本文選題：商業(yè)銀行　切入點(diǎn)：經(jīng)營(yíng)效率　出處：《蘇州大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：隨著我國(guó)金融體系改革的深化，商業(yè)銀行面臨著越來(lái)越激烈的競(jìng)爭(zhēng)，銀行的經(jīng)營(yíng)效率是商業(yè)銀行競(jìng)爭(zhēng)力高低的核心，是商業(yè)銀行綜合競(jìng)爭(zhēng)力的體現(xiàn)，關(guān)系到銀行自身的長(zhǎng)遠(yuǎn)發(fā)展，同時(shí)也影響著我國(guó)金融體系資源的配置，對(duì)我國(guó)宏觀經(jīng)濟(jì)的穩(wěn)健運(yùn)行有著不容忽視的作用。此外，在我國(guó)經(jīng)濟(jì)發(fā)展放緩的大背景下，商業(yè)銀行更應(yīng)注重自身的經(jīng)營(yíng)效率。因此，對(duì)我國(guó)商業(yè)銀行的效率進(jìn)行研究并探討效率與股票收益之間關(guān)系，，是具有重要的理論和現(xiàn)實(shí)意義的。 在上述背景下，本文對(duì)大量國(guó)內(nèi)外相關(guān)研究文獻(xiàn)進(jìn)行了回顧梳理，在總結(jié)現(xiàn)有研究成果的基礎(chǔ)上，運(yùn)用非參數(shù)方法研究測(cè)算我國(guó)商業(yè)銀行的效率水平，并對(duì)銀行效率與股票收益的關(guān)系進(jìn)行了回歸分析。首先，闡述了本文的研究背景意義、研究思路及研究方法；其次，回顧梳理了商業(yè)銀行效率的內(nèi)涵、評(píng)價(jià)方法、與股票收益之間關(guān)系等方面的研究；再次，對(duì)我國(guó)商業(yè)銀行的經(jīng)營(yíng)效率進(jìn)行了測(cè)算評(píng)估。依據(jù)我國(guó)十三家上市商業(yè)銀行2006年至2012年間的面板數(shù)據(jù)并結(jié)合DEA模型和超效率DEA模型測(cè)算得出銀行的效率，實(shí)證結(jié)果表明我國(guó)商業(yè)銀行總體效率水平有待提高，股份制商業(yè)銀行的效率要優(yōu)于國(guó)有商業(yè)銀行；然后，對(duì)基于超效率DEA模型測(cè)算出的我國(guó)商業(yè)銀行效率與其股票收益的關(guān)系進(jìn)行檢驗(yàn)，結(jié)果證實(shí)了兩者之間呈顯著的正相關(guān)關(guān)系，但回歸系數(shù)較低，說(shuō)明了我國(guó)股票市場(chǎng)的有效性有待增強(qiáng)；最后，對(duì)全文的研究結(jié)論進(jìn)行了總結(jié)，并提出了相關(guān)的政策建議。
[Abstract]:With the deepening of the reform of our financial system, commercial banks are facing more and more fierce competition. The operational efficiency of banks is the core of the competitiveness of commercial banks and the embodiment of the comprehensive competitiveness of commercial banks. It is not only related to the long-term development of the bank itself, but also affects the allocation of resources in the financial system of our country, and plays an important role in the steady operation of the macro economy of our country. In addition, under the background of the slowing down of the economic development of our country, Therefore, it is of great theoretical and practical significance to study the efficiency of Chinese commercial banks and explore the relationship between efficiency and stock returns. In the above background, this paper reviews a large number of domestic and foreign related research literature, on the basis of summarizing the existing research results, using non-parametric method to measure the efficiency level of commercial banks in China. The relationship between bank efficiency and stock returns is analyzed by regression analysis. Firstly, the background significance, research ideas and research methods of this paper are expounded. Secondly, the connotation and evaluation methods of efficiency of commercial banks are reviewed. The relationship between stock returns and other aspects; again, Based on the panel data of 13 listed commercial banks from 2006 to 2012, combined with the DEA model and the super-efficiency DEA model, the efficiency of the banks is calculated and evaluated. The empirical results show that the overall efficiency of commercial banks in China needs to be improved, and the efficiency of joint-stock commercial banks is better than that of state-owned commercial banks. This paper tests the relationship between efficiency and stock returns of commercial banks in China based on super-efficiency DEA model. The results show that there is a significant positive correlation between them, but the regression coefficient is low. Finally, the conclusion of this paper is summarized, and the relevant policy suggestions are put forward.
【學(xué)位授予單位】：蘇州大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33;F832.51

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