Title :
Introducing Total Market Value of Listed Companies into Financial Crisis Early Warning
Author :
Chen, Wenjun ; He, Zhengchu
Author_Institution :
Central South Univ. of Forestry & Technol., Changsha, China
Abstract :
In the case of full circulation of stocks, the ratio "the total market value of stocks/total debt" introduced in financial crisis early warning model can improve the warning mechanism. Through setting up the early warning mechanism and improving data processing, the consequence of operating the early warning mechanism would forecast better the degree and probability of a financial crisis and would facilitate investors to assess the risk of investing in its stocks.
Keywords :
economic forecasting; investment; probability; regression analysis; risk management; stock markets; data processing; early warning mechanism; financial crisis early warning model; financial crisis forecasting; logistic regression model; probability; risk assessment; stock investment; total debt; total market value; Couplings; Crisis management; Data processing; Economic forecasting; Fluctuations; Forestry; Helium; Security; Stock markets; Technology management;
Conference_Titel :
Computational Sciences and Optimization, 2009. CSO 2009. International Joint Conference on
Conference_Location :
Sanya, Hainan
Print_ISBN :
978-0-7695-3605-7
DOI :
10.1109/CSO.2009.103
