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	param	t-stat
$ω$	3.6191	8.35
$α$	0.0703	9.70
$β$	0.9266	127.71
$γ_{1}$	0.0028	0.13
$γ_{2}$	-0.0130	-0.30
$γ_{3}$	0.0997	0.73

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Wachovia Corp Spline ILLIQ Liquidity Analysis

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News Impact Curve

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