Value relevance of value-at-risk disclosure

Chee Lim () and Patricia Tan

Review of Quantitative Finance and Accounting, 2007, vol. 29, issue 4, 353-370

Keywords: Market risk; Value-at-risk; Value relevance; Earnings-returns relation; Stock return volatility; G18; M41 (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s11156-007-0038-7

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