Suhas Sridharan

Suhas A. Sridharan is an assistant professor at Emory University's Goizueta Business School. She holds a PhD in business administration from the Stanford University Graduate School of Business. Before joining Emory, she served on the faculty of the UCLA Anderson School of Management. Professor Sridharan’s academic work focuses on the flow of information in capital markets. She is interested in understanding how innovations in financial markets affect the assessment of firm risk and resolution of investor uncertainty in the price discovery process. Her recent work investigates the role of information in assessing and mitigating firm risks arising from an increasingly polarized political system. Her research has been featured in popular media, including The Wall Street Journal, Financial Times, and Bloomberg News.

Areas Of Expertise

• Risk
• Political Economy
• Financial Statement Analysis
• Information and Price Discovery in Financial Markets
• Uncertainty

Education

• Stanford University Graduate School of Business: Ph.D., Business Administration 2013
• Emory University: B.A., Economics, Mathematics, and Computer Science 2008

Publications

• Sridharan, S.A. (2015) “Volatility Forecasting Using Financial Statement Information.” The Accounting Review 90(5): 2079 - 2106
• Israeli, D., C.M.C. Lee, and S.A. Sridharan. (2017) “Is there a dark side to ETFs? An information perspective.” Review of Accounting Studies 22(3): 1048 - 1083
• Peskowitz, Z., and S.A. Sridharan. (2018) “Partisanship, Political Institutions, and Debt Issues.” Journal of Law, Economics, and Organization 34(3): 395 - 424
• Israeli, D., R. Kaniel, and S.A. Sridharan. (2022) “The Real Side of the High-Volume Return Premium.” Management Science 68(2): 809 - 1589.
• Israeli, D., R. Kasznik, and S.A. Sridharan. (2022) “Unexpected distractions and investor attention to corporate announcements.” Review of Accounting Studies forthcoming
• Christensen, D.M., H. Jin, S.A. Sridharan, and L. A. Wellman. (2022) “Hedging on the Hill: Does political hedging reduce firm risk?” Management Science forthcoming