id	sid	eid	entity	type
fsr-3843	1	1	7(1	DATE
fsr-3843	1	2	11	CARDINAL
fsr-3843	1	3	1057-0810	DATE
fsr-3843	1	4	1998	DATE
fsr-3843	1	5	jai press inc	ORG
fsr-3843	3	1	c.r.e.f	NORP
fsr-3843	3	2	robert a. kunkel	PERSON
fsr-3843	3	3	wil l iam	ORG
fsr-3843	7	1	17	CARDINAL
fsr-3843	7	2	7 percent	PERCENT
fsr-3843	7	3	annual	DATE
fsr-3843	8	1	15.6 percent	PERCENT
fsr-3843	8	2	annual	DATE
fsr-3843	8	3	5.8 percent	PERCENT
fsr-3843	9	1	half	CARDINAL
fsr-3843	11	1	i. introduction	PERSON
fsr-3843	11	2	mar ket	PERSON
fsr-3843	12	1	one	CARDINAL
fsr-3843	12	2	1996	DATE
fsr-3843	16	1	william s. compton •	PERSON
fsr-3843	16	2	department of marketing & finance	ORG
fsr-3843	16	3	western illinois university	ORG
fsr-3843	16	4	macomb	GPE
fsr-3843	16	5	61455-1390	CARDINAL
fsr-3843	17	1	309	CARDINAL
fsr-3843	17	2	298-2198	CARDINAL
fsr-3843	18	1	robert a. kunkel •	PERSON
fsr-3843	18	2	eastern illinois university	ORG
fsr-3843	18	3	charleston	GPE
fsr-3843	18	4	61920-3099	CARDINAL
fsr-3843	19	1	217	CARDINAL
fsr-3843	19	2	581-6247	CARDINAL
fsr-3843	19	3	cfrak@eiu.edu	PERSON
fsr-3843	20	1	12	CARDINAL
fsr-3843	20	2	7(1	CARDINAL
fsr-3843	20	3	1998	DATE
fsr-3843	21	1	recent years	DATE
fsr-3843	23	1	january	DATE
fsr-3843	23	2	january	DATE
fsr-3843	23	3	any other month	DATE
fsr-3843	24	1	the years	DATE
fsr-3843	24	2	gener	PERSON
fsr-3843	24	3	first	ORDINAL
fsr-3843	24	4	more than 50 years ago	DATE
fsr-3843	24	5	wachtel	ORG
fsr-3843	24	6	1942	DATE
fsr-3843	24	7	rozeff & kinney	ORG
fsr-3843	24	8	1976	DATE
fsr-3843	25	1	christmas holidays	DATE
fsr-3843	25	2	186	CARDINAL
fsr-3843	26	1	january	DATE
fsr-3843	27	1	keim	PERSON
fsr-3843	27	2	1983	DATE
fsr-3843	27	3	1983	DATE
fsr-3843	27	4	1983	DATE
fsr-3843	27	5	january	DATE
fsr-3843	28	1	lakonishok	PERSON
fsr-3843	28	2	1984	DATE
fsr-3843	28	3	1988	DATE
fsr-3843	28	4	johnston	PERSON
fsr-3843	28	5	1996	DATE
fsr-3843	28	6	january	DATE
fsr-3843	29	1	haugen	PERSON
fsr-3843	29	2	lakonishok	ORG
fsr-3843	29	3	1987	DATE
fsr-3843	29	4	chopra	PERSON
fsr-3843	29	5	1989	DATE
fsr-3843	30	1	january	DATE
fsr-3843	30	2	january	DATE
fsr-3843	30	3	tinic & west	ORG
fsr-3843	30	4	1984	DATE
fsr-3843	30	5	january	DATE
fsr-3843	30	6	the year	DATE
fsr-3843	30	7	chan	ORG
fsr-3843	30	8	chen, & hsieh	ORG
fsr-3843	30	9	1985	DATE
fsr-3843	30	10	rogalski & tinic	ORG
fsr-3843	30	11	1986	DATE
fsr-3843	31	1	1988	DATE
fsr-3843	31	2	the-year	DATE
fsr-3843	32	1	january	DATE
fsr-3843	33	1	nyse	ORG
fsr-3843	33	2	1926 through 1993	DATE
fsr-3843	33	3	haugen	ORG
fsr-3843	33	4	1996	DATE
fsr-3843	33	5	january	DATE
fsr-3843	34	1	january	DATE
fsr-3843	35	1	riepe	GPE
fsr-3843	35	2	1998	DATE
fsr-3843	35	3	between 1926 and 1997	DATE
fsr-3843	36	1	1982	DATE
fsr-3843	36	2	the chicago merchantile exchange	ORG
fsr-3843	36	3	1993	DATE
fsr-3843	37	1	1996	DATE
fsr-3843	38	1	monday	DATE
fsr-3843	38	2	the weekend	DATE
fsr-3843	39	1	monday	DATE
fsr-3843	39	2	daily	DATE
fsr-3843	39	3	13	CARDINAL
fsr-3843	39	4	1973	DATE
fsr-3843	39	5	french	NORP
fsr-3843	39	6	1980	DATE
fsr-3843	39	7	hess	PERSON
fsr-3843	39	8	1981	DATE
fsr-3843	40	1	keim	PERSON
fsr-3843	40	2	1984	DATE
fsr-3843	40	3	55 years	DATE
fsr-3843	40	4	flannery	ORG
fsr-3843	40	5	1988	DATE
fsr-3843	40	6	11	CARDINAL
fsr-3843	40	7	treasury	ORG
fsr-3843	40	8	three	CARDINAL
fsr-3843	42	1	wolfson	PERSON
fsr-3843	42	2	1982	DATE
fsr-3843	42	3	penman	PERSON
fsr-3843	42	4	1987	DATE
fsr-3843	42	5	mondays	DATE
fsr-3843	43	1	monday	DATE
fsr-3843	43	2	1988	DATE
fsr-3843	43	3	fishe	PERSON
fsr-3843	43	4	gosnell	PERSON
fsr-3843	43	5	lasser	PERSON
fsr-3843	43	6	1993	DATE
fsr-3843	43	7	robinson	PERSON
fsr-3843	43	8	1994	DATE
fsr-3843	44	1	abraham	PERSON
fsr-3843	44	2	ikenberry	PERSON
fsr-3843	44	3	1994	DATE
fsr-3843	44	4	monday	DATE
fsr-3843	44	5	fridays	DATE
fsr-3843	44	6	monday	DATE
fsr-3843	44	7	monday	DATE
fsr-3843	44	8	weekend	DATE
fsr-3843	45	1	mondays	DATE
fsr-3843	45	2	seasonal	DATE
fsr-3843	45	3	lakonishok & maberly,	ORG
fsr-3843	45	4	1990	DATE
fsr-3843	45	5	lakonishok	ORG
fsr-3843	45	6	shleifer, & vishny	ORG
fsr-3843	45	7	1992	DATE
fsr-3843	46	1	monday	DATE
fsr-3843	46	2	mondays	DATE
fsr-3843	46	3	the week	DATE
fsr-3843	47	1	monday	DATE
fsr-3843	48	1	daily	DATE
fsr-3843	48	2	1962-1993	DATE
fsr-3843	48	3	kamara	PERSON
fsr-3843	48	4	1997	DATE
fsr-3843	48	5	monday	DATE
fsr-3843	48	6	1982	DATE
fsr-3843	48	7	500	CARDINAL
fsr-3843	48	8	nyse	ORG
fsr-3843	49	1	hsiao	PERSON
fsr-3843	49	2	1997	DATE
fsr-3843	49	3	between 1970 and 1993	DATE
fsr-3843	50	1	monthly	DATE
fsr-3843	52	1	ariel	PERSON
fsr-3843	52	2	1987	DATE
fsr-3843	52	3	first	ORDINAL
fsr-3843	52	4	monthly	DATE
fsr-3843	52	5	between 1963 and 1981	DATE
fsr-3843	53	1	the first half of the month	DATE
fsr-3843	53	2	first	ORDINAL
fsr-3843	53	3	nine trading days	DATE
fsr-3843	53	4	the previous month	DATE
fsr-3843	53	5	the second half of the month	DATE
fsr-3843	53	6	the month	DATE
fsr-3843	54	1	january	DATE
fsr-3843	55	1	ariel	PERSON
fsr-3843	55	2	the five day	DATE
fsr-3843	55	3	fourth trading day	DATE
fsr-3843	55	4	the next month	DATE
fsr-3843	56	1	between 1897 and 1987	DATE
fsr-3843	56	2	lakonishok	ORG
fsr-3843	56	3	1988	DATE
fsr-3843	56	4	monthly	DATE
fsr-3843	56	5	days	DATE
fsr-3843	57	1	monthly	DATE
fsr-3843	58	1	ogden	ORG
fsr-3843	58	2	1990	DATE
fsr-3843	58	3	14	CARDINAL
fsr-3843	58	4	7(1	CARDINAL
fsr-3843	58	5	998	CARDINAL
fsr-3843	58	6	the united states	GPE
fsr-3843	58	7	monthly	DATE
fsr-3843	59	1	the calendar month	DATE
fsr-3843	60	1	the eighteen year	DATE
fsr-3843	60	2	janu ary 1969	ORG
fsr-3843	60	3	december 1986	DATE
fsr-3843	60	4	0.5132	CARDINAL
fsr-3843	60	5	0.8468) percent	MONEY
fsr-3843	61	1	0.46 percent	PERCENT
fsr-3843	62	1	1996	DATE
fsr-3843	62	2	monthly	DATE
fsr-3843	62	3	between 1928 and 1993	DATE
fsr-3843	62	4	the trading days	DATE
fsr-3843	62	5	ariel	PERSON
fsr-3843	62	6	-1	ORG
fsr-3843	63	1	annual	DATE
fsr-3843	63	2	10.13 percent	PERCENT
fsr-3843	63	3	sixty-five-year	CARDINAL
fsr-3843	63	4	annual	DATE
fsr-3843	63	5	9.50 percent	PERCENT
fsr-3843	64	1	days	DATE
fsr-3843	64	2	the-month	DATE
fsr-3843	64	3	the month	DATE
fsr-3843	65	1	the-month	DATE
fsr-3843	65	2	the five days	DATE
fsr-3843	66	1	the-month	DATE
fsr-3843	66	2	1994	DATE
fsr-3843	67	1	the-month	DATE
fsr-3843	69	1	the-month	DATE
fsr-3843	74	1	the united states	GPE
fsr-3843	75	1	$200 billion	MONEY
fsr-3843	75	2	december 31, 1997	DATE
fsr-3843	76	1	1918	DATE
fsr-3843	77	1	cref	ORG
fsr-3843	77	2	1952	DATE
fsr-3843	77	3	first	ORDINAL
fsr-3843	78	1	june, 1998	DATE
fsr-3843	78	2	cref	ORG
fsr-3843	78	3	one	CARDINAL
fsr-3843	78	4	15	CARDINAL
fsr-3843	78	5	four	CARDINAL
fsr-3843	78	6	two	CARDINAL
fsr-3843	79	1	april 1, 1988	DATE
fsr-3843	79	2	the day	DATE
fsr-3843	79	3	cref	ORG
fsr-3843	79	4	the last day of december, 1997	DATE
fsr-3843	80	1	four	CARDINAL
fsr-3843	80	2	one	CARDINAL
fsr-3843	80	3	nine-year	DATE
fsr-3843	80	4	three	CARDINAL
fsr-3843	81	1	daily	DATE
fsr-3843	82	1	daily	DATE
fsr-3843	82	2	april, 1988	DATE
fsr-3843	82	3	december, 1997	DATE
fsr-3843	83	1	two	CARDINAL
fsr-3843	83	2	standard & poor's	ORG
fsr-3843	83	3	500	CARDINAL
fsr-3843	83	4	monthly	DATE
fsr-3843	84	1	daily	DATE
fsr-3843	84	2	1885-1995	DATE
fsr-3843	84	3	1996	DATE
fsr-3843	84	4	the wall street journal	ORG
fsr-3843	84	5	1996	DATE
fsr-3843	85	1	the standard & poor's	ORG
fsr-3843	85	2	500	CARDINAL
fsr-3843	85	3	standard & poor's	ORG
fsr-3843	85	4	1996	DATE
fsr-3843	85	5	standard & poor's	ORG
fsr-3843	85	6	january, 1998	DATE
fsr-3843	86	1	treasury	ORG
fsr-3843	86	2	the federal reserve bank	ORG
fsr-3843	86	3	st. louis	GPE
fsr-3843	86	4	1997	DATE
fsr-3843	88	1	daily	DATE
fsr-3843	88	2	three-month	DATE
fsr-3843	88	3	treasury	ORG
fsr-3843	90	1	cref	ORG
fsr-3843	91	1	cref	ORG
fsr-3843	91	2	cref	ORG
fsr-3843	91	3	almost 80 percent	PERCENT
fsr-3843	91	4	u.s.	GPE
fsr-3843	92	1	cref	ORG
fsr-3843	92	2	0.972	CARDINAL
fsr-3843	93	1	1996	DATE
fsr-3843	94	1	the-month	DATE
fsr-3843	94	2	tom	PERSON
fsr-3843	94	3	the last day	DATE
fsr-3843	95	1	cref	ORG
fsr-3843	96	1	cref	ORG
fsr-3843	96	2	24 hours	TIME
fsr-3843	96	3	seven days	DATE
fsr-3843	96	4	cref	ORG
fsr-3843	99	1	cref	ORG
fsr-3843	99	2	401	CARDINAL
fsr-3843	99	3	403(b)s	DATE
fsr-3843	100	1	wil cox	ORG
fsr-3843	100	2	53	CARDINAL
fsr-3843	101	1	401(k)s	DATE
fsr-3843	101	2	403(b)s	DATE
fsr-3843	102	1	16	CARDINAL
fsr-3843	102	2	7(1	CARDINAL
fsr-3843	102	3	1998	DATE
fsr-3843	102	4	daily	DATE
fsr-3843	102	5	april, 1988	DATE
fsr-3843	102	6	december, 1997	DATE
fsr-3843	103	1	tom	PERSON
fsr-3843	103	2	two	CARDINAL
fsr-3843	105	1	1	CARDINAL
fsr-3843	105	2	daily	DATE
fsr-3843	105	3	the eighteen days	DATE
fsr-3843	105	4	two	CARDINAL
fsr-3843	106	1	day 1	DATE
fsr-3843	106	2	first	ORDINAL
fsr-3843	106	3	-1	ORG
fsr-3843	106	4	first	ORDINAL
fsr-3843	107	1	1	CARDINAL
fsr-3843	107	2	10 percent	PERCENT
fsr-3843	107	3	six trading day	DATE
fsr-3843	108	1	the month	DATE
fsr-3843	108	2	greater than zero	CARDINAL
fsr-3843	108	3	10 percent	PERCENT
fsr-3843	109	1	daily	DATE
fsr-3843	109	2	the six critical days	DATE
fsr-3843	109	3	1	CARDINAL
fsr-3843	109	4	daily	DATE
fsr-3843	109	5	the-month	DATE
fsr-3843	109	6	cref stock	ORG
fsr-3843	109	7	april 1988 to december 1997	DATE
fsr-3843	110	1	500	CARDINAL
fsr-3843	110	2	day	DATE
fsr-3843	113	1	1.34	CARDINAL
fsr-3843	113	2	1.32	CARDINAL
fsr-3843	113	3	0.46	MONEY
fsr-3843	113	4	0.0360 0.38 0.0101	MONEY
fsr-3843	113	5	1.92	CARDINAL
fsr-3843	113	6	0.0750 1	CARDINAL
fsr-3843	113	7	1 2	CARDINAL
fsr-3843	113	8	2.13 0.1268	CARDINAL
fsr-3843	113	9	2.34	CARDINAL
fsr-3843	113	10	1.72	CARDINAL
fsr-3843	113	11	2.33	CARDINAL
fsr-3843	113	12	0.0981 1	CARDINAL
fsr-3843	114	1	4	CARDINAL
fsr-3843	114	2	2	CARDINAL
fsr-3843	114	3	5	CARDINAL
fsr-3843	114	4	4.44	CARDINAL
fsr-3843	114	5	3.14	CARDINAL
fsr-3843	114	6	2.96	CARDINAL
fsr-3843	114	7	0.1817	CARDINAL
fsr-3843	114	8	2.93	CARDINAL
fsr-3843	114	9	3.18	CARDINAL
fsr-3843	114	10	2.64	CARDINAL
fsr-3843	114	11	3.64	CARDINAL
fsr-3843	114	12	-0.0313 -0.44 -0.0533 -0.77 -0.0178 -0.29 5	PERSON
fsr-3843	114	13	9	CARDINAL
fsr-3843	114	14	0.0741 0.86 0.0463 0.65	MONEY
fsr-3843	114	15	daily	DATE
fsr-3843	114	16	zero	CARDINAL
fsr-3843	115	1	one	CARDINAL
fsr-3843	116	1	1%	PERCENT
fsr-3843	116	2	5%	PERCENT
fsr-3843	116	3	10%	PERCENT
fsr-3843	117	1	trading day	DATE
fsr-3843	117	2	days	DATE
fsr-3843	118	1	day 1	DATE
fsr-3843	118	2	first	ORDINAL
fsr-3843	118	3	day 1	DATE
fsr-3843	118	4	the day	DATE
fsr-3843	118	5	first	ORDINAL
fsr-3843	119	1	the-month	DATE
fsr-3843	119	2	day	DATE
fsr-3843	119	3	17	CARDINAL
fsr-3843	119	4	2	CARDINAL
fsr-3843	119	5	daily	DATE
fsr-3843	119	6	daily	DATE
fsr-3843	119	7	500	CARDINAL
fsr-3843	120	1	six trading days	DATE
fsr-3843	120	2	the month	DATE
fsr-3843	120	3	the entire month (month	DATE
fsr-3843	120	4	tom	DATE
fsr-3843	120	5	ia	GPE
fsr-3843	120	6	0.1736	CARDINAL
fsr-3843	120	7	0.0233 0.0177	QUANTITY
fsr-3843	120	8	tom) days	DATE
fsr-3843	120	9	the first two days of the month	DATE
fsr-3843	120	10	the last four days	DATE
fsr-3843	120	11	the previous month	DATE
fsr-3843	121	1	daily	DATE
fsr-3843	121	2	the-month	DATE
fsr-3843	122	1	daily	DATE
fsr-3843	122	2	between april 1988 through	DATE
fsr-3843	122	3	december 1997	DATE
fsr-3843	123	1	2,465	CARDINAL
fsr-3843	123	2	702	CARDINAL
fsr-3843	123	3	1763	DATE
fsr-3843	125	1	1%	PERCENT
fsr-3843	126	1	approximately 55 percent	PERCENT
fsr-3843	126	2	the month	DATE
fsr-3843	126	3	less than 4 percent	PERCENT
fsr-3843	127	1	two	CARDINAL
fsr-3843	127	2	first	ORDINAL
fsr-3843	127	3	two trading days	DATE
fsr-3843	127	4	5 percent	PERCENT
fsr-3843	129	1	no other day of the month	DATE
fsr-3843	130	1	2	CARDINAL
fsr-3843	130	2	daily	DATE
fsr-3843	130	3	two	CARDINAL
fsr-3843	130	4	two	CARDINAL
fsr-3843	132	1	daily	DATE
fsr-3843	132	2	sam ple	PERSON
fsr-3843	132	3	0.1596 percent	PERCENT
fsr-3843	133	1	1996	DATE
fsr-3843	133	2	daily	DATE
fsr-3843	133	3	0.1236 percent	PERCENT
fsr-3843	134	1	odgen	PERSON
fsr-3843	134	2	1990	DATE
fsr-3843	134	3	daily	DATE
fsr-3843	134	4	0.1283 percent	PERCENT
fsr-3843	135	1	daily	DATE
fsr-3843	135	2	0.0159 percent	PERCENT
fsr-3843	135	3	0.0137 percent	PERCENT
fsr-3843	135	4	daily	DATE
fsr-3843	135	5	minus 0.0235 percent	PERCENT
fsr-3843	135	6	daily	DATE
fsr-3843	136	1	tom	PERSON
fsr-3843	137	1	daily	DATE
fsr-3843	137	2	the entire month	DATE
fsr-3843	137	3	0.1736 percent	PERCENT
fsr-3843	137	4	0.0145 percent	PERCENT
fsr-3843	137	5	0.0598 percent	PERCENT
fsr-3843	138	1	approximately 21	CARDINAL
fsr-3843	138	2	the average month	DATE
fsr-3843	138	3	the six days	DATE
fsr-3843	138	4	83 percent	PERCENT
fsr-3843	138	5	the average month's	DATE
fsr-3843	139	1	0.01	CARDINAL
fsr-3843	140	1	monthly	DATE
fsr-3843	141	1	18	CARDINAL
fsr-3843	144	1	1998	DATE
fsr-3843	146	1	1,000	MONEY
fsr-3843	146	2	april 4, 1988	DATE
fsr-3843	147	1	april first and	DATE
fsr-3843	147	2	april 4	DATE
fsr-3843	147	3	that year	DATE
fsr-3843	149	1	plac	ORG
fsr-3843	149	2	1,000	MONEY
fsr-3843	149	3	april 4	DATE
fsr-3843	150	1	april 5	DATE
fsr-3843	150	2	second	ORDINAL
fsr-3843	151	1	fifth	ORDINAL
fsr-3843	151	2	the end of the month	DATE
fsr-3843	152	1	each month	DATE
fsr-3843	152	2	the end of december, 1997	DATE
fsr-3843	153	1	3	CARDINAL
fsr-3843	153	2	daily	DATE
fsr-3843	153	3	sharpe	PERSON
fsr-3843	153	4	treynor	GPE
fsr-3843	153	5	between april 1988	DATE
fsr-3843	153	6	december 1997	DATE
fsr-3843	153	7	three	CARDINAL
fsr-3843	153	8	daily	DATE
fsr-3843	153	9	1,000	MONEY
fsr-3843	153	10	4/198812/1997	CARDINAL
fsr-3843	153	11	0.023 0.017	CARDINAL
fsr-3843	155	1	1,740	MONEY
fsr-3843	155	2	0.057	CARDINAL
fsr-3843	155	3	0.0625	CARDINAL
fsr-3843	155	4	0.00052 0.0638 $	MONEY
fsr-3843	155	5	4,118	MONEY
fsr-3843	155	6	0.065	CARDINAL
fsr-3843	155	7	0.350	CARDINAL
fsr-3843	155	8	4/198812/1991	CARDINAL
fsr-3843	155	9	0.030 0.019	CARDINAL
fsr-3843	157	1	1,331	MONEY
fsr-3843	157	2	0.057	CARDINAL
fsr-3843	157	3	0.793 0.852 0.0484 0.00045 0.0809 $1,724	MONEY
fsr-3843	157	4	0.085	CARDINAL
fsr-3843	158	1	2,233 1/199212/1994	CARDINAL
fsr-3843	158	2	0.014 0.010	CARDINAL
fsr-3843	160	1	1,112	MONEY
fsr-3843	160	2	0.025 0.509	CARDINAL
fsr-3843	160	3	0.0791 $1,209	MONEY
fsr-3843	160	4	0.043	CARDINAL
fsr-3843	160	5	0.1205	ORG
fsr-3843	160	6	1,388	MONEY
fsr-3843	160	7	0.021 0.013	CARDINAL
fsr-3843	162	1	1,176	MONEY
fsr-3843	162	2	0.0481 $	MONEY
fsr-3843	162	3	1,976	MONEY
fsr-3843	162	4	0.061	CARDINAL
fsr-3843	162	5	0.1293 0.00213 0.0898 $	MONEY
fsr-3843	162	6	1,588	MONEY
fsr-3843	162	7	5.8 percent	PERCENT
fsr-3843	162	8	15.6 percent	PERCENT
fsr-3843	163	1	8	CARDINAL
fsr-3843	163	2	17.7 percent	PERCENT
fsr-3843	164	1	2,465	CARDINAL
fsr-3843	164	2	between april 1988 through	DATE
fsr-3843	164	3	december 1997	DATE
fsr-3843	165	1	8	CARDINAL
fsr-3843	165	2	daily	DATE
fsr-3843	166	1	19 $6,000 $	MONEY
fsr-3843	166	2	5	MONEY
fsr-3843	166	3	3,000	MONEY
fsr-3843	166	4	1,00o month-year	DATE
fsr-3843	166	5	1	CARDINAL
fsr-3843	166	6	1,000	MONEY
fsr-3843	166	7	between april 1988	DATE
fsr-3843	166	8	december 1997	DATE
fsr-3843	167	1	3	CARDINAL
fsr-3843	167	2	three	CARDINAL
fsr-3843	168	1	between 1988 and 1997	DATE
fsr-3843	168	2	daily	DATE
fsr-3843	168	3	0.065 percent	PERCENT
fsr-3843	168	4	2,465	CARDINAL
fsr-3843	168	5	daily	DATE
fsr-3843	168	6	0.057 percent	PERCENT
fsr-3843	168	7	0.023 per cent	MONEY
fsr-3843	169	1	1,000	MONEY
fsr-3843	169	2	4,921	MONEY
fsr-3843	169	3	the 117 months	DATE
fsr-3843	169	4	4,118	MONEY
fsr-3843	169	5	1,000	MONEY
fsr-3843	170	1	1,000	MONEY
fsr-3843	170	2	1	CARDINAL
fsr-3843	171	1	1,000	MONEY
fsr-3843	171	2	4,198	MONEY
fsr-3843	171	3	3,978	MONEY
fsr-3843	172	1	1,000	MONEY
fsr-3843	172	2	4,432	MONEY
fsr-3843	172	3	3,748	MONEY
fsr-3843	173	1	seventy percent	PERCENT
fsr-3843	173	2	each month	DATE
fsr-3843	174	1	almost half	CARDINAL
fsr-3843	174	2	0.683 percent	PERCENT
fsr-3843	174	3	0.35 percent	PERCENT
fsr-3843	176	1	0.82	CARDINAL
fsr-3843	176	2	0.22	CARDINAL
fsr-3843	177	1	3	CARDINAL
fsr-3843	178	1	3	CARDINAL
fsr-3843	179	1	20	CARDINAL
fsr-3843	179	2	7(i	CARDINAL
fsr-3843	179	3	1998	DATE
fsr-3843	183	1	the nine years	DATE
fsr-3843	183	2	0.14	CARDINAL
fsr-3843	183	3	0.062	CARDINAL
fsr-3843	184	1	1965	DATE
fsr-3843	186	1	the nine years	DATE
fsr-3843	186	2	0.0023	CARDINAL
fsr-3843	186	3	0.00052	CARDINAL
fsr-3843	187	1	third	ORDINAL
fsr-3843	188	1	two	CARDINAL
fsr-3843	189	1	bodie	GPE
fsr-3843	189	2	kane	PERSON
fsr-3843	189	3	marcus, 1996	ORG
fsr-3843	190	1	jensen	PERSON
fsr-3843	194	1	the nine years	DATE
fsr-3843	194	2	0.1367	CARDINAL
fsr-3843	194	3	0.0638	CARDINAL
fsr-3843	196	1	0.46	CARDINAL
fsr-3843	197	1	500	CARDINAL
fsr-3843	197	2	97 percent to 50 percent	PERCENT
fsr-3843	198	1	three	CARDINAL
fsr-3843	198	2	correla tions	PERSON
fsr-3843	199	1	3	CARDINAL
fsr-3843	200	1	vi	PERSON
fsr-3843	201	1	daily	DATE
fsr-3843	202	1	three	CARDINAL
fsr-3843	203	1	tax.free	CARDINAL
fsr-3843	203	2	21	CARDINAL
fsr-3843	209	1	washington	GPE
fsr-3843	211	1	the wall street journal	ORG
fsr-3843	212	1	1	CARDINAL
fsr-3843	214	1	ariel	PERSON
fsr-3843	214	2	r.	NORP
fsr-3843	214	3	1987	DATE
fsr-3843	215	1	monthly	DATE
fsr-3843	216	1	journal of financial economics	ORG
fsr-3843	216	2	18	CARDINAL
fsr-3843	216	3	161	CARDINAL
fsr-3843	217	1	abraham, a., & ikenberry	PERSON
fsr-3843	217	2	1994	DATE
fsr-3843	218	1	the weekend	DATE
fsr-3843	219	1	29	CARDINAL
fsr-3843	219	2	263	CARDINAL
fsr-3843	220	1	g., & robinson	ORG
fsr-3843	220	2	m. (	PERSON
fsr-3843	220	3	1994	DATE
fsr-3843	221	1	the toronto stock exchange	ORG
fsr-3843	222	1	journal of business finance & accounting	ORG
fsr-3843	222	2	21,833	CARDINAL
fsr-3843	223	1	bodie	GPE
fsr-3843	223	2	z.	PERSON
fsr-3843	223	3	kane	PERSON
fsr-3843	223	4	a., & marcus, a. (1996	ORG
fsr-3843	224	1	3rd	ORDINAL
fsr-3843	225	1	chicago	GPE
fsr-3843	226	1	irwin	PERSON
fsr-3843	226	2	chan	PERSON
fsr-3843	226	3	k., chen, n., & hsieh	PERSON
fsr-3843	226	4	1985	DATE
fsr-3843	228	1	journal of financial economics	ORG
fsr-3843	228	2	14	DATE
fsr-3843	228	3	451	CARDINAL
fsr-3843	228	4	chow	PERSON
fsr-3843	228	5	hsiao	PERSON
fsr-3843	228	6	m. (1997	ORG
fsr-3843	229	1	the weekend	DATE
fsr-3843	230	1	journal of business finance & accounting	ORG
fsr-3843	230	2	24	CARDINAL
fsr-3843	230	3	425	CARDINAL
fsr-3843	231	1	clements	PERSON
fsr-3843	231	2	j.	PERSON
fsr-3843	231	3	1998, march 24	DATE
fsr-3843	233	1	the wall street journal	ORG
fsr-3843	234	1	1	CARDINAL
fsr-3843	234	2	f. (1973	PERSON
fsr-3843	235	1	fridays	DATE
fsr-3843	235	2	mondays	DATE
fsr-3843	236	1	financial analysts journal	ORG
fsr-3843	236	2	november-december	DATE
fsr-3843	236	3	67	CARDINAL
fsr-3843	236	4	1996	DATE
fsr-3843	237	1	the wall street journal index	ORG
fsr-3843	237	2	1996	DATE
fsr-3843	238	1	ann arbor	PERSON
fsr-3843	238	2	umi	PERSON
fsr-3843	238	3	dow jones & company, inc.	ORG
fsr-3843	238	4	1997	DATE
fsr-3843	243	1	dyl	PERSON
fsr-3843	243	2	e., & maberly	ORG
fsr-3843	243	3	1988	DATE
fsr-3843	244	1	the weekend	DATE
fsr-3843	245	1	44	DATE
fsr-3843	245	2	83	CARDINAL
fsr-3843	246	1	federal reserve bank	ORG
fsr-3843	246	2	st. louis	GPE
fsr-3843	247	1	1997	DATE
fsr-3843	248	1	federal reserve economic data	ORG
fsr-3843	250	1	22	CARDINAL
fsr-3843	250	2	7(1	CARDINAL
fsr-3843	250	3	1998	DATE
fsr-3843	250	4	fishe	PERSON
fsr-3843	250	5	r.	NORP
fsr-3843	250	6	gosnell	PERSON
fsr-3843	250	7	t., & lasser	ORG
fsr-3843	250	8	1993	DATE
fsr-3843	251	1	monday	DATE
fsr-3843	252	1	journal of business finance & accounting	ORG
fsr-3843	252	2	20	CARDINAL
fsr-3843	252	3	881	CARDINAL
fsr-3843	253	1	flannery	ORG
fsr-3843	253	2	m., & protopapadakis, a. (	ORG
fsr-3843	253	3	1988	DATE
fsr-3843	254	1	gener	PERSON
fsr-3843	254	2	intra-week	DATE
fsr-3843	255	1	43	CARDINAL
fsr-3843	255	2	431	CARDINAL
fsr-3843	256	1	french	NORP
fsr-3843	256	2	k.	PERSON
fsr-3843	256	3	1980	DATE
fsr-3843	257	1	the weekend	DATE
fsr-3843	258	1	journal of financial economics	ORG
fsr-3843	258	2	8	CARDINAL
fsr-3843	258	3	55	CARDINAL
fsr-3843	259	1	m., & hess	ORG
fsr-3843	259	2	1981	DATE
fsr-3843	260	1	day of the week	DATE
fsr-3843	261	1	54	DATE
fsr-3843	261	2	579	CARDINAL
fsr-3843	262	1	haugen	GPE
fsr-3843	262	2	r., & jorion	ORG
fsr-3843	262	3	1996	DATE
fsr-3843	263	1	january	DATE
fsr-3843	263	2	all these years	DATE
fsr-3843	264	1	lysts journal	ORG
fsr-3843	264	2	52	CARDINAL
fsr-3843	264	3	27-31	DATE
fsr-3843	265	1	haugen	GPE
fsr-3843	265	2	r., & lakonishok	ORG
fsr-3843	265	3	j. (1988	ORG
fsr-3843	266	1	january	DATE
fsr-3843	267	1	irwin	PERSON
fsr-3843	268	1	henzel	PERSON
fsr-3843	268	2	r., & ziemba	ORG
fsr-3843	268	3	w.	PERSON
fsr-3843	268	4	1996	DATE
fsr-3843	270	1	17	CARDINAL
fsr-3843	271	1	r.	NORP
fsr-3843	271	2	w.	PERSON
fsr-3843	271	3	1994	DATE
fsr-3843	272	1	u.s.	GPE
fsr-3843	272	2	1982-1992	DATE
fsr-3843	273	1	13	CARDINAL
fsr-3843	273	2	827	CARDINAL
fsr-3843	274	1	johnston	PERSON
fsr-3843	274	2	k., & cox	ORG
fsr-3843	274	3	1996	DATE
fsr-3843	275	1	january	DATE
fsr-3843	276	1	quarterly	DATE
fsr-3843	276	2	business & economics	ORG
fsr-3843	276	3	35	DATE
fsr-3843	276	4	14	CARDINAL
fsr-3843	277	1	kamara	PERSON
fsr-3843	277	2	1997	DATE
fsr-3843	278	1	monday	DATE
fsr-3843	279	1	70	CARDINAL
fsr-3843	279	2	63	CARDINAL
fsr-3843	280	1	keim	PERSON
fsr-3843	280	2	1983	DATE
fsr-3843	282	1	journal of financial economics	ORG
fsr-3843	282	2	12	CARDINAL
fsr-3843	282	3	13	CARDINAL
fsr-3843	283	1	keim	PERSON
fsr-3843	283	2	d., & stambaugh	ORG
fsr-3843	283	3	r.	PERSON
fsr-3843	283	4	1984	DATE
fsr-3843	284	1	the weekend	DATE
fsr-3843	285	1	39	CARDINAL
fsr-3843	285	2	819	CARDINAL
fsr-3843	286	1	lakonishok	ORG
fsr-3843	286	2	j., & maberly	ORG
fsr-3843	286	3	e. (1990	ORG
fsr-3843	287	1	the weekend	DATE
fsr-3843	288	1	45	CARDINAL
fsr-3843	288	2	231	CARDINAL
fsr-3843	289	1	lakonishok	ORG
fsr-3843	289	2	j., shleifer,	ORG
fsr-3843	289	3	a., & vishny	ORG
fsr-3843	289	4	r.	PERSON
fsr-3843	289	5	1992	DATE
fsr-3843	291	1	journal of financial economics	ORG
fsr-3843	291	2	32	DATE
fsr-3843	291	3	23	CARDINAL
fsr-3843	292	1	lakonishok	ORG
fsr-3843	292	2	j., & smidt	ORG
fsr-3843	292	3	s.	PERSON
fsr-3843	292	4	1984	DATE
fsr-3843	294	1	journal of financial economics	ORG
fsr-3843	294	2	13	CARDINAL
fsr-3843	294	3	435	CARDINAL
fsr-3843	295	1	lakonishok	ORG
fsr-3843	295	2	j., & smidt	ORG
fsr-3843	295	3	s.	PERSON
fsr-3843	295	4	1988	DATE
fsr-3843	297	1	ninety-year	DATE
fsr-3843	298	1	1,403	CARDINAL
fsr-3843	298	2	miller	PERSON
fsr-3843	298	3	e. (1988)	ORG
fsr-3843	300	1	14	CARDINAL
fsr-3843	300	2	43	CARDINAL
fsr-3843	301	1	ogden	ORG
fsr-3843	301	2	j. (1990	ORG
fsr-3843	302	1	turn-of-month	DATE
fsr-3843	302	2	monthly	DATE
fsr-3843	303	1	45	CARDINAL
fsr-3843	303	2	1259-1272	CARDINAL
fsr-3843	304	1	patell	ORG
fsr-3843	304	2	j., & wolfson	ORG
fsr-3843	304	3	m.	PERSON
fsr-3843	304	4	982	CARDINAL
fsr-3843	306	1	57	DATE
fsr-3843	306	2	509	CARDINAL
fsr-3843	307	1	penman	ORG
fsr-3843	307	2	s. (1987	ORG
fsr-3843	309	1	journal of financial economics	ORG
fsr-3843	309	2	18	CARDINAL
fsr-3843	309	3	199	CARDINAL
fsr-3843	310	1	pierce	ORG
fsr-3843	310	2	p. s.	PERSON
fsr-3843	312	1	1996	DATE
fsr-3843	313	1	1885-1995	DATE
fsr-3843	314	1	chicago	GPE
fsr-3843	315	1	irwin	PERSON
fsr-3843	316	1	m. (	PERSON
fsr-3843	316	2	1983	DATE
fsr-3843	317	1	january	DATE
fsr-3843	318	1	journal of financial economics	ORG
fsr-3843	318	2	12	CARDINAL
fsr-3843	318	3	89	CARDINAL
fsr-3843	319	1	m.	PERSON
fsr-3843	319	2	1998	DATE
fsr-3843	320	1	january	DATE
fsr-3843	321	1	11	CARDINAL
fsr-3843	321	2	64	CARDINAL
fsr-3843	322	1	j. (	PERSON
fsr-3843	322	2	1988	DATE
fsr-3843	323	1	the turn of the year	DATE
fsr-3843	324	1	43	CARDINAL
fsr-3843	324	2	701	CARDINAL
fsr-3843	325	1	j., & chopra	ORG
fsr-3843	325	2	1989	DATE
fsr-3843	327	1	44	DATE
fsr-3843	327	2	149	CARDINAL
fsr-3843	328	1	rogalski	PERSON
fsr-3843	328	2	r., & tinic	ORG
fsr-3843	328	3	s.	PERSON
fsr-3843	328	4	1986	DATE
fsr-3843	329	1	january	DATE
fsr-3843	330	1	finan cial analysts journal	ORG
fsr-3843	330	2	42	CARDINAL
fsr-3843	330	3	63	CARDINAL
fsr-3843	331	1	r.	PERSON
fsr-3843	331	2	1983	DATE
fsr-3843	332	1	vas ist das	PERSON
fsr-3843	333	1	the turn of the year	DATE
fsr-3843	334	1	9	CARDINAL
fsr-3843	334	2	18	CARDINAL
fsr-3843	335	1	23 rozeff	QUANTITY
fsr-3843	335	2	m., & kinney	ORG
fsr-3843	335	3	w.	PERSON
fsr-3843	335	4	1976	DATE
fsr-3843	337	1	journal of financial economics	ORG
fsr-3843	337	2	3	CARDINAL
fsr-3843	337	3	379	CARDINAL
fsr-3843	338	1	m. (1996	PERSON
fsr-3843	339	1	january	DATE
fsr-3843	340	1	pensions & investments	ORG
fsr-3843	340	2	24	CARDINAL
fsr-3843	340	3	3	DATE
fsr-3843	341	1	sharpe	PERSON
fsr-3843	341	2	w. r.	PERSON
fsr-3843	341	3	1966	DATE
fsr-3843	343	1	39	CARDINAL
fsr-3843	343	2	119	CARDINAL
fsr-3843	344	1	1997	DATE
fsr-3843	345	1	1997	DATE
fsr-3843	346	1	new york	GPE
fsr-3843	347	1	tinic	ORG
fsr-3843	347	2	s., & west	ORG
fsr-3843	347	3	r.	GPE
fsr-3843	347	4	1984	DATE
fsr-3843	348	1	january	DATE
fsr-3843	348	2	the year	DATE
fsr-3843	349	1	journal of financial economics	ORG
fsr-3843	349	2	13	CARDINAL
fsr-3843	349	3	561	CARDINAL
fsr-3843	350	1	treynor	PERSON
fsr-3843	350	2	j. l.	PERSON
fsr-3843	350	3	1965	DATE
fsr-3843	352	1	harvard business review	ORG
fsr-3843	352	2	43	CARDINAL
fsr-3843	352	3	63	CARDINAL
fsr-3843	353	1	wachtel	ORG
fsr-3843	353	2	s. (1942	ORG
fsr-3843	355	1	busi ness	ORG
fsr-3843	355	2	15	CARDINAL
fsr-3843	355	3	184	CARDINAL
fsr-3843	356	1	wilcox	PERSON
fsr-3843	356	2	1997	DATE
fsr-3843	357	1	max	PERSON
fsr-3843	357	2	401	CARDINAL
fsr-3843	358	1	51	CARDINAL
fsr-3843	358	2	52	CARDINAL