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	param	t-stat
$m$	26
$α$	0.1238	0.03
$β$	0.7669	4.80
$γ$	-0.1238	-0.01
$λ_{1}$	0.1751	0.00
$λ_{2}$	0.4523	0.05
$λ_{3}$	0.5477	0.10

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Crown Media Holdings Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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