How do bankruptcy risk estimations change in time? Empirical evidence from listed US companies

被引：0

作者：

Lohmann, Christian ^{[1
]}

Moellenhoff, Steffen ^{[1
]}

机构：

[1] Univ Wuppertal, Schumpeter Sch Business & Econ, Gauaystr 20, D-42119 Wuppertal, Germany

来源：

FINANCE RESEARCH LETTERS | 2023年 / 58卷

关键词：

Bankruptcy prediction; Financial distress; Listed US companies; Pre-bankruptcy pattern; FINANCIAL RATIOS; PREDICTION;

D O I：

10.1016/j.frl.2023.104389

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

The study analyzes how bankruptcy risk estimations of listed US companies changed in the period January 2006 to May 2023. Based on multi-year data series of bankruptcy risk estimations, the study shows the dynamics of bankruptcy risk estimations and, therefore, helps interpret the outcome of bankruptcy prediction models and evaluate the recent financial distress that a notable number of listed US companies exhibits. Furthermore, the study analyzes the pre-bankruptcy patterns of listed US companies that filed for bankruptcy in 2023.

引用

页数：6

共 18 条

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[10] Political Connections and Government Subsidies of the Companies Falling into Financial Distress-Empirical Evidence from Chinese ST Listed Companies
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