Concepedia

Nikunj Kapadia

NK

14

Publications

4.1K

Citations

13

H-Index

2001

Active since

Affiliations

University of Massachusetts Amherst(Current)

Santa Clara University

University of Maryland, College Park

Temple University

Kent State University

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

Top concepts

Publications per year

2001–2014

14

Publications

14

Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

Gurdip Bakshi, Nikunj Kapadia, Dilip B. Madan · Review of Financial Studies · 2003 · 1.4K citations

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Delta-Hedged Gains and the Negative Market Volatility Risk Premium

Gurdip Bakshi, Nikunj Kapadia · Review of Financial Studies · 2003 · 986 citations

Common Failings: How Corporate Defaults Are Correlated

Sanjiv Ranjan Das, Darrell Duffie, Nikunj Kapadia et al. · The Journal of Finance · 2007 · 605 citations

, , +20

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 citations · Full text

Volatility Risk Premiums Embedded in Individual Equity Options

Gurdip Bakshi, Nikunj Kapadia · The Journal of Derivatives · 2003 · 150 citations

, , +12

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