Value relevance of value-at-risk disclosure
Year of publication: |
2007
|
---|---|
Authors: | Lim, Chee ; Tan, Patricia |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 29.2007, 4, p. 353-370
|
Publisher: |
Springer |
Subject: | Market risk | Value-at-risk | Value relevance | Earnings-returns relation | Stock return volatility |
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