Essays about: "O-score"
Showing result 1 - 5 of 7 essays containing the word O-score.
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1. Research and Development Spending in Bankruptcy Prediction: Examining an Adjusted Ohlson O-score Model
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis investigates whether bankruptcy prediction applying the Ohlson O-score model can be enhanced by modifying accounting variables associated with research and development (R&D) spending. To examine this, we study the expected risk of bankruptcy and R&D intensity among listed firms in the United States from 1990 to 2019. READ MORE
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2. Who Saw It Coming?: The Efficacy of Bankruptcy Prediction Models on Private Retail Firms
University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategiAbstract : Bankruptcy is never considered a desired outcome, and methods of predicting it have received extensive attention during the past decades. However, as a consequence of weak academic interest and peculiar financial profiles, retail bankruptcy prediction remains rather unexplored. READ MORE
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3. Financial Distress and Governance Structure
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Topics of financial distress and corporate governance structure have attracted many researchers before. However, no one combined the three distress models of Altman (1968), Ohlson (1980) and Zmijewski (1984) with corporate governance variables. READ MORE
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4. Reverse Robin Hood. A Swedish Assessment of the Distress Puzzle
University essay from Göteborgs universitet/Graduate SchoolAbstract : This research adopts some of the most well-known models to predict financial distress to be able to investigate whether firms with higher probability to default and thereby incorporating more risk do provide investors with a higher return in the Swedish market. We create portfolios sorted on the predicted probability of the financial distress and subsequently perform a portfolio analysis to investigate the risk return relationship. READ MORE
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5. Absolute & Relative Credit Quality Assessment
University essay from Lunds universitet/Matematisk statistikAbstract : The lack of availability and relevance of both credit ratings and traded market instruments, forces nancial institutions to nd alternative ways to validate the credit qualities of their counterparties. To address this issue, existing bankruptcy prediction models are evaluated and re-estimated. READ MORE