Article ID Journal Published Year Pages File Type
5059266 Economics Letters 2014 5 Pages PDF
Abstract
Company financial reports are likely to be systematically biased. In this paper, we extend the Duffie and Lando (2001) model with a skewness correction which can account for both random and directional components of reporting noise.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Reporting bias in incomplete information model
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