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21.
Effect of Analysts' Optimism on Estimates of the Expected Rate of Return Implied by Earnings Forecasts 总被引:1,自引:0,他引:1
Recent literature has used analysts' earnings forecasts, which are known to be optimistic, to estimate implied expected rates of return, yielding upwardly biased estimates. We estimate that the bias, computed as the difference between the estimates of the implied expected rate of return based on analysts' earnings forecasts and estimates based on current earnings realizations, is 2.84%. The importance of this bias is illustrated by the fact that several extant studies estimate an equity premium in the vicinity of 3%, which would be eliminated by the removal of the bias. We illustrate the point that cross‐sample differences in the bias may lead to the erroneous conclusion that cost of capital differs across these samples by showing that analysts' optimism, and hence, bias in the implied estimates of the expected rate of return, differs with firm size and with analysts' recommendation. As an important aside, we show that the bias in a value‐weighted estimate of the implied equity premium is 1.60% and that the unbiased value‐weighted estimate of this premium is 4.43%. 相似文献
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Many models use noise trader risk and corresponding violations of the Law of One Price to explain pricing anomalies, but include a storage technology in perfectly elastic supply or unlimited asset liability. Storage allows aggregate consumption risk to differ from exogenous fundamental risk, but using aggregate consumption as a factor for asset returns can make noise trader risk superfluous. Using (i) limited asset liability and limited storage withdrawals, or (ii) an endogenous locally riskless interest rate eliminates violations of the Law of One Price. Our main results use only budget equations and market clearing, and require virtually no assumptions about behavior. 相似文献
24.
Recent changes in technology and the media are causing significant changes in how capital markets assimilate and respond to information. We identify important themes in the disclosure literature and use this as a framework to discuss the conference papers that appear in this volume. These papers examine how managers’ disclosure practices are being affected by changes in technology, the media, and capital markets. While this work makes important progress, we discuss how continuing technological change and the emergence of new forms of media offer further opportunities for research on the role of disclosure in capital markets. 相似文献
25.
We develop a model to explore the inter-relationships between conflict and economic activity. We construct a simple two-period model where consumption and investment decisions are made in the presence of governments who consider initiating diversionary conflict to raise their chances of remaining in power. Economies with selfish leaders and lower gains from capital formation may fall prey to engaging in avoidable conflicts thereby lowering investment and hence future growth. Using panel data for over 152 countries from 1950 to 2000, we find evidence for conflict lowering economic growth and, after conditioning on the initial conditions of geography, private, public, and human capital investment, lower growth raising the likelihood of conflict. These results are broadly consistent with our model. 相似文献
26.
Abstract. This paper examines the properties of corporate disclosure and price discovery associated with NYSE temporary trading halts. We address the hypothesis that managers release highly informative disclosures outside of trading hours or seek a trading halt to allow investors greater opportunity to assess the implications of new information. We investigate whether: (a) disclosures associated with trading halts are highly price informative, and (b) the process of price discovery as reflected in specialist indications is more protracted and difficult for extreme and bad news halts. We find that halts arise from non-routine highly informative disclosures for which price discovery is more uncertain and protracted. First, most disclosures associated with our sample of trading halts are ones whose arrival investors cannot predict but which have large valuation effects (e.g., corporate takeovers and leveraged buyouts). Second, halts associated with large price changes exhibit more uncertain and protracted price discovery during the halt. Specialist indications for extreme news halts have (1) bigger differences between high and low prices, (2) poorer predictive accuracy with respect to opening price, and (3) greater frequency. Finally, similar comparisons for bad and good news only weakly support the conjecture that bad news is associated with more certain and protracted price discovery. Résumé. Les auteurs examinent les propriétés des renseignements fournis par les sociétés et de la supputation des cours en période d'arrêt temporaire des opérations de la Bourse de New York. Ils se penchent sur l'hypothèse selon laquelle les gestionnaires publient des renseignements très informatifs en dehors des heures d'activite ou en période d'arrêt des opérations, de façon à donner aux investisseurs tout le loisir d'évaluer les conséquences de ces renseignements. Les auteurs se demandent 1) si l'information publiée en période d'arrêt des opérations est très éclairante sur les cours et b) si le processus de supputation du cours tel que l'illustrent les indications des spécialistes est plus long et plus difficile lorsque les arrêts sont associés à des renseignements qui entraînent des variations du cours d'une grande amplitude ou des variations du cours négatives. Selon les auteurs, il y a arrêt des opérations lorsque les renseignements publiés sortent de l'ordinaire et que leur contenu en information est élevé, si bien que le processus de supputation du cours est plus incertain et plus long. Premièrement, la plupart des déclarations associées à notre échantillon d'arrêts des opérations sont de nature telle qu'il était impossible pour les investisseurs d'en prédire l'occurrence, mais ont des conséquences majeures sur l'évaluation de l'entreprise (par exemple, les prises de contrôle et les prises de contrôle adossées). Deuxièmement, les arrêts des opérations correspondant à d'importantes variations du cours sont caractérisés par un processus de supputation du prix plus incertain et plus long. Les indications des spécialistes en ce qui a trait aux arrêts des opérations associés à des renseignements qui entraînent des variations du cours d'une grande amplitude présentent 1) un écart plus grand entre cours élevé et cours faible, 2) moins de précision dans les prédictions relatives au cours d'ouverture et 3) une fréquence supérieure. Enfin, des comparaisons analogues en ce qui a trait aux renseignements positifs et aux renseignements négatifs corroborent seulement faiblement l'hypothèse selon laquelle les renseignements négatifs rendent la processus de supputation du cours plus certain et plus long. 相似文献
27.
This study investigates the values consumers place on restrictions of creditor remedies. The unique data employed were derived from a 1979 consumer survey taken across four local credit markets that differed significantly in their legal environments. The results of binomial logit analysis identified the characteristics of consumers who were willing to pay for contractual protection from several creditor remedies. A study of the dollar amounts that consumers were inclined to pay provided few significant results. 相似文献
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29.
Inefficient Local Regulation of Local Externalities 总被引:1,自引:0,他引:1
The consequences of commitment failure have been missing from debates about the decentralized regulation of automobile emissions and other sources of local consumption externalities. Even when the direct external effects of such products are limited to a single jurisdiction, the presence of increasing returns‐to‐scale production causes one jurisdiction's choice of regulatory standard to affect the prices and availability of goods elsewhere. Decentralized regulatory equilibria may be inefficient as a result. Because of a commitment failure, production may be split between standards—and consumers denied the full range of products—when it is efficient to have standards that allow products to be consumed everywhere. Coordination failures may cause similar inefficiencies. The results question the usefulness of the principle of subsidiarity as commonly employed. 相似文献
30.
Recent work demonstrates serious statistical problems with standard volatility tests. This paper proposes new tests that are unbiased in small samples and that do not require assumptions of stationarity. The new tests continue to find evidence against the model positing rational expectations and a constant required rate of return on equity. 相似文献