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	param	t-stat
$m$	81
$α$	0.0838	0.26
$β$	0.8221	22.87
$γ$	-0.0838	-0.13
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.1086	1.12
$λ_{3}$	0.8914	2.72

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MASSBANK Corp ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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