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	param	t-stat
$m$	21
$α$	0.1760	0.01
$β$	0.6266	0.73
$γ$	0.0852	0.00
$λ_{1}$	4.4279	0.01
$λ_{2}$	0.4549	0.01
$λ_{3}$	0.5451	0.04

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Zappallas Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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