Details about Nikunj Kapadia
Access statistics for papers by Nikunj Kapadia.
Last updated 2015-02-22. Update your information in the RePEc Author Service.
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- Common Failings: How Corporate Defaults are Correlated
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article in Journal of Finance (2007)
- An options-based approach to coordinating distributed decision systems
European Journal of Operational Research, 2015, 240, (3), 706-717 View citations (2)
- Equilibrium exercise of European warrants
Review of Derivatives Research, 2012, 15, (2), 129-156
- Limited arbitrage between equity and credit markets
Journal of Financial Economics, 2012, 105, (3), 542-564 View citations (30)
- Common Failings: How Corporate Defaults Are Correlated
Journal of Finance, 2007, 62, (1), 93-117 View citations (179)
See also Working Paper (2006)
- Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Review of Financial Studies, 2003, 16, (2), 527-566 View citations (185)
- 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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