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논문검색

Are foreign institutional investors long-term investors?: Korean evidence

초록

영어

There has been limited research on the incentives foreign institutional investors face in foreign markets. We investigate whether foreign institutional investors are long term investors using the Korean stock market data. We measure the influence level of foreign institutions using the trading share of foreign institutions in the total trading volume of a firm as well as ownership of foreign institutions. We find a positive relationship between the influence level of foreign institutional investors and opportunistic earnings management. This result suggests that they have a short investment horizon and seek information-based trades. We also find that the positive relationship between foreign institutional investors and earnings management intensifies during periods of low market growth, and in firms with lower managerial ownership or firms unaffiliated with large conglomerates. These findings suggest that monitoring incentive and investment horizon of foreign institutional investors depend on economic environment, market growth and corporate governance characteristics in emerging markets.

목차

Abstract
1. Introduction
2. Literature review and hypotheses development
2.1 Investment horizon and monitoring effect of institutional investors
2.2 Influence of investment horizon, market growth and corporate governance characteristics on the monitoring and informed trading by institutional investors
2.3 Research hypotheses
3. Variable measurements
3.1 Opportunistic earnings management
3.2 Influence level of foreign institutional investors
4. Results
4.1 Sample and descriptive statistics
4.2 Influence level of institutional investors and earnings management
4.3 Relationship between the influence level of foreign institutional investors and earnings management
4.4 Market growth opportunity and monitoring incentive for foreign institutional investors (or informed trading incentive)
4.5 Effect of corporate governance characteristics on informed trading of foreign institutional investors
5. Conclusion
References

저자정보

  • Kyung Soon Kim College of Business Administration, Chosun University
  • Jin Hwon Lee Department of Business Management, Osan University
  • Yun W. Park College of Business and Economics, Chung-Ang University

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