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

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59

CROSSREF CITATIONS

35

Scholarly Papers (13)

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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 773 (45,887)
Citation 55

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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 748 (47,984)

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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 610 (62,573)
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 609 (62,709)
Citation 40

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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: 86 Posted: 13 Jul 2017 Last Revised: 20 Jul 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 591 (65,120)

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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 555 (70,489)
Citation 10

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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, 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 418 (99,030)
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 417 (99,305)
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 386 (108,643)
Citation 8

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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
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 242 (176,940)

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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 230 (185,760)

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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: 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 125 (310,981)

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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 107 (349,022)

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Cross section of expected returns, Asset Growth, Representativeness