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	param	t-stat
$ω$	1.0072	8.37
$α$	0.1179	12.40
$β$	0.8761	83.85
$γ_{1}$	-0.0804	-1.44
$γ_{2}$	0.1245	1.29
$γ_{3}$	-0.2706	-2.26

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Blue Nile Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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