The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic

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dc.contributor.authorUmar, Zaghum
dc.contributor.authorAbrar, Afsheen
dc.contributor.authorZaremba, Adam
dc.contributor.authorTeplova, Tamara
dc.contributor.authorVo, Xuan Vinh
dc.contributor.organizationCollege of Business, Zayed University, Abu Dhabi, United Arab Emiratespl
dc.contributor.organizationInstitute of Business Research, University of Economics Ho Chi Minh City, Viet Nampl
dc.contributor.organizationNational University of Modern Languages, Islamabad, Pakistanpl
dc.contributor.organizationMontpellier Business School, Montpellier, Francepl
dc.contributor.organizationPoznan University of Economics and Business, Institute of Finance, Department of Investment and Financial Markets, Poznań, Polandpl
dc.contributor.organizationNational Research University Higher School of Economics, Russian Federationpl
dc.date.accessioned2023-07-05T06:49:07Z
dc.date.available2023-07-05T06:49:07Z
dc.date.issued2022
dc.description.abstractWe study the relationship of return and volatility of non-fungible tokens (NFT) segments and media coverage during the outbreak of the COVID-19 pandemic in a connectedness framework. We document media coverage as a net transmitter of spillover for both the return and volatility of NFT segments. We find that NFTs representing the utilities segment are a major transmitter of spillover. Our findings have important implications for portfolio managers, regulators, and policy makers.en
dc.description.sponsorshipNarodowe Centrum Nauki
dc.identifier.citationUmar, Z., Abrar, A., Zaremba, A., Teplova, T., & Vo, X. V. (2022). The return and volatility connectedness of NFT segments and media coverage: fresh evidence based on news about the COVID-19 pandemic. Finance Research Letters, 49, 103031. https://doi.org/10.1016/j.frl.2022.103031.pl
dc.identifier.doi10.1016/j.frl.2022.103031
dc.identifier.issn1544-6131
dc.identifier.urihttps://open.icm.edu.pl/handle/123456789/22675
dc.publisherElsevierpl
dc.relationOPUS – 2021/41/B/HS4/02443pl
dc.rightsUznanie autorstwa 4.0 Międzynarodowe*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.subjectconnectednessen
dc.subjectCOVID-19en
dc.subjectnon-fungible tokensen
dc.subjectspilloveren
dc.subjectmedia sentimenten
dc.titleThe Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemicpl
dc.typearticlepl
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