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Applied Financial Economics Volume 14, 2004 - Issue 2
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Original Articles

Identification of corporate distress in UK industrials: a conditional probability analysis approach

L. Lin Department of Banking and Finance, National Chi-Nan University, 1 University Road, Pu-Li, Nantou 545, Taiwan
&
J. Piesse Management Centre, School of Social Science and Public Policy, King's College London, 150 Stamford St, London SE1 9NN, UK; University of Stellenbosch, Republic of South Africa
Pages 73-82 | Published online: 21 Aug 2006

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A. M. Callejón, A. M. Casado, M. A. Fernández & J.I. Peláez. (2013) A System of Insolvency Prediction for industrial companies using a financial alternative model with neural networks. International Journal of Computational Intelligence Systems 6:1, pages 29-37.
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Han Donker, Bernard Santen & Saif Zahir. (2009) Ownership structure and the likelihood of financial distress in the Netherlands. Applied Financial Economics 19:21, pages 1687-1696.
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Pai-Lung Chou, Jia-Jun Lin, Chen-Hua Yao & Ho-Yi Kuo. (2009) Evaluation on financial risk and abnormal return: evidence from China’s listed companies. Journal of Statistics and Management Systems 12:4, pages 775-791.
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Lin Lin, Hsien-Chang Kuo & I-Liang Lin. (2008) Merger and optimal number of firms: an integrated simulation approach. Applied Economics 40:18, pages 2413-2421.
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Articles from other publishers (27)

Martina Mokrišová & Jarmila Horváthová. (2023) Domain Knowledge Features versus LASSO Features in Predicting Risk of Corporate Bankruptcy—DEA Approach. Risks 11:11, pages 199.
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Alberto Tron, Maurizio Dallocchio, Salvatore Ferri & Federico Colantoni. (2022) Corporate governance and financial distress: lessons learned from an unconventional approach. Journal of Management and Governance 27:2, pages 425-456.
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M. A. İbrahim SARIAY. (2023) İşletmelerin Finansal Sağlamlığının Belirlenmesinde Finansal Oranlarla Oluşturulan Çok Değişkenli Modellerin Karşılaştırılması: BIST’te İşlem Gören Toptan Ticaret Sektöründe Bir UygulamaComparison Of Multivariate Models Created With Financial Ratios For Determining The Financial Soundness Of Businesses: An Application In The BIST Wholesale Trade Sector. Muhasebe ve Vergi Uygulamaları Dergisi 16:1, pages 77-98.
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Şaban Çelik, Bora Aktan & Bruce Burton. (2021) Firm dynamics and bankruptcy processes: A new theoretical model. Journal of Forecasting 41:3, pages 567-591.
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Jenifer Piesse, Cheng-Few Lee, Hsien-Chang Kuo & Lin Lin. 2022. Encyclopedia of Finance. Encyclopedia of Finance 773 790 .
Muqaddas Khalid, Qaisar Abbas, Fizzah Malik & Shahid Ali. (2020) Impact of audit committee attributes on financial distress: Evidence from Pakistan. International Journal of Financial Engineering 07:01, pages 2050005.
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Maurizio Dallocchio, Salvatore Ferri, Alberto Tron & Matteo Vizzaccaro. (2020) The use of Z-Score to predict UTP loans. Corporate Ownership and Control 18:1, pages 163-178.
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Lyudmila V. Sakharova, Sergey V. Rogozhin & Alexander N. Kuzminov. 2020. Complex Systems: Innovation and Sustainability in the Digital Age. Complex Systems: Innovation and Sustainability in the Digital Age 113 124 .
David Alaminos, Agustín Del Castillo & Manuel Ángel Fernández. (2019) Predicción de opinión going concern en clubes de fútbol: evidencia para la liga española. Contaduría y Administración 65:1, pages 151.
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Hafiz A. Alaka, Lukumon O. Oyedele, Hakeem A. Owolabi, Vikas Kumar, Saheed O. Ajayi, Olugbenga O. Akinade & Muhammad Bilal. (2018) Systematic review of bankruptcy prediction models: Towards a framework for tool selection. Expert Systems with Applications 94, pages 164-184.
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Marjan Marandi ParkinsonMarjan Marandi Parkinson. 2018. Corporate Governance in Transition. Corporate Governance in Transition 43 64 .
Lucia Svabova & Tomas Kliestik. 2018. Economy, Finance and Business in Southeastern and Central Europe. Economy, Finance and Business in Southeastern and Central Europe 331 341 .
Şaban Çelik. (2013) MICRO CREDIT RISK METRICS: A COMPREHENSIVE REVIEW. Intelligent Systems in Accounting, Finance and Management 20:4, pages 233-272.
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Tomasz Korol. (2013) Early warning models against bankruptcy risk for Central European and Latin American enterprises. Economic Modelling 31, pages 22-30.
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Jenifer Piesse, Cheng-Few Lee, Hsien-Chang Kuo & Lin Lin. 2013. Encyclopedia of Finance. Encyclopedia of Finance 357 366 .
Yanzhi Wang, Lin Lin, Hsien-Chang Kuo & Jenifer Piesse. 2010. Handbook of Quantitative Finance and Risk Management. Handbook of Quantitative Finance and Risk Management 1593 1606 .
Yi-Chung Hu. (2008) Incorporating a non-additive decision making method into multi-layer neural networks and its application to financial distress analysis. Knowledge-Based Systems 21:5, pages 383-390.
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Yi-Chung Hu & Fang-Mei Tseng. (2007) Functional-link net with fuzzy integral for bankruptcy prediction. Neurocomputing 70:16-18, pages 2959-2968.
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M.J. Beynon, L. Jones & C.A. Holt. (2006) Classification of osteoarthritic and normal knee function using three-dimensional motion analysis and the Dempster-Shafer theory of evidence. IEEE Transactions on Systems, Man, and Cybernetics - Part A: Systems and Humans 36:1, pages 173-186.
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. 2006. Encyclopedia of Finance. Encyclopedia of Finance 775 814 .
Jenifer Piesse, Cheng-Few Lee, Hsien-Chang Kuo & Lin Lin. 2006. Encyclopedia of Finance. Encyclopedia of Finance 477 490 .
Benjamin Griffiths & Malcolm J. Beynon. (2005) Expositing stages of VPRS analysis in an expert system: Application with bank credit ratings. Expert Systems with Applications 29:4, pages 879-888.
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Malcolm J. Beynon. (2005) Optimizing object classification under ambiguity/ignorance: application to the credit rating problem. Intelligent Systems in Accounting, Finance and Management 13:2, pages 113-130.
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Fang-Mei Tseng & Lin Lin. (2005) A quadratic interval logit model for forecasting bankruptcy. Omega 33:1, pages 85-91.
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Malcolm J. Beynon, Mark A. Clatworthy & Michael John Jones. (2005) The prediction of profitability using accounting narratives: a variable‐precision rough set approach. Intelligent Systems in Accounting, Finance and Management 12:4, pages 227-242.
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Lin Jie-xin, Luo Wei-qi & Pang Su-lin. (2004) The application of listed companies credit scoring model based on Bayes discriminant rule. The application of listed companies credit scoring model based on Bayes discriminant rule.
Josef KKnzli. (2005) Financial Distress Prediction - A Comparison of Statistic-, Econometric- and Artificial Intelligence Approaches. SSRN Electronic Journal.
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