Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression

Analysis of credit risk and increased competition in financial market has improved the motivation of a prediction model of corporate failure. However, there are fewer researches dependent on UK companies. This paper builds up a prediction model of corporate by investigating firm’s characteristics....

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Main Author: Hu, Cheng
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2012
Subjects:
Online Access:https://eprints.nottingham.ac.uk/25634/
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author Hu, Cheng
author_facet Hu, Cheng
author_sort Hu, Cheng
building Nottingham Research Data Repository
collection Online Access
description Analysis of credit risk and increased competition in financial market has improved the motivation of a prediction model of corporate failure. However, there are fewer researches dependent on UK companies. This paper builds up a prediction model of corporate by investigating firm’s characteristics. These characteristics include financial ratios and firm’s size. All financial data used in this study is collected from UK manufacturing companies over five years from 2003 to 2007. Based on the empirical findings of logistic regression, probability ratios, liquidity ratios and firm’s size are estimated to have significant impacts on prediction of corporate failure. In fact, if there are increases of these ratios, the probability of corporate failure will decrease. The predictive power of this logistic analysis is high though there are some limitations. Keywords: Corporate Failure, Financial Ratios, Logistic Regression
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format Dissertation (University of Nottingham only)
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institution University of Nottingham Malaysia Campus
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language English
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publishDate 2012
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spelling nottingham-256342017-10-19T14:33:59Z https://eprints.nottingham.ac.uk/25634/ Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression Hu, Cheng Analysis of credit risk and increased competition in financial market has improved the motivation of a prediction model of corporate failure. However, there are fewer researches dependent on UK companies. This paper builds up a prediction model of corporate by investigating firm’s characteristics. These characteristics include financial ratios and firm’s size. All financial data used in this study is collected from UK manufacturing companies over five years from 2003 to 2007. Based on the empirical findings of logistic regression, probability ratios, liquidity ratios and firm’s size are estimated to have significant impacts on prediction of corporate failure. In fact, if there are increases of these ratios, the probability of corporate failure will decrease. The predictive power of this logistic analysis is high though there are some limitations. Keywords: Corporate Failure, Financial Ratios, Logistic Regression 2012 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/25634/1/Dissertation.pdf Hu, Cheng (2012) Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression. [Dissertation (University of Nottingham only)] (Unpublished) Corporate Failure Financial Ratios Logistic Regression
spellingShingle Corporate Failure
Financial Ratios
Logistic Regression
Hu, Cheng
Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression
title Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression
title_full Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression
title_fullStr Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression
title_full_unstemmed Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression
title_short Firm’s Characteristics as Predictors of Corporate Failure: Evidence from UK Companies using Logistic Regression
title_sort firm’s characteristics as predictors of corporate failure: evidence from uk companies using logistic regression
topic Corporate Failure
Financial Ratios
Logistic Regression
url https://eprints.nottingham.ac.uk/25634/