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	param	t-stat
$m$	36
$α$	0.0828	1.83
$β$	0.8363	100.44
$γ$	0.1014	0.96
$λ_{1}$	10.0000	2.31
$λ_{2}$	0.8158	2.69
$λ_{3}$	0.1629	0.74

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Staples Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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