Items where Author is "Bryzgalova, S"

Bryzgalova, S, Pavlova, A and Sikorskaya, T (2025) Strategic arbitrage in segmented markets. Journal of Financial Economics, 166. ISSN 0304-405X (In Press)

Bryzgalova, S, Lerner, S, Lettau, M and Pelger, M (2024) Missing Financial Data. Review of Financial Studies. ISSN 0893-9454 (In Press)

Bryzgalova, S, Pavlova, A and Sikorskaya, T (2023) Retail Trading in Options and the Rise of the Big Three Wholesalers. Journal of Finance, 78 (6). pp. 3465-3514. ISSN 0022-1082

Bryzgalova, S, Huang, J and Julliard, C (2023) Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. Journal of Finance, 78 (1). pp. 487-557. ISSN 0022-1082

Bryzgalova, S, Pelger, M and Zhu, J (2020) Forest Through the Trees: Building Cross-Sections of Stock Returns. Working Paper. Social Sciences Research Network.

Bryzgalova, S, Huang, J and Julliard, C (2020) Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. Working Paper. Social Sciences Research Network.

Bryzgalova, S and Julliard, C (2020) Consumption in Asset Returns. Discussion Paper. Systemic Risk Centre Discussion Papers DP 92.