EconPapers    
Economics at your fingertips  
 

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 ().

 
Page updated 2025-03-22
Handle: RePEc:wly:mgtdec:v:43:y:2022:i:4:p:1113-1132