Abdo Tabrizi, H., Asadi, B. and Mazaheri, S. (2013). Study of security selection and market timing abilities in mutual funds in Iranian capital market. Financial Research, 15(2): 247- 268. (in Persian)
Blake, C. R., Elton, E, J. and Gruber, M. J. (1993). The performance of bond mutual funds. Journal of Business, 66 (3), 371-403.
Blake, D. & Timmerman, A. (1998). Mutual fund performance: Evidence from the UK. European Finance Reviews, 2(1), 55-77.
Bollen, N. P. B. & Busse, J. A. (2005). Short-term persistence in mutual fund performance. The Review of Financial Studies, 18(2), 569– 597.
Brown, S. J. & Goetzmann, W. N. (1995). Performance persistence. The Journal of Finance, 50(2), 679– 698.
Brown, S. J., Goetzmann, W., Ibbotson, R. G. & Ross, S. A. (1992). Survivorship bias in performance studies. The Review of Financial Studies, 5(4), 553– 580.
Busse, J. A., Goyal, A. & Wahal, S. (2010). Performance and persistence in institutional investment management, The Journal of Finance, 65(2), 765– 790.
Carhart, M. M. (1997). On persistence in mutual fund performance. The Journal of Finance, 52(1), 57– 82.
Chevalier, J. & Ellison, G. (1999). Are some mutual fund managers better than others? Cross-sectional patterns in behavior and performance. The Journal of Finance, 54(3), 875– 899.
Cuthbertson, K., Nizsche, D. and Osullivan, N. (2006). Mutual fund performance. Working paper, Social Science Research Network.
Dahlquist, M., Engstrom, S. and Soderlind, P. (2000) Performance and characteristics of Swedish mutual funds. Journal of Financial and Quantitative Analysis, 35 (3), 409-423.
Daniel, K., Grinblatt, M., Titman, S. & Wermers, R. (1997). Measuring mutual fund performance with characteristic-based benchmarks. The Journal of Finance, 52(3), 1035– 1058.
Ebadi, J. & Yazdani, S. (2012). 101 ways to measure portfolio performance, Navid Mehr press. (in Persian)
Elton, E. J., Gruber, M. J. & Blake, C. R. (1996a). Survivorship bias and mutual fund performance. The Review of Financial Studies,9(4), 1097–1120.
Elton, E. J., Gruber, M. J. & Blake, C. R. (1996b). The persistence of risk-adjusted mutual fund performance, The Journal of Business, 69(2), 133– 157.
Etemadi, H. Daghani, R., Azizkhani, M, and Farahbakhsh, S. (2014). Timing in portfolio evaluation: Evidence of capital market, Financial Research, 16(1), 25- 36. (in Persian)
Grinblatt, M. & Titman, S. (1992). The persistence of mutual fund performance. The Journal of Finance, 47(5), 1977– 1984.
Hendricks, D., Patel, J. & Zeckhauser, R. (1993). Hot hands in mutual funds: Short-run persistence of relative performance, 1974–1988. The Journal of Finance, 48(1), 93– 130.
Huij, J. & Verbeek, M. (2007). Cross-sectional learning and short-run persistence in mutual fund performance. Journal of Banking & Finance, 31(3), 973– 997.
Jagannathan, R., Malakhov, A. & Novikov, D. (2010). Do hot hands exist among hedge fund managers? An empirical evaluation. The Journal of Finance, 65(1), 217– 255.
Jensen, M. C. (1968). The performance of mutual funds in the period 1945-1964. The Journal of Finance, 23(2), 389– 416.
Khan. R., Rudd, A. (1995). Does Historical Performance Predict Future Performance? Financial Analysts Journal, 51(6), 43-52.
Kothari, S. P. & Warner, J. B. (2001). Evaluating mutual fund performance. The Journal of Finance, 56(5), 1985– 2010.
Liang, B. (1999). On the performance of hedge funds, Financial Analysts Journal, 55(4), 72– 85.
Pearson, K. (1904). Letter from K. Pearson to W. F. R. Weldon, 10 April 1905, Watson Library, University College London, Pearson Paper.
Saeeidi, E. & Mogadasian, A. (2011). Iranian equity funds performance appraisal. Quarterly Journal of Securities Exchange, 9(9), 5- 24. (in Persian)
Saeeidi, E. & Saeeidi, H. (2012). Mutual funds cash flow and market return: Evidences from Tehran stock exchange, Financial Research, 13(32), 35- 56. (in Persian)
Sarmad, Z., Bazargan, A. & Hejazi, A. (1997). Research methods in behavioral since, Tehran: Agah press. (in Persian)
Sharpe, W. F. (1966). Mutual fund performance. The Journal of Business, 39(S1), 119– 138.
Sharpe, W. F. (1992). Asset allocation: Management style and performance measurement. The Journal of Portfolio Management,18(2), 7– 19.
Wermers, R. (2000). Mutual fund performance: An empirical decomposition into stock-picking talent, style, transactions costs, and expenses, The Journal of Finance, 55(4), 1655– 1695.
Yates, F. (1934). Contingency Tables Involving Small Numbers and the x2 Test. Supplement to the journal of the Royal Statistical Society, 1, 217-235.
)