Information disclosure quality: correlation versus precision

We investigate how a multidimensional disclosure quality (i.e., correlation and precision) determines an optimal information disclosure strategy. We find that, for an infinitely lived, unlevered firm with market perfection, a truth-telling disclosure is optimal at increasing the expected firm value....

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Main Authors: Hu, Wei, Cheung, Adrian
Format: Journal Article
Published: Wiley-Blackwell Publishing Asia 2017
Online Access:http://hdl.handle.net/20.500.11937/54701
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author Hu, Wei
Cheung, Adrian
author_facet Hu, Wei
Cheung, Adrian
author_sort Hu, Wei
building Curtin Institutional Repository
collection Online Access
description We investigate how a multidimensional disclosure quality (i.e., correlation and precision) determines an optimal information disclosure strategy. We find that, for an infinitely lived, unlevered firm with market perfection, a truth-telling disclosure is optimal at increasing the expected firm value. However, for a finitely lived, levered firm in the presence of market imperfections (e.g., bankruptcy cost), the optimal disclosure quality depends negatively on the level of imperfections. Once we consider the agency problem, such dependence can become positive, thereby highlighting the importance of a proper managerial-incentive scheme to align the information disclosure interests of managers and shareholders.
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institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T09:59:52Z
publishDate 2017
publisher Wiley-Blackwell Publishing Asia
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spelling curtin-20.500.11937-547012019-06-26T23:39:25Z Information disclosure quality: correlation versus precision Hu, Wei Cheung, Adrian We investigate how a multidimensional disclosure quality (i.e., correlation and precision) determines an optimal information disclosure strategy. We find that, for an infinitely lived, unlevered firm with market perfection, a truth-telling disclosure is optimal at increasing the expected firm value. However, for a finitely lived, levered firm in the presence of market imperfections (e.g., bankruptcy cost), the optimal disclosure quality depends negatively on the level of imperfections. Once we consider the agency problem, such dependence can become positive, thereby highlighting the importance of a proper managerial-incentive scheme to align the information disclosure interests of managers and shareholders. 2017 Journal Article http://hdl.handle.net/20.500.11937/54701 10.1111/acfi.12282 Wiley-Blackwell Publishing Asia fulltext
spellingShingle Hu, Wei
Cheung, Adrian
Information disclosure quality: correlation versus precision
title Information disclosure quality: correlation versus precision
title_full Information disclosure quality: correlation versus precision
title_fullStr Information disclosure quality: correlation versus precision
title_full_unstemmed Information disclosure quality: correlation versus precision
title_short Information disclosure quality: correlation versus precision
title_sort information disclosure quality: correlation versus precision
url http://hdl.handle.net/20.500.11937/54701