出版著作
PUBLICATION
商管科技季刊第十三卷第三期

目  錄

一、

EWPS跨界工作者適性量表遴選決策之效益研究-以就業服務外展人員為例

陳玄愷、林尚平、林財丁 

二、

企業倫理有助於反貪?一個跨國分析

曾子耘 

三、

中國企業跨港上市對資本結構之影響

蔡函芳、林翠蓉、張 力、陳怡中、洪榮華 

四、

美國波動度指數與期貨長短期波動不對稱之研究

李彥賢、邱志昌、李政毅 

 

回商管科技季刊目錄


EWPS跨界工作者適性量表遴選決策之效益研究-以就業服務外展人員為例

A CASE STUDY OF SELECTION CRITERIA EFFECTIVENESS USING THE EWPS TO MEASURE BOUNDARY SPANNER PERSONAL SCALES IN THE TAIWANESE EMPLOYMENT OUTREACH SERVICE 

陳玄愷

國立臺東專科學校文化創意設計科助理教授 

林尚平

國立雲林科技大學企業管理系教授 

林財丁

東海大學國際貿易學系教授 

摘要

  本研究透過公部門遴選就業服務外展人員個案,收集所採用跨界工作者個人適性量表(Boundary Spanners Personal Scale,EWPS)量測分數與工作績效指標,藉此實證(1)重要度-績效度分析法IPA(Importance-Performance Analysis)與Cascio(1998)遴選決策之效益評估模式之運用與分析;(2)各樣本組於Taylor and Russell(1939)模式之關聯性;(3)EWPS跨界工作者適性量表具備良好甄選效度的優質遴選工具。研究結果顯示,運用重要度-績效度分析法,經EWPS量表成功率預測值對照工作績效值之分析,於「低績效分數值-低EWPS預測值」組(L,L)部分者預測成功率達62.8%。而對於「高績效分數值-高EWPS預測值」組(H,H)部分者預測成功率近50%弱,則保持優勢持續提升生產力。另外,對於EWPS量表人事甄選決策效用,經個案機構外展服務人員全國5大就業中心分為6組共326位有效樣本,依據EWPS成功率與工作績效,遵循Taylor and Russell(1939)概念,分析其人事甄選決策效用,獲得其平均效益為13.64%。整體而言,「EWPS量表」在本研究中其正確錄用率計介於64.6% ~ 80.3%(平均值約為70.0%),顯示本量表支持其做為甄選跨界工作者方面應為適當之甄選工具。

關鍵字:跨界工作者、遴選效益、EWPS量表

ABSTRACT

  This study tried to use the EWPS (a boundary - spanner personal scale) based on the samples collected from employment outreach personnel in the Taiwanese public sector to test the following questions: (1) IPA (Importance-Performance Analysis) and personnel selection decisions with cost-benefit analyses (Cascio, 1998); (2) the correlations of divided-sample groups based on the rule studied by Taylor and Russell (1939); and (3) the EWPS is an advantageous tool with a high level of selection validity. The result of this study showed that the IPA and the EWPS’s analysis of the “Low Performance, Low EWPS score” group had a predictive success rate of 62.8%. The resukt also found that the “High Performance, High EWPS score” group has a predictive success rate of 50.0%. In addition, with regards to the effectiveness of the personnel selection decision, the personnel studied from the five employment outreach service centres could be divided into six groups consisting of 326 valid samples, in total. In accordance with the EWPS success rate and performance, as well as the conception of Taylor & Russell (1939), the effectiveness of the personnel selection decision was analyzed and its mean effectiveness rate was 13.64%. On the whole, the results of the computed accurate success ratios of the EWPS were between 64.6% and 80.3% (the average was about 70.0%), that showed EWPS could be used as an appropriate tool for selecting boundary spanners.

Keywords: Boundary Spanners, Selection Effectiveness, EWPS Scale 

回目錄


企業倫理有助於反貪?一個跨國分析

DO BUSINESS ETHICS PLAY AN ANTI-CORRUPTION ROLE? A CROSS-COUNTRY ANALYSIS

曾子耘

逢甲大學財稅學系助理教授 

摘要

  貪污行為成立,有需求方與供給方,過去文獻多由貪污的需求面來探討,亦即透過增強國家治理改善公部門體制來減少貪污之需求方,但要減少貪污,單就此著墨可能不足,唯有同時透過公部門制度及私部門制度之建立,才能達成反貪的效果,因此,本文將重心置於貪污行為之供給面,也就是研究企業倫理對貪污之影響。
近年來各國提倡企業倫理,但企業倫理在反貪戰役之中能否扮演重要角色?本文由國家層級之角度來探討上述重要議題,本文之研究成果,對反貪、企業倫理之議題,提供跨國性之實證分析。本文以92個國家,自2003年到2009年的資料進行實證分析,本文發現,企業倫理較佳的國家,貪污的情況會較少,本文結果證實了企業倫理在反貪戰役中扮演了重要的角色。

關鍵字:貪污、企業倫理

ABSTRACT

  It takes both demand and supply to complete a corruption activity. Most previous studies focus primarily on how to ease the demand side of corruption by improving public governance and strengthening public institutions. However, to reduce corruption, it is not enough to cut off its demand side; both the public sector and private institutions need to work together to achieve the goal of anti-corruption. The paper accordingly aims at examining the supply side of corruption. More specifically, this paper will explore the role of business ethics in anti-corruption.
In recent years, many countries have invested greater efforts to promote business ethics. Do business ethics matter in the anti-corruption campaign? This paper will answer this crucial question through an empirical cross-nation analysis on the issues of anti-corruption and business ethics, using country-level data drawn from 92 countries during the period from 2003 to 2009. Countries with better business ethics are found to report a lower level of corruption. The result of this paper supports the argument that business ethics indeed play an important role in anti-corruption campaign.

Keywords: Corruption, Business Ethics 

回目錄


中國企業跨港上市對資本結構之影響

THE IMPACTS OF CROSS-LISTING DECISIONS ON CAPITAL STRUCTURES OF CHINESE LISTED FIRMS 

蔡函芳

國立中央大學企業管理系博士候選人 

林翠蓉

中國文化大學財務金融系副教授 

張力 

世新大學企業管理學系副教授 

陳怡中

國立中央大學企業管理碩士 

洪榮華

國立中央大學企業管理系教授 

摘要

  本研究首先探討中國上市公司的負債比率是否會受到跨港上市決策的影響。其次,針對已跨港上市企業,觀察其跨港上市一段時間後,負債比率的變化。同時,針對上述兩項探討企業的負債比率是否受到國家控制程度的影響。以1996年至2009年間中國跨港上市公司為樣本,利用未跨港上市之配對樣本與OLS迴歸模型檢測。實證結果發現:(1)跨港上市企業之負債比率低於未跨港上市企業。(2)跨港上市企業中,國家控制程度越高的企業,其負債比率下降的程度較少。(3)跨港上市超過三年的企業,其負債比率高於跨港上市三年以下的企業,顯示跨港上市一段時間後,企業負債比率有回升的現象。(4)國家控制程度越高的企業,其負債比率回升的程度越大。

關鍵字:跨港上市、負債比率、國家控制 

ABSTRACT

  This study first examines whether cross-listing decisions would affect the capital structures of Chinese listed firms. Second, we focus on the Chinese cross-listed firms to observe the changes in the debt ratios after cross-listing. Meanwhile, we address the above two issues by examining whether the debt ratios are affected by the degree of state control. The sample is comprised of Chinese listed firms cross-listing on the Hong Kong Exchanges between 1996 and 2009, and the matched sample is Chinese listed firms not cross-listing on Hong Kong Exchanges. An ordinary least squares method is applied. The results indicate that (1) the debt ratios of cross-listed firms are lower than those of non-cross-listed firms, and (2) for cross-listed firms, the higher the degree of state control, the less the decrease of debt ratio would be after cross-listing; (3) the debt ratios of firms cross-listing on Hong Kong Exchanges over three years are higher than those of firms cross-listing less than three years, suggesting that the debt ratio would rise again three years after cross-listing, and also (4) the higher the degree of state control, the higher the increase in debt ratio would be after cross-listing.

Keywords: Cross-listing, Debt Ratio, State Control 

回目錄


美國波動度指數與期貨長短期波動不對稱之研究

ASYMMETRIC PERMANENT AND TRANSITORY RELATIONSHIPS IN VIX AND VIX FUTURES 

李彥賢

中原大學財務金融學系副教授 

邱志昌

淡江大學財務金融研究所博士生 

李政毅

中原大學財務金融學系研究生 

摘要

  本研究期間以2004年3月26日至2011年4月30日之波動度指數現貨與期貨為研究對象,探討兩者間是否具有共整合關係與領先落後的關係,並透過不對稱Component GARCH模型來分析兩者之長短期波動是否存在槓桿效果。實證結果發現經由Johansen共整合檢定波動度指數現貨與期貨間顯示有長期穩定的共整合關係。此外,本研究發現波動度指數現貨領先波動度指數期貨與長期效果大於短期效果。從模型發現加入不對稱可得知波動度指數現貨存在槓桿效果,且具有更好的解釋能力。再者,加入誤差修正項不對稱Component GARCH模型具有更好的解釋能力,並發現加入誤差修正項之不對稱Component GARCH模型為最準確預測波動度指數現貨與期貨之模型。其實證結論給予投資人未來在投資策略上有更大的助益及參考價值。

關鍵字:波動度指數期貨、Component GARCH模型、不對稱Component GARCH模型、長短期波動、共整合、領先落後 

ABSTRACT

  This study examines the cointegration and lead-lag relationships between VIX and VIX futures from March 26, 2004 to April 30, 2010. The empirical result show the leverage effect in VIX and VIX futures using the asymmetric component GARCH model, and the long-run relationship between VIX and VIX futures by employing the Johansen cointegration test. This study shows that the lead-lag relationship from VIX to VIX futures and the long-run effect have more power than the short-run effect, and the asymmetric component GARCH model has more power than the component GARCH model for the VIX and VIX futures. Furthermore, the asymmetric component GARCH model with the error correction term has more explanatory power than the asymmetric component GARCH model in VIX and VIX futures. This finding is use for investors trading in VIX and VIX futures.

Keywords: VIX futures, Component GARCH Model, Asymmetric Component GARCH Model, Trend and Transitory Component Volatilities, Cointegration, Lead-Lag Relationship 

回目錄

 
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