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	param	t-stat
$m$	106
$α$	0.1952	2.07
$β$	0.8298	151.29
$γ$	-0.0501	-0.27
$λ_{1}$	8.6303	2.22
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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TradeStation Group Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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