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271.
Golden parachutes may increase shareholder value by aligning the incentives of the managers with those of the shareholders.
In particular, when a hostile takeover bid is made directly to shareholders via a tender offer, the shareholders will rely
on information they receive from incumbent management only if the shareholders believe that the incumbent management has no
incentive to mislead them. Otherwise, the shareholders base their actions only on observable information. The golden parachute
brings about truthful revelation of information from the management to the shareholders. At the same time, however, golden
parachute clauses make takeovers more expensive and possibly prohibit value-enhancing takeovers from occurring. This paper
shows that the value-enhancing effect can dominate if the value of the golden parachute falls within certain limits. Empirical
applicability is suggested by the comparative static manipulation of the key equation that constrains the amount of the golden
parachute. 相似文献
272.
273.
Devaluation, Fiscal Deficits, and the Real Exchange Rate 总被引:1,自引:0,他引:1
This article examines the use of fiscal policies to sustainthe effects of a nominal devaluation on the real exchange rate.It is shown that the magnitude of the change in the real exchangerate depends not only on the size of the devaluation and thedegree of fiscal adjustment but also on the means by which thefiscal deficit is reduced. The change in the nominal exchangerate necessary to maintain the depreciation of the real exchangerate will depend on whether the fiscal deficit is eliminatedby increasing taxes or by reducing government expenditures ontraded and nontraded goods. The required depreciation of thedomestic currency will be larger if the fiscal deficit is reducedby increasing taxes than it will be if the deficit is cut bylowering government expenditures. Further, the depreciationwould be smaller if the cuts in expenditure fell on traded ratherthan nontraded goods. This result implies that the authoritiesmust ensure consistency between exchange rate action and policiesto reduce fiscal imbalances in order to achieve a desired levelof the real exchange rate necessary to attain balance of paymentsequilibrium. 相似文献
274.
Arshad M. Khan 《Atlantic Economic Journal》1986,14(3):51-55
Conclusions The results prove fairly conclusively that the market is efficient in the semi-strong form, and use of the kind of publicly
available information that has been considered does not generate abnormal returns. Houthakker [1957] and Rockwell [1967],
in the separate studies mentioned previously, have both reported substantial returns to large speculators. Thus, it appears
that the time lag of 11 days is sufficient to remove any benefits that might otherwise accrue to the positions taken. 相似文献
275.
Summary. We provide a detailed portfolio analysis for a financial market with an atomless continuum of assets. In the context of an
exact arbitrage pricing theory (EAPT), we go beyond the characterization of the existence of important portfolios (normalized
riskless, mean, cost, factor and mean-variance efficient portfolios) to furnish exact portfolio compositions in terms of explicit
portfolio weights. Such an analysis has not been furnished before in the context of the asymptotic arbitrage pricing theory
(APT). We also characterize conditions under which a mean-variance efficient portfolio is a benchmark portfolio used in the
EAPT to proxy essential risk. We illustrate our results with several examples of specific financial markets.
Received: May 30, 2002; revised version: August 15, 2002
RID="*"
ID="*"Some of the results reported here constituted part of Cowles Foundation Discussion Paper– No. 1139 circulated under the title “Hyperfinite Asset Pricing Theory”; additional results were obtained when Sun visited
the Department of Economics at Johns Hopkins University during March 2002. This paper was presented at the Conference on Economic Design held at NYU on July 6–9, 2002
Correspondence to: M. A. Khan 相似文献
276.
This paper presents results on the existence of approximate equilibria in large but finite exchange economies in which all the traders have non-convex consumption sets. As such, the paper gives a natural extension, to the finite economy, of Mas-Colell's results on existence with indivisible commodities and a continuum of agents. It also presents an approximate equilibrium theorem without any assumption of compactness or bounded non-convexity of preferences. 相似文献
277.
In this paper we propose estimators for the regression coefficients in censored duration models which are distribution free, impose no parametric specification on the baseline hazard function, and can accommodate general forms of censoring. The estimators are shown to have desirable asymptotic properties and Monte Carlo simulations demonstrate good finite sample performance. Among the data features the new estimators can accommodate are covariate-dependent censoring, double censoring, and fixed (individual or group specific) effects. We also examine the behavior of the estimator in an empirical illustration. 相似文献
278.
Financial statement preparers claim that the ‘excess’ volatility of comprehensive income (CI) confuses financial statement users. We examine the volatility and risk relevance of CI, relative to net income, for a sample of 92 New Zealand nonfinancial firms for the period 2003–2010. The results show that CI is more volatile than net income. However, the volatility of CI incremental to net income is not related to market risk. Furthermore, the incremental volatility of CI does not modify the pricing of net income. These results hold when asset revaluations are excluded from other CI. 相似文献
279.
280.
We investigate the effects of US stock market uncertainty (VIX) on the stock returns in Latin America and aggregate emerging markets before, during, and after the financial crisis. We find that increases in VIX lead to significant immediate and delayed declines in emerging market returns in all periods. However, changes in VIX explained a greater percentage of changes in emerging market returns during the financial crisis than in other periods. The higher US stock market uncertainty exerts a much stronger depressing effect on emerging market returns than their own-lagged and regional returns. Our risk transmission model suggests that a heightened US stock market uncertainty lowers emerging market returns by both reducing the mean returns and raising the variance of returns. The VIX fears raise the volatility of emerging market returns through generalized autoregressive conditional heteroskedasticity (GARCH)-type volatility transmission processes. 相似文献