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Revisiting Early Warning Signals of Corporate Credit Default Using Linguistic Analysis
16 references·5 citing·34 second hop
Revisiting Early Warning Signals of Corporate Credit Default Using Linguistic Analysis (2013)Revisiting Early Warning Signals of Corpo…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Bankruptcy prediction for credit risk using neural networks: A survey and new results (2001)Bankruptcy prediction for cre…The separation of ownership and control in East Asian Corporations (2000)The separation of ownership a…Corporate governance in the Asian financial crisis (2000)Corporate governance in the A…Corporate Ownership Around the World (1999)Corporate Ownership Around th…Corporate Ownership Around the World (1998)Corporate Ownership Around th…A survey of business failures with an emphasis on prediction methods and industrial applications (1996)A survey of business failures…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Early warning of bank failure (1977)Early warning of bank failureON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…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…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…Who Leads the IPO News: Agenda-Building and Intermedia Agenda-Setting in a Routinised and Standardised News Context (2020)Who Leads the IPO News: Agend…Managerial optimism and corporate cash holdings (2020)Managerial optimism and corpo…Does OPEC news sentiment influence stock returns of energy firms in the United States? (2018)Does OPEC news sentiment infl…The effects and applicability of financial media reports on corporate default ratings (2014)The effects and applicability…Default prediction with dynamic sectoral and macroeconomic frailties (2013)Default prediction with dynam…Limited-dependent and qualitative variables in econometrics (1983)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Investor protection and corporate governance (2000)How do family ownership, control and management affect firm value? (2005)Law, finance, and economic growth in China (2005)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Textual Analysis in Accounting and Finance: A Survey (2016)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)In Search of Attention (2011)A Survey of Corporate Governance (1997)Earnings management and investor protection: an international comparison (2003)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1999Corporate Ownership Around the World10,565 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 2000The separation of ownership and control in East Asian Corporations5,753 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 1998Corporate Ownership Around the World1,902 cited
  • 2000Corporate governance in the Asian financial crisis1,864 cited
  • 1972A Discriminant Analysis of Predictors of Business Failure1,168 cited
  • 1977Early warning of bank failure960 cited
  • 2001Bankruptcy prediction for credit risk using neural networks: A survey and new results

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696 cited
  • 1996A survey of business failures with an emphasis on prediction methods and industrial applications591 cited
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    • 2018Does OPEC news sentiment influence stock returns of energy firms in the United States?68 cited
    • 2020Managerial optimism and corporate cash holdings23 cited
    • 2014The effects and applicability of financial media reports on corporate default ratings21 cited
    • 2013Default prediction with dynamic sectoral and macroeconomic frailties19 cited
    • 2020Who Leads the IPO News: Agenda-Building and Intermedia Agenda-Setting in a Routinised and Standardised News Context9 cited