Nikunj Kapadia
Nikunj Kapadia
Professor, Finance, University of Massachusetts
Verified email at isenberg.umass.edu - Homepage
Title
Cited by
Cited by
Year
Stock return characteristics, skew laws, and the differential pricing of individual equity options
G Bakshi, N Kapadia, D Madan
Review of Financial Studies 16 (1), 101-143, 2003
13492003
Delta-hedged gains and the negative market volatility risk premium
G Bakshi, N Kapadia
The Review of Financial Studies 16 (2), 527-566, 2003
9372003
Common failings: How corporate defaults are correlated
SR Das, D Duffie, N Kapadia, L Saita
The Journal of Finance 62 (1), 93-117, 2007
6562007
Correlated default risk
SR Das, L Freed, G Geng, N Kapadia
The Journal of Fixed Income 16 (2), 7-32, 2006
2202006
Volatility Risk Premiums Embedded in Individual Equity Options
G Bakshi, N Kapadia
The Journal of Derivatives 11 (1), 45-54, 2003
1832003
Limited arbitrage between equity and credit markets
N Kapadia, X Pu
Journal of Financial Economics, forthcoming, 2011
1582011
The tail in the volatility index
J Du, N Kapadia
U. Massachusetts, Amherst Working paper, 2012
832012
The risk and return characteristics of the buy-write strategy on the Russell 2000 Index
N Kapadia, E Szado
The Journal of Alternative Investments 9 (4), 39-56, 2007
502007
Japanese phrase structure and parameter setting.
M Ueda
49*1991
Common failings: How corporate defaults are correlated
S Das, D Duffie, N Kapadia, L Saita
National Bureau of Economic Research, 2006
452006
Flows: The ‘invisible hands’ on hedge fund management
S Feng, M Getmansky Sherman, N Kapadia
Midwest Finance Association 2012 Annual Meetings Paper, 2011
172011
Size
EF Fama, KR French
Value, and Momentum in International Stock Returns, 2011
142011
An options-based approach to coordinating distributed decision systems
DR Ball, A Deshmukh, N Kapadia
European Journal of Operational Research 240 (3), 706-717, 2015
82015
Fifteen Years of the Russell 2000 Buy-Write
N Kapadia, E Szado
The Journal of Investing 21 (4), 59-80, 2012
72012
Can Credit Risk be Hedged in Equity Markets?
X Che, N Kapadia
SSRN Electronic Journal, 2012
62012
Equilibrium Exercise of European Warrants
N Kapadia, G Willette
Review of Derivatives Research, forthcoming, 2011
62011
A robust real time eye tracking and gaze estimation system using particle filters
T Iqbal
5*2012
Market-based security for distributed applications
G Bissias, BN Levine, N Kapadia
Proceedings of the 2017 New Security Paradigms Workshop, 19-34, 2017
32017
Option Spreads and the Uncertain Cost of Equity Liquidity: Evidence from the Knight Capital Trading Glitch
N Kapadia, M Linn
Available at SSRN 3517429, 2019
22019
Negative vega? Understanding options on spreads
N Kapadia
The Journal of Alternative Investments 1 (4), 75-78, 1999
21999
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Articles 1–20