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1
RIPAMONTI, DAVIDE MATTEO. "La disciplina delle variazioni nel contratto di appalto e l'applicabilità analogica dell'istituto della revisione del prezzo." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2020. http://hdl.handle.net/10281/259332.
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Il presente elaborato ha ad oggetto la disciplina delle variazioni nel contratto di appalto e l’applicabilità analogica dell’istituto della revisione del prezzo, disciplinato dall’art. 1664 del codice civile. La tesi è strutturata in tre differenti capitoli.
Il primo capitolo è stato interamente dedicato all’analisi degli elementi essenziali del contratto di appalto che apparivano maggiormente connessi all’oggetto della trattazione. Nello specifico, si è dato risalto a tematiche quali la natura commutativa del contratto di appalto e il suo inquadramento nella categoria dei contratti a esecuzione prolungata. È stata inoltre data una primaria rilevanza alla definizione dell’oggetto del contratto di appalto e ai requisiti che questo deve avere affinché sia ottemperato il disposto dell’art. 1346 c.c.
Nel secondo capitolo ci si è concentrati sull’analisi della disciplina delle variazioni nel contratto di appalto prevista agli artt. 1659, 1660 e 1661 del codice civile. Si sono quindi affrontate tutte le principali questioni interpretative relative all’applicazione di tali disposizioni, cercando sempre di qualificare, in termini giuridici, la natura della singola variazione considerata. Tale disamina è stata inoltre compiuta evidenziando come le disposizioni in materia di variazioni, oltre a garantire un’indiscutibile elasticità al contratto di appalto, individuino come obiettivo primario il soddisfacimento dell’interesse del committente, al quale è sempre garantito il controllo sull’esecuzione del contratto.
Nel secondo capitolo è stato altresì analizzato l’art. 1664 del codice civile che, disciplinando l’ipotesi in cui nel corso dell’esecuzione sopraggiungano eventi imprevedibili in grado di incidere sull’onerosità o sulla difficoltà delle prestazioni oggetto di appalto, individua come unico rimedio azionabile l’adeguamento del contratto concluso. Nello specifico, è stato rilevato come tale disposizione costituisca una norma speciale rispetto all’art. 1467 c.c., il quale disciplina l’eccessiva onerosità sopravvenuta della prestazione nei contratti di durata.
Infine, nel terzo capitolo si è rilevato come una delle criticità che la dottrina rileva in relazione alla tematica delle sopravvenienze riguarda l’impossibilità di individuare strumenti manutentivi di portata generale in grado di garantire la conservazione del rapporto contrattuale a fronte di un’eccessiva onerosità sopravvenuta della prestazione; una questione che si pone principalmente in relazione a quei contratti definiti di lunga durata che richiedono per la loro esecuzione, al pari dell’appalto, il compimento di una serie di atti prodromici all’adempimento.
Dopo aver illustrato le critiche mosse nei confronti della modifica secondo equità disciplinata dal terzo comma dall’art. 1467 c.c., sono stati analizzati i limiti delle diverse tipologie di clausole diffuse nella prassi commerciale e impiegate al fine di garantire la conservazione del vincolo contrattuale. Inoltre, sono stati evidenziate le ragioni per cui non risulta neppure sostenibile la possibilità di configurare un obbligo legale di rinegoziazione.
Si sono quindi affrontate, senza alcuna pretesa di completezza, le disposizioni elaborate in materia di eccessiva onerosità sopravvenuta nei principali orientamenti europei e nei sistemi di soft law.
In conclusione, si è accolta la tesi che vede come una possibile soluzione alla necessità di individuare un rimedio manutentivo applicabile ai contratti di lunga durata il ricorso all’applicazione analogica dell’art. 1664 c.c., il quale costituirebbe norma speciale, ma non eccezionale, e quindi non rientrante nel divieto di cui all’art. 14 delle disposizioni sulla legge in generale.<br>This resarch is aimed, on the one hand, to address the many complexties arising from the "changes to the contracts" legal discipline envisioned under articles 1659, 1660 and 1661 of the Italian Civil Code and, on the other hand, to explore whether it is possible to apply by analogy article 1664 of the same Italian Civil Code.
More specifically, chapter I provides for a definition of the research field and, precisely, highlights and describes the specific elements of the "procurmement contract" envisioned under article 1655 of the Civil Code.
Chapter II focuses on the possibility to amend "procurement contracts" pursuant to articles 1659, 1660 and 1661, as well as on the notion of "unexpected occurences" envisioned under article 1664 of the Italian Civil Code.
Finally, chapter III is aimed to demonstrate that article 1664 of the Italian Civil Code may be employed (by analogy) in order to avoid the termination of long-term contract whenever "unexpected occurences" arise during the duration of the contract.
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Larsson, Johanna, and Glenn Rosendahl. "Den orena revisionsberättelsens effekt på aktiekursen : En studie i svensk kontext." Thesis, Umeå universitet, Företagsekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-104522.
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Revision används som ett medel för att utomstående intressenter, exempelvis aktieägare, ska få en kvalitetsstämpel på den information som förmedlas av ett företags ledning. Om revisorerna vill påpeka någonting angående företagets redovisning eller förvaltning utfärdar de en så kallad oren revisionsberättelse. I denna studie undersöker vi om denna orena revisionsberättelse får någon effekt på företagets aktiekurs. Den problemformulering som besvaras är: Har en oren revisionsberättelse någon effekt på svenska publika företags aktiekurser? Tidigare forskning på området har nästan enbart genomförts i utlandet. Denna forskning har dock inte kommit fram till något entydigt resultat. Viss forskning hävdar att en oren revisionsberättelse har en negativ effekt på aktiekursen medan annan gör gällande att den inte påverkar. Ytterligare forskning menar att effekten en oren revisionsberättelse har på aktiekursen beror på faktorer som exempelvis informationsmiljö eller vilken typ av revisorsanmärkning det rör sig om. De teorier vi använder oss av berör främst förhållandet mellan aktieägarna och företagsledningen. Bland dessa teorier kan nämnas agentteorin och teorin om informationsasymmetri. Vi använder oss av en kvantitativ metod och gör en händelsestudie. En händelsestudie går förenklat ut på jämföra en akties verkliga avkastning med dess förväntade avkastning under en tidsperiod runt en specifik händelse. Händelsen i vår studie är offentliggörandet av den orena revisionsberättelsen. Vårt slutliga urval består av 101 observationer av orena revisionsberättelser från 64 svenska börsnoterade aktiebolag som fått minst en oren revisionsberättelse mellan 2004-2013. Vi testar först om det finns någon signifikant effekt på aktiekursen för samtliga observationer. Därtill testar vi även om det finns effekt på aktiekursen för olika branscher, börslistor, typer av orena revisionsberättelser och om den orena revisionsberättelsen inträffar för första gången. Resultaten visar att den orena revisionsberättelsen generellt inte har någon signifikant effekt på svenska publika företags aktiekurser. Vi finner en viss nedåtgående trend under dagarna efter händelsen. Trenden är dock inte statistiskt signifikant. Det väcks därmed ett visst tvivel kring om revisionsberättelsen uppfyller sitt syfte för aktieägarna. Resultaten visar också att effekten på aktiekursen inte nämnvärt skiljer sig åt mellan upprepade orena revisionsberättelser och de som kommer första gången. Inga andra test av hela händelseperioden rörande exempelvis bransch visar på statistisk signifikanta negativa effekter på aktiekursen. Dock finns det enskilda dagar under händelseperioden som visar på signifikans. Några direkta slutsatser av detta är emellertid svåra att dra utan vidare undersökning.
3
Askeljung, Love. "The index reconstruction effect : An event study on the OMX Stockholm Benchmark Index." Thesis, Blekinge Tekniska Högskola, Institutionen för industriell ekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-21948.
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Background. Due to prevailing technological development, telecommunication and computers have become very advanced. This has had a tremendous effect on the financial markets as well, various facilitating financial means have become much more common. One of such is passively managed index funds which does not only use index as a benchmark but also trade the stocks in the index. Thus, guaranteeing the fund a return equal to the market return and to a lower cost than an equally good actively managed fund. Index funds have in recent times increased in popularity, which has left its mark. The price of the stocks included to and excluded from an index has been observed to respectively increase and decrease in value. Research on the price effects caused by index revision, or the effects that inclusion and exclusion have on the price of underlying shares, has been around since the 1980s. In the literature, it is generally accepted that inclusion to an index results in a positive price development, while exclusion results in a negative price development. However, the literature does not agree on whether the price effects are long-term or short-term. The disagreement began with the first studies in the field, where one author found that the price effects were long-lasting, even permanent. The others, on the other hand, found that the price effects were short-lived and returned to their original value when the trading ceased. Subsequent research is equally inconsistent. Some studies have found temporary changes, and some have found permanent ones. In this uncertainty, different theories of explanation have also been presented for the different outcomes, but these do not agree either. Objectives. To bring some clarity to the problems within the literature, the purpose of this study is to investigate the stock price effects from the reconstruction of a Swedish market index, with consideration of whether the effects are temporary or permanent. Methods. This study applied the event study methodology and the market model to examine the abnormal return found around the announcement day and the changing day. The study is based on 195 stocks that were included to and excluded from the OMX Stockholm Benchmark Index between the years 2009 and 2019. Results. This study did not find any statistically significant price change in the period before the announcement date. However, there were indications that the announcement day did have a positive effect on the included stocks and a negative effect on the excluded stocks. But the time after the announcement day and prior to the changing day did not show any statistically significant price changes. The changing day and the period after were both found to be negatively significant for inclusions. Thus, indicating a negative price effect on the day of inclusion and the period that followed. These results are consistent with previous studies that have found a price drop on the changing day and the following period. A further test of the relationship between the abnormal return found on the announcement day and the changing day revealed that the price increase was concentrated to the announcement day. A possible explanation for this outcome may be that index funds that trade on the Swedish exchange have recognized the opportunity to trade closer to the announcement day without incurring any losses and acted accordingly. Regarding the exclusions, the changing days were not found to be statistically significant. Neither did the period following the changing day show any statistical significance. This result could be due to a delayed reaction to the changing day, given that this group showed a slow reaction to the announcement day as well. Both the announcement day and the day after the announcement day were statistically significant at the 1% level. Other possible causes for the deviating results are errors in execution or data. Conclusions. The result of this study is consistent with other studies that find a temporary price reaction to the index reconstruction.
4
Bagchee, Deepika. "Investor response to sell-side analyst revisions in IPO recommendations : do they correct expectations? /." Thesis, Connect to this title online; UW restricted, 2003. http://hdl.handle.net/1773/8818.
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Kowalski, Kelly Maxine. "Decriminalization of cannabis - high time to revisit Prince." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20868.
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Aldaya, Wael H. "Index revisions, market quality and the cost of equity capital." Thesis, University of Bradford, 2012. http://hdl.handle.net/10454/5687.
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This thesis examines the impact of FTSE 100 index revisions on the various aspects of stock market quality and the cost of equity capital. Our study spans over the period 1986¿2009. Our analyses indicate that the index membership enhances all aspects of liquidity, including trading continuity, trading cost and price impact. We also show that the liquidity premium and the cost of equity capital decrease significantly after additions, but do not exhibit any significant change following deletions. The finding that investment opportunities increases after additions, but do not decline following deletions suggests that the benefits of joining an index are likely to be permanent. This evidence is consistent with the investor awareness hypothesis view of Chen et al. (2004, 2006), which suggests that investors¿ awareness improve when a stock becomes a member of an index, but do not diminish after it is removal from the index. Finally, we report significant changes in the comovement of stock returns with the FTSE 100 index around the revision events. These changes are driven mainly by noise-related factors and partly by fundamental-related factors.<br>International Fellows Program, USA, (IFP) and American-Mideast-Educational and Training Services, Inc. (AMIDEAST).
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Aldaya, Wael Hamdi. "Index revisions, market quality and the cost of equity capital." Thesis, University of Bradford, 2012. http://hdl.handle.net/10454/5687.
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This thesis examines the impact of FTSE 100 index revisions on the various aspects of stock market quality and the cost of equity capital. Our study spans over the period 1986-2009. Our analyses indicate that the index membership enhances all aspects of liquidity, including trading continuity, trading cost and price impact. We also show that the liquidity premium and the cost of equity capital decrease significantly after additions, but do not exhibit any significant change following deletions. The finding that investment opportunities increases after additions, but do not decline following deletions suggests that the benefits of joining an index are likely to be permanent. This evidence is consistent with the investor awareness hypothesis view of Chen et al. (2004, 2006), which suggests that investors' awareness improve when a stock becomes a member of an index, but do not diminish after it is removal from the index. Finally, we report significant changes in the comovement of stock returns with the FTSE 100 index around the revision events. These changes are driven mainly by noise-related factors and partly by fundamental-related factors.
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Keener, Mary Hilston. "The Effects of Restructuring Charges on Stock Price and Analyst Forecast Accuracy." Kent State University / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=kent1173383712.
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Miceli, Pamela. "Dilemmes familiaux de la prise en charge de la maladie d’Alzheimer : principes, relations et émotions." Thesis, Lille 3, 2013. http://www.theses.fr/2013LIL30042/document.
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À partir d'un modèle d’analyse alliant les apports théoriques des sociologies de l'aide familiale et des émotions, nous analysons l'expérience de la prise en charge familiale de la maladie d’Alzheimer à travers trois dilemmes : l’exercice de la toilette du malade, le recours aux structures d'accueil et d’hébergement et l’intervention dans sa vie privée. Ces dilemmes sont appréhendés au prisme de trois registres d'interprétation, d'action et de justification : un registre principiel, un registre relationnel et un registre émotionnel. Nos analyses éclairent ainsi la singularité plurielle des expériences et des implications des proches familiaux des malades<br>From an analytical model, combining the theoretical contributions of the sociology of family support and the sociology of emotions, we analyze the experience of family care of Alzheimer’s disease through three dilemmas: the exercise of the patient’s toilet, the use of reception and housing structures by families and intervention in the patient’s private life. Theses dilemmas are understood through the prism of three registers of interpretation, action and justification: a register of principles, a relational register and an emotional register. Our analysis light up the plural singularity of experiences and implications of relatives of Alzheimer’s patients<br>A partir de un modelo analítico que combina las contribuciones teóricas de las sociologías del apoyo familiar y de las emociones, se analiza la experiencia de la atención familiar de la enfermedad de Alzheimer a través de tres dilemas: el ejercicio del baño del enfermo, el uso de centros de día y residencias, y la intervención en su vida privada. Estos dilemas se entienden bajo el prisma de tres registros de interpretación, acción y justificación: un registro de principios, un registro relacional y un registro emocional. Nuestros análisis aclaran la singularidad plural de las experiencias e implicaciones de los familiares de los enfermos
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Cheng, Mei Ling. "Firm equity decision, disclosure rule and corporate transparency, a revisit of market's use of earnings information." HKBU Institutional Repository, 2020. https://repository.hkbu.edu.hk/etd_oa/895.
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This paper extends the scope of Earnings per share ("EPS") studies by incorporating Bushman et al. (2004)'s conceptual framework of corporate transparency to illustrate how the disclosure requirement of an accounting rule governing EPS could have far-reaching effects on the information environment in US. Informed participants are having a keener edger over average investors in using EPS as a guide to investment value. EPS signals a summary measure of firm performance to market participants. The market reactions to EPS and change in per share earnings provide a distinct opportunity to gauge the informativeness of earnings. The information role will nevertheless derail whenever there is an equity change. The accounting rule stipulates the use of a theoretical construct, the weighted average number of shares, in the denominator for EPS, which the average investor is unable to interpret as the number of shares at the reporting date is the actual, not average number of shares. Relative to the actual-share EPS, the average-share EPS will either inflate or deflate the per share earnings. The informed investors, who can substitute actual number of shares for the theoretical construct, are hence bestowed by the accounting rule an information advantage over the average investors. Earnings response coefficient is significant with denominator of EPS substituted while the explanatory power of theoretical-denominator EPS abates when it is contemporary with the denominator substituted EPS. Financial analysts' expertise in the provision of idiosyncratic information to the market has been compromised by the average-share EPS, which is reflected heretofore in proforma earnings forecasts errors. Proforma earnings use a numerator different from accounting rules and to further temper the denominator with the actual number of shares will make pro-forma EPS forecast unintelligible to users. The unintended consequence of inflating or deflating the per share earnings misleads average investors in their decision-making process. Analysts should not issue proforma earnings forecast while researchers should abstain from using theoretical-denominator EPS for sample firms with equity change as their policy prescriptions may further aggravate the problem. A simple remedy to change the accounting rule, SFAS No. 128 is eminently anticipated, if not warranted.
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Lam, Yue-kwong, and 林宇光. "A revisit to the applicability of option pricing models on the Hong Kong warrants market after the stock option is introduced." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31267282.
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Pancrazi-Tian, Marie-Ève. "La protection judiciaire du lien contractuel." Aix-Marseille 3, 1994. http://www.theses.fr/1994AIX32028.
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Cette etude tente de demontrer la contribution que le juge apporte a la defense du rapport contractuel, rapport contractuel de plus en plus vivement percu comme une source de richesse. Dans une premiere partie, cette these envisage plus precisement l'hypothese ou le peril qui menace est celui de l'invalidation. Elle montrecomment le juge peut parvenir a eviter le prononce d'une telle mesure, en procedant a la requalification du contrat, au comblement de ses lacunes, ou a la correction du vice qui l'affecte. Dans une deuxieme partie, ce travail envisage l'hypothese du contrat menace d'extinction; il souligne les efforts employes par les tribunaux pour controler toujours plus strictement les conditions de rupture du lien contractuel. Plusieurs questions y sont alors abordees, celle de la rupture abusive, du contrat d'interet commun, de la resolution partielle, de la suspension du lien contractuel, de la refaction et de la revision judiciaire du contrat
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Moge, José Eduardo. "Contribuição ao estudo da aplicação da gestão econômica no processo de revisão tarifária das concessionárias de distribuição de energia elétrica no Brasil." Pontifícia Universidade Católica de São Paulo, 2010. https://tede2.pucsp.br/handle/handle/1782.
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Previous issue date: 2010-03-17<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>The electricity s ambient sector in it s various aspects has been modified and becoming more
demanding, specially concerning to the fare price practised for electrical trade organizations
and its consumers. Aneel, the regulatory agency, responsible for the fare review, uses for the
obrainment of ingormations, basically, the accounting data of the organizations, which is
elaborated through conventional concepts whose are not based on facts. The fair definition of
the fare for the consumer, as well as the electrical trade distributor becomes necessary that
informations used in the review process correspond to reality. Aneel is the responsibible for
the settlement of the fares wich ensure to the consumer the right and fair electricity s
payment, as well as assure the economic and financial equilibrium of the organization, to
make possible the offer of a quality, trusty and continuous service. This practice is known in
the concession contracts as modest fare . Is is realistc for the consumers and ecanomically
satisfactory for the electrical trade organization, providing economic and financial balance.
This way, this work emphasizes that Economic Management is the only management model
which can measure the real economic value of organizations, that could be the group of
concepts of Economic Management for being applied in the adjustment methodology and fare
review of the electrical trade organizations, so this organizations can reach the economic and
financial balance which is purposed in the concession. Therefore, the adjustment and fare
review methodology was presented, created and used for Aneel during the price formation of
the electricity and presenting a group of concepts that must support the organization. It can be
concluded that financial and economical equilibrium purposed for the prices methodology of
Aneel must be in step of facts and suppoted for a group of concepts considering the
economical management and the application of the main components of this methodology
brings conceptual impacts which must be later measured, through mathematical formulas
which are components of the created methodology<br>O ambiente do setor de distribuição de energia elétrica em seus diversos aspectos vem-se
modificando e tornando-se cada vez mais exigente, principalmente no que diz respeito ao
preço da tarifa praticada pelas concessionárias a seus consumidores. A Aneel, reguladora do
setor, responsável pela revisão tarifária, utiliza como base para se obter informações para o
processo de revisão, basicamente, a contabilidade das concessionárias, cuja é elaborada
através de conceitos ortodoxos e que não representam a realidade dos fatos. Para que a tarifa
seja definida de forma justa, tanto para o consumidor, quanto para a concessionária
distribuidora é necessário que as informações utilizadas no processo de revisão sejam as
mensuradas de acordo com conceitos que representam a realidade dos fatos. Cabe a Aneel
estabelecer as tarifas que assegurem ao consumidor o pagamento de um valor justo pela
energia elétrica, como também garantir o equilíbrio econômico-financeiro da empresa, para
que ela possa oferecer um serviço com qualidade, confiabilidade e continuidade. Esta prática
é conhecida dentro dos contratos de concessão como modicidade tarifária . O que é justo
para o consumidor, e ao mesmo tempo satisfatório economicamente para a empresa
concessionária, proporcionando seu equilíbrio econômico-financeiro. Dessa forma, este
trabalho objetivou, relevando que a Gestão Econômica, é o único modelo de gestão que
através de suas premissas consegue mensurar o real valor econômico das organizações, qual a
seria o conjunto de conceitos da Gestão Econômica a ser aplicado na metodologia de reajuste
e revisão tarifária das concessionárias de distribuição de energia elétrica para que tais
empresas alcançassem o equilíbrio econômico-financeiro proposto pela concessão. Para tanto
foi apresentado a metodologia de reajuste e revisão tarifária criada e utilizada pela Aneel na
formação do preço da energia elétrica e apresentado também um conjunto de conceitos que
devem suportar a mesma. Pode-se concluir que o equilíbrio econômico-financeiro proposto
pela metodologia de preços da Aneel deve estar alinhado, suportado, por um conjunto de
conceitos à luz da gestão econômica, e que estes aplicados aos principais componentes da
referida metodologia provocam impactos conceituais que devem posteriormente ser
mensurados através das fórmulas matemáticas constantes na metodologia criada
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HSU, PEI-HSUN, and 徐沛曛. "A Study on Registering the Actual Transaction Price of Real Estate—Focus on the Revision of Actual Transaction Price Registration System." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/22g56d.
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碩士<br>東吳大學<br>法律學系<br>105<br>Since 2003, the price of real estate has been soaring over a decade, however, the salary raise of people is nowhere near the increasing price of real estate, wherefore high price of real estate in metropolitan areas has became within the top ten of complaints. To solve this complaint, the government actively promote Registering the Actual Transaction Price of Real Estate. Also, the Real Estate Broking Management Act, Equalization of Land Rights Act and Land Administration Agent Act amendments were passed by Legislative Yuan at Dec 13, 2011, which the previous were aimed to increase the transparency of real estate transactions, strengthen the mechanism of real estate transaction market, and finally implement the housing justice.
Based on the The Equalization of Land Rights, housing justice and raising transparency of real estate market, the government constructs an information system which provides obligee, land administration agent and real estate broking (or sales) to declare transaction informations. After accepting, checking and filtering by the administrative office, the information system provides district basis real estate transaction informations for inquiry without revealing personal data. Also, administrative office stipulate corresponding penalties for those violates regulations in this Act.
Regulation of real estate transaction informations have implemented for many years in other countries. The difference of regulation design may be in view of real estate tax, transparency of market informations, protecting the right to both sides of business and so on. Most of countries not only reveals completely transaction informations, but provides inquiry of corresponding data analytics as well. There are some countries combine it with corresponding real estate tax to make sure correction and fairness of declare informations.
Process of legislating Registering the Actual Transaction Price of Real Estate in Taiwan has faced much of conciliations and negotiations. It’s worthwhile to research such issues among administrative actions for registering the actual transaction price of real estate to land administration agent, conflicting between exposing of transaction informations and right of the privacy, the law of preload and rental house cases, and relevance between registering and duty-levying of the actual transaction price. The purpose of this study tried to discuss and propose legislative amendments recommendations on registering the actual transaction price of real estate.
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Mazouz, Khelifa, and B. Saadouni. "The price effects of FTSE100 index revision: What drives the long-term abnormal return reversal?" 2007. http://hdl.handle.net/10454/3880.
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No<br>We examine short- and the long-term price effect associated with the FTSE 100 index revisions. We control for both heteroskedastic nature of the residual and the change, between the estimation and the test period, in the beta coefficient of the standard market model. Our findings reveal no relationship between the long-term price reversals and the change in the discount rate, as approximated by the beta coefficient of the market model. Overall, we provide strong evidence in favour of the price pressure hypothesis, where the price increase (decrease) gradually starting before the announcement an inclusion (exclusion) and reverses completely in less than two weeks after the index revision date.
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Vaughan, David Brendan. "Review of South African genera of the family hexabothriidae price, 1942, parasites of chondrichthyan fishes." 2009. http://hdl.handle.net/11394/3171.
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Magister Scientiae (Biodiversity and Conservation Biology)<br>The oligonchoinean monogenean family Hexabothriidae Price, 1942 currently consists of approximately 60 valid species, representing 15 genera. Hexabothriids are gill parasites of chondrichthyan fishes (sharks, rays and chimaeras). Some hexabothriid species have been reported as problematic in public aquaria, directly responsible for host pathology and subsequent host mortalities. However, without information on specific hexabothriid species and their host associations, accurate captive management of hexabothriids in public aquaria is hindered. Hexabothriid taxonomy is in a state of confusion. The historic taxonomic restoration of the priority of Hexabothrium sees the beginning of the taxonomic uncertainty of the hexabothriids, and is continued into the present literature particularly among lower-level taxa in Hexabothriidae. In addition, there is currently no consensus for a single accepted morphometric protocol for the discrimination of hexabothriid taxa, which leads to unnecessary ambiguity of character variable nomenclature, measurement and interpretation. A call for stability in the nomenclature
and morphometric discrimination of species is therefore proposed. A novel morphometric protocol is tested for the sclerotised haptoral armature, supported by the proteolytic digestion of structures for optimal representation. Character variables, subjected to univariate and multivariate analyses were systematically accepted or rejected based on their potential to discriminating species of Callorhynchocotyle Suriano and Incorvaia, 1986. The hexabothriid genera Callorhynchocotyle and Branchotenthes, represented by
South African taxa, are reviewed, using these variables. Four Callorhynchocotyle species and 2 Branchotenthes species are redescribed with the inclusion of some new voucher specimens.
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吳怡儒. "The Effects of Taiwan 50 Index Revision on the Stock Price and Volume and Corporate Ownership." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/keqj9y.
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Shih, Hsueh-Fen, and 施雪芬. "The Relationship Between Firm Size and the Magnitude of the Stock Price Revision During the Earnings Announcement period." Thesis, 1993. http://ndltd.ncl.edu.tw/handle/79827243468008192599.
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碩士<br>國立臺灣大學<br>會計學研究所<br>81<br>Prior research has documented three possible factors affect-
ing the magnitude of the stock price revision (MSPR) during
the earnings announcement period. Atiase (1980) advanced the
differ- ential information hypothesis, which asserts that the
"quantity" of information for the large firms prior to the
announcements of earnings should be more than those of small
firms. This leads to the conclusion that the MSPR should be
less for large firms. In addition, Choi and Salamon (1989)
proposed that both the quality of earnings and the operating
uncertainty are important determi- nants of the MSPR . If the
quality of large firms'' earnings is higher than the small
firms, then the large firms should experi- ence more price
revision when the earnings are announced(the in- formation
quality hypothesis). On the contrary, If large firms possess
less operating uncertainty , then they should have less MSPR(
the operating uncertainty hypothesis). Therefore, firm size
could be as proxy for the three factors. The main purpose of
this thesis is to examine whether firm size is positively or
negatively correlated with the MSRP. From which,we could infer
the relative importance of the three deter- minants. Our
findings are as follows:‧During the announcement period, the
small firms tend to have more MSPR as compared to the pre-
announcement period. Large firms do not exhibit similar
pattern.‧Firm size is negatively correlated with the MSPR.‧
The earnings announcements for the third quarters are coupl- ed
with the largest MSPR.‧Annual reports for both the large and
small firms do contain more MSPR when the earnings are
announced, as compared to the pre-announcement period. To sum
up , the findings are consisted with the differential in-
formation and the information quality hypotheses.
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Yeh, Kuan-Yao, and 葉光耀. "ANALYSTS’ FORECASTS REVISIONS, PRICE MOMENTUM, AND INFORMATION UNCERTAINTY." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/86801364006798103972.
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碩士<br>大同大學<br>事業經營學系(所)<br>96<br>For the prior literatures often attributes the relation between the information uncertainty and stock returns to investor behavioral biases such as underreaction to new information. There are substantial evidences of short-term stock price continuation. This paper investigates the role of information uncertainty in price continuation anomalies and cross-sectional variations in stock returns. If short-term price continuation is due to investor behavioral biases, we should observe greater price drift when there is greater information uncertainty. As a result, greater information uncertainty should make relatively higher expected returns following good news and relatively lower expected returns following bad news. The evidence of this paper supports this hypothesis. For information uncertainty level, when information uncertainty is higher, the return is lower.
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Lee, Cheng-Yi, and 李正屹. "Revisit Price-Volume relationship in OTC." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/50122260448033607005.
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碩士<br>淡江大學<br>財務金融學系<br>87<br>Price and volume are two important variables of stock market, they are also noticed by the investors. Price-Volume relationship is an important subject. This paper examines the interaction between trading volume and stock price in OTC with error correction model (Engle and Granger, 1987). The sample is collected daily data from June 1, 1996 to March 31, 1999.
Apply Johansen maximum Likelihood method and error correction models, we found that there exist cointegration among stock price and trading volume in OTC. Results also show that stock price cause trading volume in OTC.
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Liu, Ssu-Chi, and 劉思綺. "The Effect of Financial Forecast Revision on Stock Prices." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/53882519184037224015.
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碩士<br>朝陽科技大學<br>財務金融系碩士班<br>89<br>This research aims to examine the effect of financial forecast revision on stock prices. We also test the effect of growth opportunity, information asymmetry, firm size and the change of board holding on the financial forecast revision announcement. Our sample includes 236 companies listed on Taiwan Stock Exchange during 1997/1-1999/12.
The empirical results can be summarized as follows:
1.There is information content of financial forecast revision no matter it is upward or downward revised.
2.Less evidence is found to support growth opportunity and information asymmetry would affect the financial forecast revision announcement.
3.Our finding is that firm size would affect the financial forecast revision announcement in upward revised situation.
4.We also find that the changr of board holding would affect the financial forecast revision announcement, especially when the company whose stock holding of board is net selling.
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紀嘉瑜. "The price and volume effects of Taiwan 50 index revisions." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/62309530811591470213.
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碩士<br>國立政治大學<br>國際經營與貿易研究所<br>96<br>We study the price and volume effects following the Taiwan 50 Index revisions. Since the decision to include (exclude) a stock in (from) the index is based merely on market capitalization, it provides a unique opportunity to test the efficient market hypothesis. Our contribution to the existing literature lies in the fact that we employ the Kalman filter approach and the GARCH(1,1) model to allow the parameters instability and time-varying residual variance, and hence to produce more robust empirical results. The results suggest that the newly added stocks and the currently dropped stocks experience significant price changes right after the announcement day and right before the change day; the abnormal returns of the newly added stocks last about two weeks, these stocks also exhibit persistently excessive trading volume while the currently dropped stocks only have excessive trading volume on and right before the change day. These results indicate that investors can earn abnormal returns through public information, and invalidate the efficient market hypothesis.
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Chen, Kun-Shi, and 陳昆晞. "Revisit Price-Volume relationship in Taiwan Stock Market." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/43106162189189411810.
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Mazouz, Khelifa, and B. Saadouni. "New evidence on the price and liquidity effect of the FTSE100 index revisions." 2007. http://hdl.handle.net/10454/3778.
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No<br>We study the price and liquidity effects following the FTSE 100 index revisions. We employ the standard GARCH(1,1) model to allow the residual variance of the single index model (SIM) to vary systematically over time and use a Kalman filter approach to model SIM coefficients as a random walk process. We show that the observed price effect depends on the abnormal return estimation methods. Specifically, the OLS-based abnormal returns indicate that the price effect associated with the index revision is temporary, whereas both SIM with random coefficients and GARCH(1,1) model suggest that both additions and deletions experience permanent price change. Added (removed) stocks exhibit permanent (temporary) change in trading volume and bid-ask spread. The analysis of the spread components suggests that the permanent change associated with additions is a result of non-information-related liquidity. We interpret the permanent price effect of additions and deletions combined with the permanent (temporary) shift in liquidity of added (removed) stocks as evidence in favour of the imperfect substitution hypothesis with some non-information-related liquidity effects in the case of additions.
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Chuang, Hong-Wei, and 莊宏瑋. "Revisit The Momentum Strategy-Residual Analysis and Price Risk Adjustment." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/34190597415458933529.
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博士<br>國立臺灣大學<br>財務金融學研究所<br>99<br>This dissertation first examines the performance of the conventional momentum strategy in the U.S. stock market over the period from January 1930 to December 2010. We can find, after the market collapses, the investment portfolio'' s perfomance of the conventionalmomentum strategy faces a large drawdown risk. This is especially profound after the Dot-Com bubble in 2000 and the Credit Crash in 2008.
We then propose two types of modifications to improve the conventional momentum strategy by using the residual analysis and the price-risk adjustment. To form the portfolios, the first modification is based on independently sorting the stocks according to their total returns and residual returns. The second is to adjust the price risk of the portfolios. These portfolios formed by the residual analysis or the price-risk adjustment perform better than the conventional momentum strategy.
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WAI, LOK IAT, and 陸逸威. "The information content of the recommendations and target price revisions by foreign investment institutions." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/55559717166967796658.
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碩士<br>國立臺北大學<br>經濟學系<br>101<br>Domestic individual investors are the major participants in Taiwan stock market. Most of them only can obtain related investment information from newspapers and magazines. So, under the limitation of information, individual investors often use the foreign investment institution announced investment report as main reference. The main purpose of this paper is to examine whether there is information content from the report.
In this paper, we collect the data over the period January 2010 to June 2012 for research. The results show that the market reacts before the publication of recommendation and target price. In the publication days, there are also significant abnormal returns in the market and are the same direction with the recommendation and target price adjustment. We also found that the abnormal returns were ascending from the publication day of recommendation and were descending after the publication day of target price.
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Lee, Cha-Lin, and 李佳玲. "The Relevance of Analysts’ Forecast Dispersions and Revisions for the Valuation of Equity Price." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/27479382531419505521.
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碩士<br>靜宜大學<br>財務金融學系<br>102<br>While we evaluate the stock prices of corporations, we often take the financial statements as a basis and engage in investigating the information contained in the financial statements in order to determine the proper stock price. However Ohlson(1995) equity valuation model combine accounting numbers in the financial statements and other important non-accounting information which may affect share price, like analysts’ consensus forecast, to jointly determine the stock price of corporations.
Among the non-accounting factors which may affect stock price, analysts’ consensus forecast is not an unique factor. Analysts’ forecast dispersions and revisions contain much significant information, so they are also other possible factors which may have impacts on the stock price. Hence we follow and extend Ohlson(1995) model to study the effects of analysts’ forecast dispersions and revisions on the equity price. According to the finance theory, analysts’ forecast dispersions represent asymmetric information between corporations and analysts. More serious analysts’ forecast dispersions are, more unstable the future performance of corporations is. When the analysts’ opinions about corporation diverse severely than before, then the risk of operation of corporations increase. Therefore analysts’ forecast dispersions have negative effect on the share price. Moreover analysts adjust his forecast upward, this means the future earnings of corporation will increase. So share price should rise. If Analysts adjust his forecast downward, then this means the future earnings of corporation will decrease. So share price should fall. Therefore analysts’ forecast revisions and share price will move in the same direction.
We follow Ohlson(1995) model to start with discounted dividend model and to postulate clean surplus accounting relation. Besides we also extend linear dynamic information system of Ohlson(1995) model to incorporate analysts’ forecast dispersions and revisions. Hence the linear dynamic information system in our model is designed as first-order vector autoregressive model (VAR(1) model) which include analysts’ forecast dispersions, analysts’ forecast revisions and other relevant accounting variables and non-accounting variable. Based on these setting, we can derive our equity valuation model with analysts’ forecast dispersion and revisions. We use time series and cross sectional data sampled from 2000 to 2011 and 141 listed corporations in Taiwan centralized market to conduct empirical studies. Empirical results reveal that the signs of estimated coefficients about analysts’ forecast dispersions and revisions coincide with the predictions, but the estimates are not significant. However sensitivity analysis also reveals that the empirical results are robust. Besides, our equity valuation model with analysts’ forecast dispersions and revisions also has better out-of sample forecast abilities.
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Wang, Mei-Chih, and 王美智. "Revisit Oil Price, PPI and PMI Nexus - China and the USA." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/rpt2ea.
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博士<br>逢甲大學<br>金融博士學位學程<br>106<br>Using the data we collected by implementing the wavelet theory model between the period of January 2007 and April 2007, we had examined the purchasing managers' index of manufacturing industry in China and the U.S., the significant correlation between the price index of China, the U.S. and the West Texas crude oil in different time, different of frequency, and the relationship between the lead-lag variables. Based on our study, we had found that crude oil prices will be affected by China's manufacturing purchasing managers' index after 2013, meanwhile, oil prices will affect the U.S. manufacturing purchasing managers' index after 2012. Besides, China's producer price index and manufacturing purchasing managers index affect the US purchasing managers' index and oil prices of significant short-term changes before 2012 and after 2015 in the short term, the U.S. manufacturing purchasing managers' index and oil price lead are affected other years.
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Miller, Craig Elie. "The market impact on shares entering or leaving JSE indices." Diss., 2012. http://hdl.handle.net/2263/26517.
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This study attempts to measure the effects on the share price of companies entering and exiting four FTSE/JSE indices; the J200, J210, J213 and J260. While results showed only weak statistical significance, systematic patterns were observed during the event window. Share prices of companies entering and exiting value weighted indices responded consistently with the investor awareness hypothesis. Share prices of companies entering and exiting indices weighted by fundamental factors responded consistently with the information hypothesis. The cumulative average abnormal returns (CAARs) were permanent and did not reverse within the first 200 days after the index change for all indices. Abnormal returns were calculated by using the market model and a one factor CAPM model. The market model was a superior benchmark in this study. This study found that the CAARs for index changes became positive only after the date of the index change. This implies that either the effect of passive index funds on the JSE is not significant, or that passive funds are allowed to incur tracking errors in order to trade strategically to secure the best price for a reconstituted portfolio. This conclusion is supported by the fact that there was no observable change in the index premium over time. The findings of this study may indicate market inefficiency, which means that arbitrage opportunities may exist around index changes.<br>Dissertation (MBA)--University of Pretoria, 2012.<br>Gordon Institute of Business Science (GIBS)<br>unrestricted
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彭譯葶. "Revisit Price Linkage between Stock and Real Estate Markets in the US." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/pjuafd.
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Yu, Pei-Ying, and 余珮吟. "The Influence of Labor Standards Act Revision on Listed Companies' Stock Prices in Taiwan's Electronics Industry." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/27f439.
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Lo, Wan-Jen, and 羅婉甄. "The Effects of Perceived Price of Mainland Chinese Tourists on Travel Satisfaction and Revisit Intention." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/b852hr.
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碩士<br>健行科技大學<br>國際企業經營系碩士在職專班<br>105<br>In 2008，Taiwan government opens the door to welcome Mainland Chinese tourists to Taiwan. The travel industry market is blooming and Taiwan becomes one of the popular destinations for Mainland Chinese to visit. However, due to strong competitions, the tour fares of Taiwan tours are decreasing year by year. This situation also affects the tour quality so that the tourist’s perceptions of travel value and satisfaction are also changing. Based on these reasons, this study aims to understand the price perceptions of these Mainland Chinese, their perceived value, travel satisfaction and travel intention.
A total of 329 respondents of this study are all Mainland Chinese tourists who visited Taiwan this summer. The questionnaire survey was carried out before they finished their tours. The results are as follows: 1. Perceived price can affect positively on Mainland Chinese’s perceived value; 2. Perceived price can affect positively on travel satisfaction; 3. Perceived value can affect positively on travel satisfaction; 4. Perceived price can affect positively on revisit intention; 5. Perceived value can affect positively on revisit intention; and 6. Travel satisfaction can affect positively on revisit intention.
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Chen, Yu-Chin, and 陳祐勤. "A Revisit of Housing Price Bubble in Taiwan：From A Point of View of Construction Costs." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/2qp8zw.
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Jin, Sun Bongran. "Brand equity, perceived value and revisit intention in the US mid-priced hotel segment." 2004. http://digital.library.okstate.edu/etd/umi-okstate-1150.pdf.
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曾于玟. "Revisit of the Initial Public Offerings honeymoon phenomenon:Change of the Taiwan market after the abolition price limit of the observed." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/28970532312711622933.
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碩士<br>國立彰化師範大學<br>企業管理學系國際企業經營管理<br>99<br>Since TWAIWAN STOCK EXCHANGE (TWSE) has began operating.Its purpose was to prevent sharply fluctuate whenever it makes investors expose too much risk. The fluctuation of stock price restriction was set. At the time operating Underwriting Systems in 1994, it would release the limitation of offer price of IPO stocks within the 1st five trade days. Most IPOs of companies are going through a transitory growth period, make initial return increases excess returns significantly.
Day-of-the-week-effect is one of several commonly used researches into anomaly market return. Moreover, we can analysis efficiency of market; also we can find arbitrage opportunities analysis.
Therefore, this study attempted to 2001-2010 the total initial public offering of 10 years Taiwan companies, and adopted new regulation to underwrite initial public offering of the first day the company's initial public offering is divided into intervals Sec, explore the initial IPO price limits on the impact of reward, and further into a TSE market (OTC) shares listed on the initial return is due on the first day on the day of the week and have different performance.
Study found that New Underwriting Regulation cancel the price limit to the first five days,IPO market are more efficient. The IPO listed companies by New Underwriting Regulation and the Old Underwriting Regulation of OTC company's initial IPO due to market rate of return on the first day of the week within a week other differences are significantly different, and are relatively high on Tuesday .Thursday is relatively low; the IPO companies of OTC by New Underwriting Regulation and TSE companies to underwrite the old regulation, IPO initial returns are not due to market on the first day of the week, but there are other significant differences.
Keywords：IPO ; New Underwriting Regulation ; Stock Price Restriction; Day-of-the-week-effect
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Hwang, Sunhwan. "A model of perceived service quality, price, overall customer satisfaction, and revisit intentions and differences between casual and serious golfers." 2008. http://purl.galileo.usg.edu/uga%5Fetd/hwang%5Fsunhwan%5F200808%5Fphd.
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Caldeira, Iván Domingo Moreno de Carlos. "Aplicação do target costing por países e setores de atividade: revisão de estudos empíricos." Master's thesis, 2013. http://hdl.handle.net/10071/7689.
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O target costing controla a trajetória de custos desde o início do ciclo de vida dos produtos, em
função das preferências dos clientes e das metas estratégicas da empresa. Com este trabalho,
pretendeu-se determinar o grau em que o target costing contribui para a gestão preventiva de
encargos durante a conceção ou reformulação de linhas de oferta. A análise deste objetivo
baseou-se no contraste entre o conceito e a sua aplicação em contextos reais. Procedeu-se à
descrição das noções fundamentais relativas ao tema, avaliando-as segundo a evidência
empírica contida em revistas científicas. A intensidade de utilização e os benefícios
apresentaram-se mais elevados na Ásia do que no Ocidente. Barreiras culturais ou
organizacionais, reduzida dimensão das amostras ou falta de consenso quanto ao conceito
podem explicar esta tendência. Constatou-se porém flexibilidade generalizada na aplicação,
denotando coexistência de níveis distintos de maturidade do sistema. Automóvel, eletrónica e
maquinaria foram os setores de atividade que reuniram maior adesão nos estudos analisados.
Outros instrumentos de gestão podem complementar a ação iniciada pelo target costing nas
etapas de conceito e desenho, sendo a redução de custos uma iniciativa de melhoria contínua
mais do que uma abordagem para correção pontual de desvios. Não se encontraram modelos
preditivos do custo que incorporassem análises formais de risco. O envolvimento da cadeia de
valor apenas se observou numa ótica de abastecimento e não de cooperação dos distribuidores
e consumidores. Sugere-se investigação em novos âmbitos de aplicação, nomeadamente
organizações de pequena dimensão, entidades públicas ou prestadores de serviços.<br>Target costing controls the cost trajectory since the beginning of product lifecycle, depending
on customer preferences and corporate strategic goals. This study intended to determine the
contribution of target costing to preventive cost management during development or
redesigning of portfolio lines. In order to do so, a comparison between the underlying
theoretical framework and evidence from its implementation in real contexts was established.
A description of fundamental concepts regarding the subject was assessed based on empirical
research comprised in scientific journals. The intensity of usage and the perceived benefits
were higher in Asia than in Western countries. Cultural or organizational barriers, limited
sample size, or lack of agreement on target costing definition could explain this trend.
Nevertheless, a generalized flexibility on implementation was observed, implying the
coexistence of several stages of maturity for target costing system. Automotive, electronics and
machinery showed the highest adoption rates. Other management instruments assist the
rationalization launched by target costing during concept and product design, turning cost
reduction in a continual improvement quest for the entire product lifecycle. No predictive cost
models comprising formal risk assessment were found on the examined papers. Value chain
characterization was focused on supplier cooperation more than on distributors or consumers.
Furthermore, investigation involving new avenues of future research, such as small size
companies, public institutions or service providers is suggested.
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Phung, Thi‒Giang, and 馮氏江. "The Impact of Customer Satisfaction and Price perception on Word‒of‒Mouth Communication and Revisit Intentions of Low‒Cost Airlines in Vietnam." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/t7q3a5.
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碩士<br>國立虎尾科技大學<br>企業管理系經營管理碩士班<br>106<br>Due to the quite similar quality of service but lower fares than the traditional one, low‒cost airlines have a competitive advantage and taking a breakthrough steps globally. Not out of this trend, Vietnam''s low‒cost airline is also taking on a huge market share in Vietnam and has become one of the largest in the Asian and fast growing airline globally. This study investigates the effect of low‒cost airline service quality dimensions on customer satisfaction. Simultaneously, tests a combination model of customer satisfaction associated with price perception of service (included monetary price and behavior price) on word‒of‒mouth (WOM) and revisit intention in the context of the Vietnam low‒cost airline industry using Structural Equation Modeling. With 396 low‒cost airline passengers sample size, we found service quality dimensions have an effect on customer satisfaction and customer satisfaction to be combined with price perception have an effect on passengers'' WOM, from that also affect their revisit intention. Moreover, there also exist a positive relationship between customer satisfaction and WOM mediated by monetary price perception.
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Blanco, Teresa Maria Rebelo de Andrade Castro. "Enhancing recommendations and revisit intentions to museums through experiences: the mediated role of visitors’ perception of coolness and feeling of authentic pride." Master's thesis, 2020. http://hdl.handle.net/10071/20559.
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Museums are an ancient form of recreation, but nowadays it is imperative to design experiences that will make visitors want to talk about. Today, visitors can demonstrate gratification towards a museum through social media platforms and the importance of posts and comments in the tourism sector has grown in the past years. The aim of this study is to investigate the effect of museum experiences on visitors’ willingness to recommend a museum and desire to return.
The conceptual model is based on the S-O-R framework (Mehrabian and Russell, 1974) and includes: Museum Atmospheric Cues as the stimulus component; Museum Coolness and Authentic Pride as the organism element, and the Intention to Recommend and Revisit Intention as behaviour responses. This model was tested with a sample of 308 museum visitors, collected in the National Coach Museum; the Museum of Art, Architecture, and Technology (MAAT); the National Tile Museum, and the Orient Museum.
Data was collected by quantitative analysis, and its investigation allowed to conclude that there are positive relationships between the five constructs of the conceptual model. Museum Atmospheric Cues contribute to the perception of Museum Coolness and the feeling of Authentic Pride, which have an effect on the intentions to Recommend and Revisit a museum. The perception of Museum Coolness has a stronger influence on both intentions to Revisit and Recommend. The findings provide a good understanding of the drivers of revisit and recommend intentions, and several managerial implications and further research suggestions can be pointed out from this study.<br>Os museus são uma forma de recreação muito antiga, mas atualmente é imperativo elaborar experiências que levem os visitantes a querer falar sobre elas. Atualmente, os visitantes podem demonstrar a sua apreciação por um museu através de redes sociais e a importância de publicações e comentários no setor do turismo tem crescido nos últimos anos. O objetivo deste estudo é investigar o efeito de experiências em museus na disposição dos visitantes em recomendar o museu e desejar regressar.
O modelo conceptual é baseado no modelo S-O-R (Mehrabian and Russell,1974) e inclui: Pistas Atmosféricas do museu como a componente de estímulo; (2) Coolness do Museu e Orgulho Autêntico como elementos de organismo e Revisitar, Recomendar como respostas comportamentais. O modelo foi testado com uma amostra de 308 visitantes de museus, colecionada no Museu Nacional dos Coches; no Museu de Arte, Arquitetura e Tecnologia (MAAT); no Museu Nacional do Azulejo, e no Museu do Oriente.
Os dados foram recolhidos através de um questionário e sua análise permitiu confirmar que existem relações positivas entre os cinco conceitos do modelo conceptual. As Pistas Atmosféricas do museu contribuem para a perceção do museu como sendo “cool” e do sentimento de Orgulho Autêntico, que têm um efeito nas intenções de recomendar e revisitar um museu. A perceção do museu como sendo “cool” tem uma maior influência em ambas intenções de Revisitar e Recomendar. Os resultados proporcionam uma boa compreensão das motivações para recomendar e revisitar, e sugestões para futuras investigações podem ser destacadas deste estudo.
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Botelho, Alberto João da Silva Basto. "Modelação de custos associados aos sistemas de abastecimento de água." Master's thesis, 2014. http://hdl.handle.net/1822/36075.
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Dissertação de mestrado integrado em Engenharia Civil<br>A modelação de custos associados ao sistema de abastecimento de água evidencia-se como
sendo uma ferramenta fundamental para obter uma maior racionalização nas decisões a tomar
sobre o tema.
A presente dissertação, destinou-se a quantificar e modelar os custos associados aos sistemas
de abastecimento de água, assim como a desenvolver um procedimento que solucione o
problema existente da constante desactualização das funções custo.
Para atingir o primeiro objetivo recorreu-se a duas metodologias. Na primeira procedeu-se à
modelação dos custos, de acordo com os preços dos materiais e equipamentos praticados no
mercado atual. Para tal, foram considerados os preços referenciados em catálogos de
empresas de construção e no software gerador de preços CYPE. Na metodologia seguinte,
realizou-se a modelação com base no regime de revisão de preços. Neste caso, os encargos
utilizados foram obtidos através de índices de atualização, de acordo com a legislação em
vigor (Decreto-Lei nº 6/2004).
Em conformidade com os resultados alcançados, efetuou-se uma confrontação dos custos
obtidos pelos dois procedimento, verificando-se que existe uma discrepância entre ambos.
Contudo, essa diferença tende para uma igualdade à medida que o aglomerado populacional a
servir pelo sistema de abastecimento aumenta. Deste modo, os encargos e as funções custo
desenvolvidas apresentam-se como uma estimativa fiável e aproximada dos custos reais.
Para atingir o segundo objetivo, que consiste em resolver o problema da permanente
desatualização das funções custo, foram criadas tabelas no software Excel, de acordo com o
procedimento desenvolvido no regime de revisão de preços, que irão servir para uma futura
renovação das funções custo.<br>The modeling of costs associated with the water supply system is evident as a fundamental
tool for achieving greater rationalization in taking decisions on the subject.
This dissertation was designed to quantify and model the costs associated with water supply
systems, as well as develop a procedure to solve the existing problem of the steady
obsolescence of cost functions.
To achieve the first goal we used two methodologies. The first proceeded - to the modulation
of the costs, according to the prices of materials and equipment carried in the current market.
To this end, we considered the prices referenced in catalogs of construction companies and
generator software CYPE prices. The following methodology, modeling was carried out
under the scheme of revision of prices. In this case, the charges used were obtained through
indexes updated, according to the legislation (Decree-Law No. 6/2004).
In accordance with the results, made-up comparisons of the costs obtained by the two
procedures, verifying that there is a discrepancy between them. However, this difference
tends to equal as the agglomeration serving the supply system increases. Thus, the burden and
cost functions developed are presented as a reliable and rough estimate of the actual costs.
To achieve the second objective, which is to solve the problem of permanent downgrade of
cost functions, tables were created using Excel, according to the procedure developed in the
system of price revision, which will serve for a future renewal functions cost.