Doron Sonsino

Center for Academic Studies

Ha-Yotsrim 2

Or Yehuda, 6021816

Israel

Ben-Gurion University of the Negev

1 Ben-Gurion Blvd

Beer-Sheba 84105, 84105

Israel

SCHOLARLY PAPERS

11

DOWNLOADS

606

SSRN CITATIONS

10

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, Doron Sonsino and Tal Shavit
Ben-Gurion University of the NegevCenter for Academic Studies and Ariel University - Department of Economics and Business Administration
Downloads 118 (437,471)
Citation 1

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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, Doron Sonsino and Doron Sonsino
College of Management Academic Studies (COMAS) and Ben-Gurion University of the NegevCenter for Academic Studies
Downloads 65 (635,067)

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optimism, risk-preference, anchoring, ambiguity aversion

3.

Disentangling Trust from Risk-Taking: Triadic Approach

Number of pages: 35 Posted: 09 May 2017
Doron Sonsino, Doron Sonsino, Max Shifrin and Eyal Lahav
Ben-Gurion University of the NegevCenter for Academic Studies, College of Management Academic Studies and The Open University of Israel
Downloads 53 (700,643)

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Trust, risk, gender, ambiguity, betrayal aversion

4.

Short-Run Arbitrage in Crisis Markets – Experimental Evidence

Forthcoming, Annals of Financial Economics
Number of pages: 37 Posted: 20 Jul 2018
Doron Sonsino, Doron Sonsino and Tal Shavit
Ben-Gurion University of the NegevCenter for Academic Studies and Ariel University - Department of Economics and Business Administration
Downloads 52 (706,682)

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

5.

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, Doron Sonsino and Tal Shavit
Ben-Gurion University of the NegevCenter for Academic Studies and Ariel University - Department of Economics and Business Administration
Downloads 52 (706,682)

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

6.

A Note on Receptiveness to Loss in Structured Investment

Number of pages: 22 Posted: 09 May 2017
Maya Lazar, Amir Levkowitz, Amit Oren, Doron Sonsino and Doron Sonsino
College of Management Academic Studies, College of Management Academic Studies, College of Management Academic Studies and Ben-Gurion University of the NegevCenter for Academic Studies
Downloads 51 (712,917)

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Limited loss aversion; Structured investment, Prospect Theory

7.

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, Doron Sonsino, Yaron Lahav and Amir Levkowitz
Ben-Gurion University of the NegevCenter for Academic Studies, Ben-Gurion University of the Negev and College of Management Academic Studies
Downloads 48 (731,992)

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Forecast confidence, trading inclination, overprecision, personality

8.

The Valuation of Composite Investment Instruments

Number of pages: 60 Posted: 21 Mar 2015 Last Revised: 12 Jan 2018
Doron Sonsino, Doron Sonsino, Mosi Rosenboim and Tal Shavit
Ben-Gurion University of the NegevCenter for Academic Studies, Ben-Gurion University of the Negev and Ariel University - Department of Economics and Business Administration
Downloads 48 (731,992)
Citation 1

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

9.

Separating Accuracy from Forecast Certainty: A Modified Miscalibration Measure

Number of pages: 13 Posted: 19 May 2017 Last Revised: 20 Jul 2018
Doron Sonsino, Doron Sonsino, Yaron Lahav and Amir Levkowitz
Ben-Gurion University of the NegevCenter for Academic Studies, Ben-Gurion University of the Negev and College of Management Academic Studies
Downloads 44 (758,658)

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Miscalibration, overprecision, interval forecasting, accuracy

10.

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, Doron Sonsino and Doron Sonsino
Ono Academic College and Ben-Gurion University of the NegevCenter for Academic Studies
Downloads 41 (779,971)
Citation 6

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11.

The Irrelevant-Menu Affect on Valuation

Number of pages: 37 Posted: 20 Oct 2009 Last Revised: 20 Jul 2018
Doron Sonsino and Doron Sonsino
Ben-Gurion University of the NegevCenter for Academic Studies
Downloads 34 (833,624)

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menu-dependent valuation, framing, assimilation vs. contrast