Matthew Linn

Isenberg School of Management, University of Massachusetts

Assistant Professor of Finance

Amherst, MA 01003

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 29,077

in Total Papers Downloads

1,563

CITATIONS
Rank 36,331

SSRN RANKINGS

Top 36,331

in Total Papers Citations

14

Scholarly Papers (5)

1.

Understanding and Trading the Term Structure of Volatility

Number of pages: 45 Posted: 17 Nov 2016 Last Revised: 08 Feb 2017
Jim Campasano and Matthew Linn
Kansas State University - Department of Finance and Isenberg School of Management, University of Massachusetts
Downloads 902 (25,008)
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 301 (99,799)
Citation 11

Abstract:

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pricing kernel monotonicity

3.

Characteristics and the Cross-Section of Covariances

Number of pages: 44 Posted: 22 Mar 2018 Last Revised: 22 Jun 2018
Charles Clarke and Matthew Linn
University of Kentucky - Finance and Isenberg School of Management, University of Massachusetts
Downloads 197 (153,067)

Abstract:

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Empricial Asset Pricing, Cross-Section of Stocks, Covariance Estimation, Portfolio Optimization

4.

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 97 (268,968)

Abstract:

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financial constraints, systemic risk, machine learning, complexity

5.

Estimating Financial Constraints with Machine Learning

Number of pages: 57 Posted: 02 May 2019
Matthew Linn and Daniel Weagley
Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
Downloads 66 (340,737)

Abstract:

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financial constraints, machine learning, random forests, equity recycling