Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market
Risk and return of active mutual funds in Iran capital market. We apply multiple regression analysis, correlogram tests and GARCH model between 2008 – 2014 years to test the data. Findings show that there are some positive and negative relationships in return and risk of some mutual funds, however i...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2017-07-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_64810_abc060b80d7dd97ecabdefc7ed278566.pdf |