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空運旅客市區預辦登機系統之需求與推廣策略分析
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125388
title: 空運旅客市區預辦登機系統之需求與推廣策略分析智慧機場之旅客設施需求分析—以桃園機場停車場導入自駕車接駁為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125387
title: 智慧機場之旅客設施需求分析—以桃園機場停車場導入自駕車接駁為例空運旅客對虛擬聯程服務之需求分析
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125386
title: 空運旅客對虛擬聯程服務之需求分析航空旅客之碳補償計畫抵換偏好及願支付價格—以機上服務項目為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125385
title: 航空旅客之碳補償計畫抵換偏好及願支付價格—以機上服務項目為例由旅客特性探討航空公司之減碳政策—以托運行李與機餐為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125384
title: 由旅客特性探討航空公司之減碳政策—以托運行李與機餐為例航空公司進入市場之福利分析--營運特性對旅運者福利變化影響
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125383
title: 航空公司進入市場之福利分析--營運特性對旅運者福利變化影響旅客等候登機偏好之研究—虛擬排隊服務之推廣策略
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125382
title: 旅客等候登機偏好之研究—虛擬排隊服務之推廣策略航空公司航網型態對班表緩衝之影響分析
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125381
title: 航空公司航網型態對班表緩衝之影響分析結合目的地、航線、航空公司選擇之軸輻路網空運旅次需求模式
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125380
title: 結合目的地、航線、航空公司選擇之軸輻路網空運旅次需求模式臺鐵旅運者之服務水準選擇與願支付價格研究
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125379
title: 臺鐵旅運者之服務水準選擇與願支付價格研究 abstract: 臺鐵近年積極提升列車服務水準,先後引進太魯閣及普悠瑪號,大多投入東部線營運以解決花東旅運問題。東部線尖峰時間本就一票難求,又因車種簡化政策將不同服務水準列車訂定相同票價,致使有限資源之配置遭到扭曲,讓問題更加嚴重。依據服務水準與旅運者願支付價格定價,為改善資源配置效率之良方,惟現有研究於此著墨甚少。故本研究採用敘述性偏好方法進行問卷調查,建構多項及潛在類別羅吉特模式以分析旅運者對列車服務屬性之偏好及其異質性,用以估計旅運者對服務屬性之願支付價格,並推估旅客對普悠瑪號、太魯閣號與自強號的願支付價差;另外亦以條件評估法估計三種列車之願支付價格,以期探究方法論之差異。羅吉特模式結果均顯示可退票、可換票為旅客重要考量因素,且長程旅客較短程、中程旅客在意旅行時間。潛在類別羅吉特模式以年齡、所得、商務旅次為分類變數,結果顯示年齡為18歲至24歲或65歲以上、所得較低且非商務旅次之旅客較在意金錢相關變數,而年齡介於25至64歲、所得較高且商務旅次之旅客較在意時間相關變數。三界二分選擇模式所得願支付價格之標準差較雙界二分選擇模式者小,增加詢價次數在願付價格之估計上更具效率。經三種模式校估結果顯示透過旅客對方案屬性間之取捨,進而做出偏好選擇的離散機率選擇模式所得到的列車願付價差差異較大。利用本研究成果將三車種與其服務屬性進行方案組合,例如搭配不同之旅行時間、退換票機制以設計差別票價,可供臺鐵未來調整訂價策略、優化營收管理之參考依據。
<br>航空公司合併之旅運者福利分析—配對方法與市場特性對福利之影響
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125378
title: 航空公司合併之旅運者福利分析—配對方法與市場特性對福利之影響汽車檢驗員與汽車駕駛考驗員研習班成效之研究-成績與及格率差異分析
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125377
title: 汽車檢驗員與汽車駕駛考驗員研習班成效之研究-成績與及格率差異分析國人海外旅運保險之選擇分析-以航空不便險為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125376
title: 國人海外旅運保險之選擇分析-以航空不便險為例罷工事件對旅客選擇航空公司影響分析-以臺灣旅客為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125375
title: 罷工事件對旅客選擇航空公司影響分析-以臺灣旅客為例機場跑道維修因應策略與航班延誤之效益分析:以桃園機場為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125374
title: 機場跑道維修因應策略與航班延誤之效益分析:以桃園機場為例航空公司服務水準影響因素分析—以旅客抱怨為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125373
title: 航空公司服務水準影響因素分析—以旅客抱怨為例航空公司服務評鑑指標分析與設計—以準點率與執行率為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125372
title: 航空公司服務評鑑指標分析與設計—以準點率與執行率為例機場導入單一識別科技之旅運者需求分析—以桃園國際機場為例
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125371
title: 機場導入單一識別科技之旅運者需求分析—以桃園國際機場為例班表緩衝之旅運者福利研究—不同時空之福利變化分析
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125370
title: 班表緩衝之旅運者福利研究—不同時空之福利變化分析Effects of catering and herding behavior in capital expenditure and its causality : Evidence from an emerging market
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/124362
title: Effects of catering and herding behavior in capital expenditure and its causality : Evidence from an emerging marketCryptocurrency Return Dependency and Economic Policy Uncertainty
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/124361
title: Cryptocurrency Return Dependency and Economic Policy Uncertainty abstract: This study investigated whether economic policy uncertainty (EPU) affects the degree of Bitcoin return dependency in the cryptocurrency (crypto) market by calculating the Pearson correlation between Bitcoin returns and the average returns of 19 cryptocurrencies to determine the return dependency. First, we found that an increase in global EPU strengthens the dependency effect. Among the country-level EPU indexes, we found that the increased EPU of crypto-friendly countries (United States, United Kingdom, Japan, and South Korea) is the main enhancer of dependency. By contrast, the EPU index of crypto-unfriendly countries (China and Russia) exhibits a statistically nonsignificant effect. Finally, the empirical results remain similar if we replace Bitcoin with Ethereum to measure dependency.
<br>Catering to shareholders to explain the capital expenditure herding phenomenon
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/124337
title: Catering to shareholders to explain the capital expenditure herding phenomenonThe Impact of Inflation and Interest Rate Cycle on the Bond Market
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/124115
title: The Impact of Inflation and Interest Rate Cycle on the Bond MarketRevisiting the Disposition Effect in the Real Estate Market: New Evidence from Taiwan
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123697
title: Revisiting the Disposition Effect in the Real Estate Market: New Evidence from Taiwan台指週選擇權交易策略績效之分析
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123696
title: 台指週選擇權交易策略績效之分析 abstract: 隨著俄烏戰爭、疫情不休;糧食危機、通膨升息來襲,打亂全球經濟步調,在市場動盪及不確定性下,推升避險及交易需求,全球期貨市場交易量持續上升,已連續4年創下新高,2022上半年全球總交易量達383億口,相較於去年同期成長32.61%,更突顯期貨和期權等衍生性金融商品「避險增益」的特性需求。
臺灣期貨交易所與工商時報共同舉辦【2022 New Futures 期貨學術與實務交流研討會】聚焦產、官、學多方觀點,探討全球經濟變局下,如何推動衍生性商品的創新&國際化,布建多元交易及避險管道,幫助資產配置與風險控管,迎戰大通膨時代。
<br>The Effects between Taiwan's EPU and Macroeconomic Indicators
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123695
title: The Effects between Taiwan's EPU and Macroeconomic IndicatorsThe Influence of Economic Policy Uncertainty on IPO Underpricing: Evidence from China
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123694
title: The Influence of Economic Policy Uncertainty on IPO Underpricing: Evidence from China避險、套利以及盤後交易對台指期持有報酬率之影響
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123693
title: 避險、套利以及盤後交易對台指期持有報酬率之影響The ESG washing in banks: Evidence from the syndicated loan market
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123692
title: The ESG washing in banks: Evidence from the syndicated loan market abstract: We investigate whether banks practice environmental, social, and governance (ESG) washing in their lending decisions and how the market reacts to it. That is, do banks with worse ESG performance intentionally lend to firms with better ESG performance to improve their ESG reputations? Banks with worse ESG performance offer
significantly lower loan spreads, longer loan maturities, fewer general covenants, and fewer collaterals to firms with better ESG performance. More importantly, the stock market generally reacts favorably to banks that make these kinds of deals that could explain why banks engage in ESG washing. We also find that the effects of ESG washing are significantly stronger for borrowers from high polluting industries and in the post-Kyoto Protocol period. These results support the idea that the banks with worse ESG performance divert the market's attention away from their ESG washing of their lending that thus, improves their ESG reputations.
<br>Capital: Sources of pre- and post-crisis performance and risk-taking
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123691
title: Capital: Sources of pre- and post-crisis performance and risk-taking abstract: Bank capital has been an important factor in protecting banks from large, unexpected negative shocks. As the 2008 financial crisis showed, some banks with a high capital adequacy ratio perform worse during a crisis, and thus Basel III has added the leverage ratio as a supplementary measurement. This study is the first to combine the two capital ratios to examine how the capital of banks in general affects their performance during the shock of a financial crisis, hence filling the gap in the literature on either CAR or LR, and verifying the effectiveness of the concept of Basel III. We classify banks into two types, weak-capital banks and strong-capital banks, and then compare their performance during the pre-crisis and crisis periods (2004-2009). Using 3,884 listed and non-listed banks across 34 OECD countries for the pre-crisis and crisis periods (2004-2009), we find during the crisis that weak-capital banks suffer more losses in terms of low ROE, ROA, non-interest income, and stock returns, and have higher risks in terms of insolvency and ROA volatility than do strong-capital banks. However, during the pre-crisis period, the former outperforms the latter and still exhibits higher risk. We argue that the different capital conditions may imply the excessive risk taking and different risk attitudes, thereby causing diverse results during the pre-crisis and crisis periods and implying the validity of regulation of the dual capital ratios.
<br>Effect of liquidity creation on capital: Capital states may matter
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123690
title: Effect of liquidity creation on capital: Capital states may matter abstract: Capital and liquidity are critical factors for the soundness of banks; thus, they are regulated in Basel III and their relationship has been discussed in literature. But the extant studies do not obtain the expected results in the link from liquidity creation to capital. This study argues that different capital states affect the effect of liquidity creation on capital. We combine capital adequacy ratio (CAR) and leverage ratio (LR) to define a sufficient-capital bank when it is well-capitalized in both capital ratios, and define two types of deficient-capital banks when they are not well-capitalized in either CAR or LR. We propose illiquidity risk effect and buffer cost effect. We find a negative relationship in sufficient-capital banks that the banks decrease their capital after conducting excessive liquidity creation, which support the buffer cost effect, but a positive relationship in deficient-capital banks that the banks increase their capital after conducting excessive liquidity creation, supporting the illiquidity risk effect. We further investigate the components in the changes of capital ratios and find that sufficient-capital banks raise Tier 1 capital, whereas deficient-capital banks raise Tier 2 capital. Our study confirms that capital states play an important role in the relationship between liquidity creation and capital.
<br>The Effects between Taiwan’s EPU and Macroeconomic Indicators
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123689
title: The Effects between Taiwan’s EPU and Macroeconomic IndicatorsLiquidity creation and bank risk-taking: Capital conflict and consistent banks
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/123688
title: Liquidity creation and bank risk-taking: Capital conflict and consistent banks abstract: This study compares liquidity creation (LC) between risk-taking and non-risk-taking banks in 45 countries from 2004 to 2016. We propose that risk-taking banks create more LC than non-risk-taking banks. Also, risk-taking banks have stronger negative relation between LC and capital than non-risk-taking banks. Our risk-taking bank is the bank with high regulatory capital adequacy ratio (CAR) and low leverage ratio (LR), which is referred to as the capital conflict bank. By contrast, our non-risk-taking bank is the bank with high CAR and high LR, which is referred to as capital consistent bank. To control country heteroscedasticity, we consider various control variables in country level. Our results support our propositions. Also, we conduct a battery of robust testing and our results remain the same.
<br>Expiration Effect of Leveraged and Inverse ETFs
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/122081
title: Expiration Effect of Leveraged and Inverse ETFsInformation shares and component share weights in the bond price and yield of the USA, Japan, and Europe
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/121993
title: Information shares and component share weights in the bond price and yield of the USA, Japan, and Europe星座特質在買方行為的角色: 台灣不動產實證
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/121548
title: 星座特質在買方行為的角色: 台灣不動產實證Does the turnover effect matter in emerging markets? Evidence from China
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/121521
title: Does the turnover effect matter in emerging markets? Evidence from China abstract: In this paper, we examine the turnover effect in China's stock market and find that stocks with low turnover generate higher future returns than stocks with high turnover. The turnover effect is robust after various liquidity measures are controlled for, and it cannot be explained by existing asset-pricing models. Further evidence reveals that the turnover effect (1) is stronger when sentiment is high; (2) is stronger for stocks with lower investor sophistication, higher idiosyncratic volatility, higher transaction costs, and lower institutional ownership; and (3) persists in longer horizons. These findings are consistent with the mispricing explanation.
<br>The Opposite Disposition Effect in Real Estate Market: New Evidence
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/121269
title: The Opposite Disposition Effect in Real Estate Market: New EvidenceHigh Dimensional Markowitz Mean-Variance Optimization: Is Equal Weighted the Best Strategy?
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/121229
title: High Dimensional Markowitz Mean-Variance Optimization: Is Equal Weighted the Best Strategy?"The Cat is Out of the Bag" Explainable Risk Ranking with Financial Reports
https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/121228
title: "The Cat is Out of the Bag" Explainable Risk Ranking with Financial Reports