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Nikunj Kapadia · Study
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Author
Nikunj Kapadia
12 works
· latest 2012
· 2 institutions
cluster: provisional
Works
12 shown
Limited arbitrage between equity and credit markets
Journal of Financial Economics
·
2012
·
2 authors
139
citations
Limited Arbitrage between Equity and Credit Markets
SSRN Electronic Journal
·
2011
·
2 authors
·
preprint
·
Open access
39
citations
The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index
The Journal of Alternative Investments
·
2007
·
2 authors
·
Open access
41
citations
Common Failings: How Corporate Defaults Are Correlated
The Journal of Finance
·
2007
·
4 authors
·
Open access
583
citations
Correlated Default Risk
The Journal of Fixed Income
·
2006
·
4 authors
133
citations
Common Failings: How Corporate Defaults are Correlated
National Bureau of Economic Research
·
2006
·
4 authors
·
report
·
Open access
88
citations
Volatility Risk Premiums Embedded in Individual Equity Options
The Journal of Derivatives
·
2003
·
2 authors
136
citations
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Review of Financial Studies
·
2003
·
2 authors
934
citations
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Review of Financial Studies
·
2003
·
3 authors
1,354
citations
Correlated Default Risk
SSRN Electronic Journal
·
2002
·
4 authors
·
preprint
·
Open access
45
citations
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
419
citations
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
185
citations