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


curriculum vitae