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| 研究生： |
李鴻忠 Hung-Chung li |
|---|---|
| 論文名稱： |
台灣加權指數與證券商市占率關聯性之研究 |
| 指導教授： |
黃泓人
何柏欣 |
| 口試委員: | |
| 學位類別： |
碩士 Master |
| 系所名稱： |
管理學院 - 財務金融學系在職專班 Executive Master of Finance |
| 論文出版年： | 2020 |
| 畢業學年度： | 108 |
| 語文別： | 中文 |
| 論文頁數： | 107 |
| 中文關鍵詞： | 台灣加權指數 、證券商 、市占率 |
| 外文關鍵詞： | Taiwan Weighted Stock Index, Securities firm, Market share |
| 相關次數： | 點閱：30 下載：0 |
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| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
本研究主要是探討台灣加權指數與證券商市占率的關聯性，觀察兩者間是否有相關或預測關係，以融資餘額變動率做為控制變數，研究樣本證券商共496間，資料來源係由台灣經濟新報資料庫 (TEJ) 和台灣證券交易所取得，樣本區間自2007年01月至2020年02月，共78,368筆，本文分析加權指數報酬與證券商市占變動率兩者間關聯性之研究，研究發現證券商市占變動率對於台灣加權指數報酬共有109間證券商具有相關性，其中僅有49間證券商同時具有相關性和預測性。
This study is mainly to explore the correlation between the weighted index of Taiwan and the market share of securities firms, to observe whether there is a correlation or forecast relationship between the two, and to use the rate of change in financing balance as a control variable. A total of 496 sample securities firms are studied. Obtained by the Taiwan Economic Newspaper (TEJ) and the Taiwan Stock Exchange, the sample interval is from January 2007 to February 2020, a total of 78,368 pens. This paper analyzes the correlation between the weighted index returns and the rate of change in the securities firm's market share According to the research, it is found that the rate of change of the securities firm's market share is correlated with a total of 109 securities firms in Taiwan's weighted index returns, of which only 49 securities firms are both relevant and predictive.
國內文獻
〔1〕 張升寶，「股價震盪幅度的衡量與分析」，國立中山大學，碩士論文，民國79年。
〔2〕 陳東明，「台灣股票市場價量關係之市場研究」，國立台灣大學，碩士論文，民國79年。
〔3〕 陳彥錡，「探討股市價量關係-以台灣加權指數為例」，私立僑光科技大學，碩士論文，民國103年。
〔4〕 楊孟蓉，「台灣不動產價量關係研究」，國立高雄大學，碩士論文，民國104年。
國外文獻
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