Financial Statement Comparability and Idiosyncratic Return Volatility

© 2018 International Review of Finance Ltd. 2018 This study examines the association between financial statement comparability and idiosyncratic return volatility (IRV). A greater degree of comparability lowers information acquisition costs, reduces the uncertainties associated with performance eval...

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Main Authors: Habib, A., Hasan, Mostafa, Al-Hadi, Ahmed
Format: Journal Article
Published: Wiley-Blackwell Publishing Asia 2018
Online Access:http://hdl.handle.net/20.500.11937/73010
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author Habib, A.
Hasan, Mostafa
Al-Hadi, Ahmed
author_facet Habib, A.
Hasan, Mostafa
Al-Hadi, Ahmed
author_sort Habib, A.
building Curtin Institutional Repository
collection Online Access
description © 2018 International Review of Finance Ltd. 2018 This study examines the association between financial statement comparability and idiosyncratic return volatility (IRV). A greater degree of comparability lowers information acquisition costs, reduces the uncertainties associated with performance evaluation, and increases the overall quantity and quality of information available to corporate outsiders, which, in turn, helps investors to understand and evaluate the cash flow and performance of firms more accurately. Therefore, we hypothesize a negative association between financial statement comparability and IRV. Using a large US sample from 1981 to 2013, we show that financial statement comparability is associated with lower level of IRV significantly. We also find this association to be more pronounced in a poor information environment. This study contributes to the emerging research that stresses the benefits of financial statement comparability.
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institution Curtin University Malaysia
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last_indexed 2025-11-14T10:54:54Z
publishDate 2018
publisher Wiley-Blackwell Publishing Asia
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spelling curtin-20.500.11937-730102019-01-22T08:15:17Z Financial Statement Comparability and Idiosyncratic Return Volatility Habib, A. Hasan, Mostafa Al-Hadi, Ahmed © 2018 International Review of Finance Ltd. 2018 This study examines the association between financial statement comparability and idiosyncratic return volatility (IRV). A greater degree of comparability lowers information acquisition costs, reduces the uncertainties associated with performance evaluation, and increases the overall quantity and quality of information available to corporate outsiders, which, in turn, helps investors to understand and evaluate the cash flow and performance of firms more accurately. Therefore, we hypothesize a negative association between financial statement comparability and IRV. Using a large US sample from 1981 to 2013, we show that financial statement comparability is associated with lower level of IRV significantly. We also find this association to be more pronounced in a poor information environment. This study contributes to the emerging research that stresses the benefits of financial statement comparability. 2018 Journal Article http://hdl.handle.net/20.500.11937/73010 10.1111/irfi.12227 Wiley-Blackwell Publishing Asia restricted
spellingShingle Habib, A.
Hasan, Mostafa
Al-Hadi, Ahmed
Financial Statement Comparability and Idiosyncratic Return Volatility
title Financial Statement Comparability and Idiosyncratic Return Volatility
title_full Financial Statement Comparability and Idiosyncratic Return Volatility
title_fullStr Financial Statement Comparability and Idiosyncratic Return Volatility
title_full_unstemmed Financial Statement Comparability and Idiosyncratic Return Volatility
title_short Financial Statement Comparability and Idiosyncratic Return Volatility
title_sort financial statement comparability and idiosyncratic return volatility
url http://hdl.handle.net/20.500.11937/73010