id	sid	eid	entity	type
fbem-14610	1	1	2766-824x	QUANTITY
fbem-14610	2	1	12	CARDINAL
fbem-14610	2	2	2	CARDINAL
fbem-14610	2	3	2023 86	DATE
fbem-14610	2	4	chinese	NORP
fbem-14610	2	5	hong kong	GPE
fbem-14610	3	1	1school	CARDINAL
fbem-14610	3	2	xianda college of economics & humanities	ORG
fbem-14610	3	3	shanghai international studies university	ORG
fbem-14610	3	4	shanghai	GPE
fbem-14610	3	5	china	GPE
fbem-14610	4	1	2111003@xdsisu.edu.cn	CARDINAL
fbem-14610	4	2	march 2020 to	DATE
fbem-14610	4	3	daily	DATE
fbem-14610	4	4	300	CARDINAL
fbem-14610	4	5	hsi	ORG
fbem-14610	4	6	hong kong	GPE
fbem-14610	5	1	chinese	NORP
fbem-14610	5	2	hong kong	GPE
fbem-14610	6	1	the hong kong	ORG
fbem-14610	6	2	chinese	NORP
fbem-14610	7	1	china	GPE
fbem-14610	7	2	hong kong	GPE
fbem-14610	8	1	two	CARDINAL
fbem-14610	8	2	chinese	NORP
fbem-14610	9	1	covid-19	CARDINAL
fbem-14610	9	2	granger causality	PERSON
fbem-14610	10	1	1	CARDINAL
fbem-14610	10	2	the end of 2019	DATE
fbem-14610	10	3	china	GPE
fbem-14610	13	1	recent years	DATE
fbem-14610	13	2	the shanghai-hong kong stock	ORG
fbem-14610	13	3	shenzhen	GPE
fbem-14610	13	4	china	GPE
fbem-14610	14	1	granger	PERSON
fbem-14610	14	2	shanghai	GPE
fbem-14610	14	3	two	CARDINAL
fbem-14610	15	1	hong kong	GPE
fbem-14610	16	1	covid-19	PRODUCT
fbem-14610	16	2	the hong kong	ORG
fbem-14610	16	3	china	GPE
fbem-14610	17	1	china	GPE
fbem-14610	17	2	the hong kong	ORG
fbem-14610	17	3	the year 2000	DATE
fbem-14610	17	4	the shanghai-hong kong stock	FAC
fbem-14610	17	5	the shenzhenhong kong stock connect	ORG
fbem-14610	18	1	covid-19	PRODUCT
fbem-14610	19	1	two	CARDINAL
fbem-14610	20	1	the hong kong	ORG
fbem-14610	21	1	hong kong	GPE
fbem-14610	22	1	hong kong	GPE
fbem-14610	23	1	granger causality	PERSON
fbem-14610	23	2	china	GPE
fbem-14610	23	3	the hong kong	ORG
fbem-14610	24	1	daily	DATE
fbem-14610	24	2	300	CARDINAL
fbem-14610	24	3	hsi	ORG
fbem-14610	24	4	hong kong	GPE
fbem-14610	24	5	daily	DATE
fbem-14610	24	6	two	CARDINAL
fbem-14610	24	7	march 2, 2020	DATE
fbem-14610	24	8	december 30	DATE
fbem-14610	24	9	2022	CARDINAL
fbem-14610	25	1	2010	DATE
fbem-14610	25	2	hong kong	GPE
fbem-14610	26	1	january 2020 to	DATE
fbem-14610	26	2	the hong kong	ORG
fbem-14610	27	1	2	CARDINAL
fbem-14610	27	2	2019	CARDINAL
fbem-14610	27	3	19	CARDINAL
fbem-14610	27	4	eastern european	NORP
fbem-14610	27	5	european	NORP
fbem-14610	27	6	1991	DATE
fbem-14610	27	7	2017	CARDINAL
fbem-14610	28	1	seyi saint	PERSON
fbem-14610	28	2	2020	DATE
fbem-14610	28	3	2018	DATE
fbem-14610	29	1	mishra et al	PERSON
fbem-14610	30	1	2021	CARDINAL
fbem-14610	30	2	europe	LOC
fbem-14610	30	3	the united states	GPE
fbem-14610	30	4	87	CARDINAL
fbem-14610	31	1	2020	DATE
fbem-14610	31	2	march 1, 2020	DATE
fbem-14610	31	3	march 25, 2020	DATE
fbem-14610	31	4	china	GPE
fbem-14610	31	5	the united states	GPE
fbem-14610	31	6	shanghai stock exchange	ORG
fbem-14610	31	7	new york	GPE
fbem-14610	31	8	covid-19	PERSON
fbem-14610	32	1	zhifeng dai et al	PERSON
fbem-14610	32	2	2020	DATE
fbem-14610	33	1	khan	GPE
fbem-14610	33	2	2020	DATE
fbem-14610	33	3	covid-19	PRODUCT
fbem-14610	33	4	16	CARDINAL
fbem-14610	35	1	wang tao	PERSON
fbem-14610	35	2	dong meisheng	PERSON
fbem-14610	35	3	2018	DATE
fbem-14610	35	4	zhao shanshan	PERSON
fbem-14610	35	5	yin guangwei	PERSON
fbem-14610	35	6	2020	DATE
fbem-14610	35	7	johansen	PERSON
fbem-14610	35	8	granger	PERSON
fbem-14610	35	9	jin jiaqi	PERSON
fbem-14610	35	10	2019	DATE
fbem-14610	35	11	granger	PERSON
fbem-14610	35	12	shanghai	GPE
fbem-14610	35	13	shenzhen	GPE
fbem-14610	35	14	hong kong	GPE
fbem-14610	36	1	china	GPE
fbem-14610	36	2	hong kong	GPE
fbem-14610	36	3	shenzhen	GPE
fbem-14610	37	1	wu xiaofei et al	PERSON
fbem-14610	37	2	2020	DATE
fbem-14610	37	3	hong kong	GPE
fbem-14610	38	1	zhuang lei	PERSON
fbem-14610	38	2	2021	CARDINAL
fbem-14610	38	3	covid-19	PERSON
fbem-14610	38	4	tgarch models	ORG
fbem-14610	39	1	covid-19	PRODUCT
fbem-14610	40	1	3.	CARDINAL
fbem-14610	40	2	3.1	CARDINAL
fbem-14610	41	1	1977	DATE
fbem-14610	46	1	zhang qian wei	PERSON
fbem-14610	46	2	2021	CARDINAL
fbem-14610	46	3	two	CARDINAL
fbem-14610	47	1	eugene fama	PERSON
fbem-14610	47	2	1970	DATE
fbem-14610	50	1	1990	DATE
fbem-14610	50	2	one	CARDINAL
fbem-14610	55	1	3.2	CARDINAL
fbem-14610	58	1	1	CARDINAL
fbem-14610	58	2	𝐸 𝑋	PERSON
fbem-14610	58	3	2	CARDINAL
fbem-14610	58	4	3	CARDINAL
fbem-14610	58	5	𝐶𝑜𝑣 𝑋	PERSON
fbem-14610	61	1	1981	DATE
fbem-14610	62	1	adf	ORG
fbem-14610	62	2	three	CARDINAL
fbem-14610	62	3	1	CARDINAL
fbem-14610	62	4	2	CARDINAL
fbem-14610	62	5	∆𝑌	CARDINAL
fbem-14610	62	6	3	CARDINAL
fbem-14610	62	7	∆𝑌	CARDINAL
fbem-14610	62	8	∆𝑌	LOC
fbem-14610	62	9	2	CARDINAL
fbem-14610	62	10	3	CARDINAL
fbem-14610	64	1	three	CARDINAL
fbem-14610	64	2	1	CARDINAL
fbem-14610	64	3	2	CARDINAL
fbem-14610	64	4	3	CARDINAL
fbem-14610	64	5	∆𝑌	CARDINAL
fbem-14610	64	6	88	DATE
fbem-14610	67	1	three	CARDINAL
fbem-14610	69	1	three	CARDINAL
fbem-14610	69	2	10%	PERCENT
fbem-14610	69	3	5%	PERCENT
fbem-14610	69	4	1%	PERCENT
fbem-14610	69	5	90%	PERCENT
fbem-14610	69	6	95%	PERCENT
fbem-14610	69	7	99%	PERCENT
fbem-14610	70	1	300	CARDINAL
fbem-14610	70	2	daily	DATE
fbem-14610	71	1	0.05	CARDINAL
fbem-14610	71	2	0.05	CARDINAL
fbem-14610	72	1	hsi daily	ORG
fbem-14610	72	2	300	CARDINAL
fbem-14610	72	3	daily	DATE
fbem-14610	73	1	granger	PERSON
fbem-14610	74	1	3.3	CARDINAL
fbem-14610	75	1	granger causality	PERSON
fbem-14610	75	2	granger	PERSON
fbem-14610	77	1	two	CARDINAL
fbem-14610	78	1	granger	PERSON
fbem-14610	79	1	two	CARDINAL
fbem-14610	80	1	three	CARDINAL
fbem-14610	80	2	1	CARDINAL
fbem-14610	80	3	xt+1	ORG
fbem-14610	80	4	𝑋 2	ORG
fbem-14610	80	5	xt+1	ORG
fbem-14610	80	6	𝑋 and 𝑌 3	ORG
fbem-14610	80	7	xt+1	ORG
fbem-14610	80	8	𝑋 , 𝑌	ORG
fbem-14610	80	9	1	CARDINAL
fbem-14610	81	1	2	CARDINAL
fbem-14610	81	2	xt+1	ORG
fbem-14610	81	3	xt+1	ORG
fbem-14610	82	1	2p degrees	QUANTITY
fbem-14610	84	1	3	CARDINAL
fbem-14610	84	2	+ 1	DATE
fbem-14610	84	3	t + 1	DATE
fbem-14610	84	4	at least one	CARDINAL
fbem-14610	85	1	granger	PERSON
fbem-14610	85	2	two	CARDINAL
fbem-14610	86	1	3.4	CARDINAL
fbem-14610	86	2	1980	DATE
fbem-14610	91	1	two	CARDINAL
fbem-14610	91	2	two	CARDINAL
fbem-14610	92	1	two	CARDINAL
fbem-14610	93	1	two	CARDINAL
fbem-14610	93	2	k.	PERSON
fbem-14610	93	3	1	CARDINAL
fbem-14610	93	4	two	CARDINAL
fbem-14610	93	5	𝜋	ORG
fbem-14610	94	1	𝜋	PERSON
fbem-14610	95	1	𝜋	ORG
fbem-14610	96	1	𝜋	PERSON
fbem-14610	97	1	0	DATE
fbem-14610	97	2	𝜎	ORG
fbem-14610	97	3	𝐶𝑜𝑣 𝑢	PERSON
fbem-14610	97	4	0	CARDINAL
fbem-14610	98	1	𝜋	PRODUCT
fbem-14610	99	1	𝜋	PERSON
fbem-14610	100	1	𝜋	PERSON
fbem-14610	101	1	𝜋	PERSON
fbem-14610	102	1	𝑌 𝑦 𝑦	ORG
fbem-14610	102	2	𝛱	ORG
fbem-14610	103	1	𝜋	PERSON
fbem-14610	104	1	𝜋	PERSON
fbem-14610	105	1	𝜋	PERSON
fbem-14610	106	1	𝛱 𝑌 𝛱 𝑌 ⋯ 𝛱 𝑌	ORG
fbem-14610	106	2	𝑌 𝑦	ORG
fbem-14610	106	3	𝛱	ORG
fbem-14610	107	1	𝜋	PERSON
fbem-14610	109	1	𝜋	PERSON
fbem-14610	110	1	𝜋	PERSON
fbem-14610	114	1	𝜋	PERSON
fbem-14610	115	1	1,2,3	DATE
fbem-14610	116	1	μ	ORG
fbem-14610	116	2	0	CARDINAL
fbem-14610	116	3	ω	ORG
fbem-14610	120	1	4	CARDINAL
fbem-14610	120	2	4.1	CARDINAL
fbem-14610	121	1	hong kong	GPE
fbem-14610	122	1	the shanghai-hong kong stock	FAC
fbem-14610	122	2	shenzhen	GPE
fbem-14610	122	3	two	CARDINAL
fbem-14610	123	1	89	CARDINAL
fbem-14610	123	2	1	CARDINAL
fbem-14610	123	3	the hong kong	ORG
fbem-14610	124	1	2	CARDINAL
fbem-14610	124	2	the hong kong	ORG
fbem-14610	125	1	0.05	CARDINAL
fbem-14610	125	2	1	CARDINAL
fbem-14610	125	3	less than 0.05	CARDINAL
fbem-14610	125	4	2	CARDINAL
fbem-14610	126	1	daily	DATE
fbem-14610	126	2	300	CARDINAL
fbem-14610	126	3	hsi	ORG
fbem-14610	126	4	hong kong	GPE
fbem-14610	128	1	march 2, 2020	DATE
fbem-14610	128	2	december 30	DATE
fbem-14610	128	3	2022	CARDINAL
fbem-14610	128	4	two	CARDINAL
fbem-14610	128	5	covid-19	PRODUCT
fbem-14610	129	1	hong kong	GPE
fbem-14610	129	2	hong kong	GPE
fbem-14610	131	1	4.2	CARDINAL
fbem-14610	131	2	chinese	NORP
fbem-14610	131	3	hong kong	GPE
fbem-14610	132	1	daily	DATE
fbem-14610	132	2	𝐷𝑎𝑖𝑙𝑦	NORP
fbem-14610	132	3	𝐶𝑙𝑜𝑠𝑖𝑛𝑔 𝑃𝑟𝑖𝑐𝑒 𝑂𝑝𝑒𝑛𝑖𝑛𝑔 𝑃𝑟𝑖𝑐𝑒 𝑂𝑝𝑒𝑛𝑖𝑛𝑔	ORG
fbem-14610	132	4	100%	PERCENT
fbem-14610	132	5	daily	DATE
fbem-14610	132	6	300	CARDINAL
fbem-14610	132	7	hsi	ORG
fbem-14610	133	1	1	CARDINAL
fbem-14610	133	2	1	CARDINAL
fbem-14610	133	3	300	CARDINAL
fbem-14610	133	4	hsi	ORG
fbem-14610	133	5	daily	DATE
fbem-14610	133	6	hsi	ORG
fbem-14610	133	7	300-day	DATE
fbem-14610	133	8	691.0000 691.0000	CARDINAL
fbem-14610	133	9	0.011411	MONEY
fbem-14610	133	10	25%	PERCENT
fbem-14610	133	11	50%	PERCENT
fbem-14610	133	12	0.000447 75%	PERCENT
fbem-14610	133	13	february 3, 2020	DATE
fbem-14610	133	14	december 30	DATE
fbem-14610	133	15	2022	CARDINAL
fbem-14610	133	16	691	CARDINAL
fbem-14610	133	17	daily	DATE
fbem-14610	133	18	hsi	ORG
fbem-14610	133	19	300	CARDINAL
fbem-14610	134	1	daily	DATE
fbem-14610	134	2	300	CARDINAL
fbem-14610	134	3	hsi	ORG
fbem-14610	135	1	daily	DATE
fbem-14610	135	2	hsi	ORG
fbem-14610	135	3	hong kong	GPE
fbem-14610	136	1	two	CARDINAL
fbem-14610	136	2	25%	PERCENT
fbem-14610	136	3	50%	PERCENT
fbem-14610	136	4	75%	PERCENT
fbem-14610	136	5	daily	DATE
fbem-14610	136	6	300	CARDINAL
fbem-14610	136	7	hsi	ORG
fbem-14610	137	1	daily	DATE
fbem-14610	137	2	300	CARDINAL
fbem-14610	137	3	hsi	ORG
fbem-14610	138	1	1	CARDINAL
fbem-14610	138	2	300	CARDINAL
fbem-14610	138	3	hsi	ORG
fbem-14610	138	4	2010	DATE
fbem-14610	138	5	2019	DATE
fbem-14610	139	1	1	CARDINAL
fbem-14610	139	2	daily	DATE
fbem-14610	139	3	hsi	ORG
fbem-14610	139	4	300	CARDINAL
fbem-14610	139	5	2010	DATE
fbem-14610	139	6	2019	DATE
fbem-14610	139	7	1	CARDINAL
fbem-14610	139	8	2010	DATE
fbem-14610	139	9	the end of 2014	DATE
fbem-14610	139	10	hsi	ORG
fbem-14610	139	11	300	CARDINAL
fbem-14610	140	1	the end of 2014	DATE
fbem-14610	140	2	the shanghai-hong kong stock	FAC
fbem-14610	140	3	shenzhen	GPE
fbem-14610	140	4	300	CARDINAL
fbem-14610	140	5	hsi	ORG
fbem-14610	141	1	2017 to 2018	DATE
fbem-14610	141	2	300	CARDINAL
fbem-14610	141	3	hsi	ORG
fbem-14610	142	1	90 2010 to 2019	DATE
fbem-14610	143	1	2	CARDINAL
fbem-14610	143	2	daily	DATE
fbem-14610	143	3	hsi	ORG
fbem-14610	143	4	300	CARDINAL
fbem-14610	143	5	2020	DATE
fbem-14610	143	6	2022	CARDINAL
fbem-14610	143	7	2	CARDINAL
fbem-14610	143	8	hsi	ORG
fbem-14610	143	9	300	CARDINAL
fbem-14610	143	10	the beginning of 2020	DATE
fbem-14610	143	11	2022	CARDINAL
fbem-14610	143	12	covid-19	PRODUCT
fbem-14610	144	1	january to june 2020	DATE
fbem-14610	144	2	hsi	ORG
fbem-14610	144	3	300	CARDINAL
fbem-14610	145	1	july 2020	DATE
fbem-14610	145	2	two	CARDINAL
fbem-14610	146	1	daily	DATE
fbem-14610	147	1	daily	DATE
fbem-14610	147	2	300	CARDINAL
fbem-14610	147	3	hsi	ORG
fbem-14610	147	4	2010	DATE
fbem-14610	147	5	3	CARDINAL
fbem-14610	147	6	3	CARDINAL
fbem-14610	147	7	daily	DATE
fbem-14610	147	8	hsi	ORG
fbem-14610	147	9	300	CARDINAL
fbem-14610	147	10	2010	DATE
fbem-14610	147	11	2022	CARDINAL
fbem-14610	147	12	3	CARDINAL
fbem-14610	147	13	hsi	ORG
fbem-14610	147	14	300	CARDINAL
fbem-14610	147	15	2010 to december 2022	DATE
fbem-14610	148	1	daily	DATE
fbem-14610	148	2	300	CARDINAL
fbem-14610	148	3	daily	DATE
fbem-14610	148	4	hsi	ORG
fbem-14610	149	1	2010	DATE
fbem-14610	149	2	2022	CARDINAL
fbem-14610	149	3	daily	DATE
fbem-14610	149	4	300	CARDINAL
fbem-14610	149	5	daily	DATE
fbem-14610	149	6	hsi	ORG
fbem-14610	150	1	91	CARDINAL
fbem-14610	150	2	4	CARDINAL
fbem-14610	150	3	2010	DATE
fbem-14610	150	4	hsi	ORG
fbem-14610	150	5	300	CARDINAL
fbem-14610	150	6	daily	DATE
fbem-14610	150	7	shanghai	GPE
fbem-14610	150	8	4	CARDINAL
fbem-14610	150	9	hsi	ORG
fbem-14610	150	10	300	CARDINAL
fbem-14610	150	11	2010 to november 2014	DATE
fbem-14610	151	1	daily	DATE
fbem-14610	151	2	300	CARDINAL
fbem-14610	151	3	daily	DATE
fbem-14610	151	4	hsi	ORG
fbem-14610	152	1	2010 to 2014	DATE
fbem-14610	152	2	daily	DATE
fbem-14610	152	3	300	CARDINAL
fbem-14610	152	4	daily	DATE
fbem-14610	152	5	hsi	ORG
fbem-14610	153	1	5	CARDINAL
fbem-14610	154	1	shanghai	GPE
fbem-14610	154	2	daily	DATE
fbem-14610	154	3	hsi	ORG
fbem-14610	154	4	300	CARDINAL
fbem-14610	154	5	5	CARDINAL
fbem-14610	154	6	november 2014	DATE
fbem-14610	154	7	the shanghai-hong kong stock	ORG
fbem-14610	154	8	the shenzhen-hong kong stock	FAC
fbem-14610	154	9	2016	DATE
fbem-14610	155	1	daily	DATE
fbem-14610	155	2	300	CARDINAL
fbem-14610	155	3	daily	DATE
fbem-14610	155	4	0.08	CARDINAL
fbem-14610	156	1	the shenzhen-hong kong stock	FAC
fbem-14610	156	2	december 2016	DATE
fbem-14610	156	3	daily	DATE
fbem-14610	156	4	300	CARDINAL
fbem-14610	157	1	92	CARDINAL
fbem-14610	157	2	6	CARDINAL
fbem-14610	158	1	daily	DATE
fbem-14610	158	2	hsi	ORG
fbem-14610	158	3	300	CARDINAL
fbem-14610	158	4	6	CARDINAL
fbem-14610	158	5	daily	DATE
fbem-14610	158	6	300	CARDINAL
fbem-14610	158	7	hsi	ORG
fbem-14610	159	1	6	CARDINAL
fbem-14610	159	2	december 2019 to december 2022	DATE
fbem-14610	159	3	daily	DATE
fbem-14610	159	4	300	CARDINAL
fbem-14610	159	5	hsi	ORG
fbem-14610	160	1	daily	DATE
fbem-14610	160	2	hsi	ORG
fbem-14610	160	3	300	CARDINAL
fbem-14610	161	1	4.2.2	CARDINAL
fbem-14610	162	1	two	CARDINAL
fbem-14610	164	1	two	CARDINAL
fbem-14610	165	1	𝑌 𝐶𝑜𝑣 𝑋	PERSON
fbem-14610	165	2	𝑉𝑎𝑟 𝑋 𝑉𝑎𝑟 𝑌	PERSON
fbem-14610	165	3	1	CARDINAL
fbem-14610	165	4	0	CARDINAL
fbem-14610	165	5	0	CARDINAL
fbem-14610	165	6	1	CARDINAL
fbem-14610	166	1	daily	DATE
fbem-14610	166	2	300	CARDINAL
fbem-14610	166	3	hsi	ORG
fbem-14610	166	4	2	CARDINAL
fbem-14610	167	1	daily	DATE
fbem-14610	167	2	300	CARDINAL
fbem-14610	167	3	daily	DATE
fbem-14610	167	4	hsi	ORG
fbem-14610	167	5	300-day	DATE
fbem-14610	167	6	daily	DATE
fbem-14610	167	7	hsi	ORG
fbem-14610	167	8	300-day	DATE
fbem-14610	167	9	1 0.643	CARDINAL
fbem-14610	167	10	daily	DATE
fbem-14610	167	11	hsi	ORG
fbem-14610	167	12	2	CARDINAL
fbem-14610	167	13	daily	DATE
fbem-14610	167	14	300	CARDINAL
fbem-14610	167	15	hsi	ORG
fbem-14610	168	1	daily	DATE
fbem-14610	168	2	two	CARDINAL
fbem-14610	168	3	0.643	CARDINAL
fbem-14610	169	1	daily	DATE
fbem-14610	169	2	300	CARDINAL
fbem-14610	169	3	daily	DATE
fbem-14610	169	4	hsi	ORG
fbem-14610	171	1	two	CARDINAL
fbem-14610	172	1	granger	PERSON
fbem-14610	174	1	at least one	CARDINAL
fbem-14610	177	1	adf	ORG
fbem-14610	177	2	daily	DATE
fbem-14610	177	3	hsi	ORG
fbem-14610	177	4	300	CARDINAL
fbem-14610	177	5	3	CARDINAL
fbem-14610	177	6	3	CARDINAL
fbem-14610	178	1	300	CARDINAL
fbem-14610	178	2	hsi	ORG
fbem-14610	178	3	daily	DATE
fbem-14610	178	4	hsi adf	ORG
fbem-14610	178	5	0.000000	CARDINAL
fbem-14610	178	6	1%	PERCENT
fbem-14610	178	7	5%	PERCENT
fbem-14610	178	8	daily	DATE
fbem-14610	178	9	hsi 10%	ORG
fbem-14610	178	10	300-day	DATE
fbem-14610	178	11	0.000000	CARDINAL
fbem-14610	178	12	1%	PERCENT
fbem-14610	178	13	5%	PERCENT
fbem-14610	179	1	10%	PERCENT
fbem-14610	179	2	93	CARDINAL
fbem-14610	179	3	hsi	ORG
fbem-14610	179	4	300	CARDINAL
fbem-14610	179	5	zero	CARDINAL
fbem-14610	180	1	0.05	CARDINAL
fbem-14610	180	2	two	CARDINAL
fbem-14610	182	1	2010	DATE
fbem-14610	182	2	zero	CARDINAL
fbem-14610	184	1	granger causality	PERSON
fbem-14610	184	2	1	CARDINAL
fbem-14610	184	3	granger	PERSON
fbem-14610	184	4	daily	DATE
fbem-14610	184	5	hsi	ORG
fbem-14610	184	6	300	CARDINAL
fbem-14610	184	7	2010 to november 2014	DATE
fbem-14610	184	8	preshanghai-hong kong stock	ORG
fbem-14610	184	9	4	CARDINAL
fbem-14610	184	10	4	CARDINAL
fbem-14610	185	1	granger causality	PERSON
fbem-14610	185	2	300	CARDINAL
fbem-14610	185	3	hsi	ORG
fbem-14610	185	4	2010	DATE
fbem-14610	185	5	2014	DATE
fbem-14610	187	1	300	CARDINAL
fbem-14610	188	1	1.000	CARDINAL
fbem-14610	188	2	300	CARDINAL
fbem-14610	188	3	1.000	MONEY
fbem-14610	190	1	the second row	DATE
fbem-14610	190	2	third	ORDINAL
fbem-14610	190	3	0.0337 < 0.05	MONEY
fbem-14610	190	4	granger	PERSON
fbem-14610	190	5	300	CARDINAL
fbem-14610	190	6	hsi	ORG
fbem-14610	191	1	the third row	DATE
fbem-14610	191	2	second	ORDINAL
fbem-14610	191	3	0.1047 >	MONEY
fbem-14610	191	4	0.05	CARDINAL
fbem-14610	191	5	300	CARDINAL
fbem-14610	192	1	2	CARDINAL
fbem-14610	192	2	november 2014 to january 2020	DATE
fbem-14610	192	3	the shanghai-hong kong stock	FAC
fbem-14610	192	4	shenzhenhong kong stock	ORG
fbem-14610	192	5	granger	PERSON
fbem-14610	192	6	daily	DATE
fbem-14610	192	7	hsi	ORG
fbem-14610	192	8	300	CARDINAL
fbem-14610	192	9	5	CARDINAL
fbem-14610	192	10	5	CARDINAL
fbem-14610	193	1	granger	PERSON
fbem-14610	193	2	300	CARDINAL
fbem-14610	193	3	hsi	ORG
fbem-14610	193	4	2014	DATE
fbem-14610	194	1	300	CARDINAL
fbem-14610	195	1	1.000 0.0153	CARDINAL
fbem-14610	195	2	300	CARDINAL
fbem-14610	195	3	1.000	MONEY
fbem-14610	195	4	the second row	DATE
fbem-14610	195	5	third	ORDINAL
fbem-14610	195	6	0.0153	CARDINAL
fbem-14610	195	7	0.05	CARDINAL
fbem-14610	195	8	granger	PERSON
fbem-14610	195	9	300	CARDINAL
fbem-14610	195	10	hsi	ORG
fbem-14610	196	1	the third row	DATE
fbem-14610	196	2	second	ORDINAL
fbem-14610	196	3	0.1287 >	MONEY
fbem-14610	196	4	0.05	CARDINAL
fbem-14610	196	5	hsi	ORG
fbem-14610	196	6	300	CARDINAL
fbem-14610	197	1	3	CARDINAL
fbem-14610	197	2	granger	PERSON
fbem-14610	197	3	daily	DATE
fbem-14610	197	4	hsi	ORG
fbem-14610	197	5	300	CARDINAL
fbem-14610	197	6	6	CARDINAL
fbem-14610	197	7	6	CARDINAL
fbem-14610	198	1	granger causality	PERSON
fbem-14610	198	2	300	CARDINAL
fbem-14610	198	3	hsi	ORG
fbem-14610	199	1	300	CARDINAL
fbem-14610	200	1	1.000 0.2527	CARDINAL
fbem-14610	200	2	300	CARDINAL
fbem-14610	200	3	0.009 1.000	CARDINAL
fbem-14610	200	4	7	CARDINAL
fbem-14610	200	5	weekly	DATE
fbem-14610	200	6	300	CARDINAL
fbem-14610	200	7	hsi	ORG
fbem-14610	200	8	hsi	ORG
fbem-14610	201	1	0.000189 0.547 -0.000398 0.632	MONEY
fbem-14610	201	2	weekly	DATE
fbem-14610	201	3	hsi	ORG
fbem-14610	201	4	first	ORDINAL
fbem-14610	201	5	0.966446 0.000 0.860520	MONEY
fbem-14610	201	6	weekly	DATE
fbem-14610	201	7	300	CARDINAL
fbem-14610	201	8	first	ORDINAL
fbem-14610	201	9	0.009	CARDINAL
fbem-14610	201	10	0.954	CARDINAL
fbem-14610	201	11	weekly	DATE
fbem-14610	201	12	hsi	ORG
fbem-14610	201	13	second	ORDINAL
fbem-14610	201	14	0.163	CARDINAL
fbem-14610	201	15	weekly	DATE
fbem-14610	201	16	300	CARDINAL
fbem-14610	201	17	second	ORDINAL
fbem-14610	201	18	0.044479 0.017	CARDINAL
fbem-14610	201	19	0.558	CARDINAL
fbem-14610	201	20	300	CARDINAL
fbem-14610	201	21	hsi	ORG
fbem-14610	202	1	0.000199 0.627 0.000063	MONEY
fbem-14610	202	2	weekly	DATE
fbem-14610	202	3	hsi	ORG
fbem-14610	202	4	first	ORDINAL
fbem-14610	202	5	0.036759	CARDINAL
fbem-14610	202	6	0.229	CARDINAL
fbem-14610	202	7	weekly	DATE
fbem-14610	202	8	300	CARDINAL
fbem-14610	202	9	first	ORDINAL
fbem-14610	202	10	0.910438 0.000 0.954463	MONEY
fbem-14610	202	11	weekly	DATE
fbem-14610	202	12	hsi	ORG
fbem-14610	202	13	second	ORDINAL
fbem-14610	202	14	0.639 0.089022 0.040	QUANTITY
fbem-14610	202	15	weekly	DATE
fbem-14610	202	16	300	CARDINAL
fbem-14610	202	17	second	ORDINAL
fbem-14610	203	1	the second row	DATE
fbem-14610	203	2	third	ORDINAL
fbem-14610	203	3	0.2527 > 0.05	MONEY
fbem-14610	203	4	300	CARDINAL
fbem-14610	203	5	hsi	ORG
fbem-14610	204	1	the third row	DATE
fbem-14610	204	2	second	ORDINAL
fbem-14610	204	3	0.009 < 0.05	QUANTITY
fbem-14610	204	4	granger	PERSON
fbem-14610	204	5	hsi	ORG
fbem-14610	204	6	300	CARDINAL
fbem-14610	205	1	4.3	CARDINAL
fbem-14610	205	2	300	CARDINAL
fbem-14610	205	3	hsi	ORG
fbem-14610	206	1	granger	PERSON
fbem-14610	206	2	chinese	NORP
fbem-14610	206	3	the hong kong	ORG
fbem-14610	207	1	weekly	DATE
fbem-14610	207	2	chinese	NORP
fbem-14610	207	3	the hong kong	ORG
fbem-14610	207	4	less than 5%	PERCENT
fbem-14610	207	5	5%	PERCENT
fbem-14610	208	1	weekly	DATE
fbem-14610	208	2	hsi	ORG
fbem-14610	208	3	weekly	DATE
fbem-14610	208	4	300	CARDINAL
fbem-14610	208	5	hsi	ORG
fbem-14610	208	6	weekly	DATE
fbem-14610	208	7	2010	DATE
fbem-14610	208	8	2019	DATE
fbem-14610	209	1	weekly	DATE
fbem-14610	209	2	300	CARDINAL
fbem-14610	209	3	2010	DATE
fbem-14610	209	4	2019	DATE
fbem-14610	209	5	2020	DATE
fbem-14610	209	6	2022	CARDINAL
fbem-14610	209	7	weekly	DATE
fbem-14610	209	8	hsi	ORG
fbem-14610	209	9	𝑌 0.860520𝑌	PERSON
fbem-14610	209	10	2020	DATE
fbem-14610	209	11	2022	CARDINAL
fbem-14610	209	12	weekly	DATE
fbem-14610	209	13	300	CARDINAL
fbem-14610	209	14	daily	DATE
fbem-14610	209	15	weekly	DATE
fbem-14610	209	16	monthly	DATE
fbem-14610	209	17	300	CARDINAL
fbem-14610	209	18	hsi	ORG
fbem-14610	209	19	2010	DATE
fbem-14610	209	20	2022	CARDINAL
fbem-14610	209	21	300	CARDINAL
fbem-14610	209	22	hsi	ORG
fbem-14610	210	1	2010	DATE
fbem-14610	210	2	2022	CARDINAL
fbem-14610	210	3	300	CARDINAL
fbem-14610	210	4	hsi	ORG
fbem-14610	211	1	monthly	DATE
fbem-14610	211	2	300	CARDINAL
fbem-14610	211	3	hsi	ORG
fbem-14610	212	1	two	CARDINAL
fbem-14610	212	2	𝑌 1.027407𝑌	ORG
fbem-14610	213	1	2010	DATE
fbem-14610	213	2	300	CARDINAL
fbem-14610	213	3	hsi	ORG
fbem-14610	213	4	hsi	ORG
fbem-14610	213	5	300	CARDINAL
fbem-14610	214	1	2020	DATE
fbem-14610	214	2	2022	CARDINAL
fbem-14610	214	3	300	CARDINAL
fbem-14610	214	4	hsi	ORG
fbem-14610	215	1	hsi	ORG
fbem-14610	215	2	300	CARDINAL
fbem-14610	216	1	two	CARDINAL
fbem-14610	216	2	0.954463𝑋 0.089022𝑌 0.218300𝑋	PERSON
fbem-14610	217	1	granger	PERSON
fbem-14610	218	1	4.4	CARDINAL
fbem-14610	219	1	4.4.1	CARDINAL
fbem-14610	220	1	covid-19	PRODUCT
fbem-14610	220	2	300	CARDINAL
fbem-14610	220	3	hsi	ORG
fbem-14610	221	1	daily	DATE
fbem-14610	221	2	january 4, 2010	DATE
fbem-14610	221	3	january 23, 2020	DATE
fbem-14610	221	4	february 3, 2020	DATE
fbem-14610	221	5	december 30	DATE
fbem-14610	221	6	2022	CARDINAL
fbem-14610	222	1	hong kong	GPE
fbem-14610	222	2	chinese	NORP
fbem-14610	222	3	covid-19	PERSON
fbem-14610	223	1	1	CARDINAL
fbem-14610	223	2	shanghai	GPE
fbem-14610	223	3	hong kong	GPE
fbem-14610	223	4	chinese	NORP
fbem-14610	223	5	hong kong	GPE
fbem-14610	224	1	2	CARDINAL
fbem-14610	224	2	the shanghaihong kong	GPE
fbem-14610	224	3	shenzhen	GPE
fbem-14610	224	4	granger	PERSON
fbem-14610	225	1	the hong kong	ORG
fbem-14610	226	1	two	CARDINAL
fbem-14610	227	1	3	CARDINAL
fbem-14610	227	2	covid-19	PERSON
fbem-14610	227	3	hong kong	GPE
fbem-14610	227	4	hsi	ORG
fbem-14610	227	5	300	CARDINAL
fbem-14610	228	1	hong kong	GPE
fbem-14610	228	2	chinese	NORP
fbem-14610	229	1	daily	DATE
fbem-14610	229	2	300	CARDINAL
fbem-14610	229	3	hong kong	GPE
fbem-14610	230	1	hsi	ORG
fbem-14610	230	2	daily	DATE
fbem-14610	231	1	covid-19	PRODUCT
fbem-14610	231	2	china	GPE
fbem-14610	231	3	hong kong	GPE
fbem-14610	231	4	two	CARDINAL
fbem-14610	232	1	4.4.2	CARDINAL
fbem-14610	233	1	chinese	NORP
fbem-14610	233	2	the hong kong	ORG
fbem-14610	234	1	two	CARDINAL
fbem-14610	235	1	china	GPE
fbem-14610	235	2	hong kong	GPE
fbem-14610	237	1	95	CARDINAL
fbem-14610	238	1	china	GPE
fbem-14610	238	2	hong kong's	GPE
fbem-14610	240	1	china	GPE
fbem-14610	240	2	hong kong's	GPE
fbem-14610	243	1	5	CARDINAL
fbem-14610	248	1	china	GPE
fbem-14610	248	2	hong kong's	GPE
fbem-14610	253	1	two	CARDINAL
fbem-14610	253	2	hong kong	GPE
fbem-14610	254	1	6	CARDINAL
fbem-14610	254	2	daily	DATE
fbem-14610	254	3	300	CARDINAL
fbem-14610	254	4	daily	DATE
fbem-14610	254	5	hsi	ORG
fbem-14610	254	6	hong kong	GPE
fbem-14610	255	1	two	CARDINAL
fbem-14610	256	1	granger causality	PERSON
fbem-14610	256	2	chinese	NORP
fbem-14610	256	3	the hong kong	ORG
fbem-14610	258	1	hong kong	GPE
fbem-14610	259	1	2010	DATE
fbem-14610	259	2	hong kong	GPE
fbem-14610	260	1	january 2020 to	DATE
fbem-14610	260	2	the hong kong	ORG
fbem-14610	261	1	the hong kong	ORG
fbem-14610	262	1	two	CARDINAL
fbem-14610	262	2	chinese	NORP
fbem-14610	264	1	xianda college of economics & humanities	ORG
fbem-14610	264	2	shanghai international studies university	ORG
fbem-14610	264	3	china	GPE
fbem-14610	265	1	xdky223712	PERSON
fbem-14610	266	1	1	CARDINAL
fbem-14610	266	2	s.s. et al	PERSON
fbem-14610	267	1	2018	DATE
fbem-14610	267	2	granger causality	PERSON
fbem-14610	267	3	23(4	CARDINAL
fbem-14610	268	1	470	CARDINAL
fbem-14610	268	2	484	CARDINAL
fbem-14610	269	1	2	CARDINAL
fbem-14610	269	2	dai	ORG
fbem-14610	269	3	z. et al	PERSON
fbem-14610	269	4	2020	DATE
fbem-14610	269	5	the north american journal of economics	ORG
fbem-14610	269	6	52	CARDINAL
fbem-14610	270	1	3	CARDINAL
fbem-14610	270	2	d.a.	PERSON
fbem-14610	270	3	w.a.	GPE
fbem-14610	270	4	1981	DATE
fbem-14610	271	1	econometrica	GPE
fbem-14610	271	2	49	DATE
fbem-14610	271	3	1057-1072	DATE
fbem-14610	273	1	4	CARDINAL
fbem-14610	273	2	e. efficient capital markets	ORG
fbem-14610	275	1	the journal of business	ORG
fbem-14610	275	2	1970	DATE
fbem-14610	275	3	39(1	CARDINAL
fbem-14610	275	4	226417	DATE
fbem-14610	276	1	5	CARDINAL
fbem-14610	276	2	xiao juan	PERSON
fbem-14610	276	3	mishra shekhar	PERSON
fbem-14610	276	4	aman ameenullah	PERSON
fbem-14610	276	5	shahbaz muhammad	PERSON
fbem-14610	276	6	razzaq asif	PERSON
fbem-14610	276	7	sharif arshian	PERSON
fbem-14610	277	1	us	GPE
fbem-14610	277	2	europe	LOC
fbem-14610	279	1	2021	CARDINAL
fbem-14610	279	2	72	DATE
fbem-14610	280	1	6	CARDINAL
fbem-14610	281	1	2022	CARDINAL
fbem-14610	281	2	covid-19	ORG
fbem-14610	283	1	khan	GPE
fbem-14610	283	2	k. et al	PERSON
fbem-14610	283	3	2020	DATE
fbem-14610	283	4	covid-19	PRODUCT
fbem-14610	283	5	96	CARDINAL
fbem-14610	283	6	asian	NORP
fbem-14610	284	1	463–474	CARDINAL
fbem-14610	285	1	8	CARDINAL
fbem-14610	285	2	wadhwani s.	PERSON
fbem-14610	286	1	1990,3(1	CARDINAL
fbem-14610	286	2	5-33．	CARDINAL
fbem-14610	287	1	9	CARDINAL
fbem-14610	287	2	r. e	PERSON
fbem-14610	287	3	jr.	PERSON
fbem-14610	289	1	1972	DATE
fbem-14610	289	2	4(2	CARDINAL
fbem-14610	289	3	103-123	CARDINAL
fbem-14610	290	1	10	CARDINAL
fbem-14610	290	2	n.a.	GPE
fbem-14610	290	3	2020	DATE
fbem-14610	290	4	china	GPE
fbem-14610	290	5	social sciences	ORG
fbem-14610	292	1	11	CARDINAL
fbem-14610	292	2	m.	PERSON
fbem-14610	292	3	m.	PERSON
fbem-14610	292	4	2019	DATE
fbem-14610	292	5	1991–2017	CARDINAL
fbem-14610	292	6	oeconomia copernicana	PERSON
fbem-14610	292	7	10(1	DATE
fbem-14610	294	1	12	CARDINAL
fbem-14610	294	2	2020	DATE
fbem-14610	294	3	covid-19	PRODUCT
fbem-14610	294	4	finans	NORP
fbem-14610	294	5	dergisi	GPE
fbem-14610	295	1	84	CARDINAL
fbem-14610	296	1	13	CARDINAL
fbem-14610	296	2	jin jiaqi	PERSON
fbem-14610	297	1	hong kong	GPE
fbem-14610	299	1	nanjing university of science and technology	ORG
fbem-14610	299	2	2019	DATE
fbem-14610	300	1	14	CARDINAL
fbem-14610	300	2	zhuang lei.	PERSON
fbem-14610	300	3	covid-19	PRODUCT
fbem-14610	301	1	2021	CARDINAL
fbem-14610	301	2	129	CARDINAL
fbem-14610	302	1	15	CARDINAL
fbem-14610	302	2	wang tao	PERSON
fbem-14610	302	3	dong mei sheng	PERSON
fbem-14610	303	1	shenzhen	GPE
fbem-14610	305	1	2018(11	CARDINAL
fbem-14610	305	2	05-14	DATE
fbem-14610	306	1	16	CARDINAL
fbem-14610	306	2	wu xiao fei	PERSON
fbem-14610	306	3	zhu shu zhen	PERSON
fbem-14610	306	4	bai zheng wu	PERSON
fbem-14610	307	1	hong kong	GPE
fbem-14610	309	1	2020	DATE
fbem-14610	309	2	176	CARDINAL
fbem-14610	310	1	17	CARDINAL
fbem-14610	310	2	zhang qian wei	PERSON
fbem-14610	311	1	china	GPE
fbem-14610	311	2	the united states	GPE
fbem-14610	311	3	covid-19	PRODUCT
fbem-14610	313	1	shanghai international studies university	ORG
fbem-14610	313	2	2021	CARDINAL
fbem-14610	314	1	18	CARDINAL
fbem-14610	314	2	zhao shanshan	PERSON
fbem-14610	314	3	guang wei	PERSON
fbem-14610	315	1	shanghai	GPE
fbem-14610	315	2	shanghai	GPE
fbem-14610	315	3	hong kong	GPE
fbem-14610	317	1	2020(03	DATE
fbem-14610	317	2	4-5	DATE