Nikunj Kapadia - Concepedia

Author

Nikunj Kapadia

University of Massachusetts Amherst

Also Known As

Gurdip S. Bakshi, Kapadia, Nikunj, NIKUNJ KAPADIA, Nikunj Kapadia

Publications

4.4K

Citations

H-Index

Concepts

All Affiliations

University of Massachusetts Amherst Santa Clara University University of Maryland, College Park Temple University Kent State University

About

Nikunj Kapadia is an author at University of Massachusetts Amherst specializing in business, finance, and financial economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	9	9	2.6K
2	Management	4	4	902
3	Engineering	1	1	10
4	Accounting	1	1	1.4K
5	Computer Science	1	1	10

Nikunj Kapadia

Publications

4.1K

Citations

H-Index

Page 1

	Year	Citations
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options Gurdip Bakshi, Nikunj Kapadia, Dilip B. Madan Review of Financial Studies Empirical FinanceMarket MicrostructureOption PricingEconomicsFinancial Economics	2003	1.4K
Delta-Hedged Gains and the Negative Market Volatility Risk Premium Gurdip Bakshi, Nikunj Kapadia Review of Financial Studies	2003	986
Common Failings: How Corporate Defaults Are Correlated Sanjiv Ranjan Das, Darrell Duffie, Nikunj Kapadia, The Journal of Finance Empirical FinanceEconomic FluctuationTime Series EconometricsFinancial Time Series AnalysisDefault Times	2007	605
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options Gurdip Bakshi, Nikunj Kapadia, Dilip B. Madan SSRN Electronic Journal	2001	440
Volatility Risk Premiums Embedded in Individual Equity Options Gurdip Bakshi, Nikunj Kapadia The Journal of Derivatives Empirical FinanceEmpirical EvidenceOption PricingVolatility ModelingBlack-scholes Model	2003	150
Limited arbitrage between equity and credit markets Nikunj Kapadia, Xiaoling Pu Journal of Financial Economics EconomicsFinancial EconomicsAsset PricingCredit MarketBusiness	2012	149
Correlated Default Risk Sanjiv Ranjan Das, Laurence Freed, Gary Geng, The Journal of Fixed Income Empirical FinanceFinancial Risk ManagementEconomic FluctuationRisk AnalysisAsset Pricing	2006	137
Correlated Default Risk Sanjiv Ranjan Das, Laurence Freed, Gary Geng, SSRN Electronic Journal	2002	47
Limited Arbitrage between Equity and Credit Markets Nikunj Kapadia, Xiaoling Pu SSRN Electronic Journal EconomicsFinancial EconomicsAsset PricingCredit MarketBusiness	2011	47
The Tail in the Volatility Index Nikunj Kapadia, Jian Du SSRN Electronic Journal Volatility ModelingFinancial EconomicsAsset PricingMarket TrendVolatility Index	2011	25

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