Foreign investor trading and information asymmetry: evidence from a leading emerging market

Chune Young Chung, Hyeyoen Kim, Doojin Ryu

Research output: Contribution to journalArticlepeer-review

22 Scopus citations

Abstract

This article examines the influence of foreign investor trading on information asymmetry in the Korean stock market, a representative emerging market characterized by a high level of information asymmetry between corporate insiders and outsiders, and among investors. We find a significantly positive relationship between foreign investor trading and the consequent bid–ask spread–the latter of which is considered as a proxy for the degree of information asymmetry–on both daily and weekly bases. Our results indicate that active foreign investor trading tends to exacerbate informational variation.

Original languageEnglish
Pages (from-to)540-544
Number of pages5
JournalApplied Economics Letters
Volume24
Issue number8
DOIs
StatePublished - 4 May 2017

Keywords

  • bid–ask spread
  • Foreign investor trading
  • information asymmetry
  • trading volume

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