How financial technology (fintech) can improve the business performance of securities firms by using the dynamic data envelopment analysis modified model
Hong‐Jing Lin,
Che‐Chien Chen,
Yung-Ho Chiu and
Tai‐Yu Lin
Managerial and Decision Economics, 2022, vol. 43, issue 4, 1113-1132
Abstract:
Past literature is lack of consideration on financial technology (fintech) and undesirable output. We aim to understand the reasons underlying the operating performance of fintech in these securities firms and provide suggestions to them for promoting this growing technology phenomenon. This research employs the modified dynamic slacks‐based measurement (SBM) model to explore the electronic transaction efficiency of 38 securities firms in Taiwan. The research results show that most integrated and specialist securities firms fail to achieve the best efficiency in fintech operating performance, and large‐ and medium‐sized integrated securities firms do not achieve economies of scale.
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
https://doi.org/10.1002/mde.3443
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:wly:mgtdec:v:43:y:2022:i:4:p:1113-1132
Access Statistics for this article
Managerial and Decision Economics is currently edited by Antony Dnes
More articles in Managerial and Decision Economics from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().