Note(s): This table estimates the rejection of the Inevitable Disclosure Doctrine (IDD) on stock price crash risk by controlling for concurrent events. All variables are as defined in Table A1 in Appendix. The sample period covers 1990 through 2017. All columns control for firm-fixed effects and region-times-year-fixed effects. Robust standard errors are clustered at the state-of-headquarter level. Robust standard errors are reported in parentheses. Coefficients marked with *, **, and *** are significant at 10%, 5%, and 1%, respectively