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91.
中国股票市场Beta和收益关系的实证分析 总被引:4,自引:0,他引:4
本利用Pettengill(1995)的剩余市场收益模型以及Fama的两阶段回归方法,考察了中国股市1997年1月-2001年5月上海证券交易所的21支股票的周收益率。当市场收益在于无风险收益时,Beta和收益显正相关,当市场收益低于无风险收益时,Beta和收益显相关。可见,Beta在解释股票间的差异方面是一个有用的工具。 相似文献
92.
This paper considers some of the questions raised by the fact that people's behaviour—including their behaviour in experimental
environments—has a stochastic component. The nature of this component may be crucial to the interpretation of the patterns
of data we observe and the choice of statistical criteria for favouring one hypothesis at the expense of others. However,
it is arguable that insufficient consideration has been given to the way(s) in which the stochastic element is modelled. The
paper aims to explore some of the issues involved.
JEL Classification: C12, C73, C91 相似文献
93.
根据资本资产定价模型(CAPM),针对深圳B股市场2002年1月至2004年12月这一段时间的交易数据,利用横截面统计回归的方法对深圳B股的市场β值、流通市值、市盈率、账面/市场价值的比率四个因素与股票收益率之间的关系进行检验,结果是收益率与流通市值的对数、市场β值、市盈率、账面/市场价值比率的对数均呈负相关关系,这表明,深圳B股市场是非有效的.进而分析了深圳B股市场非有效的原因,并对强化深圳B股市场效率提出了一些建议. 相似文献
94.
采用一种利用资产定价模型因子载荷截面离散度指标测度羊群行为的新方法来检验上海股票市场是否存在以市场指数为领头羊的羊群行为。这种方法不仅考虑到了基本面的变化,还自动考虑了时间序列波动的影响,并能直观地显现市场中羊群行为的动态特征。实证结果发现,上海股票市场存在以市场指数为领头羊的羊群行为,且羊群行为的增强和减弱与市场的阶段性涨跌相对应,市场上涨和下跌时羊群行为较严重,在市场相对平静时也存在一定程度的羊群行为,这和以往的实证结果认为羊群行为仅出现在市场剧烈波动时期不同。但是,市场羊群行为周期与大盘运行趋势周期并不完全相一致,即使在股市出现单边上涨或下跌过程中,市场羊群行为也可以完成增强与减弱的完整循环,这说明市场中投资者的风险意识在不断的变化。 相似文献
95.
This paper shows that asset prices are linear polynomials of various underlying explanatory factors and asset returns being ratios of these polynomials, are rational functions that do not add linearly when averaging. Hence, average returns should be modeled based on stock prices. However, continuous returns may be treated as approximately linear across time and modeled directly. Our new Rational Function (RF) models, empirically outperform the traditional asset pricing models like the Capital Asset Pricing Model (CAPM) and the Fama–French three and five-factor models for both average and continuous returns. Moreover, the RF theory also provides a model to estimate the asset volumes. The average change in asset volumes together with average returns provide the estimates for average change in market values of assets. Thus, the RF model approach can be used to select assets that provide either highest returns for profit maximization or highest change in market values for wealth maximization for given levels of risk. 相似文献
96.
行为资产定价模型的适用性研究 总被引:1,自引:0,他引:1
作为行为金融学主干的行为资产定价理论近些年来发展迅速。行为资产定价模型能否指导现实中的投资行为,取决于对行为资产定价模型的实证检验结果。本文利用我国证券市场数据对行为资产定价模型的适用性进行了检验,发现行为资产定价模型适用于股价上涨时期,而非股价下跌时期。 相似文献
97.
在金融研究中,风险和收益、个股与整个股市的波动一直是人们最为关注的问题。特别是在2007年8月美国次贷危机迅速蔓延后,各个公司更加重视股市波动的研究,以求最大限度地规避风险、获得最大收益。在金融研究中,人们通常用期望值表示收益,用方差和标准差来衡量风险。而在两者的关系研究中,资本资产定价模型反映了均衡状态下单个证券的预期回报与其相对市场风险值之间的关系,也描述了证券的风险溢价与市场组合风险溢价之间的关系。选择金融危机迅速传播后的2007年8月到2011年10月21日为研究时间段,选择上海证券交易所A股市场的浦发银行(600000)等14只银行类股票为研究对象,确定它们的值,研究银行类股票与整个股市波动的相关性,说明它们的风险溢价与市场组合风险溢价之间的变动关系。考虑到在所选时间段中,2010年3月开展的融资融券业务可能会对股票值的稳定性有所影响,因此,在求出这些股票的值后,还对这些股票值的稳定性进行了Chow检验。 相似文献
98.
Lazaros Symeonidis George Daskalakis Raphael N. Markellos 《Finance Research Letters》2010,7(4):214-223
This paper investigates the empirical association between stock market volatility and investor mood-proxies related to the weather (cloudiness, temperature and precipitation) and the environment (nighttime length). Overall, our results suggest that cloudiness and length of nighttime are inversely related to historical, implied and realized measures of volatility. The strength of association seems to vary with the location of an exchange on Earth with respect to the equator. Weather deviations from seasonal norms and dummies representing extreme weather conditions do not offer additional explanatory power in our datasets. 相似文献
99.
100.
In this paper we analyze the price dynamics of international property shares for the ten most prominent markets from around
the world plus South-Africa. We focus on the presence of calendar effects in daily and monthly price returns and examine these
effects both over time and across countries. For the daily returns we find price anomalies for Fridays and Mondays in all
markets. Friday returns tend to be the highest of the week, while Mondays are weakest. We find that these patterns were most
prominent during the 1980s and early 1990s and in the smaller markets in our sample. For the monthly returns we found little
evidence for price irregularities. In most cases January was superior to most other months, but these differences lacked statistical
significance. More interesting was the sell in May effect that seemed to be present in ten out of 11 markets. Price returns
during the winter season outperformed the summer months and in five countries these difference were both economically and
statistically significant. Finally, we looked at firm level returns to isolate the drivers of these infamous calendar effects.
The day-of-the-week effect appears to be most pronounced among small and young firms that have little or no institutional
investors. Large and long-established listed real estate firms with a large portion of loyal block-holders experience no significant
price patterns during the trading week.
相似文献
Dirk BrounenEmail: |