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Chaebol Affiliation and the Korean Discount: An Empirical Analysis on the Valuation Disparity Between Chaebol and non-Chaebol Firms
Jönköping University, Jönköping International Business School, JIBS, Business Administration.
Jönköping University, Jönköping International Business School, JIBS, Business Administration.
2025 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

Capital markets have a crucial role in the efficient allocation of a nation’s capital stock, with low valuations being a signal of inefficiencies in this system. The nation of South Korea has notably exhibited suppressed valuations compared to international peers, giving rise to the phenomenon known as the “Korean Discount”. A prominent explanation for the valuation gap is the agency costs and weak corporate governance structures observed within the large family owned conglomerates knows as Chaebols, which accounts for a major part of the South Korean economy. With the use of a Correlated Random Effects model and an unbalanced panel of 950 unique firms on the South Korean stock market, this study set out to assess whether the Korean Discount is a market-wide phenomenon or mainly Chaebol-specific. Findings of this study indicates that Chaebol-affiliated firms exhibit a price-to-book discount of -26.79% in comparison to non-Chaebol firms during the period 2011-2024, after controlling for fundamental factors. The empirical findings suggest that investors perceive Chaebols to have residual loses that are not as prevalent within non-Chaebol firms, an issue that Chaebol management, policymakers and investors alike should address to solve the Korean Discount, which may in turn benefit South Korean capital markets and society as a whole.

Place, publisher, year, edition, pages
2025. , p. 87
Keywords [en]
Agency Theory, Chaebol, Corporate Governance, Firm Valuation, Korean Discount, Market Efficiency
National Category
Business Administration
Identifiers
URN: urn:nbn:se:hj:diva-68350OAI: oai:DiVA.org:hj-68350DiVA, id: diva2:1966957
Subject / course
JIBS, Business Administration
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Available from: 2025-09-05 Created: 2025-06-11 Last updated: 2025-10-13Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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