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	param	t-stat
$m$	21
$α$	0.1871	0.21
$β$	0.6663	21.81
$γ$	0.0966	0.05
$λ_{1}$	2.2673	0.23
$λ_{2}$	0.5901	0.28
$λ_{3}$	0.4089	0.63

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Macromill Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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