Matthew Linn

Isenberg School of Management, University of Massachusetts

Assistant Professor of Finance

Amherst, MA 01003

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 21,382

SSRN RANKINGS

Top 21,382

in Total Papers Downloads

4,492

SSRN CITATIONS
Rank 25,508

SSRN RANKINGS

Top 25,508

in Total Papers Citations

33

CROSSREF CITATIONS

14

Scholarly Papers (7)

1.

Jump Risk and Option Returns

Number of pages: 43 Posted: 17 Nov 2016 Last Revised: 10 Mar 2024
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 2,568 (10,321)
Citation 1

Abstract:

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Equity Options, Term Structure, Volatility

2.

Uncovering Financial Constraints

Number of pages: 64 Posted: 02 May 2019 Last Revised: 15 Mar 2023
Matthew Linn and Daniel Weagley
Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
Downloads 415 (133,307)
Citation 8

Abstract:

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

3.

Characteristics and the Cross-Section of Covariances

Number of pages: 62 Posted: 22 Mar 2018 Last Revised: 29 Feb 2024
Charles Clarke and Matthew Linn
University of Kentucky - Finance and Isenberg School of Management, University of Massachusetts
Downloads 408 (135,491)

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

4.

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 395 (140,674)
Citation 21

Abstract:

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pricing kernel monotonicity

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 252 (226,131)
Citation 3

Abstract:

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

6.

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 240 (237,144)

Abstract:

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Liquidity, High-Frequency Trading, Options

7.

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 214 (264,542)
Citation 1

Abstract:

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financial constraints, systemic risk, machine learning, complexity