The sensitivity of financial distress prediction models to departures from normality

WILLIAM HOPWOOD; JAMES McKEOWN; JANE MUTCHLER

doi:10.1111/j.1911-3846.1988.tb00706.x

The sensitivity of financial distress prediction models to departures from normality

WILLIAM HOPWOOD
, JAMES McKEOWN
, JANE MUTCHLER

University of Houston
University of Illinois at Urbana-Champaign
Ohio State University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	284-298
Number of pages	15
Journal	Contemporary Accounting Research
Volume	5
Issue number	1
DOIs	https://doi.org/10.1111/j.1911-3846.1988.tb00706.x
State	Published - 1988
Externally published	Yes

ASJC Scopus Subject Areas

Accounting
Finance
Economics and Econometrics

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title = "The sensitivity of financial distress prediction models to departures from normality",

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The sensitivity of financial distress prediction models to departures from normality

ASJC Scopus Subject Areas

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