I am a postdoc in the Department of Finance at Copenhagen Business School. My research interests are in asset pricing. I earned my PhD from the University of Chicago in 2025.
Email: mihir.a.gandhi@gmail.com | CV: October 2026
I am a postdoc in the Department of Finance at Copenhagen Business School. My research interests are in asset pricing. I earned my PhD from the University of Chicago in 2025.
Email: mihir.a.gandhi@gmail.com | CV: October 2026
Working Papers
The Term Structure of Stock-Bond Risks (single-authored), August 2025
Links: Slides (EFA 2026)
Option-Implied Spreads and Option Risk Premia (with Chris Culp, Yosh Nozawa, and Pietro Veronesi), June 2021
Publications
Forward Return Expectations (with Niels Joachim Gormsen and Eben Lazarus), October 2026
Forthcoming at Review of Financial Studies
Links: Internet Appendix, Interactive Chart, Virtual Derivatives Workshop
Other Writing
Option-Based Credit Spreads Signal a Recession, but the U.S. Stimulus Will Soften the Blow (with Pietro Veronesi), March 2020
Links: Data Appendix, Data Update, Interactive Chart, Credit Risk Lab