Ming-Yuan Li

National Cheng Kung University - Graduate Institute of Finance

1 Univeristy Road

Tainan City, Taiwan 70101

Taiwan

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Scholarly Papers (1)

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A Hybrid Bankruptcy Prediction Model with Dynamic Loadings on Accounting-Ratio-Based and Market-Based Information: A Binary Quantile Regression Approach

Journal of Empirical Finance, Vol. 17, No. 4, 2010
Posted: 16 Nov 2009 Last Revised: 21 Oct 2010
Ming-Yuan Li and Peter Miu
National Cheng Kung University - Graduate Institute of Finance and McMaster University - DeGroote School of Business

Abstract:

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Binary quantile regression, z-score, distance to default, bankruptcy