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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 10,424

SSRN RANKINGS

Top 10,424

in Total Papers Downloads

3,749

CITATIONS
Rank 7,248

SSRN RANKINGS

Top 7,248

in Total Papers Citations

66

Scholarly Papers (12)

Fifty Shades of Corporate Culture

Number of pages: 49 Posted: 03 Oct 2016
Texas Christian University, Tulane University - A.B. Freeman School of Business, Michigan State University and Michigan State University - Eli Broad Graduate School of Management
Downloads 77 (269,180)

Abstract:

Corporate culture, Integrity, Creativity, R&D

2.

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 (30,401)
Citation 44

Abstract:

Idiosyncratic Risk, Firm-specific Risk, Market Risk

3.

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 (50,108)
Citation 13

Abstract:

Idiosyncratic risk, Skewness, Initial public offerings, Factor models

4.

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 (51,321)

Abstract:

Business cycles, financial constraints, market returns, investment growth

5.

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 (76,766)
Citation 2

Abstract:

distress risk, bankruptcy, skewness, stock returns

6.

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 (79,780)
Citation 7

Abstract:

distress risk, value, growth, bankruptcy

7.

Slopes as Factors: Characteristic Pure Plays

Number of pages: 41 Posted: 21 Jul 2013
Kerry Back, Nishad Kapadia and Barbara Ostdiek
Rice University - Jones Graduate School of Business and Department of Economics, Tulane University - A.B. Freeman School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 229 (79,206)

Abstract:

factor pricing models, characteristics, anomalies, performance evaluation

8.

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 (130,595)

Abstract:

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

9.

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 - Jones Graduate School of Business and Department of Economics, Tulane University - A.B. Freeman School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 137 (56,617)

Abstract:

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

10.

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
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 (216,938)

Abstract:

Bear Markets, Expected Returns, Risk Factors

11.

Are Credit Ratings Redundant When Market Prices Reflect Credit Risk?

Number of pages: 44 Posted: 13 Jul 2017 Last Revised: 30 Aug 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 0 (100,599)

Abstract:

Credit Ratings, Mutual Funds, Institutional Investors, Financial Intermediation

12.

Do Idiosyncratic Jumps Matter?

Number of pages: 60 Posted: 04 Oct 2016 Last Revised: 28 Oct 2016
Nishad Kapadia and Morad Zekhnini
Tulane University - A.B. Freeman School of Business and Tulane University
Downloads 0 (190,746)

Abstract:

Idiosyncratic Jumps, Risk Premiums, Cross Section of Stock Returns