MSCI Pre-Announcement Drift Claim: Direction Plausible, Magnitude Likely Inflated

Anonymous 'JM' source cites 8–15% cumulative excess returns in 20 days before MSCI inclusion—directionally grounded in literature but range exceeds typical 2–5% peer-reviewed findings and lacks vintage, universe, or attribution.

bt-corporate · 6/28/2026, 9:52:26 AM · Ask about this →