Details about Nikunj Kapadia

Access statistics for papers by Nikunj Kapadia.

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

Short-id: pka483

Working Papers

2006

1. 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)

Journal Articles

2015

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

2012

2. Equilibrium exercise of European warrants
   Review of Derivatives Research, 2012, 15, (2), 129-156
3. Limited arbitrage between equity and credit markets
   Journal of Financial Economics, 2012, 105, (3), 542-564 View citations (47)

2007

4. Common Failings: How Corporate Defaults Are Correlated
   Journal of Finance, 2007, 62, (1), 93-117 View citations (220)
   See also Working Paper (2006)

2003

5. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
   Review of Financial Studies, 2003, 16, (2), 527-566 View citations (222)
6. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
   Review of Financial Studies, 2003, 16, (1), 101-143 View citations (406)