Suresh Govindaraj

Rutgers University - Rutgers Business School - Newark and New Brunswick

1 Washington Park

Room #934

Newark, NJ 07102

United States

  • Rutgers University - Rutgers Business School - Newark and New Brunswick

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 19,227

SSRN RANKINGS

Top 19,227

in Total Papers Downloads

4,632

SSRN CITATIONS
Rank 10,160

SSRN RANKINGS

Top 10,160

in Total Papers Citations

107

CROSSREF CITATIONS

42

Scholarly Papers (13)

Actions:
Email selected abstracts
1.

The Incremental Information Content of Tone Change in Management Discussion and Analysis

Downloads 1,054 (37,034)
Citation 13

The Incremental Information Content of Tone Change in Management Discussion and Analysis

Number of pages: 51 Posted: 30 Apr 2008
Ronen Feldman, Suresh Govindaraj, Joshua Livnat and Benjamin Segal
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University and Fordham University
Downloads 801 (53,375)
Citation 22

Abstract:

Loading...

Tone, SEC filings, MD&A, Earnings surprises, Accruals

The Incremental Information Content of Tone Change in Management Discussion and Analysis

NYU Working Paper No. JOSHUA LIVNAT-09
Number of pages: 51 Posted: 16 Nov 2008
Suresh Govindaraj and Benjamin Segal
Rutgers University - Rutgers Business School - Newark and New Brunswick and Fordham University
Downloads 253 (207,557)

Abstract:

Loading...

2.

Management's Tone Change, Post Earnings Announcement Drift and Accruals

Number of pages: 65 Posted: 20 Oct 2008 Last Revised: 16 Jul 2009
Ronen Feldman, Suresh Govindaraj, Joshua Livnat and Benjamin Segal
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University and Fordham University
Downloads 997 (40,049)
Citation 68

Abstract:

Loading...

Textual analysis, earnings drift, accruals, earnings surprises, management tone change, MD&A

3.

The Post Earnings Announcement Drift and Option Traders

Number of pages: 43 Posted: 14 Sep 2012 Last Revised: 16 Jan 2013
Suresh Govindaraj, Sangsang Liu and Joshua Livnat
Rutgers University - Rutgers Business School - Newark and New Brunswick, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and New York University
Downloads 623 (75,100)

Abstract:

Loading...

Post-Earnings Announcement Drift Anomaly, Risk Premium Hypothesis, Under-Reaction Hypothesis, Implied (Option) Volatility

4.

Accounting Earnings Processes, Inter-Temporal Incentives and Their Implications for Valuation

Number of pages: 42 Posted: 28 Jun 2000
Suresh Govindaraj and Ram T.S. Ramakrishnan
Rutgers University - Rutgers Business School - Newark and New Brunswick and University of Illinois at Chicago
Downloads 577 (82,584)
Citation 4

Abstract:

Loading...

5.

Using Option Implied Volatilities to Predict Absolute Stock Returns - Evidence from Earnings Announcements and Annual Shareholders’ Meetings

Number of pages: 36 Posted: 27 Sep 2014
Suresh Govindaraj, Wen Jin, Joshua Livnat and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick, Quantitative Management Associates (QMA) LLC, New York University and Rutgers Business School - Newark and New Brunswick
Downloads 397 (129,467)
Citation 4

Abstract:

Loading...

Earnings Announcement, Annual Meeting of Shareholders, Option Implied Volatility, Absolute Stock Return

6.

Market Reaction to Quantitative and Qualitative Order Backlog Disclosures

Number of pages: 53 Posted: 08 Dec 2014 Last Revised: 18 Apr 2018
Ronen Feldman, Suresh Govindaraj, Joshua Livnat and Kate Suslava
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University and Bucknell University Freeman College of Management
Downloads 226 (232,631)
Citation 2

Abstract:

Loading...

earnings surprise, future sales growth, order backlog, qualitative disclosures, stock returns

7.

Valuation of Tax Loss Carryforwards and Carrybacks, and Its Implications for Dynamic Portfolio Selection

Number of pages: 32 Posted: 10 Mar 2015
Suresh Govindaraj, Michael N. Katehakis and Nilofar Varzgani
Rutgers University - Rutgers Business School - Newark and New Brunswick, Rutgers, The State University of New Jersey - Management Science & Information Systems and Rutgers Business School
Downloads 209 (250,334)

Abstract:

Loading...

tax-loss carryforwards; tax-loss carrybacks; valuation; valuation allowance; consumption- investment allocation, portfolio selection with taxes

8.

Orders Backlog in Earnings Conference Calls

NYU Stern School of Business
Number of pages: 41 Posted: 08 Jul 2020
Ronen Feldman, Suresh Govindaraj, Joshua Livnat and Kate Suslava
Bar-Ilan University - Department of Computer Science, Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University and Bucknell University Freeman College of Management
Downloads 187 (276,715)

Abstract:

Loading...

order backlog, conference calls, qualitative disclosures, stock returns

9.

Does the Stock Market Anticipate Events and Decisions of the United States Supreme Court in Corporate Cases?

Number of pages: 42 Posted: 27 Jan 2021 Last Revised: 08 Jun 2023
Yehuda Davis, Suresh Govindaraj and Kate Suslava
Yeshiva University - Sy Syms School of Business, Rutgers University - Rutgers Business School - Newark and New Brunswick and Bucknell University Freeman College of Management
Downloads 131 (371,552)

Abstract:

Loading...

abnormal stock returns; Supreme Court; petitioner; respondent; writ of certiorari.

10.

Credit Default Swaps and Analyst Optimism

British Accounting Review, Forthcoming
Number of pages: 42 Posted: 07 May 2019 Last Revised: 20 May 2023
Suresh Govindaraj, Yubin Li, Chen Zhao and Zhaodong Zhong
Rutgers University - Rutgers Business School - Newark and New Brunswick, Harbin Institute of Technology, Shenzhen, Rutgers University - Rutgers Business School - Newark and New Brunswick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 119 (399,261)
Citation 1

Abstract:

Loading...

credit default swaps, analyst forecast, optimism

11.

The Hellinger Distance and its Applications to Hypothesis Testing and Model Uncertainty

Number of pages: 39 Posted: 05 Apr 2022
Suresh Govindaraj and Tavish Tejas
Rutgers University - Rutgers Business School - Newark and New Brunswick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 112 (417,341)

Abstract:

Loading...

Hellinger distance, Kullback-Leibler divergence, large deviations theory, likelihood ratios, local asymptotic normality, model uncertainty

12.

Large Price Changes and Subsequent Returns

Downloads 0 (1,060,808)

Large Price Changes and Subsequent Returns

Journal of Investment Management, 2013
Posted: 13 Sep 2014
Suresh Govindaraj, Joshua Livnat, Pavel G. Savor and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University, DePaul University - Kellstadt Graduate School of Business and Rutgers Business School - Newark and New Brunswick

Abstract:

Loading...

Analyst price target revisions, Analyst earnings forecast revisions, Large price changes, Trading strategy

Large Price Changes and Subsequent Returns

Journal of Investment Management (JOIM), Third Quarter 2014
Posted: 16 Nov 2014
Suresh Govindaraj, Joshua Livnat, Pavel G. Savor and Zhao Chen
Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University, DePaul University - Kellstadt Graduate School of Business and Independent

Abstract:

Loading...

Large price changes, analyst revisions, earnings forecasts, target price, abnormal returns, momentum, reversals

13.

Large Time and Small Noise Asymptotic Results for Mean Reverting Diffusion Processes with Applications

Posted: 08 Nov 2000
Jeffrey L. Callen, Suresh Govindaraj and Lin Xu
University of Toronto - Rotman School of Management, Rutgers University - Rutgers Business School - Newark and New Brunswick and Princeton University - School of Engineering and Applied Science

Abstract:

Loading...

Large deviations, level-2-large deviations, exit problems, mean reverting stochastic differential equations