Essays about: "Bankruptcy prediction model"
Showing result 11 - 15 of 34 essays containing the words Bankruptcy prediction model.
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11. 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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12. Bankruptcy Risk and Market Rationality During Covid-19: Swedish Evidence
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : Purpose: To examine the changes in bankruptcy risk that occurred during the beginning of the Covid-19 pandemic for companies listed on Nasdaq Stockholm, and to test market rationality regarding i) the changes in bankruptcy risk, ii) the equity risk premium associated with bankruptcy risk in the 1-year period after the market trough. Method: Bankruptcy risk is estimated with the Skogsvik (1990) model and a bankruptcy risk calibrated Residual Income Valuation model. READ MORE
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13. 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
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14. 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
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15. 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
