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), accepted

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

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