| 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 | 1763 | 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 | 1197 | 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 | 790 | 2007 |
| Correlated default risk SR Das, L Freed, G Geng, N Kapadia EFA 2003 Annual Conference Paper, 2002 | 240 | 2002 |
| Volatility Risk Premiums Embedded in Individual Equity Options G Bakshi, N Kapadia The Journal of Derivatives 11 (1), 45-54, 2003 | 211 | 2003 |
| Limited arbitrage between equity and credit markets N Kapadia, X Pu Journal of Financial Economics, forthcoming, 2011 | 206 | 2011 |
| The tail in the volatility index J Du, N Kapadia U. Massachusetts, Amherst Work. Pap, 2012 | 110 | 2012 |
| The risk and return characteristics of the buy-write strategy on the Russell 2000 Index N Kapadia, E Szado Journal of Alternative Investments, Spring, 2007 | 64 | 2007 |
| Common failings: How corporate defaults are correlated S Das, D Duffie, N Kapadia, L Saita National Bureau of Economic Research, 2006 | 43 | 2006 |
| Flows: The ‘invisible hands’ on hedge fund management S Feng, M Getmansky Sherman, N Kapadia Midwest finance association 2012 annual meetings paper, 2011 | 22 | 2011 |
| Can credit risk be hedged in equity markets X Che, N Kapadia University of Massachusetts, 2012 | 9 | 2012 |
| 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 | 8 | 2015 |
| Fifteen years of the Russell 2000 buy-write N Kapadia, E Szado The Journal of Investing 21 (4), 59-80, 2012 | 8 | 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 | 5 | 2017 |
| Negative vega? Understanding options on spreads N Kapadia The Journal of Alternative Investments, 75, 1999 | 3 | 1999 |
| Securing the assets of decentralized applications using financial derivatives (DRAFT) G Bissias, B Levine, N Kapadia arXiv preprint arXiv:1701.03945, 2017 | 2 | 2017 |
| Understanding the role of VIX in explaining movements in credit spreads X Che, N Kapadia University of Massachusetts Amherst, MA, 2012 | 2 | 2012 |
| What's Gone Wrong with Option Liquidity: Evidence from the Knight Capital's Trading Glitch N Kapadia, M Linn Available at SSRN 3517429, 2019 | 1 | 2019 |
| Write on the Money? L Burton, N Kapadia, B Sneider Available at SSRN 2807556, 2016 | 1 | 2016 |
