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

12

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CITATIONS
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62

Scholarly Papers (12)

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
Downloads 1,246 (11,070)
Citation 3

Abstract:

Expected Return, Information Quality, Uncertainty, Stochastic volatility

2.

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 665 (27,364)
Citation 17

Abstract:

rational expectations, difference of opinions, overlapping generations, disagreement

3.

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 652 (20,488)
Citation 1

Abstract:

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

4.

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 647 (28,759)
Citation 16

Abstract:

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

5.

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 466 (44,044)
Citation 4

Abstract:

On The Run Treasuries, Short Selling, Liquidity

6.

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 Northwestern University - Kellogg School of Management
Downloads 430 (27,529)

Abstract:

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

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 429 (54,490)
Citation 20

Abstract:

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

Abstract:

G12

8.

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 256 (84,244)
Citation 1

Abstract:

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

9.

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 156 (113,530)

Abstract:

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

10.

Leaks, Disclosures and Internal Communication

Number of pages: 33 Posted: 13 Jul 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 0 (404,527)

Abstract:

leaks, whistleblower, disclosure, internal communication, efficiency

11.

Dynamic Information Acquisition and Strategic Trading

Number of pages: 39 Posted: 01 Oct 2016 Last Revised: 21 Apr 2017
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 0 (150,034)

Abstract:

Dynamic information acquisition, Strategic trading, Observability

12.

Conceal to Coordinate

Number of pages: 37 Posted: 21 Oct 2015 Last Revised: 30 Jul 2017
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 0 (193,007)

Abstract:

Cheap talk, Coordination, Global games, Leadership