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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
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Pricing corporate financial distress : empirical evidence from the French stock market
Mselmi, Nada; Hamza, Taher; Lahiani, Amine; Shahbaz, … - In: Journal of international money and finance 96 (2019), pp. 13-27
Persistent link: https://www.econbiz.de/10012139596
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Market microstructure effects on firm default risk evaluation
Barsotti, Flavia; Sanfelici, Simona - In: Econometrics : open access journal 4 (2016) 3, pp. 1-31
estimation plays a key role in its evaluation. Assuming a structural credit risk modeling approach, we study the impact of … effects of different non-parametric estimation techniques on default probability evaluation. The impact of the non …
Persistent link: https://www.econbiz.de/10011506497
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Financial Distress, Corporate Restructuring and Firm Survival : An Empirical Analysis of German Panel Data
Jostarndt, Philipp (contributor) - 2007
Persistent link: https://www.econbiz.de/10013520806
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Financial distress, corporate restructuring and firm survival : an empirical analysis of German panel data
Jostarndt, Philipp - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003375279
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Forecasting Corporate Defaults in the German Stock Market
Mertens, Richard - 2016
We estimate and test several default risk models using new and unique data on corporate defaults in the German stock market. While defaults were extremely rare events in the 1990s, they have been a characteristic feature of the German stock market since the early 2000s. We apply the structural...
Persistent link: https://www.econbiz.de/10012983935
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Scenario analysis with the DD-PD mapping approach : stock market shocks and U.S. corporate default risk
Chan-Lau, Jorge A. - 2021
This paper introduces the quantile regression- based Distance-to-Default to Probability of Default (DD-PD) mapping, which links individual firms' DD to their real world PD. Since changes in the DD depend on a handful of parameters, the mapping easily accommodates shocks arising from quantitative...
Persistent link: https://www.econbiz.de/10012613371
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Aggregate distress risk and equity returns
Guo, Hui; Jiang, Xiaowen - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
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Bankruptcy of Lehman Brothers : determinants of cross-country impacts on stock market volatility
Daehwan, Kim; Song, Chi-young - In: International journal of economics and financial issues … 7 (2017) 3, pp. 210-219
Persistent link: https://www.econbiz.de/10011819833
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Cash flow and financial distress of private listed enterprises on the Vietnam stock market : a quantile regression approach
Thuy Duong Phan; Thi Thanh Hoang; Ngoc Mai Tran - In: Cogent business & management 9 (2022) 1, pp. 1-13
The study evaluates the influence of cash flow on the financial distress of private listed enterprises on the Vietnamese stock market from 2010 to 2020. We use the data collected from the financial statements of 263 private non-financial enterprises listed on the Ho Chi Minh and Hanoi stock...
Persistent link: https://www.econbiz.de/10014436294