Usually means: Simulating death for entertainment purposes.
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We found 5 dictionaries that define the word death play:

General (1 matching dictionary)
  1. death play: Wiktionary

Business (4 matching dictionaries)
  1. MoneyGlossary.com (No longer online)
  2. INVESTORWORDS (No longer online)
  3. Death play: Bloomberg Financial Glossary
  4. Death play: Financial dictionary

Definitions from Wiktionary (death play)

noun:  (stock market) The buying of company stock based on the belief that an executive in the company will soon die, with the expectation that the stock will rise in price because of it.

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