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Risk dynamics around restatement announcements |
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| Authors: | Bardos Katsiaryna Salavei Cline Brandon N. Koutmos Gregory |
| Affiliation: | 1.Finance Department, Fairfield University, Fairfield, USA ;2.Finance Department, Mississippi State University, Starkville, USA ; |
| Abstract: | Review of Quantitative Finance and Accounting - We investigate the dynamic nature and temporal daily changes in systematic (beta), as well as idiosyncratic and total risk around restatement... |
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