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	param	t-stat
$ω$	0.3474	3.24
$α$	0.0771	27.12
$β$	0.8726	441.81
$γ$	0.1007	21.69

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Samantha Thavasa Japan Ltd Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Samantha Thavasa Japan Ltd Analyses