台灣銀行業風險性資訊宣告與市場價值之關聯性研究

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Title:	台灣銀行業風險性資訊宣告與市場價值之關聯性研究
Other Titles:	A STUDY ON RELEVANCE OF RISK INFORMATION DECLARATION AND MARKET VALUE IN TAIWAN BANKING INDUSTRY
Authors:	陳木寅 Chen, Mu-yin
Contributors:	財務金融學系財務管理碩士班白宗民 Tsung-min Pai
Keywords:	金融控股公司;宣告效應;事件研究法;風險性宣告;呆帳;逾放比;資本適足率;橫斷面複迴歸分析 risk information declaration;NPL ratio;Announcement effect;BIS ratio;Financial Holding Banks;Event study;Cross-sectional multiple regression analysis;non-performing loans
Date:	2010
Issue Date:	2015-03-16 10:25:49 (UTC+8)
Abstract:	本研究運用事件研究法探討因台灣銀行業呆帳宣告對於股票報酬率的影響型態。研究期間為1999年至2009年8月底間，以上市台灣銀行業呆帳宣告日為選取對象，選擇銀行業資本適足率、逾放比、每股盈餘、公司規模為金控或非金控、市場為多頭或空頭、季報前或後宣告等六項變數，進行研究分析。研究結果顯示：. 影響呆帳宣告的累積異常報酬率因子當中，以資本適足率是否大於等於8％與市場多空頭狀態及季報前後宣告為差異性最大因子。　　This study uses event study to investigate how declarations of non-performing loans for the banking industry in Taiwan affect the stock rate types. The study period was from 1999 to August 2009, with dates to declare non-performing loans for the banking market of Taiwan as the target, the researcher analyzed the study by using the Select Ratio of NPL, BIS ratio, EPS, Financial Holding or Independent Banks, Bull or bear market, and declarations Before or after the quarterlyas the changing factors. 　　　The results of this study show: Among cumulative abnormal factors to affect declarations of non-performing loans ,with BIS ratio is greater than or equal to 8% as well as the Bull market or bear market and Before or after the quarterly the most effective aspects to make the difference.
Appears in Collections:	[Department of Finance, The M.A. Program of Financial Management] Disserations and Theses

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