Aaaaggghhh! Is someone willing to take over the editing of this for the remainder of the weekend please? Here is a sample:
Balios and Xanthakis  performed the bivariate Granger Causality Test for the the UK, Germany, France, Spain, Italy, the U.S.and Japan on daily data for the period 2 Jan 1995 to 31 Aug 2001. First, the emerging market returns are historically characterized by high average return, large volatility [Bekaert, 1995, Levich, 1998, p209] and substantial deviation from normality.
I feel substantially deviated from and am by no means normal.