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Market Prices, Financial Ratios, And Prediction Of Failure

Citations

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Cited by:

  1. Duffie, Darrell & Saita, Leandro & Wang, Ke, 2007. "Multi-period corporate default prediction with stochastic covariates," Journal of Financial Economics, Elsevier, vol. 83(3), pages 635-665, March.
  2. Ahsan Habib & Mabel D' Costa & Hedy Jiaying Huang & Md. Borhan Uddin Bhuiyan & Li Sun, 2020. "Determinants and consequences of financial distress: review of the empirical literature," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(S1), pages 1023-1075, April.
  3. Hamadi Matoussi & Rim Mouelhi & Sayah Salah, 1999. "La Prediction De Faillite Des Entreprises Tunisiennes Par La Regression Logistique," Post-Print halshs-00587769, HAL.
  4. John W. Pacey & Toan M. Pham, 1990. "The Predictiveness of Bankruptcy Models: Methodological Problems and Evidence," Australian Journal of Management, Australian School of Business, vol. 15(2), pages 315-337, December.
  5. İbrahim Can & Refika Bakoğlu, 2021. "Finansal Sürdürülebilirliğin Değerlendirilmesine Yönelik Bir Model Önerisi," Istanbul Management Journal, Istanbul University Business School, vol. 0(91), pages 87-107, December.
  6. Jackson, Richard H.G. & Wood, Anthony, 2013. "The performance of insolvency prediction and credit risk models in the UK: A comparative study," The British Accounting Review, Elsevier, vol. 45(3), pages 183-202.
  7. Cheol S. Eun & H. Jonathan Jang, 2000. "Investor Recognition of Bankrputcy Costs: Evidence from the 1987 Market Crash," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 221-245, September.
  8. Dalla Valle, Luciana & De Giuli, Maria Elena & Tarantola, Claudia & Manelli, Claudio, 2016. "Default probability estimation via pair copula constructions," European Journal of Operational Research, Elsevier, vol. 249(1), pages 298-311.
  9. J.E. Boritz & D.B. Kennedy & Augusto de Miranda e Albuquerque, 1995. "Predicting Corporate Failure Using a Neural Network Approach," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 4(2), pages 95-111, June.
  10. Manzaneque, Montserrat & Priego, Alba María & Merino, Elena, 2016. "Corporate governance effect on financial distress likelihood: Evidence from Spain," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 19(1), pages 111-121.
  11. Hui Hu & Milind Sathye, 2015. "Predicting Financial Distress in the Hong Kong Growth Enterprises Market from the Perspective of Financial Sustainability," Sustainability, MDPI, vol. 7(2), pages 1-15, January.
  12. Lensberg, Terje & Eilifsen, Aasmund & McKee, Thomas E., 2006. "Bankruptcy theory development and classification via genetic programming," European Journal of Operational Research, Elsevier, vol. 169(2), pages 677-697, March.
  13. Suzan Hol, 2006. "The influence of the business cycle on bankruptcy probability," Discussion Papers 466, Statistics Norway, Research Department.
  14. Kolari, James & Glennon, Dennis & Shin, Hwan & Caputo, Michele, 2002. "Predicting large US commercial bank failures," Journal of Economics and Business, Elsevier, vol. 54(4), pages 361-387.
  15. Ali DERAN & Omer ISKENDEROGLU & Incilay ERDURU, 2014. "Regional Differences and Financial Ratios: A Comparative Approach on Companies of ISE City Indexes," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 946-955.
  16. Ha Nguyen, 2023. "Particle MCMC in forecasting frailty correlated default models with expert opinion," Papers 2304.11586, arXiv.org, revised Aug 2023.
  17. Santoso, Wimboh & Montgomery, Heather & Besar, Dwityapoetra & Hanh, Tran, 2005. "Coordinated failure? a cross-country bank failure prediction model," MPRA Paper 33144, University Library of Munich, Germany.
  18. Carlo Caserio & Delio Panaro & Sara Trucco, 2014. "A statistical analysis of reliability of audit opinions as bankruptcy predictors," Discussion Papers 2014/174, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  19. Nguyen, Ha, 2023. "An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 103-121.
  20. Şaban Çelik & Bora Aktan & Bruce Burton, 2022. "Firm dynamics and bankruptcy processes: A new theoretical model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 567-591, April.
  21. Deyanira Bernal Dom¨ªnguez & Mar¨ªa Luisa Saavedra Garc¨ªa & Lydia Mar¨ªa L¨®pez Barraza, 2014. "Financial Analysis Management of Companies in a Region of Mexico: the Need of a Financial Ratios Annual Directory," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 64-78, August.
  22. G. Lanine & R. Vander Vennet, 2005. "Failure prediction in the Russian bank sector with logit and trait recognition models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/329, Ghent University, Faculty of Economics and Business Administration.
  23. Claudiu Albulescu, 2020. "Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks," Papers 2004.12791, arXiv.org.
  24. Philosophov, Leonid V. & Philosophov, Vladimir L., 2002. "Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 375-406.
  25. Mai, Nhat Chi, 2015. "Efficiency of the banking system in Vietnam under financial liberalization," OSF Preprints qsf6d, Center for Open Science.
  26. Şaban Çelik, 2013. "Micro Credit Risk Metrics: A Comprehensive Review," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 20(4), pages 233-272, October.
  27. Khushbu Agrawal, 2015. "Default Prediction Using Piotroski’s F-score," Global Business Review, International Management Institute, vol. 16(5_suppl), pages 175-186, October.
  28. Sanjay Sehgal & Ritesh Kumar Mishra & Ajay Jaisawal, 2021. "A search for macroeconomic determinants of corporate financial distress," Indian Economic Review, Springer, vol. 56(2), pages 435-461, December.
  29. Agarwal, Vineet & Taffler, Richard, 2008. "Comparing the performance of market-based and accounting-based bankruptcy prediction models," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1541-1551, August.
  30. Qunfeng LIAO & Seyed MEHDIAN, 2016. "Measuring Financial Distress And Predicting Corporate Bankruptcy: An Index Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 17, pages 33-51, June.
  31. Dan Amiram & Bjørn N. Jørgensen & Daniel Rabetti, 2022. "Coins for Bombs: The Predictive Ability of On‐Chain Transfers for Terrorist Attacks," Journal of Accounting Research, Wiley Blackwell, vol. 60(2), pages 427-466, May.
  32. Andrea Majdáková & Blanka Giertliová & Iveta Hajdúchová, 2020. "Prediction by financial and economic analysis in the conditions of forest enterprises," Journal of Forest Science, Czech Academy of Agricultural Sciences, vol. 66(1), pages 1-8.
  33. Guglielmo Maria Caporale & Mario Cerrato & Xuan Zhang, 2016. "Analysing the Determinants of Credit Risk for General Insurance Firms in the UK," Discussion Papers of DIW Berlin 1591, DIW Berlin, German Institute for Economic Research.
  34. Sanjay J. Bhayani & Butalal Ajmera, 2011. "A Study on Performance Evaluation of Dinesh Mills Ltd," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 2(6), pages 114-123, September.
  35. Wolter, Marcus & Rösch, Daniel, 2014. "Cure events in default prediction," European Journal of Operational Research, Elsevier, vol. 238(3), pages 846-857.
  36. Westgaard, Sjur & van der Wijst, Nico, 2001. "Default probabilities in a corporate bank portfolio: A logistic model approach," European Journal of Operational Research, Elsevier, vol. 135(2), pages 338-349, December.
  37. E H Feroz & S Kim & R L Raab, 2003. "Financial statement analysis: A data envelopment analysis approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(1), pages 48-58, January.
  38. Philip Sinnadurai & Norashikin Ismail & Noor Marini Haji-Abdullah, 2022. "Prediction of corporate recovery in Malaysia," Review of Quantitative Finance and Accounting, Springer, vol. 59(4), pages 1303-1334, November.
  39. Romano, Giulia & Guerrini, Andrea, 2011. "Measuring and comparing the efficiency of water utility companies: A data envelopment analysis approach," Utilities Policy, Elsevier, vol. 19(3), pages 202-209.
  40. Caporale, Guglielmo Maria & Cerrato, Mario & Zhang, Xuan, 2017. "Analysing the determinants of insolvency risk for general insurance firms in the UK," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 107-122.
  41. Duan, Jin-Chuan & Sun, Jie & Wang, Tao, 2012. "Multiperiod corporate default prediction—A forward intensity approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 191-209.
  42. Alexandros Benos & George Papanastasopoulos, 2005. "Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality," Finance 0505020, University Library of Munich, Germany, revised 18 Nov 2005.
  43. Lucie Kureková & Pavlína Hejduková, 2016. "Construction Industry and Payment Discipline in the Czech Republic," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2016(3), pages 53-68.
  44. Zaghdoudi Khemais & Djebali Nesrine & Mezni Mohamed, 2016. "Credit Scoring and Default Risk Prediction: A Comparative Study between Discriminant Analysis & Logistic Regression," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(4), pages 39-53, April.
  45. Mashhour Hathloul Maharmah & Esraa Ali Khalil, 2015. "Models Ability to Predict Bankruptcy Before it Happens," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 4(7), pages 479-491.
  46. Philippe Jardin & David Veganzones & Eric Séverin, 2019. "Forecasting Corporate Bankruptcy Using Accrual-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 7-43, June.
  47. Dimitras, A. I. & Zanakis, S. H. & Zopounidis, C., 1996. "A survey of business failures with an emphasis on prediction methods and industrial applications," European Journal of Operational Research, Elsevier, vol. 90(3), pages 487-513, May.
  48. Pope, Peter F., 2010. "Bridging the gap between accounting and finance," The British Accounting Review, Elsevier, vol. 42(2), pages 88-102.
  49. Tomasz Berent & Radosław Rejman, 2021. "Bankruptcy Prediction with a Doubly Stochastic Poisson Forward Intensity Model and Low-Quality Data," Risks, MDPI, vol. 9(12), pages 1-24, December.
  50. Cochran, James J. & Darrat, Ali F. & Elkhal, Khaled, 2006. "On the bankruptcy of internet companies: An empirical inquiry," Journal of Business Research, Elsevier, vol. 59(10-11), pages 1193-1200, October.
  51. Elizabeth Gutierrez & Jake Krupa & Miguel Minutti-Meza & Maria Vulcheva, 2020. "Do going concern opinions provide incremental information to predict corporate defaults?," Review of Accounting Studies, Springer, vol. 25(4), pages 1344-1381, December.
  52. Dong, Manh Cuong & Tian, Shaonan & Chen, Cathy W.S., 2018. "Predicting failure risk using financial ratios: Quantile hazard model approach," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 204-220.
  53. Li, Yuanzhi, 2013. "A nonlinear wealth transfer from shareholders to creditors around Chapter 11 filing," Journal of Financial Economics, Elsevier, vol. 107(1), pages 183-198.
  54. Shahidur Rahman & Lian Hwa Tan & Ooi Lyn Hew & Yih San Tan, 2004. "Identifying Financial Distress Indicators of Selected Banks in Asia," Asian Economic Journal, East Asian Economic Association, vol. 18(1), pages 45-57, March.
  55. Zhang, Xuan & Zhao, Yang & Yao, Xiao, 2022. "Forecasting corporate default risk in China," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1054-1070.
  56. Chien-Min Kang & Ming-Chieh Wang & Lin Lin, 2022. "Financial Distress Prediction of Cooperative Financial Institutions—Evidence for Taiwan Credit Unions," IJFS, MDPI, vol. 10(2), pages 1-25, April.
  57. Adler Haymans Manurung & Derwin Suhartono & Benny Hutahayan & Noptovius Halimawan, 2023. "Probability Bankruptcy Using Support Vector Regression Machines," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-3.
  58. Taufiq Choudhry & Gishan Dissanaike & Ranadeva Jayasekera & Woo-Young Kang & Matthias Nnadi, 2021. "Loss sensitive investors and positively biased analysts in Hong Kong stock market," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1345-1371, November.
  59. Javed Iqbal & Furrukh Bashir & Rashid Ahmad & Hina Arshad, 2022. "Predicting Bankruptcy through Neural Network:Case of PSX Listed Companies," iRASD Journal of Management, International Research Alliance for Sustainable Development (iRASD), vol. 4(2), pages 299-315, june.
  60. Chun-Yu Ho & Patrick McCarthy & Yi Yang & Xuan Ye, 2013. "Bankruptcy in the pulp and paper industry: market’s reaction and prediction," Empirical Economics, Springer, vol. 45(3), pages 1205-1232, December.
  61. Xavier Bredart, 2014. "Firms under Judicial Protection: A Profitable Investment?," Research in World Economy, Research in World Economy, Sciedu Press, vol. 5(2), pages 14-22, September.
  62. Zhang, Xuan & Ouyang, Ruolan & Liu, Ding & Xu, Liao, 2020. "Determinants of corporate default risk in China: The role of financial constraints," Economic Modelling, Elsevier, vol. 92(C), pages 87-98.
  63. Papanastasopoulos, George, 2005. "Using Option Theory and Fundamentals to Assessing Default Risk of Listed Firms," MPRA Paper 453, University Library of Munich, Germany, revised Jun 2006.
  64. Vineet Agarwal & Richard Taffler, 2008. "Does Financial Distress Risk Drive the Momentum Anomaly?," Financial Management, Financial Management Association International, vol. 37(3), pages 461-484, September.
  65. Nicholas Wilson & Barbara Summers & Robert Hope, 2000. "Using Payment Behaviour Data for Credit Risk Modelling," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 7(3), pages 333-346.
  66. Nadarajah, Sivathaasan & Duong, Huu Nhan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2021. "Stock liquidity and default risk around the world," Journal of Financial Markets, Elsevier, vol. 55(C).
  67. Claudiu Tiberiu Albulescu, 2022. "Bank Financial Stability and International Oil Prices: Evidence from Listed Russian Public Banks," Eastern European Economics, Taylor & Francis Journals, vol. 60(3), pages 217-246, May.
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