A Study on the 2008 Financial Tsunami Influence on Taiwan's Five Major Stocks / 全球金融海嘯對臺灣五大類股影響之研究

碩士 / 銘傳大學 / 應用統計與資料科學學系碩士班 / 107 / The purpose of the study is to conduct a research about the 2008 financial tsunami influence on Taiwan's five major stocks. The study selected five major stocks including Iron and Steel stocks, Tourism stocks, Financial and Insurance stocks, Trading and Consumer’s Goods stocks, and Building Material and Construction stocks as a factor in subsequent analysis. The research contents were included understanding the current status of Taiwan Capitalization Weighted Stock Index (TAIEX) for selected Taiwan's five major stocks; differences between Taiwan's five major stocks and TAIEX before and after the financial tsunami; relationships and models for study about the 2008 financial tsunami influence on Taiwan's five major stocks. In order to achieve the above research purposes, this study collects the open data of the Taiwan Stock Exchange. Simultaneously, statistical analyses in this study were employed by descriptives, factor analysis, reliability analysis, 1-Way MANOVA, Structural Equation Modeling (SEM), Importance-Performance Matrix Analysis (IPMA), and Multigroup Analysis (MGA). Results of the study summarized as follows: (a) The present situations of TAIEX for selected Taiwan's five major stocks were good; (b) Tourism stocks and Construction stocks had significant differences in MGA; (c) The model showed that TAIEX had strong significant influence on selected Taiwan's five major stocks; (d) This study have constructed the SEM on five stocks toward TAIEX; (e) IPMA on factors and items of five stocks toward TAIEX has been evaluated; (f) Five stocks toward TAIEX differences before and after financial tsunami has been confirmed. This study finally proposed conclusions and solid suggestions as references for financial unit and future research based on the results.

Identiferoai:union.ndltd.org:TW/107MCU00337002
Date January 2019
CreatorsWENG, WAN-TING, 翁琬婷
ContributorsCHOU, TZU-CHIN, 周子敬
Source SetsNational Digital Library of Theses and Dissertations in Taiwan
Languagezh-TW
Detected LanguageEnglish
Type學位論文 ; thesis
Format49

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