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981.
本文构建了以知识溢出为中介变量、以行政性退出壁垒为调节变量的产业集聚度与集聚效应关系模型,运用EVIEWS60拟合回归方程实现对模型中各参数的估计。得出的主要结论是:产业集聚度正向影响集聚效应;集聚度对知识溢出的影响不显著;行政性退出壁垒调节集聚度与集聚效应的关系,即行政性退出壁垒越强,集聚度与集聚效应的正向关系越弱。为此,提出了适当控制集聚度、制定相关政策进一步促进和扩大集聚企业的知识溢出、降低或消除行政性退出壁垒、探索推进竞争类国企混合所有制改革等政策建议。  相似文献   
982.
The investor overconfidence theory predicts a direct relationship between market‐wide turnover and lagged market return. However, previous research has examined this prediction in the equity market, we focus on trading in the options market. Controlling for stock market cross‐sectional volatility, stock idiosyncratic risk, and option market volatility, we find that option trading turnover is positively related to past stock market return. In addition, call option turnover and call to put ratio are also positively associated with the past stock market return. These findings are consistent with the overconfidence theory. We also find that overconfident investors trade more in the options market than in the equity market. We rule out explanations other than investor overconfidence, such as momentum trading and varying risk preferences, for our findings.  相似文献   
983.
Securities Laws in China are administered by the China Securities Regulatory Commission (CSRC). The CSRC has great flexibility in administering securities laws since the committee represents the will of the state. Under the state‐controlled financial system, the CSRC works closely with state‐controlled financial firms and suggests, but does not mandate, actions to be taken in the equity market, especially during periods of extreme market stress. These suggestions, or soft interventions, have been used to block trades associated with short sales, significantly reducing short‐sales volume. With daily and intraday data, we investigate the impact of these interventions on put‐call parity and implied volatilities. There is overwhelming evidence of increased deviations from put‐call parity and changes in implied volatility after soft interventions. Our results are robust after allowing for bid‐ask spreads, taxes, transaction costs, and difference‐in‐differences comparisons with control securities in the Hong Kong market.  相似文献   
984.
This paper investigates the interactions between preemptive competition and leverage in a duopoly market. We investigate both a case in which the firms have optimal financial structures, and a case in which financing constraints require firms to finance their investments by debt. Our findings are that the second mover always leaves the duopoly market before the leader, although the leader may exit before the follower's entry. The leverage effects of debt financing can increase the value of a firm and accelerate investment, even in the presence of preemptive competition. Notably, financing constraints can delay preemptive investment and improve firm values in preemptive equilibrium. Indeed, the leader's high leverage due to financing constraints can lower the first-mover advantage and weaken preemptive competition. Especially with strong first-mover advantage, the financing constraint effects can dominate the leverage effects. These findings are almost consistent with the empirical evidence, which shows that high leverage leads to competitive disadvantage and mitigates product market competition.  相似文献   
985.
This paper presents a valuation of VIX options employing a Hawkes jump-diffusion model that captures the clustering pattern of jumps observed extensively in the financial markets. In the consistent framework, the valuation problem of VIX options is solved efficiently via the Fourier cosine expansion (COS) method. The Monte Carlo (MC) simulations are carried out to demonstrate the reliability and efficiency of the COS method. Furthermore, a sensitivity analysis is performed to show how option prices response to different parameters associated with jump clustering. Finally, empirical studies are conducted to provide evidence to support our jump specification in matching the VIX option surface.  相似文献   
986.
This study suggests a novel approach for decomposing net options demands into the options order imbalances with and without volatility risk. By analyzing a high-frequency index futures and options dataset, we examine the information content of (i) the direction-motivated order imbalance induced by a single option type, which is exposed to volatility risk, and (ii) that constructed by both calls and puts, which is vega-neutral. The aggregate options order imbalance does not convey information after controlling for futures market trading. However, the intraday options order imbalance by trading without volatility risk significantly predicts spot index returns, though its longer-horizon forecasting ability is relatively weak because of a possible cross-market hedging effect. The predictive abilities of informed foreigners’ trades and out-of-the-money options trading are prominent. Our empirical results suggest that the vega-neutral options trading conveys additional information distinct from the futures order imbalance.  相似文献   
987.
Private enterprises may encounter high industrial barriers in China because of government administrative restrictions. We analyse the effect of partial state ownership on a privately controlled company’s participation in industries with state-imposed barriers. The results indicate that state ownership in privately controlled enterprises has a significantly positive effect on participation in high barrier industries. After controlling for partial state ownership, we find that personal political identity of entrepreneurs, a previously investigated dimension of political connections, becomes less important in explaining private enterprises’ participation in barrier industries. We also find the effect of state ownership on access to barrier industries will become weaker when local economy is more developed.  相似文献   
988.
We provide a comprehensive and more consistent approach to analyse and compare the risk-return relationships of Australian superannuation investment options for the period January 1990 to December 2016. In estimating the risk profiles of the investment options, we allow for the movement of the asset classes over time by employing a varying coefficient panel estimation technique. We find that while risk increases across different investment options from moderate to aggressive options, using different percentages of identifying a balanced fund does not impact the long-term risk measurement. We equally find that the risk-return relationships of investment options are not sensitive to the modelling framework, except for the crisis analysis, in which the Fama-French five-factor model provides greater sensitivity.  相似文献   
989.
990.
Pricing financial or real options with arbitrary payoffs in regime‐switching models is an important problem in finance. Mathematically, it is to solve, under certain standard assumptions, a general form of optimal stopping problems in regime‐switching models. In this article, we reduce an optimal stopping problem with an arbitrary value function in a two‐regime environment to a pair of optimal stopping problems without regime switching. We then propose a method for finding optimal stopping rules using the techniques available for nonswitching problems. In contrast to other methods, our systematic solution procedure is more direct as we first obtain the explicit form of the value functions. In the end, we discuss an option pricing problem, which may not be dealt with by the conventional methods, demonstrating the simplicity of our approach.  相似文献   
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