| dc.contributor.advisor | 江振東<br>郭維裕 | zh_TW |
| dc.contributor.advisor | <br> | en_US |
| dc.contributor.author (作者) | 蘇凡晴 | zh_TW |
| dc.creator (作者) | 蘇凡晴 | zh_TW |
| dc.date (日期) | 2002 | en_US |
| dc.date.accessioned | 2009-09-14 | - |
| dc.date.available | 2009-09-14 | - |
| dc.date.issued (上傳時間) | 2009-09-14 | - |
| dc.identifier (其他 識別碼) | G0088354022 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/30869 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 統計研究所 | zh_TW |
| dc.description (描述) | 88354022 | zh_TW |
| dc.description (描述) | 91 | zh_TW |
| dc.description.abstract (摘要) | 本論文主要目地是在研究財務比率對上市公司發生下市事件之預測。我們運用歷史事件研究法和Cox迴歸模型去研究上市公司發生下市事件之原因。同時，我們也針對Cox迴歸模型和Logit模型在發現對下市事件有顯著影響的財務比率作比較。 | zh_TW |
| dc.description.abstract (摘要) | This study applies the event history analysis and the Cox regression model to examine the causes of firm delisting, and also compares the performance of the Cox regression model with that of the logit model in detecting factors that have a statistically significant impact on the delisting event. The empirical results show that the hazard rate of firm delisting increases with the ratio of current liabilities to current assets, a binary variable indicating if the total liabilities of a firm is greater than its total assets, and a binary variable indicating if the net income of a firm was negative for the last two quarters, while the hazard rate of firm delisting decreases with increases in the firm size and the ratio of funds provided by operations to total liabilities. | en_US |
| dc.description.tableofcontents | Section 1 Introduction …………………………………………… 1 Section 2 Event History Methodology …………………………… 5 Section 3 Sample and Variable 3.1 Sample Selection and Data Collection ………… 9 3.2 Variable Selection ………………………………… 11 Section 4 Empirical Results 4.1 Cox Regression Model ……………………………… 15 4.2 Comparison of the Cox Regression Model and the Logit Model …………………………………… 19 Section 5 Goodness of fit of the Cox Regression Model and the Logit Model ………………………………………… 25 Section 6 Conclusion ……………………………………………… 27 References …………………………………………………………… 29 Appendix I The 48 delisted Corporations …………………… 31 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0088354022 | en_US |
| dc.subject (關鍵詞) | 歷史事件研究法 | zh_TW |
| dc.subject (關鍵詞) | Cox迴歸模型 | zh_TW |
| dc.subject (關鍵詞) | Logit模型 | zh_TW |
| dc.subject (關鍵詞) | 上市公司 | zh_TW |
| dc.subject (關鍵詞) | 下市公司 | zh_TW |
| dc.subject (關鍵詞) | Event history analysis | en_US |
| dc.subject (關鍵詞) | Cox regression model | en_US |
| dc.subject (關鍵詞) | Logit model | en_US |
| dc.subject (關鍵詞) | Listed firms | en_US |
| dc.subject (關鍵詞) | Delisted firms | en_US |
| dc.title (題名) | 台灣股市中下市公司之預測–歷史事件研究法 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 1. Allison, P. D. (1995), Survival Analysis Using the SAS System: A Practical Guide, Cary, NC: SAS Institute, Inc. | zh_TW |
| dc.relation.reference (參考文獻) | 2. Allison, P. D. (1999), Logistic Regression Using the SAS System: Theory and Application, Cary, NC: SAS Institute, Inc. | zh_TW |
| dc.relation.reference (參考文獻) | 3. Andersen, P. K. and R. D. Gill (1982), “Cox’s Regression Model for Counting Processes: A Large Sample Study,” The Annals of Statistics, 10(4), 1100-1120. | zh_TW |
| dc.relation.reference (參考文獻) | 4. Altman, E. I. and R. A. Eisenbeis (1978), “Financial Applications of Discriminant Analysis: A Clarification,” Journal of Financial and Quantitative Analysis, 185-195. | zh_TW |
| dc.relation.reference (參考文獻) | 5. Cox, D. R. (1972), “Regression Models and Life-Tables,” Journal of the Royal Statistical Society, B34 (2), 187-220. | zh_TW |
| dc.relation.reference (參考文獻) | 6. Eisenbeis, R. A. (1977), “Pitfalls in the Application of Discriminant Analysis in Business, Finance, and Economics,” Journal of Finance, 32(3), 875-900. | zh_TW |
| dc.relation.reference (參考文獻) | 7. Grambsch, P. M. and T. M. Therneau (1994), “Proportional Hazards Tests and Diagnostics Based on Weighted Residuals,” Biometrika, 81, 3, 515-526. | zh_TW |
| dc.relation.reference (參考文獻) | 8. Hill, N. T., S. E. Perry, and S. Andes (1996), “Evaluating Firms in Financial Distress: An Event History Analysis,” Journal of Applied Business Research, 12(3), 60-71. | zh_TW |
| dc.relation.reference (參考文獻) | 9. Kalbfleisch, J. D. and R. L. Prentice (1980), The Statistical Analysis of Failure Time Data, New York: John Wiley and Sons. | zh_TW |
| dc.relation.reference (參考文獻) | 10. Kim, Y., D. R. Anderson, T. L. Amburgey, and J. C. Hickman (1995), “The Use of Event History Analysis to Examine Insurer Insolvencies,” Journal of Risk and Insurance, 62(1), 94-110. | zh_TW |
| dc.relation.reference (參考文獻) | 11. Lane, W. R., S. W. Looney, and J. W. Wansley (1986), “An Application of the Cox Proportional Hazards Model to Bank Failure,” Journal of Banking and Finance, 10(4), 511-531. | zh_TW |
| dc.relation.reference (參考文獻) | 12. Lin, D. Y. (1991), “Goodness-of-fit Analysis for the Cox Regression Model Based on a Class of Parameter Estimators,” Journal of the American Statistical Association, 86, 725-728. | zh_TW |
| dc.relation.reference (參考文獻) | 13. Ohlson, J. A. (1980), “Financial Ratios and the Probabilistic Prediction of Bankruptcy,” Journal of Accounting Research, 18(1), 109-131. | zh_TW |
| dc.relation.reference (參考文獻) | 14. Teachman, T. D. and M. D. Hayward (1993), “Interpreting Hazard Rate Models,” Sociological Methods and Research, 21(3), 340-371. | zh_TW |
| dc.relation.reference (參考文獻) | 15. Wheelock, D. C. and P. W. Wilson (1995), “Explaining Bank Failures: Deposit Insurance, Regulation, and Efficiency,” The Review of Economics and Statistics, 77(4), 689-700. | zh_TW |
