Research

Conference Proceedings

A Game-Theoretic Analysis of Cross-Chain Atomic Swaps with HTLCs
Jiahua Xu, Damien Ackerer, Alevtina Dubovitskaya (2021)
The 41st IEEE International Conference on Distributed Computing Systems (ICDCS), accepted

Liquidations: DeFi on a Knife-edge
Daniel Perez, Sam M. Werner, Jiahua Xu, Benjamin Livshits (2021)
The 25th International Conference on Financial Cryptography and Data Security (FC), accepted

A Game-Theoretic Analysis of Cross-Ledger Swaps with Packetized Payments
Alevtina Dubovitskaya, Damien Ackerer, Jiahua Xu (2021)
The 1st Workshop on Decentralized Finance (DeFi) at the 25th International Conference on Financial Cryptography and Data Security (FC), 177-187

Jack the Rippler: Arbitrage on the Decentralized Exchange of the XRP Ledger
Gaspard Peduzzi, Jason James, Jiahua Xu (2021)
The 3rd Conference on Blockchain Research & Applications for Innovative Networks and Services (BRAINS), accepted

Revisiting Transactional Statistics of High-scalability Blockchains
Daniel Perez, Jiahua Xu, Benjamin Livshits (2020)
The ACM Internet Measurement Conference (IMC), 535-550

Carbon Trading with Blockchain
Andreas Richardson, Jiahua Xu (2020)
The 2nd International Conference on Mathematical Research for Blockchain Economy (MARBLE), 105-124

The Anatomy of a Cryptocurrency Pump and Dump Scheme
Jiahua Xu, Benjamin Livshits (2019)
The 28th USENIX Security Symposium, 1609-1625

Journal Publications

Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market
Jiahua Xu (2020)
North American Actuarial Journal, 24(1):36-56

Fair Value Measurement in the Life Settlement Market
Alexander Braun, Jiahua Xu (2020)
Journal of Fixed Income, 29(4):100-123

Segmentally Aware: Know When to Merge and When to Purge
Yao Ma, Jiahua Xu (2019)
Journal of Organizational Change Management, 33(1):196-214

Are Insurance Balance Sheets Carbon-Neutral? Harnessing Asset Pricing for Climate-Change Policy
Alexander Braun, Sebastian Utz, Jiahua Xu (2019)
The Geneva Papers on Risk and Insurance, 44(4):549-568

Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)
Jiahua Xu (2019)
International Journal for Re-Views in Empirical Economics, 3(6):1-20

The Impact of CEO Pay and its Disclosure on Stock Price Crash Risk: Evidence from China
Jiahua Xu, Lan Zou (2019)
China Finance Review International, 9(4):479-497

Equity Incentives and Crash Risk in China’s A-Share Market
Jiahua Xu (2019)
Asia-Pacific Journal of Risk and Insurance, 13(1)

Predicting Longevity: An Analysis of Potential Alternatives to Life Expectancy Reports
Jiahua Xu, Adrin Hoesch (2018)
Journal of Investing, 27(supplement):65-79

Book Chapters

Token-based Insurance Solutions on Blockchain
Simon Cousaert, Nikhil Vadgama, Jiahua Xu (2021)
Blockchains and the Token Economy: Theory and Practice, accepted

From banks to DeFi: the evolution of the lending market
Jiahua Xu, Nikhil Vadgama (2021)
Enabling the Internet of Value: How Blockchain Connects Global Businesses, accepted

Pedagogical Material

fidentiaX: The Tradable Insurance Marketplace on Blockchain
Alexander Braun, Lauren H. Cohen, Jiahua Xu (2020)
Harvard Business School Case 219-116, Teaching Note 220-037

ClearLife: From Prospect to Platform
Alexander Braun, Lauren H. Cohen, Mauro Elvedi, Jiahua Xu (2019)
Harvard Business School Case 219-119, Teaching Note 220-036

Ashar Group: Brokers and Co-opetition in the Life Settlement Industry
Alexander Braun, Lauren H. Cohen, Christopher J. Malloy, Jiahua Xu (2018)
Harvard Business School Case 218-109, Teaching Note 218-128

Introduction to Life Settlements
Alexander Braun, Lauren H. Cohen, Christopher J. Malloy, Jiahua Xu (2018)
Harvard Business School Background Note 218-127

Einführung in die Bancassurance (Introduction to Bancassurance)
Alexander Braun, Willi Peter, Jiahua Xu (2018)
Competence in Insurance Management Background Note

Selected Working Papers

SoK: Yield Aggregators in DeFi
Simon Cousaert, Jiahua Xu, Toshiko Matsui

SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) protocols
Jiahua Xu, Nazariy Vavryk, Krzysztof Paruch, Simon Cousaert

Learning (Not) to Trade: Lindy’s Law in Retail Traders
Teodor Godina, Serge Kassibrakis, Semyon Malamud, Alberto Teguia, Jiahua Xu

REA, Triple-Entry Accounting and Blockchain: Converging Paths to Shared Ledger Systems
Juan Ignacio Ibañez, Chris N. Bayer, Paolo Tasca, Jiahua Xu