Conference Paper Abstracts

 

Stanford, Mary, Texas Christian University   with Christine A. Botosan

Gu, Zhaoyang,  Carnegie Mellon University

Kohlbeck, Mark,  University of Wisconsin - Madison   with Terry Warfield

Omer, Thomas,  University of Illinois at Chicago   with Jean Bedard, Diana Falsetta

Thomas, Wayne,  University of Oklahoma   with Ole-Kristian Hope, Tony Kang, Florin Vasvari

Bartov, Eli,  New York University   with Steven Balsam, Jennifer Yin,

 

 

 

 

** NEW ADDITION **

The Implementation of Professional Guidance

Slides by Katherine Schipper

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       Managers' Motives to Withhold Segment Disclosures and the Effect of SFAS 131 on Analysts' Information Environment

Christine A. Botosan

Mary Stanford (presenting author)

 

 

Using retroactive disclosures required by Statement of Financial Accounting Standards (SFAS) No. 131, we examine managers’ incentives for withholding segment information under SFAS No. 14 and the impact of SFAS No. 131 on analysts’ information environment for a sample of firms that previously reported as single-segment firms and initiated segment disclosure with SFAS No. 131. We examine this set of firms because they likely had the strongest incentives to withhold segment information and analysts potentially had the most to gain when these firms were forced to begin providing segment disclosures under SFAS No. 131. We find that these firms used the latitude in SFAS No. 14 to hide profitable segments operating in less competitive industries than their primary operations. However, we find no evidence to suggest that these firms used the latitude in SFAS No. 14 to mask poor performance. In contrast, our results suggest that by withholding segment information, these firms allowed themselves to appear as if they were underperforming their competition when this was not the case. Thus, their decision to withhold segment disclosures under SFAS No. 14 appears to be motivated by a desire to protect profits in less competitive industries. In terms of the impact of SFAS No. 131 on analysts’ information environment, our evidence suggests that SFAS No. 131 increased analysts’ reliance on public data, but we provide weak evidence to suggest that this shift may have come at the cost of a marginal increase in overall uncertainty and squared error in the mean forecast. 

 

       Measuring the Precision of Analysts’ Private and Common Information:Generalization and an Application

Zhaoyang Gu (presenting author)

 

 

Measures of the precision of analysts’ private and common information developed in Barron, Kim, Lim and Stevens (1998) are generalized by relaxing the assumption that the precision of private information is identical across analysts. Forecast dispersion (accuracy of the mean forecast) is shown to be monotonically related to the precision of common (private) information but not to that of private (common) information. The measures are then applied to studying the impact of Regulation Fair Disclosure on the information available to analysts. I find that the precision of common information started to decrease before, and continued to decrease in the year after, the regulation. The average precision as well as the dispersion in the precision of analysts’ private information increased following the regulation. However, the compensation of increased private information for reduced common information appeared sufficient only for large firms but not for small firms. There was no change in forecast dispersion and accuracy of the mean forecast likely because of the offsetting effects of changes in private and common information.

 

 

       The Economic Consequences of Principles-based Accounting Standards

Mark Kohlbeck (presenting author)

Terry Warfield,

 

 

We investigate the accounting quality effects from implementing four accounting standards, which contain key elements of a principles-based accounting system. Consistent with the definitions for assets and liabilities in the conceptual framework, the FASB’s approach to standard setting has recently focused on the balance sheet. We therefore examine the influence of four major balance sheet-oriented accounting standards on accounting quality. We provide evidence that forecast error, forecast dispersion, and the explanatory power of a valuation model are positively affected by the balance sheet accounting standards – especially with respect to pensions and other postretirement benefits. Increasing accounting quality based on analyst forecast measures is documented even in the presence of expected increased earnings volatility. These results are consistent with benefits to analysts and investors from the new information provided by the accounting standards. Thus, we provide evidence based on existing standards that can be used to assess the merits of a principles-based model for future standard setting.

 

 

       Auditor-Provided Tax Services: The Effects of a Changing Regulatory Environment

Thomas Omer (presenting author)

Jean Bedard

Diana Falsetta

 

 

This study analyzes fees paid by corporate clients to auditors for tax services in 2000-2002, prior to and during the period leading to passage of the Sarbanes-Oxley Act. Provision of tax services to audit clients is not currently prohibited by the Sarbanes-Oxley Act or by subsequent actions of the Public Company Accounting Oversight Board (PCAOB), but this issue remains controversial due to concerns about auditor-provided nonaudit services in general, and about the nature of tax products sold by auditors to their clients in particular. Using a censored normal regression model to control for voluntary separate reporting of tax fees, we generate several interesting findings. Specifically, we find that higher tax fees paid to auditors are associated with greater tax complexity (i.e., mergers/acquisitions, tax paid to foreign jurisdictions, expatriate tax status, and number of business segments). Controlling for tax complexity characteristics, we find that fees paid to auditors for tax services decline significantly in 2002 (the last year of our sample period), a time of uncertainty about possible prohibition of selling tax services to audit clients and accumulating negative publicity regarding possibly abusive tax shelters. While higher tax fees are associated with higher than expected audit fees, we find that this association weakens significantly in 2002, suggesting that at least some companies paying relatively high audit fees reduce or terminate tax services in that year. We further find that these reductions/terminations are more likely among new or short-tenure clients. Lastly, we find that early in the sample period, higher tax fees are associated with subsequent reduction in tax rates, implying “returns” to companies from investment in auditor-provided tax services in the form of tax reduction. However, this association is no longer present by 2002. Overall, our findings imply great change in the market for this particular nonaudit service over our sample period. 

 

       The Effects of SFAS 131 Geographic Segment Disclosures on the Valuation ofForeign Earnings

Ole-Kristian Hope

Tony Kang

Wayne Thomas (presenting author)

Florin Vasvari

 

 

 Thomas (1999) documents that investors discount the value of foreign earnings for U.S. multinationals. He conjectures but does not test the possibility that this finding is due to poor disclosure related to foreign operations. In this paper, we investigate whether the market’s valuation of foreign earnings is a function of the firm’s geographic segment disclosures. Specifically, we examine the effects of (1) the introduction of SFAS 131, (2) the change in the number of geographic segments disclosed, and (3) the inclusion of performance measures in geographic segment disclosures. We find strong evidence that our proxies for increased disclosure are positively associated with the foreign earnings response coefficient (FERC). We further find that increases in the number of geographic segments are incrementally value relevant beyond other SFAS 131 disclosures. Similarly, inclusion of earnings in geographic segment disclosures has an incremental effect on FERC beyond both SFAS 131 per se and a change in the number of geographic segments. In addition, we use the Mishkin (1983) test and find that investors’ mispricing of the foreign component of earnings lessens (and in fact disappears) with greater disclosure related to foreign operations. Taken together, our results suggest that the pricing of foreign earnings is associated with important aspects of the firm’s information environment. 

 

       SFAS No. 148 stock-based compensation disclosure and stock returns-December 2004

Steven Balsam

Eli Bartov (presenting author)

Jennifer Yin

 

 

Is quarterly employee stock option expense reported under the recently promulgated SFAS No. 148 value relevant?  If so, is there a differential valuation effect related to the placement of the option expense within the financial statements, i.e., on the income statement or only in a footnote?  Using a sample of 195 distinct firms (503 firm quarters) that recently began recognizing option expense voluntarily, and thus reported both disclosed and recognized option expenses, we find that whether the quarterly option expense is only disclosed in the footnotes, or whether it is also recognized in the income statement, the market values the cost associated with employee stock options as an expense.  More importantly, we also find that the market valuation of that expense does not differ whether the amount is only disclosed in the footnotes, or whether it is also recognized in the income statement.  Our findings are especially topical given the current FASB exposure draft, issued on March 31, 2004, Accounting for Share-based Payments.  In this draft, the FASB is proposing mandatory income statement recognition for employee stock option expense for all firms.  By showing that market participants equally value the stock option expense whether it is disclosed or recognized, we show that firms need not worry about the first order effect of mandated recognition on their share prices.