Xi Chen

University of Sussex Business School

Lecturer in Finance

Jubilee Building

Falmer, Brighton BN1 9SL

United Kingdom

  • University of Sussex Business School

SCHOLARLY PAPERS

8

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Rank 24,497

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Top 24,497

in Total Papers Downloads

4,492

TOTAL CITATIONS

1

Scholarly Papers (8)

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1.

Elsevier, Coordinated Journals and Citation Patterns

Downloads 1,830 (20,382)

Elsevier, Coordinated Journals and Citation Patterns

Number of pages: 22 Posted: 29 Jan 2025 Last Revised: 09 Feb 2025
Carol Alexander, Xi Chen and Douglas J. Cumming
University of Sussex Business School, University of Sussex Business School and Florida Atlantic University
Downloads 1,803 (20,459)

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Citing staking, Citation network, Centrality, Journal impact factor

Elsevier, Coordinated Journals and Citation Patterns

https://doi.org/10.2139/ssrn.5056074

Number of pages: 22 Posted: 20 Feb 2025
Carol Alexander, Xi Chen and Douglas J. Cumming
University of Sussex Business School, University of Sussex Business School and Florida Atlantic University
Downloads 27 (1,102,237)

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Citing staking, Citation network, Centrality, Journal impact factor, Scopus metadata JEL classification: C22

2.

Arbitrage Opportunities and Efficiency Tests in Crypto Derivatives

Number of pages: 42 Posted: 05 Jul 2023 Last Revised: 07 May 2024
Carol Alexander, Xi Chen, Jun Deng and Tianyi Wang
University of Sussex Business School, University of Sussex Business School, University of International Business and Economics (UIBE) - School of Banking and Finance and University of International Business and Economics
Downloads 966 (52,214)

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Box Spread, Calendar Spread, Inverse Option, Put-Call Parity, Transaction Costs

3.

Model Risk in Real Option Valuation

Alexander, C., & Chen, X. (2021). Model risk in real option valuation. Annals of Operations Research, 299(1), 1025-1056.
Number of pages: 35 Posted: 25 Jan 2012 Last Revised: 17 Jul 2023
Carol Alexander and Xi Chen
University of Sussex Business School and University of Sussex Business School
Downloads 338 (192,527)
Citation 1

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CARA, CRRA, certain equivalent, decision tree, divestment, Hyperbolic Absolute Risk Aversion, investment, mean-reversion, risk aversion, risk tolerance

4.

Impacts of Protocol Updates on Uniswap Decentralized Crypto Exchanges

Number of pages: 31 Posted: 05 Jul 2023 Last Revised: 07 May 2024
Carol Alexander, Xi Chen, Jun Deng and Qi Fu
University of Sussex Business School, University of Sussex Business School, University of International Business and Economics (UIBE) - School of Banking and Finance and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 317 (206,309)

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Decentralized Exchanges, Information Efficiency, Price Discovery, Uniswap, Automated Market Making

5.

Non-Rarity Metrics for Non-Fungible Tokens

Number of pages: 49 Posted: 18 Oct 2022 Last Revised: 24 Aug 2023
Carol Alexander and Xi Chen
University of Sussex Business School and University of Sussex Business School
Downloads 304 (215,882)

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Personal profile picture, Pythagorean mean, Weighted power mean, Trait normalization

6.

Risk-Adjusted Valuation for Real Option Decisions

Alexander, C., Chen, X., & Ward, C. (2021). Risk-adjusted valuation for real option decisions. Journal of Economic Behavior & Organization, 191, 1046-1064.
Number of pages: 28 Posted: 01 Mar 2013 Last Revised: 19 Dec 2022
Carol Alexander, Xi Chen and Charles W.R. Ward
University of Sussex Business School, University of Sussex Business School and University of Reading
Downloads 272 (242,565)

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Cost of capital, discount rate, hedging, idiosyncratic risk, implied return, required return

7.

A Dynamic BW Index of Stock Market Sentiment

Number of pages: 42 Posted: 27 Oct 2022 Last Revised: 20 Oct 2023
Jiangze Bian, Louis M. D. Burgess, Xi Chen, Jun Deng and XiaoXiang Zhang
University of International Business and Economics (UIBE), University of Sussex Business School, University of Sussex Business School, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Sussex - School of Business, Management and Economics
Downloads 266 (247,969)

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Investor sentiment, sentiment aggregation, PCA, dynamic modelling, equity returns, anomalies

8.

Arbitrage Opportunities and Efficiency Tests in Crypto Derivatives

Number of pages: 42 Posted: 13 Sep 2023 Last Revised: 24 Nov 2024
Carol Alexander, Xi Chen, Jun Deng and Tianyi Wang
University of Sussex Business School, University of Sussex Business School, University of International Business and Economics (UIBE) - School of Banking and Finance and University of International Business and Economics
Downloads 199 (328,878)

Abstract:

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Box Spread, Calendar Spread, Inverse Option, Put-Call Parity, Transaction Costs