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 11,926

SSRN RANKINGS

Top 11,926

in Total Papers Downloads

5,745

SSRN CITATIONS
Rank 12,591

SSRN RANKINGS

Top 12,591

in Total Papers Citations

59

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 771 (45,413)
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 735 (48,420)

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 610 (61,691)
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 601 (62,870)
Citation 40

Abstract:

Loading...

Idiosyncratic risk, Skewness, Initial public offerings, Factor models

5.

On the information content of credit ratings and market-based measures of default risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 84 Posted: 13 Jul 2017 Last Revised: 14 Jan 2022
Oleg Gredil, Nishad Kapadia and Jung Hoon Lee
Tulane University - A.B. Freeman School of Business, Tulane University - Finance & Economics and Vanderbilt University - Finance
Downloads 569 (67,551)

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 545 (71,119)
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, Jennifer S. Conrad, Nishad Kapadia and Yuhang Xing
University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School, Tulane University - Finance & Economics and Rice University
Downloads 417 (97,951)
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 415 (98,516)
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 386 (107,130)
Citation 8

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 241 (175,386)

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 230 (183,364)

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: 62 Posted: 15 Jun 2020 Last Revised: 05 Aug 2021
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 121 (314,534)

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 104 (349,124)

Abstract:

Loading...

Cross section of expected returns, Asset Growth, Representativeness