Financial distress and jump tail risk: Evidence from China's listed companies
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference59 articles.
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1. Financial Distress Premium or Discount? Some New Evidence;Journal of Risk and Financial Management;2024-07-07
2. Financial risk forewarning with an interpretable ensemble learning approach: An empirical analysis based on Chinese listed companies;Pacific-Basin Finance Journal;2024-06
3. Examining the bonus mechanisms’ role in real earnings management dynamics in an Indonesian manufacturing company;Investment Management and Financial Innovations;2024-03-25
4. Financial Distress Early Warning for Chinese Enterprises from a Systemic Risk Perspective: Based on the Adaptive Weighted XGBoost-Bagging Model;Systems;2024-02-19
5. Predicting Financial Distress Using a MIDAS Hazard Model: Evidence from Listed Companies in China;Emerging Markets Finance and Trade;2023-08-28
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