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新冠疫情影響恐慌指數及其應用之實證研究

為了解決Rtn stock的問題，作者蕭奕凡 這樣論述：

本論文以美國、歐洲、日本及香港等四國之恐慌指數及其對應之指數為軸，以三種角度切入研究新冠疫情對金融市場之影響。首先以多變量GARCH模型研究恐慌指數於各國間之外溢效果，分析各國恐慌指數於新冠疫情前後之連動性差異；第二，使用縱橫資料門檻模型為研究方法，以門檻效果之差異判別股市對恐慌指數之反應變化；最後，針對GARCH(1,1)及RiskMetrics等兩種常用之風險價值評估模型，分析其於新冠疫情後之效用變化。第一部份之實證結果顯示，在外溢效果之研究中，各國之恐慌指數除歐洲波動率指數指數於疫情前外，與前一交易日相比皆有顯著之收斂效果。另外，與疫情前相比，各國恐慌指數間之連動性於疫情後有顯著提升之

現象。顯著相關之組合由8組提升至9組外，正向影響更由3組提升至6組，顯示恐慌指數之敏感性及 外溢效果，經新冠疫情之衝擊後有顯著提升。第二部份，於門檻效果之研究之中，本論文發現恐慌指數變動在股市交易日對於隔日報酬率影響具有門檻效果，但效果僅在疫情前存在，疫情後無顯著門檻。而當日恐慌指數變動，於疫情前後皆對當日股市報酬率有顯著負向影響，但其影響性於疫情後較弱。另外，恐慌指數變動在股市交易日對於隔日之成交量影響亦具有門檻效果，而其門檻值於疫情後有所下降。顯示市場投資者因應恐慌指數變化而進行停損或是停利的行為較為溫和。第三部份之實證結果顯示，因投資市場因疫情產生結構性改變，GARCH(1,1)模型之風

險價值評估效果並無法達到標準。而RiskMetrics模型將恐慌指數代入後，其風險價值評估效果較佳。

公司理財論文集 從研究發展計畫評估至公司價值探討:實質選擇權之運用及影響公司價值關鍵財務因素探討

為了解決Rtn stock的問題，作者謝國松 這樣論述：

ABSTRACTThese Essays in Corporate Finance comprise three interrelated papers studying the issues from how to select an excellent capital budgeting project, mainly an excellent Research and Development (R&D) project, to exploring the key financial factors as key value drivers in estimating corporate

value. In Paper One, the Binominal Real Option Approach (BROA, or the Approach), which was proposed and practical validity proved by Hauschild and Reimsbach (2015) is used to estimate the value of real options embedded in a real NDD project in Taiwan carried out by GX beginning in 2012, in order to

bridge the gap between theory and practice in term of the application of real option approach in R&D investment decision. From the results of the combination of the Approach and scenario simulation techniques, the expected value of real options embedded in the subject NDD project is about 40% on th

e expected value of the Project under rNPV approach. Without this crucial information, GX management would be very likely make mistakes in the process of decision making on the subject NDD project. As a result, it is concluded by Paper One that real option approach, especially combined with scenario

simulation techniques, is very powerful in evaluating an IPR&D project, especially in evaluating a NDD project. In Paper Two, nine fundamental financial factors: annual return to net-worth (RTN), earnings per share (EPS), cash flow ratio (CF), current ratio (FR), return on assets (ROA), market valu

e added (MVA), economic value added (EVA), long-term growth rate (LGR), and financial leverage effect (FLE) are chosen as the main financial factors deemed to influence the value of a company. By utilizing the "Panel Data Model", 44 listed companies that meet the data requirements are sampled from t

he research population. From 2001 to 2014, the effect of the above nine fundamental financial factors on corporate value is critically and empirically examined. ii The research findings from Paper Two show that the "Panel Data Model" is applicable in examining the effects of influence from the above

nine financial factors on the value of the listed companies in Taiwan textile sector, but the “Random Coefficient Effect Model” is not applicable to the same issue. As to the fundamental factors related with asset category, Return on Assets (ROA) is positively influencing the value of any company i

n the sample. Among the fundamental factors related with debt, current ratio (FR) and financial leverage effect (FLE) significantly but negatively affect corporate value. Among the fundamental factors related with owner's equity, the earnings per share (EPS), market value added (MVA), and economic v

alue added (EVA) are also factors that significantly and positively affect corporate value. Based on the research findings by Paper Two, Paper Three uses the key financial performance indicators commonly used in corporate valuation: return to net-worth (RTN), cash flow ratio (CF), and current ratio

(CR), return on assets (ROA) and economic value added (EVA) to explore their impacts on corporate value by utilizing the random coefficient model. After considering the availability and accuracy of the data, this study adopted the financial vertical and horizontal data of the ten textile stock liste

d companies obtained from the Taiwan Stock Exchange (TSE) website from 2001 to 2014. The results of this study show that among the financial indicators commonly used to measure corporate value, return to net-investment (RTN), cash flow ratio (CF) and current ratio (CR) are not significant factors in

evaluating corporate value. On the contrary, return on assets (ROA) and the economic value added (EVA) are factors that significantly affect corporate value. According to the results presented by utilizing the random coefficient effect model of this study, the effects rendered by economic added val

ue is changing in different periods of time, as well as with different companies. iii Finally, according to the research conclusions of the random coefficient effect model, it can be clearly understood that the financial performance indicators commonly used in the evaluation of corporate will signif

icantly affect the firm value, so it can be used as a reference for future investors to evaluate corporate value in the capital market.