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	param	t-stat
$m$	56
$α$	0.1510	1.59
$β$	0.8509	186.68
$γ$	-0.1510	-0.83
$λ_{1}$	0.0911	5.93
$λ_{2}$	0.0150	16.86
$λ_{3}$	0.9725	63.61

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Thomas Properties Group Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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