Annhenrie Campbell, David H. Lindsay, Gökçe Soydemir, Kim B. Tan
{"title":"预测 COVID 时代的零售公司破产情况","authors":"Annhenrie Campbell, David H. Lindsay, Gökçe Soydemir, Kim B. Tan","doi":"10.33423/jmdc.v18i1.6828","DOIUrl":null,"url":null,"abstract":"Trade journals and the popular press have suggested that the COVID-19 pandemic precipitated a second “retail apocalypse.” The current study tests whether pre-pandemic data can be used to predict COVID-19 retail firm bankruptcies using a chaos-based model. This study successfully uses a chaos statistic calculated from stock market time-series returns for pair-match retail firms prior to the pandemic to predict bankruptcies occurring shortly afterwards.","PeriodicalId":484469,"journal":{"name":"Journal of Marketing Development and Competitiveness","volume":"41 5","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-02-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Predicting Retail Company Bankruptcies in the Era of COVID\",\"authors\":\"Annhenrie Campbell, David H. Lindsay, Gökçe Soydemir, Kim B. Tan\",\"doi\":\"10.33423/jmdc.v18i1.6828\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Trade journals and the popular press have suggested that the COVID-19 pandemic precipitated a second “retail apocalypse.” The current study tests whether pre-pandemic data can be used to predict COVID-19 retail firm bankruptcies using a chaos-based model. This study successfully uses a chaos statistic calculated from stock market time-series returns for pair-match retail firms prior to the pandemic to predict bankruptcies occurring shortly afterwards.\",\"PeriodicalId\":484469,\"journal\":{\"name\":\"Journal of Marketing Development and Competitiveness\",\"volume\":\"41 5\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-02-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Marketing Development and Competitiveness\",\"FirstCategoryId\":\"0\",\"ListUrlMain\":\"https://doi.org/10.33423/jmdc.v18i1.6828\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Marketing Development and Competitiveness","FirstCategoryId":"0","ListUrlMain":"https://doi.org/10.33423/jmdc.v18i1.6828","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Predicting Retail Company Bankruptcies in the Era of COVID
Trade journals and the popular press have suggested that the COVID-19 pandemic precipitated a second “retail apocalypse.” The current study tests whether pre-pandemic data can be used to predict COVID-19 retail firm bankruptcies using a chaos-based model. This study successfully uses a chaos statistic calculated from stock market time-series returns for pair-match retail firms prior to the pandemic to predict bankruptcies occurring shortly afterwards.
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