Essays about: "Bankruptcy Prediction"
Showing result 16 - 20 of 44 essays containing the words Bankruptcy Prediction.
-
16. Financial statement information and abnormal stock returns : a test of increased market efficiency over time in the Swedish stock market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This study revisits the question of whether publicly available financial statement information can be used to generate abnormal returns. The study tests the hypothesis that the Swedish stock market has become increasingly efficient over time with respect to publicly available financial statement information, suggested by Skogsvik and Skogsvik (2010), by applying their investment strategy, combining the estimated probability of an increase in mid-term ROE with the implied market expectations for future mid-term ROE estimated from a RIV-model. READ MORE
-
17. The predictive power of financial ratios on bankruptcy : A quantitative study of non-listed limited liability SMEs companies in Sweden
University essay from Jönköping University/IHH, FöretagsekonomiAbstract : Abstract Background - Bankruptcy is an issue that not only affects the company that is registered as bankrupt, but also the society since it has an impact on the economy. Previous studies have been focusing on larger listed companies outside of Sweden hence there is a lack of empirical findings about Swedish companies in this research area. READ MORE
-
18. Effectiveness of the Altman Z-Score model : Does the Altman Z-Score model accurately capture the effects of Non-Performing Assets (NPA) in the Indian banking sector?
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : The aim of this study is to measure the effectiveness of Altman’s Z-Score model using Non-performing assets (NPA) as a benchmark stability indicator. To do that, this paper examines if Altman’s Z Score Models capture the decline in financial health of the banks caused by the NPAs, using a two-fold analysis i.e. READ MORE
-
19. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. READ MORE
-
20. Bankruptcy Distributions and Modelling for Swedish Companies Using Logistic Regression
University essay from KTH/Matematisk statistikAbstract : This thesis discusses the concept of bankruptcy, or default, for Swedish companies. The actual distribution over time is considered both on aggregate level and within different industries. Several models are constructed to best possible describe the default frequency. READ MORE
