Value-at-risk, informativeness of earnings.
Our paper examines the relationship between S&P500 firms’ 10-K market risk disclosures in terms of Value-at-risk (VaR), mandated by SEC Financial Reporting Release No.48 in 1997, and the informativeness of earnings. Our results show that earnings informativeness decrease with the increasing magn...
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Main Authors: | , , |
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Format: | Final Year Project |
Published: |
2008
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Online Access: | http://hdl.handle.net/10356/8767 |
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Institution: | Nanyang Technological University |