Items where Author is "Bryzgalova, S"

Article
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
Monograph
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.