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)
Ana Figueiredo (Erasmus University Rotterdam)
Chris Walters (University of California Berkley, United States)
Susan Dynarski (University of Michigan, United States)
Thorston Hothorn (University of Zurich)
Jordi Gali (Universitat Pompeu Fabra, Spain)
Felix Ward (Erasmus University Rotterdam)
Emma Tominey (The University of York, United Kingdom)
Rita Dias Pereira , Rita Dias Pereira (Erasmus University Rotterdam)
Emily Nix (USC Marshall School of Business, United States)
Tom Boot (University of Groningen)
Ester Faia (Johann Wolfgang Goethe University, Germany)
Alex Horenstein (University of Miami, United States)
Feixiong Liao (Eindhoven Unviersity of Technology)
Robin Lumsdaine (Erasmus University Rotterdam)
Pietro Biroli (University of Zurich, Switzerland)
Dan Houser (George Mason University, United States)
Philipp Ketz (Paris School of Economics)
Luigi Butera (University of Copenhagen, Denmark)
Pedro Matos (University of Virginia, United States)