期刊論文1. | Xu, M.、Zhang, C.(2009)。Bankruptcy prediction: the case of Japanese listed companies。Review of Accounting Studies,14,534-558。 |
2. | Agarwal, V.、Taffler, R.(2008)。Comparing the performance of market-based and accounting-based bankruptcy prediction models。Journal of Banking and Finance,32,1541-1551。 |
3. | Asquith, P.、Cartner, R.、Sharfstein, D.(1994)。Anatomy of financial distress: An examination of junk-bond issuers。Quarterly Journal of Economics,109,625-658。 |
4. | Beaver, W. H.、McNichols, M. F.、Rhie, J. W.(2005)。Have financial statements become less informative? Evidence from the ability of financial ratios to predict bankruptcy。Review of Accounting studies,10,93-122。 |
5. | Chan, K. C.、Chen, N. F.、Hsieh, D.(1985)。An exploratory investigation of the firm size effect。Journal of Financial Economics,14,451-471。 |
6. | 周恆志(20080700)。Credit Value-at-Risk, Credit Spread, and Distance-to-Default。Pan-Pacific Management Review,11(2),39-55。 |
7. | Denis, D. J.、Denis, D. K.(1995)。Causes of financial distress following leveraged recapitalizations。Journal of Financial Economics,37(2),129-157。 |
8. | Hillegeist, S. A.、Keating, E. K.、Cram, D. P.、Lundstedt, K. G.(2004)。Accessing the probability of bankruptcy。Review of Accounting Studies,9,5-34。 |
9. | Joy, O. M.、Tollefson, J. O.(1975)。On the financial applications of discriminant analysis。Journal of Financial and Quantitative Analysis,10(5),723-739。 |
10. | Moyer. R. C.(1977)。Forecasting financial failure: Reexamination。Financial Management,6(1),11-17。 |
11. | 張大成、林郁翎、林修逸(20070600)。應用市場資訊於企業危機預警之研究。運籌研究集刊,6(1),1-18。 延伸查詢 |
12. | 陳建宏、陳麗芬、戴錦周(20070600)。樣本偏誤對財務危機預警模型影響之研究。東吳經濟商學學報,57,29-47。 延伸查詢 |
13. | Duffie, D.、Lando, D.(2001)。Term structures of credit spreads with incomplete accounting information。Econometrica,69(3),633-664。 |
14. | Reisz, A. S.、Perlich, C.(2007)。A market-based framework for bankruptcy prediction。Journal of Financial Stability,3(2),85-131。 |
15. | Begley, Joy、Ming, Jin、Watts, Susan(1996)。Bankruptcy classification errors in the 1980s: An empirical analysis of Altman's and Ohlson's models。Review of Accounting Studies,1(4),267-284。 |
16. | Vassalou, Maria、Xing, Yuhang(2004)。Default risk in equity returns。Journal of Finance,59(2),831-868。 |
17. | Altman, E. I.、Saunders, A.(1998)。Credit risk measurement: Developments over the last 20 years。Journal of Banking and Finance,21,1721-1742。 |
18. | Atiya, Amir F.(2001)。Bankruptcy Prediction for Credit Risk Using Neural Networks: A Survey and New Results。IEEE Transactions on Neural Networks,12(4),929-935。 |
19. | Mensah, Yaw M.(1984)。An examination of the stationarity of multivariate bankruptcy prediction models: A methodological study。Journal of Accounting Research,22(1),380-395。 |
20. | Dichev, I. D.(1998)。Is the risk of bankruptcy a systematic risk?。Journal of Finance,53(3),1131-1148。 |
21. | Beaver, W. H.(1966)。Financial Ratios as Predictors of Failure。Journal of Accounting Research,4(3),71-111。 |
22. | Platt, Harlan D.、Platt, Marjorie B.(2002)。Predicting Corporate Financial Distress: Reflections on Choice-Based Sample Bias。Journal of Economics and Finance,26(2),184-199。 |
23. | Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance,29(2),449-470。 |
24. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 |
25. | Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business,59(3),383-403。 |
26. | Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。 |
27. | Ohlson, James A.(1980)。Financial Ratios and the Probabilistic Prediction of Bankruptcy。Journal of Accounting Research,18(1),109-131。 |
28. | Lang, Larry H. P.、Stulz, René M.(1992)。Contagion and Competitive Intra-industry Effects of Bankruptcy Announcements。Journal of Financial Economics,32(1),45-60。 |
29. | Altman, Edward I.(1968)。Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy。The Journal of Finance,23(4),589-609。 |
30. | Chan, Ka Keung Ceajer、Chen, Nai Fu(1991)。Structural and Return Characteristics of Small and Large Firms。Journal of Finance,46(4),1467-1484。 |
31. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。 |
32. | Opler, Tim C.、Titman, Sheridan(1994)。Financial distress and corporate performance。The Journal of Finance,49(3),1015-1040。 |
33. | Zmijewski, Mark E.(1984)。Methodological Issues Related to the Estimation of Financial Distress Prediction Models。Journal of Accounting Research,22(Supplement),59-82。 |