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	param	t-stat
$m$	76
$α$	0.1534	2.00
$β$	0.8559	88.37
$γ$	-0.1534	-0.85
$λ_{1}$	10.0000	1.20
$λ_{2}$	0.0315	17.54
$λ_{3}$	0.9685	72.54

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China Mobile Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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