Nikunj Kapadia

Finance · 2001–2012

A researcher in the Science corpus: 6 papers; trusts 11 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

Whom Nikunj Kapadia trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan
  2. David S. Bates
  3. Lars Peter Hansen
  4. Mikhail Chernov
  5. Steven Heston
  6. Darrell Duffie
  7. Mark L. Mitchell
  8. Michael B. Gordy
  9. Eric Ghysels
  10. Kay Giesecke

Who trusts Nikunj Kapadia overall

  1. Joost Driessen
  2. David S. Bates
  3. Liuren Wu
  4. Andrew Ang
  5. V. Todorov
  6. Peter P. Carr
  7. Tim Bollerslev
  8. Turan G. Bali
  9. Patrick J. Dennis
  10. Pascal J. Maenhout

Papers from Nikunj Kapadia's perspective

Ordered by how strongly the researchers Nikunj Kapadia trusts endorse each paper. Same corpus, a different order for every researcher.

  1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  2. Expected Option Returns
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. The Determinants of Credit Spread Changes
  5. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  6. A Closed-Form GARCH Option Valuation Model
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Specification Analysis of Affine Term Structure Models
  9. The Pricing of Options and Corporate Liabilities
  10. The Cross‐Section of Expected Stock Returns

Their papers