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https://hdl.handle.net/10356/9339| Title: | Value relevance of mandated market risk exposure disclosure : value-at-risk. | Authors: | Sentosa, Adi. Sin, June Weiwei. Goh, Cher Yan. |
Keywords: | DRNTU::Business::Finance::Risk management | Issue Date: | 2004 | Abstract: | 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. | URI: | http://hdl.handle.net/10356/9339 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
| Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-REPORTS_2000.pdf Restricted Access | 464.88 kB | Adobe PDF | View/Open |
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