INVESTIGATING OF THE EFFICIENCY OF FINANCIAL DISTRESS PREDICTION MODELS IN IRANIAN COMPANIES

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

SOLEIMANY AMIRI GHOLAMREZA

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF ACCOUNTING KNOWLEDGE Year:2010 | Volume:1 | Issue:2 Page(s): 139-158

Download Full-Text

Persian Verion

View:

2,066

Download:

Cites:

Information Journal Paper

Title

INVESTIGATING OF THE EFFICIENCY OF FINANCIAL DISTRESS PREDICTION MODELS IN IRANIAN COMPANIES

Author(s)

SOLEIMANY AMIRI GHOLAMREZA | Issue Writer Certificate

Keywords

BANKRUPTCYQ3

STOCK EXCHANGEQ2

FINANCIAL DISTRESS PREDICTIONQ3

FINANCIAL RATIOSQ2

Abstract

Providence of companies financial situation is so valuable that it has attracted attention of many financial experts nowadays since prediction of the continuity of the enterprise in the upcoming periods is one of the most important factors in any investments decision making process. This research attempts to review the efficiency of FINANCIAL DISTRESS PREDICTION models in Iran‘s economic environment .six hypotheses were formed by reviewing the related literature. The statistical samples of these research includes 30 successful and companies listed in Tehran STOCK EXCHANGE from 1376-1385.The hypotheses of the first group were analyzed utilizing Logistic Analysis. The results have shown that the financial distress predation models are capable of predicting the continuity of the enterprises for a one to two year period before BANKRUPTCY. The hypotheses of the second group were analyzed using correlation difference. The result has indicated that there is a meaningful is a meaningful difference between the models in predicting the continuity of the companies.

Cites

References

No record.

Cite

APA: Copy

SOLEIMANY AMIRI, GHOLAMREZA. (2010). INVESTIGATING OF THE EFFICIENCY OF FINANCIAL DISTRESS PREDICTION MODELS IN IRANIAN COMPANIES. JOURNAL OF ACCOUNTING KNOWLEDGE, 1(2), 139-158. SID. https://sid.ir/paper/163351/en

Vancouver: Copy

SOLEIMANY AMIRI GHOLAMREZA. INVESTIGATING OF THE EFFICIENCY OF FINANCIAL DISTRESS PREDICTION MODELS IN IRANIAN COMPANIES. JOURNAL OF ACCOUNTING KNOWLEDGE[Internet]. 2010;1(2):139-158. Available from: https://sid.ir/paper/163351/en

IEEE: Copy

GHOLAMREZA SOLEIMANY AMIRI, “INVESTIGATING OF THE EFFICIENCY OF FINANCIAL DISTRESS PREDICTION MODELS IN IRANIAN COMPANIES,” JOURNAL OF ACCOUNTING KNOWLEDGE, vol. 1, no. 2, pp. 139–158, 2010, [Online]. Available: https://sid.ir/paper/163351/en

Related Journal Papers