Competitive Awards for
Research on Risk Measurement and Disclosure
In the spring of 2003, the KPMG & UIUC Business
Measurement Program and The International Journal of Accounting
announced the
Competitive Awards on Risk Measurement and Disclosure.
This competition drew 19 submissions, of which 6 were chosen
for awards. These awards consist of $5000.00, an invitation
to the authors to present their research at a conference during
the fall semester of 2003, and the option of publishing the
papers in The International Journal of Accounting.
Below are the manuscripts selected for awards.
These manuscripts will be presented at a conference to be held
in Clearwater Beach, Florida, at the Hilton Clearwater Resort,
December 11-13, 2003. Authors will present their research,
followed by the comments of two discussants.
For additional information, email
ciera@uiuc.edu
at the V. K. Zimmerman Center for International Education and
Research in Accounting, University of Illinois.
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Evidence on the Effficacy of Interest Rate
Risk Disclosures by Commercial Banks
Anwer S. Ahmed (Syracuse University), Anne Beatty (Pennsylvania
State University), and Bruce Bettinghaus (Michigan State
University) |
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Voluntary versus Mandatory Risk Disclosures
with Asymmetric Information and Costly Investment in Information
Technology
Bjorn Jorgensen and Michael Kirschenheiter (Columbia University) |
| |
Foreign Exchange Sensitivity Disclosures
and Market-Based Risk Measures
Visarut Sribunnak (University of California at Berkeley)
and Franco Wong (University of Chicago) |
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How Companies Communicate Risks: Evidence
from the Italian Stock Exchange
Sergio Beretta and Saverio Bozzolan (University of Padua) |
| |
The Integration of Risk Management Activities:
Evidence from the P & C Insurance Industry
Elizabeth Demers (University of Rochester) |
| |
Backtesting
Value-at-Risk: A Duration-Based Approach
Peter Christoffersen (McGill University) and Denis Pelletier
(North Carolina State University) |
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