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Competition and bias

Hong, Harrison G.; Kacperczyk, Marcin - In: The quarterly journal of economics 125 (2010) 4, pp. 1683-1725

Persistent link: https://www.econbiz.de/10009309120

Liquidity provision and stock return predictability

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Forecasting default with the Merton distance to default model

Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369

Persistent link: https://www.econbiz.de/10003742248

Three essays in credit risk

Saita, Leandro - 2006

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The value relevance of financial distress risk in the case of RASDAQ companies

Robu, Ioan-Bogdan; Robu, Mihaela-Alina; Mironiuc, Marilena - In: Journal of accounting & management information systems … 13 (2014) 4, pp. 623-642

The financial distress risk concept has been referred as follow: negative net assets, insolvency, bond default, overdraft, unpaid dividends for the preferred stocks, bankruptcy etc. From all the stakeholders, investors are interested in the financial position and performance of a company and its...

Persistent link: https://www.econbiz.de/10011310008

Predicting restaurant financial distress using decision tree and AdaBoosted decision tree models

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Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt

Philosophov, Leonid V.; Batten, Jonathan A.; … - In: Mathematics and financial economics 1 (2008) 3/4, pp. 181-212

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Forecasting default in the face of uncertainty

Giesecke, Kay; Goldberg, Lisa - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 11-25

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Prediction of corporate bankruptcies : a comparison between logit and multiple discriminant techniques

Sultan, Jahangir - In: The review of research in banking and finance : a … 3 (1987) 2, pp. 29-38

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A proportional hazards model of commercial mortgage default with originator bias

Ciochetti, Brian A.; Deng, Yongheng; Lee, Gail; … - In: The journal of real estate finance and economics 27 (2003) 1, pp. 5-23

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