J
Jang-Chul Kim
Researcher at Northern Kentucky University
Publications - 42
Citations - 1886
Jang-Chul Kim is an academic researcher from Northern Kentucky University. The author has contributed to research in topics: Corporate governance & Market liquidity. The author has an hindex of 18, co-authored 39 publications receiving 1627 citations. Previous affiliations of Jang-Chul Kim include North Dakota State University & College of Business Administration.
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Corporate Governance and Liquidity
TL;DR: In this article, the empirical relation between corporate governance and stock market liquidity was investigated and it was shown that firms with better corporate governance have narrower spreads, higher market quality index, smaller price impact of trades, and lower probability of information-based trading.
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Corporate Governance and Liquidity
TL;DR: In this paper, the empirical relation between corporate governance and stock market liquidity was investigated and it was shown that firms with better corporate governance have narrower spreads, higher market quality index, smaller price impact of trades, and lower probability of information-based trading.
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Dividend Payouts and Corporate Governance Quality: An Empirical Investigation
TL;DR: In this article, the authors investigate how a firm's overall quality of corporate governance affects its dividend policy and find that firms with stronger governance exhibit a higher propensity to pay dividends, and, similarly, dividend payers tend to pay larger dividends.
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Capital Structure and Corporate Governance Quality: Evidence from the Institutional Shareholder Services (ISS)
TL;DR: In this article, the authors explored how capital structure is influenced by aggregate corporate governance quality and found that firms with poor governance are significantly more leveraged. But, they also showed that poor governance quality likely brings about, and does not reflect, higher leverage.
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The Sarbanes-Oxley Act of 2002 and Market Liquidity
TL;DR: This article found that the rash of financial scandals caused a severe deterioration in market liquidity in the form of wider spreads, lower depths, and a higher adverse selection component of spreads vis-` a-vis their benchmark levels.