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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0516	0.92
$β$	0.9742	16.31
$γ$	-0.0516	-1.32

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Nam Tai Property Inc Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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