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Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/32274
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dc.contributor.advisor王國樑zh_TW
dc.contributor.author謝欣宜zh_TW
dc.creator謝欣宜zh_TW
dc.date2004en_US
dc.date.accessioned2009-09-14T05:33:20Z-
dc.date.available2009-09-14T05:33:20Z-
dc.date.issued2009-09-14T05:33:20Z-
dc.identifierG0922580261en_US
dc.identifier.urihttps://nccur.lib.nccu.edu.tw/handle/140.119/32274-
dc.description碩士zh_TW
dc.description國立政治大學zh_TW
dc.description經濟研究所zh_TW
dc.description92258026zh_TW
dc.description93zh_TW
dc.description.abstract自1998年台灣期貨交易所推出第一檔期貨商品以來，期貨市場總成交量與交易之期貨種類均大幅成長，但期貨商家數卻不增反減，可見期貨交易量雖有逐年提昇的趨勢，但由於競爭激烈，造成部分規模不足或經營無效率的廠商，產生合併或退出市場的情況。期貨商面臨日漸蓬勃但同時競爭激烈的期貨市場，其經營效率如何，又有哪些因子會影響期貨商經營效率，是本文所關注的課題。本文以Battese & Coelli (1995)隨機性邊界混合無效率效果模型為基礎，建立超越對數型態的隨機成本邊界模型，根據台灣22家專營期貨商之橫斷面與時間序列混合資料，推估2002至2004年各專營期貨商之成本無效率值，並根據無效率效果模型，進一步探討營業據點數、網路下單比率、業務風險程度、業務集中度、廣告密集度及是否從事自營與顧問業務等廠商行為對成本無效率值之影響。結果發現，台灣專營期貨商之成本效率逐年提昇，但大部分的期貨商在資源運用上仍存有相當大的改善空間。營業據點數、網路下單比率、業務風險及廣告密集度對成本效率有正面影響；業務多樣化也有助於降低成本無效率；未從事自營業務之期貨商的成本效率較有從事自營業務者高；經營顧問業務與成本無效率呈負向關係，但不具有統計上的顯著性。zh_TW
dc.description.tableofcontents第一章 緒論…………………………………………………………………1\r\n第一節 研究背景與動機……………………………………………………1\r\n第二節 研究方法……………………………………………………………3\r\n第三節 章節架構……………………………………………………………4\r\n第二章 文獻回顧……………………………………………………………5\r\n第一節 期貨商及證券商經營之相關文獻…………………………………5\r\n第二節 計量分析方法………………………………………………………12\r\n第三章 實證模型與資料說明………………………………………………18\r\n第一節 實證模型之建立……………………………………………………18\r\n第二節 資料來源與說明……………………………………………………23\r\n第四章 實證結果分析………………………………………………………26\r\n第一節 隨機邊界模型估計結果……………………………………………26\r\n第二節 假設檢定……………………………………………………………30\r\n第三節 成本無效率指標值之比較…………………………………………32\r\n第五章 結論…………………………………………………………………35\r\n參考文獻………………………………………………………………………37\r\n表次\r\n表1-1 各期貨契約年成交量統計表…………………………………………2\r\n表1-2 台灣期貨商家數與交易人開戶數統計表……………………………3\r\n表3-1 投入變數與產出變數之定義與說明…………………………………20\r\n表3-2 各相關變數之基本統計量……………………………………………25\r\n表4-1 Translog隨機邊界成本函數估計結果………………………………27\r\n表4-2 影響期貨商成本無效率之因素的估計結果…………………………30\r\n表4-3 無效率效果檢定………………………………………………………31\r\n表4-4 專營期貨商各年成本無效率指標值與排名…………………………33\r\n表4-5 專營期貨商各年經濟效率值與排名…………………………………34zh_TW
dc.language.isoen_US-
dc.source.urihttp://thesis.lib.nccu.edu.tw/record/#G0922580261en_US
dc.subject專營期貨商zh_TW
dc.subject成本效率zh_TW
dc.subject隨機邊界法zh_TW
dc.title台灣專營期貨商成本效率之探討zh_TW
dc.typethesisen
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