Brian J. Henderson

• Investment Analysis and Portfolio Management
• Financial Derivatives
• Financial Risk Management

Peer-reviewed Journal Articles

• World Markets for Raising New Capital (with Michael Weisbach 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.
• New Evidence on the Financialization of Commodities (With Neil D. Pearson and Li Wang), 2015,   Review of Financial Studies, 28 (5) [Lead Article].
• Pre-Trade Hedging: Evidence from the issuance of retail structured products (With Neil D. Pearson and Li Wang), 2020, Journal of Financial Economics, 173 (1).
• Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products (With Neil D. Pearson and Li Wang), 2023, Journal of Finance, 78(4).

Working Papers

• Do municipal bonds markups reflect audit quality? (with Angela Gore and Yuan Ji)  Revise & Resubmit at Review of Accounting Studies.
• Shorting Fees, Private Information, and Smart Lending (with Gergana Jostova and Alexander Phillipov) Reject & Resubmit, Management Science.
• Bond Returns and Bond Lending” with Neil D. Pearson and Mike Anderson
• “Cross-ETF Arbitrage” with Adam Reed and Spenser Andrews

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).
• The VIX Futures Basis: Determinants and Implications (with Gerald Buetow), 2015,  Journal of Portfolio Management, 42 (2).
• An Empirical Analysis of  Non-Traded REITs (with Joshua Mallett and Craig McCann), 2016,  Journal of Wealth Management, 19 (1).

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 (9^th Ed.), ed. Frank J. Fabozzi and Steven Mann. McGraw Hill Publishers, 2021.
• Term Structure Modeling With No-Arbitrage Interest Rate Models, in The Handbook of Fixed Income Securities (9^th Ed.), ed. Frank J. Fabozzi and Steven Mann. McGraw Hill Publishers, 2021.
• Valuation of Interest Rate Swaps and Swaptions, in The Handbook of Fixed Income Securities (9^th Ed.), ed. Frank J. Fabozzi and Steven Mann. McGraw Hill Publishers, 2021.