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Record Nr. |
UNINA9910785094403321 |
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Titolo |
Risk, capital asset pricing, and accounting numbers [[electronic resource] /] / guest editors Rosita Chang and Liming Guan |
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Pubbl/distr/stampa |
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Bradford, England, : Emerald Group Publishing, c2007 |
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ISBN |
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1-281-07905-7 |
9786611079055 |
1-84663-527-6 |
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Descrizione fisica |
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1 online resource (103 p.) |
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Collana |
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Managerial Finance ; ; 33, no. 8 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Risk |
Capital assets pricing model |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di contenuto |
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Cover; CONTENTS; EDITORIAL ADVISORY BOARD; Note from the publisher; On the relation of systematic risk and accounting variables; Do macroeconomic factors subsume market anomalies in long investment horizons?; Assessing the risk relevance of accounting variables in diverse economic conditions; Size, book/market ratio and risk factor returns: evidence from China A-share market; Stable betas, size, earnings-toprice, book-to-market and the validity of the capital asset pricing model |
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Sommario/riassunto |
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Risk assessment and management is an important component of a firm's corporate governance particularly in small undiversified firms. In a review of the literature Ryan (1997) discusses five motivations for relating accounting research to measures of systematic risk: (i) the development of more efficient ex post risk measures, (ii) the determination of actual risk determinants rather than just determining the level of risk, (iii) overcoming the problem that conventional ex-post measures cannot be used for non-listed entities, initial public offering firms, or those that do not have sufficient |
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