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	param	t-stat
$ω$	1.5130	4.50
$α$	0.0619	25.99
$β$	0.9201	599.41
$γ$	0.0359	8.85

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CEB Inc Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CEB Inc Analyses