Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market

The purpose of this study is to investigate the ability of mutual fund investors to predict the performance of mutual funds and select a fund with higher returns. To predict whether investors and the cash they enter into investment funds will be able to select a more efficient fund, first, the infor...

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Main Authors: Bahreh Heidarimoghadam, Mirfeiz Fallahshams, Gholamreza Zomorodian
Format: Article
Language:fas
Published: Alzahra University 2025-03-01
Series:راهبرد مدیریت مالی
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Online Access:https://jfm.alzahra.ac.ir/article_8371_80e2e8dc0e109fd6aa178cf071cfdb7a.pdf
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author Bahreh Heidarimoghadam
Mirfeiz Fallahshams
Gholamreza Zomorodian
author_facet Bahreh Heidarimoghadam
Mirfeiz Fallahshams
Gholamreza Zomorodian
author_sort Bahreh Heidarimoghadam
collection DOAJ
description The purpose of this study is to investigate the ability of mutual fund investors to predict the performance of mutual funds and select a fund with higher returns. To predict whether investors and the cash they enter into investment funds will be able to select a more efficient fund, first, the information of 34 funds in the period 2012 to 2020 was Collected to examine the intelligence of cash. The economic prosperity periods of the market were then examined separately to determine whether investors had acted differently in different market periods. Also, real and legal investors are separated from each other to examine the performance of each separately. Using Carhart's four-factor model, the adjusted return on risk of the funds was calculated to assess the intelligence of investors, which showed that group of real and legal investors, at the time of entry during market blooming and at the time of exit money during market stagnation act wisely in mutual funds.
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series راهبرد مدیریت مالی
spelling doaj-art-02f7c0e290d64d7bb9c1fe1d84548b8c2025-08-20T01:57:59ZfasAlzahra Universityراهبرد مدیریت مالی2345-32142538-19622025-03-0113114116610.22051/jfm.2025.42896.27868371Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital marketBahreh Heidarimoghadam0Mirfeiz Fallahshams1Gholamreza Zomorodian2PhD Student, Department of Financial Management, Central Tehran Branch, Islamic Azad University, Tehran, IranProfessor, Department of Business Administration, Central Tehran Branch, Islamic Azad University, Tehran, IranProfessor, Department of Financial Management, Central Tehran Branch, Islamic Azad University, Tehran, IranThe purpose of this study is to investigate the ability of mutual fund investors to predict the performance of mutual funds and select a fund with higher returns. To predict whether investors and the cash they enter into investment funds will be able to select a more efficient fund, first, the information of 34 funds in the period 2012 to 2020 was Collected to examine the intelligence of cash. The economic prosperity periods of the market were then examined separately to determine whether investors had acted differently in different market periods. Also, real and legal investors are separated from each other to examine the performance of each separately. Using Carhart's four-factor model, the adjusted return on risk of the funds was calculated to assess the intelligence of investors, which showed that group of real and legal investors, at the time of entry during market blooming and at the time of exit money during market stagnation act wisely in mutual funds.https://jfm.alzahra.ac.ir/article_8371_80e2e8dc0e109fd6aa178cf071cfdb7a.pdfcash flowintelligence of investoreconomic prosperitylegal investorsreal investors
spellingShingle Bahreh Heidarimoghadam
Mirfeiz Fallahshams
Gholamreza Zomorodian
Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market
راهبرد مدیریت مالی
cash flow
intelligence of investor
economic prosperity
legal investors
real investors
title Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market
title_full Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market
title_fullStr Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market
title_full_unstemmed Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market
title_short Investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market
title_sort investigating the intelligence of investors of mutual funds during the recession and economic prosperity of the capital market
topic cash flow
intelligence of investor
economic prosperity
legal investors
real investors
url https://jfm.alzahra.ac.ir/article_8371_80e2e8dc0e109fd6aa178cf071cfdb7a.pdf
work_keys_str_mv AT bahrehheidarimoghadam investigatingtheintelligenceofinvestorsofmutualfundsduringtherecessionandeconomicprosperityofthecapitalmarket
AT mirfeizfallahshams investigatingtheintelligenceofinvestorsofmutualfundsduringtherecessionandeconomicprosperityofthecapitalmarket
AT gholamrezazomorodian investigatingtheintelligenceofinvestorsofmutualfundsduringtherecessionandeconomicprosperityofthecapitalmarket