Standout Papers

Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Opti... 2003 2026 2010 2018 990
  1. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)
    Gurdip Bakshi, Nikunj Kapadia et al. Review of Financial Studies
  2. Delta-Hedged Gains and the Negative Market Volatility Risk Premium (2003)
    Gurdip Bakshi, Nikunj Kapadia Review of Financial Studies

Immediate Impact

1 by Nobel laureates 85 standout
Sub-graph 1 of 15

Citing Papers

The Time Variation in Risk Appetite and Uncertainty
2021 Standout
Measuring Economic Policy Uncertainty*
2016 Standout
37 intermediate papers

Works of Nikunj Kapadia being referenced

Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
2003 Standout
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
2003 Standout
and 4 more

Author Peers

Author Last Decade Papers Cites
Nikunj Kapadia 2762 1277 92 467 22 2.9k
Jens Carsten Jackwerth 2625 1276 60 218 52 2.8k
Thomas Philippon 1215 1230 125 452 26 2.0k
Jason Zhanshun Wei 1841 876 131 658 54 2.2k
Robert R. Bliss 2366 1032 66 386 47 2.6k
Gregory R. Duffee 3268 1241 104 639 29 3.5k
Ludger Hentschel 1827 1557 74 495 13 2.2k
Douglas T. Breeden 2383 1970 184 570 24 2.9k
John C. Hull 2469 917 133 505 50 2.8k
Pierluigi Balduzzi 1932 1465 61 763 50 2.4k
Robert Geske 2642 1231 414 524 27 2.9k

All Works

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2026