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941.
942.
Andrey?PavlovEmail author George?W.?Blazenko 《The Journal of Real Estate Finance and Economics》2005,30(4):327-340
We investigate the economics of real estate investment when maintenance of a property enhances neighborhood value. Because a property owner does not recognize this positive externality for his/her neighbor, he/she under-maintains. Smaller properties benefit most from this externality. We show that subsidizing the maintenance expenses of properties can induce socially optimal maintenance. Without disturbing social optimality, the maintenance subsidy can be financed with either a flat tax or a tax that is proportional to the land value or the cost of the improvement. The flat tax is less costly. Commonly used subsidies in the real estate industry based on loan guarantees do not promote socially optimal maintenance. 相似文献
943.
Jerry?T.?ParwadaEmail author Robert?W.?Faff 《Journal of Financial Services Research》2005,27(1):77-98
We examine the impact of several factors on the selection of portfolio managers for Australian pension plan mandates. Performance measures do not affect the probability of a mandate allocation. Pension sponsors tend to choose managers with top-quartile five-year performance who have recently beaten a market benchmark. Management expenses have a negative impact on a managers chances. A surprising result is sponsors tolerance for high portfolio trading costs. Mandates are spread across manager investment styles. The style and institutional attributes of preferred managers suggest trustees reputation and prudential concerns matter, particularly for the aggregate annual mandate allocations. 相似文献
944.
Jorge?Belaire-Franch Kwaku?K?OpongEmail author 《Review of Quantitative Finance and Accounting》2005,24(1):93-107
This study utilises tests based on ranks and signs suggested by Wright (2000) in addition to the traditional variance ratio test to examine the behaviour of some UK Financial Times Stock Exchange (FTSE) stock indices. The results suggest that the null hypothesis of martingale difference behaviour of the index returns series examined in the study is rejected. The use of the nonparametric based variance ratio tests provide stronger evidence against the martingale difference behaviour than the conventional variance ratio tests, under conditions of both homoskedasticity and heteroskedasticity for the examined series. Moreover, the application of Wrights variance ratio tests in a rolling window framework, indicates that the results for the FTSE returns are consistent neither with a linear AR assumption nor with the white noise hypothesis.We are grateful to Jonathan Wright for programming help. We also thank the editor and an anonymous referee for their constructive comments. All errors and omissions remain ours. 相似文献
945.
Earnings Predictability,Bond Ratings,and Bond Yields 总被引:3,自引:3,他引:0
Aaron?D.?CrabtreeEmail author John?J.?Maher 《Review of Quantitative Finance and Accounting》2005,25(3):233-253
We examine the role that earnings predictability plays in establishing a firm’s cost of debt capital by measuring its influence on establishing a new issue’s bond rating. In addition, we also examine the effects of earnings predictability on the initial pricing of the firm’s debt. Using new corporate bond issues from the period 1990–2000, our results indicate that the degree of predictability of a firm’s earnings is positively associated with a firm’s bond rating. Moreover, earnings predictability is also documented to be negatively associated with the offering yield. Importantly, bond rating classification accuracy is improved when specific measures of a firm’s earnings predictability are added to a robust model.JEL Classification: 相似文献
946.
This study provides new evidence that IPO underpricing is economic rents paid for investor to gather costly information. Subrahmanyam and Titman (1999) report that diverse investor information, once aggregated in the public market, could provide a more informative stock price and accurate feedback to firm’s investment decision. I investigate the hypothesis that IPO underpricing as economic rents could be higher, when investor information is diverse. In support of this hypothesis, I find a positive and significant correlation between the extent of underpricing and the information diversity measure proposed by Barron et al. (1998). There is a positive and significant correlation between this information diversity measure and an IPO firm’s subsequent (absolute) change in capital and R&D expenditures. In addition, firms with high information diversity measure and change in subsequent investment exhibit a better subsequent return performance than firms with low diversity and change in investment. This is consistent with the proposition that investor information serves as useful feedback for managers in the IPO market.JEL Classification: G32 相似文献
947.
This paper examines the dynamic relations between future price volatility of the S&P 500 index and trading volume of S&P 500 options to explore the informational role of option volume in predicting the price volatility. The future volatility of the index is approximated alternatively by implied volatility and by EGARCH volatility. Using a simultaneous equation model to capture the volume-volatility relations, the paper finds that strong contemporaneous feedbacks exist between the future price volatility and the trading volume of call and put options. Previous option volumes have a strong predictive ability with respect to the future price volatility. Similarly, lagged changes in volatility have a significant predictive power for option volume. Although the volume-volatility relations for individual volatility and volume terms are somewhat different under the two volatility measures, the results on the predictive ability of volume (volatility) for volatility (volume) are broadly similar between the implied and EGARCH volatilities. These findings support the hypothesis that both the information- and hedge-related trading explain most of the trading volume of equity index options. 相似文献
948.
Ching-mann?HuangEmail author Len-kuo?Hu Hsin-Hong?Kang 《Review of Quantitative Finance and Accounting》2005,24(4):379-397
We develop an optimal incentive contract for the fund manager with career concerns. Drawing upon the framework of Gibbons and Murphy (1992), we restructure the performance of fund manager with emphasis on the multiplicative effect of previous effort on the latter period, and derive the positive cross-period linkage of fund managers efforts. In particular, our study derives that a greater first-periods effort by the fund manager will induce more second-period effort and greater compensation in either fixed or variable (performance-related) portion of the payment. Though the total performance related pay might increase as the result of greater effort in the previous period, we show that the pay-performance sensitivity in the second period will decline. Moreover, the initial wealth increase will motivate the fund manager to exert more effort and induce better performance, but decrease the pay-performance sensitivity in the second period.JEL Classification: G2, J33, J41 相似文献
949.
Li?Wang Pervaiz?AlamEmail author Stephen?Makar 《Review of Quantitative Finance and Accounting》2005,25(4):413-427
This study examines the value-relevance of banks' derivative disclosures under Statements of Financial Accounting Standards
(SFAS) Nos. 119 and 133. Using the complete time-series of SFAS No. 119 disaggregated notional value disclosures and the most
recently available SFAS No. 133 fair value data, this study investigates whether such expanded disclosures provide incremental
information content beyond earnings and book value. Our results indicate that banks' notional principal amount disclosures
are value-relevant, and that this evidence of incremental information content is robust to the inclusion of recently available
fair value data and alternative model specifications.
JEL Classification: M41, G21 相似文献
950.
Keshab?ShresthaEmail author Kok?Hui?Tan 《Review of Quantitative Finance and Accounting》2005,25(2):139-157
In this article, long-run and short-run relationships among real interest rates in G-7 countries are empirically analyzed. The evidence suggests the existence of long-run relationships among these real interest rates. However, the long-run relationship is not an equality relationship. Short-run relationships are estimated using dynamic simultaneous equation models. They reveal that the real interest rates of non-U.S. G-7 countries react and adjust to long-run disequilibrium conditions. A more detailed analysis based on wavelet transform indicates the existence of both short-run and long-run relationships; however, strict interest rate parity does not seem to hold true.JEL Classification: C22, E43, G15 相似文献