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:	Lim, Benjamin Wan Heng., Wee, Wei Siang., Koh, Chin Meng.
Other Authors:	Lim, Chee Yeow
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Risk management
Online Access:	http://hdl.handle.net/10356/8767
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-8767
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spelling	sg-ntu-dr.10356-87672023-05-19T07:23:11Z Value-at-risk, informativeness of earnings. Lim, Benjamin Wan Heng. Wee, Wei Siang. Koh, Chin Meng. Lim, Chee Yeow Nanyang Business School DRNTU::Business::Finance::Risk management 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 magnitude of the VaR figures disclosed. 2008-09-24T07:24:47Z 2008-09-24T07:24:47Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8767 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Risk management
spellingShingle	DRNTU::Business::Finance::Risk management Lim, Benjamin Wan Heng. Wee, Wei Siang. Koh, Chin Meng. Value-at-risk, informativeness of earnings.
description	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 magnitude of the VaR figures disclosed.
author2	Lim, Chee Yeow
author_facet	Lim, Chee Yeow Lim, Benjamin Wan Heng. Wee, Wei Siang. Koh, Chin Meng.
format	Final Year Project
author	Lim, Benjamin Wan Heng. Wee, Wei Siang. Koh, Chin Meng.
author_sort	Lim, Benjamin Wan Heng.
title	Value-at-risk, informativeness of earnings.
title_short	Value-at-risk, informativeness of earnings.
title_full	Value-at-risk, informativeness of earnings.
title_fullStr	Value-at-risk, informativeness of earnings.
title_full_unstemmed	Value-at-risk, informativeness of earnings.
title_sort	value-at-risk, informativeness of earnings.
publishDate	2008
url	http://hdl.handle.net/10356/8767
_version_	1772827202197389312

Value-at-risk, informativeness of earnings.

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