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481.
The Risk and Predictability of International Equity Returns 总被引:18,自引:0,他引:18
We investigate predictability in national equity market returns,and its relation to global economic risks. We show how to consistentlyestimate the fraction of the predictable variation that is capturedby an asset pricing model for the expected returns. We use amodel in which conditional betas of the national equity marketsdepend on local information variables, while global risk premiadepend on global variables. We examine single- and multiple-betamodels, using monthly data for 1970 to 1989. The models capturemuch of the predictability for many countries. Most of thisis related to time variation in the global risk premia. 相似文献
482.
483.
Andreas Lehnert Wayne Passmore Shane M. Sherlund 《The Journal of Real Estate Finance and Economics》2008,36(3):343-363
Fannie Mae and Freddie Mac are government-sponsored enterprises (GSEs) that securitize mortgages and issue mortgage-backed
securities (MBS). In addition, the GSEs are active participants in the secondary mortgage market on behalf of their own investment
portfolios. Because these portfolios have grown quite large, portfolio purchases (in addition to MBS issuance) are often thought
to be an important force in the mortgage market. Using monthly data from 1993 to 2005 we estimate a VAR model of the relationship
between GSE secondary market activities and mortgage interest rate spreads. We find that GSE portfolio purchases have no significant
effects on either primary or secondary mortgage rate spreads. Further, we examine GSE activities and mortgage rate spreads
in the wake of the 1998 debt crisis, and find that GSE portfolio purchases did little to affect mortgage rates. This empirical
finding is robust to alternative identification assumptions and to alternative model and variable specifications.
相似文献
484.
Using the Investors' Intelligence sentiment index, we employ a generalized autoregressive conditional heteroscedasticity-in-mean specification to test the impact of noise trader risk on both the formation of conditional volatility and expected return as suggested by De Long et al. [Journal of Political Economy 98 (1990) 703]. Our empirical results show that sentiment is a systematic risk that is priced. Excess returns are contemporaneously positively correlated with shifts in sentiment. Moreover, the magnitude of bullish (bearish) changes in sentiment leads to downward (upward) revisions in volatility and higher (lower) future excess returns. 相似文献
485.
486.
Henning Steven L. Shaw Wayne H. Stock Toby 《Review of Quantitative Finance and Accounting》2004,23(2):99-121
This paper investigates criticisms that U.S. GAAP had given firms too much discretion in determining the amount and timing of goodwill write-offs. Using 1,576 U.S. and 563 U.K. acquisitions, we find little evidence that U.S. firms managed the amount of goodwill write-off or that U.K. firms managed the amount of revaluations (write-ups of intangible assets). However, our results are consistent with U.S. firms delaying goodwill write-offs and U.K. firms timing revaluations strategically to avoid shareholder approval linked to certain financial ratios. 相似文献
487.
488.
William Beaver Bradford Cornell Wayne R. Landsman Stephen R. Stubben 《Journal of Business Finance & Accounting》2008,35(5-6):709-740
Abstract: We present a comprehensive analysis of the association between stock returns, quarterly earnings forecast errors, and quarter-ahead and year-ahead earnings forecast revisions. We find that forecast errors and the two forecast revisions have significant effects on stock prices, indicating each conveys information content. Findings also show that the fourth quarter differs from other quarters—the relative importance of the forecast error (quarter-ahead forecast revision) is lower (higher). We also find a marked upward shift over time in the forecast error and forecast revision coefficients, consistent with the I/B/E/S database reflecting an improved quality of both earnings forecasts and actual earnings. 相似文献
489.
When Is Bad News Really Bad News? 总被引:1,自引:0,他引:1
We examine whether the price response to bad and good earnings shocks changes as the relative level of the market changes. The study is based on a complete sample of annual earnings announcements during the period 1988 to 1998. The relative level of the market is based on the difference between the current market P/E and the average market P/E over the prior 12 months. We find that the stock price response to negative earnings surprises increases as the relative level of the market rises. Furthermore, the difference between bad news and good news earnings response coefficients rises with the market. 相似文献
490.
This paper looks at conflicts of interest in the not-for-profit sector. It examines the nature of conflicts of interest and why they are of ethical concern, and then focuses on the way not-for-profit organisations are especially prone to and vulnerable to conflict-of-interest scandals. Conflicts of interest corrode trust; and stakeholder trust (particularly from donors) is the lifeblood of most charities. We focus on some specific challenges faced by charitable organisations providing funding for scientific (usually medical) research, and examine a case study involving such an organisation. One of the principal problems for charities of this kind is that they often distribute their funds within a relatively small research community (defined by the boundaries of a small region, like an American state or Spanish Autonomous region, or a small country), and it often proves difficult to find high-level researchers within the jurisdiction to adjudicate impartially the research grants. We suggest and recommend options appropriate for our case study and for many other organisations in similar situations. 相似文献