Matthew Linn

Isenberg School of Management, University of Massachusetts

Assistant Professor of Finance

Amherst, MA 01003

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 26,931

SSRN RANKINGS

Top 26,931

in Total Papers Downloads

1,805

SSRN CITATIONS
Rank 36,083

SSRN RANKINGS

Top 36,083

in Total Papers Citations

4

CROSSREF CITATIONS

13

Scholarly Papers (6)

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 1,063 (20,659)
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 313 (100,326)
Citation 16

Abstract:

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pricing kernel monotonicity

3.

Characteristics and the Cross-Section of Covariances

Number of pages: 61 Posted: 22 Mar 2018 Last Revised: 10 Feb 2020
Charles Clarke and Matthew Linn
University of Kentucky - Finance and Isenberg School of Management, University of Massachusetts
Downloads 219 (145,096)

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 106 (264,688)
Citation 1

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 102 (271,813)

Abstract:

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financial constraints, machine learning, random forests, equity recycling

6.

Option Spreads and the Uncertain Cost of Equity Liquidity: Evidence from the Knight Capital Trading Glitch

Number of pages: 59
Nikunj Kapadia and Matthew Linn
University of Massachusetts Amherst - Department of Finance and Isenberg School of Management, University of Massachusetts
Downloads 2

Abstract:

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Liquidity,High-Frequency Trading, Options