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	param	t-stat
$ω$	1.0422	9.18
$α$	0.0553	12.75
$β$	0.9411	202.61
$γ_{1}$	-0.0315	-4.31
$γ_{2}$	0.0385	2.97
$γ_{3}$	-0.0131	-0.83

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Dow Chemical Co/The Spline ILLIQ Liquidity Analysis

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News Impact Curve

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