The use of accounting and stock market data to predict bank financial distress the case of East Asian banks

This paper investigates whether market information could add to accounting information in the prediction of bank financial distress in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators and then extended to include market indicators. Dummy variables a...

詳細記述

書誌詳細
出版年:Philippine Management Review Vol. 18, no. Special issue (2011), 1-18
第一著者: Distinguin, Isabelle
フォーマット: 論文
言語:English
出版事項: 2011
主題: