Value relevance of mandated market risk exposure disclosure : value-at-risk.

This paper investigates the value relevance of Value-at-Risk. It was found that Value-at-Risk is associated with weaker earnings-returns relation. Investors perceive the earnings of firms with considerable market risk exposure to be less persistent and thus lower their expected rate of returns.

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Bibliographic Details
Main Authors:	Sentosa, Adi., Sin, June Weiwei., Goh, Cher Yan.
Other Authors:	Lim, Chee Yeow
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Risk management
Online Access:	http://hdl.handle.net/10356/9339
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9339
record_format	dspace
spelling	sg-ntu-dr.10356-93392023-05-19T06:09:00Z Value relevance of mandated market risk exposure disclosure : value-at-risk. Sentosa, Adi. Sin, June Weiwei. Goh, Cher Yan. Lim, Chee Yeow Nanyang Business School DRNTU::Business::Finance::Risk management This paper investigates the value relevance of Value-at-Risk. It was found that Value-at-Risk is associated with weaker earnings-returns relation. Investors perceive the earnings of firms with considerable market risk exposure to be less persistent and thus lower their expected rate of returns. 2008-09-24T07:31:18Z 2008-09-24T07:31:18Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9339 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 Sentosa, Adi. Sin, June Weiwei. Goh, Cher Yan. Value relevance of mandated market risk exposure disclosure : value-at-risk.
description	This paper investigates the value relevance of Value-at-Risk. It was found that Value-at-Risk is associated with weaker earnings-returns relation. Investors perceive the earnings of firms with considerable market risk exposure to be less persistent and thus lower their expected rate of returns.
author2	Lim, Chee Yeow
author_facet	Lim, Chee Yeow Sentosa, Adi. Sin, June Weiwei. Goh, Cher Yan.
format	Final Year Project
author	Sentosa, Adi. Sin, June Weiwei. Goh, Cher Yan.
author_sort	Sentosa, Adi.
title	Value relevance of mandated market risk exposure disclosure : value-at-risk.
title_short	Value relevance of mandated market risk exposure disclosure : value-at-risk.
title_full	Value relevance of mandated market risk exposure disclosure : value-at-risk.
title_fullStr	Value relevance of mandated market risk exposure disclosure : value-at-risk.
title_full_unstemmed	Value relevance of mandated market risk exposure disclosure : value-at-risk.
title_sort	value relevance of mandated market risk exposure disclosure : value-at-risk.
publishDate	2008
url	http://hdl.handle.net/10356/9339
_version_	1770564392368209920

Value relevance of mandated market risk exposure disclosure : value-at-risk.

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