Are DeFi tokens a separate asset class from conventional cryptocurrencies?

S Corbet, JW Goodell, S Gunay… - Annals of Operations …, 2023 - Springer
We test for the existence of bubbles in conventional and DeFi-focused cryptocurrencies,
seeking to identify key driving forces that distinguish DeFi tokens from conventional …

Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment

S Gunay, JW Goodell, S Muhammed… - International Review of …, 2023 - Elsevier
We explore the domain of FinTech, DeFi, and NFT market relationships considering investor
attention. Using frequency connectedness analysis, we employ two different investor …

Are markets sentiment driving the price bubbles in the virtual?

MB Osman, E Galariotis, K Guesmi, H Hamdi… - International Review of …, 2024 - Elsevier
This paper investigates the existence of speculative bubbles in four crypto-market
components (Bitcoin, Ethereum, CRIX index, DeFi pulse index) while date-stamping them …

Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios

Z Umar, M Usman, SY Choi, J Rice - Research in International Business …, 2023 - Elsevier
This study investigates the risk and returns on one of the newest digital asset classes
instruments, non-fungible tokens (NFTs), by accounting for tail dependence of higher-order …

A thematic history of NFTs

UW Chohan - Non-Fungible Tokens, 2024 - taylorfrancis.com
The aim of this chapter is to provide a brief but substantive history of non-fungible tokens
(NFTs) through a thematic approach. It identifies four key themes that have played a …

Investor sentiment and the NFT hype index: to buy or not to buy?

V Baklanova, A Kurkin, T Teplova - China Finance Review …, 2024 - emerald.com
Purpose The primary objective of this research is to provide a precise interpretation of the
constructed machine learning model and produce definitive summaries that can evaluate …

Investor sentiment and the NFT market: prediction and interpretation of daily NFT sales volume

T Teplova, A Kurkin, V Baklanova - Annals of Operations Research, 2023 - Springer
The present paper explores factors determining trading activity for a highly distinctive class
of crypto assets: nonfungible tokens (NFTs). The prevalence of retail investors in the NFT …

Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment

S Gunay, MM Sraieb, S Muhammed - International Review of Financial …, 2024 - Elsevier
This study aims to investigate the role of investor sentiment in the emerging metaverse
market, a novel entrepreneurship model. Empirical analyses are conducted through various …

Guest editorial: Non-fungible token (NFT) and alternative finance: digitalization, decentralization and tokenization

X Gao, K Koedijk, S Ryu, Y Zhang - China Finance Review …, 2024 - emerald.com
Non-fungible tokens (NFTs) represent unique cryptocurrency tokens created on a chain of
digital credentials and can be used for distribution, purchase and collection. Blockchain …

The CNN Fear and Greed Index as a Predictor of US Equity Index Returns: Static and Time-Varying Granger Causality

H Farrell, F O'Connor - Finance Research Letters, 2024 - Elsevier
We assess whether the CNN “Fear and Greed” Index can be used to predict returns on
equity indices and gold. Using static tests, we find that the Fear and Greed Index Granger …