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 (7)
   See also Journal Article Common Failings: How Corporate Defaults Are Correlated, Journal of Finance, American Finance Association (2007) View citations (263) (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 (4)

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 (60)

2007

4. Common Failings: How Corporate Defaults Are Correlated
   Journal of Finance, 2007, 62, (1), 93-117 View citations (263)
   See also Working Paper Common Failings: How Corporate Defaults are Correlated, NBER Working Papers (2006) View citations (7) (2006)

2003

5. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
   The Review of Financial Studies, 2003, 16, (2), 527-566 View citations (262)
6. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
   The Review of Financial Studies, 2003, 16, (1), 101-143 View citations (575)