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Financial distress prediction in private firms: developing a model for troubled debt restructuring
16 references·0 citing·24 second hop
Financial distress prediction in private firms: developing a model for troubled debt restructuring (2023)Financial distress prediction in private …Machine learning models and bankruptcy prediction (2017)Machine learning models and b…Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model (2016)Financial Distress Prediction…Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)Financial distress and bankru…In Search of Distress Risk (2008)In Search of Distress RiskForecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Multi-period corporate default prediction with stochastic covariates (2006)Multi-period corporate defaul…35 years of studies on business failure: an overview of the classic statistical methodologies and their related problems (2005)35 years of studies on busine…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsForecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Bankruptcy classification errors in the 1980s: An empirical analysis of Altman's and Ohlson's models (1996)Bankruptcy classification err…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…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…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…Limited-dependent and qualitative variables in econometrics (1983)Do Managers Withhold Bad News? (2008)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)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)Editor's Choice Digesting Anomalies: An Investment ApproachAdvances in prospect theory: Cumulative representation of uncertainty (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)… and the Cross-Section of Expected Returns (2015)The Pricing of Options and Corporate Liabilities (1973)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)The Cross-Section of Expected Stock Returns (1992)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)The cost of capital, corporation finance and the theory of investment (2008)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Modeling Term Structures of Defaultable Bonds (1999)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 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
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 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
  • 2006Multi-period corporate default prediction with stochastic covariates973 cited
  • 2017Machine learning models and bankruptcy prediction952 cited
  • 2016Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model843 cited
  • 200535 years of studies on business failure: an overview of the classic statistical methodologies and their related problems795 cited
  • 1985ASSESSING THE VULNERABILITY TO FAILURE OF AMERICAN INDUSTRIAL FIRMS: A LOGISTIC ANALYSIS559 cited
  • 2013

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Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables
453 cited
  • 1996Bankruptcy classification errors in the 1980s: An empirical analysis of Altman's and Ohlson's models402 cited
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