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The Ooghe-Joos-De Vos failure prediction models: a cross-industry validation

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Author Info
Hubert Ooghe ()
Jan Camerlynck
Sofie Balcaen (Vlerick Leuven Gent Management School)

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Abstract

This study tests the validity of the Belgian Ooghe-Joos-De Vos (1991) failure prediction models (1 and 3 years prior to failure) across 18 different industries and different size classes. Firstly, the performance results and the trade-off functions reveal a wide range of performances for the different industries. However, we notice that the OJD models perform best for the classical manufacturing industries and financial services, while they show the worst performance results for the service industries and the no-industry category. Furthermore, when using new, industry specific cut-off points, the error rates of the models are significantly reduced. Secondly, the OJD model 1 year prior to failure seems to perform best for large companies and companies with complete form annual accounts. Finally, the performance differences between the various subgroups with respect to industry, size class and form of annual account of the model 3 years prior to failure the are much smaller than those of the model 1 year prior to failure.

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Paper provided by Vlerick Leuven Gent Management School in its series Vlerick Leuven Gent Management School Working Paper Series with number 2001-9.

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Length: 61 pages
Date of creation: 02 Jan 2002
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Handle: RePEc:vlg:vlgwps:2001-9

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This paper has been announced in the following NEP Reports: References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Nygard, Fredrik & Sandstrom, Arne, 1989. "Income inequality measures based on sample surveys," Journal of Econometrics, Elsevier, vol. 42(1), pages 81-95, September. [Downloadable!] (restricted)
  2. Platt, Harlan D., 1989. "The determinants of interindustry failure," Journal of Economics and Business, Elsevier, vol. 41(2), pages 107-126, May. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. De Cleyn S. & Braet J., 2006. "The evolution and performance of spin-off ventures: integration and elaboration of existing models," Working Papers 2006031, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
  2. D. Van Den Poel, 2003. "Predicting Mail-Order Repeat Buying: Which Variables Matter?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/191, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
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