### 博碩士論文 962205009 完整後設資料紀錄

 DC 欄位 值 語言 DC.contributor 統計研究所 zh_TW DC.creator 周治良 zh_TW DC.creator Chih-lian Chou en_US dc.date.accessioned 2009-6-29T07:39:07Z dc.date.available 2009-6-29T07:39:07Z dc.date.issued 2009 dc.identifier.uri http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=962205009 dc.contributor.department 統計研究所 zh_TW DC.description 國立中央大學 zh_TW DC.description National Central University en_US dc.description.abstract 在本文中,我們利用廣義線性模型配適Ingersoll (2006) 所提出的員工股票選擇權 (employee stock option ; ESO),其中的解釋變數皆為個體經濟因子, 並使用 Liang 與 Zerg (1986) 發展出的GEE(generalized estimating equation) 估計模型中的參數,希望藉此找出能夠解釋ESO價值的個體經濟因子。資料全數取自於台灣經濟新報 (Taiwan economic journal ; TEJ),並針對確實發過員工股票選擇權的上市公司進行實證研究,結果顯示,在大部分情況下市值比重對於ESO價值都為顯著的正相關。 zh_TW dc.description.abstract We use the pricing formula from Ingersoll (2006) to calculate the employee stock option (ESO) value and let it be the response of generalized linear model (GLM). The factors we used in GLM can represent the situations about the company. Since the responses are correlated, we use generalized estimating equation (GEE) developed by Liang and Zerg (1986) to improve the efficiency of estimating parameters in GLM. The companies are selected from those used ESO to be the incentive tool. All of the data is from Taiwan economic journal (TEJ). The results show that the weight of market value is positive relative to the ESO value in most cases. en_US DC.subject 廣義線性模型 zh_TW DC.subject 員工股票選擇權 zh_TW DC.subject GEE zh_TW DC.subject 市值比重 zh_TW DC.subject generalized estimating equation en_US DC.subject generalized linear model en_US DC.subject employee stock option en_US DC.subject the weight of market value en_US DC.title 公司營運狀況與員工股票選擇權之關係 zh_TW dc.language.iso zh-TW zh-TW DC.title The relationship between the company's operations andemployee stock option en_US DC.type 博碩士論文 zh_TW DC.type thesis en_US DC.publisher National Central University en_US