Jon A. Fulkerson

University of Dayton

Assistant Professor of Finance

300 College Park

Dayton, OH 45469

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 7,949

in Total Papers Downloads

6,310

SSRN CITATIONS
Rank 25,318

SSRN RANKINGS

Top 25,318

in Total Papers Citations

11

CROSSREF CITATIONS

23

Scholarly Papers (18)

1.

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

Financial Analysts Journal, Vol. 75, No. 4 (Fourth Quarter 2019)
Number of pages: 50 Posted: 14 Sep 2018 Last Revised: 30 Oct 2019
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 3,862 (2,740)
Citation 6

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 Florida and University of Kentucky - Gatton College of Business and Economics
Downloads 696 (40,741)
Citation 11

Abstract:

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Mutual Fund Flows

3.

Benchmark Discrepancies and Mutual Fund Performance Evaluation

Number of pages: 61 Posted: 17 May 2018 Last Revised: 17 Sep 2020
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 291 (116,882)
Citation 4

Abstract:

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mutual funds, benchmarks, holdings, performance, active share

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 256 (133,611)

Abstract:

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

5.

Active Share and the Predictability of Portfolio Performance: Out-of-Sample Evidence from Separate Accounts

Number of pages: 35 Posted: 20 Apr 2020
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 233 (146,558)
Citation 1

Abstract:

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Active share, separate accounts, mutual funds, alpha, out-of-sample, predictability

6.

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 192 (175,778)
Citation 2

Abstract:

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Mutual fund, alpha, concentration, information, skill

7.

Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility

Number of pages: 89 Posted: 16 Jan 2016 Last Revised: 11 May 2020
University of Kentucky, University of Dayton, University of Kentucky - Gatton College of Business and Economics and University of Florida
Downloads 190 (177,491)
Citation 1

Abstract:

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Idiosyncratic Volatility, Mutual Funds, Search Costs

8.

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 177 (189,014)
Citation 2

Abstract:

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mutual funds, liquidity

9.

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 170 (195,712)
Citation 1

Abstract:

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Mutual Fund, Luck, Skill, Alpha, Flows

10.

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 Florida
Downloads 166 (199,746)
Citation 3

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Mutual funds; Hedge funds; Limits to arbitrage

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 68 (370,401)

Abstract:

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Credit Ratings; Unsolicited Ratings; Long-Run Returns

12.

State Income Tax Changes and the Demand for Municipal Bond Funds

Number of pages: 41 Posted: 17 Sep 2020
Jon A. Fulkerson and Nancy Haskell
University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 7 (667,124)

Abstract:

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municipal bonds; mutual funds; bond funds; state income tax

13.

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 Florida
Downloads 2 (707,681)
Citation 2
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ETF, mutual fund, cash flow

14.

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

https://joi.pm-research.com/content/28/2/77
Posted: 17 Aug 2017
Steven D. Dolvin, Jon A. Fulkerson and Anna Krukover
Butler University, University of Dayton and Eli Lilly and Company, Ltd - Eli Lilly and Company, Indianapolis

Abstract:

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mutual funds; SRI

15.

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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16.

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

17.

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

18.

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 Florida and University of Arkansas - Department of Finance

Abstract:

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