全文获取类型
收费全文 | 87篇 |
免费 | 3篇 |
专业分类
财政金融 | 76篇 |
工业经济 | 1篇 |
计划管理 | 2篇 |
经济学 | 7篇 |
贸易经济 | 3篇 |
经济概况 | 1篇 |
出版年
2021年 | 1篇 |
2020年 | 1篇 |
2019年 | 2篇 |
2018年 | 1篇 |
2017年 | 3篇 |
2014年 | 3篇 |
2013年 | 1篇 |
2012年 | 5篇 |
2011年 | 4篇 |
2010年 | 4篇 |
2009年 | 6篇 |
2008年 | 9篇 |
2007年 | 3篇 |
2006年 | 2篇 |
2005年 | 5篇 |
2004年 | 3篇 |
2002年 | 1篇 |
2001年 | 3篇 |
2000年 | 2篇 |
1999年 | 4篇 |
1998年 | 4篇 |
1997年 | 1篇 |
1996年 | 5篇 |
1995年 | 2篇 |
1994年 | 1篇 |
1993年 | 1篇 |
1992年 | 1篇 |
1991年 | 2篇 |
1990年 | 1篇 |
1987年 | 1篇 |
1984年 | 1篇 |
1982年 | 1篇 |
1981年 | 1篇 |
1979年 | 1篇 |
1978年 | 1篇 |
1977年 | 2篇 |
1975年 | 1篇 |
排序方式: 共有90条查询结果,搜索用时 281 毫秒
51.
We explore the optimal timing of voluntary disclosures when firms and outside investors have correlated but not identical signals. By delaying disclosure of their signal, firms encourage the acquisition of information by investors by reducing the latter's exposure to the long‐term risk of holding the asset. Immediate disclosure reduces rents from acquiring the correlated signal, and thus is sometimes suboptimal in a dynamic setting. We characterize conditions under which postponing disclosure is preferable, which allows us to develop predictions on the timing of voluntary information disclosures such as management guidance. 相似文献
52.
This paper examines the equity market reaction to the monthly release of Australian consumer sentiment news. Our results indicate that consumer sentiment has valuable information content. Further, we document a version of the “negativity effect” (from the psychology literature) in which, upon announcement of bad (good) sentiment news, the equity market experiences a significant negative (no) announcement day effect. Notably, we find that the market recovers from the bad news shock relatively quickly post-announcement. The results are robust to a broad range of additional tests. 相似文献
53.
Avanidhar Subrahmanyam 《Financial Management》2005,34(2):5-33
I analyze how disclosure policies and managerial cognitive abilities interact to influence stock prices, firm values, and the liquidity of financial markets. High cognitive ability assists in value-creation within private corporations, but also may enhance the success odds of strategies which mislead large numbers of financial market agents who have access to firms' disclosure statements. Thus, the equilibrium degree of misrepresentation in disclosures can increase with managerial cognitive capacity (or intellect). Equilibrium efforts at improving true expected values of firms are limited by expected gains from misrepresentation. I argue that agents may face very high costs of acquiring information in firms run by managers who are effective at misrepresenting their firms in disclosure statements. This indicates that contrary to extant theoretical literature, there may be a positive relation between liquidity and the degree of information asymmetry between management and outside investors. 相似文献
54.
55.
In this paper, we propose an alternative approach for pricing and hedging American barrier options. Specifically, we obtain an analytic representation for the value and hedge parameters of barrier options, using the decomposition technique of separating the European option value from the early exercise premium. This allows us to identify some new put-call ‘symmetry’ relations and the homogeneity in price parameters of the optimal exercise boundary. These properties can be utilized to increase the computational efficiency of our method in pricing and hedging American options. Our implementation of the obtained solution indicates that the proposed approach is both efficient and accurate in computing option values and option hedge parameters. Our numerical results also demonstrate that the approach dominates the existing lattice methods in both accuracy and efficiency. In particular, the method is free of the difficulty that existing numerical methods have in dealing with spot prices in the proximity of the barrier, the case where the barrier options are most problematic. 相似文献
56.
In general, the risk of a financial instrument on a future valuation date depends on several stochastic variables. In the case of a currency swap, its value on a future date, can be modelled as a function of five stochastic variables. These represent the factors that determine the term structure of interest rates in the two currencies, and the foreign exchange rate between the currencies. The joint-probability distribution of the relevant variables on the horizon date is approximated by a multivariate-binomial distribution. The proposed methodology provides a fast and flexible alternative to Monte-Carlo simulation of the swap value. The distributions of value produced by the method can be employed to assist with both market and credit risk management. 相似文献
57.
Chordia Tarun; Huh Sahn-Wook; Subrahmanyam Avanidhar 《Review of Financial Studies》2007,20(3):709-740
This article studies cross-sectional variations in trading activityfor a comprehensive sample of NYSE/AMEX and Nasdaq stocks overa period of about 40 years. We test whether trading activitydepends upon the degree of liquidity trading, the mass of informedtraders, and the extent of uncertainty and dispersion of opinionabout fundamental values. We hypothesize that liquidity (ornoise) trading depends both on a stocks visibility andon portfolio rebalancing needs triggered by past price performance.We use firm size, age, price, and the book-to-market ratio asproxies for a firms visibility. The mass of informedagents is proxied by the number of analysts whereas forecastdispersion and firm leverage proxy for differences of opinion.Earning volatility and absolute earning surprises proxy foruncertainty about fundamental values. Overall, the results providesupport for theories of trading based on stock visibility, portfoliorebalancing needs, differences of opinion, and uncertainty aboutfundamental values. 相似文献
58.
Sriketan Mahanti Amrut Nashikkar Marti Subrahmanyam George Chacko Gaurav Mallik 《Journal of Financial Economics》2008
We present a new measure of liquidity known as “latent liquidity” and apply it to a unique corporate bond database. Latent liquidity is defined as the weighted average turnover of investors who hold a bond, in which the weights are the fractional investor holdings. It can be used to measure liquidity in markets with sparse transactions data. For bonds that trade frequently, our measure has predictive power for both transaction costs and the price impact of trading, over and above trading activity and bond-specific characteristics thought to be related to liquidity. Additionally, this measure exhibits relationships with bond characteristics similar to those of other trade-based measures. 相似文献
59.
Options may have an effect on firm value because they help complete markets and stimulate informed trades. However, these benefits are likely to manifest themselves in active, rather than inactive, options markets. Supporting this observation, we find that firms with more options trading have higher values of Tobin's q, after accounting for other determinants of value. Corporate investment in firms with greater options trading is more sensitive to stock prices. Options trading affects firm valuation more strongly in stocks with greater information asymmetry. These results indicate that options trading is positively associated with firm values as well as information production. 相似文献
60.
The Going-Public Decision and the Development of Financial Markets 总被引:11,自引:0,他引:11
This paper explores the linkages between stock price efficiency, the choice between private and public financing, and the development of capital markets in emerging economies. Generally, the advantage of public financing is high if costly information is diverse and cheap to acquire, and if investors receive valuable information without cost. The value of public firms generally depends on public market size, which implies that there can be a positive externality associated with going public, so that an inferior equilibrium can exist where too few firms go public. The model is consistent with empirical observations on financial market development. 相似文献