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	param	t-stat
$m$	21
$α$	0.1491	0.11
$β$	0.6647	7.10
$γ$	0.0088	0.00
$λ_{1}$	1.5018	0.15
$λ_{2}$	0.1887	0.16
$λ_{3}$	0.8113	1.57

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Dignity PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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