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Corporate bankruptcy prediction: a high dimensional analysis

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Cited by:

  1. Lohmann, Christian & Möllenhoff, Steffen, 2023. "How do bankruptcy risk estimations change in time? Empirical evidence from listed US companies," Finance Research Letters, Elsevier, vol. 58(PB).
  2. Oz, Ibrahim Onur & Yelkenci, Tezer & Meral, Gorkem, 2021. "The role of earnings components and machine learning on the revelation of deteriorating firm performance," International Review of Financial Analysis, Elsevier, vol. 77(C).
  3. Alona Bilokha & Mingying Cheng & Mengchuan Fu & Iftekhar Hasan, 2025. "Understanding CSR champions: a machine learning approach," Annals of Operations Research, Springer, vol. 347(1), pages 761-774, April.
  4. Sunaina Kanojia & Shasta Gupta, 2023. "Bankruptcy in Indian context: perspectives from corporate governance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(2), pages 505-545, June.
  5. Carmona, Pedro & Dwekat, Aladdin & Mardawi, Zeena, 2022. "No more black boxes! Explaining the predictions of a machine learning XGBoost classifier algorithm in business failure," Research in International Business and Finance, Elsevier, vol. 61(C).
  6. Mahfuzur Rahman & Cheong Li Sa & Md. Abdul Kaium Masud, 2021. "Predicting Firms’ Financial Distress: An Empirical Analysis Using the F-Score Model," JRFM, MDPI, vol. 14(5), pages 1-16, May.
  7. Boratyńska, Katarzyna & Grzegorzewska, Emilia, 2018. "Bankruptcy prediction in the agribusiness sector: Lessons from quantitative and qualitative approaches," Journal of Business Research, Elsevier, vol. 89(C), pages 175-181.
  8. Elena Gregova & Katarina Valaskova & Peter Adamko & Milos Tumpach & Jaroslav Jaros, 2020. "Predicting Financial Distress of Slovak Enterprises: Comparison of Selected Traditional and Learning Algorithms Methods," Sustainability, MDPI, vol. 12(10), pages 1-17, May.
  9. Zhu, Hongtao & Rahman, Md Jahidur, 2025. "Reprint of: Ex-ante expected changes in ESG and future stock returns based on machine learning," The British Accounting Review, Elsevier, vol. 57(1).
  10. Postiglione, Massimo & Carini, Cristian & Falini, Alberto, 2025. "Assessing Firm ESG Performance Through Corporate Survival: The Moderating Role of Firm Size," International Review of Financial Analysis, Elsevier, vol. 100(C).
  11. Pejman Peykani & Mostafa Sargolzaei & Negin Sanadgol & Amir Takaloo & Hamidreza Kamyabfar, 2023. "The application of structural and machine learning models to predict the default risk of listed companies in the Iranian capital market," PLOS ONE, Public Library of Science, vol. 18(11), pages 1-24, November.
  12. Anwer, Zaheer & Goodell, John W. & Migliavacca, Milena & Paltrinieri, Andrea, 2023. "Does ESG impact systemic risk? Evidencing an inverted U-shape relationship for major energy firms," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 10-25.
  13. Alberto Tron & Maurizio Dallocchio & Salvatore Ferri & Federico Colantoni, 2023. "Corporate governance and financial distress: lessons learned from an unconventional approach," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(2), pages 425-456, June.
  14. Noha Adel Mohamed Abdelkader & Hayam Hassan Wahba, 2024. "A proposed multidimensional model for predicting financial distress: an empirical study on Egyptian listed firms," Future Business Journal, Springer, vol. 10(1), pages 1-16, December.
  15. Xinlin Wang & Zs'ofia Kraussl & Mats Brorsson, 2024. "Datasets for Advanced Bankruptcy Prediction: A survey and Taxonomy," Papers 2411.01928, arXiv.org.
  16. Jairaj Gupta & Mariachiara Barzotto & André Aroldo Freitas De Moura, 2024. "Bankruptcy Resolution: Misery or Strategy," Abacus, Accounting Foundation, University of Sydney, vol. 60(3), pages 665-708, September.
  17. de Villiers, Charl & Dumay, John & Farneti, Federica & Jia, Jing & Li, Zhongtian, 2025. "Reprint of: Does mandating corporate social and environmental disclosure improve social and environmental performance?: Broad-based evidence regarding the effectiveness of directive 2014/95/EU," The British Accounting Review, Elsevier, vol. 57(1).
  18. Alam, Nurul & Gao, Junbin & Jones, Stewart, 2021. "Corporate failure prediction: An evaluation of deep learning vs discrete hazard models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  19. Geoffrey Frost & Stewart Jones & Muchen Yu, 2023. "Voluntary Carbon Reporting Prediction: A Machine Learning Approach," Abacus, Accounting Foundation, University of Sydney, vol. 59(4), pages 1116-1166, December.
  20. Sami Ben Jabeur & Nicolae Stef & Pedro Carmona, 2023. "Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 715-741, February.
  21. Christian Lohmann & Thorsten Ohliger, 2020. "Bankruptcy prediction and the discriminatory power of annual reports: empirical evidence from financially distressed German companies," Journal of Business Economics, Springer, vol. 90(1), pages 137-172, February.
  22. Jones, Stewart & Wang, Tim, 2019. "Predicting private company failure: A multi-class analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 161-188.
  23. Mohammad Shamsu Uddin & Guotai Chi & Mazin A. M. Al Janabi & Tabassum Habib & Kunpeng Yuan, 2022. "Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1386-1415, November.
  24. Desai, Vikram & Bucaro, Anthony C. & Kim, Joung W. & Srivastava, Rajendra & Desai, Renu, 2023. "Toward a better expert system for auditor going concern opinions using Bayesian network inflation factors," International Journal of Accounting Information Systems, Elsevier, vol. 49(C).
  25. Nguyen, Duc Khuong & Vo, Dinh-Tri, 2020. "Enterprise risk management and solvency: The case of the listed EU insurers," Journal of Business Research, Elsevier, vol. 113(C), pages 360-369.
  26. Chowdhury, Md Shahedur R. & Damianov, Damian S., 2024. "Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices," International Review of Financial Analysis, Elsevier, vol. 91(C).
  27. Mostafa Monzur Hasan & Grantley Taylor & Grant Richardson, 2022. "Brand Capital and Stock Price Crash Risk," Management Science, INFORMS, vol. 68(10), pages 7221-7247, October.
  28. Shen, Feng & Zhang, Xin & Wang, Run & Lan, Dao & Zhou, Wei, 2022. "Sequential optimization three-way decision model with information gain for credit default risk evaluation," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1116-1128.
  29. Beltman, Jaap & Machado, Marcos R. & Osterrieder, Joerg R., 2025. "Predicting retail customers' distress in the finance industry: An early warning system approach," Journal of Retailing and Consumer Services, Elsevier, vol. 82(C).
  30. Cornelia Beck & Geoffrey Frost & Stewart Jones, 2018. "CSR disclosure and financial performance revisited: A cross-country analysis," Australian Journal of Management, Australian School of Business, vol. 43(4), pages 517-537, November.
  31. Colak, Gonul & Fu, Mengchuan & Hasan, Iftekhar, 2022. "On modeling IPO failure risk," Economic Modelling, Elsevier, vol. 109(C).
  32. Colak, Gonul & Fu, Mengchuan & Hasan, Iftekhar, 2020. "Why are some Chinese firms failing in the US capital markets? A machine learning approach," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
  33. Zhao, Qi & Xu, Weijun & Ji, Yucheng, 2023. "Predicting financial distress of Chinese listed companies using machine learning: To what extent does textual disclosure matter?," International Review of Financial Analysis, Elsevier, vol. 89(C).
  34. Ken Li, 2024. "Liquidity ratios and corporate failures," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 1111-1134, March.
  35. Gupta, Jairaj & Chaudhry, Sajid, 2019. "Mind the tail, or risk to fail," Journal of Business Research, Elsevier, vol. 99(C), pages 167-185.
  36. Nigmonov, Asror & Shams, Syed & Urbonas, Povilas, 2024. "Estimating probability of default via delinquencies? Evidence from European P2P lending market," Global Finance Journal, Elsevier, vol. 63(C).
  37. Noora Alzayed & Rasol Eskandari & Hassan Yazdifar, 2023. "Bank failure prediction: corporate governance and financial indicators," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 601-631, August.
  38. Tobias Nießner & Daniel H. Gross & Matthias Schumann, 2022. "Evidential Strategies in Financial Statement Analysis: A Corpus Linguistic Text Mining Approach to Bankruptcy Prediction," JRFM, MDPI, vol. 15(10), pages 1-15, October.
  39. Katarzyna Boratyńska, 2021. "A New Approach for Risk of Corporate Bankruptcy Assessment during the COVID-19 Pandemic," JRFM, MDPI, vol. 14(12), pages 1-14, December.
  40. Ying Zhou & Xia Lin & Guotai Chi & Peng Jin & Mengtong Li, 2024. "EWT‐SMOTE to improve default prediction performance in imbalanced data: Analysis of Chinese data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 615-643, April.
  41. Lohmann, Christian & Möllenhoff, Steffen, 2023. "Dark premonitions: Pre-bankruptcy investor attention and behavior," Journal of Banking & Finance, Elsevier, vol. 151(C).
  42. Christian Lohmann & Steffen Möllenhoff & Thorsten Ohliger, 2023. "Nonlinear relationships in bankruptcy prediction and their effect on the profitability of bankruptcy prediction models," Journal of Business Economics, Springer, vol. 93(9), pages 1661-1690, November.
  43. P. K. Viswanathan & Suresh Srinivasan & N. Hariharan, 2020. "Predicting Financial Health of Banks for Investor Guidance Using Machine Learning Algorithms," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 226-261, August.
  44. Mengting Fan & Zan Mo & Qizhi Zhao & Zhouyang Liang, 2024. "Innovative Insights into Knowledge-Driven Financial Distress Prediction: a Comprehensive XAI Approach," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 12554-12595, September.
  45. Mohammad S. Uddin & Guotai Chi & Mazin A. M. Al Janabi & Tabassum Habib, 2022. "Leveraging random forest in micro‐enterprises credit risk modelling for accuracy and interpretability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3713-3729, July.
  46. Lohmann, Christian & Möllenhoff, Steffen, 2023. "The bankruptcy risk matrix as a tool for interpreting the outcome of bankruptcy prediction models," Finance Research Letters, Elsevier, vol. 55(PA).
  47. Daniel Ogachi & Richard Ndege & Peter Gaturu & Zeman Zoltan, 2020. "Corporate Bankruptcy Prediction Model, a Special Focus on Listed Companies in Kenya," JRFM, MDPI, vol. 13(3), pages 1-14, March.
  48. repec:fst:rfsisf:v:8:y:2023:i:special-june_2023:p:45-56 is not listed on IDEAS
  49. Jabeur, Sami Ben & Gharib, Cheima & Mefteh-Wali, Salma & Arfi, Wissal Ben, 2021. "CatBoost model and artificial intelligence techniques for corporate failure prediction," Technological Forecasting and Social Change, Elsevier, vol. 166(C).
  50. Mika Ylinen & Mikko Ranta, 2024. "Employer ratings in social media and firm performance: Evidence from an explainable machine learning approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 247-276, March.
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