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Nishad Kapadia

Tulane University - A.B. Freeman School of Business

Assistant Professor

A.B. Freeman School of Business

7 McAlister Drive

New Orleans, LA 70118

United States

  • Tulane University - A.B. Freeman School of Business

    • Email
    • Tel: 504-314-7454
SCHOLARLY PAPERS

11

DOWNLOADS
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Top 10,422

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4,059

CITATIONS
Rank 7,278

SSRN RANKINGS

Top 7,278

in Total Papers Citations

65

Scholarly Papers (11)

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1.

Firm-Specific Risk and Equity Market Development

Sixteenth Annual Utah Winter Finance Conference
Number of pages: 50 Posted: 28 Dec 2004
Nishad Kapadia and Gregory W. Brown
Tulane University - A.B. Freeman School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 645 (32,048)
Citation 43

Abstract:

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Idiosyncratic Risk, Firm-specific Risk, Market Risk

2.

The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns

Number of pages: 53 Posted: 12 Mar 2007
Nishad Kapadia
Tulane University - A.B. Freeman School of Business
Downloads 388 (52,082)
Citation 13

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Idiosyncratic risk, Skewness, Initial public offerings, Factor models

3.

Davids, Goliaths, and Business Cycles

Number of pages: 65 Posted: 03 Oct 2012 Last Revised: 26 May 2017
Jefferson Duarte and Nishad Kapadia
Rice University and Tulane University - A.B. Freeman School of Business
Downloads 368 (47,222)

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Business cycles, financial constraints, market returns, investment growth

4.

What Explains the Distress Risk Puzzle: Death or Glory?

Number of pages: 49 Posted: 18 Mar 2012
Jennifer S. Conrad, Nishad Kapadia and Yuhang Xing
University of North Carolina Kenan-Flagler Business School, Tulane University - A.B. Freeman School of Business and Rice University
Downloads 270 (78,879)
Citation 2

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distress risk, bankruptcy, skewness, stock returns

5.

Tracking Down Distress Risk

Number of pages: 44 Posted: 15 Aug 2009 Last Revised: 15 Jun 2010
Nishad Kapadia
Tulane University - A.B. Freeman School of Business
Downloads 269 (83,869)
Citation 7

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distress risk, value, growth, bankruptcy

6.

Slopes as Factors: Characteristic Pure Plays

Number of pages: 41 Posted: 21 Jul 2013
Kerry Back, Nishad Kapadia and Barbara Ostdiek
Rice University - Jesse H. Jones Graduate School of Business, Tulane University - A.B. Freeman School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 229 (78,625)

Abstract:

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factor pricing models, characteristics, anomalies, performance evaluation

7.

Estimating the Cost of Equity: Why Do Simple Benchmarks Outperform Factor Models?

Number of pages: 62 Posted: 29 Jul 2012 Last Revised: 06 Nov 2014
Nishad Kapadia and Bradley S. Paye
Tulane University - A.B. Freeman School of Business and Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 163 (138,301)

Abstract:

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Cost of equity, CAPM, Fama-French three factor model, estimation error, mispricing, Bayesian

8.

Testing Factor Models on Characteristic and Covariance Pure Plays

Number of pages: 47 Posted: 24 Jun 2015 Last Revised: 13 Aug 2015
Kerry Back, Nishad Kapadia and Barbara Ostdiek
Rice University - Jesse H. Jones Graduate School of Business, Tulane University - A.B. Freeman School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 137 (50,985)

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factor pricing models, characteristics, Fama-Macbeth, errors-in-variables

9.

Safe Minus Risky: Do Investors Pay a Premium for Stocks that Hedge Stock Market Downturns?

Number of pages: 54 Posted: 10 Jul 2015 Last Revised: 17 Dec 2015
Nishad Kapadia, Barbara Ostdiek, James Weston and Morad Zekhnini
Tulane University - A.B. Freeman School of Business, Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Tulane University
Downloads 41 (199,590)

Abstract:

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Bear Markets, Expected Returns, Risk Factors

10.

Do Idiosyncratic Jumps Matter?

Number of pages: 71 Posted: 04 Oct 2016 Last Revised: 29 Nov 2017
Nishad Kapadia and Morad Zekhnini
Tulane University - A.B. Freeman School of Business and Tulane University
Downloads 0 (140,994)

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Idiosyncratic Jumps, Risk Premiums, Cross Section of Stock Returns

11.

Do rating agencies deserve some credit? Evidence from transitory shocks to credit risk

Number of pages: 69 Posted: 13 Jul 2017
Oleg Gredil, Nishad Kapadia and Jung Hoon Lee
Tulane University -- A.B. Freeman School of Business, Tulane University - A.B. Freeman School of Business and Tulane University - A.B. Freeman School of Business
Downloads 336

Abstract:

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Credit Ratings, Mutual Funds, Institutional Investors, Financial Intermediation