This special issue was born from a Workshop organized by the e-Business & e-Government Special Interest Group of the British Academy of Management (BAM), held on the 3rd-4th May at Brunel University Business School in London. The central theme of the workshop was on the relationship between...

Understanding how defaults correlate across firms is a persistent concern in risk management. In this paper, we apply covariate-dependent copula models to assess the dynamics of credit risk dependence and its driving forces based on an empirical study of a business group in China. Our empirical...

We examine CEO compensation, CEO retention policies, and M&A decisions in firms where founders serve as a director with a non-founder CEO (founder-director firms). We find that founder-director firms offer a different mix of incentives to their CEOs than other firms. Pay for performance...

Motivated by increment process modeling for two correlated random and non-random systems from a discrete-time asset pricing with both risk free asset and risky security, we propose a class of semiparametric regressions for a combination of a non-random and a random system. Unlike classical...

Smooth mixtures, i.e. mixture models with covariate-dependent mixing weights, are very useful flexible models for conditional densities. Previous work shows that using too simple mixture components for modeling heteroscedastic and/or heavy tailed data can give a poor fit, even with a large...

This special issue will explore a wide range of issues, from the emerging opportunities and challenges of MMORPGs, the new media industries, emerging technologies and applications and new Challenges in e-Government and e-Public services, to using e-Business to facilitate regional economic...

This paper is intended to provide an overview of the key issues that emerged from the presentations and discussion of a successful workshop organised by the British Academy of Management (BAM) e-Business & e-Government Special Interest Group at Newcastle University Business School on 9-10...