Journal of Economics and Business

1982 - 2025

Current editor(s): Emanuele Bajo and Moritz Ritter

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Optimal monetary policy in a multisector economy with an economywide money market pp. 253-263: John Duca and David VanHoose
Price inertia and policy ineffectiveness in the United States, 1890-1984: A reappraisal pp. 265-277: Pierre Siklos
Does government debt affect the exchange rate? An empirical analysis of the U.S.--Canadian exchange rate pp. 279-288: W. McMillin and Faik Koray
Codetermination and enterprise performance: Empirical evidence from West Germany pp. 289-302: Michael A. Gurdon and Anoop Rai
Personal taxes, holding period, and the valuation of growth stocks pp. 303-309: Raymond Chiang and Ricardo J. Rodriguez
Bond returns and betas as dependent upon conditioned Brownian motion pp. 311-323: Duane Stock
Across-discipline journal awareness and evaluation: Implications for the promotion and tenure process pp. 325-351: Glenn Henderson, Gopala K. Ganesh and P. R. Chandy
A remark on competitive speculation under uncertainty pp. 353-356: Da Hsiang Donald Lien

Large risks and the decision to incorporate pp. 185-194: Ben Craig and Stuart E. Thiel
Consistency of conjectures in the conventional models of monopoly, monopolistic competition, and perfect competition pp. 195-200: Coldwell Daniel
Innovations in liquidity and financial asset yields in a model of capital utilization by firms pp. 201-212: Paul Burkett and Todd Idson
Some empirical evidence of bias in random, market-value-weighted portfolios pp. 213-223: George Frankfurter and Peter Vertes
An analysis of consumer expectation effects on demand in a dynamic almost ideal demand system pp. 225-236: Paul M. Taube, William L. Huth and Don N. MacDonald
Impacts of market power and capital-labor ratio on systematic risk: A Cobb-Douglas approach pp. 237-241: Cheng Few Lee, K. Thomas Liaw and Shafiqur Rahman
Geometry of risk aversion: A comment pp. 243-252: Liming Sun

Acknowledgements pp. 93-93: George M. Frankfurter
Is normative portfolio theory dead? pp. 95-98: George M. Frankfurter
Normative portfolio analysis: Past, present, and future pp. 99-103: Harry Markowitz
The efficient set mathematics when mean-variance problems are subject to general linear constraints pp. 105-120: Michael J. Best and Robert R. Grauer
Dividends, taxes, and normative portfolio theory pp. 121-131: Christopher G. Lamoureux
Commodity price uncertainty and optimal asset choice pp. 133-140: Glenn Boyle
International investment and currency risk pp. 141-152: Trevor W. Chamberlain, C. Sherman Cheung and Clarence C. Y. Kwan
Implementing the growth-optimal policy for choosing portfolios pp. 153-164: Lawrence B. Pulley and T. W. Epps
Rules for diversification for all risk averters pp. 165-170: Yuming Li and William T. Ziemba
Are banks special? The separation of banking from commerce and interest rate risk pp. 171-182: Anthony Saunders and Pierre Yourougou

Interest rate smoothing and staggered contracting pp. 1-16: Vincent Reinhart
Oligopoly, uncertain demand, and forward markets pp. 17-26: Rafi Eldor and Itzhak Zilcha
The policy implications of the underground economy pp. 27-37: Joel F. Houston
The risk of dual classes of shares: Are there differences? pp. 39-50: Ben Amoako-Adu, Brian Smith and Jacques Schnabel
Regulation of creditor practices: An evaluation of the FTC's credit practice rule pp. 51-67: Daniel J. Villegas
Unisex pensions and retirement pp. 69-79: Stephan F. Gohmann and James McClure
Ratings of women economists by citations pp. 81-88: Marshall H. Medoff and I. Lee Skov
Measuring the term premium: An empirical note pp. 89-92: Bradford Cornell

An analysis of variance test for linearity of the two-parameter asset pricing model pp. 265-282: Robert C. Klemkosky and Bruce G. Resnik
Learning, experience, and firm size pp. 283-296: Spiro Stefanou
Bank profits, risk, and local market concentration pp. 297-305: Nellie Liang
Mergers and bankruptcy costs pp. 307-315: Joseph Yagil
Production costs for consolidated multibank holding companies compared to one-bank organizational forms pp. 317-325: Nanda Rangan, Asghar Zardkoohi, James Kolari and Donald Fraser
An examination of misclassifications with bank failure prediction models pp. 327-336: Stephen W. Looney, James W. Wansley and William R. Lane
Relationship between bank holding company risk and nonbank activity pp. 337-353: Elijah Brewer
Testing for the functional form of labor-demand equations: The textile industry pp. 355-364: Yu Hsing

Hedonic methods for evaluating product design and pricing strategies pp. 197-212: Raymond S. Hartman
Linear and generalized functional form market models for electric utility firms pp. 213-223: Edward L. Bubnys and Cheng Few Lee
A note on the stock market's reaction to the accident at three mile island pp. 235-240: Raymond E. Spudeck and R. Charles Moyer
Why the empirical relationship between deficits and interest rates appears so fragile pp. 241-251: Sun-Young Kim and Raymond E. Lombra
Imperfect competition under uncertainty pp. 253-263: Gideon Fishelson

An empirical investigation of the critical herfindahl index in banking pp. 95-105: Alan J. Daskin and John Wolken
The determinants of interindustry failure pp. 107-126: Harlan D. Platt
Credit card possesion and use: Changes over time pp. 127-142: James T. Lindley, Patricia Rudolph and Edward Selby
A discount rate adjustment for calculation of expected net present values and internal rates of return of investments whose lives are uncertain pp. 143-151: Robert R. Trippi
On biases reported in studies of the black-scholes option pricing model pp. 153-169: Jerry A. Hammer
Macroeconomic influences on beta pp. 185-193: John D. Abell and Thomas M. Krueger

Spin-offs and the listing phenomena pp. 1-19: Bruce Seifert and Bruce Rubin
Endogenous wage indexation and optimal monetary policy with and without a balanced budget pp. 21-31: Christopher Waller and David VanHoose
Aggregation bias in applying the pure-play technique pp. 33-47: Terry L. Zivney
Bullish or bearish: A Bayesian dichotomous model to forecast turning points in the foreign exchange market pp. 49-60: Gang Shyy
Additional evidence on the nature of size-related anomalies pp. 61-68: Bill McDonald and Robert E. Miller
Partial acquisitions and firm performance pp. 69-88: Thomas H. Eyssell
Optimal monetary-fiscal stabilizers under an indexed versus nonindexed tax structure--a correction pp. 89-92: Chun-Yuan Wang
Optimal monetary-fiscal stabilizers under an indexed versus nonindexed tax structure--reply pp. 93-94: Arthur Benavie and Richard Froyen