Stock return characteristics, skew laws, and the differential pricing of individual equity options
This article provides several new insights into the economic sources of skewness. First, we
document the differential pricing of individual equity options versus the market index and …
document the differential pricing of individual equity options versus the market index and …
Delta-hedged gains and the negative market volatility risk premium
We investigate whether the volatility risk premium is negative by examining the statistical
properties of delta-hedged option portfolios (buy the option and hedge with stock). Within a …
properties of delta-hedged option portfolios (buy the option and hedge with stock). Within a …
Common failings: How corporate defaults are correlated
… 1, … , n, default occurs at the first jump time τ i of a nonexplosive counting process N i with …
stopping time T, the counting processes N ˆ 1 , … , N ˆ n defined by N ˆ i ( u ) = N i ( u + T ) are …
stopping time T, the counting processes N ˆ 1 , … , N ˆ n defined by N ˆ i ( u ) = N i ( u + T ) are …
Hypofractionated whole breast radiotherapy in breast conservation for early-stage breast cancer: a systematic review and meta-analysis of randomized trials
…, HA Herchek, DC Nalepinski, NS Kapadia - Breast cancer research …, 2017 - Springer
… No differences were observed in local failure (n = 7 trials; RR 0.97; 95% CI 0.78–1.19, I 2 …
ART was associated with significantly less acute toxicity (n = 5 trials; RR 0.36; 95% CI 0.21–…
ART was associated with significantly less acute toxicity (n = 5 trials; RR 0.36; 95% CI 0.21–…
Firm-specific risk and equity market development
We show that the increase in firm-specific risk in the US stock market is the result of new
listings by riskier companies. In addition, our results explain why prior researchers have found …
listings by riskier companies. In addition, our results explain why prior researchers have found …
Investigations of Rhizobium biofilm formation
NA Fujishige, NN Kapadia, PL De Hoff… - FEMS microbiology …, 2006 - academic.oup.com
The development of nitrogen-fixing nodules of the Rhizobium-legume symbiosis, especially
the early stages of root hair deformation and curling, infection thread formation, and nodule …
the early stages of root hair deformation and curling, infection thread formation, and nodule …
Game-based exercises for dynamic short-sitting balance rehabilitation of people with chronic spinal cord and traumatic brain injuries
AL Betker, A Desai, C Nett, N Kapadia… - Physical therapy, 2007 - academic.oup.com
Background and Purpose Goal-oriented, task-specific training has been shown to improve
function; however, it can be difficult to maintain patient interest. This report describes a …
function; however, it can be difficult to maintain patient interest. This report describes a …
Tracking down distress risk
N Kapadia - Journal of Financial Economics, 2011 - Elsevier
This paper shows that exposure to aggregate distress risk is the underlying source of the
premiums for the Fama-French size (SMB) and value (HML) factors. Using a unique data set of …
premiums for the Fama-French size (SMB) and value (HML) factors. Using a unique data set of …
Death and jackpot: Why do individual investors hold overpriced stocks?
… Author links open overlay panel Jennifer Conrad a , Nishad Kapadia d , Yuhang Xing b c …
Fama and French (1996), Vassalou and Xing (2004), and Kapadia (2011) argue that a positive …
Fama and French (1996), Vassalou and Xing (2004), and Kapadia (2011) argue that a positive …
Limited arbitrage between equity and credit markets
We document that short-horizon pricing discrepancies across firms' equity and credit markets
are common and that an economically significant proportion of these are anomalous, …
are common and that an economically significant proportion of these are anomalous, …