| Forest through the trees: Building cross-sections of stock returns S Bryzgalova, M Pelger, J Zhu Available at SSRN 3493458, 2019 | 199 | 2019 |
| Spurious factors in linear asset pricing models S Bryzgalova LSE manuscript 1 (3), 6, 2015 | 151 | 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 | 119 | 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 | 107 | 2023 |
| Missing financial data S Bryzgalova, S Lerner, M Lettau, M Pelger The Review of Financial Studies 38 (3), 803-882, 2025 | 65 | 2025 |
| (Almost) 200 years of news-based economic sentiment JH van Binsbergen, S Bryzgalova, M Mukhopadhyay, V Sharma National Bureau of Economic Research, 2024 | 28 | 2024 |
| Spurious factors in linear asset-pricing models S Bryzgalova Working Paper, 2017 | 26 | 2017 |
| Asset-pricing factors with economic targets S Bryzgalova, V DeMiguel, S Li, M Pelger Available at SSRN 4344837, 2023 | 15 | 2023 |
| Consumption in asset returns S Bryzgalova, J Huang, C Julliard Journal of Finance, 2024 | 14 | 2024 |
| The consumption risk of bonds and stocks S Bryzgalova, C Julliard mimeo, LSE, 2015 | 14 | 2015 |
| Consumption S Bryzgalova, C Julliard Available at SSRN, 2021 | 8 | 2021 |
| Forest through the trees: Building cross-sections of asset returns S Bryzgalova, M Pelger, J Zhu Technical report, London School of Business and Stanford University, 2020 | 7 | 2020 |
| Strategic arbitrage in segmented markets S Bryzgalova, A Pavlova, T Sikorskaya Available at SSRN, 2023 | 5 | 2023 |
| Profiting from investor mistakes: Evidence from suboptimal option exercise S Bryzgalova, A Pavlova, T Sikorskaya Working paper, London Business School, 2022 | 4 | 2022 |
| Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation S Bryzgalova, J Huang, C Julliard Available at SSRN, 2024 | 2 | 2024 |
| Bayesian Fama-MacBeth Regressions S Bryzgalova, J Huang, C Julliard Available at SSRN, 2024 | 1 | 2024 |
| Internet appendix for missing financial data S Bryzgalova, S Lerner, M Lettau, M Pelger Available at SSRN 4384755, 2023 | 1 | 2023 |
| Retail Trading in Options and the Rise of the Big Three Wholesalers A Pavlova, S Bryzgalova, T Sikorskaya CEPR Discussion Papers, 2022 | 1 | 2022 |
| 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 |
| Forest through the trees S Bryzgalova, M Pelger, J Zhu Working paper, London Business School, 2019 | 1 | 2019 |
