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費城半導體指數與台灣電子股價之關聯性分析 = Operation Str...

國立高雄大學國際高階經營管理碩士在職專班(IEMBA)

費城半導體指數與台灣電子股價之關聯性分析 = Operation Strategy of Electronic Commerce:A Case Study of E Company

紀錄類型:	書目-語言資料,印刷品 : 單行本
並列題名:	Operation Strategy of Electronic Commerce:A Case Study of E Company
作者:	陳立誠,
其他團體作者:	國立高雄大學
出版地:	[高雄市]
出版者:	撰者;
出版年:	2012[民101]
面頁冊數:	51面圖，表 : 30公分;
標題:	費城半導體指數
標題:	Philadelphia semiconductor index
電子資源:	http://handle.ncl.edu.tw/11296/ndltd/26281648161827545780
摘要註:	以往的關聯性研究，多半以道瓊工業指數與那斯達克指數為主體，隨著時代的變遷，台灣的電子業已成為全世界的代工重鎮，本研究以費城半導體指數與電子股指數、半導體指數、台積電股價的日資料來探討其連動關係之變化。在VAR向量自我回歸模型實證結果相當顯著，亦即費城半導體指數的波動會影響台灣電子指數、電子半導體指數、台積電股價的波動。共整合檢定中，兩兩變數之間均呈現共整合關係，代表費城半導體指數與台灣電子指數，費城半導體指數與電子半導體指數，費城半導體指數與台積電股價三組變數間，存在長期均衡的關係。誤差修正模型兩兩股價(指數)中則發現費城半導體指數分別受到台灣電子指數前2期、台灣半導體指數前2期、台積電股價前3期之影響。台灣電子指數、台灣半導體指數、台積電股價則受到費城半導體指數前1期之影響。由此而知費城半導體指數較具有影響力。故台灣的投資人可由前一天費城半導體的走勢來做為投資台積電的依據。 Most of the previous studies focus on Dow Jones industrial average index and the NASDAQ index. However, with the time goes by, Taiwan has become one of the most important parties in the electronics industry. In this research, we study the relationships among Philadelphia semiconductor index, electronic index, semiconductor index, and the daily price of TSMC. The result from the VAR cointegration test is very significant, which points out that Taiwan's electronic index, the semiconductor index, and TSMC stock price are affected by Philadelphia semiconductor index. In cointegration test, a co-integration relationship, which tells a long-term equilibrium relationship existed among PHLX Semiconductor Index, Taiwan Weighted Stock Index and TSMC stock price. From the error correction model, it shows that the Philadelphia Semiconductor Index is influenced by the two-previous-ahead of Taiwan’s electronic index, Taiwan's semiconductor index and the three-previous-ahead of TSMC stock. Taiwan’s electronic index, Taiwan's semiconductor index and TSMC stock are influenced by the one-previous-ahead of Philadelphia semiconductor index. The result tells us that the Philadelphia Semiconductor index plays the most important roles in the model. Therefore, the TSMC stock investors can take the Philadelphia Semiconductor historical trend as the main reference.

費城半導體指數與台灣電子股價之關聯性分析 = Operation Strategy of Electronic Commerce:A Case Study of E Company
陳, 立誠

費城半導體指數與台灣電子股價之關聯性分析 = Operation Strategy of Electronic Commerce:A Case Study of E Company / 陳立誠撰 - [高雄市] : 撰者, 2012[民101]. - 51面 ; 圖，表 ; 30公分.
參考書目：面48-51.
費城半導體指數Philadelphia semiconductor index

費城半導體指數與台灣電子股價之關聯性分析 = Operation Strategy of Electronic Commerce:A Case Study of E Company
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