Doron Sonsino

Ben-Gurion University of the Negev

1 Ben-Gurion Blvd

Beer-Sheba 84105, 84105

Israel

Center for Academic Studies

Ha-Yotsrim 2

Or Yehuda, 6021816

Israel

SCHOLARLY PAPERS

11

DOWNLOADS

310

SSRN CITATIONS

1

CROSSREF CITATIONS

14

Scholarly Papers (11)

1.

Return Prediction and Stock Selection from Unidentified Historical Data

Forthcoming, Quantitative Finance
Number of pages: 42 Posted: 20 Oct 2009 Last Revised: 20 Jul 2018
Doron Sonsino and Tal Shavit
Ben-Gurion University of the Negev and College of Management (Israel)
Downloads 88 (290,287)
Citation 1

Abstract:

Loading...

return forecasting, predictability, expertise, prediction regime

2.

Are Risk-Seekers More Optimistic? Non-Parametric Approach

Number of pages: 37 Posted: 10 Jun 2013 Last Revised: 20 Jul 2018
Eyal Weinstock and Doron Sonsino
College of Management Academic Studies (COMAS) and Ben-Gurion University of the Negev
Downloads 37 (440,279)

Abstract:

Loading...

optimism, risk-preference, anchoring, ambiguity aversion

3.

Short-Run Arbitrage in Crisis Markets – Experimental Evidence

Forthcoming, Annals of Financial Economics
Number of pages: 37 Posted: 20 Jul 2018
Doron Sonsino and Tal Shavit
Ben-Gurion University of the Negev and College of Management (Israel)
Downloads 29 (476,212)

Abstract:

Loading...

experimental arbitrage, sub-prime crisis, self confidence, 4-factor model

4.

Optimistic, but Selling Riskier Stocks – An Arbitrage Experiment in Crisis Market

Sonsino, D. and Shavit, T. (2014). "Optimistic, but Selling Riskier Stocks - An Arbitrage Experiment in Crisis Market." Journal of Behavioral and Experimental Finance, 1, 61-73
Number of pages: 31 Posted: 09 Jul 2012 Last Revised: 20 Jul 2018
Doron Sonsino and Tal Shavit
Ben-Gurion University of the Negev and College of Management (Israel)
Downloads 29 (476,212)

Abstract:

Loading...

arbitrage in expectations, sub-prime crisis, self-confidence, misperception of financial risk

5.

Separating Accuracy from Forecast Certainty: A Modified Miscalibration Measure

Number of pages: 13 Posted: 19 May 2017 Last Revised: 20 Jul 2018
Doron Sonsino, Yaron Lahav and Amir Levkowitz
Ben-Gurion University of the Negev, Ben-Gurion University of the Negev and College of Management Academic Studies
Downloads 24 (503,192)

Abstract:

Loading...

Miscalibration, overprecision, interval forecasting, accuracy

6.

Disentangling Trust from Risk-Taking: Triadic Approach

Number of pages: 35 Posted: 09 May 2017
Doron Sonsino, Max Shifrin and Eyal Lahav
Ben-Gurion University of the Negev, College of Management Academic Studies and College of Management Academic Studies, Israel
Downloads 24 (503,192)

Abstract:

Loading...

Trust, risk, gender, ambiguity, betrayal aversion

7.

A Note on Receptiveness to Loss in Structured Investment

Number of pages: 22 Posted: 09 May 2017
Maya Lazar, Amir Levkowitz, Amit Oren and Doron Sonsino
College of Management Academic Studies, College of Management Academic Studies, College of Management Academic Studies and Ben-Gurion University of the Negev
Downloads 23 (508,782)

Abstract:

Loading...

Limited loss aversion; Structured investment, Prospect Theory

8.

The Valuation of Composite Investment Instruments

Number of pages: 60 Posted: 21 Mar 2015 Last Revised: 12 Jan 2018
Doron Sonsino, Mosi Rosenboim and Tal Shavit
Ben-Gurion University of the Negev, Ben-Gurion University of the Negev and College of Management (Israel)
Downloads 19 (532,424)
Citation 1

Abstract:

Loading...

Composite investment; reduction; prospect theory; restricted loss aversion; increasing marginal disutility of loss

9.

Does Forecast Confidence Boost Trading? Exploring an Improved Forecast Certainty Measure

Number of pages: 35 Posted: 28 Dec 2017 Last Revised: 29 Dec 2017
Doron Sonsino, Yaron Lahav and Amir Levkowitz
Ben-Gurion University of the Negev, Ben-Gurion University of the Negev and College of Management Academic Studies
Downloads 18 (538,278)

Abstract:

Loading...

Forecast confidence, trading inclination, overprecision, personality

10.

The Irrelevant-Menu Affect on Valuation

Number of pages: 37 Posted: 20 Oct 2009 Last Revised: 20 Jul 2018
Doron Sonsino
Ben-Gurion University of the Negev
Downloads 12 (574,699)

Abstract:

Loading...

menu-dependent valuation, framing, assimilation vs. contrast

11.

The Neglect of Correlation in Allocation Decisions

Southern Economic Journal, Vol. 75, No. 4, 2009
Number of pages: 36 Posted: 24 May 2018
Ido Kallir and Doron Sonsino
Ono Academic College and Ben-Gurion University of the Negev
Downloads 7 (606,921)

Abstract:

Loading...