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  1. NTU Theses and Dissertations Repository
  2. 管理學院
  3. 財務金融學系
請用此 Handle URI 來引用此文件: http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/54458
完整後設資料紀錄
DC 欄位值語言
dc.contributor.advisor陳彥行
dc.contributor.authorYu-Xuan Chenen
dc.contributor.author陳昱暄zh_TW
dc.date.accessioned2021-06-16T02:58:06Z-
dc.date.available2020-07-20
dc.date.copyright2015-07-20
dc.date.issued2015
dc.date.submitted2015-07-06
dc.identifier.citationAltunbas, Y., Gambacorta, L., and Marquéz-Ibañez, D. (2010). Does monetary policy affect bank risk-taking? ECB Working Paper no. 1166.
Barry, T. A., Lepetit, L., and Tarazi, A. (2011). Ownership structure and risk in publicly held and privately owned banks. Journal of Banking & Finance 35 (5): 1327–1340.
Beck, T., Demirguc-Kunt,A., and Levine. R. (2007). Finance, inequality, and the poor. Journal of Economic Growth 12 (1): 27–49.
Boyd, J. H. and Runkle, D. E. (1993). Size and performance of banking firms: testing the predictions of theory. Journal of Monetary Economics 31; 47–67
Chui, A. C. W., Titman, S., and John Wei, K. C. (2010). Individualism and momentum around the world. The Journal of Finance 65 (1): 361–392.
Cihak, M. and Hesse, H. (2010). Islamic banks and financial stability: An empirical analysis. Journal of Financial Services Research 38 (2-3): 95–113.
Demirguç-Kunt, A., Detragiache, E., and Tressel, T. (2008). Banking on the principles: Compliance with Basel core principles and bank soundness. Journal of Financial Intermediation 17 (4): 511–42.
Demirguç-Kunt, A., Kane, E., and Laeven, L. (2008). Determinants of deposit-insurance adoption and design. Journal of Financial Intermediation 17 (3): 407–438.
Djankov, S., McLiesh, C., and Shleifer, A. (2007). Private credit in 129 countries. Journal of Financial Economics 84 (2): 299–329.
Hagendorff, J. and Vallascas, F. (2011). CEO pay incentives and risk-taking: Evidence from bank acquisitions. Journal of Corporate Finance 17:1078– 1095.
Hofstede, G. (2001). Culture's Consequences: Comparing Values, Behaviors, Institutions, and organizations across nations. Thousand Oaks, CA: Sage Publications.
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Kanagaretnam, K., Lim, C. Y., and Lobo, G. J. (2011). Effects of national culture on earnings quality of banks. Journal of International Business Studies 42(6): 853–874.
Kanagaretnam, K., Lim, C. Y., and Lobo, G. J. (2014). Influence of national culture on accounting conservatism and risk-taking in the banking industry. The Accounting Review 89: 1115–1149.
Kreiser, P. M., Marino, L. D., Dickson, P., and Weaver, K. M. (2010). Cultural influences on entrepreneurial orientation: The impact of national culture on risk taking and proactiveness in SMEs. Entrepreneurship Theory and Practice 34(5): 959–983.
La Porta, R., Lopez-de-Silanes, F., Shleifer, A., and Vishny, R. W. (1998). Law and finance. The Journal of Political Economy 106 (6): 1113–1155.
Laeven, L. (1999). Risk and efficiency in East Asian banks. Policy Research Working Paper 2255, World Bank.
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Nabar, S. and Boonlert-U-Thai, K. K. (2007). Earnings management, investor protection, and national culture. Journal of International Accounting Research 6 (2): 35–54
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dc.identifier.urihttp://tdr.lib.ntu.edu.tw/jspui/handle/123456789/54458-
dc.description.abstract本文以2012年的世界前五百大銀行為觀察值,觀察期間為2005至2012年。討論銀行的機構投資者之國籍是否會影響銀行的風險。實證結果顯示,銀行機構投資者若是來自UA(uncertainty avoidance)較高的國家,則銀行風險較低;此外,若是銀行持股比最高的機構投資者是來自於IND(individualism)較高的國家,此銀行風險也較高。zh_TW
dc.description.abstractThis study investigates the effect of the national culture of bank’s institutional investors on bank risk-taking. The observations consist of the largest 409 banks over the world in 2012 and I collect the data of these banks in the period of 2005-2012. The empirical results indicate that banks whose institutional shareholders are mainly from countries with high uncertainty avoidance tend to be less risky. In addition, banks whose largest institutional shareholder comes from countries with high individualism tend to be more risky.en
dc.description.provenanceMade available in DSpace on 2021-06-16T02:58:06Z (GMT). No. of bitstreams: 1
ntu-104-R02723059-1.pdf: 2386077 bytes, checksum: 1798620cafeb076f8628df6e7076b39d (MD5)
Previous issue date: 2015
en
dc.description.tableofcontents謝辭 i
中文摘要 ii
Abstract iii
Tables iv
1. Introduction 1
2. Literature Review and Hypothesis 2
3. Data and Methodology 4
3.1 Data 4
3.2 Uncertainty avoidance and individualism 5
3.3 Measures and models for bank risk-taking 6
4. Empirical Results 8
4.1 Descriptive statistics 8
4.2 Culture and risk-taking 8
5. Conclusion 10
Reference 12
dc.language.isoen
dc.subjectUAzh_TW
dc.subject銀行zh_TW
dc.subject機構投資者zh_TW
dc.subjectINDzh_TW
dc.subject風險zh_TW
dc.subject銀行zh_TW
dc.subject機構投資者zh_TW
dc.subjectUAzh_TW
dc.subjectINDzh_TW
dc.subject風險zh_TW
dc.subjectuncertainty avoidanceen
dc.subjectuncertainty avoidanceen
dc.subjectindividualismen
dc.subjectrisk-takingen
dc.subjectinstitutional investoren
dc.subjectbanken
dc.subjectrisk-takingen
dc.subjectindividualismen
dc.subjectbanken
dc.subjectinstitutional investoren
dc.title銀行機構投資者國籍對銀行風險的影響zh_TW
dc.titleThe effect of institutional investors’ nationality on bank risk-takingen
dc.typeThesis
dc.date.schoolyear103-2
dc.description.degree碩士
dc.contributor.oralexamcommittee王衍智,林智勇
dc.subject.keyword銀行,機構投資者,UA,IND,風險,zh_TW
dc.subject.keywordbank,institutional investor,uncertainty avoidance,individualism,risk-taking,en
dc.relation.page30
dc.rights.note有償授權
dc.date.accepted2015-07-07
dc.contributor.author-college管理學院zh_TW
dc.contributor.author-dept財務金融學研究所zh_TW
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