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	param	t-stat
$ω$	1.3084	9.60
$α$	0.0858	3.06
$β$	0.8600	14.66
$γ_{1}$	-0.6130	-5.87

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Creaspac Ab Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Creaspac Ab Analyses