Matthew Linn
Assistant Professor of Finance
University of Massachusetts Isenberg School of Management
Embedded Files
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)
Journal of Financial and Quantitative Analysis Volume 59, No 3, May 2024, Pages 1185-1212
Uncovering Financial Constraints (with Daniel Weagley)
Journal of Financial and Quantitative Analysis Volume 59, No 6, September 2024, Pages 2582-2617
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), SFA 2024
Option Spreads and the Uncertain Cost of Equity Liquidity: Evidence from the Knight Trading Glitch (with Nikunj Kapadia)
Conferences: European Finance Association 2020
Report abuse