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MSCI rejig disrupts arbitrage playbook, fuels late-session volatility

Economic Times - Markets
Economic Times - Markets
Sep 1, 2026 · 6:32 AM
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MSCI rejig disrupts arbitrage playbook, fuels late-session volatility
MSCI index rebalancing on Monday saw sharp stock swings in the final minutes. Global funds adjusted holdings, impacting several stocks significantly during the new Closing Auction System. The Closing Auction Session accounted for a substantial portion of the day's total cash market turnover. Some la…
Economic Times - Markets
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