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Is the external audit report useful for bankruptcy prediction?

Muñoz-Izquierdo, Nora; Camacho-Miñano, María-del-Mar; … - In: International Journal of Financial Studies : open … 7 (2019) 2/20, pp. 1-23

Despite the number of studies on bankruptcy prediction using financial ratios, very little is known about how external … bankruptcy situation with the same accuracy as if they had scrutinized the whole report. In addition, an extended literature … review is included, on previous studies on the interaction between bankruptcy prediction and the external audit information. …

Persistent link: https://www.econbiz.de/10012039600

Audit Opinion Prediction : A Comparison of Data Mining Techniques

Saeedi, Ali - 2022

This study compares the ability of four data-mining techniques in the prediction of audit opinions on companies' financial statements. The research data consists of 37,325 firm-year observations for companies listed on the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), and...

Persistent link: https://www.econbiz.de/10014236677

The effects of bankruptcy on the predictability of price formation processes on Warsaw's stock market

Fiedor, Paweł; Hołda, Artur - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 1, pp. 32-42

In this study we investigate how bankruptcy affects the market behaviour of prices of stocks on Warsaw’s Stock Exchange … bankruptcy, but also to compare the changes in predictability over time, as well as divided into different categories of …

Persistent link: https://www.econbiz.de/10011539782

Long-term risk class migrations of non-bankrupt and bankrupt enterprises

Korol, Tomasz - In: Journal of business economics and management 21 (2020) 3, pp. 783-804

This paper investigates how the process of going bankrupt can be recognized much earlier by enterprises than by traditional forecasting models. The presented studies focus on the assessment of credit risk classes and on determination of the differences in risk class migrations between...

Persistent link: https://www.econbiz.de/10012270447

Predicting financial distress : importance of accounting and firm-specific market variables for Pakistan' s listed firms

Waqas, Hamid; Rohani, Md-Rus - In: Cogent economics & finance 6 (2018) 1, pp. 1-16

This study is intended to identify the predictors of financial distress for the Pakistani firms. Variables used are the financial ratios representing profitability, liquidity, leverage, and cash flows, as well as two important market factors which are size and idiosyncratic standard deviation of...

Persistent link: https://www.econbiz.de/10012023254

Estimating probabilities of default with support vector machines

Härdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea - 2007

This paper proposes a rating methodology that is based on a non-linear classification method, the support vector machine, and a non-parametric technique for mapping rating scores into probabilities of default. We give an introduction to underlying statistical models and represent the results of...

Persistent link: https://www.econbiz.de/10010295937

Estimating probabilities of default with support vector machines

Härdle, Wolfgang (contributor); Moro, Rouslan (contributor) - 2007

tested. -- Bankruptcy ; Company rating ; Default probability ; Support vector machines …

Persistent link: https://www.econbiz.de/10003633940

Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs

Perederiy, Volodymyr (contributor) - 2007

Eine große Herausforderung der multivariablen Analyse mit bilanziellen Kennzahlen besteht in der Identifikation derjenigen Kennzahlen, die zur besten Modellperformance führen und dabei möglichst leicht interpretierbar und intuitiv bleiben. Die Menge der in Frage kommenden Kennzahlen ist in...

Persistent link: https://www.econbiz.de/10003635001

The prediction of corporate bankruptcy and Czech economy's financial stability through logit analysis

Jakubík, Petr (contributor); Teplý, Petr (contributor) - 2008

deteriorated in 2007 what could be explained through global market turbulences. -- bankruptcy prediction ; financial stability …

Persistent link: https://www.econbiz.de/10003755238

Learning machines supporting bankruptcy prediction

Härdle, Wolfgang; Moro, Rouslan; Hoffmann, Linda - 2010

by allowing them to be more aware of their risk when lending money. -- Support Vector Machine ; Bankruptcy ; Default …

Persistent link: https://www.econbiz.de/10003973650

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