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

14

DOWNLOADS
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Top 5,636

in Total Papers Downloads

7,587

SSRN CITATIONS
Rank 6,382

SSRN RANKINGS

Top 6,382

in Total Papers Citations

74

CROSSREF CITATIONS

83

Scholarly Papers (14)

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 1,377 (13,447)
Citation 3

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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 University of California, Berkeley - Haas School of Business
Downloads 1,076 (19,582)
Citation 13

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, Kellogg School of Management - Department of Finance and INSEAD
Downloads 992 (22,085)
Citation 4

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 804 (29,817)
Citation 36

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 791 (30,511)
Citation 18

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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 561 (48,314)
Citation 2

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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 462 (61,082)
Citation 1

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 398 (73,872)
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 (93,415)
Citation 8

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 257 (119,759)
Citation 8

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 188 (162,035)
Citation 3

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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 161 (185,671)
Citation 2

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, Kellogg School of Management - Department of Finance and INSEAD
Downloads 123 (232,118)

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 73 (324,432)
Citation 2

Abstract:

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Dynamic Information Acquisition, Strategic trading, Observability, Commitment