全文获取类型
收费全文 | 4286篇 |
免费 | 225篇 |
国内免费 | 95篇 |
专业分类
财政金融 | 1441篇 |
工业经济 | 95篇 |
计划管理 | 584篇 |
经济学 | 872篇 |
综合类 | 576篇 |
运输经济 | 10篇 |
旅游经济 | 7篇 |
贸易经济 | 495篇 |
农业经济 | 58篇 |
经济概况 | 468篇 |
出版年
2024年 | 9篇 |
2023年 | 100篇 |
2022年 | 60篇 |
2021年 | 110篇 |
2020年 | 172篇 |
2019年 | 142篇 |
2018年 | 139篇 |
2017年 | 158篇 |
2016年 | 169篇 |
2015年 | 118篇 |
2014年 | 219篇 |
2013年 | 398篇 |
2012年 | 256篇 |
2011年 | 305篇 |
2010年 | 237篇 |
2009年 | 221篇 |
2008年 | 354篇 |
2007年 | 297篇 |
2006年 | 254篇 |
2005年 | 216篇 |
2004年 | 182篇 |
2003年 | 138篇 |
2002年 | 103篇 |
2001年 | 61篇 |
2000年 | 64篇 |
1999年 | 27篇 |
1998年 | 36篇 |
1997年 | 19篇 |
1996年 | 15篇 |
1995年 | 10篇 |
1994年 | 6篇 |
1993年 | 4篇 |
1992年 | 1篇 |
1991年 | 3篇 |
1989年 | 1篇 |
1988年 | 1篇 |
1981年 | 1篇 |
排序方式: 共有4606条查询结果,搜索用时 203 毫秒
21.
We study if government response to the novel coronavirus COVID-19 pandemic can mitigate investor herding behaviour in international stock markets. Our empirical analysis is informed by daily stock market data from 72 countries from both developed and emerging economies in the first quarter of 2020. The government response to the COVID-19 outbreak is measured by means of the Oxford COVID-19 Government Response Tracker, where higher scores are associated with greater stringency. Three main findings are in order. First, results show evidence of investor herding in international stock markets. Second, we document that the Oxford Government Response Stringency Index mitigates investor herding behaviour, by way of reducing multidimensional uncertainty. Third, short-selling restrictions, temporarily imposed by the national and supranational regulatory authorities of the European Union, appear to exert a mitigating effect on herding. Finally, our results are robust to a range of model specifications. 相似文献
22.
Sangyeon Hwang 《Applied economics letters》2019,26(12):987-994
This paper investigates the bank-level responses of a bank-intermediated instrument of trade finance to a negative global liquidity shock in Korea. Using a factor-augmented vector autoregression approach, the results show that there exists significant heterogeneity in bank-level trade-finance responses to a global liquidity shock. In addition, we find that the source of the heterogeneity is the bank-level foreign currency liquidity condition; banks with a better foreign currency liquidity condition may dampen the negative impact of a global liquidity shock on trade-finance. 相似文献
23.
This paper focuses on the horse race of weekly idiosyncratic momentum (IMOM) with respect to various idiosyncratic risk metrics. Using the A-share individual stocks in the Chinese market from January 1997 to December 2017, we first evaluate the performance of the weekly momentum based on raw returns and idiosyncratic returns, respectively. After that the univariate portfolio analysis is conducted to investigate the return predictability with respect to various idiosyncratic risk metrics. Further, we perform a comparative study on the performance of the IMOM portfolios with respect to various risk metrics. At last, we explore the possible explanations to IMOM as well as risk-based IMOM portfolios. We find that 1) there are prevailing contrarian effect and IMOM effect for the whole sample; 2) the negative relations exist between most of the idiosyncratic risk metrics and the cross-sectional stock returns, and better performance is linked to idiosyncratic volatility (IVol) and maximum drawdowns (IMDs); 3) additionally, the IVol-based and IMD-based IMOM portfolios exhibit better explanatory power to the IMOM portfolios with respect to other risk metrics; 4) finally, higher profitability of IMOM as well as IVol-based and IMD-based IMOM portfolios is found to be related to upside market states, high levels of liquidity and high levels of investor sentiment. 相似文献
24.
Juan Equiza-Goñi 《Applied economics letters》2019,26(11):919-926
In this paper, we investigate the impact of oil prices on both aggregate and industry US real stock returns over the period 1973–2017. The empirical analysis contributes to the related literature introducing a state-dependent oil price (high and low) and the local projections approach. Our main finding is that, depending on the nature of the shock and industry, the negative effects of oil price shocks become exacerbated -and the positive effects get moderated- if oil prices are already high. 相似文献
25.
Assessing the reversal of sentiment in stock markets is needed because, according to the social mood cycle, the change of social mood over time is an antecedent of price movements. The purpose of this study is to empirically assess reversal of investor sentiment, to show the phases of social mood cycle from increasing mood to decreasing mood, and to explain the dynamic change in market inefficiency from increasing to decreasing. Growth modeling, developed particularly for dealing with the change over time, is used in this study for assessing the reversal of investor sentiment. The autocovariance structure of errors and the variances/covariances of the random coefficients are all taken into account in the model. The results have indicated that the change in investor sentiment over time is inverted U-shaped for the entire market. Moreover, arbitrage constraint and stock characteristics exert a joint moderating effect on sentiment reversal. Less arbitrage constraint can strengthen sentiment reversal only when the market for individual stocks is dominated by noise traders. Based on the results obtained, we discuss asset pricing, liquidity management, and market intervention. 相似文献
26.
We document that Chinese stock returns exhibit early-in-the-week effects opposite-signed to those observed worldwide. The period of analysis is 2001–2016. Dominated by individual investors, Chinese stock markets offer unique out-of-sample insight regarding the source of weekday seasonality, ascribed elsewhere to institutional investors’ trading patterns. High returns to the market and to small, speculative stocks early-in-the-week pose a refuter to the mood explanation for the conventional (negative) Monday effect. A battery of tests suggests that the patterns in the Market, SMB, and RMW factors are jointly associated with Chinese individual investors whose demand is tilted towards small, speculative stocks. Our findings point to a potential role of dominant investor type in driving weekday patterns and the RMW premium. 相似文献
27.
Maurizio La Rocca Domenico Rocco Cambrea 《Journal of International Financial Management & Accounting》2019,30(1):30-59
This paper examines the relationship between cash holdings and performance in Italy over 36 years. Specifically, in light of the presence of conflicting evidence concerning the worth of cash stock, which could lead to a positive effect rather than a negative one, the role of moderating factors that can shape the magnitude of this relationship is investigated. The results show that the value of cash holdings is affected by firm‐specific characteristics, as well as factors related to the institutional context. Although other studies have analyzed moderators one at a time, this is the first work to consider how they jointly work. When the moderators are considered together, some of them become no longer statistically significant while others become even more economically and statistically relevant. 相似文献
28.
Flávio de Freitas Val Antonio Carlos Figueiredo Pinto Claudio Henrique da Silveira Barbedo 《新兴市场金融与贸易》2018,54(11):2577-2595
This article examines the relationship between the monetary policy implemented by the Central Bank of Brazil and the stock market. We implement event study analysis and analyze the effect of the anticipated and unanticipated components of monetary policy decisions on the returns of the IBOVESPA index and 53 stocks. We find that monetary policy has a significant effect on the stock market, but is only responsible for a small proportion of market variation. The analysis at the sector level with expected returns identifies that the financial sector is the most affected by this policy, whereas with excess returns only industrial goods are significantly affected. Moreover, individual assets respond in a rather heterogeneous fashion to monetary policy; however, when we look at excess returns, we identify a reduction in the intensity and in the number of companies impacted by monetary policy. Finally, the monetary shock is explained by unanticipated variations in the unemployment rate, in the Industrial Production Index, in the General Market Price Index, and in the Broad Consumer Price Index. 相似文献
29.
《Bulletin of economic research》2018,70(1):E29-E49
This paper examines co‐movement between stock returns and changes in 10‐year government bond yields as well as flight‐to‐quality behaviour in G7 countries. We conduct the wavelet squared coherence analysis to explore the dynamics in both time and frequency domain. Our results provide evidence of positive co‐movements, which vary over time and across investment horizon. The higher co‐movement is found to be more concentrated in the lower frequency bands. We further analyse the dynamic nature of the scale‐dependent wavelet correlations and find that the correlations are highly volatile and significantly increase across different time scales during the episodes of equity market turbulence. The increase in correlations reflects flights from stocks to safer bond investments as a result of dramatic changes in investor sentiment and risk aversion at times of market stress. 相似文献
30.
《Socio》2020
The Indian food program has encountered a significant shortfall in storage due to slow expansion of storage facilities in comparison with procurement. The open storage of food grains results in substantial loss and deterioration of quality. While increasing storage capacity is a viable but costly and time consuming option, the adoption of policies for peak storage reduction would go a long way towards effective food grains management. On this background, this study proposes policy adoption for peak storage reduction for effective inventory management. A dynamic simulation model was built by replicating the complex flow process and incorporating the process variability for finding the bottleneck and significant factors. It was found that steep wheat procurement is the critical bottleneck factor for peak storage requirements. Two practical and straightforward, yet effective policies are proposed from the few existing strategies for peak storage reduction owing to the constraints associated with the food program. With the actual data of the food program, reduction in peak stock was estimated for the recommended policies, including the operational cost saving in storage. The practical implications of these policies within the system were also discussed. Through peak reduction, the use of open storage can be significantly reduced, and this leads to better food grains management for effective food distribution. 相似文献