一、題目：Unpacking NFTs: New evidence from NFTs attention index and price bubble detecting

二、主講人：

王益之，愛爾蘭都柏林大學博士（金融科技和計量經濟學方向），現任英國卡迪夫商學院卡迪夫大學金融學助理教授，International Review of Financial Analysis 和Finance Research Letters的副主編（Associate Editor）。研究方向包括計量經濟模型、數據分析、金融科技、數字資産和可持續金融。在Energy、Journal of Commodity Markets、Technological Forecasting and Social Change, Journal of International Financial Markets, Institutions and Money、International Review of Financial Analysis、Finance Research Letters等期刊發表十餘篇論文，曾獲上海國際金融經濟研究院最佳論文獎。  

三、時間：2022年10月31日，星期一，20:00-21:30

四、地點：騰訊會議 356-111-500

五、主持人：彭俞超副教授，bevictor伟德官网學術交流部主任

六、内容簡介

This paper briefly discusses what are NFTs, and where are NFTs going. I introduce a new direct proxy for the public's attention in the NFT market: the non-fungible tokens attention index (NFTsAI), based on 590m news stories from the LexisNexis News & Business database. This index is developed from large-scale text mining to reflect the mimetic and emergent nature of the issues. Furthermore, this index could capture well movements and moments in the non-fungible token space. I further apply the time-varying parameter vector autoregressive (TVP-VAR) model to analyse the connectedness between the NFTs attention index and financial markets. In addition, SADF and GSADF tests are employed to detect price bubbles in the NFT markets.