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Brian J. Henderson

Associate Professor of Finance

  • Department: Finance
  • Email: bjhndrsn@gwu.edu
  • Phone: (202) 994-3669
  • Fax:
  • Office: Funger Hall, 502
Education:
  • PhD in Finance, University of Illinois at Urbana-Champaign, 2006
  • MS, University of Illinois at Urbana-Champaign, 2002
  • BS, James Madison University, 1999

Selected Publications

Peer-Reviewed Journal Articles:

World Markets for Raising New Capital (with Michael Weisback and Narasimhan Jegadeesh), 2006, Journal of Financial Economics 82(1)

Convertible Bond Arbirtrageurs as Suppliers of Capital (with Darwin Choi, Mila Getmansky, and Heather Tookes), 2010, Review of Financial Studies 26(3)

The Dark Side of Financial Innovation: The Case of a Retail Financial Product (with Neil Pearson), 2011, Journal of Financial Economics 100 (2) [lead article]

Do Investment Banks’ Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues (with Heather Tookes), 2012, Management Science 58 (2)

Predicting Forecast Errors Through Joint Observations of Earnings and Revenue Forecasts (with Joseph Marks), 2013, Journal of Banking and Finance 37(11)

More Than Meets the Eye: Convertible Bond Issuers’ Use of Concurrent Transactions (with Bo Zhao), 2014, Journal of Corporate Finance 24

Peer-Reviewed Professional Journal Articles:

Monetary Policy and Interest Rate Factors (with Gerald Buetow), 2009, Journal of Fixed Income 19(2)

An Empirical Analysis of Exchange Traded Funds (with Gerald Buetow), 2012, Journal of Portfolio Management, 38(3).

The Performance of Leveraged and Inverse Leveraged Exchange Traded Funds (with Gerald Buetow), 2014, Journal of Investment Management, 12

Are Flows Costly to ETF Investors? (with Gerald Buetow), 2014, Journal of Portfolio Management, 40(3)

Chapters Appearing In Edited Books:

The Term Structure of Interest Rates, in The Professional Risk Manager’s Handbook,  ed. Carol Alexander and Elizabeth Sheedy, 2008, updated 2014.

Measuring Interest Rate Risk, in The Handbook of Fixed Income Securities, ed. Frank J. Fabozzi and Steven Mann. McGraw Hill Publishers, 2012

Term Structure Modeling With No-Arbitrage Interest Rate Modesl, in The Handbook of Fixed Income Securities, ed. Frank J. Fabozzi and Steven Mann. McGraw Hill Publishers, 2012

Valuation of Interest Rate Swaps and Swaptions, in The Handbook of Fixed Income Securities, ed. Frank J. Fabozzi and Steven Mann. McGraw Hill Publishers, 2012