Akbariroshan, M, Shakeri, A,. (2014), The effect of government expenditures, liquidity and market structure on stock market financial developments, Journal of Economic Research, 14(53),109-143)in Persian(
Alexakis, C., Niarchos, N., Patrab, T., & Poshakwale, S. (2005). The Dynamics Between Stock Returns and Mutual Fund Flows: Empirical Evidence from the Greek Market. International Review of Financial Analysis, 14, 559-569.
Alexakis, CH., Dasilas, A., & Grose, CH. (2013). Asymmetric dynamic relations between stock prices and mutual fund units in Japan: An application of hidden cointegration technique. International Review of Financial Analysis, 28, 1-8.
Bollerslev, T, (1990), Modelling The Coherence In Short – Run Nominal Exchange Rates: A Multivariate Generalized Arch Model, The Review of Economics And Statistics, 498-504
Ebrahimnejad, A, Barkchian, ,S, & Aliabadi ,F. (1400). Examining the effect of residual prices in mutual investment funds. Asset Management and Financing, 9(4), 47-68. doi: 10.22108/amf.2022.128904.1666 )In Persian(
Engle, R, & Sheppard, k,(2001), Theoretical And Empirical Properties Of Dynamic Condentional Corrrelation Multivariate Garch, National Bureeau Of Economic Research,1-43
Engle,R.(2002), Dynamic Conditional Correlation, Journal of Business & Economic Statistics, 339-350.
Fama, E. F. (1972). Components of investment performance. The Journal of finance, 27(3), 551-567.
Fasli, R, & Aziznezhad, S, & Shabani, A, (2011), Investigating Financial Depth Indices in the Capital Market, Parliamentary Research Center. )In Persian(
Ghasemi, Is, & Saraf, F, & Hamidian, M, & Darabi, R. (1401). The effect of emotional intelligence on the performance of investment funds in Iran with an emphasis on mental accounting. Investment Knowledge, 11(42): 505-481. )in Persian(
Gjika, D.,& Horváth, R. (2013). Stock market comovements in Central Europe: Evidence from the asymmetric DCC model, Economic Modelling, 33,55-64
Hossaini,S, & Hossaini, H, & JAFARI, E. (2013),Investigating the relationship between cash flows of joint venture funds and Tehran Stock Exchange Index, Financial research, 15(2): 201-214 )in Persian(
Humphrey, J., Benson, K., & Brailsford, T. (2013). Do Fund Flow-Return Relations Depend on the Type of Investor? A Research. Journal of Accounting, Finance and Business Studies, 49(1), 34-45.
Jafari Sarasht, D, Bayat, M, & Javidi Athar, A. (2015). Investigating the effectiveness of ultra-modern performance evaluation criteria in joint investment funds active in the Tehran Stock Exchange. Stock Exchange Quarterly. 9(34): 27-52. )in Persian(
Moradzade fard, M,& Hossainpour, A,&Mollayinezhade, M.(2015). The impact of some factors and features of joint venture funds on the returns of these funds, Asset management and financing ,9,79-96
Oueslati, A.,& Hammami, Y, & Jilani, F.(2014). The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach, Research in International Business and Finance, 31 ,57-73
Rostami, M, & Tajaddini, F,(2017), Dynamic Relationship Between Cumulative Cash Flow of Joint Venture Funds and Tehran Stock Exchange Index: Hidden Income Approach , Financial research,3,439-456)in Persian(
Saeidi, A & Saeidi, H, (2012), Relationship between capital flow of investment funds and market return: Evidence from Tehran Stock Exchange, Financial research, 32, 35-56)in Persian(
Sirri, E. R., & Tufano, P. (1992). Buying and selling mutual funds: Flows, performance, fees, and services. Division of Research, Graduate School of Business Administration, Harvard University.
Tayyebi, S, & Sameti, M, & Torki, L ,(2011), The effect of financial liberalization on the economic growth fluctuations of selected developing countries, Journal of Modern Economics and Trade, 19, 1-16)in Persian(
Tehrani, ,R, Bigdalo, J, & Erfani, M. (1403). Investigating the motivations of mutual fund managers to change risk in bullish and bearish markets and its effect on returns. Financial Management Strategy, 12(1), 139-160. doi: 10.22051/jfm.2019.24725.1985)in Persian(
Thanou, E., Tserkezos, D. (2009). Non linear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange. Annual Conferenceof the Hellenic Finance and Accounting Association.
TSE, Y.K,(2000), A test for constant correlations in a multivariate GARCH model, Journal of Econometrics, 98, 107-127
Ulku, N., & Weber, E. (2013). Identifying the Interaction between Stock Market Return and Trading Flows of Investor Types: Looking into the Day Using Daily Data. Journal of Banking and Finance, 37(8), 2733-2749.
Usoulian,M, & Nikousokhan, M, (2017), The relation between capital flow of investment funds, market returns and the risk of micro-investors, Modeling of risk and financial engineering, 2(1),115-132)in Persian(
Zheng, L. (2008). The Behavior of Mutual Fund Investors, Paul Merage School of Business, University of California, Irvine.