• DocumentCode
    2822555
  • 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
  • Volume
    2
  • fYear
    2009
  • fDate
    24-26 April 2009
  • Firstpage
    517
  • Lastpage
    521
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Sciences and Optimization, 2009. CSO 2009. International Joint Conference on
  • Conference_Location
    Sanya, Hainan
  • Print_ISBN
    978-0-7695-3605-7
  • Type

    conf

  • DOI
    10.1109/CSO.2009.103
  • Filename
    5194006