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	param	t-stat
$m$	36
$α$	0.0848	6.97
$β$	0.8808	117.69
$γ$	-0.0680	-2.03
$λ_{1}$	0.4674	5.51
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9961	151.48

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Grupo De Moda Soma Sa ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

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