1. How does investment efficiency affect financial distress risk? Evidence from China. (2025). Geng, Huixia ; Zhu, Hongbing ; Lau, Wei Theng ; Nor, Normaziah Mohd ; Ab, Nazrul Hisyam.
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2. Examining financial distress of the Vietnamese listed firms using accounting-based models. (2023). Tran, Thao ; Nguyen, Ngoc Hong ; Vo, Duc Hong ; Vu, Nam Thanh ; Le, Binh Thien.
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3. Economic policy uncertainty and bankruptcy filings. (2022). Ledyaeva, Svetlana ; Drogovoz, Pavel ; Fedorova, Elena ; Nevredinov, Alexandr.
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4. Sanctions against Iran, political connections and speed of adjustment. (2022). Mansouri, Kefsan ; Ghaderi, Kaveh ; Aflatooni, Abbas.
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5. On the prediction of financial distress in emerging markets: What matters more? Empirical evidence from Arab spring countries. (2021). Elbannan, Mona.
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6. Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach. (2021). Vo, Duc ; Powell, Robert ; Dinh, Dung V.
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7. Financial Compass for Slovak Enterprises: Modeling Economic Stability of Agricultural Entities. (2020). Valaskova, Katarina ; Adamko, Peter ; Durana, Pavol ; Jaros, Jaroslav.
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8. Development and testing of an augmented distress prediction model: A comparative study on a developed and an emerging market. (2020). Félix, Elisabete ; Serrasqueiro, Zelia ; Ashraf, Sumaira.
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9. Corporate Financial Distress of Industry Level Listings in an Emerging Market. (2019). Vo, Duc ; Pham, Trung Vu-Thanh ; McAleer, Michael.
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10. Corporate Financial Distress of Industry Level Listings in Vietnam. (2019). Vo, Duc ; Ho, Chi ; McAleer, Michael.
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11. A Comparison on Leading Methodologies for Bankruptcy Prediction: The Case of the Construction Sector in Lithuania. (2019). Morkūnas, Mangirdas ; Morkunas, Mangirdas ; Girinas, Lukas ; Brucaite, Laura ; Giriniene, Gintare.
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12. Corporate Financial Distress of Industry Level Listings in an Emerging Market. (2019). Vo, Duc ; Pham, T. V.-T., ; Pham, B. V.-N., .
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1. “Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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2. Prediction of company failure: Past, present and promising directions for the future. (2018). Jayasekera, Ranadeva.
   In: International Review of Financial Analysis.
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3. Default prediction models: The role of forward-looking measures of returns and volatility. (2018). Wang, Tianyang ; Miao, Hong ; Ramchander, Sanjay ; Ryan, Patricia.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:46:y:2018:i:c:p:146-162.

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4. Board Composition and Financial Distress of Listed Firms in Kenya. An Empirical Analysis. (2017). Ombaba, Kennedy ; Mwengei, Kennedy ; Kosgei, David.
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5. Capital Investment Decisions of Micro, Small and Medium Enterprises: The Case of Digos City. (2017). Diasana, Sarah Jean ; Sumayang, Mildred ; Relativo, Jona Princess ; Murcia, John Vianne .
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6. Financial Bankruptcy across European Countries. (2017). Succurro, Marianna.
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7. Forewarning Bankruptcy: An Indigenous Model for Pakistan. (2017). Hunjra, Ahmed ; Azam, Rauf I ; Ijaz, Muhammad Shahzad.
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8. Financial Distress, Employees’ Welfare and Entrepreneurship Among SMEs. (2016). Inekwe, John.
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   RePEc:spr:soinre:v:129:y:2016:i:3:d:10.1007_s11205-015-1164-6.

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9. Re-estimation and comparisons of alternative accounting based bankruptcy prediction models for Indian companies. (2016). Singh, Bhanu ; Mishra, Alok.
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10. On the prediction of financial distress in developed and emerging markets: Does the choice of accounting and market information matter? A comparison of UK and Indian Firms. (2016). Charalambakis, Evangelos ; Garrett, Ian.
    In: Review of Quantitative Finance and Accounting.
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11. An Empirical Analysis of Financially Distressed Italian Companies. (2016). Sensini, Luca.
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12. Predicting Operational Loss Exposure Using Past Losses. (2016). Migueis, Marco ; Curti, Filippo.
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13. Validation of default probability models: A stress testing approach. (2016). Kimura, Herbert ; Arismendi Zambrano, Juan ; Sobreiro, Vinicius Amorim ; Tsukahara, Fabio Yasuhiro .
    In: International Review of Financial Analysis.
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14. Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:35:y:2016:i:c:p:43-67.

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15. MEASURING FINANCIAL DISTRESS AND PREDICTING CORPORATE BANKRUPTCY: AN INDEX APPROACH. (2016). Mehdian, Seyed ; Liao, Qunfeng.
    In: Review of Economic and Business Studies.
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16. Predicting probability of default of Indian companies: A market based approach. (2016). Singh, Bhanu ; Mishra, Alok.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:197-204.

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17. Predicting probability of default of Indian companies: A market based approach. (2016). Singh, Bhanu Pratap ; Mishra, Alok Kumar.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:197-204.

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18. “Bank risk behavior and connectedness in EMU countries”. (2015). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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19. Accounting data and the credit spread: An empirical investigation. (2015). Tucker, Jon ; Guermat, Cherif ; Demirovic, Amer.
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20. Financial sustainability of wind electricity sectors in the Baltic States. (2015). Bobinaite, Viktorija.
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21. Comparative credit risk in Islamic and conventional bank. (2015). Worthington, Andrew ; Kabir, Md Nurul ; Gupta, Rakesh ; Nurul, MD.
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    RePEc:eee:pacfin:v:34:y:2015:i:c:p:327-353.

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22. Bank risk behavior and connectedness in EMU countries. (2015). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:57:y:2015:i:c:p:161-184.

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23. Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms. (2015). Doumpos, Michael ; Andriosopoulos, Kostas ; Niklis, Dimitrios ; Zopounidis, Constantin.
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24. Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework. (2015). Xu, Bing ; Mousavi, Mohammad M ; Ouenniche, Jamal.
    In: International Review of Financial Analysis.
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25. “Forward Looking Banking Stress in EMU Countries”. (2014). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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26. Predicting distress in European banks. (2014). Sarlin, Peter ; Peltonen, Tuomas ; Opric, Silviu ; Betz, Frank.
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    RePEc:eee:jbfina:v:45:y:2014:i:c:p:225-241.

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27. Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test. (2014). Agarwal, Vineet ; Bauer, Julian.
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    RePEc:eee:jbfina:v:40:y:2014:i:c:p:432-442.

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28. Bank competition and financial stability in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing.
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    RePEc:eee:jbfina:v:38:y:2014:i:c:p:64-77.

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29. Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes. (2014). Kanas, Angelos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:244-258.

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30. The characteristics of changes in construction companies to become insolvent by size following macroeconomic fluctuations. (2013). Kwon, Taein ; Lee, Sanghyo ; Kim, Jaejun.
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31. Alternative bankruptcy prediction models using option-pricing theory. (2013). Lambertides, Neophytos ; Trigeorgis, Lenos ; Dionysiou, Dionysia ; Charitou, Andreas.
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    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2329-2341.

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32. Product market competition and credit risk. (2013). Huang, Hsing-Hua ; Lee, Han-Hsing.
    In: Journal of Banking & Finance.
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33. The impact of diverse measures of default risk on UK stock returns. (2013). Hill, Paul A ; Chen, Jie.
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34. Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks. (2013). Takahashi, Shuhei ; Ito, Takatoshi ; Harada, Kimie.
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35. Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Wilson, Nicholas ; Tinoco, Mario Hernandez.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

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36. Predicting distress in European banks. (2013). Sarlin, Peter ; Peltonen, Tuomas ; Oprica, Silviu ; Betz, Frank.
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37. On the prediction of corporate financial distress in the light of the financial crisis: empirical evidence from Greek listed firms. (2013). Charalambakis, Evangelos.
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38. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Samaniego-Medina, Reyes ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
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39. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; CARDONE RIPORTELLA, CLARA ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara.
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40. Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter .
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41. Assessing bankruptcy prediction models via information content of technical inefficiency. (2011). Hwang, Ruey-Ching ; Siao, Jhao-Siang ; Chung, Huimin.
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42. The predictive ability of “conservatism” and “governance” variables in corporate financial disclosures. (2011). Ren, Yun ; Dong, Yinan ; Smith, Malcolm.
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43. The term structure of banking crisis risk in the United States: A market data based compound option approach. (2011). Eichler, Stefan ; Maltritz, Dominik ; Karmann, Alexander.
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44. Dynamic analysis of the business failure process: A study of bankruptcy trajectories. (2010). du Jardin, Philippe ; Severin, Eric.
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45. Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures. (2010). Cole, Rebel ; Wu, Qiongbing.
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46. A compound option approach to model the interrelation between banking crises and country defaults: The case of Hungary 2008. (2010). Maltritz, Dominik.
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47. Is the diversification discount caused by the book value bias of debt?. (2010). Muller, Sebastian ; Glaser, Markus.
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48. A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach. (2010). Miu, Peter ; Li, Ming-Yuan Leon.
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49. Bankruptcy prediction models: How to choose the most relevant variables?. (2009). du Jardin, Philippe.
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50. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
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