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Author: 張鶴龍
Hendy Winarta
Thesis Title: 台灣及印度銀行業績效實證之比較研究
A Comparative Study of the Bank Performance: Evidence from Taiwan and Indonesia
Advisor: 謝劍平
Joseph C.P. Shieh
Committee: 劉代洋
Day-Yang Liu
陳俊男
Chun-Nan Chen
Degree: 碩士
Master
Department: 管理學院 - 財務金融研究所
Graduate Institute of Finance
Thesis Publication Year: 2017
Graduation Academic Year: 105
Language: 英文
Pages: 50
Keywords (in Chinese): 銀行效率金融業資產回報率面板數據
Keywords (in other languages): bank performance, financial sectors, return on asset, panel data
Reference times: Clicks: 410Downloads: 1
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  • 本研究調查影響2007年至2016年印度尼西亞和台灣銀行業效率的因素。本研究使用十大表現公司,以及許多關鍵因素,如市盈率,企業規模,槓桿,流動性和總體經濟來固定銀行效率因素。 本研究使用的方法是面板數據和基本統計學回歸,如t檢驗和多元回歸。 這項研究的結果表明,印度尼西亞和台灣的結果不同。 在印度尼西亞,絕大多數財務比率對銀行業效率沒有很大的顯著性,除了公司規模以外。 台灣的樣本結果表示財務比率是資產回報率衡量的金融行業表現的因素。 本研究發現總體經濟指標對銀行業績沒有影響。


    This study aims to investigate the factors that affects bank performance in Indonesia and Taiwan Stock Exchange during the period 2007 to 2016. This study uses top 10 performance companies, and many critical factors like price-earnings ratio, firm size, leverage, liquidity and macro determinants are considered in this study. The method used in this study is panel data and basic statistical regression such as t-test and multiple regression.
    The finding of this study have shown that Indonesia and Taiwan have a different result. In Indonesia, most of the financial ratios had found no impact on bank performance except firm size. The Taiwan sample result shown that financial ratio is the most determinants of the performance of financial sectors measured by return on assets.
    This study finds the macroeconomic indicator to have no impact on bank performance.

    ABSTRACT ii ACKNOWLEDGEMENT iii CONTENTS iv LIST OF FIGURES iv LIST OF TABLES vii CHAPTER 1 INTRODUCTION 1 11 Research Background 1 12 Research Objectives 3 13 Research Flowchart 3 CHAPTER 2 LITERATURE REVIEW 5 21 Theoretical Part 5 22 Summary of Theoretical Part 9 23 Market Characterize 12 24 Research Model13 CHAPTER 3 DATA AND METHODOLOGY 15 31 Data 15 32 Object of Research 15 33 Methodology 16 331 Descriptive Statistics 17 332 Regression Panel Data 17 333 Chow Test 18 v 334 F Test 18 335 t Test 19 336 Goodness of Fit: R2 19 34 Definition of Operational Variables 20 341 Dependent Variables 20 342 Independent Variables 21 CHAPTER 4 EMPIRICAL FINDINGS 26 41 Descriptive Statistic 26 42 Panel Data Regression 28 421 Panel Data Regression - Chow Test (PLS versus FEM) 29 422 F Test 30 423 t Test 30 43 Goodness of Fit Model 35 CHAPTER 5 CONCLUSION AND RECOMMENDATION 37 51 Conclusion 37 52 Restriction and Recommendation 39

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