Analysing the stability of bankruptcy prediction models

• Main Authors: Md Rus, Rohani, Taufil Mohd, Kamarun Nisham, Abdul Latif, Rohaida
• 格式: Article
• 出版: Inderscience Publishers 2020
• 主題: HJ Public Finance
• 在線閱讀: http://repo.uum.edu.my/28199/; http://doi.org/10.1504/AAJFA.2020.110493

The aim of this study is to assess the predictive power of logit model and hazard model in predicting bankruptcy and to analyse the stability of the models. Using Malaysian listed companies and a sample span from 1998 to 2014, this study found that, for the hazard model, all variables were significa...