Bakshi, Gurdip and Nikunj Kapadia, Risk Premiums Embedded 2003, “Volatility in Individual Equity Options: Some New 11(1), Journal of Derivatives, Insights,” 45-54. Bakshi, Gurdip and Nikunj Kapadia, 2003, Gains and the Negative “Delta-Hedged Market Volatility Risk Volume 16 (2), Review of Financial Studies, Premium,” 527-566. Bakshi, Gurdip, Nikunj Kapadia and Dilip Madan, 2003, Return “Stock Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Volume 16 (1), 101-143. Review of Financial Studies, Options,” Kapadia, Nikunj on “Negative Vega? Understanding Options Spreads,” 1999, Vol. 1, Number 4, 75-78. Journal of Alternative Investment, Other Publications Harit, Tuhin and Nikunj Kapadia, 2017, Activism Save the “Can Shareholder Volume 6 (11) November, pp. 14-18 The Global Analyst, Environment,” Kapadia, Nikunj and Ed Szado, 2012, of the Russell 2000 “Fifteen Years Journal of Investing, Winter, 1-22 Lead article The January 2009, Chartered Financial Analyst, “Rating Agencies: Road Ahead,” 36-37. in Encyclopedia of Quantitative Risk Assessment “Default Correlation,” 2008, and Analysis, Melnick, E., and Everitt, B. (eds). John Wiley and Sons Ltd, Chichestor, UK, pp 470-476. Things to Know about Correlated (with “Simply Credit: Useful Default Risk,” Sanjiv Das, Gifford Fong, Laurence Freed and Gary Geng), 2001, Extra Credit, Nov-Dec, 14:23. Risk The Blackwell Encyclopedic Dictionary of “Volatility Pricing,” 1997, Finance, Edited by Dean Paxzon and Douglas Wood, Blackwell Publishers, Cambridge, MA. of Risk Journal of Derivatives, 1996. Book Review, “Dictionary Management”, Working Papers and September 2017 (with Jian Du) “Volatility Tail Indices from Option Prices,”
Bakshi, Gurdip and Nikunj Kapadia, 2003, “Volatility Risk Premiums Embedded in Individual Equity Options: Some New Insights,” Journal of Derivatives, 11(1), 45-54. Bakshi, Gurdip and Nikunj Kapadia, 2003, “Delta-Hedged Gains and the Negative Market Volatility Risk Premium,” Review of Financial Studies, Volume 16 (2), 527-566. Bakshi, Gurdip, Nikunj Kapadia and Dilip Madan, 2003, “Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options,” Review of Financial Studies, Volume 16 (1), 101-143. Kapadia, Nikunj “Negative Vega? Understanding Options on Spreads,” 1999, Journal of Alternative Investment, Vol. 1, Number 4, 75-78. Other Publications Harit, Tuhin and Nikunj Kapadia, 2017, “Can Shareholder Activism Save the Environment,” The Global Analyst, Volume 6 (11) November, pp. 14-18 Kapadia, Nikunj and Ed Szado, 2012, “Fifteen Years of the Russell 2000 Journal of Investing, Winter, 1-22 Lead article “Rating Agencies: The Road Ahead,” January 2009, Chartered Financial Analyst, 36-37. “Default Correlation,” 2008, in Encyclopedia of Quantitative Risk Assessment and Analysis, Melnick, E., and Everitt, B. (eds). John Wiley and Sons Ltd, Chichestor, UK, pp 470-476. “Simply Credit: Useful Things to Know about Correlated Default Risk,” (with Sanjiv Das, Gifford Fong, Laurence Freed and Gary Geng), 2001, Extra Credit, Nov-Dec, 14:23. “Volatility Risk Pricing,” 1997, The Blackwell Encyclopedic Dictionary of Finance, Edited by Dean Paxzon and Douglas Wood, Blackwell Publishers, Cambridge, MA. Book Review, “Dictionary of Risk Management”, Journal of Derivatives, 1996. Working Papers “Volatility and Tail Indices from Option Prices,” September 2017 (with Jian Du)