You have two competing things to optimize for, page load time over the network and page initialization time.
You can minimize your page load time over the network by taking maximum advantage of browser caching so that JS files don't have to be loaded over the network. To do this, you want as much javascript code for your site in on or two larger and fully minimized JS files. To do this, you should put JS for multiple different pages in one common JS file. It will vary from site to site whether the JS for all pages should be ine one or two larger JS files or whether you group it into a small number of common JS files that are each targeted at part of your site. But, the general idea is that you want to combine the JS code from different pages into a common JS file that can be most effectively cached.
You can minimize your page initialization time by only calling initialization code that actually needs to execute on the particular page that is being displayed. There are several different ways to approach this. I agree with the other callers that you do not want to be looking at URLs to decide which code to execute because this ties your code to the URL structure which is better to avoid. If your code has a manageable number of different types of pages, then I'd recommend identifying each of those page types with a unique class name on the body tag. You can then have your initialization code look for the appropriate class on the body tag and branch to the appropriate initialization code based on that. I've even seen it done where you find a class name with a particular common prefix, parse out the non-common part of the name and call an initialization function by that name. This allows you to give a page a specific set of behaviors by only adding a classname to the body tag. The code remains very separate from the actual page.
the less general purpose way of doing this is to keep all the code in the one or two common JS files, but to add the appropriate initialization call to each specific page's HTML. So, the JS code that does the initialization code lives in the common JS files and thus is maximally cached, but the calling of the appropriate initialization code for that page is embedded inline in each specific page. This minimizes the execution time of the initialization, but still lets you use maximal caching. It's slightly less generic than the class name technique mentioned earlier, but some may like the more direct calling technique.