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Journal of Accounting and Economics Vol. 53 No. 1-2 2012

Capital market consequences of managers' voluntary disclosure styles

Holly Yang

University of Pennsylvania

Abstract

This paper studies the capital market consequences of managers establishing an individual forecasting style. Using a manager-firm matched panel dataset, I examine whether and when manager-specific credibility matters. If managers' forecasting styles affect their perceived credibility, then the stock price reaction to forecast news should increase with managers' prior forecasting accuracy. Consistent with this prediction, I find that the stock price reaction to management forecast news is stronger when information uncertainty is high and when the manager has a history of issuing more accurate forecasts, indicating that individual managers benefit from establishing a personal disclosure reputation.

DOI
10.1016/j.jacceco.2011.08.003
Volume
53
Issue
1-2
Pages
167-184
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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