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: July 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: July 2026
Working Papers
The Term Structure of Stock-Bond Covariances (single-authored), August 2025
Links: Slides (November 2025)
Option-Implied Spreads and Option Risk Premia (with Chris Culp, Yosh Nozawa, and Pietro Veronesi), June 2021
Publications
Forward Return Expectations (with Niels Gormsen and Eben Lazarus), April 2026
Conditionally Accepted at Review of Financial Studies
Links: Internet Appendix, Subsumed Draft, Virtual Derivatives Workshop, Interactive Chart
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