Jon A. Fulkerson

University of Dayton

Assistant Professor of Finance

300 College Park

Dayton, OH 45469

United States

  • University of Dayton

SCHOLARLY PAPERS

21

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8,776

SSRN CITATIONS
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SSRN RANKINGS

Top 18,932

in Total Papers Citations

46

CROSSREF CITATIONS

17

Scholarly Papers (21)

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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 4,997 (3,057)
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
Christopher P. Clifford, Jon A. Fulkerson, Bradford D. Jordan and Steve Waldman
University of Kentucky, University of Dayton, University of Florida and University of Kentucky - Gatton College of Business and Economics
Downloads 850 (48,012)
Citation 11

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Mutual Fund Flows

3.

Active Share and the Predictability of the Performance of Separate Accounts

Financial Analysts Journal, forthcoming
Number of pages: 40 Posted: 20 Apr 2020 Last Revised: 18 Oct 2021
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 648 (68,836)
Citation 1

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active share, separate account, mutual fund, alpha, performance, persistence, out-of-sample, predictability

4.

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 612 (73,974)
Citation 8

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mutual funds, benchmarks, holdings, performance, active share

5.

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 279 (182,428)

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

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 277 (183,784)
Citation 4

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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
Christopher P. Clifford, Jon A. Fulkerson, Russell Jame and Bradford D. Jordan
University of Kentucky, University of Dayton, University of Kentucky - Gatton College of Business and Economics and University of Florida
Downloads 273 (186,451)
Citation 7

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Idiosyncratic Volatility, Mutual Funds, Search Costs

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 212 (238,315)
Citation 1

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Mutual Fund, Luck, Skill, Alpha, Flows

9.

Investment Restrictions and Fund Performance

Number of pages: 48 Posted: 24 Aug 2014
Christopher P. Clifford, Jon A. Fulkerson, Xin Hong and Bradford D. Jordan
University of Kentucky, University of Dayton, University of Kentucky and University of Florida
Downloads 210 (240,366)
Citation 3

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Mutual funds; Hedge funds; Limits to arbitrage

10.

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 186 (268,425)
Citation 2

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mutual funds, liquidity

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 87 (476,668)

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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: 47 Posted: 17 Sep 2020 Last Revised: 18 Mar 2021
Jon A. Fulkerson and Nancy Haskell
University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 70 (540,645)
Citation 3

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

13.

Political Corruption and Corporate Risk-Taking

Journal of Business Ethics (Forthcoming)
Number of pages: 45 Posted: 10 May 2022
Hinh Khieu, Nam Nguyen, Hieu V. Phan and Jon A. Fulkerson
Prairie View A&M University, University of Texas Rio Grande Valley, University of Massachusetts Lowell and University of Dayton
Downloads 67 (553,524)

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Political corruption, Risk-taking, Systematic risk, Idiosyncratic risk, Investment, Capital structure, Liquidity, Operating leverage

14.

Issuing Frequency and the Cost of Municipal Financing

Number of pages: 31 Posted: 01 Jun 2023
Jon A. Fulkerson, Nancy Haskell and Mitchell Johnston
University of Dayton, University of Dayton - School of Business Administration - Department of Economics and Finance and University of Dayton
Downloads 8 (964,538)

Abstract:

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municipal bonds, public finance, financial reporting, corruption

15.

Commodity ETF Arbitrage: Futures-backed versus Physical-backed ETFs

The Journal of Derivatives, Forthcoming.
Posted: 26 Jul 2023
Denver Travis and Jon A. Fulkerson
Loyola University New Orleans - College of Business and University of Dayton

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ETF, limits to arbitrage, commodity markets

16.

ETF Arbitrage and Daily Cash Flow

The Journal of Investing 31:3, April 2022, 98–121.
Posted: 02 Aug 2022
Jon A. Fulkerson, Susan D. Jordan and Denver Travis
University of Dayton, University of Kentucky - Finance and Loyola University New Orleans - College of Business

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17.

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

18.

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

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19.

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

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Bond ETF, exchange-traded funds, flows

20.

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

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ETF, NAV, premium, discount

21.

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

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