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Nikunj Kapadia

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This is information that was supplied by Nikunj Kapadia in registering through RePEc. If you are Nikunj Kapadia , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nikunj
Middle Name:
Last Name: Kapadia
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RePEc Short-ID: pka483

Email: [This author has chosen not to make the email address public]
Homepage: http://people.umass.edu
Postal Address:
Phone:

Affiliation

Department of Finance and Operations Management
University of Massachusetts-Amherst
Location: Amherst, Massachusetts (United States)
Homepage: http://www.isenberg.umass.edu/finopmgt/
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Postal:
Handle: RePEc:edi:dfumaus (more details at EDIRC)

Works

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Working papers

  1. Sanjiv Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2006. "Common Failings: How Corporate Defaults are Correlated," NBER Working Papers 11961, National Bureau of Economic Research, Inc.

Articles

  1. Sanjiv R. Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2007. "Common Failings: How Corporate Defaults Are Correlated," Journal of Finance, American Finance Association, vol. 62(1), pages 93-117, 02.
  2. Gurdip Bakshi & Nikunj Kapadia & Dilip Madan, 2003. "Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options," Review of Financial Studies, Society for Financial Studies, vol. 16(1), pages 101-143.
  3. Gurdip Bakshi & Nikunj Kapadia, 2003. "Delta-Hedged Gains and the Negative Market Volatility Risk Premium," Review of Financial Studies, Society for Financial Studies, vol. 16(2), pages 527-566.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-01-24. Author is listed
  2. NEP-FIN: Finance (1) 2006-01-24. Author is listed
  3. NEP-RMG: Risk Management (1) 2006-01-24. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Wu-Index

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Co-authorship network on CollEc

Corrections

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