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	param	t-stat
$ω$	5.0000	0.30
$α$	0.1054	27.87
$β$	0.8672	442.68
$γ$	0.0548	7.92

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Pzena Investment Management Inc Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Pzena Investment Management Inc Analyses