Processed NFT Transaction and Derived Metadata Dataset for "NFT Market Regimes and Risk Factors: Evidence on Alpha Determinants and Market Structure"

This archive provides the processed dataset associated with the paper, “NFT Market Regimes and Risk Factors: Evidence on Alpha Determinants and Market Structure.” The released files contain only the analysis-ready data necessary to support the empirical analyses reported in the study. They do not constitute a full release of all source data used in the broader data-construction workflow.

The archive includes the following components:

1. Ethereum-derived NFT transaction data used in the empirical analyses. These tables are constructed from NFT trade records extracted from Ethereum blockchain transaction logs and processed into an analysis-ready form.

2. Derived metadata-based research variables constructed from NFT collection metadata. These include processed and derived variables used in the paper, such as:

   • collection contract address,

   • collection name,

   • categorical indicators for official social-account availability (e.g., Twitter and other supported platform indicators),

   • category labels inferred from collection descriptions,

   • confidence-related values associated with category inference, and

   • final assigned category labels, including residual labels such as "unknown" and "vague".

The released metadata-related tables contain only derived research variables. They do not redistribute the full raw metadata obtained from third-party platforms or APIs. In particular, raw description text and other raw platform-provided metadata fields are not included in this archive. This design is intended to support transparency and reproducibility while respecting third-party data-redistribution constraints.

Related documentation, including a variable dictionary for the released tables, is planned to be provided through the accompanying GitHub repository. These materials describe the released tables, variable definitions, and their role in the empirical analyses reported in the paper.

This archive is intended to facilitate reproducibility at the level of the processed research dataset. It should be used together with the accompanying paper and related documentation, where available.