Usually means: Fear response to minor setbacks.
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We found 5 dictionaries that define the word cockroach theory:

General (2 matching dictionaries)
  1. cockroach theory: Dictionary.com
  2. cockroach theory: Wiktionary

Business (3 matching dictionaries)
  1. Cockroach Theory: Moneyterms
  2. Cockroach Theory: Investopedia
  3. Cockroach Theory: Financial dictionary

Definitions from Wiktionary (cockroach theory)

noun:  (business) A theory which states that unexpected negative news from a business is possibly an indicator that more negative news is incoming.

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