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Nikunj Kapadia

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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
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Location: Amherst, Massachusetts (United States)
Homepage: http://www.isenberg.umass.edu/finopmgt/
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Handle: RePEc:edi:dfumaus (more details at EDIRC)
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  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.
  1. Ball, Daniel R. & Deshmukh, Abhijit & Kapadia, Nikunj, 2015. "An options-based approach to coordinating distributed decision systems," European Journal of Operational Research, Elsevier, vol. 240(3), pages 706-717.
  2. Kapadia, Nikunj & Pu, Xiaoling, 2012. "Limited arbitrage between equity and credit markets," Journal of Financial Economics, Elsevier, vol. 105(3), pages 542-564.
  3. Nikunj Kapadia & Gregory Willette, 2012. "Equilibrium exercise of European warrants," Review of Derivatives Research, Springer, vol. 15(2), pages 129-156, July.
  4. 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.
  5. 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.
  6. 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.
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
This author is among the top 5% authors according to these criteria:
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