Nishad Kapadia

Tulane University - Finance & Economics

Assistant Professor

A.B. Freeman School of Business

7 McAlister Drive

New Orleans, LA 70118

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 10,183

SSRN RANKINGS

Top 10,183

in Total Papers Downloads

4,707

SSRN CITATIONS
Rank 12,427

SSRN RANKINGS

Top 12,427

in Total Papers Citations

44

CROSSREF CITATIONS

32

Scholarly Papers (11)

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 724 (35,324)
Citation 48

Abstract:

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Idiosyncratic Risk, Firm-specific Risk, Market Risk

2.

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 580 (47,504)

Abstract:

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Business cycles, financial constraints, market returns, investment growth

3.

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 576 (47,956)

Abstract:

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

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 528 (53,564)
Citation 37

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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 457 (64,103)

Abstract:

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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 419 (71,228)
Citation 8

Abstract:

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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 370 (82,327)
Citation 1

Abstract:

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distress risk, bankruptcy, skewness, stock returns

8.

Tracking Down Distress Risk

Number of pages: 44 Posted: 15 Aug 2009 Last Revised: 15 Jun 2010
Nishad Kapadia
Tulane University - Finance & Economics
Downloads 346 (88,961)
Citation 2

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distress risk, value, growth, bankruptcy

9.

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 Tulane University
Downloads 314 (99,100)

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Idiosyncratic Jumps, Risk Premiums, Cross Section of Stock Returns

10.

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 215 (146,370)

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

11.

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 - Finance & Economics, Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Tulane University
Downloads 178 (174,202)

Abstract:

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Bear Markets, Expected Returns, Risk Factors