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Variable selection and corporate bankruptcy forecasts
16 references·16 citing·29 second hopsampled
Variable selection and corporate bankruptcy forecasts (2014)Variable selection and corporate bankrupt…The Econometrics of Financial Markets (2012)The Econometrics of Financial…In Search of Distress Risk (2008)In Search of Distress RiskForecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Managerial incentives and risk-taking☆ (2005)Managerial incentives and ris…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsAssessing the Probability of Bankruptcy (2004)Assessing the Probability of …The theory and practice of corporate finance: evidence from the field (2001)The theory and practice of co…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Testing static tradeoff against pecking order models of capital structure1This paper has benefited from comments by seminar participants at Boston College, Boston Unsiversity, Dartmouth College, Massachusetts Institute of Technology, University of Massachusetts, Ohio State University, University of California at Los Angeles and the NBER, especially Eugene Fama and Robert Gertner. The usual disclaimers apply. Funding from MIT and the Tuck School at Dartmouth College is gratefuly acknowledged. We also thank two reviewers, Richard S. Ruback and Clifford W. Smith, Jr., for helpful comments.1 (1999)Testing static tradeoff again…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…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…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Conditional logit analysis of qualitative choice behavior (1972)Conditional logit analysis of…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…Machine learning methods in finance: Recent applications and prospects (2022)Machine learning methods in f…Bankruptcy Prediction Using Machine Learning Techniques (2022)Bankruptcy Prediction Using M…Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data (2021)Corporate Bankruptcy Predicti…A Tale of Two Cities: Software Developers Working from Home during the COVID-19 Pandemic (2021)A Tale of Two Cities: Softwar…Remaining Financially Healthy and Competitive: The Role of Financial Predictors (2020)Remaining Financially Healthy…Predicting Financial Distress of Slovak Enterprises: Comparison of Selected Traditional and Learning Algorithms Methods (2020)Predicting Financial Distress…Forecasting Stock Prices Using a Hybrid Deep Learning Model Integrating Attention Mechanism, Multi-Layer Perceptron, and Bidirectional Long-Short Term Memory Neural Network (2020)Forecasting Stock Prices Usin…Grabit: Gradient tree-boosted Tobit models for default prediction (2019)Grabit: Gradient tree-boosted…Catching Gazelles with a Lasso: Big Data Techniques for the Prediction of High-Growth Firms (2019)Catching Gazelles with a Lass…Bayesian regularized artificial neural networks for the estimation of the probability of default (2019)Bayesian regularized artifici…Financial Risk Measurement and Prediction Modelling for Sustainable Development of Business Entities Using Regression Analysis (2018)Financial Risk Measurement an…Exploring the sources of default clustering (2018)Exploring the sources of defa…Hybrid genetic algorithm and fuzzy clustering for bankruptcy prediction (2017)Hybrid genetic algorithm and …Financial ratios and bankruptcy predictions: An international evidence (2017)Financial ratios and bankrupt…Bankruptcy prediction using Partial Least Squares Logistic Regression (2017)Bankruptcy prediction using P…The Logistic Lasso and Ridge Regression in Predicting Corporate Failure (2016)The Logistic Lasso and Ridge …The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Boards: Does one size fit all☆ (2007)Are Overconfident CEOs Better Innovators? (2012)Corporate Immunity to the COVID-19 Pandemic (2020)Limited-dependent and qualitative variables in econometrics (1983)Do Managers Withhold Bad News? (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Managing with Style: The Effect of Managers on Firm Policies (2003)Law, finance, and economic growth in China (2005)The economic implications of corporate financial reporting (2005)Macroeconomics and Reality (1980)Discrete Choice Methods with Simulation (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The Effect of Audit Quality on Earnings Management* (1998)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
  • 1972Conditional logit analysis of qualitative choice behavior14,281 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 2001The theory and practice of corporate finance: evidence from the field5,947 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 2005Managerial incentives and risk-taking☆2,924 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 1999Testing static tradeoff against pecking order models of capital structure1This paper has benefited from comments by seminar participants at Boston College, Boston Unsiversity, Dartmouth College, Massachusetts Institute of Technology, University of Massachusetts, Ohio State University, University of California at Los Angeles and the NBER, especially Eugene Fama and Robert Gertner. The usual disclaimers apply. Funding from MIT and the Tuck School at Dartmouth College is gratefuly acknowledged. We also thank two reviewers, Richard S. Ruback and Clifford W. Smith, Jr., for helpful comments.1

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1,755 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • Cited by

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    • 2018Financial Risk Measurement and Prediction Modelling for Sustainable Development of Business Entities Using Regression Analysis127 cited
    • 2017Hybrid genetic algorithm and fuzzy clustering for bankruptcy prediction126 cited
    • 2016The Logistic Lasso and Ridge Regression in Predicting Corporate Failure124 cited
    • 2020Forecasting Stock Prices Using a Hybrid Deep Learning Model Integrating Attention Mechanism, Multi-Layer Perceptron, and Bidirectional Long-Short Term Memory Neural Network111 cited
    • 2022Bankruptcy Prediction Using Machine Learning Techniques110 cited
    • 2017Bankruptcy prediction using Partial Least Squares Logistic Regression100 cited
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