Matthew Linn

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) Revise & Resubmit

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

Fund Flows and Asset Pricing Anomalies (with Seokwoo Lee )

Conferences: Monash Winter Finance Conference (2025)*, International Behavioral Finance Conference (2025)*, Boca Finance Conference (2025)*, Sydney Banking and Financial Stability Conference (2025)*

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