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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.
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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