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261.
Numerous psychological studies show that weather conditions affect people'smood and that mood states are correlated with people's subjective evaluationof future probabilities. In this paper, a new approach is developed and assetmarket data are employed to test the mood-subjective probability relation. Cloudcover and precipitation volume serve as two mood proxies. Our statistical analysissuggests that bad mood states are characterized by investors placing higher probabilitieson adverse events. 相似文献
262.
263.
Uncertainty and Financing Constraints 总被引:5,自引:0,他引:5
Using a panel of Dutch listed firms this paper provides empirical evidence for the hypothesis that more risky firms are confronted with more severe capital market constraints than relatively less risky firms. The paper also contributes to the discussion on the usefulness of cash flow as a measure of financial constraints. We present a stochastic version of the Kaplan-Zingales (1997) model. We show that cash flow sensitivity can be used as a meaningful indicator of financing constraints if firms are classified by the degree of uncertainty they face and if the uncertainty originates from cost uncertainty. 相似文献
264.
Analysts in a bank’s research department cover firms that have no relationship with the bank as well as companies in which
the bank has a strategic interest. Officially, banks must establish Chinese Walls around their research departments to allow
the analysts to work independently and to avoid the flow of insider information. We examine analyst behavior under long-term
bank-firm relationships using ownership data and analysts’ earnings per share forecasts for German companies from 1994 to
2001. We find evidence that is consistent with analysts reconciling their employers’ interests with their own career concerns.
They seem to use their information advantage strategically by releasing favorable and thereby more precise reports when the
market underestimates earnings. In order not to jeopardize the bank-client relationship, they suppress negative information
when the market is too optimistic. Combining situations where the market over- and underestimates earnings, we can replicate
the unconditional positive bias in analyst forecasts found in the previous literature. Despite the bias in affiliated analysts’
forecasts, they nonetheless selectively communicate valuable information to investors.
*We gratefully acknowledge the contribution of I/B/E/S International Inc. for providing earnings per share forecast data.
This data has been provided as part of a broad academic program to encourage earnings expectations research. We thankfully
acknowledge financial support from the Austrian National Bank (OeNB) under the Jubil?umsfonds grant number 8523. We thank
Werner Antweiler, Michael Halling, Helmut Elsinger, Evelyn Hayden, Greg Hebb, Cornelia Kullmann, Kai Li, Colin Mayer, Stefan
Pichler, Duane Seppi, Alex Stomper, Neal Stoghton, Michael Stutzer, Suresh Sundaresan, Yishay Yafeh, Josef Zechner, Christine
Zulehner, an anonymous referee, and seminar participants at UBC, the Northern Finance Association meetings, the Western Finance
Association meetings, and the European Finance Association meetings for helpful comments and Eva Smolen for excellent research
assistance. 相似文献
265.
Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model 总被引:2,自引:1,他引:2
We derive the optimal dynamic contract in a continuous‐time principal‐agent setting, and implement it with a capital structure (credit line, long‐term debt, and equity) over which the agent controls the payout policy. While the project's volatility and liquidation cost have little impact on the firm's total debt capacity, they increase the use of credit versus debt. Leverage is nonstationary, and declines with past profitability. The firm may hold a compensating cash balance while borrowing (at a higher rate) through the credit line. Surprisingly, the usual conflicts between debt and equity (asset substitution, strategic default) need not arise. 相似文献
266.
267.
268.
Based on daily prices (amtliche Kurse) we estimate effective spreads of securities traded at the Berlin Stock Exchange in 1880, 1890, 1900 and 1910. Several extensions of the Roll measure are applied. We find surprisingly tight effective spreads for the historical data, comparable with similar measures of the MDAX and DAX at the end of the 20th century. 相似文献
269.
Deposit Insurance, Moral Hazard and Market Monitoring 总被引:1,自引:0,他引:1
The paper analyses the relationship between deposit insurance, debt-holder monitoring, and risk taking. In a stylised banking model we show that deposit insurance may reduce moral hazard, if deposit insurance credibly leaves out non-deposit creditors. Testing the model using EU bank level data yields evidence consistent with the model, suggesting that explicit deposit insurance may serve as a commitment device to limit the safety net and permit monitoring by uninsured subordinated debt holders. We further find that credible limits to the safety net reduce risk taking of smaller banks with low charter values and sizeable subordinated debt shares only. However, we also find that the introduction of explicit deposit insurance tends to increase the share of insured deposits in banks' liabilities. 相似文献
270.