The Information Content on VaR Disclosure and Information Asymmetry
碩士 === 國立成功大學 === 企業管理學系碩博士班 === 97 === Abstract We hypothesize that firms’ quantitative market risk disclosures, including three alternative formats: tabular, sensitivity analysis and Value at risk (VaR) in their 10-K reports mandated by the Securities and Exchange Commission (SEC) Financial Repo...
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07322813041604876917 |