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	param	t-stat
$m$	21
$α$	0.1223	1.56
$β$	0.7722	34.08
$γ$	0.2109	1.86
$λ_{1}$	0.0008	0.00
$λ_{2}$	0.1076	6.60
$λ_{3}$	0.8907	11.41

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Archstone-Smith Trust ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Archstone-Smith Trust Analyses