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263 results on '"Scrimgeour, Frank"'

9. [Reviews]

Author

Scrimgeour, Frank

Published
2000

21. Environmental determinants of cross-border mergers and acquisitions: evidence from the global agricultural and food sector.

Author

Huang, Peng, Lu, Yue, and Scrimgeour, Frank

Subjects
MERGERS & acquisitions, FOOD industry, AGRICULTURE, AGRICULTURAL resources, CROSS border transactions
Abstract

We examine the effect of several agricultural factors in determining the likelihood of cross-border mergers and acquisitions (M&As) in the global agricultural and food sector. We find that, better acquirer (target) country agricultural resources, productivity, and environments are associated with lower (higher) likelihood of cross-border M&As. Further analyses suggest that these agricultural factors have similar though weaker effects in non-agricultural deals. Overall, we highlight the important roles played by such agricultural factors in determining cross-border M&As, especially in the agricultural and food sector. [ABSTRACT FROM AUTHOR]

Published
2024
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27. Is Liquidity Risk Priced in Artificial Intelligence ETFs?

Author

Duppati, Geeta, Sonono, Energy, Musvoto, Wedzerai, Scrimgeour, Frank, Tiwari, Aviral Kumar, Duppati, Geeta, Sonono, Energy, Musvoto, Wedzerai, Scrimgeour, Frank, and Tiwari, Aviral Kumar

Abstract

We examine if liquidity risk is priced in ETF equity returns and ETF equity premiums. We also show if these relationships hold in extreme market situations, which includes pre-and post-Covid periods. We find that liquidity risk is an important determinant of ETF equity valuation, and equity premiums are sensitive to liquidity levels. The equity premium tends to increase at the higher levels of bid-ask spread in the pre and post-Covid periods indicating that the information is not fully available to the public or to investors. Our results are robust across different sub-groups categorized based on the characteristics (age and size) of the ETFs. Our results have implications for asset pricing and price discovery and show that investors hold ETFs with high equity premiums even when the liquidity risk is high. A positive liquidity premium exists in Artificial Intelligence ETF markets and has implications for price discovery.

Published
2023

44. Survival Analysis of New Zealand Fresh Fruit and Vegetable Imports.

Author

Yangyuyu Luo, Scrimgeour, Frank, and Bano, Sayeeda

Abstract

This paper explores New Zealand fresh fruit and vegetables import survival from 1989 to 2019 and identifies the key determinants. We find that around 58% of trade relationships survived only 1 year. Significant factors influencing the hazard rate of import survival are the number of entries, distance, per capita gross domestic product, production, import prices, and the number of import origins and export destinations. However, the estimated impacts of the phytosanitary treatments covered in New Zealand Import Health Standards are mixed and associated with exporting countries' level of development. [ABSTRACT FROM AUTHOR]

Published
2023
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