Brian J. Henderson

• Investment Analysis and Portfolio Management
• Financial Markets
• Financial Management
• Investment and Portfolio Management

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 Arbitrageurs 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 Models, 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