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Macroeconomic Variables in the Identification of Financial Distress
16 references·3 citing·29 second hop
Macroeconomic Variables in the Identification of Financial Distress (2006)Macroeconomic Variables in the Identifica…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Corporate distress diagnosis:…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Crisis and the Content of Managerial Communications: A Study of the Focus of Attention of Top Managers in Surviving and Failing Firms (1990)Crisis and the Content of Man…THE AFTERMATH OF ORGANIZATIONAL DECLINE: A LONGITUDINAL STUDY OF THE STRATEGIC AND MANAGERIAL CHARACTERISTICS OF DECLINING FIRMS. (1989)THE AFTERMATH OF ORGANIZATION…Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Introducing Recursive Partiti…ASSESSING THE VULNERABILITY TO FAILURE OF AMERICAN INDUSTRIAL FIRMS: A LOGISTIC ANALYSIS (1985)ASSESSING THE VULNERABILITY T…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…The Assessment of Company Solvency and Performance Using a Statistical Model (1983)The Assessment of Company Sol…Forecasting Company Failure in the UK Using Discriminant Analysis and Financial Ratio Data (1982)Forecasting Company Failure i…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Corporate Collapse: The Causes and Symptoms (1978)Corporate Collapse: The Cause…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…Failing Company Discriminant Analysis (1974)Failing Company Discriminant …A Discriminant Analysis of Predictors of Business Failure (1972)A Discriminant Analysis of Pr…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…EMPIRICAL EVIDENCE OF FINANCIAL DISTRESS IN INDONESIA (2021)EMPIRICAL EVIDENCE OF FINANCI…Predicting financial distress (2017)Predicting financial distressBankruptcy Prediction Model: An Industrial Study in Indonesian Publicly-Listed Firms During 1999-2010 (2014)Bankruptcy Prediction Model: …Financial Ratios As Predictors of Failure (1966)An application of the cox proportional hazards model to bank failure (1986)A survey of business failures with an emphasis on prediction methods and industrial applications (1996)Predicting corporate financial distress: Reflections on choice-based sample bias (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Limited-Dependent and Qualitative Variables in Econometrics (1983)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)An Intertemporal Capital Asset Pricing Model (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Industry costs of equity (1997)The robust beauty of improper linear models in decision making. (1979)A neural network model for bankruptcy prediction (1990)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Neural network credit scoring models (2000)The effects of government ownership on bank lending (2003)Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Research Methods in Accounting (2003)Modelling Credit Risk for SMEs: Evidence from the U.S. Market (2007)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 1972A Discriminant Analysis of Predictors of Business Failure1,168 cited
  • 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1,059 cited
  • 1985Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress748 cited
  • 1974Failing Company Discriminant Analysis617 cited
  • 1990Crisis and the Content of Managerial Communications: A Study of the Focus of Attention of Top Managers in Surviving and Failing Firms613 cited
  • 1985ASSESSING THE VULNERABILITY TO FAILURE OF AMERICAN INDUSTRIAL FIRMS: A LOGISTIC ANALYSIS559 cited
  • 1978Corporate Collapse: The Causes and Symptoms535 cited
  • 1989THE AFTERMATH OF ORGANIZATIONAL DECLINE: A LONGITUDINAL STUDY OF THE STRATEGIC AND MANAGERIAL CHARACTERISTICS OF DECLINING FIRMS.

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468 cited
  • 1982Forecasting Company Failure in the UK Using Discriminant Analysis and Financial Ratio Data397 cited
  • 1983The Assessment of Company Solvency and Performance Using a Statistical Model345 cited
  • Cited by

    • 2021EMPIRICAL EVIDENCE OF FINANCIAL DISTRESS IN INDONESIA12 cited
    • 2017Predicting financial distress11 cited
    • 2014Bankruptcy Prediction Model: An Industrial Study in Indonesian Publicly-Listed Firms During 1999-201011 cited