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Characteristics of price related fluctuations in Non-Fungible Token (NFT) market

Paweł Szydło, Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż

arXiv 30 Oct 2023 · Finance — Computational · publishedChaos An Interdisciplinary Journal of Nonlinear Science (2024) · 13 citations (OpenAlex)

arXiv:2310.19747 · PDF · DOI · OpenAlex · Extracted main text

Abstract

A non-fungible token (NFT) market is a new trading invention based on the blockchain technology which parallels the cryptocurrency market. In the present work we study capitalization, floor price, the number of transactions, the inter-transaction times, and the transaction volume value of a few selected popular token collections. The results show that the fluctuations of all these quantities are characterized by heavy-tailed probability distribution functions, in most cases well described by the stretched exponentials, with a trace of power-law scaling at times, long-range memory, and in several cases even the fractal organization of fluctuations, mostly restricted to the larger fluctuations, however. We conclude that the NFT market - even though young and governed by a somewhat different mechanisms of trading - shares several statistical properties with the regular financial markets. However, some differences are visible in the specific quantitative indicators.

Citation extraction

96
references
118
in-text mentions
97
distinct cited
10
self-citations
8,655
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1author author M. Watorek, author S. Drożdż, author J. Kwapień, autho… (2021) ) NoStop1.00053100%
2CryptoSlam,\ @noop title Cryptomslam,\ howpublished https://www.cryp…0.64422100%
3author author S. Drożdż, author R. Gębarowski, author L. Minati, aut… (2018) ) NoStop self0.64422100%
4author author S. Drożdż, author L. Minati, author P. Oświęcimka, aut… (2019) ) NoStop self0.64422100%
5author author J. Kwapień, author M. Watorek, author M. Bezbradica, a… (2022) ) NoStop0.64422100%
6MagicEden,\ @noop title Magiceden,\ howpublished https://www.magiced…0.64422100%
7author author D. Y.\ Aharon\ and\ author E. Demir,\ title title NFTs… (2021) 102515 journal journal Finance Research Letters\ volume 47,\ pages 102515 ( year 2022) NoStop0.58531100%
8author author S. Drożdż, author J. Kwapień, author P. Oświęcimka, \… (2009) ) NoStop0.58531100%
9author author M. Wątorek, author J. Kwapień, \ and\ author S. Drożdż… (2023) ) NoStop self0.58531100%
10author author S. S.\ Jason B. Cho\ and\ author D. S.\ Matteson,\ tit… (2022) 2151950 journal journal Data Science in Science\ volume 2,\ pages 2151950 ( year 2023) NoStop0.51121100%

Showing the top 10 of 97 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
12607.139160.40511