Value relevance of value-at-risk disclosure
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- Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007.
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- Zheng Wang, 2014. "Measuring investors’ assessment of earnings persistence: do investors see through smoothed earnings?," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 691-708, May.
- Trapp, Rouven & Weiß, Gregor N.F., 2016. "Derivatives usage, securitization, and the crash sensitivity of bank stocks," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 183-205.
- Ruey Tsay & Yi-Mien Lin & Hsiao-Wen Wang, 2008. "Residual income, value-relevant information and equity valuation: a simultaneous equations approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 331-358, November.
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- Moumen, Néjia & Ben Othman, Hakim & Hussainey, Khaled, 2015. "The value relevance of risk disclosure in annual reports: Evidence from MENA emerging markets," Research in International Business and Finance, Elsevier, vol. 34(C), pages 177-204.
More about this item
KeywordsMarket risk; Value-at-risk; Value relevance; Earnings-returns relation; Stock return volatility; G18; M41;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
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