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	param	t-stat
$m$	126
$α$	0.2828	0.43
$β$	0.7922	43.12
$γ$	-0.2828	-0.23
$λ_{1}$	4.9455	0.55
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9758	40.65

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China Bright Culture Group ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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