Efficacy of industry factors for corporate default prediction (Record no. 51410)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01377nam a2200217 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190610181922.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190610b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Agrawal, Khushbu |
| 9 (RLIN) | 33676 |
| 245 ## - TITLE STATEMENT | |
| Title | Efficacy of industry factors for corporate default prediction |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 71-77 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The paper aims to assess whether a sensitivity variable, industry beta, has a significant impact on the firm's likelihood of default, as an independent predictor variable. The study uses logistic regression and multiple discriminant analysis for matched pair sample of defaulting and non-defaulting listed Indian firms. The industry beta is estimated by regressing the monthly stock return of each individual firm on the monthly return of the respective industry index. The sensitivity variable for industry factors, industry beta, is found to be statistically significant in predicting defaults. Higher sensitivity to industry factors leads to an increased probability of default. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Financial distress |
| Uncontrolled term | Default prediction |
| Uncontrolled term | Industry factors |
| Uncontrolled term | Logistic regression |
| Uncontrolled term | Multiple discriminant analysis |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Maheshwari, Yogesh |
| 9 (RLIN) | 33677 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 26346 |
| Host Itemnumber | 74840 |
| Main entry heading | RAVI aNSHUMAN V. |
| Place, publisher, and date of publication | BANGOLRE IIM BANGALORE 2011 |
| Other item identifier | 55510416 |
| Title | IIMB Management Review |
| International Standard Serial Number | 09793896 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 10/06/2019 | Vol 31, Issue 1/ 55510416JA6 | 55510416JA6 | 10/06/2019 | 10/06/2019 |