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)
Emily Nix (USC Marshall School of Business, United States)
Robin Döttling , Robin Döttling (University of Amsterdam)
Pedro Matos (University of Virginia, United States)
Magdalena Rola-Janicka (University of Amsterdam)
Zhen Li , Zhen Li (University of Amsterdam)
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)