Effect of Information Delay on Joint Investment Fund's Performance
Journal Title: Advances in Mathematical Finance and Applications - Year 2016, Vol 1, Issue 2
Abstract
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.
Authors and Affiliations
Reza Gholami Jamkarani, Ali Lalbar
Keywords
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- EP ID EP476274
- DOI 10.22034/AMFA.2017.527796
- Views 46
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