Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Tal Shavit"'
Publikováno v:
Applied Economics Letters. 23:1069-1072
This article suggests that learning about basic concepts concerning the risk and return of assets will reduce perceived risk. We show experimentally that people who learn about these basic concepts are willing to allocate more money to risky assets a
Autor:
Tal Shavit, Doron Sonsino
Publikováno v:
Journal of Behavioral and Experimental Finance. 1:61-73
The field-based experimental approach was utilized to collect zero-investment portfolios from more than 100 competent investors at the peak of the financial crisis. The average annual return on 117 arbitrage portfolios was 5.2% with 55% profitability
Publikováno v:
Journal of Behavioral Finance. 14:53-64
This article presents a multitrial experiment that extends the classic experiment of Thaler et al. [1997] by adding a high-risk stock fund to the bond and stock funds used in the original experiment. Results from the study show that investors allocat
Publikováno v:
Applied Economics Letters. 17:1219-1222
Stock options are usually sold in bundles of 100 units, and their price can be quoted either per unit or per bundle. In this article, the effect of different methods of quoting financial asset prices on the subjective value of a contract was examined
Publikováno v:
The American Economist. 55:93-104
Many studies have examined the bid price (Willingness to Pay or WTP) and the Ask price (Willingness to Accept or WTA) for ordinary real products, such as coffee mugs, candy bars, and pens, or for lotteries. This study analyzes the determinants of bid
Publikováno v:
Journal of Behavioral Finance. 10:81-88
This paper experimentally examines the behavior of investors when buying and selling stocks. This behavior was tested under different conditions, among them restrictions on asset holdings or different information conditions. Basic financial theory su
Publikováno v:
Journal of Economics and Business. 59:181-198
In a series of experiments, subjects allocate an endowment between assets. One of the assets, a bond or a composite asset, is dominated by a combination of two volatile assets. We explore settings and preferences that result in the dominated asset be
Publikováno v:
Economics Letters. 116:20-22
We present a multi-trial experiment that extends the classic experiment of Thaler et al. (1997) by adding short-term information to long-term investment. The allocation to the risky asset is reduced in the long-term, when we add short-term informatio
Autor:
Tal Shavit, Doron Sonsino
Publikováno v:
Annals of Financial Economics. :1450002
The field experimental approach was utilized to collect expectations-arbitrage portfolios from competent investors in late 2008 where stock prices shrunk by 50%. Positions were closed after three months and the four-factor model was applied to charac