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This paper presents a transaction-level empirical analysis of the trading activities of New York Stock Exchange specialists. The main findings of the analysis are the following. Adjustment lags in inventories vary across stocks, and are in some cases as long as one or two months. Decomposition of specialist trading profits by trading horizon shows that the principal source of these profits is short term. An analysis of the dynamic relations among inventories, signed order flow, and quote changes suggests that trades in which the specialist participates have a higher immediate impact on the quotes than trades with no specialist participation. 相似文献
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In this paper we re-examine the relationship between inflationuncertainty and total output. To properly specify an estimatingequation, we investigate the time series properties of two frequentlyused measures of inflation uncertainty. We fail to reject thehypothysis that each series has a unit root. However, the uncertaintymeasures are not cointegrated with output and relative oil prices.This means that the proper specification is in terms of differences.With this specification we find that an increase in inflationuncertainty growth reduces real GNP growth but, unlike earlierwork, we find that this effect is temporary. It is also unlikelythat an inflation uncertainty shock on its own could producea recession. 相似文献
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The interrelations between individuals' learning styles and their consumer decision-making styles are explored. A Secondary Learning Styles Inventory is developed to measure six characteristics of learning, and a Consumer Styles Inventory is developed to measure eight characteristics of consumer decision making. Significant correlations between 21 of the 48 pairs of learning and consumer decision-making characteristics are found. Implications for the dissemination of consumer education and information are suggested. 相似文献
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GEORGE B. SPROLES LOREN V. GEISTFELD SUZANNE B. BADENHOP 《The Journal of consumer affairs》1980,14(1):37-48
This paper describes a research methodology which assesses the efficiency of consumer decision-making based on the types and amounts of informational cues used. A simple operational method is used to classify consumers into three levels of consumer efficiency based on how well they perform in assessing the optimal choice. The information chosen by perfectly efficient consumers, or those scoring at the maximum level of efficiency, is examined for indicators of optimal information seeking and decision-making techniques. 相似文献
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The paper estimates and examines the empirical plausibility of asset pricing models that attempt to explain features of financial markets such as the size of the equity premium and the volatility of the stock market. In one model, the long-run risks (LRR) model of Bansal and Yaron, low-frequency movements, and time-varying uncertainty in aggregate consumption growth are the key channels for understanding asset prices. In another, as typified by Campbell and Cochrane, habit formation, which generates time-varying risk aversion and consequently time variation in risk premia, is the key channel. These models are fitted to data using simulation estimators. Both models are found to fit the data equally well at conventional significance levels, and they can track quite closely a new measure of realized annual volatility. Further, scrutiny using a rich array of diagnostics suggests that the LRR model is preferred. 相似文献
8.
GEORGE BALABANIS VINCENT WAYNE MITCHELL IAN BRUCE PETRA RIEFLER 《The Journal of consumer affairs》2012,46(3):485-505
Visually impaired consumers often suffer one of the worst marketplace stresses when processing product information. Despite there being around 314 million blind or visually impaired people worldwide, today's marketplace does not yet adequately address these stresses. This study develops and tests a theoretical model of how visually impaired consumers cope in marketplace engagement and discusses how companies and policymakers can help to increase marketplace engagement. 相似文献
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We show that if policymakers compute the optimal unconstrained interest-rate rule within a Taylor-type class, they may be led to rules that generate indeterminacy and/or instability under learning. This problem is compounded by uncertainty about structural parameters since an optimal rule that is determinate and stable under learning for one calibration may be indeterminate or unstable under learning under a different calibration. We advocate a procedure in which policymakers restrict attention to rules constrained to lie in the determinate learnable region for all plausible calibrations, and that minimize the expected loss, computed using structural parameter priors, subject to this constraint. 相似文献