SNEHAL BANERJEE

Curriculum Vitae

Associate Professor of Finance
Kellogg School of Management
Northwestern University
2001 Sheridan Road, Evanston, IL 60208
Tel: 847 491 8335
Email: snehal-banerjee@kellogg.northwestern.edu
               

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

  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, 68(2):637-664

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

WORKING PAPERS

  1. Signal or noise? Uncertainty and learning about whether other traders are informed (with Brett Green)

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

  3. Better Access to Information Can Decrease Price Efficiency (with and )