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

18

DOWNLOADS
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Top 5,939

in Total Papers Downloads

8,205

SSRN CITATIONS
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SSRN RANKINGS

Top 6,336

in Total Papers Citations

123

CROSSREF CITATIONS

76

Scholarly Papers (18)

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 Ohio State University (OSU) - Department of Accounting & Management Information Systems
Downloads 1,393 (15,528)
Citation 6

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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 Green
University of California, San Diego (UCSD) - Rady School of Management and Washington University in St. Louis - John M. Olin Business School
Downloads 1,120 (21,573)
Citation 19

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 1,039 (24,084)
Citation 13

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 821 (33,681)
Citation 58

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 815 (34,000)
Citation 5

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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 570 (54,747)
Citation 3

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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 467 (69,531)
Citation 10

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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8.

Dynamics of Research and Strategic Trading

Number of pages: 59 Posted: 01 Oct 2016 Last Revised: 07 Jul 2020
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 443 (75,040)
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 326 (106,601)
Citation 1

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 268 (131,374)
Citation 9

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

11.

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 218 (160,790)
Citation 7

Abstract:

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difference of opinions, optimal expectations, overconfidence

12.

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, Korea University Business School and Moody's Analytics
Downloads 200 (174,450)
Citation 2

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Cheap talk, Coordination, Global games, Leadership

13.

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 Korea University Business School
Downloads 185 (187,213)
Citation 4

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leaks, whistleblower, disclosure, internal communication, efficiency

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 118 (276,343)
Citation 1

Abstract:

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Dynamic Information Acquisition, Strategic trading, Observability, Commitment

15.

Disclosing to Informed Traders

Number of pages: 60 Posted: 06 Jan 2021 Last Revised: 07 Jan 2021
Snehal Banerjee, Ivan Marinovic and Kevin Smith
University of California, San Diego (UCSD) - Rady School of Management, Graduate School of Business, Stanford University and Stanford University Graduate School of Business
Downloads 94 (314,730)

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Voluntary Disclosure, Trading, Price Efficiency, Private Information

16.

Friends Don’t Lie: Monitoring and Communication With Risky Investments

Number of pages: 37 Posted: 02 Sep 2020
Snehal Banerjee and Martin Szydlowski
University of California, San Diego (UCSD) - Rady School of Management and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 71 (371,857)
Citation 1

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Venture Capital, Cheap Talk, Delegation, Governance

17.

The Man(ager) Who Knew Too Much

Number of pages: 52 Posted: 05 Dec 2019 Last Revised: 15 Jul 2020
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 36 (500,509)

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

18.

Motivated Beliefs in Coordination Games

Number of pages: 54 Posted: 05 Sep 2020
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 21 (585,814)

Abstract:

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anticipatory utility, wishful thinking, beauty contests, coordination games, motivated beliefs