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Reporting bias in incomplete information model |
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| Authors: | Maurice Peat Jiri SvecJue Wang |
| Affiliation: | Discipline of Finance, The University of Sydney, NSW 2006, Australia |
| 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: | G13 G33 D82 |
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