framr-1742	257	6	school	school	NOUN
framr-1742	257	7	of	of	ADP
framr-1742	257	8	business	business	NOUN
framr-1742	257	9	,	,	PUNCT
framr-1742	257	10	umea	umea	PROPN
framr-1742	257	11	university	university	PROPN
framr-1742	257	12	,	,	PUNCT
framr-1742	257	13	sweden	sweden	PROPN
framr-1742	257	14	ramadan	ramadan	PROPN
framr-1742	257	15	,	,	PUNCT
framr-1742	257	16	i.	i.	PROPN
framr-1742	257	17	z.	z.	PROPN
framr-1742	257	18	(	(	PUNCT
framr-1742	257	19	2012	2012	NUM
framr-1742	257	20	)	)	PUNCT
framr-1742	257	21	.	.	PUNCT
framr-1742	258	1	the	the	DET
framr-1742	258	2	validity	validity	NOUN
framr-1742	258	3	of	of	ADP
framr-1742	258	4	the	the	DET
framr-1742	258	5	arbitrage	arbitrage	NOUN
framr-1742	258	6	pricing	pricing	NOUN
framr-1742	258	7	theory	theory	NOUN
framr-1742	258	8	in	in	ADP
framr-1742	258	9	the	the	DET
framr-1742	258	10	jordanian	jordanian	ADJ
framr-1742	258	11	stock	stock	NOUN
framr-1742	258	12	market	market	NOUN
framr-1742	258	13	.	.	PUNCT
framr-1742	259	1	international	international	ADJ
framr-1742	259	2	journal	journal	PROPN
framr-1742	259	3	of	of	ADP
framr-1742	259	4	economics	economic	NOUN
framr-1742	259	5	and	and	CCONJ
framr-1742	259	6	finance	finance	NOUN
framr-1742	259	7	,	,	PUNCT
framr-1742	259	8	4(5	4(5	PROPN
framr-1742	259	9	)	)	PUNCT
framr-1742	259	10	,	,	PUNCT
framr-1742	259	11	177	177	NUM
framr-1742	259	12	-	-	SYM
framr-1742	259	13	185	185	NUM
framr-1742	259	14	.	.	PUNCT
framr-1742	259	15	available	available	ADJ
framr-1742	259	16	at	at	ADP
framr-1742	259	17	:	:	PUNCT
framr-1742	259	18	http://dx.doi.org/10.5539/ijef.v4n5p177	http://dx.doi.org/10.5539/ijef.v4n5p177	PROPN
framr-1742	259	19	.	.	PUNCT
framr-1742	260	1	sarver	sarver	PROPN
framr-1742	260	2	,	,	PUNCT
framr-1742	260	3	l.	l.	PROPN
framr-1742	260	4	,	,	PUNCT
framr-1742	260	5	&	&	CCONJ
framr-1742	260	6	philippatos	philippatos	PROPN
framr-1742	260	7	,	,	PUNCT
framr-1742	260	8	g.	g.	PROPN
framr-1742	260	9	c.	c.	PROPN
framr-1742	260	10	(	(	PUNCT
framr-1742	260	11	1993	1993	NUM
framr-1742	260	12	)	)	PUNCT
framr-1742	260	13	.	.	PUNCT
framr-1742	261	1	the	the	DET
framr-1742	261	2	arbitrage	arbitrage	NOUN
framr-1742	261	3	pricing	pricing	NOUN
framr-1742	261	4	theory	theory	NOUN
framr-1742	261	5	and	and	CCONJ
framr-1742	261	6	foreign	foreign	ADJ
framr-1742	261	7	exchange	exchange	NOUN
framr-1742	261	8	risk	risk	NOUN
framr-1742	261	9	premia	premia	PROPN
framr-1742	261	10	.	.	PUNCT
framr-1742	262	1	managerial	managerial	ADJ
framr-1742	262	2	finance	finance	NOUN
framr-1742	262	3	,	,	PUNCT
framr-1742	262	4	19(3/4	19(3/4	NUM
framr-1742	262	5	)	)	PUNCT
framr-1742	262	6	,	,	PUNCT
framr-1742	262	7	40	40	NUM
framr-1742	262	8	-	-	SYM
framr-1742	262	9	67	67	NUM
framr-1742	262	10	.	.	PUNCT
framr-1742	263	1	shanken	shanken	VERB
framr-1742	263	2	,	,	PUNCT
framr-1742	263	3	j.	j.	PROPN
framr-1742	263	4	(	(	PUNCT
framr-1742	263	5	1985	1985	NUM
framr-1742	263	6	)	)	PUNCT
framr-1742	263	7	.	.	PUNCT
framr-1742	264	1	multi	multi	ADJ
framr-1742	264	2	-	-	ADJ
framr-1742	264	3	beta	beta	ADJ
framr-1742	264	4	capm	capm	NOUN
framr-1742	264	5	or	or	CCONJ
framr-1742	264	6	equilibrium	equilibrium	NOUN
framr-1742	264	7	apt	apt	ADJ
framr-1742	264	8	?	?	PUNCT
framr-1742	265	1	a	a	DET
framr-1742	265	2	reply	reply	NOUN
framr-1742	265	3	.	.	PUNCT
framr-1742	266	1	journal	journal	PROPN
framr-1742	266	2	of	of	ADP
framr-1742	266	3	finance	finance	NOUN
framr-1742	266	4	,	,	PUNCT
framr-1742	266	5	40(4	40(4	NUM
framr-1742	266	6	)	)	PUNCT
framr-1742	266	7	,	,	PUNCT
framr-1742	266	8	1189	1189	NUM
framr-1742	266	9	-	-	SYM
framr-1742	266	10	1196	1196	NUM
framr-1742	266	11	.	.	PUNCT
framr-1742	267	1	sharpe	sharpe	PROPN
framr-1742	267	2	,	,	PUNCT
framr-1742	267	3	w.	w.	PROPN
framr-1742	267	4	f.	f.	PROPN
framr-1742	267	5	,	,	PUNCT
framr-1742	267	6	&	&	CCONJ
framr-1742	267	7	cooper	cooper	PROPN
framr-1742	267	8	,	,	PUNCT
framr-1742	267	9	g.	g.	PROPN
framr-1742	267	10	m.	m.	PROPN
framr-1742	267	11	(	(	PUNCT
framr-1742	267	12	1972	1972	NUM
framr-1742	267	13	)	)	PUNCT
framr-1742	267	14	.	.	PUNCT
framr-1742	268	1	risk	risk	NOUN
framr-1742	268	2	-	-	PUNCT
framr-1742	268	3	return	return	NOUN
framr-1742	268	4	classes	class	NOUN
framr-1742	268	5	of	of	ADP
framr-1742	268	6	new	new	PROPN
framr-1742	268	7	york	york	PROPN
framr-1742	268	8	stock	stock	PROPN
framr-1742	268	9	exchange	exchange	PROPN
framr-1742	268	10	common	common	ADJ
framr-1742	268	11	stocks	stock	NOUN
framr-1742	268	12	,	,	PUNCT
framr-1742	268	13	1931	1931	NUM
framr-1742	268	14	-	-	SYM
framr-1742	268	15	1967	1967	NUM
framr-1742	268	16	.	.	PUNCT
framr-1742	269	1	financial	financial	ADJ
framr-1742	269	2	analysts	analyst	NOUN
framr-1742	269	3	journal	journal	NOUN
framr-1742	269	4	,	,	PUNCT
framr-1742	269	5	28(2	28(2	NUM
framr-1742	269	6	)	)	PUNCT
framr-1742	269	7	,	,	PUNCT
framr-1742	269	8	46	46	NUM
framr-1742	269	9	-	-	SYM
framr-1742	269	10	54	54	NUM
framr-1742	269	11	.	.	PUNCT
framr-1742	270	1	zubairi	zubairi	PROPN
framr-1742	270	2	,	,	PUNCT
framr-1742	270	3	h.	h.	PROPN
framr-1742	270	4	j.	j.	PROPN
framr-1742	270	5	,	,	PUNCT
framr-1742	270	6	&	&	CCONJ
framr-1742	270	7	farooq	farooq	PROPN
framr-1742	270	8	,	,	PUNCT
framr-1742	270	9	s.	s.	PROPN
framr-1742	270	10	(	(	PUNCT
framr-1742	270	11	2012	2012	NUM
framr-1742	270	12	)	)	PUNCT
framr-1742	270	13	.	.	PUNCT
framr-1742	271	1	testing	test	VERB
framr-1742	271	2	the	the	DET
framr-1742	271	3	validity	validity	NOUN
framr-1742	271	4	of	of	ADP
framr-1742	271	5	capm	capm	PROPN
framr-1742	271	6	and	and	CCONJ
framr-1742	271	7	apt	apt	ADJ
framr-1742	271	8	in	in	ADP
framr-1742	271	9	the	the	DET
framr-1742	271	10	oil	oil	NOUN
framr-1742	271	11	,	,	PUNCT
framr-1742	271	12	gas	gas	NOUN
framr-1742	271	13	and	and	CCONJ
framr-1742	271	14	fertilizer	fertilizer	NOUN
framr-1742	271	15	companies	company	NOUN
framr-1742	271	16	listed	list	VERB
framr-1742	271	17	on	on	ADP
framr-1742	271	18	the	the	DET
framr-1742	271	19	karachi	karachi	PROPN
framr-1742	271	20	stock	stock	PROPN
framr-1742	271	21	exchange	exchange	PROPN
framr-1742	271	22	.	.	PUNCT
framr-1742	272	1	paper	paper	NOUN
framr-1742	272	2	presented	present	VERB
framr-1742	272	3	at	at	ADP
framr-1742	272	4	the	the	DET
framr-1742	272	5	financial	financial	ADJ
framr-1742	272	6	markets	market	NOUN
framr-1742	272	7	&	&	CCONJ
framr-1742	272	8	corporate	corporate	ADJ
framr-1742	272	9	governance	governance	NOUN
framr-1742	272	10	conference	conference	NOUN
framr-1742	272	11	.	.	PUNCT
framr-1742	273	1	appendix	appendix	NOUN
framr-1742	273	2	1	1	NUM
framr-1742	273	3	.	.	PUNCT
framr-1742	273	4	jarque	jarque	NOUN
framr-1742	273	5	-	-	PUNCT
framr-1742	273	6	bera	bera	NOUN
framr-1742	273	7	normality	normality	NOUN
framr-1742	273	8	test	test	NOUN
framr-1742	273	9	:	:	PUNCT
framr-1742	273	10	:	:	PUNCT
framr-1742	273	11	variables	variable	NOUN
framr-1742	273	12	are	be	AUX
framr-1742	273	13	normally	normally	ADV
framr-1742	273	14	distributed	distribute	VERB
framr-1742	273	15	.	.	PUNCT
framr-1742	274	1	:	:	PUNCT
framr-1742	274	2	variables	variable	NOUN
framr-1742	274	3	are	be	AUX
framr-1742	274	4	not	not	PART
framr-1742	274	5	normally	normally	ADV
framr-1742	274	6	distributed	distribute	VERB
framr-1742	274	7	.	.	PUNCT
framr-1742	275	1	0	0	NUM
framr-1742	276	1	2	2	NUM
framr-1742	276	2	4	4	NUM
framr-1742	276	3	6	6	NUM
framr-1742	276	4	8	8	NUM
framr-1742	276	5	10	10	NUM
framr-1742	276	6	12	12	NUM
framr-1742	276	7	14	14	NUM
framr-1742	276	8	-0.08	-0.08	NUM
framr-1742	276	9	-0.06	-0.06	NUM
framr-1742	276	10	-0.04	-0.04	NUM
framr-1742	276	11	-0.02	-0.02	NUM
framr-1742	276	12	0.00	0.00	NUM
framr-1742	276	13	0.02	0.02	NUM
framr-1742	276	14	0.04	0.04	NUM
framr-1742	276	15	0.06	0.06	NUM
framr-1742	276	16	0.08	0.08	NUM
framr-1742	276	17	series	serie	NOUN
framr-1742	276	18	:	:	PUNCT
framr-1742	276	19	resid	resid	VERB
framr-1742	276	20	sample	sample	NOUN
framr-1742	276	21	1	1	NUM
framr-1742	276	22	67	67	NUM
framr-1742	276	23	observations	observation	NOUN
framr-1742	276	24	66	66	NUM
framr-1742	276	25	mean	mean	NOUN
framr-1742	276	26	6.30e-16	6.30e-16	NUM
framr-1742	276	27	median	median	NOUN
framr-1742	276	28	0.004404	0.004404	NUM
framr-1742	276	29	maximum	maximum	NOUN
framr-1742	276	30	0.083677	0.083677	NUM
framr-1742	276	31	minimum	minimum	ADJ
framr-1742	276	32	-0.075474	-0.075474	NOUN
framr-1742	276	33	std	std	PROPN
framr-1742	276	34	.	.	PUNCT
framr-1742	276	35	dev	dev	PROPN
framr-1742	276	36	.	.	PUNCT
framr-1742	277	1	0.031849	0.031849	NUM
framr-1742	277	2	skewness	skewness	NOUN
framr-1742	277	3	0.025388	0.025388	NUM
framr-1742	277	4	kurtosis	kurtosis	NOUN
framr-1742	277	5	2.894579	2.894579	NUM
framr-1742	277	6	jarque	jarque	NOUN
framr-1742	277	7	-	-	PUNCT
framr-1742	277	8	bera	bera	NOUN
framr-1742	277	9	0.037653	0.037653	NUM
framr-1742	277	10	probability	probability	NOUN
framr-1742	277	11	0.981350	0.981350	NUM
framr-1742	277	12	figure	figure	NOUN
framr-1742	277	13	-	-	PUNCT
framr-1742	277	14	a.1	a.1	NOUN
framr-1742	277	15	.	.	PUNCT
framr-1742	277	16	normality	normality	NOUN
framr-1742	277	17	test	test	NOUN
framr-1742	277	18	.	.	PUNCT
framr-1742	278	1	from	from	ADP
framr-1742	278	2	figure	figure	NOUN
framr-1742	278	3	a-1	a-1	PROPN
framr-1742	278	4	,	,	PUNCT
framr-1742	278	5	it	it	PRON
framr-1742	278	6	is	be	AUX
framr-1742	278	7	revealed	reveal	VERB
framr-1742	278	8	that	that	SCONJ
framr-1742	278	9	p	p	NOUN
framr-1742	278	10	value	value	NOUN
framr-1742	278	11	of	of	ADP
framr-1742	278	12	obtaining	obtain	VERB
framr-1742	278	13	such	such	DET
framr-1742	278	14	a	a	DET
framr-1742	278	15	value	value	NOUN
framr-1742	278	16	from	from	ADP
framr-1742	278	17	chi	chi	PROPN
framr-1742	278	18	square	square	PROPN
framr-1742	278	19	is	be	AUX
framr-1742	278	20	0.9814(>0.05	0.9814(>0.05	NUM
framr-1742	278	21	)	)	PUNCT
framr-1742	278	22	.	.	PUNCT
framr-1742	279	1	normality	normality	NOUN
framr-1742	279	2	assumption	assumption	NOUN
framr-1742	279	3	of	of	ADP
framr-1742	279	4	this	this	DET
framr-1742	279	5	study	study	NOUN
framr-1742	279	6	is	be	AUX
framr-1742	279	7	not	not	PART
framr-1742	279	8	rejected	reject	VERB
framr-1742	279	9	.	.	PUNCT
framr-1742	280	1	2	2	X
framr-1742	280	2	.	.	X
framr-1742	280	3	detection	detection	NOUN
framr-1742	280	4	of	of	ADP
framr-1742	280	5	heteroskedasticity	heteroskedasticity	NOUN
framr-1742	280	6	:	:	PUNCT
framr-1742	280	7	:	:	PUNCT
framr-1742	280	8	the	the	DET
framr-1742	280	9	error	error	NOUN
framr-1742	280	10	variance	variance	NOUN
framr-1742	280	11	is	be	AUX
framr-1742	280	12	homoscedastic	homoscedastic	ADJ
framr-1742	280	13	.	.	PUNCT
framr-1742	281	1	:	:	PUNCT
framr-1742	281	2	the	the	DET
framr-1742	281	3	error	error	NOUN
framr-1742	281	4	variance	variance	NOUN
framr-1742	281	5	is	be	AUX
framr-1742	281	6	not	not	PART
framr-1742	281	7	homoscedastic	homoscedastic	ADJ
framr-1742	281	8	.	.	PUNCT
framr-1742	282	1	table	table	NOUN
framr-1742	282	2	-	-	PUNCT
framr-1742	282	3	a-1	a-1	PROPN
framr-1742	282	4	.	.	PUNCT
framr-1742	283	1	heteroskedasticity	heteroskedasticity	NOUN
framr-1742	283	2	test	test	NOUN
framr-1742	283	3	(	(	PUNCT
framr-1742	283	4	breusch	breusch	ADJ
framr-1742	283	5	-	-	PUNCT
framr-1742	283	6	pagan	pagan	ADJ
framr-1742	283	7	-	-	PUNCT
framr-1742	283	8	godfrey	godfrey	PROPN
framr-1742	283	9	(	(	PUNCT
framr-1742	283	10	bpg	bpg	PROPN
framr-1742	283	11	)	)	PUNCT
framr-1742	283	12	test	test	NOUN
framr-1742	283	13	)	)	PUNCT
framr-1742	283	14	.	.	PUNCT
framr-1742	284	1	f	f	X
framr-1742	284	2	-	-	PUNCT
framr-1742	284	3	statistic	statistic	VERB
framr-1742	284	4	1.029456	1.029456	NUM
framr-1742	284	5	prob	prob	NOUN
framr-1742	284	6	.	.	PUNCT
framr-1742	285	1	f(4.61	f(4.61	NOUN
framr-1742	285	2	)	)	PUNCT
framr-1742	285	3	0.3994	0.3994	NUM
framr-1742	285	4	obs	obs	NOUN
framr-1742	285	5	*	*	PUNCT
framr-1742	285	6	r	r	X
framr-1742	285	7	-	-	PUNCT
framr-1742	285	8	squared	square	VERB
framr-1742	285	9	4.173610	4.173610	NUM
framr-1742	285	10	prob	prob	NOUN
framr-1742	285	11	.	.	PUNCT
framr-1742	286	1	chi	chi	PROPN
framr-1742	286	2	-	-	PUNCT
framr-1742	286	3	square(4	square(4	NOUN
framr-1742	286	4	)	)	PUNCT
framr-1742	287	1	0.3830	0.3830	NUM
framr-1742	287	2	scaled	scale	VERB
framr-1742	287	3	explained	explain	VERB
framr-1742	287	4	ss	ss	PROPN
framr-1742	287	5	3.377274	3.377274	NUM
framr-1742	287	6	prob	prob	NOUN
framr-1742	287	7	.	.	PUNCT
framr-1742	288	1	chi	chi	PROPN
framr-1742	288	2	-	-	PUNCT
framr-1742	288	3	square(4	square(4	NOUN
framr-1742	288	4	)	)	PUNCT
framr-1742	289	1	0.4968	0.4968	NUM
framr-1742	289	2	http://dx.doi.org/10.5539/ijef.v4n5p177	http://dx.doi.org/10.5539/ijef.v4n5p177	ADJ
framr-1742	289	3	financial	financial	ADJ
framr-1742	289	4	risk	risk	NOUN
framr-1742	289	5	and	and	CCONJ
framr-1742	289	6	management	management	NOUN
framr-1742	289	7	reviews	review	NOUN
framr-1742	289	8	,	,	PUNCT
framr-1742	289	9	2021	2021	NUM
framr-1742	289	10	,	,	PUNCT
framr-1742	289	11	7(1	7(1	NUM
framr-1742	289	12	):	):	PUNCT
framr-1742	289	13	16	16	NUM
framr-1742	289	14	-	-	SYM
framr-1742	289	15	25	25	NUM
framr-1742	289	16	24	24	NUM
framr-1742	289	17	©	©	PROPN
framr-1742	289	18	2021	2021	NUM
framr-1742	289	19	conscientia	conscientia	PROPN
framr-1742	289	20	beam	beam	PROPN
framr-1742	289	21	.	.	PUNCT
framr-1742	290	1	all	all	DET
framr-1742	290	2	rights	right	NOUN
framr-1742	290	3	reserved	reserve	VERB
framr-1742	290	4	.	.	PUNCT
framr-1742	291	1	from	from	ADP
framr-1742	291	2	table	table	NOUN
framr-1742	291	3	a-1	a-1	PROPN
framr-1742	291	4	,	,	PUNCT
framr-1742	291	5	it	it	PRON
framr-1742	291	6	is	be	AUX
framr-1742	291	7	seen	see	VERB
framr-1742	291	8	that	that	SCONJ
framr-1742	291	9	the	the	DET
framr-1742	291	10	observed	observed	ADJ
framr-1742	291	11	chi	chi	ADJ
framr-1742	291	12	-	-	PUNCT
framr-1742	291	13	square	square	ADJ
framr-1742	291	14	value	value	NOUN
framr-1742	291	15	0.4968	0.4968	NUM
framr-1742	291	16	has	have	VERB
framr-1742	291	17	high	high	ADJ
framr-1742	291	18	p	p	NOUN
framr-1742	291	19	value	value	NOUN
framr-1742	291	20	of	of	ADP
framr-1742	291	21	0.40	0.40	NUM
framr-1742	291	22	which	which	PRON
framr-1742	291	23	suggesting	suggest	VERB
framr-1742	291	24	that	that	SCONJ
framr-1742	291	25	it	it	PRON
framr-1742	291	26	is	be	AUX
framr-1742	291	27	failed	fail	VERB
framr-1742	291	28	to	to	PART
framr-1742	291	29	reject	reject	VERB
framr-1742	291	30	null	null	ADJ
framr-1742	291	31	hypothesis	hypothesis	NOUN
framr-1742	291	32	.	.	PUNCT
framr-1742	292	1	so	so	ADV
framr-1742	292	2	,	,	PUNCT
framr-1742	292	3	the	the	DET
framr-1742	292	4	model	model	NOUN
framr-1742	292	5	does	do	AUX
framr-1742	292	6	not	not	PART
framr-1742	292	7	suffer	suffer	VERB
framr-1742	292	8	from	from	ADP
framr-1742	292	9	heteroskedasticity	heteroskedasticity	NOUN
framr-1742	292	10	.	.	PUNCT
framr-1742	293	1	3	3	X
framr-1742	293	2	.	.	X
framr-1742	293	3	model	model	PROPN
framr-1742	293	4	specification	specification	PROPN
framr-1742	293	5	test	test	NOUN
framr-1742	293	6	(	(	PUNCT
framr-1742	293	7	ramsey	ramsey	NOUN
framr-1742	293	8	-	-	PUNCT
framr-1742	293	9	reset	reset	ADJ
framr-1742	293	10	test	test	NOUN
framr-1742	293	11	):	):	PUNCT
framr-1742	293	12	:	:	PUNCT
framr-1742	293	13	no	no	DET
framr-1742	293	14	specification	specification	NOUN
framr-1742	293	15	error	error	NOUN
framr-1742	293	16	:	:	PUNCT
framr-1742	293	17	having	have	VERB
framr-1742	293	18	specification	specification	NOUN
framr-1742	293	19	error	error	NOUN
framr-1742	293	20	table	table	NOUN
framr-1742	293	21	-	-	PUNCT
framr-1742	293	22	a-2	a-2	NOUN
framr-1742	293	23	.	.	PUNCT
framr-1742	293	24	ramsey	ramsey	PROPN
framr-1742	293	25	-	-	PUNCT
framr-1742	293	26	reset	reset	ADJ
framr-1742	293	27	test	test	NOUN
framr-1742	293	28	(	(	PUNCT
framr-1742	293	29	omitted	omit	VERB
framr-1742	293	30	variables	variable	NOUN
framr-1742	293	31	:	:	PUNCT
framr-1742	293	32	squares	square	NOUN
framr-1742	293	33	of	of	ADP
framr-1742	293	34	fitted	fit	VERB
framr-1742	293	35	values	value	NOUN
framr-1742	293	36	)	)	PUNCT
framr-1742	293	37	.	.	PUNCT
framr-1742	294	1	value	value	NOUN
framr-1742	294	2	df	df	PROPN
framr-1742	294	3	probability	probability	NOUN
framr-1742	294	4	t	t	PROPN
framr-1742	294	5	-	-	PUNCT
framr-1742	294	6	statistic	statistic	NOUN
framr-1742	294	7	0.462769	0.462769	NUM
framr-1742	294	8	60	60	NUM
framr-1742	294	9	0.6452	0.6452	NUM
framr-1742	294	10	f	f	X
framr-1742	294	11	-	-	PUNCT
framr-1742	294	12	statistic	statistic	ADJ
framr-1742	294	13	0.214155	0.214155	NUM
framr-1742	294	14	(	(	PUNCT
framr-1742	294	15	1,60	1,60	NUM
framr-1742	294	16	)	)	PUNCT
framr-1742	294	17	0.6542	0.6542	NUM
framr-1742	294	18	likelihood	likelihood	NOUN
framr-1742	294	19	ratio	ratio	NOUN
framr-1742	294	20	0.235151	0.235151	NUM
framr-1742	294	21	1	1	NUM
framr-1742	294	22	0.6277	0.6277	NUM
framr-1742	294	23	table	table	NOUN
framr-1742	294	24	a-2	a-2	PROPN
framr-1742	294	25	,	,	PUNCT
framr-1742	294	26	showed	show	VERB
framr-1742	294	27	that	that	SCONJ
framr-1742	294	28	the	the	DET
framr-1742	294	29	p	p	PROPN
framr-1742	294	30	value	value	NOUN
framr-1742	294	31	of	of	ADP
framr-1742	294	32	ramsey	ramsey	PROPN
framr-1742	294	33	’s	’s	PART
framr-1742	294	34	reset	reset	ADJ
framr-1742	294	35	test	test	NOUN
framr-1742	294	36	f	f	NOUN
framr-1742	294	37	-	-	PUNCT
framr-1742	294	38	statistics	statistic	NOUN
framr-1742	294	39	value	value	NOUN
framr-1742	294	40	is	be	AUX
framr-1742	294	41	quite	quite	ADV
framr-1742	294	42	high	high	ADJ
framr-1742	294	43	(	(	PUNCT
framr-1742	294	44	0.65>0.05	0.65>0.05	NUM
framr-1742	294	45	)	)	PUNCT
framr-1742	294	46	.	.	PUNCT
framr-1742	295	1	so	so	ADV
framr-1742	295	2	,	,	PUNCT
framr-1742	295	3	we	we	PRON
framr-1742	295	4	must	must	AUX
framr-1742	295	5	accept	accept	VERB
framr-1742	295	6	null	null	ADJ
framr-1742	295	7	hypothesis	hypothesis	NOUN
framr-1742	295	8	and	and	CCONJ
framr-1742	295	9	say	say	VERB
framr-1742	295	10	that	that	SCONJ
framr-1742	295	11	the	the	DET
framr-1742	295	12	equation	equation	NOUN
framr-1742	295	13	is	be	AUX
framr-1742	295	14	not	not	PART
framr-1742	295	15	mis	mis	NOUN
framr-1742	295	16	-	-	PUNCT
framr-1742	295	17	specified	specified	ADJ
framr-1742	295	18	.	.	PUNCT
framr-1742	296	1	4	4	X
framr-1742	296	2	.	.	X
framr-1742	296	3	detection	detection	NOUN
framr-1742	296	4	of	of	ADP
framr-1742	296	5	serial	serial	ADJ
framr-1742	296	6	auto	auto	NOUN
framr-1742	296	7	correlation	correlation	NOUN
framr-1742	296	8	:	:	PUNCT
framr-1742	296	9	:	:	PUNCT
framr-1742	296	10	there	there	PRON
framr-1742	296	11	is	be	VERB
framr-1742	296	12	no	no	DET
framr-1742	296	13	positive	positive	ADJ
framr-1742	296	14	auto	auto	NOUN
framr-1742	296	15	correlation	correlation	NOUN
framr-1742	296	16	:	:	PUNCT
framr-1742	296	17	there	there	PRON
framr-1742	296	18	is	be	VERB
framr-1742	296	19	positive	positive	ADJ
framr-1742	296	20	auto	auto	NOUN
framr-1742	296	21	correlation	correlation	NOUN
framr-1742	296	22	table	table	NOUN
framr-1742	296	23	-	-	PUNCT
framr-1742	296	24	a-3	a-3	NOUN
framr-1742	296	25	.	.	PUNCT
framr-1742	297	1	bruschgodfrey	bruschgodfrey	PROPN
framr-1742	297	2	serial	serial	ADJ
framr-1742	297	3	correlation	correlation	NOUN
framr-1742	297	4	lm	lm	X
framr-1742	297	5	test	test	NOUN
framr-1742	297	6	.	.	PUNCT
framr-1742	298	1	f	f	X
framr-1742	298	2	-	-	PUNCT
framr-1742	298	3	statistic	statistic	ADJ
framr-1742	298	4	40.72243	40.72243	NUM
framr-1742	298	5	prob	prob	NOUN
framr-1742	298	6	.	.	PUNCT
framr-1742	299	1	f(2,59	f(2,59	PROPN
framr-1742	299	2	)	)	PUNCT
framr-1742	300	1	0.083	0.083	NUM
framr-1742	300	2	obs	obs	PROPN
framr-1742	300	3	*	*	PUNCT
framr-1742	300	4	r	r	X
framr-1742	300	5	-	-	PUNCT
framr-1742	300	6	squared	square	VERB
framr-1742	300	7	38.27382	38.27382	NUM
framr-1742	300	8	prob	prob	NOUN
framr-1742	300	9	.	.	PUNCT
framr-1742	301	1	chi	chi	ADJ
framr-1742	301	2	-	-	PUNCT
framr-1742	301	3	square(2	square(2	PROPN
framr-1742	301	4	)	)	PUNCT
framr-1742	301	5	0.0012	0.0012	NUM
framr-1742	301	6	table	table	NOUN
framr-1742	301	7	-	-	PUNCT
framr-1742	301	8	a-4	a-4	NOUN
framr-1742	301	9	.	.	PUNCT
framr-1742	302	1	durbin	durbin	PROPN
framr-1742	302	2	watson	watson	PROPN
framr-1742	302	3	test	test	NOUN
framr-1742	302	4	.	.	PUNCT
framr-1742	303	1	r	r	X
framr-1742	303	2	-	-	PUNCT
framr-1742	303	3	squared	square	VERB
framr-1742	303	4	0.579906	0.579906	NUM
framr-1742	303	5	mean	mean	NOUN
framr-1742	303	6	dependent	dependent	ADJ
framr-1742	303	7	var	var	NOUN
framr-1742	303	8	6.30e-16	6.30e-16	NUM
framr-1742	303	9	adjusted	adjusted	ADJ
framr-1742	303	10	r	r	NOUN
framr-1742	303	11	-	-	PUNCT
framr-1742	303	12	squared	square	VERB
framr-1742	303	13	0.537185	0.537185	NUM
framr-1742	303	14	s.d	s.d	PROPN
framr-1742	303	15	.	.	PUNCT
framr-1742	304	1	dependent	dependent	ADJ
framr-1742	304	2	var	var	PROPN
framr-1742	304	3	0.031849	0.031849	NUM
framr-1742	304	4	s.e	s.e	PROPN
framr-1742	304	5	.	.	PROPN
framr-1742	304	6	of	of	ADP
framr-1742	304	7	regression	regression	NOUN
framr-1742	304	8	0.021667	0.021667	NUM
framr-1742	304	9	akaike	akaike	ADJ
framr-1742	304	10	info	info	NOUN
framr-1742	304	11	criterion	criterion	NOUN
framr-1742	304	12	-4.726075	-4.726075	PROPN
framr-1742	304	13	sum	sum	PROPN
framr-1742	304	14	squared	square	VERB
framr-1742	304	15	resid	resid	NOUN
framr-1742	304	16	0.027697	0.027697	NUM
framr-1742	304	17	schwarz	schwarz	NOUN
framr-1742	304	18	criterion	criterion	NOUN
framr-1742	304	19	-4.493839	-4.493839	PROPN
framr-1742	304	20	log	log	PROPN
framr-1742	304	21	likelihood	likelihood	NOUN
framr-1742	305	1	162.9605	162.9605	NUM
framr-1742	305	2	hannan	hannan	PROPN
framr-1742	305	3	-	-	PUNCT
framr-1742	305	4	quinn	quinn	PROPN
framr-1742	305	5	criter	criter	NOUN
framr-1742	305	6	.	.	PUNCT
framr-1742	306	1	-4.634308	-4.634308	ADJ
framr-1742	307	1	f	f	X
framr-1742	307	2	-	-	PUNCT
framr-1742	307	3	statistic	statistic	ADJ
framr-1742	307	4	13.57414	13.57414	NUM
framr-1742	307	5	durbin	durbin	ADJ
framr-1742	307	6	-	-	PUNCT
framr-1742	307	7	watson	watson	NOUN
framr-1742	307	8	stat	stat	PROPN
framr-1742	307	9	1.881036	1.881036	NUM
framr-1742	307	10	prob	prob	NOUN
framr-1742	307	11	(	(	PUNCT
framr-1742	307	12	f	f	NOUN
framr-1742	307	13	-	-	PUNCT
framr-1742	307	14	statistic	statistic	ADJ
framr-1742	307	15	)	)	PUNCT
framr-1742	307	16	0.000000	0.000000	NUM
framr-1742	307	17	table	table	NOUN
framr-1742	307	18	a-4	a-4	NOUN
framr-1742	307	19	,	,	PUNCT
framr-1742	307	20	showed	show	VERB
framr-1742	307	21	that	that	SCONJ
framr-1742	307	22	the	the	DET
framr-1742	307	23	estimated	estimate	VERB
framr-1742	307	24	value	value	NOUN
framr-1742	307	25	of	of	ADP
framr-1742	307	26	durbin	durbin	ADJ
framr-1742	307	27	-	-	PUNCT
framr-1742	307	28	watson	watson	NOUN
framr-1742	307	29	value	value	NOUN
framr-1742	307	30	is	be	AUX
framr-1742	307	31	1.88	1.88	NUM
framr-1742	307	32	which	which	PRON
framr-1742	307	33	is	be	AUX
framr-1742	307	34	near	near	ADP
framr-1742	307	35	2.0	2.0	NUM
framr-1742	307	36	.	.	PUNCT
framr-1742	308	1	it	it	PRON
framr-1742	308	2	means	mean	VERB
framr-1742	308	3	that	that	SCONJ
framr-1742	308	4	we	we	PRON
framr-1742	308	5	may	may	AUX
framr-1742	308	6	accept	accept	VERB
framr-1742	308	7	null	null	ADJ
framr-1742	308	8	hypothesis	hypothesis	NOUN
framr-1742	308	9	.	.	PUNCT
framr-1742	309	1	so	so	ADV
framr-1742	309	2	,	,	PUNCT
framr-1742	309	3	there	there	PRON
framr-1742	309	4	is	be	VERB
framr-1742	309	5	no	no	DET
framr-1742	309	6	serial	serial	ADJ
framr-1742	309	7	correlation	correlation	NOUN
framr-1742	309	8	in	in	ADP
framr-1742	309	9	the	the	DET
framr-1742	309	10	study	study	NOUN
framr-1742	309	11	.	.	PUNCT
framr-1742	310	1	for	for	ADP
framr-1742	310	2	further	further	ADJ
framr-1742	310	3	testing	testing	NOUN
framr-1742	310	4	,	,	PUNCT
framr-1742	310	5	breusch	breusch	PROPN
framr-1742	310	6	-	-	PUNCT
framr-1742	310	7	pagan	pagan	VERB
framr-1742	310	8	lm	lm	X
framr-1742	310	9	test	test	NOUN
framr-1742	310	10	also	also	ADV
framr-1742	310	11	has	have	AUX
framr-1742	310	12	been	be	AUX
framr-1742	310	13	used	use	VERB
framr-1742	310	14	which	which	PRON
framr-1742	310	15	is	be	AUX
framr-1742	310	16	shown	show	VERB
framr-1742	310	17	in	in	ADP
framr-1742	310	18	table	table	NOUN
framr-1742	310	19	a-3	a-3	NOUN
framr-1742	310	20	.	.	PUNCT
framr-1742	311	1	here	here	ADV
framr-1742	311	2	,	,	PUNCT
framr-1742	311	3	we	we	PRON
framr-1742	311	4	see	see	VERB
framr-1742	311	5	that	that	SCONJ
framr-1742	311	6	p	p	PROPN
framr-1742	311	7	value	value	NOUN
framr-1742	311	8	.083	.083	NUM
framr-1742	311	9	is	be	AUX
framr-1742	311	10	above	above	ADP
framr-1742	311	11	the	the	DET
framr-1742	311	12	level	level	NOUN
framr-1742	311	13	of	of	ADP
framr-1742	311	14	significance	significance	NOUN
framr-1742	311	15	(	(	PUNCT
framr-1742	311	16	.05	.05	NUM
framr-1742	311	17	)	)	PUNCT
framr-1742	311	18	.	.	PUNCT
framr-1742	312	1	so	so	ADV
framr-1742	312	2	,	,	PUNCT
framr-1742	312	3	null	null	ADJ
framr-1742	312	4	hypothesis	hypothesis	NOUN
framr-1742	312	5	is	be	AUX
framr-1742	312	6	accepted	accept	VERB
framr-1742	312	7	.	.	PUNCT
framr-1742	313	1	5	5	X
framr-1742	313	2	.	.	X
framr-1742	313	3	multicollinearity	multicollinearity	NOUN
framr-1742	313	4	test	test	NOUN
framr-1742	313	5	:	:	PUNCT
framr-1742	313	6	:	:	PUNCT
framr-1742	313	7	there	there	PRON
framr-1742	313	8	is	be	VERB
framr-1742	313	9	significant	significant	ADJ
framr-1742	313	10	correlation	correlation	NOUN
framr-1742	313	11	among	among	ADP
framr-1742	313	12	independent	independent	ADJ
framr-1742	313	13	variables	variable	NOUN
framr-1742	313	14	.	.	PUNCT
framr-1742	314	1	:	:	PUNCT
framr-1742	314	2	there	there	PRON
framr-1742	314	3	is	be	VERB
framr-1742	314	4	no	no	DET
framr-1742	314	5	significant	significant	ADJ
framr-1742	314	6	correlation	correlation	NOUN
framr-1742	314	7	among	among	ADP
framr-1742	314	8	independent	independent	ADJ
framr-1742	314	9	variables	variable	NOUN
framr-1742	314	10	.	.	PUNCT
framr-1742	315	1	financial	financial	ADJ
framr-1742	315	2	risk	risk	NOUN
framr-1742	315	3	and	and	CCONJ
framr-1742	315	4	management	management	NOUN
framr-1742	315	5	reviews	review	NOUN
framr-1742	315	6	,	,	PUNCT
framr-1742	315	7	2021	2021	NUM
framr-1742	315	8	,	,	PUNCT
framr-1742	315	9	7(1	7(1	NUM
framr-1742	315	10	):	):	PUNCT
framr-1742	315	11	16	16	NUM
framr-1742	315	12	-	-	SYM
framr-1742	315	13	25	25	NUM
framr-1742	315	14	25	25	NUM
framr-1742	315	15	©	©	PROPN
framr-1742	315	16	2021	2021	NUM
framr-1742	315	17	conscientia	conscientia	PROPN
framr-1742	315	18	beam	beam	PROPN
framr-1742	315	19	.	.	PUNCT
framr-1742	316	1	all	all	DET
framr-1742	316	2	rights	right	NOUN
framr-1742	316	3	reserved	reserve	VERB
framr-1742	316	4	.	.	PUNCT
framr-1742	317	1	table	table	NOUN
framr-1742	317	2	-	-	PUNCT
framr-1742	317	3	a-5	a-5	PROPN
framr-1742	317	4	.	.	PUNCT
framr-1742	318	1	results	result	NOUN
framr-1742	318	2	of	of	ADP
framr-1742	318	3	multicollinearity	multicollinearity	NOUN
framr-1742	318	4	test	test	NOUN
framr-1742	318	5	.	.	PUNCT
framr-1742	319	1	variable	variable	ADJ
framr-1742	319	2	coefficient	coefficient	NOUN
framr-1742	319	3	variance	variance	NOUN
framr-1742	319	4	uncentered	uncentered	ADJ
framr-1742	319	5	vif	vif	NOUN
framr-1742	319	6	centered	center	VERB
framr-1742	319	7	vif	vif	NOUN
framr-1742	319	8	c	c	ADP
framr-1742	319	9	5.042298	5.042298	NUM
framr-1742	319	10	307900.5	307900.5	NUM
framr-1742	319	11	na	na	NOUN
framr-1742	319	12	exp	exp	NOUN
framr-1742	319	13	0.951302	0.951302	NUM
framr-1742	319	14	209191.9	209191.9	NUM
framr-1742	319	15	5.517513	5.517513	NUM
framr-1742	319	16	int	int	NOUN
framr-1742	319	17	0.005594	0.005594	NUM
framr-1742	319	18	226.0663	226.0663	NUM
framr-1742	319	19	2.717109	2.717109	NUM
framr-1742	319	20	cap	cap	NOUN
framr-1742	319	21	0.006811	0.006811	NUM
framr-1742	319	22	5865.005	5865.005	NUM
framr-1742	319	23	4.412733	4.412733	NUM
framr-1742	319	24	tax	tax	NOUN
framr-1742	319	25	0.001734	0.001734	NUM
framr-1742	319	26	2729.313	2729.313	NUM
framr-1742	319	27	1.962352	1.962352	NUM
framr-1742	319	28	table	table	NOUN
framr-1742	319	29	a-5	a-5	PROPN
framr-1742	319	30	showed	show	VERB
framr-1742	319	31	that	that	SCONJ
framr-1742	319	32	no	no	DET
framr-1742	319	33	variable	variable	NOUN
framr-1742	319	34	has	have	AUX
framr-1742	319	35	centered	center	VERB
framr-1742	319	36	vif	vif	NOUN
framr-1742	319	37	more	more	ADJ
framr-1742	319	38	than	than	ADP
framr-1742	319	39	10	10	NUM
framr-1742	319	40	.	.	PUNCT
framr-1742	320	1	so	so	ADV
framr-1742	320	2	,	,	PUNCT
framr-1742	320	3	we	we	PRON
framr-1742	320	4	can	can	AUX
framr-1742	320	5	say	say	VERB
framr-1742	320	6	that	that	SCONJ
framr-1742	320	7	variables	variable	NOUN
framr-1742	320	8	do	do	AUX
framr-1742	320	9	not	not	PART
framr-1742	320	10	suffer	suffer	VERB
framr-1742	320	11	from	from	ADP
framr-1742	320	12	strong	strong	ADJ
framr-1742	320	13	relation	relation	NOUN
framr-1742	320	14	within	within	ADP
framr-1742	320	15	themselves	themselves	PRON
framr-1742	320	16	or	or	CCONJ
framr-1742	320	17	multicollinearity	multicollinearity	NOUN
framr-1742	320	18	.	.	PUNCT
framr-1742	321	1	views	view	NOUN
framr-1742	321	2	and	and	CCONJ
framr-1742	321	3	opinions	opinion	NOUN
framr-1742	321	4	expressed	express	VERB
framr-1742	321	5	in	in	ADP
framr-1742	321	6	this	this	DET
framr-1742	321	7	article	article	NOUN
framr-1742	321	8	are	be	AUX
framr-1742	321	9	the	the	DET
framr-1742	321	10	views	view	NOUN
framr-1742	321	11	and	and	CCONJ
framr-1742	321	12	opinions	opinion	NOUN
framr-1742	321	13	of	of	ADP
framr-1742	321	14	the	the	DET
framr-1742	321	15	author(s	author(s	NOUN
framr-1742	321	16	)	)	PUNCT
framr-1742	321	17	,	,	PUNCT
framr-1742	321	18	financial	financial	ADJ
framr-1742	321	19	risk	risk	NOUN
framr-1742	321	20	and	and	CCONJ
framr-1742	321	21	management	management	NOUN
framr-1742	321	22	reviews	review	NOUN
framr-1742	321	23	shall	shall	AUX
framr-1742	321	24	not	not	PART
framr-1742	321	25	be	be	AUX
framr-1742	321	26	responsible	responsible	ADJ
framr-1742	321	27	or	or	CCONJ
framr-1742	321	28	answerable	answerable	ADJ
framr-1742	321	29	for	for	ADP
framr-1742	321	30	any	any	DET
framr-1742	321	31	loss	loss	NOUN
framr-1742	321	32	,	,	PUNCT
framr-1742	321	33	damage	damage	NOUN
framr-1742	321	34	or	or	CCONJ
framr-1742	321	35	liability	liability	NOUN
framr-1742	321	36	etc	etc	X
framr-1742	321	37	.	.	X
framr-1742	322	1	caused	cause	VERB
framr-1742	322	2	in	in	ADP
framr-1742	322	3	relation	relation	NOUN
framr-1742	322	4	to	to	PART
framr-1742	322	5	/	/	PUNCT
framr-1742	322	6	arising	arise	VERB
framr-1742	322	7	out	out	ADP
framr-1742	322	8	of	of	ADP
framr-1742	322	9	the	the	DET
framr-1742	322	10	use	use	NOUN
framr-1742	322	11	of	of	ADP
framr-1742	322	12	the	the	DET
framr-1742	322	13	content	content	NOUN
framr-1742	322	14	.	.	PUNCT