Statistical Studies of Financial Reports and Stock Markets

7 Pages Posted: 14 Sep 2011

See all articles by Shyam Sunder

Shyam Sunder

Yale University - School of Management; Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Date Written: September 13, 2011

Abstract

It is often claimed that statistical studies of covariation between financial and stock market data can help set better financial reporting policy. Such covariation, even when it can be estimated, tells us little about which financial reports help make better financial decisions. A case in support of such claims remains to be made.

Keywords: financial reporting policy, efficient markets, statistical covariation

JEL Classification: M41

Suggested Citation

Sunder, Shyam, Statistical Studies of Financial Reports and Stock Markets (September 13, 2011). Available at SSRN: https://ssrn.com/abstract=1926964 or http://dx.doi.org/10.2139/ssrn.1926964

Shyam Sunder (Contact Author)

Yale University - School of Management ( email )

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HOME PAGE: http://www.som.yale.edu/faculty/sunder/

Yale University - Cowles Foundation

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