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The role of board independence and ownership structure in improving the efficacy of corporate financial distress prediction model : evidence from India
Shilpa Shetty H.; Vincent, Theresa Nithila - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-13
measures. For this, sample data consisted of 82 companies that had filed for bankruptcy under the Insolvency and Bankruptcy …
Persistent link: https://www.econbiz.de/10012626240
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Do IFRS promote transparency? : evidence from the bankruptcy prediction of privately held Swedish and Norwegian companies
Kainth, Akarsh; Wahlstrøm, Ranik Raaen - In: Journal of risk and financial management : JRFM 14 (2021) 3/123, pp. 1-15
of financial reports by promoting transparency and prevent managers of firms facing insolvency from engaging in creative …
Persistent link: https://www.econbiz.de/10012486231
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Cross-country application of manufacturing failure models
Tomczak, Sebastian Klaudiusz; Staszkiewicz, Piotr - In: Journal of risk and financial management : JRFM 13 (2020) 2/34, pp. 1-10
The post-Altman models suffer from moral amortization. This paper asks whether models developed in one country can be applied in other economies. One of the characteristics of the prediction model is that a date drives the estimation. Thus, the estimated model based on one economy is not...
Persistent link: https://www.econbiz.de/10012173748
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The Aumann-Serrano performance index for multi-period gambles in stock data
Hodoshima, Jiro; Yamawake, Toshiyuki - In: Journal of risk and financial management : JRFM 13 (2020) 11/288, pp. 1-18
We present an empirical study of the Aumann-Serrano performance index for multi-period gambles when the underlying stochastic process is assumed to be a normal mixture process with time-varying volatility. We compare the Aumann-Serrano performance index for multi-period gambles with that for...
Persistent link: https://www.econbiz.de/10012388236
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The MAX effect in an oil exporting country : the case of Norway
Kashif, Muhammad; Leirvik, Thomas - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-16
This paper assesses the effects of investors’ lottery-seeking behavior on expected returns in the Norwegian equity market, a relatively small equity market dominated by the energy industry. We use the MAX factor defined as maximum daily return over the previous month as the proxy of...
Persistent link: https://www.econbiz.de/10013168849
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Determinants of the economic vulnerability of businesses to pandemics and similar events
Tisdell, Clement A. - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-13
After providing a general overview of factors that make businesses economically vulnerable to pandemics (such as COVID-19), this article identifies specific elements that increase the vulnerability of businesses to pandemics. These specifics include the extent to which the demand for their...
Persistent link: https://www.econbiz.de/10012795378
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Predicting insolvency of the construction companies in the creditworthiness assessment process : empirical evidence from Poland
Balina, Rafał; Idasz-Balina, Marta; Achsani, Noer Azam - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-16
Prediction insolvency is one of the most important issues during creditworthiness assessment, especially in the turmoil … environment. That is why the problem of insolvency and bankruptcy prediction has been the subject of numerous studies focused on … effectively used in practice to analyze and signal the risk of insolvency and bankruptcy of a construction firms. Also, the …
Persistent link: https://www.econbiz.de/10012628749
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Corporate bankruptcy prediction model, a special focus on listed companies in Kenya
Ogachi, Daniel; Ndege, Richard; Gaturu, Peter; Zoltan, Zeman - In: Journal of risk and financial management : JRFM 13 (2020) 3/47, pp. 1-14
Predicting bankruptcy of companies has been a hot subject of focus for many economists. The rationale for developing and predicting the financial distress of a company is to develop a predictive model used to forecast the financial condition of a company by combining several econometric...
Persistent link: https://www.econbiz.de/10012174130
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Well-being impact on banking systems
Iuga, Iulia Cristina; Dragolea, Larisa-Loredana - In: Journal of risk and financial management : JRFM 14 (2021) 3, pp. 1-22
The present research focuses on the influence of the well-being indicators, more specifically, the indicators reflecting the life quality on the banking systems evolution from the EU member states. The study offers a unique approach to comparing the two country groups: the eurozone countries and...
Persistent link: https://www.econbiz.de/10012520062
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Variable slope forecasting methods and COVID-19 risk
Leightner, Jonathan Edward; Inoue, Tomoo; Micheaux, … - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-22
There are many real-world situations in which complex interacting forces are best described by a series of equations. Traditional regression approaches to these situations involve modeling and estimating each individual equation (producing estimates of "partial derivatives") and then solving the...
Persistent link: https://www.econbiz.de/10012628841