I am a postdoc in the Department of Finance at Copenhagen Business School. My research interests are in asset pricing and macroeconomics. I earned my PhD from the University of Chicago in 2025.
Email: mihir.a.gandhi@gmail.com | CV: September 2026
I am a postdoc in the Department of Finance at Copenhagen Business School. My research interests are in asset pricing and macroeconomics. I earned my PhD from the University of Chicago in 2025.
Email: mihir.a.gandhi@gmail.com | CV: September 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
Links: Internet Appendix, Virtual Derivatives Workshop
Forward Return Expectations (with Niels Joachim Gormsen and Eben Lazarus), September 2026
Conditionally Accepted at Review of Financial Studies
Links: Internet Appendix, Subsumed Draft, 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, Credit Risk Lab, Interactive Chart