Return and Volatility Connectedness of the Non-Fungible Tokens Segments

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dc.contributor.authorUmar, Zaghum
dc.contributor.authorAlwahedi, Wafa
dc.contributor.authorZaremba, Adam
dc.contributor.authorVo, Xuan Vinh
dc.contributor.organizationCollege of Business, Zayed University, Abu Dhabi, United Arab Emiratesen
dc.contributor.organizationInstitute of Business Research, University of Economics Ho Chi Minh City, Viet Namen
dc.contributor.organizationZayed Universityen
dc.contributor.organizationMontpellier Business School, Montpellier, Franceen
dc.contributor.organizationPoznan University of Economics and Business, Institute of Finance, Department of Investment and Financial Markets, Poznań, Polanden
dc.date.accessioned2023-07-05T06:28:28Z
dc.date.available2023-07-05T06:28:28Z
dc.date.issued2022
dc.description.abstractNon-fungible tokens (NFTs) have gained attention from investors and general public. This is the pioneering study analyzing the connectedness of five NFT segments by identifying the transmitter and receivers of spillover for both return and volatility of NFT segments. Our results show that Utility NFTs are the main transmitter of spillover, whereas the collectible NFTs are the main recipient of spillover for both return and volatility. Our findings have important implication for investors and policy makers.en
dc.description.sponsorshipNarodowe Centrum Nauki
dc.identifier.citationUmar, Z., Alwahedi, W., Zaremba, A., & Vo, X. V. (2022). Return and volatility connectedness of the non-fungible tokens segments. Journal of Behavioral and Experimental Finance, 35, 100692. https://doi.org/10.1016/j.jbef.2022.100692en
dc.identifier.doi10.1016/j.jbef.2022.100692
dc.identifier.issn2214-6369
dc.identifier.urihttps://open.icm.edu.pl/handle/123456789/22673
dc.language.isoen
dc.publisherElsevieren
dc.relationOPUS 2021/41/B/HS4/02443en
dc.rightsUznanie autorstwa 4.0 Międzynarodowe*
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/pl/*
dc.subjectreturn connectednessen
dc.subjectCOVID-19en
dc.subjectnon-fungible tokensen
dc.subjectspilloveren
dc.titleReturn and Volatility Connectedness of the Non-Fungible Tokens Segmentsen
dc.typearticleen
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