Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
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Almost $10 trillion is benchmarked to Morgan Stanley Capital Internationals Developed, Emerging, Frontier, and standalone market indexes. Reclassifications from one index to another require thousands of investors to decide how to react. We study a comprehensive sample of past reclassifications to
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美国国家经济研究局创建时间：
2017-07-01
