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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/23303完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 徐世勳 | |
| dc.contributor.author | Shyh-Hwa Cherng | en |
| dc.contributor.author | 程士華 | zh_TW |
| dc.date.accessioned | 2021-06-08T04:58:57Z | - |
| dc.date.copyright | 2010-08-20 | |
| dc.date.issued | 2010 | |
| dc.date.submitted | 2010-08-18 | |
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/23303 | - |
| dc.description.abstract | 近年來，國內外經濟金融界陸續爆發財務弊案後，除了投資人信心遭受嚴重的打擊之外，亦促使「公司治理」成為經濟界普遍重視的課題。公司治理被視為改善經濟效率、提昇競爭力的重要因素，良好的公司治理對公司必然有正面之影響。為了更深入了解投資人面對公司治理機制將如何承擔股票風險，本文依據經濟合作暨發展組織(OECD)對公司治理所細分之九項因子進行研究。利用1997至2007年台灣上市電子公司共計1955筆樣本之年度財務報表資料，透過固定效果模型與隨機效果模型之計量分析，驗證公司治理與股票風險之關連性。研究結果顯示，董事會規模、獨立董事比例、家族持股比例、槓桿程度、價格上漲幅度與周轉率等6項因子皆顯著影響股票風險，此一結果顯示公司治理之成效有助於降低投資人承擔之風險。 | zh_TW |
| dc.description.abstract | In recent years, the investors’ confidence is seriously blown by the financial scandals worldwide. As a result, the financial industry has paid special attention to corporate governance. Corporate governance is considered to be one of the key measures to improve economic efficiency and competitiveness. In order to investigate relationship between the stock risk faced by investors and corporate governance, we adopt 9 factors of corporate governance which are developed by the Organization for Economic Cooperation and Development (OECD). The fixed-effect and random-effect models are applied to the panel data study of 1955 Taiwanese semiconductor listing companies of 1997-2007. The results show that the board size, proportion of independent directors, proportion of family ownership, degree of financial leverage, ratio of rising prices, and turnover rate have significant influences on the stock risk. Such finding indicates that corporate governance has a role to play in assisting investors' risk management. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-08T04:58:57Z (GMT). No. of bitstreams: 1 ntu-99-P97627022-1.pdf: 581908 bytes, checksum: dc0aad89b71788473352930fb9bbbc4d (MD5) Previous issue date: 2010 | en |
| dc.description.tableofcontents | 誌 謝 I
摘 要 II Abstract III 第一章 緒論 3 第一節 研究動機 3 第二節 研究目的 4 第三節 研究流程 6 第二章 文獻探討 7 第一節 公司治理 7 第三節 股票報酬風險相關文獻 13 第三章 研究方法 18 第一節 研究架構 18 第二節 研究模型 20 第三節 模型計量方法 21 第四節 變數定義 24 第四章 實證結果與分析 27 第一節 資料來源與處理 27 第二節 變數相關分析 32 第三節 實證結果 33 第五章 結論與建議 40 參考文獻 43 | |
| dc.language.iso | zh-TW | |
| dc.subject | 公司治理 | zh_TW |
| dc.subject | 固定效果模型 | zh_TW |
| dc.subject | 周轉率 | zh_TW |
| dc.subject | 價格上漲幅度 | zh_TW |
| dc.subject | 槓桿程度 | zh_TW |
| dc.subject | 家族持股比例 | zh_TW |
| dc.subject | 外資持股比例 | zh_TW |
| dc.subject | 機構投資人持股比例 | zh_TW |
| dc.subject | 董事會規模 | zh_TW |
| dc.subject | 股票風險 | zh_TW |
| dc.subject | turnover rate | en |
| dc.subject | corporate governance | en |
| dc.subject | stock risk | en |
| dc.subject | board size | en |
| dc.subject | family ownership | en |
| dc.subject | degree of financial leverage | en |
| dc.subject | ratio of rising prices | en |
| dc.title | 公司治理與股票風險關係之研究－以台灣上市公司電子股為例 | zh_TW |
| dc.title | A Study of the Relationship between Stock Risk and
Corporate Governance – The Case of Taiwan’s Semiconductor Listing Companies | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 98-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.coadvisor | 張靜貞 | |
| dc.contributor.oralexamcommittee | 陳柏琪 | |
| dc.subject.keyword | 公司治理,股票風險,董事會規模,機構投資人持股比例,外資持股比例,家族持股比例,槓桿程度,價格上漲幅度,周轉率,固定效果模型, | zh_TW |
| dc.subject.keyword | corporate governance,stock risk,board size,family ownership,degree of financial leverage,ratio of rising prices,turnover rate, | en |
| dc.relation.page | 47 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2010-08-19 | |
| dc.contributor.author-college | 生物資源暨農學院 | zh_TW |
| dc.contributor.author-dept | 農業經濟學研究所 | zh_TW |
| 顯示於系所單位： | 農業經濟學系 | |
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