全文获取类型
收费全文 | 251篇 |
免费 | 8篇 |
国内免费 | 1篇 |
专业分类
财政金融 | 104篇 |
工业经济 | 5篇 |
计划管理 | 43篇 |
经济学 | 49篇 |
综合类 | 20篇 |
运输经济 | 1篇 |
旅游经济 | 1篇 |
贸易经济 | 22篇 |
农业经济 | 2篇 |
经济概况 | 13篇 |
出版年
2023年 | 1篇 |
2021年 | 4篇 |
2020年 | 9篇 |
2019年 | 7篇 |
2018年 | 6篇 |
2017年 | 9篇 |
2016年 | 9篇 |
2015年 | 3篇 |
2014年 | 12篇 |
2013年 | 22篇 |
2012年 | 7篇 |
2011年 | 20篇 |
2010年 | 15篇 |
2009年 | 18篇 |
2008年 | 17篇 |
2007年 | 18篇 |
2006年 | 10篇 |
2005年 | 10篇 |
2004年 | 13篇 |
2003年 | 14篇 |
2002年 | 6篇 |
2001年 | 8篇 |
2000年 | 3篇 |
1999年 | 6篇 |
1998年 | 3篇 |
1997年 | 2篇 |
1996年 | 3篇 |
1995年 | 1篇 |
1994年 | 1篇 |
1992年 | 2篇 |
1991年 | 1篇 |
排序方式: 共有260条查询结果,搜索用时 15 毫秒
161.
Stanley Paulo 《Journal of Business Ethics》2003,44(4):327-341
This article questions the continued use and application of EVA® (economic value added) because it is epistemologically a non-sequitur, fails to satisfy the requirements of sound research methodology in terms of being a reliable and valid metric, and is unlikely to satisfy the requirements of Rule 702 of the Federal Rules of Evidence. In the light of these insufficiencies, the continued use of EVA® is ethically questionable, and moreover in time is likely to result in class actions. 相似文献
162.
CAPM(资本资产定价模型)是建立在一定的假设前提基础之上的,实际运用时,应考虑到其特定条件,正确理解贝他系数的含义及其计算方法。 相似文献
163.
Does the equity premium puzzle persist during financial crisis? The case of the French equity market
This paper examines the effects of the financial crisis that began in 2008 on the equity premium of 6 French sector indices. Since the systematic risk coefficient beta remains the most common explanatory element of risk premium in most asset pricing models, we investigate the impact of the crisis on the time-varying beta of the six sector indices cited. We selected daily data from January 2003 to December 2012 and we applied the bivariate MA-GARCH model (BEKK) to estimate time-varying betas for the sector indices. The crisis was marked by increased volatility of the sector indices and the market. This rise in volatility led to an increase in the systematic risk coefficient during the crisis and first post-crisis period for all the major indices. The results are intuitive and corroborate findings in the empirical literature. The increase of the time-varying beta is considered by investors as an additional risk. Therefore, as expected, investors tend to increase their equity premiums to b ear the impact of financial crisis. 相似文献
164.
Jensen’s alpha is well known to be a measure of abnormal performance in the evaluation of securities and portfolios where abnormal performance is defined to be an expected return that exceeds the equilibrium risk adjusted rate. It is also well known that in estimating Jensen’s alpha, a nonzero value can be obtained by using incorrect factors or not employing time varying betas. This paper makes two additional contributions to the performance evaluation literature. First, we show that a stronger statement is true regarding the meaning of a nonzero Jensen’s alpha. In fact, a nonzero Jensen’s alpha represents an arbitrage opportunity. Second, we show that even if the correct factors and time varying betas are used, a nonzero Jensen’s alpha can result if the estimate is conditioned on the wrong information set in the presence of an asset price bubble. We call this illusory arbitrage. Both facts are relevant to interpreting the existing empirical literature evaluating the performance of mutual and hedge funds. 相似文献
165.
Hossein Asgharian 《European Journal of Finance》2013,19(2):119-136
We employ the optimal orthogonal portfolio approach to investigate if the size and book-to-market effects in US data are related to risk factors beside the market risk. This method enables us to estimate the upper limit of the risk premium, due to observed as well as all possible unobserved factors, which can be derived from a linear asset pricing model. As a corollary, it is possible to divide the observed average asset return into three parts: one explained by the market factor, one due to the unobserved factors, and finally the non-risk-based (NRB) component. Our empirical results confirm the existence of latent risk factors, which cannot be captured by the market index. In particular, the size effect is related to some other background risk factors than the market portfolio, but a large part of observed book-to-market effect has a NRB explanation. 相似文献
166.
Haim Shalit 《Quantitative Finance》2013,13(6):757-766
As a two-parameter model that satisfies stochastic dominance, the mean-extended Gini model is used to build efficient portfolios. The model quantifies risk aversion heterogeneity in capital markets. In a simple Edgeworth box framework, we show how capital market equilibrium is achieved for risky assets. This approach provides a richer basis for analysing the pricing of risky assets under heterogeneous preferences. Our main results are: (1) identical investors, who use the same statistic to represent risk, hold identical portfolios of risky assets equal to the market portfolio; and (2) heterogeneous investors as expressed by the variance or the extended Gini hold different risky assets in portfolios, and therefore no one holds the market portfolio. 相似文献
167.
《新兴市场金融与贸易》2013,49(4):28-48
Using a sample of common stocks traded on the Istanbul Stock Exchange from February 1997 to April 2008, we test whether the conditional capital asset pricing model (CAPM) accurately prices assets. In our empirical analysis, we closely follow the methodology introduced in Lewellen and Nagel (2006). Our results show that the conditional CAPM fares no better than the static counterpart in pricing assets. Although market betas do vary significantly over time, the intertemporal variation is not large enough to drive average conditional alphas to zero. 相似文献
168.
We estimate the data generating process of daily excess returns of 20 major German stocks in a CAPM framework with time varying betas. Our sample spans a 23 year period from 1974 to 1996. An asymmetric dependence of volatility on lagged innovations is taken into account. We introduce beta impulse response functions to shed light on the structural implications of systematic risk associated with competing volatility models. The dependence of beta on news is characterized with respect to different sources (asset specific vs. market general news). The empirical results suggest that negative news emerging from the market involve a stronger impact on beta relative to positive news. Concerning firm specific news the opposite relation is found for the majority of the analysed data sets. 相似文献
169.
Nicolaas Groenewald & Patricia Fraser 《Journal of Business Finance & Accounting》2000,27(7&8):953-982
CAPM betas are generally estimated from historical data and applied to a future period. There is widespread evidence that the CAPM betas vary considerably over time and this raises two questions: can this variation be explained and can it be forecast better than the 'five-year rule of thumb' (i.e using the most recently estimated beta)? We estimate time-varying betas and explain the time-variation in the betas using regression models which we subsequently use for forecasting. We find that forecasting equations have good explanatory power but that their forecasts are dominated, on average, by the five-year rule of thumb. 相似文献
170.
Dongwei Su 《The Financial Review》1999,34(2):37-55
In this paper, I test a one-period capital asset pricing model (CAPM) under share ownership restrictions to explain differences in prices and expected excess returns between the classes of shares that can be bought and traded by domestic and foreign investors, respectively, in the Chinese stock markets. I find that cross-sectional variability in the spread between the expected domestic and foreign share excess returns is related to differences in individual shares' market betas. The empirical results are by and large consistent with the CAPM. After the betas are controlled for, idiosyncratic variance and firm size have no effect. 相似文献