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991.
Relationship Banking and the Pricing of Financial Services 总被引:1,自引:1,他引:1
Charles W. Calomiris Thanavut Pornrojnangkool 《Journal of Financial Services Research》2009,35(3):189-224
We investigate pricing effects of the joint production of loans and security underwritings. We control for firm and borrower
characteristics, including differences in sequencing, which are important for pricing. Contrary to previous studies, when
banks combine lending and underwriting within the same customer relationship they charge premiums for both loans and underwriting
services. Abstracting from effects of joint production within relationships, depository banks engaged in underwriting price
lending and underwriting more cheaply than stand alone investment banks. One advantage borrowers enjoy from bundling products
within a banking relationship is a form of liquidity risk insurance, which is manifested in a reduced demand for lines of
credit. We also find evidence of a “road show” effect; firms enjoy loan pricing discounts on loans that are negotiated at
times close to the debt underwritings, whether or not the same bank provides both services. Relationship effects are only
visible when lending and underwriting both occur, and are stronger for equity-loan relationships than for debt-loan relationships.
Electronic supplementary material The online version of this article (doi:) contains supplementary material, which is available to authorized users.
相似文献
Thanavut PornrojnangkoolEmail: |
992.
In October 2006, the NYSE began rolling-out phase three of a four-phase plan initiate its new Hybrid trading mechanism. The
results show that this new trading platform introduced a much larger proportion of electronic transactions relative to floor
auction transactions. This migration to electronic transactions is further evidenced by a mirror shift in price discovery
from floor trades to trades marked for automatic electronic execution. In addition, the move to Hybrid trading introduced
a significant decrease in inventory control costs, as well as a noticeable increase in trade persistence. Finally, the new
trading platform has increased the speed with which orders are met, and has also decreased the proportion of executed shares
which receive price improvement.
相似文献
Yiuman TseEmail: |
993.
Rocco Ciciretti Iftekhar Hasan Cristiano Zazzara 《Journal of Financial Services Research》2009,35(1):81-98
Very little is known about how adopting Internet activities impact traditional banks. By tracing the experience of Italian
commercial banks, we provide evidence and implications for banks’ use of new Internet technology and innovative banking products
as they relate to performance. Using different definitions for what is considered as Internet activity and by examining alternative
proxies for bank return and risk, we find a significant link between offerings of Internet banking products and bank performance.
Although this link is significantly positive for bank returns, we find a negative, marginally significant, association between
the adoption of Internet activities and bank risk.
相似文献
Cristiano ZazzaraEmail: |
994.
Mário Henrique Ogasavara Yasuo Hoshino 《Review of Quantitative Finance and Accounting》2009,33(1):37-58
A foreign firm investing in a culturally different market usually faces a certain level of uncertainty. This study proposes
that as a multinational company accumulates experiential knowledge, it develops more capabilities and know-how and consequently
reflects on subsidiary performance. Based on a subsidiary level sample of Japanese firms located in Brazil, the empirical
findings of this study demonstrate that the accumulation of both international and local experiential knowledge can positively
affect subsidiary performance. Moreover, a firm’s sequential foreign direct investment decision in the local market is a key
strategy to achieving a higher level of subsidiary profitability in comparison with a first-time investment firm.
相似文献
Yasuo HoshinoEmail: |
995.
Steven Shuye Wang Wei Li Louis T. W. Cheng 《Review of Quantitative Finance and Accounting》2009,32(3):235-267
We conjecture that an introduction of the Hong Kong Hang Seng Chinese Enterprise Stock Index (H-share Index) futures induces
additional speculating activities in the underlying equities, leading to an increase in volatility and volume of the underlying
stocks. Whereas, a subsequent introduction of H-share index options increases the level of informed trading and opens up opportunities
for speculative and arbitrage activities using futures directly against options. These futures and options trading activities
are much cheaper and more efficient than using the underlying stocks, leading to a significant decline in spot market volatility
and volume. Our results are consistent with these arguments. We also find that derivative trading does not change the liquidity
of H-share constituent stocks. Further tests based on the difference-in-difference approach confirm that the above findings
are robust.
相似文献
Louis T. W. Cheng (Corresponding author)Email: |
996.
Traditional executive stock options are often criticized for inherently weak links between pay and performance. Hurdle rate
executive stock options represent a viable improvement. However, valuing these options presents extraordinary analytic difficulties.
With a constant dividend yield the strike price becomes a path-dependent function of the stock price and exact analytic valuation
is intractable. To solve this problem, we apply the Monte Carlo valuation approach developed by Longstaff and Schwartz (Rev
Financ Stud 4:113–147, 2001) to estimate the value of path-dependent American options. We also extend the methodology to incorporate
the theoretical framework by Ingersoll (J Bus 79:453–487, 2006) to permit subjective valuation influenced by an executive’s
risk aversion.
相似文献
Charles Corrado (Corresponding author)Email: |
997.
Tarek I. Eldomiaty Mohamed A. Ismail 《Review of Quantitative Finance and Accounting》2009,32(3):211-233
It has been realized that none of the three basic theories of capital structure presents a complete answer to the actual determinants
of corporate financing decisions. This study attempts to model the practice of capital structure decisions according to the
basic premises of each theory of capital structure: trade-off theory, pecking-order theory and free cash flow theory. The
methodology addresses modeling long-term and short-term debt financing decisions based on ten different statistical criteria
using data from Egypt stock market. The empirical evidence indicates that four models of corporate financing are influenced
by the trade-off theory relatively. The contributions of this paper are as follows. First, this study offers a more refined
and comprehensive methodology for modeling firms’ capital structure decisions. Second, the results of this study compare to
those of previous studies of other developing countries and thus add an element of external validity.
Mohamed A. Ismail is currently working as a consultant for the Information and Decision Support Center (IDSC), the Egyptian
Cabinet-Egypt. He would like to acknowledge the financial support provided by the IDSC. 相似文献
998.
The standard urban model supports the concept of a constant land price gradient throughout the urban area. It is a reasonable
conjecture that the land price gradient would vary with direction from the CBD. The variation in the gradient could be caused
by a number of factors, but the idea that the land price gradient is flatter along radial transportation routes than in other
directions is widely recognized even though there is little rigorous empirical work supporting this belief. This paper will
examine the structure of urban land prices with a focus on the land price gradient as a function of the direction around the
center of the city using a piecewise linear function. The added flexibility in the gradient estimate gained by this approach
reveals a dramatically varying directional land price gradient.
相似文献
Henry J. MunnekeEmail: |
999.
Arthur Allen George Sanders Donna Dudney 《Review of Quantitative Finance and Accounting》2009,32(4):421-438
We investigate whether issuers that choose to forgo a bond rating suffer an interest cost penalty greater than the cost of
the rating. We use estimated ratings provided by Moody’s Investor Service to proxy for what the rating would have been if
it had been purchased. We find that the primary factors associated with an issuer’s decision to purchase a rating are the
rating expected by the issuer and the extent to which an issue is marketed locally. After controlling for self-selection bias,
we find that the issuers that forgo a rating do not suffer an interest cost penalty.
相似文献
Donna DudneyEmail: |
1000.
In this paper we offer direct evidence that financial intermediation does impact underlying asset markets. We develop a specific
observable symptom of a banking system that underprices the put option imbedded in non-recourse asset-backed lending. Using
a dataset for 19 countries and over 500 real estate investment trusts, we find that, following a negative demand shock, the
“underpricing” economies experience far deeper asset market crashes than economies in which the put option is correctly priced.
相似文献
Susan WachterEmail: |