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Predicting recurrent financial distresses with autocorrelation structure : an empirical analysis from an emerging market

Hwang, Ruey-ching; Chung, Huimin; Ku, Jiun-yi - In: Journal of financial services research : JFSR 43 (2013) 3, pp. 321-341

Persistent link: https://www.econbiz.de/10009758095

Financial distress prediction : a comparative study of solvency test and Z-score models with reference to Sri Lanka

Chandana Gunathilaka - In: The IUP journal of financial risk management : IJFRM 11 (2014) 3, pp. 39-51

Persistent link: https://www.econbiz.de/10010458634

Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables

Hernandez Tinoco, Mario; Wilson, Nicholas - In: International review of financial analysis 30 (2013), pp. 394-419

Persistent link: https://www.econbiz.de/10010461542

Economic valuation of liquidity timing

Karstanje, Dennis; Sojli, Elvira; Tham, Wing Wah; Wel, … - In: Journal of banking & finance 37 (2013) 12, pp. 5073-5087

Persistent link: https://www.econbiz.de/10010342791

Dynamic financial distress prediction based on class-imbalanced data batches

Sun, Jie; Liu, Xin; Ai, Wenguo; Tian, Qianyuan - In: International journal of financial engineering 8 (2021) 3, pp. 1-35

Persistent link: https://www.econbiz.de/10012655025

The impact of Predictable Trades on IVOL, Liquidity Risk, and Liquidity Commonality

Kedar-Levy, Haim; Kim, Seok Joong; Yoo, Sean Sehyun - 2021

volatility, liquidity risk and liquidity commonality. The measures indicate whether each of our nine investor types persistently … volatility. Liquidity risk is driven by the positive-feedback trades of foreigners and local institutions. Local individuals …’ contrarian trades Granger-cause liquidity commonality. We conclude that persistent trading strategies are important demand …

Persistent link: https://www.econbiz.de/10013215440