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	param	t-stat
$ω$	1.0250	4.41
$α$	0.1052	9.31
$β$	0.8947	80.09
$γ_{1}$	0.0592	0.52

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Yandex N V Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Yandex N V Analyses