Effect of Information Delay on Joint Investment Fund's Performance

Advances in Mathematical Finance and Applications

مقاله 1، دوره 1، شماره 2، بهمن 2016، صفحه 1-13   

نوع مقاله: Research Paper

شناسه دیجیتال (DOI): 10.22034/amfa.2017.527796

نویسندگان

Reza Gholami Jamkarani¹؛ Ali Lalbar^{* 2}

¹Department of Accounting, Qom Branch, Islamic Azad University, Qom, Iran

²Department of Accounting, Arak Branch, Islamic Azad University, Arak, Iran.

چکیده

The aim of this study is to evaluate the effect of information delay on the
performance of joint investment funds. In order to achieve the aim of this
study sample consisted of twenty funds in the Tehran Stock Exchange from
2010 to 2014 the systematic elimination method has been adopted. In this
study, the linear regression test has been used in order to evaluate the research
hypothesis. Data analysis and research hypothesis testing has been
done using EVIEWS software. Findings of the research prove the effect of
information delay on the performance of joint investment funds.

کلیدواژه‌ها

Fund performance؛ Information delay؛ Sharpe index

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