Historically speaking, the market typically doesn't move much for athletes whose deaths aren't a surprise. They really only spike when it's a tragic unexpected death, like in the case of Kobe Bryant. For Mays, the data would suggest there is likely to be a very small, short-term increase in prices, but not a big movement. People have been discussing his age and the likelihood that he won't be with us much longer for several years now. The efficient market hypothesis suggests that his death is already priced in, as it's an expected relatively near-term event.
Also, autograph prices typically see a larger increase after a player's death than regular card prices do, if that's of any help.
Let's hope this is still all several years away though. Mays is the GOAT. No question in my mind.
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