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	param	t-stat
$ω$	1.0087	4.95
$α$	0.1185	0.18
$β$	0.8815	1.32
$γ_{1}$	0.0972	0.04
$γ_{2}$	-0.3255	-0.11

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DTS Inc/CA Spline ILLIQ Liquidity Analysis

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News Impact Curve

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