Nishad Kapadia

Tulane University - Finance & Economics

Assistant Professor

A.B. Freeman School of Business

7 McAlister Drive

New Orleans, LA 70118

United States

  • Tulane University - Finance & Economics

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

13

DOWNLOADS
Rank 10,888

SSRN RANKINGS

Top 10,888

in Total Papers Downloads

5,360

SSRN CITATIONS
Rank 12,835

SSRN RANKINGS

Top 12,835

in Total Papers Citations

57

CROSSREF CITATIONS

35

Scholarly Papers (13)

Actions:
Email selected abstracts
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 - Finance & Economics and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 755 (40,353)
Citation 55

Abstract:

Loading...

Idiosyncratic Risk, Firm-specific Risk, Market Risk

2.

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 - Finance & Economics and Rice University - Jesse H. Jones Graduate School of Business
Downloads 670 (47,440)

Abstract:

Loading...

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

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 - Finance & Economics
Downloads 602 (54,456)
Citation 1

Abstract:

Loading...

Business cycles, financial constraints, market returns, investment growth

4.

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

Number of pages: 53 Posted: 12 Mar 2007
Nishad Kapadia
Tulane University - Finance & Economics
Downloads 575 (57,811)
Citation 40

Abstract:

Loading...

Idiosyncratic risk, Skewness, Initial public offerings, Factor models

5.

Do Rating Agencies Deserve Some Credit? Evidence from Transitory Shocks to Credit Risk

Number of pages: 69 Posted: 13 Jul 2017 Last Revised: 12 Dec 2019
Oleg Gredil, Nishad Kapadia and Jung Hoon Lee
Tulane University - A.B. Freeman School of Business, Tulane University - Finance & Economics and Tulane University - A.B. Freeman School of Business
Downloads 528 (64,143)

Abstract:

Loading...

Credit Ratings, Mutual Funds, Institutional Investors, Financial Intermediation

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 - Finance & Economics and Rice University - Jesse H. Jones Graduate School of Business
Downloads 479 (72,425)
Citation 10

Abstract:

Loading...

factor pricing models, characteristics, anomalies, performance evaluation

7.

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 - Finance & Economics and Rice University
Downloads 400 (89,635)
Citation 1

Abstract:

Loading...

distress risk, bankruptcy, skewness, stock returns

8.

Do Idiosyncratic Jumps Matter?

Number of pages: 71 Posted: 04 Oct 2016 Last Revised: 29 Nov 2017
Nishad Kapadia and Morad Zekhnini
Tulane University - Finance & Economics and Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
Downloads 375 (96,608)
Citation 1

Abstract:

Loading...

Idiosyncratic Jumps, Risk Premiums, Cross Section of Stock Returns

9.

Tracking Down Distress Risk

Number of pages: 44 Posted: 15 Aug 2009 Last Revised: 15 Jun 2010
Nishad Kapadia
Tulane University - Finance & Economics
Downloads 375 (96,608)
Citation 6

Abstract:

Loading...

distress risk, value, growth, bankruptcy

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
Nishad Kapadia, Barbara Ostdiek, James Weston and Morad Zekhnini
Tulane University - Finance & Economics, Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
Downloads 232 (160,158)

Abstract:

Loading...

Bear Markets, Expected Returns, Risk Factors

11.

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 - Finance & Economics and Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 227 (163,553)

Abstract:

Loading...

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

12.

One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns

Number of pages: 66 Posted: 15 Jun 2020 Last Revised: 20 Aug 2020
Nishad Kapadia, Matthew Linn and Bradley S. Paye
Tulane University - Finance & Economics, Isenberg School of Management, University of Massachusetts and Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 76 (376,427)

Abstract:

Loading...

Volatility, Predictability, Equities, Discount Rate News, Cash Flow News

13.

Can the Representativeness Heuristic Explain the Asset Growth Anomaly?

Number of pages: 54 Posted: 28 Jan 2021
Miao He, Nishad Kapadia and Sheri Tice
Tulane University, A.B. Freeman School of Business, Tulane University - Finance & Economics and Tulane University - A.B. Freeman School of Business
Downloads 66 (406,453)

Abstract:

Loading...

Cross section of expected returns, Asset Growth, Representativeness