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Journal of Financial Stability Vol. 73 2024

Comparable but is it informative?Accounting information comparability and price synchronicity

Desheng Liu1,2; Yiqing Wang1,2; Mingsheng Li3

1 Qilu University of Technology · 2 Shandong Academy of Sciences · 3 Bowling Green State University

Abstract

Increasing accounting information comparability (AIC) theoretically facilitates investors’ analysis of firm performance and improves stock price informativeness by incorporating more firm-specific information. However, achieving the purported purpose empirically is subject to firms’ institutional environment and corporate governance. We propose that under weak legal systems and less developed market environments, higher AIC may adversely affect price informativeness due to managers’ incentives and ability to obfuscate information and investors’ “hallo” effect. Using a large sample from China, we show that the AIC is positively related to price synchronicity, an inverse measure of price informativeness. Additionally, the positive impact is significantly greater for firms located in regions with weak legal systems and less developed market environments. The positive relation is also significantly greater when the business environment and economic policy uncertainties are high.

DOI
10.1016/j.jfs.2024.101297
Volume
73
Pages
101297
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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