| Stock return characteristics, skew laws, and the differential pricing of individual equity options G Bakshi, N Kapadia, D Madan Review of Financial Studies 16 (1), 101-143, 2003 | 1462 | 2003 |
| Delta-hedged gains and the negative market volatility risk premium G Bakshi, N Kapadia The Review of Financial Studies 16 (2), 527-566, 2003 | 1019 | 2003 |
| Common failings: How corporate defaults are correlated SR Das, D Duffie, N Kapadia, L Saita The Journal of Finance 62 (1), 93-117, 2007 | 699 | 2007 |
| Correlated default risk SR Das, L Freed, G Geng, N Kapadia The Journal of Fixed Income 16 (2), 7-32, 2006 | 227 | 2006 |
| Volatility Risk Premiums Embedded in Individual Equity Options G Bakshi, N Kapadia The Journal of Derivatives 11 (1), 45-54, 2003 | 186 | 2003 |
| Limited arbitrage between equity and credit markets N Kapadia, X Pu Journal of Financial Economics, forthcoming, 2011 | 177 | 2011 |
| The tail in the volatility index J Du, N Kapadia U. Massachusetts, Amherst Working paper, 2012 | 96 | 2012 |
| The risk and return characteristics of the buy-write strategy on the Russell 2000 Index N Kapadia, E Szado The Journal of Alternative Investments 9 (4), 39-56, 2007 | 56 | 2007 |
| Common failings: How corporate defaults are correlated S Das, D Duffie, N Kapadia, L Saita National Bureau of Economic Research, 2006 | 42 | 2006 |
| Flows: The ‘invisible hands’ on hedge fund management S Feng, M Getmansky Sherman, N Kapadia Midwest Finance Association 2012 Annual Meetings Paper, 2011 | 19 | 2011 |
| D. Madan, 2002. Stock return characteristics, skew laws, and the differential pricing of individual equity options G Bakshi, N Kapadia Review of Financial Studies, 101-143, 0 | 9 | |
| An options-based approach to coordinating distributed decision systems DR Ball, A Deshmukh, N Kapadia European Journal of Operational Research 240 (3), 706-717, 2015 | 7 | 2015 |
| Fifteen years of the Russell 2000 buy-write N Kapadia, E Szado The Journal of Investing 21 (4), 59-80, 2012 | 7 | 2012 |
| Can credit risk be hedged in equity markets X Che, N Kapadia SSRN Electronic Journal. https://doi. org/10.2139/ssrn 2024611, 2012 | 7 | 2012 |
| Equilibrium Exercise of European Warrants N Kapadia, G Willette Review of Derivatives Research, forthcoming, 2011 | 6 | 2011 |
| Market-based security for distributed applications G Bissias, BN Levine, N Kapadia Proceedings of the 2017 New Security Paradigms Workshop, 19-34, 2017 | 3 | 2017 |
| Securing the assets of decentralized applications using financial derivatives (DRAFT) G Bissias, B Levine, N Kapadia arXiv preprint arXiv:1701.03945, 2017 | 2 | 2017 |
| Negative vega? Understanding options on spreads N Kapadia The Journal of Alternative Investments 1 (4), 75-78, 1999 | 2 | 1999 |
| Understanding the role of VIX in explaining movements in credit spreads X Che, N Kapadia University of Massachusetts Amherst, MA, 2012 | 1 | 2012 |
| Essays in investment NP Kapadia New York University, Graduate School of Business Administration, 1995 | 1 | 1995 |
