Journal Article |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Financial Early Warning System for Over-the-Counter Broker-Dealers |
0 |
0 |
2 |
146 |
0 |
0 |
4 |
358 |
A Further Empirical Investigation of the Bankruptcy Cost Question |
1 |
4 |
23 |
1,246 |
5 |
19 |
70 |
2,660 |
A Race for Long Horizon Bankruptcy Prediction |
1 |
2 |
8 |
18 |
1 |
4 |
15 |
46 |
A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
22 |
An analysis and critique of the BIS proposal on capital adequacy and ratings |
0 |
1 |
4 |
354 |
1 |
2 |
10 |
838 |
An emerging market credit scoring system for corporate bonds |
6 |
13 |
32 |
501 |
7 |
18 |
57 |
1,061 |
An integrated pricing model for defaultable loans and bonds |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
89 |
Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
38 |
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? |
0 |
1 |
1 |
32 |
0 |
3 |
6 |
130 |
Assessing Potential Financial Problems for Firms in Brazil |
1 |
2 |
5 |
92 |
2 |
5 |
13 |
341 |
Assessing the credit worthiness of Italian SMEs and mini-bond issuers |
1 |
1 |
9 |
29 |
2 |
4 |
22 |
114 |
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices |
0 |
0 |
0 |
49 |
0 |
1 |
5 |
238 |
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices |
0 |
1 |
2 |
5 |
0 |
1 |
2 |
18 |
Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? |
2 |
2 |
4 |
80 |
4 |
4 |
14 |
200 |
Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending |
0 |
0 |
10 |
137 |
1 |
1 |
21 |
292 |
Common Stock Price Volatility Measures and Patterns |
0 |
0 |
2 |
15 |
0 |
2 |
5 |
35 |
Comparative Analysis of Risk Measures: France and the United States |
0 |
0 |
1 |
65 |
0 |
0 |
2 |
189 |
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
118 |
Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
83 |
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) |
0 |
1 |
17 |
1,467 |
0 |
5 |
38 |
3,326 |
Credit ratings and the BIS capital adequacy reform agenda |
0 |
0 |
2 |
149 |
0 |
0 |
6 |
504 |
Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets |
0 |
1 |
1 |
102 |
0 |
1 |
1 |
380 |
Credit risk measurement: Developments over the last 20 years |
1 |
3 |
10 |
1,349 |
4 |
11 |
49 |
2,977 |
Customer lifetime value: stochastic optimization approach |
0 |
0 |
1 |
18 |
0 |
0 |
4 |
41 |
Default rates in the syndicated bank loan market: A mortality analysis |
0 |
0 |
1 |
548 |
1 |
1 |
7 |
1,482 |
Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review |
0 |
1 |
4 |
45 |
0 |
1 |
6 |
123 |
Dynamic Games in Novel Networks: Guest Editors’ Forewords |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
15 |
Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs |
0 |
0 |
1 |
105 |
0 |
3 |
5 |
523 |
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY |
19 |
80 |
385 |
3,203 |
45 |
196 |
912 |
9,200 |
Financial Applications of Discriminant Analysis: A Clarification |
0 |
0 |
1 |
60 |
0 |
0 |
2 |
142 |
Financial Distress and Restructuring Models |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
664 |
Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
74 |
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? |
0 |
0 |
1 |
81 |
0 |
0 |
5 |
156 |
Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications |
0 |
0 |
3 |
7 |
0 |
1 |
16 |
28 |
How rating agencies achieve rating stability |
0 |
3 |
19 |
533 |
1 |
9 |
53 |
1,110 |
Information Effects and Stock Market Response to Signs of Firm Deterioration |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
77 |
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
63 |
Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress |
0 |
3 |
14 |
382 |
0 |
7 |
27 |
923 |
Introduction: Company and country risk models |
0 |
0 |
1 |
64 |
1 |
1 |
2 |
138 |
Knowledge based framework for facilitating e-learning services |
0 |
0 |
2 |
3 |
0 |
0 |
5 |
12 |
Managing Credit Risk: A Challenge for the New Millennium |
2 |
3 |
5 |
15 |
5 |
6 |
8 |
51 |
Modelling Credit Risk for SMEs: Evidence from the U.S. Market |
2 |
10 |
42 |
370 |
13 |
29 |
122 |
1,071 |
Morgan Stanley Roundtable on Managing Financial Trouble |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
118 |
On the Convergence to Nash Equilibrium in Problems of Distributed Computing |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
14 |
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 |
1 |
1 |
4 |
49 |
1 |
1 |
10 |
155 |
Predicting Railroad Bankruptcies in America |
0 |
0 |
3 |
236 |
0 |
0 |
7 |
795 |
Predicting performance in the savings and loan association industry |
1 |
1 |
5 |
191 |
1 |
3 |
9 |
429 |
REVISITING THE HIGH YIELD BOND MARKET: MATURE BUT NEVER DULL |
0 |
1 |
4 |
38 |
1 |
2 |
6 |
114 |
Railroad Bankruptcy Propensity |
0 |
0 |
1 |
56 |
0 |
3 |
4 |
244 |
Ratio Analysis and the Prediction of Firm Failure: A Reply |
0 |
0 |
4 |
127 |
0 |
0 |
7 |
281 |
Rethinking SME default prediction: a systematic literature review and future perspectives |
0 |
2 |
5 |
17 |
1 |
5 |
18 |
66 |
Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
87 |
Share Markets and Portfolio Theory |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
Sovereign default risk assessment |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
123 |
Statistical classification models applied to common stock analysis |
0 |
0 |
1 |
53 |
0 |
0 |
1 |
202 |
THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS |
2 |
4 |
25 |
129 |
3 |
6 |
53 |
423 |
THE VALUE OF PERSONAL CREDIT HISTORY IN RISK SCREENING OF ENTREPRENEURS: EVIDENCE FROM MARKETPLACE LENDING |
0 |
1 |
1 |
1 |
0 |
1 |
2 |
8 |
The Anatomy of Distressed Debt Markets |
0 |
0 |
1 |
6 |
0 |
0 |
3 |
23 |
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
43 |
The Controversy Over Executive Compensation |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
204 |
The Equity Performance of Firms Emerging from Bankruptcy |
1 |
1 |
2 |
70 |
1 |
1 |
5 |
340 |
The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics |
0 |
0 |
0 |
281 |
0 |
0 |
0 |
910 |
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications |
0 |
0 |
16 |
522 |
4 |
11 |
46 |
1,536 |
The importance and subtlety of credit rating migration |
0 |
0 |
2 |
334 |
0 |
0 |
5 |
779 |
The success of business failure prediction models: An international survey |
0 |
1 |
15 |
929 |
1 |
4 |
24 |
2,027 |
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
84 |
Toward a bottom-up approach to assessing sovereign default risk: an update |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
207 |
Ultimate recovery mixtures |
0 |
0 |
3 |
102 |
1 |
1 |
9 |
297 |
Volatility Behavior of Industrial Stock Price Indices |
0 |
0 |
1 |
29 |
0 |
0 |
2 |
103 |
Z-Score Models’ application to Italian companies subject to extraordinary administration |
0 |
1 |
3 |
87 |
2 |
4 |
10 |
296 |
ZETATM analysis A new model to identify bankruptcy risk of corporations |
3 |
14 |
64 |
2,847 |
7 |
30 |
127 |
6,246 |
Total Journal Articles |
44 |
159 |
773 |
17,694 |
117 |
412 |
1,898 |
46,108 |