Suresh Govindaraj

Rutgers University - Rutgers Business School - Newark and New Brunswick

1 Washington Park

Room #934

Newark, NJ 07102

United States

SCHOLARLY PAPERS

10

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CITATIONS
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30

Scholarly Papers (10)

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 553 (47,038)
Citation 6

Abstract:

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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 210 (141,571)
Citation 6

Abstract:

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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 730 (32,940)
Citation 23

Abstract:

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

3.

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 564 (46,464)
Citation 1

Abstract:

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4.

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 457 (60,544)

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

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 261 (114,292)

Abstract:

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

6.

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 178 (165,106)

Abstract:

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

7.

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 156 (185,034)

Abstract:

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

8.

Credit Default Swaps and Analyst Optimism

Number of pages: 42 Posted: 07 May 2019
Suresh Govindaraj, Yubin Li, Chen Zhao and Zhaodong Zhong
Rutgers University - Rutgers Business School - Newark and New Brunswick, Southwestern University of Finance and Economics, 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 24 (492,820)

Abstract:

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credit default swaps, analyst forecast, optimism

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

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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

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

10.

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

Economic Theory, Vol. 16, Issue 2
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:

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