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Re-estimation and comparisons of alternative accounting based bankruptcy prediction models for Indian companies
16 references·3 citing·27 second hop
Re-estimation and comparisons of alternative accounting based bankruptcy prediction models for Indian companies (2016)Re-estimation and comparisons of alternat…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Assessing the Probability of Bankruptcy (2004)Assessing the Probability of …Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Corporate distress diagnosis:…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…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…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…Predicting financial distress in high-dimensional imbalanced datasets: a multi-heterogeneous self-paced ensemble learning framework (2025)Predicting financial distress…Bankruptcy prediction for private firms in developing economies: a scoping review and guidance for future research (2021)Bankruptcy prediction for pri…Predicting bankruptcy in construction business: Traditional model validation and formulation of a new model (2019)Predicting bankruptcy in cons…Limited-dependent and qualitative variables in econometrics (1983)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)Theory of Rational Option Pricing (1973)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The Determinants of Credit Spread Changes (2001)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)A Theory of the Term Structure of Interest Rates (1985)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)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)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 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
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • 1972A Discriminant Analysis of Predictors of Business Failure

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1,168 cited
  • 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1,059 cited
  • Cited by

    • 2019Predicting bankruptcy in construction business: Traditional model validation and formulation of a new model31 cited
    • 2025Predicting financial distress in high-dimensional imbalanced datasets: a multi-heterogeneous self-paced ensemble learning framework30 cited
    • 2021Bankruptcy prediction for private firms in developing economies: a scoping review and guidance for future research29 cited