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Corporate financial distress : restructuring and turnaround

Tron, Alberto - 2021

Financial distress in corporations is a frequent phenomenon, particularly during times of national and international economic crises; but this can be used as an opportunity and incentive to implement a systematic process of reorganization and revitalization of a business. These plans for...

Persistent link: https://www.econbiz.de/10012499343

Corporate financial distress : restructuring and turnaround

Tron, Alberto - 2021

Persistent link: https://www.econbiz.de/10012308701

The rescue of the US auto industry, Module B : restructuring general motors through bankruptcy

Nygaard, Kaleb B. - In: The journal of financial crises 4 (2022) 1, pp. 93-119

Persistent link: https://www.econbiz.de/10013445344

The accessibility of the Italian bankruptcy procedures : an empirical analysis

Bisogno, Marco - In: Eurasian business review 2 (2012) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10010371531

EDM : earned duration management, a new approach to schedule performance management and measurement

Khamooshi, Homayoun; Golafshani, Hamed - In: International journal of project management : the … 32 (2014) 6, pp. 1019-1041

Persistent link: https://www.econbiz.de/10010401024

Cash Flow Duration and Market Reactions to Earnings Announcements

Gao, Wenlian - 2023

This study examines how a stock security’s cash flow duration impacts stock price reactions at earnings announcements …. We find that stock price reactions are positively associated with cash flow duration, especially when earnings surprises … are negative. Our results imply that long duration creates a leverage effect that magnifies the price reaction around …

Persistent link: https://www.econbiz.de/10014356077

In search of distress risk in emerging markets

Asis, Gonzalo; Chari, Anusha; Haas, Adam - 2020

Persistent link: https://www.econbiz.de/10012237950

Analyst recommendations, earnings forecasts and corporate bankruptcy : recent evidence

Jones, Stewart; Johnstone, David - In: The journal of behavioral finance : a publication of … 13 (2012) 4, pp. 281-298

Persistent link: https://www.econbiz.de/10009707116

In Search of Distress Risk in Emerging Markets

Asis, Gonzalo - 2020

This paper employs a novel multi-country dataset of corporate defaults to develop a model of distress risk specific to emerging markets. The data suggest that global financial variables such as US interest rates and shifts in global liquidity and risk aversion have significant predictive power...

Persistent link: https://www.econbiz.de/10012481796

In Search of Distress Risk in Emerging Markets

Asis, Gonzalo - 2018

Although the non-financial corporate sector accounts for the lion's share of the post-Global Financial Crisis surge in emerging-market leverage, there is little systematic research on factors that impact corporate distress risk in emerging markets. Existing bankruptcy risk models developed using...

Persistent link: https://www.econbiz.de/10012920536