Matthew Linn
Assistant Professor of Finance
University of Massachusetts Isenberg School of Management
Assistant Professor of Finance
University of Massachusetts,
Isenberg School of Management
Research:
Pricing Kernel Monotonicity and Conditioning Information (with Sophie Shive and Tyler Shumway) Review of Financial Studies Volume 31, Issue 2, 1 February 2018, Pages 493–531
One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns (with Nishad Kapadia and Brad Paye)
Forthcoming: Journal of Financial and Quantitative Analysis
Uncovering Financial Constraints (with Daniel Weagley)
Forthcoming: Journal of Financial and Quantitative Analysis
Characteristics and the Cross-Section of Covariances (with Charlie Clarke)
Conferences: NFA 2018, FMA 2019, AFA 2023
Understanding and Trading the Term Structure of Volatility (with Jim Campasano)
Conferences: Option Metrics Research Conference 2016, FMA 2017 (Semi-Finalist Best Paper: Derivatives),
Option Spreads and the Uncertain Cost of Equity Liquidity: Evidence from the Knight Trading Glitch (with Nikunj Kapadia)
Conferences: European Finance Association 2020