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

455

SSRN CITATIONS

7

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 107 (383,821)
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 54 (565,301)

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optimism, risk-preference, anchoring, ambiguity aversion

3.

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 43 (621,647)

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

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 40 (638,436)

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

5.

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 38 (650,030)

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Trust, risk, gender, ambiguity, betrayal aversion

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 34 (674,939)

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Limited loss aversion; Structured investment, Prospect Theory

7.

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 32 (687,893)

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Miscalibration, overprecision, interval forecasting, accuracy

8.

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 31 (694,583)

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Forecast confidence, trading inclination, overprecision, personality

9.

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 30 (701,280)
Citation 1

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

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 24 (744,891)
Citation 5

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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 22 (760,206)

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menu-dependent valuation, framing, assimilation vs. contrast