What question did this study set out to answer?

The study aims to evaluate the forecasting ability of accounting data models for predicting market risk.

The Forecasting Ability of Accounting Risk Measures: Some Additional Evidence.

View Full Paper

Ask AI

Bookmark

Authors

Reexamines forecasting accuracy of accounting models for market risk, suggesting their continued relevance.

The study aims to evaluate the forecasting ability of accounting data models for predicting market risk.
Reexamined previous forecasting models using accounting data and past market risk information.
Compared the effectiveness of both model types in predicting future market risk levels.
Models based on accounting data marginally outperform those based on past market risk information.
Reinforces the importance of accounting data in forecasting market risk.

Robert K. Eskew (1979) studied this question.

View Full Paper

Ask AI

Bookmark