The Effect Of Independent Board On Stock Liquidity In East Asian Countries

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Date
2016-03
Authors
Bazrafshan, Ebrahim
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Abstract
This study investigates the relationship between board composition and liquidity of a firm’s shares using sample from East Asian countries. The data comprises 2,407 firm-year observations of listed companies in the stock markets of China, Hong Kong, Japan, Malaysia, Singapore, South Korea, Taiwan, Thailand, and Indonesia over the period 2003-2013. To address endogeneity issue, this study conducts a dynamic panel generalized method of moments (GMM) to control for dynamic endogeneity, unobservable heterogeneity, and simultaneity. The present study finds strong evidence that greater board independence significantly increases liquidity. In this study, the impact of board independence on liquidity is suggested to be affected by three channels of information flow from managers to the board and the public: (1) when the board is in the midst of considering replacing the CEO, the flow of information from the CEO to the board may be impeded. This effect clearly can be exacerbated when the board is more independent of the CEO, and this study finds that in these periods, the beneficial impact of independence on liquidity is impaired; (2) when market makers are better equipped to process information independently, the importance of board independence on liquidity is reduced; (3) finally, when there are already greater investor protections in place that make board supervision of managers less crucial, this will reduce the impact of independence board on liquidity. These results are inconsistent with the general notion that increasing monitoring by an independent board is always helpful in mitigating informational asymmetries, and then influence for better market makers’ confidence, and ultimately liquidity. The results of this study indicate that boards may contribute value by advising as well as disciplining managers, and good advice and effective monitoring require a framework of trust and information sharing. When relations with their boards are strained, CEOs may actively attempt to suppress the information reaching the board, especially when it is dominated by independent directors. Therefore, board independence may generate its own agency costs by aggravating incentives for managers to manipulate the quality of information. This study provides empirical evidence that the relative advantage of board independence must be conditioned on both the negotiating strength of the CEO relative to the board as well as the information environment.
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The relationship between board composition , and liquidity of a firm’s shares.
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