314 American J. Finance and Accounting, Vol. 6, Nos. 3/4, 2021
Copyright © 2021 Inderscience Enterprises Ltd.
Predicting financial distress in an emerging market:
corporate actions, accounting ratios, or both?
Azhar Mohamad
Department of Finance,
Faculty of Economics and Management Sciences,
International Islamic University Malaysia,
Gombak 53100, Selangor, Malaysia
Email: m.azhar@iium.edu.my
Mohamed Azad
Ministry of Finance and Treasury,
Government of Maldives,
Male, Maldives
Email: aaxxad@gmail.com
Imtiaz Mohammad Sifat*
Department of Finance,
School of Business,
Monash University,
Malaysia Campus,
Jalan Lagoon Selatan, Bandar Sunway,
47500, Selangor, Malaysia
Email: Imtiaz.sifat@monash.edu
Email: imtiaz@sifat.asia
*Corresponding author
Abstract: This paper investigates the utility of corporate actions in predicting
financial distress in the context of an emerging country: Malaysia. Recognising
the dominance of historical accounting ratios in distress prediction models, we
set out to test if employing more current information in the form of corporate
action fares better. To this end, we employ three logistic regression models on
data from 54 firms and find that corporate actions, on a stand-alone basis,
outperform pure accounting ratios and a pooled combination of both. The most
significant corporate actions are frequency of capital issuance and shuffling of
audit committees. These findings are novel for Malaysia and relatively scarce
in broader empirical literature. Meanwhile, among the accounting ratios,
working capital and sales volumes emerge as significant predictors of distress,
both of which have extensive empirical precedents.
Keywords: financial distress; emerging market; bankruptcy; Malaysia;
accounting ratio.
Reference to this paper should be made as follows: Mohamad, A., Azad, M.
and Sifat, I.M. (2021) ‘Predicting financial distress in an emerging market:
corporate actions, accounting ratios, or both?’, American J. Finance and
Accounting, Vol. 6, Nos. 3/4, pp.314–331.