NDLI: Financial Distress Prediction Models of China's Listed Companies

Content Provider	IEEE Xplore Digital Library
Author	Qian Guo-ming Feng Yuan Zhou Ling
Copyright Year	2007
Description	Author affiliation: Harbin Inst. of Technol., Harbin (Qian Guo-ming; Feng Yuan; Zhou Ling)
Abstract	Research of financial distress prediction models has just started in China, and there are some differences between the study abroad and that in China both from the methods and the perspective of research, which are mainly due to the difference of the degree of maturity of the capital market and the imperfections of research methods. Using listed manufacturing industry as its research object and whether the listed company has been special transaction because "the financial conditions are unusual" as a sign of financial distress, this paper adopts the canonical discriminant analysis method of the multivariate discriminant analysis, applies several variables which can cover every aspect of a listed company's financial position, utilize the financial data from the audited financial statements and search the variables and prediction models that can predict the financial distress of listed companies as accurately as possible.
Starting Page	1824
Ending Page	1829
File Size	3449719
Page Count	6
File Format	PDF
ISBN	9787560322780
DOI	10.1109/ICMSE.2007.4422105
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2007-08-20
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	HARBIN INSTITUTE OF TEC
Subject Keyword	listed company Artificial neural networks Predictive models Conference management Financial management Regression analysis financial distress Information technology prediction models Technology management Engineering management Forward contracts the multivariate discriminant analysis Logistics
Content Type	Text
Resource Type	Article

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