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991.
992.
Hermann F. W. Bährle 《保险科学杂志》2012,101(2):255-265
Reinsurers and reinsurance brokers are often of the opinion that the introduction of Solvency II will lead to changes in how re-insurance is purchased. Our analysis of these assumptions for the German property and casualty insurance market lead to a market survey. This survey revealed that overall the participating insurance companies expect no significant changes for their companies, although they do anticipate changes in buying patterns of the rest of the market and in the overall market environment. This paper examines the reasons for this difference in expectations between those of individual companies and those of the overall market. 相似文献
993.
994.
Jonathan A. Wiley Brandon N. Cline Xudong Fu Tian Tang 《Journal of Financial Services Research》2012,41(3):103-120
This study provides evidence that the outcome for shareholders resulting from asset sales is determined at the time of transaction by the value for the asset sold. Assets sold above market value are followed by positive and significant abnormal returns over the following three months; these returns are magnified in firms where the balance of power in corporate governance favors shareholders. Abnormal returns following undervalued asset sales are insignificant from zero, indicating value-preservation. Value-preservation when the assets are sold below market value becomes less likely as firms approach financial constraints. The reverse is true when assets are sold above market value. This evidence is documented for apartment REITs, which have a large number of comparable transactions available for estimating expected market values. 相似文献
995.
Among the current literatures that discuss the influence exerted on residents’ consumption behavior by capital liquidity,
some often independently decide the demarcation point of the liquidity restriction that affects residents’ consumption behavior,
without taking into account when the economy is flourishing whether residents will be influenced by the restriction of the
liquidity that their consumption behaviors can not be fully carried out. We introduce a threshold model which varies according
to the actual GDP and other financial indicators (money supply, average stock index and balance of bank loans) to discuss
residents’ consumption behavior in China under different economic states. The empirical results show that when the economy
flourishes or resuscitates, residents’ income of the same period have not notable influence on their consumption, which suggests
that residents’ consumption behavior does not considerably change according to the fluctuation of the current income, but
conforms with the constant income-life cycle hypothesis. Moreover, two estimated values 0.7504 and 0.8597, as economic boom
measures, all fall in the boom stable stage—basically consists with the early-warning index of the macro-economy boom issued
by National Bureau of Statistics of China. It shows that the macro-economic boom is not notablely influenced by capital liquidity,
so is residents’ consumption behavior. 相似文献
996.
Gabrielle Demange 《Economic Theory》2002,20(1):1-27
Summary. This paper defines and studies optimality in a dynamic stochastic economy with finitely lived agents, and investigates the
optimality properties of an equilibrium with or without sequentially complete markets. Various Pareto optimality concepts
are considered, including interim and ex ante optimality. We show that, at an equilibrium with a productive asset (land) and sequentially complete markets, the intervention
of a government may be justified, but only to improve risk sharing between generations. If markets are incomplete, constrained
interim optimality is investigated in two-period lived OLG economies. We extend the optimality properties of an equilibrium with
land and give conditions under which introducing a pay-as-you-go system at an equilibrium would not lead to any Pareto improvement.
Received: October 5, 1998; revised version: April 3, 2001 相似文献
997.
998.
Trading costs and price discovery 总被引:1,自引:1,他引:1
The price discovery roles of a set of related markets or securities have been investigated in many different settings where
trading costs effect is often commingled with other trading arrangement factors. In Hong Kong, regular futures and mini futures
contracts as well as their underlying spot asset are all traded on a same electronic trading platform. The trading arrangements
thus provide us with a unique setting where we can isolate the impacts of transaction costs on price discovery. Using Hasbrouck’s (J Finance 50:1175–1199, 1995) information share approach, it is found that in Hong Kong, the regular futures contracts market plays a dominant role in
price discovery while the mini futures and cash index markets play minor roles. The results in this paper provide an unequivocal
support to the trading costs hypothesis. 相似文献
999.
Alex Frino Elvis Jarnecic Hui Zheng 《Review of Quantitative Finance and Accounting》2010,34(3):313-325
This study investigates the determinants of trading volume in the futures markets and focuses on underlying market characteristics
as an explanation for futures trading volume. Four major futures contracts traded on the Sydney Futures Exchange are investigated:
the stock price index (SPI); the 90-day bank accepted bill (BAB); the 3-year bond; and the 10-year bond. An important outcome
of this study is an identification of the fundamental drivers of trading volume in the futures markets, which have largely
gone undocumented in prior research. We find evidence that futures trading volume is related to underlying market characteristics:
the size of the Australian superannuation fund investments in equities (for the SPI), short term treasury notes (for the BAB),
non-government bonds on issue (for the 3-year contract) and government bonds on issue (for the 10-year contract). 相似文献
1000.
Analyst forecast characteristics and the cost of debt 总被引:1,自引:0,他引:1
Sattar A. Mansi William F. Maxwell Darius P. Miller 《Review of Accounting Studies》2011,16(1):116-142
We examine the relation between analyst forecast characteristics and the cost of debt financing. Consistent with the view
that the information contained in analysts’ forecasts is economically significant across asset classes, we find that analyst
activity reduces bond yield spreads. We also find that the economic impact of analysts is most pronounced when uncertainty
about firm value is highest (that is, when firms have high idiosyncratic risk). Our findings are robust to controls for private
information in equity prices and level of corporate disclosures. Overall, the results indicate that the information contained
in analyst forecasts is valued outside the equity market and provide an additional channel in which better information is
associated with a lower cost of capital. 相似文献