Matthew Linn

Isenberg School of Management, University of Massachusetts

Assistant Professor of Finance

Amherst, MA 01003

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 22,491

SSRN RANKINGS

Top 22,491

in Total Papers Downloads

3,513

SSRN CITATIONS
Rank 31,864

SSRN RANKINGS

Top 31,864

in Total Papers Citations

14

CROSSREF CITATIONS

12

Scholarly Papers (7)

1.

Understanding and Trading the Term Structure of Volatility

Number of pages: 45 Posted: 17 Nov 2016 Last Revised: 08 Feb 2017
Jim Campasano, Jim Campasano and Matthew Linn
Kansas State University - Department of FinanceUniversity of Massachusetts Amherst - Isenberg School of Management and Isenberg School of Management, University of Massachusetts
Downloads 2,060 (11,747)
Citation 1

Abstract:

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Equity Options, Term Structure, Volatility

2.

Pricing Kernel Monotonicity and Conditional Information

Forthcoming, Review of Financial Studies
Number of pages: 59 Posted: 24 Jan 2014 Last Revised: 05 Oct 2017
Matthew Linn, Sophie Shive and Tyler Shumway
Isenberg School of Management, University of Massachusetts, University of Notre Dame - Department of Finance and University of Michigan at Ann Arbor, The Stephen M. Ross School of Business
Downloads 369 (123,386)
Citation 21

Abstract:

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pricing kernel monotonicity

3.

Characteristics and the Cross-Section of Covariances

Number of pages: 75 Posted: 22 Mar 2018 Last Revised: 13 Apr 2022
Charles Clarke and Matthew Linn
University of Kentucky - Finance and Isenberg School of Management, University of Massachusetts
Downloads 345 (132,926)

Abstract:

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Empricial Asset Pricing, Cross-Section of Stocks, Covariance Estimation, Arbitrage Pricing Theory, Factor Models

4.

Uncovering Financial Constraints

Number of pages: 66 Posted: 02 May 2019 Last Revised: 19 Jan 2023
Matthew Linn and Daniel Weagley
Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
Downloads 255 (181,871)
Citation 3

Abstract:

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financial constraints, machine learning, random forests, institutional investors, retail investors

5.

One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns

Number of pages: 62 Posted: 15 Jun 2020 Last Revised: 05 Aug 2021
Nishad Kapadia, Matthew Linn and Bradley S. Paye
Tulane University - Finance & Economics, Isenberg School of Management, University of Massachusetts and Virginia Tech - Department of Finance, Insurance, and Business Law
Downloads 163 (273,882)

Abstract:

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Volatility, Predictability, Equities, Discount Rate News, Cash Flow News

6.

Seeing the Forest Through the Trees: Do Investors Underreact to Systemic Events?

Georgia Tech Scheller College of Business Research Paper No. 18-9
Number of pages: 71 Posted: 23 Mar 2018 Last Revised: 17 Dec 2018
Matthew Linn and Daniel Weagley
Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
Downloads 163 (273,882)
Citation 1

Abstract:

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financial constraints, systemic risk, machine learning, complexity

7.

What's Gone Wrong with Option Liquidity: Evidence from the Knight Capital's Trading Glitch

Number of pages: 56 Posted: 02 Mar 2020 Last Revised: 14 Jul 2020
Nikunj Kapadia and Matthew Linn
University of Massachusetts Amherst - Department of Finance and Isenberg School of Management, University of Massachusetts
Downloads 158 (281,012)

Abstract:

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Liquidity, High-Frequency Trading, Options