Mo. Rev. Stat. § 622.390
No person shall be excused from testifying or from producing any books or papers in any investigation or inquiry by or upon any hearing before the division or any administrative law judge, when ordered to do so by the division, upon the grounds that the testimony or evidence, books or documents required of the person may tend to incriminate such person or subject such person to penalty or forfeiture, but no person shall be prosecuted, punished or subjected to any penalty or forfeiture for or on account of any act, transaction, matter or thing concerning which the person shall have been examined while under oath, and shall under oath have testified or produced documentary evidence, except that no person so testifying shall be exempt from prosecution or punishment for any perjury committed by the person in the person's testimony. Nothing contained in this section is intended to give, or shall be construed as in any manner giving unto any corporation immunity of any kind.
§ 622.390, RSMo