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	param	t-stat
$m$	126
$α$	0.2213	29.02
$β$	0.5324	62.28
$γ$	0.4643	96.34
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0016	0.50
$λ_{3}$	0.9984	79.62

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Lufax Holding Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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