|
References Acharya, V.V., Pedersen, L.H., Philippon, T., Richardson, M.(2010). A tax on systemic risk. Working Paper, New York University and Leonard N. Stern School of Business, New York. Adrain, T., Brummermeier, M. (2008). CoVaR. Working paper, Federal Reserve Bank of New York. Adrain, T., Shin, H.S. (2010). The changing nature of financial intermediation and the financial crisis of2007-2009. Annual Review of Economics, 2,603-618. Agrawal, A., Knoeber, C.R. (1996). Firm performance and mechanisms to control agency problems between managers and shareholders. Journal of Financial and Quantitative Analysis, 31, 377-397. Akhigbe, A., McNulty, J.E. (2003). The profit efficiency of small US commercial banks. Journal of Banking and Finance, 27, 307-325. Ataullah, A., Cockerill, T., Le, H. (2004). Financial liberalization and bank efficiency: A comparative analysis of India and Pakistan. Applied Economics, 36, 1915-1924. Athanassopoulos, A.D., Giokas, D. (2000). The use of data envelopment analysis in banking institutions: Evidence from the commercial bank of Greece. Interfaces, 30, 81-95. Banker, R.D., Charnes, A., Cooper, W.W. (1984). Some models for estimating technical and scale inefficiencies in data envelopment analysis. Management Science, 30, 1078-1092. Barney, J. (1991).Firm resources and sustained competitive advantage. Journal of Management, 17, 99-120. Bauer, P.W., Berger, A.N., Ferrier, G.D., Humphrey, D.B. (1998). Consistency conditions for regulatory analysis of financial institutions: a comparison of frontier efficiency methods. Journal of Economics and Business, 50, 85-114. Beder, T.S. (1995).VAR: Seductive but dangerous. Financial Analysts Journal, 15, 12-24. Berger, A.N., DeYoung, R. (1997). Problem Loans and Cost Efficiency in Commercial Banks. Journal of Banking and Finance, 21, 849-870. Berger, A.N., Hancock, D., Humphrey, D.B. (1993). Bank efficiency derived from the profit function. Journal of Banking and Finance, 17, 317-347. Berger, A.N., Humphrey, D.B. (1997). Efficiency of financial institutions: international survey and directions for future research. European Journal of Operational Research, 98, 175-212. Bharadwaj, S.G., Varadarajan, P.R., Fahy, J. (1993). Sustainable competitive advantage in service industries: a conceptual model and research propositions. Journal of Marketing, 57, 83-99. Bonn, I. (2004). Board structure and firm performance: Evidence from Australia. Journal of Management and Organization, 10, 14-24. Boyd, B.K. (1995). CEO duality and firm performance: A contingency model. Strategic Management Journal, 16, 301-312. Boyson, N.M., Stahel, C.W., Stulz, R.M. (2010). Hedge fund contagion and liquidity shocks. Journal of Finance, 65, 1789-1816. Brunnermeier, M.K. (2009). Deciphering the liquidity and credit crunch2007-08. Journal of Economic Perspectives, 23, 77-100. Casu, B., Molyneux, P. (2003). A comparative study of efficiency in European banking. Applied Economics, 35, 1865-1876. Cebenoyan, A.S., Cooperman, E.S., Register, C.A. (1993). Firm efficiency and the regulatory closure of S&Ls: An empirical investigation. Review of Economics and Statistic, 75, 540-45. Cha, B., Cheung, Y.L. (1998). The impact of the US and the Japanese equity markets on the emerging Asia-Pacific equity markets. Asia-Pacific Financial Markets, 5, 191-209. Chakravarthy, B.S. (1986). Measuring strategic performance. Strategic Management Journal, 7, 437-458. Chang, T.C., Chiu, Y.H. (2006). Affecting factors on risk‐adjusted efficiency in Taiwan's banking industry. Contemporary Economic Policy, 24, 634-648. Chan-Lau, J.A. (2008). Default risk codependence in the global financial system: Was the bear stearns bailout justified. Working paper, International Monetary Fund. Charnes, A., Cooper, W. W., Golany, B., Seiford, L., Stutz, J. (1985). Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions. Journal of Econometrics, 30, 91-107. Charnes, A., Cooper, W.W., Rhodes, E. (1978). Measuring efficiency of decision-making units. European Journal of Operational Research, 2, 429-444. Charnes, A., Cooper, W. W., Seiford, L., Stutz, J. (1982). A multiplicative model for efficiency analysis. Socio-Economic Planning Sciences, 16, 223-224. Cho, D.S., Kim, J. (2007). Outside directors, ownership structure and firm profitability in Korea. Corporate Governance, 15, 239-250. Claessens, S., Djankov, S., Lang, L.H.P. (2000). The separation of ownership and control in East Asian corporation, Journal of Financial Economics, 58, 81-112. Claessens, S., Fan, J.P.H. (2002). Corporate Governance in Asia: A Survey. International Review of Finance, 3, 71-103. Emrouznejad, A., Parker, B. R., Tavares, G. (2008). Evaluation of research in efficiency and productivity: A survey and analysis of the first 30 years of scholarly literature in DEA. Socio-Economic Planning Sciences, 42, 151-157. Faccio, M., Lang, L. (2002). The ultimate ownership of Western European corporations. Journal of Financial Economics, 65, 365-395. Fan, P.H. and Wong, T.J. (2002). Corporate ownership structure and the informativeness of according earnings in East Asia. Journal of Accounting and Economics, 33, 401-425. Färe, R., Grosskopf, S. (1996). Productivity and intermediate products: A frontier approach. Economics Letters, 50, 65-70. Färe, R., Grosskopf, S. (2000). Network DEA. Socio-Economic Planning Sciences, 34, 35-49. Färe, R., Grosskopf, S., Norris, M., Zhang, Z. (1994). Productivity growth, technical progress, and efficiency change in industrialized countries. American Economic Review, 84, 66-83. Ferrier, G.D., Lovell, C.A. (1990). Measuring cost efficiency in banking: Econometric and linear programming evidence. Journal of Econometrics, 46, 229-245. Fethi, M.D., Pasiouras, F. (2010). Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey. European Journal of Operational Research, 204,189-198. Fong, T., Fung, L., Lam, L., Yu, I.W. (2009). Measuring the interdependence of banks in Hong Kong. Working paper, Hong Kong Monetary Authority. Gattoufi, S., Oral, M., Reisman, A. (2004). Data envelopment analysis literature: A bibliography update (1951-2001). Socio-Economic Planning Sciences, 38, 159-229. Giokas, D.I. (2008). Assessing the efficiency in operations of a large Greek bank branch network adopting different economic behaviors. Economic Modelling, 25, 559-574. Gompers, P., Ishii, J., Metrick, A. (2003). Corporate governance and equity prices. Quarterly Journal of Economics, 118, 107-155. Haslem, J., Scheraga, C.A., Bedingfield, J.P. (1999). DEA efficiency profiles of US banks operating internationally. International Review of Economics and Finance, 8,165-182. Hendricks, D. (1996). Evaluation of value-at-risk models using historical data. Economic Policy Review, 2, 39-69. Hill, C.W.L., Jones, G.R. (2004). Strategic Management Theory: An Integrated Approach. Houghton Mifflin, Boston. Huang, C.J. (2010). Board, ownership and performance of banks with a dual board system: Evidence from Taiwan, Journal of Management and Organization, 16, 219-234. Jensen, M., Meckling, W. (1976). Theory of the firm: Managerial behavior, agency costs, and capital structure. Journal of Financial Economics, 3, 305-360. Jorion, P. (2006). Value at Risk. McGraw-Hill, New York. Jorion, P., Zhang, G. (2009). Credit contagion from counterparty risk. Journal of Finance, 64, 2053-2087. La Porta, R., Lopez-de-Silanes, F., Shleifer, A. (1999). Corporate ownership around the world. Journal of Finance, 54, 471-517. La Porta, R., Lopez-de-Silanes, F., Shleifer, A., Vishny, R.(1998). Law and finance. Journal of Political Economy, 106, 1113-1155. La Porta, R., Lopez-de-Silanes F., Shleifer A., Vishny R. (2000). Investor protection and corporate governance. Journal of Financial Economics, 58, 3-27. La Porta, R., Lopez-de-Silanes F., Shleifer A., Vishny R. (2002). Investor protection and corporate valuation. Journal of Finance, 57, 1147-1170. Liu, J., Yang, C. (2008). Corporate governance in Taiwan: Could the independent director system be an effective remedy. Asia Survey, 48, 816-838. Lo, S.F., Lu, W.M. (2009). An integrated performance evaluation of financial holding companies in Taiwan. European Journal of Operational Research, 198, 341-350. Lovell, C.A.K., Pastor, J.T. (1995). Units invariant and translation invariant DEA models. Operations research letters, 18, 147-151. Miller, S.M., Noulas, A.G.(1996). The technical efficiency of large bank production. Journal of Banking and Finance, 20, 495-509. Paradi, J.C., Rouatt, S., Zhu, H. (2011a). Two-stage evaluation of bank branch efficiency using data envelopment analysis. Omega, 39, 99-109. Paradi, J.C., Yang, Z., Zhu, H. (2011b). Assessing bank and bank branch performance modeling considerations and approaches, in Cooper, W.W., Seiford, L.M., Zhu, J. (Eds.), Handbook of Data Envelopment Analysis. pp. 315-361. Springer, New York. Pastor, J.T., Lovell, C.A.K., Tulkens, H. (2006). Evaluating the financial performance of bank branches. Annals of Operations Research, 145,321-337. Rappaport, A. (1997). Creating shareholder value: A guide for managers and investors. The Free Press, New York. Sánchez-Ballesta, J.P., García-Meca, E. (2007). A meta‐analytic vision of the effect of ownership structure on firm performance. Corporate Governance, 15, 879-892. Schaffnit, C., Rosen, D., Paradi, J.C. (1997). Best practice analysis of bank branches: An application of DEA in a large Canadian bank. European Journal of Operational Research, 98, 269-289. Seiford, L.M. (1997). A bibliography for data envelopment analysis (1978-1996). Annals of Operations Research, 73, 393-438. Seiford, L.M., Zhu, J. (1999). Profitability and marketability of the top 55 US commercial banks. Management Science, 45, 1270-1288. Sherman, H.D., Gold, F. (1985). Bank branch operating efficiency: Evaluation with data envelopment analysis. Journal of Banking and Finance, 9, 297-315. Sheu, H.J., Cheng, C.L. (2012). Systemic risk in Taiwan stock market. Journal of Business Economics and Management, forthcoming. Shleifer, A., Vishny, R.W. (1986). Large shareholders and corporate control. Journal of Political Economy, 94, 461-488. Shleifer, A., Vishny, R.W. (1997). A survey of corporate governance. Journal of Finance, 52, 737-783. Simar, L., Wilson, P.W. (2007). Estimation and inference in two-stage, semi-parametric models of production processes. Journal of econometrics, 136, 31-64. Solomon, J.F. Lin, S.W., Norton, S.D. (2003). Corporate governance in Taiwan: Empirical evidence from Taiwanese company directors. Corporate Governance, 11, 235-248. Tone, K. (2001). A slacks-based measure of efficiency in data envelopment analysis. European Journal of Operational Research, 130, 498-509. Tulkens, H. (1993). On FDH efficiency analysis: Some methodological issues and applications to retail banking, courts, and urban transit. Journal of Productivity Analysis, 4, 183-210. Wong, A., Fong, T. (2011). Analysing interconnectivity among economies. Emerging Markets Review, 12, 432-442. Yeh, Y.H. (2005). Do controlling shareholders enhance corporate value. Corporate Governance, 13, 313-325. Yeh, Y.H., Lee, T.S., Woidtke, T. (2001). Family Control and Corporate Governance: Evidence for Taiwan. International Review of Finance, 2, 21-48. Yeh, Y.H., Woidtke, T. (2005). Commitment or entrenchment? Controlling shareholders and board composition. Journal of Banking and Finance, 29, 1857-1885. Yu, T.S. (1999). The evolution of commercial banking and financial markets in Taiwan. Journal of Asian Economics, 10, 291-307. Zhu, J. (2000). Multi-factor performance measure model with an application to Fortune 500 companies. European Journal of Operational Research, 123,105-124.
|