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

13

DOWNLOADS
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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)

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:

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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:

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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

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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

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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 528 (64,143)

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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 479 (72,425)
Citation 10

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 400 (89,635)
Citation 1

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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

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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

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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
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:

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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)

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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)

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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:

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Cross section of expected returns, Asset Growth, Representativeness