The Puzzle of Negative Average Returns to Call Options on Treasury Bond Futures
Gurdip Bakshi (Temple University, United States)
- TI Finance Research Seminars
Gurdip Bakshi (Temple University, United States)
Pedro Matos (University of Virginia, United States)
Philip Valta (University of Bern, Switzerland)
Magnus Dahlquist (Stockholm School of Economics, Sweden)
Alex Popov (ECB, Germany)
Carole Comerton-Forde (University of New South Wales, Australia)
Tarun Ramadorai (Imperial College London, United Kingdom)
Thorsten V. Koeppl (Queen's University, Canada)
Marie Hoerova (European Central Bank, Germany)
Söhnke Bartram (The University of Warwick, United Kingdom)
Matti Keloharju (Aalto University, Finland)
Alexandra Niessen-Ruenzi (University of Mannheim, Germany)
Hans Degryse (KU Leuven, Belgium)
Alexandra Niessen-Ruenzi (University of Mannheim, Germany)
Andrea Vedolin (Boston University, United States)
Simona Sanfelici (University of Parma, Italy)
Amit Goyal (University of Lausanne, Switzerland)
Henrik Cronqvist (University of Miami, United States)
Per Mykland (The University of Chicago, United States)
Nicola Gennaioli (Bocconi University, Italy)