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	param	t-stat
$m$	21
$α$	0.1958	3.94
$β$	0.8196	356.18
$γ$	-0.0768	-0.85
$λ_{1}$	10.0000	5.66
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9985	847.58

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Prima Industrie SpA ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

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