Brian J. Henderson

Title:
Associate Professor of Finance
Office:
Finance
Address:
Funger Hall
2201 G Street NW
Suite 502
Washington, DC 20052
Phone:
202-994-3669
Email:
BJHNDRSN@GWU.EDU
Website:
Professional Website

Ph.D., Finance, University of Illinois at Urbana-Champaign, 2006
M.S., University of Illinois at Urbana-Champaign, 2002
B.S., James Madison University, 1999

  • 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 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