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本文选取沪深两市在2003-2005年度被实行退市风险警示的56家上市公司以及随机选取的56家正常公司进行实证研究,尝试建立主成分分析基础上的 Logit 模型对财务危机进行预测,结果显示,主成分分析基础上的 Logit 模型能够有效预测财务困境。
This paper selects 56 listed companies in Shanghai and Shenzhen stock market which were delisted in 2003-2005 and 56 normal companies randomly selected to conduct empirical research. Attempt to establish the Logit model based on principal component analysis to predict the financial crisis, The results show that the Logit model based on principal component analysis can effectively predict financial distress.