| Reference: | 中文文獻
王國樑，翁志強與張美玲（1998），「台灣綜合證券商技術效率探討」，《證券市場發展季刊》，10，93-115。
王媛慧，李文福與翁竹君（2007），「台灣國際觀光旅館業生產力與效率分析：隨機邊界距離函數之應用」，《經濟論文叢刊》，35，55-86。
張雅雯（2004），「台灣綜合證券商之成本效率與生產力分析」，國立台北大學經濟學研究所碩士論文。
黃翔園（2000），「台灣地區網路券商經營績效之實證研究-以資料包絡分析法」，朝陽科技大學財務金融學研究所碩士論文。
楊家豪（2008），「台灣證券商經營效率分析」，國立政治大學行政管理碩士學程碩士論文。
歐陽如虹（2002），「台灣證券商經營效率分析」，銘傳大學國際企業管理學研究所碩士論文。
劉雲霞（1996），「台灣證券商經營狀況之探討-資料包絡分析法的應用」，國立政治大學會計學研究所碩士論文。
英文文獻
Aigner, D. J., C. A. K. Lovell and P. Schmidt (1977), “Formulation and Estimation of Stochastic Frontier Production Function Models,” Journal of Econometrics, 6, 21- 37.
Balk, B. M. (2001), “Scale Efficiency and Productivity Change,” Journal of Productivity Analysis, 15, 159-183.
Battese, G. E. and G. S. Corra (1977), “Estimation of a Stochastic Production Frontier Model: With Application to the Pastoral Zone of Eastern Australia,” Australian Journal of Agricultural Economics, 21, 169-179.
Battese, G. E. and T. J. Coelli (1995), “A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data,” Empirical Economics, 20, 325-332.
Caves, D. W., L. R. Christensen and W. E. Diewert (1982), “The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity,” Econometrica, 50, 1393-1414.
Diewert, W. E. (1976), “Exact and Superlative Index Numbers,” Journal of Econometrics, 4, 115-145.
Färe, R., S. Grosskopf, M. Norris and Z. Zhang (1994), “Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries,” American Economic Review, 84, 66-83.
Färe, R. and D. Primont (1995), Multi-Output Production and Duality: Theory and Applications, Kluwer Academic Publishers, Boston.
Farrell, M. J. (1957), “The Measurement of Productive Efficiency,” Journal of the Royal Statistical Society, 120, 253-290.
Fisher, I. (1922), The Making of Index Numbers, Houghton Mifflin, Boston.
Fukuyama, H. and W. L. Weber (1999), “The Efficiency and Productivity of Japanese Securities Firms, 1988-93,” Japan and the World Economy, 11, 115-133.
Goldberg, L. G., G. A. Hanweck, M. Keenan and A. Young (1991), “Economies of Scale and Scope in the Securities Industry,” Journal of Banking and Finance, 15, 91-107.
Grifell, E. and C. A. K. Lovell (1997), “The Sources of Productivity Change in Spanish Banking,” European Journal of Operational Research, 98, 364-380.
Huang, C. J. and J.-T. Liu (1994), “Estimation of a Non-Neutral Stochastic Frontier Production Function,” Journal of Productivity Analysis, 5, 171-180.
Koopmans, T. C. (1951), “ An Analysis of Production as an Efficient Combination of Activities,” in T. C. Koopmans, ed., Activity Analysis of Production and Allocation, Cowles Commission for Research in Economics, Monograph No. 13, Wiley, New York.
Kozo, H. and O. Eiji (2006), “The Changing Structure of Cost for Japanese Securities Firms,” International Journal of Business, 11, 17-33.
Kumbhakar, S. C. and C. A. K. Lovell (2000), Stochastic Frontier Analysis,
Cambridge University Press, Cambridge.
Kumbhakar, S. C., S. Ghosh and J. T. McGuckin (1991), “A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms,” Journal of Business and Economic Statistics, 9, 279-286.
Malmquist, S. (1953), “Index Numbers and Indifference Surfaces,” Trabajos de Estadistica, 4, 209-242.
Meeusen, W. and J. van den Broeck (1977), “Efficiency Estimation from Cobb- Douglas Production Functions with Composed Error,” International Economic Review ,18, 435-444.
Nishimizu, M. and J. M. Page (1982), “ Total Factor Productivity Growth, Technological Progress and Technical Efficiency Change: Dimensions of Productivity Change in Yugoslavia, 1965-78,” Economic Journal, 92, 920-936.
Orea, L. (2002), “Parametric Decomposition of a Generalized Malmquist
Productivity Index,” Journal of Productivity Analysis, 18, 5-22.
Ray, S. C. (1998), “Measuring Scale Efficiency from a Translog Production Function,” Journal of Productivity Analysis, 11, 183–194.
Ray, S. C. and E. Desli (1997), “Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries: Comment,” American Economic Review, 87, 1033-1039.
Reifschneider, D. and R. Stevenson (1991), “Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency,” International Economic Review, 32, 715-723.
Schmidt, P. and R. C. Sickles (1984), “Production Frontiers and Panel Data,” Journal of Business and Economic Statistics, 2, 367-374.
Shephard, R. W. (1970), The Theory of Cost and Production Functions, Princeton University Press, Princeton.
Stevenson, R. E. (1980), “Likelihood Functions for Generalized Stochastic Frontier Estimation,” Journal of Econometrics, 13, 57-66.
Törnqvist, L. (1936), “The Bank of Finland’s Consumption Price Index,” Bank of Finland Monthly Bulletin, 10, 1-8.
Wang, H.-J. and P. Schmidt (2002), “One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels,” Journal of Productivity Analysis, 18, 129-144.
Wang, K.-L., Y.-T. Tseng and C.-C. Weng (2003), “A Study of Production Efficiencies of Integrated Securities Firms in Taiwan,” Applied Financial Economics, 13, 159-167.
Zellner, A., J. Kmenta and J. Drèze (1966), “Specification and Estimation of Cobb-
Douglas Production Function Models,” Econometrica, 34, 784-795.
Zhang, W. D., S. Zhang and X. Luo (2006), “Technological Progress, Inefficiency, and Productivity Growth in the US Securities Industry, 1980-2000,” Journal of Business Research, 59, 589-594. |
