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	param	t-stat
$m$	121
$α$	0.1486	3.01
$β$	0.8765	379.62
$γ$	-0.1486	-3.48
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9937	337.66

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Banco di Sardegna SpA ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

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