A Comprehensive Study of Bankruptcy Prediction: Accounting Ratios, Market Variables, and Microstructure

Bankruptcy prediction has been a fruitful area of research. Univariate analysis and discriminant analysis were the first methodologies used. While they perform relatively well at correctly classifying bankrupt and nonbankrupt firms, their predictive ability has come into question over time. Univaria...

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Bibliographic Details
Main Author: Fernandez, Giovanni
Format: Others
Published: FIU Digital Commons 2012
Online Access:http://digitalcommons.fiu.edu/etd/712
http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=1822&context=etd