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Yıl 2015, Cilt: 36 Sayı: 3, 1761 - 1775, 13.05.2015

Öz

Predicting financial crisis happening by using data envelopment technique (a comparative study using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange

Yıl 2015, Cilt: 36 Sayı: 3, 1761 - 1775, 13.05.2015

Öz

Regarding the effects of financial vulnerability of companies for different beneficiary groups, the presentation of financial vulnerability prediction patterns has always been one of the most attractive issues in financial researches. In current prediction patterns mainly financial ratios are utilized as prediction variables. In this research the efficiency of firms has been calculated by using data envelopment analysis technique. To do so, first we designed a pattern by using this variable and to investigate the results better we tried to consider model posed by Springate, Altman, Ohleson, Zimmesky, and Shirata. Then models mentioned were ranked according to their efficiency and the results were compared with the primary ones. Thus, 21 hypotheses were devised. The statistical population for this research entailed all companies enlisted in Tehran Stock Exchange. Our statistical sample included 52 financially vulnerable companies and 52 safe ones during the time period between 2005 and 2011 and in order to categorize them into two groups we used article 141 of business rule. Results showed that the designed pattern was based on efficiency mark of financial crisis prediction capability in companies enlisted in Stock Exchange up to two years before it happens. Also results approved the improvement of prediction of vulnerable companies be applying efficiency mark to models but this improvement was not very considerable.

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Ayrıntılar

Birincil Dil İngilizce
Konular Mühendislik
Bölüm Derleme
Yazarlar

Zahra Kohandel

Khadije Fardi Bu kişi benim

Hadi Kord Javadi Bu kişi benim

Yayımlanma Tarihi 13 Mayıs 2015
Yayımlandığı Sayı Yıl 2015 Cilt: 36 Sayı: 3

Kaynak Göster

APA Kohandel, Z., Fardi, K., & Kord Javadi, H. (2015). Predicting financial crisis happening by using data envelopment technique (a comparative study using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, 36(3), 1761-1775.
AMA Kohandel Z, Fardi K, Kord Javadi H. Predicting financial crisis happening by using data envelopment technique (a comparative study using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. Mayıs 2015;36(3):1761-1775.
Chicago Kohandel, Zahra, Khadije Fardi, ve Hadi Kord Javadi. “Predicting Financial Crisis Happening by Using Data Envelopment Technique (a Comparative Study Using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36, sy. 3 (Mayıs 2015): 1761-75.
EndNote Kohandel Z, Fardi K, Kord Javadi H (01 Mayıs 2015) Predicting financial crisis happening by using data envelopment technique (a comparative study using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36 3 1761–1775.
IEEE Z. Kohandel, K. Fardi, ve H. Kord Javadi, “Predicting financial crisis happening by using data envelopment technique (a comparative study using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange”, Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, c. 36, sy. 3, ss. 1761–1775, 2015.
ISNAD Kohandel, Zahra vd. “Predicting Financial Crisis Happening by Using Data Envelopment Technique (a Comparative Study Using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36/3 (Mayıs 2015), 1761-1775.
JAMA Kohandel Z, Fardi K, Kord Javadi H. Predicting financial crisis happening by using data envelopment technique (a comparative study using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. 2015;36:1761–1775.
MLA Kohandel, Zahra vd. “Predicting Financial Crisis Happening by Using Data Envelopment Technique (a Comparative Study Using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, c. 36, sy. 3, 2015, ss. 1761-75.
Vancouver Kohandel Z, Fardi K, Kord Javadi H. Predicting financial crisis happening by using data envelopment technique (a comparative study using Springate, Altman, Ohleson, Zimmesky, Shirata) in Tehran Stock Exchange. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. 2015;36(3):1761-75.