全文获取类型
收费全文 | 3808篇 |
免费 | 65篇 |
国内免费 | 6篇 |
专业分类
财政金融 | 1207篇 |
工业经济 | 174篇 |
计划管理 | 377篇 |
经济学 | 803篇 |
综合类 | 250篇 |
运输经济 | 47篇 |
旅游经济 | 80篇 |
贸易经济 | 464篇 |
农业经济 | 74篇 |
经济概况 | 403篇 |
出版年
2024年 | 1篇 |
2023年 | 46篇 |
2022年 | 80篇 |
2021年 | 112篇 |
2020年 | 152篇 |
2019年 | 119篇 |
2018年 | 107篇 |
2017年 | 117篇 |
2016年 | 114篇 |
2015年 | 89篇 |
2014年 | 182篇 |
2013年 | 266篇 |
2012年 | 223篇 |
2011年 | 308篇 |
2010年 | 213篇 |
2009年 | 273篇 |
2008年 | 343篇 |
2007年 | 253篇 |
2006年 | 251篇 |
2005年 | 154篇 |
2004年 | 115篇 |
2003年 | 100篇 |
2002年 | 70篇 |
2001年 | 46篇 |
2000年 | 32篇 |
1999年 | 34篇 |
1998年 | 21篇 |
1997年 | 14篇 |
1996年 | 5篇 |
1995年 | 7篇 |
1994年 | 8篇 |
1993年 | 10篇 |
1992年 | 3篇 |
1991年 | 4篇 |
1989年 | 1篇 |
1987年 | 1篇 |
1985年 | 1篇 |
1984年 | 1篇 |
1983年 | 2篇 |
1979年 | 1篇 |
排序方式: 共有3879条查询结果,搜索用时 15 毫秒
1.
2.
We investigate the relationship between Bitcoin and conventional financial assets from a perspective on the connectedness of asset networks. We adopt the method of measuring connectedness proposed by Diebold and Yilmaz (2009, 2012, and 2014) in a VAR system to study the dynamic interdependence between returns in Bitcoin, stocks, oil, and gold. We find that the connectedness between bitcoin and conventional assets is weak. The separation of positive and negative returns in the Bitcoin market shows the existence of an asymmetric pattern of the spillover effects between Bitcoin and conventional assets. A rolling window analysis finds that although Bitcoin prices experience a rising link to other financial assets, the magnitude is proven to be moderate. However, connectedness via negative returns is much stronger than via positive ones and exhibits a clearly increasing trend in recent periods. Our results in application are generally robust to other popular cryptocurrencies, such as ETH and Ripple. The findings presented in this paper have important implications for financial market participants, policymakers, and researchers in light of projected increases in the adoption of Bitcoin, as well as the rapid development of cryptocurrency. 相似文献
3.
In this paper, we empirically investigate how greenness information is priced in the green bond market. Our comparison of liquidity-adjusted yield premiums of green bonds versus synthetic conventional bonds indicates that, on average, there is no robust and significant yield premium or discount on green bonds. However, green bonds certified by an external reviewer enjoy a discount of about 6 bps. Furthermore, green bonds that obtain a Climate Bonds Initiative certificate show a discount of around 15 bps. The findings suggest that a universally accepted greenness measure can benefit the development of the green bond market. 相似文献
4.
We construct a measure of the speed with which forecasts issued by sell-side analysts accurately forecast future annual earnings. Following Marshall, we label this measure earnings information flow timeliness (EIFT). This measure avoids the aggregation problem inherent in price-based measures of information efficiency. We document large variation in EIFT across firm-years, and show that EIFT is positively associated with the extent of analyst following, consistent with increased analyst coverage improving the speed with which earnings-related information is recognised. We also find that EIFT is higher for firm-years classified as ‘bad news’ (i.e., where analysts’ forecasts at the start of the financial period exceed the reported outcome). However, when we separately consider instances where analysts appear to forecast non-GAAP (or ‘street’) earnings rather than GAAP earnings, we find that the greater timeliness of bad news is concentrated among observations where analysts forecast non-GAAP earnings, where unusual items are typically excluded. We conclude that the market for accounting information is more efficient for negative operating outcomes than for negative outcomes reflecting unusual items. 相似文献
5.
This paper examines the correlation and the dependence patterns of the Qatar stock market with other markets using copula statistical theory and exploiting new datasets covering the period August 1998 to June 2018. To examine the crisis –specific change in the average degree of dependence we decomposed the data into the time periods before and after oil price shocks and the 2017 political crisis among the Gulf Cooperation Council members (i.e. the Qatari blockade). Our findings from the static copula modelling show that the correlations between the Qatari and the other stock markets significantly change after the oil price and the blockade crisis as well. The degree of change in the correlation is time varying and differs from county-group to another. Moreover, our findings reveals that the 2008 global financial crisis has a stronger impact than the price shocks and political crisis. The findings of the paper are of interest and allow for formulating a reliable and dynamic portfolio design framework for investors and risk managers. 相似文献
6.
7.
We evaluate Eugene F. Fama's claim that stock prices do not exhibit price bubbles. Based on US industry returns (1926?2014) and international sector returns (1985?2014), we present four findings (1) Fama is correct in that a sharp price increase of an industry portfolio does not, on average, predict unusually low returns going forward; (2) such sharp price increases predict a substantially heightened probability of a crash but not of a further price boom; (3) attributes of the price run-up, including volatility, turnover, issuance, and the price path of the run-up, help forecast an eventual crash; and (4) these attributes also help forecast future returns. Results hold similarly in US and international samples. 相似文献
8.
本文利用金融情感词典和文本分析技术,分析中国人民银行货币政策执行报告的文本情绪、文本相似度和文本可读性等多维文本信息,刻画央行货币政策执行报告的文本特征,探究货币政策报告的文本信息与宏观经济和股票市场的关系。实证研究发现,货币政策报告的文本情绪的改善会引起显著为正的股票市场价格反应,报告文本相似度的增加会引起股票市场波动性的显著降低,报告可读性对公布后股票市场的波动性影响不显著。货币政策报告文本情绪还与诸多宏观经济指标显著相关。进一步研究发现,引起股票市场显著反应的是报告文本情绪中反映货币政策指引的部分,而反映宏观经济历史状态的部分对股票市场的影响不显著。本文从文本大数据分析角度证明了我国央行沟通的有效性,对国内央行沟通相关研究形成了有益补充。 相似文献
9.
ABSTRACTThis article identifies the breakdowns in the covariance of three benchmark crude oil futures markets (WTI, Brent and Dubai) and investigates the changes of market connectedness across the breakdown periods. As the crude oil futures are traded in different regions, this article eliminates the non-synchronous trading data by employing the Vector Moving Average structure and the Bayesian data augmentation approach, which keeps the integrity of original data without changing its properties. The results show that there are significant breaks in the covariance structure of crude oil futures markets. The breakdown periods are consistent with the periods when the market volatilities are at high level and the returns are volatile. The changes of market connectedness are independent of the covariance states, which supports the globalization hypothesis for the crude oil market. The results also suggest that there is more information flow out of the WTI than to the WTI during the sample period, particularly during the breakdown periods in 2008–2009. 相似文献
10.
Andrew Ehrenberg’s work challenges the emphasis that hospitality marketing practitioners, educators and academic researchers place on segmentation, targeting (especially of heavy users), positioning, and meaningful brand differentiation. However, few marketing practitioners and scholars in hospitality appear familiar with this work. This invited paper attempts to increase awareness and appreciation of Ehrenberg’s work as well as its relevance to and implications for hospitality marketing. Topics covered include the NBD Law, Law of Double Jeopardy, Duplication of Purchase Law, and Law of Natural Monopoly as well as the evidence of weak brand segmentation, low perceived brand uniqueness, and the generalizability of the brand belief-usage relationship. 相似文献