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	param	t-stat
$ω$	1.3062	0.74
$α$	0.2231	0.87
$β$	0.7769	3.03
$γ_{1}$	-0.0240	-7.53

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Jinneng Holding Shanxi Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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