Journal of Economics and Business

1982 - 2026

Current editor(s): Emanuele Bajo and Moritz Ritter

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Rationally financing an acquisition pp. 1-20: Tumellano Sebehela
How do banks perform under Basel III? Tracing lending rates and loan quantity pp. 21-37: Dimitris Gavalas
The dynamic relationship between core and headline inflation pp. 38-53: Edward N. Gamber, Julie Smith and Raluca Eftimoiu
State bankruptcy laws and the responsiveness of credit card demand pp. 54-76: Amanda E. Dawsey
The optimal corridor for implied volatility: From periods of calm to turmoil pp. 77-94: Silvia Muzzioli

Do stock prices reflect their fundamentals? New evidence in the aftermath of the financial crisis pp. 1-20: Anton Velinov and Wenjuan Chen
Are ivory towers truly ivory? Knowledge spillovers and firm innovation pp. 21-36: Shannon Lin
Empirical analysis of the generalized consumption asset pricing model: Estimating the cost of capital pp. 37-50: Richard A. Michelfelder
The impact of counterfeit-purchase penalties on anti-counterfeiting under deceptive counterfeiting pp. 51-61: Jen-Te Yao
The U.S. housing price bubble: Bernanke versus Taylor pp. 62-80: Abrar M. Fitwi, Scott Hein and Jeffrey M. Mercer

Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession pp. 1-37: Laura Spierdijk and Zaghum Umar
The determinants of foreign trading volume of stocks listed in multiple markets pp. 38-61: Olga Dodd, Christodoulos Louca and Krishna Paudyal
Dividends as a signaling device and the disappearing dividend puzzle pp. 62-81: Dmitry Shapiro and Anan Zhuang
Firm-level conditions to engage in public-private partnerships: What can we learn? pp. 82-99: Ana Isabel Lopes and Tânia Teixeira Caetano
Financial integration and stability in the Southern African development community pp. 100-117: Sephooko Motelle and Nicholas Biekpe

Sovereign Wealth Funds: A literature review pp. 1-13: Bader Alhashel
A comparison of Expected Shortfall estimation models pp. 14-47: Marcelo Righi and Paulo Sergio Ceretta
Bargaining power of targets: Takeover defenses and top-tier target advisors pp. 48-78: Mine Ertugrul
The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable? pp. 79-91: Andreas Wengner, Hans-Peter Burghof and Johannes Schneider
Loan loss provisions, accounting constraints, and bank ownership structure pp. 92-117: Eliana Balla and Morgan Rose

Product market segmentation and output collusion within substitute products pp. 1-15: Xu Xu and Kalyn Coatney
An examination of non-government-assisted US commercial bank mergers during the financial crisis pp. 16-41: Jessica Kay Dunn, Vincent J. Intintoli and Jamie John McNutt
Do remittances promote economic growth in the Caribbean Community and Common Market? pp. 42-59: Sokchea Lim and Walter O. Simmons
Banking system concentration and unemployment in developing countries pp. 60-78: Horst Feldmann
Are retail prices of ethanol, gasoline and natural gas in the midwest cointegrated? An asymmetric threshold cointegration analysis pp. 79-93: Prosper Senyo Koto
Executive compensation and the corporate spin-off decision pp. 94-117: Yi Feng, Debarshi Nandy and Yisong S. Tian

Implicit guarantees, business models and banks’ risk-taking through the crisis: Global and European perspectives pp. 10-38: Prabha, Apanard (Penny) and Clas Wihlborg
The political economy of the Euro crisis: Cognitive biases, faulty mental models, and time inconsistency pp. 39-54: Thomas D. Willett and Nancy Srisorn
Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries pp. 55-84: David Aristei and Duccio Martelli
Securitized banking and the Euro financial crisis: Evidence from the Italian banks risk-taking pp. 85-100: Francesca Battaglia, Angela Gallo and Maria Mazzuca
Investment and saving and the euro crisis: A new look at Feldstein–Horioka pp. 101-114: Mark A. Johnson and Douglas Lamdin
Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach pp. 115-132: Konstantinos Konstantakis and Panayotis Michaelides
Cross-asset contagion in times of stress pp. 133-139: Vassilios Papavassiliou

The forward looking information content of equity and bond markets for aggregate investments pp. 1-24: Marco Gallegati and James B. Ramsey
Fixed investment/fundamental sensitivities under financial constraints pp. 25-59: Nihal Bayraktar
Adjustment costs, financial frictions and aggregate investment pp. 60-79: Fabrizio Casalin and Enzo Dia
Dynamic effects of financial stress on the U.S. real estate market performance pp. 80-92: Vichet Sum
What determines takeover premia: An empirical analysis pp. 93-125: Karen Simonyan
Corporate governance reform in Malaysia: Board size, independence and monitoring pp. 126-162: Laurent Germain, Nadine Galy and Wanling Lee

Subordinated debt as instrument of market discipline: Risk sensitivity of sub-debt yield spreads in UK banking pp. 1-21: Zhichao Zhang, Wei Song, Xin Sun and Nan Shi
Does relationship matter? The choice of financial advisors pp. 22-47: Bill B. Francis, Iftekhar Hasan and Xian Sun
Dynamic correlation structure and security risk pp. 48-64: Nadia Vozlyublennaia and Artem Meshcheryakov
The impact of institutional quality on initial public offerings pp. 65-96: Don M. Autore, Thomas J. Boulton, Scott B. Smart and Chad J. Zutter
Identifying speculators in the FX market: A microstructure approach pp. 97-119: Ben Schreiber

Analysis of dividend policy of dual and single class U.S corporations pp. 1-29: Ben Amoako-Adu, Vishaal Baulkaran and Brian F. Smith
Antitakeover provisions, managerial entrenchment and firm innovation pp. 30-43: Atreya Chakraborty, Zaur Rzakhanov and Shahbaz Sheikh
Role of financial systems in a sticky price model pp. 44-57: Daisuke Ida
Bank procyclicality and output: Issues and policies pp. 58-83: Panayiotis Athanasoglou, Ioannis Daniilidis and Manthos Delis
Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? pp. 84-103: Saphira A.C. Rekker, Karen L. Benson and Robert Faff

Borrower–lender distance and loan default rates: Macro evidence from the Italian local markets pp. 1-21: Carlo Milani
The stock market impact of government interventions on financial services industry groups: Evidence from the 2007–2009 crisis pp. 22-44: Anita Pennathur, Deborah Smith and Vijaya Subrahmanyam
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK pp. 45-67: Stephanos Papadamou and Costas Siriopoulos
Portfolio optimization in an upside potential and downside risk framework pp. 68-89: Denisa Cumova and David Nawrocki
Inflation risk premium implied by options pp. 90-102: Eddy Azoulay, Menachem Brenner, Yoram Landskroner and Roy Stein