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951.
This article presents new estimates for investment and new growth accounts for three socialist economies between 1950 and 1989. Government statistics reported distorted measures for both the rate and the trajectory of productivity growth in Czechoslovakia, Hungary, and Poland. Researchers have benefited from revised output data, but have continued to use official statistics on capital input, or estimated capital stock from official investment data. Investment levels and rates of capital accumulation were much lower than officially claimed and over‐reporting worsened over time. A setback in factor accumulation—both investment in equipment and labour input—contributed very significantly to the socialist growth failure of the 1980s. 相似文献
952.
Pierre-Yves Donzé Ben Wubs 《The Scandinavian economic history review / [the Scandanavian Society for Economic and Social History and Historical Geography]》2019,67(2):210-225
The electronics industry is often regarded by scholars as an example of a sector driven by endless technological innovation and major competition between a few large companies, thus embodying the common view whereby the free market leads firms to innovate. On the other hand, some business historians have also emphasised that, since the beginning of the twentieth century, most of these companies were engaged in various international cartel agreements. The business and economic history literature on this industry reveals a clear-cut divide between the inter-war years and the post-war era. In this paper, however, we argue that technical and commercial cooperation between large electronics companies continued in various forms despite the spread of anti-trust policies after 1945. In this case study, we explore the global X-ray equipment industry from its beginnings around 1900 to the advent of the CT scanner in the early 1970s. The paper focuses on Siemens and Philips, the two largest manufacturers of radiological equipment. It demonstrates that both companies pursued their commercial and technical cooperation at least until the 1970s, although it was much less overt as during the interwar years. 相似文献
953.
Abella Ainoa Araya León María Marco-Almagro Lluís Clèries Garcia Laura 《International Journal of Technology and Design Education》2022,32(3):1941-1962
International Journal of Technology and Design Education - Materials are elements that configure our built environment and are key components in design and engineering education. This research aims... 相似文献
954.
Ting-Fang Chiang E-Ching Wu Min-Teh Yu 《Review of Quantitative Finance and Accounting》2007,29(2):205-222
This study analyzes the effect of premium rates on banks’ incentives to join a deposit insurance scheme and their incentives
to invest in risky projects under a voluntary deposit insurance scheme. We find that in order to maximize social welfare,
the insurance agency must either set the premium rate to be low so as to attract all banks to join the insurance scheme, or
not to have the deposit insurance at all. However, the low premium rate in the voluntary scheme does not balance the budget
of the deposit insurance. We also show that in the compulsory deposit insurance scheme, however, it is possible to impose
an optimal premium rate that can balance the insurance agency’s budget and achieve the highest social welfare. The results
also present the dominance of the compulsory scheme over the voluntary scheme in terms of maximizing social welfare and balancing
the budget.
相似文献
Min-Teh Yu (Corresponding author)Email: |
955.
Timotheos Angelidis Alexandros Benos Stavros Degiannakis 《Review of Quantitative Finance and Accounting》2007,28(2):187-201
This paper analyses several volatility models by examining their ability to forecast Value-at-Risk (VaR) for two different
time periods and two capitalization weighting schemes. Specifically, VaR is calculated for large and small capitalization
stocks, based on Dow Jones (DJ) Euro Stoxx indices and is modeled for long and short trading positions by using non parametric,
semi parametric and parametric methods. In order to choose one model among the various forecasting methods, a two-stage backtesting
procedure is implemented. In the first stage the unconditional coverage test is used to examine the statistical accuracy of
the models. In the second stage a loss function is applied to investigate whether the differences between the models, that
calculated accurately the VaR, are statistically significant. Under this framework, the combination of a parametric model
with the historical simulation produced robust results across the sample periods, market capitalization schemes, trading positions
and confidence levels and therefore there is a risk measure that is reliable.
相似文献
Stavros DegiannakisEmail: |
956.
In Joon Kim In-Seok Baek Jaesun Noh Sol Kim 《Review of Quantitative Finance and Accounting》2007,29(1):69-110
This paper investigates the role of stochastic volatility and return jumps in reproducing the volatility dynamics and the
shape characteristics of the Korean Composite Stock Price Index (KOSPI) 200 returns distribution. Using efficient method of
moments and reprojection analysis, we find that stochastic volatility models, both with and without return jumps, capture
return dynamics surprisingly well. The stochastic volatility model without return jumps, however, cannot fully reproduce the
conditional kurtosis implied by the data. Return jumps successfully complement this gap. We also find that return jumps are
essential in capturing the volatility smirk effects observed in short-term options.
相似文献
Sol KimEmail: |
957.
This paper proposes an extension of the minimal Hellinger martingale measure (MHM hereafter) concept to any order q≠1 and to the general semimartingale framework. This extension allows us to provide a unified formulation for many optimal martingale measures, including the minimal martingale measure of Föllmer and Schweizer (here q=2). Under some mild conditions of integrability and the absence of arbitrage, we show the existence of the MHM measure of order q and describe it explicitly in terms of pointwise equations in ? d . Applications to the maximization of expected power utility at stopping times are given. We prove that, for an agent to be indifferent with respect to the liquidation time of her assets (which is the market’s exit time, supposed to be a stopping time, not any general random time), she is forced to consider a habit formation utility function instead of the original utility, or equivalently she is forced to consider a time-separable preference with a stochastic discount factor. 相似文献
958.
Louis T. W. Cheng Hung-Gay Fung Tak Yan Leung 《Review of Quantitative Finance and Accounting》2007,28(1):23-54
The literature has suggested that earnings and earnings forecasts provide stronger signals than dividends about future performance
of a firm. We test the information effects of simultaneous announcement of earnings and dividends in the Hong Kong market,
distinguished by three interesting features (concentrated family-shareholdings, low corporate transparency, and no tax on
dividends). Our results show significant share price reactions to unexpected earnings and dividend changes, but dividends
appear to play a dominant role over earnings in pricing, a result contrary to findings in the literature. The signaling hypothesis
works primarily for firms with earning increases, while the maturity hypothesis works mainly for firms with earnings declines.
相似文献
Tak Yan LeungEmail: |
959.
The contextual nature of the predictive power of statistically-based quarterly earnings models 总被引:2,自引:2,他引:0
We present new empirical evidence on the contextual nature of the predictive power of five statistically-based quarterly earnings
expectation models evaluated on a holdout period spanning the twelve quarters from 2000–2002. In marked contrast to extant
time-series work, the random walk with drift (RWD) model provides significantly more accurate pooled, one-step-ahead quarterly
earnings predictions for a sample of high-technology firms (n = 202). In similar predictive comparisons, the Griffin-Watts (GW) ARIMA model provides significantly more accurate quarterly
earnings predictions for a sample of regulated firms (n = 218). Finally, the RWD and GW ARIMA models jointly dominate the other expectation models (i.e., seasonal random walk with
drift, the Brown-Rozeff (BR) and Foster (F) ARIMA models) for a default sample of firms (n = 796). We provide supplementary analyses that document the: (1) increased frequency of the number of loss quarters experienced
by our sample firms in the holdout period (2000–2002) vis-à-vis the identification period (1990–1999); (2) reduced levels
of earnings persistence for our sample firms relative to earnings persistence factors computed by Baginski et al. (2003) during earlier time periods (1970s–1980s); (3) relative impact on the predictive ability of the five expectation models
conditioned upon the extent of analyst coverage of sample firms (i.e., no coverage, moderate coverage, and extensive coverage);
and (4) sensitivity of predictive performance across subsets of regulated firms with the BR ARIMA model providing the most
accurate predictions for utilities (n = 87) while the RWD model is superior for financial institutions (n = 131).
相似文献
Kenneth S. Lorek (Corresponding author)Email: |
G. Lee WillingerEmail: |
960.
James S. Linck Thomas J. Lopez Lynn Rees 《Review of Quantitative Finance and Accounting》2007,28(4):327-352
Firm management typically claims that voluntary accounting method changes (VACs) are made to enhance the informativeness of
earnings by better matching accounting practices with economic reality. In contrast, skeptics argue that managers adopt new
accounting procedures to opportunistically manage earnings and influence their firm’s stock price. In this paper, we investigate
these alternative motives for VACs. Specifically, we investigate whether VACs cause equity prices to deviate from their fundamental
values in the short-term by studying the long-run stock-price performance for a sample of firms that voluntarily change accounting
methods. In addition, we investigate changes in earnings informativeness by examining the behavior of earning response coefficients
and the relationship between earnings and future cash flows in years surrounding the VAC event. In contrast to prior research,
we find little evidence that a strategy based solely on the earnings effect of a VAC can generate abnormal returns. While
we find weak evidence of post-VAC abnormal returns for extreme VACs, this result appears to be driven by the accruals anomaly
documented in Sloan [Sloan, R. G. (1996). The Accounting Review, 71, 289–315]. Our evidence further suggests that earnings informativeness is not significantly altered by voluntary changes
in accounting methods. Taken together, our evidence suggests the market recognizes the financial statement effects of alternative
acceptable accounting methods and efficiently processes the valuation implications of VACs.
相似文献
Lynn Rees (Corresponding author)Email: |