查詢結果分析
來源資料
頁籤選單縮合
| 題 名 | 美國晶片管制措施對三星概念臺廠股價之異常報酬影響=The Impact of the U.S. Department of Commerce's Chip Control Measures on Samsung-related Concept Stocks in Taiwan |
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| 作 者 | 陳尚武; 陳睿誠; 陳致霖; 姚喬飛; 王以琳; 呂佳珉; 廖翊晴; | 書刊名 | 管理資訊計算 |
| 卷 期 | 13:特刊1 2024.07[民113.07] |
| 頁 次 | 頁35-44 |
| 分類號 | 563.5 |
| 關鍵詞 | 事件研究法; 晶片管制措施; 三星概念股; 半導體供應鏈; 平均異常報酬; Event study methodology; Chip control measures; Samsung concept stocks; Semiconductor supply chain; Average abnormal returns; |
| 語 文 | 中文(Chinese) |
| DOI | 10.6285/MIC.202407/SP_01_13.0004 |
| 中文摘要 | 本研究透過事件研究法,以美國商務部實施晶片管制措施對三星台廠概念股的影響,是否會造成半導體產業類股價的異常報酬以及是否存在併購訊息提前走漏之情形。檢定結果指出,美國商務部晶片管制措施對三星概念台廠股價是有顯著的,但並不強烈。從事件日前第十日始至事件日當天,再從事件日至第五日,顯示投資人對此美國商務部的制裁並沒有太大的反應。總體而言,異常報酬並不顯著,顯示出市場投資人對此晶片管制措施是有關注度的,但並未做出實際的動作,此措施並沒有對三星在台灣的工廠產生直接影響,因此沒有引發三星概念台廠股的大規模抛售。 |
| 英文摘要 | This study employs an event study approach to examine the impact of the U.S. Department of Commerce's implementation of chip control measures on concept stocks related to Samsung's Taiwan factories. The study investigates whether these measures result in abnormal returns in the semiconductor industry sector and whether there is any evidence of early leakage of merger and acquisition information. The test results indicate that the chip control measures implemented by the U.S. Department of Commerce have a significant but not strong effect on the stock prices of Samsung-related concept stocks in Taiwan. From ten days prior to the event until the event day, and from the event day to the fifth day afterward, investors' reaction to the U.S. Department of Commerce's sanctions is not substantial. Overall, the abnormal returns are not significant, suggesting that market investors are attentive to these chip control measures but have not taken significant actions. As the measures do not directly impact Samsung's factories in Taiwan, they have not triggered massive sell-offs of Samsung-related concept stocks. |
本系統中英文摘要資訊取自各篇刊載內容。