Title of article :
Effect of Information Delay on Joint Investment Fund s Performance
Author/Authors :
Gholami Jamkarani ، Reza - Islamic Azad University, Qom Branch , Lalbar ، Ali - Islamic Azad University, Arak Branch
Pages :
13
From page :
1
To page :
13
Abstract :
The aim of this study is to evaluate the effect of information delay on theperformance of joint investment funds. In order to achieve the aim of thisstudy sample consisted of twenty funds in the Tehran Stock Exchange from2010 to 2014 the systematic elimination method has been adopted. In thisstudy, the linear regression test has been used in order to evaluate the researchhypothesis. Data analysis and research hypothesis testing has beendone using EVIEWS software. Findings of the research prove the effect ofinformation delay on the performance of joint investment funds.
Keywords :
Fund performance , Information delay , Sharpe index
Journal title :
Advances in Mathematical Finance and Applications
Serial Year :
2016
Journal title :
Advances in Mathematical Finance and Applications
Record number :
2453049
Link To Document :
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