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第34號公報的實施對公司盈餘管理的影響
Thesis

第34號公報的實施對公司盈餘管理的影響

林孟憲
Masters, 國立清華大學, 計量財務金融學系
2015

Abstract

第三十四號公報 盈餘平緩 盈餘波動度 公平價值 避險會計 SFAS No.34 Income Smoothing Earnings Volatility Fair Value Hedge Accounting
There are two methods to income smoothing in the past literature, discretionary accruals and derivatives. The relationship between the discretionary accruals and derivatives is substitute. However, after 2006, Taiwan implemented SFAS No. 34, which relating to fair value and hedge accounting, so we wanted to explore the relationship between the two kinds of modification of income smoothing. We use the component companies of “Taiwan Fifty” but remove financial companies out of our sample. The period of our sample is from 2000 to 2011. We found that after the implementation of SFAS No.34, the relationship between derivatives and accruals gradually weakened. We also found that after the implementation of SFAS No.34, the earnings volatility of companies significantly changed. In general, we believe that significantly change in the accounting rules will affect income smoothing and earnings volatility.

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