| Forest through the trees: Building cross-sections of stock returns S Bryzgalova, M Pelger, J Zhu Available at SSRN 3493458, 2020 | 150 | 2020 |
| Spurious factors in linear asset pricing models S Bryzgalova LSE manuscript 1 (3), 6, 2015 | 142 | 2015 |
| Bayesian solutions for the factor zoo: We just ran two quadrillion models S Bryzgalova, J Huang, C Julliard The Journal of Finance 78 (1), 487-557, 2023 | 93 | 2023 |
| Retail trading in options and the rise of the big three wholesalers S Bryzgalova, A Pavlova, T Sikorskaya The Journal of Finance 78 (6), 3465-3514, 2023 | 53 | 2023 |
| Missing financial data S Bryzgalova, S Lerner, M Lettau, M Pelger Available at SSRN 4106794, 2022 | 38 | 2022 |
| Spurious factors in linear asset-pricing models S Bryzgalova Working Paper, 2017 | 23 | 2017 |
| The consumption risk of bonds and stocks S Bryzgalova, C Julliard mimeo, LSE, 2015 | 12 | 2015 |
| 200 years of news-based economic sentiment JH van Binsbergen, S Bryzgalova, M Mukhopadhyay, V Sharma Available at SSRN, 2022 | 9 | 2022 |
| Consumption in Asset Returns S Bryzgalova, J Huang, C Julliard Available at SSRN 3783070, 2021 | 9 | 2021 |
| Consumption in asset returns S Bryzgalova, C Julliard Systemic Risk Centre Discussion Papers DP 92, 2020 | 9 | 2020 |
| Asset-Pricing Factors with Economic Targets S Bryzgalova, V DeMiguel, S Li, M Pelger Available at SSRN 4344837, 2023 | 6 | 2023 |
| Profiting from investor mistakes: Evidence from suboptimal option exercise S Bryzgalova, A Pavlova, T Sikorskaya Available at SSRN 4295297, 2022 | 4 | 2022 |
| (Almost) 200 Years of News-Based Economic Sentiment JH van Binsbergen, S Bryzgalova, M Mukhopadhyay, V Sharma National Bureau of Economic Research, 2024 | 1 | 2024 |
| Internet Appendix for Forest through the Trees: Building Cross-Sections of Stock Returns S Bryzgalova, M Pelger, J Zhu Available at SSRN 3569264, 2020 | 1 | 2020 |
| Essays in empirical asset pricing S Bryzgalova London School of Economics and Political Science, 2015 | 1 | 2015 |
| Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation S Bryzgalova, J Huang, C Julliard Available at SSRN, 2024 | | 2024 |
| Strategic Arbitrage in Segmented Markets S Bryzgalova, A Pavlova, T Sikorskaya Available at SSRN 4295297, 2023 | | 2023 |
| Internet Appendix for Missing Financial Data S Bryzgalova, S Lerner, M Lettau, M Pelger Available at SSRN 4384755, 2023 | | 2023 |
| Internet Appendix for Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models S Bryzgalova, J Huang, C Julliard Available at SSRN 3627010, 2019 | | 2019 |
| Forest Through the Trees S Bryzgalova, M Pelger, J Zhu | | 2019 |
