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dc.contributor.author龔哲緯zh_TW
dc.contributor.author謝懷恕zh_TW
dc.contributor.authorKung, Che-Weien_US
dc.contributor.authorShieh, Hwai-Shuhen_US
dc.date.accessioned2018-01-24T07:43:27Z-
dc.date.available2018-01-24T07:43:27Z-
dc.date.issued2016en_US
dc.identifier.urihttp://etd.lib.nctu.edu.tw/cdrfb3/record/nctu/#GT070353750en_US
dc.identifier.urihttp://hdl.handle.net/11536/143431-
dc.description.abstract本研究主要探討企業社會責任獲獎宣告對不同產業股價所造成之影響,利用GARCH市場模式納入虛擬變數檢測企業社會責任獲獎對於所有得獎企業和不同產業之企業的影響,實證結果發現:一、獲獎宣告對於所有得獎企業平均而言,沒有正向的顯著影響,且由天下雜誌獲獎宣告日前一日有負向的顯著結果。二、各產業受到獲獎宣告的異常報酬率反應並不一致。三、本篇研究整理出面對獲獎宣告產生正向異常報酬及負向異常報酬產業以供投資人及公司企業參考。四、獲獎宣告的負向異常報酬或不顯著效果多發生在高科技產業。zh_TW
dc.description.abstractThis study examines the influence to the stock market of corporate social responsibility prize awarded announcement. It evaluates the stock price for those corporates winning the prize, comparing to the Taiwan Stock Exchange and industry index, this research adopts GARCH market model with dummy variables to estimate abnormal returns on the pre- and post- of announcement. The results are listed in the following: First, in the event period for all rewarded corporates, there are no positive significance in abnormal returns, but a negative significance at the day before announcement. Second, there are different abnormal returns in different industries. Third, this study provides the information to the investors and corporations for which industry has positive abnormal return and negative abnormal return. Finally, in the event period, the negative significance effect and not significance effect are mostly occurs in high-tech industry.en_US
dc.language.isozh_TWen_US
dc.subject企業社會責任zh_TW
dc.subject事件研究zh_TW
dc.subject異常報酬zh_TW
dc.subjectCorporate Social Responsibilityen_US
dc.subjectEvent Studyen_US
dc.subjectAbnormal Returnsen_US
dc.title企業社會責任對台灣企業股價異常報酬率影響之事件研究zh_TW
dc.titleThe Influence of Corporate Social Responsibility on The Stock Price, Abnormal Returns in Taiwan-An Event Study Approachen_US
dc.typeThesisen_US
dc.contributor.department經營管理研究所zh_TW
Appears in Collections:Thesis