He attempted to settle a colony of Huguenots in Virginia, but failed.

Initially Coxe purchased land in West Jersey in the mid-1680s. He bought out the heirs of Edward Byllynge there in 1687. Coxe opened the earliest commercial-scale pottery in New Jersey. He sold out most of his land there to the West New Jersey Society of London, in 1692.

Later in the 1690s Coxe acquired a grant of land in 1698 known as "Carolana"

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