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Nishad Kapadia
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Firm-specific risk and equity market development
G Brown, N Kapadia
Journal of financial economics 84 (2), 358-388, 2007
4862007
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
2102014
Tracking down distress risk
N Kapadia
Journal of Financial Economics 102 (1), 167-182, 2011
1462011
The next Microsoft? Skewness, idiosyncratic volatility, and expected returns
N Kapadia
Skewness, Idiosyncratic Volatility, and Expected Returns (November 2006), 2006
1012006
Do idiosyncratic jumps matter?
N Kapadia, M Zekhnini
Journal of Financial Economics 131 (3), 666-692, 2019
392019
Testing factor models on characteristic and covariance pure plays
K Back, N Kapadia, B Ostdiek
Available at SSRN 2621696, 2015
382015
Slopes as factors: Characteristic pure plays
K Back, N Kapadia, B Ostdiek
Available at SSRN 2295993, 2013
322013
On the information content of credit ratings and market-based measures of default risk
OR Gredil, N Kapadia, JH Lee
Journal of Financial Economics 146 (1), 172-204, 2022
21*2022
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
9*2019
Davids, Goliaths, and business cycles
J Duarte, N Kapadia
Journal of Financial and Quantitative Analysis 52 (6), 2429-2460, 2017
72017
One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns
N Kapadia, M Linn, B Paye
Journal of Financial and Quantitative Analysis, 1-28, 2020
22020
Estimating the Cost of Equity: Why Do Simple Benchmarks Outperform Factor Models?
N Kapadia, BS Paye
Available at SSRN 2118920, 2014
12014
Extrapolative Expectations and Corporate Risk Management
H Jiang, N Kapadia, Y Xing, Y Zhang
Available at SSRN 4709420, 2024
2024
Can the Representativeness Heuristic Explain the Asset Growth Anomaly?
M He, N Kapadia, S Tice
Available at SSRN 3739972, 2020
2020
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