Jon A. Fulkerson

University of Dayton

Assistant Professor of Finance

300 College Park

Dayton, OH 45469

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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SSRN RANKINGS

Top 10,842

in Total Papers Downloads

4,016

CITATIONS

1

Scholarly Papers (16)

1.

Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds

Number of pages: 44 Posted: 14 Sep 2018
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 1,977 (6,664)

Abstract:

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Active Management, Mutual Funds, Skill, Alpha, Value

2.

Risk and Fund Flows

Number of pages: 50 Posted: 01 Feb 2011 Last Revised: 17 Jul 2013
University of Kentucky, University of Dayton, University of Kentucky - Gatton College of Business and Economics and University of Kentucky - Gatton College of Business and Economics
Downloads 621 (38,714)
Citation 1

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Mutual Fund Flows

3.

Do 'Good Guys' Finish Last? The Relationship between Morningstar Sustainability Ratings and Mutual Fund Performance

Number of pages: 36 Posted: 17 Aug 2017
Steven D. Dolvin, Jon A. Fulkerson and Anna Krukover
Butler University, University of Dayton and Eli Lilly and Company, Indianapolis
Downloads 265 (106,943)

Abstract:

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mutual funds; SRI

4.

Deconstructing Active Share

Number of pages: 44 Posted: 07 Jan 2015 Last Revised: 29 Sep 2015
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 225 (126,280)

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Mutual Funds, Active Share, Performance, Alpha, Return, Benchmark, Index, Skill

5.

Search Costs and Revealed Preferences for Idiosyncratic Volatility

Number of pages: 44 Posted: 16 Jan 2016 Last Revised: 21 May 2016
University of Kentucky, University of Dayton, University of Kentucky and University of Kentucky - Gatton College of Business and Economics
Downloads 163 (169,896)

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Idiosyncratic Volatility, Mutual Funds, Search Costs

6.

Mutual Fund Liquidity Costs

Forthcoming Financial Management
Number of pages: 34 Posted: 19 Apr 2015 Last Revised: 19 Aug 2016
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 156 (176,373)

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mutual funds, liquidity

7.

Investment Restrictions and Fund Performance

Number of pages: 48 Posted: 24 Aug 2014
University of Kentucky, University of Dayton, University of Kentucky and University of Kentucky - Gatton College of Business and Economics
Downloads 153 (179,248)

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Mutual funds; Hedge funds; Limits to arbitrage

8.

Do Investors Chase Performance or Skill? Evidence from Mutual Fund Flows

Number of pages: 56 Posted: 04 Feb 2017
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 142 (190,544)

Abstract:

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Mutual Fund, Luck, Skill, Alpha, Flows

9.

Benchmark Discrepancies and Mutual Fund Performance Evaluation

Number of pages: 70 Posted: 17 May 2018 Last Revised: 25 Sep 2018
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 130 (204,556)

Abstract:

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mutual funds, benchmarks, holdings, performance, active share

10.

Portfolio Concentration and Mutual Fund Performance

Number of pages: 56 Posted: 15 Aug 2016 Last Revised: 01 Dec 2017
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 125 (210,924)

Abstract:

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Mutual fund, alpha, concentration, information, skill

11.

Are Unsolicited Ratings Biased? Evidence from Long-Run Stock Performance

Journal of Banking and Finance, Vol. 42, 2014
Number of pages: 40 Posted: 09 Mar 2014
Soku Byoun, Jon A. Fulkerson, Seung Hun Han and Yoon S. Shin
Baylor University, University of Dayton, Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science and Loyola University Maryland
Downloads 57 (341,848)

Abstract:

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Credit Ratings; Unsolicited Ratings; Long-Run Returns

12.

What Drives ETF Flows?

Financial Review, Vol. 49, Issue 3, pp. 619-642, 2014
Number of pages: 24 Posted: 26 Jul 2014
University of Kentucky, University of Dayton and University of Kentucky - Gatton College of Business and Economics
Downloads 2 (591,336)
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ETF, mutual fund, cash flow

13.

Bond ETF Arbitrage Strategies and Daily Cash Flow

Journal of Fixed Income, Volume 27, Number 1, Summer 2017, Pages 49-65.
Posted: 04 Apr 2017 Last Revised: 30 Aug 2017
Jon A. Fulkerson, Susan D. Jordan and Denver Travis
University of Dayton, University of Kentucky - Finance and Loyola University New Orleans - College of Business

Abstract:

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14.

Are Bond ETF Investors Smart?

The Journal of Fixed Income, Volume 24, Number 4, Spring 2015, Pages 60 – 83. (Abstracted in CFA Digest, Volume 45, Number 11, November 2015.)
Posted: 06 Feb 2015 Last Revised: 04 Jan 2016
Jon A. Fulkerson, Susan D. Jordan and Denver Travis
University of Dayton, University of Kentucky - Finance and Loyola University New Orleans - College of Business

Abstract:

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Bond ETF, exchange-traded funds, flows

15.

Predictability in Bond ETF Returns

Journal of Fixed Income, Forthcoming
Posted: 05 Jun 2013 Last Revised: 03 Oct 2013
Jon A. Fulkerson, Susan D. Jordan and Timothy B. Riley
University of Dayton, University of Kentucky - Finance and University of Arkansas - Department of Finance

Abstract:

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ETF, NAV, premium, discount

16.

Return Chasing in Bond Funds

Journal of Fixed Income, Spring 2013, Vol. 22, No. 4: pp. 90-103
Posted: 28 Sep 2012 Last Revised: 07 Apr 2013
Jon A. Fulkerson, Bradford D. Jordan and Timothy B. Riley
University of Dayton, University of Kentucky - Gatton College of Business and Economics and University of Arkansas - Department of Finance

Abstract:

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Mutual Funds, Bond, Alpha, Flows, Return Chasing, Smart Money