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Details about Nikunj Kapadia

Homepage:http://people.umass.edu
Workplace:Department of Finance and Operations Management, University of Massachusetts-Amherst, (more information at EDIRC)

Access statistics for papers by Nikunj Kapadia.

Last updated 2015-02-22. Update your information in the RePEc Author Service.

Short-id: pka483


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Working Papers

2006

  1. Common Failings: How Corporate Defaults are Correlated
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Finance (2007)

Journal Articles

2015

  1. An options-based approach to coordinating distributed decision systems
    European Journal of Operational Research, 2015, 240, (3), 706-717 Downloads View citations (2)

2012

  1. Equilibrium exercise of European warrants
    Review of Derivatives Research, 2012, 15, (2), 129-156 Downloads
  2. Limited arbitrage between equity and credit markets
    Journal of Financial Economics, 2012, 105, (3), 542-564 Downloads View citations (30)

2007

  1. Common Failings: How Corporate Defaults Are Correlated
    Journal of Finance, 2007, 62, (1), 93-117 Downloads View citations (179)
    See also Working Paper (2006)

2003

  1. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
    Review of Financial Studies, 2003, 16, (2), 527-566 Downloads View citations (185)
  2. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
    Review of Financial Studies, 2003, 16, (1), 101-143 View citations (283)
 
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