The Economics of Non-Fungible Tokens – Nicola Borri , LUISS

Nov 11 2022

Si avvisa che in data 22/11/2022, alle ore 15:00, presso l’Aula VI piano del Dipartimento di Matematica del Politecnico di Milano, oppure su piattaforma zoom link, nell’ambito delle iniziative della sezione di Finanza Quantitativa e del Fintech Research Network (https://www.fintechlab.it/network/), si svolgerà il seguente seminario:

The Economics of Non-Fungible Tokens
Nicola Borri , LUISS
We construct a comprehensive dataset on a near universe of non-fungible token (NFT) transactions, create indices for the NFT market and its components, and analyze their properties. The NFT market return is significantly exposed to the cryptocurrency market return, but the majority of the NFT market variations remain unexplained. NFT market returns have low exposures to other cryptocurrency factors and factors from traditional asset markets. In the time-series, volatility and the NFT valuation ratio significantly predict NFT market returns. In the cross-section, NFT returns exhibit size and return reversal effects.

Link: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4052045

Argomento: Zoom meeting invitation 
Ora: 22 nov 2022 03:00 PM Amsterdam, Berlino, Roma, Stoccolma, Vienna
Entra nella riunione in Zoom
https://polimi-it.zoom.us/j/91278216076?pwd=T21JRzQ3RTdUWlVwc09NM09xQ2d0Zz09

ID riunione: 912 7821 6076
Passcode: 678465

Share

I commenti per questo post sono chiusi