The first, second, and fourth authors are from Korea University Business School. The third author is from Seoul National University Business School. They are grateful to Byungwook Choi, Kyojik ‘Roy' Song, Xiaoquan Jiang, and seminar participants at the 2010 Joint Conference Allied Korea Finance Association (Dogo, Korea), the 2010 FMA Annual Meetings (New York), the 2010 Asia-Pacific Association of Derivatives Conference (Seoul, Korea), and Korea University for their valuable comments. They are especially grateful to an anonymous referee, whose comments helped to significantly improve the paper. This study was supported by the Institute of Management Research at Seoul National University. Yoo was supported by a Korea University Business School Research Grant.
Effects of Disclosure Quality on Market Mispricing: Evidence from Derivative-Related Loss Announcements
Version of Record online: 24 OCT 2012
© 2012 Blackwell Publishing Ltd
Journal of Business Finance & Accounting
Volume 39, Issue 7-8, pages 936–959, September/October 2012
How to Cite
Chung, J., Kim, H., Kim, W. and Yoo, Y. K. (2012), Effects of Disclosure Quality on Market Mispricing: Evidence from Derivative-Related Loss Announcements. Journal of Business Finance & Accounting, 39: 936–959. doi: 10.1111/j.1468-5957.2012.02301.x
- Issue online: 24 OCT 2012
- Version of Record online: 24 OCT 2012
- (Paper received February 2011, revised version accepted May 2012)
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