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	param	t-stat
$m$	26
$α$	0.1493	18.93
$β$	0.8469	184.46
$γ$	-0.0485	-2.57
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9969	503.22

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Dermira Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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