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An Analysis of Risk and Return Characteristics of Corporate Bankruptcy Using Capital Market Data
10 references·16 citing·33 second hop
An Analysis of Risk and Return Characteristics of Corporate Bankruptcy Using Capital Market Data (1980)An Analysis of Risk and Return Characteri…Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio (2016)Equilibrium in an Imperfect M…Financial statement analysis (2007)Financial statement analysisZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…Bankruptcy, absolute priority, and the pricing of risky debt claims (1977)Bankruptcy, absolute priority…A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS (1975)A MULTIVARIATE STATISTICAL AN…A Discriminant Analysis of Predictors of Business Failure (1972)A Discriminant Analysis of Pr…PREDICTION OF BANK FAILURES (1970)PREDICTION OF BANK FAILURESMarket Prices, Financial Ratios, and the Prediction of Failure (1968)Market Prices, Financial Rati…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…Business Bankruptcy Prediction Models: A Significant Study of the Altman’s Z-Score Model (2012)Business Bankruptcy Predictio…A Market-Based Study of the Cost of Default (2010)A Market-Based Study of the C…When Do Firms Default? A Study of the Default Boundary (2008)When Do Firms Default? A Stud…Risk and Return of Information Technology Initiatives: Evidence from Electronic Commerce Announcements (2007)Risk and Return of Informatio…Corporate financial distress an empirical analysis of distress risk (2007)Corporate financial distress …Prediction of corporate financial distress in an emerging market: the case of Turkey (2006)Prediction of corporate finan…The response of competitors to announcements of bankruptcy: An empirical examination of contagion and competitive effects (1997)The response of competitors t…The information content of the auditor's going concern evaluation (1996)The information content of th…Financial Distress, Asset Sales, and Lender Monitoring (1996)Financial Distress, Asset Sal…The Incremental Information Content of the Going-Concern Audit Opinion (1994)The Incremental Information C…Investing in Bankrupt Firms (1988)Investing in Bankrupt FirmsChange in Market Assessments of Deposit-Institution Riskiness (1988)Change in Market Assessments …Change in market assessments of deposit-institution riskiness (1988)Change in market assessments …Access to deposit insurance, insolvency rules and the stock returns of financial institutions (1986)Access to deposit insurance, …The Association between Insider Trading and Information Announcements (1984)The Association between Insid…The Resolution of Claims in Financial Distress the Case of Massey Ferguson (1983)The Resolution of Claims in F…Liquidity Preference as Behavior Towards Risk (1958)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Bank funding modes (1987)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Social Performance and Firm Risk: Impact of the Financial Crisis (2016)Crime and Punishment: An Economic Approach (1968)Prediction of financial distress: An empirical study of listed Chinese companies using data mining (2014)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The effect of a rating change announcement on bond price (1977)The Incidence of Secured Debt: Evidence from the Small Business Community (1989)Asset Efficiency and Reallocation Decisions of Bankrupt Firms (1998)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)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)In Search of Distress Risk (2008)A Study of the Environmental Disclosure Practices of Australian Corporations (1996)The public disclosure of environmental performance information—a dual test of media agenda setting theory and legitimacy theory (1998)Are Selling, General, and Administrative Costs “Sticky”? (2003)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)The probability of bankruptcy (1981)The Analysis and Use of Financial Ratios: A Review Article (1987)Determinants of bank efficiency during unstable macroeconomic environment: Empirical evidence from Malaysia (2008)Predicting corporate failure: empirical evidence for the UK (2004)Frailty Correlated Default (2009)Multiperiod corporate default prediction—A forward intensity approach (2012)
this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 1972A Discriminant Analysis of Predictors of Business Failure1,168 cited
  • 2007Financial statement analysis1,022 cited
  • 2016Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio542 cited
  • 1970PREDICTION OF BANK FAILURES501 cited
  • 1975A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS485 cited
  • 1968Market Prices, Financial Ratios, and the Prediction of Failure416 cited
  • 1977Bankruptcy, absolute priority, and the pricing of risky debt claims229 cited

Cited by

  • 1984The Association between Insider Trading and Information Announcements202 cited
  • 1996The information content of the auditor's going concern evaluation171 cited
  • 1988Change in Market Assessments of Deposit-Institution Riskiness156 cited
  • 2007Risk and Return of Information Technology Initiatives: Evidence from Electronic Commerce Announcements135 cited
  • 1988

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Change in market assessments of deposit-institution riskiness
135 cited
  • 1983The Resolution of Claims in Financial Distress the Case of Massey Ferguson133 cited
  • 1994The Incremental Information Content of the Going-Concern Audit Opinion115 cited
  • 1997The response of competitors to announcements of bankruptcy: An empirical examination of contagion and competitive effects106 cited
  • 2012Business Bankruptcy Prediction Models: A Significant Study of the Altman’s Z-Score Model100 cited
  • 1988Investing in Bankrupt Firms97 cited
  • 2008When Do Firms Default? A Study of the Default Boundary94 cited
  • 2007Corporate financial distress an empirical analysis of distress risk93 cited
  • 1986Access to deposit insurance, insolvency rules and the stock returns of financial institutions92 cited
  • 2006Prediction of corporate financial distress in an emerging market: the case of Turkey88 cited
  • 1996Financial Distress, Asset Sales, and Lender Monitoring82 cited
  • 2010A Market-Based Study of the Cost of Default79 cited