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81.
Hae Mi Choi 《The Financial Review》2020,55(4):625-643
Exploiting a regulatory change in short-sale constraints (Regulation SHO) as a natural experiment, this paper examines the effect of short-sale constraints on informational efficiency of stock prices to private information. I find that short-sellers act as informed traders prior to forthcoming analyst news and trade on negative private information. When short-sale constraints are relaxed for pilot stocks (treatment group), both trading volume and stock price sensitivity increase prior to the analyst announcement for bad news but not for good news, relative to that of nonpilot stocks (control group). The findings are consistent with the Diamond and Verrecchia model that predicts that short-selling increases the speed of adjustment of stock prices to private negative information. In the cross-section, the effect of Reg SHO is stronger in stocks of firms with weak and uncertain information environments (i.e., small firms and firms with high analyst forecast dispersion). 相似文献
82.
This paper analyzes an approach to correcting spurious regressions involving unit-root nonstationary variables by generalized least squares (GLS) using asymptotic theory. This analysis leads to a new robust estimator and a new test for dynamic regressions. The robust estimator is consistent for structural parameters not just when the regression error is stationary but also when it is unit-root nonstationary under certain conditions. We also develop a Hausman-type test for the null hypothesis of cointegration for dynamic ordinary least squares (OLS) estimation. We demonstrate our estimation and testing methods in three applications: (i) long-run money demand in the U.S., (ii) output convergence among industrial and developing countries, and (iii) purchasing power parity (PPP) for traded and non-traded goods. 相似文献
83.
In this paper, we propose two estimators, an integral estimator and a discretized estimator, for the wavelet coefficient of regression functions in nonparametric regression models with heteroscedastic variance. These estimators can be used to test the jumps of the regression function. The model allows for lagged-dependent variables and other mixing regressors. The asymptotic distributions of the statistics are established, and the asymptotic critical values are analytically obtained from the asymptotic distribution. We also use the test to determine consistent estimators for the locations of change points. The jump sizes and locations of change points can be consistently estimated using wavelet coefficients, and the convergency rates of these estimators are derived. We perform some Monte Carlo simulations to check the powers and sizes of the test statistics. Finally, we give practical examples in finance and economics to detect changes in stock returns and short-term interest rates using the empirical wavelet method. 相似文献
84.
This paper examines the role of regional versus global savings in financing domestic investment to shed light on the role of financial globalization and regionalism in capital markets. Regression results based on six regions with 141 countries reveal that although the role of foreign (global or regional) saving has increased over time, there are regional differences: domestic saving is the major source of investment financing in North America with an increasing role of regional and global savings over time, while regional saving is the main source in Europe. Global saving has been the main source of investment financing in other regions where domestic and regional financial markets are not well developed. However, the role of regional saving has significantly increased in recent years in the Asia-Pacific and in Latin America. Regionalism such as financial and monetary cooperation is likely to have increased the role of regional saving. 相似文献
85.
This study analyzes the relationship between the proportion of the economically active population aged 15–64 to total population and housing prices. A panel of 31 provinces in China from 2002 to 2014 is used in our analysis. We find empirical evidence that the impact of the population structure on housing-price growth increases as the population growth rates rise. This observation suggests that, to understand provincial housing price movements in China, one should consider the ratio of working-age population to total population in a province. The main policy implication is that Chinese policymakers need to ensure a moderated population growth to effectively promote stability in housing prices and the economy. 相似文献
86.
In the context of convertible bond issuance, we examine the impact of arbitrage activity on underlying equity markets. In particular, we use changes in equity short interest following convertible bond issuance to identify convertible bond arbitrage activity and analyze its impact on stock market liquidity and prices for the period 1993 to 2006. There is considerable evidence of arbitrage-induced short selling resulting from issuance. Moreover, we find strong evidence that this activity is systematically related to liquidity improvements in the stock. These results are robust to controlling for the potential endogeneity of arbitrage activity. 相似文献
87.
We examine whether institutional investors follow each other into and out of the same industries. Our empirical results reveal strong evidence of institutional industry herding. The cross-sectional correlation between the fraction of institutional traders buying an industry this quarter and the fraction buying last quarter, for example, averages 40%. Additional tests suggest that correlated signals primarily drive institutional industry herding. Our results also provide empirical support for “style investing” models. 相似文献
88.
An important issue in global corporate risk management is whether the multinationality of a firm matters in terms of its effect on exchange risk exposure. In this paper, we examine the exchange risk exposure of US firms during 1983–2006, comparing multinational and non-multinational firms and focusing on the role of operational hedging. Since MNCs and non-multinationals differ in size and other characteristics, we construct matched samples of MNCs and non-multinationals based on the propensity score method. We find that the multinationality in fact matters for a firm’s exchange exposure but not in the way usually presumed – the exchange risk exposures are actually smaller and less significant for MNCs than non-multinationals. The results are robust with respect to different samples and model specifications. There is evidence that operational hedging decreases a firm’s exchange risk exposure and increases its stock returns. The effective deployment of operational risk management strategies provides one reason why MNCs may have insignificant exchange risk exposure estimates. 相似文献
89.
In Choi 《Journal of Applied Econometrics》1999,14(3):293-308
This paper tests the random walk hypothesis for the log-differenced monthly US real exchange rates versus some major currencies. The tests we use are variance ratio test, Durlauf's (1991) spectral domain tests and Andrews and Ploberger's ( 1996) optimal tests. The variance ratio test is calculated by using Andrews' (1991) optimal data-dependent methods. Finite sample properties of these tests are also reported. Because the results of applying these tests to the real exchange rates are occasionally inconsistent, tests to synthesize these test results are proposed and applied to the real exchange rates. These tests have often been used in meta-analysis, but have not previously been used to synthesize different test results. Simulation results for these tests are also reported. For the real exchange rate data from the post-Bretton Woods period, these tests reject the null only for the Swiss franc. But when longer-horizon data are used, there is more evidence of serial correlations in the log-differenced real exchange rates. Copyright © 1999 John Wiley & Sons, Ltd. 相似文献
90.
Data envelopment analysis (DEA) measures the efficiency of each decision making unit (DMU) by maximizing the ratio of virtual
output to virtual input with the constraint that the ratio does not exceed one for each DMU. In the case that one output variable
has a linear dependence (conic dependence, to be precise) with the other output variables, it can be hypothesized that the
addition or deletion of such an output variable would not change the efficiency estimates. This is also the case for input
variables. However, in the case that a certain set of input and output variables is linearly dependent, the effect of such
a dependency on DEA is not clear. In this paper, we call such a dependency a cross redundancy and examine the effect of a cross redundancy on DEA. We prove that the addition or deletion of a cross-redundant variable
does not affect the efficiency estimates yielded by the CCR or BCC models. Furthermore, we present a sensitivity analysis
to examine the effect of an imperfect cross redundancy on DEA by using accounting data obtained from United States exchange-listed
companies. 相似文献