SNEHAL BANERJEE

Curriculum Vitae -- February 2013 Associate Professor of Finance Kellogg School of Management Northwestern University 2001 Sheridan Road, Evanston, IL 60208 Tel: 847 491 8335 Email:

PUBLISHED / FORTHCOMING PAPERS

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

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

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

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

5. The Cost of Short-Selling Liquid Securities (with Jeremy Graveline), Journal of Finance, 2013, forthcoming

WORK IN PROGRESS

1. Trading in Derivatives when the Underlying is Scarce (with Jeremy Graveline)

2. Learning Whether Other Traders are Informed (with Brett Green)