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	param	t-stat
$ω$	0.7338	7.79
$α$	0.1387	5.97
$β$	0.7957	23.41
$γ_{1}$	0.9293	8.45
$γ_{2}$	-2.0399	-9.58

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Thomas Weisel Partners Group Inc Spline ILLIQ Liquidity Analysis

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