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Connecting the Dots: Helping Investors Use Risk Disclosures When Evaluating Financial Statements
Working paper   Open access

Connecting the Dots: Helping Investors Use Risk Disclosures When Evaluating Financial Statements

Michael T Durney, James Smith and Michael J Wynes
SSRN
10/25/2021
DOI: 10.2139/ssrn.3947286
url
https://doi.org/10.2139/ssrn.3947286View
Open Access

Abstract

The SEC recently required a two-page summary of risk factor disclosures with the purpose of improving the decision-usefulness of firm risk factor disclosures. This study tests the usefulness to investors of (1) this new requirement and (2) a novel proposal that involves hyperlinking financial statement line items with related risk factor disclosures. The hyperlinking proposal is based on theories that indicate connecting risk disclosures directly to affected financial statement line items will facilitate greater causal coherence. We test both potential improvements in an experiment with retail investors. We find evidence that (a) hyperlinking significantly affects investor judgments and (b) the SEC's recent summarization requirement does not. Two supplemental experiments, one with professional investors, further investigate the process of the hyperlinking effect. Our findings question the effectiveness of the SEC's recent requirement and suggest a potential policy that could improve investor understanding of risk disclosures, a desired outcome for policy makers
Causal Reasoning Investor Information Processing Judgment and Decision Making Risk Disclosures SEC

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