H. Zafer Yuksel

University of Massachusetts

Assistant Professor

100 Morrissey Blvd.

M-5-257

Boston, MA Boston 02125

United States

http://www.zafer.yuksel.com

SCHOLARLY PAPERS

8

DOWNLOADS

358

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

What Drives the 'Smart-Money' Effect? Evidence from Investors' Money Flow to Mutual Fund Classes

Forthcoming Journal of Empirical Finance
Number of pages: 53 Posted: 11 Nov 2016
George J. Jiang and H. Zafer Yuksel
Washington State University and University of Massachusetts
Downloads 176 (179,351)

Abstract:

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Fund Flows, Smart-Money Effect, Persistent-Flow Explanation, Institutional Funds, Retail Funds, Fund Classes

2.

Gross Profitability and Mutual Fund Performance

Journal of Banking and Finance, Forthcoming
Number of pages: 54 Posted: 04 Jun 2019
David G. Kenchington, Chi Wan and H. Zafer Yuksel
Arizona State University (ASU) - School of Accountancy, University of Massachusetts Boston - Department of Accounting and Finance and University of Massachusetts
Downloads 60 (377,301)
Citation 1

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Gross profitability anomaly, Mutual funds, Active fund management

3.

What’s in a Name? A Cautionary Tale of Profitability Anomalies and Limits to Arbitrage

Journal of Financial Research, Forthcoming
Number of pages: 58 Posted: 30 Jan 2020 Last Revised: 05 Mar 2020
Jared DeLisle, H. Zafer Yuksel and Gulnara R. Zaynutdinova
Utah State University, University of Massachusetts and West Virginia University, Department of Finance
Downloads 53 (396,793)

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gross profitability, operating profitability, cash-based operating profitability, limits to arbitrage, mispricing, SG&A expenses, accruals

4.

Fund Manager Skill in an Era of Globalization: Offshore Concentration and Mutual Fund Performance

Number of pages: 58 Posted: 27 Feb 2020
John (Jianqiu) Bai, Yuehua Tang, Chi Wan and H. Zafer Yuksel
Northeastern University - D'Amore-McKim School of Business, University of Florida - Department of Finance, University of Massachusetts Boston - Department of Accounting and Finance and University of Massachusetts
Downloads 29 (495,155)

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Mutual funds, Manager Skill, Globalization, Offshore Concentration, Fund Performance

5.

Price Reversals and Price Continuations Following Large Price Movements

Journal of Business Research, Vol. 95, 2019
Number of pages: 40 Posted: 22 Oct 2019 Last Revised: 09 Jan 2020
University of Arizona, University of Massachusetts and West Virginia University, Department of Finance
Downloads 27 (505,907)

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Price reversals; Price continuations; Stock liquidity; Decimalization

6.

Sentimental Mutual Fund Flows

Number of pages: 56 Posted: 27 Oct 2013 Last Revised: 21 Jun 2019
George J. Jiang and H. Zafer Yuksel
Washington State University and University of Massachusetts
Downloads 12 (598,183)

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Mutual fund flows; Investor sentiment; Fund performance; Fund expenses; Fund visibility; Flow-performance relation; Investor timing ability

7.

Does Investment Horizon Matter? Disentangling the Effect of Institutional Herding on Stock Prices

Financial Review, Vol. 50, Issue 4, pp. 637-669, 2015
Number of pages: 33 Posted: 26 Oct 2015
H. Zafer Yuksel
University of Massachusetts
Downloads 1 (682,203)
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institutional herding, investment horizon, price impact

8.

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Institutional Herding, Investment Horizon, Price Impact