SNEHAL BANERJEE

Associate Professor of Finance
Rady School of Management
University of California, San Diego
Office: Room 4S149, Otterson Hall
Email: snehalb@ucsd.edu
Phone: (858) 534-2795

CURRICULUM VITAE    (Google Scholar, .bib file)

WORKING PAPERS

The Man(ager) Who Knew Too Much (with J. Davis and N. Gondhi) — New!

Choosing to Disagree in Financial Markets (with J. Davis and N. Gondhi) — Slides

Delayed Information Acquisition and Entry into New Markets (with B. Breon-Drish)

Leaks, disclosures and internal communication (with T. Kim)

Conceal to Coordinate (with T. Kim and V. Mangla)

Transparency versus Tone: Public Communication with Limited Commitment (with Q. Liu )


PUBLICATIONS

Strategic trading and unobservable information acquisition (with B. Breon-Drish)
      Journal of Financial Economics, forthcoming

When transparency improves, must prices reflect fundamentals better? (with J. Davis and N. Gondhi)
      Review of Financial Studies, 2018, 31(6):2377-2414

Signal or noise? Uncertainty and learning about whether other traders are informed (with B. Green)
      Journal of Financial Economics, 2015, 117(2):398-423

Trading in Derivatives when the Underlying is Scarce (with J. Graveline)
      Journal of Financial Economics, 2014, 111(3):589-608

The Cost of Short-Selling Liquid Securities (with J. Graveline)
      Journal of Finance, 2013, 68(2):637-664

Factor-loading Uncertainty and Expected Returns (with C. Armstrong and C. Corona)
      Review of Financial Studies, 2013, 26(1):158-207

Learning from Prices and the Dispersion in Beliefs
      Review of Financial Studies, 2011, 24(9):3025-3068
      Winner of the RFS Young Researcher Prize, 2010

Disagreement and Learning: Dynamic Patterns of Trade (with I. Kremer)
      Journal of Finance, 2010, 65(4):1269-1302

Price Drift as an Outcome of Differences in Higher Order Beliefs (with R. Kaniel and I. Kremer)
      Review of Financial Studies, 2009, 22(9):3707-3734


OTHER

Talk on Heterogeneous Beliefs at the FTG 2019 Summer School