I'm a Finance PhD student at the University of Chicago. My research interests are in empirical asset pricing.
Before my PhD, I was a research assistant in the Division of Research and Statistics at the Federal Reserve Board.
I received my BA, summa cum laude, in Economics and Applied Math from Vanderbilt University, with Highest Honors.
Email: mihir.a.gandhi@gmail.com | CV: February 2025
Working Papers
Forward Return Expectations (with Gormsen and Lazarus), September 2023
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), January 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