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Banerjee, Snehal's
Scholarly Papers
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Total Downloads
3,054 |
Total
Citations
54 |
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1.
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Armstrong, Chris University of Pennsylvania - Accounting Department Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance Corona, Carlos Carnegie Mellon University
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12 Nov 08
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Last Revised:
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13 Sep 12
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1,046
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Expected Return, Information Quality, Uncertainty, Stochastic volatility
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Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance Kremer, Ilan Stanford Graduate School of Business
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23 Mar 05
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Last Revised:
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06 Aug 09
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542
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13
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Difference of opinions, autocorrelation in volume, correlation in price changes and volume
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3.
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Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance
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15 Nov 08
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Last Revised:
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06 May 10
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526
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16
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rational expectations, difference of opinions, overlapping generations, disagreement
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4.
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Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance Graveline, Jeremy J. University of Minnesota - Carlson School of Management
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13 Mar 09
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Last Revised:
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10 Sep 11
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363
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On The Run Treasuries, Short Selling, Liquidity
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5.
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Price Drift as an Outcome of Differences in Higher-Order Beliefs
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Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance Kaniel, Ron University of Rochester - Simon Graduate School of Business Kremer, Ilan Stanford Graduate School of Business
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Posted:
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16 Mar 06
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Last Revised:
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29 Jul 10
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316
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Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance Kaniel, Ron University of Rochester - Simon Graduate School of Business Kremer, Ilan Stanford Graduate School of Business
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Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance Kaniel, Ron University of Rochester - Simon Graduate School of Business Kremer, Ilan Stanford Graduate School of Business
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16 Mar 06
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Last Revised:
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30 Nov 09
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316
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20
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price drift, momentum, rational, difference, opinion
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6.
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Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance Green, Brett S. University of California, Berkeley - Haas School of Business
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02 Sep 12
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Last Revised:
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20 Feb 13
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148
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Asset Prices, Trade, Learning, Asymmetric Information, Rational Expectations
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7.
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Banerjee, Snehal Northwestern University - Kellogg School of Management - Department of Finance Graveline, Jeremy J. University of Minnesota - Carlson School of Management
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20 Nov 11
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Last Revised:
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15 Jan 13
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113
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Scarcity, Short-selling, Price distortions, Derivatives, Regulation
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