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Twenty-five years of Electronic Commerce Research: mapping the intellectual structure and framing the research agenda
(Electronic Commerce Research, 2026) López-López, David; Westland, J. Christopher; Cruz-Suárez, Ana; Martínez, Luis F.; Yang, Xue; Luiz Lopes, Evandro; Torres-Pruñonosa, Jose
This study examines the intellectual structure of the journal Electronic Commerce Research over its first twenty-five years and frames a forward-looking research agenda. Using reference co-citation analysis, the study identifies the knowledge base, major thematic domains, temporal evolution, and key turning points that have shaped the journal’s development. The findings show a progressive expansion from early concerns with adoption, usability, trust, reputation, security, and e-finance toward more recent themes related to social influence, cross-border platforms, omnichannel systems, algorithmic personalization, live commerce, and AI-mediated markets. Citation burst analysis further reveals that the field evolves through accumulation and recombination rather than abrupt thematic replacement, as influential references consolidate specific clusters and connect adjacent research streams over time. Building on this trajectory, the article proposes a research agenda centered on agentic commerce, truth signals, platform governance, human–AI and agent-to-agent interaction, foundation models for high-fidelity market simulation, financial-product market convergence, and the AI-enabled reorganization of e-commerce firms.
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The Financial Lobster Bias
(International Journal of Financial Studies, 2026) De los Reyes Marín, Óscar; Paz Gil , Iria; Torres-Pruñonosa, Jose; Gómez-Martínez, Raúl
The Financial Lobster Bias describes how SMEs, driven by distorted liquidity perceptions, engage in aggressive expansion until financial breakdown occurs. Using data from 10,412 Spanish SMEs (2000–2024), this study shows that liquidity misperception—measured through two versions of the Liquidity Misperception Index (PEL), one based on financial structure and another on payment–collection timing (PMP–PMC)—is a significant driver of expansion–collapse cycles. The financial PEL displays a strong temporal trend (R2 = 0.736), while the PMP–PMC-based PEL also increases over time (R2 = 0.411), evidencing a persistent widening between perceived and real liquidity. The Illusory Confidence in Liquidity Index (ICEL) reveals that confidence peaks coincide with periods of systemic fragility. The Unsustainable Expansion Index (IEI) identifies pre-crisis overexpansion (IEI = 2.34 in 2005; 2.87 in 2006; 1.72 in 2007), preceding the 2008 failure surge. Together, these indicators provide early-warning mechanisms that uncover hidden fragility and help anticipate liquidity-driven collapse.
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Utility Perturbation Operators in Bayesian Games: Structural Stability and Equilibrium Deformation
(Mathematics, 2026) De los Reyes Marín, Óscar; Paz Gil, Iria; Torres-Pruñonosa, Jose; Gómez-Martínez, Raúl
We introduce a class of parametric operators acting on the space of Bayesian games with continuous utility functions. Each operator induces a structured perturbation of agents’ utilities while preserving the underlying informational primitives, strategy spaces, and Bayesian updating. This construction generates a family of utility-perturbed Bayesian games that can be interpreted as continuous deformations of classical incomplete-information games in the space of payoff functions. The contribution of the paper is purely mathematical. First, we formally define a utility perturbation operator and characterize the associated class of perturbed Bayesian games. Second, under standard compactness and continuity assumptions, we prove the existence of Nash equilibria for all admissible perturbations. Third, we show that the equilibrium correspondence of the perturbed games converges upper hemicontinuously to the classical Bayesian Nash equilibrium correspondence as the perturbation parameter vanishes. Under additional differentiability and strict concavity assumptions, we establish a structural stability result: in a neighborhood of the unperturbed game, equilibria are locally unique and depend smoothly on the perturbation parameter. The equilibrium mapping is continuous, locally Lipschitz, and differentiable, implying that utility perturbations generate a stable deformation of the classical equilibrium structure rather than a qualitative departure from it. Taken together, the results identify a new operator-based framework for studying equilibrium stability and sensitivity in Bayesian games. The analysis shows that parametric perturbations of utility functions define a mathematically well-posed deformation of classical game-theoretic equilibria, providing a foundation for further work on equilibrium equivalence, stability, and comparative statics in non-cooperative games.

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