主讲嘉宾简介：

林海，新西兰惠灵顿维多利亚大学金融学教授。曾担任新西兰惠灵顿维多利亚大学经济与金融学院（School of Economics and Finance）院长。2003年获得厦门大学金融学博士，研究领域包括固定收益证券、市场微观结构，金融衍生品，金融科技和绿色金融。论文发表在Journal of Financial Economics, Management Science, Journal of Financial Intermediation, Journal of Financial Markets等国际一流金融学期刊。博士论文获得中国百篇优秀博士论文提名奖。研究论文曾获得亚洲金融学会，中国金融学年会和新西兰金融年会优秀论文奖。

讲座主要内容：

This study uses Bitcoin options data to create a model-free Bitcoin implied volatility index (BVIX) and investigates the factors that influence it. The research shows that investor attention is the most significant predictor of BVIX, while investor sentiment, interest rates, and trading volume also have predictive power. These findings are both statistically and economically significant. Additionally, the study suggests that these predictors affect call and put options differently, and non-fundamental sentiment is more important in influencing Bitcoin implied volatility than fundamental sentiment.

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