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Brogaard, Jonathan; Li, Dan; Xia, Ying - In: Journal of financial economics 124 (2017) 3, pp. 486-502

Persistent link: https://www.econbiz.de/10011751480

Market microstructure effects on firm default risk evaluation

Barsotti, Flavia; Sanfelici, Simona - In: Econometrics : open access journal 4 (2016) 3, pp. 1-31

Default probability is a fundamental variable determining the credit worthiness of a firm and equity volatility estimation plays a key role in its evaluation. Assuming a structural credit risk modeling approach, we study the impact of choosing different non parametric equity volatility...

Persistent link: https://www.econbiz.de/10011506497

Stock Liquidity and SMEs’ Likelihood of Bankruptcy : Evidence from the US Market

El Kalak, Izidin - 2018

We study the association between the stock liquidity of SMEs in the US and their likelihood of bankruptcy, using a … substantial heterogeneity across industries regarding the predictive power of the liquidity measure on the likelihood of … performance tests conclude that adding a liquidity measure variable to the Campbell et al. (2008) model improves its predictive …

Persistent link: https://www.econbiz.de/10012930056

Stock illiquidity and firm characteristics

Gakhar, Divya Verma; Kundlia, Shweta - In: Market microstructure and liquidity 4 (2018) 3/4, pp. 1-30

Persistent link: https://www.econbiz.de/10012227894

Stock liquidity and SMEs' likelihood of bankruptcy : evidence from the US market

El Kalak, Izidin; Azevedo, Alcino; Hudson, Robert; Abd … - In: Research in international business and finance 42 (2017), pp. 1383-1393

Persistent link: https://www.econbiz.de/10011761039

Does stock liquidity affect bankruptcy risk? : DID analysis from Vietnam

Hai Hong Trinh; Nguyen Phuc Canh; Wei, Hao; Wongchoti, … - In: Pacific-Basin finance journal 69 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013369865

Litigation with default judgments

Farmer, Amy; Pecorino, Paul - In: Review of law and economics : publ. in cooperation with … 10 (2014) 2, pp. 117-136

Persistent link: https://www.econbiz.de/10010384341

Cash-flow business taxation revisited : bankruptcy, risk aversion and asymmetric information

Boadway, Robin W.; Sato, Motohiro; Tremblay, Jean-François - 2015

Persistent link: https://www.econbiz.de/10011388005

Why do countries in financial distress strategically delay seeking help?

Tsoulouhas, Theofanis C. - In: Journal of government and economics : JGE 2 (2021), pp. 1-11

The paper differs from current literature by providing a systematic analysis of the relationship between sovereign debt, financial distress and political career concerns via a novel game-theoretic model, in order to analyze the strategic behavior of governments in revealing financial distress...

Persistent link: https://www.econbiz.de/10012803215

Estimating firms' bank-switching costs

Liaudinskas, Karolis; Grigaitė, Kristina - 2021

We explore Lithuanian credit register data and two bank closures to provide a novel estimate of firms' bank-switching costs and a novel identification of the hold-up problem. We show that when a distressed bank's closure forced firms to switch, these firms started borrowing at lower interest...

Persistent link: https://www.econbiz.de/10012544446

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