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A logistic analysis of bankruptcy within the US local telecommunications industry

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  • Foreman, R. Dean
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    Article provided by Elsevier in its journal Journal of Economics and Business.

    Volume (Year): 55 (2003)
    Issue (Month): 2 ()
    Pages: 135-166

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    Handle: RePEc:eee:jebusi:v:55:y:2003:i:2:p:135-166

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    Web page: http://www.elsevier.com/locate/jeconbus

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    1. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
    2. Warner, Jerold B, 1977. "Bankruptcy Costs: Some Evidence," Journal of Finance, American Finance Association, vol. 32(2), pages 337-47, May.
    3. Paul Asquith & Robert Gertner & David Scharfstein, 1991. "Anatomy of Financial Distress: An Examination of Junk-Bond Issuers," NBER Working Papers 3942, National Bureau of Economic Research, Inc.
    4. Rebel A. Cole & Jeffery W. Gunther, 1993. "Separating the likelihood and timing of bank failure," Finance and Economics Discussion Series 93-20, Board of Governors of the Federal Reserve System (U.S.).
    5. Guffey, Daryl M & Moore, William T, 1991. "Direct Bankruptcy Costs: Evidence from the Trucking Industry," The Financial Review, Eastern Finance Association, vol. 26(2), pages 223-35, May.
    6. Altman, Edward I. & Haldeman, Robert G. & Narayanan, P., 1977. "ZETATM analysis A new model to identify bankruptcy risk of corporations," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 29-54, June.
    7. Dale W. Jorgenson, 2001. "Information Technology and the U.S. Economy," American Economic Review, American Economic Association, vol. 91(1), pages 1-32, March.
    8. Khanna, Naveen & Poulsen, Annette B, 1995. " Managers of Financially Distressed Firms: Villains or Scapegoats?," Journal of Finance, American Finance Association, vol. 50(3), pages 919-40, July.
    9. Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," The Journal of Business, University of Chicago Press, vol. 74(1), pages 101-24, January.
    10. Platt, Harlan D. & Platt, Marjorie B., 1991. "A note on the use of industry-relative ratios in bankruptcy prediction," Journal of Banking & Finance, Elsevier, vol. 15(6), pages 1183-1194, December.
    11. Denis, David J. & Denis, Diane K., 1995. "Causes of financial distress following leveraged recapitalizations," Journal of Financial Economics, Elsevier, vol. 37(2), pages 129-157, February.
    12. Opler, Tim C & Titman, Sheridan, 1994. " Financial Distress and Corporate Performance," Journal of Finance, American Finance Association, vol. 49(3), pages 1015-40, July.
    13. Johnsen, Thomajean & Melicher, Ronald W., 1994. "Predicting corporate bankruptcy and financial distress: Information value added by multinomial logit models," Journal of Economics and Business, Elsevier, vol. 46(4), pages 269-286, October.
    14. Palepu, Krishna G., 1986. "Predicting takeover targets : A methodological and empirical analysis," Journal of Accounting and Economics, Elsevier, vol. 8(1), pages 3-35, March.
    15. Lennox, Clive, 1999. "Identifying failing companies: a re-evaluation of the logit, probit and DA approaches," Journal of Economics and Business, Elsevier, vol. 51(4), pages 347-364, July.
    16. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    17. John, Kose & Lang, Larry H P & Netter, Jeffry, 1992. " The Voluntary Restructuring of Large Firms in Response to Performance Decline," Journal of Finance, American Finance Association, vol. 47(3), pages 891-917, July.
    18. Kahya, Emel & Theodossiou, Panayiotis, 1999. " Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology," Review of Quantitative Finance and Accounting, Springer, vol. 13(4), pages 323-45, December.
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    Cited by:
    1. Akkoç, Soner, 2012. "An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish cred," European Journal of Operational Research, Elsevier, vol. 222(1), pages 168-178.
    2. Giorgio Canarella & Stephen M. Miller & Mahmoud M. Nourayi, 2012. "Firm Profitability: Mean-Reverting or Random-Walk Behavior?," Working Papers 1202, University of Nevada, Las Vegas , Department of Economics.
    3. Shih, Kuang Hsun & Cheng, Ching Chan & Wang, Yi Hsien, 2011. "Financial Information Fraud Risk Warning for Manufacturing Industry - Using Logistic Regression and Neural Network," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 54-71, March.

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