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Alternatively, weekend search might better capture the price pressure from retail investors\u2019 trading activities. We provide empirical results that support the information processing channel. We first show that weekend search, rather than weekday search, predicts large-cap stock returns in both the cross-section and time series. Additionally, our findings on retail trading activity contradict the price pressure channel in that weekday search, rather than weekend search, leads to a subsequent retail order imbalance. Overall, our study contributes to the literature on the predictive power of online search on stock returns, which has mainly focused on the price pressure channel, which yields significant results for small-cap stocks only.<\/jats:p>","DOI":"10.25300\/misq\/2022\/17234","type":"journal-article","created":{"date-parts":[[2023,5,4]],"date-time":"2023-05-04T16:58:03Z","timestamp":1683219483000},"page":"263-280","source":"Crossref","is-referenced-by-count":4,"title":["It Depends On When You Search"],"prefix":"10.25300","volume":"47","author":[{"given":"Jun","family":"Li","sequence":"first","affiliation":[{"name":"Naveen Jindal School of Management, University of Texas at Dallas, Richardson, TX U.S.A."}]},{"given":"Xianwei","family":"Liu","sequence":"additional","affiliation":[{"name":"School of Management, Harbin Institute of Technology, Harbin, China"}]},{"given":"Qiang","family":"Ye","sequence":"additional","affiliation":[{"name":"International Institute of Finance, School of Management, 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