Three papers in empirical finance and accounting / by Steffen Möllenhoff, M. Sc. Wuppertal, [2020]
Inhalt
- Nonlinear Relationships in Bankruptcy Prediction and Their Effect on the Total Cost of Misclassification: Empirical Evidence on Listed U.S. Companies
- Introduction
- Methodology
- Generalized Linear Models and Generalized Additive Models
- The Total Cost of Misclassification as a Validity Measure
- Empirical Data
- Results
- Estimated Bankruptcy Prediction Models
- Nonlinear Relationships
- Validity and the Total Cost of Misclassification
- Conclusion
- Dark Premonitions: Pre-Bankruptcy Investor Attention and Behavior
- Introduction
- Literature Review
- Data
- Sample Construction
- Empirical Results
- Requests on Disclosed Company Information – Sample Level
- Explaining Differences in Requests for Disclosed Company Information
- Plausibility Check and Alternative Explanations
- Requests for Disclosed Company Information on the Investor–Company Level
- Conclusion
- Appendix EDGAR Log-Files Dataset
- Appendix Sample Construction
- Appendix Bankruptcy Prediction Models
- Appendix Variable Definitions
- Watch the votes: How unwanted directors hurt firm performance
- Introduction
- Literature Review
- Data
- Results
- Determinants of For Votes
- Determinants of Unwantedness
- Firm Performance
- Dummy Regressions
- Stayed vs. New Unwanted Directors
- Robustness
- Conclusion
- Appendix Tables
- Appendix Variable Definitions
- References