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, 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/
Daniele Marazzina ti sta invitando a una riunione pianificata in Zoom.
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/
ID riunione: 912 7821 6076
Passcode: 678465