Nikunj Kapadia

4.4k total citations · 2 hit papers
23 papers, 3.0k citations indexed

About

Nikunj Kapadia is a scholar working on Finance, Economics and Econometrics and Strategy and Management. According to data from OpenAlex, Nikunj Kapadia has authored 23 papers receiving a total of 3.0k indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 7 papers in Economics and Econometrics and 2 papers in Strategy and Management. Recurrent topics in Nikunj Kapadia's work include Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (9 papers) and Banking stability, regulation, efficiency (8 papers). Nikunj Kapadia is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (9 papers) and Banking stability, regulation, efficiency (8 papers). Nikunj Kapadia collaborates with scholars based in United States. Nikunj Kapadia's co-authors include Gurdip Bakshi, Dilip B. Madan, Sanjiv Ranjan Das, Darrell Duffie, Xiaoling Pu, Jian Du, Jian Du, Xuan Xuan, Mila Getmansky Sherman and Abhijit Deshmukh and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Nikunj Kapadia

22 papers receiving 2.8k citations

Hit Papers

Stock Return Characteristics, Skew Laws, and the Differen... 2003 2026 2010 2018 2003 2003 250 500 750 1000
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
    2003 1.0k citations Gurdip Bakshi, Nikunj Kapadia et al. Review of Financial Studies profile →
  2. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
    2003 688 citations Gurdip Bakshi, Nikunj Kapadia Review of Financial Studies profile →

Peers

Nikunj Kapadia
Jens Carsten Jackwerth Germany
Robert R. Bliss United States
Ludger Hentschel United States
Gregory R. Duffee United States
Joost Driessen Netherlands
Robert F. Dittmar United States
Andrea Buraschi United Kingdom
Harry M. Kat United Kingdom
Haoxiang Zhu United States
Don M. Chance United States
Jens Carsten Jackwerth Germany
Nikunj Kapadia
Citations per year, relative to Nikunj Kapadia Nikunj Kapadia (= 1×) peers Jens Carsten Jackwerth

Countries citing papers authored by Nikunj Kapadia

Since Specialization
Citations

This map shows the geographic impact of Nikunj Kapadia's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nikunj Kapadia with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nikunj Kapadia more than expected).

Fields of papers citing papers by Nikunj Kapadia

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Nikunj Kapadia. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nikunj Kapadia. The network helps show where Nikunj Kapadia may publish in the future.

Co-authorship network of co-authors of Nikunj Kapadia

This figure shows the co-authorship network connecting the top 25 collaborators of Nikunj Kapadia. A scholar is included among the top collaborators of Nikunj Kapadia based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Nikunj Kapadia. Nikunj Kapadia is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Bissias, George, Brian Neil Levine, & Nikunj Kapadia. (2017). Market-based Security for Distributed Applications. 19–34. 3 indexed citations
2.
Deshmukh, Abhijit, et al.. (2014). An options-based approach to coordinating distributed decision systems. European Journal of Operational Research. 240(3). 706–717. 8 indexed citations
3.
Kapadia, Nikunj & Xiaoling Pu. (2012). Limited arbitrage between equity and credit markets. Journal of Financial Economics. 105(3). 542–564. 103 indexed citations
4.
Xuan, Xuan & Nikunj Kapadia. (2012). Can Credit Risk Be Hedged in Equity Markets?. SSRN Electronic Journal. 5 indexed citations
5.
Kapadia, Nikunj & Xiaoling Pu. (2011). Limited Arbitrage between Equity and Credit Markets. SSRN Electronic Journal. 29 indexed citations
6.
Sherman, Mila Getmansky, et al.. (2011). Flows: The ‘Invisible Hands’ on Hedge Fund Management. SSRN Electronic Journal. 10 indexed citations
7.
Kapadia, Nikunj & Jian Du. (2011). The Tail in the Volatility Index. SSRN Electronic Journal. 23 indexed citations
8.
Kapadia, Nikunj, et al.. (2011). Equilibrium exercise of European warrants. Review of Derivatives Research. 15(2). 129–156.
9.
Kapadia, Nikunj & Xiaoling Pu. (2010). Limited Arbitrage Between Equity and Credit Markets. SSRN Electronic Journal. 1 indexed citations
10.
Das, Sanjiv Ranjan, et al.. (2007). Common Failings: How Corporate Defaults Are Correlated. The Journal of Finance. 62(1). 93–117. 396 indexed citations
11.
Kapadia, Nikunj, et al.. (2007). The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index. The Journal of Alternative Investments. 9(4). 39–56. 4 indexed citations
12.
Das, Sanjiv Ranjan, et al.. (2006). Correlated Default Risk. The Journal of Fixed Income. 16(2). 7–32. 75 indexed citations
13.
Kapadia, Nikunj & Gurdip Bakshi. (2003). Volatility Risk Premiums Embedded in Individual Equity Options: Some New Insights. SSRN Electronic Journal. 13 indexed citations
14.
Bakshi, Gurdip & Nikunj Kapadia. (2003). Volatility Risk Premiums Embedded in Individual Equity Options. The Journal of Derivatives. 11(1). 45–54. 119 indexed citations
15.
Bakshi, Gurdip & Nikunj Kapadia. (2003). Delta-Hedged Gains and the Negative Market Volatility Risk Premium. Review of Financial Studies. 16(2). 527–566. 688 indexed citations breakdown →
16.
Das, Sanjiv Ranjan, et al.. (2002). Correlated Default Risk. SSRN Electronic Journal. 35 indexed citations
17.
Bakshi, Gurdip & Nikunj Kapadia. (2001). Delta-Hedged Gains and the Negative Market Volatility Risk Premium. SSRN Electronic Journal. 166 indexed citations
18.
Bakshi, Gurdip, Nikunj Kapadia, & Dilip B. Madan. (2001). Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options. SSRN Electronic Journal. 270 indexed citations
19.
Bakshi, Gurdip, Nikunj Kapadia, & Dilip B. Madan. (2000). Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options. SSRN Electronic Journal. 6 indexed citations
20.
Kapadia, Nikunj. (1996). Review of The Dictionary of Financial Risk Management by Gary Gastineau and Mark Kritzman. The Journal of Derivatives. 4(2). 105–107. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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