Koulakiotis, Athanasios; Kartalis, Nikos; Lyroudi, Katerina - In: Journal of Multinational Financial Management 23 (2013) 1, pp. 34-53
We test the impact of corporate governance effects on the stock price volatility of the DAX100 and find that these variables increase the volatility and decrease the error terms statistically significant. In addition, controlling for contemporaneous and next period's movements, we find that...