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

二、主讲人：

王益之，爱尔兰都柏林大学博士（金融科技和计量经济学方向），现任英国卡迪夫商学院卡迪夫大学金融学助理教授，International Review of Financial Analysis 和Finance Research Letters的副主编（Associate Editor）。研究方向包括计量经济模型、数据分析、金融科技、数字资产和可持续金融。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等期刊发表十余篇论文，曾获上海国际金融经济研究院最佳论文奖。  

三、时间：2022年10月31日，星期一，20:00-21:30

四、地点：腾讯会议 356-111-500

五、主持人：彭俞超副教授，金融学院学术交流部主任

六、内容简介

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.