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71.
72.
Trading halts increase, rather than reduce, both volume and volatility. Volume (volatility) in the first full trading day after a trading halt is 230 percent (50 to 115 percent) higher than following “pseudohalts”: nonhalt control periods matched on time of day, duration, and absolute net-of-market returns. These results are robust over different halt types and news categories. Higher posthalt volume is observed into the third day while higher posthalt volatility decays within hours. The extent of media coverage is a partial determinant of volume and volatility following both halts and pseudohalts, but a separate halt effect remains after controlling for the media effect. 相似文献
73.
Although exchange rates appear to follow a random walk when tested against linear alternatives, the null hypothesis of a random walk is rejected against a cubic alternative which embodies the intuition that the rate of mean-reversion increases with distance from equilibrium. A possible theoretical foundation for such a model is suggested. The model is tested on bilateral real exchange rates between four major currencies, and on the real effective exchange rate of these four plus the Australian dollar. The cubic model consistently outperforms its linear counterpart and the results imply that real exchange rates are in fact stationary. 相似文献
74.
PAUL W. MILLER 《The Economic record》1983,59(1):43-56
Using data from the 1976 Australian Census of Population and Housing, estimates of the influence of family income. labour market conditions, religious denomination, foreign origin, locality and teenage income on the school participation rate of various teenage groups are obtained. These results suggest that family income is the most important determinant of school participation. The effect of the level of unemployment upon school participation is only modest. In some instances the direction of its influence is contrary to conventional wisdom . 相似文献
75.
76.
We develop a bid‐ask spread estimator from daily high and low prices. Daily high (low) prices are almost always buy (sell) trades. Hence, the high–low ratio reflects both the stock's variance and its bid‐ask spread. Although the variance component of the high–low ratio is proportional to the return interval, the spread component is not. This allows us to derive a spread estimator as a function of high–low ratios over 1‐day and 2‐day intervals. The estimator is easy to calculate, can be applied in a variety of research areas, and generally outperforms other low‐frequency estimators. 相似文献
77.
This paper shows that low-risk anomalies in the capital asset pricing model and in traditional factor models arise when investors require compensation for coskewness risk. Empirically, we find that option-implied ex ante skewness is strongly related to ex post residual coskewness, which allows us to construct coskewness factor-mimicking portfolios. Controlling for skewness renders the alphas of betting-against-beta and betting-against-volatility insignificant. We also show that the returns of beta- and volatility-sorted portfolios are driven largely by a single principal component, which in turn is explained largely by skewness. 相似文献
78.
We offer a partial equilibrium perspective on the behavior of consumption in dynamic stochastic general equilibrium (DSGE) models. We consider a benchmark dynamic general equilibrium model and show that a standard calibration implies that the real interest rate is essentially fixed. One manifestation of this feature is that, with separable preferences, the reaction of consumption to total factor productivity (TFP) shocks is flat: the random‐walk permanent income hypothesis holds almost exactly, pretty much as in a partial equilibrium consumption‐savings problem. These results help explain the prominent role of aggregate demand, and how it is achieved, in modern DSGE analysis. 相似文献
79.
Downward-Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices 总被引:1,自引:0,他引:1
PAUL SCHULTZ 《The Journal of Finance》2008,63(1):351-378
Over March and April 2000, Internet stocks lost 56%, or $700 billion. This sudden collapse has been attributed to an increasing supply of shares from lockup expirations and equity offerings. I show that Internet stocks collapsed in this period regardless of whether their lockups expired. Furthermore, daily Internet stock portfolio returns were almost unaffected by the number or dollar amount of lockup expirations that day, or by the amount of stock offered in IPOs or SEOs. Most of the Internet stock decline is explained by poor marketwide returns, particularly for growth stocks. 相似文献
80.
Correlated Trading and Returns 总被引:1,自引:0,他引:1
A German broker's clients place similar speculative trades and therefore tend to be on the same side of the market in a given stock during a given day, week, month, and quarter. Aggregate liquidity effects, short sale constraints, the systematic execution of limit orders (coordinated through price movements) or the correlated trading of other investors who pick off retail limit orders do not fully explain why retail investors trade similarly. Correlated market orders lead returns, presumably due to persistent speculative price pressure. Correlated limit orders also predict subsequent returns, consistent with executed limit orders being compensated for accommodating liquidity demands. 相似文献