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Coordinate term: soft reset
If the institutional trading patterns we observe are a result of tipping, rather than precipitated by some other event, then we should see only a slight increase in the number of institutions active in the market (tipping would precipitate entry by, at most, the few institutions that were tipped). At the same time, given the nature of the reports, we should see an increase in the average buying activity of institutions (we cannot identify the specific institutions that were tipped, so we can only look at averages) and see little change in selling.
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