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	param	t-stat
$m$	61
$α$	0.0715	1.09
$β$	0.8549	36.21
$γ$	-0.0715	-0.46
$λ_{1}$	0.2306	5.52
$λ_{2}$	0.1079	2.71
$λ_{3}$	0.8865	6.06

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Simon Property Group Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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