id	sid	eid	entity	type
fsr-3338	1	1	haiwei chena	PERSON
fsr-3338	1	2	heon shinb	PERSON
fsr-3338	1	3	xu sunc	PERSON
fsr-3338	1	4	alaska	GPE
fsr-3338	1	5	303	CARDINAL
fsr-3338	1	6	tanana	ORG
fsr-3338	1	7	201	CARDINAL
fsr-3338	1	8	fairbanks	GPE
fsr-3338	1	9	99775	DATE
fsr-3338	1	10	usa balabama	GPE
fsr-3338	1	11	state university, department of accounting	ORG
fsr-3338	1	12	915	CARDINAL
fsr-3338	1	13	s. jackson street	PERSON
fsr-3338	1	14	montgomery	GPE
fsr-3338	1	15	al 36104, usa cutah valley university	ORG
fsr-3338	1	16	800	CARDINAL
fsr-3338	1	17	west university parkway	LOC
fsr-3338	1	18	orem	GPE
fsr-3338	1	19	84058	DATE
fsr-3338	1	20	four-day	DATE
fsr-3338	1	21	eight	CARDINAL
fsr-3338	1	22	nine	CARDINAL
fsr-3338	2	1	monthly	DATE
fsr-3338	5	1	2015	CARDINAL
fsr-3338	5	2	academy of financial services	ORG
fsr-3338	7	1	jel	ORG
fsr-3338	7	2	etf	PERSON
fsr-3338	7	3	the-month	DATE
fsr-3338	7	4	1	CARDINAL
fsr-3338	9	1	tom	PERSON
fsr-3338	13	1	24	CARDINAL
fsr-3338	14	1	271–288	CARDINAL
fsr-3338	14	2	2015	CARDINAL
fsr-3338	14	3	academy of financial services	ORG
fsr-3338	17	1	tom	PERSON
fsr-3338	17	2	the turn of the month	DATE
fsr-3338	18	1	1991	DATE
fsr-3338	18	2	ratner	ORG
fsr-3338	18	3	1992	DATE
fsr-3338	18	4	tom	PERSON
fsr-3338	19	1	mcconnell	PERSON
fsr-3338	19	2	xu	PERSON
fsr-3338	19	3	2008	DATE
fsr-3338	19	4	34	CARDINAL
fsr-3338	19	5	38	CARDINAL
fsr-3338	20	1	hensel	ORG
fsr-3338	20	2	1996	DATE
fsr-3338	20	3	kunkel	PERSON
fsr-3338	20	4	compton	PERSON
fsr-3338	20	5	1998	DATE
fsr-3338	20	6	tom	DATE
fsr-3338	21	1	chen	PERSON
fsr-3338	21	2	2011	DATE
fsr-3338	21	3	the standard & poor’s	ORG
fsr-3338	21	4	500	CARDINAL
fsr-3338	21	5	the month	DATE
fsr-3338	22	1	etfs	ORG
fsr-3338	22	2	tom	DATE
fsr-3338	23	1	australia	GPE
fsr-3338	23	2	brazil	GPE
fsr-3338	23	3	canada	GPE
fsr-3338	23	4	france	GPE
fsr-3338	23	5	germany	GPE
fsr-3338	23	6	japan	GPE
fsr-3338	23	7	hong kong	GPE
fsr-3338	23	8	sweden	GPE
fsr-3338	23	9	united kingdom	GPE
fsr-3338	25	1	first	ORDINAL
fsr-3338	25	2	tom	PERSON
fsr-3338	25	3	japanese	NORP
fsr-3338	25	4	tom	PERSON
fsr-3338	25	5	nine	CARDINAL
fsr-3338	26	1	january	DATE
fsr-3338	26	2	the weekend	DATE
fsr-3338	26	3	tom	PERSON
fsr-3338	26	4	nine	CARDINAL
fsr-3338	26	5	japanese	NORP
fsr-3338	26	6	six	CARDINAL
fsr-3338	27	1	tom	DATE
fsr-3338	27	2	etf	PERSON
fsr-3338	27	3	nine	CARDINAL
fsr-3338	28	1	chen	PERSON
fsr-3338	28	2	2011	DATE
fsr-3338	28	3	three	CARDINAL
fsr-3338	29	1	first	ORDINAL
fsr-3338	29	2	the month	DATE
fsr-3338	30	1	second	ORDINAL
fsr-3338	30	2	the month	DATE
fsr-3338	31	1	third	ORDINAL
fsr-3338	31	2	tom	DATE
fsr-3338	32	1	two	CARDINAL
fsr-3338	33	1	monthly	DATE
fsr-3338	33	2	two	CARDINAL
fsr-3338	34	1	at least 50%	PERCENT
fsr-3338	34	2	two	CARDINAL
fsr-3338	35	1	tom	DATE
fsr-3338	37	1	section 2	LAW
fsr-3338	37	2	tom	DATE
fsr-3338	38	1	section 3	LAW
fsr-3338	39	1	section 4	LAW
fsr-3338	39	2	section 5	LAW
fsr-3338	40	1	2	CARDINAL
fsr-3338	40	2	2.1	CARDINAL
fsr-3338	41	1	ariel	PERSON
fsr-3338	41	2	1987	DATE
fsr-3338	41	3	the first day of the month	DATE
fsr-3338	41	4	january 272	DATE
fsr-3338	42	1	h. chen et al	PERSON
fsr-3338	42	2	24	CARDINAL
fsr-3338	42	3	2015	CARDINAL
fsr-3338	43	1	271–288	CARDINAL
fsr-3338	44	1	monthly	DATE
fsr-3338	44	2	1987	DATE
fsr-3338	44	3	1986	DATE
fsr-3338	44	4	lakonishok	ORG
fsr-3338	44	5	1988	DATE
fsr-3338	44	6	0.473%	PERCENT
fsr-3338	44	7	four-day	DATE
fsr-3338	44	8	the turn of month	DATE
fsr-3338	44	9	0.349%	PERCENT
fsr-3338	44	10	the whole month	DATE
fsr-3338	45	1	cadsby	ORG
fsr-3338	45	2	ratner	ORG
fsr-3338	45	3	1992	DATE
fsr-3338	45	4	australia	GPE
fsr-3338	45	5	canada	GPE
fsr-3338	45	6	hong kong	GPE
fsr-3338	45	7	germany	GPE
fsr-3338	45	8	the united states	GPE
fsr-3338	45	9	the united kingdom	GPE
fsr-3338	46	1	ziemba	PERSON
fsr-3338	46	2	1991	DATE
fsr-3338	46	3	2	CARDINAL
fsr-3338	46	4	japanese	NORP
fsr-3338	46	5	1949–1988	CARDINAL
fsr-3338	47	1	ogden	ORG
fsr-3338	47	2	1990	DATE
fsr-3338	47	3	the united states	GPE
fsr-3338	47	4	tom	PERSON
fsr-3338	48	1	the turn of each month	DATE
fsr-3338	49	1	mcconnell	PERSON
fsr-3338	49	2	xu	PERSON
fsr-3338	49	3	2008	DATE
fsr-3338	49	4	four-day	DATE
fsr-3338	49	5	the last day of the month to the third day	DATE
fsr-3338	49	6	1987	DATE
fsr-3338	49	7	2005	DATE
fsr-3338	50	1	tom	PERSON
fsr-3338	50	2	34	CARDINAL
fsr-3338	50	3	38	CARDINAL
fsr-3338	51	1	tom	PERSON
fsr-3338	51	2	the end of the month	DATE
fsr-3338	52	1	the turn of the month	DATE
fsr-3338	52	2	the month	DATE
fsr-3338	52	3	1990	DATE
fsr-3338	54	1	1996	DATE
fsr-3338	54	2	tom	DATE
fsr-3338	54	3	the month	DATE
fsr-3338	55	1	kunkel	PERSON
fsr-3338	55	2	compton	PERSON
fsr-3338	55	3	1998	DATE
fsr-3338	55	4	tom	DATE
fsr-3338	55	5	2.1%	PERCENT
fsr-3338	56	1	zwergel	PERSON
fsr-3338	56	2	2010	DATE
fsr-3338	56	3	tom	PERSON
fsr-3338	56	4	germany	GPE
fsr-3338	56	5	japan	GPE
fsr-3338	56	6	united kingdom	GPE
fsr-3338	56	7	united states	GPE
fsr-3338	57	1	2.2	CARDINAL
fsr-3338	57	2	etfs	ORG
fsr-3338	58	1	2010	DATE
fsr-3338	58	2	four	CARDINAL
fsr-3338	58	3	six	CARDINAL
fsr-3338	59	1	the united states	GPE
fsr-3338	59	2	etfs	ORG
fsr-3338	59	3	1999	DATE
fsr-3338	59	4	2002	DATE
fsr-3338	60	1	etfs	ORG
fsr-3338	61	1	the end of the day	DATE
fsr-3338	63	1	273h	GPE
fsr-3338	64	1	chen et al	PERSON
fsr-3338	64	2	24	CARDINAL
fsr-3338	64	3	2015	CARDINAL
fsr-3338	65	1	271–288	CARDINAL
fsr-3338	66	1	anderson	PERSON
fsr-3338	66	2	2002	DATE
fsr-3338	66	3	u.s.	GPE
fsr-3338	67	1	14	CARDINAL
fsr-3338	67	2	harper	PERSON
fsr-3338	67	3	2006	DATE
fsr-3338	67	4	jensen	PERSON
fsr-3338	67	5	chu	PERSON
fsr-3338	67	6	miller	ORG
fsr-3338	67	7	prather	GPE
fsr-3338	67	8	2007	DATE
fsr-3338	67	9	7	CARDINAL
fsr-3338	67	10	12	CARDINAL
fsr-3338	68	1	chen	PERSON
fsr-3338	68	2	chua (	ORG
fsr-3338	68	3	2011	DATE
fsr-3338	68	4	(�1	CARDINAL
fsr-3338	68	5	four-day	DATE
fsr-3338	68	6	tom	TIME
fsr-3338	68	7	the month	DATE
fsr-3338	69	1	five	CARDINAL
fsr-3338	70	1	tom	DATE
fsr-3338	71	1	chen	PERSON
fsr-3338	71	2	chua	PERSON
fsr-3338	74	1	u.s.	GPE
fsr-3338	75	1	3	CARDINAL
fsr-3338	75	2	daily	DATE
fsr-3338	75	3	australia	GPE
fsr-3338	75	4	brazil	GPE
fsr-3338	75	5	canada	GPE
fsr-3338	75	6	france	GPE
fsr-3338	75	7	germany	GPE
fsr-3338	75	8	hong kong	GPE
fsr-3338	75	9	japan	GPE
fsr-3338	75	10	sweden	GPE
fsr-3338	75	11	the united kingdom	GPE
fsr-3338	76	1	brazil	GPE
fsr-3338	78	1	the american stock exchange	ORG
fsr-3338	79	1	nine	CARDINAL
fsr-3338	79	2	1	CARDINAL
fsr-3338	79	3	brazilian	NORP
fsr-3338	79	4	march 29, 1996 to	DATE
fsr-3338	79	5	10, 2012	DATE
fsr-3338	80	1	u.s.	GPE
fsr-3338	81	1	etfs	ORG
fsr-3338	83	1	index.2	ORG
fsr-3338	83	2	2	CARDINAL
fsr-3338	85	1	nine	CARDINAL
fsr-3338	85	2	brazil	GPE
fsr-3338	85	3	daily	DATE
fsr-3338	85	4	etf	GPE
fsr-3338	86	1	daily	DATE
fsr-3338	86	2	german	NORP
fsr-3338	87	1	etfs	ORG
fsr-3338	87	2	daily	DATE
fsr-3338	87	3	nine	CARDINAL
fsr-3338	88	1	274	CARDINAL
fsr-3338	88	2	h. chen et al	PERSON
fsr-3338	88	3	24	CARDINAL
fsr-3338	88	4	2015	CARDINAL
fsr-3338	88	5	271–288	CARDINAL
fsr-3338	88	6	1	CARDINAL
fsr-3338	88	7	australia	GPE
fsr-3338	88	8	3/29/1996 to 8/10/2012	DATE
fsr-3338	88	9	200	CARDINAL
fsr-3338	88	10	brazil	GPE
fsr-3338	88	11	7/31/2000 to 8/10/2012	CARDINAL
fsr-3338	88	12	brazil	GPE
fsr-3338	88	13	canada	GPE
fsr-3338	88	14	3/29/1996 to 8/10/2012	CARDINAL
fsr-3338	88	15	france 3/29/1996 to 8/10/2012	EVENT
fsr-3338	88	16	france	GPE
fsr-3338	88	17	40	CARDINAL
fsr-3338	88	18	germany	GPE
fsr-3338	88	19	3/29/1996 to 8/10/2012	PERCENT
fsr-3338	88	20	ewg dax 30	PERSON
fsr-3338	88	21	hong kong	GPE
fsr-3338	88	22	seng	ORG
fsr-3338	88	23	japan 3/29/1996 to 8/10/2012	EVENT
fsr-3338	88	24	3/29/1996 to 8/10/2012	CARDINAL
fsr-3338	88	25	ewd	CARDINAL
fsr-3338	88	26	u.k. 3/29/1996 to 8/10/2012	DATE
fsr-3338	88	27	100	CARDINAL
fsr-3338	88	28	2	CARDINAL
fsr-3338	88	29	etfs daily	ORG
fsr-3338	88	30	nine	CARDINAL
fsr-3338	91	1	brazil	GPE
fsr-3338	91	2	july 31, 2000	DATE
fsr-3338	91	3	march 29, 1996 to	DATE
fsr-3338	91	4	10, 2012	DATE
fsr-3338	93	1	australia	GPE
fsr-3338	93	2	3,975	CARDINAL
fsr-3338	93	3	20.7495	CARDINAL
fsr-3338	93	4	1.8470	MONEY
fsr-3338	93	5	3,975	CARDINAL
fsr-3338	93	6	14.7872	CARDINAL
fsr-3338	93	7	1.5029	MONEY
fsr-3338	93	8	0.0037	CARDINAL
fsr-3338	93	9	0.0843	CARDINAL
fsr-3338	93	10	brazil	GPE
fsr-3338	93	11	etf	PERSON
fsr-3338	93	12	2,915	CARDINAL
fsr-3338	93	13	19.6277	CARDINAL
fsr-3338	93	14	25.5807	CARDINAL
fsr-3338	93	15	2.6171	ORG
fsr-3338	93	16	2,915	CARDINAL
fsr-3338	93	17	0.1383	MONEY
fsr-3338	93	18	16.4422	CARDINAL
fsr-3338	93	19	2.4563	MONEY
fsr-3338	93	20	0.0087	CARDINAL
fsr-3338	93	21	canada	GPE
fsr-3338	93	22	3,969	CARDINAL
fsr-3338	93	23	0.0348 0.0000 �23.1213	QUANTITY
fsr-3338	93	24	1.6084	ORG
fsr-3338	93	25	3,969	CARDINAL
fsr-3338	93	26	0.1088	MONEY
fsr-3338	93	27	12.8809 10.4345	CARDINAL
fsr-3338	93	28	france	GPE
fsr-3338	93	29	3,977	CARDINAL
fsr-3338	93	30	10.9457	CARDINAL
fsr-3338	93	31	1.7342	CARDINAL
fsr-3338	93	32	3,977	CARDINAL
fsr-3338	93	33	0.0218 0.0566	QUANTITY
fsr-3338	93	34	11.0744	CARDINAL
fsr-3338	93	35	1.6497	MONEY
fsr-3338	93	36	0.0129 germany	PERCENT
fsr-3338	93	37	3,977	CARDINAL
fsr-3338	93	38	1.8068	CARDINAL
fsr-3338	93	39	3,977	CARDINAL
fsr-3338	93	40	0.0271	CARDINAL
fsr-3338	93	41	3.9172 5.8000 0.6510	MONEY
fsr-3338	93	42	0.0083 �	QUANTITY
fsr-3338	93	43	0.0185 0.0000	QUANTITY
fsr-3338	93	44	12.3762 20.2381	CARDINAL
fsr-3338	93	45	2.0461	PRODUCT
fsr-3338	93	46	3,977	CARDINAL
fsr-3338	93	47	13.6820 18.8512	CARDINAL
fsr-3338	93	48	0.0030	CARDINAL
fsr-3338	93	49	0.0040	CARDINAL
fsr-3338	93	50	japan	GPE
fsr-3338	93	51	3,977	CARDINAL
fsr-3338	93	52	10.4077	CARDINAL
fsr-3338	93	53	17.1817	CARDINAL
fsr-3338	93	54	1.6336	MONEY
fsr-3338	93	55	3,977	CARDINAL
fsr-3338	93	56	0.0088	CARDINAL
fsr-3338	93	57	10.5827 13.3955 1.6183	CARDINAL
fsr-3338	93	58	0.0024	CARDINAL
fsr-3338	93	59	0.0021	CARDINAL
fsr-3338	93	60	sweden	GPE
fsr-3338	93	61	3,941	CARDINAL
fsr-3338	93	62	19.1579	CARDINAL
fsr-3338	93	63	2.2152	CARDINAL
fsr-3338	93	64	3,941	CARDINAL
fsr-3338	93	65	9.6050 13.3513	MONEY
fsr-3338	93	66	1.7941	MONEY
fsr-3338	93	67	0.0048	CARDINAL
fsr-3338	93	68	0.0082	CARDINAL
fsr-3338	93	69	uk	GPE
fsr-3338	93	70	3,977	CARDINAL
fsr-3338	93	71	12.0225	CARDINAL
fsr-3338	93	72	1.6133	CARDINAL
fsr-3338	93	73	3,977	CARDINAL
fsr-3338	93	74	12.9967	CARDINAL
fsr-3338	93	75	1.4115	MONEY
fsr-3338	93	76	0.0015	CARDINAL
fsr-3338	93	77	0.0000	CARDINAL
fsr-3338	93	78	1% and 5%	PERCENT
fsr-3338	94	1	275h	ORG
fsr-3338	95	1	chen et al	PERSON
fsr-3338	95	2	24	CARDINAL
fsr-3338	96	1	271–288 4	DATE
fsr-3338	96	2	4.1	CARDINAL
fsr-3338	97	1	tom	PERSON
fsr-3338	97	2	mcconnell	PERSON
fsr-3338	97	3	xu	PERSON
fsr-3338	97	4	2008	DATE
fsr-3338	97	5	chen	PERSON
fsr-3338	97	6	2011	DATE
fsr-3338	97	7	3	CARDINAL
fsr-3338	97	8	four-day	DATE
fsr-3338	97	9	tom	TIME
fsr-3338	97	10	the turn of the month	DATE
fsr-3338	98	1	3	CARDINAL
fsr-3338	98	2	daily	DATE
fsr-3338	99	1	3	CARDINAL
fsr-3338	99	2	day of the month	DATE
fsr-3338	99	3	four-day	DATE
fsr-3338	99	4	tom	PERSON
fsr-3338	99	5	the last day of the month day	DATE
fsr-3338	99	6	the first three days	DATE
fsr-3338	100	1	non-tom	PERSON
fsr-3338	103	1	day	DATE
fsr-3338	103	2	1) day	DATE
fsr-3338	103	3	1) day	DATE
fsr-3338	103	4	2) day	DATE
fsr-3338	103	5	tom non-tom	PERSON
fsr-3338	103	6	australia	GPE
fsr-3338	103	7	0.255	CARDINAL
fsr-3338	103	8	0.354	CARDINAL
fsr-3338	103	9	0.168	CARDINAL
fsr-3338	103	10	0.095	CARDINAL
fsr-3338	103	11	0.005 0.166	CARDINAL
fsr-3338	103	12	0.218	CARDINAL
fsr-3338	103	13	0.174	CARDINAL
fsr-3338	103	14	0.231	MONEY
fsr-3338	103	15	0.108 0.129	QUANTITY
fsr-3338	104	1	0.012	CARDINAL
fsr-3338	104	2	0.117	MONEY
fsr-3338	104	3	0.037 0.181	QUANTITY
fsr-3338	104	4	0.003	CARDINAL
fsr-3338	104	5	brazil	GPE
fsr-3338	104	6	0.600	CARDINAL
fsr-3338	104	7	0.810	CARDINAL
fsr-3338	104	8	0.103	CARDINAL
fsr-3338	104	9	0.063 0.363	CARDINAL
fsr-3338	104	10	0.023 0.340	CARDINAL
fsr-3338	104	11	0.676	CARDINAL
fsr-3338	104	12	0.007	CARDINAL
fsr-3338	104	13	0.010 0.134	CARDINAL
fsr-3338	104	14	0.037	CARDINAL
fsr-3338	104	15	0.128	CARDINAL
fsr-3338	104	16	0.026 0.006	CARDINAL
fsr-3338	104	17	canada	GPE
fsr-3338	104	18	0.210	CARDINAL
fsr-3338	104	19	0.295	CARDINAL
fsr-3338	104	20	0.122	CARDINAL
fsr-3338	104	21	0.173	CARDINAL
fsr-3338	104	22	0.001	CARDINAL
fsr-3338	104	23	0.199	CARDINAL
fsr-3338	104	24	0.312	CARDINAL
fsr-3338	104	25	0.056	CARDINAL
fsr-3338	104	26	0.009 0.140	QUANTITY
fsr-3338	104	27	0.005 0.135	CARDINAL
fsr-3338	104	28	0.011	CARDINAL
fsr-3338	104	29	0.018 0.066	MONEY
fsr-3338	104	30	0.004	CARDINAL
fsr-3338	104	31	france	GPE
fsr-3338	104	32	0.312	CARDINAL
fsr-3338	104	33	0.262	CARDINAL
fsr-3338	104	34	0.037 0.063 0.150	QUANTITY
fsr-3338	104	35	0.006 0.156	CARDINAL
fsr-3338	104	36	0.324	CARDINAL
fsr-3338	104	37	0.108 0.036 0.008 0.119	QUANTITY
fsr-3338	104	38	0.003 0.122	CARDINAL
fsr-3338	104	39	0.013 0.154	QUANTITY
fsr-3338	104	40	0.073 0.055 0.030	QUANTITY
fsr-3338	104	41	0.006 germany	PERCENT
fsr-3338	104	42	0.268	CARDINAL
fsr-3338	104	43	0.253	CARDINAL
fsr-3338	104	44	0.066	MONEY
fsr-3338	104	45	0.031	CARDINAL
fsr-3338	104	46	0.012 0.151	CARDINAL
fsr-3338	104	47	0.112	CARDINAL
fsr-3338	104	48	0.004	CARDINAL
fsr-3338	104	49	0.035 0.005	QUANTITY
fsr-3338	104	50	0.156	CARDINAL
fsr-3338	104	51	0.008 �0.066	MONEY
fsr-3338	104	52	0.029 hong kong	PERCENT
fsr-3338	104	53	etf	GPE
fsr-3338	104	54	0.501	MONEY
fsr-3338	104	55	0.038 0.038	CARDINAL
fsr-3338	104	56	0.186	CARDINAL
fsr-3338	104	57	0.023 0.209	CARDINAL
fsr-3338	104	58	0.231	CARDINAL
fsr-3338	104	59	0.247	CARDINAL
fsr-3338	104	60	0.128 0.168	CARDINAL
fsr-3338	104	61	0.002 0.170	QUANTITY
fsr-3338	104	62	0.013 0.254	MONEY
fsr-3338	104	63	0.359	CARDINAL
fsr-3338	104	64	0.166	CARDINAL
fsr-3338	104	65	0.012	CARDINAL
fsr-3338	104	66	japan	GPE
fsr-3338	104	67	0.122	CARDINAL
fsr-3338	104	68	0.090	CARDINAL
fsr-3338	104	69	0.067 0.102	CARDINAL
fsr-3338	104	70	0.047	CARDINAL
fsr-3338	104	71	0.005 0.006	CARDINAL
fsr-3338	104	72	0.074	CARDINAL
fsr-3338	104	73	0.178 0.041 0.062	QUANTITY
fsr-3338	104	74	0.013	CARDINAL
fsr-3338	104	75	sweden	GPE
fsr-3338	104	76	0.108 0.318	QUANTITY
fsr-3338	104	77	0.156	CARDINAL
fsr-3338	104	78	0.240	CARDINAL
fsr-3338	104	79	0.215	CARDINAL
fsr-3338	105	1	0.004 0.159	CARDINAL
fsr-3338	105	2	0.021 0.025 0.032	QUANTITY
fsr-3338	105	3	0.009	CARDINAL
fsr-3338	105	4	uk	GPE
fsr-3338	105	5	0.051	CARDINAL
fsr-3338	105	6	0.042 0.151	CARDINAL
fsr-3338	105	7	0.011 0.162	CARDINAL
fsr-3338	105	8	0.178	CARDINAL
fsr-3338	105	9	0.237	CARDINAL
fsr-3338	105	10	0.010 0.147	CARDINAL
fsr-3338	105	11	0.033 0.147	QUANTITY
fsr-3338	105	12	0.079	CARDINAL
fsr-3338	105	13	0.044 0.036	QUANTITY
fsr-3338	105	14	0.009	CARDINAL
fsr-3338	105	15	1% and 5%	PERCENT
fsr-3338	106	1	276	CARDINAL
fsr-3338	106	2	h. chen et al	PERSON
fsr-3338	106	3	24	CARDINAL
fsr-3338	107	1	271–288	CARDINAL
fsr-3338	107	2	tom	PERSON
fsr-3338	107	3	the first two days	DATE
fsr-3338	108	1	tom	DATE
fsr-3338	108	2	daily	DATE
fsr-3338	108	3	tom	DATE
fsr-3338	108	4	japanese	NORP
fsr-3338	109	1	mcconnell	PERSON
fsr-3338	109	2	xu	PERSON
fsr-3338	109	3	2008	DATE
fsr-3338	109	4	chen	PERSON
fsr-3338	109	5	2011	DATE
fsr-3338	110	1	3	CARDINAL
fsr-3338	110	2	non-tom	PERSON
fsr-3338	110	3	japanese	NORP
fsr-3338	111	1	non-tom	PERSON
fsr-3338	111	2	five	CARDINAL
fsr-3338	112	1	3	CARDINAL
fsr-3338	112	2	the four days	DATE
fsr-3338	112	3	the turn of each month	DATE
fsr-3338	113	1	the days	DATE
fsr-3338	114	1	nine	CARDINAL
fsr-3338	114	2	january	DATE
fsr-3338	114	3	the weekend	DATE
fsr-3338	114	4	tom	PERSON
fsr-3338	116	1	1	CARDINAL
fsr-3338	116	2	two	CARDINAL
fsr-3338	117	1	daily	DATE
fsr-3338	118	1	tom	PERSON
fsr-3338	118	2	1	CARDINAL
fsr-3338	118	3	four-day	DATE
fsr-3338	118	4	tom	TIME
fsr-3338	118	5	0	CARDINAL
fsr-3338	119	1	january and weekend	DATE
fsr-3338	120	1	january	DATE
fsr-3338	120	2	1	CARDINAL
fsr-3338	120	3	january	DATE
fsr-3338	120	4	0	CARDINAL
fsr-3338	121	1	1	CARDINAL
fsr-3338	121	2	monday	DATE
fsr-3338	121	3	0	CARDINAL
fsr-3338	122	1	1	CARDINAL
fsr-3338	123	1	4	CARDINAL
fsr-3338	123	2	tom	DATE
fsr-3338	123	3	japanese	NORP
fsr-3338	123	4	swedish	NORP
fsr-3338	124	1	tom	DATE
fsr-3338	124	2	six	CARDINAL
fsr-3338	124	3	french	NORP
fsr-3338	124	4	germany	GPE
fsr-3338	124	5	japanese	NORP
fsr-3338	125	1	4	CARDINAL
fsr-3338	125	2	3	CARDINAL
fsr-3338	125	3	tom	PERSON
fsr-3338	126	1	fig	ORG
fsr-3338	127	1	1	CARDINAL
fsr-3338	127	2	four-day	DATE
fsr-3338	127	3	the month	DATE
fsr-3338	127	4	nine	CARDINAL
fsr-3338	128	1	five	CARDINAL
fsr-3338	129	1	the whole month	DATE
fsr-3338	130	1	tom	DATE
fsr-3338	131	1	5	CARDINAL
fsr-3338	131	2	1	CARDINAL
fsr-3338	131	3	four-day	DATE
fsr-3338	131	4	2	CARDINAL
fsr-3338	131	5	3	CARDINAL
fsr-3338	131	6	the month	DATE
fsr-3338	133	1	first	ORDINAL
fsr-3338	133	2	chen	PERSON
fsr-3338	133	3	chua	PERSON
fsr-3338	133	4	2011	DATE
fsr-3338	133	5	277h	PRODUCT
fsr-3338	134	1	chen et al	PERSON
fsr-3338	134	2	24	CARDINAL
fsr-3338	134	3	2015	CARDINAL
fsr-3338	135	1	271–288	CARDINAL
fsr-3338	135	2	spdr	ORG
fsr-3338	135	3	the month	DATE
fsr-3338	136	1	second	ORDINAL
fsr-3338	136	2	tom	DATE
fsr-3338	136	3	the month	DATE
fsr-3338	137	1	australian	NORP
fsr-3338	137	2	tom	DATE
fsr-3338	138	1	tom	DATE
fsr-3338	138	2	swedish	NORP
fsr-3338	138	3	japanese	NORP
fsr-3338	139	1	4.2	CARDINAL
fsr-3338	140	1	tom	PERSON
fsr-3338	141	1	tom	PERSON
fsr-3338	142	1	two	CARDINAL
fsr-3338	143	1	6	CARDINAL
fsr-3338	143	2	tom	PERSON
fsr-3338	143	3	brazilian	NORP
fsr-3338	144	1	4	CARDINAL
fsr-3338	144	2	daily	DATE
fsr-3338	145	1	tom, january, and weekend	DATE
fsr-3338	145	2	the turn of the month period	DATE
fsr-3338	145	3	january	DATE
fsr-3338	145	4	monday	DATE
fsr-3338	147	1	tom	DATE
fsr-3338	147	2	january weekend	DATE
fsr-3338	147	3	r2	GPE
fsr-3338	147	4	australia	GPE
fsr-3338	147	5	0.0003 0.0016	QUANTITY
fsr-3338	147	6	0.0008	CARDINAL
fsr-3338	147	7	0.0006 3,975	CARDINAL
fsr-3338	147	8	0.001	CARDINAL
fsr-3338	147	9	0.0002	CARDINAL
fsr-3338	147	10	0.0008	CARDINAL
fsr-3338	147	11	0.0000 3,975	CARDINAL
fsr-3338	147	12	0.001	CARDINAL
fsr-3338	147	13	brazil	GPE
fsr-3338	147	14	0.0008 0.0034	CARDINAL
fsr-3338	147	15	0.0010 0.0028	MONEY
fsr-3338	147	16	0.004	CARDINAL
fsr-3338	147	17	0.0004 0.0036	CARDINAL
fsr-3338	147	18	0.0001 0.0015	CARDINAL
fsr-3338	147	19	0.003	CARDINAL
fsr-3338	147	20	canada	GPE
fsr-3338	147	21	0.0000 0.0017	CARDINAL
fsr-3338	147	22	0.0001 0.0000	CARDINAL
fsr-3338	147	23	0.001	CARDINAL
fsr-3338	147	24	0.0002	CARDINAL
fsr-3338	147	25	0.0005 0.0005	MONEY
fsr-3338	147	26	0.001	CARDINAL
fsr-3338	147	27	france	GPE
fsr-3338	147	28	0.0003	CARDINAL
fsr-3338	147	29	0.0015	CARDINAL
fsr-3338	147	30	0.0012	CARDINAL
fsr-3338	147	31	0.002	CARDINAL
fsr-3338	147	32	0.0002	CARDINAL
fsr-3338	147	33	0.0014	CARDINAL
fsr-3338	147	34	0.0005 3,977	PERCENT
fsr-3338	147	35	0.001	CARDINAL
fsr-3338	147	36	germany	GPE
fsr-3338	147	37	0.0001 0.0015	CARDINAL
fsr-3338	147	38	0.0015	CARDINAL
fsr-3338	147	39	0.0006 3,977	CARDINAL
fsr-3338	147	40	0.002	CARDINAL
fsr-3338	147	41	0.0004	CARDINAL
fsr-3338	147	42	0.0003	CARDINAL
fsr-3338	147	43	0.0011	CARDINAL
fsr-3338	147	44	0.0005 3,977	MONEY
fsr-3338	147	45	hong kong	GPE
fsr-3338	147	46	0.0021	CARDINAL
fsr-3338	147	47	0.0010	CARDINAL
fsr-3338	147	48	0.0017 3,977 0.004	CARDINAL
fsr-3338	147	49	0.0001	CARDINAL
fsr-3338	147	50	0.0018 0.0002	CARDINAL
fsr-3338	147	51	0.003	CARDINAL
fsr-3338	147	52	japan	GPE
fsr-3338	147	53	0.0008	CARDINAL
fsr-3338	147	54	0.0010	CARDINAL
fsr-3338	147	55	0.002	CARDINAL
fsr-3338	147	56	0.0000 0.0006	QUANTITY
fsr-3338	147	57	0.0001	CARDINAL
fsr-3338	147	58	0.0014	CARDINAL
fsr-3338	147	59	3,977	CARDINAL
fsr-3338	147	60	0.002	CARDINAL
fsr-3338	147	61	sweden	GPE
fsr-3338	147	62	0.0013 0.0005	MONEY
fsr-3338	147	63	0.002	CARDINAL
fsr-3338	147	64	0.0002	CARDINAL
fsr-3338	147	65	0.0012	CARDINAL
fsr-3338	147	66	0.0004 3,941	MONEY
fsr-3338	147	67	u.k.	GPE
fsr-3338	147	68	0.0001 0.0016	QUANTITY
fsr-3338	147	69	0.0011	CARDINAL
fsr-3338	147	70	0.0005	CARDINAL
fsr-3338	147	71	0.003	CARDINAL
fsr-3338	147	72	0.0000 0.0015	CARDINAL
fsr-3338	147	73	0.0013 0.0002	CARDINAL
fsr-3338	147	74	0.002	CARDINAL
fsr-3338	147	75	1% and 5%	PERCENT
fsr-3338	148	1	278	CARDINAL
fsr-3338	148	2	h. chen et al	PERSON
fsr-3338	148	3	24	CARDINAL
fsr-3338	148	4	2015	CARDINAL
fsr-3338	148	5	271–288	CARDINAL
fsr-3338	148	6	tom	DATE
fsr-3338	148	7	four	CARDINAL
fsr-3338	149	1	tom	DATE
fsr-3338	149	2	four	CARDINAL
fsr-3338	151	1	4.2.2	CARDINAL
fsr-3338	152	1	tom	PERSON
fsr-3338	152	2	etfs4	PERSON
fsr-3338	152	3	u.s.	GPE
fsr-3338	153	1	etfs	ORG
fsr-3338	153	2	tom	PERSON
fsr-3338	154	1	only three	CARDINAL
fsr-3338	154	2	germany	GPE
fsr-3338	154	3	hong kong	GPE
fsr-3338	154	4	united kingdom	GPE
fsr-3338	154	5	daily	DATE
fsr-3338	154	6	three	CARDINAL
fsr-3338	154	7	7	CARDINAL
fsr-3338	155	1	germany	GPE
fsr-3338	155	2	hong kong	GPE
fsr-3338	155	3	united kingdom	GPE
fsr-3338	156	1	united kingdom’s	GPE
fsr-3338	156	2	etf	GPE
fsr-3338	156	3	daily	DATE
fsr-3338	156	4	first	ORDINAL
fsr-3338	156	5	the second day of each month	DATE
fsr-3338	157	1	united kingdom’s	GPE
fsr-3338	158	1	fig	PERSON
fsr-3338	159	1	2	CARDINAL
fsr-3338	159	2	four-day	DATE
fsr-3338	159	3	the same month	DATE
fsr-3338	161	1	1	CARDINAL
fsr-3338	161	2	the four days	DATE
fsr-3338	161	3	the turn of the month	DATE
fsr-3338	161	4	the entire month	DATE
fsr-3338	162	1	hong kong	GPE
fsr-3338	162	2	germany	GPE
fsr-3338	164	1	1	CARDINAL
fsr-3338	164	2	tom	DATE
fsr-3338	164	3	non-tom	PERSON
fsr-3338	166	1	chen et al	PERSON
fsr-3338	166	2	24	CARDINAL
fsr-3338	166	3	2015	CARDINAL
fsr-3338	167	1	271–288	CARDINAL
fsr-3338	167	2	three	CARDINAL
fsr-3338	168	1	4.3	CARDINAL
fsr-3338	169	1	three	CARDINAL
fsr-3338	169	2	chen	PERSON
fsr-3338	169	3	chua (	ORG
fsr-3338	169	4	2011	DATE
fsr-3338	169	5	0.145%	PERCENT
fsr-3338	170	1	tom	DATE
fsr-3338	170	2	0.068%	PERCENT
fsr-3338	171	1	three	CARDINAL
fsr-3338	171	2	5	CARDINAL
fsr-3338	171	3	day of the month	DATE
fsr-3338	171	4	daily	DATE
fsr-3338	171	5	the turn of the month	DATE
fsr-3338	171	6	the last day of the month	DATE
fsr-3338	171	7	the first three days	DATE
fsr-3338	172	1	tom	PERSON
fsr-3338	172	2	non-tom	PERSON
fsr-3338	172	3	the month period	DATE
fsr-3338	173	1	non-tom	PERSON
fsr-3338	175	1	day	DATE
fsr-3338	175	2	1) day	DATE
fsr-3338	175	3	1) day	DATE
fsr-3338	175	4	2) day	DATE
fsr-3338	175	5	tom non-tom	PERSON
fsr-3338	175	6	australia	GPE
fsr-3338	175	7	1.601	CARDINAL
fsr-3338	175	8	1.882	MONEY
fsr-3338	175	9	0.152	CARDINAL
fsr-3338	175	10	1.406	CARDINAL
fsr-3338	175	11	1.506 1.426	CARDINAL
fsr-3338	175	12	1.402	CARDINAL
fsr-3338	175	13	brazil	GPE
fsr-3338	175	14	2.212	CARDINAL
fsr-3338	175	15	2.722	MONEY
fsr-3338	175	16	2.525	MONEY
fsr-3338	175	17	2.633	PRODUCT
fsr-3338	175	18	0.167	CARDINAL
fsr-3338	175	19	1.946	CARDINAL
fsr-3338	175	20	2.766	MONEY
fsr-3338	175	21	2.462	MONEY
fsr-3338	175	22	0.070	CARDINAL
fsr-3338	175	23	canada	GPE
fsr-3338	175	24	1.371	CARDINAL
fsr-3338	175	25	1.820	CARDINAL
fsr-3338	175	26	0.087	CARDINAL
fsr-3338	175	27	1.208	CARDINAL
fsr-3338	175	28	1.473	MONEY
fsr-3338	175	29	1.385 1.418	QUANTITY
fsr-3338	175	30	0.027	CARDINAL
fsr-3338	175	31	france	GPE
fsr-3338	175	32	1.591	CARDINAL
fsr-3338	175	33	1.834	MONEY
fsr-3338	175	34	1.728 0.011	CARDINAL
fsr-3338	175	35	1.509	CARDINAL
fsr-3338	175	36	1.679	MONEY
fsr-3338	175	37	1.652 0.006 germany	MONEY
fsr-3338	175	38	1.606	CARDINAL
fsr-3338	175	39	0.673	CARDINAL
fsr-3338	175	40	0.643 0.646 0.659	MONEY
fsr-3338	175	41	hong kong	GPE
fsr-3338	175	42	1.867	CARDINAL
fsr-3338	175	43	2.187	MONEY
fsr-3338	175	44	2.049	CARDINAL
fsr-3338	175	45	0.096	CARDINAL
fsr-3338	175	46	1.513	CARDINAL
fsr-3338	175	47	1.692	CARDINAL
fsr-3338	175	48	1.761	MONEY
fsr-3338	175	49	0.091	CARDINAL
fsr-3338	175	50	japan	GPE
fsr-3338	175	51	1.513	CARDINAL
fsr-3338	175	52	1.843 1.674 1.346	QUANTITY
fsr-3338	175	53	0.004	CARDINAL
fsr-3338	175	54	1.681	CARDINAL
fsr-3338	175	55	1.272	CARDINAL
fsr-3338	175	56	0.100	CARDINAL
fsr-3338	175	57	sweden	GPE
fsr-3338	175	58	1.872	CARDINAL
fsr-3338	175	59	0.125	CARDINAL
fsr-3338	175	60	1.531 1.877 1.803	MONEY
fsr-3338	175	61	0.057	CARDINAL
fsr-3338	175	62	u.k.	GPE
fsr-3338	175	63	etf	GPE
fsr-3338	175	64	1.546	CARDINAL
fsr-3338	175	65	0.003	CARDINAL
fsr-3338	175	66	1.117	CARDINAL
fsr-3338	175	67	1.397 1.414	QUANTITY
fsr-3338	175	68	0.012	CARDINAL
fsr-3338	175	69	1% and 5%	PERCENT
fsr-3338	176	1	280	CARDINAL
fsr-3338	176	2	h. chen et al	PERSON
fsr-3338	176	3	24	CARDINAL
fsr-3338	176	4	2015	CARDINAL
fsr-3338	176	5	271–288	CARDINAL
fsr-3338	176	6	6	CARDINAL
fsr-3338	176	7	tom	DATE
fsr-3338	176	8	two	CARDINAL
fsr-3338	176	9	daily	DATE
fsr-3338	176	10	the turn of the month	DATE
fsr-3338	176	11	the last day of the month	DATE
fsr-3338	176	12	the first three days	DATE
fsr-3338	176	13	the month	DATE
fsr-3338	177	1	first	ORDINAL
fsr-3338	177	2	2006	DATE
fsr-3338	177	3	brazil	GPE
fsr-3338	177	4	before 2002	DATE
fsr-3338	179	1	tom non-tom	PERSON
fsr-3338	179	2	australia	GPE
fsr-3338	179	3	0.089	ORG
fsr-3338	179	4	0.122	CARDINAL
fsr-3338	179	5	brazil	GPE
fsr-3338	179	6	0.372	CARDINAL
fsr-3338	179	7	0.059 0.313	CARDINAL
fsr-3338	179	8	0.425	CARDINAL
fsr-3338	180	1	canada	GPE
fsr-3338	180	2	0.036 0.091	CARDINAL
fsr-3338	180	3	0.098 0.032 0.066	MONEY
fsr-3338	180	4	france	GPE
fsr-3338	180	5	0.143 0.004	CARDINAL
fsr-3338	180	6	0.133 0.004 0.108 germany	MONEY
fsr-3338	180	7	0.009	MONEY
fsr-3338	180	8	0.039	CARDINAL
fsr-3338	180	9	hong kong	GPE
fsr-3338	180	10	0.149	CARDINAL
fsr-3338	180	11	0.143	CARDINAL
fsr-3338	180	12	0.022 0.121	CARDINAL
fsr-3338	180	13	japan	GPE
fsr-3338	180	14	0.067	CARDINAL
fsr-3338	180	15	0.042	CARDINAL
fsr-3338	180	16	sweden	GPE
fsr-3338	180	17	0.147 0.042 0.105	CARDINAL
fsr-3338	180	18	0.153 0.027 0.125	MONEY
fsr-3338	180	19	u.k.	GPE
fsr-3338	180	20	0.160	CARDINAL
fsr-3338	180	21	0.004 0.164	CARDINAL
fsr-3338	180	22	0.149	CARDINAL
fsr-3338	180	23	0.008 0.156	CARDINAL
fsr-3338	180	24	australia	GPE
fsr-3338	180	25	0.232	CARDINAL
fsr-3338	180	26	0.038 0.270	CARDINAL
fsr-3338	180	27	0.026 0.164	CARDINAL
fsr-3338	180	28	brazil	GPE
fsr-3338	180	29	0.323	CARDINAL
fsr-3338	180	30	0.461	CARDINAL
fsr-3338	180	31	0.173	CARDINAL
fsr-3338	180	32	canada	GPE
fsr-3338	180	33	0.049 0.288	QUANTITY
fsr-3338	180	34	0.199	CARDINAL
fsr-3338	180	35	0.033 0.233	QUANTITY
fsr-3338	180	36	france	GPE
fsr-3338	180	37	0.160	CARDINAL
fsr-3338	180	38	0.021 0.181	CARDINAL
fsr-3338	180	39	0.128	CARDINAL
fsr-3338	180	40	0.011	CARDINAL
fsr-3338	180	41	germany	GPE
fsr-3338	180	42	0.156	CARDINAL
fsr-3338	180	43	0.066	CARDINAL
fsr-3338	180	44	0.010	CARDINAL
fsr-3338	180	45	hong kong	GPE
fsr-3338	180	46	etf	GPE
fsr-3338	180	47	0.068 0.295	CARDINAL
fsr-3338	180	48	0.204	CARDINAL
fsr-3338	180	49	0.037 0.240	CARDINAL
fsr-3338	180	50	281h	PRODUCT
fsr-3338	181	1	chen et al	PERSON
fsr-3338	181	2	24	CARDINAL
fsr-3338	181	3	2015	CARDINAL
fsr-3338	181	4	271–288	CARDINAL
fsr-3338	181	5	1	CARDINAL
fsr-3338	181	6	each month	DATE
fsr-3338	182	1	2	CARDINAL
fsr-3338	182	2	each month	DATE
fsr-3338	183	1	3	CARDINAL
fsr-3338	183	2	tom	DATE
fsr-3338	184	1	fidelity	ORG
fsr-3338	185	1	8	CARDINAL
fsr-3338	185	2	three	CARDINAL
fsr-3338	185	3	nine	CARDINAL
fsr-3338	186	1	german	NORP
fsr-3338	187	1	brazilian	NORP
fsr-3338	188	1	6	CARDINAL
fsr-3338	188	2	6	CARDINAL
fsr-3338	188	3	tom non-tom	PERSON
fsr-3338	188	4	japan	GPE
fsr-3338	188	5	0.144	CARDINAL
fsr-3338	188	6	0.048	CARDINAL
fsr-3338	188	7	0.028	CARDINAL
fsr-3338	188	8	0.077	CARDINAL
fsr-3338	188	9	sweden	GPE
fsr-3338	188	10	0.170	CARDINAL
fsr-3338	188	11	0.065	CARDINAL
fsr-3338	188	12	0.176	CARDINAL
fsr-3338	188	13	0.032 0.208	CARDINAL
fsr-3338	188	14	u.k.	GPE
fsr-3338	188	15	etf	GPE
fsr-3338	188	16	0.019 0.158	CARDINAL
fsr-3338	188	17	0.119	CARDINAL
fsr-3338	188	18	0.011 0.130	QUANTITY
fsr-3338	188	19	1% and 5%	PERCENT
fsr-3338	189	1	7	CARDINAL
fsr-3338	189	2	day of the month	DATE
fsr-3338	189	3	daily	DATE
fsr-3338	189	4	the turn of month	DATE
fsr-3338	189	5	the last day of the month	DATE
fsr-3338	189	6	the first three days	DATE
fsr-3338	190	1	three	CARDINAL
fsr-3338	191	1	daily	DATE
fsr-3338	191	2	daily	DATE
fsr-3338	192	1	tom	PERSON
fsr-3338	192	2	non-tom	PERSON
fsr-3338	192	3	the month period	DATE
fsr-3338	193	1	tom	PERSON
fsr-3338	193	2	non-tom	PERSON
fsr-3338	195	1	day	DATE
fsr-3338	195	2	1) day	DATE
fsr-3338	195	3	1) day	DATE
fsr-3338	195	4	2) day	DATE
fsr-3338	195	5	tom non-tom	PERSON
fsr-3338	195	6	germany	GPE
fsr-3338	195	7	0.003 0.122	CARDINAL
fsr-3338	195	8	1.421	CARDINAL
fsr-3338	195	9	1.789	CARDINAL
fsr-3338	195	10	1.789	CARDINAL
fsr-3338	195	11	hong kong	GPE
fsr-3338	195	12	0.037 0.469	CARDINAL
fsr-3338	195	13	0.026 0.225	CARDINAL
fsr-3338	195	14	0.024 0.201	CARDINAL
fsr-3338	195	15	1.418	CARDINAL
fsr-3338	195	16	1.789	MONEY
fsr-3338	195	17	1.759 2.022	CARDINAL
fsr-3338	195	18	u.k.	GPE
fsr-3338	195	19	0.056 0.271	QUANTITY
fsr-3338	195	20	0.028 0.109	CARDINAL
fsr-3338	195	21	0.011	CARDINAL
fsr-3338	195	22	1.161	CARDINAL
fsr-3338	195	23	0.045	CARDINAL
fsr-3338	195	24	1% and 5%	PERCENT
fsr-3338	196	1	282	CARDINAL
fsr-3338	196	2	h. chen et al	PERSON
fsr-3338	196	3	24	CARDINAL
fsr-3338	196	4	2015	CARDINAL
fsr-3338	196	5	271–288	CARDINAL
fsr-3338	197	1	all nine	TIME
fsr-3338	197	2	markets.8	ORG
fsr-3338	197	3	8	CARDINAL
fsr-3338	197	4	two	CARDINAL
fsr-3338	197	5	nine	CARDINAL
fsr-3338	198	1	australia	GPE
fsr-3338	198	2	canada	GPE
fsr-3338	198	3	german	NORP
fsr-3338	198	4	sweden	GPE
fsr-3338	198	5	two	CARDINAL
fsr-3338	200	1	3	CARDINAL
fsr-3338	200	2	monthly	DATE
fsr-3338	200	3	three	CARDINAL
fsr-3338	202	1	fig	ORG
fsr-3338	203	1	3	CARDINAL
fsr-3338	203	2	two	CARDINAL
fsr-3338	204	1	france	GPE
fsr-3338	204	2	hong kong	GPE
fsr-3338	204	3	japan	GPE
fsr-3338	204	4	united kingdom	GPE
fsr-3338	204	5	almost three	CARDINAL
fsr-3338	204	6	two	CARDINAL
fsr-3338	205	1	two	CARDINAL
fsr-3338	206	1	tom	DATE
fsr-3338	210	1	each month	DATE
fsr-3338	211	1	fig	ORG
fsr-3338	212	1	4	CARDINAL
fsr-3338	212	2	three	CARDINAL
fsr-3338	214	1	3	CARDINAL
fsr-3338	214	2	two	CARDINAL
fsr-3338	215	1	three	CARDINAL
fsr-3338	217	1	2	CARDINAL
fsr-3338	217	2	four-day	DATE
fsr-3338	217	3	non-tom	PERSON
fsr-3338	217	4	three	CARDINAL
fsr-3338	219	1	chen et al	PERSON
fsr-3338	219	2	24	CARDINAL
fsr-3338	219	3	2015	CARDINAL
fsr-3338	220	1	271–288	CARDINAL
fsr-3338	220	2	one dollar	MONEY
fsr-3338	220	3	three	CARDINAL
fsr-3338	222	1	5	CARDINAL
fsr-3338	222	2	two	CARDINAL
fsr-3338	223	1	canada	GPE
fsr-3338	223	2	france	GPE
fsr-3338	223	3	hong kong	GPE
fsr-3338	223	4	japan	GPE
fsr-3338	223	5	united kingdom	GPE
fsr-3338	224	1	four	CARDINAL
fsr-3338	224	2	about 50%	PERCENT
fsr-3338	225	1	german	NORP
fsr-3338	225	2	hong kong	GPE
fsr-3338	225	3	sweden	GPE
fsr-3338	226	1	three	CARDINAL
fsr-3338	227	1	fig	ORG
fsr-3338	227	2	5	CARDINAL
fsr-3338	227	3	etfs	GPE
fsr-3338	228	1	8	CARDINAL
fsr-3338	228	2	monthly	DATE
fsr-3338	228	3	three	CARDINAL
fsr-3338	228	4	1	CARDINAL
fsr-3338	228	5	each month	DATE
fsr-3338	228	6	2	CARDINAL
fsr-3338	228	7	each month	DATE
fsr-3338	228	8	3	CARDINAL
fsr-3338	228	9	tom	DATE
fsr-3338	230	1	1	CARDINAL
fsr-3338	230	2	2	CARDINAL
fsr-3338	230	3	australia	GPE
fsr-3338	230	4	0.722 0.798 0.806	MONEY
fsr-3338	230	5	6.17 6.40 3.19	CARDINAL
fsr-3338	230	6	brazil	GPE
fsr-3338	230	7	1.590	CARDINAL
fsr-3338	230	8	1.532	CARDINAL
fsr-3338	230	9	10.67	CARDINAL
fsr-3338	230	10	4.50	CARDINAL
fsr-3338	230	11	canada	GPE
fsr-3338	230	12	0.645 0.702	MONEY
fsr-3338	230	13	0.813	MONEY
fsr-3338	230	14	6.23 6.49	CARDINAL
fsr-3338	230	15	france	GPE
fsr-3338	230	16	0.438 0.43 0.723	QUANTITY
fsr-3338	230	17	6.322	CARDINAL
fsr-3338	230	18	6.396 3.22 germany	PERCENT
fsr-3338	230	19	0.554	CARDINAL
fsr-3338	230	20	3.64	CARDINAL
fsr-3338	230	21	hong kong	GPE
fsr-3338	230	22	0.632 0.373	MONEY
fsr-3338	230	23	7.32	CARDINAL
fsr-3338	230	24	3.62	CARDINAL
fsr-3338	230	25	japan	GPE
fsr-3338	230	26	0.103 0.151 0.530	MONEY
fsr-3338	230	27	6.32	CARDINAL
fsr-3338	230	28	2.99	CARDINAL
fsr-3338	230	29	sweden	GPE
fsr-3338	230	30	0.701 0.605 0.748	MONEY
fsr-3338	230	31	7.10 7.98 3.82	MONEY
fsr-3338	230	32	u.k.	GPE
fsr-3338	230	33	0.403 0.434	CARDINAL
fsr-3338	231	1	4.79	CARDINAL
fsr-3338	231	2	4.96 2.89	QUANTITY
fsr-3338	231	3	1% and 5%	PERCENT
fsr-3338	232	1	284	CARDINAL
fsr-3338	232	2	h. chen et al	PERSON
fsr-3338	232	3	24	CARDINAL
fsr-3338	232	4	271–288 5	DATE
fsr-3338	233	1	etf	ORG
fsr-3338	233	2	four-day	DATE
fsr-3338	233	3	tom	TIME
fsr-3338	233	4	the month	DATE
fsr-3338	233	5	eight	CARDINAL
fsr-3338	233	6	nine	CARDINAL
fsr-3338	234	1	etf	GPE
fsr-3338	234	2	january	DATE
fsr-3338	234	3	the weekend	DATE
fsr-3338	235	1	four-day	DATE
fsr-3338	235	2	the month	DATE
fsr-3338	236	1	the month	DATE
fsr-3338	237	1	days of the month	DATE
fsr-3338	238	1	etf	ORG
fsr-3338	240	1	tom	DATE
fsr-3338	240	2	two	CARDINAL
fsr-3338	241	1	monthly	DATE
fsr-3338	242	1	two	CARDINAL
fsr-3338	242	2	monthly	DATE
fsr-3338	244	1	at least 50%	PERCENT
fsr-3338	246	1	u.s.	GPE
fsr-3338	247	1	3	CARDINAL
fsr-3338	247	2	sharpe	PERSON
fsr-3338	247	3	three	CARDINAL
fsr-3338	248	1	1	CARDINAL
fsr-3338	249	1	2	CARDINAL
fsr-3338	250	1	3	CARDINAL
fsr-3338	250	2	tom	DATE
fsr-3338	251	1	monthly	DATE
fsr-3338	251	2	monthly	DATE
fsr-3338	253	1	chen et al	PERSON
fsr-3338	253	2	24	CARDINAL
fsr-3338	253	3	271–288	CARDINAL
fsr-3338	254	1	4	CARDINAL
fsr-3338	255	1	1	CARDINAL
fsr-3338	256	1	2	CARDINAL
fsr-3338	257	1	3	CARDINAL
fsr-3338	257	2	tom	DATE
fsr-3338	258	1	monthly	DATE
fsr-3338	258	2	monthly	DATE
fsr-3338	258	3	monthly	DATE
fsr-3338	259	1	fig	PERSON
fsr-3338	260	1	5	CARDINAL
fsr-3338	261	1	one dollar	MONEY
fsr-3338	261	2	three	CARDINAL
fsr-3338	262	1	1	CARDINAL
fsr-3338	263	1	2	CARDINAL
fsr-3338	264	1	3	CARDINAL
fsr-3338	264	2	tom	DATE
fsr-3338	265	1	286	CARDINAL
fsr-3338	265	2	h. chen et al	PERSON
fsr-3338	265	3	24	CARDINAL
fsr-3338	265	4	2015	CARDINAL
fsr-3338	266	1	271–288	CARDINAL
fsr-3338	267	1	1	CARDINAL
fsr-3338	267	2	the “holiday	DATE
fsr-3338	267	3	klein	GPE
fsr-3338	267	4	zwergel	PERSON
fsr-3338	267	5	2009	DATE
fsr-3338	268	1	2	CARDINAL
fsr-3338	269	1	japanese	NORP
fsr-3338	269	2	3	CARDINAL
fsr-3338	270	1	tom	PERSON
fsr-3338	270	2	japanese	NORP
fsr-3338	270	3	3	CARDINAL
fsr-3338	270	4	german	NORP
fsr-3338	273	1	3	CARDINAL
fsr-3338	274	1	4	CARDINAL
fsr-3338	274	2	stephen spathe	PERSON
fsr-3338	275	1	5	CARDINAL
fsr-3338	275	2	january 2001	DATE
fsr-3338	275	3	germany	GPE
fsr-3338	275	4	november 2001	DATE
fsr-3338	275	5	hong kong	GPE
fsr-3338	275	6	may 2000	DATE
fsr-3338	275	7	united kingdom	GPE
fsr-3338	276	1	6	CARDINAL
fsr-3338	279	1	8	CARDINAL
fsr-3338	280	1	australian	NORP
fsr-3338	280	2	brazilian	NORP
fsr-3338	280	3	canadian	NORP
fsr-3338	280	4	german	NORP
fsr-3338	280	5	first	ORDINAL
fsr-3338	280	6	hong kong	GPE
fsr-3338	280	7	sweden	GPE
fsr-3338	280	8	united kingdom	GPE
fsr-3338	280	9	second	ORDINAL
fsr-3338	281	1	australia	GPE
fsr-3338	281	2	brazil	GPE
fsr-3338	281	3	canada	GPE
fsr-3338	281	4	united kingdom	GPE
fsr-3338	281	5	first	ORDINAL
fsr-3338	281	6	canada	GPE
fsr-3338	281	7	france	GPE
fsr-3338	281	8	germany	GPE
fsr-3338	281	9	hong kong	GPE
fsr-3338	281	10	sweden	GPE
fsr-3338	281	11	united kingdom	GPE
fsr-3338	281	12	second	ORDINAL
fsr-3338	282	1	etfs	ORG
fsr-3338	284	1	stuart michelson	PERSON
fsr-3338	284	2	two	CARDINAL
fsr-3338	285	1	cathy anson	PERSON
fsr-3338	286	1	stephen spathe	PERSON
fsr-3338	286	2	2013	DATE
fsr-3338	286	3	annual	DATE
fsr-3338	286	4	chicago	GPE
fsr-3338	287	1	287h	GPE
fsr-3338	288	1	chen et al	PERSON
fsr-3338	288	2	24	CARDINAL
fsr-3338	288	3	2015	CARDINAL
fsr-3338	288	4	271–288	CARDINAL
fsr-3338	288	5	ariel	PERSON
fsr-3338	288	6	r.	NORP
fsr-3338	288	7	1987	DATE
fsr-3338	289	1	monthly	DATE
fsr-3338	290	1	journal of financial economics	ORG
fsr-3338	290	2	18	CARDINAL
fsr-3338	290	3	161–174	CARDINAL
fsr-3338	291	1	cadsby	GPE
fsr-3338	291	2	c., & ranter	ORG
fsr-3338	291	3	1992	DATE
fsr-3338	292	1	turn-of-month	DATE
fsr-3338	292	2	pre-holiday	DATE
fsr-3338	293	1	journal of banking & finance	ORG
fsr-3338	293	2	16	CARDINAL
fsr-3338	293	3	497–509	CARDINAL
fsr-3338	294	1	chen, h., & chua	ORG
fsr-3338	294	2	c. a.	PERSON
fsr-3338	294	3	2011	DATE
fsr-3338	295	1	the-month	DATE
fsr-3338	296	1	24	CARDINAL
fsr-3338	297	1	chu	GPE
fsr-3338	297	2	t., mazumder	ORG
fsr-3338	297	3	i.	PERSON
fsr-3338	297	4	miller	PERSON
fsr-3338	297	5	e., & prather	ORG
fsr-3338	297	6	l.	GPE
fsr-3338	297	7	2007	DATE
fsr-3338	299	1	16	CARDINAL
fsr-3338	299	2	293–308	CARDINAL
fsr-3338	300	1	a., & beach	ORG
fsr-3338	300	2	s.	GPE
fsr-3338	300	3	2010	DATE
fsr-3338	301	1	u.s.	GPE
fsr-3338	302	1	19	CARDINAL
fsr-3338	302	2	163–185	CARDINAL
fsr-3338	303	1	harper j.	PERSON
fsr-3338	303	2	madura	GPE
fsr-3338	303	3	j., & schnusenberg	ORG
fsr-3338	303	4	2006	DATE
fsr-3338	305	1	journal of international financial markets	ORG
fsr-3338	305	2	16	CARDINAL
fsr-3338	305	3	104–122	CARDINAL
fsr-3338	306	1	hensel	ORG
fsr-3338	306	2	w.	PERSON
fsr-3338	306	3	1996	DATE
fsr-3338	308	1	22	CARDINAL
fsr-3338	308	2	17–23	CARDINAL
fsr-3338	309	1	klein	PERSON
fsr-3338	309	2	c.	PERSON
fsr-3338	309	3	j.	PERSON
fsr-3338	309	4	2009	DATE
fsr-3338	310	1	100	CARDINAL
fsr-3338	310	2	applied economics	ORG
fsr-3338	310	3	41	CARDINAL
fsr-3338	310	4	3287–3294	CARDINAL
fsr-3338	311	1	kunkel	PERSON
fsr-3338	311	2	r. a.	PERSON
fsr-3338	311	3	compton	PERSON
fsr-3338	311	4	w.	PERSON
fsr-3338	311	5	1998	DATE
fsr-3338	312	1	c.r.e.f	NORP
fsr-3338	312	2	7	CARDINAL
fsr-3338	312	3	11–23	CARDINAL
fsr-3338	313	1	lakonishok	ORG
fsr-3338	313	2	j., & smidt	ORG
fsr-3338	313	3	s.	PERSON
fsr-3338	313	4	1988	DATE
fsr-3338	315	1	ninety-year	DATE
fsr-3338	316	1	1	CARDINAL
fsr-3338	316	2	403–425	CARDINAL
fsr-3338	317	1	mcconnnell	ORG
fsr-3338	317	2	j., & xu	ORG
fsr-3338	317	3	w.	PERSON
fsr-3338	317	4	2008	DATE
fsr-3338	318	1	the turn of the month	DATE
fsr-3338	319	1	financial analysts journal	ORG
fsr-3338	319	2	64	CARDINAL
fsr-3338	319	3	49–64	CARDINAL
fsr-3338	319	4	ogden	ORG
fsr-3338	319	5	j. (1990	ORG
fsr-3338	320	1	turn-of-month	DATE
fsr-3338	320	2	monthly	DATE
fsr-3338	321	1	45	CARDINAL
fsr-3338	321	2	1259–1272	DATE
fsr-3338	322	1	j.	PERSON
fsr-3338	322	2	schwebach	GPE
fsr-3338	322	3	r., & zumwalt	ORG
fsr-3338	322	4	1999	DATE
fsr-3338	323	1	spdrs	PERSON
fsr-3338	324	1	multinational financial management	ORG
fsr-3338	324	2	9	CARDINAL
fsr-3338	324	3	217–232	CARDINAL
fsr-3338	325	1	pennathur	ORG
fsr-3338	325	2	a.	PERSON
fsr-3338	325	3	n., & anderson	ORG
fsr-3338	325	4	2002	DATE
fsr-3338	327	1	journal of financial research	ORG
fsr-3338	327	2	25	CARDINAL
fsr-3338	327	3	541–557	CARDINAL
fsr-3338	328	1	j., & shoven	ORG
fsr-3338	328	2	j. (	PERSON
fsr-3338	328	3	2002	DATE
fsr-3338	330	1	american	NORP
fsr-3338	330	2	92	CARDINAL
fsr-3338	331	1	one hundred fourteenth	CARDINAL
fsr-3338	331	2	annual	DATE
fsr-3338	331	3	the american economic association	ORG
fsr-3338	331	4	422–427	CARDINAL
fsr-3338	331	5	2010	DATE
fsr-3338	333	1	20	CARDINAL
fsr-3338	333	2	911–922	CARDINAL
fsr-3338	333	3	ziemba	ORG
fsr-3338	333	4	w.	PERSON
fsr-3338	333	5	1991	DATE
fsr-3338	334	1	japanese	NORP
fsr-3338	334	2	monthly	DATE
fsr-3338	334	3	year	DATE
fsr-3338	335	1	japan	GPE
fsr-3338	335	2	3	CARDINAL
fsr-3338	335	3	119–46	CARDINAL
fsr-3338	336	1	288 h. chen et al	ORG
fsr-3338	336	2	24	CARDINAL
fsr-3338	336	3	271–288	CARDINAL