Snehal Banerjee

University of California, San Diego (UCSD) - Rady School of Management

Associate Professor

9500 Gilman Drive

Rady School of Management

La Jolla, CA 92093

United States

SCHOLARLY PAPERS

15

DOWNLOADS
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SSRN RANKINGS

Top 5,840

in Total Papers Downloads

7,815

SSRN CITATIONS
Rank 5,537

SSRN RANKINGS

Top 5,537

in Total Papers Citations

125

CROSSREF CITATIONS

81

Scholarly Papers (15)

1.

Factor-Loading Uncertainty and Expected Returns

AFA 2010 Atlanta Meetings Paper
Number of pages: 52 Posted: 12 Nov 2008 Last Revised: 13 Sep 2012
Chris Armstrong, Snehal Banerjee and Carlos Corona
University of Pennsylvania - Accounting Department, University of California, San Diego (UCSD) - Rady School of Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 1,388 (14,349)
Citation 5

Abstract:

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Expected Return, Information Quality, Uncertainty, Stochastic volatility

2.

Signal or Noise? Uncertainty and Learning about Whether Other Traders are Informed

Journal of Financial Economics (JFE), 2015, 117(2): 398-423
Number of pages: 63 Posted: 02 Sep 2012 Last Revised: 29 Mar 2017
Snehal Banerjee and Brett S. Green
University of California, San Diego (UCSD) - Rady School of Management and Washington University in St. Louis - John M. Olin Business School
Downloads 1,102 (20,341)
Citation 14

Abstract:

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Learning, Asymmetric Information, Rational Expectations, Noise Trading, Sentiment, Difference of opinions, Volatility clustering, Leverage effect

3.

When Transparency Improves, Must Prices Reflect Fundamentals Better?

Number of pages: 42 Posted: 24 Mar 2014 Last Revised: 14 Jul 2017
Snehal Banerjee, Jesse Davis and Naveen Gondhi
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina (UNC) at Chapel Hill - Finance Area and INSEAD
Downloads 1,023 (22,698)
Citation 9

Abstract:

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Transparency, price efficiency, regulation, information acquisition, difference of opinions, disclosure

4.

Learning from Prices and the Dispersion in Beliefs

Number of pages: 48 Posted: 15 Nov 2008 Last Revised: 06 May 2010
Snehal Banerjee
University of California, San Diego (UCSD) - Rady School of Management
Downloads 815 (31,456)
Citation 50

Abstract:

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rational expectations, difference of opinions, overlapping generations, disagreement

5.

Disagreement and Learning: Dynamic Patterns of Trade

Journal of Finance forthcoming
Number of pages: 49 Posted: 23 Mar 2005 Last Revised: 06 Aug 2009
Snehal Banerjee and Ilan Kremer
University of California, San Diego (UCSD) - Rady School of Management and Independent
Downloads 805 (31,995)
Citation 31

Abstract:

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Difference of opinions, autocorrelation in volume, correlation in price changes and volume

6.

The Cost of Short-Selling Liquid Securities

Journal of Finance, Forthcoming
Number of pages: 35 Posted: 13 Mar 2009 Last Revised: 10 Sep 2011
Snehal Banerjee and Jeremy J. Graveline
University of California, San Diego (UCSD) - Rady School of Management and University of Minnesota - Carlson School of Management
Downloads 567 (51,080)
Citation 3

Abstract:

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On The Run Treasuries, Short Selling, Liquidity

Price Drift as an Outcome of Differences in Higher Order Beliefs

AFA 2007 Chicago Meetings Paper, Review of Financial Studies, Forthcoming
Number of pages: 25 Posted: 16 Mar 2006 Last Revised: 30 Nov 2009
Snehal Banerjee, Ron Kaniel and Ilan Kremer
University of California, San Diego (UCSD) - Rady School of Management, University of Rochester - Simon Business School and Independent
Downloads 465 (64,830)
Citation 7

Abstract:

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price drift, momentum, rational, difference, opinion

Price Drift as an Outcome of Differences in Higher-Order Beliefs

The Review of Financial Studies, Vol. 22, Issue 9, pp. 3707-3734, 2009
Posted: 08 Sep 2009
Snehal Banerjee, Ron Kaniel and Ilan Kremer
University of California, San Diego (UCSD) - Rady School of Management, University of Rochester - Simon Business School and Independent

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G12

8.

Delayed Information Acquisition and Entry into New Trading Opportunities

Number of pages: 51 Posted: 01 Oct 2016 Last Revised: 24 Sep 2019
Snehal Banerjee and Bradyn M. Breon-Drish
University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
Downloads 414 (75,404)
Citation 1

Abstract:

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dynamic information acquisition, delayed entry, slow moving capital

9.

Trading in Derivatives When the Underlying is Scarce

Number of pages: 50 Posted: 20 Nov 2011 Last Revised: 21 Aug 2013
Snehal Banerjee and Jeremy J. Graveline
University of California, San Diego (UCSD) - Rady School of Management and University of Minnesota - Carlson School of Management
Downloads 324 (99,726)
Citation 11

Abstract:

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Scarcity, Short-selling, Price distortions, Derivatives, Regulation

10.

Transparency versus Tone: Public Communication with Limited Commitment

Number of pages: 27 Posted: 23 Jan 2014 Last Revised: 28 Jun 2014
Snehal Banerjee and Qingmin Liu
University of California, San Diego (UCSD) - Rady School of Management and Columbia University
Downloads 261 (125,767)
Citation 11

Abstract:

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Central bank transparency, commitment, communication, disclosure policy, coordination, policy intervention

11.

Conceal to Coordinate

Number of pages: 46 Posted: 21 Oct 2015 Last Revised: 19 Jul 2018
Snehal Banerjee, Taejin Kim and Vishal Mangla
University of California, San Diego (UCSD) - Rady School of Management, The Chinese University of Hong Kong (CUHK) - Department of Finance and Moody's Analytics
Downloads 195 (166,774)
Citation 1

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Cheap talk, Coordination, Global games, Leadership

12.

Leaks, Disclosures and Internal Communication

Number of pages: 35 Posted: 13 Jul 2017 Last Revised: 10 Nov 2017
Snehal Banerjee and Taejin Kim
University of California, San Diego (UCSD) - Rady School of Management and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 174 (184,688)
Citation 3

Abstract:

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leaks, whistleblower, disclosure, internal communication, efficiency

13.

Choosing to Disagree in Financial Markets

Number of pages: 54 Posted: 07 Mar 2019 Last Revised: 03 Jul 2019
Snehal Banerjee, Jesse Davis and Naveen Gondhi
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina (UNC) at Chapel Hill - Finance Area and INSEAD
Downloads 160 (199,553)
Citation 2

Abstract:

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difference of opinions, optimal expectations, overconfidence

14.

Strategic Trading and Unobservable Information Acquisition

Number of pages: 60 Posted: 30 Oct 2018 Last Revised: 19 Sep 2019
Snehal Banerjee and Bradyn M. Breon-Drish
University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
Downloads 94 (295,169)

Abstract:

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Dynamic Information Acquisition, Strategic trading, Observability, Commitment

15.

The Man(ager) Who Knew Too Much

Number of pages: 35 Posted: 05 Dec 2019
Snehal Banerjee, Jesse Davis and Naveen Gondhi
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina (UNC) at Chapel Hill - Finance Area and INSEAD
Downloads 28 (509,416)

Abstract:

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curse of knowledge, cheap talk, disclosure, delegation, belief formation