Journal of Economics and Business

1982 - 2025

Current editor(s): Emanuele Bajo and Moritz Ritter

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1993, volume 45, articles 5

Letter to the readership pp. 357-357

Kenneth J. Kopecky

A taxonomy of disclosure policies pp. 361-374

Varda Yaari

Effects of differential information on the after-market valuation of initial public offerings pp. 375-392

Frederick H. Dark and Richard B. Carter

Monetary asset quality and substitutability pp. 393-408

Ruby P. Kishan and Timothy Opiela

Transmission and production of information in imperfectly competitive financial markets pp. 409-419

Jordi Caballe

Econometric estimation of proportional hazard models pp. 421-430

Gary Koop and Christopher Ruhm

1993, volume 45, articles 3-4

In memoriam pp. 189-189

Kenneth J. Kopecky

Editor's introduction special issue in honor of David Meinster pp. 191-192

Paul A. Spindt

The measurement and analysis of monetary transactions pp. 193-211

Carol Corrado and Paul A. Spindt

Did monetarism die in the 1980s? pp. 213-229

J. Ernest Tanner

Can forecast-based monetary policy be more successful than a rule? pp. 231-245

Saranna R. Thornton

Comparing interest-rate spreads and money growth as predictors of output growth: Granger causality in the sense Granger intended pp. 247-268

Gregory Hess and Richard D. Porter

Policy and volatility of asset returns pp. 269-283

Vefa Tarhan

A case study of the impact of monetary policy on exchange rates pp. 285-296

Carmelo Giaccotto, R. Stafford Johnson and Richard Zuber

Interest rate smoothness and the nonsettling-day behavior of banks pp. 297-314

Kenneth J. Kopecky and Alan L. Tucker

Forecasting required loan loss reserves pp. 315-329

Daesik Kim and Anthony M. Santomero

The effect of foreign debt on currency values pp. 331-340

Richard A. Ajayi and Jongmoo Jay Choi

Nominal sovereign debt, risk shifting, and reputation pp. 341-352

Herschel Grossman and John van Huyck

1993, volume 45, articles 2

Bank portfolio composition and macroeconomic activity pp. 111-127

W. McMillin

The term structure of interest rates and the asset and liability decisions of a financial intermediary pp. 129-142

William L. Sartoris

Expanded securities underwriting: Implications for bank risk and return pp. 143-158

Vincent P. Apilado, John G. Gallo and Larry J. Lockwood

An investigation of the empirical distribution of bond returns pp. 159-167

Kam C. Chan, Ming-Shiun Pan and H. K. Wu

Computationally convenient optimal intertemporal portfolios under linear constraints pp. 169-178

Douglas W. Mitchell

An analysis of the Standard and Poor's stock appreciation ranking system pp. 179-182

H. Thomas O'Hara and John Vetere

The geometry of risk aversion: A further comment pp. 183-188

Ardeshir J. Dalal

1993, volume 45, articles 1

A rationale for trade-ins pp. 1-16

Ann van Ackere and Diane J. Reyniers

An examination of the power of Univariate tests of the CAPM: A simulation approach pp. 17-33

J. F. Affleck-Graves and D. J. Bradfield

Excess returns determination: Empirical evidence from Canada pp. 35-48

Benoit Carmichael and Lucie Samson

Is the Canadian stock market efficient with respect to fiscal policy? Some vector autoregression results pp. 49-59

Syed M. Ali and M. Aynul Hasan

A twist on the Monday effect in stock returns: A note pp. 61-67

Kartono Liano, Gow-Cheng Huang and Benton E. Gup

Infrastructure taxes, investment policy, and intermodal competition for the transportation industries pp. 69-89

Charles R. Enis and Edward A. Morash

Optimal portfolio selection without short sales under the full-information covariance structure: A pedagogic consideration pp. 91-98

Clarence C. Y. Kwan and Yufei Yuan

Market power, wage rate, and systematic risk: A homogeneous production function approach pp. 99-108

Liming Sun

1992, volume 44, articles 2

The stock market's valuation of R&D spending and market concentration pp. 95-114

John Doukas and Lorne Switzer

Interest rate effects on intertemporal consumption: Do financial regulation and deregulation matter? pp. 115-125

Edward J. Sullivan and Raymond Lombra

Dividend policy and regulatory risk: A test of the Smith hypothesis pp. 127-134

R. Charles Moyer, Ramesh Rao and Niranjan Tripathy

Industry concentration and the transmission of cost-push inflation: Evidence from the 1974 OPEC oil crisis pp. 135-141

Peter A. Zaleski

An econometric forecasting model of revenues from urban parking facilities pp. 143-150

Malcolm R. Burns and David J. Faurot

Reliability and electricity pricing pp. 151-159

S. Abraham Ravid

The corporate-treasury yield spread and state taxes pp. 161-166

Alan K. Severn and William J. Stewart

1992, volume 44, articles 1

Bond portfolio immunization: Canadian tests pp. 3-17

Iraj Fooladi and Gordon Roberts

Money and interest rates: The effects of temporal aggregation and data revisions pp. 19-30

Thomas Cunningham and Gikas Hardouvelis

Relative prices, aggregate prices, and wage indexation pp. 31-45

John Carlson and David Findlay

Generalized bankruptcy models applied to predicting consumer credit behavior pp. 47-62

Darral G. Clarke and James McDonald

Testing for nonlinear dependence in daily stock indices pp. 63-76

Thomas Willey

Tests of inflation and industry portfolio stock returns pp. 77-94

K. C. John Wei and K. Matthew Wong

1991, volume 43, articles 4

Globalization of financial markets: Introduction pp. 283-285

Cheol S. Eun

Exchange risk and international diversification in bond and equity portfolios pp. 287-307

Evi Kaplanis and Stephen M. Schaefer

Foreign exchange market liberalization and the international diversification of borrowing by Italian firms pp. 309-327

Claudio Giraldi and Rony Hamaui

A system of stock prices in world stock exchanges: Common stochastic trends for 1975-1990 pp. 329-338

Bang Jeon and Thomas Chiang

Demand and supply of forward exchange contracts under incomplete information pp. 339-352

Gunter Dufey and Hossein B. Kazemi

Risk, return, and equilibrium in the emerging markets: Evidence from the Korean stock market pp. 353-362

Hee-Kyung K. Bark

International diversification and hedging: A Japanese and U.S. perspective pp. 363-374

Mark Eaker, Dwight Grant and Nelson Woodard

Effect of exchange rate and interest rate risk on international fixed-income portfolios pp. 375-388

Shmuel Hauser and Azriel Levy

A logit methodology for predicting the imposition of exchange controls pp. 389-401

Hossein Safizadeh and Ali Fatemi

1991, volume 43, articles 3

Earnings information and the determination of dividend policy pp. 197-214

Sasson Bar-Yosef and Itzhak Venezia

Dominant banks, market power, and out-of-market productive capacity pp. 215-229

John Wolken and John T. Rose

Properties and Stochastic nature of BEA's early estimates of GNP pp. 231-239

Salih Neftci and Panayiotis Theodossiou

Tobin's q and measurement error: Caveat investigator pp. 241-252

Mark Klock, Clifford Thies and Christopher Baum

Depository disintermediation and the equilibrium quantity of money market mutual funds pp. 253-263

Gary E. Maggs

Why economists rank their journals the way they do pp. 265-270

Larry Ellis and Garey Durden

Federal reserve district directors: Support system for a public institution pp. 271-282

William B. Harrison

1991, volume 43, articles 2

Relationship of takeover gains to the stake of managers in the acquiring firm pp. 99-114

Glenn Petry and John Settle

Reading the effects of an energy shock in financial markets pp. 115-132

Vincent Reinhart

Survey evidence on the term structure of interest rates pp. 133-142

Pami Dua

Anticipated competitive entry and early preemptive investment in deferrable projects pp. 143-156

Lenos Trigeorgis

Devaluation, temporary migration and the labor-exporting economy pp. 157-164

A. K. M. Matiur Rahman and Stephen Caples

Corporate dividend policy and the partial adjustment model pp. 165-178

Michael T. Bond and Mbodja Mougoue

Invariance of results under a common orthogonalization pp. 193-196

Douglas W. Mitchell

1991, volume 43, articles 1

Tax evasion and financial equilibrium pp. 25-35

Yoram Landskroner, Eitan Muller and Itzhak Swary

An empirical test of an option pricing model of mortgage-backed securities pricing pp. 37-47

J. Austin Murphy

Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic pp. 49-57

John Glascock, Glenn Henderson, Dennis T. Officer and Vivek Shah

Changes in the fisher effect in the 1980s: Evidence from various models pp. 59-68

Taufiq Choudhry, Dennis Placone and Myles Wallace

Schooling and urban employment growth pp. 69-77

William Sander and Peter Schaeffer

The expectations hypothesis of the term structure: More evidence pp. 79-85

James McFadyen, Karen Pickerill and Mike Devaney

A comparison of the market model and random coefficient model using mergers as an event pp. 87-93

Zahid Iqbal and Prakash L. Dheeriya