Firm-specific risk and equity market development G Brown, N Kapadia Journal of financial economics 84 (2), 358-388, 2007 | 497 | 2007 |
Death and jackpot: Why do individual investors hold overpriced stocks? J Conrad, N Kapadia, Y Xing Journal of Financial Economics 113 (3), 455-475, 2014 | 216 | 2014 |
Tracking down distress risk N Kapadia Journal of Financial Economics 102 (1), 167-182, 2011 | 144 | 2011 |
The next Microsoft? Skewness, idiosyncratic volatility, and expected returns N Kapadia Skewness, Idiosyncratic Volatility, and Expected Returns (November 2006), 2006 | 106 | 2006 |
Do idiosyncratic jumps matter? N Kapadia, M Zekhnini Journal of Financial Economics 131 (3), 666-692, 2019 | 43 | 2019 |
Testing factor models on characteristic and covariance pure plays K Back, N Kapadia, B Ostdiek Available at SSRN 2621696, 2015 | 41 | 2015 |
Slopes as factors: Characteristic pure plays K Back, N Kapadia, B Ostdiek Available at SSRN 2295993, 2013 | 31 | 2013 |
On the information content of credit ratings and market-based measures of default risk OR Gredil, N Kapadia, JH Lee Journal of Financial Economics 146 (1), 172-204, 2022 | 28* | 2022 |
Getting paid to hedge: why don’t investors pay a premium to hedge downturns? N Kapadia, BB Ostdiek, JP Weston, M Zekhnini Journal of Financial and Quantitative Analysis 54 (3), 1157-1192, 2019 | 9* | 2019 |
Davids, Goliaths, and business cycles J Duarte, N Kapadia Journal of Financial and Quantitative Analysis 52 (6), 2429-2460, 2017 | 6 | 2017 |
One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns N Kapadia, M Linn, B Paye Journal of Financial and Quantitative Analysis 59 (3), 1185-1212, 2024 | 4 | 2024 |
Estimating the Cost of Equity: Why Do Simple Benchmarks Outperform Factor Models? N Kapadia, BS Paye Available at SSRN 2118920, 2014 | 1 | 2014 |
Extrapolative Expectations and Corporate Risk Management H Jiang, N Kapadia, Y Xing, Y Zhang Available at SSRN 4709420, 2024 | | 2024 |
Can the Representativeness Heuristic Explain the Asset Growth Anomaly? M He, N Kapadia, S Tice Available at SSRN 3739972, 2020 | | 2020 |