Considering the Context of Public News into the Corporate Default Warning Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 98 === This paper applies the text-mining technique to analyze linguistic information from the financial news. The study combines a distress-corpus variable (intensity of default-corpus, ITDC) with other variables, including financial variables, corporation governance,...
Main Authors: | Pei-Shin Hsiao, 蕭佩欣 |
---|---|
Other Authors: | Yang-Cheng Lu |
Format: | Others |
Language: | zh-TW |
Published: |
2010
|
Online Access: | http://ndltd.ncl.edu.tw/handle/28212411736503769285 |
Similar Items
-
The Application of Robust Logistic Regression into Pre-Warning Model of Corporation in the Consideration of Public News
by: Chong-Min Wong, et al.
Published: (2011) -
Corporate Default Rating with the News Effect and the Application to Portfolio Management
by: Kai-Hau Hsu, et al.
Published: (2012) -
The research on warning factors and forecasting model of mortgage defaults
by: Yung-Cheng Chiu, et al.
Published: (2010) -
The Warning Default Models of SME for Financial Institution and SMEG
by: Cheng-Chen Lin, et al.
Published: (2016) -
The Optimal Default Threshold on Public Corporation
by: Chiau-kai Chang, et al.
Published: (2008)