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21.
This paper examines seasonality and momentum jointly across national equity markets at the index level. We find that seasonality and momentum are almost uncorrelated and appear to arise from different global or local risk factors, rather than from different loadings on the same risk factors. Employing a trading strategy that integrates seasonality and momentum parametrically, we confirm our conclusion about the relationship between seasonality and momentum: while the pure seasonality and momentum strategies individually generate sizable and significant returns, the combination strategy significantly outperforms the pure strategies in a way that is quantitatively consistent with their lack of correlation. 相似文献
22.
Xu Ren Ziheng Huang 《中国经济评论(英文版)》2005,4(1):59-63
Based on the principal-agent theory, this paper analyzes the current situation and the developing trends of Chinese private enterprises. It points out the obstacles confronted by Chinese private enterprise in setting up the principal-agent mechanism and proposes the corresponding solutions to these problems. 相似文献
23.
随着我国扶贫的伟大胜利,返贫问题成为新的关注点。针对返贫现象形成的原因、阻断机制和对应建议,论文采用观察和深度访谈的方法对湖南一些扶贫地区展开了调查研究。研究发现,造成返贫的原因主要有四个方面:自然环境、重大疾病、文化程度和思想桎梏。论文提出其阻断机制为:建立灾害预警和应急系统、建立针对性的健康库、组织乡村培训和展开科普教育。论文对国家、地方政府和农村脱贫后的发展提出了一些建议。 相似文献
24.
John?K.?StranlundEmail author Christopher?Costello Carlos?A.?Chávez 《Journal of Regulatory Economics》2005,28(2):181-204
We propose enforcement strategies for emissions trading programs with bankable emissions permits that guarantee complete compliance with minimal enforcement costs. Our strategies emphasize imperfect monitoring supported by a high unit penalty for reporting violations, and tying this penalty directly to equilibrium permit prices. This approach is quite different from several existing enforcement strategies that emphasize high unit penalties for emissions in excess of permit holdings. Our analysis suggests that a high penalty for excess emissions cannot be used to conserve monitoring effort, and that it may actually increase the amount of monitoring necessary to maintain compliance.The authors are grateful to Anthony Heyes and three anonymous referees for their valuable comments. Partial support for this research was provided by the Cooperative State Research Extension, Education Service, U. S. Department of Agriculture, Massachusetts Agricultural Experiment Station under Project No. MAS00871. 相似文献
25.
Anna Pauliina Sandqvist 《Applied economics》2017,49(47):4742-4759
Sectoral comovement accounts for a considerable share of the variance of aggregate variables. However, little is known about its time-varying aspects by now. In this article, a multivariate DCC- GARCH framework is employed to study dynamics of sectoral comovement across manufacturing sectors both in the United States and in Germany. To account for possible nonlinearities, asymmetric effects in conditional volatilities as well as in conditional correlations are being assessed. We find that comovement across sectors is not stable but shows irregular movements. Particularly, contractions tend to be more synchronized than expansions in manufacturing sector. Moreover, we examine the role of various aggregate factors for the fluctuations in conditional correlations. Our findings reveal that both the non-constant variability of common factors and the changes in the effects of these factors play role for the fluctuations in sectoral comovement. 相似文献
26.
伴随旅游的大众化和日常化发展,不少旅游产品越来越难以满足旅游者不断升级的审美需求,旅游审美疲劳现象日益显露。旅游审美疲劳主要表现为旅游者对旅游活动兴趣减弱以及出现心理排斥等负向情感表达,对游客体验与旅游业的可持续发展造成消极影响。文章首先对国内外相关文献进行梳理,明晰国内外研究现状,并以此为基础解析旅游审美疲劳的概念内涵。其次,概括出旅游审美疲劳具有情绪主导性、群体差异性、身心综合性、动态变化性、情境感染性、条件累积性等6大表现特征,结合旅游审美疲劳的形成机理提出了旅游审美疲劳的缓解对策。最后,明确未来旅游审美疲劳的研究方向,并提出从生活视角转向生命视角构建旅游审美体验的新思路。 相似文献
27.
本文运用博弈论原理构建信誉的重复博弈模型,结合明清晋商的商业实践,指出我国现代信用制度体系的建立与完善不仅要充分发挥政府作为第三方实施仲裁、监督、管理以及对商业纠纷的判决等职能,还要重视中介组织以及良好的商业习惯对于维护社会信用秩序的重要性。 相似文献
28.
王春秀 《技术经济与管理研究》2011,(11):50-53
员工忠诚是反映员工与组织之间关系的一个重要指标,是预测员工工作参与、工作投入、工作绩效、缺勤与离职倾向的一个重要变量。本文首先对企业员工忠诚在新时代背景下的内涵进行了界定,采用文献法全面分析了影响员工忠诚这一因变量的各种因素,并应用心理学、管理学的有关理论和方法深入挖掘员工忠诚形成发展的内在机理。影响员工忠诚的因素有企业外部社会、经济环境因素、员工自身主客观因素、企业软硬件因素,前两大类因素对员工忠诚的影响是比较直接的,而企业组织对员工忠诚的影响往往通过员工的工作满意感以及组织公平感等心理感受类中介变量产生作用。因此,以信任为基石,以人为中心的网络忠诚管理机制在培育、发展员工忠诚的过程中将发挥着有效的积极作用。 相似文献
29.
《Review of Economic Dynamics》2014,17(2):224-242
Despite the widespread belief that technology shocks are the main source of business fluctuations, recent empirical studies indicate that in the absence of financial frictions, a shock to the marginal efficiency of investment is the main source and is closely related to financial conditions for investment. We incorporate a financial accelerator mechanism and two types of financial shocks to the external finance premium and net worth in a dynamic stochastic general equilibrium model with shocks to the marginal efficiency of investment, the investment-good price markup, and the rates of neutral and investment-specific technological changes. This model is estimated using eleven US time series that include data on loan, net worth, the loan rate, and the relative price of investment. Our estimation results show that the (non-stationary) neutral and investment-specific technology shocks primarily drive output and investment fluctuations, while the external finance premium shock plays an important role for investment fluctuations. This financial shock induced substantial falls and subsequent sharp hikes in the external finance premium and caused boom–bust cycles over the past two decades. 相似文献
30.
笔者依据1978年~2008年时间序列数据,实证分析了我国城市化与能源消费之间的动态相关性,并对城市化与能源消费之间的关联效应及其传导机制进行了考察。结果表明,我国城市化与能源消费存在协整关系,短期内存在误差修正机制;城市化对能源消费的影响主要是通过其规模效应和技术效应表现出来,而第三产业的节能效应尚不明显。 相似文献