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Publications

by members of

University College London (UCL) → Centre for Blockchain Technologies

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Yichen Luo & Yebo Feng & Jiahua Xu & Paolo Tasca & Yang Liu, 2025, "LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management," Papers, arXiv.org, number 2501.00826, Jan, revised Jun 2026.
  2. Honglin Fu & Yebo Feng & Cong Wu & Jiahua Xu, 2025, "\textsc{Perseus}: Tracing the Masterminds Behind Cryptocurrency Pump-and-Dump Schemes," Papers, arXiv.org, number 2503.01686, Mar.

2024

  1. Yichen Luo & Yebo Feng & Jiahua Xu & Paolo Tasca, 2024, "Piercing the Veil of TVL: DeFi Reappraised," Papers, arXiv.org, number 2404.11745, Apr, revised Jul 2025.
  2. Walter Hernandez Cruz & Jiahua Xu & Paolo Tasca & Carlo Campajola, 2024, "No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank," Papers, arXiv.org, number 2407.11716, Jul.

2023

  1. Jiahua Xu & Yebo Feng & Daniel Perez & Benjamin Livshits, 2023, "Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)," Papers, arXiv.org, number 2302.09551, Feb, revised May 2025.

2022

  1. Teng Andrea Xu & Jiahua Xu, 2022, "A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols," Papers, arXiv.org, number 2202.07742, Feb, revised Jul 2023.
  2. Jiahua Xu & Yebo Feng, 2022, "Reap the Harvest on Blockchain: A Survey of Yield Farming Protocols," Papers, arXiv.org, number 2210.04194, Oct, revised Dec 2022.
  3. Teng Andrea Xu & Jiahua Xu & Kristof Lommers, 2022, "DeFi versus TradFi: Valuation Using Multiples and Discounted Cash Flows," Papers, arXiv.org, number 2210.16846, Oct, revised May 2025.

2021

  1. Jiahua Xu & Krzysztof Paruch & Simon Cousaert & Yebo Feng, 2021, "SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) Protocols," Papers, arXiv.org, number 2103.12732, Mar, revised Mar 2023.
  2. Jiahua Xu & Nikhil Vadgama, 2021, "From banks to DeFi: the evolution of the lending market," Papers, arXiv.org, number 2104.00970, Apr, revised Dec 2022.
  3. Simon Cousaert & Jiahua Xu & Toshiko Matsui, 2021, "SoK: Yield Aggregators in DeFi," Papers, arXiv.org, number 2105.13891, May, revised Mar 2022.

2020

  1. Daniel Perez & Sam M. Werner & Jiahua Xu & Benjamin Livshits, 2020, "Liquidations: DeFi on a Knife-edge," Papers, arXiv.org, number 2009.13235, Sep, revised Dec 2021.
  2. Teodor Godina & Serge Kassibrakis & Semyon Malamud & Alberto Teguia & Jiahua Xu, 2020, "Learning (Not) to Trade: Lindy's Law in Retail Traders," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-100, Dec.

2018

  1. Jiahua Xu & Benjamin Livshits, 2018, "The Anatomy of a Cryptocurrency Pump-and-Dump Scheme," Papers, arXiv.org, number 1811.10109, Nov, revised Aug 2019.

2016

  1. de Roure, Calebe & Pelizzon, Loriana & Tasca, Paolo, 2016, "How does P2P lending fit into the consumer credit market?," Discussion Papers, Deutsche Bundesbank, number 30/2016.

2015

  1. Aki-Hiro Sato & Paolo Tasca & Takashi Isogai, 2015, "Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective," Papers, arXiv.org, number 1504.07152, Apr, revised Feb 2017.

2014

  1. de Roure, Calebe & Tasca, Paolo, 2014, "Bitcoin and the PPP Puzzle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59291, Jul.
  2. Tasca, Paolo & Battiston, Stefano, 2014, "Diversification and financial stability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59297, Feb.

2013

  1. Paolo Tasca & Pavlin Mavrodiev & Frank Schweitzer, 2013, "Quantifying the Impact of Leveraging and Diversification on Systemic Risk," Papers, arXiv.org, number 1303.5552, Mar.
  2. Tasca, Paolo & Battiston, Stefano, 2013, "Market Procyclicality and Systemic Risk," MPRA Paper, University Library of Munich, Germany, number 45156, Mar, revised Mar 2013.

Undated

  1. Paolo Tasca, undated, "Overlapping Correlation Coefficient," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-13-004.

Journal articles

2024

  1. Yimika Erinle & Yebo Feng & Jiahua Xu & Nikhil Vadgama & Paolo Tasca, 2024, "Shared-Custodial Wallet for Multi-Party Crypto-Asset Management," Future Internet, MDPI, volume 17, issue 1, pages 1-19, December.

2023

  1. Juan Ignacio Ibañez & Chris N. Bayer & Paolo Tasca & Jiahua Xu, 2023, "REA, Triple-Entry Accounting and Blockchain: Converging Paths to Shared Ledger Systems," JRFM, MDPI, volume 16, issue 9, pages 1-20, August.

2020

  1. Jiahua Xu, 2020, "Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market," North American Actuarial Journal, Taylor & Francis Journals, volume 24, issue 1, pages 36-56, January, DOI: 10.1080/10920277.2019.1585881.

2019

  1. Xu Jiahua, 2019, "Equity Incentives and Crash Risk in China’s A-Share Market," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 13, issue 1, pages 1-18, January, DOI: 10.1515/apjri-2018-0025.
  2. Jiahua Xu & Lan Zou, 2019, "The impact of CEO pay and its disclosure on stock price crash risk: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 479-497, July, DOI: 10.1108/CFRI-10-2018-0138.
  3. Alexander Braun & Sebastian Utz & Jiahua Xu, 2019, "Are insurance balance sheets carbon-neutral? Harnessing asset pricing for climate change policy†," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 44, issue 4, pages 549-568, October, DOI: 10.1057/s41288-019-00142-w.
  4. Xu, Jiahua, 2019, "Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-20, DOI: 10.18718/81781.15.

2014

  1. Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank, 2014, "Quantifying the impact of leveraging and diversification on systemic risk," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 43-52, DOI: 10.1016/j.jfs.2014.08.006.

Chapters

2020

  1. Andreas Richardson & Jiahua Xu, 2020, "Carbon Trading with Blockchain," Springer Proceedings in Business and Economics, Springer, in: Panos Pardalos & Ilias Kotsireas & Yike Guo & William Knottenbelt, "Mathematical Research for Blockchain Economy", DOI: 10.1007/978-3-030-53356-4_7.

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