Nishad Kapadia
TitleCited byYear
Firm-specific risk and equity market development
G Brown, N Kapadia
Journal of Financial Economics 84 (2), 358-388, 2007
3602007
Tracking down distress risk
N Kapadia
Journal of Financial Economics 102 (1), 167-182, 2011
962011
Death and jackpot: Why do individual investors hold overpriced stocks?
J Conrad, N Kapadia, Y Xing
Journal of Financial Economics 113 (3), 455-475, 2014
85*2014
The next Microsoft? Skewness, idiosyncratic volatility, and expected returns
N Kapadia
Skewness, Idiosyncratic Volatility, and Expected Returns (November 2006), 2006
782006
Slopes as factors: Characteristic pure plays
K Back, N Kapadia, B Ostdiek
Available at SSRN 2295993, 2013
102013
Testing factor models on characteristic and covariance pure plays
K Back, N Kapadia, B Ostdiek
Available at SSRN 2621696, 2015
72015
Do idiosyncratic jumps matter?
N Kapadia, M Zekhnini
Journal of Financial Economics 131 (3), 666-692, 2019
62019
Davids, Goliaths, and business cycles
J Duarte, N Kapadia
Journal of Financial and Quantitative Analysis 52 (6), 2429-2460, 2017
42017
Getting Paid to Hedge: Why Don’t Investors Pay a Premium to Hedge Downturns?
N Kapadia, BB Ostdiek, JP Weston, M Zekhnini
Journal of Financial and Quantitative Analysis 54 (3), 1157-1192, 2019
2*2019
Do rating agencies deserve some credit? Evidence from transitory shocks to credit risk
O Gredil, N Kapadia, JH Lee
Evidence from Transitory Shocks to Credit Risk (May 15, 2019), 2019
22019
Estimating the Cost of Equity: Why Do Simple Benchmarks Outperform Factor Models?
N Kapadia, BS Paye
Available at SSRN 2118920, 2014
12014
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Articles 1–11