Buy the Dip∗ Thomas Shohft shohft@rpi.edu Majeed Simaanmsimaan@stevens.edu August 5, 2021 We are grateful for valuable comments from Steve LeCompte, Neev Vora, Steven Pav, George Calhoun, and Marko Gränitz. The statistical computation of this paper is conducted using R (Team R Core and others). The source code is available at https://github.com/simaan84/btd. Our analysis relies on multiple open-source libraries thanks to the many contributing members of the R community such as Jeffrey A. Ryan...