LabCompass

Svetlana Bryzgalova

Economics, Econometrics and Finance · Indiana University

OpenAlex ORCID
Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactStock Market Forecasting MethodsCorporate Finance and GovernanceMarket Dynamics and Volatility

Publications

27

Citations

679

Est. group size

—

Recurring co-author estimate

Active years

17

Publishing since 2010

Research summary
AI-generated

Svetlana Bryzgalova studies asset pricing and financial markets, focusing on how to identify which economic factors actually explain differences in stock and asset returns. Much of the work combines statistical and machine-learning methods (including Bayesian approaches) with finance questions such as handling missing financial data, testing pricing models, and understanding retail trading and market segmentation.

Asset pricing models and risk premiaMachine learning and Bayesian methods in financeStock return cross-sectionsRetail and options tradingMissing data in financial datasets

Publication activity has grown from occasional papers around 2019 to a steady output averaging about four per year over the last five years.

Generated by claude-opus-4-8 from public bibliographic data · Jul 11, 2026

Publication cadence
Publications per year over the last 10 years — averaging 4.0/year recently
17182019: 3 publications192020: 1 publication202021: 1 publication212022: 5 publications222023: 4 publications232024: 6 publications6242025: 2 publications252026: 3 publications26
Recent publications
Publishes in
  • SSRN Electronic Journal×15
  • The Journal of Finance×4
  • Review of Financial Studies×1
  • Journal of Financial Economics×1
  • National Bureau of Economic Research×1

This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 11, 2026.

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