I am a postdoc in the Department of Finance at Copenhagen Business School. My research interests are in empirical asset pricing. I earned my PhD from the University of Chicago.
Email: mihir.a.gandhi@gmail.com | CV: September 2025
I am a postdoc in the Department of Finance at Copenhagen Business School. My research interests are in empirical asset pricing. I earned my PhD from the University of Chicago.
Email: mihir.a.gandhi@gmail.com | CV: September 2025
Working Papers
Forward Return Expectations (with Gormsen and Lazarus), March 2025
Revise and Resubmit at Review of Financial Studies
Links: Internet Appendix, Subsumed Draft, Virtual Derivatives Workshop
Option-Implied Spreads and Option Risk Premia (with Culp, Nozawa, and Veronesi), June 2021
Work in Progress
The Term Structure of Stock-Bond Covariances (single-authored), August 2025
Other Writing
Option-Based Credit Spreads Signal a Recession, but the U.S. Stimulus Will Soften the Blow (with Veronesi), March 2020
Links: Data Appendix, Data Update, Credit Risk Lab