1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Άρθρα/Articles
Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/14509
DC FieldValueLanguage
dc.contributor.authorTheodossiou, Panayiotis-
dc.contributor.authorKahya, Eyup-
dc.contributor.authorOuandlous, A.S-
dc.contributor.otherΘεοδοσίου, Παναγιώτης-
dc.date.accessioned2019-07-11T10:47:45Z-
dc.date.available2019-07-11T10:47:45Z-
dc.date.issued2001-08-01-
dc.identifier.citationManagerial Finance, 2001, vol. 27 no. 8, pp. 1-15en_US
dc.identifier.issn03074358-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/14509-
dc.description.abstractThis article examines the implications of serial correlation of the financial variables on the dynamic performance and robustness of the business failure prediction models based on the linear discriminant analysis, Logit, and Cumulative Sums (CUSUM)methods. Statistical tests show that most of the financial variables included in business failure prediction models exhibit strong positive serial correlation over time and in many cases a unit root. As a result, the predictive ability of these types of models deteriorates over time. © Emerald Group Publishing Limited. SciVal Topic Prominenceen_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.relation.ispartofManagerial Financeen_US
dc.rights© Emeralden_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectAccounting researchen_US
dc.subjectPredictive validity USAen_US
dc.subjectModellingen_US
dc.subjectCompany failuresen_US
dc.titleSerial correlation, non-stationarity, and dynamic performance of business failures prediction modelsen_US
dc.typeArticleen_US
dc.collaborationRutgers University-Camden campusen_US
dc.collaborationSavannah State Universityen_US
dc.subject.categoryEconomics and Businessen_US
dc.journalsOpen Accessen_US
dc.countryUnited Statesen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1108/03074350110767303en_US
dc.relation.issue8en_US
dc.relation.volume27en_US
cut.common.academicyear2001-2002en_US
dc.identifier.spage1en_US
dc.identifier.epage15en_US
item.fulltextNo Fulltext-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.openairetypearticle-
item.languageiso639-1en-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Management and Economics-
crisitem.author.orcid0000-0001-5556-2594-
crisitem.author.parentorgFaculty of Management and Economics-
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